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warning/0001/quant-ph0001055.html | ar5iv | text | # Comment on ”Giant Absorption Cross Section of Ultracold Neutrons in Gadolinium”
Rauch *et al* have measured the absorption cross section of natural $`Gd`$ and isotopically enriched $`{}_{}{}^{157}Gd`$ for neutron energies extending into the ultracold energy region using $`Gd`$ compounds dissolved in $`D_2O`$. For the case of $`{}_{}{}^{157}Gd`$ the result for neutrons with a velocity of 10 *m/sec* (49.7 *Mbarns*) was found to be less than the value obtained by extrapolating the value at thermal energies ($`v=`$ 2200 *m/sec,* 253,300 *barns*) by the $`1/v`$ law (55.9 *Mbarns*) (see Table 1 of ). Note that the $`1/v`$ law applies to the velocity in the material. At low energies this differs from the velocity in free space because of refraction effects.
The authors then attributed this discrepancy to the effect of random fluctuations of the number of scattering centers in the interaction volume. Because of the exponential nature of the absorption law, fluctuations to lower densities have a greater effect and the observed transmission is larger than it would be otherwise, leading to a reduction in the apparent cross section. The authors suggest that the interaction volume is delimited by the transverse ’coherence’ lengths ($`1/2\delta k)`$ where $`\delta k`$ is the width of the transverse momentum distribution, and longitudinally by the sample thickness or absorption length, whichever is smaller.
The purpose of this note is twofold:
1. To point out that the absorption cross section of $`{}_{}{}^{157}Gd`$ has a resonance in the thermal region as shown in fig.1 taken from . The correct $`1/v`$ extrapolation of the data is thus seen to yield a value of 42.5 *Mbarns* so that the discrepancy (if any) with the measured value has the opposite sense of that predicted by the model based on fluctuations in an interaction volume.
2. The transverse ’coherence’ length is the width of the transverse spatial correlation function of the wave function (we refer to it from now on as the correlation length). In the usual case where the beam
Fig.1) Gd-157, tabulated absorption cross section data and extrapolations.
intensity varies slowly on the scale of the correlation length, the correlation function is a measure of the average phase difference between adjacent points, as shown in fig. 2 of and as such has no influence at all on absorption, which depends only on the beam intensity. Contrary to scattering which involves an interference between at least two points in the sample , absorption takes place at a single point and hence is not influenced by the correlation properties of the beam. This can also be seen by applying the argument of Comsa .
J. Felber<sup>1</sup>, R. Gähler<sup>1</sup>, R. Golub<sup>2</sup>
<sup>1</sup>Fakuktät der Physik
Technische Universität München
85748 Garching, Germany
<sup>2</sup>Hahn Meitner Institut
Glienickerst. 100,
14109 Berlin, Germany |
warning/0001/nlin0001025.html | ar5iv | text | # Spectral statistics for unitary transfer matrices of binary graphs
## I Introduction
Universality in spectral statistics has be established numerically and experimentally for a wide range of linear wave problems ranging from quantum systems (Bohigas et al (1984)) to acoustic (Ellegaard et al (1996)) and microwave cavities (Alt et al (1997, 1999)) in two and three dimensions as well as quantum maps (Saraceno and Voros (1994)) and quantum graphs (Kottos and Smilansky (1997, 1998)), see also Guhr et al (1998) for a recent review. The universality classes are accurately described by random matrix theory (RMT) even though ensemble average is not performed when considering spectra of individual wave problems. This fundamental puzzle is not understood until today and indicates that the RMT–limit is reached under more general conditions than assumed by Wigner, Mehta, Dyson and others (see e.g. Mehta (1991)) in the original derivation of RMT – results.
A few basic facts are well established by now: wave systems, whose spectral statistics follow the RMT–result for Gaussian unitary or orthogonal ensemble (GUE or GOE) have in common that
* time propagation (discrete or continuous) is a linear, unitary transformation;
* the dynamics of the underlying classical system is chaotic; this implies in particular that the classical Perron-Frobenius operator has an isolated largest eigenvalue equal to one, positive Liapunov exponent and an exponentially increasing number of periodic orbits;
* there are no systematic periodic orbit length degeneracies other than those enforced by the symmetries of the classical dynamics and the unitarity of the wave propagation.
The last point is kept vague deliberately and refers to systems which fulfill condition (a) and (b) but are known to deviate from RMT due to number theoretical periodic orbit degeneracies; examples are the cat map (Hannay and Berry (1980), Keating (1991 a,b)) and arithmetic billiards of constant negative curvature (Bogomolny et al (1997)). I will come back to this point in the next sections.
A direct consequence of (b) is the so-called Hannay–Ozorio de Almeida (HOdA) sum rule (Hannay and Ozorio de Almeida (1984), Berry (1985)), which enables one to derive universality of the spectral two point correlation function in the long range limit. Considerable progress in understanding the universality of spectral statistics for individual systems beyond the HOdA-sum rule has been made only recently by studying quantum graphs. In a series of papers Smilansky and coworkers demonstrated numerically that quantum graphs indeed obey RMT-statistics (Kottos and Smilansky (1997, 1999)); they were also able to calculated the full form factor, i.e., the Fourier transform of the spectral two point correlation function, in terms of periodic orbits for a specific set of graphs with $`2\times 2`$ unitary transfer matrices (Schanz and Smilansky (1999)) and reproduced Anderson localisation from periodic orbit theory in a similar model (Schanz and Smilansky (1999a)). Deviations from universal statistical behaviour for a special set of graphs – so-called star-graphs – could be explained in leading order by Kottos and Smilansky (1999), a systematic way to calculate higher order corrections has been developed by Berkolaiko and Keating (1999).
The main advantage in studying quantum graphs is that one can construct a wide variety of systems with exact periodic orbit trace formulae (in contrast to, for example, semiclassical periodic orbit trace formulae, see Gutzwiller (1990)). Discrete time propagation on a graph corresponds to a unitary transformation in terms of a finite dimensional matrix and periodic orbit lengths are build up by a finite number of rationally independent length segments. The exactness of the trace formula circumvents problems due to, for example, semiclassical errors present in periodic orbit trace formulae for general quantum systems with continuous classical limit. Semiclassical approximations do in general not preserve unitarity of the quantum propagation which leads to exponentially growing error terms in the long time limit (Keating (1994), Tanner (1999)). Periodic orbit length correlations beyond the classical HOdA-sum rules can furthermore be studied in graphs in detail without referring to approximations; such correlations are predicted to exist due to the presence of spectral universality (Argaman et al (1993)).
The quantisation procedure for graphs chosen by Kottos and Smilansky (1997, 1999) implies certain restrictions on the topological structure of the graph. Solving a one-dimensional Schrödinger equation on the connections (or edges) between vertices with various boundary conditions calls for the possibility of backscattering; the underlying graph must therefore be undirected, i.e., the possibility to go from vertex $`i`$ to vertex $`j`$ implies that the reversed direction from $`j`$ to $`i`$ also exists.
In the following I will broaden the picture by considering unitary matrices in general. I will identify a unitary matrix as a transfer matrix (or ‘wave propagator’) on a directed graph with exact periodic orbit trace formula. The corresponding classical system is, as for quantum graphs, given by the dynamics on a probabilistic network. Such a construction has a priori, and again like for quantum graphs, no semiclassical limit in the sense that the classical dynamics does not remain the same when increasing the matrix dimension (or the size of the graph). This is, however, not a prerequisite when looking at the conditions (a) - (c); one can indeed easily construct graphs and corresponding unitary transfer matrices which fulfill the conditions above. The main motivation in generalising the concept of quantum graphs lies in the possibility to study a much wider class of graphs including in particular directed graphs. This freedom will be used in section III, IV to consider a special set of graphs, so–called binary graphs. Unlike for quantum graphs, the unitary transfer matrix of a directed graph can not be written as a function of a wavenumber $`k`$ in general and does not have a quantum spectrum. Like for quantum maps, one studies instead the statistics of the spectrum of eigen-phases of the unitary matrix.
I will introduce some basic notations for graphs in section II and will define edge and vertex staying rates as well as periodic orbit degeneracy classes. An exponentially increasing contribution to the form factor is identified when performing a diagonal summation over degeneracy classes. I will then focus on balanced, directed (binary) graphs with unitary transfer matrices. The form factor can here be written in terms of a periodic orbit length degeneracy function. This functions will be derived explicitly for binary graphs with up to 6 vertices in section III. Exponentially increasing contributions to the form factor are identified; these contributions alternate in sign and balance each other in a delicate way to lead to an expression for the form factor close to the RMT - result. The periodic orbit form factor for graphs with up to 32 vertices is calculated in section IV by counting the periodic orbit degeneracies directly. Convergence of the periodic orbit expressions towards the RMT – result is observed for graphs with and without time reversal symmetry; this gives rise to the hope that a periodic orbit theory may indeed be able to resolve universality of spectral statistics in the limit of large vertex - numbers.
## II Graphs and unitary transfer matrices
### A Introduction and notation
A directed graph (digraph) $`G`$ consists of set of vertices $`V(G)`$ connected by a set of edges $`E(G)`$. An edge leading from a vertex $`i`$ to a vertex $`j`$, ($`i,jV(G)`$), will be denoted ($`ij`$) and the ordering of the pair is important. I will mainly deal with directed graphs here and will omit the specification ‘directed’ in the following. The order of the graph is given by the number of vertices $`N=|V(G)|`$, and $`M=|E(G)|`$ is the number of edges. A graph can be characterised by its $`N\times N`$ adjacency matrix $`𝐀(G)`$ being defined here as
$`a_{ij}=\{\begin{array}{cc}1\hfill & \text{if}ijE(G)\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array};`$
the vertices $`i,jV(G)`$ may be labeled from 0 to $`N1`$ for convenience. A real or complex $`N\times N`$ matrix $`𝐓(G)`$ will be a called a transfer matrix of $`G`$ if
$`t_{ij}=0a_{ij}=0.`$
A real transfer matrix $`𝐓^{cl}(G)`$ which preserves probability, i.e.
$$\underset{j=0}{\overset{N1}{}}t_{ij}^{cl}=1iV(G),t_{ij}\text{I}\text{R}$$
(1)
is called a classical transfer matrix in what follows. $`𝐓^{cl}`$ is the analogue of the classical transfer or Frobenius–Perron operator for dynamical systems with continuous configuration space and describes the discrete time evolution of an $`N`$ – dimensional vertex density vector $`𝝆`$ according to
$`\rho _j(n+1)={\displaystyle \underset{i=0}{\overset{N1}{}}}t_{ij}^{cl}\rho _i(n),n\text{I}\text{N}.`$
A matrix element $`t_{ij}^{cl}`$ corresponds thus to the transition probability going from vertex $`i`$ to $`j`$. The classical transfer matrix has a largest eigenvalue equal to one; the graph is ergodic if there exists a walk or path from $`i`$ to $`j`$ for every vertex $`i`$ and$`j`$. A graph is ’chaotic’ (and thus necessarily ergodic) if the modulus of the second largest eigenvalue is smaller than one. This means, an initial density vector $`𝝆(0)`$ converges exponentially fast towards an equilibrium state $`\stackrel{~}{𝝆}`$ which is the eigenvector corresponding to the largest eigenvalue of $`𝐓^{cl}`$.
A periodic orbit of period $`n`$ on a graph is a walk on the graph which repeats after $`n`$ steps. Each periodic orbit can be labeled in terms of a vertex symbol code $`(v_1v_2\mathrm{}v_n)=𝐯`$ given by the vertices $`v_iV(G)`$ visited along the walk with $`v_iv_{i+1}E(G),i=1,n1`$ and $`v_nv_1E(G)`$. We will denote the set off all periodic orbits of period $`n`$ as $`𝒫𝒪_n(G)`$.
I will in the following focus on unitary transfer matrices $`𝐓`$. The ‘classical’ dynamics corresponding to the ‘wave propagation’ on the graph described by the unitary matrix $`𝐓`$ is then given by the classical transfer matrix $`𝐓^{cl}`$ with $`t_{ij}^{cl}=|t_{ij}|^2`$. The unitarity of $`𝐓`$ ensures the probability conservation, Eq. (1), for $`𝐓^{cl}`$ and the equilibrium state is the uniform density vector $`\stackrel{~}{𝝆}=(1,1,\mathrm{}1)`$. The complex non-zero matrix elements of $`𝐓`$ may be written as $`t_{ij}=r_{ij}e^{iL_{ij}}`$ and one identifies $`L_{ij}`$ with the length of an edge ($`ij`$) and $`r_{ij}^2=t_{ij}^{cl}`$ is the classical transition probability.
The conditions (a) – (c) in section I are fulfilled if the graph is chaotic and the phases $`L_{ij}`$ are not rationally related apart from conditions enforced due to unitarity. The spectrum of $`𝐓`$ and the periodic orbits in the graph are furthermore related by an exact trace formula; the density of states for the eigenphases $`\{\theta _i\}_{i=1,N}`$ of $`𝐓`$ is given as
$$d(\theta ,N)=\underset{i=1}{\overset{N}{}}\delta (\theta \theta _i)=\frac{N}{2\pi }+\frac{1}{\pi }Re\underset{n=1}{\overset{\mathrm{}}{}}\text{Tr}𝐓^ne^{in\theta }$$
(2)
and the traces $`\text{Tr}𝐓^n`$ can be written as sum over all periodic orbits of period $`n`$ in the graph, i.e. $`\text{Tr}𝐓^n=_{𝐯𝒫𝒪_n}A_𝐯e^{iL_𝐯}`$. The amplitude $`A_𝐯`$ is the product over the transition rates $`r_{v_iv_{i+1}}`$ along the path and $`L_𝐯`$ corresponds to the total length of the periodic orbit.
The spectral measure studied in more detail in this paper is the so–called spectral form factor $`K(\tau ,N)`$; it is the Fourier transformed of the two point correlation function
$`R_2(x,N)={\displaystyle \frac{4\pi ^2}{N^2}}d(\theta )d(\theta +2\pi x/N)`$
and the average $`.`$ is taken over the $`\theta `$ – interval $`[0,2\pi ]`$. The form factor written in terms of periodic orbits has the form (see e.g. Tanner (1999))
$$K(\tau ,N)=\frac{1}{N}|\text{Tr}𝐓^n|^2_{\mathrm{\Delta }\tau }=\frac{1}{N}\underset{𝐯,𝐯^{}𝒫𝒪_n}{}A_𝐯A_𝐯^{}e^{i(L_𝐯L_𝐯^{})}_{\mathrm{\Delta }\tau }$$
(3)
with $`\tau `$ taking on the discrete values $`\tau =n/N`$ and further averaging over small intervals $`\mathrm{\Delta }\tau `$ is performed. Most periodic orbits of the graph will be uncorrelated and the corresponding periodic orbit pair contributions will vanish after performing the $`\tau `$ – average. There are, however, correlations in the periodic orbit length spectrum which lead to systematic deviations from a zero mean; the most obvious one is between orbits which are related by cyclic permutation of the vertex code $`𝐯`$. The sum over those pairs of orbits leads to the HOdA – sum rule and describes the linearised behaviour of $`K(\tau )`$ for $`\tau 0`$ (Berry (1985)). One can immediately identify another class of exactly degenerated orbits on graphs; this is the set of periodic orbits which passes through each edge the same number of times but not necessarily in the same order. After defining the so-called edge staying rates $`q_{ij}`$ of $`𝐯`$ as the number of times a give orbit $`𝐯`$ visits a certain edge (ij), i.e.
$$q_{ij}(𝐯)=\underset{l=1}{\overset{n}{}}\delta _{i,v_l}\delta _{j,v_{l+1}}(ij)E(G)𝐯𝒫𝒪_n,$$
(4)
one can write the length $`L_𝐯`$ and the amplitude $`A_𝐯`$ of an orbit $`𝐯`$ on a graph as
$`L_𝐯={\displaystyle \underset{ijE(G)}{}}q_{ij}(𝐯)L_{ij},A_𝐯={\displaystyle \underset{ijE(G)}{}}r_{ij}^{q_{ij}(𝐯)}.`$
Periodic orbits whose symbol string gives rise to the same edge staying rate vector $`𝐪=(\{q_{ij}\}_{ijE(G)})`$ coincide in length $`L_𝐯`$ and amplitude $`A_𝐯`$; these orbits will be called topologically degenerate. The set of all topologically degenerated orbits will be called a degeneracy class (Berkolaiko and Keating (1999)). The number of orbits in a given degeneracy class represented by the $`M`$ dimensional edge staying rate vector $`𝐪`$ (with $`M`$, the number of edges of the graph) will be denoted the (periodic orbit length) degeneracy function $`P_n(𝐪;G)`$, i.e.
$$P_n(𝐪;G)=\left|\{𝐯𝒫𝒪_n|q_{ij}(𝐯)=q_{ij},ijE(G)\}\right|.$$
(5)
The orbits related by cyclic permutation of the symbol code are obviously in the same degeneracy class.
The traces of $`𝐓`$ which enter the density of states (2) can thus be rewritten as
$$\text{Tr}𝐓^n=\underset{𝐪\text{I}\text{K}_n(G)}{}P_n(𝐪)A_𝐪e^{iL_𝐪},$$
(6)
and $`\text{I}\text{K}_n(G)\text{I}\text{N}_0^M`$ represents the subset of the M-dimensional integer lattice $`\text{I}\text{N}_0^M`$ containing all the possible edge staying rate vectors $`𝐪`$ which correspond to periodic orbits of period $`n`$ of the graph $`G`$. Determining the lattice $`\text{I}\text{K}_n(G)`$ and thus the possible degeneracy classes as well as the degeneracy function is the main problem when studying periodic orbit length correlations on graphs. I will come back to this point in the next section.
The form factor (3) can now be written as double sum over the edge rate vectors $`𝐪`$
$$K(n,N)=\frac{1}{N}\underset{𝐪,𝐪^{}\text{I}\text{K}_n(G)}{}A_𝐪A_𝐪^{}P_n(𝐪)P_n(𝐪^{})e^{i(L_𝐪L_𝐪^{})}_{\mathrm{\Delta }\tau }.$$
(7)
A new type of diagonal contribution emerges when considering periodic orbit pairs sharing a common $`𝐪`$ – vector. The total contribution of topologically degenerate periodic orbit pairs, which obviously includes the original diagonal contributions in the HOdA – sum rule, is
$$K_{top}(n,N)=\frac{1}{N}\underset{𝐪\text{I}\text{K}_n(G)}{}A_𝐪^2P_n^2(𝐪)e^{\alpha _tn}$$
(8)
and $`\alpha _t>0`$ in general; (the rate $`\alpha _t`$ can be calculated using large deviation techniques (Dembo and Zeitouni (1993)), strict upper and lower bounds are $`0\alpha _th_t`$, and $`h_t`$ is the topological entropy for the graph). All the contributions to $`K_{top}`$ are positive which coincides with a result obtained by Whitney et al (1999) using diagrammatic techniques for periodic orbit formulae. The diagonal approximation $`K_{top}\frac{n}{N}`$ following from the HOdA – sum rule is valid only for small $`\tau =\frac{n}{N}`$ when cyclic permutation is the main source of degeneracies. (This is in general the case for those $`n`$ values for which the majority of orbits visits a given edge at most once).
Unitarity of the underlying $`𝐓`$ matrix implies the asymptotic result $`lim_\tau \mathrm{}K(\tau ,N)=1`$; the exponentially increasing topological contributions $`K_{top}`$ must therefore be counterbalanced by additional correlations in the periodic orbit length spectrum. We will show that these kind of correlations originate from the unitarity of the $`𝐓`$ matrix and that the cancelation mechanism is extremely sensitive leaving little space for approximate or asymptotic treatments.
All what has been said so far is true for arbitrary unitary matrices, and thus especially for transfer matrices of quantum graphs and also for general quantum maps. In order to study the phenomena of periodic orbit correlations due to unitarity more closely, I will now focus on a special class of chaotic graphs with uniform transition probabilities for which all relevant periodic orbit correlations can be given explicitly.
### B Binary graphs and periodic orbit correlations
One of the simplest, non-trivial class of graphs are balanced, directed binary graphs $`B_N`$; these are connected graphs with $`N`$ vertices ($`N`$ even) for which each vertex has exactly two incoming and two outgoing edges. The adjacency matrix $`𝐀_N`$ of a binary graph can be written in the form
$$a_{ij}=\{\begin{array}{cc}\delta _{2i,j}+\delta _{2i+1,j}\hfill & \text{for}\mathrm{\hspace{0.33em}\hspace{0.33em}0}i<\frac{N}{2}\hfill \\ \delta _{2iN,j}+\delta _{2i+1N,j}\hfill & \text{for}\frac{N}{2}i<N\hfill \end{array}i=0,\mathrm{},N1$$
(9)
and the number of edges of $`B_N`$ is $`M=2N`$. Some examples together with their adjacency matrices are shown in Figs. 2, 4, and 5. It will sometimes be useful to switch from a vertex code to an edge code. A suitable choice is to assign each edge $`ij`$ corresponding to a non–zero matrix element of the adjacency matrix (9) an edge code
$$i_e=2i+j\text{mod}2,i_e=0,1\mathrm{},2N1$$
(10)
The edge code is given for the examples Figs. 2, 4, and 5.
Transfer matrices of binary graphs have been studied in connection with combinatorial problems for binary sequences (Stanley (1999)), as well as the semiclassical quantisation of the Anisotropic Kepler Problem using binary symbolic dynamics (Gutzwiller (1988), Tanner and Wintgen (1995)) and have been discussed in the context of general quantum maps (Bogomolny (1992)). Saraceno (1999) recently proposed a quantisation scheme for the baker map which also leads to quantum maps of the form (9).
Binary graphs with adjacency matrices (9) are connected, i.e., each vertex can be reached from every other vertex, here after at least $`[\mathrm{log}_2N]+1`$ steps. The topological entropy $`h_t=\mathrm{log}2`$ independent of the order of the graph. The subset of binary graphs of order $`N=2^k,k\text{I}\text{N}`$, the so–called de Bruijn – graphs (Stanley (1999)), deserves special attention; the dynamics on these graphs can directly be related to the set of all binary sequences and there exists a one-to-one relation between finite binary symbol strings ($`a_1,a_2,\mathrm{}a_n`$), $`a_i\{0,1\}`$ of length $`n`$ and the periodic orbits of the graph i.e.
$`(a_1,a_2,\mathrm{}a_n)(v_1,v_2,\mathrm{}v_n)a_i\{0,1\},v_i\{0,2^k1\}`$
with
$`v_i={\displaystyle \underset{j=1}{\overset{k}{}}}a_{i+j1}2^{kj}\text{and}a_{i+n}=a_i`$
for graphs of order $`N=2^k`$. The number of orbits of period $`n`$ on these graphs is exactly $`2^n`$.
I will consider unitary transfer matrices of binary graphs next. The unitarity conditions for a transfer matrix $`𝐓_N`$ of a binary graph with adjacency matrix (9) can be stated simply in terms of the unitarity conditions for the set of $`N/2`$ different $`2\times 2`$ matrices $`𝐮_i`$ with
$$𝐮_i=\left(\begin{array}{cc}t_{i,2i}\hfill & t_{i,2i+1}\hfill \\ t_{i+\frac{N}{2},2i}\hfill & t_{i+\frac{N}{2},2i+1}\hfill \end{array}\right)i=1,2,\mathrm{},N/2.$$
(11)
Focusing on unitary binary transfer matrices with uniform local spreading, i.e., setting $`|t_{ij}|=1/\sqrt{2}`$ for all non-zero matrix elements of $`𝐓_N`$, the unitarity condition can be written as a pure phase correlation. One obtains the following relation between the lengths of edges
$$\left(L_{i,2i}+L_{i+\frac{N}{2},2i+1}\right)\left(L_{i,2i+1}+L_{i+\frac{N}{2},2i}\right)mod2\pi =\pi i=0,2,\mathrm{},N/21,$$
(12)
the corresponding local network is shown in Fig. 1. The unitary condition (12) will be shown to be responsible for the periodic orbit correlations relevant to balance out the exponentially increasing topological contributions to the form factor $`K(\tau ,N)`$. Its simplicity makes it possible to turn the problem of finding periodic orbit length correlations into a combinatorial problem of finding all exact periodic orbit degeneracies (up to phase differences being a multiple of $`\pi `$), which can be done in principle.
The dynamics described by the classical transfer matrix with transition probabilities $`t_{ij}^{cl}=1/2`$ for all possible transitions $`ij`$ in the binary graph is maximally mixing for the geometry (9), i.e. $`h_t=K=\mathrm{log}2`$ and $`K`$ is the Kolmogorov entropy for graphs (Schuster (1989)); the conditions (a) – (c) in section I are thus satisfied as long as there are no systematic edge length correlations present except from those introduced through Eq. (12). One can furthermore show that the generalised diagonal contribution (8) increases exponentially with a rate $`\alpha _t=h_t=\mathrm{log}2`$ independent of the order of the binary graph.
Periodic orbit correlations beyond topological degeneracies can be expressed in terms of edge and vertex staying rates. The vertex staying rates $`\stackrel{~}{q}_i(𝐯)`$ of an orbit $`𝐯`$ are defined analogue to (4) as the number of times a periodic orbit visits a vertex $`i`$, i.e.
$$\stackrel{~}{q}_i(𝐯)=\underset{l=1,n}{}\delta _{i,v_l}iV(G).$$
(13)
Vertex and edge staying rates are connected by conservation laws (or shift invariance properties (Dembo and Zeitouni (1993))) of the form
$`q_{i,2i}+q_{i,2i+1}`$ $`=`$ $`q_{[\frac{i}{2}],i}+q_{[\frac{i}{2}]+\frac{N}{2},i}=\stackrel{~}{q}_ii=0,\mathrm{},{\displaystyle \frac{N}{2}}1`$ (14)
$`\underset{\text{incoming edges}}{\underset{}{q_{i,2i\frac{N}{2}}+q_{i,2i\frac{N}{2}+1}}}`$ $`=`$ $`\underset{\text{outgoing edges}}{\underset{}{q_{[\frac{i}{2}],i}+q_{[\frac{i}{2}]+\frac{N}{2},i}}}=\stackrel{~}{q}_ii={\displaystyle \frac{N}{2}},\mathrm{},N1`$ (15)
and $`[.]`$ denotes the integer part. A direct consequence of (12) and (14) is the following condition for periodic orbit correlations:
All periodic orbits having the same vertex staying rates $`\stackrel{~}{𝐪}=(\stackrel{~}{q}_0,\mathrm{},\stackrel{~}{q}_{N1})`$ differ in length exactly by a multiple of $`\pi `$.
This can be shown by noting that for two orbits $`𝐯,𝐯^{}𝒫𝒪_n(B_N)`$ with $`\mathrm{\Delta }\stackrel{~}{𝐪}=\stackrel{~}{𝐪}(𝐯)\stackrel{~}{𝐪}(𝐯^{})=\mathrm{𝟎}`$, one obtains
$`\mathrm{\Delta }q_{i,2i}+\mathrm{\Delta }q_{i,2i+1}=0,\mathrm{\Delta }q_{i,2i}+\mathrm{\Delta }q_{i+\frac{N}{2},2i}=0,\mathrm{\Delta }q_{i+\frac{N}{2},2i+1}+\mathrm{\Delta }q_{i+\frac{N}{2},2i}=0,`$
see also Fig. 1. One therefore has
$`\mathrm{\Delta }q_{i,2i}=\mathrm{\Delta }q_{i+\frac{N}{2},2i+1}=\mathrm{\Delta }q_{i,2i+1}=\mathrm{\Delta }q_{i+\frac{N}{2},2i}`$
which together with (12) yields
$$\mathrm{\Delta }L=L_𝐯L_𝐯^{}=\pi \underset{i=0}{\overset{N/21}{}}\mathrm{\Delta }q_{i,2i}=\pi d_{𝐯,𝐯^{}}.$$
(16)
The corresponding contribution of the periodic orbit pair to the form factor (3) is then $`(1)^{d_{𝐯,𝐯^{}}}2^n`$. Note that the amplitudes $`A_𝐯`$ equal $`2^{n/2}`$ for all orbits of period $`n`$.
The from factor can thus be written as a sum over weighted correlations of the degeneracy function (5), i.e.
$`K(n,N)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \frac{1}{2^n}}{\displaystyle \underset{\stackrel{~}{𝐪}\stackrel{~}{\text{I}\text{K}}_n(B_N)}{}}\left({\displaystyle \underset{𝐪}{}}{\displaystyle \underset{𝐪^{}}{}}(1)^{_i\mathrm{\Delta }q_{i,2i}}P_n(𝐪)P_n(𝐪^{})\right)`$ (17)
$`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \frac{1}{2^n}}{\displaystyle \underset{\stackrel{~}{𝐪}\stackrel{~}{\text{I}\text{K}}_n(B_N)}{}}\left({\displaystyle \underset{𝐪}{}}(1)^{[_iq_{i,2i}]}P_n(𝐪)\right)^2`$ (18)
and $`[.]`$ denotes the integer part. The sum is taken over the $`N`$ dimensional integer lattice $`\stackrel{~}{\text{I}\text{K}}_n(B_N)`$ of possible vertex staying rate vectors $`\stackrel{~}{𝐪}`$ corresponding to periodic orbits of period $`n`$ of a binary graph $`B_N`$; the vectors $`𝐪`$, $`𝐪^{}`$ correspond here to the $`N/2`$ components $`(q_{i,2i},i=0,N/21)`$ of the total edge staying rate vector only. The contributions of periodic orbit pairs which are not correlated by having length differences being a multiple of $`\pi `$ are assumed to be Gaussian distributed with zero mean. We will neglect these random background contributions from now on and concentrate on the contributions from correlated periodic orbit pairs only.
Before turning to the problem of calculating degeneracy functions, a few remarks on the edge staying rates. The components of the edge staying rate vector $`𝐪`$ are related to each other by the shift invariance properties (14). These are $`N`$ conditions which can be shown to lead to $`N1`$ independent equations for the $`2N`$ rates $`q_{ij}`$; together with the restriction
$$\underset{i=0}{\overset{N1}{}}\stackrel{~}{q}_i=n$$
(19)
for orbits of period $`n`$, one can write the edge staying rates in terms of $`N`$ independent quantities, which effectively allows to half the dimension of $`\text{I}\text{K}_n(B_N)`$. The length degeneracy functions $`P_n`$ depends thus on $`N`$ independent variables only.
There are further restrictions on the independent components of $`𝐪`$. Apart from the obvious condition $`q_{ij}0`$ $`ijE(B_N)`$, one must also ensure that the sum over the $`N`$ independent components of $`𝐪`$ does not exceed $`n`$ and that the staying rates do correspond to a connected, closed path on the graph. An example for an edge staying rate vector $`𝐪`$ violating the last restriction is $`𝐪=(q_{00},0,\mathrm{},0,q_{N1,N1})`$ with $`q_{00}0`$ and $`q_{N1,N1}0`$ which corresponds to two disconnected periodic orbits. I will come back to the problem of determining the lattice $`\text{I}\text{K}_n`$ in more detail in the next section.
## III Periodic orbit length degeneracy functions – analytic results
The periodic orbit length correlations in binary graphs with constant transition amplitudes can be completely described in terms of the degeneracy function (5). The problem of calculating the form factor is thus converted to a combinatorial problem of finding the number of closed (connected) paths on a graph which visit each edge the same number of times. This problem can be treated explicitly for low-dimensional graphs; results for binary graphs up to order 6 will be presented here.
### A Binary graphs of order $`N=2`$
The case $`N=2`$ has already been treated by Schanz and Smilansky (1999) in somewhat different circumstances. <sup>*</sup><sup>*</sup>*Schanz and Smilansky (1999) analysed unitary $`2\times 2`$ matrices in connection with simple quantum (star–) graphs. The unitary transfer matrices considered have the extra constraint $`L_{01}=L_{10}`$. It can, however, be shown that this conditions does not lead to additional periodic orbit length correlations, see also Sec. IV. We will re-derive some of the results in order to introduce the basic notations and concepts which will be useful when considering binary graphs for $`N>2`$. Some new asymptotic results for the two-dimensional case will also be presented here.
A binary graph of order 2 is shown in Fig. 2. The shift invariance property, Eq. (14), implies the following conditions for the edge staying rate vector $`𝐪=(q_{00},q_{01},q_{10},q_{11})`$, i.e.
$`\stackrel{~}{q}_0`$ $`=`$ $`q_{00}+q_{01}=q_{10}+q_{00},`$ (20)
$`\stackrel{~}{q_1}`$ $`=`$ $`q_{11}+q_{10}=q_{01}+q_{11}`$ (21)
and $`\stackrel{~}{q}_0`$, $`\stackrel{~}{q}_1`$ represent the vertex staying rates. After choosing $`q_{00}`$ and $`q_{11}`$ as independent variables and together with the condition (19), one obtains
$$q_{01}=q_{10}=\frac{1}{2}(nq_{00}q_{11}),\stackrel{~}{q}_0=\frac{1}{2}(n+q_{00}q_{11}),\stackrel{~}{q}_1=\frac{1}{2}(nq_{00}+q_{11}),$$
(22)
for orbits of period $`n`$.
The periodic orbit length degeneracy function $`P_n(q_{00},q_{11})`$ can be derived by starting with the special case $`q_{00}=q_{11}=0`$. One immediately obtains $`P_n(0,0)=2`$ for $`n`$ even; the two periodic orbits correspond to the $`\frac{n}{2}`$–th repetition of the primitive periodic orbits $`01`$ and $`10`$ of period $`2`$. It is advantageous to switch to an edge symbol code, i.e., to identify
$`000_e;011_e102_e;113_e,`$
see also Eq. (10 and Fig. 2. The two orbits $`01`$ and $`10`$ can then be written as
$$\underset{n}{\underset{}{1_e2_e1_e2_e\mathrm{}1_e2_e}},\text{and}\underset{n}{\underset{}{2_e1_e2_e1_e\mathrm{}2_e1_e}}.$$
(23)
The symbol $`0_e`$ can only occur after the symbol $`2_e`$ and it can be repeated. A periodic orbit of period $`n+q_{00}`$ can thus be obtained by inserting $`q_{00}`$ symbols $`0_e`$ in between the $`2_e1_2`$ blocks in the periodic orbit sequences (23). Symbols $`0_e`$ can be placed at $`\frac{n}{2}+1`$ positions for the first orbit in (23) and $`\frac{n}{2}`$ positions for the second orbit. Similar arguments apply for inserting $`q_{11}`$ symbols $`3_e`$ into the sequences (23). Using standard combinatorial formulae to find the number of combinations to distribute $`q_{00}`$ items among $`\frac{n}{2}+1`$ or $`\frac{n}{2}`$ boxes with repetitions, one obtains
$`P_{n+q_{00}+q_{11}}(q_{00},q_{11})=\left(\begin{array}{c}\frac{n}{2}+q_{00}\\ q_{00}\end{array}\right)\left(\begin{array}{c}\frac{n}{2}+q_{11}1\\ q_{11}\end{array}\right)+\left(\begin{array}{c}\frac{n}{2}+q_{00}1\\ q_{00}\end{array}\right)\left(\begin{array}{c}\frac{n}{2}+q_{11}\\ q_{11}\end{array}\right).`$
After rescaling ($`n+q_{00}+q_{11}`$) to $`n`$ and using the relations (22) one may write the degeneracy function as
$$P_n(q_{00},q_{11})=\frac{n}{q_{01}}\left(\begin{array}{c}\stackrel{~}{q}_01\\ q_{00}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_11\\ q_{11}\end{array}\right).$$
(24)
The possible integer values for $`q_{00}`$ and $`q_{11}`$ have to obey certain restrictions which follow directly from (22), i.e.
$$q_{00}+q_{11}<n\text{and}(nq_{00}q_{11})mod2=0.$$
(25)
The degeneracy function (24) approaches a Gaussian distribution in the limit $`n\mathrm{}`$; its form can be derived with the help of large deviation techniques (Dembo and Zeitouni (1993)), i.e., one obtains
$`P_n(q_{00},q_{11}){\displaystyle \frac{4}{\pi n}}2^ne^{n(4x^2+y^2)}`$ (26)
$`\text{with}x={\displaystyle \frac{1}{n\sqrt{2}}}(q_{00}+q_{11}{\displaystyle \frac{n}{2}}),y={\displaystyle \frac{1}{n\sqrt{2}}}(q_{00}q_{11}).`$ (27)
The asymptotic result (26) is too crude to be useful in a calculation of the form factor directly; it does provide, however, some insight into the asymptotic behaviour of the various contributions entering the form factor. Especially the contributions of topologically degenerate periodic orbit pairs, see Eq. (8), can be estimated to be
$`K_{top}(n){\displaystyle \frac{1}{2^{n+1}}}{\displaystyle 𝑑q_{00}𝑑q_{11}P_n^2(q_{00},q_{11})}={\displaystyle \frac{2^n}{\pi n}},`$
and one obtains $`\alpha _t=\mathrm{log}2`$ for the growth rate of the diagonal contributions (8). Periodic orbit pairs being degenerate up to a phase difference $`m\pi `$ enter the form factor asymptotically as
$`K_m(n){\displaystyle \frac{(1)^m}{2^{n+1}}}{\displaystyle 𝑑q_{00}𝑑q_{11}P_n(q_{00},q_{11})P_n(q_{00}+m,q_{11}+m)}=(1)^m{\displaystyle \frac{2^n}{\pi n}}e^{4\frac{m^2}{n}}.`$
The form factor thus consists of an increasing number of exponentially growing terms which differ in sign (see also Fig. 3). Only a very delicate balance between these terms ensures the cancelations necessary to lead to the asymptotic behaviour $`lim_n\mathrm{}K(n)=1`$. The approximations above are indeed not sufficient to preserve the asymptotic limit and give exponentially growing terms for large $`n`$; similar arguments might hold for the breakdown of semiclassical approximations to quantum form factors, see e.g. Tanner (1999). Note also, that the diagonal terms relevant for the HOdA – sum rule do not play a prominent role in the discussion above; they give a linear contribution to $`K_{top}`$ which is already sub-dominant for moderate $`n`$ values.
The periodic orbit pair contributions to the form factor can be computed explicitly by summing the exact length degeneracy function (24) over the possible edge staying rates obtained from the conditions (25). It may be written in compact form in the following way (Schanz and Smilansky (1999))
$$K(n)=\frac{1}{2^{n+1}}\left[2+\underset{\stackrel{~}{q}_0=1}{\overset{n1}{}}\left(\underset{q_{01}=1}{\overset{\frac{n}{2}|\frac{n}{2}\stackrel{~}{q}_0|)}{}}(1)^{q_{01}}P_n(q_{00},q_{11})\right)^2\right]=1+\frac{(1)^{n+l}}{2^{2l+1}}\left(\begin{array}{c}2l\\ l\end{array}\right),$$
(28)
with $`l=[n/2]`$ and $`\stackrel{~}{q}_0`$, $`q_{01}`$ can be expressed in terms of $`q_{00},q_{11}`$ using (22). It is a remarkable fact that the sum can be determined explicitly, a result derived by Schanz and Smilansky (1999) using quantum graph techniques. The form factor, Eq. (28), is displayed in Fig. 3 together with the asymptotic results. $`K(n)`$ approaches 1 in the large $`n`$ limit, but is different from the RMT-result for $`2\times 2`$ matrices. The periodic structure can be seen to coincide with the start of a new family of degenerate orbits and is thus a remnant of non–perfect cancelation of the various $`K_m(n)`$ contributions. Convergence of the correlated periodic orbit pair contributions to the RMT – result is observed when increasing the order $`N`$ of the binary graph as will be shown in the next sections.
### B Binary graphs of order $`N=4`$ and $`N=6`$
The edge and vertex staying rates of periodic orbits of a binary graph of order $`N=4`$, see Fig. 4, can be written in terms of 4 independent variables. A possible choice for the edge staying rates is $`q_{00}`$, $`q_{12}`$, $`q_{21}`$ and $`q_{33}`$. The other edge and vertex rates can be computed by using Eqs. (14), explicit formulae are given in appendix A.
The periodic orbit length degeneracy function can be obtained by arguments similar to the one described in the last section. The discussion is somewhat technical and is referred to appendix A. The final result is
$$P_n(q_{00},q_{12},q_{21},q_{33})=\frac{n}{\stackrel{~}{q}_1}\left(\begin{array}{c}\stackrel{~}{q}_1\\ q_{01}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_2\\ q_{21}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_01\\ q_{00}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_31\\ q_{33}\end{array}\right),$$
(29)
and $`\stackrel{~}{q_i}`$ denotes again the vertex staying rates. The possible entries on the 4–dimensional integer $`𝐪`$ lattice can be stated by conditions similar to those in Eq. (25). Periodic orbits which differ in length by a multiple of $`\pi `$ have the same vertex staying rates but may differ in the variables
$$s_0=q_{00}+q_{21},s_1=q_{12}+q_{33}.$$
(30)
The length difference for orbits with identical vertex rates is given by $`\mathrm{\Delta }L=\frac{1}{2}(\mathrm{\Delta }s_0+\mathrm{\Delta }s_1)\pi `$, see Eq. (16). The form factor can be written in terms of degenerate periodic orbit pairs only and one obtains
$$K(n)=\frac{1}{4}\frac{1}{2^n}\left(2+\underset{\stackrel{~}{q}_0+\stackrel{~}{q}_1=1}{\overset{n1}{}}\underset{\stackrel{~}{q}_1=1}{\overset{\frac{n}{2}|\frac{n}{2}\stackrel{~}{q}_0\stackrel{~}{q}_1|)}{}}\left(\underset{s_0=|q_{00}q_{21}|,s_1=|q_{12}q_{33}|}{\overset{s_0+s_1<n}{}}(1)^{[\frac{s_0+s_1}{2}]}P_n(𝐪)\right)^2\right).$$
(31)
The form factor $`K(\tau )`$ with $`\tau =n/4`$ obtained from Eq. (31) is shown in Fig. 6. It oscillates periodically with decreasing amplitude about the RMT - result similar to the behaviour observed in the case $`N=2`$, see Fig. 3. A closed expression for the sum similar to Eq. (31) could not be found.
The sums in (31) are already quite cumbersome and the number of summation variables increases with the order $`N`$. The number and complexity of the restrictions for the $`𝐪`$ – lattice $`\text{I}\text{K}_n(B_N)`$ increases accordingly. The case $`N=6`$ can, however, still be treated along the ideas developed above; it will be presented here as a last example for obtaining the form factor by summing over the periodic orbit length degeneracy function.
The binary graph of order $`N=6`$ is shown in Fig. 5. A possible choice for the independent edge staying rates is $`q_{00}`$, $`q_{13}`$, $`q_{24}`$, $`q_{31}`$, $`q_{42}`$, and $`q_{55}`$. The derivation of the degeneracy function can again be found in appendix A, the final result is
$$P_n(𝐪)=\frac{nq_{12}}{\stackrel{~}{q}_2\stackrel{~}{q}_3}\left(\begin{array}{c}\stackrel{~}{q}_1\\ q_{31}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_2\\ q_{42}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_3\\ q_{13}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_4\\ q_{24}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_01\\ q_{00}\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_51\\ q_{55}\end{array}\right).$$
(32)
The vertex rates $`\stackrel{~}{q_i}`$ and the edge rate $`q_{12}`$ entering (32) can be expressed in terms of the independent variables $`𝐪=(q_{00},q_{13},q_{24},q_{31},q_{42},q_{55})`$, see appendix A. The summation over the six dimensional lattice $`\text{I}\text{K}_n(B_6)`$ of possible $`𝐪`$ vectors can be stated in terms of the vertex staying rates and the variables
$`s_0=q_{00}+q_{31},s_1=q_{12}+q_{43},s_2=q_{24}+q_{55}.`$
The expression for the form factor as sum over degenerate periodic orbit pairs is thus
$$K(n)=\frac{1}{6}\frac{1}{2^n}\underset{\stackrel{~}{q}_0=1}{\overset{n}{}}\underset{\stackrel{~}{q}_1=0}{\overset{[(n\stackrel{~}{q}_0)/2]}{}}\underset{\stackrel{~}{q}_2=0}{\overset{[(n\stackrel{~}{q}_02\stackrel{~}{q}_1)/2]}{}}\left(\underset{s_0,s_1,s_2}{\overset{(s_0+s_1+s_2)<n}{}}(1)^{[\frac{s_0+s_1+s_2}{2}]}P_n(𝐪)\right)^2$$
(33)
and the inner sum runs over all possible $`s_i`$, $`i=0,1,2`$ values. The form factor $`K(\tau )`$ after summing Eq. (33) is displayed in Fig. 6 with $`\tau =n/6`$. The sums, Eqs. (31) and (33), follow the RMT – result more closely than in the $`N=2`$ case, see Fig. 3. The linear behaviour for $`\tau <1`$ starts to emerge and convergence to the asymptotic result $`K1`$ is observed in the large $`\tau =n/N`$ limit.
Larger matrices have to be considered in order to test convergence of degenerate periodic orbit pair contributions towards the RMT form factor for all $`\tau `$. Determining the degeneracy function and the lattice conditions $`\text{I}\text{K}_n(B_N)`$ becomes increasingly difficult for graphs of order $`N>6`$. In the next section, I will therefore present results obtained from counting all correlated periodic orbit pair contributions directly.
## IV Periodic orbit pair contributions to the from factor for de Bruijn Graphs of order $`N8`$.
The periodic orbit pair contributions to the form factor can be calculated directly by determining the set of periodic orbits of given period $`n`$ and calculating periodic orbit degeneracies with the help of edge and vertex staying rates and the condition (16). The task of finding the set of periodic orbits is especially simple for de Bruijn graphs, i.e. for binary graphs of order $`N=2^r`$, due to the one-to-one relation between periodic orbits and finite binary symbol strings, see section II B.
Counting the periodic orbit pair degeneracies explicitly does, however, seriously limit the range of periods over which periodic orbit correlations can be considered. Due to the exponential increase in the number of orbits only values up to $`n26`$ could be reached. This in turn sets an upper bound on the $`\tau =n/N`$ values for which the form factor can be studied.
GUE – results:
Results for $`N=8`$, 16 and 32 and no further symmetry present are shown in Fig. 7. One observes a convergence of the periodic orbit pair contributions to the GUE-result; the kink at $`\tau =1`$ is resolved for binary graphs of order $`N=16`$; the periodic orbit results follows the linear behaviour for $`\tau <1`$ even closer for $`N=32`$. It was not possible to extend the results for $`n=32`$ to the critical time $`\tau =1`$ due to the restrictions on the available $`n`$ values. The small $`\tau `$ behaviour is dominated by the exponentially increasing topological contributions, see Fig. 7. The so–called diagonal contributions due to cyclic permutations of periodic orbit codes are important only in the small $`\tau `$ regime, i.e. $`\tau \mathrm{log}_2(N)/N`$, before vertex exchange degeneracies set in.
GOE – results:
So far only unitary transfer matrices without symmetries have been considered. Symmetries in the dynamics impose additional correlations on periodic orbit length spectra and do have an effect on the spectral statistics. Time reversal symmetry is of special importance as it occurs frequently in physical systems; correlations due to time reversal symmetry are in addition non-trivial leading to a form factor which is not piecewise linear as in the GUE case; only the linear behaviour for $`K(\tau )`$ in the limits $`\tau 0`$ and $`\tau \mathrm{}`$ is understood in terms of semiclassical arguments (Berry (1985)).
It is a priori not clear how to establish time reversal symmetry for the dynamics on an arbitrary directed graph. Time reversal symmetry can, however, be constructed for de Bruijn graphs of order $`N=2^k`$ using the underlying binary symbolic dynamics and the edge code, Eq. (10). The edge code can be written in terms of a binary string of length $`k+1`$ such that $`i_e=_{l=1}^{k+1}a_l(i_e)2^{k+1l}`$, and $`𝐚(i_e)=(a_1,\mathrm{}a_{k+1})`$ is a binary string of length $`k+1`$ with $`a_l0,1`$. Time reversal symmetry can be established by imposing
$$L_{i_e}=L_{i_e^{}},r_{i_e}=r_{i_e^{}}\text{if}𝐚(i_e)=\overline{𝐚}(i_e^{})$$
(34)
for the edge lengths and transition rates and $`\overline{𝐚}`$ denotes the code $`𝐚`$ written backwards, i.e. $`i_e^{}=_{l=1}^{k+1}a_l(i_e)2^{l1}`$. The condition, Eq. (34), and the unitarity condition, Eq. (12), are assumed to be the only sources of correlations in the periodic length spectrum.
Time reversal symmetry does not effect graphs of the order $`N8`$, $`N=2^k`$. This is due to the fact that the edge staying rates for a given edge and its time reversed partner are related by conservation laws (14) such that there are no further degeneracies for these low dimensional cases. One finds for $`N=2`$, for example, that $`q_{01}=q_{10}`$ and a periodic orbit and its time reversed partner are always in the same degenaracy class even if the condition (34) is not imposed. The unitary $`2\times 2`$ matrices studied by Schanz and Smilansky (1999) do thus correspond to time reversal symmetric (binary) graphs.
Results for graphs with time reversal symmetry are shown in Fig. 8; the case $`N=8`$ is indeed identical to the non-time reversal symmetric result in Fig. 7. The results for $`N=16`$ and 32 are, however, different from those in Fig 7; the periodic orbit pair contributions approach the GOE - result and not the GUE form factor with increasing $`N`$. The condition (34) does therefore introduces new correlations among periodic orbits for $`N>8`$ which are beyond the additional topological degeneracy between an orbit and its time reversed partner giving rise to a factor 2 in the HOdA – diagonal approximation. Note also the exponentially increasing components for small $`\tau `$ due to topological degeneracies similar to those in Fig. 8.
## V Conclusions
Degeneracies in the length spectrum of periodic orbits of generic directed graphs have been studied. Transition rates and edge lengths in the graph are identified with the amplitudes and phases of matrix elements of the complex transition matrices. General concepts like edge and vertex staying rates as well as the periodic orbit length degeneracy function have been introduced. The form factor can be written in terms of the degeneracy function revealing an exponentially increasing ‘diagonal contribution’ due to topologically degenerated orbits. Topological degeneracies exist independently of the actual choice of length segments on the graph (defined through the transition matrix) and are a purely ’classical’ effect depending only on the topology of the graph. Further correlations amongst orbits are introduced when considering unitary transfer matrices.
These correlations have been studied for a particular simple class of graphs, so–called binary graphs with constant transition amplitudes. The correlations can be given explicitly in terms of edge and vertex staying rates. One finds in particular that periodic orbits which have the same vertex staying rates differ in length by exactly a multiple of $`\pi `$. Finding the periodic orbit degeneracy function turns into a combinatorial problem which has been solved for binary graphs with up to 6 vertices.
The form factor can be shown to consist of exponentially increasing contributions which balance in a very delicate way to give $`lim_\tau \mathrm{}K(\tau )=1`$. The periodic orbit sums also reveal convergence towards the RMT - result for intermediate $`\tau `$ – values when increasing the order of the graph, both for time reversal and non-time reversal symmetric binary graphs. Binary graphs may thus turn out to be an ideal model systems to study the connection between periodic orbit formulae and random matrix theory. Eigen spectra of binary graphs follow generic random matrix statistics in the large $`N`$ limit and periodic orbit correlations are known explicitly.
Acknowledgments
Parts of the work has been carried out at BRIMS, Hewlett–Packard Laboratories, Bristol; I would like to thank Jeremy Gunawardena for the hospitality experienced throughout my stays, Neil O’Connell for stimulating discussions and Gregory Berkolaiko for comments on the manuscript.
References
## A Periodic orbit length degeneracy function for binary graphs: Exact results
The expressions for periodic orbit length degeneracy functions for binary graphs of order $`N=4`$ and $`N=6`$, Eqs. (29) and (32), will be derived here.
The case $`N=4`$:
As for binary graphs of order $`N=2`$ discussed in section III A, it is useful to switch to an edge symbol code, see Eq. (10); adopting the vertex symbol code of Fig. 4, one defines the edges as
$`00`$ $``$ $`0_e;011_e122_e;133_e;`$
$`20`$ $``$ $`4_e;215_e326_e;337_e.`$
A suitable set of independent edge staying rates is $`q_{0_e},q_{2_e},q_{5_e},q_{7_e}`$ and I will drop the subscript $`e`$ as long as there is no confusion with the vertex code. The remaining edge and vertex staying rates for periodic orbits of period $`n`$ can be written in terms of the edge staying rates above with the help of Eqs. (14), i.e., one obtains
$`q_1=q_4`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(nq_0+q_23q_5q_7\right)`$ (A1)
$`q_3=q_6`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(nq_03q_2+q_5q_7\right)`$ (A2)
for the edge rates and
$`\stackrel{~}{q}_0`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(n+3q_0+q_23q_5q_7\right)`$ (A3)
$`\stackrel{~}{q}_1=\stackrel{~}{q}_2`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(nq_0+q_2+q_5q_7\right)`$ (A4)
$`\stackrel{~}{q}_3`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(nq_03q_2+q_5+3q_7\right)`$ (A5)
for the vertex staying rates $`\stackrel{~}{q}_i`$ and the index $`i`$ denotes the vertex code, here.
The periodic orbit length degeneracy function $`P_n(q_0,q_2,q_5,q_7)`$ can be computed by starting from
$`P_n(0,{\displaystyle \frac{n}{2}},{\displaystyle \frac{n}{2}},0)=2\text{for}n\text{even};`$
the set of edge staying rates above corresponds to the orbits of length $`n`$ with edge symbol code
$$\mathrm{2\hspace{0.33em}5\hspace{0.33em}2\hspace{0.33em}5}\mathrm{}\mathrm{2\hspace{0.33em}5}\text{and}\mathrm{5\hspace{0.33em}2\hspace{0.33em}5}\mathrm{}\mathrm{2\hspace{0.33em}5\hspace{0.33em}2}.$$
(A6)
One proceeds by noting that an edge symbol ‘2’ in the sequences (A6) can be replaced by the sequence ‘3 6’ to give an orbit of length $`n+1`$. Similarly one may substitute a symbol ’5’ by the sequence ‘4 1’. Replacing $`m`$ symbols ’2’ and $`k`$ symbols ’5’, $`m,k\frac{n}{2}`$, one obtains
$`P_{n+m+k}(0,{\displaystyle \frac{n}{2}}m,{\displaystyle \frac{n}{2}}k,0)=2\left(\begin{array}{c}\frac{n}{2}\\ m\end{array}\right)\left(\begin{array}{c}\frac{n}{2}\\ k\end{array}\right)+\left(\begin{array}{c}\frac{n}{2}1\\ m1\end{array}\right)\left(\begin{array}{c}\frac{n}{2}\\ k\end{array}\right)+\left(\begin{array}{c}\frac{n}{2}\\ m\end{array}\right)\left(\begin{array}{c}\frac{n}{2}1\\ k1\end{array}\right),`$
and the last two terms in the sum come from orbits which start with a symbol ‘6’ or a symbol ‘1’, respectively. After replacing $`n+m+k`$ by the new periodic orbit length $`n^{}`$, i.e., $`n=n^{}mk`$ and writing $`\stackrel{~}{q}_1=\frac{1}{4}(n^{}+q_2+q_5)`$ with $`q_2=\frac{1}{2}(n^{}3mk)`$, $`q_5=\frac{1}{2}(n^{}m3k)`$ one obtains
$$P_n^{}(0,q_2,q_5,0)=2\left(\begin{array}{c}\stackrel{~}{q}_1\\ m\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_1\\ k\end{array}\right)+\left(\begin{array}{c}\stackrel{~}{q}_11\\ m1\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_1\\ k\end{array}\right)+\left(\begin{array}{c}\stackrel{~}{q}_1\\ m\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_11\\ k1\end{array}\right).$$
(A7)
Next, one notes that an edge symbol ‘0’ or ‘7’ can be inserted between any symbol ‘4’ and ‘1’ or ‘3’ and ‘6’, respectively, to obtain a periodic orbit of length $`n^{}+1`$. Inserting $`q_0`$ symbols ‘0’ and $`q_7`$ symbols ‘7’ into $`k`$ sequences ’4 1’ and $`m`$ sequences ‘3 6’ (with repetition) leads to
$`P_{n^{}+q_0+q_7}(q_0,q_2,q_5,q_7)`$ $`=`$ $`2\left(\begin{array}{c}\stackrel{~}{q}_1\\ m\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_1\\ k\end{array}\right)\left(\begin{array}{c}m+q_71\\ q_7\end{array}\right)\left(\begin{array}{c}k+q_01\\ q_0\end{array}\right)`$
$`+`$ $`\left(\begin{array}{c}\stackrel{~}{q}_11\\ m1\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_1\\ k\end{array}\right)\left(\begin{array}{c}m+q_7\\ q_7\end{array}\right)\left(\begin{array}{c}k+q_01\\ q_0\end{array}\right)`$
$`+`$ $`\left(\begin{array}{c}\stackrel{~}{q}_1\\ m\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_11\\ k1\end{array}\right)\left(\begin{array}{c}m+q_71\\ q_7\end{array}\right)\left(\begin{array}{c}k+q_0\\ q_0\end{array}\right).`$
After rescaling to the new periodic orbit length $`n^{\prime \prime }=n^{}+q_0+q_7`$ and summing the three contributions, one obtains
$$P_{n^{\prime \prime }}(q_0,q_2,q_5,q_7)=\frac{n^{\prime \prime }}{\stackrel{~}{q}_1}\left(\begin{array}{c}\stackrel{~}{q}_1\\ m\end{array}\right)\left(\begin{array}{c}\stackrel{~}{q}_1\\ k\end{array}\right)\left(\begin{array}{c}m+q_71\\ q_0\end{array}\right)\left(\begin{array}{c}k+q_01\\ q_7\end{array}\right)$$
(A11)
with $`\stackrel{~}{q}_1=\frac{1}{4}(n^{\prime \prime }q_0+q_2+q_5q_7)`$ as in (A3). The final result (29) is obtained after noting that $`m=q_3=q_6=\stackrel{~}{q}_1q_2`$ and $`k=q_1=q_4=\stackrel{~}{q}_1q_5`$. Special care has to be taken in the case $`q_0`$ or $`q_7=0`$.
The case $`N=6`$:
The periodic orbit length degeneracy function for $`N=6`$ can be derived by ideas similar to those outlined for $`N=4`$; I will sketch the main steps here and leave the details to the reader.
An edge symbol code is defined starting from the vertex symbol code used in Fig. 5 to be
$`\mathrm{0\hspace{0.17em}0}`$ $``$ $`0_e;\mathrm{0\hspace{0.17em}1}1_e\mathrm{1\hspace{0.17em}2}2_e;\mathrm{1\hspace{0.17em}3}3_e;`$
$`\mathrm{2\hspace{0.17em}4}`$ $``$ $`4_e;\mathrm{2\hspace{0.17em}5}5_e\mathrm{3\hspace{0.17em}0}6_e;\mathrm{3\hspace{0.17em}1}7_e;`$
$`\mathrm{4\hspace{0.17em}2}`$ $``$ $`8_e;\mathrm{4\hspace{0.17em}3}9_e\mathrm{5\hspace{0.17em}4}10_e;\mathrm{5\hspace{0.17em}5}11_e.`$
A suitable set of independent edge staying rates is $`q_{0_e},q_{3_e},q_{4_e},q_{7_e},q_{8_e},q_{11_e}`$ and I will drop the subscript $`e`$ from now on. The other edge staying rates of orbits of period $`n`$ are then given by
$`q_1=q_6`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left(nq_0+3q_3+q_45q_73q_8q_{11}\right)`$ (A12)
$`q_2`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left(nq_03q_3+q_4+q_73q_8q_{11}\right)`$ (A13)
$`q_5=q_{10}`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left(nq_03q_35q_4+q_7+3q_8q_{11}\right);`$ (A14)
the vertex rates are
$$\stackrel{~}{q}_0=q_0+q_1;\stackrel{~}{q}_1=\stackrel{~}{q}_3=q_2+q_3;\stackrel{~}{q}_2=\stackrel{~}{q}_4=q_4+q_5;\stackrel{~}{q}_5=q_{10}+q_{11}.$$
(A15)
A suitable starting point for the periodic orbit length degeneracy function is the periodic orbit ‘2 4 9 7’ (in edge code) or ‘1 2 4 3’ in vertex code, see Fig. 5. One obtains
$`P_n(0,0,q_4={\displaystyle \frac{n}{4}},q_7={\displaystyle \frac{n}{4}},0,0)=4\text{for}n\text{mod}\mathrm{\hspace{0.17em}4}=0.`$
A symbol ‘7’ can be followed by a loop ‘3 7’ (with repetition), a symbol ‘4’ may be followed by a loop ‘8 4’ (with repetitions). Inserting $`k`$ loops ‘3 7’ and $`m`$ loops ’8 4’ into a sequence ‘2 4 9 7 $`\mathrm{}`$’ of length $`n2k2m`$ yields
$`P_n`$ $`(0,k,{\displaystyle \frac{1}{4}}(n2k+2m),{\displaystyle \frac{1}{4}}(n+2k2m),l,0)=`$
$`2`$ $`\left(\begin{array}{c}\frac{1}{4}(n+2k2m)1\\ k\end{array}\right)\left(\begin{array}{c}\frac{1}{4}(n2k2m)1\\ m\end{array}\right)+\left(\begin{array}{c}\frac{1}{4}(n+2k2m)\\ k\end{array}\right)\left(\begin{array}{c}\frac{1}{4}(n2k2m)1\\ m\end{array}\right)`$
$`+`$ $`\left(\begin{array}{c}\frac{1}{4}(n+2k2m)1\\ k\end{array}\right)\left(\begin{array}{c}\frac{1}{4}(n2k2m)\\ m\end{array}\right)+\left(\begin{array}{c}\frac{1}{4}(n+2k2m)1\\ k1\end{array}\right)\left(\begin{array}{c}\frac{1}{4}(n2k2m)1\\ m\end{array}\right)`$
$`+`$ $`\left(\begin{array}{c}\frac{1}{4}(n+2k2m)1\\ k\end{array}\right)\left(\begin{array}{c}\frac{1}{4}(n2k2m)1\\ m1\end{array}\right),`$
and the different terms in the sum correspond to a first symbol in the periodic orbit code being either ‘2’ or ‘9’, ‘7’, ‘4’, ’3’ or ‘8’, respectively. Next, one notes that every symbol ’7‘ or ’4’ can be replaced by the sequence ’6 1’ or ’5 10’, respectively. I omit the somewhat lengthy combinatorial expressions here. The full periodic orbit length degeneracy function is finally obtained after inserting symbols ’0’ or ’11’ into the sequences ’6 1’ or ‘5 10’, respectively, and summing over the various binomial coefficients. |
warning/0001/cond-mat0001409.html | ar5iv | text | # Density of the Fisher zeroes for the Ising model
## 1 Introduction
In the analyses of lattice models in statistical mechanics such as the Ising model, the partition function is often expressed in the form of a polynomial in variables such as the external magnetic field and/or the temperature. Since properties of a polynomial are completely determined by its roots, a knowledge of the zeroes of the partition function yields all thermodynamic properties of the system. Particularly, if the zeroes lie on a certain locus, a knowledge of its density distribution along the locus is equivalent to the obtaining of the exact solution of the problem.
For the Ising model with ferromagnetic interactions, we have the remarkable Yang-Lee circle theorem which states that all partition function zeroes lie on the unit circle $`|z|=1`$ in the complex $`z=e^{2L}`$ plane, where $`L`$ is the reduced external magnetic field $`(wesetkT=1)`$. However, the density of the Yang-Lee zeroes on the unit circle, a knowledge of which is equivalent to solving the Ising model in a nonzero magnetic field, is known only for the Ising model in one dimension.
Fisher has proposed that it is also meaningful to consider partition function zeroes in the complex temperature plane. Indeed, he showed that for the zero-field Ising model on the simple quartic lattice with nearest-neighbor reduced interactions $`K`$, the partition function zeroes lie on two circles
$$|\mathrm{tanh}K\pm 1|=\sqrt{2}$$
(1)
in the thermodynamic limit. He further showed that the known logarithmic singularity of the specific heat follows from the fact that the density vanishes linearly near the real axis. Subsequently, the Fisher loci has been determined for the infinite triangular lattice , and for finite simple-quartic lattices which are self-dual . Stephenson has also evaluated the density distribution on the circles in terms of a Jacobian. However, the explicit expressions of the density function of the Fisher zeroes do not appear to have been heretofor evaluated.
In this paper we complete the picture by evaluating the density function. We deduce the explicit expressions for the density of Fisher zeroes for the simple-quartic, triangular, honeycomb, and kagomé lattices. Density of the Fisher zeroes for the Ising model in a pure imaginary field $`L=i\pi /2`$ are also obtained.
## 2 The simple-quartic lattice
It is well-known that the bulk solution of spin models with short-range interactions is independent of the boundary conditions. For the Ising model on the simple-quartic lattice, we shall take a particular boundary condition introduced by Brascamp and Kunz for which the location of the Fisher zeroes is known for any finite lattice. This permits us to take a a well-defined and unique bulk limit, thus avoiding a difficulty encountered in the consideration of the Ising model on a torus .
Consider an $`M\times 2N`$ simple-quartic lattice with cylindrical boundary conditions in the $`N`$ direction and fixed boundary conditions along the two edges of the cylinder. The $`2N`$ boundary spins on each of the two edges of the cylinder have fixed fields $`\mathrm{}++++++\mathrm{}`$ and $`\mathrm{}+++\mathrm{}`$, respectively. This is the Brascamp-Kunz boundary condition . Brascamp and Kunz showed that the partition function of this Ising model is precisely
$$Z_{M,2N}(K)=2^{2MN}\underset{1iN}{}\underset{1jM}{}\left[1+z^2z(\mathrm{cos}\theta _i+\mathrm{cos}\varphi _j)\right],$$
(2)
where
$$z=\mathrm{sinh}2K,\theta _i=(2i1)\pi /2N,\varphi _j=j\pi /(M+1).$$
(3)
The per-site “free energy” in the bulk limit is then evaluated as
$`f`$ $`=`$ $`\underset{M,N\mathrm{}}{lim}{\displaystyle \frac{1}{2MN}}\mathrm{ln}Z_{M,2N}(K)`$ (4)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}(4z)+{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _\pi ^\pi }𝑑\theta {\displaystyle _\pi ^\pi }𝑑\varphi \mathrm{ln}[z+z^1(\mathrm{cos}\theta +\mathrm{cos}\varphi )]`$
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}(4z)+{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle _0^\pi }𝑑\theta {\displaystyle _0^\pi }𝑑\varphi \mathrm{ln}[z+z^12\mathrm{cos}u\mathrm{cos}v],`$
where $`u=(\theta +\varphi )/2,v=(\theta \varphi )/2`$ and we have made use of the fact that the integrands are $`2\pi `$-periodic.
The partition function (2) has zeroes at the $`2MN`$ solutions of
$$z+z^1=\mathrm{cos}\theta _i+\mathrm{cos}\varphi _j,1iN;1jM.$$
(5)
The following lemma and corollaries are now used to determine the loci of the zeroes:
Lemma: The regime $`2z+z^12`$ of the complex $`z`$ plane, where $`z+z^1=`$ real, is the unit circle $`|z|=1`$.
Proof: The Lemma follows from the fact that, by writing $`z=re^{i\theta }`$, we have
$$z+z^1=\left(r+\frac{1}{r}\right)\mathrm{cos}\theta +i\left(r\frac{1}{r}\right)\mathrm{sin}\theta ,$$
(6)
so that $`z+z^1=`$ real implies either $`r=1`$ or $`\theta =`$ integer $`\times \pi `$. In the latter case we have $`|z+z^1|=|r+r^1|>2`$, which contradicts the assumption, unless $`r=1`$. It follows that we have always $`r=1`$, or $`|z|=1`$. Q.E.D.
Corollary 1: The regime $`az+z^1b`$, where $`a,b>2`$, $`z+z^1=`$ real, of the complex $`z`$ plane is the union of the unit circle $`|z|=1`$ and segments $`z_{}(a)xz_+(a)`$ and $`z_{}(b)xz_+(b)`$ of the real axis, where $`z_\pm (b)=(b\pm \sqrt{b^24})/2`$.
Corollary 2: The regime $`az+z^1b`$, where $`a,b>2`$, $`z+z^1=`$ real, of the complex $`z`$ plane, is the regime $`|w|=1`$ in the complex $`w`$ plane, where $`w`$ is the solution of the equation
$$w+w^1=\frac{4}{a+b}\left(z+z^1+\frac{ab}{2}\right).$$
(7)
Corollary 1 is established along the same line as in the proof of the lemma, and Corollary 2 is a consequence of the lemma since, by construction, we have $`2w+w^12`$.
Returning to the partition function (2), since the right-hand side of (5) is real and lies in $`[2,2]`$, it follows from the Lemma that the $`2MN`$ zeroes of (2) all lie on the unit circle $`|\mathrm{sinh}2K|=1`$, a result which can also be obtained by simply setting the argument of the logarithm in the bulk free energy (4) equal to zero. The usefulness of this simplified procedure has been pointed out by Stephenson and Couzens for the Ising model on a torus. But since the zeroes are not easily determined in that case when the lattice is finite, they termed the argument as “hand-waving”. Here, the argument is made rigorous by the use of the Brascamp-Kunz boundary condition. From here on, therefore, We shall adopt this simpler approach in all subsequent considerations.
We now proceed to determine the density of the zero distribution. Let the number of zeroes in the interval $`[\alpha ,\alpha +d\alpha ]`$ be $`2MNg(\alpha )d\alpha `$ such that
$$_0^{2\pi }g(\alpha )𝑑\alpha =1$$
(8)
and
$$f=\frac{1}{2}\mathrm{ln}(4z)+_0^{2\pi }𝑑\alpha g(\alpha )\mathrm{ln}(ze^{i\alpha }).$$
(9)
It is more convenient to consider the function $`R(\alpha )=_0^\alpha g(x)𝑑x`$ where $`2MNR(\alpha )`$ gives the total number of zeroes in the interval $`[0,\alpha ]`$ such that
$$g(\alpha )=\frac{d}{d\alpha }R(\alpha ).$$
(10)
On the circle $`|z|=1`$ writing $`z=e^\alpha `$ and setting the argument of the logarithm in the third line of (4) equal to zero, we find $`\alpha `$ determined by
$$\mathrm{cos}\alpha =\mathrm{cos}u\mathrm{cos}v,0\{u,v\}\pi .$$
(11)
Now if $`\alpha _i`$ is a solution, so are $`\alpha _i`$ and $`\pi \alpha _i`$, hence we have the symmetry
$$g(\alpha )=g(\alpha )=g(\pi \alpha ).$$
(12)
It is therefore sufficient to consider only $`0\{\alpha ,u,v\}\pi /2`$.
The constant-$`\alpha `$ contours of 11 are constructed in Fig. 1(a) and are seen to be symmetric about the lines $`u,v=\pm \pi /2`$ in each of the 4 quadrants. Now from (3) we see that zeroes are distributed uniformly in the $`\{\theta ,\varphi \}`$-, and hence the $`\{u,v\}`$-plane. It follows that $`R(\alpha )`$ is precisely the area of the region
$$\mathrm{cos}\alpha >\mathrm{cos}u\mathrm{cos}v,0\{\alpha ,u,v\}\pi /2,$$
(13)
normalized to $`R(\pi /2)=1/4`$. This leads to the expression
$$R(\alpha )=\frac{1}{\pi ^2}_0^\alpha \mathrm{cos}^1\left(\frac{\mathrm{cos}\alpha }{\mathrm{cos}x}\right)𝑑x.$$
(14)
Using (10) and after some reduction, we obtain the following explicit expression for the density of zeroes,
$$g(\alpha )=R^{}(\alpha )=\frac{|\mathrm{sin}\alpha |}{\pi ^2}K(\mathrm{sin}\alpha ),$$
(15)
where $`K(k)=_0^{\pi /2}𝑑t(1k^2\mathrm{sin}^2t)^{1/2}`$ is the complete elliptic integral of the first kind. The density (15), which possesses an unexpected logarithmic divergence at $`\alpha =\pm \pi /2`$, is plotted in Fig. 2(a). For small $`\alpha `$, we have $`g(\alpha )|\alpha |/2\pi `$. As pointed out by Fisher , it is this linear behavior at small $`\alpha `$ which leads to the logarithmic divergence of the specific heat.
We can also deduce the density of zeroes on the two Fisher circles (1) which we write as
$$\mathrm{tanh}K\pm 1=\sqrt{2}e^{i\theta }.$$
(16)
The angles $`\alpha `$ and $`\theta `$ are related by,
$$e^{i\alpha }=\pm \left(\frac{\sqrt{2}e^{i\theta }}{\sqrt{2}e^{i\theta }}\right)$$
(17)
so that the mapping from $`\alpha `$ to $`\theta `$ is 1 to 2. This leads to the result
$$g(\theta )=\frac{g(\alpha )}{2}\left|\frac{d\alpha }{d\theta }\right|.$$
(18)
Let the density of zeroes be $`g_\pm (\theta )`$ for the two circles (16). Then, using (17) we find
$`g_+(\theta )`$ $`=`$ $`g_{}(\pi \theta )`$ (19)
$`=`$ $`\left({\displaystyle \frac{k}{\pi ^2}}\right)\left|{\displaystyle \frac{1\sqrt{2}\mathrm{cos}\theta }{32\sqrt{2}\mathrm{cos}\theta }}\right|K(k),`$
where
$$k=\frac{2|\mathrm{sin}\theta |(\sqrt{2}\mathrm{cos}\theta )}{32\sqrt{2}\mathrm{cos}\theta }.$$
(20)
The density (19) is plotted as Fig. 2(b). Note that the divergence in the density distribution in (14) is removed in (19). The points $`\alpha =\pm \pi /2`$ in $`g(\alpha )`$ is mapped onto the points $`\theta =\pm (\pi /2\pm \pi /4)`$ in $`g_\pm (\theta )`$. We have $`g_+(\pi /4)=g_{}(3\pi /4)=0`$, and for small $`\theta `$ we find
$$g_\pm (\theta )=\left(\frac{3\pm 2\sqrt{2}}{\pi }\right)|\theta |.$$
(21)
Here, again, the linear behavior of $`g_+(\theta )`$ at $`\theta =0`$ leads to the logarithmic singularity of the specific heat.
It is also of interest to consider zeroes of the Ising model in the Potts variable $`x=(e^{2K}1)/\sqrt{2}`$. In the complex $`x`$ plane it is known that the partition function zeroes are on two unit circles centered at $`x=1`$ and $`x=\sqrt{2}`$. We find the density along the two circles to be, respectively, $`g_{}(\theta )`$ and $`g_+(\theta )`$.
## 3 The triangular lattice
For the triangular Ising model with nearest-neighbor interactions $`K`$, the free energy assumes the form
$`f`$ $`=`$ $`C+{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _\pi ^\pi }𝑑\theta {\displaystyle _\pi ^\pi }𝑑\varphi \mathrm{ln}\left[z+z^1+1[\mathrm{cos}\theta +\mathrm{cos}\varphi +\mathrm{cos}(\theta +\varphi )]\right],`$ (22)
$`=`$ $`C+{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle _0^\pi }𝑑u{\displaystyle _0^\pi }𝑑v\mathrm{ln}\left[z+z^1+22\mathrm{cos}u(\mathrm{cos}u+\mathrm{cos}v)\right],`$
where $`C=[\mathrm{ln}(4z)]/2`$, $`z=(e^{4K}1)/2`$, and we have introduced variables $`u=(\theta +\varphi )/2,v=(\theta \varphi )/2`$. Now the value of the sum of the three cosines in (22) lies between $`3/2`$ and $`3`$. It then follows from Corollary 1 that in the complex $`z`$ plane the zeroes lie on the union of the unit circle $`|z|=1`$ and the line segment $`[2,1/2]`$ of the real axis, a result first obtained by Stephenson and Couzens .
The density of the zero distribution can now be computed in the same manner as described in the preceding section. For $`z`$ on the unit circle we write $`z=e^{i\alpha }`$. Then $`\alpha `$ is determined by
$$\mathrm{cos}\alpha =1+\mathrm{cos}u(\mathrm{cos}u+\mathrm{cos}v),0\{u,v\}\pi ,$$
(23)
and $`R(\alpha )`$ is the area of the region
$$\mathrm{cos}\alpha >1+\mathrm{cos}u(\mathrm{cos}u+\mathrm{cos}v).$$
(24)
Clearly, we have the symmetry $`g_{\mathrm{cir}}(\alpha )=g_{\mathrm{cir}}(\pi \alpha )`$ and we need only to consider $`0\alpha \pi `$.
From a consideration of the constant-$`\alpha `$ contours of 23 shown in Fig. 1(b), we obtain after some algebra the result
$$g_{\mathrm{cir}}(\alpha )=\frac{|\mathrm{sin}\alpha |}{\pi ^2\sqrt{A(\alpha )}}K(k),$$
(25)
where $`A(\alpha )=(5+4\mathrm{cos}\alpha )^{1/2}`$ and
$`k^2`$ $`=`$ $`F[A(\alpha )]`$
$`F(x)`$ $``$ $`{\displaystyle \frac{1}{16}}\left({\displaystyle \frac{3}{x}}1\right)(1+x)^3.`$ (26)
Particularly, for small $`\alpha `$, we find $`g_{\mathrm{cir}}(\alpha )|\alpha |/2\sqrt{3}\pi `$.
In a similar fashion we find, on the line segment $`z[2,1/2]`$, we write $`z=e^\lambda `$ and obtain
$$g_{\mathrm{line}}(\lambda )=\frac{|\mathrm{sinh}\lambda |}{\pi ^2k\sqrt{B(\lambda )}}K(k^1),\mathrm{ln}2\lambda \mathrm{ln}2,$$
(27)
where $`B(\lambda )=[54\mathrm{cosh}\lambda ]^{1/2}`$ and
$$k^2=F[B(\lambda )].$$
(28)
In contrast to the case of the simple-quartic lattice, the density of zeroes is everywhere finite. Specifically, we have $`g_{\mathrm{cir}}(\pi )=g_{\mathrm{line}}(0)=0`$, and $`g_{\mathrm{line}}(\pm \mathrm{ln}2)=\sqrt{3}/2\pi `$. The densities (25) and (27) are plotted in Fig. 3.
Matveev and Shrock have discussed zeroes of the triangular Ising model in the complex $`u=e^{4K}`$ plane, for which the zeroes are distributed on the union of the circle
$$u=\frac{1}{3}(2e^{i\alpha }1),\pi <\alpha \pi ,$$
(29)
and the line segment
$$\mathrm{}<u\frac{1}{3}.$$
(30)
Using our results we find the respective densities
$$g_{\mathrm{cir}}(\alpha )=\frac{|\mathrm{sin}\varphi |}{9\pi ^2}[C(\alpha )]^{7/2}K(k),$$
(31)
where $`C(\alpha )=3(54\mathrm{cos}\varphi )^{1/2}`$, $`k^2=F[C(\alpha )]`$, and
$$g_{\mathrm{line}}(u)=\left|\frac{(1+u)(13u)}{4\pi ^2u^2(1u)^2k\sqrt{D(u)}}\right|K(k^1),$$
(32)
where $`D(u)=\sqrt{(1+3u)/u(1u)}`$ and $`k^2=F[D(u)]`$. At the end point we have $`g_{\mathrm{line}}(1/3)=9\sqrt{3}/8\pi `$.
The density of zeroes assumes a simpler form if we use Corollary 2 to map all zeroes onto a unit circle in the complex $`w`$ plane, where $`w`$ is root of the quadratic equation
$$w+w^1=\frac{4}{7}\left(z+z^1+\frac{3}{4}\right),$$
(33)
and $`z=(e^{4K}1)/2`$. For $`w`$ on the unit circle, we write $`w=e^{i\alpha }`$ and find in analogous to (13) that $`R(\alpha )`$ is the area of the region
$$\mathrm{cos}\alpha >\frac{1}{9}\left[8\mathrm{cos}u(\mathrm{cos}u+\mathrm{cos}v)7\right].$$
(34)
Using the contours shown in Fig. 1(b), we obtain
$`R(\alpha )`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _0^{\varphi _0}}\mathrm{cos}^1\left[{\displaystyle \frac{9\mathrm{cos}\alpha +7}{8\mathrm{cos}\varphi }}\mathrm{cos}\varphi \right]𝑑\varphi ,\alpha [0,\alpha _0]`$ (35)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _{\varphi _0}^{\varphi _1}}\mathrm{cos}^1\left[{\displaystyle \frac{9\mathrm{cos}\alpha +7}{8\mathrm{cos}\varphi }}\mathrm{cos}\varphi \right]𝑑\varphi ,\alpha [\alpha _0,\pi ],`$
where $`\alpha _0=2\mathrm{cos}^1(1/3)`$ and
$`\varphi _0`$ $`=`$ $`\mathrm{cos}^1\left[{\displaystyle \frac{3}{2}}\mathrm{cos}{\displaystyle \frac{\alpha }{2}}{\displaystyle \frac{1}{2}}\right]`$
$`\varphi _1`$ $`=`$ $`\pi \mathrm{cos}^1\left[{\displaystyle \frac{3}{2}}\mathrm{cos}{\displaystyle \frac{\alpha }{2}}+{\displaystyle \frac{1}{2}}\right],\mathrm{for}\mathrm{cos}{\displaystyle \frac{\alpha }{2}}{\displaystyle \frac{1}{3}}.`$ (36)
Note that we have $`R(\alpha _0)=3/8`$, $`R(\pi )=1/2`$.
Finally, using (10), we obtain
$`g(\alpha )`$ $`=`$ $`{\displaystyle \frac{9\mathrm{sin}\alpha }{8\pi ^2}}{\displaystyle _0^{\varphi _0}}{\displaystyle \frac{d\varphi }{\sqrt{(\mathrm{cos}^2\varphi \mathrm{cos}^2\varphi _0)(\mathrm{\Delta }^2\mathrm{cos}^2\varphi )}}},\alpha [0,\alpha _0]`$ (37)
$`=`$ $`{\displaystyle \frac{9\mathrm{sin}\alpha }{8\pi ^2}}{\displaystyle _{\varphi _0}^{\varphi _1}}{\displaystyle \frac{d\varphi }{\sqrt{(\mathrm{cos}^2\varphi \mathrm{cos}^2\varphi _0)(\mathrm{cos}^2\varphi _1\mathrm{cos}^2\varphi )}}},\alpha [\alpha _0,\pi ],`$
where $`\mathrm{\Delta }=[1+3\mathrm{cos}(\alpha /2)]/2`$. After some manipulation and making use of integral identities (A1) and (A2) derived in the Appendix, we obtain
$`g(\alpha )`$ $`=`$ $`{\displaystyle \frac{3\sqrt{3}}{8\pi ^2}}\left|\mathrm{sin}\alpha \right|\sqrt{\mathrm{sec}{\displaystyle \frac{\alpha }{2}}}K(k),\alpha [0,\alpha _0]`$ (38)
$`=`$ $`{\displaystyle \frac{3\sqrt{3}}{8\pi ^2}}\left|{\displaystyle \frac{\mathrm{sin}\alpha }{k}}\right|\sqrt{\mathrm{sec}{\displaystyle \frac{\alpha }{2}}}K(k^1),\alpha [\alpha _0,\pi ]`$
where
$$k^2=\frac{1}{16}(\mathrm{sec}\frac{\alpha }{2}1)\left(1+3\mathrm{cos}\frac{\alpha }{2}\right)^3.$$
(39)
Note that $`g(\alpha )`$ diverges logarithmically at $`\alpha =\pm \alpha _0`$.
## 4 Simple-quartic Ising model in a field $`i\pi /2`$
The two-dimensional Ising model can be solved when there is an external magnetic field $`i\pi /2`$. The solution for the simple-quartic lattice was first given by Lee and Yang and a rigorous derivation of which was given later by McCoy and Wu . In 1988 Lin and Wu gave a general prescription for writing down the solution of the Ising model in a field $`i\pi /2`$ by transcribing the solution in a zero field. The most general known solution of the Ising model in a field $`i\pi /2`$ is a model with a generalized checkerboard type interactions . We consider in this section the case of the simple-quartic lattice.
For the simple-quartic lattice Lee and Yang gave the free energy in a field $`i\pi /2`$ as
$$f=i\frac{\pi }{2}+C+\frac{1}{16\pi ^2}_\pi ^\pi 𝑑\theta _\pi ^\pi 𝑑\varphi \mathrm{ln}[z+z^1+24\mathrm{cos}\theta \mathrm{cos}\varphi ],$$
(40)
where $`C=(\mathrm{ln}\mathrm{sinh}2K)/2,z=e^{4K}`$. Setting the argument of the logarithm in (40) equal to zero we have $`6z+z^12`$ and hence from Corollary 2 we see that in the complex $`z`$ plane zeroes of the partition function lie on the unit circle $`|z|=1`$ and the line segment $`32\sqrt{2}z3+2\sqrt{2}`$ of the real axis.
On the unit circle $`|z|=1`$ we write $`z=e^{i\alpha }`$ and find the density
$$g_{\mathrm{cir}}(\alpha )=\frac{|\mathrm{sin}\alpha |}{2\pi ^2}K(k),$$
(41)
where
$$k^2=(3+\mathrm{cos}\alpha )(1\mathrm{cos}\alpha )/4.$$
(42)
On the line segment, we write $`z=e^\lambda `$ with $`2\mathrm{ln}(1+\sqrt{2})\lambda 2\mathrm{ln}(1+\sqrt{2})`$, we find the density
$$g_{\mathrm{line}}(\lambda )=\frac{|\mathrm{sinh}\lambda |}{2\pi ^2}K(k),$$
(43)
where
$$k^2=(3\mathrm{cosh}\lambda )(1+\mathrm{cosh}\lambda )/4.$$
(44)
At the end points we have $`g_{\mathrm{line}}(\pm 2\mathrm{ln}(1+\sqrt{2}))=1/\sqrt{2}\pi `$. The density functions (41) and (43) are plotted in Fig. 4.
## 5 Triangular Ising model in a field $`i\pi /2`$
The solution for the triangular model in a field $`i\pi /2`$ was first obtained in by applying a transformation in conjunction with the solution of a staggered 8-vertex model. Here, for completeness, we present an alternate and more direct derivation.
Consider a triangular Ising lattice of $`N`$ sites whose sites are arranged as shown in Fig. 5(a). After making use of the identity $`e^{i\pi \sigma /2}=i\sigma `$, the partition function assumes the form
$$Z_N=i^N\underset{\sigma _i=\pm 1}{}\underset{\mathrm{nn}}{}e^{K\sigma _i\sigma _j}\underset{j}{}\sigma _j$$
(45)
where the first product is over all nearest neighbors, and the second product over all sites. Now it is known that the triangular Ising model can be mapped into an 8-vertex model on the dual of the square lattice , also of $`N`$ sites. However, in order to properly treat the factor $`_j\sigma _j`$ in (45), we need to divide the $`N`$ “cells” of the lattice, where a cell is shown in Fig. 5(b), into two sublattices, $`A`$ and $`B`$, and associate two $`\sigma _j`$’s to each cell belonging to one sublattice, say, $`B`$. This permits us to rewrite (45) as
$$Z_N=i^N\underset{\sigma _i=\pm 1}{}\underset{\mathrm{cells}}{}W_{\mathrm{stg}}(\sigma _1,\sigma _2,\sigma _3,\sigma _4)$$
(46)
where $`W_{\mathrm{stg}}(\sigma _1,\sigma _2,\sigma _3,\sigma _4)`$ is a staggered Boltzmann weight given by
$`W_{\mathrm{stg}}(\sigma _1,\sigma _2,\sigma _3,\sigma _4)`$ $`=`$ $`e^{K(\sigma _1\sigma _2+\sigma _2\sigma _3+\sigma _3\sigma _1)}\mathrm{for}A`$ (47)
$`=`$ $`(\sigma _1\sigma _2)e^{K(\sigma _1\sigma _2+\sigma _2\sigma _3+\sigma _3\sigma _1)}\mathrm{for}B.`$
The 8-vertex weights are
$`\{\omega _1,\mathrm{},\omega _8\}`$ $`=`$ $`\{e^{3K},e^K,e^K,e^K,e^K,e^K,e^K,e^{3K}\}`$
$`\{\omega _1^{},\mathrm{},\omega _8^{}\}`$ $`=`$ $`\{e^{3K},e^K,e^K,e^K,e^K,e^K,e^K,e^{3K}\}.`$ (48)
Furthermore, from the mapping convention of Fig. 1 of , we see that the mapping between the spin and 8-vertex configurations is 2 to 1. This leads to
$$Z_N=2i^NZ_N(\{\omega \},\{\omega ^{}\}),$$
(49)
which is an exact equivalence between $`Z_N`$ and the partition function $`Z_N(\{\omega \},\{\omega ^{}\})`$ of the staggered 8-vertex model.
Now the weights (48) satisfy the free-fermion condition for which $`Z_N(\{\omega \},\{\omega ^{}\})`$ has already been evaluated . Using Eq. (19) of and after some reduction, one obtains the following expression for the per-site free energy,
$$f=i\frac{\pi }{2}+C+\frac{1}{4\pi ^2}_0^\pi 𝑑\theta _0^\pi 𝑑\varphi \mathrm{ln}\left[(1+e^{4K})^2+4\mathrm{cos}\varphi (\mathrm{cos}\theta +\mathrm{cos}\varphi )\right],$$
(50)
where $`C=[\mathrm{ln}(2\mathrm{sinh}2K)]/2`$. As a result, the partition function zeroes are located at
$$(1+e^{4K})^2=4\mathrm{cos}\varphi (\mathrm{cos}\theta +\mathrm{cos}\varphi ),0\{\theta ,\varphi \}\pi .$$
(51)
It is therefore convenient to consider the $`z=e^{4K}`$ plane. Since
$$8(1+e^{4K})^21,$$
(52)
using the Lemma we find that the zeroes are on the union of the segment $`2z0`$ of the real axis and the line segment $`z=1+iy`$, $`2\sqrt{2}y2\sqrt{2}`$. The density of zeroes can be similarly determined. On the segment $`z[2,0]`$ of the real axis, we find
$$g(z)=\left|\frac{(1+z)}{2\pi ^2k\sqrt{E(z)}}\right|K(k^1),$$
(53)
where $`E(z)=\sqrt{z(2+z)}`$ and $`k^2=F[E(z)]`$. Particularly, we have $`g(0)=g(2)=1/\sqrt{3}\pi `$ and $`g_(1)=0`$. On the line segment $`z=1+iy`$, we find
$$g(y)=\left|\frac{y}{2\pi ^2\sqrt{H(y)}}\right|K(k),$$
(54)
where $`H(y)=\sqrt{1+y^2}`$ and $`k^2=F[H(y)]`$. Particularly, we have $`g(0)=0`$ and $`g(\pm 2\sqrt{2})=1/\sqrt{6}\pi `$. These results are plotted in Fig. 6.
we remark that in the complex $`x=e^{4K}`$ plane considered in , the segment $`2z0`$ of the real axis maps onto $`\mathrm{}x1/2`$ while the line segment $`z=1+iy`$, $`2\sqrt{2}y2\sqrt{2}`$, is mapped onto the circular arc $`x^1=\frac{1}{2}(1+e^{i\theta })`$, $`\theta _0=\mathrm{tan}^1(4\sqrt{2}/7)|\theta |\pi `$. The density of zeroes on the arc is found to be
$$g_{\mathrm{arc}}(\theta )=\frac{(1+\mathrm{cos}\theta )^2}{2\pi ^2\sqrt{I(\theta )}|\mathrm{sin}^3\theta |}K(k),$$
(55)
where $`I(\theta )=[2(1+\mathrm{cos}\theta )]^{1/2}/|\mathrm{sin}\theta |`$ and $`k^2=F[B(\theta )]`$. The densities at the end points of the arc are $`g_{\mathrm{arc}}(\pm \theta _0)=3\sqrt{3}/2\sqrt{2}\pi `$.
## 6 The honeycomb and kagomé lattices
The partition function of an Ising model on a planar lattice with interactions $`K`$ is proportional to the partition function on the dual lattice with interactions $`K^{}`$ , where $`K`$ and $`K^{}`$ are related by
$$e^{2K^{}}=\mathrm{tanh}K.$$
(56)
Consequently, their partition function zeroes coincide when expressed in terms of appropriate variables. Now the honeycomb and triangular lattices are mutually dual, it follows that for the honeycomb lattice with interactions $`K`$, in the complex
$$z=\frac{1}{2}(e^{4K^{}}1)=(\mathrm{cosh}2K1)^1$$
(57)
plane, zeroes of the partition function coincides with those of the triangular lattice partition function (22).
For the honeycomb Ising model in an external field $`i\pi /2`$, the free energy can be obtained from that in a zero field via a simple transformation . Writing the partition function in the form of (45) and replacing the product $`_i\sigma _i`$ by $`_i\sigma _i^3`$, it is clear that, besides the factor $`i^N`$, the partition function is the same as that in a zero field with the replacement
$$e^{K(\sigma _i\sigma _j1)}(\sigma _i\sigma _j)e^{K(\sigma _i\sigma _j1)},$$
(58)
or, equivalently, $`e^{2K}e^{2K}`$. It follows that in the complex
$$z=(\mathrm{cosh}2K1)^1$$
(59)
plane, the zeroes coincide with those of the triangular lattice partition function (22).
The Ising model on the kagomé lattice with interactions $`K`$ can be mapped to that on an honeycomb lattice with interactions $`J`$, by applying a star-triangle transformation followed by a spin decimation. The procedure, which is standard and will not be repeated here, leads to the relation
$$e^{2J}=(e^{4K}+1)/2.$$
(60)
As a result, we conclude that, in the complex
$$z=(\mathrm{cosh}2J1)^1=2(1\mathrm{tanh}2K)/\mathrm{tanh}^22K$$
(61)
plane, zeroes of the kagomé partition function coincides with those of the triangular lattice partition function (22). The evaluation of the kagomé partition function in an external field $`i\pi /2`$ remains unresolved, however.
## Acknowledgment
Work has been supported in part by NSF grants DMR-9614170 and DMR-9980440.
## APPENDIX Two integration identities
In this Appendix we derive the integration identities
$`I_1`$ $`=`$ $`{\displaystyle _0^{\pi /2}}{\displaystyle \frac{dt}{\sqrt{(1a^2\mathrm{sin}^2t)(b^2+a^2\mathrm{sin}^2t)}}}={\displaystyle \frac{1}{\sqrt{a^2+b^2}}}K\left(a\sqrt{{\displaystyle \frac{1+b^2}{a^2+b^2}}}\right)`$ (A1)
$`I_2`$ $`=`$ $`{\displaystyle _a^b}{\displaystyle \frac{dx}{\sqrt{(1x^2)(x^2a^2)(b^2x^2)}}}={\displaystyle \frac{1}{b\sqrt{1a^2}}}K\left({\displaystyle \frac{1}{b}}\sqrt{{\displaystyle \frac{b^2a^2}{1a^2}}}\right),`$ (A2)
which do not appear to have previously been given.
To obtain (A1), we expand the integrand using the binomial expansion
$$(1x)^\alpha =\underset{k=0}{\overset{\mathrm{}}{}}\frac{(\alpha )_k}{k!}x^k,$$
(A3)
where $`(\alpha )_k=\alpha (\alpha +1)\mathrm{}(\alpha +k1)=\mathrm{\Gamma }(\alpha +k)/\mathrm{\Gamma }(\alpha )`$, and carry out the integration term by term using the formula
$$\frac{2}{\pi }_0^{\pi /2}\mathrm{sin}^{2m}tdt=\frac{(\frac{1}{2})_m}{m!}.$$
(A4)
This yields
$`I_1`$ $`=`$ $`{\displaystyle \frac{\pi }{2b}}{\displaystyle \underset{j,k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(\frac{1}{2})_j(\frac{1}{2})_k(\frac{1}{2})_{j+k}}{j!k!(j+k)!}}a^{2j}\left({\displaystyle \frac{a^2}{b^2}}\right)^k`$ (A5)
$``$ $`{\displaystyle \frac{\pi }{2b}}F_1({\displaystyle \frac{1}{2}};{\displaystyle \frac{1}{2}},{\displaystyle \frac{1}{2}};1;a^2,{\displaystyle \frac{a^2}{b^2}}),`$
where the hypergeometric function of two variables is (cf. 9.180.1 of )
$$F_1(\alpha ;\beta ,\beta ^{};\gamma ;x,y)=\underset{j=0}{\overset{\mathrm{}}{}}\underset{k=0}{\overset{\mathrm{}}{}}\frac{(\alpha )_{j+k}(\beta )_j(\beta ^{})_k}{j!k!(\gamma )_{j+k}}x^jy^k.$$
(A6)
This leads to the integration formula (A1) after making use of the identity (cf. 9.182.1 of )
$$F_1(\alpha ;\beta ,\beta ^{};\beta +\beta ^{};x,y)=(1y)^\alpha F(\alpha ,\beta ;\beta +\beta ^{};\frac{xy}{1y}),$$
(A7)
where $`F`$ is the hypergeometric function (cf. 9.100 of )
$$F(\alpha ,\beta ;\gamma ;z)=\underset{j=0}{\overset{\mathrm{}}{}}\frac{(\alpha )_j(\beta )_j}{j!(\gamma )_j}z^j,$$
(A8)
and the identity (cf. 8.113.1 of )
$$K(k)=\frac{\pi }{2}F(\frac{1}{2},\frac{1}{2};1;k^2).$$
(A9)
The integral (A2) is obtained by introducing the change of variable $`x^2=(b^2a^2)\mathrm{sin}^2t+a^2`$, which yields
$$I_2=\frac{1}{1a^2}_0^{\pi /2}\frac{dt}{\sqrt{(1c^2\mathrm{sin}^2t)[a^2/(1a^2)+c^2\mathrm{sin}^2t)}},$$
(A10)
where $`c^2=(b^2a^2)/(1a^2)`$. The integral $`I_2`$ is now of the form of $`I_1`$ and (A2) is obtained after applying (A1). |
warning/0001/astro-ph0001356.html | ar5iv | text | # Weak Lensing by High-Redshift Clusters of Galaxies - I: Cluster Mass Reconstruction
## 1 Introduction
High-redshift clusters of galaxies are very powerful tools for testing the predictions of cosmological and structure formation models. The mere existence of high-mass, X-ray luminous clusters at $`z>0.5`$ strongly constrains many models (Eke, Cole, & Frenk 1996) while the presence of a $`10^{15}M_{}`$ cluster at $`z0.8`$ makes unlikely many $`\mathrm{\Omega }_0=1,\mathrm{\Lambda }=0`$ cold dark matter models (Luppino & Gioia 1995; Bahcall, Fan, & Cen 1997; Henry 1997). Even stronger constraints can be placed on the model once details of the clusters such as mass surface density, cluster galaxy ages, amounts of sub-clustering, and mass-to-light ratios are known (Crone, Evrard, & Richstone 1996; Trentham & Mobasher 1998).
It has been only recently, however, that these high-redshift, high-mass clusters have been able to be detected. Optical surveys tend to find low-mass clusters and often mistake the superpositioning of unrelated groups of galaxies as clusters (Reblinsky & Bartelmann 1999). Further, until recently, the optical surveys were either too small to reasonably expect to find a high-mass, high-redshift cluster or were not deep enough to detect the high-redshift cluster galaxies.
X-ray observations, however, have proven to be an efficient way to detect these clusters. The Einstein Extended Medium-Sensitivity Survey (EMSS) found five $`z>0.5`$ high-mass ($`>`$ few $`\times 10^{14}M_{}`$) clusters (Gioia & Luppino 1994), and various ROSAT surveys are finding many more (Henry et al. 1997, Gioia et al. 1999, Burke et al. 1998, Vikhlinin et al. 1998, Rosati et al. 1998). The X-ray surveys not only provide clusters which are truly of high-mass, and not a superposition of unrelated groups of galaxies, but also provide a means to measure the masses of the clusters. These masses have been used to apply constraints to cosmological and structure formation models (Henry 1997), but are subject to an uncertainty in that the masses measured from the X-ray emission of the clusters depend on the dynamical state of the cluster (Evrard, Metzler, & Navarro 1996).
We, therefore, have undertaken an optical survey of these X-ray selected, high-redshift clusters to perform weak lensing analysis on the clusters. Our primary goals in doing this survey are threefold: First, we wish to measure the masses of the clusters using weak lensing, which does not have a dependence on the dynamical state of the cluster. Second, we wish to determine the dynamical state of the clusters and detect any substructure in the clusters. Finally, we wish to determine the redshifts of the faint blue galaxy (FBG) population which is used in the weak lensing analysis.
We selected as our sample of clusters the five EMSS high-redshift clusters (MS $`0015.9+1609`$ at $`z=0.546`$, MS $`0451.60305`$ at $`z=0.550`$, MS $`1054.40321`$ at $`z=0.826`$, MS $`1137.5+6625`$ at $`z=0.782`$, and MS $`2053.70449`$ at $`z=0.583`$), which were the only $`z>0.5`$ clusters published from a serendipitous X-ray survey at the time, and one from the ROSAT North Ecliptic Pole survey (RXJ $`1716.6+6708`$ at $`z=0.809`$) which was discovered shortly after we began our survey (Henry et al. 1997, Gioia et al. 1999). We have already published early results on the clusters MS $`1137.5+6625`$ and RXJ $`1716.6+6708`$ (Clowe et al. 1998). In this paper we will present the weak lensing data of the other four clusters as well as a correction to the mass profiles published in Clowe et al. (1998). We will discuss how the redshift distribution of the FBG population can be constrained with the weak lensing observations in a future paper (Paper II).
In §2 we present the weak lensing theory used in our analysis. Our observations and details of the data reduction processes are given in §3. In §4 we discuss the properties of the clusters and the weak lensing results. Section 5 contains our conclusions. Throughout this paper, unless otherwise stated, we assume an $`\mathrm{\Omega }_0=1,\mathrm{\Lambda }=0`$ cosmology, assume $`H_0=100h`$ km/s/Mpc, and give all errors as 1 $`\sigma `$.
## 2 Weak Lensing Theory
It is well known that massive objects, such as clusters of galaxies, will bend light-rays passing by them with their gravitational pull. If there is a good alignment between the positions of the background galaxy and the center of mass of the cluster of galaxies then the background galaxy can be strongly lensed. In strong lensing, the galaxy is imaged into an arc, or a series of arcs, along critical curves by magnifying the galaxy’s size tangentially to the cluster center of mass. By measuring the redshifts of the cluster and the arc, one can determine the mass of the cluster interior to the arc, and also characteristics of the lensing such as time delays between various images (Schneider, Ehlers, and Falco 1992).
If the background galaxy is not well aligned with the cluster center of mass lensing will still occur. This lensing, however, will only slightly distort the shape of the background galaxy, increasing the galaxy’s size tangential to the cluster center of mass. If the background galaxies were all circular in shape then this weak distortion would be easily detected. Because the background galaxy population has an intrinsic ellipticity distribution (the dispersion of which is much higher than the change introduced by the gravitational distortion), however, this weak lensing distortion can only be detected by looking for a statistical deviation from a zero average ellipticity tangential to a center of mass from a large number of background galaxies. Because of the intrinsic ellipticity distribution of the background galaxies and that each image has a finite number density of background galaxies, weak lensing reconstruction is an inherently noisy process as the sample of background galaxies will not have an average intrinsic ellipticity that is precisely zero.
Weak lensing, however, has two distinct advantages over other methods traditionally used to measure cluster masses. The first advantage is that weak lensing provides a direct measure of the surface density independent of the dynamical state of the cluster. The other advantage is that the strength of the weak lensing signal is directly proportional to the surface density and thus can, in theory, be used to measure the surface density of structures much smaller than, for instance, X-ray imaging whose emissivity scales as the square of the density.
### 2.1 Basic Equations
The goal of weak lensing observations is to measure the dimensionless surface density of the clusters, $`\kappa `$, where
$$\kappa =\frac{\mathrm{\Sigma }}{\mathrm{\Sigma }_{crit}}.$$
(1)
$`\mathrm{\Sigma }`$ is the two-dimensional surface density of the cluster, and $`\mathrm{\Sigma }_{crit}`$ is a scaling factor:
$$\mathrm{\Sigma }_{crit}=\frac{c^2}{4\pi G}\frac{D_s}{D_lD_{ls}}$$
(2)
where $`D_s`$ is the angular distance to the source (background) galaxy, $`D_l`$ is the angular distance to the lens (cluster), and $`D_{ls}`$ is the angular distance from the lens to the source galaxy. The surface density is related to the gravitational surface potential $`\varphi `$:
$$\kappa =\frac{1}{2}^2\varphi =\frac{1}{2}(\varphi _{,11}+\varphi _{,22}).$$
(3)
The surface density $`\kappa `$ cannot, however, be measured directly from the shapes of the background galaxies. Instead, one can measure the mean distortion in the galaxies by looking for a systematic deviation from a zero average ellipticity. From the distortion one can measure the reduced shear $`g`$ (details given in the next section), which is related to the shear $`\gamma `$ by
$$g=\frac{\gamma }{1\kappa }$$
(4)
(Miralde-Escude 1991). In the weak lensing approximation, it is assumed that $`\kappa <<1`$. Under that assumption and that the background galaxies have an isotropic intrinsic ellipticity distribution the distortion measured in the galaxies can be translated to a shear by a direct scaling. The shear $`\gamma `$ is related to the surface potential $`\varphi `$ by:
$`\gamma _1={\displaystyle \frac{1}{2}}(\varphi _{,11}\varphi _{,22})`$
$`\gamma _2=\varphi _{,12}.`$ (5)
While the lensing distorts, and enlarges, the background galaxy, it preserves the surface brightness of the background galaxy. As a result, the total luminosity of the background galaxy is increased proportional to the increase in its surface area. The increase of the size of each axis of the galaxy is simply $`(1\mathrm{\Lambda }_i)^1`$ where $`\mathrm{\Lambda }_i`$ are the eigenvalues of $`\varphi _{,ij}`$, which is equivalent to $`[(1\kappa )\gamma ]^1`$ for the axis tangential to the cluster center of mass, and $`[(1\kappa )+\gamma ]^1`$ for the axis radial to the cluster center of mass for the weak lensing regime. Thus, the overall increase in area, and the amplification of the background galaxy luminosity, is:
$$A=|(1\kappa )^2(\gamma _1^2+\gamma _2^2)|^1.$$
(6)
One method to convert the measured shear field to a surface density is to Fourier transform the data and convert the Fourier transform of the shear, $`\stackrel{~}{\gamma }`$, to that of the convergence, $`\stackrel{~}{\kappa }`$. There are a variety of ways to do this, but the most useful form is
$$\stackrel{~}{\kappa }=\frac{(\widehat{k}_1^2\widehat{k}_2^2)\stackrel{~}{\gamma }_1+2\widehat{k}_1\widehat{k}_2\stackrel{~}{\gamma }_2}{\widehat{k}_1^2+\widehat{k}_2^2}$$
(7)
which has a flat noise power spectrum (Kaiser 1996). One can then inverse Fourier transform to get an estimate of the surface density. This method, originally in Kaiser & Squires (1993, hereafter KS) and hereafter called the KS93 algorithm, has a biasing at the edges of the frame, particularly in the corners, as it assumes an infinite spatial extent of the finite data field (Schneider 1995). Given that the images in our sample are centered on the clusters and that structures of interest are typically restricted to the central half of the images, this will not have a large effect on our results. The KS93 algorithm, however, is only able to measure the convergence to within an additive constant, the mean surface density of the field (normally called the mass sheet degeneracy). As the biasing at the edges would interfere with attempting to fit the observed surface density with a chosen model to determine the mean surface density of the field, we will use this method only to look for substructure and not attempt to measure a mass.
One can also measure the surface density using aperture mass densitometry, which measures the one dimensional radial mass profile from an arbitrarily chosen center, (Fahlman et al. 1994). The traditional statistic used is
$$\zeta (r_1,r_m)=\overline{\kappa }(<r_1)\overline{\kappa }(r_1<r<r_m)=\frac{2}{(1r_1^2/r_m^2)}_{r_1}^{r_m}d\mathrm{ln}r\gamma _T(r)$$
(8)
where $`\gamma _T(r)`$ is the azimuthal average of the galaxy ellipticity component measured with axes tangential and radial to the center of mass at radius $`r`$ from the center of mass, and provides a lower bound on the surface density interior to radius $`r_1`$. However, because this statistic subtracts $`\overline{\kappa }`$ of the annulus outside $`r_1`$, the final measured mass $`M(<r_1)=\pi r_1^2\zeta (r_1)\mathrm{\Sigma }_{crit}`$ depends not only on the strength of the detected lensing signal but also on the mass profile of the cluster. In particular, any substantial substructure or secondary core in the cluster would change from being included in the mass estimate to being subtracted, at a reduced level, as $`r_1`$ moves inward across the structure. This would cause the measured slope of the mass profile at this point to be shallower than what is actually present. One can easily modify the statistic to
$$\zeta _c(r_1,r_2,r_m)=\overline{\kappa }(<r_1)\overline{\kappa }(r_2<r<r_m)=2_{r_1}^{r_2}d\mathrm{ln}r\gamma _T+\frac{2}{(1r_2^2/r_m^2)}_{r_2}^{r_m}d\mathrm{ln}r\gamma _T$$
(9)
which subtracts a constant $`\overline{\kappa }(r_2<r<r_m)`$ for a fixed inner annular radius $`r_2`$ for all apertures in the measurement, thereby removing any potential error from extended structures as mentioned above. The measured mass profile $`M(r_1)=\pi r_1^2\zeta _c(r_1)\mathrm{\Sigma }_{crit}`$ is now the mass of the cluster minus an unknown, but presumably small, constant times $`r_1^2`$. While the value of the additive constant for aperture densitometry is not known, one knows what the constant physically is, namely the average surface density of an annular region at some radius around the center of the cluster. By modeling the mass distribution of the cluster, one can hopefully get a good estimate of the value of this constant.
All of the above equations assume that one can provide a direct measure of the shear. As one can only measure the reduced shear $`g`$ (eqn 4), all of these methods will measure a value for the convergence which is too large. Further, the ratio of the measured value to the true value of the convergence increases with increasing convergence, and thus a profile of the convergence would be measured to be much steeper than it actually is. The KS93 algorithm can be corrected for this effect by first estimating the convergence field by assuming the measured reduced shear is the true shear, and then iteratively approximating the shear as $`g(\stackrel{}{r})(1\kappa (\stackrel{}{r}))`$ where $`\kappa (\stackrel{}{r})`$ is taken from the latest iteration (Seitz & Schneider 1995). While the aperture densitometry profiles can also be corrected using an iterative technique, as one uses a model to calculate the value of $`\overline{\kappa }`$ in the annular region it is easier to simply calculate the $`\zeta `$ and $`\zeta _c`$ for the models using the reduced shear for comparison to the profile.
Even though $`\zeta _c`$ has a single constant subtracted from all the bins, it is not necessarily always better to use than $`\zeta `$. A simple calculation of the signal to noise ratios of the two statistics, assuming a constant background galaxy density, only one source of lensing in or near the field, and a surface density with a power law fall-off ($`\kappa r^n`$) gives
$$\frac{\zeta _c/\sigma _{\zeta _c}}{\zeta /\sigma _\zeta }=\frac{(r_2^nr_1^n)(r_m^2r_1^2)}{r_2^nr_m^{2n}(r_m^nr_1^n)}+\frac{r_1^n(r_m^2r_1^2)(r_m^nr_2^n)}{r_2^n(r_m^nr_1^n)(r_m^2r_2^2)}$$
(10)
where $`r_m`$, $`r_2`$, and $`r_1`$ are defined as in eqn 9. As can be seen in Figure 1, at large values of $`r_1`$, the signal-to-noise ratio for $`\zeta _c`$ is worse than that of $`\zeta `$, but as $`r_1`$ decreases it eventually becomes better than that of $`\zeta `$. The radius at which $`\zeta _c`$ has a better signal-to-noise ratio depends on both the inner radius of the annulus, $`r_2`$, and $`n`$, the power law fall-off of the surface density. For an isothermal sphere, $`n=1`$, $`\zeta _c`$ is generally worse in s/n ratio than $`\zeta `$ for all but the innermost radii, but tends to do better for smaller values of $`n`$.
### 2.2 $`\kappa `$ Reconstruction From Images
The previous section deals mainly with how one can transform the gravitational shear to a surface density. For real data, however, one also needs a mechanism to convert the background galaxies’ ellipticities, which can be measured directly from the images, to a gravitational shear value. To measure the ellipticities of the galaxies we used a weighted second moment of inertia such that
$$e=\left[\begin{array}{c}\frac{Q_{11}Q_{22}}{Q_{11}+Q_{22}}\\ \frac{2Q_{12}}{Q_{11}+Q_{22}}\end{array}\right]$$
(11)
where
$$Q_{ij}=d^2\theta W(\theta )\theta _i\theta _jf(\theta )$$
(12)
where $`\theta `$ is measured relative to the center of the object (defined by the centroid of the surface brightness), $`f(\theta )`$ is the surface brightness of the object, and $`W(\theta )`$ is a weighting function (in this case a Gaussian)(KS). One of the nice aspects of this method of defining the ellipticity is that, in the weak lensing regime, at every point there will be some set of axes for which $`e_1`$ will be changed by the gravitational shear while $`e_2`$ will remain the same as the pre-shear value (or vice versa). If one can determine the orientation of these axes, such as the radial and tangential directions around a circularly symmetric lens, then by averaging over many galaxies, one of the ellipticity components can be used to measure the shear while the other would provide a measure of the intrinsic ellipticity distribution of the galaxies.
It is, in theory, quite easy to convert the measured ellipticities into a shear field. Kaiser, Squires, & Broadhurst (1995) (hereafter KSB) have shown that the shear field will change the ellipticity of an object by
$$\delta e_\alpha =P_{\alpha \beta }^\gamma \gamma _\beta .$$
(13)
The quasi-tensor $`P_{\alpha \beta }^\gamma `$ is an observable quantity which can be calculated from the object image (KSB, corrections in Hoekstra et al. 1998). This calculation was made in the weak lensing approximation ($`\kappa <<1`$); to use this in the inner regions of massive clusters where the weak lensing approximation does not hold, one needs to replace the shear $`\gamma `$ with the distortion $`g`$. Given that the mean ellipticity of the background galaxies should be 0, one has
$$g_\beta =(P_{\alpha \beta }^\gamma )^1e_\alpha $$
(14)
where the brackets indicate averaging in a chosen manner over the area of interest.
### 2.3 High Redshift Lenses
Because $`\mathrm{\Sigma }_{crit}`$ depends on $`D_s/D_{ls}`$, high redshift cluster lenses have an additional complication over lower redshift lenses. For low redshift ($`z_l<0.3`$) cluster lenses, $`\mathrm{\Sigma }_{crit}`$ is effectively the same for all background galaxies with redshifts several times higher than the lens. Thus, by taking an image deep enough to have most of the background galaxies in the sample at $`z0.7`$, all of the galaxies can be treated as being at the same redshift, and all will be magnified and distorted by the same amount. For higher redshift clusters, $`z>0.5`$ in particular, this is not the case, and $`\mathrm{\Sigma }_{crit}`$ continues to decrease fairly rapidly across the redshift range in which most faint galaxies are thought to reside ($`1<z<4`$). This variation in the lensing strength as a function of background galaxy redshift provides not only some complications in the analysis, but also a potentially useful tool to determine the redshift distribution of the background galaxies, which will be discussed in paper II.
The first complication is that because $`\mathrm{\Sigma }_{crit}`$ is no longer constant for all the background galaxies one must compute a mean value to convert the measured $`\kappa `$ to a surface density. From eqn 1, one has
$$\kappa =\mathrm{\Sigma }\frac{1}{\mathrm{\Sigma }crit}=\mathrm{\Sigma }\frac{_{z_1}^{z_2}n(z)𝑑z}{_{z_1}^{z_2}\frac{n(z)}{\mathrm{\Sigma }_{crit}(z)}𝑑z}$$
(15)
where $`n(z)`$ is the number of galaxies in the sample at redshift $`z`$. Of course, eqn 15 assumes a knowledge of the redshift distribution of the background galaxies, which is currently known spectroscopically to only $`z1`$ (eg: Songaila et al. 1994, Koo et al. 1996, Cohen et al. 2000). Thus, for clusters with $`z>0.5`$, for which background galaxies with $`z>1`$ must be used to measure a weak lensing signal, one can only measure a mass for the cluster by guessing at the redshift distribution of the background galaxies or, if one has enough passbands, estimating the redshift of each object using photometric redshifts (eg: Hogg et al. 1998).
The other complications created by the dependence of the strength of the lensing on the redshifts of the background galaxies are all due to the fact that, in addition to having the shapes of the galaxies distorted, the sizes of the galaxies are enlarged while the surface brightness remains constant, thereby magnifying the total luminosity of the galaxies. Because the greater the lensing strength the greater the magnification of the background galaxy aperture luminosity, any constant magnitude selection of background galaxy population will have the redshift distribution slightly altered from that of the unlensed background galaxy population (Broadhurst, Taylor, & Peacock 1995). This results in the lensed population having a larger fraction of higher redshift galaxies, and thus the mean redshift of the background galaxy population will have increased. Because the strength of the lensing signal depends on both the mass and the redshift of the cluster, both of these will affect the $`n(z)`$ for the background galaxy population. If no correction is made for this effect, then the more massive clusters will be measured to be even more massive than they truly are, and higher redshift clusters will be measured to be more massive than the lower redshift clusters of the same mass.
Another consequence of the magnification is that, because the strength of the lensing signal increases as the distance from the center of the cluster decreases, $`\overline{\mathrm{\Sigma }}_{crit}`$ is not constant over the full extent of a cluster (Fischer & Tyson 1997). Without knowing the redshift distribution of the background galaxies as a function of magnitude, one cannot even predict whether $`\overline{\mathrm{\Sigma }}_{crit}`$ will become larger or smaller as a function of radius (Broadhurst, Taylor, & Peacock 1995). This effect, however, should only be important near the cluster core (i.e. at large $`\kappa `$).
All of these effects can be corrected for if the redshift distribution of the background galaxies is known. Currently, however, the redshift distribution for field galaxies is known only to $`z1`$, which is much smaller than the expected redshifts of the background galaxies in the images of this sample. Unlike Fischer & Tyson (1997), we will not adopt a theoretical model to predict the redshift distribution of the background galaxy population. Instead, we simply provide our results with the caveats that the higher redshift clusters will have a higher measured surface density than lower redshift clusters of the same mass and that there might be a correction needed to the surface densities of the cluster cores. In both cases, however, we expect that the corrections for galaxy magnification will result in a change of less than $`20\%`$ of our measured surface densities.
## 3 Observations
Luppino and Kaiser (1997) (hereafter LK) show that for high-redshift clusters, most of the weak lensing signal comes from the faint blue background galaxies. The cluster galaxies, however, are quite red in color over the optical wavelengths. Thus, in order to maximize the ability to distinguish cluster galaxies from the background galaxies used in the weak lensing analysis, the observations need to be taken in as red a band as possible, and in at least two different bands to allow rejection of cluster and foreground galaxies based on color. Further, because LK did not see any significant lensing until background galaxy magnitudes $`I23.5`$, the observations need at least one color as deep as possible to get a signal-to-noise on the background galaxies large enough to accurately measure the ellipticities of the galaxies.
The Low Resolution Imaging Spectrograph (LRIS, Oke et al. 1995) at the Keck Observatory was judged to be ideal for this task. It has a large enough field of view ($`6\mathrm{}\times 8\mathrm{}`$) to allow imaging outside the core of high-redshift clusters without having to mosaic large offsets together, and has enough light gathering power (with the 10 meter primary mirrors of the Keck telescopes) to image the faint background galaxies in only a few hours of integration per field. However, because the $`I`$-band filter on LRIS was designed to not have a long wavelength cutoff, the $`I`$-band images taken with LRIS tend to exhibit large fringing effects. As we were not sure this fringing was stable and could be easily removed without affecting the quality of the images, we choose to use the $`R`$-band as our primary observation band. $`I`$-band and $`B`$-band images were obtained from the UH88<sup>′′</sup> telescope using the Tek2048<sup>2</sup> CCD, which has a field of view and pixel size similar to that of LRIS.
A list of the nights observed and data taken is given in Table 1. All the data were taken using a “shift-and-stare” technique in which short exposures (300s on Keck, 600s in $`I`$ and 900s in $`B`$ on the UH88<sup>′′</sup>) were obtained with small dithers ($`15\mathrm{}`$) between each exposure. Standard star observations and calibration frames were also obtained for each night of observation. The data were obtained during nights which were mostly photometric. The magnitudes of bright but unsaturated stars were used to determine which images were non-photometric. Those images which had stars significantly fainter ($`>0.1`$ magnitudes) than average were rejected from the following analysis. Typical seeing was $`0\stackrel{}{\mathrm{.}}6`$ to $`0\stackrel{}{\mathrm{.}}8`$.
### 3.1 Image Reduction
The following image reduction routine was performed on all the data taken after each observing run. If all the nights had the same characteristics (seeing, sky brightness, cloudiness, etc) then the entire run was processed at the same time, otherwise each night was processed separately.
The first step was the creation of a master bias frame from the bias frames taken at the beginning and ending of each night. The pixel values of the master bias frame were the median of the pixels in each bias frame after rejecting those pixels which were more than three $`\sigma `$ from the median. This rejection removed any cosmic rays present in the bias frames before the median was computed. The master bias frame was subtracted from each data and standard star frame.
The over-scan region for each frame was averaged to a single column and a linear least squares fit was performed on the column. A three $`\sigma `$ rejection routine was then performed on the over-scan column to remove any values increased by a star on the edge of the CCD, and the linear least squares fit for the column was recomputed. The fit was subtracted from each column of the CCD data to remove any dark current and fluctuation in the bias value over the course of the night. In every case, the amount subtracted using the over-scan regions after the master bias subtraction was less than 15 ADU, or about 1$`\%`$ of the value of the bias.
The images were trimmed to the 2048$`\times `$2048 pixel physical CCD area, and rotated, if necessary, so that north was increasing row numbers and east was decreasing column numbers. For the Keck images, which have the right and left hand sides of the chip vignetted (at 0<sup>o</sup> rotation angle), a clipping of the first 215 and last 233 columns was performed, with all the pixels in those columns being set to a value which indicated that they should be ignored for all future operations on the images. The clipped region was slightly larger than that physically vignetted to remove any fringing on the edges of the fields.
A flat field image was created for each band from the median of the data images with sky level greater than one hundred times that of the read noise of the CCD. As with the creation of the master bias, while medianing the data images, the pixels with values more then three times the standard deviation of the median were rejected and the remaining pixel values were re-medianed. The flat field image was then divided by the mean value of the image so that the average pixel value in the flat field image was unity. Each data and standard star image was divided by the normalized flat field for the band. This removed quantum efficiency and through-put variations across the image.
A bad pixel mask was created by combining the pixels which had a bias value of greater than one third the full well capacity of the CCD with the pixels which had a value in the flat field which was less than one fourth the average value (or, in other words, masking out those pixels which would give a signal-to-noise less than one half that of the average pixel on the CCD). The bad pixel mask was then used to mask all of the data and standard star images. This masking set all of the “bad” pixels on the CCD to a value which indicated to the averaging and analysis routines that the pixel should be automatically excluded from any measurements.
The sky was then fitted and subtracted from all of the data and standard star images. This was accomplished by finding all the local minima across the CCD and placing these in a smaller image, so that each pixel value in the new image was the sum of the minima in the pixel range which was binned to make the sky pixel. A second image was also made which was the number of minima used to create each sky pixel. The two images were then convolved with a Gaussian to remove high frequency noise and gaps in the sky coverage. The summed sky value image was then divided by the number of minima image to obtain a final value for each pixel, which was then subtracted from the original image. In addition to removing any low frequency sky variations, this routine typically removed large wings of very bright, saturated stars in the images as well as any large, low surface brightness objects which might have been present. It also would have removed any cD halos around the brightest cluster galaxy of the clusters, but those regions were edited so that the sky around the BCG was an extrapolation of the region outside that being edited (typically $``$20 pixel radius.)
A less robust version of the object finding routines described in §3.3 was used to measure the centroid positions, fluxes, and half-light radii for all the stars in the frames. Data frames which showed a larger half-light radius than the average (bad seeing) were excluded from the sample. The stellar centroid positions were used to calculate the offsets and any distortion corrections. For the UH88″ $`I`$\- and $`B`$-band frames, there was no significant distortion detected, and so the offsets were a simple linear shift, with possibly a small rotation angle for data sets taken on two different runs. For the Keck $`R`$-band frames, however, a very large distortion correction was needed to remove the effects of the curved focal plane and the distortions introduced by the LRIS reimaging optics. These distortion corrections were calculated by mapping the stellar centroids onto those for the summed $`I`$-band image, and fitting a bi-cubic polynomial to minimize the differences in the two positions. The stars selected for the registration had $`20<R<23`$, which were bright enough to have rms errors in the centroid less than 0.05 pixels ($`0\stackrel{}{\mathrm{.}}01`$), determined from simulations of placing the stars on a Guassian random noise background with the same rms as the observed sky noise and calculating the centroid. The internal rms error on the corrected positions was typically $`0.08`$ pixels (compared to the positions of the same stars in the other frames), and agreed with the positions in the $`I`$-band image at $`0.1`$ pixels (which is the error in the centroids in the $`I`$-band image due to higher sky noise).
The images were undistorted and shifted into the common registration frame as defined by the offsets calculated above. Whenever a fractional pixel shift was needed, a linear interpolation over the pixel and the neighboring pixels was performed. The amount added to each post-shift pixel was calculated by integrating the interpolation over the region of the pre-shift pixel overlapping each post-shift pixel. The post-shift pixels were then divided by the fractional area of the pre-shift pixels contained within them in order to preserve surface brightness. This technique was tested to ensure that the second moments of the objects were not changed by the fractional pixel shifts, except of course in the case of the distortion correction.
The now registered images were then averaged after a 4$`\sigma `$ rejection routine was performed on all the stacked pixels to remove cosmic rays and moving objects. It is interesting to note that because the Keck telescopes have an alt-az mounting system, the diffraction spikes seen coming from bright stars because of deflection of the stellar light off of the secondary mirror spider supports rotate as the field moves across the sky. As a result, the rejection routine removed the stellar spikes from the $`R`$-band images, thus removing the chance that these might be detected as objects by the detection routines described in §3.3.
The last step in the image reduction is to compare the fluxes in the standard stars, all of which are taken from Landolt (1992). The exposure times for the standard stars were calculated so that the charge in the central pixel would be large, but still within the linear e<sup>-</sup>/ADU regime on the CCD. The stellar flux was measured using an aperture large enough to include the radius at which the flux becomes smaller than the sky noise, but small enough to not include any nearby objects. The sky level was calculated for each star by creating a histogram of the pixel values in an annular region around the star and fitting a Gaussian using a low weight for the pixel values greater than the point at which the histogram drops below $`\frac{3}{4}`$ the peak value on the high side of the median. Any bad pixels within the half-light radius of the standard star invalidated the star’s use, while any bad pixels outside the half-light radius but within the aperture radius for the star were replaced with a linear interpolation from the surrounding pixels. Finally, for the Keck images, only those standards within the central 1024 pixels were used to prevent a possible systematic error based on an incorrect distortion correction.
### 3.2 Object Detection and Analysis
After creating an added image, the next step in the weak lensing analysis is measuring the parameters of all the objects in the image. We used the IMCAT object detection and analysis package (available at http://www.ifa.hawaii.edu/$``$kaiser/imcat) to perform most of the steps described below.
The first step was to detect all the various galaxies and stars in the image. This was done using a hierarchical peak-finding algorithm, which smoothes the image using progressively larger mexican-hat filters. By comparing the peak positions of the increasingly smoothed images, not only can the positions of the objects be detected, but also a rough estimate of their size based on the smoothing radius at which the peak is lost to the noise or combined with another nearby peak (KSB). The technique is much better at finding small, faint objects and large, low surface brightness objects than the single aperture size scanning method of FOCAS (Jarvis and Tyson 1981) and other similar programs, but tends to produce a large number of detected noise spikes and often has problems with both grouping together galaxies which are projected near each other and breaking large spiral galaxies into smaller pieces. The noise spikes, however, are easily removed from the catalogs by size and signal-to-noise cuts, and for purposes of this paper the large foreground spirals were excluded from the analysis of background objects, so it does not matter in how many pieces such galaxies are detected. Further, because the detections of a pair (or more) of nearby galaxies as a single object only occurs a small fraction ($`1\%`$) of the time, these objects can also be excluded from the catalogs without any biasing of the results or significant reduction in the signal-to-noise of the weak lensing signal.
The next step was to determine the sky level around each object which was determined from an annulus around the object with an inner radius of $`16\times r_g`$, where $`r_g`$ is the smoothing radius at which the object achieved maximum significance, and an outer radius of $`32\times r_g`$. This annulus was broken into four equal size regions by radial divisions, and the mode pixel value for each quadrant was determined. From these mode values the average sky level was determined, along with a two-dimensional linear slope for the sky level. A very large object, such as a bright star or a foreground galaxy, could of course increase the mode of the pixels in a quadrant, so usually all pixels within $`3\times r_g`$ of another object were excluded from the mode calculation.
Once the sky value was known, an aperture flux and magnitude was calculated. The flux was determined by summing all the pixels inside an aperture of $`3\times r_g`$ after subtracting the sky level as determined above. This choice of aperture radius is large enough to count almost all of the light from the object, but small enough to (usually) avoid including any light from nearby objects. Any pixels within $`2.5\times r_g`$ of another object were excluded from the aperture. Bad pixels were not corrected for but were noted in the catalog of objects, and thus any objects with bad pixels in them could easily be excluded (although this happened only for saturated stars, objects overlapping a saturation spike of a very bright star, and objects on the very edges of the summed image). The aperture magnitude was then calculated from the flux and a zero-point magnitude determined from the standard stars. A half-light radius, the radius at which the integrated flux is $`\frac{1}{2}`$ the aperture flux, was also calculated.
The object shapes were determined by calculating the second moments of the light distribution as given by eqn 12, using a circular Gaussian with a standard deviation equal to $`r_g`$. The centroid of the object was calculated by minimizing the first moments of the weighted surface brightness, using the same Gaussian weighting function as above. The second moment is then used to calculate the ellipticity of the object as given in §2. The centroid position was then used as the position of the objects, instead of that found in step 1. This made little difference in the weak lensing analysis as the two positions were different on average by only 0.1 pixels. Any objects with positional differences larger than 0.4 pixels ($``$ 4 times the error in the centroiding algorithm) were excluded from the catalog as probably being either a multiple object detection or an object having an unusual morphology which would not have a normal ellipticity. This rejection tended to remove about $`2\%`$ of the objects in the catalog.
The next step in the analysis was to remove from the catalog of objects noise spikes, saturated stars, and groups of objects detected as a single object. This was done by rejecting objects which had bad pixels inside their aperture, objects which were extremely small (typically $`r_g<1.6`$ pixels for 0$`\stackrel{}{\mathrm{.}}`$7 seeing and 0$`\stackrel{}{\mathrm{.}}`$22 pixels), objects which were overly large ($`r_g>10`$ pixels), objects which were very faint ($`R`$-band magnitudes $`>28`$), and objects which had large ellipticities ($`e>0.5`$). The remaining objects in the catalog were then checked manually against the summed image to remove any object groups which managed to pass all of the above tests.
The final step in the object analysis was to obtain the sky level and aperture photometry on the objects detected in the Keck $`R`$-band images for the $`B`$\- and $`I`$-band images.
### 3.3 Background Galaxy Selection
Once a catalog of all the objects (stars, foreground, cluster, and background galaxies) was generated, the next step was to isolate the background galaxies and to correct for seeing and anisotropies in the point spread function. The stars are very easy to separate from the galaxies by using a half-light radius vs. magnitude plot. As can be seen in Figure 3, the galaxies form a broad diagonal swath in the plot while the stars are concentrated around a single half-light radius value, and are clearly separated from the galaxies for the brighter stars. Thus by separating the objects in this “finger” on the plot, the brighter stars can be isolated from the rest of the catalog. Further, because any saturation of the star or the core of the star falling into the non-linear response area of the CCD will increase the half-light radius, it is easy to remove saturated stars from the star catalog.
The next step was to separate the background galaxies from the cluster and foreground galaxies. Because the redshifts of the galaxies in these images are only sparsely sampled, it is impossible to fully distinguish between the three groups of galaxies. Figure 4 shows a color vs. magnitude plot for all the detected objects in one of the fields, MS $`1054.40321`$. At bright magnitudes, almost all of the detected galaxies (almost certainly foreground galaxies) lie in a narrow color band of $`.6<RI<1.1`$. Around $`R=22`$ a second narrow color band appears with $`1.3<RI<2.0`$, which are the cluster galaxies (the brightest cluster galaxy in this field has a color of $`RI=1.6`$). The $`z0.55`$ cluster galaxies are not quite as red as the $`z0.8`$ cluster galaxies shown, with typical colors of $`0.9<RI<1.5`$. At fainter magnitudes, starting around $`R=24`$, the non-cluster galaxies begin to break into two groups. One of the groups stays in a narrow color range, but the color as a whole gets redder, eventually merging with and then surpassing the $`RI`$ colors of the cluster galaxies. The other group forms a broad swath of galaxies bluer than the foreground galaxies. While it appears from Figure 4 that the faint red galaxies outnumber the faint blue galaxies, the opposite is in fact true. Because the $`I`$-band images are not as deep as the $`R`$-band images, most of the faint galaxies are not detected in the $`I`$-band images but are assumed to be bluer than those which are detected.
In order to have the background galaxies in each cluster analysis drawn from the same redshift distribution, we applied the same selection criteria for all of the fields. In order to remove the $`z0.5`$ cluster galaxies and have the background galaxy population have most of its population at $`z>0.8`$, we used those galaxies with $`23<R<26.3`$ and $`RI<0.8`$. This resulted in a number density in the background galaxy catalog between 33 and 42 galaxies/sq. arcminute. The spread in background number density is larger than the expected variation due to Poissonian noise, and is due to incompleteness at the faint end for the images with smaller exposure times and possibly to the presence of faint blue cluster galaxies, particularly for the $`z0.8`$ clusters, in the final selection. All further attempts at refining the selection using additional colors resulted in a lowering of the signal-to-noise of the lensing signal.
### 3.4 Correction for Seeing and Distortion
Once the background galaxy sample has been selected, the last step before the weak lensing analysis programs could be applied was to correct the ellipticities of the galaxies for atmospheric seeing and telescope distortion. The primary effect of the seeing is that the ellipticities of the galaxies have been reduced because the original shape of the galaxy has been smeared by the nearly-circular point spread function. Small anisotropies in the seeing along with aberrations (such as coma and wind shake) in the telescope focal plane can cause an apparent shear which must be removed from the data, otherwise a false mass signal will be generated during the weak lensing analysis.
Because the stars are near point-sources before the light enters the atmosphere and they are not being lensed by the cluster in the image, the shapes of the stellar profiles in the image are caused by the effects that need to be removed from the galaxy profiles. Thus, one can measure the ellipticities and sizes of the stellar profiles and can use these to correct the galaxy profiles. This can be done in a manner very similar to that used to describe how galaxies would respond to an applied shear given in §2.2. One can calculate from each object a quasi-tensor $`P_{\alpha \beta }^s`$ such that
$$\delta e_\alpha =P_{\alpha \beta }^sp_\beta $$
(16)
(KSB, corrections in Hoekstra et al. 1998). Thus, $`p_\beta `$, which is an analog of the shear field $`\gamma `$ for the anisotropic smearing, can, in theory, be derived from the ellipticities of the stars in the image. The ellipticities of the galaxies near those stars could be corrected to what they would be for a circular psf. In practice, the shot noise of the stars creates some noise in the second moments used to calculate the ellipticities. Thus instead of using each star to correct the galaxies around it, we fit the ellipticities of the stars as a two-dimensional polynomial as a function of position. Each galaxy’s position can then be used to calculate the ellipticity of the stellar field at that spot, and thus the correction to the galaxy’s ellipticity could be calculated. Shown in Figure 5 are the ellipticities of the stars in the MS $`2053.70449`$ field both before and after the fitted ellipticity correction. The faint galaxies also have a large error in $`P_{\alpha \beta }^s`$ caused by sky and shot noise on the galaxies, but simulations have shown that a better recovery of the circularized psf ellipticity is obtained using each galaxy’s $`P_{\alpha \beta }^s`$ than by trying to calculate an ensemble average for galaxies with a similar size, ellipticity, and orientation. This is due mainly to the fact that one can construct two objects to have the same size, ellipticity (as measured by second moments), orientation, and total luminosity, but have radically different morphology, and thus they would deform differently under an applied smearing kernel.
Once the object shapes have been corrected to a circular psf, the next step is to remove the dilution of the ellipticity caused by the smearing of the object by the psf. Because the $`P_{\alpha \beta }^\gamma `$ is measured for the objects after the seeing has been applied, one cannot use the method of §2.2 to obtain the shear. LK have shown, however, that effects of seeing can be removed using
$$g_\beta =e_\alpha (P_{\alpha \beta }^\gamma P_{\alpha \delta }^sP_{\delta ϵ}^\gamma P_{ϵ\beta }^{s}{}_{}{}^{1})^1$$
(17)
where an asterisk denotes the value for the stars in the frame.
Because the object ellipticities have been altered since the $`P`$ values were calculated, the measured $`P`$ values are no longer valid. Calculating the correct $`P`$ values for the ellipticity corrected objects is non-trivial (and near impossible for faint objects because of the sky noise), so instead we use $`P_{\alpha \beta }^{\gamma }{}_{}{}^{}=\frac{1}{2}(P_{11}^\gamma +P_{22}^\gamma )\delta _{\alpha \beta }`$ and $`P_{\alpha \beta }^{s}{}_{}{}^{}=\frac{1}{2}(P_{11}^s+P_{22}^s)\delta _{\alpha \beta }`$. In doing this conversion, we are making two assumptions about how the P values change. The first is that the off-diagonal terms are small compared to the on-diagonal terms, and thus can be ignored. The second assumption is that the size of the objects does not change when doing the ellipticity corrections, so the trace of the $`P`$ values remains the same after the corrections.
This technique was tested on simulated data which was first sheared, then convolved with a Gaussian psf. The standard data analysis package was used on both the sheared, pre-seeing image and the post-seeing image. As can be seen in Figure 6, the recovered shear from both images is nearly identical.
### 3.5 Simulations
One of the goals of the study was to determine the dynamical state and detect any substructure in the clusters. The aperture densitometry profiles will be somewhat useful in this regard as they can determine if the radial profiles of the clusters are similar to those expected from collapsed objects. Of more use, however, would be to detect and measure the mass of any structures not part of the cluster cores. To do this, however, the noise levels in the mass reconstructions must be calculated.
The largest non-systematic noise source in weak lensing analysis is the intrinsic ellipticity distribution of the background galaxy population. Thus, the level of noise in the mass reconstructions depends primarily on the background galaxy density. It does, however, also have a significant dependence on the image quality (how sharp the psf is). Because of the inherent shot noise in the flux detected from the galaxies and the brightness of the night sky, there is an unavoidable error in measuring the second moments of the background galaxies, and thus their ellipticities. Further, due to the fact that worse “seeing” (a larger psf) results in a larger correction factor as described in §3.4, the error in corrected ellipticities is greater for poorer quality images. This increased error not only reduces the measured signal, but also can create large noise spikes from only a handful of galaxies in which the noise has tangentially aligned their ellipticities about some point. The shapes of these noise spikes are usually small and round, although extended structures have been seen in some simulations. They are most easily detected using aperture densitometry, in which they show a signal only over a limited range of radii. By using simulations, however, we can compare the size and strength of features seen in the cluster mass reconstructions to those in simulations and get an estimate for the significance of the features.
An example of these simulations is shown in Figure 7. These simulations were created using 1960 galaxies (40 galaxies per sq. arcminute) randomly placed on a 7′$`\times `$7′ field. Each galaxy was given an ellipticity drawn randomly from the pool of all of the background galaxies in the six fields in the survey. The position and ellipticity of each galaxy were then altered to simulate being lensed by a 1000 km/s singular isothermal sphere located in the center of the field assuming $`z_{lens}=0.8`$ and $`z_{bg}=1.5`$. Thus, all structures in these simulations which are not part of the singular isothermal sphere lens are a result of noise. The sizes of these structures can then be compared with those in the cluster mass reconstructions to get a measure of the significance of the structures.
## 4 Cluster Properties
In Table 2 we list the redshifts, X-ray luminosities (converted to a rest frame 0.3 - 3.5 keV band) and temperatures, and the velocity dispersion of galaxies for the clusters in the sample, all of which are taken from the literature. We also give the $`R`$ magnitude of the brightest cluster galaxy (BCG) within a 10$`h^1`$ kpc radius circular aperture and cluster galaxy number counts and Abell richness class. All of the galaxies we chose as BCGs have been spectroscopically identified as being a member of the cluster (Carlberg et al. 1996; Donahue et al. 1998, 1999; Gioia & Luppino 1994). The cluster galaxy number counts and corresponding Abell richness class were measured following the prescription of Bahcall (1981) in which all galaxies within two magnitudes fainter than the third brightest cluster member and less than 250$`h^1`$ kpc from the BCG were counted. The number of background galaxies was estimated using the same magnitude selection of galaxies at the edges of each image and scaled by the ratio of areas between the two samples. This estimate was subtracted from the observed number counts around the BCG. The errors for the number counts in Table 2 are based on Poissonian noise for the background galaxy counts and errors in the photometry of the third brightest cluster galaxy and the fainter galaxies which could cause galaxies to move into or out of the magnitude limits. The third brightest cluster galaxy was chosen by finding the third brightest object within 250$`h^1`$ kpc of the BCG which was extended compared to the psf and had a $`RI`$ color within .3 magnitudes of the BCG ($`1.3`$ for the $`z0.55`$ clusters and $`1.6`$ for the $`z0.8`$ clusters).
The KS93 mass reconstructions for the clusters are shown in Figures 8 ($`z0.55`$ clusters) and 9 ($`z0.8`$ clusters). The reconstructions are 352″ in width (1300$`h^1`$ kpc at $`z=0.55`$ and 1450$`h^1`$ kpc at $`z=0.8`$) and have been smoothed by a Gaussian filter with a $`17\stackrel{}{\mathrm{.}}6`$ standard deviation. The number density of background galaxies used to make these mass maps for each cluster are given in Table 2. Overlayed in contour on the mass maps are X-ray images of the fields from ROSAT HRI observations, smoothed by the same Gaussian filter as the mass map (Neumann & Böhringer 1997; Donahue 1996; Donahue et al. 1998, 1999; Gioia et al. 1999). Also shown in Figures 8 and 9 are the distribution of galaxies with R-I colors within .3 magnitudes of the BCG weighted by $`R`$-band luminosity and by number. Both images are smoothed by the same Gaussian filter as the massmap.
A profile, centered on the BCG, of the reduced shear and aperture densitometry for each cluster is shown in Figure 10. The outer radius of the profiles is the distance from the BCG to the nearest edge of the R-band image. The minimum radius from the BCG was chosen to be 100$`h^1`$ kpc, which is large enough to still have a usable number of background galaxies for shear estimation but is sufficiently far from the Einstein radius (the radius at which $`\overline{\kappa }=1`$ and strong lensing occurs) that the approximation for the reduced shear used in §$`2.2`$ is still valid. The reduced shear profiles were fit with both “universal” CDM profiles (Navarro, Frenk, and White 1996, hereafter NFW), integrated to a surface density (Bartelmann 1996) and isothermal sphere profiles using a $`\chi ^2`$ determination for quality of fit and assuming that the background galaxies lie in a sheet at $`z_{bg}=1.5`$. The parameters of the best fit for each model as well as the $`\chi ^2`$ and significance from a zero mass model for each cluster are given in Table 2. It should be noted that the NFW models are not robust fits, as the two parameters can be adjusted against each other to some extent and not severely decrease the quality of the fit, as can be seen in Figure 11. While the parameters describing the best fit depend on the assumed redshift of the background galaxies, changing this assumed redshift will not alter the quality of the fit of the profiles or the significance from a zero mass model. Changing the assumed redshift of the background galaxies will also change the mass computed from the measured $`\overline{\kappa }`$ in the aperture densitometry profiles.
### 4.1 MS $`0015.9+1609`$
MS $`0015.9+1609`$ is the most well-known of the clusters in our sample. It was originally discovered by R. Kron in 1975 (Koo 1981) and has served as a high-redshift cluster in most every survey since (eg: Dressler et al. 1997, Smail et al. 1997, Yee et al. 1996). It was included in the EMSS, which was a serendipitous and not targeted survey, because it was in the field of another targeted cluster (Gioia and Luppino 1994, hereafter GL). A composite three-color image of the cluster is given in Figure 12.
Optically, the cluster is very easy to recognize with three bright galaxies in a line running north-east to south-west, the BCG being the central galaxy of the three, surrounded by a large number of fainter galaxies. MS$`0015.9+1609`$ has the highest number of color selected cluster galaxies in the sample, but these counts may be enriched by a foreground structure at $`z0.3`$ (Ellis et al. 1985). As can be seen in Figure 8, while the three large galaxies cause the smoothed central light peak to be elliptical with the major axis running north-east south-west, the fainter galaxies in the core are distributed circularly about the BCG, with a slight over-density to the west of the BCG. The centroids of both the galaxy counts and galaxy luminosities are slightly south-west of the location of the BCG.
The mass distribution created with the KS93 algorithm is shown in Figure 8. The central peak of the mass distribution is roughly the same size and is in the same location as both the galaxy count and luminosity peaks. There are four “arms” of matter extending radially from the central peak, and three of the arms have analogs in the galaxy count and luminosity maps. The strength of the signal in these arms, however, is barely above the level of the noise objects generated in the simulated fields shown in Figure 7, and thus it is unclear how well they might indicate cluster substructure. The shape of the central peak, however, is very similar to that of the ROSAT HRI observations (Neumann & Böhringer 1997), which is overlayed in contours on the mass reconstruction in Figure 8. The offset between the peaks in the X-ray luminosity and the weak lensing massmap is not significant and is presumably caused by the intrinsic ellipticity distribution of the background galaxies. Similar sized offsets have been seen in the simulations between the reconstructed mass peak and the true mass peak.
Smail et al. (1995) also performed a weak lensing analysis on this cluster. Their aperture densitometry profile and mass at 300 $`h^1`$ kpc agree within errors with ours. There is a difference in the shape of the central peak in the mass-maps, but that can be attributed to the difference in the background galaxy populations used to perform the lensing analysis. The difference between the two mass-maps is similar to what is seen in weak lensing reconstruction simulations of the same lensing potential using two different background galaxy populations.
### 4.2 MS $`0451.60305`$
MS $`0451.60305`$ is the most X-ray luminous cluster in the EMSS (GL). A composite three-color image of the cluster is given in Figure 13.
The core of the cluster is easy to recognize as a large bar of galaxies with a north-west south-east orientation. The brightest cluster galaxy (BCG) is in the middle of the bar, but is the second brightest galaxy in that area due to a foreground galaxy lying just south of it. In both the galaxy count and luminosity maps (Figure 8) the bar-like structure of the core is clearly visible. The centroid of this bar in the galaxy count map is consistent with the location of the BCG, while the centroid of the luminosity map is slightly to the south-east of the BCG due to the galaxies on that side generally being somewhat more luminous than those to the north-west of the BCG. Both maps show that outside the core, the majority of the cluster galaxies are also located either to the south-east or the north-west of the BCG.
The peak of the mass is centered on the BCG, but the broad bar-like structure evident in the galaxy distribution has a much smaller spatial extent in the mass reconstruction. A ROSAT HRI X-ray image of the cluster (Donahue 1996) is overlayed in contours on the mass reconstruction. It also shows the bar-like structure of the core but with a much smaller extent than that of the galaxy distribution. A moderately large northern extension from the central peak present in the mass reconstruction is consistent with a (much weaker) structure seen in the cluster galaxy distribution. Further, most everywhere one can find a maxima in the galaxy distribution, a corresponding mass signal can be found, although most of these are just barely above the level of the noise seen in the simulations.
### 4.3 MS $`2053.70449`$
MS $`2053.70449`$ has the lowest X-ray luminosity of the $`z>0.5`$ clusters detected in the EMSS. A composite three-color image of the cluster is given in Figure 14. MS $`2053.70449`$ is much harder to find optically than the rest of the clusters in the catalog given that it is at a lower galactic latitude. A group of moderately bright stars ($`15R17`$) is projected on, and partly obscures, the southern part of the cluster. The brightest cluster galaxy (BCG) is located just above a triangle formed by pairs of stars. The cluster core is plainly evident in the smoothed luminosity image and the centroid of this core is located about 6$`\mathrm{}`$ west of the location of the BCG. In the galaxy count image, however, the core is extended in a bar running roughly north-south, and there is a second bar of similar size and density located to the south of the core of the cluster. As a complete redshift catalog has not been compiled for this cluster, it is uncertain as to whether the southern bar structure and a second over-density of galaxies located north-east of the core are associated with the cluster.
The centroid of the central peak is consistent with the location of the BCG. Unlike the other $`z0.55`$ clusters, the central peak is not a simple elliptical, but is shaped similar to the letter “c”. While the simulations shown earlier nearly always resulted in the detection of a compact core, they were done with a lensing mass a factor of 3-4 higher than the apparent mass of MS $`2053.70449`$ based on the X-ray luminosity. The smaller central potential results in a greater distortion to the central peak, and in roughly $`15\%`$ of the simulations with a mass similar to MS $`2053.70449`$’s the central peak was distorted enough that it could no longer be considered to have an elliptical shape. There is a mass detection in the region where the southern bar of galaxies is seen in the galaxy counts.
### 4.4 MS $`1054.40321`$
MS $`1054.40321`$ is the highest redshift cluster in the EMSS sample, and until recently it was the highest redshift cluster with a detected X-ray flux (Luppino and Gioia 1995). This cluster was previously analyzed in LK using many of the same techniques as here, although the data used were not as deep. Thus we should have the same results as those in LK with allowance for errors caused by a different selection of background galaxies used in the analysis. This provides a good check on the removal of the distortions introduced by the Keck focal plane.
The three color image of the cluster is given in Figure 14. The cluster is very easy to recognize in the image as a broad swath of galaxies running mostly east-west. The brightest cluster galaxy (BCG) is in the middle of the swath. Both the color selected galaxy luminosity and number distribution show the cluster to be long and extended, looking similar to a short filament. As one would expect, the luminosity map is more sharply peaked in the core than the galaxy distribution map, indicating that the galaxies near the core are brighter, and therefore bigger, than the galaxies further from the center of mass for the cluster. The centroids of both the galaxy counts and luminosities are consistent with the position of the BCG. When one uses a smaller smoothing scale than that in Figure 9, the filamentary structure of the core can be broken into three separate peaks. One of these peaks, the largest in both galaxy number counts and luminosity, is centered on the BCG, and the other two are located to the west and north-east of the BCG.
The shape of the central mass peak is extremely similar to the shapes seen in the galaxy count and luminosity maps. As with the cluster galaxy number count and luminosity images, if the mass reconstruction is smoothed on a smaller scale than that shown in Figure 9, the mass peak becomes three different peaks with the central peak being the largest (most massive). No other structures in the mass reconstruction are above the level of the noise seen in the simulations.
The ROSAT HRI image (Donahue et al. 1998) of the cluster also agrees in both position and angle with the galaxy count, luminosity, and weak lensing mass maps for the cluster with the exception that it does not have the small peak north-east of the cluster core and has a maximum in the western, instead of the central, peak. A second ROSAT image (Neumann et al. 2000) has the western peak much smaller which suggests that this might be a variable source or noise. The small southern extension from the cluster core in the X-ray map is not seen in either the weak lensing or color-selected galaxy maps, but could be caused by a foreground source, possibly the star located south-west of the cluster core (Neumann private communication). The fact that three different techniques of tracing mass all show the same non-circular distribution simply provides more compelling evidence that MS $`1054.40321`$ does not have a spherical mass distribution, and may indicate that it is not yet virialized and is just in process of forming.
The weak lensing data presented here agrees very well with that of LK. The shape of the central mass peak in LK is similar to that seen above, although with more noise due to the decreased number of background galaxies available for the analysis. The radial profile also has good agreement, within the errorbars, although, as expected, the Keck data shows a slightly higher $`\overline{\kappa }`$, which is indicative of the median redshift for the background galaxies being somewhat higher than the background galaxies used in LK.
This cluster has also been recently studied using an HST mosaic image by Hoekstra et al. (2000). The smaller PSF in the HST images resulted in their being able to obtain a number density of faint galaxies roughly twice what was detected in the Keck image. This allowed them to detect the three components of the cluster core at a higher significance. The weak lensing shear and aperture densitometry profile from the HST data agree within errors with that presented here.
### 4.5 MS $`1137.5+6625`$ and RXJ $`1716.6+6708`$
Our data on MS $`1137.5+6625`$ and RXJ $`1716.6+6708`$ were presented in an earlier paper (Clowe et al. 1998). In the aperture densitometry profiles published in that paper, however, we had not accounted for the breakdown of the weak lensing approximation, and thus the given profiles are too compact. After applying the breakdown of the weak lensing approximation to the best fit models for MS $`1137.5+6625`$, we find that it can be fit well with an isothermal sphere, and thus we withdraw our assertion that the weak lensing results suggest that the cluster is a filamentary structure extending along the line of sight.
## 5 Discussion
In the previous section we have shown that we were able to measure a weak lensing signal from all six of the clusters in our sample. An absolute mass measurement for each cluster cannot be currently obtained from this data due to the unknown redshift distribution of the background galaxies being lensed and the small field size. If one assumes, however, that the background galaxy population in each of the images has the same redshift distribution (ie: no large overdensities of objects at a given redshift, etc.) and the best fit profiles accurately determine the mass density at the edges of the field, then we can compare properties of the clusters amongst themselves.
One such comparison is that of the quality of fit of an isothermal sphere to the shear profile of a cluster. To do this we have assumed that the NFW profile given in the previous section for each cluster provides the “best” fit to the data, and therefore its $`\chi ^2`$ represents the noise inherent in the data. We can then perform an F-test (Bevington & Robinson 1992) which calculates the ratio of the reduced $`\chi ^2`$ of the isothermal sphere fit to that of the NFW profile fit. Given that we can bin the data to have the same number of bins for each cluster, a simple comparison of the resulting ratios indicates the quality of the isothermal sphere fit, a lower ratio meaning higher quality. The results, given in Table 2, show that the most massive clusters, as measured by X-ray temperature and luminosity, are less well fit by an isothermal sphere than are the lower mass clusters. Based on the F-test, MS $`0451.60305`$ and MS $`1054.40321`$ can be excluded from being fit by an isothermal sphere at the 2 and 3 $`\sigma `$ level respectively. However, because there are a multitude of three-dimensional density profiles which have a one-dimensional radial profile which falls as $`r^1`$ (an isothermal sphere and a thin rod as examples), one cannot use this to conclude that the other clusters are isothermal spheres. It should also be noted that the radii over which the shears were measured are those in which an NFW profile can greatly resemble an isothermal sphere. If the measurements could be extended to either larger or smaller radii, then one could more easily distinguish between the models.
The significances were checked with Monte-Carlo simulations in which the background galaxies in the images were randomly rotated while preserving their total ellipticity and position and then sheared by the best fit NFW profile and, separately, by the best fit isothermal sphere. The simulations were then fit by both NFW profiles and isothermal spheres. For the isothermal sphere lenses, NFW profiles provided a better fit, as measured by the reduced $`\chi ^2`$s, roughly half of the time, and the F-test significances agreed well with the percentage of simulations which exceeded the significance. Similarly, the percentage of simulations with shearing by the NFW profile which had isothermal spheres providing as good or better fits than a NFW profile was in agreement with the significances given in Table 2.
While the above tests were done assuming that background galaxies lie in a sheet at $`z=1.5`$, this test is relatively insensitive to a change in the redshift distribution of the background galaxies. Changing the background galaxy redshift distribution merely scales all the data points, and their errors, by the same amount, which would result in a change in the parameters of the best fitting profiles but not in the $`\chi ^2`$ itself. Changing the inner radius cut-off of the fits, however, would have a significant impact on the $`\chi ^2`$ values. In particular, if the minimum radius were set to $`300`$ kpc instead of the $`100`$ kpc used for the above fits, then for all the clusters the quality of fit for the best isothermal sphere model would be indistinguishable from the best NFW profile.
In conclusion, we have detected a weak lensing signal from six high-redshift clusters of galaxies. We determine that the two most massive of these clusters, based on X-ray temperature and luminosity, are poorly fit by an isothermal sphere. Two of the three $`z0.8`$ clusters have secondary mass peaks in the cluster. One of the $`z0.5`$ clusters, MS$`2053.70449`$, may have a secondary mass peak, but we do not have enough redshifts in the system to know if the galaxies associated with the mass peak are at the same redshift as the cluster. We find that over-densities in color-selected cluster galaxies nearly always correspond to over-densities in the mass reconstructions. It is uncertain if any of the mass over-densities which do not have a corresponding galaxy over-density are significant, given that they are typically near the level of noise seen in simulations and could be caused by structures at a different redshift whose galaxies would not appear in the color-selected galaxy catalog. Based on these results, we caution that any attempt to compare these clusters to those at lower redshift must take into account that at least half of these clusters have not appeared to have fully collapsed.
We thank Gillian Wilson, Lev Koffman, Len Cowie, Dave Sanders, John Learned, and Peter Schneider for their help and advice. We also wish to thank Pat Henry, Harald Ebeling, Chris Mullis, Megan Donahue, and Doris Neumann for sharing their X-ray data with us before publication. This work was supported by NSF Grants AST-9529274 and AST-9500515, Nasa Grant NAG5-2594, ASI-CNR, and the “Sonderforschungsbereich 375-95 für Astro–Teilchenphysik” der Deutschen Forschungsgemeinschaft. |
warning/0001/astro-ph0001287.html | ar5iv | text | # The formation of bars and disks in Markarian starburst galaxies
## 1 Introduction
Since their discovery some thirty years ago, starburst galaxies have been a swiftly growing subject of interest.
This interest is stimulated today by the discovery of many high-redshift star forming galaxies which may have characteristics similar to the nearby starburst galaxies (Steidel et al. 1996, 1999; Lilly et al. 1999). However, the nature of the starburst phenomenon still eludes understanding.
When the massive starburst nucleus galaxies (SBNGs) were discovered, for example, it was generally thought that they were well-evolved galaxies which had been rejuvenated by interactions with nearby companions Huchra (1977); Tinsley & Larson (1979); Kennicutt (1990). But as many observations have shown, starburst galaxies generally do not reside in high galaxy density regions Iovino et al. (1998); Coziol et al. (1997a); Hashimoto et al. (1998); Loveday et al. (1999), which favor interactions, and only a fraction of them (between 25% and 30%) have obvious luminous companions Telles & Terlevich (1995); Coziol et al. (1997a).
The assumption that SBNGs are well-evolved galaxies is also challenged by observations. SBNGs generally have abnormal chemical abundances: they are metal-poor compared to normal galaxies with similar morphology and luminosity Coziol et al. (1997b) and they also present an unusual excess of nitrogen abundance in the nucleusCoziol et al. (1999).
It appears that SBNGs are engaged in an important phase of formation of their stellar population, but also of their chemical constituents. One simple explanation of these phenomena is that nearby SBNGs are examples of “young” galaxies in their formation process. But is this the only alternative?
One popular assumption is that a bar may be an efficient mechanism by which gas can accumulate in the nucleus of an evolved galaxy to start a burst of star formation. This structure would also produce some of the chemical anomalies encountered in SBNGs. Indeed, it is generally observed that normal barred spiral galaxies have shallower metallicity gradients than unbarred ones Vila–Costas & Edmunds (1992); Edmunds & Roy (1993); Zaritsky et al. (1994); Martin & Roy (1994). From a theoretical point of view, a bar is expected to funnel unprocessed gas from its outer parts toward its nucleus Noguchi (1988), which decreases the metallicity gradient by reducing the metallicity in the nucleus.
We have in fact verified that bars cannot be at the origin of the nuclear bursts in SBNGs (Considère et al. 2000). We searched for the influence of the bar on star formation and chemical evolution in a sample of 16 Markarian galaxies with strong bars and intense star formation. We studied the distribution of ionized gas and the variations of oxygen and N/O abundance gradients along the bar. No relations were found between these different characteristics and the bar properties.
The aim of the present paper is to put the results of our companion paper (Considère et al. 2000) in a broader context. Using a large sample of galaxies, we test our interpretation that bars in SBNGs appeared only relatively recently. We show that this hypothesis is consistent with a scenario where these galaxies are “young” galaxies still in formation.
## 2 The frequency of bars in Markarian starburst galaxies
How can we further test whether bars in SBNGs are indeed young? In Considère et al. (2000), we showed that the bursts in the nuclei of SBNGs have not been triggered by young bars, but by some event which probably took place a few Gyrs in the past. In general, therefore, the bursts in the nuclei of these galaxies must be older than the bars. We can use this assumed age difference to verify our hypothesis. In a complete sample of SBNGs, one should expect the frequency of barred galaxies to be proportional to the typical age of bars divided by the typical age of nuclear bursts. Therefore, if bars are young as compared to the nuclear bursts, their frequency in the sample will be low.
To perform this test, we have gathered information from the literature on all Markarian galaxies (1500 galaxies), compiled by Mazzarella & Balzano Mazzarella & Balzano (1986). Using LEDA, we have extracted 512 galaxies which had a morphological type, were classified as starburst and were more luminous than magnitude M$`{}_{B}{}^{}=18`$. We adopted this magnitude limit in order to select only SBNGs, and not HII galaxies. It is also known that the completeness of the Markarian sample decreases for galaxy magnitudes M$`{}_{B}{}^{}18`$ (Coziol et al. 1997a). The present sub–sample represents one–third of the whole sample of Markarian galaxies. Although it cannot be considered statistically complete, it forms the largest sub–sample of massive starburst galaxies on which to apply our test<sup>1</sup><sup>1</sup>1We remind the reader that the starburst galaxies studied by Considère et al. are all Markarian galaxies..
The distribution of the morphologies of the Markarian starburst galaxies is presented in Fig. 1. We find that only 109 Markarian starburst galaxies (21%) are barred. This frequency must be compared to the frequency of bars in normal galaxies: just over half of all normal galaxies are considered barred de Vaucouleurs (1963); Sellwood & Wilkinson (1993).
The above statistics may obviously be biased, if many unseen bars are present in the sample, as bars are often difficult to detect in the optical (see for example Eskridge et al.1999). However, such a large discrepancy between normal and Markarian starburst galaxies cannot be attributed to observational biases only. Even if we assume that many more Markarian starburst galaxies are barred, we would need a proportion of barred galaxies significantly larger than 50% (the standard proportion in normal galaxies) to confirm that bars play an important role in the starburst phenomenon.
If the Markarian starburst sample were complete, the fraction of bars would indicate exactly how old bars are in comparison to the nuclear bursts. But, because of incompleteness, the above frequency can only give a qualitative estimate of the age difference. In Considère et al. (2000) we estimated that the nuclear bursts could be a few $`10^9`$ yrs old, while bars may be only a few $`10^7`$ yrs old, which leads to an estimated frequency of barred galaxies of 1%. This is lower than observed by only a factor 10. Taken at face value, this means that the bursts may be younger – or the bars older – than estimated by a factor 10. These two possibilities (or any solution in between) are consistent with our observations. Taking into account the crudeness of our age estimates and the conditions of the test, this result is reasonable.
From the above analysis, we conclude that these statistics support the conclusions of Considère et al. (2000), that bars are not at the origin of the nuclear bursts in SBNGs, because they are too young and appeared only recently in these galaxies.
## 3 The formation of the disk in Markarian starburst galaxies
The next step is to relate the recent appearance of bars in SBNGs to the starburst phenomenon. In earlier papers, we showed that SBNGs are probably the remnants of mergers of gas–rich and small–mass galaxies, a process which we identified with hierarchical formation (Coziol et al. 1997b;1998). We also found an interesting difference between the chemical abundance of early– and late–type starburst galaxies suggesting that their chemical evolution followed slightly different paths, namely that late–type starburst galaxies accreted more gas than stars during their formation Coziol et al. (1998). This suggests an alternative scenario for the disk formation in late–type starburst galaxies.
The merging of gas-rich and small-mass galaxies – main origin of the bursts – produced the bulk of stars and chemical elements. Depending on the density of the environment, this first phase of formation produced galaxies with different bulge/disk ratios, with a bias towards higher ratios, because mergers favor the formation of early–type galaxies. But because the galaxy spatial density where these galaxies formed is relatively low (starburst is a field phenomenon), an important fraction of the gas did not collapse and subsisted in a temporary reservoir around the galaxies. As time passed, the reservoir emptied as the gas fell on the galaxies, forming or increasing their disks. When the disk had accreted enough gas a bar appeared.
The validity of the above scenario can be checked in the following way. If starburst galaxies are still in the process of formation, they should have smaller disks than normal galaxies. Moreover, barred starburst galaxies should have larger disks on average than unbarred ones. To test these predictions, we compare the isophotal disk radii ($`R_{25}`$) of Markarian barred and unbarred starburst galaxies with those of normal galaxies. The result is shown in Fig. 2, where the disk sizes are presented as a function of distance. The normal barred and unbarred spiral galaxies are represented by the sample of Mathewson & Ford Mathewson & Ford (1996). The disk radii were all extracted from LEDA Paturel et al. (1997). The mean radii are presented in Table 1. Unbarred starburst galaxies do seem to have a smaller disk on average than barred ones. Moreover, starburst galaxies generally have smaller disks than normal (barred and unbarred) spiral galaxies.
It is important to understand the various biases which affect the two samples of galaxies. Because of the Malmquist bias, the normal galaxy sample is biased towards brighter (and thus larger) galaxies as the distance increases. This bias artificially raises the mean dimension of these galaxies. But the Markarian sample is affected by the same bias; even more so, because the sample goes slightly deeper in redshift (see Table 1). The difference between normal spiral galaxies and Markarian starburst galaxies, therefore, cannot be explained by such a bias. Moreover, the difference observed between the disk radii of barred and unbarred Markarian starburst galaxies cannot be attributed to the Malmquist bias, since unbarred starburst galaxies are on average located further away than barred ones (see Table 1).
The above statistics may still be affected by another bias, because the size of galaxies depends on their morphological type. Roberts & Haynes Roberts & Haynes (1994) have shown that the median isophotal radius for a sample of 7930 galaxies in the UGC catalogue varies with morphology. The radius is maximum for intermediate types Sab/Sb and falls for earlier and later types. How does this affect our result?
In Fig. 3, we present the isophotal radius of the Markarian starburst galaxies as a function of morphology. As a comparison sample, we could not use that of Roberts & Haynes and used Mathewson & Ford’s sample of normal spiral galaxies instead. One can see that the size of the Markarian galaxies does not depend on morphology. The barred and unbarred normal galaxies share the same distribution in morphology, concentrated around types Sb/Sbc. The Markarian galaxies, on the other hand, are more numerous in the types Sab/Sb. We thus have to be careful when comparing the different samples.
The incompleteness of Robert & Haynes’ sample is well identified: the sample is deficient in low–surface brightness galaxies and high surface brightness compact galaxies. These two deficiencies certainly do not affect the comparison with our sample of Markarian galaxies, which are neither compact nor of low surface brightness.
In their analysis, Robert & Haynes used the median radius because their distributions are not gaussian. The median radius of their sample for Sab/Sb types is 25.1 kpc. This has to be compared with the medians observed in the samples of Markarian and Mathewson & Ford (last column in Table 1). The medians for all the morphological types is also given in Table 1. The spiral galaxies in the sample of Mathewson & Ford have slightly higher median values than Roberts & Haynes’ sample. This is probably because of the Malmquist bias. While the Markarian barred galaxies are comparable in size to galaxies in the sample of Robert & Haynes, unbarred ones are significantly smaller.
## 4 The effect of small disks on the Tully–Fisher relation
Do the small disks of Markarian starburst galaxies affect their kinematics? In normal spiral galaxies, the maximum rotation velocity is correlated to the absolute magnitude by the Tully–Fisher (TF) relation. According to this relation, massive galaxies have to rotate more rapidly than small-mass galaxies in order to sustain their mass. Table 1 shows that the Markarian galaxies have luminosities and surface brightnesses which are comparable to those of normal galaxies. We thus expect them to be slow rotators if they follow the TF relation, assuming that they have a normal mass-luminosity ratio ($`/`$).
We have determined the TF relation for the Markarian starburst galaxies, using the maximum rotation velocities found in LEDA. In Fig. 4, the starburst galaxies are compared to the normal barred and unbarred spirals from Mathewson & Ford (1996). Using the latter sample, Simard & Pritchet Simard & Pritchet (1998) determined the local TF relation (the continuous line in Fig. 4). The use of rotation velocities found in LEDA gives a slightly lower value than the one found by Simard & Pritchet for the local TF relation, as the observed points tend to fall slightly below the line.
We find that the Markarian starburst galaxies are not slow rotators. They have rotation velocities comparable to those of massive normal galaxies. Then how do these galaxies readjust their structure to follow the local TF relation ? In a galaxy in dynamical equilibrium, the mass $``$ is proportional to $`V_{max}^2R`$, where $`R`$ is the radius of the disk and $`V_{max}`$ is the maximum rotational velocity. On the other hand, the total luminosity $`L`$ is proportional to $`\mathrm{\Sigma }_0R^2`$, where $`\mathrm{\Sigma }_0`$ is the central surface brightness. Combining the two, we obtain :
$$R\mathrm{\Sigma }_0(/L)V_{max}^2$$
(1)
In other words, a smaller galaxy must either have a higher surface brightness or a higher ($`/`$) to fall in the same region of the TF relation as normal galaxies. Since the Markarian starburst galaxies have normal surface brightnesses (see Table 1), they should have a higher ($`/`$). But this conclusion goes contrary to what is usually admitted for starburst galaxies, where the presence of massive stars raises the luminosity at the expense of the mass.
What appears as a contradiction might perhaps not be one, if one looks more closely at Fig. 4. The Markarian starburst galaxies in fact do not follow any linear relation, although their rotational velocities are consistent with values predicted by the local TF relation. A linear regression applied to the unbarred Markarian galaxies yields a coefficient of correlation of only 43%. The correlation is slightly better for barred starburst galaxies with 53%. The dispersion of the data is indeed significantly higher in the Markarian sample than in the normal one. This higher dispersion is not caused by spurious data; we have eliminated Markarian galaxies with large uncertainties in $`V_{max}`$ ($`>10`$ km/s) in Fig. 4. Therefore, this is an intrinsic characteristic of the sample: the Markarian galaxies do not seem to follow the local TF relation.
Although the origin of the TF relation is still ill–understood, it is generally believed that this relation is fundamental and that it must have arisen at the formation of galaxies Burstein & Sarazin (1983); van den Bosch (1999); Steinmetz & Navarro (1999); Syer et al. (1999). The present observation is consistent with this assumption, since we believe SBNGs are still in their formation phase. It implies that the disks in these galaxies are not in a state of dynamical equilibrium.
## 5 Alternatives to the disk formation scenario
Are there other ways to explain the paucity of barred galaxies in the Markarian sample and their small disk dimensions? A majority of Markarian galaxies might not have a bar because the conditions required for the occurrence of a burst do not allow it. It is considered, for instance, that interactions can destroy the bar. But in Considère et al. (2000) we have found three clear cases of interacting galaxies where the bars seem as strong as, if not stronger than other bars in the galaxy sample. Furthermore, this hypothesis does not explain the small dimensions of the disks.
The fewer bars and the smaller disks in starburst galaxies could be due to higher dust extinction. A high level of obscuration is effectively observed in some ultraluminous infrared starburst galaxies Mirabel et al. (1998). However, these objects are more an exception than the rule in the nearby Universe. High extinction does not generally apply to starburst galaxies Buat & Burgarella (1998). Moreover, in this case the occurrence of smaller disks would imply that the dust opacity becomes higher in the outer disk, while the contrary is usually found: spiral galaxies are optically thin in the outer regions and moderately opaque at their center Giovanelli et al. (1994); Moriondo et al. (1998); Xilouris et al. (1999).
There is also clear evidence that the outer regions of disks are relatively unevolved at the present epoch Ferguson et al. (1998), which is consistent with the idea that disks are younger than bulges, as proposed in our scenario.
As a last alternative, it may be that, at the end of their evolution, the Markarian galaxies will produce mostly small disks and unbarred galaxies. A similar hypothesis was recently suggested to explain the appearance of a large number of relatively small galaxies with high luminosities at high redshifts Lilly et al. (1998). If what we observe in nearby starburst galaxies is of the same nature, then this means that at each epoch we always see some intense star forming activity which concerns only galaxies of small dimensions. This is an intriguing hypothesis which would imply that Markarian galaxies are of a peculiar nature.
None of the above scenarios predicts that Markarian starburst galaxies should not follow the local TF relation. The dispersion observed in Fig. 4 for the Markarian starburst galaxies cannot be explained assuming only higher dust extinction. This hypothesis might work for galaxies which are above the local TF relation in Fig. 4, but not for galaxies which are below; they would need to be more luminous than normal. It is also hard to understand why dust extinction changes neither the distribution of luminosity nor the surface brightness of these galaxies (see Table 1). We need a very contrived model for dust distibution in order to explain all these observations.
In their paper on star forming galaxies at high redshifts, Simard & Pritchet Simard & Pritchet (1998) found that these galaxies do not follow the local TF relation. They concluded that this could be explained by assuming that high redshift star forming galaxies are more luminous, by an average of one or two magnitudes, than normal nearby galaxies. But there is no evidence that the B luminosity of the local Markarian starburst galaxies, and of SBNGs in general, differs significantly from that of normal galaxies (see Table 1 and Coziol 1996). Furthermore, Simard & Pritchet do not know if the disks of their galaxies are smaller than those of normal galaxies, as in nearby starburst galaxies. If the Markarian starburst galaxies do not follow the local TF relation because they are more luminous than normal spiral galaxies, then, taking into account their small dimension, nearby starburst galaxies must be much more luminous than “comparable” star forming galaxies at high redshifts. This argument suggests that the reason why Markarian galaxies do not follow the local TF relation is that they are still in the process of forming their disks. This may be true also for forming galaxies at high redshifts.
## 6 Conclusion
Of all the alternatives presented above, none is simpler than our scenario for the formation of the nearby SBNGs. It has many advantages: it explains the origin of the bursts in these galaxies (the galaxies are in a burst phase because they are still forming), and it fits their star formation history Coziol (1996), their chemical evolution (Coziol et al. 1998; 1999) and the properties of their bars (Considère et al. 2000).
According to this scenario, bulges of galaxies form first and the disks form later mostly through gas accretion. It predicts that young galaxies initially look like unbarred early–type spirals with small disks. Then, as the disk grows, they change into late-type and giant barred spiral galaxies Kauffmann et al. (1993); Baugh et al. (1996); Andredakis (1998). This transformation may explain why Markarian starburst galaxies are so frequent among Sa and Sb galaxies (see Fig. 1). The fact that we do not see many Sc galaxies in the sample of Markarian starburst galaxies suggests that these galaxies forms differently Andredakis (1998).
###### Acknowledgements.
R. C. would like to thank the Observatoire de Besançon and Université de Franche-Comté for funding his visit, during which this paper was written. He would also like to thank the direction and staff of Observatoire de Besançon for their hospitality. We acknowledge with thanks positive comments and constructive suggestions from the referee, Danielle Alloin, which helped to improve the quality of this paper. For this research, we made use of the LEDA database. |
warning/0001/hep-ph0001058.html | ar5iv | text | # Baryon number non-conservation and phase transitions at preheating
## I Introduction
There are well-known reasons to believe that inflation took place and was followed by reheating to some temperature $`T__R`$. Before a thermal equilibrium was reached, the coherent oscillations of the inflaton could create the environment in which a resonant non-thermal production of particles could rapidly transfer energy from the inflaton to the other fields. This stage, known as preheating , has been a subject of intense studies. In particular, it was argued that both non-thermal phase transitions and the generation of baryon asymmetry could occur during preheating.
We will describe two new field-theoretical phenomena that can be caused by coherent oscillations of the inflaton. One is a new example of a phase transition driven by the coherent oscillations of the inflaton. This transition has an unusual feature that it can start in a lower-energy ground state and end in a higher-energy metastable vacuum. We discuss this in Section II.
In Section III we describe resonant generation of a fermion density through anomalous gauge interactions that can be the basis for baryogenesis. In contrast with the earlier work, where the analyses were based on analogies with thermal sphalerons or topological defects , we construct an explicit solution that can be though of as a condensate of sphalerons. We show that the evolution of this solution can lead to a resonant growth of Chern-Simons number density.
## II Phase transitions at preheating
The properties of the physical vacuum and the particle content of the universe are determined by physical processes that took place in a hot primordial plasma. Theories of particle interactions beyond the Standard Model allow for different types of physical vacua. For example, an SU(5) Grand Unified Theory (GUT) allows three possibilities for the ground state, in which the gauge group that remain unbroken is, respectively, SU(5), SU(4)$`\times `$U(1), or SU(3)$`\times `$SU(2)$`\times `$U(1). If low-energy supersymmetry is assumed (to assure the gauge coupling unification and to stabilize the hierarchy of scales), these three ground states are degenerate in energy up to small supersymmetry breaking terms $``$ TeV. Therefore, any of these potential minima could equally well be the present physical vacuum. The evolution of the universe shortly after the Big Bang must have chosen SU(3)$`\times `$SU(2)$`\times `$U(1) vacuum over the others. The phenomenon we will discuss can provide a new solution to the old puzzle related to breaking of a SUSY GUT gauge group. The same process can have important consequences in other models with several competing (metastable) vacua, for example, in the minimal supersymmetric extention of the Standard Model (MSSM).
Let us consider an inflaton $`\mathrm{\Phi }`$ interacting with a “Higgs field” $`\chi `$ through a coupling of the form $`\lambda \mathrm{\Phi }^2\chi ^{}\chi `$ or $`\mu \mathrm{\Phi }\chi ^{}\chi `$, or both. Let us assume that the effective potential $`V(\chi ,\mathrm{\Phi })`$ has two non-degenerate minima, for example at $`\chi =\pm v`$, $`\mathrm{\Phi }=v__I`$, and that the mass of the $`\chi `$ particle is not the same in both minima, that is $`^2V(v,v__I)/\chi ^2^2V(v,v__I)/\chi ^2`$.
At the end of inflation, the system can occupy the lowest-energy state with $`\chi =v`$. During preheating, the inflaton oscillates around its VEV, $`\mathrm{\Phi }(t)=v__I+\mathrm{\Phi }_0\mathrm{cos}\omega t`$. In general, this induces a time-dependent mass for the Higgs field $`\chi `$ through the couplings $`\mu `$ and $`\lambda `$. The equation of motion for the homogenous (zero-momentum) mode of the field $`\chi `$ is
$$\ddot{\chi }+3H\dot{\chi }+\frac{}{\chi }V(\chi ,v__I+\mathrm{\Phi }_0\mathrm{cos}\omega t)=0,$$
(1)
where $`H`$ is the Hubble constant.<sup>1</sup><sup>1</sup>1In weak-scale preheating the Hubble constant is negligiblly small. For GUT-scale preheating it is not, and it could play an important role in helping to scan resonant bands. In Fig. 1 and Fig. 2 we show two examples of time-dependent effective potentials.
The potential $`V(\chi ,\mathrm{\Phi }(t))=(\chi ^2v^2)^2[1+0.4\mathrm{cos}5.6vt]+0.1v\chi (3v^2\chi ^2)`$ depicted in Fig. 1 has two classical solutions, $`\chi =v`$ and $`\chi =v`$. Naively one could expect that the lowest-energy solution $`\chi =v`$ corresponds to the vacuum state. This is not necessarily the case, however. Since the mass of the $`\chi `$ field is time-dependent, the solution $`\chi (t)=v`$ may be unstable with respect to small perturbations. At the same time, the other solution, $`\chi (t)=+v`$ may be stable. If this is the case, the classical system is attracted to the trajectory $`\chi (t)=+v`$.
In the vicinity of the global minimum, for $`|(\chi +v)/v|1`$, the equation of motion (1) is a Mathieu equation that has rapidly growing solutions for some values of $`\omega `$, $`\mathrm{\Phi }_0`$, and $`m^{()}^2V(v,v__I)/\chi ^2`$. The inflaton frequency changes with time and can enter in resonance, at which point $`(|\chi (t)|v)`$ begins to grow exponentially. This kind of solution of equation (1), with $`H`$=0 and the potential of Fig. 1, is shown in Fig. 3. At some point it crosses the barrier and begins oscillations around a different potential minimum, $`\chi =+v`$. However, the mass of the $`\chi `$ particle near $`\chi =+v`$ is $`m^{(+)}`$, different from $`m^{()}`$. Therefore, the system may go out of resonance after crossing the barrier. There are no growing solutions in the vicinity of the seconds minimum, and the oscillations die out with $`\chi =+v`$.
If the tunneling rate between $`\chi =+v`$ and $`\chi =v`$ is negligible, the classical evolution shown in Fig. 3 describes a phase transition into a metastable false vacuum.
This example shows that the ground state at the end of inflation does not necesarily correspond to the global minimum of the potential. Instead, during the preheating, a false vacuum can be populated if the true vacuum entered in resonace while the false vacuum did not.
Both Grand Unified Theories and supersymmetric extentions of the Standard Model predict the existence of local minima in the effective potential. The tunneling rate between these minima can be extremely low and their lifetimes can easily exceed the present age of the universe. For example, the effective potential of the MSSM can have a broken color SU(3) in its global minimum, while the standard, color and charge conserving vacuum is metastable. For natural and experimentally allowed values of the MSSM parameters, the lifetime of this false vacuum can be much greater than $`10^{10}`$ years . If the reheat temperature after inflation was not much higher than the electroweak scale, this metastable minimum could be populated in the way we have described.
Breaking a SUSY GUT gauge group and choosing between the nearly degenerate minima is problematic in non-inflationary cosmology . Let us consider a SUSY SU(5) GUT for example. The minima with unbroken SU(5), SU(4)$`\times `$U(1), and SU(3)$`\times `$SU(2)$`\times `$U(1) groups are nearly degenerate, split only by supersymmetry breaking terms of the order of a TeV. Why did the universe end up in the vacuum with the lowest symmetry?
Finite temperature corrections (if relevant, which may not be the case for preheating) make the SU(5) minimum lowest in energy because it has a higher number of degres of freedom. The subsequent thermal evolution of the potential makes tunneling into a Standard Model vacuum impossible even if it becomes the global minimum at temperatures below 1 TeV. Supergravity splits the three minima by a negligible amount and in such a way that cosmological constant can by fine-tuned to zero only in the minimum with the higher energy while the other two minima have negative energy density . Some of the proposed solutions rely on assumptions about a strong gauge dynamics that seem somewhat implausible.
If, however, inflation took place, the SUSY GUT vacuum could be chosen in a phase transition of the kind we described. This appears to resolve a long-standing problem concerning the breaking of the SUSY GUT gauge group.
## III B+L violation
As discussed in the Introduction, preheating oscillations of the Higgs VEV can lead to two effects of interest for B+L violation. The first is that the sphaleron barrier itself oscillates, leading in principle to exponentially-sensitive oscillations of the sphaleron rate. The second, which we take up here, is that Higgs oscillations can resonantly drive classical transitions over the barrier.
Given an appropriate CP-violating seed, there are three stages to this classical resonant driving. In the first stage, the seed (which can be a source term or initial conditions on the EW gauge potentials) drives large-scale generation of Chern-Simons (CS) number (topological charge) over spatial scales so large that spatial variation can be ignored and only temporal variation saved in the classical equations of motion. In the second stage, gradients on shorter scales emerge, as a result of unstable growth of spatially-dependent perturbations. The seeds for these spatial modes might emerge from spinodal decomposition during inflation . As expected on general grounds from earlier preheating studies, the fastest-growing modes are those with large spatial scales. The third stage involves the generation of sphalerons, with spatial scales at the standard W-boson mass $`M_W`$.
In all stages, we will ignore various back-reaction effects; the expansion of the universe (in any case, neglible for weak-scale inflation); and damping produced by perturbative decays (one order of $`\alpha _W`$ higher than terms we keep).
We discuss the first stage, which has important non-linear effects stemming from gauge-potential self-coupulings, both analytically and numerically. A particular ansatz is used for the gauge potential, having only a time dependence. (This ansatz has been used some time ago in a rather different scenario.) The analysis is in the same spirit as the conventional approach to low-order resonances in the Mathieu equation (see, e.g., Ref. ). But the lowest-order resonant-mode equations, two first-order differential equations, have a cubic non-linearity. Surprisingly, these coupled non-linear equations can be solved exactly in terms of elliptic functions. The non-linear terms not only provide a quartic potential opposing the growth of CS number but, as the CS number grows, the non-linear term also grows and drives the system off resonance. In effect, the cubic non-linearity causes the W-boson mass to increase. Interestingly, this increase can be offset by a secular increase of the frequency of Higgs oscillations, allowing resonance to be maintained for long periods of time with consequent large growth of CS number.
In the second stage we include linear perturbations to the spatially-homogeneous equations of the first stage; these perturbations are considered to lowest order in spatial gradients, as characterized by a spatial momentum $`k`$. It is not possible to do a conventional dispersion-relation analysis of these equations, which have time-dependent coefficients as determined by the temporal growth of the first-stage gauge potentials. We perform a numerical analysis of the three coupled linear differential equations which result.
The third stage, in which gradients evolve to spatial scales $`M_W^1`$ appropriate for sphalerons, is the hardest to analyze, since an adequate treatment involves the solution of coupled partial differential equations with time-dependent coefficients. So we restrict ourselves to a crude, simple first step, reducing these partial differential equations by a non-linear ordinary differential equation for an approximate sphaleron-like mode. The relevant gauge-potential ansatz, first introduced by Bitar and Chang , was later used to analyze sphalerons above the EW phase transition, and was shown to have an effective barrier potential for the sphaleron which was numerically very close to that of a simple pendulum. We introduce an oscillating Higgs field, which causes this pendulum to be parametrically-driven. The ansatz is too simple to be used for anything more than estimating the rate of change of topological charge as the pendulum goes over its barrier once; we do this numerically. In principle, more complicated forms, representing multiple sphalerons, could be used, such as the ADHM construction or those of ’t Hooft or of Jackiw, Nohl, and Rebbi multi-instanton form, suitably modified for Minkowski-space dynamics, but these have not yielded any insights for us.
At all stages, the energy density associated with generation of CS number is of order $`4\pi m^4/g^2`$, as would be appropriate for a gas of sphalerons with density $`m^3`$.
### A First stage: homogeneous CS parametric resonance
In what follows we always consider the Higgs field to have a given VEV, as determined by preheating effects. Introduce the conventional anti-hermitean gauge potential, with coupling $`g`$ included, by:
$$gA_\mu =(\frac{\tau _a}{2i})A_\mu ^a.$$
(2)
Our spatially-homogeneous ansatz is:
$$gA_0=0;gA_i=(\frac{\tau _i}{2i})\varphi (t)$$
(3)
in which the group index is tied to the spatial index. By the conventional rules of charge conjugation and parity for the gauge potential, $`\varphi `$ is C even, P odd, CP odd.
It is important to note that this ansatz does not correspond to a non-vanishing VEV for an EW field. Gauge invariance alone is enough to ensure that there can be no expectation value coupling the space-time indices to group indices.
One readily calculates the EW electric and magnetic fields:
$$gE_iG_{0i}=(\frac{\tau _i}{2i})\dot{\varphi }(t);gB_i\frac{1}{2}ϵ_{ijk}G_{jk}=(\frac{\tau _i}{2i})\varphi ^2.$$
(4)
Then one calculates the density $`W`$ of Chern-Simons number as:
$$W=(\frac{1}{8\pi ^2})\varphi ^3.$$
(5)
It is straightforward to check that $`\dot{W}`$ is the topological charge density $`Q`$, related to B+L violation through the anomaly equation.
With the assumption of a given Higgs VEV, the equations of motion for the gauge potential are:
$$[D^\mu ,G_{\mu \nu }]+M_W^2(t)(A_\nu +(_\nu U)U^1)=0.$$
(6)
Here the unitary matrix $`U`$ represents the Goldstone (phase) part of the Higgs field. The mass term will be assumed to have the form:
$$M_W^2(t)=m^2(1+ϵ\mathrm{cos}(\omega t))$$
(7)
where $`m`$ is the value of $`M_W`$ with no oscillations. Later we will have occasion to consider a time-dependent frequency $`\omega `$, but for now think of it as a constant.
There must be some sort of CP-violating seed to produce non-zero solutions of the equations of motion; these might stem from (long-scale) spatial gradients in the matrix $`U`$, which acts as a source in equation (6), or from initial values of $`\varphi `$. Because the equations are unstable, there is little practical difference, and we choose to drop the $`U`$ terms in the equations of motion, and then providing a seed through initial values. Then there is a single equation for $`\varphi `$:
$$\ddot{\varphi }+2\varphi ^3+(1+ϵ\mathrm{cos}rt)\varphi =0$$
(8)
We have non-dimensionalized the equations of motion by measuring $`\varphi `$ in units of $`m`$ and time $`t`$ in units of $`m^1`$. The parameter $`\rho `$ has the value $`\omega /m`$.
Without the cubic non-linearity, this would be a standard Mathieu equation. In the Appendix we analyze the coupled non-linear mode equations which arise for the lowest resonance ($`r=2`$), and find that they can be solved exactly in terms of elliptic integrals. The qualitative features of this analysis are easy to anticipate: Equation (8) describes the motion of a particle in a quartic potential. The oscillating term drives the particle up the wall, but eventually the particle gets out of resonance and falls back. This process can repeat quasi-periodically.
We now turn to numerical analysis. Only a couple of examples will be reported, without attempting to choose parameters to correspond to realistic preheating scenarios. Parameters are chosen to illustrate specific effects; other parameter sets may show no interesting behavior at all. The runs reported here have initial values
$$\varphi (0)=0.001;\dot{\varphi }(0)=0,$$
(9)
and large values of $`ϵ`$, in the range 0.5-0.9. Because the equations are both non-linear and unstable, the final results are largely independent of the initial conditions as long as they are non-zero. As the initial values are reduced, the time of onset of instability is sometimes lengthened. Generally, there are two regimes (for constant frequency $`\omega `$): The resonant regime, in which $`\varphi `$ grows to O(1), and the non-resonant regime where $`\varphi `$ stays small. We will only show the near-resonant cases in the figures. There is another regime in which $`\omega `$ grows secularly with time, and which leads to larger values of $`\varphi `$.
Fig. 4 is a typical example of the behavior when $`\omega `$ or $`r`$ is constant and fairly near resonance (in this case, $`r`$=2.3). One sees that the envelop of $`|\varphi |`$ grows to order unity, but periodically passes through zero and repeats. This is because $`ϵ`$ is near unity, and so system frequencies vary quite a bit, from $`1+ϵ`$ to $`1ϵ`$.
Fig. 5 shows the behavior when the frequency grows secularly. The onset of rapid growth is delayed because the system is originally fairly far from resonance, but then the envelop of $`|\varphi |`$ grows essentially linearly, coupled to the frequency change. The system is able to stay in resonance as $`\varphi `$ grows linearly, because the effective mass $`M`$ of the $`\varphi `$ field (see the Appendix) is $`M^2m^2+3\varphi ^2`$, and the effective ratio $`r=\omega /M`$ stays roughly constant if $`M`$ grows at the same rate as $`\omega `$.
Fig. 6 shows the CS density $`\varphi ^3/8\pi ^2`$ corresponding to the parameters of Fig. 5. The CS density grows roughly as $`t^3`$, with $`\varphi `$ growing linearly in time as does $`\omega `$.
With dimensionalized values of $`|\varphi |m`$, the CS number density is of order 0.01 $`m^3`$, corresponding to a large B+L density. Whether any of this CS density survives preheating to the reheating phase depends on whether there is a “graceful exit” to preheating generation of CS number, and this depends on factors not considered in this paper, such as back reaction, growth of finite-momentum modes, and linear damping by decay of the W-boson condensate. Additionally, there may be many domains large compared to $`m^1`$ but small compared to the Hubble size in which the values of $`\varphi `$ are uncorrelated. This will reduce the effective global CS density by a factor of $`N^{1/2}`$, where $`N`$ is the number of such domains. The ultimate fate of the processes considered here will be taken up in a future work, in which specific weak-scale preheating scenarios will be taken up.
### B Second stage: evolution of spatially-varying modes
Ultimately, there will be some CP-violating seeds with finite spatial gradients. Assuming that these seeds are smaller than those for $`\varphi `$ (as is reasonable following inflation), these seeds will be driven by the time variation of $`\varphi `$ as well as of the Higgs VEV. We will be concerned here only with the linearized equations for the spatially-varying modes, which we characterize in momentum space. As is usual in preheating phenomena, the modes with the longest spatial scales (smallest $`k`$) grow fastest.
The total vector potential is written as $`A_\mu +a_\mu `$, with $`A_\mu `$ taken from equation (3). The most general vector potential $`ga_\mu `$ depending on a single vector $`\stackrel{}{k}`$ has time component
$$ga_0=(\frac{i\stackrel{}{\tau }\widehat{k}}{2i})\alpha _0,$$
(10)
and space components
$$ga_j=\frac{1}{2i}[(\tau _j\widehat{k}_j\stackrel{}{\tau }\widehat{k})\beta _1+iϵ_{jab}\tau _a\widehat{k}_b\beta _2+\widehat{k}_j\stackrel{}{\tau }\widehat{k}\beta _3].$$
(11)
In equations (10,11) the hat indicates a unit vector, and $`\alpha _0,\beta _i`$ are real functions of $`k^2`$ and $`t`$. As before, we non-dimensionalize by dividing these functions by $`m`$, replacing $`t`$ by $`mt`$, and $`k`$ by $`k/m`$. Presumably the Fourier transforms in (10,11) vanish at an appropriate rate as $`k0`$ so as to change $`\widehat{k}`$ into $`\stackrel{}{k}`$, although this will not matter in what follows.
It is straightforward if lengthy to write out the linearized version of equation (6) (without the $`U`$ terms):
$`\alpha _0`$ $`=`$ $`{\displaystyle \frac{1}{Q}}[2(\dot{\varphi }\beta _2\dot{\beta }_2\varphi )k\dot{\beta }_3],`$ (12)
$`Q`$ $`=`$ $`k^2+2\varphi ^2+1+ϵ\mathrm{cos}rt;`$ (13)
$$\ddot{\beta }_1+Q\beta _12k\varphi \beta _2+2(\beta _1+\beta _3)\varphi ^2=0;$$
(14)
$$\ddot{\beta }_2+Q\beta _22k\varphi \beta _1+\varphi (\dot{\alpha }_0k\beta _3)+2\dot{\varphi }\alpha _0=0;$$
(15)
$$\ddot{\beta }_3+Q\beta _3+k(\dot{\alpha }_0k\beta _32\varphi \beta _2)+4\beta _1\varphi ^2=0.$$
(16)
Even though these are linear equations for the modes $`\alpha _0,\beta _j`$ they are impossible to solve analytically, because $`\varphi `$ is not an analytically-known function. We have solved them numerically, with various interesting results. Perhaps the most interesting is that these mode functions remain small and well-behaved for a long time, and then when $`\varphi `$ is large enough (of order unity) they show violently unstable behavior. This is especially so for the case when the frequency $`\omega `$ is growing with time, as for Fig. 5. This is illustrated in Fig. 7, showing the evolution with time of the linear modes for the parameters of Fig. 5. The mode functions were begun with initial values which are 0.1 times those of $`\varphi `$ (see equation (9)). Of course, any other initial values can be gotten by scaling, since the equations are linear. The point is that when, for a given set of initial values of $`\alpha _0,\beta _j`$, these functions rise to be of O(1), the whole problem becomes non-linear and presumably enters something like the third stage discussed below. Note in Fig. 7 that the threshhold for non-linearity, with the given initial conditions, occurs at a (dimensionless) time of 200, which gives $`\varphi `$ enough time to get big enough to be interesting (see Fig. 5).
### C Third stage: sphalerons
Eventually, momentum modes with $`k1`$ will become prominent, and the condensate of CS number becomes a condensate of sphalerons. It is much more difficult to describe this stage, and we will only take a simple first step. This step consists of a drastic simplification of the kinematics of a sphaleron coupled to a time-dependent Higgs field, reducing the dynamics to a single function $`\lambda (t)`$ as in Refs. . Write the most general spherically-symmetric gauge potential and Higgs phase matrix $`U`$ in the form:
$$U=\mathrm{exp}[\frac{i\gamma }{2}\widehat{r}\stackrel{}{\tau }],gA_0=\frac{1}{2i}\widehat{r}\stackrel{}{\tau }H_2;$$
(17)
$$gA_i=\frac{1}{2ir}[ϵ_{iak}\tau _a\widehat{r}_k(\varphi _11)(\tau _i\widehat{r}_i\widehat{r}\stackrel{}{\tau })\varphi _2+\stackrel{}{r}_i\widehat{r}\stackrel{}{\tau }H_1.$$
(18)
The functions $`H_i,\varphi _j`$ depend only on $`r,t`$. The asymptotic values of the angle $`\gamma `$ are zero at $`r=0`$ and $`\pi `$ at $`r=\mathrm{}`$. We parametrize these functions as:
$`H_1`$ $`=`$ $`{\displaystyle \frac{2\lambda }{\lambda ^2+r^2+a^2}};`$ (19)
$`H_2`$ $`=`$ $`{\displaystyle \frac{2r\dot{\lambda }}{\lambda ^2+r^2+a^2}};`$ (20)
$`\varphi _1`$ $`=`$ $`1{\displaystyle \frac{2r^2}{\lambda ^2+r^2+a^2}};`$ (21)
$`\varphi _2`$ $`=`$ $`{\displaystyle \frac{2r\lambda }{\lambda ^2+r^2+a^2}}.`$ (22)
For details on the parametrization of $`\gamma `$ see . For the present purpose one can just think of $`\gamma `$ as always equal to $`\pi `$. In this parametrization the constant $`a`$ is a size parameter (like that of an instanton) and $`\lambda `$, the sole dynamic degree of freedom, depends on $`t`$. Generally, $`\lambda `$ is an odd function of $`t`$, vanishing along with its first derivative at $`t=0`$.
The electric and magnetic fields are:
$`gE_j`$ $`=`$ $`({\displaystyle \frac{\tau _j}{2i}}){\displaystyle \frac{4a^2\dot{\lambda }}{\lambda ^2+r^2+a^2}};`$ (23)
$`gB_j`$ $`=`$ $`({\displaystyle \frac{\tau _j}{2i}}){\displaystyle \frac{4a^2}{\lambda ^2+r^2+a^2}}.`$ (24)
Note that these have the same space and internal symmetry index dependence as does the $`\varphi `$ ansatz of equation (3). It is therefore natural to suppose that the $`\varphi `$ fields will transform (through the growth of spatial modes) into a condensate of sphalerons. Of course, in this condensate each sphaleron will be a translate in space and in time of the sphaleron exhibited here, which is centered at the space-time origin.
With boundary conditions
$$\lambda (t=\mathrm{})=\mathrm{};\lambda (t=+\mathrm{})=+\mathrm{}$$
(25)
one readily verifies that, no matter what the dynamics of $`\lambda `$ as long as it is single-valued, the (Minkowskian) topological charge
$$Q=\frac{g^2}{4\pi ^2}d^4xTr\stackrel{}{E}\stackrel{}{B}$$
(26)
has the value 1. Indeed, if we replace $`\lambda `$ by $`t`$ we get exactly the usual Euclidean one-instanton expression, which however is now being interpreted as a Minkowskian construct.
The size coordinate $`a`$ is not arbitrary, as it is for instantons in gauge theories with no Higgs field. As shown in , if one goes to $`t=0`$ and sets $`\lambda ,\dot{\lambda }=0`$ there, the resulting $`ansatz`$ in equations (16,17) is an excellent trial wave function for the sphaleron. Minimizing the Hamiltonian (for time-independent Higgs VEV) yields $`a=\sqrt{3}/2M_W)`$ and a sphaleron mass $`M_s`$ only a fraction of a percent higher than the true value, determined numerically, of
$$M_s=5.41(\frac{4\pi M_W}{g^2}).$$
(27)
When the mass $`M_W`$ depends on time, as in equation (7), we will continue to use the above value for $`a`$. It then happens that the parameters of the Hamiltonian depend on time (see for the Hamiltonian as a function of $`a,\lambda ,\dot{\lambda }`$).
As is further shown in , one can trade the function $`\lambda `$ for a topological charge $`Q(t)`$ defined by demanding that the kinetic energy term in the Hamiltonian is of the form $`(1/2)I\dot{Q}^2`$ with $`I`$ independent of $`Q`$. The normalization
$$\lambda =\mathrm{}:Q=0;\lambda =+\mathrm{}:Q=2\pi $$
(28)
makes the topological charge an angular variable. Numerical work shows that the potential energy is very nearly that of a pendulum, and that $`I=\xi M_s/m^2`$ for some numerical constant $`\xi `$. The resulting approximate Hamiltonian has the form:
$$H=M_s[\frac{\xi }{2M_W^2}\dot{Q}^2\mathrm{cos}Q]$$
(29)
which has, as it must, the value $`M_s`$ when $`\dot{Q}=0,Q=\pi `$.
Next one replaces $`M_W`$ by its time-dependent value, as in equation (7). We have numerically investigated such driven pendulum equations. They lead to multiple transitions over the barrier, but we will not display such solutions here. One reason is that the ansatz we use here is strictly tied to a unit change of topological charge, so that all that counts is the rate of making a single transition over the barrier. Just as for all the classical barrier-hopping solutions presented for the $`\varphi `$ ansatz, the rate is $`O(\omega )`$, very much different from the tunneling rate. (The tunneling rate is also changed as the sphaleron mass oscillates; see .)
To go further than this for a condensate of real sphalerons is extraordinarily complicated; each sphaleron, like the instanton to which it corresponds, has numerous degrees of freedom. Even if we restrict this to one degree of freedom (corresponding to $`\lambda `$) for each sphaleron, it is not clear how to proceed. Nor is it clear how to modify known multi-instanton ansätze such as ADHM or that of ’t Hooft or Jackiw, Nohl, and Rebbi to express the real-time sphaleron dynamics in the presence of an oscillating Higgs field.
## IV Conclusions
In this work we have investigated two new mechanisms driven by preheating oscillations of, e.g., the Higgs field in hybrid inflation. The first mechanism, resonant barrier-crossing from a lower minimum to a higher minimum (where there is no longer resonance), may explain some puzzles associated with the symmetry-breaking patterns of GUTs. This kind of transition could also populate a metastable SU(3)$`\times `$SU(2)$`\times `$U(1) vacuum in a supersymmetric extension of the Standard Model even if the global minimum of the potential breaks charge and color. (In the case of the MSSM, this posibility has direct inplications for collider experiments .) The second mechanism, resonant barrier-crossing associated with B+L violation, may lead to a condensate of sphalerons on time scales short compared to tunneling rates. Both effects require resonance with preheating oscillations to be effective. We have not tried to construct “realistic” applications of these mechanisms to specific preheating scenarios. We note, however, that in many cosmological models, even if the initial conditions are far from resonance, the system evolves and reaches the resonance eventually, thanks to a change in the relevant parameters . Such evolution is facilitated by either non-quadratic inflaton potential that causes a variation in the inflaton frquency, of by expansion of the universe and the associated Hubble damping (for GUT, not weak-scale preheating), or some other effects that can slowly drive a system into a resonance band. We leave the building of realistic cosmological models for future work.
Aside from such applications, there is still a good deal of work to be done to clarify these mechanisms. In the case of B+L violation, one can raise the following issues:
1. How do the three stages (spatially-homogeneous potential, linear momentum-mode perturbations, sphaleron condensate) of Section III evolve from the first to the last? This can only be answered by numerical work more extensive than we have yet done.
2. The large-scale EW CS density we propose will have a projection onto Maxwell magnetic fields carrying helicity (another term for Chern-Simons number). The spatially-homogeneous nature of these fields makes them quite different from earlier proposals (see and references therein) involving generation of Maxwell fields in a thermal environment, with unacceptably small scale lengths to correspond to the scale lengths of present-day galactic magnetic fields. Given sufficient inverse cascading of the nearly-homogeneous Maxwell fields following from our preheating mechanism (at EW time these fields must be limited in extent by the Hubble size), shows that EW-time Maxwell fields could indeed be the seeds for presently-observed galactic fields. We intend to investigate this further.
3. Can one make use of multi-instanton ansätze such as those of ADHM, ’t Hooft, or Jackiw, Nohl, and Rebbi to extend the Bitar-Chang construction we have exploited in Section IIIC in order to understand quasi-analytically the formation of a sphaleron condensate?
4. Are there (necessarily spin-dependent) quasi-resonant phenomena for the production of W-bosons by an oscillating Higgs field which are in any sense analogous to the very sharp resonant phenomena found by Cornwall and Tiktopoulos for spin-1/2 charged particles in specific time-dependent electric fields?
To clarify this last point, Ref. found that it is possible to have highly-resonant $`e^+e^{}`$ pair production in a classical time-varying electric field of the proper time dependence. The sharply-resonant nature of the process can only happen for fermions, but in any case spin effects, which might be available with gauge bosons, are important in overcoming the typical $`\mathrm{exp}(1/\alpha )`$ rate of pair production in classical fields.
###### Acknowledgements.
The work of A. Kusenko was supported in part by the U. S. Department of Energy under grant DE-FG03-91ER40662, Task C.
## Analysis of mode equations for $`\varphi `$
Here we give the analysis of the Mathieu-like but non-linear modal equations of Section III. Just as for the Mathieu equation, we write the non-dimensionalized $`\varphi `$ in the form
$$\varphi =a(t)\mathrm{cos}(rt/2)+b(t)\mathrm{sin}(rt/2),$$
(30)
(where, as in the main text, $`r=\omega /m`$), leaving out all terms with higher frequencies. One verifies that the time dependence of $`a,b`$ is $`O(ϵ)`$, so that we can ignore second derivatives of these quantities. However, we will save the cubic non-linearities.
Using equation (A1) in the equation of motion (8), saving only terms varying as $`\mathrm{cos}(rt/2)`$ and $`\mathrm{sin}(rt/2)`$, and dropping second derivatives yields:
$$r\dot{a}+b[\frac{r^2}{4}+\frac{1}{2}ϵ1\frac{3}{2}(a^2+b^2)]=0;$$
(31)
$$r\dot{b}+a[\frac{r^2}{4}\frac{1}{2}ϵ1\frac{3}{2}(a^2+b^2)]=0.$$
(32)
To make contact with the linear Mathieu equation, let us temporarily replace the terms $`(3/2)(a^2+b^2)`$ by constants, and define an effective (non-dimensional, that is, scaled by $`m`$) mass $`M`$ by:
$$M^21+\frac{3}{2}(a^2+b^2).$$
(33)
Assuming exponential growth, with $`a,b\mathrm{exp}(\mu t)`$, gives:
$$mu=\frac{1}{2r}[ϵ^2(r^24M^2)^2]^{1/2}$$
(34)
which gives growth only when $`r=2M+O(ϵ)`$. For small initial values of $`\varphi `$ this means $`r2`$, but as $`\varphi `$ grows because of the initial parametric resonance, the system goes out of resonance.
We show that equations (A2,A3) can be solved exactly in terms of elliptic integrals. Multiply (A2) by $`a`$ and (A3) by $`b`$ and add to get:
$$\frac{d}{dt}(a^2+b^2)=(\frac{2ϵ}{r})ab.$$
(35)
This equation is independent of the non-linear terms in (A2,A3); it would hold even if these terms were dropped. Note that exponential growth requires $`a,b`$ to be of opposite sign. The constraints expressed by equation (A6) allow the elimination of one degree of freedom:
$$a=A\mathrm{cos}\mathrm{\Psi },b=A\mathrm{sin}\mathrm{\Psi },$$
(36)
with a relation between $`A`$ and $`\mathrm{\Psi }`$:
$$A=A_0\mathrm{exp}_0^t𝑑t^{}(\frac{ϵ}{2r})\mathrm{sin}2\mathrm{\Psi }(t^{})$$
(37)
with $`A_0`$ as an initial value. In the linear (Mathieu) case $`\mathrm{cos}\mathrm{\Psi }`$ is the constant $`|r^24|/ϵ`$, which yields the linear growth rate in equation (A5). But equations (A2,A3) yield two equations for the time evolution of $`A<\mathrm{\Psi }`$. The sum of these equations is a trivial identity, while the difference (using equations (A7,A8)) is:
$$ϵ\mathrm{cos}2\mathrm{\Psi }2r\dot{\mathrm{\Psi }}=\frac{r^2}{2}23A_0^2\mathrm{exp}_0^t𝑑t^{}(\frac{ϵ}{2r})\mathrm{sin}2\mathrm{\Psi }(t^{}).$$
(38)
Now differentiate (A9) and use (A9) in the result to arrive at:
$$2\ddot{\mathrm{\Psi }}\frac{ϵ}{2r^2}(r^24)\mathrm{sin}2\mathrm{\Psi }+\frac{ϵ^2}{2r^2}\mathrm{sin}4\mathrm{\Psi }.$$
(39)
This is readily checked to be an elliptic equation. We will not bother to study it here. All the physics is contained in the linearization of (A10), which gives:
$$\mathrm{\Psi }(t)=\mathrm{\Psi }_0\mathrm{cos}[(\lambda (tt_0)]$$
(40)
with frequency
$$\lambda =[\frac{ϵ^2}{r^2}\frac{ϵ(r^24)}{2r^2}]^{1/2}.$$
(41)
Since $`r^24`$ is $`O(ϵ)`$, so is $`\lambda `$. The best case for growth is
$$\mathrm{\Psi }(t)=(\frac{\pi }{4})\mathrm{cos}\lambda t$$
(42)
(so that $`A`$ and $`b`$ are equal initially). Evidently, from (A8) growth stops when $`\mathrm{\Psi }=0`$, or when $`t=\pi /2\lambda `$. This means, as discussed in the main text, that growth cannot be unlimited. (However, when the frequency $`r`$ grows secularly, growth can continue unimpeded with $`a^2,b^2r`$, which maintains the resonant growth condition.) Generally, no matter how small the initial values of the potential $`\varphi `$, eventually $`\varphi `$ becomes of order unity. The smaller the initial value, the longer this process takes. |
warning/0001/math-ph0001034.html | ar5iv | text | # The Bisognano-Wichmann Theorem for Charged States and the Conformal Boundary of a Black Hole11footnote 1Talk delivered at the symposium in honor of E.H. Wichmann “Mathematical Physics and Quantum Field Theory”, Berkeley, June 1999.
## 1 Case of Rindler spacetime
Let $`=^4`$ be the Minkowski spacetime and $`𝒪𝒜(𝒪)`$ be a net of von Neumann algebras generated by a local Wightman field on $``$. Let $`W`$ be a wedge region; I may assume $`W=\{x:x_1>x_0\}`$ as any other wedge is a Poincaré translated of this special one. The Bisognano-Wichmann theorem describes the modular structure associated with $`(𝒜(W),\mathrm{\Omega })`$, with $`\mathrm{\Omega }`$ the vacuum vector (which is cyclic and separating for $`𝒜(W)`$ by the Reeh-Schlieder theorem):
$$\mathrm{\Delta }^{it}=U(\mathrm{\Lambda }_W(2\pi t)),$$
(1)
$$J=U(R)\mathrm{\Theta }.$$
(2)
Here $`\mathrm{\Delta }`$ and $`J`$ are the Tomita-Takesaki modular operator and conjugation associated with $`(𝒜(W),\mathrm{\Omega })`$, $`\mathrm{\Lambda }_W`$ is the one-parameter group of pure Lorentz transformations in the $`x_1`$-direction, $`U`$ is the unitary representation of the Poincaré group, $`R`$ is the rotation of $`\pi `$ around the $`x_1`$-axis and $`\mathrm{\Theta }`$ is the PCT anti-unitary.
In particular, for any fixed $`a>0`$, the rescaled pure Lorentz transformations $`\mathrm{\Lambda }_W`$ give rise to a one parameter automorphism group $`\alpha _t=\text{Ad}U(\mathrm{\Lambda }_W(at))`$ of $`𝒜(W)`$ satisfying the KMS thermal equilibrium condition with respect to $`\omega |_{𝒜(W)}`$ at inverse temperature $`\beta =\frac{2\pi }{a}`$, with $`\omega =(\mathrm{\Omega },\mathrm{\Omega })`$.
As is known the Rindler spacetime may be identified with $`W`$. The pure vacuum state $`\omega `$ is thus a (mixed) thermal state when restricted to the algebra of $`W`$. Now, if $`K=i\frac{\text{d}}{\text{d}t}U(\mathrm{\Lambda }_W(t))|_{t=0}`$, then $`H=aK`$ is the proper Hamiltonian for an uniformly accelerated observer in the $`x_1`$-direction with acceleration $`a`$. As noticed by Sewell , the Bisognano-Wichmann theorem is thus essentially equivalent to the Hawking-Unruh effect in the case of a Rindler black hole.
Suppose now one adds a short range charge (superselection sector) localized in the exterior of the black hole: according to DHR , this amounts to consider the net $`𝒜`$ in a different irreducible localized representation. I may assume Haag duality to hold and this representation to be realized by a localized endomorphism $`\rho `$ of the $`C^{}`$-algebra $`𝔄()`$, where for an unbounded region $``$, $`𝔄()`$ denotes the $`C^{}`$-algebra generated by the $`𝒜(𝒪)`$’s with $`𝒪`$ bounded. I may further choose the charge $`\rho `$ to be localized in $`W`$ and to have finite statistics.
Now, as $`\rho `$ is transportable, it turns out that $`\rho |_{𝔄(W)}`$ is normal and I denote by $`\rho |_{𝒜(W)}`$ its weakly continuous extension to $`𝒜(W)`$. With $`\mathrm{\Phi }_\rho `$ the left inverse of $`\rho `$ (the unique completely positive map $`\mathrm{\Phi }_\rho :𝔄()𝔄()`$ with $`\mathrm{\Phi }_\rho \rho =\text{id}`$), the state $`\phi _\rho =\omega \mathrm{\Phi }_\rho |_{𝒜(W)}`$ is clearly invariant under the automorphism group $`\alpha _t^\rho =\text{Ad}U_\rho (\mathrm{\Lambda }_W(at))`$ of $`𝒜(W)`$, where $`U_\rho `$ is the unitary representation of $`𝒫_+^{}`$ in the representation $`\rho `$.
The modular structure associated with $`\phi _\rho `$ is given by the following theorem .
###### Theorem 1.1.
$`(i)`$ $`\alpha ^\rho `$ satisfies the KMS condition with respect to $`\phi _\rho `$ at the same inverse temperature $`\beta =\frac{2\pi }{a}`$;
$`(ii)`$ $`\mathrm{log}\mathrm{\Delta }_{\mathrm{\Omega },\xi _\rho }=2\pi K_\rho +\mathrm{log}d(\rho )=\beta H_\rho +\mathrm{log}d(\rho )`$ .
Here $`K_\rho `$ is the infinitesimal generator of $`U_\rho (\mathrm{\Lambda }_W())`$, $`\xi _\rho `$ is the vector representative of $`\phi _\rho `$ in the natural cone of $`(𝒜(W),\mathrm{\Omega })`$, $`d(\rho )`$ is the DHR statistical dimension of $`\rho `$ and $`\mathrm{\Delta }_{\mathrm{\Omega },\xi _\rho }`$ is the relative modular operator.
Now $`H_\rho =aK_\rho `$ is the proper Hamiltonian, in the representation $`\rho `$, for the uniformly accelerated observer, so in particular one sees by $`(i)`$ that the Bisognano-Wichmann theorem extends with its Hawking-Unruh effect interpretation in the charged representation $`\rho `$. This is to be expected inasmuch as the addition of a single charge should not alter the temperature of a thermodynamical system.
Point $`(ii)`$ shows however a new feature: $`\mathrm{log}(e^{\beta H_\rho }\mathrm{\Omega },\mathrm{\Omega })`$ may be interpreted as the incremental partition function between the states $`\omega `$ and $`\phi _\rho `$ on $`𝒜(W)`$. The incremental free energy is then given by
$$F(\omega |\phi _\rho )=\beta ^1\mathrm{log}(e^{\beta H_\rho }\mathrm{\Omega },\mathrm{\Omega }),$$
and indeed it turns out that the thermodynamical relation $`\text{d}F=\text{d}ET\text{d}S`$ holds, namely
$$F(\omega |\phi _\rho )=\phi _\rho (H_\rho )\beta ^1S(\omega |\phi {}_{\rho }{}^{}),$$
where $`S`$ is the Araki’s relative entropy.
As the statistical dimension takes only integer values by the DHR theorem , one has as a corollary that the values of the incremental free energy are quantized:
###### Corollary 1.2.
The possible values of the incremental free energy are
$$F(\omega |\phi _\rho )=\beta ^1\mathrm{log}n,n=1,2,3,$$
The index-statistics theorem relates $`d(\rho )`$ to the square root of a Jones index ; this and other, see , leads to the formula
$$F(\omega |\phi _\rho )=\frac{1}{2}\beta ^1S_c(\rho ),$$
where $`S_c(\rho )=d(\rho )^2`$ is the conditional entropy of $`\rho `$.
Notice now that the above discussion is subject to several restrictions. I have indeed focused on a particular spacetime, the Rindler wedge $`W`$, and considered endomorphisms of $`𝔄(W)`$ that are restriction of endomorphisms of $`𝔄()`$.
Moreover I have analyzed thermodynamical variables associated with the exterior of the black hole, without a direct relation to, say, the entropy of the black hole.
In the following I shall generalize this discussion leading to a certain clarification of the above aspects.
## 2 Case of a globally hyperbolic spacetime
I shall now consider more realistic black holes spacetimes, namely globally hyperbolic spacetimes a with bifurcate Killing horizon.
By considering charges localizable on the horizon, we shall get quantum numbers for the increment of the entropy of the black hole itself, rather than of the outside region.
A main point here is that the restriction of the net $`𝒜`$ of local observable von Neumann algebras to each of the two horizon components $`𝔥_+`$ and $`𝔥_{}`$ gives rise a conformal net on $`S^1`$, a general fact that is obtained by applying Wiesbrock’s characterization of conformal nets , as already discussed in .
This is analogous to the holography on the anti-de Sitter spacetime that independently appeared in the Maldacena-Witten conjecture , proved by Rehren . Yet their context differs inasmuch as the anti-de Sitter spacetime is not globally hyperbolic and the holography there is a peculiarity of that spacetime, rather than a general phenomenon.
Finally, I shall deal with general KMS states, besides the Hartle-Hawking temperature state. In this context, a non-zero chemical potential can appear, see .
The extension of the DHR analysis of superselection sectors to a quantum field theory on a curved globally hyperbolic spacetime has been pursued in and I refer to this paper the necessary background material. I however recall here the construction of conformal symmetries for the observable algebras on the horizon of the black hole.
Let $`𝒱`$ be a $`d+1`$ dimensional globally hyperbolic spacetime with a bifurcate Killing horizon. A typical example is given by the Schwarschild-Kruskal manifold that, by Birkoff theorem, is the only spherically symmetric solution of the Einstein-Hilbert equation; one might first focus on this specific example, as the more general case is treated similarly. I denote by $`𝔥_+`$ and $`𝔥_{}`$ the two codimension 2 submanifolds that constitute the horizon $`𝔥=𝔥_+𝔥_{}`$. I assume that the horizon splits $`𝒱`$ in four connected components, the future, the past and the “left and right wedges” that I denote by $``$ and $``$ (in the Minkowski spacetime $`=W`$ and $`=W^{}`$).
Let $`\kappa =\kappa (𝒱)`$ be the surface gravity, namely, denoting by $`\chi `$ the Killing vector field, the equation on $`𝔥`$
$$g(\chi ,\chi )=2\kappa \chi ,$$
(3)
with $`g`$ the metric tensor, defines a function $`\kappa `$ on $`𝔥`$, that is actually constant on $`𝔥`$ . If $`𝒱`$ is the Schwarschild-Kruskal manifold, then
$$\kappa (𝒱)=\frac{1}{4M},$$
where $`M`$ is the mass of the black hole. In this case $``$ is the exterior of the Schwarschild black hole.
Our spacetime is $``$ and $`𝒱`$ is to be regarded as a completion of $``$.
Let $`𝒜(𝒪)`$ be the von Neumann algebra on a Hilbert space $``$ of the observables localized in the bounded diamond $`𝒪`$. I make the assumptions of Haag duality, properly infinitness of $`𝒜(𝒪)`$, Borchers property B, see . The Killing flow $`\mathrm{\Lambda }_t`$ of $`𝒱`$ gives rise to a one parameter group of automorphisms $`\alpha `$ of the quasi-local $`C^{}`$-algebra $`𝔄()`$, since $`𝒱`$ is a $`\mathrm{\Lambda }`$-invariant region.
I now consider a locally normal $`\alpha `$-invariant state $`\phi `$ on $`𝔄()`$, that restricts to a KMS state at inverse temperature $`\beta `$ on the horizon algebra, as I will explain. This is clearly the case of $`\phi `$ is KMS on all $`𝔄()`$.
The case where $`\phi `$ is the Hartle-Hawking state is of particular interest; in this case the temperature
$$\beta ^1=\frac{\kappa }{2\pi }$$
is related to the geometry of the spacetime.
For convenience, I shall assume that the net $`𝔄`$ is already in the GNS representation of $`\phi `$, hence $`\phi `$ is represented by a cyclic vector $`\xi `$. Let’s denote by $`_a`$ the wedge $``$ “shifted by” $`a`$ along, say, $`𝔥_+`$ (see ). If $`I=(a,b)`$ is a bounded interval of $`_+`$, I set
$$𝒞(I)=𝔄(_a)^{\prime \prime }𝔄(_b)^{},0<a<b.$$
One obtains in this way a net of von Neumann algebras on the intervals of $`(0,\mathrm{})`$, where the Killing automorphism group $`\alpha `$ acts covariantly by rescaled dilations.
I can now state my assumption: $`\phi |_{(0,\mathrm{})}`$ is a KMS state with respect to $`\alpha `$ at inverse temperature $`\beta >0`$. Here $`(0,\mathrm{})`$ is the $`C^{}`$-algebra generated by all $`𝒞(a,b),b>a>0`$ (for the Schwarzschild spacetime cf. ).
It follows that the restriction of the net to the black hole horizon $`𝔥_+`$ has many more symmetries than on global spacetime.
###### Theorem 2.1.
(). The Hilbert space $`_0=\overline{𝒞(I)\xi }`$ is independent of the bounded open interval $`I`$.
The net $`𝒞`$ extends to a conformal net $``$ of von Neumann algebras acting on $`_0`$, where the Killing flow corresponds to the rescaled dilations.
This theorem says in particular that one may compactify $``$ to the circle $`S^1`$, extend the definition of $`𝒞(I)`$ for all proper intervals $`IS^1`$, find a unitary positive energy representation of the Möbius group $`\text{PSL}(2,)`$ acting covariantly on $`𝒞`$, so that the rescaled dilation subgroup is the Killing automorphism group.
If $`\xi `$ is cyclic for $``$ on $``$, namely $`_0=`$ (as is true for the free field in Rindler case, see ), then $`𝒞`$ automatically satisfies Haag duality on $``$. Otherwise one would pass to the dual net $`𝒞^d`$ of $`𝒞`$, which is is automatically conformal and strongly additive . In the following I assume that $`𝒞`$ is strongly additive.
### 2.1 Charges localizable on the horizon
I now consider an irreducible endomorphism $`\rho `$ of $`𝔄()`$ with finite dimension that is localizable in an interval $`(a,b)`$, $`b>a>0`$, of $`𝔥_+`$, namely $`\rho `$ acts trivially on $`𝔄(_b)`$ and on $`𝒞(I)`$ if $`\overline{I}(0,a)`$, therefore $`\rho `$ restricts to a localized endomorphism of $`(0,\mathrm{})`$.
This last requirement is necessary to extend $`\rho `$ to a normal endomorphism of $`\pi _\phi ((0,\mathrm{}))^{\prime \prime }`$, a result obtained by conformal methods .
###### Theorem 2.2.
With the above assumptions, if $`\rho `$ is localized in an interval of $`𝔥_+`$, then $`d(\rho |_{(0,\mathrm{})})`$ has a normal extension to the weak closure $`(0,\mathrm{})^{\prime \prime }`$ with dimension $`d(\rho )`$.
Let $`\sigma `$ be another irreducible endomorphism of $`𝔄`$ localized in $`(a,b)𝔥_+`$ and denote by $`\phi _\rho `$ and $`\phi _\sigma `$ the thermal states for the Killing automorphism group in the representation $`\rho `$. As shown in , $`\phi _\rho =\phi \mathrm{\Phi }_\rho `$, where $`\mathrm{\Phi }_\rho `$ is the left inverse of $`\rho `$, and similarly for $`\sigma `$.
The increment of the free energy between the thermal equilibrium states $`\phi _\rho `$ and $`\phi _\sigma `$ is expressed as in by
$$F(\phi _\rho |\phi _\sigma )=\phi _\rho (H_{\rho \overline{\sigma }})\beta ^1S(\phi _\rho |\phi _\sigma )$$
Here $`S`$ is the Araki relative entropy and $`H_{\rho \overline{\sigma }}`$ is the Hamiltonian on $`_0`$ corresponding to the charge $`\rho `$ and the charge conjugate to $`\overline{\sigma }`$ localized in $`(\mathrm{},0)`$ as in (by , a transportable localized endomorphism $`\rho `$ of $`𝒞`$ with finite dimension is Möbius covariant). In particular, if $`\sigma `$ is the identity representation, then $`H_{\rho \overline{\sigma }}=H_\rho `$ is the Killing Hamiltonian in the representation $`\rho `$.
By the analysis in one can write formulas in the case of two different KMS states $`\phi _\rho `$ and $`\phi _\sigma `$. In particular
$$F(\phi _\sigma |\phi _\rho )=\frac{1}{2}\beta ^1(S_c(\sigma )S_c(\rho ))+\mu (\phi _\sigma |\phi _\rho ),$$
(4)
where $`\mu (\phi _\sigma |\phi _\rho )`$ is the chemical potential, cf. .
The above formula gives a canonical splitting for the incremental free energy. The first term is symmetric under charge conjugation, the second term is anti-symmetric. The quantization of the possible values of the symmetric part goes through similarly as in Corollary 1.2.
## 3 Quantum index theorem
The above discussion is part of a general aim concerning a quantum index theorem. This point of view is discussed in . |
warning/0001/quant-ph0001070.html | ar5iv | text | # The Phenomenological Preparation - Registration Arrow of Time and its Semigroup Representation in the RHS Quantum Theory
## 1 Introduction
It is often claimed that quantum mechanics is done in the Hilbert space $``$. However, in practice physicists almost never use the defining (topological) properties of $``$, e.g., they rarely discuss issues involving the convergence of infinite sequences of vectors or the topological completeness of their space of states. Further, physicists routinely consider vectors that do not even belong to $``$, such as Dirac’s scattering states. In fact, there are many good reasons to choose something other than the Hilbert space for quantum mechanics. A better choice is the Rigged Hilbert Space (RHS) $`\mathrm{\Phi }\mathrm{\Phi }^\times `$, and many arguments supporting this opinion have been presented elsewhere . Here, we would like to discuss one in particular. It will be argued that a quantum mechanical scattering experiment contains an arrow of time which cannot be incorporated into the conventional Hilbert space theory but naturally comes out of the RHS formalism. Furthermore, this arrow of time shares many characteristics with the radiation arrow of time, which is familiar from classical electrodynamics.
The radiation arrow of time (i.e., the Sommerfeld radiation condition) is well accepted and has even been considered fundamental by some . As is well known, the radiation arrow of time is a statement of causality expressing the fact that the electromagnetic field at the point $`\stackrel{}{x}`$ and time $`t`$ is determined by the action of a source a distance $`R`$ from $`\stackrel{}{x}`$ at the retarded time $`t_r=t\frac{R}{c}<t`$ (and not the advanced time $`t_a=t+\frac{R}{c}>t)`$.<sup>1</sup><sup>1</sup>1Maxwell’s equations, of course, do not exclude the advanced times. They are excluded by a choice of boundary conditions . In this paper, we argue that a quantum mechanical scattering experiment has an analogous arrow of time. However, choosing the Hilbert space $``$ for our space of states chooses only time symmetric solutions of the Schrodinger equation and, therefore, excludes this arrow of time. Nevertheless, this arrow of time can be naturally incorporated in a quantum theory using the the Rigged Hilbert Space (RHS).
## 2 An arrow of time in scattering phenomena
A scattering experiment, like every experiment in quantum mechanics, consists of two distinct stages, <sup>(1)</sup>the preparation of the state and <sup>(2)</sup>the detection of an observable in that state. It is an obvious statement of causality that a state needs to be prepared before an observable can be measured in it. We call this truism the preparation $``$ registration arrow of time . In particular, when applied to resonance scattering, this arrow of time is just the trivial statement that the decay products cannot be detected before the decaying state is produced.
Let $`t_0`$ be the time at which a state $`W`$ is prepared<sup>2</sup><sup>2</sup>2$`W`$ is a density operator that may denote a mixed state or, if $`W=|\varphi \varphi |`$, a pure state. and let $`\mathrm{\Lambda }`$ be an observable which one tries to detect in $`W`$. The probability $`𝒫_W(\mathrm{\Lambda }(t))`$ to find the observable $`\mathrm{\Lambda }`$ in the state $`W`$ at a time $`t`$ is theoretically given by $`𝒫_W^{theo}(\mathrm{\Lambda }(t))Tr(W(t)\mathrm{\Lambda })=Tr(W\mathrm{\Lambda }(t))`$ but experimentally measured as a ratio of detector counts
$$𝒫_W^{exp}(\mathrm{\Lambda }(t))\frac{N(t)}{N}\text{for}t>t_0.$$
(1)
$`N(t)`$ is the number of times the observable $`\mathrm{\Lambda }`$ is detected in the state $`W`$ (i.e., the number of counts) while $`N`$ is the total number of states $`W`$ that are produced. $`N(t)`$ increases with time and $`\frac{N(t)}{N}`$ can only take non-negative rational values less than or equal to $`1`$.
Before the state $`W`$ has been prepared, the experimental probability must satisfy
$$𝒫_W^{exp}(\mathrm{\Lambda }(t))=0\text{for}t<t_0.$$
(2)
If there are any counts before $`t=t_0`$, they would be interpreted as noise and excluded from $`𝒫_W^{exp}(\mathrm{\Lambda }(t))`$. This fact is nothing more than a statement of our preparation $``$ registration arrow of time and is similar to the radiation arrow of time in that one cannot detect the electromagnetic field before it has been emitted by the source. Consequently, one would like a theory which incorporates this arrow of time by predicting the time evolution of some states for $`tt_0`$ only. Then, we would have
$$𝒫_W^{theo}(\mathrm{\Lambda }(t))Tr(W(t)\mathrm{\Lambda })=0\text{for}t<t_0.$$
(3)
However, this is impossible in the Hilbert space $``$ as is explained below.
## 3 The Hilbert space
In this section we will do little more than give the definition of a Hilbert space, state a few theorems and explain their significance to our present purpose.
Let $`\mathrm{\Phi }_{alg}`$ be a linear scalar product space (with no topology) which contains the relevant states for our physical system. One obtains the Hilbert space $``$ by completing $`\mathrm{\Phi }_{alg}`$ with respect to the norm. In other words, one adjoins to $`\mathrm{\Phi }_{alg}`$ all limit elements of Cauchy sequences that converge with respect to the norm topology. We denote this topology by $`\tau _{}`$. In $``$, one has the following theorems:
Theorem 1 (Gleason) Let $`\mathrm{\Lambda }`$ denote the elements of the set of projection operators. Then, for every function $`𝒫(\mathrm{\Lambda })`$ that fulfills the requirements of a probability<sup>3</sup><sup>3</sup>3$`𝒫(_n\mathrm{\Lambda }_n)=_n𝒫(\mathrm{\Lambda }_n)`$ and $`𝒫(\mathrm{\Lambda })=1`$, there exists a positive trace class operator $`\rho `$ such that $`𝒫(\mathrm{\Lambda })=Tr(\mathrm{\Lambda }\rho )`$ .
Theorem 2 (Stone-von Neumann) The solutions of the Schroedinger-von Neumann equations for the above $`\rho `$ are time symmetric and given by the group $`U(t)=e^{iHt}`$ of unitary operators , i.e.,
$$\rho (t)=U^{}(t)\rho (0)U(t)$$
(4)
in the Schrodinger picture or
$$\mathrm{\Lambda }(t)=U(t)\mathrm{\Lambda }(0)U^{}(t)$$
(5)
in the Heisenberg picture.
Theorem 3 (Hegerfeldt) For every self-adjoint and semi-bounded Hamiltonian $`H`$, one has either
$$Tr(\mathrm{\Lambda }(t)\rho )=Tr(\mathrm{\Lambda }\rho (t))=0\text{for}\mathrm{}<t<\mathrm{}$$
(6)
or
$`Tr(\mathrm{\Lambda }(t)\rho )=Tr(\mathrm{\Lambda }\rho (t))>0\text{for}\mathrm{}<t<\mathrm{}`$
except on a set of Lesbesgue measure zero . (7)
Theorem 1 states that any probability can be given by a trace. Then, it follows from Theorem 3 that there is no state in $``$ that can have our desired property (3) without also having a probability that is trivially zero for all $`t`$ (except on a set of Lesbesgue measure zero). Consequently, $``$ cannot accommodate the preparation $``$ registration arrow of time.
## 4 The Rigged Hilbert Space
Theorem 2 of the preceding section states that time evolution in $``$ is given by a unitary group $`U(t)=e^{iHt}`$ for $`\mathrm{}<t<\mathrm{}`$. However, in light of (3), it may be more appropriate to postulate that time evolution should be given by a semigroup, i.e., if we choose the time of preparation to be $`t_0=0`$ it would be something like
$$U^{}(t)=\text{}e^{iHt}\text{}\text{for}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}t<\mathrm{}\text{only}.$$
(8)
Although such a time evolution semigroup cannot exist in the Hilbert space $``$, it does have a natural place in the RHS formalism.
The RHS or Gelfand Triplet is a triplet of spaces defined by three different topological completions of the same algebraic (linear scalar product) space $`\mathrm{\Phi }_{alg}`$:
$$\mathrm{\Phi }\mathrm{\Phi }^\times .$$
(9)
$``$ is the usual Hilbert space completed with respect to the topology of the norm. $``$ is not of primary interest to us with regards to the physics, but it is a mathematical necessity in the Rigged Hilbert Space. Hilbert space mathematics is well established and because of (9) one can often make statements about $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }^\times `$ simply because one knows a lot about $``$, and one can define needed terms with reference to $``$. In contrast, the space $`\mathrm{\Phi }`$ is a completion with respect to a countable number of norms, one of which is the Hilbert space norm. These norms are chosen in order to make the algebra of observables continuous when acting on $`\mathrm{\Phi }`$.<sup>4</sup><sup>4</sup>4In general, the algebra of observables is not continuous when acting on $``$. For example, even in the simple case of the one-dimensional harmonic oscillator the position and momentum (or, equivalently, the creation and annihilation operators) fail to be continuous on $``$ . We call this topology $`\tau _\mathrm{\Phi }`$. Since the $`\tau _\mathrm{\Phi }`$-completion of $`\mathrm{\Phi }_{alg}`$ involves adjoining the limit elements of all sequences that are Cauchy sequences with respect to a countable number of norms (including the Hilbert space norm), the requirements on a $`\tau _\mathrm{\Phi }`$-Cauchy sequence are more stringent than the requirements on a $`\tau _{}`$-Cauchy sequence. Therefore, there are fewer $`\tau _\mathrm{\Phi }`$-Cauchy sequences, and $`\mathrm{\Phi }`$. The space $`\mathrm{\Phi }^\times `$ is the space of continuous antilinear functionals $`|F`$<sup>5</sup><sup>5</sup>5We will use bras $`|`$ and kets $`|`$ to denote generalized vectors in $`\mathrm{\Phi }^\times `$ and the symbols $`(|`$ and $`|)`$ to denote vectors in $`\mathrm{\Phi }`$ or $``$. Of course, every $`|)`$ and $`(|`$ can also be written as a ket or bra, respectively, because of (9). on $`\mathrm{\Phi }`$:
$$|F:\varphi F(\varphi )=(\varphi |F\varphi \mathrm{\Phi }$$
(10)
The space of continuous antilinear functionals on $``$ is $``$, and it can be shown that $`\mathrm{\Phi }^\times `$, giving the result (9).<sup>6</sup><sup>6</sup>6More precisely, the space of antilinear functionals on $``$, denoted by $`^\times `$, can be shown to be isomorphic to $``$ and then identified with $``$ giving $`=^\times `$. It can also be shown that $`^\times \mathrm{\Phi }^\times `$. Then, after identifying $`^\times `$ with $``$, one has $`\mathrm{\Phi }=^\times \mathrm{\Phi }^\times `$.
For every $`\tau _\mathrm{\Phi }`$-continuous linear operator $`A`$, we define its dual or conjugate operator $`A^\times `$ on the space $`\mathrm{\Phi }^\times `$ by
$$(A\varphi |F(\varphi |A^\times |F\varphi \mathrm{\Phi }\text{and}F\mathrm{\Phi }^\times .$$
(11)
Since $`A`$ is a $`\tau _\mathrm{\Phi }`$-continuous operator and $`|F`$ is a continuous functional, $`A^\times `$ is a continuous linear operator on $`\mathrm{\Phi }^\times `$. For any observable $`A`$ ($`\tau _\mathrm{\Phi }`$-continuous), one therefore has a triplet of operators
$$A^{}|_\mathrm{\Phi }A^{}A^\times $$
(12)
where $`A^{}`$ is the Hilbert space adjoint of (the closure of) $`A`$ and $`A^{}|_\mathrm{\Phi }`$ is its restriction to the subspace $`\mathrm{\Phi }`$. Equation (11) gives $`A^\times `$ as the (uniquely defined) extension of $`A^{}`$ to the space $`\mathrm{\Phi }^\times `$.
One can now define generalized eigenvectors of $`\tau _\mathrm{\Phi }`$-continuous operators. $`|F\mathrm{\Phi }^\times `$ is a generalized eigenvector of the $`\tau _\mathrm{\Phi }`$-continuous operator $`A`$ iff for some complex number $`\omega `$ one has
$$(A\varphi |F=(\varphi |A^\times |F=\omega (\varphi |F\varphi \mathrm{\Phi }.$$
(13)
Since (13) is valid for every $`\varphi \mathrm{\Phi }`$, it is often written as a functional equation on $`\mathrm{\Phi }`$:
$$A^\times |F=\omega |F$$
(14)
The eigenvalue $`\omega `$ may be part of a discrete or a continuous spectrum.
If $`H`$ is the (essentially) self-adjoint Hamiltonian for a particular scattering system, then $`\mathrm{\Phi }^\times `$ will contain generalized eigenvectors of $`H`$ which have the properties of Dirac’s scattering states:
$$H^\times |E=E|E,E0.$$
(15)
Further, $`\mathrm{\Phi }^\times `$ can also contain generalized eigenvectors of $`H`$ with complex eigenvalues. These eigenvalues do not belong to the Hilbert space spectrum of $`H`$.
$$H^\times |E_Ri\frac{\mathrm{\Gamma }}{2}=(E_Ri\frac{\mathrm{\Gamma }}{2})|E_Ri\frac{\mathrm{\Gamma }}{2}$$
(16)
These generalized eigenvectors are associated with the second sheet pole of the S-matrix at the complex energy $`Ei\frac{\mathrm{\Gamma }}{2}`$ and represent decaying states. They are called Gamow vectors.
For empirical reasons which shall not be discussed in this short paper, it is conjectured that scattering phenomena are described by a pair of Rigged Hilbert Spaces. There is a RHS corresponding to the prepared states or in-states $`\varphi ^+\mathrm{\Phi }_{}`$,
$$\mathrm{\Phi }_{}\mathrm{\Phi }_{}^\times ,$$
(17)
and one corresponding to the registered observables $`|\psi ^{}\psi ^{}|`$ or out-states $`\psi ^{}\mathrm{\Phi }_+`$,
$$\mathrm{\Phi }_+\mathrm{\Phi }_+^\times .$$
(18)
The apparent schizophrenic notation is adopted in order to follow two separate conventions. In- (out-) states in scattering theory conventionally carry a $`+`$ ($``$) superscript corresponding to the $`+iϵ`$ ($`iϵ`$) in the Lippman-Schwinger equation. On the other hand, the energy representation of $`\mathrm{\Phi }_{}`$ ($`\mathrm{\Phi }_+`$) is the restriction to the positive real line of the space of well-behaved Hardy functions in the lower (upper) half of the complex energy plane. So, the vectors carry the usual convention used by physicists, while the spaces carry the usual convention used by mathematicians.
The space $`\mathrm{\Phi }_{}^\times `$ ($`\mathrm{\Phi }_+^\times `$) contains Dirac’s in- (out-) scattering states<sup>7</sup><sup>7</sup>7Dirac’s scattering states $`|E^\pm `$ are not in the spaces of physical states $`\mathrm{\Phi }_{}`$. From a physical point of view, this is because these states cannot be prepared or registered in a scattering experiment. In the position representation these are the plane waves. If such a state could be prepared, it could not be localized in time and would only evolve through an inconsequential phase factor. The best that can be produced or registered is a wave packet, and wave packets are contained in $`\mathrm{\Phi }_{}`$.
$$H^\times |E^\pm =E|E^\pm ,E0\text{and}|E^\pm \mathrm{\Phi }_{}^\times $$
(19)
and Gamow vectors
$$H^\times |E\pm i\frac{\mathrm{\Gamma }}{2}^\pm =(E\pm i\frac{\mathrm{\Gamma }}{2})|E\pm i\frac{\mathrm{\Gamma }}{2}^\pm ,|E\pm i\frac{\mathrm{\Gamma }}{2}^\pm \mathrm{\Phi }_{}^\times .$$
(20)
It can be shown that the intersection of $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ is not empty. In fact, $`\mathrm{\Phi }_+\mathrm{\Phi }_{}`$ is dense in $``$. With this interpretation of (17) as the space of prepared states and of (18) as the space of registered observables, we can choose the time $`t=t_0`$ of section 2 as $`t=0`$
An entirely unforeseen result was that the conjugate operators $`U_\pm ^\times (t)`$ of the time evolution operators $`U(t)|_{\mathrm{\Phi }_\pm }=e^{iHt}|_{\mathrm{\Phi }_\pm }`$ cannot be defined for all values of time $`\mathrm{}<t<\mathrm{}`$ but only for $`t0`$ in the RHS (17) and only for $`t0`$ in the RHS (18). Consequently, time evolution in each RHS is given by a semigroup. The semigroup which evolves elements of $`\mathrm{\Phi }_+^\times `$ is
$$U_+^\times (t)=e_+^{iH^\times t}\text{for}\mathrm{\hspace{0.17em}\hspace{0.17em}0}t<\mathrm{}\text{only}.$$
(21)
This is the precise statement of equation (8), which was postulated earlier on physical grounds.
In contrast, the semigroup which evolves elements of $`\mathrm{\Phi }_{}^\times `$ is
$$U_{}^\times (t)=e_{}^{iH^\times t}\text{for}\mathrm{}<t0\text{only}.$$
(22)
The preparation $``$ registration arrow of section 2 is expressed by (21) and thus naturally follows from the construction of the RHS of Hardy class energy wavefunctions for scattering phenomena.
## 5 Conclusion
The Rigged Hilbert Space was first introduced into quantum mechanics to give a mathematical justification to Dirac’s heuristic bra-ket formalism. It was only much later that it was discovered that the Rigged Hilbert Space can also contain kets like (20) which were envisioned by Gamow and that time evolution for scattering phenomena is given by two semigroups. Then, it was realized that these semigroups represent an “arrow of time” akin to the one found in classical electrodynamics. Indeed, it would be very strange if the radiation arrow of time existed classically but had no quantum counterpart. Therefore, it seems quite natural that there exists an arrow of time which is an extension of the classical radiation arrow to quantum mechanics.
This arrow of time does not exist in the usual Hilbert space quantum mechanics where time evolution is given by a unitary group and probabilities cannot be zero for any finite time interval without being trivially zero for all times. However, the Rigged Hilbert Space naturally incorporates this arrow of time as is expressed by the semigroup time evolution of equations (21) and (22).
## Acknowledgments
We would like to thank H. D. Doebner for his hospitality at Goslar and Clausthal, and we gratefully acknowledge the support of the Welch Foundation. |
warning/0001/cond-mat0001385.html | ar5iv | text | # A planar extrapolation of the correlation problem that permits pairing
## I Introduction and Motivation
The Hubbard model belongs to a class of models describing strongly correlated electrons in systems such as, for example, high $`T_c`$ ceramics, transition metal oxides and organic conductors. However, in spite of much progress made over the last $`40`$ years, it is still difficult to determine the low temperature properties of such model systems as a function of their chemical input parameters.
Recently it was noticed that an $`SU(N)`$ deformation of such models is dominated, for $`N1`$, by planar diagrams in the sense of ’t Hooft and the sum of the leading planar diagrams turned out to be very similar to the ”Fluctuation Exchange Approximation (FLEX)” pioneered by Bickers and Scalapino . However, unlike the FLEX approximation, the new method permits a systematic construction of the generating functional in powers of $`1/N`$.
To exploit this new perspective on the correlation problem, we should study the evolution of the properties of a given model as one moves from $`N=\mathrm{}`$ to $`N=2`$. But precisely such a study is impossible in the $`SU(N)`$ extrapolation of the Hubbard model since for $`N>2`$ it contains no analog of the superconducting order parameter $`<\psi _\alpha (x)\epsilon _{\alpha \beta }\psi _\beta (y)>`$. The very feature that constituted one of the motivations of studying Hubbard like models in the first place got lost in this extrapolation.
Some time ago it was recognized, that $`U(N,q)`$, the unitary group acting in a vector space of quaternions, provides an interesting way of implementing the large $`N`$ limit because it generalizes the antisymmetric tensor $`\epsilon _{\alpha \beta }`$ in a natural way. Because of $`U(1,q)=SU(2)`$, an extrapolation via $`U(N,q)`$ with $`N=1,2,..`$ is just as good an extrapolation as $`SU(N)`$ with $`N=2,3..`$ Results of what probably amounted to an $`U(N,q)`$ extrapolation of the $`tJ`$ model were given recently , but without any calculational details.
We will show below that there is a unique $`U(N,q)`$ extrapolation of the Hubbard model that permits pairing and, simultaneously, a topological expansion in which the planar diagrams dominate for $`N1`$.
## II $`U(N,q)`$ invariant interactions between bosons and fermions
It is reasonable to begin our discussion by recalling the definition of the group $`U(N,q)`$ . It acts in a vector space of quaternions:
$`\psi _a`$ $`=`$ $`\psi _{a,0}+i{\displaystyle \underset{r=\mathrm{1..3}}{}}\psi _{a,r}\sigma ^r\text{ and }\psi _a^{}=\psi _{a,0}i{\displaystyle \underset{r=\mathrm{1..3}}{}}\psi _{a,r}\sigma ^r`$ (2)
$`\psi _{a\mu }\text{ real for }a=1..N\text{}\mu =\mathrm{0..3}\text{}\stackrel{}{\sigma }=\text{Pauli matrices}`$
The $`\psi _{a\mu }`$ are real because we wish to think of the matrices $`i\sigma ^r`$, $`r=\mathrm{1..3}`$ as square roots of $`1`$. The transformation matrix $`g`$ is also quaternion valued, $`g=g^0+i\stackrel{}{g}\stackrel{}{\sigma }`$ with $`g_\mu `$, $`\mu =\mathrm{0..3}`$ real in order for the image to be a quaternion. As a further constraint, it must leave a quaternion valued length invariant:
$$\underset{a=1..N}{}\psi _a^{}\psi _a=\underset{a=1..N}{}(\psi ^{}g^+)_a(g\psi )_ag^+g=1$$
(3)
The properties of the Pauli matrices $`\stackrel{}{\sigma }`$ imply $`g^T=\sigma ^2\left(g^0i\stackrel{}{g}\stackrel{}{\sigma }\right)\sigma ^2`$ and $`g^+=g^0i\stackrel{}{g}\stackrel{}{\sigma }`$ from which we deduce $`g^T=\sigma ^2g^+\sigma ^2`$. In conjunction with $`g^+g=1`$ this latter relation implies $`g^T\sigma ^2g=\sigma ^2`$. The relations
$$g^+g=1\text{ and }g^T\sigma ^2g=\sigma ^2$$
(4)
can be restated by saying that $`U(N,q)`$ has two invariant tensors,$`\delta _{ab}\sigma _{\alpha \beta }^2`$ and $`\delta _{ab}\delta _{\alpha \beta }`$.
The quaternions $`\psi _a`$ $`\left(\psi _a\right)_{\sigma \tau }`$ of eq(2) are not all independent because they can be parametrized by only 4 real quantities for each value of $`a`$. To get rid of the redundant quantities, while keeping the attractive transformation properties of the quaternions, we define ”conventional” complex electron operators
$$\psi _{a\sigma }=\underset{\tau =1,2}{}\left(\psi _a\right)_{\sigma \tau }\xi _\tau \text{ , }\xi =\left(\begin{array}{c}1\\ 0\end{array}\right)$$
(5)
that have only one spinor index.
A nonvanishing average such as
$$<\psi _{a\sigma }(x)\sigma _{\sigma \tau }^2\psi _{a\tau }(y)>0$$
(6)
breaks charge but conserves $`U(N,q)`$ and pairing is therefore possible in an $`U(N,q)`$ extension of the Hubbard model.
Following the strategy described in we will introduce auxiliary boson fields via a Hubbard Stratonovich transformation. For this we need (i) an invariant quadratic form in the auxiliary bosons and (ii) an invariant interaction between the auxiliary bosons and some fermion bilinears. Both requirements are met if the auxiliary fields are infinitesimal generators of $`U(N,q)`$, so we consider them now. Writing finite transformations as $`g=\mathrm{exp}iz`$ , $`z=iz_0+\stackrel{}{z}\stackrel{}{\sigma }`$ with $`z_\mu `$ complex, for the moment, and using $`g^+g=1`$ and $`g^T\sigma ^2g=\sigma ^2`$ we find
$$z^+=z\text{ and }z^T\sigma ^2+\sigma ^2z=0$$
(7)
The first of these equations implies $`\left\{z_0^+=z_0,\stackrel{}{z}^+=\stackrel{}{z}\right\}`$ while the second means $`\left\{z_0^T=z_0,\stackrel{}{z}^T=\stackrel{}{z}\right\}`$. Both taken together imply that $`z_\mu `$ is real so that $`iz`$ is a quaternion valued matrix (and therefore $`g=\mathrm{exp}iz`$ also a quaternion). The preceding argument shows that $`U(N,q)`$ depends on a total of $`\frac{1}{2}N(N1)+\frac{3}{2}N(N+1)=2N^2+N`$ independent parameters. In particular, for $`N=1`$, there are $`3`$ generators, the antisymmetric matrix $`z_0`$ is absent and from the explicit parametrization $`g=\mathrm{exp}i\stackrel{}{z}\stackrel{}{\sigma }`$ we conclude that $`U(1,q)=SU(2)`$. This conclusion is also very natural in view of the definition of the group according to eq(3). The quadratic form in the Lie algebra
$`z^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}Tr(zz^+)={\displaystyle \frac{1}{2}}Tr\left(iz_0+\stackrel{}{z}\stackrel{}{\sigma }\right)(iz_0^++\stackrel{}{z}^+\stackrel{}{\sigma })`$ (8)
$`=`$ $`Tr(z_0z_0^++\stackrel{}{z}\stackrel{}{z}^+)={\displaystyle z_{ab}^\mu z_{ab}^\mu }`$ (9)
is positive and invariant and an invariant coupling between fermions and bosons is given by $`\psi ^+\left(iz^0+\stackrel{}{z}\stackrel{}{\sigma }\right)\psi `$. Because of its symmetry properties, $`z_\mu `$ couples only to roughly half the bilinears in $`\psi ^+`$and $`\psi `$ in this expression:
$`\psi ^+\left(iz_0+\stackrel{}{z}\stackrel{}{\sigma }\right)\psi `$ $`=`$ $`{\displaystyle }z_{ab}^0{\displaystyle \frac{i}{2}}[\psi _{a\alpha }^+\psi _{b\alpha }(ab)]+\stackrel{}{z}_{ab}{\displaystyle \frac{1}{2}}[\psi _{a\alpha }^+\stackrel{}{\sigma }_{\alpha \beta }\psi _{b\beta }+(ab)]={\displaystyle }z_{ab}^\mu J_{ab}^\mu `$ (10)
$`\text{with }J_{ab}^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}[\psi _{a\alpha }^+\sigma _{\alpha \beta }^\mu \psi _{b\beta }+h.c.]\text{ and }\sigma ^\mu =\{i,\stackrel{}{\sigma }\}`$ (11)
Indeed, symmetrization with respect to Hermitian conjugation amounts to symmetrization with respect to the indices $`a,b`$.
## III Hamiltonian and partition function
The infinitesimal generators $`z`$ can be converted into dynamical bosons $`z(\tau )`$ with the help of a Hubbard Stratonovich transformation:
$`const`$ $`=`$ $`{\displaystyle Dz\mathrm{exp}}{\displaystyle _0^\beta }𝑑\tau {\displaystyle \frac{1}{2}(z_{ab}^\mu +J_{ab}^\mu )^2}`$ (12)
$`const\mathrm{exp}{\displaystyle _0^\beta }𝑑\tau {\displaystyle \frac{1}{2}}{\displaystyle J_{ab}^\mu J_{ab}^\mu }`$ $`=`$ $`{\displaystyle Dz\mathrm{exp}}{\displaystyle _0^\beta }𝑑\tau {\displaystyle \frac{1}{2}\left(z_{ab}^\mu z_{ab}^\mu +2z_{ab}^\mu J_{ab}^\mu \right)}`$ (13)
It remains to find out what energy of interaction is represented by the expression $`\frac{1}{2}J_{ab}^\mu J_{ab}^\mu `$. This is done in eq(40) of the appendix and leads to
$`{\displaystyle \frac{1}{2}}{\displaystyle J_{ab}^0J_{ab}^0}+\stackrel{}{J}_{ab}\stackrel{}{J}_{ab}={\displaystyle \frac{1}{2}}{\displaystyle \left(\psi _a^+\psi _a\right)\left(\psi _b^+\psi _b\right)}\left(\psi _a^+\epsilon \psi _a^+\right)(\psi _b\epsilon \psi _b)\text{ + quadratic terms}`$ (14)
$`\text{ }\stackrel{N=1}{=}3n_{}n_{}\text{ + quadratic terms}`$ (15)
where $`\psi _b\epsilon \psi _b`$ means $`\psi _{b\sigma }\epsilon _{\sigma \tau }\psi _{b\tau }`$ and $`\epsilon =i\sigma ^2`$. As extrapolation of the Hamiltonian we choose, therefore
$$H_{int}=\frac{U}{3N}\left(\frac{1}{2}J_{ab}^\mu J_{ab}^\mu \right)=\frac{U}{6N}\left(\psi _a^+\psi _a\right)\left(\psi _b^+\psi _b\right)\left(\psi _a^+\epsilon \psi _a^+\right)(\psi _b\epsilon \psi _b)$$
(16)
This Hamiltonian collapses to the conventional expression for $`N=1`$ and, as we shall see below, it scales correctly in $`N`$ and has a simple topological expansion.
By appealing to the Trotter technique, the partition function of the Hubbard model may then be represented in path integral form:
$`Z`$ $`=`$ $`Tr\mathrm{exp}\beta \left(H_0+H_{int}\right)`$ (17)
$`=`$ $`const{\displaystyle D\psi Dz\mathrm{exp}}{\displaystyle 𝑑\tau \left[\psi ^{}(_t+h_0)\psi +\frac{1}{2}z_{xab}^\mu z_{xab}^\mu +\sqrt{\frac{U}{3N}}z_{xab}^\mu J_{xab}^\mu \right]}`$ (18)
$`=`$ $`{\displaystyle D\psi Dz\mathrm{exp}}{\displaystyle 𝑑\tau \left[\psi ^{}(_t+h_0)\psi +\frac{1}{2}z_{xab}^\mu z_{xab}^\mu +\sqrt{\frac{U}{3N}}\psi _{a\alpha }^+z_{xab}^\mu \sigma _{\alpha \beta }^\mu \psi _{b\beta }\right]}`$ (19)
Here $`h_0`$ is the hopping matrix of the model and we have used the fact noted above that $`z_{xab}^\mu `$ couples only to the symmetrized part of the current $`J_{xab}^\mu `$. A more compact and esthetically pleasing form of the action is:
$$S=𝑑\tau \left(\psi ^{}(_t+h_0)\psi +\frac{1}{4}Tr(zz^+)+\sqrt{\frac{U}{3N}}\psi ^+z\psi \right)\text{ with }z=\sigma ^\mu z^\mu \text{ }$$
(20)
## IV Feynman diagrams and ’t Hooft’s topological expansion
From eq(17) and using either textbook knowledge or auxiliary currents, we find the following bare propagators of the non interacting theory:
$`<`$ $`T\left\{\psi _{a\alpha }(1)\psi _{b\beta }^{}(2)\right\}>_0=\delta _{\alpha \beta }\delta _{ab}\left({\displaystyle \frac{1}{_t+h_0}}\right)(1,2)\stackrel{\text{full propagator}}{}\delta _{\alpha \beta }\delta _{ab}g(1,2)`$ (21)
$`<`$ $`T\left\{z_{a_1b_1}^{\mu _1}(1)z_{a_2b_2}^{\mu _2}(2)\right\}>_0=\delta _{\mu _1,\mu _2}\delta (1,2)P_{a_1b_1a_2b_2}^\mu \stackrel{\text{full propagator}}{}\delta _{\mu _1,\mu _2}d(1,2)P_{a_1b_1a_2b_2}^\mu `$ (22)
$`P_{a_1b_1a_2b_2}^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\delta _{a_1,a_2}\delta _{b_1,b_2}+(1)^{\delta _{\mu ,0}}\delta _{a_1,b_2}\delta _{b_1,a_2}\right]\text{}P^\mu P^\mu =P^\mu `$ (23)
The projector $`P^\mu `$ reflects the difference in symmetry properties between $`z_0`$ (antisymmetric) and $`z_i`$ (symmetric) for $`i=1,2,3`$. Above we have also indicated that the tensor structure of the full propagators is the same as that of the bare propagators, because of symmetry considerations . There is also a vertex
$$\sqrt{\frac{U}{3N}}\psi _{a\alpha }^+z_{xab}^\mu \sigma _{\alpha \beta }^\mu \psi _{b\beta }$$
(24)
where a particle hole excitation splits into its constituents. Propagators and vertex are graphically represented in figure 1
New, relative to the corresponding $`SU(N)`$ diagrams, is the presence of two terms in the boson propagator. Representing fermion propagators by oriented lines, boson double lines inherit an orientation from the electron lines that flow through a vertex. This inherited orientation, however, is not respected by the first term of the propagator in eq(21) and a consequence of this is illustrated in figure 2.
As in $`SU(N)`$ Yang Mills theory or in the $`SU(N)`$ Hubbard model a diagram can be viewed as a collection of index loops that are identified across double lines representing bosonic propagators. Each index loop spans a two dimensional area and in this way a topological surface gets associated with each diagram. By counting the number of vertices and index summations from each loop, we find that each diagram carries a weight (in powers of $`N`$) of
$`weight`$ $`=`$ $`N^{loops\frac{S_0}{2}}=N^{S_2\frac{S_0}{2}}\stackrel{S_1=\frac{3}{2}S_0}{=}N^\chi `$
$`\chi `$ $`=`$ $`S_2S_1+S_0`$
where $`S_2`$ is the number of loops or area like pieces, $`S_1`$ the number of propagators and $`S_0`$ the number of vertices and where $`S_1=\frac{3}{2}S_0`$ relates the number of propagators and vertices. In the present $`U(N,q)`$ extrapolation, non orientable surfaces contribute and a more general expression for the Euler characteristic must be used:
$`\chi =22hco`$
Here $`h`$ stands for handles, $`c`$ for crosscaps and $`o`$ for openings (see e.g. for a detailed discussion of the classification of surfaces). A ”crosscap” is the presence, in a loop, of a pair of identified segments, that are traversed with the same orientation. For large $`N`$, diagrams of the disk topology $`h=0=c`$, $`o=1`$ dominate and these can be easily summed (the sums of the nonleading diagrams for $`\chi =0`$ and $`\chi =1`$ are more complicated and will not be given here).
## V Coupled integral equations for the leading graphs
Let us compute the electronic self energy to second order in perturbation theory:
$`\mathrm{\Sigma }_{a_1\alpha _1,b_2\beta _2}(1,2)`$ $`=`$ $`{\displaystyle \frac{U}{3N}}<T\left\{\left[z^\mu (1)\sigma ^\mu \psi (1)\right]_{a_1\alpha _1}\left[\psi ^+(2)\sigma ^\mu z^\mu (2)\right]_{b_2\beta _2}\right\}>`$
$`=`$ $`{\displaystyle \frac{U}{3N}}<T\left\{z_{a_1\alpha _1|b_1\beta _1}(1)z_{a_2\alpha _2|b_2\beta _2}(2)\right\}><T\left\{\psi (1)_{b_1\beta _1}\psi ^+{}_{a_2\alpha _2}{}^{}(2)\right\}>`$
with $`z_{a\alpha |b\beta }z_{ab}^\mu \sigma _{\alpha \beta }^\mu `$. From eq(45) of the appendix we find
$`\mathrm{\Sigma }_{a_1\alpha _1,b_2\beta _2}(1,2)`$ $``$ $`\delta _{a_1b_2}\delta _{\alpha _1\beta _2}\sigma (1,2)`$
$`\sigma (1,2)`$ $`=`$ $`{\displaystyle \frac{U(2N+1)}{3N}}d(1,2)g(1,2)\stackrel{N\mathrm{}}{}{\displaystyle \frac{2U}{3}}d(1,2)g(1,2)`$
Strictly speaking, this is just lowest order perturbation theory. But to leading order in $`N`$ we get all the rainbow diagrams and these are summed by rendering the outermost rainbow explicit and we do indeed obtain the last equation with the full propagators (to leading order in $`N`$), but without vertex corrections (that are nonleading in $`N`$). We now compute the self energy of the bosons to leading order (our notation was indicated in eq(21):
$$\mathrm{\Pi }_{a_1b_1}^{\mu _1}|_{a_2b_2}^{\mu _2}(1,2)=\frac{U}{3N}<\left(\psi _{a_1\alpha _1}^+\sigma _{\alpha _1\beta _1}^{\mu _1}\psi _{b_1\beta _1}\right)(1)\left(\psi _{a_2\alpha _2}^+\sigma _{\alpha _2\beta _2}^{\mu _2}\psi _{b_2\beta _2}\right)(2)>$$
(25)
To lowest order this gives, upon using the invariant tensor properties of the fermion propagator
$`\mathrm{\Pi }_{a_1b_1}^{\mu _1}|_{a_2b_2}^{\mu _2}(1,2)`$ $`=`$ $`\pi (1,2)\left(\text{ }T^{\mu _1\mu _2}\right)_{a_1b_1a_2b_2}`$ (26)
$`\left(\text{ }T^{\mu _1\mu _2}\right)_{a_1b_1a_2b_2}`$ $`=`$ $`\delta _{b_1a_2}\delta _{b_2a_1}\delta _{\mu _1\mu _2}(1)^{\delta _{\mu 0}}`$ (27)
$`\pi (1,2)`$ $`=`$ $`{\displaystyle \frac{2U}{3N}}G(1,2)G(2,1)`$ (28)
It is shown in eq (55) of the appendix that the conventional Dyson equation for the propagator leads to a corresponding scalar Dyson equation for $`d`$:
$`d={\displaystyle \frac{1}{d_0^1\pi }}`$
The coupled integral equations
$`d`$ $`=`$ $`{\displaystyle \frac{1}{d_0^1\pi }}\text{ and }g={\displaystyle \frac{1}{g_0^1\sigma }}`$ (29)
$`\sigma (1,2)`$ $`=`$ $`{\displaystyle \frac{\delta \mathrm{\Phi }}{\delta g(2,1)}}\text{ and }\pi (1,2)={\displaystyle \frac{2}{N}}{\displaystyle \frac{\delta \mathrm{\Phi }}{\delta d(2,1)}}`$ (30)
$`\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{U}{3}}g(1,2)d(1,2)g(2,1)`$ (31)
must be solved self consistently. Using the differential form of Dyson’s equations
$`\sigma (1,2)`$ $`=`$ $`{\displaystyle \frac{\delta }{\delta g(2,1)}}Tr\left(\mathrm{log}gg/g_0\right)`$ (32)
$`\pi (1,2)`$ $`=`$ $`{\displaystyle \frac{\delta }{\delta d(2,1)}}Tr\left(\mathrm{log}dd/d_0\right)`$ (33)
and eq(29) we find that the functional
$`\mathrm{\Omega }=\mathrm{\Phi }+Tr\left(\mathrm{log}gg/g_0\right){\displaystyle \frac{N}{2}}Tr\left(\mathrm{log}dd/d_0\right)`$
is stationary with respect to variations in $`g`$ and $`d`$. To understand the factor $`\frac{N}{2}`$, we note that the theory contains $`2N`$ complex fermions and $`2N^2`$ real bosons or $`\frac{N}{2}`$ times as many more complex bosons than fermions.
This leading generating functional is of the same form as a corresponding leading functional of the $`SU(N)`$ theory that was written down previously which is consistent with a general idea that different groups have the same leading asymptotics, once their dimensions are taken large. Differences appear, however, at the first nonleading order, because of the nonorientable part of the boson propagator.
## VI Conclusions
The main results of this paper are the following:
* we constructed an $`U(N,q)`$ extrapolation of the correlation problem that is dominated by planar diagrams at large $`N`$ and which permits pairing -
* the surfaces associated with the diagrams of this $`U(N,q)`$ theory now include non orientable ones -
* at the leading planar level, the integral equations and generating functional are of the same form as in the $`SU(N)`$ case.
It is very encouraging that the planar diagram approach to the correlation problem permits pairing, once an appropriate extrapolation is chosen. This is absolutely essential for its future use in investigating low temperature superconducting order in models of doped ceramics, organic conductors and other systems of interest. By using quaternion like objects, one has kept one of the crucial features of the electrons, their spinor character.
Regarding magnetic ordering, it is unclear at present whether antiferromagnetism at half filling will persist also for $`N>1`$ in this extrapolation. It is conceivable that the magnetization $`\left(\psi ^+L_A\psi \right)_x`$, with $`L_A`$ a basis in the space of generators of $`U(N,q)`$, arranges itself to be antiparallel (in the sense of the metric $`g_{AB}=TrL_AL_B^+`$) at neighboring points $`x`$ on a bipartite lattice, in a similar fashion as discussed in .
It remains to find out, whether the small parameter 1/N introduced here is ”small enough” to confer predictive power to our approach. So far the only favorable indication we have is the overall agreement of the leading diagrams with those of FLEX plus the many interesting results obtained in this approximation . If the present approach is successful, it will sharpen the FLEX method and a number of tough problems in the domaine of strongly correlated electrons will become transparent.
Acknowledgments
I am indebted to T. Dahm (Tuebingen) for continued correspondence on the FLEX approach, to members of Laboratoire de Chimie Quantique (Toulouse) and Theoretische Festkoerperphysik (Tuebingen) for lively discussions and useful comments, to G. Robert and A. Zvonkin (Bordeaux) for discussions on graphs and surfaces, to P. Sorba (Annecy) for comments on $`U(N,q)`$, to B. Bonnier for encouragement and to S.Villain-Guillot for a critical reading of the manuscript.
## VII Appendix
### A Calculation of $`J_{ab}^\mu J_{ab}^\mu `$
We use the definition $`J_{ab}^\mu =\frac{1}{2}[\psi _{a\alpha }^+\sigma _{\alpha \beta }^\mu \psi _{b\beta }+h.c.]`$ with $`\sigma ^\mu =\{i,\stackrel{}{\sigma }\}`$ and calculate $`J_{ab}^\mu J_{ab}^\mu `$ in two steps via $`J_{ab}^\mu J_{ab}^\mu =J_{ab}^0J_{ab}^0+\stackrel{}{J}_{ab}\stackrel{}{J}_{ab}`$. First we determine $`J_{ab}^0J_{ab}^0:`$
$`{\displaystyle J_{ab}^0J_{ab}^0}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle }[\psi _{a\tau }^+\psi _{b\tau }(ab)][\psi _{a\sigma }^+\psi _{b\sigma }(ab)]`$ (34)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }\left(\psi _a^+\psi _b\right)\left(\psi _a^+\psi _b\right)+\left(\psi _b^+\psi _a\right)\left(\psi _a^+\psi _b\right)`$ (35)
Second we determine $`\stackrel{}{J}_{ab}\stackrel{}{J}_{ab}:`$
$`{\displaystyle \stackrel{}{J}_{ab}\stackrel{}{J}_{ab}}`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{1}{2}}\psi _{a\alpha }^+\stackrel{}{\sigma }_{\alpha \beta }\psi _{b\beta }[\psi _{a\gamma }^+\stackrel{}{\sigma }_{\gamma \delta }\psi _{b\delta }+(ab)]`$ (36)
$`=`$ $`{\displaystyle }{\displaystyle \frac{1}{2}}\psi _{a\alpha }^+\psi _{b\beta }[\psi _{a\gamma }^+\psi _{b\delta }+(ab)](2\delta _{\alpha \delta }\delta _{\beta \gamma }\delta _{\alpha \beta }\delta _{\gamma \delta })`$ (38)
$`\stackrel{}{=}{\displaystyle }\left(\psi _a^+\psi _b\right)\left(\psi _a^+\psi _b\right)\left(\psi _a^+\psi _a\right)\left(\psi _b^+\psi _b\right){\displaystyle \frac{1}{2}}\left(\psi _a^+\psi _b\right)(\psi _a^+\psi _b){\displaystyle \frac{1}{2}}\left(\psi _a^+\psi _b\right)(\psi _b^+\psi _a)`$
The symbol $`\stackrel{}{=}`$ means modulo quadratic terms that correspond to an extra chemical potential. Combining eqs(34,36) we obtain
$$J_{ab}^0J_{ab}^0+\stackrel{}{J}_{ab}\stackrel{}{J}_{ab}\stackrel{}{=}\left(\psi _a^+\psi _a\right)\left(\psi _b^+\psi _b\right)2\left(\psi _a^+\psi _b\right)\left(\psi _a^+\psi _b\right)$$
(39)
Because there are only two spinor components we have $`\left(\psi _a^+\psi _b\right)\left(\psi _a^+\psi _b\right)=\frac{1}{2}\left(\psi _a^+\epsilon \psi _a^+\right)\left(\psi _b\epsilon \psi _b\right)`$. Using this on eq(39) we find the required relation
$$J_{ab}^0J_{ab}^0+\stackrel{}{J}_{ab}\stackrel{}{J}_{ab}=\left(\psi _a^+\epsilon \psi _a^+\right)(\psi _b\epsilon \psi _b)\left(\psi _a^+\psi _a\right)\left(\psi _b^+\psi _b\right)\text{ + quadratic terms}$$
(40)
### B Calculation of $`<T\left\{\left[z(1)\psi (1)\right]_{a_1\alpha _1}\left[\psi ^+(2)z(2)\right]_{b_2\beta _2}\right\}>`$
It is convenient to organize the algebra as follows
$$<T\left\{\left[z(1)\psi (1)\right]_{a_1\alpha _1}\left[\psi ^+(2)z(2)\right]_{b_2\beta _2}\right\}>=<T\left\{z_{a_1\alpha _1|b_1\beta _1}(1)z_{a_2\alpha _2|b_2\beta _2}(2)\right\}><T\left\{\psi (1)_{b_1\beta _1}\psi ^+(2)_{a_2\alpha _2}\right\}>$$
(41)
$`<T\left\{z(1)z(2)\right\}>`$ is linearly related to $`<T\left\{z_{a_1b_1}^{\mu _1}(1)z_{a_2b_2}^{\mu _2}(2)\right\}>`$ for which we have an expression in eq(21) of the body of the paper:
$`<`$ $`T\left\{z_{a_1\alpha _1|b_1\beta _1}(1)z_{a_2\alpha _2|b_2\beta _2}(2)\right\}>={\displaystyle \underset{\mu }{}}\sigma _{\alpha _1\beta _1}^\mu \sigma _{\alpha _2\beta _2}^\mu <T\left\{z_{a_1b_1}^\mu (1)z_{a_2b_2}^\mu (2)\right\}>`$ (42)
$`=`$ $`{\displaystyle \underset{\mu }{}}\sigma _{\alpha _1\beta _1}^\mu \sigma _{\alpha _2\beta _2}^\mu d(1,2){\displaystyle \frac{1}{2}}\left[\delta _{a_1,a_2}\delta _{b_1,b_2}+(1)^{\delta _{\mu ,0}}\delta _{a_1,b_2}\delta _{b_1,a_2}\right]`$ (43)
$`=`$ $`d(1,2)\delta _{a_1,a_2}\delta _{b_1,b_2}{\displaystyle \frac{1}{2}}\sigma _{\alpha _1\beta _1}^\mu \sigma _{\alpha _2\beta _2}^\mu +d(1,2)\delta _{a_1,b_2}\delta _{b_1,a_2}{\displaystyle \frac{(1)^{\delta _{\mu ,0}}}{2}}\sigma _{\alpha _1\beta _1}^\mu \sigma _{\alpha _2\beta _2}^\mu `$ (44)
with $`\sigma ^\mu =\{i,\stackrel{}{\sigma }\}`$. We use the relations $`\frac{1}{2}\sigma _{\alpha _1\beta _1}^\mu \sigma _{\alpha _2\beta _2}^\mu =\epsilon _{\alpha _1\alpha _2}\epsilon _{\beta _1\beta _2}`$ and $`\frac{1}{2}\sigma _{\alpha _1\beta _1}^\mu \sigma _{\alpha _2\beta _2}^\mu (1)^{\delta _{\mu ,0}}=\delta _{\alpha _1\beta _2}\delta _{\beta _1\alpha _2}`$ in eq(42) to obtain:
$`<T\left\{z_{a_1\alpha _1|b_1\beta _1}(1)z_{a_2\alpha _2|b_2\beta _2}(2)\right\}>=d(1,2)\left(\delta _{a_1,b_2}\delta _{\alpha _1\beta _2}\delta _{b_1,a_2}\delta _{\beta _1\alpha _2}\delta _{a_1,a_2}\epsilon _{\alpha _1\alpha _2}\delta _{b_1,b_2}\epsilon _{\beta _1\beta _2}\right)`$
where we recognize the basic invariant tensors of the group $`U(N,q)`$. Invoking the tensor character of the fermion propagator in eq(21) , the expression in eq(41) reduces to
$`<`$ $`T\left\{z_{a_1\alpha _1|b_1\beta _1}(1)z_{a_2\alpha _2|b_2\beta _2}(2)\right\}><T\left\{\psi (1)_{b_2\beta _1}\psi ^+(2)_{a_2\alpha _2}\right\}>`$ (45)
$`=`$ $`d(1,2)\left(\delta _{a_1,b_2}\delta _{\alpha _1\beta _2}\delta _{b_1,a_2}\delta _{\beta _1\alpha _2}\delta _{a_1,a_2}\epsilon _{\alpha _1\alpha _2}\delta _{b_1,b_2}\epsilon _{\beta _1\beta _2}\right)g(1,2)\delta _{b_1a_2}\delta _{\beta _1\alpha _2}`$ (46)
$`=`$ $`d(1,2)g(1,2)\left(2N+1\right)\delta _{a_1,b_2}\delta _{\alpha _1\beta _2}`$ (47)
which is the desired expression.
### C Scalar form of the bosonic Dyson equation
It remains to see how this self energy modifies the scalar coefficient $`D(1,2)`$. We must evaluate the sum
$$D=D_0+D_0\mathrm{\Pi }D_0+\mathrm{}=D_0\left(\mathrm{\Pi }D_0\right)^n=D_0\frac{1}{1\mathrm{\Pi }D_0}\stackrel{\mathrm{?}\mathrm{?}}{=}\frac{1}{D_0^1\mathrm{\Pi }}$$
(48)
$`D_0`$ is proportional to a projector $`P`$ onto matrices of definite symmetry type, its inverse $`D_0^1`$ does not exist and, at first glance, Dyson’s equation appears ill defined. In any case we need a Dyson type equation for the scalar quantity $`d`$ that encapsulates the information of $`D`$. The quantities entering the series in eq(48) are
$`D(1,2)`$ $`=`$ $`\delta _{\mu _1,\mu _2}d(1,2)P^\mu \text{ ”projection”}`$ (49)
$`\mathrm{\Pi }^{\mu _1,\mu _2}`$ $`=`$ $`\pi (1,2)\delta _{\mu _1\mu _2}(1)^{\delta _{\mu 0}}T^\mu \text{ ”transposition”}`$ (50)
with $`:`$ (51)
$`P^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\delta _{a_1,a_2}\delta _{b_1,b_2}+(1)^{\delta _{\mu ,0}}\delta _{a_1,b_2}\delta _{b_1,a_2}\right]`$ (52)
$`T^\mu `$ $`=`$ $`(1)^{\delta _{\mu 0}}\delta _{b_1a_2}\delta _{b_2a_1}\text{ ”transposition”}`$ (53)
Our definitions were chosen so that the matrices are contracted with each other in the same order as one writes them. The relations
$$T^\mu P^\mu =P^\mu T^\mu $$
(54)
come as no surprise and they mean that the operator $`\mathrm{\Pi }^{\mu _1,\mu _2}`$ acts as a multiplication by the scalar $`\pi (1,2)`$. We can now sum up the series eq(48)
$`D`$ $`=`$ $`D_0+D_0\mathrm{\Pi }D_0+\mathrm{}=Pd_0{\displaystyle \underset{n=0..\mathrm{}}{}}\left(\pi d_0\right)^n=Pd_0{\displaystyle \frac{1}{1\pi d_0}}={\displaystyle \frac{P}{d_0^1\pi }}`$ (55)
$``$ $`d^1=d_0^1\pi `$ (56)
where $`\left(\pi d_0\right)^n`$ is meant in the sense of convolutions and the last equation is the desired scalar Dyson equation. |
warning/0001/astro-ph0001044.html | ar5iv | text | # Interferometric 12CO Observations of the Central Disk of NGC 4631: An Energetic Molecular Outflow
## 1 Introduction
NGC 4631 is one of the best examples of a nearby edge-on galaxy with a star formation driven outflow resulting in a bright and extended gaseous halo. This is seen in many tracers: H$`\alpha `$ (Rand, Kulkarni, & Hester 1992; Hoopes, Walterbos, & Rand 1999), radio continuum (e.g. Ekers & Sancisi 1977; Hummel & Dettmar 1990; Golla & Hummel 1994), and X-rays (Wang et al. 1995; Vogler & Pietsch 1996). This galaxy is undergoing interactions with two companions, NGC 4627 and NGC 4656, and shows a complex pattern of tidal features seen in HI (Weliachew, Sancisi, & Guélin 1978; Rand 1994), and more recently to a lesser extent in cold dust (Neininger & Dumke 1999). It also shows two large and highly energetic HI supershells (Rand & van der Hulst 1993), the origin of which is not clear (Rand & Stone 1996; Loeb & Perna 1998). The disturbances to the disk resulting from the interactions may have caused the rather high level of star formation \[$`L_{H\alpha }=1.6\times 10^{41}`$ ergs s<sup>-1</sup>, uncorrected for internal extinction (Rand, Kulkarni & Hester 1992)\].
The above-mentioned gaseous halos are particularly bright above the central 4 kpc of the disk, where almost all of the <sup>12</sup>CO $`J=10`$ emission is found (Golla & Wielebinski 1994; hereafter GW). The CO observations show a rigidly rotating inner disk with a total molecular mass of $`9\times 10^8`$ M. Whether the inner 4-kpc structure might be a bar is a subject of debate (e.g. Roy, Wang, & Arsenault 1991; GW). It is conceivable that the interactions have driven much of the dense ISM into the central regions of the galaxy, providing the fuel for the strong star formation activity.
NGC 4631 provides us with an excellent opportunity to study star formation, galaxy interactions, possible radial inflows, and the production of gaseous halos, and thus deserves continued investigation. Therefore, to probe further the structure and kinematics of the central concentration of dense gas, we have observed it in the <sup>12</sup>CO $`J=10`$ line with the Berkeley-Illinois-Maryland Array (BIMA).
## 2 Observations
The data were taken in September 1995 in the C configuration of the BIMA array, with baselines ranging from 12 to 52 m. A single track was obtained, with an approximate on-source integration time of five hours. The primary beam of the antennae is 100” at the 2.6 mm wavelength of the <sup>12</sup>CO $`J=10`$ transition. The quasar 3C273 was used for flux calibration. While observing NGC 4631, pointing was switched every 50 seconds between two positions with offsets of 25” east and 15” west of a position near the radio nucleus \[R.A. 12<sup>h</sup> 42<sup>m</sup>07.7<sup>s</sup>, Dec. 32 32’ 29” (2000.0); Duric, Seaquist, & Crane 1982), ensuring that the all of the entire bright emission from the central regions mapped by GW was contained within the primary beams. Calibration, mapping, and cleaning were carried out with the MIRIAD package (Sault et al. 1995), using the ’mosaic’ option in the program ’invert’ to create a mosaic dirty map of the two fields. The emission was bright enough to allow self-calibration to be performed. For each pointing a clean map was initially produced and used as a model in the MIRIAD program ’selfcal’. The self-calibrated $`uv`$-data were then used to create a new clean map, which became the new model for the next iteration. Convergence was achieved after four iterations. The clean beam has dimensions 9.8”x6.7” (P.A. –82). The noise in the final channel maps is 130 mJy (beam)<sup>-1</sup> or 0.2 K. A total intensity map was formed from emission in the range $`V_{lsr}=440820`$ km s<sup>-1</sup>, using data above 2$`\sigma `$ in each channel. The systemic velocity of NGC 4631 is $`V_{lsr,sys}=618`$ km s<sup>-1</sup> (Rand 1994), and we adopt the commonly used distance of 7.5 Mpc (Hummel, Sancisi, & Ekers 1984).
## 3 Results
### 3.1 General Structure
Figure 1 shows the map of total CO intensity, including the FWHM of the primary beam for the two pointings, while Figure 2 shows the same map overlaid on H$`\alpha `$ and red-continuum CCD images from Rand, Kulkarni, & Hester (1992). Some emission at the western end of the CO distribution is beyond the FWHM of the western primary beam and may not be real or accurately mapped. Other isolated features above the plane which reach only the first contour level (2$`\sigma `$) are not significant enough to be considered real. Position-velocity diagrams parallel to the major axis of the galaxy are shown in Figure 3. The major axis position angle of 86 is the large-scale value derived from HI data (Rand 1994).
The basic CO structure and kinematics of the central region have been analyzed in detail by GW; hence, we only briefly discuss them here, and focus on the small-scale features revealed by the high resolution (§3.2). The emission shows a continuous structure with maxima at either end. The central minimum is at the position of the HI kinematic center (Rand 1994). The brightening towards the far ends of these features is consistent with previous single-dish observations (GW; Sofue et al. 1990; Sofue, Handa, & Nakai 1989), and suggests a ring or bar-like structure of length $``$ 4 kpc. The spectra of GW show that the emission falls off sharply beyond the radius of this structure. The “bend” noted by GW is even more noticeable here: the eastern half is elongated along a position angle $`90^{}`$ while the position angle of the western half is $`7580^{}`$. In this way, the central region reflects the well-known overall bend of the galaxy. This bend causes an exaggeration of the E-W asymmetry of the emission in the position-velocity ($`lv`$) diagrams: with the northern (southern) slices showing brighter emission from the eastern (western) end. The midplane $`lv`$ diagram indicates rigid rotation with a slope of 1.9 km s<sup>-1</sup> arcsec<sup>-1</sup>, in agreement with the slope measured from the CO 2–1 map of GW. Velocities reach about 130 km s<sup>-1</sup> from the systemic velocity.
The bright concentration at the eastern end of the emission shows a two-peaked velocity profile in a few cuts in Figure 3. The concentration at the western end does not show a clear bifurcation, but the velocity width is relatively large, similar to the eastern concentration. These kinematics could be due to localized events (see §3.2), or they may indicate non-circular motions. In particular, at the ends of a bar, gas streaming nearly perpendicular to the bar – on nearly circular orbits where the spiral pattern begins – may run into gas streaming along the bar (e.g. Regan, Vogel, & Teuben 1997), creating a shock (see also Roberts, Huntley, & van Albada 1979) or at least orbit crowding. The CO velocity field at the transition between the bar and the spiral arms in M83 has been interpreted in this way (Kenney & Lord 1991). This flow convergence may lead to bright regions of star formation, as observed at the ends of many bars, although more often in SBb galaxies (Phillips 1993). A high level of star formation at this CO peak is indicated by bright H$`\alpha `$, X-ray and radio continuum emission, as discussed in §3.2.
Against the bar hypothesis is the fact that nothing else in the $`lv`$ diagram strongly suggests a bar, such as the expected “parallelogram” appearance of the emission due to $`x_1`$ orbits parallel to the bar potential (Binney et al. 1991). This conclusion was also reached by GW. Only for a bar viewed side-on do the $`x_1`$ orbits occupy a narrow locus in $`lv`$ diagrams (see Figure 8 of García-Burillo & Guélin 1995). In support of such a perspective is that NGC 4631 has one of the most slowly rising CO rotation curves of the 14 galaxies studied by Sofue et al. (1997), as might be expected for a side-on view of a bar. However, the low slope of the rotation curve could simply be due to the almost complete lack of a visible bulge. Furthermore, there is no indication of gas on $`x_2`$ orbits perpendicular to the bar, deep in the potential (cf. Figure 1 of Binney et al. 1991). These are particularly noticeable in side-on views. A lack of molecular gas in the inner parts of the bar could be responsible. Alternatively, the bar may not have an ILR (e.g. Athanassoula 1992). For the modeled HI rotation curve of Rand (1994), this would imply a bar pattern speed of $`20`$ km s<sup>-1</sup> kpc<sup>-1</sup>. Hence, a bar cannot be ruled out but there is little evidence to support anything more complex than a ring structure. Nevertheless, even a ring may represent a resonant response to a bar potential, but again there is little supporting evidence for a bar, particularly in the stellar emission (see below). There may still be lower-level non-circular motions, however, given that slightly non-axisymmetric bulges are common in spirals (Zaritsky & Lo 1986), and given the many other disturbances to this galaxy.
HI data in this central region show a rise in velocity very similar to the CO data, but no evidence of a central minimum. It is more difficult to discern a bar in the HI data because of confusion with the larger, differentially-rotating disk. There is evidence of broadened velocity profiles in the central 4’. The model HI cube of Rand (1994) featured a velocity dispersion dictated by the rate of falloff of emission at the terminal velocity in the differentially rotating component. This choice produced generally broader profiles than observed in the central 4’, most likely indicating non-circular motions, but whether they are due to an inner bar or to spiral structure cannot be determined.
The disturbed optical appearance in the central regions, the lack of a discernable bulge, and the lack of near-IR imaging of this galaxy make it difficult to appeal to the stellar distribution to aid in discerning a bar. Such a structure might be inferred from a boxy or peanut-shaped bulge, as in, for example, NGC 4013, where the CO distribution clearly shows evidence for bar-driven orbits (García-Burillo, Combes, & Neri 1999). In NGC 4631, the central regions in the red image (Figure 2b) show a very irregular morphology, due to some combination of irregular stellar and dust distributions.
The central regions of NGC 4631 have been recently mapped in submillimeter continuum emission by three different groups (Braine et al. 1995; Alton, Davies, & Bianchi 1999; Neininger & Dumke 1995). The CO map in general resembles these maps rather well in that they all show a central structure of about 4 kpc extent with emission enhancements near the ends. The prominent extraplanar feature seen in the 1.3mm continuum map of Braine et al. (1995), extending about 1’ southward of the eastern complex, is not seen in CO. It is not likely to have been resolved out, since essentially all of its structure is on scales to which the CO map is sensitive. Using the conversion of 1.3mm surface brightness to gas mass given by Braine et al., the typical gas surface density in this filament should be of order 200 M pc<sup>-2</sup>. If all of this gas were molecular and detectable in CO, we should expect emission in our map at a typical level of 30 Jy (beam)<sup>-1</sup> km s<sup>-1</sup>, or 6$`\sigma `$. This is clearly not seen. Possibilities are that the dust is associated with HI gas, the gas to dust ratio is much lower in NGC 4631, any molecular gas in the spur is too cold to emit substantially in the CO lines, or the emission is spurious. For the main central 2’ feature at least, the agreement of the derived mass with the total HI+H<sub>2</sub> mass is better than a factor of 2 (Braine et al.), suggesting that the essential conversion from 1.3mm emission to total gas mass is reasonably accurate. It is difficult to extend this conclusion to the high-$`z`$ gas, however. More relevant is that the feature is not seen in the 1.2mm map of Neininger & Dumke (1999), which has very similar resolution and sensitivity. It may well be spurious.
On the other hand, the beginnings of the loop south of the nucleus in Braine et al.’s map coincide with a CO spur extending south from the western half of the emission; these in turn may be associated with an extraplanar H$`\alpha `$ feature (Figure 2). The 850 $`\mu `$m continuum map of Alton et al. (1999) also shows extraplanar emission just south of this CO spur.
The 1.4 GHz map of Golla (1999) at 1.45” resolution shows much agreement with the CO distribution on scales of a few arcseconds, including bright concentrations coincident with the two CO peaks at each end of the main structure, and a relative deficit of emission between them. Earlier radio maps also show a concentration of synchrotron emission in the central 4 kpc of the disk (e.g. Ekers & Sancisi 1977, Duric et al. 1982; Golla & Hummel 1994).
Most of the diffuse extraplanar H$`\alpha `$ emission (Figure 2; see also Hoopes, Walterbos, & Rand 1999) is found above and below the 4-kpc extent of the CO emission. The quasi-vertical double-worm structure reported by RKH does not rise from the center of the CO structure but from a position about 700 pc to the east. Diffuse, soft X-ray halo emission generally surrounds the inner disk and is brightest in the approximate radial range of the CO emission, as seen in the overlay of the ROSAT PSPC map from Vogler & Pietsch (1996), kindly provided by A. Vogler, and the CO map in Figure 4a (see also Wang et al. 1995). Finally, bright polarized emission at 4.88 and 8.46 GHz is found in the halo above this region of the disk, where the inferred intrinsic magnetic field runs largely perpendicular to the major axis (Golla & Hummel 1994). All of these associations suggest active star formation and outflow of gas into the halo. All three halo tracers are brighter on the north side of the CO emission than the south side.
Assuming a conversion between CO brightness and H<sub>2</sub> column density of $`X=2.3\times 10^{20}\mathrm{mol}\mathrm{cm}^2(\mathrm{K}\mathrm{km}\mathrm{s}^1)^1`$, the total molecular mass detected is $`1.0\times 10^9`$ M. Within the uncertainties, this value agrees with the estimate of GW for the central 140” (using the same value of $`X`$), suggesting that little, if any, emission has been resolved out by our observations.
### 3.2 An Unusual Extraplanar Feature
The most important new result from this observation is the filamentary and shell-like emission found north of the eastern end of the main CO feature. A weaker feature is also seen to the south. The extraplanar emission is detected up to 750 pc above the midplane of the CO distribution. Although the galaxy is not quite edge-on, it is unlikely that the feature is in the plane of the galaxy. At $`i=86^{}`$, it would have to extend about 10 kpc along the midplane to explain the apparent extent parallel to the minor axis. Also, kinematically, in a highly inclined, differentially rotating disk, one would expect the feature to show a smooth gradient towards lower observed velocities with increasing distance from the major axis if it were in the disk. Although its kinematics are complex (see below), it does not show such a signature. The mass of the feature is estimated at roughly 10<sup>8</sup> M, using the above value of $`X`$. It splits into a quasi-linear feature on the west side, rising to the north-west, and a more shell-like feature on the east side, suggesting that it may have been produced by two events.
Figure 5 shows position-velocity diagrams parallel to the R.A. axis in the region of this feature, covering its full vertical extent. The disk emission below the feature is the brightest in the map and kinematically splits into two components, as discussed above, with the lower velocity component deviating somewhat from the general trend of velocity with position. Just to the east of the bright disk feature, most of the emission centers around $`V_{lsr}750`$ km s<sup>-1</sup>, while fainter emission is seen at $`V_{lsr}680`$ km s<sup>-1</sup> (more apparent in the $`3^{\prime \prime }`$ panel).
Velocities in the western, filamentary component of the extraplanar feature (best seen in the 12, 15 and 18” panels at R.A. offsets around –12”) center around $`V_{lsr}=680`$ km s<sup>-1</sup>, a typical velocity for its distance along the major axis, and no clear trend of velocity with position can be identified as a clue to its nature. However, in the eastern extraplanar feature (around R.A. offset 12”), the two disk components at $`V_{lsr}750`$ km s<sup>-1</sup> and $`V_{lsr}680`$ km s<sup>-1</sup> are seen up to the 15” panel (also to the –6” panel). This velocity splitting may indicate a structure expanding at $`v70`$ km s<sup>-1</sup>. Given that the eastern feature accounts for slightly more than half the emission, the equivalent kinetic energy of a spherically expanding shell would be enormous: $`23\times 10^{54}`$ erg, comparable to the two HI supershells. On the other hand, there are other possible sources of peculiar kinematics at this radius, as discussed above, and the line splitting may have an orbital origin, although the evidence is inconclusive.
Another indication of the energy involved in creating such an outflow comes from an estimate of the potential energy of the gas mass at its height above the plane. This has been estimated for several dust clouds above the disk of NGC 891 by Howk & Savage (1997). Unfortunately, the estimate depends on the rather poorly known total midplane mass density and scale height. The potential energy is given by:
$$\mathrm{\Omega }=10^{52}\mathrm{ergs}(\frac{M}{10^5M_{\mathrm{}}})(\frac{z_0}{700\mathrm{p}\mathrm{c}})(\frac{\rho _0}{0.185M_{\mathrm{}}\mathrm{pc}^3})\mathrm{ln}[\mathrm{cosh}(z/z_0)]$$
(1)
where $`z_0`$ is the total mass scale height, $`\rho _0`$ is the total midplane mass density and $`M`$ is the mass of the high-$`z`$ feature. The $`B`$band scale-height has been determined by Hummel & Dettmar (1990) to be about 1 kpc. This may be a poor estimate of the true mass scale height, which itself could vary significantly around this disturbed galaxy. However, use of this value should still give a rough estimate of the energies involved. The total mass density is unknown but presumably less than in NGC 891 or the Milky Way given the low rotation speed of 140 km s<sup>-1</sup> (Rand 1994). Using the above molecular gas mass and an average height above the plane of 500 pc, the potential energy is then
$$\mathrm{\Omega }=2\times 10^{54}\mathrm{ergs}(\frac{\rho _0}{0.185M_{\mathrm{}}\mathrm{pc}^3})$$
(2)
comparable to the kinetic energy estimate. Of course, this analysis does not account for energy radiated away or converted to thermal or turbulent motions.
The bright disk emission below this feature abuts the western edge of the very bright complex of HII regions CM65, CM66, and CM67 (Crillon & Monnet 1969; Roy et al. 1991), suggesting a region of intense star formation. In fact, the eastern, shell-like extraplanar feature almost appears to surround the peak of H$`\alpha `$ (and associated red continuum) emission (Figure 2). The H$`\alpha `$ luminosity from this complex, measured from the image of Rand, Kulkarni, & Hester (1992), is $`6\times 10^{39}`$ erg s<sup>-1</sup> (uncorrected for extinction), about equal to that of 30 Doradus in the LMC (Kennicutt & Hodge 1986). Roy et al. (1991) noted a complex velocity structure for these HII regions, with components at $`V_{lsr}`$ = 641, 687, and 753 km s<sup>-1</sup>. Thus, both CO and H$`\alpha `$ emission show a large range of velocities, and there is some correlation of these components between the two tracers. Of course, it must be recalled that the disk emission may have a significant extent along the line of sight (for instance if it is part of a ring viewed along the tangent point), and this may explain, at least in part, why it is so bright in several ISM tracers. There are no well-defined extraplanar H$`\alpha `$ features which are associated with the CO emission. In particular, the double-worm structure lies between this CO structure and the center of the molecular ring. It may originate from a star-forming complex elsewhere on the ring.
X-rays from this part of the disk provide further evidence for a high rate of star formation. Figure 4b shows the CO emission with contours of X-ray emission from the “adaptive-filtered” ROSAT HRI (0.1–2.4 keV) image of Vogler & Pietsch (1996). The filtering technique smooths the original HRI image with a kernel whose size depends on the image intensity, thus enhancing low-level diffuse emission while retaining high resolution for bright, compact features. No X-ray feature can be specifically associated with the molecular outflow, but the bright concentration of disk CO emission beneath it is coincident within the positional uncertainties with the brightest peak of X-ray emission in the inner disk. This source has a luminosity, corrected for Galactic absorption, of $`8\pm 3\times 10^{37}`$ erg s<sup>-1</sup> (0.1–2.4 keV), and is too weak to obtain a spectrum. This luminosity is a lower limit due to unaccounted for absorption in NGC 4631, and is comparable to those of the X-ray sources in M101 postulated to be hypernova remnants by Wang (1999).
Coincident with these disk CO and X-ray sources is a bright source of radio emission in Golla’s (1999) 1.4 GHz map at 1.45”. This source resolves into five features in a 4.86 GHz map at sub-arcsecond resolution, four of which have thermal spectra. Golla & Hummel (1994) trace one of the radio continuum spurs back down to the CM67 region in the disk. None of the extraplanar emission from cold dust found by Neininger & Dumke (1999) appears to be associated with the CO feature. Examination of the HI data cube of NGC 4631 at 12”x22” (Rand 1994) shows no obvious associated kinematic or morphological peculiarities.
Hence, there is much evidence for a very intense region of star formation at in this disk location, and an extraplanar radio continuum filament also seems to be associated with the CO feature.
### 3.3 Possible Origins of the Extraplanar Feature
It is difficult to conclude much about the origin of this feature at this point. If the kinetic energy is of order 10<sup>54</sup> ergs, then it may be difficult to explain it as a result of stellar winds and supernovae, as was the case for the two large HI supershells (Rand & van der Hulst 1993). One would require of order 10,000 supernova progenitors. Alternatively, it may be due to the impact of a rather massive high-velocity cloud, an explanation considered by Rand & Stone (1996) for the HI supershells (there, an impactor of about 10<sup>7</sup> M was required). The impact may have triggered the star formation in the disk at this location. In this case, the X-ray emission would be due to the resulting supernovae, as the collision itself would not be able to heat gas to X-ray emitting temperatures. An examination of the HI data of Rand (1994) does not reveal any obvious signs of an impact at this location, such as a trail of gas. Finally, there is the newly recognized possibility that such shells can be produced by a single energetic explosion – a hypernova, which may be the cause of gamma-ray bursts (e.g. Loeb & Perna 1998; Efremov, Elmegreen, & Hodge 1998; Wang 1999). At best, it is difficult to distinguish between putative hypernovae and conventional supernova-driven supershells, and in this case especially so, given the difficulty of disentangling emission along the line of sight, correcting X-ray fluxes for absorption in the intervening gas, and determining the age of the high-$`z`$ structure. However, it is worth noting that this is now the third problematically energetic event found in this galaxy. This may provide constraints on the hypernova hypothesis. Whether these events occur because of hypernovae, or multiple supernovae and stellar winds from massive star formation concentrated into unusually large associations, or a few relatively massive high-velocity clouds penetrating the disk, can only be answered by future investigation. The CO emission from the feature reported here is bright enough to allow a higher resolution map to be made. Such a map may provide a clearer delineation of its morphology and kinematics, allowing a more careful comparison with models of its origin. Also Chandra, with its higher resolution compared to ROSAT, may constrain the nature of the X-ray emission by showing whether it remains diffuse on smaller scales or breaks up into multiple components, and also by allowing a measurement of the gas temperature.
## 4 Conclusions
In this brief paper we have presented a high-resolution map of the centrally concentrated CO emission in NGC 4631. The map confirms the ring or bar-like distribution of molecular gas inferred from single-dish data, but there is little direct evidence for a bar. Halo emission in several gaseous tracers is concentrated above, and to a lesser extent, below, this molecular structure, suggesting that the central concentration of molecular gas has provided the fuel for intense star formation which has resulted in a substantial outflow of gas.
Of great interest is an extraplanar CO feature found above the eastern end of the molecular structure. It suggests an outflow of about $`10^8`$ M of molecular gas, although there is only weak evidence for an associated kinematic signature. Nevertheless, the energies involved in driving the outflow may be well over 10<sup>54</sup> ergs. Bright HII regions and X-ray emission suggest that the underlying disk location is very active in star formation. An extraplanar radio continuum filament also appears to have a footprint in this region. Like the two highly energetic HI supershells in this galaxy, this outflow may be driven by multiple supernovae or is perhaps the result of an impact of a high-velocity cloud. Its characteristics also put it in the class of events postulated to be due to hypernova explosions.
<sup>0</sup><sup>0</sup>footnotetext: The National Radio Astronomy Observatory is operated by the Associated Universities, Inc. under cooperative agreement with the National Science Foundation.
This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.
We are grateful to W. Pietsch and A. Vogler for providing the ROSAT images, and to P. Teuben for comments on the manuscript. |
warning/0001/nlin0001002.html | ar5iv | text | # Local estimates for entropy densities in coupled map lattices
## Abstract
We present a method to derive an upper bound for the entropy density of coupled map lattices with local interactions from local observations. To do this, we use an embedding technique being a combination of time delay and spatial embedding. This embedding allows us to identify the local character of the equations of motion. Based on this method we present an approximate estimate of the entropy density by the correlation integral.
Many natural phenomena involving a huge number of degrees of freedom emerge from spatially extended systems (SESs), with translationally invariant equations of motion and spatial coupling. Thus an understanding of these kinds of systems is vital for the understanding of nature. Only for very few of them there exist models from first principles which allow us to explore them by analytical or numerical means. Many systems can not be satisfactorily modeled, so that one has to rely on the study of experimental observations. This usually leads to time series analysis, which has gained new stimulus in recent years through the concept of phase space reconstruction. This approach is quite successful for low dimensional chaotic systems . There one can obtain characteristic quantities like Lyapunov exponents, fractal dimensions and entropies directly from the measurements. In some cases it is even possible to construct reasonable model equations from the data.
Natural SESs are typically continuous in time and space and thus described by partial differential equations (PDEs). Nevertheless, a PDE can be approximated by a coupled map lattice (CML), i.e. a model discrete in time and space. CMLs were used as paradigmatic models to study general properties of spatio-temporal chaotic systems. A fundamental question concerning SESs is whether it is possible to extract characteristic quantities from local measurements. This problem is still unsolved in the realm of time series analysis. There were a considerable number of attempts, especially for the dimension density . Nevertheless, the outcome was far from being satisfactory. Common to all these works is to use either time delay or purely spatial embedding for reconstructing the dynamical states or the invariant measure. The general problem is that local measurements can only reconstruct finite dimensional subspaces, though the whole phase space is infinite dimensional, in principle. Therefore, these subsystems are never fully deterministic, since they are coupled to the unobserved part of the phase space and are thus open systems.
However, in systems with local, e.g. nearest neighbour, interactions, the equations of motion include only a few local variables. Regarding only these variables the “local“ future is governed by deterministic laws, while the whole dynamics in the measured subspace remains ”stochastically” driven. The main idea we want to present is that the local deterministic structure can be exploited to estimate a dynamical entropy which will turn out to be a good approximation for the entropy density of the whole (mainly unobserved) system.
The general CML we want to study here is given by
$`x_i(n+1)`$ $`=`$ $`(1\sigma _r\sigma _l)f(x_i(n))`$ (2)
$`+\sigma _lg(x_{i1}(n))+\sigma _rg(x_{i+1}(n)),`$
where $`i`$ represents the position in space and $`n`$ the time. $`\sigma _r`$ and $`\sigma _l`$ are spatial coupling constants. Concerning the coupling, typically two kinds of systems are studied: (1) $`\sigma _r=\sigma _l=\sigma `$ which we will refer to as the (symmetric) diffusive coupling and (2) $`\sigma _{r(l)}=0,\sigma _{l(r)}=\sigma `$ the unidirectional coupling. The map $`f`$ is a chaotic map which describes the local dynamics. We will use the tent map $`f(x)=12|x1/2|`$ throughout this paper. $`g`$ is an in principle arbitrary function. We use either $`g=f`$ which gives rise to a nonlinear coupling or $`g(x)=x`$ which results in a linear coupling.
It is commonly observed that the dynamics of these CMLs is extensively chaotic in suitable parameter regions. Extensive means that the attractor dimension and the KS-entropy are proportional to the system size, here the number $`N`$ of lattice sites. Thus it is possible to define dimension and entropy densities as intensive quantities. Usually these densities are estimated via the Pesin identity or the Kaplan-York formula, respectively, by calculating the Lyapunov spectrum using the model equations. In some cases this is even possible if the equations of motion are unknown .
In previous attempts to calculate entropies and dimensions from observed time series either pure spatial embedding with state vectors of the form $`(x_i(n),\mathrm{},x_{i+l1}(n))`$ or temporal embedding with the vectors $`(x_i(n),\mathrm{},x_i(n+m1))`$ were used. Since the dynamics for all these embeddings is non-autonomous with respect to equation (2), the corresponding projections of the invariant measure of the CML contain stochastic components so that the entropy diverges . In this letter we introduce a novel embedding procedure (“pyramid embedding”) which does not increase the dimension of the reconstructed measure when the dimension of the involved subspace is increased. This will enable us to compute the finite entropy related to the deterministic part of the dynamics in the subspace.
Consider a partitioning of a subspace $`\mathrm{\Gamma }_\stackrel{}{s}`$ spanned by the components of a state vector $`\stackrel{}{s}`$ with a rectangular grid of mesh size $`ϵ`$. Via the invariant measure we can assign a probability $`p_i`$ to every cell and define the entropy
$$H(\stackrel{}{s},ϵ)=\underset{i}{}p_i\mathrm{ln}p_i.$$
(3)
For sufficient small $`ϵ`$ its $`ϵ`$-dependence is given by
$$H(\stackrel{}{s},ϵ)D\mathrm{ln}ϵ,$$
(4)
where $`D`$ is the information dimension of the projection of the invariant measure into the subspace spanned by $`\stackrel{}{s}`$. Let us choose a second subspace $`\mathrm{\Gamma }_\stackrel{}{t}`$ spanned by the components of another state vector $`\stackrel{}{t}`$ satisfying
$$\stackrel{}{t}=\stackrel{}{F}(\stackrel{}{s}),$$
(5)
which implies that the constraint $`\stackrel{}{F}`$ is determined by equation (2). $`H(\stackrel{}{t},\stackrel{}{s},ϵ)`$ denotes the entropy of the joint probability $`p_{ij}`$ for the system being in cell $`i`$ of $`\mathrm{\Gamma }_\stackrel{}{s}`$ and in cell $`j`$ of $`\mathrm{\Gamma }_\stackrel{}{t}`$. The projection of the invariant measure in the enlarged state space has the identical information dimension $`D`$ due to the constraints (5). Therefore the conditional entropy
$$h(\stackrel{}{t}|\stackrel{}{s},ϵ)=H(\stackrel{}{t},\stackrel{}{s},ϵ)H(\stackrel{}{s},ϵ)$$
(6)
will become independent of $`ϵ`$ for sufficient small $`ϵ`$.
In the following we will use a abbreviated symbolic representation for the states appearing as arguments in the entropies. The pure spatial state of $`l`$ neighbouring sites will be denoted by
$`(x_1(n),x_2(n),\mathrm{},x_{l1}(n),x_l(n))\underset{l}{\underset{}{\text{}}}.`$
This notation will allow us to write states which combine spatial and temporal embedding in a compact way. Note that we can omit the time and space indices because of the stationarity and translation invariance.
The simplest way to choose state vectors $`\stackrel{}{s}`$ and $`\stackrel{}{t}`$ fulfilling the constraint (5) is $`\stackrel{}{s}=(x_i(n),x_{i+1}(n))`$ and $`\stackrel{}{t}=(x_i(n+1))`$ for unidirectional coupling and $`\stackrel{}{s}=(x_{i1}(n),x_i(n),x_{i+1}(n))`$ and $`\stackrel{}{t}=(x_i(n+1))`$ for diffusive coupling, respectively. Using the symbolic writing we get for the unidirectional case
$$H(\stackrel{}{s},ϵ)=:H\left(\text{}\right)\text{and}H(\stackrel{}{t},\stackrel{}{s},ϵ)=:H\left(\text{}\right).$$
(7)
In the symbolic notation of conditional entropies $`h(\stackrel{}{t}|\stackrel{}{s})`$ we will hatch $`\stackrel{}{t}`$, e.g. (7) yields
$`h(\stackrel{}{t}|\stackrel{}{s},ϵ)=H(\stackrel{}{t},\stackrel{}{s},ϵ)H(\stackrel{}{s},ϵ)=:h\left(\text{}\right).`$
The KS-entropy of a dynamical system is defined as the conditional entropy of the state of the system knowing the full past. Because the KS-entropy is proportional to the system size $`N`$ in our case, we can introduce the entropy density $`\eta `$ which is the KS-entropy divided by $`N`$. The definition of the entropy density can be written as
$$\eta =\underset{N\mathrm{}}{lim}\underset{m\mathrm{}}{lim}\underset{ϵ0}{lim}\frac{1}{N}\left(h\left({}_{}{}^{m+1\{}\underset{N}{\underset{}{\text{}}}\right)\right),$$
(8)
where the entropies are calculated for a finite CML with N lattice sites. We rewrite the r.h.s. of (8) in such a way that only a single site remains as the conditioned part in the conditional entropies :
$$h\left(\underset{N}{\underset{}{\text{}}}\right)=h\left(\underset{N}{\underset{}{\text{}}}\right)+\mathrm{}+h\left(\underset{N}{\underset{}{\text{}}}\right)$$
(9)
The translational invariance and periodic boundary conditions allow cyclic permutations of columns. After shifting $`\stackrel{}{t}`$ to the leftmost column in each single term in (9), we split the blocks $`\stackrel{}{s}`$ into $`\stackrel{}{s}_1`$ and $`\stackrel{}{s}_2`$ like
For any $`\stackrel{}{s_2}`$, $`h(\stackrel{}{t}|\stackrel{}{s_1}\stackrel{}{s_2})`$ fulfills the inequality
$$h(\stackrel{}{t}|\stackrel{}{s_1})h(\stackrel{}{t}|\stackrel{}{s_1}\stackrel{}{s_2})$$
(10)
It says that the uncertainty about the state $`\stackrel{}{t}`$ is the larger the less I know about the rest of the system. Formally this can be shown using Jensen’s inequality (see e.g. ). If we apply (10) to (9) we get
$$h\left({}_{}{}^{m+1\{}\underset{N}{\underset{}{\text{}}}\right)Nh(m+1\left\{\text{}\right).$$
(11)
For the sake of clarity we restricted the argumentation to the unidirectional case. It will be obvious how the same reasoning can be applied to the diffusive case.
Let us introduce the abbreviation
$$h_p(m,1):=h(m+1\left\{\text{}\right).$$
(12)
The index $`p`$ means ”pyramid” and denotes the form of the spatio-temporal embedding. The first argument $`m`$ gives the number of time steps used for prediction and the second argument denotes the number of lattice sites predicted. That means e.g.
$`h_p(2,3)=h\left(\text{}\right).`$
Now we can formulate an upper bound for the entropy density:
$$\eta \underset{ϵ0}{lim}\frac{1}{n}h_p(m,n).$$
(13)
Here we used again the same type of inequality like (10) which leads to
$`h_p(m,n)h_p(m^{},n)`$ if $`m>m^{}.`$ (14)
$`{\displaystyle \frac{1}{n}}h_p(m,n){\displaystyle \frac{1}{n^{}}}h_p(m,n^{})`$ if $`n>n^{}.`$ (15)
Similar to the usual conditional entropies in low dimensional systems the entropies $`h_p(m,n)`$ become constant on sufficiently small length scales (see e.g. Fig. 2). Thus the entropies $`h_p(m,n)`$ provide an upper bound for the entropy density already on finite length scales $`ϵ`$. If one is interested in the quality of the bound one has to consider the inequalities (14), which reflect the effects of correlations in time, and (15), which reflect the spatial correlations. Generally, the tighter the bound (10) should be, the less local the measurement has to be.
While the results in the former section were derived for the usual Shannon entropy, for numerical investigations the entropies based on the correlation sum are much more convenient. They provide better statistics and require less computational effort. The correlation sum is defined as
$$C(ϵ)=\frac{1}{N(N1)}\underset{ij}{}\mathrm{\Theta }(ϵ|\stackrel{}{s}_i\stackrel{}{s}_j|).$$
(16)
The quantity $`H(\stackrel{}{s},ϵ)=\mathrm{ln}C(ϵ)`$ can be regarded as a generalized entropy, the so called correlation entropy . One disadvantage of using the correlation entropy is that inequality (10) does no longer hold rigorously. Although experience shows that the deviations are usually small, to our knowledge there do not exist theoretical arguments supporting this. A second disadvantage is that the correlation entropy is a lower bound of the Shannon entropy. Thus, strictly speaking we cannot expect to estimate an upper bound of the entropy density by using the correlation integral. Nevertheless, we can interpret the results provided by the correlation sum as approximate estimates of the entropy density as it was done with the usual correlation entropies as approximate estimates for the KS-entropies of low dimensional systems (e.g. ).
Fig. 1 shows the estimates of $`h_p(1,1)`$ as a function of the coupling $`\sigma `$ estimated by using the correlation sum (stars). They are compared to the results for the entropy density calculated by the Pesin identity (solid line) via the Lyapunov exponents $`\eta _\lambda =1/N_i\lambda _i`$ with $`\lambda _i>0`$. The scaling with respect to $`ϵ`$ can be seen in Fig. 2 for the unidirectional coupling with $`\sigma =0.2`$ and $`\sigma =0.5`$. In the example with $`\sigma =0.2`$ the estimates of $`h_p(m,1)`$ are almost independent of $`m`$ and turn out to be a good approximation of the entropy density, calculated by the Pesin-identity. This coincides with the observation in Fig. 1 that the value of $`h_p(1,1)`$ is very close to the value calculated via the Lyapunov exponents for $`\sigma 0.3`$ for the unidirectional and $`\sigma 0.05`$ in the diffusive case. For larger coupling effects of correlations become visible. In Fig. 2 one sees that $`h_p(2,1)`$ is a remarkably better estimate than $`h_p(1,1)`$. Further increasing $`m`$ gives no better results. The remaining difference between $`h_p(m,1)`$ and the Pesin value might be due to the spatial correlations in the system.
Moreover, in the strong coupling case the problem of the violation of (10) by the correlation entropies becomes relevant. Fig. 3 shows $`h_p(m,1)`$ for $`m=1,2,3`$. As one can see the inequality (14) is strongly violated. The reason for this behaviour is still an open question.
In summary, we presented a method to estimate the entropy density in coupled map lattices with local couplings using only observables of local subsystems which corresponds to the estimates of the KS-entropy in low dimensional systems. As shown in eqn. (8)-(11) this would be an upper bound of the KS–entropy, if we could use an algorithm based on a partition of the phase space. Unfortunately, this is not possible due to the statistical requirements. The correlation method uses a covering, instead, so that the inequalities shown are no longer valid, rigorously. Nevertheless, the numerical investigation we presented for two simple cases showed that this method provides a rather good approximation of the entropy density.
We would like to thank Peter Grassberger for stimulating discussions and for carefully reading the manuscript. |
warning/0001/cond-mat0001372.html | ar5iv | text | # Influence of high-energy electron irradiation on the transport properties of La1-xCaxMnO3 films (𝑥≈1/3).
## I Introduction
In recent years considerable attention has been focussed on the structural, magnetic and electron transport properties of perovskite oxides of the type R<sub>1-x</sub>A<sub>x</sub>MnO<sub>3</sub> (where $`R`$ is a rare-earth element, $`A`$ a divalent alkaline-earth element). This interest was caused by observation of an extremely large negative magnetoresistance in these compounds , which was called colossal magnetoresistance (CMR). Along with fundamental importance for condensed matter physics, this phenomenon also offers applications in advanced technology. Therefore the problem of CMR continues to be topical.
The doped manganites undergo a phase transition with decreasing temperature from a paramagnetic insulating state into a highly conducting ferromagnetic phase. It can be said that this insulator-metal transition occurs approximately simultaneously with a paramagnetic-ferromagnetic transition (at least in good quality crystals). The external magnetic field shifts the transition temperature $`T_c`$ (which is usually near room temperature in well ordered samples with $`x0.33)`$ to higher temperature producing the CMR (see reviews in Refs. ).
The most pronounced CMR effect was found in La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> films with $`x1/3`$. The undoped compounds from this series (LaMnO<sub>3</sub> and CaMnO<sub>3</sub>) are antiferromagnetic insulators. In the intermediate range of doping ($`0.2<x<0.4`$) La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> is a ferromagnetic conductor at low temperature. The ferromagnetic state is believed to be due to the appearance of Mn<sup>4+</sup> ions with substitution of La<sup>3+</sup> by a divalent cation. It can be assumed that ferromagnetism results from the strong ferromagnetic exchange betweeen Mn<sup>3+</sup> and Mn<sup>4+</sup>. The appearance of such an interaction can be qualitatively explained within the double-exchange (DE) model . This model, however, cannot alone explain either the huge drop in resistance at the transition, or the real nature of the insulating state at $`T>T_c`$ and, therefore, the conductivity mechanism in this state. Thus, additional physical processes have been invoked to explain the insulating state and insulator-metal transition. Among them are lattice (polaron) effects and the possibility of phase separation into charge-carrier-poor and charge-carrier-rich regions.
The conductivity of La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> with $`x<0.5`$ is determined by holes which appear as the result of replacement of trivalent La by divalent atoms. The DE model is based on the assumption that the holes in doped manganites correspond to Mn<sup>4+</sup> ions arising among the regular Mn<sup>3+</sup> ions due to doping. However another point of view exists that the holes go on oxygen sites. The experimental data on this point are contradictory. There is experimental evidence (see Ref. and references therein) that holes doped into LaMnO<sub>3</sub> are mainly of Mn $`d`$ character. On the other hand experimental studies described in Refs. give evidence that the charge carriers responsible for conduction in doped manganites have significant oxygen $`2p`$ character. This is just one example illustrating that to date there is no consensus in the scientific community about the basic transport properties of doped manganites. It may be inferred, therefore, that the understanding of these properties is far from completion and that further experimental and theoretical investigations of this matter are necessary.
It is well known that doped manganites of the same chemical composition but with different degrees of crystal lattice disorder show quite different transport and magnetic properties. The disorder can be altered either with variation of sample preparation conditions (for example, substrate temperature and post-annealing at film preparation) or using radiation damage. With increasing disorder the resistivity peak temperature $`T_p`$ and the Curie temperature $`T_c`$ decrease, while the magnetoresistance increases. In understanding the nature of CMR the influence of disorder of the crystal lattice is one of the important points and should be taken into account together with spin, lattice and other effects. This communication is concerned mainly with this problem.
The object of investigation was thin-films La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> with $`x1/3`$. The disorder was enhanced by irradiating the films at room temperature with high-energy ($`6`$ MeV) electrons. This high energy of the incident electrons makes it possible to produce a uniform distribution of damage defects, without any significant variation of defect concentration as a function of depth (all incident electrons go through the film). In contrast to low energy ion irradiation, no interstitial implanted impurity ions can remain in the film for electron irradiation to produce inhomogeneity. Similarly, in contrast to very high energy ion irradiation, electron irradiation in our study does not produce extended defects, such as cascades and clusters. This facilitates the interpretation of the experimental results. At the low damage level in this experiment, however, the electron radiation damage may indeed be quite similar to damage induced by very low level, intermediately high-energy ion irradiation.
The maximal electron fluence in this study was about $`2\times 10^{17}`$ cm<sup>-2</sup>. The calculated quantity of displacements per atom (dpa) is about $`10^5`$. This comparatively small radiation damage results in an appreciable increase in film resistivity. It was found that the relative resistivity increase in the ferromagnetic metallic state (below Curie temperature $`T_c`$) was much greater than in the insulating state (above $`T_c`$). Such a small amount of radiation damage should not induce any noticeable resistance variations in ordinary ferromagnetic or non-ferromagnetic metals. At the same time any large influence of electron irradiation with the above-mentioned fluence on the $`T_c`$ and the magnitude of the colossal magnetoresistance was not observed. Possible reasons for this unusual behavior for the doped manganites are discussed.
## II Experiment and results
The La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> films were prepared by physical vapor codeposition of La, Ca and Mn from three separate, independently controlled sources, similar to the technique for preparation of Ca-Ba-Cu oxide precursors for growth of oriented Tl<sub>2</sub>Ca<sub>2</sub>Ba<sub>2</sub>Cu<sub>3</sub>O thin films. The deposition was performed in 10<sup>-5</sup> Torr of oxygen onto LaAlO<sub>3</sub> substrates heated to about 600C. La and Mn were evaporated from alumina crucibles heated with a tungsten filament, and Ca was evaporated from a Knudsen cell. Post deposition anneals of the films at 900C in flowing oxygen improved the CMR behavior and produced well ordered films. The composition of the film was determined by microprobe analysis of an unannealed film deposited simultaneously onto a fused quartz substrate. The films were also characterized by X-ray diffraction and AC susceptibility measurements. Agreement among the values of $`T_c`$ determined by the real part $`\chi ^{^{}}`$ of the susceptibility and $`T_p`$ determined by both measurements of the resistivity and the imaginary part $`\chi ^{^{\prime \prime }}`$ of the susceptibility confirm that the films have good chemical and magnetic homogeneity based on the scheme proposed by Araujo-Moreira, $`\mathrm{𝑒𝑡}\mathrm{𝑎𝑙}.`$. Further details of the preparation technique and characterization are presented elsewhere.
Although a sensitive magnitometer was not available for magnetization measurements with these films, AC susceptibility was measured, both for unirradiated and irradiated films. In each case the onset of the sharp increase in the real part of the susceptibility $`\chi ^{^{}}`$ and the sharp peak in the imaginary part of the susceptibility $`\chi ^{^{\prime \prime }}`$ coincide within experimental error with the value of $`T_p`$. The sharp increase in the low frequency $`\chi ^{^{}}`$ ($`140`$ Hz) data presumably corresponds to the magnetic transition temperature $`T_c`$. Representative data for an unirradiated film is presented in Fig. 4 of Ref. . Data for $`\chi ^{^{}}`$ and $`\chi ^{^{\prime \prime }}`$ for one of the films irradiated in this study (not shown) has much less noise and provides clear evidence that $`T_c`$ and $`T_p`$ coincide, both for the unirradiated and irradiated films in this study. This is not unexpected, however, since ion irradiation studies have shown that for high quality films with small lattice damage, these two temperatures are essentially the same, but for much higher lattice damage $`T_p`$ will be at much lower temperature than $`T_c`$. Throughout this paper reference will be made to $`T_p`$, but, since $`T_p`$ and $`T_c`$ are essentially identical, the conclusion from these experiments apply to both equally well.
During the electron irradiation the films were in a special holder which was cooled with running water and a powerful fan. The estimated overheating above room temperature during the irradiation was no more than $`15^{}`$ C. Two film samples were investigated (x=0.27 and 0.36). These films (with thicknesses about 300 nm) were prepared under nearly the same conditions. The resistance of the films was measured using a standard four-probe technique. An applied magnetic field (up to 20 kOe) was perpendicular to the film plane and to the direction of current. The results obtained were nearly the same for both films and will be illustrated by the data from the x=0.36 sample. The transport properties of this film in its initial state (before irradiation) correspond to the usual behavior of CMR films (Fig.1 and 2). Namely, the temperature dependence of resistance $`R(T)`$ has a maximum (peak) at $`T_p280`$ K (the maximum is rather smeared). Below $`T_p`$ (which for these manganite samples is always in the vicinity of the Curie point $`T_c`$) the temperature behavior of the resistance is metallic in character. The resistance $`R_p`$ at $`T_p`$ is about 1315 $`\mathrm{\Omega }`$ (this corresponds to the resistivity $`\rho =1.24\times 10^2`$ $`\mathrm{\Omega }`$cm); whereas, already at $`T=200`$ K the resistance $`R_{200}`$ is much less (178 $`\mathrm{\Omega }`$), and at $`T=120`$K the resistance has decreased to $`R_{120}66`$ $`\mathrm{\Omega }`$ ($`\rho =6.25\times 10^4`$ $`\mathrm{\Omega }`$cm). We have taken $`\delta _H=[R(0)R(H)]/R(H)`$ at a magnetic field $`H=16`$ kOe as a measure of the magnetoresistance. It can be seen from Fig.3 that $`\delta _H`$ has its maximum value (about 66 %) at a characteristic temperature $`T_m265`$ K ($`T_m`$ is also near $`T_c`$ for these manganites).
After the first irradiation with a fluence $`\mathrm{\Phi }9\times 10^{16}`$ cm<sup>-2</sup> the above mentioned parameters have changed to the following values: $`T_p278`$ K, $`R_p1480`$ $`\mathrm{\Omega }`$, $`T_m259`$ K, $`\delta _H=65`$ %, $`R_{200}=266\mathrm{\Omega }`$, $`R_{120}=130\mathrm{\Omega }`$ (Figs. 2 and 3). After a second irradiation (the total fluence after two irradiations is about $`2\times 10^{17}`$ cm<sup>-2</sup>) these parameters are: $`T_p275`$ K, $`R_p=1670`$ $`\mathrm{\Omega }`$, $`T_m261`$ K, $`\delta (H)=64`$ %, $`R_{200}=323\mathrm{\Omega }`$, $`R_{120}=191\mathrm{\Omega }`$.
It can be seen from these results that the electron irradiation has produced a rather large effect on film resistance. The film resistance in the paramagnetic insulating state (above $`T_p`$) has increased over 25 %. More striking is the change in $`R`$ in the ferromagnetic state at low temperature: $`R(120)`$ is tripled by the electron irradiation. At the same time (taking into account the experimental errors) there is no substantial changes of the CMR characteristics: the values of $`T_p`$, $`T_m`$ (and thus $`T_c`$) decrease only about 5 K; whereas, the magnitude of the magnetoresistance $`\delta _H`$ remains practically unchanged.
In discussion and analysis of the results obtained it is important to determine the degree of radiation damage produced by the electron irradiation in our study. The types of defects produced by electron irradiation are Frenkel pairs, i.e. isolated vacancies and interstitials. The atomic displacement cross sections by fast electrons and the corresponding values of dpa for all elements (La, Ca, Mn, and O) of the sample have been calculated taking into account the exact chemical composition of the film and using the well-known fundamental concepts of such type of relativistic calculations and the cascade calculational procedures outlined in Ref. together with the ratios of the Mott to the Rutherford cross section $`M(x,E)`$. The results of this type of calculation depend essentially on the specified value of the threshold energy $`E_d`$ (an atom which receives energy $`EE_d`$ will be displaced certainly from its lattice site) which was chosen to be $`E_d=20`$ eV for all ions, the typical value of $`E_d`$ in common use for this type of calculation.
At the total fluence $`\mathrm{\Phi }2\times 10^{17}`$ cm<sup>-2</sup> the calculations result in the following values of dpa for the chemical elements which comprise this film: $`3.2\times 10^5`$ (La), $`2.2\times 10^6`$ (Ca), $`9.3\times 10^6`$ (Mn), $`3.4\times 10^6`$ (O). The total dpa is about $`4.7\times 10^5`$. One should not take these values literally. As mentioned above, the output of such calculations depends essentially on the values of energy $`E_d`$, which are obscure and which may be quite different for the different constituent elements. Nevertheless, we believe, based on previous studies, the calculation results should be correct at least to the order of the magnitude.
## III Discussion
The experimental results correlate, at least qualitatively, with the DE model . In this model the ferromagnetic coupling between pairs of Mn<sup>3+</sup> and Mn<sup>4+</sup> ions through the oxygen ions is also responsible for the metallic properties of the manganites. The electron hopping amplitude $`t_{i,j}`$ from site $`i`$ to site $`j`$ is given by
$$t_{i,j}=b_{i,j}\mathrm{cos}(\theta _{i,j}/2),$$
(1)
where $`b_{i,j}`$ is a material-dependent constant, $`\theta _{i,j}`$ is the angle between the directions of two ionic spins. It can be seen from Eq. 1 that in the DE model a clear connection exists between electron transport and magnetic order, i.e. the electron conduction is a function of magnetic order. The angle $`\theta _{i,j}`$ decreases below $`T_c`$ or in a magnetic field. This may be a possible reason for CMR. The disorder (for example, vacancies) must reduce the coupling between the Mn<sup>3+</sup>–O–Mn<sup>4+</sup> ions and, therefore, the probability of electron transfer. This must cause the increase in resistivity. At the same time the disorder should influence the ferromagnetic order (the Curie temperature $`T_c`$ must go down). Therefore, the increase of disorder must induce simultaneously an increase of resistance and decrease of $`T_c`$ in the DE model, that qualitatively corresponds to our results and the results of previous studies with ion-irradiated manganites.
It is usually assumed that $`b_{i,j}`$ in Eq. 1 is a constant for all lattice cells, which can be correct only in perfect crystals. It was taken into account in Ref. that in disordered crystals $`b_{i,j}`$ is a position-dependent quantity and denotes a static disorder. The numerical simulations in Ref. in the frame of the model for disorder-induced polaron formation have shown that increasing static disorder decreases the values of $`t_{i,j}`$ and leads to a metal-insulator transition as observed in Refs. .
The general approach of Ref. (to look beyond the DE model and take into consideration additional important effects) seems to be quite fruitful. The proper consideration and interpretation of the irradiation-disorder influence is possible, however, only if the exact conduction mechanisms in the insulating and high-conducting ferromagnetic regimes of the doped manganites are known. At the moment there is still no clear enough understanding of these mechanisms. Nevertheless the experimental and theoretical achievements in this matter in the last years enable such an attempt.
Some general observations should be noted. The magnitude of the resistance increase near and above $`T_p`$ (about 25 %) at first sight does not arouse great surprise, since semiconductors with a very small concentration of charge carriers are generally very sensitive to irradiation that produces displacement atoms in the crystal. The irradiation defects quite often cause the reduction of charge carrier concentration and mobility. The charge carrier concentration in doped manganites is not, however, very small. Based on the chemical doping the charge carrier concentration in La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> ($`x0.33`$) should be about 0.33 holes per unit cell, a density of carriers $`n6\times 10^{21}`$ cm<sup>-3</sup> (for the cubic cell with lattice parameter about 0.385 nm). In Hall-effect studies of this compound it was found that in ferromagnetic state below $`T_c`$ the charge-carrier density should be in the range 0.85-1.9 per unit cell. Even higher value (2.4) was found in Ref. for La<sub>2/3</sub>(Ca,Pb)<sub>1/3</sub>MnO<sub>3</sub>. The reasons for such high values (which deviate much from the nominal doping level) is not clear at present. Because of this we will assume that charge-carrier density in the ferromagnetic state corresponds roughly to 0.33 holes per unit cell ($`n6\times 10^{21}`$ cm<sup>-3</sup>). In the paramagnetic state not all the dopants contribute to the charge carrier density. Part of the doped holes may be localized. Indeed, it follows from the Hall-effect measurements above $`T_c`$ that in the paramagnetic insulating state the charge-carrier density is much lower, namely, in the range from 0.004 to 0.5 holes per unit cell. We can rather safely assume that charge-carrier density below $`T_c`$ decreases by at least a factor of five. This corresponds approximately to the value $`n10^{21}`$ cm<sup>-3</sup> which can be used for numerical evaluations. In the case of a semiconductor with activated conductivity due to a band gap or mobility edge this value appears to be too high to understand how the $`10^5`$ dpa can produce this rather appreciable (about 25 %) resistivity increase. Indeed, it is easy to see that even if each of the displaced ions produces a trap for the mobile charge carrier, the traps can lead to localization of only about $`4\times 10^{18}`$ carrier/cm<sup>3</sup> which is much less than estimated carrier density. Therefore, the explanation based on the reduction in charge carrier density, which is quite usual for semiconductors, cannot explain the observed irradiation induced resistance increase for these manganites.
It is even more difficult to explain how such a low dpa can induce the observed threefold increase in the resistivity in the metallic ferromagnetic state at low temperature (Fig. 2). It is known, that 1% of displaced atoms (that is 0.01 dpa) in the noble metals like Au, Ag or Cu result in a change of resistivity of about 1 $`\mu \mathrm{\Omega }`$ cm. Such small changes practically could not be experimentally distinguished for these rather high-resistance manganite films. It follows that additional assumptions which take into account the peculiarities of the insulating and metallic states and the nature of the charge carriers in doped manganites are needed to explain the experimental results. For the insulating state of the doped manganites it is essential to take into account the polaronic nature of charge carriers in them (see Refs. and references therein). The introduction to polaron physics and the main references can be found, for example, in Ref. . It is rather commonly assumed that the conductivity of doped manganites above $`T_c`$ is determined by small polarons. The exact nature of these small polarons is now the object of intensive theoretical and experimental studies. The different kinds of lattice or magnetic polarons are considered. It is widely accepted that at decreasing temperature in the region of $`T_c`$ the crossover from localized small polarons to itinerant large polarons takes place. This point of view has found experimental support.
According to the definition, a lattice polaron is the unit consisting of the “self-trapped” (localized) charge carrier, together with its induced lattice deformation. The polaron is called small when the spatial extent of the wave function of the trapped charge carrier is comparable with the separation of next-neighbor ions. The polaron radius $`r_p`$ for small polarons in doped manganites is estimated to be about 0.5 nm. Small polarons have a large effective mass (10-100 larger than mass of free electron) and can move by tunneling or thermally activated hopping. The mobility of the small polaron is very low because the charge carrier movement includes the displacements of atoms surrounding it.
For any conductor the conductivity $`\sigma `$ is given by the general relation $`\sigma =ne\mu `$, where $`n`$ is density of carriers and $`\mu `$ is mobility. In contrast to band semiconductors in which $`n`$ can depend on temperature in a thermally activated way, the density of carriers is assumed to be constant with temperature for polaronic conductors. At fairly high temperatures $`T>\theta _D/2`$ (where $`\theta _D`$ is the Debye temperature) in the adiabatic limit (which is assumed to be true for the doped manganites) it is the small polaron mobility that is activated and the resistivity $`\rho =1/\sigma `$ is given by
$$\rho =\frac{2kT}{3ne^2a_h^2\omega _0}\mathrm{exp}(E_a/kT),$$
(2)
where $`E_a=E_b/2J`$ is the activation energy, with $`E_b`$ the polaron binding energy and $`J`$ the overlap integral; $`a_h`$ is the hopping distance, and $`\omega _0`$ is the optical-phonon frequency.
Eq. 2 is true in the dilute, noninteracting limit, when the density of carriers is far less than the density of equivalent hopping sites. It may be assumed as in Ref. , that in doped manganites all the carriers form polarons. In this case with the above-estimated value of charge carrier density in the insulating paramagnetic state ($`n10^{21}`$ cm<sup>-3</sup>) the mean distance $`l_{ch}`$ between the trapped charge carriers is $`1.0`$ nm. Since it is assumed in the general case that the hopping distance $`a_h`$ is equal to a lattice constant, the noninteracting limit is quite justified for these doped manganites. For the value of dpa in this study (about $`5\times 10^5`$) the mean distance $`l_d`$ between the damage lattice sites is about 6 nm. In Ref. a much larger dpa (about 0.01) was produced by ion irradiation. This resulted in a tenfold increase in the resistivity in the insulating state, as compared to the approximately $`25\%`$ increase shown in Fig. 2 for electron irradiation. In that experiment the length $`l_d`$ would be approximately 1.0 nm.
The effect of radiation damage in the insulating state of doped manganites can be understood, at least qualitatively, by taking into account the small-polaronic nature of charge carriers. Two main sources of radiation influence on small polaron conduction in doped manganites can be seen. First, according to Ref. , for the crystals with not too strong an electron-lattice interaction it is quite possible that some appreciable number of carriers would be quasifree rather than small polarons. This should be true for the doped manganites since many experimental and theoretical studies indicate the coexistence of localized and itinerant carriers in a rather wide temperature range near $`T_c`$. In this case the disorder can convert some of the available quasifree states to small-polaron states. That is, disorder reduces the strength of the electron-lattice coupling needed to stabilize the global small-polaron formation. Defects and impurities serve as centers for electron localization and small-polaron formation. This explanation is supported by the numerical simulations in Ref. . This mechanism of the disorder-induced conductivity decrease may be dominant near $`T_c`$.
In ion-irradiation experiments much larger dpa values (up to 0.01 and more) have been produced which have resulted in an increase in resistance in the insulating paramagnetic state by one (and sometimes two) order of magnitude. This effect is accompanied by an increase in the activation energy $`E_a`$ (see Eq. 2) and a decrease in peak temperature $`T_p`$. In this case, especially at temperatures rather far above $`T_c`$, it is not possible to explain the resistance increase only by the transformation of available quasi-free carriers to small polarons. These results demonstrate that the disorder influences directly the charge-carrier hopping and leads to a decrease in the charge-transfer probability. There appear to be no specific theoretical treatments of this problem for small-polaron hopping. It is known that at high temperatures polaron jumps occur when electron energies associated with the initial and final sites (these energies are determined by a configuration of lattice atoms) are equal. Maybe disorder affects these so called coincidence events in such way that it leads to a decrease in transfer probability. It should be taken into account also the possible influence of Anderson localization. It is evident that more experimental and theoretical efforts are needed to clarify this problem.
The foregoing discussion indicates that an adequate consideration of radiation-damage effects on conductivity is possible only in the frame of a rather strictly determined conduction mechanism and charge-carrier nature. Unfortunately, no determination has been made for the ferromagnetic high-conducting state of doped manganites well below $`T_c`$. At least one assumption for this state is, however, clear: the charge carriers at low temperatures can be considered to be quasifree. It has been argued that the charge carriers in this state are itinerant large polarons. The polaron of this type moves without thermal activation and behaves like a heavy particle (with mass in 2-4 times larger than mass of free electron). Another possibility is that the doped manganites below $`T_c`$ are just degenerate semiconductors. In any case the doped manganites in the ferromagnetic state with a minimal resistivity of about 100 $`\mu \mathrm{\Omega }`$ cm should be considered as some kind of “bad” metal, like heavily doped semiconductors or amorphous metals. For such conductors it is quite difficult (and sometimes of no use) to estimate a value of the electron mean-free path $`l`$ and consider the decrease of $`l`$ under influence of irradiation-induced disorder. Indeed, for a Fermi velocity $`v_F=7.6\times 10^5`$ m/s (as was calculated in Ref. for La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub>) the use of the quasifree-electron relation $`1/\rho =ne^2\tau /m`$ with $`n`$ about 1.0 hole per unit cell and $`m`$ given by the mass of a free electron, gives $`l=v_F\tau 0.25`$ nm. With an effective mass $`m^{}=4m`$, $`l1`$ nm. The films in this experiment are not single-crystal, but they do consist of rather large grains with a size near 0.5 $`\mu `$m. Therefore, the “intrinsic” value of $`l`$ within the grains determined in this model should be larger. It is inconceiveable, however, that such considerations with a mean distance $`l_d`$ between the damage sites of about 6 nm could explain the threefold increase in the resistivity of such a rather “bad” metal with an electron mean-free path on the order of 1 nm.
The unusual magnetic behavior of the doped manganites suggests a possible phenomenological explanation of the large effect of small radiation damage on the resistance in the ferromagnetic metallic regime. Irradiation not only leads to lattice disorder that can lead to elastic electron scattering as in normal non-ferromagnetic metals, but it also perturbes the long-range ferromagnetic order. In the manganites the conductivity increases with the enhancement of ferromagnetic order. Indeed, that is the source of the huge resistivity decrease at the paramagnetic-ferromagnetic transition and the CMR. Below $`T_c`$ an unusual correlation between resistivity and magnetization $`M(T,H)`$ has been reported . For example, in Ref. the following experimental relation between $`\rho `$ and $`M(T,H)`$ for the La<sub>0.7</sub>Ca<sub>0.3</sub>MnO<sub>3</sub> films was found
$$\rho (T,H)=\rho _m\mathrm{exp}\{M(T,H)/M_0\},$$
(3)
where $`\rho _m`$ and $`M_0`$ are sample-dependent parameters. At present there is no clear theoretical understanding of this correlation between $`\rho `$ and $`M`$. It is generally accepted that the increase in $`M`$ should lead to delocalization of the holes and to the increase in hole mobility. In any case, however, it is clear that doped manganites are not conventional ferromagnetic metals even well below $`T_c`$, and that electronic transport in them is influenced to a high degree by magnetic order.
A reasonable hypothesis is that the dominant effect of irradiation on the resistivity of the doped manganites at low temperature in the ferromagnetic phase comes primarily from the disruption of long range magnetic order, perhaps through the magnetoelastic coupling that produces magnetostriction. Indirect evidence for this is provided by the observation that ion irradiation induces a considerable decrease in the saturation magnetization value $`M_s`$. For example, in Ref. for an ion irradiation dose which has resulted in the nearly same dpa ($`10^5`$) as in the present study, the saturation magnetization decreased by about $`30\%`$. Further indirect evidence of the influence of disorder effects on $`M_s`$ is provided by the three-fold decrease in $`M_s`$ with only a small shift in $`T_c`$ that was associated with a decrease in grain size from 110 to 20 nm in bulk samples. Unfortunately, the additional experimental facilities needed to test this hypothesis were not available for this experiment, but its discussion may lead to future tests of the hypothesis and generate new interest in irradiation damage studies as a way to probe the fundamental nature of conduction in these exotic materials.
In conclusion, the high-energy electron irradiation effect on the transport properties of La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> films ($`x1/3`$) has been investigated. Comparatively small electron fluences used in this study do not have any substantial influence on the Curie temperature $`T_c`$ or the magnitude of the magnetoresistance. At the same time these fluences result in an appreciable increase in film resistivity in both the insulating paramagnetic state and especially in the highly conductive ferromagnetic state. The relative resistivity increase in the metallic ferromagnetic state (below $`T_c`$) was found to be much (an order of magnitude) greater than that in the insulating paramagnetic state. This behavior is quite different from that associated with non-magnetic metals and semiconductors and can be understood in the high-temperature regime qualitatively by taking into account the polaronic nature of manganite’s conductivity above and near $`T_c`$. A possible explanation for the low temperature behavior has been suggested, but it must be tested with magnetization measurements that were not available to the present experiments.
###### Acknowledgements.
The work at Texas A&M is supported by the Robert A. Welch Foundation (A-0514), the Texas Advanced Technology Program (Grant No. 010366-141 ), and the Texas Center for Superconductivity at the University of Houston (TCSUH). BIB and DGN acknowledge support by NATO Scientific Division (Collaborative Research Grant No. 972112). The authors wish to thank I. Lyuksyutov, V. Pokrovsky and E. L. Nagaev for useful discussions and C. W. Chu at TCSUH for X-ray diffraction of the samples. The authors are especially grateful to S. M. Seltzer of the National Institute of Standards and Technology for the calculation of the Mott/Rutherford ratio $`M(x,E)`$ for the La-Ca-Mn-O compounds and to R. M. Stroud for copies of her work before publications. |
warning/0001/cond-mat0001285.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Many of the first principles molecular dynamics approaches to the study of clusters depend upon the construction of suitable pseudopotentials for the constituent atoms. Transition metal clusters require perhaps, alternative treatments (). The deep potentials associated with their $`d`$-orbitals are not particularly amenable to the pseudopotential approach. In this communication we shall describe a study of Cu clusters using a full-potential LMTO based molecular dynamics.
Experimentation on the electronic and cohesive properties of transition metal clusters have been extensive . The smaller Cu clusters have been exhaustively studied by quantum chemists . An excellent early review of the field has been made by Ozin . The main issues addressed in these works were : whether small clusters had characteristics of bulk metals and in what way they differed from them in respect to cohesive energies, ionization potentials and magnetism. Recently Apai et al conducted EXAFS studies of Cu clusters supported on carbon. Similar studies of Au and Ag clusters were carried out by Balerna et al and Montano et al . These studies indicate, as one would expect for these metals, that the localized d- electrons play an important role in the electronic structure. Hence, the d-states and their interactions with the extended s-states need to be carefully accounted for in a proper theoretical treatment of these materials.
We may classify the theoretical approaches into five groups :
In the first group are the Hartree-Fock and $`X\alpha `$ descriptions (). In this class we have the the self-consistent-field-$`X\alpha `$ (), the ab-initio self-consistent-field (SCF) using model potentials () and the SCF with relaxation effects ().
In the next group are the methods based on the local spin density (LSDA) both without and including self-interaction corrections (). Salahub and coworkers have argued that it is essential to include the gradient corrections in the LSDA in order to treat clusters properly () since the bonding charge density in a small cluster is highly inhomogeneous.
The third group includes tight-binding type methods. These include the extended Hückel methods (), re-parameterized Hückel with the Wolfsberg-Helmholtz approximation for the off-diagonal terms () and those with more flexible forms for them (). This group also has the linear combination of atomic orbitals based SCF methods (). We also have the empirical tight-binding (TB) or the Linear Combination of Atomic Orbitals (LCAO) methods (, ). These are at best qualitative, since the assumption of transferability of the Hamiltonian parameters is definitely of questionable validity.
In the fourth group we have the effective potential methods which include the embedded atom pair and many-body potentials () and the effective medium theory () with one-electron correlation included (). The equivalent crystal theory (ECT) () also belongs to this class of empirical potential methods and is capable of dealing with very large clusters.
Finally we have attempts at using the tight-binding linearized muffin-tin orbitals (TB-LMTO) method () coupled to simulated annealing. In the application of this method to clusters there are several outstanding problems. The treatment of the interstitial region outside the muffin-tin spheres centered at the atomic positions is difficult. Unlike the bulk, where the interstitial region is small and inflating the muffin-tins to slightly overlapping atomic spheres can do away with the interstitial altogether, for clusters this is certainly not so. As the atoms move about, the atomic spheres may not overlap and the interstitial contribution is significant. One may try to overcome this by enclosing the cluster with layers of empty spheres carrying charge but not atoms. This complicates the actual calculations and the justification of extrapolation of the TB-LMTO parameters beyond the $`5\%`$ range on either side of the equilibrium value is not valid.
A number of molecular dynamics studies of the geometrical and electronic structure of small clusters of various elements () have been performed. The ab-initio molecular dynamics (MD) approach developed by Car and Parinello (CP) has been one of the most promising developments in this area. The method is based on the pseudopotential technique and therefore faces problems when dealing with the rather localized Delectrons of transition metals. Efficient soft pseudopotentials for transition metals are still not available and the CP generally is never applied to transition metal clusters.
Simple alkali metals clusters are fairly well described by the spherical jellium model. The quasi-free valence electrons occupy single-particle states in an effective spherically symmetric box potential. This is rather insensitive to the geometry of the atomic arrangement inside the cluster. Consequently one obtains a pronounced shell closing effect (). Although the noble metals Cu, Ag and Au have closed d-shells and singly occupied outermost s-shell structures and several authors have suggested that there should be a close similarity to the shell closing effect in simple alkali metals, cohesive studies in the bulk metal and a series of EXAFS studies of Cu clusters supported on carbon () indicate that the d-electrons through their hybridization with the s-electrons play an important role in the electronic structure and binding energy of these systems. have also indicated through a series of experiments which include mass spectroscopy, oxygen and water absorption, that there is a competition of jellium-like electronic behaviour and icosahedral geometrical closure effects in small copper clusters.
In this chapter, we shall turn to the molecular version of the full-potential linearized muffin-tin orbital two-centre-fit (TCF) method suggested by and to carry out an ab initio study of Cu clusters ranging in size between 10 and 20.
## 2 The two-center fit method : TCF
The molecular version of the full potential-LMTO two-centre-fit (TCF) method utilizes the philosophy of Muffin-Tin Orbitals methods. It is based on the Density Functional Theory in the Local Density Approximation. The electron-electron interaction is treated approximately. In practice :
$$\left[^2+V_{eff}(\underset{¯}{r})\right]\psi _i(\underset{¯}{r})=\epsilon _i\psi _i(\underset{¯}{r})$$
(1)
where,
$$\rho (\underset{¯}{r})=\underset{i}{}f_i|\psi _i(\underset{¯}{r})|^2$$
and,
$$V_{eff}=V_N(\underset{¯}{r})+2\frac{\rho (\underset{¯}{r^{}})}{|rr^{}|}d^3\underset{¯}{r^{}}+\mu _{xc}\left(\rho (\underset{¯}{r})\right)$$
The first step is the solution of the Schrödinger equation in a very unpleasant potential with Coulomb singularities. As in most approaches we use the variational approach. We choose a basis of representation $`\{\varphi _m(\underset{¯}{r})\}`$ such that
$$\mathrm{\Psi }(\underset{¯}{r})=\underset{m}{}c_m\varphi _m(\underset{¯}{r})$$
The problem reduces to a matrix eigenvalue problem :
$$\underset{¯}{c}=\epsilon 𝒮\underset{¯}{c}$$
Computation effort scales as $``$ (matrix dimension)<sup>3</sup>. Our approach tries to use a minimal basis set at the expense of a rather complicated formulation. The basis is built up of Hänkel functions H<sub>iL</sub> diverging at $`\underset{¯}{r}`$ = $`\underset{¯}{R}_i`$, augmented inside the muffin-tin spheres by solutions u(r)Y$`{}_{L}{}^{}(\widehat{r})`$ of the Schrödinger equation :
$$u_L^{\prime \prime }(r)=\left[\frac{\mathrm{}(\mathrm{}+1)}{r}+V(r)\epsilon \right]u_L(r)$$
with boundary conditions such that its logarithmic derivative matches that of the Hänkel function. Any matrix element in this basis then can be written as :
$$\varphi _{iL}|𝒪|\varphi _{jL^{}}=\left[\underset{k}{}_{𝒮_k}+_I\right]\varphi _{iL}^{}(\underset{¯}{r})𝒪\varphi _{jL^{}}(\underset{¯}{r})d^3\underset{¯}{r}$$
(2)
The Hänkel functions associated with a muffin-tin at $`\underset{¯}{R}_i`$ can be written in terms of a Bessel function at $`\underset{¯}{R}_j`$ as $`_{L^{\prime \prime }}𝒮_{iL,kL^{\prime \prime }}J_{kL^{\prime \prime }}`$ the structure matrix $`𝒮`$ depends entirely on the geometric arrangement of the muffin-tins. The first integral becomes :
$`=`$ $`{\displaystyle \underset{ki,j}{}}{\displaystyle \underset{L^{\prime \prime }}{}}𝒮_{iL,kL^{\prime \prime }}𝒮_{jL^{},kL^{\prime \prime }}J_{L^{\prime \prime }}|𝒪|J_{L^{\prime \prime }}_{S_k}+{\displaystyle \underset{k=i,j}{}}𝒮_{jL^{},iL}H_L|𝒪|J_L_{S_i}\mathrm{}`$ (3)
$`+{\displaystyle \underset{k=j,i}{}}𝒮_{iL,jL^{}}J_L|𝒪|H_L_{S_j}+H_L|𝒪|H_L_{S_i}`$
$`=`$ $`𝒪^{HH}+𝒮^{}𝒪^{JH}+𝒪^{HJ}𝒮+𝒮^{}𝒪^{JJ}𝒮`$
These are easy to calculate and there is a separation of atomic and structural information.
Most of the interstitial integral can be obtained from the muffin-tin spheres by using the fact that, in the interstitial, the basis are solutions of the Helmholtz equation, and using the Green theorem :
$`{\displaystyle _I}\varphi _1^{}\varphi _2d^3\underset{¯}{r}`$ $`=`$ $`{\displaystyle \frac{1}{\kappa _1^2\kappa _2^2}}{\displaystyle \underset{k}{}}{\displaystyle _{S_k}}\left[\varphi _1^{}\varphi _2\varphi _2\varphi _1^{}\right]d^2\underset{¯}{r}`$
$`{\displaystyle _I}\varphi _1^{}\left(^2\right)\varphi _2d^3\underset{¯}{r}`$ $`=`$ $`\kappa _2^2{\displaystyle _I}\varphi _1^{}\varphi _2d^3\underset{¯}{r}`$ (4)
If the potential here is a constant we can get bye with the above. But for clusters this is definitely not so. In the molecular FPLMTO we use a tabulation technique. We expand the product :
$$\varphi _i^{}(\underset{¯}{r})\varphi _j(\underset{¯}{r})=\underset{m}{}C_m^{ij}\chi _m(\underset{¯}{m})$$
where $`\chi _m(\underset{¯}{r})`$ is another set of muffin-tin centered Hänkel functions. In practice we put two atoms along the z-axis and make accurate numerical expansion by least squares fit for different distances and tabulate C$`{}_{m}{}^{}{}_{}{}^{ij}`$(d) :
$`A_{mn}`$ $`=`$ $`{\displaystyle _I}\chi _m^{}(\underset{¯}{r})\chi _n(\underset{¯}{r})d^3r`$
$`B_m`$ $`=`$ $`{\displaystyle _I}\varphi _i^{}(\underset{¯}{r})\varphi _j(\underset{¯}{r})\chi _m(\underset{¯}{r})d^3\underset{¯}{r}`$
$`𝒞`$ $`=`$ $`𝒜^1`$
This is the two-centre fit table (TCF). For arbitrary geometry then we may easily calculate the necessary matrix elements by a fitting procedure to the table. The procedure id fast.
For molecular dynamics, the problem arises from the fact that the Pulay terms in the force are impossibly difficult to calculate directly as the basis set changes in a complicated manner when atoms move. To do the molecular dynamics, we use the Harris functional procedure as follows : At a time step $`\tau _0`$ we obtain the self-consistent charge density $`\rho (r,\tau _0)`$ using the FP-LMTO procedure. At a neighbouring time $`\tau _0`$+$`\tau `$ we hazard a guess $`\rho _g(r,\tau _0+\tau )`$ and obtain
$`\stackrel{~}{E}(\tau )`$ $`=`$ $`E_H[\rho _g(r,\tau _0+\tau )]`$
$`=`$ $`{\displaystyle \underset{i}{}}\epsilon _i\left[V_{eff}\right]{\displaystyle \rho _g(\underset{¯}{r})V_{eff}\left[\rho _g(\underset{¯}{r})\right]}+U\left[\rho _g(\underset{¯}{r})\right]+E_{xc}\left[\rho _g(\underset{¯}{r})\right]`$
To find the force on an atom, we simply move the atom with its surrounding charge density in a given direction. The force is given by
$$\frac{\stackrel{~}{E}}{\tau }\text{ }_{\tau 0}$$
For dynamics we use the Verlet algorithm :
$$\underset{¯}{r}_{n+1}=2\underset{¯}{r}_n\underset{¯}{r}_{n1}+\frac{\underset{¯}{F}}{m}(\mathrm{\Delta }t)^2$$
where n denotes the time step of length $`\mathrm{\Delta }t`$. We can now either do straightforward molecular dynamics, but this often leads to unphysical heating/cooling of the system if our time steps are too large. For small time steps the procedure is inordinately slow. We add an extra friction term carefully $`\underset{¯}{F}\underset{¯}{F}\gamma m\underset{¯}{\overset{\dot{}}{r}}`$. Methfessel and Schilfgaarde have also used a free dynamics with feedback to overcome the above difficulty.
## 3 Results
We have chosen the various parameters for the FP-LMTO based on optimizing results for bulk Cu and the dimer. The values of $`\kappa ^2`$ were chosen from optimum bulk calculations. The muffin tin radii were chosen as 1.9 Åto produce the bond length and binding energies of the Cu dimer correctly. For augmentation within the sphere we have used 4$`s`$, 4$`p`$, 3$`d`$, 4$`f`$ and 5$`g`$ functions ($`\mathrm{}_{max}`$=3). For representation of interstitial functions we have used five $`\kappa ^2`$ values with angular momentum cutoffs $`\mathrm{}_{max}`$ = 4,4 6,2 and 1.
The optimum bond length was determined by varying the dimer bond length from 4.1 to 4.2 atomic units and calculating the total energy at each bond length. We found the optimum bond length to be 4.16 a.u with the binding energy (B.E) equal to 1.469 eV/atom. The table 1 lists the various theoretical and experimental values for the bond length and binding energies per atom. It is well known that while the Hartree-Fock tends to under-bind, the LDA over-binds. Our bond lengths should then be smaller and binding energies larger than experimental values. This is borne out by the table. Clearly both the self interaction correction (SIC) and the gradient correction (GGA) improves matters. The TB-LMTO value of 0.23 eV/atom () is much too low and probably indicates serious lacunæ in the treatment of clusters in that work rather than in the TB-LMTO itself.
The table 2 shows the ionization potential (IP) for $`Cu_2`$ dimers, calculated as the difference between the total energies of neutral $`Cu_2`$ and the $`Cu_2^+`$ ion, using various methods. The experimental values quoted range between 7.904$`\pm `$0.04 quoted by Calamici et al and 7.37 of Joyes and Leleyer . It is quite clear that for the smaller clusters the generalized gradient corrections (GGA) to the local density approximation is very important (). Our FP-LMTO does not incorporate the GGA and hence leads to slightly larger values of the IP. The importance of self-interaction corrections (SIC) is not clear for dimers. Wang includes SIC and obtains a higher value of the IP. Our work does not include the SIC.
The first test of the predictability of various methods first appear for $`Cu_3`$. The accompanying figure 1 shows the lowest energy structures predicted for the trimer. Miyoshi et al find both the structures (O) and (A) to be almost degenerate in energy. The vertex angles are found to be 77.6<sup>o</sup> for (O) and 51.7<sup>o</sup> for (A). Calamici et al find the structure (O) to be most stable with vertex angle 66.86<sup>o</sup> without SIC and 66.58<sup>o</sup> with SIC. The other structure (A) lies 0.023 eV higher in energy. Wang finds the obtuse triangle shown on the right to be the stable structure. This has a vertex angle of 162<sup>o</sup>. He concludes that the SIC correction is essential and finds the acute triangle with a vertex angle of 47<sup>o</sup> to be the most stable. However, even with the SIC the structure quoted is rather different from other methods. Our prediction agrees reasonably well with the structure (O) of Miyoshi et al and (O) of Calamici et al . The vertex angle is 65<sup>o</sup> in our case. The isosceles shape is expected because of the possible Jahn-Teller distortion in $`Cu_3`$.
The table 3 compares the bond lengths, binding energies and ionization energies of he $`Cu_3`$ trimer. We find the binding energy per atom to be 1.598 eV/atom which is higher than that for the linear configuration by 0.124 eV/atom. Over-binding because of the LDA is again observed. The ionization energy drops for the trimer and regains its value again for $`Cu_4`$. This has been observed in all the earlier works quoted and in experiment.
For N=4 we find the rhombus starting structure to lead to the most stable structure followed by the square and the tetrahedron in decreasing order of stability. Our prediction matches exactly with that of Akeby et al and Calamici et al who also predicted the sequence rhombus, square and tetrahedron. The larger rhombus angle turns out to be 120<sup>o</sup> which agrees well with the prediction of 122<sup>o</sup> by Calamici et al . Our ionization potential is 7.90 eV, which agrees not badly with 7.0$`\pm `$0.6 eV found experimentally. The TB-LMTO () predicts the order of stability to be the tetrahedron, the rhombus and the square in decreasing stability. This does not match with any other work and possibly has its origin in the problem talked about earlier.
For $`Cu_5`$ we find the trigonal bipyramid with B.E. 2.187 eV/atom to be the most stable structure followed by the square pyramid where the difference in B.E. between the two structures is .056 eV only. Akeby et al also obtain the trigonal bipyramid to be more stable than the square pyramid agreeing with our calculations. Calamici et al finds another structure, the flat pentagonal trapezoid to be almost degenerate; actually 0.009 eV lower in energy than the trigonal bipyramid. They find the square pyramid to be more than 0.309 eV higher in energy. We would like to emphasize with Calamici et al that for the smaller clusters the GGA may play a crucial role in stabilizing certain structures.
Figure 3 shows the variation of the ionization potential with cluster size. The troughs at n=3 and n=5 agree well with earlier works as well as experimental results ().
For N=6 we have considered two starting structures the square bipyramid (octahedron) and the capped trigonal bipyramid which is obtained by capping one face of the trigonal bipyramid so that the capping atom is equidistant from all the three atoms on the face. We find the capped trigonal bipyramid to be the most stable structure with bond energy equal to 2.405 eV/atom which is 0.040 eV/atom higher than the square bipyramid (octahedron). The TB-LMTO calculations predict the octahedron to be the most stable structure compared to other random structures. Also the numerical value of 1.56 eV/atom for the octahedron obtained from the TB-LMTO calculations is much lower compared to our value.
The pentagonal bipyramid, the capped square bipyramid and the bicapped trigonal bipyramid were considered as the starting structures for our calculations for N=7. We find the pentagonal bipyramid to be the most stable structure in accordance with Akeby et al . but at variance with the TB-LMTO results. The bicapped trigonal bipyramid is slightly higher in energy (0.002 eV/atom) than the capped square pyramid in our calculations.
For $`Cu_8`$ we considered three starting structures as shown in the table of which the capped pentagonal bipyramid turns out to be the most stable followed by the bicapped square bipyramid and the cube. TB-LMTO predicts the antiprism followed by the bi-tent structure and the cube. Both the methods find the cube to b ethe least stable though our B.E. for the cube is 0.592 eV/atom higher than the TB-LMTO results.
In the case of $`Cu_9`$, we considered the tricapped square bipyramid and the bicapped pentagonal bipyramid with the capping atoms on adjacent and non-adjacent faces. The tricapped square bipyramid was found to be the most stable structure followed by the bicapped pentagonal bipyramid with the capping atoms on adjacent faces (lower by only 0.006 eV/atom) and the bicapped pentagonal bipyramid (non-adjacent faces) lower by 0.025 eV/atom than the most stable structure in this range. The stable shapes for 6 $``$ N $``$ 9 are shown in figures 4.
Figure 5 shows a plot of the binding energy versus cluster size for N=2 to 9. The relative stability of the clusters ($`2E(N)E(N+1)E(N1)`$) is also plotted on the same graph. Cluster sizes N=3,5 and 8 show up as more stable. This has been predicted experimentally earlier by Knickelbein . Katakuse has also observed N=8 to be a stable structure in their experimental observations.
Figure 6 shows a plot for the HOMO-LUMO gap versus cluster size for the most stable clusters. In the theoretical results of Akeby et al the HOMO-LUMO gap for the $`Cu_8`$ cluster is determined to be 1.93 eV while Lammers and Borstal report a value of 1.91 eV. Our calculated value for the HOMO-LUMO gap for the most stable structure (capped pentagonal bipyramid) is 1.156 which is lower than both the reported values. The HOMO-LUMO gap does show a peak at N=8 in our calculations but we cannot conclude from this point that this is a manifestation of shell closure. We also see a minimum in the HOMO-LUMO gap value at N=6 unlike in . Moreover pronounced odd-even alterations in the HOMO-LUMO gap values as predicted by the shell model () are not recognizable in our calculations.
The N=10 cluster shape is a close competition between the tetracapped trigonal bipyramid which is obtained by capping the N=9 cluster on another face and the structure shown on the right hand side of figure 6. Our calculations indicate that the former is more stable, however, the energy difference is smaller than the errors involved in the FP-LMTO itself. From N=11 to N=13 the clusters grow towards the stable icosahedron. These shapes indicate that probably our prediction is valid.
For $`N=12`$ we started from a configuration which is an icosahedron with a void at the centre. Rapidly the structure evolved to the icosahedron with one exterior atom removed.
For $`N=13`$ we studied carefully two possible structures : the cubo-octahedron (shown on the left in figure 9 and the icosahedron, shown on the right of the same figure. Our calculations indicate that even if we begin with the cubo-octahedron as our starting structures, the cluster rapidly settles down to the icosahedron. Earlier Valkealahti and Manninen had also used effective medium-molecular dynamics and shown that the cubo-octahedron is unstable and rapidly changes over to the stable icosahedron. Winter et al have argued from experimental observations that the shell structure seen in the smaller clusters is overshadowed by icosahedral closures from $`N=13`$ onwards.
For $`N=15`$ and $`N=16`$ we see near-degenerate structures. The lower-energy structure has atoms on neighboring faces of the icosahedron. There is also another structure, differing in energy by about $`1\%`$, in which the “extra” atoms are on non-neighboring faces of the icosahedron. For $`N=17`$ the two different starting structures both anneal to an icosahedron with four atoms on neighboring faces.
The $`N=19`$ has a very stable structure : the double icosahedron, further confirming the conjecture of Winter et al regarding icosahedral closure. For $`N=20`$ The equatorial addition was found to be more stable by about $`1\%`$. We expect as the size increases, the cluster structure becomes more spherical. Note that we see no evidence for the very open structure reported to have been obtained by Lammers and Borstal for $`N=20`$ through simulated annealing.
Figure 12 shows the binding energy and the homo-lumo gap for the clusters $`N=11`$ to $`N=20`$. We note that the signatures of shell closure we observed in the smaller clusters is overtaken by geometric closures and the icosahedron based closed structures are the more stable.
## Acknowledgements
We should like to thank Profs. M. Methfessel and M. Van Schilfgaarde for making the entire mechanism of the FP-LMTO available to us and enthusing us to make use of this powerful technique.
FIGURE CAPTIONS
Various shape predictions for the Cu<sub>3</sub> trimer
Stable configurations for Cu<sub>4</sub> and Cu<sub>5</sub>
Variation of the ionization potential with cluster size
Stable configurations for Cu<sub>6</sub> to Cu<sub>9</sub>
The binding energy per atom and its curvature for Cu<sub>2</sub> to Cu<sub>9</sub>
The homo-lumo gap for Cu<sub>2</sub> to Cu<sub>9</sub>
The structures for Cu<sub>10</sub>
The stable structures for Cu<sub>11</sub> and Cu<sub>12</sub>
The structures for Cu<sub>13</sub>
The structures for Cu<sub>14</sub>Cu<sub>18</sub>
The structures for Cu<sub>19</sub>Cu<sub>20</sub>
The binding energy per atom and the homo-lumo gap for Cu<sub>11</sub> to Cu<sub>20</sub> |
warning/0001/math0001002.html | ar5iv | text | # Symplectic quotients by a nonabelian group and by its maximal torus
## Introduction
This paper examines the relationship between the symplectic quotient $`X//G`$ of a Hamiltonian $`G`$-manifold $`X`$, and the associated symplectic quotient $`X//T`$, where $`TG`$ is a maximal torus, in the case in which $`X//G`$ is a compact manifold or orbifold.
The three main results are: a formula expressing the rational cohomology ring of $`X//G`$ in terms of the rational cohomology ring of $`X//T`$; an ‘integration’ formula, which expresses cohomology pairings on $`X//G`$ in terms of cohomology pairings on $`X//T`$; and an index formula, which expresses the indices of elliptic operators on $`X//G`$ in terms of indices on $`X//T`$.
The results of this paper are complemented by the results in a companion paper , in which different techniques are used to derive formulæ for cohomology pairings on symplectic quotients $`X//T`$, where $`T`$ is a torus, in terms of the $`T`$-fixed points of $`X`$. That paper also gives some applications of the formulæ proved here.
In order to state the main results of this paper, we introduce some notation. The symplectic quotient $`X//G`$ is defined to be the topological quotient $`\mu _G^1(0)/G`$, where $`\mu _G:X\mathrm{Lie}(G)^{}`$ is a moment map for the $`G`$-action on $`X`$. A choice of maximal torus $`TG`$ induces a natural projection $`\mathrm{Lie}(G)^{}\mathrm{Lie}(T)^{}`$, and composing with $`\mu _G`$ gives a moment map $`\mu _T:X\mathrm{Lie}(T)^{}`$ for the $`T`$-action, with $`X//T:=\mu _T^1(0)/T`$. In most of this paper we make some additional simplifying assumptions: we assume that both $`\mu _G^1(0)`$ and $`\mu _T^1(0)`$ are compact manifolds, on which the respective $`G`$\- and $`T`$-actions are free. It follows that $`X//G`$ and $`X//T`$ are compact symplectic manifolds. In section 6 we show how to modify the main results when various of these assumptions are dropped.
For every weight $`\alpha `$ of $`T`$ there is a characteristic class $`e(\alpha )H^2(X//T)`$ naturally associated<sup>2</sup><sup>2</sup>2A weight of $`T`$ is a homomorphism $`\alpha :TS^1`$. Denoting by $`_{(\alpha )}`$ the representation space on which $`T`$ acts via this homomorphism, we define $`L_\alpha X//T`$ to be the associated line bundle, that is, $`L_\alpha :=\mu _T^1(0)\times _T_{(\alpha )}`$, and $`e(\alpha )`$ to be the Euler class of $`L_\alpha `$. to the principal $`T`$-bundle $`\mu _T^1(0)X//T`$ (for a precise definition see section 2).
###### Theorem A (Cohomology rings).
There is a natural ring isomorphism
$$H^{}(X//G;)\frac{H^{}(X//T;)^W}{\mathrm{ann}(e)}.$$
Here $`W`$ denotes the Weyl group of $`G`$, which acts naturally on $`X//T`$; the class $`eH^{}(X//T)^W`$ is defined by $`e:=_{\alpha \mathrm{\Delta }}e(\alpha )`$ for $`\mathrm{\Delta }`$ the roots of $`G`$, and $`\mathrm{ann}(e)\mathrm{}H^{}(X//T;)^W`$ is the ideal consisting of all $`W`$-invariant elements $`cH^{}(X//T;)^W`$ such that the product $`ce`$ vanishes.
There is a natural notion of a lift of a cohomology class on $`X//G`$ to a class on $`X//T`$, compatible with the above isomorphism. The most concrete way of expressing this<sup>3</sup><sup>3</sup>3A more natural way of expressing the fact that $`\stackrel{~}{a}`$ is a lift of $`a`$ brings in the $`G`$-equivariant cohomology $`H_G^{}(X)`$. There are natural maps from $`H_G^{}(X)`$ to both $`H^{}(X//G)`$ and $`H^{}(X//T)`$, and $`\stackrel{~}{a}`$ is a lift of $`a`$ if they are both images of the same class in $`H_G^{}(X)`$. involves the manifold $`Y:=\mu _G^1(0)/T`$. There is an obvious inclusion $`i:YX//T`$ and projection $`\pi :YX//G`$, and we say $`\stackrel{~}{a}H^{}(X//T)`$ is a lift of $`aH^{}(X//G)`$ if $`\pi ^{}a=i^{}\stackrel{~}{a}`$.
###### Theorem B (Integration formula).
Given a cohomology class $`aH^{}(X//G)`$ with lift $`\stackrel{~}{a}H^{}(X//T)`$, then
$$_{X//G}a=\frac{1}{|W|}_{X//T}\stackrel{~}{a}e,$$
where $`|W|`$ is the order of the Weyl group of $`G`$, and $`e`$ is the cohomology class defined in Theorem A.
This formula gives cohomology pairings on $`X//G`$ because the lift of a class is compatible with cup product: given classes $`a,bH^{}(X//G)`$ with lifts $`\stackrel{~}{a},\stackrel{~}{b}H^{}(X//T)`$, then $`\stackrel{~}{a}\stackrel{~}{b}`$ is a lift of $`ab`$.
The symplectic quotient $`X//G`$ is a compact symplectic manifold, and it can be given an almost complex structure $`J:T(X//G)T(X//G)`$ which is compatible with its symplectic structure in a certain sense. Using the same prescription<sup>4</sup><sup>4</sup>4the operator $`\overline{}`$ is the usual Cauchy-Riemann operator from $`(0,i)`$-forms to $`(0,i+1)`$-forms—this is well-defined on an almost-complex manifold, although $`\overline{}\overline{}`$ does not necessarily vanish—see for example Griffiths and Harris \[7, p. 80\]; the almost complex structure combines with the symplectic structure to define a natural metric, which we use to define $`\overline{}^{}`$. (The complex structure can alternatively be viewed as defining a spin<sup>c</sup> structure, with $`D`$ defined as the spin<sup>c</sup>-Dirac operator, taking even spinors to odd spinors.) as on a Kähler manifold, we can then define an elliptic operator
$$D:=\overline{}+\overline{}^{}:C^{\mathrm{}}\left(\mathrm{\Lambda }^{\text{even}}T^{0,1}\right)C^{\mathrm{}}\left(\mathrm{\Lambda }^{\text{odd}}T^{0,1}\right).$$
Furthermore, if $`VX//G`$ is a complex vector bundle, then a choice of Hermitian connection on $`V`$ lets us define an elliptic operator $`D_V:C^{\mathrm{}}\left(V\mathrm{\Lambda }^{\text{even}}T^{0,1}\right)C^{\mathrm{}}\left(V\mathrm{\Lambda }^{\text{odd}}T^{0,1}\right).`$ While the operator $`D_V`$ depends on the various choices involved, its index does not, and we have
###### Theorem C (Index formula).
Suppose $`VX//G`$ is a complex vector bundle, and $`\stackrel{~}{V}X//T`$ is a lift of $`V`$. Then
$$\mathrm{index}^{X//G}D_V=\mathrm{index}^{X//T}D_{\stackrel{~}{V}\mathrm{\Lambda }^{\text{even}}E}\mathrm{index}^{X//T}D_{\stackrel{~}{V}\mathrm{\Lambda }^{\text{odd}}E}$$
Here we can take $`EX//T`$ to equal $`_{\alpha \mathrm{\Delta }^+}L_\alpha `$ for any choice $`\mathrm{\Delta }^+`$ of positive roots of $`G`$, where $`L_\alpha X//T`$ denotes the complex line bundle naturally associated to the weight $`\alpha `$.
This formula is simpler than one would get by applying the Atiyah-Singer index theorem to the integration formula—its proof runs along similar lines, but brings in a result of Borel and Hirzebruch on the Todd genus of $`G/T`$.
The layout of this paper is as follows. Section 1 contains the main topological result, giving a detailed description of the topological relationship between $`X//G`$ and $`X//T`$. Section 2 uses this result, together with some cohomological facts, to prove theorem B, the integration formula. In section 3 the integration formula is combined with Poincaré duality to prove theorem A, and in section 4 the index formula is proved. Section 5 is a very short section describing some formulæ for characteristic numbers of $`X//G`$, such as the Euler characteristic and the signature. In section 6 various generalizations of the main results are described, including straightforward generalizations to the case when the two symplectic quotients are compact orbifolds, to the case in which $`X//T`$ may have singularities or be noncompact, and finally, in a different direction, a generalization in which $`T`$ is replaced by a subgroup of full rank. Finally, in section 7, the results of this paper are applied to the explicit example of the Grassmannian of $`k`$-dimensional planes in $`^n`$, which arises as a symplectic quotient by the group $`U(k)`$. The associated symplectic quotient by the maximal torus is the $`k`$-fold product $`(^{n1})^k`$. One result is a presentation of the cohomology of the Grassmannian which is different from the usual one.
### Relation to other results
The results of this paper, together with the companion paper , have been applied by Jeffrey and Kirwan to prove certain formulæ for cohomology pairings on moduli spaces of stable holomorphic bundles over a Riemann surface. These formulæ were first derived by Witten using physical arguments. Indeed the main motivation for the results of this paper and its companion was to find a purely topological proof of Witten’s formulæ.
This work was carried out in 1994, in Oxford, and at the Isaac Newton Institute in Cambridge. After completing this work, I was made aware of some related results of Ellingsrud and Strømme . The present paper intersects with theirs in the case that $`X`$ is a complex vector space; in that case they have a result closely related to theorem A. (Their general setting is the ‘Geometric invariant theory’ quotient of a vector space over an arbitrary field, for which they calculate the Chow ring; their techniques are completely different from those used here.)
### Acknowledgements
It is a pleasure to thank Simon Donaldson, Robert Purves, John Rawnsley and Dietmar Salamon for illuminating discussions, and Lisa Jeffrey and Frances Kirwan for their interest and encouragement while these results were being developed.
### Notation
Fixed throughout this paper are the following:
* is a fixed smooth symplectic manifold (with symplectic form $`\omega `$);
* is a connected compact Lie group and a fixed maximal torus, both acting on $`X`$, preserving $`\omega `$;
* are their Lie algebras;
* is a moment map for the $`G`$ action on $`X`$, which we assume throughout to be proper, and to have $`0`$ as a regular value (our sign convention is $`d\mu _G,\xi =\omega (V(\xi ),),\xi 𝔤`$, where $`V(\xi )\mathrm{\Gamma }(TX)`$ denotes the vector field generated by the infinitesimal action of $`\xi `$; see the companion paper for more details);
* is the corresponding moment map for the restriction of the action to $`T`$ (given by composing $`\mu _G`$ with the natural projection $`𝔤^{}𝔱^{}`$);
* denote the symplectic quotients $`\mu _G^1(0)/G`$ and $`\mu _T^1(0)/T`$ respectively.
## 1 The main topological result
The results of this paper all follow from one topological result, which we prove in this section. This result is stated in terms of certain complex line bundles on $`X//T`$:
###### Definition 1.1.
Let $`\alpha `$ be a weight of $`T`$, that is, a one-dimensional representation, and let $`_{(\alpha )}`$ denote the corresponding representation space. Then we define the line bundle $`L_\alpha X//T`$ to be the associated bundle
We denote by $`\mathrm{\Delta }`$ the set of roots of $`G`$, that is, $`\mathrm{\Delta }`$ is the set of nonzero weights which occur in the action of $`T`$ on $`𝔤`$; we fix a choice $`\mathrm{\Delta }^+\mathrm{\Delta }`$ of positive roots, and denote by $`\mathrm{\Delta }^{}`$ the corresponding negative roots.
$`X//G`$ and $`X//T`$ are related by a fibering and an inclusion:
Note that $`X//G`$ and $`X//T`$ are symplectic manifolds, and hence possess compactible almost complex structures, unique up to homotopy \[17, proposition 4.1\].
###### Proposition 1.2.
1. The vector bundle $`_{\alpha \mathrm{\Delta }^{}}L_\alpha X//T`$ has a section $`s`$, which is transverse to the zero section, and such that the zeroset of $`s`$ is the submanifold $`\mu _G^1(0)/TX//T`$. It follows that the derivative of $`s`$ identifies the normal bundle
$$\nu (\mu _G^1(0)/T)_{\alpha \mathrm{\Delta }^{}}L_\alpha |_{\mu _G^1(0)/T}.$$
2. Letting $`\mathrm{vert}(\pi )\mu _G^1(0)/T`$ denote the vector bundle of tangents to the fibres of $`\pi `$, we have
$$\mathrm{vert}(\pi )_{\alpha \mathrm{\Delta }^+}L_\alpha |_{\mu _G^1(0)/T}.$$
3. There is a complex orientation<sup>5</sup><sup>5</sup>5an almost complex structure on a manifold or a vector bundle defines a complex orientation, and two almost complex structures which are homotopic (through almost complex structures) define the same complex orientation. For the definition of complex orientation (which also involves stabilization) see . of $`\mu _G^1(0)/T`$ such that the above isomorphisms are isomorphisms of complex-oriented spaces and vector bundles, with respect to the complex orientations of $`X//G`$ and $`X//T`$ induced by their symplectic forms.
A complex orientation induces a real orientation in a standard manner, and for most of this paper we will only need that the above isomorphisms are isomorphisms of real-oriented spaces and vector bundles. We will need complex orientations for the results on indices of elliptic operators and characteristic numbers, in sections 4 and 5.
###### Proof.
We prove the three statements in the proposition in order.
1. The inclusion. We have the commuting triangle of maps
where the projection $`p`$ is induced by the inclusion $`TG`$. Define $`V𝔤^{}`$ by $`V:=p^1(0)`$. Then $`\mu _T^1(0)=\mu _G^1(V)`$, and the fact that $`0𝔱^{}`$ is a regular value for $`\mu _T`$ is equivalent to the assertion that the subspace $`V`$ is transverse to the map $`\mu _G`$. Note that $`\mu _T`$ is a $`T`$-equivariant map and the coadjoint action of $`T`$ on $`𝔤^{}`$ preserves the subspace $`V`$. Moreover, given our choice of positive and negative roots, we have $`V_{\alpha \mathrm{\Delta }^{}}_{(\alpha )}`$.
The restriction of $`\mu _G`$ to $`\mu _T^1(0)`$ defines a $`T`$-equivariant map $`\stackrel{~}{s}:\mu _T^1(0)V`$, and taking the quotient by $`T`$, then $`\stackrel{~}{s}`$ defines a section $`s`$ of the associated bundle $`\mu _T^1(0)\times _TVX//T`$. Since $`0𝔤^{}`$ is a regular value of $`\mu _G`$ it follows that $`0V`$ is a regular value of $`\stackrel{~}{s}`$, and hence $`s`$ is transverse to the zero section.
Finally, the identification of $`V`$ in terms of negative roots gives $`\mu _T^1(0)\times _TV_{\alpha \mathrm{\Delta }^{}}L_\alpha `$.
2. The fibering. We write $`Z:=\mu _G^1(0)`$. Let $`\pi _G`$ and $`\pi _T`$ denote the projections
($`\pi `$ was defined above the proposition).
Consider the foliation of $`Z`$ given by the $`G`$-orbits: using a $`G`$-invariant metric to take orthgonal complements, and the infinitesimal action to identify tangents to the $`G`$-orbits, we have the $`G`$-equivariant identification
$$TZ(Z\times 𝔤)\pi _G^{}T(Z/G),$$
where $`G`$ acts on $`𝔤`$ by the adjoint action. Restricting to the action of $`T`$, we can refine this identification using the $`T`$-equivariant decomposition $`𝔤𝔱𝔳`$
$$TZ(Z\times 𝔱)(Z\times 𝔳)\pi _G^{}T(Z/G),$$
with $`𝔳_{\alpha \mathrm{\Delta }^+}_{(\alpha )}`$. Identifying the $`Z\times 𝔱`$ factor as the tangents to the $`T`$-orbits, and taking the quotient by $`T`$,
$$T(Z/T)(Z\times _T𝔳)\pi ^{}T(Z/G).$$
Hence, identifying $`𝔳`$ in terms of positive roots gives $`\mathrm{vert}(\pi )Z\times _T𝔳_{\alpha \mathrm{\Delta }^+}L_\alpha |_{Z/T}`$.
3. The orientation. We begin by summarizing the arguments in the final stage of the proof. We will first describe the symplectic form of $`X//T`$, restricted to $`Z/T`$, in terms of a decomposition of the tangent bundle (equation (1.4) below). We then describe an almost complex structure $`\stackrel{~}{J}_0`$ on $`X//T`$ which is compatible with the symplectic form on $`X//T`$, and which has a simple description over $`Z/T`$. Finally, we show that $`\stackrel{~}{J}_0`$ is homotopic, through almost complex structures, to an almost complex structure $`\stackrel{~}{J}_1`$ on $`X//T`$ with respect to which $`Z/T`$ is an almost complex submanifold, and such that the almost complex structures on $`Z/T`$ and on its normal bundle agree with the complex orientations described in the statement of the proposition.
3(i) The identification of the symplectic form. On $`𝔤𝔤^{}`$ we define the $`G`$-invariant symplectic form $`\eta `$ by using the duality pairing:
$$\eta (\xi ,\alpha ):=\xi ,\alpha ,\xi 𝔤,\alpha 𝔤^{},$$
and demanding that $`\eta `$ be skew-symmetric. Applying this definition fibrewise defines an invariant symplectic form on the vector bundle $`Z\times (𝔤𝔤^{})Z`$, which we will also denote by $`\eta `$. Then there exists a $`G`$-equivariant isomorphism of symplectic vector bundles over $`Z=\mu _G^1(0)`$
$$TX|_Z(Z\times 𝔤)(Z\times 𝔤^{})\pi _G^{}T(X//G)$$
(1.3)
where the symplectic form on the left is the restriction of the symplectic form on $`X`$, and the symplectic form on the right is the direct sum of the symplectic form on $`(Z\times 𝔤)(Z\times 𝔤^{})`$ given by $`\eta `$, and the pullback of the symplectic form on $`X//G`$.
This isomorphism is defined as follows. A choice of connection on the principal $`G`$-bundle $`ZX//G`$ defines a ‘horizontal subbundle’ $`TZ`$, which is isomorphic to $`\pi _G^{}T(X//G)`$ (the isomorphism is induced by the derivative $`d\pi _G`$). Using the inclusion $`TZTX|_Z`$ we can consider $``$ to be a subbundle of $`TX|_Z`$, and we define $`^\omega TX|_Z`$ to be the symplectic complement to $``$, with respect to the restriction of the symplectic form $`\omega `$ on $`X`$. Standard calculations using the moment map then imply (1) the restriction of $`\omega `$ to $``$ equals the pullback of the symplectic form on $`X//G`$, (2) the subbundle $`^\omega `$ is a vector bundle complement to $``$, containing $`\mathrm{vert}(\pi _G)(Z\times 𝔤)`$, and isomorphic to $`(Z\times 𝔤)(Z\times 𝔤^{})`$ (with the isomorphism given by choosing an equivariant complement to $`\mathrm{vert}(\pi _G)`$ and identifying this complement with $`Z\times 𝔤^{}`$ via $`d\mu `$), and (3) the restriction of $`\omega `$ to $`^\omega (Z\times 𝔤)(Z\times 𝔤^{})`$ equals the symplectic form $`\eta `$ defined above.
The same arguments, applied to $`T`$ and $`\mu _T^1(0)`$ in place of $`G`$ and $`Z=\mu _G^1(0)`$, give an analogous isomorphism to that of equation (1.3) above. Combining these two isomorphisms, in a neighbourhood of $`Z`$, and arguing as in step 2 of this proof gives an isomorphism of symplectic vector bundles
$$T(X//T)|_{Z/T}(Z\times _T𝔳)(Z\times _T𝔳^{})\pi ^{}T(X//G)$$
(1.4)
such that the symplectic form on the left is the restriction of the symplectic form on $`X//T`$, and on the right is the direct sum of the natural symplectic form on $`(Z\times _T𝔳)(Z\times _T𝔳^{})`$ defined analogously to $`\eta `$, and the pullback of the symplectic form on $`X//G`$.
3(ii) The almost complex structure $`\stackrel{~}{J}_0`$.
Fix (1) an almost complex structure on $`X//G`$ which is compatible with the symplectic form, and (2) a $`T`$-invariant positive-definite inner product on $`𝔳`$.
The inner product on $`𝔳`$ gives a duality isomorphism $`𝔳\stackrel{}{}𝔳^{}`$, which is $`T`$-equivariant, and which thus descends to an isomorphism
$$\phi :Z\times _T𝔳Z\times _T𝔳^{}.$$
We now define $`J_0`$. On the subbundle $`\pi ^{}T(X//G)`$ we define $`J_0`$ to equal the almost complex structure on $`X//G`$ which we fixed above. On the subbundle $`(Z\times _T𝔳)(Z\times _T𝔳^{})`$ we define $`J_0`$ to equal $`\left(\begin{array}{cc}0& \phi \\ \phi & 0\end{array}\right)`$. One easily checks that $`J_0`$ is compatible with the symplectic form on $`T(X//T)|_{Z/T}`$, and it follows from standard results in symplectic geometry that there exists an almost complex structure $`\stackrel{~}{J_0}`$ on $`X//T`$ which is compatible with the symplectic form, and whose restriction equals $`J_0`$ (see for example McDuff and Salamon \[17, proposition 4.1\]).
3(iii) The homotopy.
Fix a choice of positive roots $`\mathrm{\Delta }^+\mathrm{\Delta }`$. This choice of positive roots gives a $`T`$-invariant complex structure on $`𝔳`$, which descends to a complex structure on $`Z\times _T𝔳`$, which we denote by $`i_𝔳`$. Similarly, the negative roots define a complex structure $`i_𝔳^{}`$ on $`Z\times _T𝔳^{}`$, and we have
$$i_𝔳^{}=\phi (i_𝔳^{})\phi ^1.$$
We now define $`J_1`$. On the subbundle $`\pi ^{}T(X//G)`$ we define $`J_1`$ to equal the almost complex structure on $`X//G`$ which we fixed above, and hence to agree with $`J_0`$. On the subbundle $`(Z\times _T𝔳)(Z\times _T𝔳^{})`$ we define $`J_1`$ to equal $`\left(\begin{array}{cc}i_𝔳& 0\\ 0& i_𝔳^{}\end{array}\right)`$.
We now show that $`J_0`$ and $`J_1`$ are homotopic through almost complex structures. Consider the complex linear transformations $`j_0:=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$, and $`j_1:=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right)\mathrm{End}()`$. Since $`j_0`$ and $`j_1`$ are unitary matrices having the same eigenvalues, there is a unitary matrix $`g_1`$ such that $`j_1=g_1j_0g_1^1`$. Let $`g_t`$, for $`t[0,1]`$, be a path of unitary matrices with $`g_0`$ equal to the identity and $`g_1`$ the matrix we have just described. Then $`j_t:=g_tj_0g_t^1`$ is a path of complex structures on the real vector space underlying $``$.
Tensoring with $`𝔳`$, and using the isomorphism provided by $`\phi `$, we can thus define a path of almost complex structures $`J_t`$ from $`J_0`$ to $`J_1`$ (keeping the almost complex structure on the subbundle $`\pi ^{}T(X//G)`$ fixed throughout).
We can think of an almost complex structure over $`X//T`$ as a section of a bundle with fibres $`O(2n)/U(n)`$, where $`2n=dimX//T`$ \[17, proposition 2.46\]. Thus $`\stackrel{~}{J_0}`$ is such a section, and $`J_t`$ is a homotopy of sections restricted to the submanifold $`Z/T`$. By the homotopy extension property, we can extend $`J_t`$ to a homotopy $`\stackrel{~}{J}_t`$ of almost complex structures on $`X//T`$.
But $`\stackrel{~}{J}_1`$ has the property that $`Z/T`$ is an almost complex submanifold, such that the complex structure on $`Z/T`$ and on its normal bundle agree with the complex structures on the vector bundles in the proposition, hence completing the proof. ∎
## 2 The integration formula
In this section we prove the integration formula, theorem B. We begin by recalling some cohomological techniques needed in the proof.
### Integration over the fibre
If $`\pi :YB`$ is a fibre bundle with fibre $`F`$, such that $`Y,B`$ and $`F`$ are compact oriented manifolds, then integration over the fibre is a map
$$\pi _{}:H^{}(Y)H^{dimF}(B)$$
satisfying
$`\pi _{}(\pi ^{}(b)a)=b\pi _{}a,aH^{}(Y),bH^{}(B),`$
If $`i:SB`$ is the inclusion a closed oriented submanifold, then the following square of maps commutes
where $`\pi ^{}`$ denotes the restriction of $`\pi `$ to $`\pi ^1(S)`$, and $`i^{}`$ denotes the inclusion of $`\pi ^1(S)`$ in $`Y`$.
$`{\displaystyle _B}\pi _{}a={\displaystyle _Y}a,aH^{}(Y).`$
### The Euler class of a vector bundle
The second fact we need involves the Euler class of a vector bundle. Suppose $`V`$ is a real oriented vector bundle over a compact oriented manifold $`Y`$, and $`s`$ is a section of $`V`$ which is transverse to the zero section. Then the zeroset of $`s`$ is a submanifold $`S`$ of $`Y`$, and denoting by $`i:SY`$ the inclusion, we have
$$_Si^{}a=_Yae(V),aH^{}(Y)$$
where $`e(V)H^{\mathrm{rk}V}(Y)`$ is the Euler class of $`V`$. There is a natural identification $`\nu SV|_S`$ of the normal bundle to $`S`$ with the restriction of $`V`$, and hence the orientation of $`V`$ induces an orientation on $`\nu S`$; we assume $`S,\nu S`$ and $`Y`$ are oriented compatibly.
If instead $`V`$ is a complex vector bundle, with its natural real orientation, then the Euler class of $`V`$ (thought of as a real vector bundle) equals the top Chern class of $`V`$ (thought of as a complex vector bundle). For proofs and more detailed explanations, see Bott and Tu \[4, section 6\].
### Proof of the integration formula
Recall that we have maps $`i:\mu _G^1(0)/TX//T`$ and $`\pi :\mu _G^1(0)/TX//G`$ as defined in section 1, and we say that a class $`\stackrel{~}{a}H^{}(X//T)`$ is a lift of $`aH^{}(X//G)`$ if $`\pi ^{}(a)=i^{}(\stackrel{~}{a})`$.
###### Definition 2.1.
Given a weight $`\alpha `$ of $`T`$, then we define $`e(\alpha )`$ to be the Euler class
$$e(\alpha ):=e(L_\alpha )H^{}(X//T).$$
(These are the cohomology classes which appear in Theorems A and B).
We are now ready to prove theorem B (as stated in the introduction). This integration formula is stated in terms of cohomology classes on $`X//G`$ and $`X//T`$. However, such classes often arise from equivariant cohomology classes on $`X`$ via the ‘Kirwan map’. After proving the integration formula, we will set up notation for equivariant cohomology and state a corollary in terms of equivariant classes.
###### Proof of Theorem B.
Define the class $`bH^{}(X//T)`$ by $`b:=_{\alpha \mathrm{\Delta }^+}e(L_\alpha )`$. Then $`i^{}b=e(\mathrm{vert}(\pi ))`$, by proposition 1.2. We can calculate the integral over the fibres $`\pi _{}(i^{}b)H^0(X//G)`$ by restricting to a single fibre $`G/T`$, using the restriction property of the pushforward. By naturality of the Euler class, $`e(\mathrm{vert}(\pi ))|_{G/T}=e(\mathrm{vert}(\pi )|_{G/T})=e(T(G/T))`$, and so $`\pi _{}(i^{}b)=_{G/T}e(T(G/T))=\chi (G/T)=|W|`$, using a standard identification of the Euler characteristic of $`G/T`$ .
Then
$$\begin{array}{cc}\hfill _{X//G}a& =\frac{1}{|W|}_{\mu _G^1(0)/T}\pi ^{}ai^{}b,\text{applying the push-pull formula,}\hfill \\ & =\frac{1}{|W|}_{X//T}i_{}i^{}(\stackrel{~}{a}b),\text{composition of pushforwards; and }\stackrel{~}{a}\text{ is a lift of }a\text{,}\hfill \\ & =\frac{1}{|W|}_{X//T}\stackrel{~}{a}b\underset{\alpha \mathrm{\Delta }^{}}{}e(L_\alpha ),\text{properties of the Euler class, applied to thevector bundle identified in proposition 1.2(1),}\hfill \\ & =\frac{1}{|W|}_{X//T}\stackrel{~}{a}e,\text{by definition of }e\text{.}\hfill \end{array}$$
## 3 The relationship between the cohomology rings
In this section we prove theorem A, which relates the cohomology rings of the symplectic quotients $`X//G`$ and $`X//T`$. The proof involves some standard machinery in equivariant cohomology, and a crucial result concerning the ‘Kirwan map’, which we begin by reviewing. We also state a version of the integration formula in the language of equivariant cohomology.
### Some key facts in equivariant cohomology
The $`G`$-equivariant cohomology of the $`G`$-manifold $`X`$, which we denote by $`H_G^{}(X)`$, is defined to be the ordinary cohomology of the homotopy quotient
$$X_G:=(EG\times X)/G,$$
where $`EG`$ is a universal space for $`G`$: that is, $`EG`$ is contractible and has a free $`G`$-action. For various facts in equivariant cohomology, see . We recall that, if $`KG`$ is a subgroup, there is a natural restriction map $`r_K^G:H_G^{}(X)H_K^{}(X)`$.
A map of fundamental importance in symplectic geometry is the Kirwan map, which gives a surjective ring homomorphism from the equivariant cohomology of a symplectic manifold onto the ordinary cohomology of its symplectic quotient. Explicitly, we define the Kirwan map
$$\kappa _G:H_G^{}(X)H^{}(X//G),$$
by taking the restriction to $`\mu _G^1(0)`$, and composing this with the natural isomorphism $`H_G^{}(\mu _G^1(0))\stackrel{}{}H^{}(X//G)`$. This natural isomorphism is defined in rational cohomology whenever the $`G`$-action on $`\mu _G^1(0)`$ is locally free, and we understand $`\kappa _G`$ to only be defined when this is the case. We denote the analogous map for the maximal torus $`T`$ by $`\kappa _T:H_T^{}(X)H^{}(X//T)`$.
We observe that, for any equivariant class $`aH_G^{}(X)`$, the class $`\kappa _Tr_T^G(a)`$ is a lift of $`\kappa _G(a)`$ (see comments in the proof of theorem A for more elucidation on this point). We can thus restate the integration formula, theorem B, in a form which is more natural in many applications:
###### Corollary 3.1 (Integration formula in terms of equivariant cohomology).
For all $`aH_G^{}(X)`$,
$$_{X//G}\kappa _G(a)=\frac{1}{|W|}_{X//T}\kappa _Tr_T^G(a)e,$$
where
$$e=\underset{\alpha \mathrm{\Delta }}{}\kappa _T(e_T(_{(\alpha )})),$$
and $`e_T`$ denotes the $`T`$-equivariant Euler class.
### The proof of theorem A
Observe that the Weyl group $`W`$ of $`G`$ acts on $`X//T`$: since the normalizer $`N(T)`$ of $`T`$ preserves $`\mu _T^1(0)`$, the action of $`N(T)`$ on $`\mu _T^1(0)`$ descends to an action of $`W=N(T)/T`$ on the quotient $`X//T`$.
###### Proof of theorem A.
Consider the fibre bundle $`\mu _G^1(0)/T\stackrel{𝜋}{}X//G`$. This has fibre $`G/T`$, and the Weyl group $`W`$ acts on the fibres, covering the trivial action on the base (this is the restriction of the $`W`$-action on $`X//T`$). By a result of Borel \[2, section 27\], the pullback $`\pi ^{}`$ gives an isomorphism between the rational cohomology of the base $`X//G`$ and the $`W`$-invariant cohomology of the total space $`\mu _G^1(0)/T`$. This means there is a natural ring homomorphism
$$\phi :H^{}(X//T)^WH^{}(X//G)$$
(3.2)
given by restriction to $`\mu _G^1(0)/T`$ followed by the above identification, which we will now show to be onto.
Applying the Borel-Hirzebruch result to the homotopy quotients $`X_G`$ and $`X_T`$, one can also recover the known fact that the restriction $`r_T^G`$ gives an isomorphism with the $`W`$-invariants $`r_T^G:H_G^{}(X)\stackrel{}{}H_T^{}(X)^W`$. By naturality of the maps involved, we have
$$\kappa _G=\phi \kappa _Tr_T^G:H_G^{}(X)H^{}(X//G),$$
and since $`\kappa _G`$ is onto, it follows that $`\phi `$ is onto.
To prove the theorem, we thus need to show that $`\mathrm{ker}\phi =\mathrm{ann}(e)`$. Let $`aH^{}(X//T)^W`$. Then
φ(a)=0cH(X//T)W,X//Gφ(a)φ(c)=0,
Poincaré duality on X//G;
surjectivity of φ,
cH(X//T)W,X//Tace=0,by the integration formula,dH(X//T),X//T(ae)d=0,
since we can average d by W
(see below),
ae=0,by Poincaré duality on X//T.\begin{split}\varphi(a)=0&\iff\forall c\in H^{*}(X/\mspace{-6.0mu}/T)^{W},\quad\int_{X/\mspace{-6.0mu}/G}\negthickspace\negthickspace{\varphi}(a){\smallsmile}\varphi(c)=0,\quad\text{\parbox{180.67499pt}{Poincar\'{e} duality on $X/\mspace{-6.0mu}/G$;\\
surjectivity of $\varphi$,}}\\
&\iff\forall c\in H^{*}(X/\mspace{-6.0mu}/T)^{W},\quad\int_{X/\mspace{-6.0mu}/T}\negthickspace\negthickspace{a}{\smallsmile}c{\smallsmile}e=0,\quad\text{by the integration formula,}\\
&\iff\forall d\in H^{*}(X/\mspace{-6.0mu}/T),\quad\int_{X/\mspace{-6.0mu}/T}\negthickspace\negthickspace{(}a{\smallsmile}e){\smallsmile}d=0,\quad\text{\parbox{180.67499pt}{since we can average $d$ by $W$\\
(see below),}}\\
&\iff a{\smallsmile}e=0,\quad\text{by Poincar\'{e} duality on $X/\mspace{-6.0mu}/T$.}\\
\end{split}
In the second-last step, we note that $`W`$ acts by symplectomorphisms on $`X//T`$, hence preserves orientation and integrals, and since $`a`$ and $`e`$ are $`W`$-invariant, we can average $`d`$ by $`W`$ to obtain a $`W`$-invariant class without changing the integral. ∎
## 4 The index formula
We now prove the index formula, theorem C, by applying the Atiyah-Singer index theorem to the main topological result. For more details on the spinc<sup>c</sup> Dirac operators $`D`$ and $`D_V`$ (described in the introduction) see for example \[14, appendix D\].
In the proof we will use $`K`$-theory, but only in a rudimentary way, and we recall a few facts and set up some notation. Given a compact space $`Y`$, then $`K(Y)`$ is a commutative ring, whose elements are represented by formal sums (with integer coefficients) of complex vector bundles over $`Y`$. Given a vector bundle $`VY`$, we write $`[V]K(Y)`$ for the equivalence class it represents. Addition and multiplication in $`K(Y)`$ are induced by the direct sum and tensor product of vector bundles respectively, and these operations are extended to formal sums of vector bundles by the usual laws of a commutative ring.
We will use the Chern character and the Todd class of complex vector bundles. It is a standard fact that these characteristic classes only depend on the equivalence class $`[V]K(Y)`$ of a complex vector bundle $`VY`$, and that these characteristic classes can be extended to every element of $`K(Y)`$ by setting
$$\mathrm{Td}([V][W])=\frac{\mathrm{Td}(V)}{\mathrm{Td}(W)},\mathrm{ch}([V][W])=\mathrm{ch}(V)\mathrm{ch}(W),$$
for all vector bundles $`V,WY`$ (the Todd class $`\mathrm{Td}(V)`$ is a cohomology class of mixed degree, but it has degree-$`0`$ part equal to $`1H^0(Y)`$, and it follows that $`\mathrm{Td}(V)`$ has a multiplicative inverse in the cohomology ring). Finally, if a vector bundle $`V`$ is given as a sum of line bundles $`V=_{1ik}L_i`$ then
$$\mathrm{Td}(V)=\underset{1ik}{}\frac{c_1(L_i)}{1\mathrm{exp}(c_1(L_i))},\mathrm{ch}(V)=\underset{1ik}{}\mathrm{exp}(c_1(L_i)).$$
We use the maps $`i:\mu _G^1(0)/TX//T`$ and $`\pi :\mu _G^1(0)/TX//G`$ as defined in section 1, and we extend the definition of the ‘lift’ of a cohomology class to both vector bundles and $`K`$-theory in the obvious way. Thus we say a class $`\stackrel{~}{a}K(X//T)`$ is a lift of $`aK(X//G)`$ if $`\pi ^{}a=i^{}\stackrel{~}{a}`$.
###### Proof of theorem C.
Fix almost complex structures on $`X//G`$ and $`X//T`$, compatible with their respctive symplectic forms. Throughout this proof we will let $`T(X//G)`$ and $`T(X//T)`$ denote the tangent bundles, thought of as complex vector bundles given by these almost complex structures.
Define $`E:=_{\alpha \mathrm{\Delta }^+}L_\alpha `$, as in the statement of theorem C. Then we have $`E^{}_{\alpha \mathrm{\Delta }^{}}L_\alpha `$. The main topological result, proposition 1.2, implies that $`[T(X//T)][EE^{}]K(X//T)`$ is a lift of $`[T(X//G)]K(X//G)`$. Since taking characteristic classes commutes with pullback, it follows that
$$\frac{\mathrm{Td}T(X//T)}{\mathrm{Td}(E)\mathrm{Td}(E^{})}$$
is a lift of $`\mathrm{Td}T(X//G)`$.
Define the class $`bH^{}(X//T)`$ by $`b:=\mathrm{Td}(E)`$. Then $`i^{}b=\mathrm{Td}(\mathrm{vert}(\pi ))`$. Now $`\pi `$ is the projection of a fibre bundle, with fibres $`G/T`$, which arises as the global quotient of a principal $`G`$ bundle by the maximal torus $`T`$. A result of Borel and Hirzebruch asserts that in this case $`\pi _{}\mathrm{Td}(\mathrm{vert}(\pi ))=1`$ \[3, sections 7.4 and 22.3\].
Applying the Atiyah-Singer index theorem, and arguing as in the proof of the integration formula,
$$\begin{array}{cc}\hfill \mathrm{index}^{X//G}D_V& =_{X//G}\mathrm{ch}(V)\mathrm{Td}T(X//G)\hfill \\ & =_{X//T}\mathrm{ch}(\stackrel{~}{V})\frac{\mathrm{Td}T(X//T)}{\mathrm{Td}(E)\mathrm{Td}(E^{})}b\underset{\alpha \mathrm{\Delta }^{}}{}e(\alpha )\hfill \\ & =_{X//T}\mathrm{ch}(\stackrel{~}{V})\frac{\mathrm{Td}T(X//T)}{\mathrm{Td}(E^{})}\underset{\alpha \mathrm{\Delta }^{}}{}e(\alpha )\hfill \\ & =_{X//T}\mathrm{ch}(\stackrel{~}{V})\mathrm{Td}T(X//T)\underset{\alpha \mathrm{\Delta }^{}}{}(1\mathrm{exp}(e(\alpha )))\hfill \\ & =_{X//T}\mathrm{ch}(\stackrel{~}{V})\mathrm{Td}T(X//T)\underset{\alpha \mathrm{\Delta }^+}{}(1\mathrm{exp}(e(\alpha )))\hfill \end{array}$$
But $`[\mathrm{\Lambda }^{\text{even}}E][\mathrm{\Lambda }^{\text{odd}}E]=_{i=0}^{\mathrm{rk}E}(1)^i[\mathrm{\Lambda }^iE]=_{\alpha \mathrm{\Delta }^+}([\underset{¯}{}][L_\alpha ])`$ hence, applying the Chern character, $`\mathrm{ch}(\mathrm{\Lambda }^{\text{even}}E)\mathrm{ch}(\mathrm{\Lambda }^{\text{odd}}E)=_{\alpha \mathrm{\Delta }^+}(1\mathrm{exp}(e(\alpha )))`$.
Combining these formulæ, using additive and multiplicative properties of the Chern character, gives
$$\begin{array}{cc}\hfill \mathrm{index}^{X//G}D_V& =_{X//T}\mathrm{ch}(\stackrel{~}{V})\mathrm{Td}T(X//T)(\mathrm{ch}(\mathrm{\Lambda }^{\text{even}}E)\mathrm{ch}(\mathrm{\Lambda }^{\text{odd}}E))\hfill \\ & =_{X//T}(\mathrm{ch}(\stackrel{~}{V}\mathrm{\Lambda }^{\text{even}}E)(\mathrm{ch}(\stackrel{~}{V}\mathrm{\Lambda }^{\text{odd}}E))\mathrm{Td}T(X//T)\hfill \\ & =\mathrm{index}^{X//T}D_{\stackrel{~}{V}\mathrm{\Lambda }^{\text{even}}E}\mathrm{index}^{X//T}D_{\stackrel{~}{V}\mathrm{\Lambda }^{\text{odd}}E}.\hfill \end{array}$$
Note finally that the formula we have derived is stated in terms of a choice of positive roots, but the proof does not depend on any properties of that choice, and hence the result holds for any choice of positive roots. ∎
## 5 Characteristic numbers
Using the $`K`$-theoretic arguments from section 4, it is a simple matter to derive formulæ which express various characteristic numbers of $`X//G`$ in terms of characteristic numbers of $`X//T`$. Recall that the tangent bundles $`T(X//G)`$ and $`T(X//T)`$ can be considered as complex vector bundles in an essentially unique way, by taking almost complex structures compatible with their symplectic forms.
In the proof of the index formula, we used the fact that $`[T(X//T)][EE^{}]K(X//T)`$ is a lift of $`[T(X//G)]K(X//G)`$. It follows that
$$\frac{c(T(X//T))}{c(E)c(E^{})}$$
is a lift of the total Chern class $`c(T(X//G))`$. Hence, applying the integration formula, we get the following formula for the Euler characteristic of $`X//G`$
$$\chi (X//G)=\frac{1}{|W|}_{X//T}c(T(X//T))\underset{\alpha \mathrm{\Delta }}{}\frac{e(\alpha )}{1+e(\alpha )}.$$
(5.1)
(We are using the fact that the top Chern class equals the Euler class.)
Similarly, taking the $`L`$-class,
$$\mathrm{signature}(X//G)=\frac{1}{|W|}_{X//T}L(T(X//T))\underset{\alpha \mathrm{\Delta }}{}\mathrm{tanh}e(\alpha ).$$
(5.2)
In general, for any ‘multiplicative characteristic class’ $`m`$ (see Hirzebruch \[8, section 1\], or Milnor and Stasheff \[18, section 19\]), we have
$$_{X//G}m(T(X//G))=\frac{1}{|W|}_{X//T}\frac{m(T(X//T))}{m(E)m(E^{})}\underset{\alpha \mathrm{\Delta }}{}e(\alpha ).$$
(5.3)
## 6 Generalizations
In the previous sections of this paper we have assumed that both $`\mu _G^1(0)`$ and $`\mu _T^1(0)`$ are compact manifolds on which the respective $`G`$\- and $`T`$-actions are free. In this section we show how to remove some of these assumptions. We will keep the assumption that $`\mu _G`$ is a proper map, having $`0`$ as a regular value. From this it follows that $`\mu _G^1(0)`$ is a compact manifold, on which the $`G`$-action is locally free, and hence that $`X//G`$ is a compact symplectic orbifold.
### The case in which $`\mu _T`$ is proper and has $`0`$ as a regular value
If $`\mu _T`$ is proper and has $`0`$ as a regular value, then $`X//T`$ is a compact symplectic orbifold. The arguments in sections 13, in which we proved the integration formula and the formula relating the cohomology rings, go through with straightforward modifications, which we now describe.
In the main topological result, proposition 1.2, the line bundles $`L_\alpha `$, as well as the normal bundle and the fibering must all be replaced by their orbifold equivalents. (In the companion paper to this one , appendix A summarizes the main topological and cohomological properties of orbifolds, orbifold vector bundles, and orbifold fibre bundles, including describing how integration over the fibre goes over to that case.)
The classes $`e(\alpha )`$ are well-defined rational cohomology classes, and theorem A extends to this case unchanged (rational Poincaré duality holds for compact oriented orbifolds). Theorem B must be modified to take into account the existence of global finite stabilizers, and becomes
###### Theorem B (Integration formula).
If $`\mu _G`$ and $`\mu _T`$ are proper maps, both having $`0`$ as a regular value, then for any class $`aH^{}(X//G)`$ with lift $`\stackrel{~}{a}`$,
$$_{X//G}a=\frac{1}{|W|}\frac{o_T(\mu _T^1(0))}{o_G(\mu _G^1(0))}_{X//T}\stackrel{~}{a}e,$$
where $`o_G(Y)`$ denotes the order of the maximal subgroup of $`G`$ which fixes every point in $`Y`$, and $`|W|`$ and $`e`$ are as defined in theorem B.
### The case in which $`\mu _T`$ is proper, but does not have $`0`$ as a regular value
The integration formula, theorem B, can be generalized to the case in which $`0`$ is not a regular value for $`\mu _T`$ in two different ways. One way involves perturbing the value at which we take the symplectic quotient by $`T`$, which we now describe. We will then describe the other alternative, which makes use of compactly-supported cohomology: that alternative can also handle the case in which $`\mu _T`$ is not compact.
A tubular neighbourhood of $`\mu _G^1(0)/T`$ is an orbifold, since we have assumed that $`0`$ is a regular value for $`\mu _G`$. By assumption $`0`$ is not a regular value for $`\mu _T`$, but by transversality there exist regular values arbitrarily close to $`0`$. Let $`ϵ𝔱^{}`$ be a regular value, and consider the family of symplectic quotients $`X//T(p):=\mu _T^1(p)/T`$, as $`p`$ moves between $`0`$ and $`ϵ`$. If $`ϵ`$ is sufficiently close to $`0`$, then we can find diffeomorphisms between a neighbourhood of $`\mu _G^1(0)/T`$ and open sets in the quotients $`X//T(p)`$. To do this, we note that the (orbifold) vector bundle $`_{\alpha \mathrm{\Delta }^{}}L_\alpha X//T(0)`$ with section $`s`$, defined in proposition 1.2, is naturally defined over all quotients $`X//T(p)`$. For $`ϵ`$ sufficiently small, the section $`s`$ will remain transverse to the zero-section, and hence the zeros of $`s`$ on the symplectic quotients $`X//T(p)`$ will be diffeomorphic to one another, along with tubular neighbourhoods of these zerosets. Thus, for $`ϵ`$ sufficiently small, we have an injection $`i^{}:\mu _G^1(0)/TX//T(ϵ)`$, and the main topological result, proposition 1.2 applies with the map $`i^{}`$ in place of the map $`i`$. A sufficient condition on $`ϵ`$ is that there exist path joining $`ϵ`$ and $`0`$, consisting entirely of regular values (except of course for $`0`$). Note also that the notion of a ‘lift’ of a cohomology class from $`X//G`$ to $`X//T(ϵ)`$ is well-defined in this case.
###### Theorem B$`{}_{}{}^{}^{}`$ (Integration formula).
Suppose $`\mu _G`$ and $`\mu _T`$ are proper maps, and $`0`$ is a regular value for $`\mu _G`$. Then for any regular value $`ϵ𝔱^{}`$ sufficiently close to $`0𝔱^{}`$, and any class $`aH^{}(X//G)`$, with lift $`\stackrel{~}{a}H^{}(X//T(ϵ))`$,
$$_{X//G}a=\frac{1}{|W|}\frac{o_T(\mu _T^1(0))}{o_G(\mu _G^1(0))}_{X//T(ϵ)}\stackrel{~}{a}e,$$
where $`o_G(Y)`$ denotes the order of the maximal subgroup of $`G`$ which fixes every point in $`Y`$, and $`|W|`$ and $`e`$ are as defined in theorem B.
### The case in which $`\mu _T`$ is not proper
If $`\mu _T`$ is not proper but $`0𝔱^{}`$ is a regular value, then $`X//T`$ is a noncompact orbifold, with (orbifold) line bundles $`L_\alpha `$, and with $`\mu _G^1(0)/T`$ as a compact suborbifold.
The section $`s`$ of the bundle $`_{\alpha \mathrm{\Delta }^{}}L_\alpha X//T`$ has compactly-supported zeroset, and hence the pair $`(_{\alpha \mathrm{\Delta }^{}}L_\alpha ,s)`$ possesses a relative Euler class<sup>6</sup><sup>6</sup>6Let $`EY`$ be an oriented vector bundle over a noncompact manifold $`Y`$, and let $`s`$ be a section whose zeroset is compact. The bundle $`E`$ possesses a Thom class $`\mathrm{\Phi }`$, and we define the relative Euler class by $`e(E,s):=s^{}\mathrm{\Phi }H_c^{}(Y)`$. This cohomology class is an invariant of the homotopy class of $`s`$, through homotopies for which the zeroset remains compact at all times. Given a section in this homotopy class which is transverse to the zero section of $`E`$, then $`e(E,s)`$ represents the Poincaré dual of the compact submanifold given by the zeroset (Poincaré duality on a noncompact manifold is an isomorphism between homology and compactly-supported cohomology, see for example \[4, propositions 6.24 and 6.25\]). These statements go over to orbifolds, with rational cohomology.
$$e^{}:=e(_{\alpha \mathrm{\Delta }^{}}L_\alpha ,s)H_c^{}(X//T),$$
lying in the cohomology with compact support of $`X//T`$. Setting $`e^+:=e(_{\alpha \mathrm{\Delta }^+}L_\alpha )`$ (the regular Euler class), then the product $`e:=e^+e^{}`$ lies in $`H_c^{}(X//T)`$, hence for any class $`\stackrel{~}{a}H^{}(X//T)`$, the product $`ae`$ has compact support and thus has a well-defined integral over $`X//T`$.
With this interpretation of the class $`e`$, the integration formula of theorem B holds as stated. Moreover, if $`0`$ is not a regular value of $`\mu _T`$, we can remove the non-orbifold points and apply the above reasoning.
### Replacing $`T`$ by a full-rank subgroup
Suppose $`HG`$ is a connected closed subgroup which contains a maximal torus $`T`$. Many of the results of this paper generalize in a straightforward way to give relationships between $`X//G`$ and $`X//H`$.
Denoting by $`𝔥`$ the Lie algebra of $`H`$, then moment map $`\mu _H`$ for the $`H`$-action is defined analogously to $`\mu _T`$, by composing $`\mu _G`$ with the natural projection $`𝔤^{}𝔥^{}`$. We assume for simplicity that $`\mu _H`$ is proper and has $`0`$ as a regular value, and that the $`G`$-action is free on $`\mu _G^1(0)`$, and the $`H`$-action is free on $`\mu _H^1(0)`$ (there are obvious generalizations when these conditions are not met, as described above).
Under the adjoint action of $`H`$, the Lie algebra $`𝔤`$ decomposes into subrepresentations
$$𝔤𝔥𝔢.$$
This decomposition is compatible with the $`T`$-action, and $`𝔱𝔥`$, hence a choice of positive roots for $`T`$ gives a complex structure to the $`H`$-representation $`𝔢`$. We denote by $`X//H`$ the associated vector bundle $`\mu _H^1(0)\times _H𝔢X//H`$.
With these definitions, the main topological result generalizes in the obvious way, with the bundle $`_{\alpha \mathrm{\Delta }^+}L_\alpha `$ replaced by $``$, and $`_{\alpha \mathrm{\Delta }^{}}L_\alpha `$ replaced by the dual bundle $`^{}`$. Thus, with the obvious definition of a lift of a cohomology class or vector bundle, we have
###### Theorem B<sub>H</sub> (Integration formula).
Given a cohomology class $`aH^{}(X//G)`$ with lift $`\stackrel{~}{a}H^{}(X//H)`$, then
$$_{X//G}a=\frac{|W(H)|}{|W(G)|}_{X//H}\stackrel{~}{a}e(^{}),$$
where $`W(H)`$ and $`W(G)`$ are the Weyl groups of $`H`$ and $`G`$ respectively.
###### Theorem C<sub>H</sub> (Index formula).
Suppose $`VX//G`$ is a complex vector bundle, and $`\stackrel{~}{V}X//H`$ is a lift of $`V`$. Then
$$\mathrm{index}^{X//G}D_V=\mathrm{index}^{X//H}D_{\stackrel{~}{V}\mathrm{\Lambda }^{\text{even}}}\mathrm{index}^{X//T}D_{\stackrel{~}{V}\mathrm{\Lambda }^{\text{odd}}}$$
Theorem A generalizes in a special case. Suppose $`W(H)`$ is a normal subgroup of $`W(G)`$. Then the quotient group $`W(G)/W(H)`$ can be thought of as the relative Weyl group for $`H`$ in $`G`$, and $`X//H`$ carries an action of this relative Weyl group. In this case we have
###### Theorem A<sub>H</sub> (Cohomology rings).
There is a natural ring isomorphism
$$H^{}(X//G;)\frac{H^{}(X//H;)^W}{\mathrm{ann}\left(e(^{})\right)},$$
where $`W:=W(G)/W(H)`$ is the relative Weyl group.
## 7 Example: The complex Grassmannian
This section contains a worked example: the complex Grassmannian of $`k`$-planes in $`^n`$, which we denote $`G(k,n)`$. We first describe the results of applying theorems A and B, and we then describe the derivation of these results in more detail.
The Grassmannian can be described as the symplectic quotient of the set of complex matrices with $`n`$ rows and $`k`$ columns by the unitary group
$$G(k,n)\mathrm{Hom}(^k,^n)//U(k),$$
where $`gU(k)`$ acts on a matrix $`A\mathrm{Hom}(^k,^n)`$ by $`Ag^1`$.
The associated symplectic quotient by the maximal torus $`TU(k)`$ turns out to be the $`k`$-fold product $`(^{n1})^k`$. Its cohomology ring is generated by degree-$`2`$ elements $`\{u_1,\mathrm{},u_k\}`$, where $`u_i`$ is the positive generator of the cohomology ring of the $`i`$-th copy of $`^{n1}`$. The Weyl group of $`U(k)`$ is the symmetric group on $`k`$ elements $`S^k`$, which acts by permuting the factors in $`(^{n1})^k`$. The roots $`\alpha `$ of $`U(k)`$ can be enumerated by pairs of positive integers $`(i,j)`$ with $`1i,jk`$ and $`ij`$, and the cohomology class corresponding to the root $`(i,j)`$ is the class $`e(\alpha )=u_ju_i`$. Hence, theorem A states
###### Proposition 7.1.
The cohomology ring of the Grassmannian $`G(k,n)`$ is given by
$$H^{}(G(k,n);)\frac{[u_1,\mathrm{},u_k]^{S_k}}{u_1^n,\mathrm{},u_k^n:_{ij}(u_iu_j)},$$
where the expression $`I:e`$ in the denominator denotes the ideal quotient of the ideal $`I`$ by the element $`e`$, that is, the ideal consisting of all elements $`b`$ such that $`beI`$.
The Grassmannian possesses a tautological vector bundle $`VG(k,n)`$ of rank $`k`$, and the cohomology ring is generated by the Chern classes of the dual bundle $`V^{}`$. In the above description, $`c_i(V^{})`$ is represented by the $`i`$-th symmetric polynomial in the $`u_j`$. The above description of the cohomology ring is quite different from the usual description (which involves the Segre classes of $`V`$), and I have been able to find neither a general algebraic proof of the equivalence of the two descriptions, nor any reference to the above description in the literature.
Theorem B gives
###### Proposition 7.2.
$$_{G(k,n)}c_1(V^{})^{m_1}\mathrm{}c_k(V^{})^{m_k}=\frac{1}{k!}\mathrm{coeff}_{u_1^{n1}\mathrm{}u_k^{n1}}\left(\sigma _1^{m_1}\mathrm{}\sigma _k^{m_k}\underset{ij}{}(u_iu_j)\right)$$
where $`\sigma _i`$ is the $`i`$-th elementary symmetric polynomial of the $`u_j`$, and $`\mathrm{coeff}_m(p)`$ denotes the coefficient of the monomial $`m`$ in the polynomial $`p`$.
### The construction of $`G(k,n)`$
The symplectic structure on $`\mathrm{Hom}(^k,^n)`$ is the standard one for a complex vector space with coordinates, namely, if $`a_{ij}=x_{ij}+\sqrt{1}y_{ij}`$, for $`1in,1jk`$, then
$$\omega :=\underset{i,j}{}dx_{ij}dy_{ij}.$$
The moment map takes values in the dual of the Lie algebra of $`U(k)`$, which can be identified with the space of Hermitian $`k\times k`$ matrices. It is a straightforward calculation using the definition of the moment map to show that a moment map is given by
$$\mu _{U(k)}(A)=A^{}A1\mathrm{l},$$
where $`A^{}:=\overline{A}^{\mathrm{tr}}`$ (precisely, given a skew-Hermitian matrix $`\xi \mathrm{Lie}(U(k))`$, then the pairing $`\mu _{U(k)}(A),\xi `$ is given by $`\frac{i}{2}\mathrm{Tr}\left((A^{}A1\mathrm{l})\xi ^{}\right)`$).
The $`k`$ column vectors of the matrix $`A\mathrm{Hom}(^k,^n)`$ define vectors $`v_1,\mathrm{},v_k^n`$, and the $`(i,j)`$-entry of $`A^{}A`$ is the Hermitian inner product $`(v_j,v_i)`$. Hence $`\mu _{U(k)}^1(0)`$ consists of the unitary $`k`$-frames in $`^n`$, and taking the quotient by $`U(k)`$ gives the Grassmannian $`G(k,n)`$.
The maximal torus $`TU(k)`$ of diagonal matrices has associated moment map given by the diagonal entries of the matrix $`A^{}A1\mathrm{l}`$, and so a $`k`$-tuple $`(v_1,\mathrm{},v_k)`$ lies in $`\mu _T^1(0)`$ precisely when each $`v_i`$ has length $`1`$. The torus $`T`$ equals the product $`(S^1)^k`$, the factors of which rotate the vectors independently, hence identifying the quotient $`\mathrm{Hom}(^k,^n)//T`$ with $`(^{n1})^k`$. To calculate the classes $`e(\alpha )`$, consider the conjugation action of the diagonal matrices on the skew-symmetric matrices whose diagonal entries vanish (this is the complement of $`𝔱`$ in $`\mathrm{Lie}(U(k))`$. The matrix with diagonal entries $`(\lambda _1,\mathrm{},\lambda _k)`$ acts by on the $`(i,j)`$-entry by $`\lambda _i\lambda _j^1`$; the complex line bundle constructed with this weight has Euler class $`u_ju_i`$.
We now describe the tautological bundle $`EG(k,n)`$ in terms of the symplectic quotient construction, so that we can identify the Chern classes of its dual on the $`T`$-symplectic quotient $`(^{n1})^k`$. A point of $`G(k,n)`$ is a $`U(k)`$-orbit of nondegenerate homomorphisms $`A:^k^n`$, and the corresponding fibre of $`E`$ is $`\mathrm{im}(A)^n`$. Two points $`A`$ and $`Ag^1`$ in the same $`U(k)`$-orbit give different identifications of $`^k`$ with the subspace $`\mathrm{im}(A)`$, and, taking this into account gives
$$E\mu ^1(0)\times _{U(k)}_{(\text{def.})}^k,$$
where $`_{(\text{def.})}^k`$ denotes the defining representation of $`U(k)`$. Thus $`E^{}`$ is constructed from the dual of the defining representation, and when we restrict this dual representation to the maximal torus, it decomposes into $`k`$ one-dimensional representations, which have associated line bundles on the $`(^{n1})^k`$ with Euler classes $`u_1,\mathrm{},u_k`$. The identification of the Chern classes as elementary symmetric polynomials then follows. |
warning/0001/cond-mat0001290.html | ar5iv | text | # Lattice model for kinetics and grain size distribution in crystallization
## I Introduction
Mechanical, electronic or magnetic properties of many polycrystallline materials depend not only on their chemical composition, but also on the kinetic path of these materials toward the non-equilibrium state. Recently, the interest on thin film transistors made of polycrystalline Si and Si–Ge grown by low-pressure chemical vapor deposition has been driven by the technological development of active matrix addressed flat-panel displays and thin film solar cells. With these and similar applications in mind, the capability to engineer the size and geometry of grains becomes crucial to design materials with the required properties.
In general, crystallization of most materials takes place by a nucleation and growth mechanism: Nucleation starts with the appearance of small atom clusters (embryos). At a certain fixed temperature, embryos with sizes greater than a critical one become growing nuclei; otherwise, they shrink and eventually vanish. Such a critical radius arises from the competition between the surface tension, $`\gamma `$, and the difference in free energy between the amorphous and crystalline phases, $`\mathrm{\Delta }g`$, that favors the increasing of grain volume, yielding an energy barrier that has to be overcome to build up a critical nucleus. For a circular grain of radius $`r`$, the free energy takes the simple form
$$\mathrm{\Delta }G=2\pi r\gamma \pi r^2\mathrm{\Delta }g.$$
(1)
The free energy $`\mathrm{\Delta }G`$ has a maximum, the energy barrier, at the critical radius $`r^{}=\gamma /\mathrm{\Delta }g`$. Subsequently, surviving nuclei ($`r>r^{}`$) grow by incorporation of neighboring atoms, yielding a moving boundary with temperature dependent velocity that gradually covers the untransformed phase. Growing grains impinge upon each other, forming a grain boundary, and growth ceases perpendicularly to that boundary. Therefore, the structure consists of vertices connected by edges (grain boundaries) which surround the grains. The number of edges joined to a given vertex is $`3`$. In some cases, at high temperatures these boundaries move until they reach a more favorable equilibrium configuration (in two dimensions, the equilibrium angles at a vertex are $`120^\text{o}`$).
In the past few years, the belief that this picture is far too simple to properly describe nucleation-driven crystallization has progressively spread among the researchers in the field. This is chiefly due to two problems: On the one hand, this theory of nucleation and growth predicts an energy barrier much larger than the experimental one, implying that nucleation would be hardly probable at available annealing temperatures. On the other hand, it is known that in crystallization of Si over SiO<sub>2</sub> substrates, nucleation develops in the Si/SiO<sub>2</sub> interface due to inhomogeneities or impurities that catalyze the transformation. Therefore, a theory of homogeneous nucleation and growth is not entirely applicable to the referred experiments as well as to other examples reported in the literature.
In addition to the difficulties above, it is clear that the transformation kinetics is also problematic. It is generally accepted that the fraction of transformed material during crystallization, $`X(t)`$, obeys the Kolmogorov-Johnson-Mehl-Avrami (KJMA) model, according to which
$$X(t)=1\mathrm{exp}(at^m),$$
(2)
where $`a`$ is a nucleation- and growth-rate dependent constant and $`m`$ is an exponent characteristic of the experimental conditions. Two well-defined limits have been extensively discussed in the literature: When all the nuclei are present and begin to grow at the beginning of the transformation, the KJMA exponent, $`m`$, is equal to $`2`$ (in quasi-two-dimensional growth like thin films), and the nucleation condition is termed site saturation. The product microstructure is tessellated by the so-called Voronoi polygons (or Wigner-Seitz cells). On the contrary, when new nuclei appear at every step of the transformation, $`m=3`$ and the process is named continuous or homogeneous nucleation. Plots of $`\mathrm{log}[\mathrm{log}(1X)]`$ against $`\mathrm{log}(t)`$ (called KJMA plots) should then be straight lines of slope $`m`$. Although in some cases, the KJMA theory explains correctly the transformation kinetics, its general validity has been questioned in the last few years, and several papers have been devoted to understand this question in different ways. However, there are still some open questions: An exponent between $`2`$ and $`3`$ is experimentally obtained (between $`3`$ and $`4`$ in three dimensions); the KJMA plots from experimental data do not fit to a straight line in some cases; and, finally, the connection between geometrical properties (grain size distributions) and the KJMA exponent is not clear.
In this paper we report on a detailed investigation of a probabilistic lattice model which relates in a clear-cut way the mentioned problems to the inhomogeneities in the sample, i.e., the fact that heterogeneous nucleation takes place. Indeed, heterogeneous nucleation is rather common in nature due to impurities or substrate cavities resulting from roughness, among others. Within our model, the connection between such heterogeneous nucleation and the deviations from the simplest nucleation picture become evident. Furthermore, as we will see below, our model predicts measurable quantities, such as the grain size distribution or the KJMA exponent, which are in good agreement with the experiments. Our paper is organized according to the following scheme: in Sec. II we introduce our model and discuss in depth the relationship between its defining parameters and physical ones. Section III collects the results of an extensive simulation program which establishes the main features of the model. Finally, Sec. IV discusses the connection between our model and experiments, and concludes the paper by summarizing our main findings and collecting some prospects and open questions.
## II The model
### A Evolution rules
Our model is based in some previous ideas by Cahn and Beck, and its key proposal is that the material is not perfectly homogeneous but, on the contrary, it contains regions with some extra energy (regions with some order produced during deposition or substrate impurities) at which nucleation is more probable. Our aim in this section is to provide a detailed description of our model (largely expanding the preliminary, short report presented earlier in Ref. ), and how the basic idea mentioned above is implemented in it.
The model is defined on a two-dimensional lattice (square and triangular lattices were employed with essentially similar results) with periodic boundary conditions; generalizations can straightforwardly be done to any spatial dimension. In the beginning ($`t=0`$), every lattice site (or node) $`𝐱`$ belongs to a certain grain or state. We represent the situation at $`𝐱`$ by $`q(𝐱,t)=0,1,2,`$…, the state $`0`$ being that of an untransformed region. The lattice spacing is therefore the experimental resolution, usually greater that $`r^{}`$. Following the idea that the amorphous phase has random regions at which nucleation is favored, we choose a fraction $`c`$ of the total lattice sites and label those as able to nucleate. We term these energetically favorable sites potential nuclei.
Simulation proceeds in discrete time steps of duration $`\tau `$. The system evolves by parallel updating according to the following rules and considering that initially all the material is untransformed, i.e., $`q(𝐱,0)=0`$ for all lattice sites:
* An already transformed site remains at the same state forever.
* An untransformed potential site may become a new non-existing state (i.e., crystallizes) with probability $`n`$ (nucleation probability) if and only if there are no transformed nearest neighbors around it.
* An untransformed site (including potential sites) transforms into an already existing transformed state with probability $`g`$ (growth probability) if and only if there is at least one transformed site of that type on its neighborhood. The new state is randomly chosen among the neighboring grain states, if there are more than one.
Note that we have termed $`g`$ as growth probability and not growth rate. The actual growth rate is a non-trivial function $`f(g)`$, because when $`g<1`$ the grains grow with a rough boundary. For the model parameters, we expect a functional form $`ne^{E_n/k_BT}`$ and $`f(g)e^{E_g/k_BT}`$, where $`E_n`$ and $`E_g`$ are the energy barriers for nucleation and for growth, respectively (see below). Hence, temperature is implicit in the model parameters. We discuss these relationships in depth in the next subsections.
### B Physically relevant magnitudes
As we mentioned above, the crystalline fraction is approximately given by Eq. (2), with some exponent $`m`$ depending on the dimensionality and type of nucleation. Experimentally, the crystalline fraction is measured from the intensity of the peaks of X-ray diffraction of the microstructure as material transforms from the amorphous to the polycrystalline phase. In the following, we will assume that there is not any preferential direction, that is, $`n`$ is the same for all potential sites, and $`g`$ is the same for all grains.
The other experimentally measurable magnitude is the grain size distribution, $`P(A)`$, defined as the fraction of grains with a given area $`A`$. To compare with simulation results, we will usually plot the normalized distribution of reduced area $`A^{}=A/\overline{A}`$, where $`\overline{A}`$ is the mean area:
$$\overline{A}=_0^{\mathrm{}}AP(A)𝑑A.$$
(3)
This distribution changes dramatically with nucleation conditions. Some of the available experimental data are given in terms of the distribution of grain diameters, $`P(d)`$. As we will demonstrate below, this distribution is equivalent to the distribution of effective diameter $`A^{1/2}/\pi `$ (or simply $`A^{1/2}`$), which is computationally less expensive to calculate. Hence, we will present our results in terms of the effective diameter.
### C Time and length scales
To begin with, let us show that the potential sites, distributed randomly throughout the system, define a characteristic length given by the probability distribution of nearest neighbors. Suppose we have $`N`$ randomly potential sites in a $`L\times L`$ system. The mean concentration of potential sites is $`c=N/L^2`$. We may ask about the probability of finding a number $`kN`$ of these sites in a region of area $`A`$. This probability is given by the binomial distribution:
$$P_k(N,A)=\left(\begin{array}{cc}N\hfill & \\ k\hfill & \end{array}\right)p^k(1p)^{Nk},$$
(4)
where $`p=A/L^2`$.
Taking the limit $`L\mathrm{}`$, $`N\mathrm{}`$, while keeping $`N/L^2c`$, the expression (4) tends to the Poisson probability distribution,
$$P_k(A)=\frac{(Ac)^k}{k!}e^{Ac}.$$
(5)
If, as stated above, we suppose that the system is isotropic, we may write the probability of finding $`k`$ potential sites in a circle of radius $`r`$ as:
$$P_k(r)=\frac{(\pi r^2c)^k}{k!}e^{\pi r^2c}.$$
(6)
So, if Eq. (6) is the probability of finding $`n`$ potential sites in a disc of radius $`r`$, then the probability of finding no grains is
$$P_0(r)=e^{\pi r^2c},$$
(7)
and the probability of finding at least one neighbor at a distance less than $`r`$ is $`1P_0(r)`$. This is precisely the probability distribution of nearest neighbors. In other words, we can obtain the probability density of finding at least one neighbor between $`r`$ and $`r+dr`$ as follows
$$p(r)dr=\frac{d}{dr}\left(1P_0(r)\right)dr=2\pi rce^{\pi cr^2}dr.$$
(8)
The first moment of the distribution is the mean distance among potential sites
$$d_m=_0^{\mathrm{}}rp(r)𝑑r=c^{1/2}.$$
(9)
On the other hand, the grains grow with constant velocity. For definiteness, let us take the growth probability $`g`$ to be $`1`$; we will see below that the results of simulations for other values of $`g`$ can be reproduced from simulations with $`g=1`$ conveniently rescaled. With this choice, the grain radius grows according to the law $`r(t)=\mathrm{\Omega }t`$, where $`\mathrm{\Omega }`$ is a geometrical coefficient that depends on the underlying lattice. Thus, we may define the mean time at which the growing grains will impinge, or overlap time, as $`\mathrm{\Omega }t_o=c^{1/2}`$ or, in general, i.e., ignoring the details of the lattice, $`t_oc^{1/2}`$.
The characteristic time scale arising from the concentration of nucleation sites is not the only one: Indeed, the nucleation probability defines another characteristic time. Being more specific, the number of sites that have nucleated per unit time is proportional to the available ones
$$\frac{dN(t)}{dt}=n[N_{\text{max}}N(t)],$$
where $`N_{\text{max}}=cL^2`$. Thus, we have
$$N(t)=N_{\text{max}}(1e^{nt})\rho (t)=c(1e^{nt}),$$
(10)
$`\rho (t)`$ being the concentration of already nucleated potential sites at time $`t`$. In view of this, we define the characteristic nucleation time $`t_n=1/n`$. As we will see below, the competition between time scales characterizes the final microstructure.
In a general case, some of the potential sites will be covered by other growing grains and therefore their nucleation is inhibited. The mean distance of the potential sites that become actual grains is, replacing $`c`$ by $`\rho (t)`$ in Eq. (8),
$$d_m(t)=\frac{1}{\sqrt{\rho (t)}}=\frac{1}{c^{1/2}(1e^{nt})}.$$
(11)
If $`t_nt_o`$, almost every potential site nucleates before grains impinge upon each other. We term this situation fast nucleation, and in terms of our model parameters it means that $`nc^{1/2}`$. This situation is similar to site saturation nucleation, in which every potential site nucleates at $`t=0`$. The KJMA exponent will be close to $`2`$ and the grain size distribution will be similar to that of site saturation. Note that, when $`n=1`$, the exact limit is obtained for every concentration $`c<1`$, but concentrations $`c`$ close to $`1`$ yield a mean grain size of just a few times the critical radius, $`r^{}`$, which in fact has not much to do with the experimentally measured values. In this case, $`t_n`$ is approximately equal to the simulation time step, $`\tau `$, so the characteristic time scale is $`\tau _{\text{fast}}t_oc^{1/2}`$.
Analogously, if $`t_nt_o`$ then $`c^{1/2}n`$ and growing grains will overlap potential sites before these have nucleated, forcing the number of nucleating grains to decrease with time. As new grains still appear at every stage of the transformation, we expect approximately homogeneous nucleation, and correspondingly a KJMA exponent close to $`3`$. We term this situation slow nucleation. Comparing the radii of the grains with the mean distance among them we find the characteristic time of the process:
$`{\displaystyle \frac{1}{c^{1/2}[1\mathrm{exp}(n\tau _{\text{slow}})]}}`$ $``$ $`{\displaystyle \frac{1}{(cn\tau _{\text{slow}})^{1/2}}}`$
$``$ $`r(\tau _{\text{slow}})=\mathrm{\Omega }\tau _{\text{slow}},`$
and hence
$$\tau _{\text{slow}}\frac{1}{(cn)^{1/3}}.$$
(12)
The important point, however, is the fact that between both limits we will find a wide range of KJMA exponents and grain size distributions, consistently with the experimental results.
## III Numerical results and discussion
### A Isolated grain shapes
An isolated grain, i.e., a grain completely surrounded by untransformed material, grows isotropically. Thus, in a continuum medium, the grain boundary is nearly a circumference. Nevertheless, the shape of such propagating interfaces in our model depends strongly on the underlying lattice. For example, in the limit case $`g=1`$, a grain growing in a square lattice is square shaped, whereas if growing in a triangular lattice it is hexagonal shaped. As the growth probability $`g`$ diminishes, the underlying lattice effects seem to vanish, and grains are approximately circular, with a rough boundary. In Figs. 1 and 2 we show the dependence of the grain shape on the growth probability, varying $`g`$ from $`0.1`$ to $`1`$, on square and triangular lattices respectively. We see that for $`g0.4`$ the shape of an isolated growing grain becomes practically independent of the lattice, whereas for larger values of $`g`$, the grain shape exhibits the influence of the lattice geometry. It is important to note that this does not occur when many grains grow simultaneously, as in this case the grain geometry is determined by the succesive impingement with its neighbors.
In connection with the last remark, it is interesting to consider another issue related to boundaries, namely that of boundaries between different grains. Let $`r_1`$ and $`r_2`$ be the radii of two circular grains; their boundary is then defined by the equation
$$r_1+v_gt_1=r_2+v_gt_2,$$
(13)
where $`v_g`$ is the growth velocity and $`t_{1,2}`$ the elapsed time since each grains nucleated. When grains started to grow at the same time ($`t_1=t_2`$), the boundary is a straight line. Otherwise, it is a hyperbola. In Fig. 3 we plot two examples of interfaces in which, in spite of the fact that interfaces are noisy, both characteristic curves are revealed.
### B Kinetics
We have simulated $`1000\times 1000`$ triangular and square lattices and averaged the outcome of $`50`$ different realizations for each choice of parameters (characteristic simulation times are about $`15`$ to $`45`$ minutes in a Pentium II personal computer). The crystalline fraction ranges from $`0`$ to $`1`$, so we define the typical simulation (or experimental) time as the time $`t_{1/2}`$ at which $`X(t_{1/2})=1/2`$. As a check on our ideas, we begun by verifying the dependence of this parameter on the time scales defined above. In Figs. 4 and 5, we plot $`t_{1/2}`$ for different parameters in the fast and slow nucleation limits. A very good agreement is observed with the expected behavior of $`t_{1/2}\tau _{\text{fast}}`$ and $`t_{1/2}\tau _{\text{slow}}`$ discussed in Sec. II C. Therefore, we can be confident that the expectations drawn above about the behavior of the model, based on theoretical considerations, will be fulfilled.
The first key feature to analyze relates to the crystallization kinetics as seen through KJMA plots. Our results show that those are not the straight lines predicted by the KJMA model: This can be best seen by looking at the transient KJMA exponent, defined as
$$m(t)=\frac{d}{d(\mathrm{log}t)}\left[\mathrm{log}(\mathrm{log}(1X))\right],$$
(14)
Figure 6 shows that the KJMA exponent always decreases from its initial value to an asymptotic, time independent one; correspondingly and in agreement with the experiments, KJMA plots approach straight lines only at late times. We note that, in determining $`m(t)`$, care has to be taken from the computational point of view as in some cases the number of steps needed to complete the transformation is too short. In addition, it is necessary to remove the last few instants of the time evolution, as they exhibit large finite size effects. The asymptotic value is the one we take from simulations and the one plotted in Fig. 7 showing the dependence of the KJMA exponent with the potential site concentration $`c`$. Alternatively, Fig. 8 depicts the dependence of KJMA exponent on the nucleation probability $`n`$. We thus see that there is a large variability of the KJMA exponent, covering all the range between 2 and 3 in this two-dimensional case, that depends on the relationship between the nucleation probability $`n`$ (i.e., the nucleation rate) and the concentration of nucleation sites $`c`$. This result is a step beyond KJMA theory, and agrees with the fact that experiments offer very different results, with exponents between 2 and 3.
### C Grain area and grain diameter
In order to further check the model results, we have to compare the grain size distributions with some well-accepted theoretical ones. Although these distributions are obtained phenomenologically, the agreement with experiments and simulations is very good. Under some assumptions about the mean number of neighbors of a nucleation center, Weire et al. proposed a simple distribution for site saturation
$$P(A^{})=(A^{})^{\alpha 1}\alpha ^\alpha \mathrm{exp}[\alpha A^{}]/\mathrm{\Gamma }(\alpha ),$$
(15)
where $`\alpha 3.65`$, and $`A^{}=A/\overline{A}`$ is the reduced area. In Fig. 9 we plot the normalized grain size distribution (circles) for different parameters for which $`m2`$, i.e., site saturation, and compare it with Eq. (15) (solid line).
Similarly, in the case of homogeneous nucleation, a simple (but not so accurate) expression has been proposed
$$P(A^{})=\mathrm{exp}[A^{}].$$
(16)
Our model shows some slight deviations from this equation, as seen in Fig. 9. Interestingly, these are the same as in other model simulations, and, in addition, we have to keep in mind the applicability limitations of Eq. (16). Therefore, we believe that the behavior displayed by our model is also fully satisfactory in this limit.
Once we have checked the validity of the model in the well-known limits, we report on the influence of the nucleation probability, $`n`$, and the potential site concentration, $`c`$, on the grain size distribution. In Fig. 10 we plot several grain size distributions when we pick both parameters along a line going from the slow to the fast nucleation limit. In so doing, we cross from a extended distribution to a stretched one, as we would expect in view of Eqs. (15) and (16).
Let us now turn to the issue of the mean grain size. As we have pointed out, in the fast nucleation limit the characteristic length scale is related to the mean potential site distance, $`c^{1/2}`$: In this case, we expect the mean grain diameter to be proportional to that scale. In Fig. 11 we show this linear dependence of the mean area on $`c^1`$. On the contrary, in the slow nucleation limit, when the concentration $`c`$ is relatively large, the grains grow on an effective homogeneous medium. Roughly speaking, the mean distance among potential sites is so small that the grain radii is very soon larger than this distance. Thus, the characteristic length scale, $`d`$, is that of the grains when they impinge upon each other. As the grain radius grows linearly with time, we expect $`dt_{1/2}`$, so $`\overline{A}^{1/2}(cn)^{1/3}`$ and $`\overline{A}(cn)^{2/3}`$. Figure 12 confirms that this simple analysis is very accurate.
Finally, there are two questions we announced in Sec. II whose validation has been left postponed. We now address these points, beginning by that of the effect of the parameter $`g`$, which so far we have restricted to $`g=1`$. For every value of $`g`$, the growth rate, $`f(g)`$, defines a characteristic time related to the temporal scale at which the grains spread on the amorphous substrate. Thus, we expect that by rescaling the simulation time step $`\tau f(g)\tau `$ (with $`f(g)\mathrm{\Omega }`$, as $`g1`$, $`\mathrm{\Omega }`$ being the geometrical coefficient introduced in Sec. IIC), the mean grain size will depend only on the ratio $`n/f(g)`$. We have not been able to obtain an analytical expression for $`f(g)`$ but we can calculate it numerically for the required $`g`$, by growing an isolated grain. In Fig. 13 we show the excellent collapse of different effective diameter distributions for several couples $`(n,g)`$ with constant $`n/f(g)`$. This result shows that the outcome of the simulations reported here for $`g=1`$ truly represents, except for a factor, the model characteristics for other values of $`g`$.
The other pending question is related to the mean grain diameter. So far, we have discussed our results in terms of the mean grain area or the mean effective diameter size. To verify whether the effective diameter distribution is the same as the real diameter distribution, which is computationally much more demanding, we have compared them in several cases. The comparison is shown in Fig. 14, by plotting the referred normalized distributions. The correlation between both sets of points is greater than $`99.9\%`$, allowing us to conclude that the reports above in terms of areas carries over to the mean diameter picture without significant changes.
### D Mean number of neighbors
Some theoretical approaches to equilibrium crystallized configurations deal with the mean number of neighbors, $`N_{nn}`$, or equivalently, considering the final product as a polygon tessellation of space, the mean number of sides of those polygons. If the material is divided in equal size hexagons, this distribution is $`P(N_{nn})=\delta (N_{nn}6)`$. In Fig. 15 we plot the numerical distribution of nearest neighbors for site saturation and homogeneous nucleation. The asymmetry and the variance of the mean number of neighbors are the main differences in both limits. The inset in Fig. 15 shows the mean number of neighbors and the corresponding changes in variance for different parameters. Clearly, the distribution spreads out and loses its simmetry in homogeneous nucleation. Furthermore, computing the mean number of neighbors against the nucleation time for all of the grains in the sample we find that the younger grains have less number of sides than the older ones, which explains this asymmetry. Hence, this distribution can be another element of comparison with experiments. We remark that secondary crystallization (or abnormal grain growth) is due to these deviations from the ideal configuration.
### E Temperature and applicability of the model
To conclude our analysis of heterogenous nucleation, we present some results of the influence of temperature in product properties. In addition, this will allow us to show that the model gives consistent results when realistic parameters are chosen to reproduce an actual material. The mean grain area in homogeneous nucleation of two-dimensional disks is given by the simple relation:
$$\overline{A}\left(\frac{G_0}{N_0}\right)^{2/3},$$
(17)
where $`N_0`$ and $`G_0`$ are the nucleation and growth rates respectively. Identifying $`N_0`$ with $`n`$ and $`G_0`$ with $`f(g)`$, we have obtained similar results (see Sec. III C). As nucleation and growth are activated processes, we postulate an Arrhenius-like dependence of nucleation and growth probabilities:
$$n\mathrm{exp}[E_n/k_BT],f(g)\mathrm{exp}[E_g/k_BT].$$
(18)
In homogeneous nucleation, as we have reported, we can redefine $`n`$ and $`g`$ to set $`g=1`$; hence, the temperature is introduced in our model by means of the nucleation probability
$$nn^{}=n/f(g)=n_0^{}\mathrm{exp}[(E_nE_g)/k_BT],$$
(19)
and $`g=1`$.
As an example, if we want to model nondendritic Si crystallization, we may use the experimental activation energies : $`E_n=5.1`$ eV and $`E_g=3.2`$ eV. Then, $`\overline{A}\mathrm{exp}[E_a/k_BT]`$, where from Eq. (17) $`E_a=2(E_nE_g)/31.27`$ eV. In Fig. 16 we plot the mean grain size vs. $`1000/T`$. The slope gives $`E_a=1.26\pm 0.01`$ eV, which is consistent with the introduced values. Thus, the model provides a simple tool to analyze crystallization experiments: Setting the activation energies as the program input, we just have to choose a realistic value of $`n_0^{}`$ (e.g., in terms of the final number of grains) and tune the degree of heterogeneities, $`c`$, in order to compare with the experiments.
## IV Conclusions
As we have seen, the model proposed in this paper provides very accurate and detailed spatial and temporal information about the system evolution: Crystalline fraction, mean grain area, KJMA exponent, or mean number of neighbors. The main features observed in experiments, such as non-integer KJMA exponents or different types of grain size distributions are very well reproduced by the model. We must conclude, then, that the model captures all the physical ingredients involved in the crystallization process: In particular, it points out to the inhomogeneity of the nucleation phenomenon (which can arise because of the structure of the amorphous material itself, or because of defects at the substrate-material interface, for instance) as the key feature governing the crystallization kinetics and the resulting grain textures. In view of this, we propose this model, very unexpensive in terms of computing time, as a versatile way to incorporate other physical ingredients as boundary migration, preferential grain growth or diffusion-controlled growth which will be the aim of further work. Finally, from the experimental perspective, it has to be mentioned that the model should be able to explain and predict some results. Predictions can be made by means of $`n^{}`$, controlled by changing the annealing temperature (see Sec. III E), and $`c`$ by ion implantation of nucleation centers, or by some induced impurities or defects on the sample substrate. Some ordered distributions of defects can be induced by ion implantation with an appropriate mask, which can be trivially introduced in our model. These ideas call for further experimental work in order to confirm the validity of our model.
## ACKNOWLEDGMENTS
This work was supported by CAM (Madrid, Spain) under project 07N/0034/98 and by DGESIC (Spain) under project PB96-0119. |
warning/0001/cond-mat0001382.html | ar5iv | text | # Time correlations of a laser–induced Bose–Einstein condensate
## I Introduction
During the last years the combination of laser cooling and evaporative cooling methods has lead to the achievement of one of the most pursued goals since the early days of quantum physics, i.e. the so–called Bose–Einstein Condensation (BEC). Such condensation is a direct consequence of the Bose–Einstein statistics, and consists in the fact that the ground state of the system becomes macroscopically populated. Although BEC has been obtained using the combination of laser and collisional techniques, there are several experimental groups which currently investigate the possibility of obtaining BEC using all–optical means only. In such a case the number of atoms in the trap would not decrease during the cooling process, and a non–destructive detection of BEC could be performed by simply measuring the fluorescence photons. In addition, laser induced condensation would be easier to control externally, and could lead to richer effects than collisional processes, as those employed in evaporative and sympathetic cooling. Finally, the methods employed to achieve laser induced condensation can be used to design the techniques of pumping the atoms into the condensate using spontaneous emission .
The most sophisticated laser cooling techniques (as Velocity Selective Coherent Population Trapping or Raman cooling ) are capable to cool atomic samples below the photon–recoil energy, $`E_R=\mathrm{}\omega _R=\mathrm{}^2k_L^2/2m`$, where $`k_L`$ is the laser wavevector, and $`m`$ is the atomic mass. Such methods should in principle lead to BEC. However, in using laser cooling to obtain the BEC, the reabsorption of spontaneously emitted photons turns to be a very important problem. This is because the sub-recoil laser cooling techniques are based on dark–state mechanisms , and the dark–states are unfortunately not dark respect to the spontaneously emitted photons. Therefore, multiple reabsorptions can increase the system energy by several recoil energies per atom . It is easy to understand that assuming that the reabsorption cross section for trapped atoms is the same as in free space, i.e. $`1/k_L^2`$, the significance of reabsorptions increases with the dimensionality , in such a way that the reabsorptions should not cause any problem in one dimension. For the case of three–dimensional traps several remedies have also been proposed . In the following we are going to assume that our system is one–dimensional. This assumption in the first place has been done for simplicity reasons, but at the same time it allows us to avoid the reabsorbtions problem. As we discuss in the conclusion section, however, our approach can be used in three–dimensional asymmetric traps, for which heating due to reabsorbtions can also be negligible.
When laser–cooling methods are employed, the thermalization of the system occurs with the interaction with the laser field and the vacuum modes of the electromagnetic field, and therefore atom–atom collisions are in principle not necessary. In the following we shall consider an ideal gas (see the discussion in Sec. II). In fact, the proper notion of temperature must then be revised. On the other hand, the dynamics of the system becomes more complex, because we have to deal with an open system which interacts with the laser. In Refs. , the quantum dynamics of a laser–cooled ideal gas has been studied using second quantization formalism in order to take into account the quantum–statistical character of the bosons, and also employing quantum stochastical methods to take into account the coupling with the reservoir provided by the vacuum modes of the electromagnetic field. The equations which describe the dynamics of the system have been obtained, and so has the stationary solution, which corresponds for the case of a bosonic system with the well–known Bose–Einstein distribution (BED), and under proper conditions the BEC appears.
In order to characterize this laser–induced BEC, the two–time correlations of the condensate amplitude turn to be very important quantities, because they describe the diffusion of the phase of the condensate. These correlations are very difficult to calculate both analytically and numerically, and until now no calculation of such correlations has been published, as far as we know. The main aim of the present paper is to present a method to calculate such correlations using quasi–probability representations, and in particular $`P`$–representation . We shall also present a numerical calculation based on the so–called wave–function Monte Carlo method , whose results are in good agreement with the predicted analytical ones.
At this point it is worth noticing that the model considered in this paper is not very realistic since it is one dimensional, and even in the relevant single dimension it assumes the, so called, Lamb-Dicke limit, when the size of the trap $`a`$ is smaller than the wavelength of the laser field, $`\lambda /2\pi `$. At the same time the model neglects not only elastic collisions, but also all non-elastic losses: two– and three–body non-elastic collisions, as well as photoassociation losses. Realization of such situation requires modification of atomic scattering length (as discussed in Section II and conclusions)and other precautions, which are possible (as discussed in Section II and in more detail in conclusions), but not easy to achieve experimentally. In the worst case, however, the model is realistic for small samples of $`N=1550`$ atoms. Cooling of such small sample of atoms to a ground state of the trap is of fundamental interest itself, and might be even useful for applications for quantum information processing . We stress, however, that the main achievement of this paper concerns methodological aspects. Even though the model is somewhat unrealistic, it is a paradigm model describing quantum dynamics of the bosonic gas approaching the equilibrium. As we mentioned, time correlations are very difficult to calculate analytically and numerically in any model of that sort, regardless how realistic it is. We develop here the methods to calculate such correlations, and these methods are of quite importance themselves, since they are quite universal and can be carried over to more realistic models, such as those discussed by us in a series of Refs. .
The structure of the paper is as follows. In Sec. II, we briefly review the calculations already presented in Ref. . The $`P`$–representation formalism is introduced in Sec. III. The expressions obtained in Sec. III, allows us in Sec. IV to calculate the two–time correlations of the amplitude of the condensate. In Sec. V, we present the employed numerical method, and the comparison between numerical and analytical results. We conclude in Sec. VI stressing once more methodological achievements of this paper, and discussing experimental feasibility of our model.
## II Model
In this section we briefly review the formalism already developed in Ref. . We consider a system composed of N two–level identical bosons in an harmonic trap centered at $`\stackrel{}{R}=0`$, which are coherently driven by a standing wave laser field, and also interact with the vacuum modes of the electromagnetic field. In the following we use, for simplicity, units with $`\mathrm{}=1`$, and velocity of light $`c=1`$. As in Ref. , we consider four basic approximations: (i) the laser is quasi–resonant with a particular transition between two electronic states $`|g`$ (ground state) and $`|e`$ (excited state), and therefore we consider atoms as two–level atoms; (ii) Rotating–wave approximation (RWA) can be used, since the frequency of the considered electronic transition ($`\omega _0`$) and the laser frequency $`\omega _L`$ are considered much larger than any other frequency scale of the system; (iii) we treat the atom–field interactions in the dipole approximation since the resonant wavelength $`\lambda _La_0`$, where $`a_0`$ is the typical atomic size; (iv) we neglect the atom–atom collisions, i.e. we work in the ideal–gas approximation. In principle, the latter approximation implies that we should deal with a small number of particles ($`N<100`$), because we are going to consider that the trap is in the so–called Lamb–Dicke Limit (LDL), where the, so called, Lamb–Dicke parameter $`\eta =2\pi a/\lambda _L<1`$, with $`a`$ being the size of the trap ground state. However, the $`s`$–wave scattering length $`a_{sc}`$ (which governs the atom–atom interactions at low energies) can be externally modified, for instance, using a magnetic field , or a laser field, and in principle $`a_{sc}`$ can be made very close to zero , allowing the strict validity of the ideal gas approximation.
We limit our discussion to the one–dimensional case. The relevant electronic states are then determined by the laser polarization perpendicular to the laser wave vector, which in turn can be aligned in the $`z`$–direction, $`\stackrel{}{k}_L=(0,0,\omega _L)`$. We assume that the atoms can only move in the $`z`$–direction, and are localized in transverse direction, so that practically one can assume that they are located at $`\stackrel{}{R}=(0,0,z)`$. The atoms are assumed to occupy the energy eigenstates of the harmonic trap potential. We denote this energy levels by $`|l,g`$ ($`|m,e`$) for the atoms in the ground (excited) electronic state, occupying the level $`l`$($`m`$)$`=0,1,\mathrm{}`$ of the harmonic trap.
We introduce also the operators $`g_l`$, $`g_l^{}`$ ($`e_m`$, $`e_m^{}`$) that annihilate or create atoms in the $`l`$th ($`m`$th) energy level of the ground–state (excited–state) potential. These operators fulfill standard commutation relations for bosonic atoms:
$`[g_l,g_l^{}^{}]=\delta _{ll^{}},`$ (1)
$`[e_m,e_m^{}^{}]=\delta _{mm^{}}.`$ (2)
Using standard quantum stochastic methods one can eliminate the vacuum modes of the electromagnetic field, and after performing a systematic expansion in the Lamb–Dicke parameter $`\eta `$ one obtains the master equation (ME), in the frame rotating with the laser, valid up to the order $`𝒪(\eta ^2)`$:
$$\dot{\rho }=i[_a+_{las},\rho ]+\rho ,$$
(3)
where the atomic part of the Hamiltonian takes the form
$$_a=\underset{m=0}{\overset{\mathrm{}}{}}\omega _mg_m^{}g_m+\underset{m=0}{\overset{\mathrm{}}{}}(\omega _m\delta )e_m^{}e_m,$$
(4)
with $`\delta =\omega _L\omega _0`$ being the laser detuning. In Eq. (4), the center–of–mass potentials for ground and excited atoms can be well approximated by harmonic potentials of frequency $`\omega _g=\omega _e=\omega `$ plus a small anharmonicity so that the energy levels are $`\omega m+\omega \alpha m^2`$ with $`m=0,1,\mathrm{}`$ and $`\alpha 1`$. From now on we use the same indices for the energy levels in the ground– and excited potentials.
The Hamiltonian of the atom–laser interaction takes the form:
$`_{las}`$ $`=`$ $`\eta {\displaystyle \frac{\mathrm{\Omega }}{2}}{\displaystyle \underset{m}{\overset{\mathrm{}}{}}}\sqrt{m+1}(e_{m+1}^{}g_m+e_m^{}g_{m+1}+H.c.)`$ (5)
$`+`$ $`𝒪(\eta ^3),`$ (6)
where $`\mathrm{\Omega }`$ denotes the Rabi frequency describing the laser–atom interaction.
The spontaneous emission part in Eq. (3) takes the form:
$`\rho `$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }}{2}}{\displaystyle \underset{m,m^{}}{}}(2g_m^{}e_m\rho e_m^{}^{}g_m^{}e_m^{}^{}g_m^{}g_m^{}e_m\rho \mathrm{\Gamma }0`$ (7)
$``$ $`\mathrm{\Gamma }0\rho e_m^{}^{}g_m^{}g_m^{}e_m)+𝒪(\eta ^2),`$ (8)
where $`\mathrm{\Gamma }`$ is the natural line-width of the considered transition.
If we locate the trap at the node of the laser standing wave, the excitation provided by the laser then become weak, provided that $`\mathrm{\Omega }`$ is moderate. We expect then that at a given instant no more than one atom will be excited. The system is then characterized by two distinct time scales: the fast one, determined by $`N\mathrm{\Gamma }`$, $`\omega `$ and $`\delta `$; and the slow one, characterized by $`\eta ^2\mathrm{\Omega }^2/N\mathrm{\Gamma },\eta ^2\mathrm{\Omega }^2/(\omega \pm \delta )`$, which describes the jumps between the various ground–state levels. In such a case one can use standard adiabatic elimination techniques to remove excited state populations. Physically, this reflects the fact that a combined process of excitation and (relatively rapid) spontaneous decay causes a redistribution of atomic population among different levels of the ground–state trap. The ME after the adiabatic elimination of the excited states becomes:
$$\dot{\rho }=\underset{m}{\overset{\mathrm{}}{}}_m\rho ,$$
(9)
where the coupling between the levels $`m`$ and $`m+1`$ is given by :
$`_m\rho `$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}(m+1)(2A_m\rho A_m^{}A_m^{}A_m\rho \rho A_m^{}A_m)`$ (10)
$`+`$ $`{\displaystyle \frac{\mathrm{\Gamma }_+}{2}}(m+1)(2A_m^{}\rho A_mA_mA_m^{}\rho \rho A_mA_m^{}),`$ (11)
with $`A_m=g_m^{}g_{m+1}`$, and
$$\mathrm{\Gamma }_\pm =\mathrm{\Gamma }(\eta \mathrm{\Omega }/2)^2\frac{1}{(N\mathrm{\Gamma }/2)^2+(\omega \delta )^2}.$$
(12)
It is easy to check that for $`\delta <0`$ there exists an exact steady state solution of ME (9) which has the canonical form:
$$\rho _{st}=\frac{1}{Z}q^{_mmg_m^{}g_m},$$
(13)
where $`q=\mathrm{exp}(\omega /k_BT)=\mathrm{\Gamma }_+/\mathrm{\Gamma }`$, and $`Z`$ is the canonical partition function. For the particular case of a one–dimensional harmonic potential the partition function can be derived in closed form :
$$Z=\underset{j=1}{\overset{N}{}}\frac{1}{1q^j}.$$
(14)
The thermodynamics of the system is determined by the Helmholtz free energy $`F=k_BT\mathrm{ln}(Z)`$. The canonical version of the chemical potential is then given by:
$$\mu (F/N)_{T,\omega }=k_BT\mathrm{ln}[1q^N].$$
(15)
There is a non–zero temperature
$$T_c=\frac{\mathrm{}\omega }{k_B}\frac{N}{\mathrm{ln}(N)},$$
(16)
below which $`\mu `$ is effectively zero. $`q`$ can be conveniently re–written in terms of this critical temperature:
$$q=\mathrm{exp}\left(\frac{\mathrm{ln}(N)}{N}\frac{T_c}{T}\right).$$
(17)
## III P–Representation
In the following section, we are going to employ ME (9) to calculate the two–time correlations of the ground state in the stationary regime, i.e. correlations of the form $`g_0^{}(t)g_0(0)`$. In order to do that it is convenient to use the so–called Glauber–Sudarshan $`P`$–representation , which is defined as:
$`\rho (t)`$ $`=`$ $`{\displaystyle d^2z_0d^2z_1\mathrm{}P(z_0,z_0^{};z_1,z_1^{};\mathrm{})}`$ (18)
$`\times `$ $`|z_0,z_1,\mathrm{}z_0,z_1,\mathrm{}|.`$ (19)
where $`|z_0,z_1,\mathrm{}`$ are coherent states. After transforming into $`P`$–representation, Eq. (9) becomes:
$$\dot{P}=\underset{m=0}{\overset{\mathrm{}}{}}\widehat{S}_mP,$$
(20)
where the transition between $`m`$ and $`m+1`$ is given by the operator:
$`\widehat{S}_m={\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}(m+1)`$ (21)
$`\{2[|z_m|^2({\displaystyle \frac{}{z_m}}z_m+{\displaystyle \frac{}{z_m^{}}}z_m^{})+1+{\displaystyle \frac{^2}{z_mz_m^{}}}]|z_{m+1}|^2\mathrm{\Gamma }0`$ (22)
$`\left(|z_{m+1}|^2{\displaystyle \frac{}{z_{m+1}}}z_{m+1}\right)\left(|z_m|^2{\displaystyle \frac{}{z_m}}z_m+1\right)`$ (23)
$`\left(|z_{m+1}|^2{\displaystyle \frac{}{z_{m+1}^{}}}z_{m+1}^{}\right)\left(|z_m|^2{\displaystyle \frac{}{z_m^{}}}z_m^{}+1\right)`$ (24)
$`2q[|z_{m+1}|^2({\displaystyle \frac{}{z_{m+1}}}z_{m+1}+{\displaystyle \frac{}{z_{m+1}^{}}}z_{m+1}^{})+1+\mathrm{\Gamma }0`$ (25)
$`\mathrm{\Gamma }0{\displaystyle \frac{^2}{z_{m+1}z_{m+1}^{}}}]|z_m|^2`$ (26)
$`\left(|z_m|^2{\displaystyle \frac{}{z_m}}z_m\right)\left(|z_{m+1}|^2{\displaystyle \frac{}{z_{m+1}}}z_{m+1}+1\right)`$ (27)
$`\mathrm{\Gamma }0(|z_m|^2{\displaystyle \frac{}{z_m^{}}}z_m^{})(|z_{m+1}|^2{\displaystyle \frac{}{z_{m+1}^{}}}z_{m+1}^{}+1)\}`$ (28)
Let us define the reduced $`P`$–representation for the ground state of the trap as:
$$P_0(z_0,z_0^{};t)=d^2z_1d^2z_2\mathrm{}P(z0,z0^{};z1,z1^{};\mathrm{};t).$$
(29)
The equation which describes the dynamics of $`P_0`$, takes the form:
$`\dot{P}_0`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}q\left({\displaystyle \frac{}{x_0}}x_0+{\displaystyle \frac{}{x_0^{}}}x_0^{}\right)P_0`$ (30)
$`+`$ $`{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}(q1)\left({\displaystyle \frac{}{x_0}}x_0+{\displaystyle \frac{}{x_0^{}}}x_0^{}\right)P_1`$ (31)
$`+`$ $`{\displaystyle \frac{\mathrm{\Gamma }_{}}{N}}{\displaystyle \frac{^2}{x_0x_0^{}}}P_1.`$ (32)
where $`P_1=d^2z_1d^2z_2\mathrm{}|z_1|^2P`$. We have also introduced here the convenient notation $`z_0=\sqrt{N}x_0`$.
One can prove (see Appendix A) that for times $`t>[\mathrm{\Gamma }_{}(1q)N|x_0|^2]^1`$, one can adiabatically eliminate the excited trap states, and retrieve a closed Fokker–Planck equation (FPE) for the reduced $`P_0`$:
$`\dot{P}_0={\displaystyle \frac{\mathrm{\Gamma }_{}q}{N(1q)}}\{{\displaystyle \frac{^2}{x_0x_0^{}}}\mathrm{\Gamma }0`$ (33)
$`\mathrm{\Gamma }0{\displaystyle \frac{1}{4}}[{\displaystyle \frac{}{x_0}}x_0+{\displaystyle \frac{}{x_0^{}}}x_0^{}][{\displaystyle \frac{}{x_0}}x_0+{\displaystyle \frac{}{x_0^{}}}x_0^{}]{\displaystyle \frac{1}{|x_0|^2}}\}P_0.`$ (34)
Changing into the more convenient variables $`z_0=r\mathrm{exp}(i\varphi )`$, the FPE (34) becomes:
$$\dot{P}_0=\frac{𝒦}{r^2}\frac{^2}{\varphi ^2}P_0,$$
(35)
with
$$𝒦=\frac{\mathrm{\Gamma }_{}q}{4(1q)}.$$
(36)
Eq. (35) is one of the central results of this paper, and has a simple physical interpretation as an equation describing diffusion of the phase of the condensate wave function. Interestingly, even though we are dealing here with an ideal gas approaching the thermal equilibrium, the equilibrium state has temporal properties characteristic for the states obtained via spontaneous breaking of the $`U(1)`$ phase symmetry, such as in the theory of laser, or in general any theory of second order phase transitions in which the effective potential for the order parameter below the transition temperature has a Mexican hat shape . In particular, the phase diffusion rate is here inverse proportional to $`r^2`$, i.e. to the number of atoms in the condensate.
## IV Two–time correlations of the condensate
The solution of the FPE (35) can be obtained using the following Green function:
$`G(r,\varphi ,t||r_o,\varphi _0,t=0)=`$ (37)
$`{\displaystyle \frac{1}{\pi r_0}}\delta (rr_0)[{\displaystyle \frac{1}{2}}+{\displaystyle \underset{n=1}{}}\mathrm{cos}n(\varphi \varphi _0)e^{n^2\frac{𝒦}{r_0^2}t}].`$ (38)
Using this we can already calculate the time correlation:
$`g_0^l(t)g_0^l(0)`$ (39)
$`={\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{2\pi }}r𝑑r𝑑\varphi {\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{2\pi }}r_0𝑑r_0𝑑\varphi _0`$ (40)
$`\times G(r,\varphi ,t||r_o,\varphi _0,t=0)P_0(r_0,\varphi _0)r^lr_0^le^{il(\varphi \varphi _0)}`$ (41)
$`={\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{2\pi }}r𝑑r𝑑\varphi r^{2l}e^{l^2\frac{𝒦}{r^2}t}P_0(r,\varphi )`$ (42)
$`=:(g_0^{}g_0)^le^{l^2𝒦t/g_0^{}g_0}:,`$ (43)
where “:” denotes normal ordering. In the following we just consider the case of an exponent $`l=1`$. We expand the exponent, assuming that for temperatures $`T`$ sufficiently below $`T_c`$, fluctuations of $`n_0=g_0^{}g_0`$ are small:
$`{\displaystyle \frac{𝒦t}{n_0}}`$ $`=`$ $`{\displaystyle \frac{𝒦t}{n_0(n_0n_0)}}`$ (44)
$``$ $`{\displaystyle \frac{𝒦t}{n_0}}\left(1+\left(1{\displaystyle \frac{n_0}{n_0}}\right)\right)`$ (45)
$`=`$ $`{\displaystyle \frac{2𝒦t}{n_0}}{\displaystyle \frac{𝒦t}{n_0^2}}n_0.`$ (46)
Using this expression and the identity $`:\mathrm{exp}(\xi g_0^{}g_0):=\mathrm{exp}(\mathrm{ln}(\xi +1)g_0^{}g_0)`$, Eq. (43) can be rewritten in the form:
$`g_0^{}(t)g_0(0)`$ (47)
$`=:g_0^{}g_0\mathrm{exp}[{\displaystyle \frac{2𝒦t}{n_0}}+{\displaystyle \frac{𝒦t}{n_0^2}}g_0^{}g_0]:`$ (48)
$`=e^{2𝒦t/n_0}n_0\mathrm{exp}\left[(n_01)\mathrm{ln}(1+𝒦t/n_0^2)\right].`$ (49)
Note that from Eq. (49), it is clear that the correlations depend on the fluctuations of the condensate fraction, which are not correctly described using the usual text–book treatment of the system based on a grand–canonical ensemble . In order to calculate the correlations, it is thus necessary to calculate the required averages using physically sound ensemble, which in this case is the canonical one. Using canonical ensemble we have to determine the probabilities to have $`n_0`$ particles in the ground state, given a total number $`N`$ of particles :
$$P_0^{CN}(n_0|N)=q^{Nn_0}\underset{j=Nn_0+1}{\overset{N}{}}(1q^j).$$
(50)
Therefore:
$`(g_0^{}(t))(g_0(0))`$ (51)
$`=e^{2𝒦t/n_0}{\displaystyle \underset{n_0=0}{\overset{N}{}}}P_0^{CN}(n_0|N)n_0\left(1+{\displaystyle \frac{𝒦t}{n_0^2}}\right)^{n_01}.`$ (52)
The above closed analytic formula is another central result of this paper.
## V Numerical results
Numerical simulations of the system under consideration can be performed using Quantum Monte Carlo techniques. In our case, it is a quite difficult task due to the large size of the Hilbert space which has to be simulated, even if only a relatively small total particle number $`N`$ and a low cutoff of the trap level structure is chosen.
To avoid having to compute the dynamics of the huge density matrix of this system, we applied a stochastic wave function method, which replaces the deterministic evolution of the density matrix (following Eq.(9)) by a stochastic evolution of an ensemble of state vectors .
A naive application of this algorithm to simulate (9) would lead to a stochastic jump process in which the operators $`A_m`$ and $`A_m^{}`$ act as jump operators. This process would represent the density matrix as an ensemble of simultaneous eigenvectors of all occupation number operators $`n_m=g_m^{}g_m`$, causing large fluctuations of the phase which we are interested in. Consequently, the Monte Carlo simulations would require a very large number of realizations.
We found that convergence can be improved by rewriting the Liouvillian operators given in Eq. (11) in the following way:
$`_m\rho `$ (57)
$`={\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}(m\mathrm{+}1)(2A_m^{(+)}\rho A_{m}^{(+)}{}_{}{}^{}A_{m}^{(+)}{}_{}{}^{}A_m^{(+)}\rho \rho A_{m}^{(+)}{}_{}{}^{}A_m^{(+)})`$
$`+{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}(m\mathrm{+}1)(2A_m^{()}\rho A_{m}^{()}{}_{}{}^{}A_{m}^{()}{}_{}{}^{}A_m^{()}\rho \rho A_{m}^{()}{}_{}{}^{}A_m^{()})`$
$`+{\displaystyle \frac{\mathrm{\Gamma }_+}{2}}(m\mathrm{+}1)(2A_{m}^{(+)}{}_{}{}^{}\rho A_m^{(+)}A_m^{(+)}A_{m}^{(+)}{}_{}{}^{}\rho \rho A_m^{(+)}A_{m}^{(+)}{}_{}{}^{})`$
$`+{\displaystyle \frac{\mathrm{\Gamma }_+}{2}}(m\mathrm{+}1)(2A_{m}^{()}{}_{}{}^{}\rho A_m^{()}A_m^{()}A_{m}^{()}{}_{}{}^{}\rho \rho A_m^{()}A_{m}^{()}{}_{}{}^{}),`$
with operators $`A_m^{(\pm )}:=\frac{1}{\sqrt{2}}(A_m\pm \eta _m)`$, where the $`\eta _m`$ are c-numbers which are chosen to be of the same order of magnitude as the mean occupation number $`\sqrt{n_mn_{m+1}}`$, so that $`\eta _mA_m`$. Eq. (57) has an advantage that while it is, of course, reproducing the same master equation Eq. (9), it leads to a different stochastic jump process, in which the $`A_m^{(\pm )}`$ act as jump operators. This process represents $`\rho `$ as an ensemble of vectors which are, in general, superpositions of different occupation number eigenstates, and fluctuations of $`g(t)`$ within this ensemble are much smaller. This observation is yet another important result of this paper.
Due to computational constraints we have simulated the case of $`N=10`$ particles, confined to the 5 lowest levels of the harmonic trap, for different values of the temperature parameter $`q=\mathrm{\Gamma }_+/\mathrm{\Gamma }_{}`$. For each value of $`q`$, the function $`g(t)`$ was estimated by averaging over 1500 trajectories.
Figure (1) shows the results of the numerical simulation, compared to the analytic formula (52), for different values of $`q`$. Quite remarkably, the analytical result (based in the approximation of $`n_0Nn_0`$) is in very good agreement with the numerical results even for $`N`$ equal just 10 particles (for larger number $`N`$ the agreement should be even better). As expected, the agreement is much better for low temperatures than for high temperatures, where the numerical simulation indicates a faster decay of $`g(t)`$ than that predicted by the low-temperature approximation (52).
## VI Conclusions
In this paper we have studied quantum dynamics of a Bose gas in a trap undergoing sideband laser cooling in the Lamb-Dicke limit. The master equation describing the dynamics of the system can be regarded as a paradigm equation for collective cooling dynamics. One of the difficult problems associated with such dynamics consists in calculating time dependent correlation functions, such as for instance those that describe temporal phase fluctuations of the Bose condensate. In this paper we have presented a solution to this problem. Our main results should be regarded from the methodological point of view:
* We have formulated an analytic method to describe temporal correlations based on an expansion of the master equation valid at low temperatures, when a large number $`N_0`$ of particles are in the condensate. The expansion parameter in our approach is $`1/N_0`$. The expansion can be, and already has been applied for other models of the Bose gas dynamics, that describe more realistic physical situations (see Refs. ).
* We have formulated a numerical method to calculate the time correlations which modifies the jump processes involved in the master equation in such a way that the corresponding Quantum Monte Carlo simulations are much more stable and require averaging over much less number of quantum trajectories to achieve good accuracy. The method proposed is general, and can be applied not only for the present model, but also for more realistic related models.
* Analytic and numerical results agree very well even at the border of the validity of the analytic theory ($`N_010`$).
* Collective laser cooling leads at low temperature to phase diffusion in a Mexican hat potential. This result is also general, and holds for other more realistic models of the collective laser cooling.
The above listed methodological results provide the main value of the present paper. It is, nevertheless, interesting to speculate whether the consider model is purely academic, or whether it can be realized experimentally. We shall argue now that it can be realized for small number ($`N=1050)`$) of particles.
Let us discuss step by step the most relevant approximations used in this paper.
* 1 Dimension. This approximation was done mainly for technical reasons. The model can be easily generalized to describe condensation in a three–dimensional trap. In that case, additional precautions should be taken into account to avoid the reabsorbtion problem. In particular, if the width of the excited states is smaller than $`\mathrm{}\omega `$, we were thus working not only in the LDL limit, but also in the festina lente regime . Extending the dynamics to three dimensions in an asymmetric trap will in this regime not introduce any kind of dangerous reabsorbtion problems. In fact, the dynamics will consist of 3 independent dynamics corresponding to the cooling in the $`x`$, $`y`$, and $`z`$ direction.
* Absence of elastic collisions. As we have mentioned, this requires that the atomic density should be sufficiently small, or alternatively that the scattering length should be modified to very low values. The first possibility is not interesting, because we require also that the LDL conditions are fulfilled, which means that $`a`$ should be of the order of at most $`0.1\mu `$m. The condition to be fulfilled is $`4\pi N\mathrm{}^2a_{sc}/mV<\mathrm{}\omega `$, with the effective condensate volume $`V=(2\pi )^{3/2}a^3`$. For the parameter considered this gives gives $`N\zeta <20`$, where $`\zeta `$ is the modification factor of the scattering length.
* Absence of two body inelastic collisions This problem has a simple remedy. The cooling and condensation should take place in a dipole trap, and occur in the electronic ground state of the atoms. Two body inelastic processes are then completely suppressed.
* Absence of three body inelastic processes Three body losses can be typically neglected provided the density is less than $`10^{15}`$/cm<sup>3</sup>. For $`a=0.1\mu `$m that requires $`N<(2\pi )^{3/2}15`$. If the three body losses are modified in a corresponding way as elastic collisions (which seems to be the case for <sup>85</sup>Rb ), then the corresponding condition is much less restrictive $`N\zeta ^3<15`$.
* Absence of photoassociation losses This can be reduced by using red detuned laser tuned in between the molecular resonances . Even is such a case, photoassociation losses become relevant when the density reaches the limit $`10^{15}`$/cm<sup>3</sup>, i.e. in our case for $`N<(2\pi )^{3/2}15`$. It seems likely, that this estimate can be improved significantly when the laser is tuned below the minimum of the molecular transition. While it can hardly be though of for the direct transition, we should stress that laser transition considered in this paper can be equally well regarded as a Raman transition. In such case, tuning of the stimulated two-photon transition below the minimum of the molecular resonance is possible.
Summarizing, we see that even in the worst case (no modifications of the scattering length, no special precautions regarding photoassociation losses) our model should be valid for $`N1015`$ particles. Additional precautions can allow to extent the validity of the model to significantly larger values of $`N`$.
## VII Acknowledgments
We thank P. Navez for discussions. We acknowledge support from Deutsche Forschungsgemeinschaft (SFB 407) and the EU through the TMR network ERBXTCT96-0002.
## A Adiabatic elimination of the non–condensed states
In this Appendix we present in detail the calculations which allow us to transform Eq. (32) into Eq. (34). First, we show that our problem can be reduced to a two–level system formed by the level $`0`$ and $`1`$ of the trap. Then, we adiabatically eliminate the level $`1`$.
### 1 Two–level system
First, we shall analyze the dynamics of $`P_1`$. From (20) and (28) one obtains that
$`\dot{P}_1={\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}\left[{\displaystyle \frac{2}{N}}_0^2+(q1)\widehat{l}_0\right]P_1^2`$ (A1)
$`+{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}\left[2(q1)N|x_0|^2+(2q+1)\widehat{l}_02\right]P_1`$ (A2)
$`+\mathrm{\Gamma }_{}qN|x_0|^2P_0`$ (A3)
$`+2\mathrm{\Gamma }_{}\left[(1q)P_{1,2}^{1,1}qP_1+P_2\right],`$ (A4)
where we have used the notation:
$`_0^2={\displaystyle \frac{^2}{x_0x_0^{}}},`$ (A5)
$`\widehat{l}_0={\displaystyle \frac{}{x_0}}x_0+{\displaystyle \frac{}{x_0^{}}}x_0^{},`$ (A6)
$`P_{1,2}^{j,k}={\displaystyle d^2z_1d^2z_2\mathrm{}|z_1|^{2j}|z_2|^{2k}P},`$ (A7)
and $`P_1^2=P_{1,2}^{2,0}`$, $`P_2=P_{1,2}^{0,1}`$. Let us analyze in detail the last line in the RHS of Eq. (A4), which comes from the contributions of $`\widehat{S}_1`$ in Eq. (20), i.e. the contributions given by the transitions $`12`$. For a temperature sufficiently below $`T_c`$, and sufficiently large N, the atoms in the non–condensed states of the trap form a so–called Maxwell–Demon (MD) ensemble , i.e. an ensemble which exchanges particles with a reservoir provided by the condensate without exchanging the energy. Therefore, the excited states can be considered as: (i) independent of the population of the ground state; (ii) decorrelated among each other. Due to these properties:
$$P_{1,2}^{j,k}n_1^j_{GC}n_2^k_{GC},$$
(A8)
where the subindex $`GC`$ means that the averages are calculated in the grand canonical ensemble. It is well known that these averages have the simple form:
$$n_j_{GC}=\frac{q^j}{1q^j}$$
(A9)
Therefore, the last line in the RHS side of Eq. (A4) becomes:
$$2\mathrm{\Gamma }_{}\left[(1q)n_1_{GC}n_2_{GC}qn_1_{GC}+n_2_{GC}\right]=0.$$
(A10)
Therefore the contribution of $`\widehat{S}_1`$ for $`\dot{P}_1`$ cancels out. In general, the contribution of $`\widehat{S}_1`$ for $`\dot{P}_1^n`$ is not exactly zero, but it is always a constant, following the MD arguments. Therefore our system reduces to a two–level system, in which only the levels $`0`$ and $`1`$ must be considered.
### 2 Adiabatic elimination of the level $`1`$
Having reduced the system into just two levels, $`0`$ and $`1`$, we shall adiabatically eliminate the level $`1`$. This can be achieved because, as observed from Eqs. (A4) and (32), $`P_1`$ decays on a time scale of the order $`𝒪(1/N)`$, whereas $`P_0`$ decays in a time scale of the order $`𝒪(1)`$. We are interested in contributions up to the order $`𝒪(1/N)`$ in $`\dot{P}_0`$, and hence in contributions up to the order $`𝒪(1/N)`$ in the stationary value of $`P_1`$. From Eq. (A4) it is clear that the contributions of the order $`𝒪(1)`$ in $`\dot{P}_1`$ lead to terms of the order $`𝒪(1/N)`$ in the stationary value of $`P_1`$. Therefore we are interested in $`\dot{P}_1`$ up to order $`𝒪(1)`$, and therefore in $`P_1^2`$ up to order $`𝒪(1)`$. This means that we need to calculate $`\dot{P}_1^2`$ just up to the order $`𝒪(N)`$:
$`\dot{P}_1^2={\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}\left[4(1q)N|x_0|^2\right]P_1^2`$ (A11)
$`+{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}\left[8qN|x_0|^2\right]P_1.`$ (A12)
For times $`t[2\mathrm{\Gamma }_{}(1q)N|x_0|^2]^1`$, the stationary values:
$$P_1^2=2\frac{q}{q+1}P_1.$$
(A13)
is obtained. Therefore Eq. (A4) reduces to the form (up to order $`𝒪(1)`$):
$`\dot{P}_1={\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}\left[2(1q)N|x_0|^2+\widehat{l}_02\right]P_1`$ (A14)
$`+{\displaystyle \frac{\mathrm{\Gamma }_{}}{2}}\left[2qN|x_0|^2\right]P_0.`$ (A15)
And for $`t[\mathrm{\Gamma }_{}(1q)N|x_0|^2]^1`$,
$$P_1\left[\frac{q}{1q}+\frac{q}{2N(1q)^2}\widehat{l}_o\frac{1}{|x_0|^2}\right]P_0.$$
(A16)
Substituting this value in Eq. (32), one obtains Eq. (34). |
warning/0001/hep-th0001087.html | ar5iv | text | # The commutativity principle and lagrangian symmetries
\[
## Abstract
Using the commutativity of a general variation with the time differentiation we discuss both global and local (gauge) symmetries of a lagrangian from a unified point of view. The Noether considerations are thereby applicable for both cases. A complete equivalence between the hamiltonian and lagrangian formulations is established.
\] An important problem is the study of various symmetries of a given action. Thus, for example, global symmetries, or gauge invariances of the first kind are crucial for condensed matter systems, whereas local symmetries, or gauge invariances of the second kind pervade the whole of gauge theories. Symmetry transformations are those transformations that keep the invariance of the action without using the equations of motion.The quantum mechanical implementation of these symmetry principles is naturally carried out in the lagrangian formalism since the equations of motion assume the form of a variational principle. This is how the global symmetries are usually studied, leading to conservation laws using Noether’s theorem.
Local (gauge) symmetries, on the other hand, are best understood in the hamiltonian formalism by using the procedure of Dirac to identify the constraints, which are a consequence of the gauge freedom of the theory. The generator is constructed as a linear combination of these constraints. For this generator to act as a symmetry of the action, there have to be certain conditions among the parameters entering in the definition of the generator. Alternatively, there exist purely lagrangian methods of extracting the gauge symmetry, but the connection with the hamiltonian approach remains obscure, just as the meaning of Noether’s theorem in this context remains unclear.
In this paper we present a unified approach to the implementation of either global or local symmetries. It is based on the commutativity of a general variation with the time differentiation operation, which was used by us recently to discuss certain aspects of local symmetries. An analogue of Noether’s theorem is obtained. A complete equivalence between the lagrangian and hamiltonian formalisms is shown. With this in mind we will consider first order systems since here both the lagrangian and hamiltonian formalisms can be applied rightaway. This is not a serious restriction since any second order lagrangian can always be brought to a first order form by a suitable extension of the configuration space.
Consider the following lagrangian,
$$L=a^\alpha (q)\dot{q}_\alpha V(q)$$
(1)
where the first and second terms denote the kinetic and potential pieces, respectively. Note that the $`a_\alpha (q)(\alpha =1,\mathrm{}N)`$ includes the extra variables that might be needed to recast the lagrangian into a first order form. Under an infinitesimal variation $`\delta q_\alpha `$, the lagrangian changes as,
$$\delta L=\left(f_{\alpha \beta }\dot{q}^\beta \frac{V}{q^\alpha }\right)\delta q^\alpha $$
(2)
where the symplectic two form is given by,
$$f_{\alpha \beta }=\frac{a_\beta }{q^\alpha }\frac{a_\alpha }{q^\beta }$$
(3)
If the above matrix is invertible, then the equations of motion for all the coordinates can be determined in the usual way from the invariance of the action,
$$\dot{q}^\alpha =f^{\alpha \beta }\frac{V}{q^\beta }$$
(4)
where $`f^{\alpha \beta }`$ is the inverse of $`f_{\alpha \beta }`$ defined as $`f_{\alpha \beta }f^{\beta \gamma }=\delta _\alpha ^\gamma `$.
If the matrix (3) is not invertible, then the equations of motion cannot be determined for all the coordinates. In other words the number of equations of motion is less than the number of variables so that there is a degeneracy in the Cauchy problem. This corresponds to the case of a gauge theory where local symmetries play an important role. The global symmetries can be discussed without this additional complication and so we turn to the case where the symplectic matrix is invertible.
Just to show the equivalence between the lagrangian and hamiltonian formalisms, recall that the basic brackets are given by the inverse of the symplectic matrix,
$$\{a^\alpha ,a^\beta \}=\frac{a^\alpha }{q^\gamma }f^{\gamma \sigma }\frac{a^\beta }{q^\sigma }$$
(5)
The equation of motion (4) is now expressed as,
$$\dot{q}_\alpha =\{q_\alpha ,V\}$$
(6)
thereby yielding the conventional hamiltonian form of the equation of motion.
An important step in obtaining (2) from (1) has been to use the commutativity of the general variation with the time derivative operation,
$$\delta \left(\frac{dq_\alpha }{dt}\right)=\frac{d}{dt}\left(\delta q_\alpha \right)$$
(7)
This relation is crucial for deriving the lagrange’s equation. In the hamiltonian context, it leads to nontrivial consequences. Under a global transformation, the variation $`\delta q_\alpha `$ is given by,
$$\delta q_\alpha =\{q_\alpha ,G\}$$
(8)
Independently computing both sides of (7) by using (6) and (8), and then exploiting the Jacobi identity yields,
$$\{q_\alpha ,\{G,V\}\}=0$$
Since the result is true for all $`q_\alpha `$, we can make the stronger statement that,
$$\{G,V\}=0$$
(9)
It is easy to see that this condition leads to the off-shell invariance of the action, since using (8) in (2), the expression for $`\delta L`$ reduces, modulo a total time derivative, to $`\{G,V\}`$. The conservation laws following from the global symmetries require the explicit use of the equations of motion. Hence (9) may be reexpressed as,
$$\frac{dG}{dt}=0$$
(10)
thereby reproducing the usual statement of Noether’s theorem regarding the conservation of the generator.
Let us next discuss the case of local symmetries. As stated before the symplectic matrix is not invertible and there are constraints in the system related to these noninvertible velocities. As shown by Dirac, the action principle for a constrained system follows from a lagrangian with a general structure,
$$L=a^i(q)\dot{q}_i\lambda ^a\varphi _a(q)V(q)$$
(11)
The coordinates $`q_i(i=1,\mathrm{}n)`$ constitute the nonsingular part of the original lagrangian (1) while the constraints $`\varphi _a(a=1,\mathrm{}Nn)`$ are implemented by the lagrange multipliers $`\lambda _a`$. For standard (i.e. second order) lagrangians the momenta corresponding to the noninvertible velocities are defined to tbe the primary constraints of the theory. The other (secondary, tertiary , etc) constraints are obtained from the successive time consistency of these constraints till the iterative process terminates. This is the Dirac algorithm in the hamiltonian approach. In passing to the first order form the primary constraints are naturally eliminated and the variables (say $`\lambda a_1`$) conjugate to these constraints impose the secondary constraints ($`\varphi _{a_1}`$). All the other constraints (labelled by the index ($`a_2`$)) are put in by hand through their corresponding (unknown) lagrange multipliers $`\lambda _{a_2}`$. The complete set of constraints is then labelled by the index $`a`$, which is a sum of $`a_1`$ and $`a_2`$.
Under an arbitrary variation, the lagrangian (11) changes as,
$$\delta L=\left(f_{ji}\dot{q}^i\lambda ^a\frac{\varphi _a}{q^j}\frac{V}{q^j}\right)\delta q^j\varphi _a\delta \lambda ^a$$
The symplectic matrix is now invertible and the invariance of the action leads to the following equations of motion,
$$\dot{q}^i=f^{ij}\left(\lambda ^a\frac{\varphi _a}{q^j}+\frac{V}{q^j}\right)$$
$$\varphi _a=0$$
(12)
which can also be put in the hamiltonian form by using the brackets,
$$\dot{q}_i=\{q_i,\varphi _a\}\lambda ^a+\{q_i,V\}$$
(13)
Since the full set of constraints has been found, consistency with the equations of motion demands that they satisfy the algebra,
$`\{\varphi _a,\varphi _b\}`$ $`=`$ $`C_{ab}^c\varphi _c`$ (14)
$`\{V,\varphi _a\}`$ $`=`$ $`V_a^b\varphi _b`$ (15)
The structure of the above algebra shows that the constraints act as the generator in the hamiltonian framework in the sense that the hamiltonian has vanishing brackets with these constraints. Indeed following Dirac, the usual form of this generator is taken as,
$$G=ϵ^a\varphi _a$$
(16)
where $`ϵ^a`$ are the corresponding parameters and the infinitesimal transformations are given by,
$$\delta q_i=\{q_i,\varphi _a\}ϵ^a$$
(17)
We are now in a position to discuss the local gauge invariance of (11). Computing the l.h.s. of (7) from (13) by using (17), we obtain,
$$\delta \dot{q}_i=\{\{q_i,\varphi _a\},\varphi _b\}ϵ^b\lambda ^a+\{\{q_i,V\},\varphi _b\}ϵ^b+\{q_i,\varphi _a\}\delta \lambda ^a$$
(18)
Note that the expression $`\delta \lambda _a`$ is only formal since in general we do not know the lagrange multipliers. Its precise meaning will be abstracted from the commutativity law (7). Next, the r.h.s. of (7) is computed independently and equated with (18). Exploiting the Jacobi identity we find,
$$\{q_i,\varphi _a\}\left(\delta \lambda ^a\dot{ϵ}^a+C_{cb}^a\lambda ^cϵ^b+V_b^aϵ^b\right)=0$$
Since the result is valid for all $`q_i`$, we get the following transformation law for the multipliers,
$$\delta \lambda ^a\dot{ϵ}^a+C_{cb}^a\lambda ^cϵ^b+V_b^aϵ^b=0$$
(19)
It is simple to show that with this expression, the action obtained from (11) remains invariant under the local transformation (17). This explicit check has been discussed earlier in the literature .
We now illustrate how the fundamental relation (10), which was derived from general arguments based on the commutativity property, plays a role for the local symmetries. Since the generator is given by (16) it might appear that we get a trivial relation $`0=0`$, which just follows from the time consistency of the constraints. Such a conclusion is, however, valid only when we pass to the constraint shell $`\varphi _a=0`$. This is not allowed in the present context because then the generator itself vanishes. A proper interpretation of (10) is needed meaning that the passage to constraint shell is disallowed. This also entails a slight modification in (13). The usual hamilton equation following from (11) actually contains an extra term which drops out once the constraint condition (12) is imposed. Since we do not want to impose this condition, the complete equation of motion is,
$$\dot{q}_i=\{q_i,\varphi _a\}\lambda ^a+\{q_i,\lambda ^a\}\varphi _a+\{q_i,V\}$$
Putting (16) in (10) and using the above equation of motion, along with the constraint algebra (15), to evaluate $`\dot{\varphi }_a`$, we obtain,
$$\left(\{\lambda ^a,\varphi _b\}ϵ^b\dot{ϵ}^a+C_{cb}^a\lambda ^cϵ^b+V_b^aϵ^b\right)\varphi _a=0$$
The first term is just $`\delta \lambda ^a`$ following from the definition (17), thereby reproducing the condition (19). Both global and local symmetries may thus be discussed from (10). Interpreted this way, it is possible to regard (10) as an analogue of Noether’s theorem for the local case.
After completing the hamiltonian analysis we discuss a purely lagrangian approach which reveals the equivalence of both methods. The first step is to identify the constraints within the lagrangian formalism. There is a standard method of doing this thing. Going back to (2) we see that the term in the parentheses must vanish for the invariance of the action. If there are constraints there will be zero modes of the symplectic matrix. Computing these zero modes $`\nu _\alpha ^a`$ and multiplying from the left leads to a set of constraints,
$$\varphi ^a=(\nu _\alpha ^a)^T\frac{V}{q_\alpha }=0$$
(20)
where $`T`$ stands for the transpose and $`a`$ is the independent number of zero modes. These constraints are now inserted in the lagrangian by means of lagrangian multipliers, so they acquire a form similar to (11),
$$L=a^i(q)\dot{q}_i+\dot{\eta }^a\varphi _a(q)V(q)$$
(21)
Note however that the constraints have been shifted from the potential to the kinetic part, implying that $`\dot{\varphi }=0`$ is being implemented in lieu of $`\varphi =0`$. This ensures the time consistency of the constraints. The symplectic matrix with the basic variables $`\chi _A=(q_i,\eta _a)`$ has the form,
$$F_{AB}=\left(\begin{array}{cc}f_{ij}& \frac{\varphi _a}{q_i}\\ \left(\frac{\varphi _a}{q_j}\right)^T& 0\end{array}\right)$$
(22)
where the first entry is the invertible two form corresponding to the coordinates $`q_i`$ and has exactly the same structure as (3). The zero modes of the above symplectic matrix are given by ,
$$\nu _A^a=\left(\begin{array}{cc}f^{ij}\frac{\varphi _a}{q^j}& \\ \delta _{ab}& \end{array}\right)$$
(23)
where $`A=i(b)`$ for the top(bottom) entry. Multiplication of (23) with $`\frac{V}{q_i}`$ to obtain fresh constraints in analogy with (20) just corresponds to the l.h.s. of (15). If this turns out to be a combination of the constraints, the process terminates; else it continues. This is the exact parallel of the hamiltonian way of extracting the constraints. We assume that the process has terminated and the lagrangian incorporating all the constraints is given by (21).
The variation of the lagrangian is given by,
$`\delta L`$ $`=`$ $`\left(f_{ij}\dot{q}^j+\dot{\eta }_a{\displaystyle \frac{\varphi _a}{q^i}}{\displaystyle \frac{V}{q^i}}\right)\delta q^i+\delta \dot{\eta }_a\varphi ^a`$ (24)
$`=`$ $`\left(F_{AB}\dot{\chi }^B{\displaystyle \frac{V}{\chi ^A}}\right)\delta \chi ^A`$ (25)
where $`F`$ is defined in (22), and the passage to the second line from the first has been done by using the commutativity principle. Let us next discuss the invariance properties.
As emphasised in this approach the zero modes generate the infinitesimal transformations,
$$\delta \chi _A=ϵ_a(\nu _A^a)^T$$
which, in components, has the form,
$$\delta q^i=ϵ_a\frac{\varphi _a}{q^j}f^{ji};\delta \eta _a=ϵ_a$$
(26)
Under these transformations the variation (25) is given by,
$$\delta L=\left(C_{cb}^a\dot{\eta }^cV_b^a\right)\varphi _aϵ^b$$
(27)
which vanishes only if the structure functions $`C`$ and $`V`$ vanish. For nonvanishing structure functions, however, the variation of the multipliers $`\eta `$ in (26) can be modified such that the r.h.s. of (27) vanishes. This is possible since the variation (27) is proportional to the constraints while the first line of (25) involves a piece $`\delta \dot{\eta }_a\varphi _a`$. Hence the complete transformation of $`\dot{\eta }`$ to achieve the off-constraint shell invariance of the lagrangian is given by,
$$\delta \dot{\eta }^a=\dot{ϵ}^aC_{bc}^a\dot{\eta }^bϵ^c+V_b^aϵ^b$$
Making the necessary identifications $`(\lambda =\dot{\eta }`$) this relation is identical with (19). This completes the demonstration of the equivalence between the lagrangian and hamiltonian approaches.
It should be stressed that what has been achieved is the invariance of the lagrangian (11). However this is not the original lagrangian with which one starts. The latter contains some variables which appear as lagrange multipliers (say $`\lambda _{a_1}`$) and implement the constraints $`\varphi _{a_1}`$ when written in the first order form. A typical example is the $`A_0`$ field implementing the Gauss constraint in Maxwell’s theory. The other multipliers which occur in (11) are put in by hand to enforce the remaining constraints. Therefore to get the invariance of the original lagrangian, it is essential to set the remaining multipliers (say $`\lambda _{a_2}`$) to zero. Using (19) this leads to a restriction among the gauge parameters,
$$\dot{ϵ}^{a_2}=C_{c_1b}^{a_2}\lambda ^{c_1}ϵ^b+V_b^{a_2}ϵ^b$$
(28)
This equation determines only $`a_2`$ gauge parameters. Thus the number of independent free gauge parameters is just $`a_1`$, namely the number of original multipliers. The other relation in (19) yields the variation of the multipliers (the cyclic variables) in the original lagrangian,
$$\delta \lambda ^{a_1}=\dot{ϵ}^{a_1}C_{c_1b}^{a_1}\lambda ^{c_1}ϵ^bV_b^{a_1}ϵ^b$$
(29)
Together with (17) the above relation yields the symmetry variations on all the variables in the lagrangian.
It might be mentioned that relations connecting gauge parameters were also obtained by purely hamiltonian methods using Dirac’s classification of constraints. However the invariance shown there was for the total action which is the original action modified by the inclusion of the primary constraints; hence those relations involved the undetermined multipliers associated with the primary constraints. Since these constraints never occur here the undetermined multipliers also dont occur in our relations. Also, the invariance shown here is directly with regard to the original action.
We end this section by providing an example with a lagrangian,
$$L=\frac{1}{2}\left[\left(\dot{q}_2e^{q_1}\right)^2+\left(\dot{q}_3e^{q_2}\right)^2\right]$$
(30)
Its first order form is given by,
$$L=p_2\dot{q}_2+p_3\dot{q}_3p_2e^{q_1}p_3e^{q_2}\frac{1}{2}(p_2^2+p_3^2)$$
(31)
where we use a notation to easily identify the canonical pairs following from the symplectic brackets. The constraints, using either the hamiltonian or the lagrangian version, are found to be: $`\varphi _1=p_2e^{q_1};\varphi _2=p_3e^{(q_1+q_2)}`$. Note that the third term in the r.h.s. of (31) is a constraint and hence it is dropped when we actually implement the constraints through the lagrange multipliers. Moreover since $`q_1`$ is a cyclic variable, $`e^{q_1}`$ is absorbed in the multipliers and the final lagrangian incorporating the constraints is expressed as,
$$L=p_2\dot{q}_2+p_3\dot{q}_3\eta p_2\lambda p_3e^{q_2}p_3e^{q_2}\frac{1}{2}(p_2^2+p_3^2)$$
It is simple to check that the modified constraints satisfy the consistency algorithm. The variations of the coordinates are given by, $`\delta q_2=ϵ_2;\delta q_3=e^{q_2}ϵ_3`$ where $`ϵ_2`$ and $`ϵ_3`$ are the parameters associated with the two constraints. To get the invariance of the original action, we have to set $`\eta =e^{q_1}`$ and $`\lambda =0`$. Using (28) this yields a relation $`ϵ_2=\dot{ϵ}_3+ϵ_3\dot{q}_2`$ connecting the two parameters. Also, the variation of the cyclic variable $`q_1`$ can be obtained from (29). Using all this information, the final transformations turn out to be,
$$\delta q_1=e^{(q_1+q_2)}(\ddot{\lambda }\dot{\lambda }\dot{q}_2);\delta q_2=e^{q_2}\dot{\lambda };\delta q_3=\lambda $$
where we have redefined $`ϵ_3e^{q_2}=\lambda `$. It is simple to check that (30) is invariant under these local transformations.
To conclude, based on the principle of commutativity of a general variation with the time differentiation operation, it was possible to discuss global and local symmetries simultaneously. The Noether result concerning the time conservation of the generator is therefore applicable for gauge invariances of either kind. Just as the variational principle plays a key role in the lagrangian formulation of symmetries, the most natural way of understanding the hamiltonian formulation is the commutativity property mentioned earlier. Since this property is an essential ingredient in deriving the variational principles, a direct contact between the lagrangian and hamiltonian formulations was feasible and a complete equivalence between the two was established. |
warning/0001/hep-th0001188.html | ar5iv | text | # Spectra of massive and massless QCD Dirac operators: A novel link
## Abstract
We show that integrable structure of chiral random matrix models incorporating global symmetries of QCD Dirac operators (labeled by the Dyson index $`\beta =1,2`$, and $`4`$) leads to emergence of a connection relation between the spectral statistics of massive and massless Dirac operators. This novel link established for $`\beta `$–fold degenerate massive fermions is used to explicitly derive (and prove the random matrix universality of) statistics of low–lying eigenvalues of QCD Dirac operators in the presence of $`\mathrm{SU}(2)`$ massive fermions in the fundamental representation ($`\beta =1`$) and $`\mathrm{SU}(N_c2)`$ massive adjoint fermions ($`\beta =4`$). Comparison with available lattice data for $`\mathrm{SU}(2)`$ dynamical staggered fermions reveals a good agreement.
Explicit knowledge of spectral statistics of low–lying eigenvalues of the Dirac operator is required to understand the phenomenon of chiral symmetry breaking ($`\chi `$SB) in quantum chromodynamics (QCD). It has first been conjectured by Verbaarschot and collaborators that extreme infrared limit of the QCD Dirac operator spectrum can be described by the large–$`N`$ chiral Random Matrix Theory (RMT) that models the true Dirac operator $`𝒟`$ by $`N\times N`$ block offdiagonal matrix $`𝒟^{\mathrm{RMT}}=\mathrm{offdiag}(iW,iW^{})`$, $`W`$ being $`n\times m`$ rectangular random matrix \[see Eq. (1) below\]. In such a formulation, $`N=n+m`$ is an analog of dimensionless space–time volume $`V`$, while $`\nu =|nm|`$ is equivalent to the topological charge (equal to the number of zero modes of $`𝒟`$). If, in addition, the entries of $`W`$ are chosen to be real, complex, or quaternion real, the random matrix $`𝒟^{\mathrm{RMT}}`$ possesses proper antiunitary symmetry (labeled by the Dyson index $`\beta =1,2`$, or $`4`$) and, hence, correctly reproduces both the underlying symmetries of the Dirac operator and the $`\chi `$SB pattern associated with it. On the language of the chiral QCD Lagrangian, the above approach corresponds to the limit $`1/\mathrm{\Lambda }V^{1/4}1/m_\pi `$ ($`\mathrm{\Lambda }`$ is a typical hadronic scale and $`m_\pi `$ is the pion mass) in which the kinetic term in Lagrangian can be neglected, and only the global symmetries of the Dirac operator become important. Recently, RMT phenomenology has been put onto a firm field theoretic ground represented by the framework of finite–volume partition functions and the partially quenched perturbation theory .
On the microscopic scale $`1/V\mathrm{\Sigma }`$, chiral RMT (defined for a given topological charge $`\nu `$ ) leads to parameter–free predictions for the unfolded microscopic spectral density $`\rho _S(\lambda )=lim_V\mathrm{}(V\mathrm{\Sigma })^1\rho (\lambda /V\mathrm{\Sigma })`$ of the Dirac operator. Here, the absolute value $`\mathrm{\Sigma }`$ of the chiral condensate (the order parameter of $`\chi `$SB) is related to the Dirac spectral density $`\rho (0)`$ at zero virtuality through the Banks–Casher relation $`\mathrm{\Sigma }=\pi \rho (0)/V`$ . In a series of papers , RMT predictions have been confronted to the lattice data, and good agreement has been found for the spectral density, two–level correlation function, and distribution of the smallest Dirac eigenvalue for massless lattice data of all $`\chi `$SB patterns. The lattice data for massive fermions have recently appeared as well.
Unfortunately, available theoretical results for microscopic spectral correlators of massive QCD Dirac operators are rather poor, being restricted to the $`\beta =2`$ symmetry class associated with the gauge group $`\mathrm{SU}(N_c3)`$ in the fundamental representation. It is the aim of the present Letter to show that integrable structure of chiral RMT results in a simple but powerful link between the spectral statistics of massive and massless QCD Dirac operators for all three symmetry classes $`\beta =1,2`$, and $`4`$. The connection relation \[Eq. (10)\], established below for $`\beta `$–fold degenerate massive fermions within the framework of chiral RMT, relates partially unknown massive spectral correlation functions to the massless ones (taken at both positive and fictitious negative energies) . As the latters have already received a detailed study in the literature, this link not only solves the problem posed but also provides a particularly simple proof of RMT–universality of massive correlation functions, that becomes a consequence of celebrated universality proven for the massless case.
Let us start with the definitions . The joint probability distribution function of chiral random matrix ensemble associated with $`N_f`$ massive fermions in the sector of topological charge $`\nu `$ is given by
$`P_n^{(N_f,\nu ,\beta )}(\lambda _1,\mathrm{},\lambda _n)={\displaystyle \frac{1}{Z_n^{(N_f,\nu ,\beta )}(\{m\})}}`$ (1)
$`\times \left|\mathrm{\Delta }_n\left(\{\lambda \}\right)\right|^\beta {\displaystyle \underset{i=1}{\overset{n}{}}}[w_{\beta ,\nu }(\lambda _i){\displaystyle \underset{f=1}{\overset{N_f}{}}}m_f^\nu (\lambda _i+m_f^2)].`$ (2)
Here, $`\{\lambda \}0`$ are the eigenvalues of the matrix $`WW^{}`$, $`\mathrm{\Delta }_n\left(\{\lambda \}\right)=_{i<j}^n(\lambda _i\lambda _j)`$ is the Vandermonde determinant, the weight function $`w_{\beta ,\nu }`$ is $`w_{\beta ,\nu }(\lambda )=\lambda ^{\frac{\beta }{2}\nu +\frac{\beta }{2}1}e^{\beta V\left(\lambda \right)}`$, $`V(\lambda )`$ is the finite–polynomial confinement potential, and the topological charge $`\nu `$ is taken to be positive integer or zero.
The $`p`$–point correlation function in the above ensemble is expressed as
$`R_{n,p}^{(N_f,\nu ,\beta )}(\lambda _1,\mathrm{},\lambda _p)={\displaystyle \frac{n!}{(np)!}}`$ (3)
$`\times {\displaystyle _0^+\mathrm{}}d\lambda _{p+1}\mathrm{}d\lambda _nP_n^{(N_f,\nu ,\beta )}(\lambda _1,\mathrm{},\lambda _p,\lambda _{p+1},\mathrm{},\lambda _n).`$ (4)
For $`p=0`$ this yields the mass–dependent partition function $`Z_n^{(N_f,\nu ,\beta )}(\{m\})`$ appearing in Eq. (1). The unfolded spectra of the Dirac operator are then obtained from the appropriately unfolded spectra $`\widehat{R}_p^{(N_f,\nu ,\beta )}(\{\lambda \})`$ of associated random matrix model Eq. (1) by a simple transformation of variables:
$`\rho _S(\lambda _1,\mathrm{},\lambda _p)=2^p{\displaystyle \underset{k=1}{\overset{p}{}}}|\lambda _k|\widehat{R}_p^{(N_f,\nu ,\beta )}(\lambda _1^2,\mathrm{},\lambda _p^2).`$ (5)
We notice that for massive correlation functions this also demands to rescale the quark masses, $`\mu _f=m_fV\mathrm{\Sigma }`$. This completes our definition of the model.
In what follows, we assume that the massive fermions are $`\beta `$–fold degenerate, $`_\beta =(m_1𝟙_\beta ,\mathrm{},𝕞__𝕗𝟙_\beta )`$, so that appropriate matrix ensemble is given by the joint probability distribution function $`P_n^{(\beta N_f,\nu ,\beta )}(\{\lambda \})`$. Since in this case, $`P_n^{(\beta N_f,\nu ,\beta )}(\{\lambda \})`$ contains a positive definite factor $`_{f=1}^{N_f}(\lambda _i+m_f^2)^\beta `$, it can conveniently be absorbed into a Vandermonde determinant of a larger dimension
$`\mathrm{\Delta }_{n+N_f}(\{\lambda \},\{m^2\})`$ $``$ $`\mathrm{\Delta }_n(\{\lambda \})\mathrm{\Delta }_{N_f}(\{m^2\})`$ (6)
$`\times `$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \underset{f=1}{\overset{N_f}{}}}(\lambda _i+m_f^2).`$ (7)
This immediately results in a pretty fact that the partition function of the model Eq. (1) with $`\beta N_f`$ massive fermions can be expressed in terms of associated massless $`N_f`$–point correlation function $`R_{n+N_f,N_f}^{(0,\nu ,\beta )}(\{m^2\})`$ of the matrix ensemble of larger dimension, $`(n+N_f)\times (n+N_f)`$, taken at fictitious negative energies:
$`{\displaystyle \frac{Z_n^{(\beta N_f,\nu ,\beta )}(\{m\})}{Z_{n+N_f}^{(0,\nu ,\beta )}}}`$ $`=`$ $`{\displaystyle \frac{n!}{(n+N_f)!}}\left({\displaystyle \underset{f=1}{\overset{N_f}{}}}{\displaystyle \frac{m_f^{\beta \nu }}{w_{\beta ,\nu }(m_f^2)}}\right)`$ (8)
$`\times `$ $`{\displaystyle \frac{R_{n+N_f,N_f}^{(0,\nu ,\beta )}(m_1^2,\mathrm{},m_{N_f}^2)}{\left|\mathrm{\Delta }_{N_f}(\{m^2\})\right|^\beta }}.`$ (9)
The same strategy is applied to the $`p`$–point correlator, Eq. (3). After a few transformations, we arrive at the following remarkable relationship:
$`R_{n,p}^{(\beta N_f,\nu ,\beta )}(\lambda _1,\mathrm{},\lambda _p)`$ (10)
$`={\displaystyle \frac{R_{n+N_f,p+N_f}^{(0,\nu ,\beta )}(\lambda _1,\mathrm{},\lambda _p,m_1^2,\mathrm{},m_{N_f}^2)}{R_{n+N_f,N_f}^{(0,\nu ,\beta )}(m_1^2,\mathrm{},m_{N_f}^2)}}.`$ (11)
Finite–$`n`$ Eq. (10) establishes a link between massive and massless spectral correlators via associated chiral random matrix ensemble, and represents a basic relation to be examined in the rest of the Letter, where we consider the most interesting symmetry classes $`\beta =1`$ and $`4`$. It should be stressed that, in spite of seeming simplicity, the link Eq. (10) is not obvious as it involves correlation functions of massless chiral ensemble taken at both positive and fictitious negative energies. We also wish to emphasize that, in the microscopic limit, Eq. (10) immediately leads to the RMT–universality of the microscopic massive correlators which becomes a simple consequence of the universality phenomenon established for massless correlation functions .
(i) Let us turn to the $`\beta =4`$ symmetry class, associated with $`\mathrm{SU}(N_c2)`$ massive adjoint fermions. In the vicinity of the hard edge, the unfolded $`p`$–point spectral correlators in the massless chiral model Eq. (1), $`N_f=0`$, admit quaternion determinant representation
$`\widehat{R}_p^{(0,\nu ,4)}(\{\lambda \})`$ $`=`$ $`\mathrm{Qdet}\left[f_4(\lambda _i,\lambda _j)\right]_{1i,jp}.`$ (12)
Here, the $`2\times 2`$ matrix kernel $`f_4f_{\beta =4}`$
$`f_\beta (X,Y)=\left(\begin{array}{cc}S_\beta (X,Y)& D_\beta (X,Y)\\ I_\beta (X,Y)& S_\beta (Y,X)\end{array}\right),D_\beta (X,Y)=_YS_\beta (X,Y),I_\beta (X,Y)={\displaystyle _Y^X}𝑑ZS_\beta (Z,Y)ϵ(XY)\delta _{\beta ,1},`$ (15)
$`ϵ(X)=(1/2)\mathrm{sgn}(X)`$, is uniquely specified by the function
$`S_4(X,Y)`$ $`=`$ $`2K_{2\nu +1}(2X^{1/2},2Y^{1/2})`$ (16)
$``$ $`{\displaystyle \frac{J_{2\nu }(2X^{1/2})}{4X^{1/2}}}{\displaystyle _0^{2Y^{1/2}}}𝑑tJ_{2\nu +2}(t)`$ (17)
with $`K_\alpha (X,Y)`$ being the Bessel kernel :
$$K_\alpha (X,Y)=\frac{XJ_{\alpha +1}(X)J_\alpha (Y)YJ_{\alpha +1}(Y)J_\alpha (X)}{2(X^2Y^2)}.$$
(18)
It is important to stress that Eqs. (16) and (18) hold generically for arbitrary finite–polynomial confinement potential $`V(\lambda )`$ in Eq. (1).
As long as at $`\beta =4`$ the definitions Eqs. (1) and (3) do not discriminate between the positive and (fictitious) negative eigenvalues $`\lambda _k`$, Eqs. (16) and (18) remain valid at negative arguments also, provided one makes use of the fact that $`J_\alpha (iX)=i^\alpha I_\alpha (X)`$. This circumstance allows us, at once, to derive closed expressions for $`p`$–point massive correlation functions in the microscopic limit. Straightforward calculations based on Eqs. (5), (10) and (12) yield:
$`\rho _S^{(4N_f)}(\lambda _1,\mathrm{},\lambda _p;\mu _1𝟙_\mathrm{𝟜},\mathrm{},\mu __𝕗𝟙_\mathrm{𝟜})=\mathrm{𝟚}^𝕡{\displaystyle \underset{𝕜=\mathrm{𝟙}}{\overset{𝕡}{}}}|\lambda _𝕜|`$ (19)
$`\times {\displaystyle \frac{\mathrm{Qdet}\left[\begin{array}{cc}f_4(\lambda _i^2,\lambda _j^2)& f_4(\lambda _i^2,\mu _f^{}^2)\\ f_4(\mu _f^2,\lambda _j^2)& f_4(\mu _f^2,\mu _f^{}^2)\end{array}\right]}{\mathrm{Qdet}[f_4(\mu _f^2,\mu _f^{}^2)]}},`$ (22)
$`1i,jp`$, $`1f,f^{}N_f`$. We remind that this result applies to $`4`$–fold degenerate quark masses, $`\mu _f=m_fV\mathrm{\Sigma }`$.
Microscopic density for the particular case of 4 degenerate fermions of mass $`\mu `$ is of special interest as it can be compared to available lattice data for dynamical $`\mathrm{SU}(2)`$ staggered fermions in the fundamental representation simulated in Ref. at $`\nu =0`$. \[Because of the lattice symmetry of staggered fermions they belong to the symmetry class $`\beta =4`$\]. Computing quaternion determinants in Eq. (19), we come down to
$`\rho _S^{(4)}(\lambda ;\mu 𝟙_\mathrm{𝟜})=\mathrm{𝟚}|\lambda |\left(𝕊_\mathrm{𝟜}(\lambda ^\mathrm{𝟚},\lambda ^\mathrm{𝟚}){\displaystyle \frac{𝕊_\mathrm{𝟜}(\mu ^\mathrm{𝟚},\lambda ^\mathrm{𝟚})𝕊_\mathrm{𝟜}(\lambda ^\mathrm{𝟚},\mu ^\mathrm{𝟚})𝕀_\mathrm{𝟜}(\lambda ^\mathrm{𝟚},\mu ^\mathrm{𝟚})𝔻_\mathrm{𝟜}(\lambda ^\mathrm{𝟚},\mu ^\mathrm{𝟚})}{𝕊_\mathrm{𝟜}(\mu ^\mathrm{𝟚},\mu ^\mathrm{𝟚})}}\right).`$ (23)
We have explicitly checked that the limit $`\mu 0`$ reproduces the known massless result at a shifted topological charge $`\nu \nu +2`$ . Theoretical results plotted in Fig. 1 for three different values of $`\mu `$ show reasonable agreement with numerical data.
We close our consideration of $`\beta =4`$ symmetry class by giving a compact expression for the previously unknown massive RMT (or finite–volume ) partition function with $`4`$–fold degenerate massive fermions \[see Eq. (8)\]:
$$\stackrel{~}{Z}_\nu ^{(4N_f)}(\mu _1𝟙_\mathrm{𝟜},\mathrm{},\mu __𝕗𝟙_\mathrm{𝟜})=\frac{(\mathrm{𝟙})^_𝕗\mathrm{Qdet}[𝕗_\mathrm{𝟜}(\mu _𝕗^\mathrm{𝟚},\mu _𝕗^{}^\mathrm{𝟚})]}{|\mathbb{\Delta }__𝕗(\mu _𝕗^\mathrm{𝟚})|^\mathrm{𝟜}_{𝕗=\mathrm{𝟙}}^_𝕗\mu _𝕗^\mathrm{𝟚}}.$$
(24)
Here, only nontrivial mass dependence has been displayed.
(ii) Now we turn to the $`\beta =1`$ symmetry class associated with $`\mathrm{SU}(2)`$ massive fermions in the fundamental representation. In this case, the modulus of the Vandermonde determinant in Eqs. (1) and (3) makes all $`p`$–point correlation functions to be nonanalytic functions of their arguments. This is exactly the reason of why one cannot use known expressions for massless correlation functions $`\widehat{R}_p^{(0,\nu ,1)}(\{\lambda \})`$ to naively compute them at negative energies. Below we show how to circumvent this obstacle for the simplest situation of the spectral density with a single quark mass. Extension to higher order correlation functions and/or larger number of masses is straightforward.
In accordance with the connection relation Eq. (10), the finite–$`n`$ massive spectral density equals
$`R_{2n1,1}^{(1,\nu ,1)}(\lambda )={\displaystyle \frac{R_{2n,2}^{(0,\nu ,1)}(\lambda ,m^2)}{R_{2n,1}^{(0,\nu ,1)}(m^2)}},`$ (25)
where, for definiteness, we have fixed the dimension of the massless random matrix ensemble to be even, $`2n`$; from now on, the superscripts are omitted for brevity. We observe that the function $`R_{2n,2}(\lambda ,m^2)`$ can be evaluated through the functional derivative of $`R_{2n,1}(m^2;[W])R_{2n,1}(m^2)`$ with respect to the confinement potential $`W`$, $`\mathrm{exp}\{W(\lambda )\}=\lambda ^{(\nu 1)/2}\mathrm{exp}\{V(\lambda )\}`$:
$`R_{2n,2}(\lambda ,m^2)`$ $``$ $`R_{2n,1}(m^2)\left(R_{2n,1}(\lambda )\delta (\lambda +m^2)\right)`$ (26)
$``$ $`{\displaystyle \frac{\delta }{\delta W(\lambda )}}R_{2n,1}(m^2;[W]).`$ (27)
To facilitate taking the functional derivative in Eq. (26), we utilize the approach of Ref. \[see Eq. (A6) of second reference\], but express $`R_{2n,1}(m^2;[W])`$ in terms of arbitrary polynomials $`p_j(x)`$ rather than in terms of the skew orthogonal ones:
$`R_{2n,1}(m^2;[W])`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{W(m^2)}{\displaystyle \underset{j,k=0}{\overset{2n1}{}}}p_j(m^2)\mu _{jk}[W]`$ (29)
$`\times {\displaystyle _0^+\mathrm{}}dZe^{W(Z)}p_k(Z).`$
The $`2n\times 2n`$ real antisymmetric matrix $`\mu _{jk}[W]`$ is the inverse to the matrix
$$M_{jk}=_0^+\mathrm{}𝑑x𝑑ye^{W(x)W(y)}ϵ(xy)p_j(x)p_k(y),$$
(30)
$`ϵ(x)=(1/2)\mathrm{sgn}(x)`$. Substituting Eq. (29) into Eq. (26), and then into Eq. (25), we are able to express the finite–$`n`$ massive spectral density $`R_{2n1,1}^{(1,\nu ,1)}(\lambda )`$ in the form
$`R_{2n1,1}^{(1,\nu ,1)}(\lambda )=S_1^{(2n)}(\lambda ,\lambda )`$ (31)
$`{\displaystyle \frac{S_1^{(2n)}(m^2,\lambda )S_1^{(2n)}(\lambda ,0)I_1^{(2n)}(0,\lambda )D_1^{(2n)}(m^2,\lambda )}{S_1^{(2n)}(m^2,0)}}`$ (32)
that contains the entries of finite–$`n`$, $`2\times 2`$ matrix kernel $`f_1^{(2n)}(X,Y)f_{\beta =1}^{(2n)}(X,Y)`$ of the massless ensemble \[see Eq. (15)\]. In deriving Eq. (31) we have used both the representation $`S_1^{(2n)}(X,Y)=e^{W(X)}_{j,k=0}^{2n1}p_j(X)\mu _{jk}_0^+\mathrm{}𝑑Zϵ(YZ)e^{W(Z)}p_k(Z)`$, and Eq. (15). Finally, taking into account Eqs. (5), (31), and the universal formula
$`S_1(X,Y)`$ $`=`$ $`K_{\nu 1}(X^{1/2},Y^{1/2})`$ (33)
$``$ $`{\displaystyle \frac{J_\nu (X^{1/2})}{4X^{1/2}}}\left({\displaystyle _0^{Y^{1/2}}}𝑑tJ_{\nu 2}(t)1\right)`$ (34)
(valid in the vicinity of the hard edge), we deduce a closed expression for the microscopic single–mass spectral density $`\rho _S^{(1)}(\lambda ;\mu )`$. It exhibits the quaternion determinant structure of Eq. (23) with obvious changes in arguments of $`S`$, $`D`$, and $`I`$ functions as is given by Eq. (31). As a consistency check, we have verified that for $`\mu =0`$ it reduces to the known result for one massless flavor. Let us stress, that universal form of the function $`S_1`$ thus confirms the universality of the massive spectral density following in a more general context directly from the microscopic limit of the connection relation Eq. (10).
In conclusion, we have derived universal expressions for spectral correlators of massive chiral matrix ensembles corresponding to $`\beta `$–fold degenerate massive fermions, by establishing a new link between the statistics of massive and massless random matrices. The results obtained have been compared to the available lattice data associated with $`\beta =4`$ $`\chi `$SB pattern in low–energy QCD.
We thank the authors of Ref. for making their data available to us. E.K. acknowledges early discussion with S.M. Nishigaki. The work of G.A. was partially supported by EU–TMR grant No. ERBFMRXCT97–0122.
Note added.–After completing this work, the preprint by T. Nagao and S.M. Nishigaki on finite–volume partition functions has appeared. In particular, these authors give alternative representations of our Eqs. (19) and (24). |
warning/0001/hep-ph0001304.html | ar5iv | text | # CP violating 𝑍𝑡𝑡̄ and 𝛾𝑡𝑡̄ Couplings at a Future 𝑒⁺𝑒⁻ Collider
## I Introduction
Top quark is the heaviest elementary particle observed to date and is hence most sensitive to the mechanism of electroweak symmetry breaking. The top quark couplings to gauge bosons probe the nature of electroweak symmetry breaking and other not well understood aspects of the electroweak interactions . In particular, it would be interesting to investigate whether top couplings conserve CP, a symmetry so far known to be violated only in $`K`$-meson system. Possible CP violating couplings of fermions are electric dipole type interactions with the electromagnetic field and the analogous “weak” dipole coupling to the $`Z`$ field. These can arise, for instance, in certain models of CP violation like the two-Higgs-doublet model , in the minimal supersymmetric standard model (MSSM) at one-loop level or in its next-to minimal extension (NMSSM) at tree level even though the order of magnitudes of their estimate is probably well below the experimental sensitivity.
We, however, find that the supersymmetric contribution to the CP-violating top couplings can be sizable. For instance, a gluino exchange together with the stop left-right mixing would produce the electric dipole moment of the order of $`e(\alpha _s/\pi )\mathrm{Im}(A^{}M_3)m_t/m_{\stackrel{~}{t}}^4`$ and the form factors defined in Section II can easily be of a few percents if $`m_{\stackrel{~}{t}}m_t`$ which is still allowed. Note that the constraints from the neutron and electron electric dipole moments do not restrict the trilinear coupling $`A`$ for the stop unless specific assumptions such as the universal trilinear coupling is made.
In this paper, we do not restrict ourselves to any particular model, but parametrize the CP violation in terms of convenient effective form factors proportional to the electric and weak dipole moments of the top-quark.
A high-energy future linear $`e^+e^{}`$ collider (FLC) will provide a very impressive tool to investigate the properties of the top-quark. Since the mass of the top-quark is very high ($`m_t=174.3\pm 5.1`$ GeV) , its weak decay takes place before it can hadronize and hence it can be studied in a much cleaner way than other quarks. Moreover, since all theories involving CP violation effects in the electroweak coupling of fermions are expected to be proportional to their mass, the top-quark is a privileged candidate for observing such effects .
In this paper we will study possible CP violating effects due to anomalous form factors to the vertex $`(Z,\gamma )t\overline{t}`$ in the top-quark production at an $`e^+e^{}`$ collider, i.e., $`e^+e^{}Z,\gamma t\overline{t}`$. These form factors are presented in Section II.
There have been several studies to measure possible CP violating effects due to non standard $`Zt\overline{t}`$ and $`\gamma t\overline{t}`$ couplings. Various experiments have been suggested to perform these measurements by making use of CP-odd quantities (see Ref. and references therein). In this paper we study the impact of CP violating $`Zt\overline{t}`$ and $`\gamma t\overline{t}`$ couplings using two sets of CP-odd observables , by studying their expectation values and their corresponding asymmetries defined in Section III.
Moreover, effects of a possible highly polarized electron beam ($`\pm `$90%) at FLC will be considered in our analyses of CP violating $`Zt\overline{t}`$ and $`\gamma t\overline{t}`$ couplings. Our results are presented in Section IV. Finally, we draw our conclusions in Section V.
## II The General Form Factors
In order to study the effects of CP violating form factors to the vertex $`(Z,\gamma )t\overline{t}`$, we use the most general form factors for the coupling of $`t`$ and $`\overline{t}`$ with either $`Z`$ or $`\gamma `$ defined in Ref.,
$`\mathrm{\Gamma }_{Vt\overline{t}}^\mu =ig`$ $`[\gamma ^\mu (F_1^{V(L)}P_{}+F_1^{V(R)}P_+){\displaystyle \frac{i\sigma ^{\mu \nu }k_\nu }{m_t}}(F_2^{V(L)}P_{}+F_2^{V(R)}P_+)`$ (2)
$`+k^\mu (F_3^{V(L)}P_{}+F_3^{V(R)}P_+)],`$
were $`P_\pm =\frac{1}{2}\left(1\pm \gamma _5\right)`$, $`i\sigma ^{\mu \nu }=\frac{1}{2}[\gamma ^\mu ,\gamma ^\nu ]`$, $`m_t`$ is the top mass, $`k^\mu `$ is the momentum of the gauge boson $`V`$ and is taken by convention to be directed into the vertex. $`V`$ can be the $`Z`$ gauge boson or photon $`A`$, and the $`F`$’s are the form factors for $`V`$. When $`V=A`$, $`F_3^{A(L)}`$ and $`F_3^{A(R)}`$ have to vanish as a result of gauge invariance (or current conservation). For a $`Z`$ boson which is on shell or coupled to massless fermions, the $`F_3^{Z(L)}`$ and $`F_3^{Z(R)}`$ contributions vanish. In our case we will ignore these $`F_3`$ contributions. The Standard Model values for the form factors at tree level are:
$`F_{1_{SM}}^{Z(L)}={\displaystyle \frac{1}{\mathrm{cos}\theta _W}}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta _W\right],F_{1_{SM}}^{Z(R)}={\displaystyle \frac{1}{\mathrm{cos}\theta _W}}\left[{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta _W\right],`$ (3)
$`F_{1_{SM}}^{A(L)}=F_{1_{SM}}^{A(R)}={\displaystyle \frac{2}{3}}\mathrm{sin}\theta _W,`$ (4)
$`F_{2_{SM}}^{Z(L)}=F_{2_{SM}}^{Z(R)}=F_{2_{SM}}^{A(L)}=F_{2_{SM}}^{A(R)}=0,`$ (5)
where $`\theta _W`$ is the weak mixing angle.
Applying the Gordon decomposition, equation (2) becomes
$`\mathrm{\Gamma }_{Vt\overline{t}}^\mu ={\displaystyle \frac{ig}{2}}\left[\gamma ^\mu (A^VB^V\gamma ^5)+{\displaystyle \frac{t^\mu \overline{t}^\mu }{2}}(C^VD^V\gamma ^5)\right],`$ (6)
where
$`A^V`$ $`=`$ $`F_1^{V(L)}+F_1^{V(R)}2(F_2^{V(L)}+F_2^{V(R)}),`$ (7)
$`B^V`$ $`=`$ $`F_1^{V(L)}F_1^{V(R)},`$ (8)
$`C^V`$ $`=`$ $`{\displaystyle \frac{2}{m_t}}\left(F_2^{V(L)}+F_2^{V(R)}\right),`$ (9)
$`D^V`$ $`=`$ $`{\displaystyle \frac{2}{m_t}}\left(F_2^{V(L)}F_2^{V(R)}\right).`$ (10)
In equation (6), $`t^\mu `$ ($`\overline{t}^\mu `$) is the momentum of the outgoing $`t`$ ($`\overline{t}`$). The Standard Model values at tree level of these last set of form factors are
$`A_{SM}^Z`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{cos}\theta _W}}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{4}{3}}\mathrm{sin}^2\theta _W\right],A_{SM}^A={\displaystyle \frac{4}{3}}\mathrm{sin}\theta _W,`$ (11)
$`B_{SM}^Z`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{cos}\theta _W}},B_{SM}^A=0,`$ (12)
$`C_{SM}^Z`$ $`=`$ $`C_{SM}^A=D_{SM}^Z=D_{SM}^A=0.`$ (13)
Beyond the tree level, all of them except $`D^V`$ ($`V=Z`$ or $`A`$), which controls the CP violation, have contributions due to loop corrections in the SM provided we ignore the small CP-violating effects which reside in the Yukawa couplings that govern the interactions between the Higgs boson and the quarks . These CP-violating amplitudes in the Cabibbo-Kobayashi-Maskawa model are typically suppressed by a factor of order $`10^{12}`$ .
Since we are interested in possible non-standard CP-violating effects of the vertex $`(Z,\gamma )t\widehat{t}`$, we will analyze the impact of the form factor $`D^V`$ in the process $`e^+e^{}(Z,\gamma )t\overline{t}`$. For convenience, we define a dimensionless CP-violating coupling constants $`d^V=(m_t/2)D^V`$ and from equation (9) it is obvious that
$`d^V=(F_2^{V(L)}F_2^{V(R)}).`$ (14)
The Standard Model value at tree level for $`d^V`$ is zero. The impact of non-vanishing values for $`d^V`$ in the processes (15) will be studied here through the analysis of the processes
$`e^+e^{}`$ $``$ $`t(bl^+\nu _l)\overline{t}(\overline{b}l^{}\overline{\nu }_l),`$ (15)
where the final leptons $`l^\pm `$ are $`e^\pm `$ or $`\mu ^\pm `$, called dilepton mode and,
$`e^+e^{}`$ $``$ $`t(bq\overline{q}^{})\overline{t}(\overline{b}l^{}\overline{\nu }_l),`$ (16)
$`e^+e^{}`$ $``$ $`t(bl^+\nu _l)\overline{t}(\overline{b}\overline{q}q^{}),`$ (17)
where the final quarks $`q(q^{})`$ are the up(down)-quarks $`u(d)`$ or $`c(s)`$, called single lepton mode. Eq. (16) will be called sample $`𝒯`$, while Eq. (17) will be called sample $`\overline{𝒯}`$ of the single lepton decay mode.
In order to compute these contributions, we have incorporated all anomalous couplings in HELAS–type Fortran subroutines. These new subroutines were used to adapt a Madgraph output to include all the anomalous contributions. We have checked that our code is able to reproduce the results for helicity amplitudes Eq. (2.8) of Ref. . We employed Vegas to perform the Monte Carlo phase space integration with the appropriate cuts to obtain the differential and total cross sections of the processes (15), (16), and (17).
## III Observables and Asymmetries
The effects of CP-violating form factors of the vertex $`(Z,\gamma )t\overline{t}`$ can be traced through the analysis of the behavior of some convenient CP observables. For the dilepton decay channel of the top-quark pair production at FLC we will consider two sets of observables.
The first set of observables was defined in Ref. in order to study the impact of CP-invariant form factor of the vertex $`Vt\overline{t}`$ ($`V=Z,\gamma `$). It consists in the following two observables:
$`O_1`$ $`=`$ $`(\widehat{p}_b\times \widehat{p}_{\overline{b}})\widehat{p}_{e^+},`$ (18)
$`O_2`$ $`=`$ $`(\widehat{p}_b+\widehat{p}_{\overline{b}})\widehat{p}_{e^+},`$ (19)
where $`\widehat{p}_b`$ and $`\widehat{p}_{\overline{b}}`$ are the $`b`$, $`\overline{b}`$ momentum directions in the $`e^+e^{}`$ CM frame and $`\widehat{p}_{e^+}`$ is the momentum direction of the positron. The observable $`O_1`$ is CP odd but CPT even, and probes the imaginary part of the CP-violating form factors \[Im($`d^{Z,\gamma }`$)\], while the observable $`O_2`$ is both CP and CPT odd and probes the real part of the CP-violating form factors \[Re($`d^{Z,\gamma }`$)\]. A CPT-odd observable can only have a non-zero value in the presence of an absorptive part of the amplitude .<sup>*</sup><sup>*</sup>*Here and below, we have the “naive T” in mind where spins and momenta are reversed but the initial and final states are not interchanged. Therefore, CPT-odd observables do not imply the true CPT violation which is of course impossible in quantum field theories.
The second set was defined in Ref. in order to study effects of Higgs sector CP violation in top-quark pair production. It consists in the following two observables:
$`Q_1`$ $`=`$ $`\widehat{p}_t\widehat{q}_+\widehat{p}_{\overline{t}}\widehat{q}_{},`$ (20)
$`Q_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{p}_t\widehat{p}_{\overline{t}})(\widehat{q}_{}\times \widehat{q}_+),`$ (21)
where $`\widehat{p}_t`$ and $`\widehat{p}_{\overline{t}}`$ are the $`t`$, $`\overline{t}`$ momentum directions in the $`e^+e^{}`$ CM frame and $`\widehat{q}_{}`$ and $`\widehat{q}_+`$ are the $`l^+`$, $`l^{}`$ momentum directions in the $`t`$ and $`\overline{t}`$ rest frames, respectively. The observable $`Q_1`$ is CP odd but T even, i. e. do not change sign under a naive T transformation, and probes the real part of the CP-violating form factors \[Re($`d^{Z,\gamma }`$)\], while the observable $`O_2`$ is both CP and T odd and probes the imaginary part of the CP-violating form factors \[Im($`d^{Z,\gamma }`$)\].
For the single lepton decay channel of the top-quark pair production at FLC we will also consider two sets of observables. The first set of observables consists of the observables of Eqs. (18) and (19), i.e., the same set of observables for the dilepton decay channel.
However, the second set of observables must not be the same of the dilepton decay channel \[Eqs. (20) and (21)\]. Instead we use the following observables:
For the sample $`e^+e^{}t(bl^+\nu _l)\overline{t}(\overline{b}q\overline{q}^{})`$ (sample $`𝒯`$) they define
$`Q_1^{(t)}`$ $`=`$ $`\widehat{p}_t\widehat{q}_+,`$ (22)
$`Q_2^{(t)}`$ $`=`$ $`\widehat{p}_t(\widehat{q}_+\times \widehat{q}_{\overline{b}}),`$ (23)
where $`\widehat{q}_{\overline{b}}`$ is the momentum direction of the $`\overline{b}`$ quark jet in the $`\overline{t}`$ quark rest frame, while for the process $`e^+e^{}t(b\overline{q}q^{})\overline{t}(\overline{b}l^{}\overline{\nu }_l)`$ (sample $`\overline{𝒯}`$),
$`Q_1^{(\overline{t})}`$ $`=`$ $`\widehat{p}_{\overline{t}}\widehat{q}_{},`$ (24)
$`Q_2^{(\overline{t})}`$ $`=`$ $`\widehat{p}_{\overline{t}}(\widehat{q}_{}\times \widehat{q}_b),`$ (25)
where $`\widehat{q}_b`$ is the momentum direction of the $`b`$ quark jet in the $`t`$ quark rest frame. Taking both samples one can define the quantities
$`ϵ_1=<Q_1^{(t)}><Q_1^{(\overline{t})}>,`$ (26)
$`ϵ_2=<Q_2^{(t)}>+<Q_2^{(\overline{t})}>.`$ (27)
The quantity $`ϵ_1`$ probes the real part of the CP-violating form factors \[Re($`d^{Z,\gamma }`$)\], while $`ϵ_2`$ probes the imaginary part of the CP-violating form factors \[Im($`d^{Z,\gamma }`$)\].
We also define corresponding asymmetries which should be experimentally more robust than equations (18,19,20,21, 26,27), because only the signs of $`O_{1,2}`$, $`Q_{1,2}`$, and $`ϵ_{1,2}`$ have to be measured. For the first set of observables, we define the asymmetry for both single and di- lepton decay channels, as follows
$`A_{O_{1,2}}={\displaystyle \frac{N(O_{1,2}>0)N(O_{1,2}<0)}{N(O_{1,2}>0)+N(O_{1,2}<0)}},`$ (28)
where $`N`$ is the number of $`t\overline{t}`$ events in the single and di- lepton decay channels.
For the second set of observables we define the asymmetry as follows: for the dilepton decay channel,
$`A_{Q_{1,2}}={\displaystyle \frac{N(Q_{1,2}>0)N(Q_{1,2}<0)}{N(Q_{1,2}>0)+N(Q_{1,2}<0)}},`$ (29)
where $`N`$ is the number of $`t\overline{t}`$ events in the dilepton decay channels.
For the single lepton decay channel,
$`A(ϵ_1)={\displaystyle \frac{N_𝒯(Q_1^{(t)}>0)N_𝒯(Q_1^{(t)}<0)}{N_𝒯}}{\displaystyle \frac{N_{\overline{𝒯}}(Q_1^{(\overline{t})}>0)N_{\overline{𝒯}}(Q_1^{(\overline{t})}<0)}{N_{\overline{𝒯}}}},`$ (30)
$`A(ϵ_2)={\displaystyle \frac{N_𝒯(Q_2^{(t)}>0)N_𝒯(Q_2^{(t)}<0)}{N_𝒯}}+{\displaystyle \frac{N_{\overline{𝒯}}(Q_2^{(\overline{t})}>0)N_{\overline{𝒯}}(Q_2^{(\overline{t})}<0)}{N_{\overline{𝒯}}}},`$ (31)
where $`N_𝒯`$ and $`N_{\overline{𝒯}}`$ are the number of $`t\overline{t}`$ events in samples $`𝒯`$ and $`\overline{𝒯}`$, respectively.
The sensibility of non-null values of the CP-violating form factors $`d^{Z,\gamma }`$ over these two sets of observables and correspondent asymmetries are summarized in TABLE I.
## IV Results
The impact of the CP-violating form factors described in Section II in the top-quark pair production and subsequent decay into 2 jets plus 2 leptons (dilepton mode), and into 4 jets plus 1 lepton (single lepton mode) is analyzed for a FLC with CM energy of 500 GeV. Polarization effects of the electron beam is also considered. We assume two runs at FLC, one with $`90\%`$ left hand polarized electrons ($`𝒫_e^{}^{}`$) and the other run with $`90\%`$ right hand polarized electrons ($`𝒫_e^{}^+`$), both with integrated luminosity of 50 fb<sup>-1</sup>. We have considered $`m_t=`$ 175 GeV in our analysis.
A discussion concerning event selection and backgrounds, that can be found in Ref. and references therein, is briefly summarized here. The $`t\overline{t}`$ cross section at an FLC with $`\sqrt{s}=500`$ GeV is roughly 0.5 pb. On the other hand, the cross section for lepton and light quark pairs is about 16 pb, while for $`W^+W^{}`$ production is about 8 pb. The emphasis of most event selection strategies has been to take advantage of the multi-jet topology of the roughly 90% of $`t\overline{t}`$ events with 4 or 6 jets in the final state. Therefore, cuts on thrust or number of jets drastically reduces the light fermion pair background. In addition, one can use the multi-jet mass constraints $`M(\text{jet-jet})M_W`$ and $`M(\text{3-jet})m_t`$ for the cases involving $`tbqq^{}`$. The background due to $`W`$-pair production is the most difficult to eliminate. However, in the limit that the electron is fully right-handed polarized, the $`W^+W^{}`$ cross section is reduced to about 30 fb. Hence, even though the beam polarization will not reach 100%, this allows for experimental control and measurement of the background. Another important technique that can be used is that of precision vertex detection. The small and stable interaction point of linear $`e^+e^{}`$ colliders, along with the small beam sizes and bunch-structure timing, make then ideal for pushing the techniques of vertex detection.
The Standard Model total cross sections of $`t\overline{t}`$ production at FLC with $`\sqrt{s}=`$ 500 GeV obtained by our Monte Carlo simulation are:
$`\sigma _{e^+e^{}t\overline{t}}(𝒫_e^{}^{})`$ $`=`$ $`777.3(3)\text{fb},`$ (32)
$`\sigma _{e^+e^{}t\overline{t}}(𝒫_e^{}^+)`$ $`=`$ $`373.8(1)\text{fb}.`$ (33)
We conservatively assume \[$`W^{}(l^{}\overline{\nu }_l)W^+(l^+\nu _l)`$\], \[$`W^{}(l^{}\overline{\nu }_l)W^+(q\overline{q}^{})`$\], \[$`W^{}(\overline{q}q^{})W^+(l^+\nu _l)`$\] tagging efficiencies of about $`80\%`$ and a $`b`$ and $`\overline{b}`$ tagging efficiency also of $`80\%`$. The overall $`b`$, $`\overline{b}`$, and $`W`$ tagging efficiency would then be about $`(80\%)^3=51.2\%`$. In our calculations we consider an overall tagging efficiency of $`50\%`$ ($`f_{eff}=0.5`$). Considering the leptons being only electron and muon, the branching ratio of the dilepton decay mode is $`BR=\frac{4}{81}`$. For the single lepton decay, when the final quarks are the quarks up, down, charm, and strange, the branching ratio is $`BR=\frac{24}{81}`$. The number of events in each decay mode of the top-quark pair production at FLC is given by $`N=\sigma ..f_{eff}.BR`$ and is shown in TABLE II.
### A Expectation Values
The observables defined in Section III acquire non-vanishing expectation values in the presence of CP-violating anomalous couplings $`Zt\overline{t}`$ and $`\gamma t\overline{t}`$. Expectation values of observables are defined as usual by
$`𝒪={\displaystyle \frac{𝑑\sigma 𝒪}{𝑑\sigma }}.`$ (34)
To be statistically significant, the expectation values of an observable $`𝒪`$ must be larger then its expected natural variances $`(𝒪𝒪)^2`$.Of course $`𝒪=0`$ in the Standard Model. A signal of $`\eta `$ standard deviations is obtained for a sample of $`N`$ events if
$`𝒪\eta \sqrt{{\displaystyle \frac{𝒪^2}{N}}}.`$ (35)
In order to obtain bounds on the anomalous form factors $`d^{Z,\gamma }`$ we have evaluated numerically, for the first set of observables, the fraction
$`_{O_{1,2}}={\displaystyle \frac{O_{1,2}}{\sqrt{O_{1,2}^2}}},`$ (36)
for different values of the form factors $`d^{Z,\gamma }`$ for both dilepton and single lepton modes.
For the second set of observables we have evaluated numerically, for the dilepton mode, the fractions,
$`_{Q_{1,2}}={\displaystyle \frac{Q_{1,2}}{\sqrt{Q_{1,2}^2}}},`$ (37)
while for the single lepton mode we have evaluated numerically the fractions,
$`_{Q_{1,2}^{(t)}}={\displaystyle \frac{Q_{1,2}^{(t)}}{\sqrt{Q_{1,2}^{(t)}{}_{}{}^{2}}}},_{Q_{1,2}^{(\overline{t})}}={\displaystyle \frac{Q_{1,2}^{(\overline{t})}}{\sqrt{Q_{1,2}^{(\overline{t})}{}_{}{}^{2}}}},`$ (38)
respectively for the samples $`𝒯`$ and $`\overline{𝒯}`$ for different values of the form factors $`d^{Z,\gamma }`$. Then we evaluate the following quantities,
$`_{ϵ_1}=_{Q_1^{(t)}}_{Q_1^{(\overline{t})}},`$ (39)
$`_{ϵ_2}=_{Q_2^{(t)}}+_{Q_2^{(\overline{t})}}.`$ (40)
A 95% CL bound is obtained when $`\eta =\pm 1.96`$, so calling by $``$ the quantities of Eqs. (36, 37, 39, 40), we have to observe
$`||{\displaystyle \frac{|\eta |}{\sqrt{N_{events}}}}={\displaystyle \frac{1.96}{\sqrt{N_{events}}}},`$ (41)
where the total number of events of both samples, for each polarization mode of the electron beam, which is presented in TABLE II. Our results are presented in TABLE IV for the dilepton decay mode and in TABLE VI for the single lepton decay mode.
### B Asymmetries
The asymmetry in the observable $`𝒪`$ is defined by
$$A_𝒪\frac{N(𝒪>0)N(𝒪<0)}{N(𝒪>0)+N(𝒪<0)}.$$
(42)
The asymmetry is predicted to be zero in the Standard Model for all observables defined in Section III. The Gaussian fluctuation in the asymmetry is given by
$$(A_𝒪A_𝒪)^2=4\frac{N(𝒪>0)N(𝒪<0)}{(N(𝒪>0)+N(𝒪<0))^3}=\frac{1}{N_{events}},$$
(43)
where vanishing asymmetry $`N(𝒪>0)=N(𝒪<0)`$ was assumed in the last equality.
Hence, from Eqs. (28,29,30, 31), and (43), a 95% CL deviation is obtained when one measures the asymmetry
$`A_𝒪^{95\%CL}={\displaystyle \frac{\pm 1.96}{\sqrt{N_{events}}}}.`$ (44)
We present in TABLE III the value of the quantity $`A_𝒪`$ needed to obtain a 95% CL deviation from the Standard Model prediction considering the total number of events $`N`$ presented in TABLE II for each decay channel mode of the top-quark pair production at FLC. Once again, we have evaluated numerically the quantity $`A_𝒪`$ for different values of the form factors $`d^{Z,\gamma }`$ in order to obtain a 95% CL CP violating signal. Our results are presented in TABLE V for the dilepton decay mode and in TABLE VII for the single lepton decay mode.
### C Improving the Limits
In order to improve the limits obtained for each polarization mode of the electron beam, we combine the results of both modes. We define,
$`^\pm `$ $`=`$ $`(𝒫_e^{}^{})\pm (𝒫_e^{}^+),`$ (45)
$`A_𝒪^\pm `$ $`=`$ $`A_𝒪(𝒫_e^{}^{})\pm A_𝒪(𝒫_e^{}^+).`$ (46)
The number of events for these new quantities is
$`N_{events}=N_{events}(𝒫_e^{}^{})+N_{events}(𝒫_e^{}^+).`$ (47)
TABLES IV, V, VI, and VII show the improved limits for these quantities.
## V Conclusions
The effect of new operators that give rise to CP–violating couplings of the type $`Zt\overline{t}`$ and $`\gamma t\overline{t}`$ were examined at future electron positron Linear Colliders (FLC). The impact of these CP-violating interactions over Standard Model predictions was studied for the process $`e^+e^{}t\overline{t}`$ with the subsequent decays into a pair of $`b`$ jets plus four leptons (dilepton mode), and decays into a pair of $`b`$ jets plus a pair of light quark jets plus a pair of leptons (single lepton mode).
Polarized electron beam and two set of CP observables and asymmetries were used to impose bounds on the anomalous couplings. The first set of observables was defined in Ref., while the second one was defined in Ref..
Our evaluations show that, for the dilepton mode, the second set of observables provides better results than the first one. This is more evident for the real part of the anomalous form factors $`d^{Z,\gamma }`$, as one can see in Tables IV and V. However, for the single lepton mode, the first set of observables is the one that provides better results. Once again, this is more evident for the real part of the anomalous form factors $`d^{Z,\gamma }`$, as shown in Tables VI and VII.
According to the statement that the study of the asymmetries is experimentally more robust than evaluation of expectation values because only the signs of the observables have to be measured, the measurement of asymmetries can be an important tool in the search for CP-violating effects in $`t\overline{t}`$ production at a future linear $`e^+e^{}`$ collider. Our results show that the bounds obtained for the expectation values analyses on Tables IV and VI and the bounds from the asymmetry analyses on V and VII are very similar. So we conclude that the study of the asymmetries should be experimentally easier, with good results. Furthermore the sensitivity approaches the order of magnitudes which can arise in supersymmetric theories.
###### Acknowledgements.
This work was supported in part by the Director, Office of Science, Office of High Energy and Nuclear Physics, Division of High Energy Physics of the U.S. Department of Energy under Contract DE-AC03-76SF00098 and in part by the National Science Foundation under grant PHY-95-14797. SML was also supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP). |
warning/0001/physics0001037.html | ar5iv | text | # IIT-HEP-99/3 Fermilab-Conf-00/019 physics/0001037 Muon Collider/Neutrino Factory: Status and Prospects
## 1 Introduction
The Neutrino Factory and Muon Collider Collaboration (NFMCC) is engaged in an international R&D project to establish the feasibility of a high-energy $`\mu ^+\mu ^{}`$ collider and a stored-muon-beam “neutrino factory.” As a heavy lepton, the muon offers important advantages over the electron for use in a high-energy collider:
1. Radiative processes are highly suppressed, allowing use of recycling accelerators. This reduces the size and cost of the complex. It also allows use of a storage ring, increasing luminosity by a factor $`10^3`$ over a one-pass collider.
2. In the Standard Model and many of its extensions, use of a heavy lepton increases the cross section for $`s`$-channel Higgs production by a factor $`m_{\mu }^{}{}_{}{}^{2}/m_{e}^{}{}_{}{}^{2}=4.3\times 10^4`$, opening a unique avenue for studying the dynamics of electroweak symmetry breaking . More generally, a sensitivity advantage may be expected in any model that seeks to explain mass generation .
3. Beam-beam interactions make high luminosity harder to achieve as the energy of an $`e^+e^{}`$ linear collider is increased, an effect that is negligible for muon colliders .
The small size anticipated for a muon collider is indicated in Fig. 1, which compares various proposed future accelerators. Unlike other proposals, muon colliders up to $`\sqrt{s}=3`$TeV fit comfortably on existing Laboratory sites. Beyond this energy neutrino-induced radiation (produced by neutrino interactions in surface rock), which increases as $`E^3`$, starts to become a significant hazard, and new ideas or sites where the neutrinos break ground in uninhabited areas would be required. A muon collider facility can provide many ancillary benefits (physics “spinoffs”) and can be staged to provide interesting physics opportunities even before a high-energy collider is completed. These include experiments with intense meson and muon beams produced using the high-flux ($`2\times 10^{22}`$ protons/year) proton source, as well as neutrino beams of unprecedented intensity and quality, discussed below in Sec. 7.
Ref. is a comprehensive summary of the status of muon collider research as of $``$1 year ago. While stored muon beams have been discussed since $``$1960 , and muon colliders since 1968 , only in recent years has a practical approach to the realization of a $`\mu ^+\mu ^{}`$ collider been devised. The key concept that may allow a muon collider to become a reality is ionization cooling . Muons may be copiously produced using collisions of multi-GeV protons with a target to produce pions, which then decay in a focusing “capture channel.” However, those muons occupy a large emittance (phase-space volume) and are unsuitable for injection directly into an accelerator. Muon-beam cooling is needed to reduce the emittance by a sufficient factor but must be carried out in a time short compared to the $`2\mu `$s muon lifetime. While other beam-cooling methods are too slow, as discussed below, simulations show that ionization cooling can meet these requirements.
## 2 Proton Source, Targetry, and Capture
Muon-collider luminosity estimates (see Table 1) have been made under the assumption that a 4 MW proton beam may safely strike a target representing 2–3 hadronic interaction lengths, which is tilted at a 100–150 mr angle with respect to the solenoidal focusing field (see Fig. 2). Design studies are ongoing to demonstrate this in detail, and BNL-E951 at the AGS will test this experimentally within the next few years . Ideas being explored include a liquid-metal jet target (Fig. 2) and a “bandsaw” target (Fig. 3). In neutrino-factory scenarios the beam power requirement is eased to 1 MW, making a graphite target also a possibility. About 10% of the beam energy is dissipated in the target. A target with comparable dissipation is being designed for the Spallation Neutron Source at Oak Ridge National Laboratory . The required 4 MW proton source, while beyond existing capability, is the subject of ongoing design studies at Brookhaven and Fermilab and is comparable in many respects to machines proposed for spallation neutron sources . For efficient capture of the produced low-energy pions, the target is located within a 20 T solenoidal magnetic field to be produced using a superconducting solenoid with a water-cooled copper-coil insert (Fig. 2). The captured pions and their decay muons proceed through a solenoidal field that decreases adiabatically to 1.25 T. Simulations show that $``$0.6 pions/proton are captured in such a channel for proton energy in the range 16–24 GeV.
The resulting muon bunches, while very intense, feature a large energy spread, which must be decreased for acceptance into a cooling channel. This can be accomplished via radio-frequency (RF) “phase rotation,” by which the energy of the low-energy muons is raised and that of the high-energy muons lowered. This brings a substantial fraction ($``$60%) of the muons into a narrow energy range at the expense of increasing the bunch length (Fig. 4). The large transverse size of the beam at this point necessitates low-frequency (30–60 MHz) RF cavities. An alternative under investigation is use of an induction linac. If the phase-rotation accelerating gradient is sufficiently high ($``$4–5 MV/m), a significant portion of the pions can be phase-rotated before they decay, allowing muon polarization as high as $``$50%. Otherwise the polarization is naturally $``$20% . Muon polarization can be exploited in a variety of physics studies as well as in a neutrino factory . It can also provide a $`10^6`$ fill-to-fill relative calibration of the beam energy (needed e.g. to measure the width of the Higgs).
## 3 Ionization Cooling
The goal of beam cooling is to reduce the normalized six-dimensional emittance of the beam. The significance of emittance for accelerator design is that it places limits on how tightly the beam can be focused and determines the apertures necessary to transport and accelerate it without losses. A muon beam can be cooled by passing it alternately through material, in which ionization energy loss reduces both the transverse and longitudinal momentum components, and RF accelerating cavities, in which the lost longitudinal momentum is restored (Fig. 5). This process reduces the transverse momentum components relative to the longitudinal one (“transverse cooling”).
Before summarizing the theory of ionization cooling we must first define emittance more carefully.
### 3.1 Emittance
Emittance can be defined in terms of the vector of canonical variables describing each muon, which can be chosen as $`𝐗=(x,y,z,p_x,p_y,p_z)`$. In the absence of correlations among these variables, the six-dimensional volume of the beam in phase space can be represented by $`\sigma _x\sigma _{p_x}\sigma _y\sigma _{p_y}\sigma _z\sigma _{p_z}`$, where $`\sigma _i`$ designates the r.m.s. width of the distribution in the $`i`$th variable. More generally, the normalized six-dimensional emittance $`ϵ_{6,n}`$ is given by $`\sqrt{detV}/(m_\mu c)^6`$, where $`V`$ is the $`6\times 6`$ covariance matrix of $`𝐗`$, $`m_\mu `$ is the mass of of the muon, and $`c`$ is the speed of light. If the off-diagonal (correlation) terms of $`V`$ are negligible, the emittance can be approximated as $`ϵ_{6,n}ϵ_{x,n}ϵ_{y,n}ϵ_{z,n}`$, where $`ϵ_{x,n}=\sigma _x\sigma _{p_x}/m_\mu c`$ and so forth, or in a cylindrically-symmetric system such as we consider below, $`ϵ_{6,n}ϵ_n^2ϵ_n`$, where $`ϵ_n`$ ($`ϵ_n`$) is the normalized transverse (longitudinal) emittance.
By Liouville’s theorem, normalized emittance is conserved in linear beam transport and acceleration. Beam cooling thus requires a “violation” of Liouville’s theorem, which is possible by means of dissipative forces such as ionization energy loss .
### 3.2 Ionization-cooling theory
Ionization cooling is approximately described by the following equation :
$$\frac{dϵ_n}{ds}=\frac{1}{\beta ^2}\frac{dE_\mu }{ds}\frac{ϵ_n}{E_\mu }+\frac{1}{\beta ^3}\frac{\beta _{}(0.014\mathrm{GeV})^2}{2E_\mu m_\mu L_R},$$
(1)
where $`s`$ is the path length, $`E_\mu `$ the muon energy, $`L_R`$ the radiation length of the absorber medium, $`\beta =v/c`$, and $`\beta _{}`$ is the betatron function of the beam (inversely proportional to the square of the beam divergence).
In Eq. 1 we see, in addition to the $`dE/ds`$ transverse cooling term, a transverse heating term due to multiple Coulomb scattering of the muons in the absorber. Since cooling ceases once the heating and cooling terms are equal, Eq. 1 implies an equilibrium emittance, which in principle (neglecting other limiting efects) would be reached asymptotically were the cooling channel continued indefinitely. Since the heating term is proportional to $`\beta _{}`$ and inversely proportional to the radiation length of the absorber medium, the goal of achieving as small an equilibrium emittance as possible requires us to locate the absorber only in low-$`\beta _{}`$ regions and to use a medium with the longest possible radiation length, namely hydrogen. To achieve low $`\beta _{}`$, we want the strongest possible focusing elements. We are thus led to superconducting solenoids filled with liquid hydrogen as possibly the optimal solution.<sup>1</sup><sup>1</sup>1However, lithium lenses might give an even lower equilibrium emittance than solenoids with liquid hydrogen, since stronger focusing fields may be feasible with liquid-lithium lenses than with magnets, and this may overcome the radiation-length advantage of hydrogen.
Below the ionization minimum, energy loss increases approximately as $`p^{1.7}`$, while Coulomb scattering increases only as $`(p\beta )^1`$ . Ionization cooling thus favors low momenta, despite the relativistic increase in muon lifetime with momentum. In fact, Eq. 1 implies that the equilibrium emittance scales approximately as $`\gamma ^{1.7}\beta ^{0.7}`$. Most simulations of muon cooling are now being done at $`p=187`$MeV/$`c`$. Still lower momenta could in principle be better but are difficult to transport in practice due to larger beam divergences.
### 3.3 Cooling channel designs
In the “alternating-solenoid” cooling channel the muon beam is kept focused by a series of superconducting solenoids alternating in magnetic-field direction (Fig. 6). As the field alternates, its magnitude must of course pass through zero; at these points $`\beta _{}`$ is necessarily large. Here solenoids with large inner bore are suitable, allowing insertion of RF cavities. In between are regions of low $`\beta _{}`$, corresponding to maxima of the magnetic field, where the liquid-hydrogen absorbers are located. (The field directions alternate so that canonical angular momentum , which builds up within each absorber as the muon beam loses mechanical angular momentum, cancels rather than building up.) Another type of arrangement (dubbed “FoFo”) is also under study, in which solenoid fringe-field focusing is employed. This allows lower $`\beta _{}`$ values for a given field strength than in the alternating-solenoid arrangement. In the FoFo channel the low-$`\beta _{}`$ regions (and the absorbers) are thus at low field and the RF cavities at high field.
Both the FoFo and alternating-solenoid cooling channels feature liquid-hydrogen absorbers in which a substantial amount of power is dissipated by the muon beam. In a typical case, $`10^{13}`$ muons per bunch at a 15 Hz repetition rate deposit a few hundred watts in each absorber. This is within the range of operation of high-power liquid-hydrogen targets that have been used in the past or proposed for future experiments . Careful attention must be paid to the design of these absorbers, for reasons both of safety and of performance. For example, the windows must be made of low-$`Z`$ material and kept as thin as possible in order not to degrade the cooling performance by causing excessive multiple scattering. Aluminum alloy appears to be an acceptable solution.
As an example of the performance that can be achieved in such a cooling channel, Fig. 7 shows as a function of distance the six-dimensional and longitudinal beam emittances as well as the relative beam intensity in a simulated alternating-solenoid channel using $``$15 T solenoids and 805 MHz RF cavities. These cooling-channel parameters are representative of a late stage of cooling for a muon collider and were chosen for initial detailed studies in order to demonstrate a solution in a technically-challenging regime. The six-dimensional emittance is reduced by a factor of 3 in 26 m, with less than 2% non-decay beam loss.
Eq. 1 implies a natural scaling of the cooling-channel components as the beam becomes progressively cooler: to maintain the cooling rate as equilibrium is approached, $`\beta _{}`$ must be periodically decreased to establish a new, smaller, equilibrium emittance. This means the focusing fields must become stronger. How small a $`\beta _{}`$ can be achieved in an alternating-solenoid channel has not yet been definitively determined, but 20 T seems a practical upper limit to superconducting-solenoid field strength , and perhaps 30 T in a superconducting/copper hybrid design. To continue transverse cooling beyond the practical limit for the alternating-solenoid channel, liquid-lithium lenses or FoFo-type channels may be solutions. In a scenario sketched by Palmer a factor $`10^6`$ in six-dimensional emittance is achieved in a distance of $``$500 m using a series of 25 alternating-solenoid channels followed by three lithium-lens stages, with each stage contributing a factor of about 2. This cooling factor is sufficient to permit the collider luminosities of Table 1.
### 3.4 Emittance exchange
As the muon beam passes through the transverse-cooling channel the longitudinal emittance grows. This arises from four effects:
1. Working below the ionization minimum, there is positive feedback, since as the muons lose momentum their energy-loss rate increases.
2. The beam energy spread increases in the absorber due to energy-loss straggling.
3. The bunch tends to drift apart because slow muons take longer to traverse the channnel than fast muons.
4. The bunch tends to drift apart because muons at large transverse amplitude follow helical trajectories of greater path length than muons at small transverse amplitude.
Eventually, significant beam losses begin to occur (see Fig. 7) as muons drift outside the stable RF bucket. At this point longitudinal emittance must be exchanged for transverse emittance. Such emittance exchange may be accomplished by placing wedge-shaped absorbers at a point of momentum dispersion in the beam transport lattice (Fig. 8). With high-momentum muons passing through a greater thickness of absorber than low-energy muons, the beam energy spread is reduced, at the expense of an increase in transverse beam size. While solutions have been devised on paper, detailed simulations so far have shown that a concrete realization of this idea is challenging, and work is ongoing to find a practical solution.
### 3.5 RF Development
Rapid muon cooling requires development of high-gradient RF cavities (e.g., 36 MV/m at 805 MHz) with suitable high-power drive systems. A novel feature of muon acceleration is the possibility of using “pillbox” cavities, closed at each end by low-mass metal windows, to increase the uniformity of the electric field within the cavity and lower the power requirements. These developments are in progress, with 805 MHz and 175–200 MHz designs now under development and planned for testing over the next few years at BNL, FNAL, and LBNL. Alternative gridded and windowless designs are also in progress, as well as power-source design studies.
### 3.6 Muon Cooling Experiment
While the physics underlying ionization cooling is reasonably well understood, ionization cooling has yet to be demonstrated in practice. To demonstrate feasibility and establish performance, a muon cooling experiment (MUCOOL) has been proposed to Fermilab (Fig. 9). With the increasing interest in the possibility of a muon-storage-ring neutrino factory, over the last year the activities of the NFMCC have undergone a change of emphasis, and the focus of the proposed experiment is now turning from the late stages of cooling to the initial stages. We now envisage a cooling test facility that will be staged so as to demonstrate initial-stage cooling (such as will be needed for a neutrino factory) first, with tests of late cooling stages (needed for a muon collider) coming later. The lower RF frequency used in early cooling stages relaxes requirements for timing-measurement resolution, thus simpler measurement approaches than indicated in Fig. 9 are now envisaged.
## 4 Acceleration
Rapid acceleration to the collider beam energy is needed to avoid excessive decay losses. This can be accomplished in a series of linacs and “racetrack” recirculating linear accelerators (RLAs) such as have been developed at Jefferson Laboratory. Several scenarios have been considered. As an example , linacs at 175 and 350 MHz can be employed to raise the energy of the cooled muon beam to 2 GeV, after which it is accelerated in a first 4-turn RLA to 8 GeV and, in a second, to 30 GeV (a possible storage-ring energy for a neutrino factory). Other scenarios include RLAs with larger numbers of turns, “dogbone-geometry” RLAs , and fixed-field alternating-gradient (FFAG) accelerators. At sufficiently high energy (above a few hundred GeV), the muon lifetime becomes long enough that ramped “rapid-accelerating” synchrotrons may be used .
## 5 Collider Scenarios
Collider scenarios have been considered at three energies, $`\sqrt{s}=0.1`$, 0.4, and 3 TeV (see Table 1). Three variants of the 0.1 TeV (“Higgs Factory”) machine have been worked out, covering a range of momentum spread. While reducing the momentum spread also reduces the luminosity, given the narrow width expected for the Higgs, the event rate and Higgs precision are optimized at the narrowest momentum spread (Fig. 10. The 0.4 and 3 TeV scenarios are aimed respectively at precision top studies and at searches in a mass regime beyond the reach of the LHC .
## 6 Collider Detector
A “strawman” detector has been simulated in Geant . To cope with high background rates from muon decay within the storage ring, pixel detectors are employed near the beamline, and an extensive series of tungsten shields are deployed around the interaction point (Fig. 11). At $`r=5`$ cm, pixels of dimensions $`60\times 150\mu `$m<sup>2</sup> have estimated occupancies below 1%. Pattern recognition still needs study, but these occupancies are encouraging.
## 7 Neutrino Factory
Recently the possibility of a neutrino factory based on a muon storage ring has received much attention . Such a facility could help unravel the mystery of neutrino mixing by providing neutrino beams of unprecedented intensity, brilliance, and purity. It could also serve as a stepping-stone to a muon collider. A neutrino factory should be easier and cheaper to construct and operate than a muon collider since it requires less cooling and less intense muon bunches. This follows straightforwardly from the fact that collider luminosity, being proportional to the square of the bunch intensity and inversely proportional to the transverse bunch size, requires as small and intense a bunch as possible, while the sensitivity of neutrino experiments is determined simply by the time-integrated flux. In practice this eases the six-dimensional cooling required by a factor $`10^4`$, possibly obviating the need for longitudinal-transverse emittance exchange.
A muon collider contains various sources of intense neutrino beams, for example muon decays within the straight sections of the muon accelerators and collider storage ring. As mentioned above, for sufficiently high muon energies these “parasitic” neutrino beams may limit feasibility due to radiation-safety concerns. Such beams could be used to advance both “conventional” neutrino physics (structure functions, $`\mathrm{sin}^2\theta _W`$, etc.) and neutrino-oscillation studies. At high muon energies the flux of neutrinos is sufficient for useful detection rates on the other side of the earth. Options that have been discussed include beams aimed from Brookhaven, CERN, Fermilab, or KEK to Soudan, SLAC, and Gran Sasso, giving baselines ranging from 700 to 7000 km for neutrino-oscillation searches. Other options are also conceivable, for example use of a new detector at some suitable location.
Unlike a muon collider, in dedicated-neutrino-factory scenarios the muon storage ring would be designed to maximize the fraction of muons decaying in straight sections, leading to an oblong “racetrack” geometry. Other geometries have also been considered, e.g. a triangular or “bowtie-shaped” ring that could aim two neutrino beams simultaneously at two different remote detectors. The bowtie geometry has the virtue of preserving polarization, since it bends equally in both directions.
Table 2 (from Ref. ) exemplifies the physics reach that may be achievable assuming $`2\times 10^{20}`$ muon decays in a storage-ring straight section ($``$1 year of neutrino-factory running) pointed at a 10 kiloton detector. Unlike conventional meson-decay neutrino beams, which are dominantly $`\nu _\mu `$ but with some $`\nu _e`$ contamination, neutrino beams from a stored $`\mu ^{}`$ beam are 50% $`\nu _\mu `$ and 50% $`\overline{\nu }_e`$, while those from $`\mu ^+`$ are 50% $`\overline{\nu }_\mu `$ and 50% $`\nu _e`$. The availability of intense high-energy electron-neutrino beams makes possible tau- and muon-neutrino appearance experiments. The use of both muon polarities allows investigation of matter effects in neutrino oscillation. The phenomenology of three-flavor neutrino oscillation (as required if at least two of the three observed effects are conclusively established) is quite complex . No other proposed facility has comparable power to pin down the details of mixing among three neutrino flavors.
## 8 Conclusions
The prospect of a high-luminosity $`\mu ^+\mu ^{}`$ collider, once entirely speculative, has by dint of much work and study now been brought into the realm of possibility. While a collider is still a question for the long term (post-2010), ideas (most notably a neutrino factory) spun off from this effort may have a substantial impact on high-energy physics in the coming decade. |
warning/0001/hep-th0001051.html | ar5iv | text | # 1 Introduction
## 1 Introduction
String theory provides a very powerful setting for the study of gauge theories. Gauge theories can be constructed through the geometrical engineering by compactifying string theory on Calabi-Yau manifolds with appropriate Hodge numbers and singularities. They can also be realized as the world volume theories on extended objects such as D-branes . The authors of studied the gauge theories obtained by placing D-branes on orbifold singularities and introduced ‘quiver diagrams’, which summarize the gauge group structures and matter contents of the gauge theories. They considered D-5 branes and noticed that the moduli space of D-brane ground states is a ALE space described by a hyperkähler quotient.
The hyperkähler quotient was introduced in ; it was mathematically refined in . One way to construct it is to gauge isometries of a non-linear sigma model in such a way as to preserve $`𝒩`$=2 supersymmetry. In the spirit of , a graphical method was invented in and used to obtain the curve that corresponds to a hyperkähler quotient of a linear space. In particular, it was applied to the hyperkähler quotients constructed from the extended Dynkin diagrams of A<sub>k</sub>, D<sub>k</sub> series and E<sub>6</sub> case.
Remarkably, the Higgs branch of a quiver gauge theory based on the extended E<sub>6</sub> Dynkin diagram turned out to be identical, when it was expressed in terms of E<sub>6</sub> Casimir invariants, to the curve<sup>1</sup><sup>1</sup>1We will call this curve the generalized Coulomb branch. with E<sub>6</sub> global symmetry obtained by Minahan and Nemeschansky some time ago and later by the authors of . In this article, we work out the full<sup>2</sup><sup>2</sup>2The orbifold limits of E<sub>7</sub> and E<sub>8</sub> (and some other higher order quiver diagrams) were considered in . curve corresponding to the E<sub>7</sub> extended Dynkin diagram. The resulting curve is again equal to the generalized Coulomb branch with E<sub>7</sub> global symmetry computed in and <sup>3</sup><sup>3</sup>3 In E<sub>7</sub> case, it is easier to compare with since the authors used E<sub>7</sub> Casimir invariants, while the authors of expressed their curve in terms of the SO(12)$`\times `$SU(2) Casimir invariants, as we discussed in section 2..
We understand the origin of these phenomena through mirror symmetry and F-theory compactifications . D3 branes are used to probe the singularities of the backgrounds under consideration . The relevant F-theory compactifications for our purpose are the ones which give rise to E<sub>7</sub> gauge group. The E<sub>7</sub> global symmetry is realized on the world volume theory of the D3 branes.
It is the physics near such singularities that is responsible for the field theory limit of string compactifications . The mirror geometry of ADE singularities was discussed in the context of type II strings. On the dual backgrounds, the gauge groups of the dual superconformal field theories are given by a product of U(n<sub>i</sub>) groups. The n<sub>i</sub>’s are given by multiples of the Dynkin numbers of the nodes in the corresponding Dynkin diagrams.
Mirror symmetry is well understood in three dimensions where both the Higgs branch and the Coulomb branch are hyperkähler manifolds. They get interchanged under the action of mirror symmetry. In the four dimensional models we consider in this paper, the Coulomb branch of the original theory is a Riemann surface, which is real two dimensional, whereas the Higgs branch of the dual theory has real four dimensions. What we find in this paper seems to indicate that mirror symmetry in these four dimensional models acts in such a way that it is the generalized Coulomb branch (rather than the Coulomb branch) of the original gauge theory that gets interchanged with the Higgs branch of the mirror dual theory.<sup>4</sup><sup>4</sup>4There is a natural relation between the generalized Coulomb branch in four dimensions and the Coulomb branch in three dimensions, as discussed in section 3.
More intuitive understanding of the origin of the identity between the curve we compute and the generalized Coulomb branch seems possible by applying various string dualities to the system under consideration. We briefly discuss this point in section 3 with a heuristic example using the D7-D3 brane system.
The organization is as follows. After briefly reviewing the hyperkähler quotients, we present the calculation of E<sub>7</sub> case in section 2. The final form of the curve is given in Appendix A. It is expressed in terms of E<sub>7</sub> Casimirs, $`P_i`$, whose definition is given in Appendix A. As in the case of E<sub>6</sub>, the curve obtained is the generalized Coulomb branch with E<sub>7</sub> global symmetry. The generalized Coulomb branch can also be expressed in terms of E<sub>7</sub> Casimir invariants which we also denote as $`P_i`$. However, the $`P_i`$’s of our curve are functions of Fayet-Iliopoulos (FI) parameters, b<sub>j</sub>, while the $`P_i`$’s of the generalized Coulomb branch are functions of mass parameters<sup>5</sup><sup>5</sup>5They are associated with relevant deformations of the superconformal field theory under consideration., m<sub>k</sub>. In anticipation of mirror symmetry, we find the relations between b’s and m’s which render $`P_i(b)=P_i(m)`$.<sup>6</sup><sup>6</sup>6These relations reflect the fact that under mirror symmetry FI and mass parameters get interchanged. In section 3, we discuss mirror symmetry and F-theory compactifications probed by D3 branes. Section 4 includes summary and open problems.
## 2 The Hyperkähler Quotient For E<sub>7</sub> Case
We begin by briefly reviewing the hyperkähler quotients and refer the reader to (and the references therein) for more details. Intuitively speaking the (hyper)kähler quotient is a method that, starting with a space with a metric that has some isometry, finds a hypersurface orthogonal to the isometry direction and the induced metric on that surface. The method used in this paper will allow us to explicitly find this hypersurface as a two dimensional complex space embedded in $`C^3`$. It will also allow us to find the explicit dependence of this space on the Fayet-Iliopoulos parameters of the gauge theory we start with. In general, turning them on we deform the hypersurface so that it becomes non-singular. To also find the induced metric in the hyperkähler quotient one should introduce a non-linear sigma model with the original space as its target space. Gauging the isometries of this non-linear sigma model while preserving $`𝒩`$=2 susy gives rise to the hyperkähler quotient. More specifically, consider a sigma model with isometries. To elevate the isometries to local symmetries, introduce an $`𝒩`$=2 vector multiplet, which consists of an $`𝒩`$=1 vector multiplet and an $`𝒩`$=1 chiral multiplet, denoted respectively as $`V`$, $`S`$ in . In $`𝒩`$=1 superspace, one integrates out $`V`$ and $`S`$ by their field equations. Inserting the solution for $`V`$ field equations into the gauged Lagrangian and keeping the $`S`$ field equations as constraints gives the Kähler potential of the quotient space. The constraints from $`S`$ field equations can be represented graphically and are given in figure 1<sup>7</sup><sup>7</sup>7 Figure 1 and Figure 3 are taken from .. The gauge groups and the representations appropriate for the the construction of ALE spaces are summarized by the extended Dynkin diagrams , as in Figure 2.
Now, we compute the hyperkähler quotient corresponding to the E<sub>7</sub> extended Dynkin Diagram given in Figure 3(a). In addition to the Dynkin numbers in the same figure, we label the nodes by assigning 1 to the far left node and 2 to the next one, etc. The upper node in the middle is referred to as the eighth node. We closely follow with a convenient set of variables defined in Figure 3(b).
Consider the highest order invariant, $`U`$, and its orientation reversed diagram $`\overline{U}`$. The product of these two diagrams can be written as<sup>8</sup><sup>8</sup>8In the orbifold limit, $`U=\overline{U}`$, but this is not true in the presence of the Fayet-Iliopoulos terms.
$$U\overline{U}=WTr(MNKN)$$
(1)
One can use the so called Schouten identity to rewrite $`\overline{U}`$ in terms of the variables defined in Figure 3(b): The relevant Schouten identity is
$`Tr(\{M,N\}K)=Tr(MN)Tr(K)+Tr(MK)Tr(N)+Tr(NK)Tr(M)Tr(M)Tr(N)Tr(K)`$
(2)
Noting the following relations,
$`Tr(\{M,N\}K)`$ $`=`$ $`U+\overline{U}`$
$`Tr(M)`$ $`=`$ $`b_1`$
$`Tr(MN)`$ $`=`$ $`V`$
$`Tr(MK)`$ $`=`$ $`W`$ (3)
one obtains,
$$\overline{U}=U+Tr(K)V+Tr(N)W+b_1Tr(NK)b_1Tr(N)Tr(K)$$
where $`b_1`$ is the FI term associated with the first node of the Dynkin diagram. To rewrite the right hand side of (1), consider
$`0`$ $`=`$ $`N_{k_1}^{[k_2}K_{k_2}^{k_3}N_{k_3}^{k_4]}M_{k_4}^{k_1}`$
$`=`$ $`Tr(MNKN)+Tr(NNKM)Tr(NNM)Tr(K)Tr(NKM)Tr(N)`$
$`+Tr(NM)Tr(K)Tr(N)Tr(NM)Tr(KN)`$
Applying the Schouten identity (2) again to $`Tr(NNKN)`$ and $`Tr(NNM)`$ leads to
$`Tr(MNKN)`$ $`=`$ $`Tr(MN)Tr(NK){\displaystyle \frac{1}{2}}Tr(MK)Tr(NN)+{\displaystyle \frac{1}{2}}Tr(MK)Tr(N)^2`$ (5)
$`+{\displaystyle \frac{1}{2}}Tr(NN)Tr(M)Tr(K){\displaystyle \frac{1}{2}}Tr(M)Tr(K)Tr(N)^2`$
$`=`$ $`Tr(NK)V+\left[{\displaystyle \frac{1}{2}}Tr(NN)+Tr(N)^2\right]W`$
$`+{\displaystyle \frac{b_1}{2}}Tr(K)Tr(NN){\displaystyle \frac{b_1}{2}}Tr(K)Tr(N)^2`$
where the second equality follows from (3). Substituting (2) and (5) into (1) gives
$`U\left(U+Tr(K)V+Tr(N)W+b_1Tr(NK)b_1Tr(N)Tr(K)\right)`$
$`=W\left(Tr(NK)V+\left[{\displaystyle \frac{1}{2}}Tr(NN)+Tr(N)^2\right]W+{\displaystyle \frac{b_1}{2}}Tr(K)Tr(NN){\displaystyle \frac{b_1}{2}}Tr(K)Tr(N)^2\right)`$
(6)
Therefore the whole task of finding the curve is reduced to the computation of $`Tr(N),Tr(K),Tr(NN)`$ and $`Tr(NK)`$. It is a simple exercise to compute $`T(N)`$: It is expressed purely in terms of $`b_i`$’s. The other three quantities are more complicated to obtain: The final forms are,
$`Tr(K)`$ $`=`$ $`k_v(b_i)V+k`$
$`Tr(NN)`$ $`=`$ $`2W+n_v(b_i)V+n(b_i)`$
$`Tr(NK)`$ $`=`$ $`m_w(b_i)WV^2+m_v(b_i)V+m(b_i)`$ (7)
where the coefficients are functions of the FI parameters, $`b_i`$, as indicated. Since these coefficients are lengthy, we will not present them explicitly. However, once we make the change of variables discussed below, the coefficients can be expressed in terms of E<sub>7</sub> Casimir invariants. This makes the curve simple enough to present. Upon substitution of (7) into (6), we obtain,
$`U^2W^3V^3W`$
$`+U((b_1m_wl)W+(b_1k_v)V^2+(b_1m_v+b_1lk_vk)V+b_1(lkm))`$
$`+W^2\left(\left[m_w{\displaystyle \frac{1}{2}}n_v+b_1k_v\right]V+{\displaystyle \frac{1}{2}}l^2+b_1k{\displaystyle \frac{n}{2}}\right)`$
$`+W\left(\left[{\displaystyle \frac{b_1}{2}}n_vk_v+m_v\right]V^2+\left[m+{\displaystyle \frac{b_1}{2}}nk_v+{\displaystyle \frac{b_1}{2}}n_vk{\displaystyle \frac{b_1}{2}}l^2k_v\right]V{\displaystyle \frac{b_1}{2}}l^2k+{\displaystyle \frac{b_1}{2}}nk\right)=0`$
where $`lTr(N)`$. To put this curve into the standard form, we perform the following change of variables,
$`U`$ $`=`$ $`X{\displaystyle \frac{1}{2}}[(b_1m_wl)W+(b_1k_v)V^2+(b_1m_v+b_1lk_vk)V+b_1(lkm)]`$
$`V`$ $`=`$ $`Z+{\displaystyle \frac{1}{6}}b_{1}^{}{}_{}{}^{2}m_w+{\displaystyle \frac{1}{18}}b_1k_vn_v`$
$`+{\displaystyle \frac{1}{18}}b_1k_vm_w+{\displaystyle \frac{1}{3}}m_v{\displaystyle \frac{1}{9}}n_vm_w+{\displaystyle \frac{1}{36}}n_v^2{\displaystyle \frac{1}{6}}k_vl+{\displaystyle \frac{1}{6}}b_1l+{\displaystyle \frac{1}{9}}b_1^2k_v^2+{\displaystyle \frac{1}{9}}m_w^2`$
$`W`$ $`=`$ $`Y+\left[{\displaystyle \frac{1}{6}}n_v+{\displaystyle \frac{1}{3}}m_w+{\displaystyle \frac{1}{3}}b_1k_v\right]Z+{\displaystyle \frac{1}{3}}b_1k{\displaystyle \frac{1}{12}}b_1^2m_w^2{\displaystyle \frac{1}{6}}b_1lm_w+{\displaystyle \frac{1}{12}}l^2{\displaystyle \frac{1}{6}}n`$
$`+{\displaystyle \frac{1}{6}}[2b_1k_vn_v+2m_w][{\displaystyle \frac{1}{6}}b_{1}^{}{}_{}{}^{2}m_w+{\displaystyle \frac{1}{18}}b_1k_vn_v+{\displaystyle \frac{1}{18}}b_1k_vm_w+{\displaystyle \frac{1}{3}}m_v`$
$`{\displaystyle \frac{1}{9}}n_vm_w+{\displaystyle \frac{1}{36}}n_v^2{\displaystyle \frac{1}{6}}k_vl+{\displaystyle \frac{1}{6}}b_1l+{\displaystyle \frac{1}{9}}b_1^2k_v^2+{\displaystyle \frac{1}{9}}m_w^2]`$
In terms of the new variables, $`X,Y`$ and $`Z`$, the curve becomes
$`X^2`$ $`=`$ $`Y^3+f(Z)Y+g(Z)`$
where
$`f(Z)`$ $`=`$ $`Z^3+\alpha _1(b_i)Z+\alpha _0(b_i)`$
$`g(Z)`$ $`=`$ $`\beta _4(b_i)Z^4+\beta _3(b_i)Z^3+\beta _2(b_i)Z^2+\beta _1(b_i)Z+\beta _0(b_i)`$
The coefficients $`\alpha `$ and $`\beta `$ are expressible in terms of E<sub>7</sub> Casimir invariants and are given in the Appendix A.
We discuss the comparison of (2) with the curve of in Appendix B in more detail. Here we only present the relations<sup>9</sup><sup>9</sup>9It is easier to compare to since they also use E<sub>7</sub> Casimirs. It is straightforward to check that our curve is equal to that of if we identify our P<sub>i</sub> with their P<sub>i</sub>. between b’s and m’s:
$`b_1`$ $`=`$ $`\varphi `$
$`b_3`$ $`=`$ $`m_5m_6,`$
$`b_4`$ $`=`$ $`m_4m_5,`$
$`b_5`$ $`=`$ $`m_3m_4,`$
$`b_6`$ $`=`$ $`m_2m_3,`$ (12)
$`b_7`$ $`=`$ $`m_1m_2,`$
$`b_8`$ $`=`$ $`m_5+m_6,`$
where $`\varphi `$ is the simple root of SU(2). Upon substitution in (2), we find exactly the curve of . The mass parameters have a group theoretical interpretation as an orthonormal basis for the root space.
## 3 Mirror Symmetry and F-theory
In , it was observed that the hypermultiplet moduli space of a model constructed from the E<sub>6</sub> extended Dynkin diagram is equal to the generalized Coulomb branch of SU(2) gauge theory with E<sub>6</sub> global symmetry. In this letter, we have extended this observation to the E<sub>7</sub> case. Given this remarkable correspondence it is natural to conjecture that there is a mirror symmetry acting on four dimensional gauge theories analogous to the mirror symmetry acting on three dimensional gauge theories . However, the Coulomb branch in four dimensions is not, in general, a Hyperkähler manifold so it cannot be directly exchanged with the Higgs branch of the gauge theory which is a Hyperkähler manifold. Instead we conjecture that what is exchanged with the Higgs branch is the full four dimensional elliptically fibered space that one obtains by fibering the Seiberg-Witten torus over the usual Coulomb branch as the base. In other words, the Higgs branch gets interchanged with the four dimensional space given by the equation
$`X^2=Y^3+f\left(Z\right)X+g\left(Z\right)`$ (13)
where $`Z`$ is now interpreted as the usual coordinate on the Coulomb branch of the gauge theory. We now try to collect some evidence for this conjecture.
Firstly we can connect our generalized four dimensional mirror symmetry with the mirror symmetry that acts on three dimensional gauge theories by performing a dimensional reduction of the four dimensional Seiberg-Witten theory to three dimensions. Namely, in it was shown that as soon as we compactify the four dimensional photon becomes two scalars which coordinatize the Seiberg-Witten torus thus making the full space spanned by the complex curve the natural object. It should also be noted that, in the cases where we can compare, the map between the FI parameters and the mass terms is exactly the same as in the three dimensional case . Our results thus seem to be in good agreement with the results on mirror symmetry in three dimensional gauge theories.
For a more concrete connection between our mirror dual theories we now consider F-theory compactifications . The reason for this is that it is well known that the Seiberg-Witten theories with exceptional global symmetries can be obtained as world volume theories of 3-branes probing certain F-theory backgrounds . Since the F-theory background looks like a set of 7-branes at strong coupling it is likely that through a sequence of T-dualities and S-dualities we can map this configuration to a brane configuration for the mirror theory. For example, starting with ordinary D3 and D7-branes, it is not difficult to imagine a sequence of dualities which would map the F-theory configuration to a configuration where a D5-brane wraps 2-cycles of an $`A_k`$ singularity. The challenge is now to extend this to the case with exceptional groups where the original configuration is strongly coupled and it is not clear what happens under duality.
We could also imagine constructing the Seiberg-Witten theory through geometrical engineering. In that case we could study the how string theory mirror symmetry acts along the lines of . It is not a priori clear that the mirror theory obtained this way is the mirror theory proposed in this paper but since the three dimensional mirror symmetry can be explained in this fashion we expect a connection also in our case. If this picture is true we could take the viewpoint that what we have been doing in this paper is to ”solve” the superconformal field theory with E<sub>7</sub> global symmetry using the method of geometrical engineering and mirror symmetry as outlined in .
## 4 Summary and Open Problems
We have extended the observation made in to E<sub>7</sub> case: The curve corresponding to the hyperkähler quotient based on the E<sub>7</sub> extended Dynkin diagram is equal, when it is expressed in terms of E<sub>7</sub> Casimirs, to the generalized Coulomb branch with E<sub>7</sub> global symmetry. The relations between FI parameters and mass parameters were obtained. The identity of the two curves led us to conjecture that mirror symmetry in the four dimensional field theories we considered should act in such a way to interchange the generalized Coulomb branch of the original theory with the Higgs branch of the dual quiver gauge theory. For evidence, we discussed the connection of the generalized Coulomb branches in four dimensions to the Coulomb branches of the three dimensional theories obtained by compactifying one dimension. We also discussed F-theory compactifications, and IIA/B mirror symmetry.
What we have shown in this article is that the complex structures of the Higgs branch and the generalized Coulomb branch are the same. To confirm the mirror hypothesis, we also need to show that the metrics are the same. It will be worth studying whether our conjecture is true in more general context. It will be also interesting to consider other quivers and study if the resulting curves can be interpreted as the generalized Coulomb branches of higher genera of some gauge theories. We hope to come back to these issues and others in .
## Acknowledgments
We are very grateful to Martin Roček for many useful discussions. The work of Inyong Park was supported in part by NSF grant PHY-97-22101 and the work of Rikard von Unge was supported in part by the Swedish Institute.
## Appendix A
The coefficients in (LABEL:curve3) can be expressed in terms of $`E_7`$ Casimir invariants, $`P_i`$, which appear as the coefficient of $`x^{56i}`$ in the expansion of det$`(xvH)`$. One can express $`vH`$ as $`vH=(v\lambda _1\mathrm{}v\lambda _{56})`$. $`\lambda `$’s are the weights of the fundamental representation. Defining<sup>10</sup><sup>10</sup>10The $`\chi `$’s defined here with the factor $`\frac{1}{2}`$ in front are more convenient because the last twenty eight weights are given by minus the first twenty eight weights as discussed below. $`\chi _n=\frac{1}{2}Tr[(vH)^n]`$ , the coefficients in (LABEL:curve3) are
$`\alpha _1`$ $`=`$ $`{\displaystyle \frac{1}{240}}\chi _8{\displaystyle \frac{11}{6480}}\chi _6\chi _2+{\displaystyle \frac{25}{2239488}}\chi _2^4`$
$`=`$ $`{\displaystyle \frac{2405}{2239488}}P_{2}^{}{}_{}{}^{4}+{\displaystyle \frac{5}{432}}P_2P_6{\displaystyle \frac{1}{60}}P_8`$
$`\alpha _0`$ $`=`$ $`{\displaystyle \frac{1}{3240}}\chi _{12}+{\displaystyle \frac{13}{81648}}\chi _{10}\chi _2{\displaystyle \frac{97}{3265920}}\chi _8\chi _2^2+{\displaystyle \frac{19}{233280}}\chi _6^2`$
$`+{\displaystyle \frac{13}{16796160}}\chi _6\chi _2^3+{\displaystyle \frac{103}{43535646720}}\chi _2^6`$
$`=`$ $`{\displaystyle \frac{63713}{60949905408}}P_{2}^{}{}_{}{}^{6}{\displaystyle \frac{179}{7838208}}P_{2}^{}{}_{}{}^{3}P_6{\displaystyle \frac{431}{408240}}P_2P_{10}`$
$`+{\displaystyle \frac{19}{58320}}P_{2}^{}{}_{}{}^{2}P_8{\displaystyle \frac{1}{5184}}P_{6}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{540}}P_{12}`$
$`\beta _4`$ $`=`$ $`{\displaystyle \frac{1}{36}}\chi _2={\displaystyle \frac{1}{36}}P_2`$
$`\beta _3`$ $`=`$ $`{\displaystyle \frac{1}{216}}\chi _6{\displaystyle \frac{7}{93312}}\chi _2^3={\displaystyle \frac{1}{72}}P_6+{\displaystyle \frac{169}{93312}}P_2^3`$
$`\beta _2`$ $`=`$ $`{\displaystyle \frac{1}{2520}}\chi _{10}+{\displaystyle \frac{1}{3780}}\chi _8\chi _2{\displaystyle \frac{13}{233280}}\chi _6\chi _2^2+{\displaystyle \frac{17}{67184640}}\chi _2^5`$
$`=`$ $`{\displaystyle \frac{1}{504}}P_{10}{\displaystyle \frac{715}{94058496}}P_{2}^{}{}_{}{}^{5}+{\displaystyle \frac{5}{27216}}P_{2}^{}{}_{}{}^{2}P_6{\displaystyle \frac{1}{1080}}P_2P_8`$
$`\beta _1`$ $`=`$ $`{\displaystyle \frac{1}{26796}}\chi _{14}{\displaystyle \frac{479}{18604080}}\chi _{12}\chi _2+{\displaystyle \frac{2857}{426202560}}\chi _{10}\chi _2^2`$
$`{\displaystyle \frac{41}{1503360}}\chi _8\chi _6{\displaystyle \frac{6893}{13638481920}}\chi _8\chi _2^3{\displaystyle \frac{9233}{70140764160}}\chi _6\chi _2^4`$
$`+{\displaystyle \frac{1249}{121772160}}\chi _6^2\chi _2+{\displaystyle \frac{391207}{636317012459520}}\chi _2^7`$
$`=`$ $`{\displaystyle \frac{78346801}{127263402491904}}P_{2}^{}{}_{}{}^{7}{\displaystyle \frac{1}{3828}}P_{14}{\displaystyle \frac{96277}{4688228160}}P_{2}^{}{}_{}{}^{2}P_{10}{\displaystyle \frac{1370167}{120018640896}}P_{2}^{}{}_{}{}^{4}P_6`$
$`+{\displaystyle \frac{56233}{5357975040}}P_{2}^{}{}_{}{}^{3}P_8+{\displaystyle \frac{1517}{29766528}}P_2P_{6}^{}{}_{}{}^{2}+{\displaystyle \frac{331}{3100680}}P_2P_{12}{\displaystyle \frac{91}{1378080}}P_8P_6`$
$`\beta _0`$ $`=`$ $`{\displaystyle \frac{1}{265464}}\chi _{18}+{\displaystyle \frac{18577}{21340120032}}\chi _{14}\chi _2^2+{\displaystyle \frac{397}{172020672}}\chi _{12}\chi _6`$
$`{\displaystyle \frac{37413577}{118529123834880}}\chi _{12}\chi _2^3+{\displaystyle \frac{551}{278737200}}\chi _{10}\chi _8{\displaystyle \frac{241907}{541865116800}}\chi _{10}\chi _6\chi _2`$
$`+{\displaystyle \frac{62391997}{1357697236654080}}\chi _{10}\chi _2^4{\displaystyle \frac{697}{1982131200}}\chi _8^2\chi _2{\displaystyle \frac{23048029}{125712707097600}}\chi _8\chi _6\chi _2^2`$
$`{\displaystyle \frac{143590607}{108615778932326400}}\chi _8\chi _2^5{\displaystyle \frac{1951}{6192744192}}\chi _6^3+{\displaystyle \frac{113390999}{1939567480934400}}\chi _6^2\chi _2^3`$
$`{\displaystyle \frac{516613213}{837893151763660800}}\chi _6\chi _2^6+{\displaystyle \frac{809523655}{405406222549329641472}}\chi _2^9`$
$`=`$ $`{\displaystyle \frac{221}{229360896}}P_{6}^{}{}_{}{}^{3}+{\displaystyle \frac{3794551}{397367752320}}P_{2}^{}{}_{}{}^{2}P_8P_6{\displaystyle \frac{71315}{7224868224}}P_2P_6P_{10}`$
$`+{\displaystyle \frac{13525316017}{29663343763587072}}P_{2}^{}{}_{}{}^{6}P_6{\displaystyle \frac{55153997}{22888382533632}}P_{2}^{}{}_{}{}^{3}P_{6}^{}{}_{}{}^{2}{\displaystyle \frac{473}{79639200}}P_2P_{8}^{}{}_{}{}^{2}`$
$`+{\displaystyle \frac{119137}{681201861120}}P_{2}^{}{}_{}{}^{3}P_{12}+{\displaystyle \frac{453366913}{514988607006720}}P_{2}^{}{}_{}{}^{4}P_{10}{\displaystyle \frac{187565459}{205995442802688}}P_{2}^{}{}_{}{}^{5}P_8`$
$`{\displaystyle \frac{703}{210247488}}P_{2}^{}{}_{}{}^{2}P_{14}+{\displaystyle \frac{73}{9556704}}P_{12}P_6+{\displaystyle \frac{157}{27873720}}P_{10}P_8`$
$`{\displaystyle \frac{142714197301}{6989762457747062784}}P_{2}^{}{}_{}{}^{9}+{\displaystyle \frac{1}{29496}}P_{18}`$
There are the following relations between $`\chi `$’s,
$`\chi _4`$ $`=`$ $`{\displaystyle \frac{\chi _2^2}{12}}`$
$`\chi _{16}`$ $`=`$ $`{\displaystyle \frac{13}{27}}\chi _6\chi _{10}+{\displaystyle \frac{13}{80}}\chi _{8}^{}{}_{}{}^{2}+{\displaystyle \frac{590}{957}}\chi _2\chi _{14}{\displaystyle \frac{8567}{31320}}\chi _2\chi _8\chi _6`$ (15)
$`{\displaystyle \frac{15925}{103356}}\chi _{2}^{}{}_{}{}^{2}\chi _{12}+{\displaystyle \frac{61607}{1691280}}\chi _{2}^{}{}_{}{}^{2}\chi _{6}^{}{}_{}{}^{2}+{\displaystyle \frac{5291}{338256}}\chi _{2}^{}{}_{}{}^{3}\chi _{10}`$
$`+{\displaystyle \frac{7397}{10824192}}\chi _{2}^{}{}_{}{}^{4}\chi _8{\displaystyle \frac{36127}{97417728}}\chi _{2}^{}{}_{}{}^{5}\chi _6+{\displaystyle \frac{111449}{112225222656}}\chi _{2}^{}{}_{}{}^{8}`$
We also have the relations between $`\lambda `$’s and FI parameters. We only give the expressions for the first twenty eight weights out of fifty six since the other twenty eight $`\lambda `$’s are minus the weights given below. This reflects the fact that the 56 is a real representation.
$`v\lambda _1={\displaystyle \frac{3}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{1}{4}}b_3+{\displaystyle \frac{1}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{3}{4}}b_7`$
$`v\lambda _2={\displaystyle \frac{3}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{1}{4}}b_3+{\displaystyle \frac{1}{4}}b_5+{\displaystyle \frac{1}{2}}b_6{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _3={\displaystyle \frac{3}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{1}{4}}b_3+{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _4={\displaystyle \frac{3}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{3}{4}}b_5{\displaystyle \frac{1}{2}}b_6{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _5={\displaystyle \frac{1}{2}}b_1+{\displaystyle \frac{1}{2}}b_3+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _6={\displaystyle \frac{1}{2}}b_1{\displaystyle \frac{1}{2}}b_3+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _7={\displaystyle \frac{1}{2}}b_1+{\displaystyle \frac{1}{2}}b_3{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _8={\displaystyle \frac{1}{2}}b_1b_2{\displaystyle \frac{1}{2}}b_3+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _9={\displaystyle \frac{1}{2}}b_1{\displaystyle \frac{1}{2}}b_3{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{10}={\displaystyle \frac{1}{2}}b_1b_2{\displaystyle \frac{1}{2}}b_3{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{11}={\displaystyle \frac{1}{4}}b_1+{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3+{\displaystyle \frac{3}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{12}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3+{\displaystyle \frac{3}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{13}={\displaystyle \frac{1}{4}}b_1+{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{1}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{14}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{3}{4}}b_3+{\displaystyle \frac{3}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{15}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{1}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{16}={\displaystyle \frac{1}{4}}b_1+{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{17}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{3}{4}}b_3{\displaystyle \frac{1}{4}}b_5+{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{18}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{19}={\displaystyle \frac{1}{4}}b_1+{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6{\displaystyle \frac{3}{4}}b_7`$
$`v\lambda _{20}={\displaystyle \frac{1}{2}}b_5+b_6+{\displaystyle \frac{1}{2}}b_7+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{21}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{3}{4}}b_3{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6+{\displaystyle \frac{1}{4}}b_7`$
$`v\lambda _{22}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2+{\displaystyle \frac{1}{4}}b_3{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6{\displaystyle \frac{3}{4}}b_7`$
$`v\lambda _{23}={\displaystyle \frac{1}{2}}b_5+{\displaystyle \frac{1}{2}}b_7+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{24}={\displaystyle \frac{1}{2}}b_5+b_6+{\displaystyle \frac{1}{2}}b_7{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{25}={\displaystyle \frac{1}{4}}b_1{\displaystyle \frac{1}{2}}b_2{\displaystyle \frac{3}{4}}b_3{\displaystyle \frac{1}{4}}b_5{\displaystyle \frac{1}{2}}b_6{\displaystyle \frac{3}{4}}b_7`$
$`v\lambda _{26}={\displaystyle \frac{1}{2}}b_5+{\displaystyle \frac{1}{2}}b_7+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{27}={\displaystyle \frac{1}{2}}b_5{\displaystyle \frac{1}{2}}b_7+{\displaystyle \frac{1}{2}}b_8`$
$`v\lambda _{28}={\displaystyle \frac{1}{2}}b_5+{\displaystyle \frac{1}{2}}b_7{\displaystyle \frac{1}{2}}b_8`$
(16)
## Appendix B
To directly compare our curve with the one in , we should express our result in terms of Casimir invariants of the SO(12)$`\times `$SU(2) subgroup of E<sub>7</sub>. More specifically, let us consider the subgroup we get by removing the simple root corresponding to $`b_2`$. Then the simple root corresponding to $`b_1`$ becomes the simple root of $`SU(2)`$ and the rest becomes associated with the roots of $`SO(12)`$. The mass parameters in can be thought of as an orthonormal basis for the root space. The standard way of choosing such a basis for $`SO`$ algebras would in our case correspond to
$`b_3`$ $`=`$ $`m_5m_6,`$
$`b_4`$ $`=`$ $`m_4m_5,`$
$`b_5`$ $`=`$ $`m_3m_4,`$
$`b_6`$ $`=`$ $`m_2m_3,`$ (17)
$`b_7`$ $`=`$ $`m_1m_2,`$
$`b_8`$ $`=`$ $`m_5+m_6,`$
and since $`b_1`$ is already orthogonal to everything else it is simply equal to the $`SU(2)`$ simple root
$`b_1`$ $`=`$ $`\varphi `$ (18)
Similar relations were found in for three dimensional theories. Inserting these expressions into our formulas we find that the curves are equal up to the following rescalings of the basic variables in (2)
$`X`$ $``$ $`i{\displaystyle \frac{X}{8}}`$
$`Y`$ $``$ $`{\displaystyle \frac{Y}{4}}`$
$`Z`$ $``$ $`{\displaystyle \frac{Z}{2}}`$ (19)
which turns (2) into
$`X^2`$ $`=`$ $`Y^3\left[+2Z^3+8\alpha _1Z16\alpha _0\right]Y`$ (20)
$`\left[4\beta _4Z^48\beta _3Z^3+16\beta _2Z^232\beta _1Z+64\beta _0\right],`$
which, after a shift in $`Z`$ (using the notation of )
$`ZZ+{\displaystyle \frac{1}{6}}\left({\displaystyle \frac{\stackrel{~}{T}_2^2}{12}}+T_4\right),`$ (21)
becomes exactly the curve given in . |
warning/0001/astro-ph0001295.html | ar5iv | text | # Comprehensive analytic formulae for stellar evolution as a function of mass and metallicity
## 1 Introduction
The results of detailed stellar evolution calculations are required for applications in many areas of astrophysics. Examples include modelling the chemical evolution of galaxies, determining the ages of star clusters and simulating the outcomes of stellar collisions. As stellar evolution theory, and our ability to model it, is continually being improved (the treatment of convective overshooting and thermal pulses, for example) there is an ongoing need to update the results of these calculations. For a recent overview of problems in stellar evolution see Noels et al. (1995).
As with all theories our understanding of stellar evolution must be tested against observations. One way to do this is to attempt to reproduce the findings of large-scale star surveys, such as the Bright Star Catalogue (Hoffleit 1983) and the Hipparcos Catalogue (Perryman et al. 1997), using population synthesis. The Hipparcos Catalogue is an excellent example of how improved observing techniques can initiate a re-evaluation of many aspects of stellar evolution theory (Baglin 1997; de Boer et al. 1997; Van Eck et al. 1998). In order to make population synthesis statistically meaningful it is necessary to evolve a large sample of stars so as to overcome Poisson noise. If we synthesize $`n`$ examples of a particular type of star we have an error of $`\pm \sqrt{n}`$ which means that for rarer stars often millions of possible progenitors are required to get a sufficently accurate sample. However, detailed evolution codes can take several hours to evolve a model of just one star. Thus it is desirable to generate a large set of detailed models and present them in some convenient form in which it is relatively simple to utilise the results at a later stage.
There are two alternative approaches to the problem of using the output of a series of stellar-evolution runs as data for projects that require them. One approach is to construct tables (necessarily rather large, especially if a range of metallicities and/or overshoot parameter is to be incorporated) and interpolate within these tables. The other is to approximate the data by a number of interpolation formulae as functions of age, mass and metallicity. Both procedures have advantages and disadvantages (Eggleton 1996), so we have worked on both simultaneously. Stellar models have been available in tabular form for many years (Schaller et al. 1992; Charbonnel et al. 1993; Mowlavi et al. 1998). Stellar populations cover a wide range of metallicity so the ideal is to have a set of models that cover the full range of possible compositions and stellar masses. In a previous paper (Pols et al. 1998) we presented the results of stellar evolution calculations for a wide range of mass and metallicity in tabular form. In the present paper we report on the results of the second approach, construction of a set of single star evolution (SSE) formulae, thus expanding the work of Eggleton, Fitchett & Tout (1989) along the lines of Tout et al. (1996). It is more difficult in practice to find analytic approximations of a conveniently simple nature for the highly non-uniform movement of a star in the Hertzsprung-Russell diagram (HRD) than it is to interpolate in tables, but the resulting code is very much more compact and adaptable to the requirements of, for example, an $`N`$-body code (Aarseth 1996) or variable mass loss. This is reinforced in the circumstance where one wishes to include binary-star interactions, such as Roche-lobe overflow, common-envelope evolution, and magnetic braking with tidal friction, for example (Tout et al. 1997).
In Section 2 we provide a brief overview of how stars behave as they evolve in time which introduces some of the terminology that we use and will hopefully facilitate the understanding of this paper. Section 3 describes the detailed models from which the formulae are derived and justifies the inclusion of enhanced mixing processes. In Section 4 we outline the procedure to be used for generating the SSE package. The evolution formulae are presented in Section 5 for all nuclear burning phases from the main-sequence to the asymptotic giant branch. Our formulae are a vast improvement on the work of Eggleton, Fitchett & Tout (1989) not only due to the inclusion of metallicity as a free parameter but also because we have taken a great deal of effort to provide a more detailed and accurate treatment of all phases of the evolution. Features such as main-sequence formulae that are continuous over the entire mass range and the modelling of second dredge-up and thermal pulses will be discussed. Section 6 discusses the behaviour of a star as the stellar envelope becomes small in mass and outlines what happens when the nuclear evolution is terminated. We also provide formulae which model the subsequent remnant phases of evolution. In Section 7 we describe a comprehensive mass loss algorithm which can be used in conjunction with the evolution formulae, as well as a method for modelling stellar rotation. Various uses for the formulae and future improvements are discussed in Section 8 along with details of how to obtain the formulae in convenient subroutine form.
## 2 Stellar evolution overview
A fundamental tool in understanding stellar evolution is the Hertzsprung-Russell diagram (HRD) which provides a correlation between the observable stellar properties of luminosity, $`L`$, and effective surface temperature, $`T_{\mathrm{eff}}`$. Figure 1 shows the evolution of a selection of stars in the HRD from the zero-age main-sequence (ZAMS), where a star adjusts itself to nuclear burning equilibrium, until the end of their nuclear burning lifetimes. As stars take a relatively short time to reach the ZAMS all ages are measured from this point. The length of a stars life, its path on the HRD and its ultimate fate depend critically on its mass.
Stars spend most of their time on or near the main-sequence (MS) burning hydrogen to produce helium in their cores. To first order, the behaviour of a star on the MS can be linked to whether it has a radiative or convective core. Stars with $`M1.1\mathrm{M}_{}`$ have radiative cores while in higher mass stars a convective core develops as a result of the steep temperature gradient in the interior. During core hydrogen burning on the MS, low-mass stars will move upwards in $`L`$ and to higher $`T_{\mathrm{eff}}`$ on the HRD while higher mass stars will also move upwards in $`L`$ but to a region of lower $`T_{\mathrm{eff}}`$. The MS evolution will end when the star has exhausted its supply of hydrogen in the core. Low-mass stars will continue expanding as they evolve off the MS but for higher mass stars with convective cores the transition is not so smooth. Owing to mixing in the core there is a sudden depletion of fuel over a large region which leads to a rapid contraction over the inner region at core hydrogen-exhaustion. This causes the hydrogen-exhausted phase gap, or MS hook, which occurs on a thermal timescale. The different features of MS evolution are illustrated by comparing the evolution tracks for the $`1.0\mathrm{M}_{}`$ and $`1.6\mathrm{M}_{}`$ stars in Figure 1.
The immediate post-MS evolution towards the right in the HRD occurs at nearly constant luminosity and is very rapid. For this reason very few stars are seen in this phase, and this region of the HRD is called the Hertzsprung gap (HG), or the sub-giant branch. During this HG phase the radius of the star increases greatly causing a decrease in $`T_{\mathrm{eff}}`$. For cool envelope temperatures the opacity increases causing a convective envelope to develop. As the convective envelope grows in extent the star will reach the giant branch (GB) which is the nearly vertical line corresponding to a fully convective star, also known as the Hayashi track. All stars ascend the GB with the hydrogen-exhausted core contracting slowly in radius and heating while the hydrogen-burning shell is eating its way outwards in mass and leaving behind helium to add to the growing core. As the stars move up the GB convection extends over an increasing portion of the star. The convective envelope may even reach into the previously burnt (or processed) regions so that burning products are mixed to the surface in a process called dredge-up.
Eventually a point is reached on the GB where the core temperature is high enough for stars to ignite their central helium supply. For massive stars, $`M2.0\mathrm{M}_{}`$, this takes place gently. When core helium burning (CHeB) begins the star descends along the GB until contraction moves the star away from the fully convective region of the HRD and back towards the MS in what is called a blue loop. During CHeB, carbon and oxygen are produced in the core. Eventually core helium is exhausted and the star moves back to the right in the HRD. The size of the blue loop generally increase with mass, as can be seen by comparing the $`4.0\mathrm{M}_{}`$ and $`10.0\mathrm{M}_{}`$ tracks in Figure 1. Lower mass stars have degenerate helium cores on the GB leading to an abrupt core-helium flash at helium ignition (HeI). The star then moves down to the zero-age horizontal branch (ZAHB) very quickly. The initial position of a star along the ZAHB depends on the mass of the hydrogen-exhausted core at the time of ignition and on the mass in the overlying envelope. Those stars with lower mass, ie. shallower envelopes, appear bluer because there is less mass to shield the hot hydrogen burning shell. It is also possible for stars of very high mass, $`M12.0\mathrm{M}_{}`$, to reach high enough central temperatures on the HG for helium to ignite before reaching the GB. The $`16.0\mathrm{M}_{}`$ star in Figure 1 is such an example. As a result these stars by-pass the GB phase of evolution.
Evolution after the exhaustion of core-helium is very similar to evolution after core-hydrogen exhaustion at the end of the MS. The convective envelope deepens again so that the star once more moves across towards the Hayashi track to begin what is called the asymptotic giant branch (AGB). On the AGB the star consists of a dense core composed of carbon and oxygen surrounded by a helium burning shell which adds carbon to the degenerate core. Initially the H-burning shell is extinguished so that the luminosity is supplied exclusively by the He-burning shell; characterizing the early AGB (EAGB) phase. If the star is massive enough the convective envelope can reach into the H-exhausted region again (second dredge-up). When the He-burning shell catches up with the H-rich envelope the H-shell reignites and the two grow together with the H-burning shell supplying most of the luminosity. During the following phase the helium shell is unstable, which can cause a helium shell flash in which the helium shell will suddenly release a large amount of luminosity. The energy released in the flash expands the star resulting in the hydrogen shell cooling so much that it is extinguished. Convection once again reaches downward past the dead hydrogen shell. This mixes helium to the surface, as well as carbon that was mixed out of the helium shell by flash-driven convection. As the star subsequently contracts the convection recedes and the hydrogen shell re-ignites but has now moved inwards in mass due to the envelope convection. This process is called third dredge-up. The star continues its evolution up the AGB with the hydrogen shell producing almost all of the luminosity. The helium shell flash can repeat itself many times and the cycle is known as a thermal pulse. This is the thermally pulsing asymptotic giant branch (TPAGB).
The stellar radius can grow to very large values on the AGB which lowers the surface gravity of the star, so that the surface material is less tightly bound. Thus mass loss from the stellar surface can become significant with the rate of mass loss actually accelerating with time during continued evolution up the AGB. Unfortunately, our understanding of the mechanisms that cause this mass loss is poor with possible suggestions linking it to the helium shell flashes or to periodic envelope pulsations. Whatever the cause, the influence on the evolution of AGB stars is significant. Mass loss will eventually remove all of the stars envelope so that the hydrogen burning shell shines through. The star then leaves the AGB and evolves to hotter $`T_{\mathrm{eff}}`$ at nearly constant luminosity. As the photosphere gets hotter the energetic photons become absorbed by the material which was thrown off while on the AGB. This causes the material to radiate and the star may be seen as a planetary nebula. The core of the star then begins to fade as the nuclear burning ceases. The star is now a white dwarf (WD) and cools slowly at high temperature but low luminosity.
If the mass of the star is large enough, $`M7\mathrm{M}_{}`$, the carbon-oxygen core is not degenerate and will ignite carbon as it contracts, followed by a succession of nuclear reaction sequences which very quickly produce an inner iron core. Any further reactions are endothermic and cannot contribute to the luminosity of the star. Photodisintegration of iron, combined with electron capture by protons and heavy nuclei, then removes most of the electron degeneracy pressure that was supporting the core and it begins to collapse rapidly. When the density becomes large enough the inner core rebounds sending a shockwave outwards through the outer layers of the star that have remained suspended above the collapsing core. As a result the envelope of the star is ejected in a supernova (SN) explosion so that the AGB is effectively truncated at the start of carbon burning and the star has no TPAGB phase. The remnant in the inner core will stablise to form a neutron star (NS) supported by neutron degeneracy pressure unless the initial stellar mass is large enough that complete collapse to a black hole (BH) occurs.
Stars with $`M15\mathrm{M}_{}`$ are severely affected by mass loss during their entire evolution and may lose their envelopes during CHeB, or even on the HG, exposing nuclear processed material. If this occurs then a naked helium star is produced and such stars, or stars about to become naked helium stars, may be Wolf-Rayet stars. Wolf-Rayet stars are massive objects which are found near the MS, are losing mass at very high rates and show weak, or no, hydrogen lines in their spectra. Luminous Blue Variables (LBVs) are extremely massive post-MS objects with enormous mass loss rates in a stage of evolution just prior to becoming a Wolf-Rayet star. Naked helium stars can also be produced from less massive stars in binaries as a consequence of mass transfer.
Variations in composition can also affect the stellar evolution timescales as well as the appearance of the evolution on the HRD, and even the ultimate fate of the star. A more detailed discussion of the various phases of evolution can be found throughout this paper.
## 3 Stellar models
The fitting formulae are based on the stellar models computed by Pols et al. (1998). They computed a grid of evolution tracks for masses $`M`$ between 0.5 and 50$`\mathrm{M}_{}`$ and for seven values of metallicity, $`Z=0.0001`$, 0.0003, 0.001, 0.004, 0.01, 0.02 and 0.03. They also considered the problem of enhanced mixing such as overshooting beyond the classical boundary of convective instability. Its effect was modelled with a prescription based on a modification of the Schwarzschild stability criterion, introducing a free parameter $`\delta _{\mathrm{ov}}`$ (which differs from the more commonly used parameter relating the overshooting distance to the pressure scale height; see Pols et al. 1998 for details). The tracks computed with a moderate amount of enhanced mixing (given by $`\delta _{\mathrm{ov}}=0.12`$ and labeled the OVS tracks by Pols et al. 1998) were found to best reproduce observations in a series of sensitive tests involving open clusters and ecliping binaries (see Schröder, Pols & Eggleton 1997; Pols et al. 1997, 1998). We consequently use these OVS tracks as the data to which we fit our formulae.
For each $`Z`$, 25 tracks were computed spaced by approximately 0.1 in $`\mathrm{log}M`$, except between 0.8 and 2.0$`\mathrm{M}_{}`$where four extra models were added to resolve the shape of the main-sequence which changes rapidly in this mass range. Hence we dispose of a database of 175 evolution tracks, each containing several thousand individual models.
A subset of the resulting OVS tracks in the HRD are shown in Fig. 1 for $`Z=0.02`$ and Fig 2 for $`Z=0.001`$. The considerable variation of model behaviour introduced by changes in metallicity is illustrated by Fig. 3. Detailed models of the same mass, $`M=6.35\mathrm{M}_{}`$, are shown on the HRD for three different metallicities, $`Z=0.0001,0.001`$ and 0.02. Not only does a change in composition move the track to a different position in the HRD but it also changes the appearance of each track, as can be seen by considering the extent of the hook feature towards the end of the main sequence and the blue loops during core helium burning. Furthermore, the $`Z=0.0001`$ model ignites helium in its core while on the Hertzsprung gap as opposed to the other models which evolve up the giant branch before reaching a high enough core temperature to start helium burning. In addition the nuclear burning lifetime of a star can change by as much as a factor of 2 owing to differences in composition, as shown in Fig. 4 for a set of $`2.5\mathrm{M}_{}`$ models. This emphasizes the need to present the results of stellar evolution calculations for an extensive range of metallicity.
Mass loss from stellar winds was neglected in the detailed stellar models, mainly because the mass loss rates are uncertain by at least a factor of three. We do include mass loss in our analytic formulae in an elegant way, as will be described in Section 7.1, which allows us to experiment easily with different mass loss rates and prescriptions.
## 4 Procedure
We assign each evolution phase an integer type, $`k`$, where:
$`0`$ $`=`$ $`\text{MS star }M0.7\text{ deeply or fully convective}`$
$`1`$ $`=`$ $`\text{MS star }M0.7`$
$`2`$ $`=`$ Hertzsprung Gap (HG)
$`3`$ $`=`$ First Giant Branch (GB)
$`4`$ $`=`$ Core Helium Burning (CHeB)
$`5`$ $`=`$ Early Asymptotic Giant Branch (EAGB)
$`6`$ $`=`$ Thermally Pulsing Asymptotic Giant Branch (TPAGB)
$`7`$ $`=`$ Naked Helium Star MS (HeMS)
$`8`$ $`=`$ Naked Helium Star Hertzsprung Gap (HeHG)
$`9`$ $`=`$ Naked Helium Star Giant Branch (HeGB)
$`10`$ $`=`$ Helium White Dwarf (He WD)
$`11`$ $`=`$ Carbon/Oxygen White Dwarf (CO WD)
$`12`$ $`=`$ Oxygen/Neon White Dwarf (ONe WD)
$`13`$ $`=`$ Neutron Star (NS)
$`14`$ $`=`$ Black Hole (BH)
$`15`$ $`=`$ massless remnant,
and we divide the MS into two phases to distinguish between deeply or fully convective low-mass stars and stars of higher mass with little or no convective envelope as these will respond differently to mass loss.
To begin with we take different features of the evolution in turn, e.g. MS lifetime, ZAHB luminosity, and first try to fit them as $`f\left(M\right)`$ for a particular $`Z`$ in order to get an idea of the functional form. We then extend the function to $`g(M,Z)`$ using $`f\left(M\right)`$ as a starting point. In this way we fit formulae to the end-points of the various evolutionary phases as well as to the timescales. We then fit the behaviour within each phase as $`h(t,M,Z)`$, e.g. $`L_{\mathrm{MS}}(t,M,Z)`$.
As a starting point we take the work of Tout et al. (1996) who fitted the zero-age main-sequence luminosity ($`L_{\mathrm{ZAMS}}`$) and radius ($`R_{\mathrm{ZAMS}}`$) as a function of $`M`$ and $`Z`$. Their aim, as is ours, was to find simple computationally efficent functions which are accurate, continuous and differentiable in $`M`$ and $`Z`$, such as rational polynomials. This is acheived using least-squares fitting to the data after choosing the initial functional form. In most cases we determine the type of function, the value of the powers, and the number of coefficients to be used, simply by inspecting the shape of the data, however in some cases, such as the luminosity-core-mass relation on the giant branch, the choice will be dictated by an underlying physical process. For the ZAMS, accuracy is very important because it fixes the star’s position in the HRD. Tout et al. (1996) acheived $`L_{\mathrm{ZAMS}}`$ accurate to 3% and $`R_{\mathrm{ZAMS}}`$ accurate to 1.2% over the entire range. For the remainder of the functions we aim for RMS errors less than 5% and preferably a maximum individual error less than 5% although this has to be relaxed for some later stages of the evolution where the behaviour varies greatly with $`Z`$ but also where the model points are more uncertain owing to shortcomings in stellar evolution theory.
## 5 Fitting formulae
In this section we present our formulae describing the evolution as a function of mass $`M`$ and age $`t`$. The explicit $`Z`$-dependence is in most cases not given here because it would clutter up the presentation. This $`Z`$-dependence is implicit whenever a coefficient of the form $`a_n`$ or $`b_n`$ appears in any of the formulae. The explicit dependence of these coefficients on $`Z`$ is given in the Appendix. Coefficients of the form $`c_n`$, whose numerical values are given in this section, do not depend on $`Z`$.
We adopt the following unit conventions: numerical values of mass, luminosity and radius are in solar units, and values of timescales and ages are in units of $`10^6`$ yr, unless otherwise specified.
We begin by giving formulae for the most important critical masses, $`M_{\mathrm{hook}}`$ (the initial mass above which a hook appears in the main-sequence), $`M_{\mathrm{HeF}}`$ (the maximum initial mass for which He ignites degenerately in a helium flash) and $`M_{\mathrm{FGB}}`$ (the maximum initial mass for which He ignites on the first giant branch). Values for these masses are given in Table 1 of Pols et al. (1998) estimated from the detailed models for 7 metallicities. These values can be accurately fitted as a function of $`Z`$ by the following formulae, where $`\zeta =\mathrm{log}(Z/0.02)`$:
$$M_{\mathrm{hook}}=1.0185+0.16015\zeta +0.0892\zeta ^2,$$
(1)
$$M_{\mathrm{HeF}}=1.995+0.25\zeta +0.087\zeta ^2,$$
(2)
$$M_{\mathrm{FGB}}=\frac{13.048\left(Z/0.02\right)^{0.06}}{1+0.0012\left(0.02/Z\right)^{1.27}}.$$
(3)
Based on the last two critical masses, we make a distinction into three mass intervals, which will be useful in the later descriptions:
1. low-mass (LM) stars, with $`M<M_{\mathrm{HeF}}`$, develope degenerate He cores on the GB and ignite He in a degenerate flash at the top of the GB;
2. intermediate-mass (IM) stars, with $`M_{\mathrm{HeF}}M<M_{\mathrm{FGB}}`$, which evolve to the GB without developing degenerate He cores, also igniting He at the top of the GB;
3. high-mass (HM) stars, with $`M>M_{\mathrm{FGB}}`$, ignite He in the HG before the GB is reached, and consequently do not have a GB phase.
Note that this definition of IM and HM stars is different from the more often used one, based on whether or not carbon ignites non-degenerately.
### 5.1 Main-sequence and Hertzsprung gap
To determine the base of the giant branch (BGB) we find where the mass of the convective envelope $`M_{\mathrm{CE}}`$ first exceeds a set fraction of the envelope mass $`M_\mathrm{E}`$ as $`M_{\mathrm{CE}}`$ increases on the HG. From inspection the following fractions
$`M_{\mathrm{CE}}`$ $`=`$ $`{\displaystyle \frac{2}{5}}M_\mathrm{E}MM_{\mathrm{HeF}}`$
$`M_{\mathrm{CE}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}M_\mathrm{E}MM_{\mathrm{HeF}}`$
generally give a BGB point corresponding to the local minimum in luminosity at the start of the GB. We define helium ignition as the point where $`L_{\mathrm{He}}=0.01L`$ for the first time. For HM stars this will occur before the BGB point is found, ie. no GB, and thus we set $`t_{\mathrm{BGB}}=t_{\mathrm{HeI}}`$ for the sake of defining an end-point to the HG, so that BGB is more correctly the end of the HG (EHG) as this is true over the entire mass range.
The resultant lifetimes to the BGB are fitted as a function of $`M`$ and $`Z`$ by
$$t_{\mathrm{BGB}}=\frac{a_1+a_2M^4+a_3M^{5.5}+M^7}{a_4M^2+a_5M^7}.$$
(4)
Figure 5 shows how eq. (4) fits the detailed model points for $`Z=0.0001`$ and 0.03 which are the metallicities which lead to the largest errors. Over the entire metallicity range the function gives a rms error of 1.9% and a maximum error of 4.8%. In order that the time spent on the HG will always be a small fraction of the time taken to reach the BGB, even for low-mass stars which don’t have a well defined HG, the MS lifetimes are taken to be
$$t_{\mathrm{MS}}=\mathrm{max}(t_{\mathrm{hook}},xt_{\mathrm{BGB}}),$$
(5)
where $`t_{\mathrm{hook}}=\mu t_{\mathrm{BGB}}`$ and
$$x=\mathrm{max}(0.95,\mathrm{min}(0.950.03\left(\zeta +0.30103\right),0.99))$$
(6)
$$\mu =\mathrm{max}(0.5,1.00.01\mathrm{max}(\frac{a_6}{M^{a_7}},a_8+\frac{a_9}{M^{a_{10}}})).$$
(7)
Note that $`\mu `$ is ineffective for $`M<M_{\mathrm{hook}}`$, ie. stars without a hook feature, and in this case the functions ensure that $`x>\mu `$.
So we now have defined the time at the end of the MS, $`t_{\mathrm{MS}}`$ and the time taken to reach the start of the GB (or end of the HG), $`t_{\mathrm{BGB}}`$ such that
$`t`$ $`:`$ $`0.0t_{\mathrm{MS}}\text{ MS evolution}`$
$`t`$ $`:`$ $`t_{\mathrm{MS}}t_{\mathrm{BGB}}\text{ HG evolution.}`$
The starting values for $`L`$ and $`R`$ are the ZAMS points fitted by Tout et al. (1996). We fit the values at the end of the MS, $`L_{\mathrm{TMS}}`$ and $`R_{\mathrm{TMS}}`$, as well as at the end of the HG,
$$L_{\mathrm{EHG}}=\{\begin{array}{cc}\hfill L_{\mathrm{BGB}}& M<M_{\mathrm{FGB}}\hfill \\ \hfill L_{\mathrm{HeI}}& MM_{\mathrm{FGB}}\hfill \end{array}$$
$$R_{\mathrm{EHG}}=\{\begin{array}{cc}\hfill R_{\mathrm{GB}}\left(L_{\mathrm{BGB}}\right)& M<M_{\mathrm{FGB}}\hfill \\ \hfill R_{\mathrm{HeI}}& MM_{\mathrm{FGB}}\hfill \end{array}.$$
The luminosity at the end of the MS is approximated by
$$L_{\mathrm{TMS}}=\frac{a_{11}M^3+a_{12}M^4+a_{13}M^{a_{16}+1.8}}{a_{14}+a_{15}M^5+M^{a_{16}}}$$
(8)
with $`a_{16}7.2`$. This proved fairly straightforward to fit but the behaviour of $`R_{\mathrm{TMS}}`$ is not so smooth and thus requires a more complicated function in order to fit it continuously. The resulting fit is
$`R_{\mathrm{TMS}}`$ $`=`$ $`{\displaystyle \frac{a_{18}+a_{19}M^{a_{21}}}{a_{20}+M^{a_{22}}}}Ma_{17}`$ (9)
$`R_{\mathrm{TMS}}`$ $`=`$ $`{\displaystyle \frac{c_1M^3+a_{23}M^{a_{26}}+a_{24}M^{a_{26}+1.5}}{a_{25}+M^5}}MM_{},\left(\text{9}\mathrm{a}\right)`$
with straight-line interpolation to connect eqs. (9) and (9a) between the endpoints, where
$$M_{}=a_{17}+0.1,a_{17}1.4$$
and $`c_1=8.672073\times 10^2`$, $`a_{21}1.47`$, $`a_{22}3.07`$, $`a_{26}5.50`$. Note that for low masses, $`M<0.5`$, where the function is being extrapolated we add the condition
$$R_{\mathrm{TMS}}=\mathrm{max}(R_{\mathrm{TMS}},1.5R_{\mathrm{ZAMS}})$$
to avoid possible trouble in the distant future.
The luminosity at the base of the GB is approximated by
$$L_{\mathrm{BGB}}=\frac{a_{27}M^{a_{31}}+a_{28}M^{c_2}}{a_{29}+a_{30}M^{c_3}+M^{a_{32}}},$$
(10)
with $`c_2=9.301992`$, $`c_3=4.637345`$, $`a_{31}4.60`$ and $`a_{32}6.68`$. The description of $`L_{\mathrm{HeI}}`$, $`R_{\mathrm{GB}}`$ and $`R_{\mathrm{HeI}}`$ is given in later sections.
#### 5.1.1 Main-sequence evolution
On the MS we define a fractional timescale
$$\tau =\frac{t}{t_{\mathrm{MS}}}.$$
(11)
As a star evolves across the MS its evolution accelerates so that it’s possible to model the time dependence of the logarithms of the luminosity and radius by polynomials in $`\tau `$. Luminosity is given by
$`\mathrm{log}{\displaystyle \frac{L_{\mathrm{MS}}\left(t\right)}{L_{\mathrm{ZAMS}}}}`$ $`=`$ $`\alpha _L\tau +\beta _L\tau ^\eta +\left(\mathrm{log}{\displaystyle \frac{L_{\mathrm{TMS}}}{L_{\mathrm{ZAMS}}}}\alpha _L\beta _L\right)\tau ^2`$ (12)
$`\mathrm{\Delta }L\left(\tau _1^2\tau _2^2\right)`$
and radius by
$`\mathrm{log}{\displaystyle \frac{R_{\mathrm{MS}}\left(t\right)}{R_{\mathrm{ZAMS}}}}=\alpha _R\tau +\beta _R\tau ^{10}+\gamma \tau ^{40}+`$
$`+\left(\mathrm{log}{\displaystyle \frac{R_{\mathrm{TMS}}}{R_{\mathrm{ZAMS}}}}\alpha _R\beta _R\gamma \right)\tau ^3\mathrm{\Delta }R\left(\tau _1^3\tau _2^3\right)`$
where
$`\tau _1`$ $`=`$ $`\mathrm{min}(1.0,t/t_{\mathrm{hook}})`$ (14)
$`\tau _2`$ $`=`$ $`\mathrm{max}(0.0,\mathrm{min}(1.0,{\displaystyle \frac{t\left(1.0ϵ\right)t_{\mathrm{hook}}}{ϵt_{\mathrm{hook}}}}))`$ (15)
for $`ϵ=0.01`$.
We add $`\mathrm{\Delta }L`$ and $`\mathrm{\Delta }R`$ as pertubations to the smooth polynomial evolution of $`L`$ and $`R`$ in order to mimic the hook behaviour for $`M>M_{\mathrm{hook}}`$. In effect we have
$$L_{\mathrm{MS}}\left(t\right)=L_a\left(t\right)/L_b\left(t\right)$$
where $`L_a\left(t\right)`$ is a smooth function describing the long-term behaviour of $`L_{\mathrm{MS}}\left(t\right)`$ and $`L_b\left(t\right)`$ is another smooth function describing short-term pertubations where
$$\mathrm{log}L_b\left(t\right)=\mathrm{\Delta }L\left(\tau _1^2\tau _2^2\right)$$
and the action of $`\tau _2`$ acheives a smooth transition over $`\mathrm{\Delta }t=ϵt_{\mathrm{hook}}`$. This decomposition of $`L(t)`$ into $`L_a(t)`$ and $`L_b(t)`$ for a typical detailed model is illustrated by Fig. 6. The luminosity pertubation is approximated by
$$\mathrm{\Delta }L=\{\begin{array}{cc}0.0\hfill & MM_{\mathrm{hook}}\hfill \\ B\left[\frac{MM_{\mathrm{hook}}}{a_{33}M_{\mathrm{hook}}}\right]^{0.4}\hfill & M_{\mathrm{hook}}<M<a_{33}\hfill \\ \mathrm{min}(\frac{a_{34}}{M^{a_{35}}},\frac{a_{36}}{M^{a_{37}}})\hfill & Ma_{33}\hfill \end{array}$$
(16)
where $`B=\mathrm{\Delta }L\left(a_{33}\right)`$, $`1.25<a_{33}<1.4`$, $`a_{35}0.4`$ and $`a_{37}0.6`$.
The radius pertubation is approximated by
$$\mathrm{\Delta }R=\{\begin{array}{cc}0.0\hfill & MM_{\mathrm{hook}}\hfill \\ a_{43}\left(\frac{MM_{\mathrm{hook}}}{a_{42}M_{\mathrm{hook}}}\right)^{0.5}\hfill & M_{\mathrm{hook}}<Ma_{42}\hfill \\ & \\ a_{43}+\left(Ba_{43}\right)\left[\frac{Ma_{42}}{2.0a_{42}}\right]^{a_{44}}\hfill & a_{42}<M<2.0\hfill \\ \frac{a_{38}+a_{39}M^{3.5}}{a_{40}M^3+M^{a_{41}}}1.0\hfill & M2.0\hfill \end{array}$$
(17)
where $`B=\mathrm{\Delta }R\left(M=2.0\right)`$, $`a_{41}3.57`$, $`1.1<a_{42}<1.25`$ and $`a_{44}1.0`$.
The exponent $`\eta =10`$ in eq. (12) unless $`Z0.0009`$ when it is given by
$$\eta =\{\begin{array}{cc}\hfill 10& M1.0\hfill \\ \hfill 20& M1.1\hfill \end{array}$$
(18)
with linear interpolation between the mass limits.
The remaining functions for this section are those that describe the behaviour of the coefficients in eqs. (12) and (5.1.1). The fact that these can appear messy and complicated in places reflects rapid changes in the shape of the $`L`$ and $`R`$ evolution for the detailed models as a function of $`M`$ as well as $`Z`$. This is illustrated in Figs. 7, 8, 9 and 10 which also show the tracks derived from these functions, exhibiting that our efforts have not been in vain. The fitting of the coefficients is also complicated by the sensitivity of eqs. (12) and (5.1.1) to small changes in the values of the coefficients. Ideally we would like all the functions to be smooth and differentiable across the entire parameter space but in some places this has to be sacrificed to ensure that the position of all the fitted tracks on the HRD is as accurate as possible. This is deemed necessary as the main use of the functions is envisaged to be the simulation of Colour-Magnitude diagrams for comparison with observations.
The luminosity $`\alpha `$ coefficient is approximated by
$$\alpha _L=\frac{a_{45}+a_{46}M^{a_{48}}}{M^{0.4}+a_{47}M^{1.9}}M2.0,$$
(19)
where $`a_{48}1.56`$, and then
$$\alpha _L=\{\begin{array}{cc}a_{49}\hfill & M<0.5\\ \multicolumn{2}{c}{a_{49}+5.0\left(0.3a_{49}\right)\left(M0.5\right)}\\ & 0.5M<0.7\\ \multicolumn{2}{c}{0.3+\left(a_{50}0.3\right)\left(M0.7\right)/\left(a_{52}0.7\right)}\\ & 0.7M<a_{52}\\ \multicolumn{2}{c}{a_{50}+\left(a_{51}a_{50}\right)\left(Ma_{52}\right)/\left(a_{53}a_{52}\right)}\\ & a_{52}M<a_{53}\\ \multicolumn{2}{c}{a_{51}+\left(Ba_{51}\right)\left(Ma_{53}\right)/\left(2.0a_{53}\right)}\\ & a_{53}M<2.0\end{array}\left(\text{19}\mathrm{a}\right)$$
where $`B=\alpha _L\left(M=2.0\right)`$.
The luminosity $`\beta `$ coefficient is approximated by
$$\beta _L=\mathrm{max}(0.0,a_{54}a_{55}M^{a_{56}})$$
(20)
where $`a_{56}0.96`$. Then if $`M>a_{57}`$ and $`\beta _L>0.0`$
$$\beta _L=\mathrm{max}(0.0,B10.0\left(Ma_{57}\right)B)$$
where $`B=\beta _L\left(M=a_{57}\right)`$ and $`1.25<a_{57}<1.4`$.
The radius $`\alpha `$ coefficient is approximated by
$$\alpha _R=\frac{a_{58}M^{a_{60}}}{a_{59}M^{a_{61}}}a_{66}Ma_{67},$$
(21)
where $`a_{66}1.4`$ and $`a_{67}5.2`$, and then
$$\alpha _R=\{\begin{array}{cc}a_{62}\hfill & M<0.5\\ \multicolumn{2}{c}{a_{62}+\left(a_{63}a_{62}\right)\left(M0.5\right)/0.15}\\ & 0.5M<0.65\\ \multicolumn{2}{c}{a_{63}+\left(a_{64}a_{63}\right)\left(M0.65\right)/\left(a_{68}0.65\right)}\\ & 0.65M<a_{68}\\ \multicolumn{2}{c}{a_{64}+\left(Ba_{64}\right)\left(Ma_{68}\right)/\left(a_{66}a_{68}\right)}\\ & a_{68}M<a_{66}\\ C+a_{65}\left(Ma_{67}\right)\hfill & a_{67}<M\end{array}\left(\text{21}\mathrm{a}\right)$$
where $`B=\alpha _R\left(M=a_{66}\right)`$ and $`C=\alpha _R\left(M=a_{67}\right)`$.
The radius $`\beta `$ coefficient is approximated by $`\beta _R=\beta _R^{}1`$, where
$$\beta _R^{}=\frac{a_{69}M^{3.5}}{a_{70}+M^{a_{71}}}2.0M16.0,$$
(22)
with $`a_{71}3.45`$, and then
$$\beta _R^{}=\{\begin{array}{cc}1.06\hfill & M1.0\\ \multicolumn{2}{c}{1.06+\left(a_{72}1.06\right)\left(M1.0\right)/\left(a_{74}1.06\right)}\\ & 1.0<M<a_{74}\\ \multicolumn{2}{c}{a_{72}+\left(Ba_{72}\right)\left(Ma_{74}\right)/\left(2.0a_{74}\right)}\\ & a_{74}M<2.0\\ C+a_{73}\left(M16.0\right)\hfill & 16.0<M\end{array}\left(\text{22}\mathrm{a}\right)$$
where $`B=\beta _R^{}\left(M=2.0\right)`$, $`C=\beta _R^{}\left(M=16.0\right)`$.
If $`M>a_{75}+0.1`$ then $`\gamma =0.0`$ where $`a_{75}1.25`$. Otherwise
$$\gamma =\{\begin{array}{cc}a_{76}+a_{77}\left(Ma_{78}\right)^{a_{79}}& M1.0\hfill \\ B+\left(a_{80}B\right)\left[\frac{M1.0}{a_{75}1.0}\right]^{a_{81}}& 1.0<Ma_{75}\hfill \\ C10.0\left(Ma_{75}\right)C& a_{75}<M<a_{75}+1.0\hfill \end{array}$$
(23)
where $`B=\gamma \left(M=1.0\right)`$ and $`C=a_{80}`$ unless $`a_{75}1.0`$ when $`C=B`$. Note we must always double-check that $`\gamma 0.0`$.
Following Tout et al. (1997) we note that low-mass MS stars can be substantially degenerate below about $`0.1\mathrm{M}_{}`$ so we take
$$R_{\mathrm{MS}}=\mathrm{max}(R_{\mathrm{MS}},0.0258\left(1.0+X\right)^{5/3}M^{1/3})$$
(24)
for such stars.
#### 5.1.2 Hertzsprung gap evolution
During the HG we define
$$\tau =\frac{tt_{\mathrm{MS}}}{t_{\mathrm{BGB}}t_{\mathrm{MS}}}.$$
(25)
Then for the luminosity and radius we simply take
$`L_{\mathrm{HG}}=L_{\mathrm{TMS}}\left({\displaystyle \frac{L_{\mathrm{EHG}}}{L_{\mathrm{TMS}}}}\right)^\tau `$ (26)
$`R_{\mathrm{HG}}=R_{\mathrm{TMS}}\left({\displaystyle \frac{R_{\mathrm{EHG}}}{R_{\mathrm{TMS}}}}\right)^\tau .`$ (27)
On the MS we don’t consider the core to be dense enough with respect to the envelope to actually define a core mass, ie. $`M_{\mathrm{c},\mathrm{MS}}=0.0`$. The core mass at the end of the HG is
$$M_{\mathrm{c},\mathrm{EHG}}=\{\begin{array}{cc}M_{\mathrm{c},\mathrm{GB}}\left(L=L_{\mathrm{BGB}}\right)\hfill & M<M_{\mathrm{HeF}}\hfill \\ M_{\mathrm{c},\mathrm{BGB}}\hfill & M_{\mathrm{HeF}}M<M_{\mathrm{FGB}}\hfill \\ M_{\mathrm{c},\mathrm{HeI}}\hfill & MM_{\mathrm{FGB}},\hfill \end{array}$$
(28)
where $`M_{\mathrm{c},\mathrm{GB}}`$, $`M_{\mathrm{c},\mathrm{BGB}}`$ and $`M_{\mathrm{c},\mathrm{HeI}}`$ will be defined in Sections 5.2 and 5.3. At the beginning of the HG we set $`M_{\mathrm{c},\mathrm{TMS}}=\rho M_{\mathrm{c},\mathrm{EHG}}`$, where
$$\rho =\frac{1.586+M^{5.25}}{2.434+1.02M^{5.25}},$$
(29)
and simply allow the core mass to grow linearly with time so that
$$M_{\mathrm{c},\mathrm{HG}}=\left[\left(1\tau \right)\rho +\tau \right]M_{\mathrm{c},\mathrm{EHG}}.$$
(30)
If the HG star is losing mass (as described in Section 7.1) it is necessary to take $`M_{\mathrm{c},\mathrm{HG}}`$ as the maximum of the core mass at the previous timestep and the value given by eq. (30).
### 5.2 First giant branch
The evolution along the first giant branch (GB) can be modelled, following Eggleton, Fitchett & Tout (1989), using a power-law core mass-luminosity relation,
$$L=DM_c^p.$$
(31)
The evolution is then determined by the growth of the core mass as a result of H burning which, in a state of thermal equilibrium, is given by
$$L=EX_e\dot{M_\mathrm{c}}\dot{M_\mathrm{c}}=A_\mathrm{H}L$$
(32)
where
$`X_e`$ $`=`$ envelope mass fraction of hydrogen,
$`E`$ $`=`$ the specific energy release and
$`A_\mathrm{H}`$ $`=`$ hydrogen rate constant.
Thus
$$\frac{dM_c}{dt}=A_\mathrm{H}DM_c^p$$
(33)
which upon integration gives
$$M_c=\left[\left(p1\right)A_\mathrm{H}D\left(t_{\mathrm{inf}}t\right)\right]^{\frac{1}{1p}}$$
(34)
or
$$L=D\left[\left(p1\right)A_\mathrm{H}D\left(t_{\mathrm{inf}}t\right)\right]^{\frac{p}{1p}}$$
(35)
so that the time evolution of either $`M_c`$ or $`L`$ is given and we can then simply find the other from the $`M_\mathrm{c}`$-$`L`$ relation. Also, when $`L=L_{\mathrm{BGB}}`$ we have $`t=t_{\mathrm{BGB}}`$ which defines the integration constant
$$t_{\mathrm{inf}}=t_{\mathrm{BGB}}+\frac{1}{A_\mathrm{H}D\left(p1\right)}\left(\frac{D}{L_{\mathrm{BGB}}}\right)^{\frac{p1}{p}}.$$
(36)
Now as noted in Tout et al. (1997), the single power-law $`LM_c^6`$ is a good approximation to the evolution for small $`M_\mathrm{c}`$ but the relation flattens out as $`M_\mathrm{c}`$ approaches the Chandrasekhar mass $`M_{\mathrm{Ch}}`$. They expanded the relation to consist of two power-law parts. We use an improved form which, albeit somewhat more ad hoc, follows much better the actual time evolution along the GB. Our $`M_\mathrm{c}`$-$`L`$ relation has the form
$$L=\mathrm{min}(BM_{\mathrm{c}}^{}{}_{}{}^{q},DM_{\mathrm{c}}^{}{}_{}{}^{p})(q<p),$$
(37)
so that the first part describes the high-luminosity end and the second the low-$`L`$ end of the relation with the two crossing at
$$M_x=\left(\frac{B}{D}\right)^{\frac{1}{pq}}.$$
(38)
The parameters $`B`$, $`D`$, $`p`$ and $`q`$ are constants in time for each model and indeed are constant in mass for $`M<M_{\mathrm{HeF}}`$. For $`M>M_{\mathrm{HeF}}`$ it is necessary to introduce a dependence on initial mass so that we actually have a $`M_\mathrm{c}`$-$`L`$-$`M`$ relation. The only region in the $`M_\mathrm{c}`$-$`L`$ parameter space where we find that a $`Z`$-dependence is required is in the value of $`D`$ for $`M<M_{\mathrm{HeF}}`$. The parameters are
$$p=\{\begin{array}{cc}6\hfill & MM_{\mathrm{HeF}}\hfill \\ 5\hfill & M2.5\hfill \end{array}$$
$$q=\{\begin{array}{cc}3\hfill & MM_{\mathrm{HeF}}\hfill \\ 2\hfill & M2.5\hfill \end{array}$$
$$B=\mathrm{max}(3\times 10^4,500+1.75\times 10^4M^{0.6})$$
$$\mathrm{log}D=\{\begin{array}{cc}5.37+0.135\zeta \left[=D_0\right]\hfill & MM_{\mathrm{HeF}}\hfill \\ \multicolumn{2}{c}{\mathrm{max}(1.0,0.975D_00.18M,0.5D_00.06M)}\\ & M2.5\hfill \end{array}$$
with linear interpolation over the transition region, $`M_{\mathrm{HeF}}<M<2.5`$, in order to keep the parameters continuous in $`M`$. Thus isochrones constructed with these functions will not give a discontinuity on the GB. The behaviour of eq. (37) is shown in Fig. 11 as the fit to selected model points (note how the relation flattens out as the luminosity increases).
Equation (34) now becomes
$$M_{\mathrm{c},\mathrm{GB}}=\{\begin{array}{cc}\left[\left(p1\right)A_\mathrm{H}D\left(t_{\mathrm{inf},1}t\right)\right]^{\frac{1}{1p}}\hfill & tt_x\hfill \\ \left[\left(q1\right)A_\mathrm{H}B\left(t_{\mathrm{inf},2}t\right)\right]^{\frac{1}{1q}}\hfill & t>t_x\hfill \end{array}$$
(39)
for $`t_{\mathrm{BGB}}tt_{\mathrm{HeI}}`$, where
$`t_{\mathrm{inf},1}`$ $`=`$ $`t_{\mathrm{BGB}}+{\displaystyle \frac{1}{\left(p1\right)A_\mathrm{H}D}}\left({\displaystyle \frac{D}{L_{\mathrm{BGB}}}}\right)^{\frac{p1}{p}}`$ (40)
$`t_x`$ $`=`$ $`t_{\mathrm{inf},1}\left(t_{\mathrm{inf},1}t_{\mathrm{BGB}}\right)\left({\displaystyle \frac{L_{\mathrm{BGB}}}{L_x}}\right)^{\frac{p1}{p}}`$ (41)
$`t_{\mathrm{inf},2}`$ $`=`$ $`t_x+{\displaystyle \frac{1}{\left(q1\right)A_\mathrm{H}B}}\left({\displaystyle \frac{B}{L_x}}\right)^{\frac{q1}{q}}.`$ (42)
The GB ends at $`t=t_{\mathrm{HeI}}`$, corresponding to $`L=L_{\mathrm{HeI}}`$ (see Section 5.3), given by
$$t_{\mathrm{HeI}}=\{\begin{array}{cc}t_{\mathrm{inf},1}\frac{1}{\left(p1\right)A_\mathrm{H}D}\left(\frac{D}{L_{\mathrm{HeI}}}\right)^{\frac{p1}{p}}\hfill & L_{\mathrm{HeI}}L_x\hfill \\ t_{\mathrm{inf},2}\frac{1}{\left(q1\right)A_\mathrm{H}B}\left(\frac{B}{L_{\mathrm{HeI}}}\right)^{\frac{q1}{q}}\hfill & L_{\mathrm{HeI}}>L_x\hfill \end{array}.$$
(43)
The value used for $`A_\mathrm{H}`$ depends on whether we take the PP chain or the CNO cycle as the hydrogen burning mechanism with the CNO cycle being the most likely on the GB. Now
$$E=ϵ_{CNO}/m\left(He^4\right)6.018\times 10^{18}\text{ erg/g}$$
thus
$$A_\mathrm{H}=\left(EX_e\right)^1=2.37383\times 10^{19}\text{ g/erg}$$
$$A_\mathrm{H}1.44\times 10^5\mathrm{M}_{}\mathrm{L}_{}^1\mathrm{Myr}^1,$$
i.e. $`\mathrm{log}A_\mathrm{H}=4.84`$. In practice there are small deviations from thermal equilibrium which increase with stellar mass. As the value of $`A_\mathrm{H}`$ fixes the rate of evolution on the GB and thus the GB timescale it is important for it to be accurate especially if we want to use the formulae for population synthesis. We find that the detailed models are best represented if we introduce a mass dependant $`A_\mathrm{H}`$, ie. $`A_\mathrm{H}^{}`$, where
$$\mathrm{log}A_\mathrm{H}^{}=\mathrm{max}(4.8,\mathrm{min}(5.7+0.8M,4.1+0.14M)).$$
Some representative values of $`A_\mathrm{H}^{}`$ as a function of initial stellar mass are shown in Table 1 along with approximate values for the GB lifetime and the time taken to reach the GB.
Evolution on the GB actually falls into two fairly distinct categories depending on whether the initial mass of the star is greater than or less than $`M_{\mathrm{HeF}}`$. If $`M<M_{\mathrm{HeF}}`$ then the star has a degenerate helium core on the GB which grows according to the $`M_{\mathrm{c},\mathrm{GB}}`$ relation derived from eq. (37). When helium ignites at the tip of the GB it does so degenerately resulting in the helium flash. However, for IM stars on the GB, $`M>M_{\mathrm{HeF}}`$, the helium core is non-degenerate and the relative time spent on the GB is much shorter and thus the models show that $`M_{\mathrm{c},\mathrm{GB}}`$ is approximately constant from the BGB to HeI. In this case we still use all the above equations to calculate the timescales and the luminosity evolution but the corresponding value of $`M_\mathrm{c}`$ is a dummy variable. The actual core mass at the BGB is given by a mass-dependant formula
$$M_{\mathrm{c},\mathrm{BGB}}=\mathrm{min}(0.95M_{\mathrm{c},\mathrm{BAGB}},\left(C+c_1M^{c_2}\right)^{\frac{1}{4}})$$
(44)
with $`C=M_\mathrm{c}(L_{\mathrm{BGB}}(M_{\mathrm{HeF}}))^4c_1M_{\mathrm{HeF}}^{c_2}`$, ensuring the formula is continuous with the $`M_\mathrm{c}`$-$`L`$ relation at $`M=M_{\mathrm{HeF}}`$, and $`M_{\mathrm{c},\mathrm{BAGB}}`$ given by eq. (66). The constants $`c_1=\mathrm{9.20925\hspace{0.17em}10}^5`$ and $`c_2=5.402216`$ are independent of $`Z`$, so that for large enough $`M`$ we have $`M_{\mathrm{c},\mathrm{BGB}}0.098M^{1.35}`$ independent of $`Z`$. Thus on the GB we simply take
$$M_{\mathrm{c},\mathrm{GB}}=M_{\mathrm{c},\mathrm{BGB}}+\left(M_{\mathrm{c},\mathrm{HeI}}M_{\mathrm{c},\mathrm{BGB}}\right)\tau M>M_{\mathrm{HeF}}$$
(45)
with
$$\tau =\frac{tt_{\mathrm{BGB}}}{t_{\mathrm{HeI}}t_{\mathrm{BGB}}}$$
to account for the small growth of the non-degenerate core while $`M_{\mathrm{c},\mathrm{GB}}`$ is given by eq. (39) for $`M<M_{\mathrm{HeF}}`$. $`M_{\mathrm{c},\mathrm{HeI}}`$ is described in Section 5.3.
Furthermore, as giants have a deep convective envelope and thus lie close to the Hayashi track, we can find the radius as a function of $`L`$ and $`M`$,
$$R_{\mathrm{GB}}=A\left(L^{b_1}+b_2L^{b_3}\right)$$
(46)
where
$$A=\mathrm{min}(b_4M^{b_5},b_6M^{b_7})$$
and $`b_10.4`$, $`b_20.5`$ and $`b_30.7`$. A useful quantity is the exponent $`x`$ to which $`R`$ depends on $`M`$ at constant $`L`$, $`R_{\mathrm{GB}}M^x`$. Thus we also fit $`x`$ across the entire mass range by $`A=bM^x`$, ie. a hybrid of $`b_5`$ and $`b_7`$, to give
$$x=0.30406+0.0805\zeta +0.0897\zeta ^2+0.0878\zeta ^3+0.0222\zeta ^4$$
(47)
so that it can be used if required. Thus for $`Z=0.02`$, as an example, we have
$$R_{\mathrm{GB}}1.1M^{0.3}\left(L^{0.4}+0.383L^{0.76}\right).$$
(48)
Figure 12 exhibits the accuracy of eq. (46) for solar mass models of various metallicity.
### 5.3 Core helium burning
The behaviour of stellar models in the HRD during CHeB is fairly complicated and depends strongly on the mass and metallicity. For LM stars, He ignites at the top of the GB and CHeB corresponds to the horizontal branch (including the often observed red clump); the transition between the He flash and the start of steady CHeB at the ZAHB is very rapid and we take it to be instantaneous. For IM stars, CHeB can be roughly divided in two phases, descent along the GB to a minimum luminosity, followed by a blue loop excursion to higher $`T_{\mathrm{eff}}`$ connecting back up to the base of the AGB (BAGB). However, not all IM stars exhibit a blue loop, in some cases staying close to the GB throughout CHeB (the so-called ‘failed blue loop’). Sometimes the blue loop is also followed by another period of CHeB on the GB but this is usually much shorter than the first phase and we choose to ignore it. For HM stars, He ignites in the HG and CHeB also consists of two phases, a blue phase before reaching the GB followed by a red (super)giant phase.
For the purpose of modelling, we define the blue phase of CHeB as that part which is not spent on the giant branch. This means that the position in the H-R diagram during the blue phase can in fact be quite red, e.g. it includes the red clump and failed blue loops. By definition, for the LM regime the whole of CHeB is blue. For IM stars, the blue phase comes after the RG phase, while for HM stars it precedes the RG phase.
The transition between the LM and IM star regime occurs over a small mass range (a few times 0.1$`\mathrm{M}_{}`$), but it can be modelled in a continuous way with a factor of the form $`1+\alpha \mathrm{exp}15(MM_{\mathrm{HeF}})`$ in the LM formulae (see below). With $`\alpha `$ of order unity, this factor can be neglected if $`MM_{\mathrm{HeF}}`$. We also require continuity of LM CHeB stars with naked He stars when the envelope mass goes to zero. The formulae are also continuous between IM and HM stars for $`Z0.002`$. For higher $`Z`$, however, there is a discontinuity in the CHeB formulae at $`M=M_{\mathrm{FGB}}`$, because the transition becomes too complicated to model continuously while keeping the formulae simple.
The luminosity at helium ignition is approximated by
$$L_{\mathrm{HeI}}=\{\begin{array}{cc}\frac{b_9M^{b_{10}}}{1+\alpha _1\mathrm{exp}15(MM_{\mathrm{HeF}})}\hfill & M<M_{\mathrm{HeF}}\hfill \\ \frac{b_{11}+b_{12}M^{3.8}}{b_{13}+M^2}\hfill & MM_{\mathrm{HeF}}\hfill \end{array}$$
(49)
with $`\alpha _1=[b_9M_{\mathrm{HeF}}^{b_{10}}L_{\mathrm{HeI}}(M_{\mathrm{HeF}})]/L_{\mathrm{HeI}}(M_{\mathrm{HeF}})`$. The radius at He ignition is $`R_{\mathrm{HeI}}=R_{\mathrm{GB}}(M,L_{\mathrm{HeI}})`$ for $`MM_{\mathrm{FGB}}`$, and $`R_{\mathrm{HeI}}=R_{\mathrm{mHe}}`$ for $`M\mathrm{max}(M_{\mathrm{FGB}},12.0)`$, with $`R_{\mathrm{mHe}}`$ given by eq. (55) below. If $`M_{\mathrm{FGB}}<M<12.0`$, we take
$$R_{\mathrm{HeI}}=R_{\mathrm{mHe}}\left(\frac{R_{\mathrm{GB}}(L_{\mathrm{HeI}})}{R_{\mathrm{mHe}}}\right)^\mu ,\mu =\frac{\mathrm{log}(M/12.0)}{\mathrm{log}(M_{\mathrm{FGB}}/12.0)}.$$
(50)
The minimum luminosity during CHeB for IM stars, reached at the start of the blue phase, is given by
$$L_{\mathrm{min},\mathrm{He}}=L_{\mathrm{HeI}}\frac{b_{14}+cM^{b_{15}+0.1}}{b_{16}+M^{b_{15}}}$$
(51)
with
$$c=\frac{b_{17}}{M_{\mathrm{FGB}}^{}{}_{}{}^{0.1}}+\frac{b_{16}b_{17}b_{14}}{M_{\mathrm{FGB}}^{}{}_{}{}^{b_{15}+0.1}},$$
so that $`L_{\mathrm{min},\mathrm{He}}=b_{17}L_{\mathrm{HeI}}`$ at $`M=M_{\mathrm{FGB}}`$. Continuity with HM stars, for which there is no minimum luminosity, is achieved by taking $`b_{17}=1`$ for $`Z0.002`$ (but $`b_{17}<1`$ for $`Z>0.002`$). The radius at this point is $`R_{\mathrm{GB}}(M,L_{\mathrm{min},\mathrm{He}})`$.
For LM stars the ZAHB luminosity $`L_{\mathrm{ZAHB}}`$ takes the place of $`L_{\mathrm{min},\mathrm{He}}`$. To model the ZAHB continuously both with the minimum luminosity point at $`M=M_{\mathrm{HeF}}`$ and with the naked He star ZAMS (see Section 6.1) for vanishing envelope mass ($`M=M_\mathrm{c}`$), the ZAHB position must depend on $`M_\mathrm{c}`$ as well as $`M`$. We define
$$\mu =\frac{MM_\mathrm{c}}{M_{\mathrm{HeF}}M_\mathrm{c}},$$
(52)
so that $`0\mu 1`$, and then take
$`L_{\mathrm{ZAHB}}=L_{\mathrm{ZHe}}(M_\mathrm{c})+`$ (53)
$`{\displaystyle \frac{1+b_{20}}{1+b_{20}\mu ^{1.6479}}}{\displaystyle \frac{b_{18}\mu ^{b_{19}}}{1+\alpha _2\mathrm{exp}15(MM_{\mathrm{HeF}})}};`$
$$\alpha _2=\frac{b_{18}+L_{\mathrm{ZHe}}(M_\mathrm{c})L_{\mathrm{min},\mathrm{He}}(M_{\mathrm{HeF}})}{L_{\mathrm{min},\mathrm{He}}(M_{\mathrm{HeF}})L_{\mathrm{ZHe}}(M_\mathrm{c})},$$
where $`L_{\mathrm{ZHe}}`$ is defined by eq. (77). (Note that this $`\alpha _2`$ is not a constant but depends on $`M_\mathrm{c}`$.) For the ZAHB radius we take
$$R_{\mathrm{ZAHB}}=(1f)R_{\mathrm{ZHe}}(M_\mathrm{c})+fR_{\mathrm{GB}}(L_{\mathrm{ZAHB}});$$
(54)
$$f=\frac{(1.0+b_{21})\mu ^{b_{22}}}{1.0+b_{21}\mu ^{b_{23}}}.$$
This formula ensures, apart from continuity at both ends, that $`R_{\mathrm{ZAHB}}`$ is always smaller than the GB radius at $`L_{\mathrm{ZAHB}}`$.
The minimum radius during the blue loop is approximated by
$$R_{\mathrm{mHe}}=\frac{b_{24}M+(b_{25}M)^{b_{26}}M^{b_{28}}}{b_{27}+M^{b_{28}}}MM_{\mathrm{HeF}}.$$
(55)
Then for $`M<M_{\mathrm{HeF}}`$, we simply take
$$R_{\mathrm{mHe}}=R_{\mathrm{GB}}(L_{\mathrm{ZAHB}})\left[\frac{R_{\mathrm{mHe}}(M_{\mathrm{HeF}})}{R_{\mathrm{GB}}(L_{\mathrm{ZAHB}}(M_{\mathrm{HeF}}))}\right]^\mu $$
to keep $`R_{\mathrm{mHe}}`$ continuous.
The luminosity at the base of the AGB (or the end of CHeB) is given by
$$L_{\mathrm{BAGB}}=\{\begin{array}{cc}\frac{b_{29}M^{b_{30}}}{1+\alpha _3\mathrm{exp}15(MM_{\mathrm{HeF}})}\hfill & M<M_{\mathrm{HeF}}\hfill \\ \frac{b_{31}+b_{32}M^{b_{33}+1.8}}{b_{34}+M^{b_{33}}}\hfill & MM_{\mathrm{HeF}}\hfill \end{array}$$
(56)
with $`\alpha _3=[b_{29}M_{\mathrm{HeF}}^{b_{30}}L_{\mathrm{BAGB}}(M_{\mathrm{HeF}})]/L_{\mathrm{BAGB}}(M_{\mathrm{HeF}})`$. The radius at the BAGB is simply $`R_{\mathrm{AGB}}(M,L_{\mathrm{BAGB}})`$, as given by eq. (74).
The lifetime of CHeB is given by
$$t_{\mathrm{He}}=\{\begin{array}{cc}\multicolumn{2}{c}{\left[b_{39}+\{t_{\mathrm{HeMS}}(M_\mathrm{c})b_{39}\}\left(1\mu \right)^{b_{40}}\right]}\\ \times [1+\alpha _4\mathrm{exp}15(MM_{\mathrm{HeF}})]\hfill & M<M_{\mathrm{HeF}}\hfill \\ t_{\mathrm{BGB}}\frac{b_{41}M^{b_{42}}+b_{43}M^5}{b_{44}+M^5}\hfill & MM_{\mathrm{HeF}}\hfill \end{array}$$
(57)
with $`\alpha _4=[t_{\mathrm{He}}(M_{\mathrm{HeF}})b_{39}]/b_{39}`$. The term involving $`t_{\mathrm{HeMS}}`$($`M_\mathrm{c}`$) ensures continuity with the lifetime of a naked He star with $`M=M_\mathrm{c}`$ as the envelope mass vanishes. The lifetime of the blue phase of CHeB relative to $`t_{\mathrm{He}}`$ depends in a complicated way on $`M`$ and $`Z`$, it is roughly approximated by
$$\tau _{\mathrm{bl}}=\{\begin{array}{cc}1\hfill & M<M_{\mathrm{HeF}}\hfill \\ \multicolumn{2}{c}{b_{45}\left(\frac{M}{M_{\mathrm{FGB}}}\right)^{0.414}+\alpha _{bl}\left(\mathrm{log}\frac{M}{M_{\mathrm{FGB}}}\right)^{b_{46}}}\\ & M_{\mathrm{HeF}}MM_{\mathrm{FGB}}\hfill \\ (1b_{47})\frac{f_{\mathrm{bl}}(M)}{f_{\mathrm{bl}}(M_{\mathrm{FGB}})}\hfill & M>M_{\mathrm{FGB}}\hfill \end{array}$$
(58)
truncated if necessary to give $`0\tau _{\mathrm{bl}}1`$, where
$$\alpha _{bl}=\left[1b_{45}\left(\frac{M_{\mathrm{HeF}}}{M_{\mathrm{FGB}}}\right)^{0.414}\right]\left[\mathrm{log}\frac{M_{\mathrm{HeF}}}{M_{\mathrm{FGB}}}\right]^{b_{46}}$$
and
$$f_{\mathrm{bl}}(M)=M^{b_{48}}\left[1\frac{R_{\mathrm{mHe}}(M)}{R_{\mathrm{AGB}}(L_{\mathrm{HeI}}(M))}\right]^{b_{49}}.$$
The second term in the IM part of eq. (58) with $`\alpha _{bl}`$ as defined ensures that $`\tau _{\mathrm{bl}}=1`$ at $`M=M_{\mathrm{HeF}}`$. By taking $`b_{45}=1`$ for $`Z0.002`$ we also have $`\tau _{\mathrm{bl}}=1`$ at $`M=M_{\mathrm{FGB}}`$. The HM part also yields $`\tau _{\mathrm{bl}}=1`$ at $`M=M_{\mathrm{FGB}}`$ for $`Z0.002`$, so that the transition is continuous for low $`Z`$. For $`Z>0.002`$ the transition is regretably discontinuous. Finally, the radius dependence of $`f_{\mathrm{bl}}`$ ensures that $`\tau _{\mathrm{bl}}=0`$ at the same mass where $`R_{\mathrm{mHe}}=R_{\mathrm{AGB}}(L_{\mathrm{HeI}})`$, i.e. where the blue phase vanishes.
During CHeB, we use the relative age $`\tau =(tt_{\mathrm{HeI}})/t_{\mathrm{He}}`$ which takes values between 0 and 1. We define $`\tau _x`$ as the relative age at the start of the blue phase of CHeB, and $`L_x`$ and $`R_x`$ are the luminosity and radius at this epoch. Hence, $`\tau _x=0`$ for both the LM and HM regime, and $`\tau _x=1\tau _{\mathrm{bl}}`$ for IM stars,
$$L_x=\{\begin{array}{cc}L_{\mathrm{ZAHB}}\hfill & M<M_{\mathrm{HeF}}\hfill \\ L_{\mathrm{min},\mathrm{He}}\hfill & M_{\mathrm{HeF}}M<M_{\mathrm{FGB}}\hfill \\ L_{\mathrm{HeI}}\hfill & MM_{\mathrm{FGB}}\hfill \end{array}$$
(59)
and
$$R_x=\{\begin{array}{cc}R_{\mathrm{ZAHB}}\hfill & M<M_{\mathrm{HeF}}\hfill \\ R_{\mathrm{GB}}(L_{\mathrm{min},\mathrm{He}})\hfill & M_{\mathrm{HeF}}M<M_{\mathrm{FGB}}\hfill \\ R_{\mathrm{HeI}}\hfill & MM_{\mathrm{FGB}}\hfill \end{array}$$
(60)
Then the luminosity during CHeB is modelled as
$$L=\{\begin{array}{cc}L_x\left(\frac{L_{\mathrm{BAGB}}}{L_x}\right)^\lambda \hfill & \tau _x\tau 1\hfill \\ L_x\left(\frac{L_{\mathrm{HeI}}}{L_x}\right)^\lambda ^{}\hfill & 0\tau <\tau _x\hfill \end{array}$$
(61)
where
$$\lambda =\left(\frac{\tau \tau _x}{1\tau _x}\right)^\xi ;\xi =\mathrm{min}(2.5,\mathrm{max}(0.4,R_{\mathrm{mHe}}/R_x)),$$
(62)
$$\lambda ^{}=\left(\frac{\tau _x\tau }{\tau _x}\right)^3.$$
(63)
The actual minimum radius during CHeB is $`R_{\mathrm{min}}=\mathrm{min}(R_{\mathrm{mHe}},R_x)`$, because eq. (55) for $`R_{\mathrm{mHe}}`$ can give a value that is greater than $`R_x`$ (this property is used, however, to compute $`\xi `$ above). Furthermore, we define $`\tau _y`$ as the relative age at the end of the blue phase of CHeB, and $`L_y`$ and $`R_y`$ as the luminosity and radius at $`\tau =\tau _y`$. Hence, $`\tau _y=1`$ for LM and IM stars and $`\tau _y=\tau _{\mathrm{bl}}`$ for IM stars. $`L_y`$ is given by eq. (61) ($`L_y=L_{\mathrm{BAGB}}`$ for $`MM_{\mathrm{FGB}}`$), and $`R_y=R_{\mathrm{AGB}}(L_y)`$. The radius during CHeB is modelled as
$$R=\{\begin{array}{cc}R_{\mathrm{GB}}(M,L)\hfill & 0\tau <\tau _x\hfill \\ R_{\mathrm{AGB}}(M,L)\hfill & \tau _y<\tau 1\hfill \\ R_{\mathrm{min}}\mathrm{exp}(|\rho |^3)\hfill & \tau _x\tau \tau _y\hfill \end{array}$$
(64)
where
$$\rho =\left(\mathrm{ln}\frac{R_y}{R_{\mathrm{min}}}\right)^{\frac{1}{3}}\left(\frac{\tau \tau _x}{\tau _y\tau _x}\right)\left(\mathrm{ln}\frac{R_x}{R_{\mathrm{min}}}\right)^{\frac{1}{3}}\left(\frac{\tau _y\tau }{\tau _y\tau _x}\right).$$
(65)
The core mass $`M_{\mathrm{c},\mathrm{HeI}}`$ at He ignition is given by the $`M_\mathrm{c}`$-$`L`$ relation for LM stars, while for $`MM_{\mathrm{HeF}}`$ the same formula can be used as for the BGB core mass (eq. 44) replacing $`M_\mathrm{c}`$($`L_{\mathrm{BGB}}`$($`M_{\mathrm{HeF}}`$)) with $`M_\mathrm{c}`$($`L_{\mathrm{HeI}}`$($`M_{\mathrm{HeF}}`$)) to ensure continuous transition at $`M=M_{\mathrm{HeF}}`$. For $`M>3\mathrm{M}_{}`$, $`M_{\mathrm{c},\mathrm{HeI}}`$ is nearly equal to $`M_{\mathrm{c},\mathrm{BGB}}`$. The core mass at the BAGB point is approximated by
$$M_{\mathrm{c},\mathrm{BAGB}}=(b_{36}M^{b_{37}}+b_{38})^{\frac{1}{4}}$$
(66)
where $`b_{36}4.36\times 10^4`$, $`b_{37}5.22`$ and $`b_{38}6.84\times 10^2`$. In between the core mass is taken to simply increase linearly with time
$$M_\mathrm{c}=(1\tau )M_{\mathrm{c},\mathrm{HeI}}+\tau M_{\mathrm{c},\mathrm{BAGB}}.$$
(67)
### 5.4 Asymptotic giant branch
During the EAGB, when the H-burning shell is extinct, the (H-exhausted) core mass $`M_{\mathrm{c},\mathrm{He}}`$ (which we have been calling $`M_\mathrm{c}`$ so far because it was the only significant core) stays constant at the value $`M_{\mathrm{c},\mathrm{BAGB}}`$. Within the H-exhausted core a degenerate carbon-oxygen core, $`M_{\mathrm{c},\mathrm{CO}}`$, has formed and begins to grow. At a time corresponding to the second dredge-up phase the growing $`M_{\mathrm{c},\mathrm{CO}}`$ catches the H-exhausted core and the TPAGB begins. From then on $`M_{\mathrm{c},\mathrm{CO}}`$ and $`M_{\mathrm{c},\mathrm{He}}`$ are equal and grow at the same rate (we neglect the mass, about $`0.01\mathrm{M}_{}`$, of the thin helium layer between the two burning shells).
So on the EAGB we set
$$M_\mathrm{c}=M_{\mathrm{c},\mathrm{He}}=M_{\mathrm{c},\mathrm{BAGB}}.$$
Inside this core, $`M_{\mathrm{c},\mathrm{CO}}`$ grows by He-shell burning, at a rate dictated by the $`M_\mathrm{c}`$-$`L`$ relation. Thus we can compute the evolution of $`M_{\mathrm{c},\mathrm{CO}}`$ and $`L`$ in the same way as was done for GB stars using eqs. (37) and (39) with $`M_\mathrm{c}`$ replaced by $`M_{\mathrm{c},\mathrm{CO}}`$, $`t_{\mathrm{BGB}}`$ replaced by $`t_{\mathrm{BAGB}}`$ ($`=t_{\mathrm{HeI}}+t_{\mathrm{He}}`$) and $`L_{\mathrm{BGB}}`$ replaced by $`L_{\mathrm{BAGB}}`$. We also need to replace $`A_\mathrm{H}`$ with the value appropriate for He burning, $`A_{\mathrm{He}}`$. The detailed models (Pols et al. 1998) on the EAGB show that the carbon-oxygen core is composed of 20% carbon and 80% oxygen by mass so for every 4 carbon atoms produced by the triple-$`\alpha `$ reaction, 3 will capture an $`\alpha `$ particle and be converted to oxygen. Thus
$$E=\frac{ϵ_{3\alpha }+0.75ϵ_{C\alpha }}{15m\left(H\right)}8.09\times 10^{17}\text{ erg/g}$$
so that
$$A_{\mathrm{He}}=\left(EX_{\mathrm{He}}\right)^1=7.66\times 10^5\mathrm{M}_{}\mathrm{L}_{}^1\mathrm{Myr}^1$$
(68)
using $`X_{\mathrm{He}}0.98`$. Although massive stars ($`M8`$) do not actually follow a $`M_\mathrm{c}`$-$`L`$ relation for the CO core, by making the proper (ad hoc) assumptions about the constants in the relation, we can still effectively model their evolution in the same way as for true AGB stars.
As already mentioned, the EAGB ends when the the growing CO-core reaches the H-exhausted core. If $`0.8<M_{\mathrm{c},\mathrm{BAGB}}<2.25`$, the star will undergo a second dredge-up phase at the end of the EAGB phase. During this second dredge-up the core mass is reduced to
$$M_{\mathrm{c},\mathrm{DU}}=0.44M_{\mathrm{c},\mathrm{BAGB}}+0.448.$$
(69)
We assume that the second dredge-up takes place instantaneously at the moment when $`M_{\mathrm{c},\mathrm{CO}}`$ reaches the value $`M_{\mathrm{c},\mathrm{DU}}`$, so that also $`M_{\mathrm{c},\mathrm{CO}}=M_\mathrm{c}`$ at that point (but note that there is then a sudden discontinuity in $`M_\mathrm{c}=M_{\mathrm{c},\mathrm{He}}`$). Similarly, for $`M_{\mathrm{c},\mathrm{BAGB}}0.8`$, the EAGB ends when $`M_{\mathrm{c},\mathrm{CO}}`$ reaches $`M_{\mathrm{c},\mathrm{He}}`$ without a second dredge-up, ie. $`M_{\mathrm{c},\mathrm{DU}}=M_{\mathrm{c},\mathrm{BAGB}}`$. Stars with $`M_{\mathrm{c},\mathrm{BAGB}}>2.25`$ do not undergo second dredge-up, as they can ignite carbon non-degenerately, and their evolution terminates before they ever reach the TPAGB.
To determine when the transition from EAGB to TPAGB occurs we can simply insert $`M_{\mathrm{c},\mathrm{DU}}`$ into the $`M_\mathrm{c}`$-$`L`$ relation to find $`L_{\mathrm{DU}}`$. Then we calculate
$$t_{\mathrm{DU}}=\{\begin{array}{cc}t_{\mathrm{inf},1}\frac{1}{\left(p1\right)A_{\mathrm{He}}D}\left(\frac{D}{L_{\mathrm{DU}}}\right)^{\frac{p1}{p}}\hfill & L_{\mathrm{DU}}L_x\hfill \\ t_{\mathrm{inf},2}\frac{1}{\left(q1\right)A_{\mathrm{He}}B}\left(\frac{B}{L_{\mathrm{DU}}}\right)^{\frac{q1}{q}}\hfill & L_{\mathrm{DU}}>L_x\hfill \end{array}.$$
(70)
Thus if $`t>t_{\mathrm{DU}}`$ the TPAGB has begun and the H-exhausted and He-exhausted cores grow together as a common core. Once again the $`M_\mathrm{c}`$-$`L`$ relation is obeyed and once again we can use it in the same way as we did for GB stars if we replace $`t_{\mathrm{BGB}}`$ by $`t_{\mathrm{DU}}`$ and $`L_{\mathrm{BGB}}`$ by $`L_{\mathrm{DU}}`$. As we have both hydrogen and helium shell burning in operation then we must also replace $`A_\mathrm{H}`$ by an effective combined rate $`A_{\mathrm{H},\mathrm{He}}`$ where
$$A_{\mathrm{H},\mathrm{He}}=\frac{A_\mathrm{H}A_{\mathrm{He}}}{A_\mathrm{H}+A_{\mathrm{He}}}1.27\times 10^5\mathrm{M}_{}\mathrm{L}_{}^1\mathrm{Myr}^1.$$
(71)
There is however an added complication that it is possible for $`L_{\mathrm{DU}}>L_x`$. In this case $`t_{\mathrm{inf},1}`$ and $`t_x`$ are not needed and $`t_{\mathrm{inf},2}`$ is given by
$$t_{\mathrm{inf},2}=t_{\mathrm{DU}}+\frac{1}{\left(q1\right)A_{\mathrm{H},\mathrm{He}}B}\left(\frac{B}{L_{\mathrm{DU}}}\right)^{\frac{q1}{q}}.$$
(72)
In this way the $`L`$ evolution (and thus the $`R`$ evolution) remains continuous through the second dredge-up.
On the TPAGB we do not model the thermal pulses individually, but we do take into account the most important effect of the thermally pulsing behaviour on the long-term evolution, namely that of third dredge-ups. During each interpulse period, the He core grows steadily, but during the thermal pulse itself the convective envelope reaches inwards and takes back part of the mass previously eaten up by the core. The fraction of this mass is denoted by $`\lambda `$. Frost (1997) shows that models with $`4M6`$ and $`0.004Z0.02`$ have similar overall behaviour in $`\lambda `$ where $`\lambda `$ increases quickly and reaches approximately 0.9 after about 5 pulses at which it stays nearly constant for the remaining pulses. For lower-mass stars there is no evidence for such a high $`\lambda `$ with a value of 0.3 more likely for models of approximately solar mass and then a steady increase of $`\lambda `$ with $`M`$ to reach $`\lambda _{\mathrm{max}}0.9`$ before $`M=4`$ (Lattanzio 1989; Karakas et al. 1999) Thus we simply take $`\lambda `$ as constant for each $`M`$ without any $`Z`$ dependence,
$$\lambda =\mathrm{min}(0.9,0.3+0.001M^5).$$
(73)
Hence, the secular growth of the core mass is reduced with respect to that given by the $`M_\mathrm{c}`$-$`L`$ relation by a fraction $`\lambda `$. On the other hand, detailed calculations show that the luminosity evolution with time follows the same relation as without third dredge-up (Frost 1997), ie. it keeps following eqs. (37) and (39) as if $`M_\mathrm{c}`$ were not reduced by dredge-up. In other words, the $`M_\mathrm{c}`$-$`L`$ relation is no longer satisfied in the presence of third dredge-up, but we can use it nevertheless to compute the evolution of $`L`$, while $`M_\mathrm{c}`$ is modified as follows:
$$M_\mathrm{c}=M_{\mathrm{c},\mathrm{DU}}+(1\lambda )(M_\mathrm{c}^{}M_{\mathrm{c},\mathrm{DU}}),$$
where $`M_\mathrm{c}^{}`$ is from the $`M_\mathrm{c}`$-$`L`$ relationship, with no dredge-up, and $`M_{\mathrm{c},\mathrm{DU}}`$ is the value of $`M_\mathrm{c}`$ at the start of the TPAGB.
The radius evolution is very similar to that of the GB, as the stars still have a deep convective envelope, but with some slight modifications. The basic formula is the same,
$$R_{\mathrm{AGB}}=A\left(L^{b_1}+b_2L^{b_{50}}\right)$$
(74)
where indeed $`b_1`$ and $`b_2`$ are exactly the same as for $`R_{\mathrm{GB}}`$ and $`b_{50}=b_{55}b_3`$ for $`MM_{\mathrm{HeF}}`$. Also for $`MM_{\mathrm{HeF}}`$
$$A=\mathrm{min}(b_{51}M^{b_{52}},b_{53}M^{b_{54}})$$
which gives
$$R_{\mathrm{AGB}}=1.125M^{0.33}\left(L^{0.4}+0.383L^{0.76}\right),$$
as an example, for $`Z=0.02`$. For $`M<M_{\mathrm{HeF}}`$ the behaviour is slightly altered so we take
$`b_{50}`$ $`=`$ $`b_3`$
$`A`$ $`=`$ $`b_{56}+b_{57}M`$
for $`MM_{\mathrm{HeF}}0.2`$ and linear interpolation between the bounding values for $`M_{\mathrm{HeF}}0.2<M<M_{\mathrm{HeF}}`$, which means that for $`M=1.0`$ and $`Z=0.02`$ the relation gives
$$R_{\mathrm{AGB}}0.95\left(L^{0.4}+0.383L^{0.74}\right).$$
In Figure 13 we show the radius evolution of a $`5.0\mathrm{M}_{}`$ star, for $`Z=0.001`$ and $`Z=0.02`$, from the ZAMS to the end of the AGB, from both the rapid evolution formulae and the detailed models. The AGB phase of the evolution is recognised by the sharp increase in radius following the phase of decreasing radius during the CHeB blue loop. An accurate fit to the AGB radius is required if the formulae are to be used in conjunction with binary evolution where factors such as Roche-lobe overflow and tidal circularisation come into play. In actual fact Fig. 13 shows that we acheive an accurate fit for all phases of the evolution.
We have now described formulae which cover all phases of the evolution covered by the detailed grid of stellar models. Figures 14 and 15 show synthetic HRDs derived from the formulae and are designed to be direct comparisons to Figs. 1 and 2 respectively. The excellent performance of the fitting formulae is clearly evident.
## 6 Final stages and remnants
The AGB evolution is terminated, if not by complete loss of the envelope, when the CO-core mass reaches a maximum value given by
$$M_{\mathrm{c},\mathrm{SN}}=\mathrm{max}(M_{\mathrm{Ch}},0.773M_{\mathrm{c},\mathrm{BAGB}}0.35).$$
(75)
When this maximum core mass is reached before the envelope is lost, a supernova explosion is assumed to take place. For stars with $`M_{\mathrm{c},\mathrm{BAGB}}2.25`$, this should occur during the TPAGB phase. In practice mass loss will prevent it from doing so in most cases of single star evolution, but it may occur as a consequence of binary evolution. For such stars, we make a further distinction based on whether $`M_{\mathrm{c},\mathrm{BAGB}}`$ exceeds 1.6$`\mathrm{M}_{}`$. For $`M_{\mathrm{c},\mathrm{BAGB}}<1.6`$, when the CO-core mass reaches $`M_{\mathrm{Ch}}`$ carbon ignites in a degenerate flash, leading to a thermonuclear explosion. It is uncertain whether we should expect this to occur for normal SSE but if it does then the supernova would be something like “type IIa” (Ia + hydrogen) and we assume that such a supernova leaves no stellar remnant.
For $`1.6M_{\mathrm{c},\mathrm{BAGB}}2.25`$, the detailed models show that carbon ignites off-centre under semi-degenerate conditions when $`M_{\mathrm{c},\mathrm{CO}}1.08`$ (Pols et al. 1998). Carbon burning is expected to lead to the formation of a degenerate ONe-core (Nomoto 1984), while the star continues its evolution up the AGB. When the core mass reaches $`M_{\mathrm{Ch}}`$, the ONe-core collapses owing to electron capture on Mg<sup>24</sup> nuclei. The resulting supernova explosion leaves a neutron star remnant (Section 6.2.2). The limiting $`M_{\mathrm{c},\mathrm{BAGB}}`$ values of 1.6$`\mathrm{M}_{}`$ and 2.25$`\mathrm{M}_{}`$ correspond to initial stellar masses denoted traditionally by the symbols $`M_{\mathrm{up}}`$ and $`M_{\mathrm{ec}}`$, respectively. The values of $`M_{\mathrm{up}}`$ and $`M_{\mathrm{ec}}`$ depend on metallicity (see Table 1 of Pols et al. 1998), this dependence follows from inverting eq. (66) for the values $`M_{\mathrm{c},\mathrm{BAGB}}=1.6`$ and 2.25, respectively.
If the envelope is lost before $`M_\mathrm{c}`$ reaches $`M_{\mathrm{c},\mathrm{SN}}`$ $`(=M_{\mathrm{Ch}})`$ on the TPAGB, the remnant core becomes a white dwarf. This will be the case for almost all cases of normal SSE. For $`M_{\mathrm{c},\mathrm{BAGB}}<1.6`$, this will be a CO white dwarf, for $`M_{\mathrm{c},\mathrm{BAGB}}1.6`$ it will be a ONe white dwarf (Section 6.2.1).
Stars with $`M_{\mathrm{c},\mathrm{BAGB}}>2.25`$ develop non-degenerate CO-cores which grow only slightly before undergoing central carbon burning, rapidly followed by burning of heavier elements. Here, $`M_{\mathrm{c},\mathrm{SN}}`$ is the CO-core mass at which this burning takes place, because the core mass does not grow significantly after C burning. Very quickly, an Fe-core is formed which collapses owing to photo-disintegration, resulting in a supernova explosion. The supernova leaves either a neutron star or, for very massive stars, a black hole (Section 6.2.2). We assume that a black hole forms if $`M_{\mathrm{c},\mathrm{SN}}>7.0`$, corresponding to $`M_{\mathrm{c},\mathrm{BAGB}}>9.52`$.
This means that the lowest mass star to produce a NS has an initial mass $`M_{}`$ in the range $`M_{\mathrm{up}}M_{}M_{\mathrm{ec}}`$ with the actual value of $`M_{}`$ depending greatly on the mass loss rate. Observations would tend to suggest that $`M_{}M_{\mathrm{ec}}`$ (Elson et al. 1998) and indeed we find that with our adopted mass loss rate (Section 7.1) almost all cases of SSE result in WD formation for $`MM_{\mathrm{ec}}`$.
While most stars have their nuclear burning evolution terminated on the TPAGB we must make allowances for cases of enhanced mass loss, e.g. owing to binary evolution processes, that result in termination at an earlier nuclear burning stage. If the star loses its envelope during the HG or GB phases then the star will become either a HeWD (Section 6.2.1), if it has a degenerate core ($`MM_{\mathrm{HeF}}`$), or a zero-age naked He star (Section 6.1). If during CHeB $`M=M_\mathrm{c}`$ then an evolved naked He star is formed with the degree of evolution determined by the amount of central helium already burnt. Thus the age of the new star is taken to be
$$t=\left(\frac{t^{}t_{\mathrm{HeI}}^{}{}_{}{}^{}}{t_{\mathrm{He}}^{}{}_{}{}^{}}\right)t_{\mathrm{HeMS}}$$
(76)
where the primes denote times for the original star and $`t_{\mathrm{HeMS}}`$ is given by eq. (79). When the envelope is lost during the EAGB so that $`M_{\mathrm{c},\mathrm{He}}=M`$, a naked helium giant (Section 6.1) is formed as unburnt helium still remains within $`M_{\mathrm{c},\mathrm{He}}`$ through which the growing $`M_{\mathrm{c},\mathrm{CO}}`$ is eating. The age of the new star will be fixed by using $`M_\mathrm{c}=M_{\mathrm{c},\mathrm{CO}}`$ and $`M=M_{\mathrm{c},\mathrm{He}}`$ in the HeGB $`M_\mathrm{c}`$-$`t`$ relation (see Section 6.1). We note that although naked helium stars are nuclear burning stars, ie. not a final state, we still label them as a remnant stage because they are the result of mass loss. Also, when a WD, NS or BH is formed the age of the star is reset so that the remnant begins its evolution at zero-age to allow for cooling (Section 6.2).
### 6.1 Naked helium stars
The formulae described in this section are based on detailed stellar evolution models for naked helium stars, computed by one of the authors (ORP) with the same code as used for the stellar models described in Section 3. First, a helium ZAMS of homogeneous models in thermal equilibrium was constructed, with composition $`X=0`$, $`Y=0.98`$ and $`Z=0.02`$. Starting from this ZAMS, evolution tracks were computed for masses between 0.32 and 10 $`\mathrm{M}_{}`$ spaced by approximately 0.1 in $`\mathrm{log}M`$. For masses below 2 $`\mathrm{M}_{}`$, the tracks were computed until the end of shell He burning and for $`M>2\mathrm{M}_{}`$, up to or through central carbon burning. These models will be discussed in more detail in a forthcoming paper (Pols 1999, in preparation).
The following analytic formulae provide an accurate fit to the ZAMS luminosity and radius of naked He stars with $`Z=0.02`$:
$$L_{\mathrm{ZHe}}=\frac{\mathrm{15\hspace{0.17em}262}M^{10.25}}{M^9+29.54M^{7.5}+31.18M^6+0.0469},$$
(77)
$$R_{\mathrm{ZHe}}=\frac{0.2391M^{4.6}}{M^4+0.162M^3+0.0065}.$$
(78)
The central He-burning lifetime (He MS) is approximated by
$$t_{\mathrm{HeMS}}=\frac{0.4129+18.81M^4+1.853M^6}{M^{6.5}}.$$
(79)
The behaviour of $`L`$ and $`R`$ during central He burning can be approximated by
$$L_{\mathrm{HeMS}}=L_{\mathrm{ZHe}}(1+0.45\tau +\alpha \tau ^2)$$
(80)
and
$$R_{\mathrm{HeMS}}=R_{\mathrm{ZHe}}(1+\beta \tau \beta \tau ^6).$$
(81)
where $`\tau =t/t_{\mathrm{HeMS}}`$ and $`t`$ is counted from the He ZAMS. $`\alpha `$ and $`\beta `$ are dependent on mass, as follows:
$$\alpha =\mathrm{max}(0,0.850.08M)$$
(82)
and
$$\beta =\mathrm{max}(0,0.40.22\mathrm{log}M).$$
(83)
The evolution after the He MS is dominated by the growth of the degenerate C-O core for low-mass stars, and by evolution up to carbon burning for $`M2`$. Low-mass He stars follow an approximate core mass-luminosity relation (e.g. Jeffery 1988), and we compute their evolution making use of this relation just as we do for GB stars (Section 5.2). For massive He stars, although they do not properly follow such a relation, an ad hoc $`M_\mathrm{c}`$-$`L`$ relation can be used to also describe their evolution. The following formula works for the whole mass range:
$$L_{\mathrm{HeGB}}=\mathrm{MIN}(BM_\mathrm{c}^3,DM_\mathrm{c}^5)$$
(84)
with $`B=4.1\times 10^4`$ and $`D=5.5\times 10^4/(1+0.4M^4)`$. The first term models the ‘real’ $`M_\mathrm{c}`$-$`L`$ relation followed by low-mass He stars, while the second, mass-dependent term mimics the behaviour for high-mass stars. The evolution of $`L`$ and $`M_\mathrm{c}`$ with time is obtained from eq. (84) and the equivalents of eqs. (39-42) with $`A_\mathrm{H}`$ replaced by $`A_{\mathrm{He}}`$ as given by eq. (68), $`t_{\mathrm{BGB}}`$ replaced by $`t_{\mathrm{HeMS}}`$, and $`L_{\mathrm{BGB}}`$ replaced by $`L_{\mathrm{THe}}`$. $`L_{\mathrm{THe}}`$ is the value of $`L`$ at the end of the He MS, i.e. $`L_{\mathrm{HeMS}}`$ given by eq. (80) at $`\tau =1`$. The post-HeMS radius can be approximated by
$$R_{\mathrm{HeGB}}=\mathrm{MIN}(R_1,R_2),$$
(85)
$$R_1=R_{\mathrm{ZHe}}\left(\frac{L}{L_{\mathrm{THe}}}\right)^{0.2}+0.02\left[\mathrm{exp}\left(\frac{L}{\lambda }\right)\mathrm{exp}\left(\frac{L_{\mathrm{THe}}}{\lambda }\right)\right],$$
(86)
$$\lambda =500\frac{2+M^5}{M^{2.5}},$$
(87)
$$R_2=0.08L^{0.75}.$$
(88)
The first term of $`R_1`$ models the modest increase in radius at low mass and/or $`L`$, and the second term the very rapid expansion and redward movement in the HRD for $`M0.8`$ once $`L`$ is large enough. The star is on what we call the naked helium HG (HeHG) if the radius is given by $`R_1`$. The radius $`R_2`$ mimics the Hayashi track for He stars on the giant branch (HeGB). We make the distinction between HeHG and HeGB stars only because the latter have deep convective envelopes and will therefore respond differently to mass loss.
The final stages of evolution are equivalent to those of normal stars, i.e. as discussed in Section 6, but with $`M_{\mathrm{c},\mathrm{BAGB}}`$ replaced by the He-star initial mass $`M`$ in eq. (75) as well as in the discussion that follows it. If $`M<0.7\mathrm{M}_{}`$, the detailed models show that shell He burning stops before the whole envelope is converted into C and O. We mimic this by letting a He star become a CO WD when its core mass reaches the value
$$M_{\mathrm{c},\mathrm{max}}=\mathrm{min}(1.45M0.31,M),$$
(89)
as long as $`M_{\mathrm{c},\mathrm{max}}<M_{\mathrm{c},\mathrm{SN}}`$.
### 6.2 Stellar remnants
#### 6.2.1 White dwarfs
We distinguish between three types of white dwarf, those composed of He (formed by complete envelope loss of a GB star with $`M<M_{\mathrm{HeF}}`$, only expected in binaries), those composed of C and O (formed by envelope loss of a TPAGB star with $`M<M_{\mathrm{up}}`$, see above), and those composed mainly of O and Ne (envelope loss of a TPAGB star with $`M_{\mathrm{up}}MM_{\mathrm{ec}}`$). The only distinction we make between CO and ONe white dwarfs is in the way they react to mass accretion. If $`M_{\mathrm{WD}}+M_{\mathrm{acc}}>M_{\mathrm{Ch}}`$, after accreting an amount of mass $`M_{\mathrm{acc}}`$, then a CO WD explodes without leaving a remnant while an ONe WD leaves a neutron star remnant with mass $`M_{\mathrm{NS}}=1.17+0.09\left(M_{\mathrm{WD}}+M_{\mathrm{acc}}\right)`$ (see later in Section 6.2.2). The Chandrasekhar mass is given by
$$M_{\mathrm{Ch}}\left(\frac{5.8}{\mu _\mathrm{e}^2}\right)\mathrm{M}_{}$$
so it is composition dependent but the mean molecular weight per electron is $`\mu _\mathrm{e}2`$, except for low-mass MS stars in cataclysmic variables, so we use $`M_{\mathrm{Ch}}=1.44`$ at all times.
The luminosity evolution of white dwarfs is modelled using standard cooling theory (Mestel 1952), see Shapiro & Teukolsky (1983, pg. 85):
$$L_{\mathrm{WD}}=\frac{635MZ^{0.4}}{\left[A(t+0.1)\right]^{1.4}},$$
(90)
where $`t`$ is the age since formation and $`A`$ is the effective baryon number for the WD composition. For He WDs we have $`A=4`$ for CO WDs $`A=15`$ and for ONe WDs $`A=17`$. Eqn. (90) is adequate for relatively old WDs. The addition of a constant in the factor $`(t+0.1)`$ mimics the fact that the initial cooling is rather faster than given by Mestel theory, as well as ensuring that it doesn’t start at infinite $`L`$, so that we effectively start the evolution at a cooling age of $`10^5`$ yr. Note that the initial cooling of the WD is modelled by the small-envelope pertubation functions on the TPAGB (see Section 6.3).
The radius of a white dwarf is given by
$$R_{\mathrm{WD}}=\mathrm{max}(R_{\mathrm{NS}},0.0115\sqrt{\left(\frac{M_{\mathrm{Ch}}}{M_{\mathrm{WD}}}\right)^{2/3}\left(\frac{M_{\mathrm{WD}}}{M_{\mathrm{Ch}}}\right)^{2/3}})$$
(91)
as in Tout et al. (1997).
#### 6.2.2 Neutron stars and black holes
When a neutron star or black hole is formed in one of the situations given above, we assume that its gravitational mass is given by
$$M_{\mathrm{NS}}=1.17+0.09M_{\mathrm{c},\mathrm{SN}},$$
(92)
where $`M_{\mathrm{c},\mathrm{SN}}`$ is the mass of the CO-core at the time of supernova explosion. With eq. (75), this leads to a minimum NS mass of 1.3$`\mathrm{M}_{}`$, and the criterion for BH formation $`M_{\mathrm{c},\mathrm{SN}}>7.0`$ gives a maximum NS mass and minimum BH mass of 1.8$`\mathrm{M}_{}`$.
The NS cooling curve is approximated by assuming that photon emission is the dominant energy loss mechanism, which should be true for $`t10^6`$ yrs (see Shapiro & Teukolsky, pg. 330):
$$L_{\mathrm{NS}}=\frac{0.02M^{2/3}}{\left(\mathrm{max}(t,0.1)\right)^2}.$$
(93)
The upper limit is calibrated to give $`T_{\mathrm{eff}}2\times 10^6K`$ which is appropriate for the Crab Pulsar and is set constant for the first $`10^5`$ yrs to reflect the scatter in the observations of $`T_{\mathrm{eff}}`$ for pulsars with an age less than $`10^5`$ yrs. Eqn. (93) also ensures that $`L_{\mathrm{NS}}<L_{\mathrm{WD}}`$ at all times and that neutron stars will cool faster than white dwarfs.
The radius of a NS is simply set to 10 km, i.e. $`R_{\mathrm{NS}}=1.410^5`$.
We take the black hole radius as the Schwarzschild radius
$$R_{\mathrm{BH}}=\frac{2GM_{\mathrm{BH}}}{c^2}=4.2410^6M_{\mathrm{BH}}.$$
(94)
The corresponding luminosity of a BH is approximately given by
$$L_{\mathrm{BH}}=\frac{1.6\times 10^{50}}{M_{\mathrm{BH}}^2}$$
(95)
(Carr & Hawking 1974) which will be negligible except for extremely low mass objects and thus we actually set
$$L_{\mathrm{BH}}=10^{10}$$
(96)
to avoid floating point division by zero.
Note that for all remnants we set $`M_\mathrm{c}=M`$ for convenience.
### 6.3 Small envelope behaviour and hot subdwarfs
In general the equations in Section 5 accurately describe the nuclear burning evolution stages as outlined by our grid of detailed models. However, we also find it necessary to add some pertubation functions which alter the radius and luminosity when the envelope becomes small in mass, in order to achieve a smooth transition in the HRD towards the position of the remnant. Take, for example, the AGB radius where
$$R_{\mathrm{AGB}}M^x$$
so that as $`M`$ decreases due to mass loss from a stellar wind $`R_{\mathrm{AGB}}`$ will increase and the star moves further to the red in the HRD. In actual fact, as the envelope mass ($`M_{\mathrm{env}}`$) gets very small, the star becomes bluer and moves across the HRD to WD temperatures. In the same way we would also expect the luminosity growth rate to decrease until the luminosity levels off at some approximately constant value for small $`M_{\mathrm{env}}`$.
Thus for any nuclear burning evolution stage where there is a well defined core and envelope (i.e. not the MS), we define
$$\mu =\left(\frac{MM_\mathrm{c}}{M}\right)\mathrm{min}(5.0,\mathrm{max}(1.2,\left(\frac{L}{L_0}\right)^\kappa ))$$
(97)
where $`L_0=7.0\times 10^4`$, $`\kappa =0.5`$ for normal giants and
$$\mu =5\left(\frac{M_{\mathrm{c},\mathrm{max}}M_\mathrm{c}}{M_{\mathrm{c},\mathrm{max}}}\right)$$
(98)
for helium giants. Then if $`\mu <1.0`$ we perturb the luminosity and radius using
$`L^{}`$ $`=`$ $`L_\mathrm{c}\left({\displaystyle \frac{L}{L_\mathrm{c}}}\right)^s`$ (99)
$`R^{}`$ $`=`$ $`R_\mathrm{c}\left({\displaystyle \frac{R}{R_\mathrm{c}}}\right)^r`$ (100)
where
$`s`$ $`=`$ $`{\displaystyle \frac{\left(1+b^3\right)\left(\mu /b\right)^3}{1+\left(\mu /b\right)^3}}`$ (101)
$`r`$ $`=`$ $`{\displaystyle \frac{\left(1+c^3\right)\left(\mu /c\right)^3\mu ^{0.1/q}}{1+\left(\mu /c\right)^3}}`$ (102)
with
$`b`$ $`=`$ $`0.002\mathrm{max}(1,{\displaystyle \frac{2.5}{M}})`$ (103)
$`c`$ $`=`$ $`0.006\mathrm{max}(1,{\displaystyle \frac{2.5}{M}})`$ (104)
$`q`$ $`=`$ $`\mathrm{log}_e\left({\displaystyle \frac{R}{R_\mathrm{c}}}\right).`$ (105)
The luminosity and radius of the star are then given by $`L^{}`$ and $`R^{}`$.
In the above formulae, $`L_\mathrm{c}`$ and $`R_\mathrm{c}`$ are the luminosity and radius of the remnant that the star would become if it lost all of its envelope immediately. Thus we set $`M=M_\mathrm{c}`$ in the appropriate remnant formulae. If the star is on the HG or GB then we have, for $`M<M_{\mathrm{HeF}}`$,
$`L_\mathrm{c}=L_{\mathrm{ZHe}}\left(M_\mathrm{c}\right)`$
$`R_\mathrm{c}=R_{\mathrm{ZHe}}\left(M_\mathrm{c}\right)`$
otherwise
$$L_\mathrm{c}=L_{\mathrm{WD}}\left(M_\mathrm{c}\right),\text{ i.e. eq. (}\text{90}\text{) with }A=4\text{ and }t=0\text{,}$$
$$R_\mathrm{c}=R_{\mathrm{WD}}\left(M_\mathrm{c}\right).$$
During CHeB the remnant will be an evolved helium MS star so we use $`M_\mathrm{c}`$ and $`\tau =(tt_{\mathrm{HeI}})/t_{\mathrm{He}}`$ in eqns. (80) and (81) to give $`L_\mathrm{c}`$ and $`R_\mathrm{c}`$ respectively. On the EAGB the remnant will be a helium HG or GB star with $`M=M_{\mathrm{c},\mathrm{He}}`$ so that $`L_\mathrm{c}`$ comes from the HeGB $`M_\mathrm{c}`$-$`L`$ relation with $`M_\mathrm{c}=M_{\mathrm{c},\mathrm{CO}}`$ and $`R_\mathrm{c}`$ from $`R_{\mathrm{HeGB}}=(M_{\mathrm{c},\mathrm{He}},L_\mathrm{c})`$. For the TPAGB, HeHG and HeGB the remnant will most likely be a CO WD so
$$L_\mathrm{c}=L_{\mathrm{WD}}\left(M_\mathrm{c}\right),\text{ i.e. eq. (}\text{90}\text{) with }A=15\text{ and }t=0\text{,}$$
$$R_\mathrm{c}=R_{\mathrm{WD}}\left(M_\mathrm{c}\right).$$
Figure 16 shows how a model incorporating mass loss (using the prescription outlined in Section 7.1) and the small-envelope pertubation functions deviates from a model without either. No difference is evident until the stellar wind becomes appreciable as the star evolves up the AGB. As the envelope mass is reduced the star initially moves to the right of the AGB becoming redder in accordance with eq. (74). Then as the envelope is reduced even further in mass the star moves to the left in the HRD, under the influence of the pertubation functions, becoming bluer as the hot core starts to become visible. Thus we have in effect mimicked the planetary nebulae nucleus phase of evolution which finishes when the star joins up with the white dwarf cooling track (marked by a cross on the figure). The behaviour of the core-mass-luminosity relation for the same models is shown in Fig. 17. Both the helium and the carbon-oxygen cores are shown on the AGB until second dredge-up when the helium core is reduced in mass and the two grow together. It can be seen that after second dredge-up the slope of the relation changes as a result of third dredge-up during the TPAGB phase.
We should note that $`R_\mathrm{c}`$ can be used directly as a fairly accurate estimate of the current core radius of the star except when $`R_\mathrm{c}`$ is given by $`R_{\mathrm{WD}}`$. In that case nuclear burning will be taking place in a thin shell separating the giant core from the envelope so that the core will be a hot subdwarf for which we assume the radius $`R_\mathrm{c}5R_{\mathrm{WD}}\left(M_\mathrm{c}\right)`$. It is also necessary to check that $`R_\mathrm{c}R`$ in all cases.
## 7 Mass loss and rotation
### 7.1 Mass loss
We now describe a particular mass loss prescription which is independent of the previous formulae and fits observations well. On the GB and beyond, we apply mass loss to the envelope according to the formula of Kudritzki & Reimers (1978),
$$\dot{M}_\mathrm{R}=\eta \mathrm{\hspace{0.17em}4}\times 10^{13}\frac{LR}{M}\mathrm{M}_{}\mathrm{yr}^1,$$
(106)
with a value of $`\eta =0.5`$. Our value for $`\eta `$ is within the limits set by observations of Horizontal Branch morphology in Galactic globular clusters (Iben & Renzini 1983) and we don’t include a $`Z`$-dependence in eq. (106) as there is no strong evidence that it is necessary (Iben & Renzini 1983; Carraro et al. 1996). On the AGB, we apply the formulation of Vassiliadis & Wood (1993),
$$\mathrm{log}\dot{M}_{\mathrm{VW}}=11.4+0.0125[P_0100\mathrm{max}(M2.5,0.0)],$$
to give the observed rapid exponential increase in $`\dot{M}`$ with period before the onset of the the superwind phase. The steady superwind phase is then modelled by applying a maximum of $`\dot{M}_{\mathrm{VW}}=1.36\times 10^9L\mathrm{M}_{}\mathrm{yr}^1`$. $`P_0`$ is the Mira pulsation period given by
$$\mathrm{log}P_0=\mathrm{min}(3.3,2.070.9\mathrm{log}M+1.94\mathrm{log}R).$$
For massive stars we model mass loss over the entire HRD using the prescription given by Nieuwenhuijzen & de Jager (1990),
$$\dot{M}_{\mathrm{NJ}}=\left(\frac{Z}{Z_{}}\right)^{1/2}9.6\times 10^{15}R^{0.81}L^{1.24}M^{0.16}\mathrm{M}_{}\mathrm{yr}^1$$
for $`L>4000\mathrm{L}_{}`$, modified by the factor $`Z^{1/2}`$ (Kudritzki et al. 1989).
For small H-envelope mass, $`\mu <1.0`$, we also include a Wolf-Rayet-like mass loss (Hamann, Koesterke & Wessolowski 1995; Hamann & Koesterke 1998) which we have reduced to give
$$\dot{M}_{\mathrm{WR}}=10^{13}L^{1.5}\left(1.0\mu \right)\mathrm{M}_{}\mathrm{yr}^1$$
where $`\mu `$ is given by eqn. (97). The reduction is necessary in order to produce sufficient black holes to match the number observed in binaries.
We than take the mass loss rate as the dominant mechanism at that time
$$\dot{M}=\mathrm{max}(\dot{M}_\mathrm{R},\dot{M}_{\mathrm{VW}},\dot{M}_{\mathrm{NJ}},\dot{M}_{\mathrm{WR}})\mathrm{M}_{}\mathrm{yr}^1.$$
In addition we add a LBV-like mass loss for stars beyond the Humphreys-Davidson limit (Humphreys & Davidson 1994),
$$\dot{M}_{\mathrm{LBV}}=0.1\left(10^5RL^{1/2}\right)^3\left(\frac{L}{6\times 10^5}1.0\right)\mathrm{M}_{}\mathrm{yr}^1,$$
if $`L>6\times 10^5`$ and $`10^5RL^{1/2}>1.0`$, so that $`\dot{M}=\dot{M}+\dot{M}_{\mathrm{LBV}}`$.
For naked helium stars we include the Wolf-Rayet-like mass loss rate to give
$$\dot{M}=\mathrm{max}(\dot{M}_\mathrm{R},\dot{M}_{\mathrm{WR}}\left(\mu =0\right))\mathrm{M}_{}\mathrm{yr}^1.$$
The introduction of mass loss means that we now have two mass variables, the initial mass $`M_0`$ and the current mass $`M_t\left(=M\right)`$. From tests with mass loss on detailed evolution models we found that the luminosity and timescales remain virtually unchanged when mass loss is included, during the GB and beyond, but that the radius behaviour is very sensitive. Thus we use $`M_0`$ in all formulae that involve the calculation of timescales, luminosity or core mass and we use $`M_t`$ in all radius formulae. When a MS star loses mass, which may occur in a stellar wind for massive stars or as a result of mass transfer, it will evolve down along the MS to lower $`L`$ and $`T_{\mathrm{eff}}`$ because of the decrease in central density and temperature. The luminosity responds to changes in mass because the size of the core depends on the mass of the star and therefore $`M_0`$, which is more correctly the effective initial mass, is kept equal to the current mass while the star is on the MS. We must effectively age the star, so that the fraction of MS lifetime remains unchanged, by using
$$t^{}=\frac{t_{\mathrm{MS}}^{}{}_{}{}^{}}{t_{\mathrm{MS}}}t$$
where primes denote quantities after a small amount of mass loss ($`t_{\mathrm{MS}}^{}>t_{\mathrm{MS}}`$ thus $`t^{}>t`$). Even though the star has been aged relative to stars of its new mass, its remaining MS lifetime has been increased. Naked helium main-sequence stars must also be treated in the same way with $`t_{\mathrm{MS}}`$ replaced by $`t_{\mathrm{HeMS}}`$. During the giant phases of evolution the age determines the core mass which will be unaffected by mass changes at the surface, as the core and envelope are effectively decoupled in terms of the stellar structure, so that the age and the initial mass do not need to be altered. HG stars will respond to changes in mass on a thermal timescale and thus, as our detailed models show is necessary, we keep $`M_0=M_t`$ during the HG and the star is aged according to
$$t^{}=t_{\mathrm{MS}}^{}+\frac{\left(t_{\mathrm{BGB}}^{}{}_{}{}^{}t_{\mathrm{MS}}^{}{}_{}{}^{}\right)}{\left(t_{\mathrm{BGB}}t_{\mathrm{MS}}\right)}\left(tt_{\mathrm{MS}}\right)$$
whenever mass is lost. However, as the core mass depends on $`M_0`$, see eqs. (28-30), there exists a limiting value beyond which $`M_0`$ cannot be decreased. To do otherwise would lead to an unphysical decrease in the core mass. Therefore our treatment of mass loss on the HG is a mixture of the way the MS and giant phases are treated which in a sense reflects the transitional nature of the HG phase of evolution.
When a LM star experiences the He-flash and moves to the ZAHB we reset $`M_0=M_t`$, so that $`t=t_{\mathrm{HeI}}\left(M_0\right)`$ as it is now a new star with no knowledge of its history. We also reset $`M_0=M_t`$ when naked helium star evolution is begun.
#### 7.1.1 The white dwarf initial–final mass relation
If a star is to evolve to become a WD the minimum mass possible for the WD is the core mass at the start of the TPAGB. Thus an accurate empirical relation between white dwarf masses and the initial mass of their progenitors provides an important calibration of the mass loss required on the AGB. This helps to constrain $`\eta `$ in eq. (106) which, for now, is basically a free parameter. The commonly used method to obtain the initial–final mass relation (IFMR) for white dwarfs is to use WDs that are members of clusters with known ages. Their radii, masses and cooling times can be obtained spectroscopically so that by subtracting the cooling time from the cluster age the time spent by the progenitor from the ZAMS to the AGB can be estimated. The initial progenitor mass, $`M_i`$, must then be derived using appropriate stellar models so that this a semi-empirical method for defining the IFMR. Using data from WDs in galactic open clusters Weidemann (1987) derived such a semi-empirical IFMR as shown in Fig. 18. As Jeffries (1997) rightly points out, an IFMR derived by this method will be sensitive to the amount of core overshooting included in the stellar evolution models. The effect of increased overshooting is to decrease the derived cluster age, thus increasing the progenitor lifetime and decreasing $`M_i`$. The IFMR will also be sensitive to changes in metallicity.
Jeffries (1997) presents initial and final masses for 4 WDs found in the young open cluster NGC 2516 which has a metallicity of $`Z0.009`$. The initial progenitor masses are derived from the stellar models of Schaerer et al. (1993) with $`Z=0.008`$ and moderate core overshooting. We show the data points for these 4 WDs in Fig. 18 as well as the IFMR given by our formulae for $`Z=0.02`$ and $`Z=0.004`$ (the IFMR for $`Z=0.009`$ will lie between these two), and the corresponding core mass at the start of the TPAGB. As the TPAGB core mass is the minimum possible mass for the WD it is clear that our formulae are in disagreement with the semi-empirical IFMR of Weidemann (1987). Jeffries (1997) was in similar disagreement with the semi-empirical IFMR. However the IFMRs from our formulae are in good agreement with the NGC 2516 data, taking the associated errors of the data points into account. Thus there is no contradiction with the mass loss prescription used for the formulae however, we note that an empirical IFMR is required before concrete conclusions can be drawn.
### 7.2 Rotation
As we plan to use the evolution routines for single stars in binary star applications it is desirable to follow the evolution of the stars’ angular momentum. To do this we must start each star with some realistic spin on the ZAMS. A reasonable fit to the $`\overline{v}_{\mathrm{rot}}`$ MS data of Lang (1992) is given by
$$\overline{v}_{\mathrm{rot}}\left(M\right)=\frac{330M^{3.3}}{15.0+M^{3.45}}\mathrm{km}\mathrm{s}^1$$
(107)
so that
$$\mathrm{\Omega }=45.35\frac{\overline{v}_{\mathrm{rot}}}{R_{\mathrm{ZAMS}}}\mathrm{yr}^1.$$
(108)
The angular momentum is then given by
$$J_{\mathrm{spin}}=I\mathrm{\Omega }=kMR^2\mathrm{\Omega }$$
where the constant $`k`$ depends on the internal structure, e.g. $`k=2/5`$ for a solid sphere and $`k=2/3`$ for a spherical shell. In actual fact we find the angular momentum by splitting the star into two parts, consisting of the core and the envelope, so that
$$J_{\mathrm{spin}}=\left(k_2\left(MM_\mathrm{c}\right)R^2+k_3M_\mathrm{c}R_{\mathrm{c}}^{}{}_{}{}^{2}\right)\mathrm{\Omega }$$
(109)
where $`k_2=0.1`$, based on detailed giant models which reveal $`k=0.1M_{\mathrm{env}}/M`$, and $`k_3=0.21`$ for an $`n=3/2`$ polytrope such as a WD, NS or dense convective core. This works well for post-MS stars which have developed a dense core whose rotation is likely to have decoupled from the envelope while also representing the near uniform rotation of homogenous MS stars which have $`M_\mathrm{c}=0.0`$. When the star loses mass in a stellar wind the wind will carry off angular momentum from the star at a rate given by
$$\dot{J}=k\dot{M}h$$
where $`h=R^2\mathrm{\Omega }`$. Thus
$$J_{\mathrm{spin}}=J_{\mathrm{spin}}\frac{2}{3}\mathrm{\Delta }MR^2\mathrm{\Omega }$$
(110)
when the star loses an amount of mass $`\mathrm{\Delta }M`$, where we take $`k=2/3`$ as we assume that all the mass is lost uniformly at the surface of the star, ie. from a spherical shell.
We also include magnetic braking for stars that have appreciable convective envelopes where
$$\dot{J}_{\mathrm{mb}}=5.83\times 10^{16}\frac{M_{\mathrm{env}}}{M}\left(R\mathrm{\Omega }\right)^3\mathrm{M}_{}\mathrm{R}_{}^2\mathrm{yr}^2,$$
(111)
with $`\mathrm{\Omega }`$ in units of years. However, following Rappaport et al. (1983), we don’t allow magnetic braking for fully convective stars, $`M<0.35`$.
For most stars $`M_{\mathrm{env}}`$ is simply given by $`MM_\mathrm{c}`$ however the case is slightly more complicated for MS and HG stars. Our detailed models show that MS stars are fully convective for $`M<0.35`$ so that $`M_{\mathrm{env},0}=M`$ and that MS stars with $`M>1.25`$ have little or no convective envelope so that $`M_{\mathrm{env},0}=0.0`$, independent of $`Z`$. In between we take
$$M_{\mathrm{env},0}=0.35\left(\frac{1.25M}{0.9}\right)^20.35M1.25.$$
The convective envelope, if it is present, will diminish as the star evolves across the MS so we take
$$M_{\mathrm{env}}=M_{\mathrm{env},0}\left(1.0\tau \right)^{1/4},$$
where
$$\tau =\frac{t}{t_{\mathrm{MS}}}$$
and $`M_{\mathrm{env},0}`$ is effectively the ZAMS value. On the HG we assume that the convective core gradually establishes itself so that
$$M_{\mathrm{env}}=\tau \left(MM_\mathrm{c}\right)$$
where
$$\tau =\frac{tt_{\mathrm{MS}}}{t_{\mathrm{BGB}}t_{\mathrm{MS}}}.$$
## 8 Discussion
The possible paths of evolution through the various phases described in the preceeding sections are illustrated in Fig. 19. In Fig. 20 we show the distribution of remnant masses and types, as a function of initial stellar mass, for Population I and II stars as given by the rapid evolution code. The distribution approximates what we would see if a population of single stars were to be evolved to the current age of the Galaxy. The variation in behaviour produced by a change in metallicity should once again be noted. These variations are due to changes in the evolution rates as a function of initial mass, brought about by changes in the composition. The initial mass above which stars will become black holes rather than neutron stars is not well constrained which is why we use the maximum AGB core mass in the formulae to decide the outcome, corresponding to a transition at $`M_030\mathrm{M}_{}`$ (varying with metallicity). It can also be seen from Fig. 20 that, above this mass, a small pocket of neutron star formation occurs in what would normally be assumed to be a region of black hole formation on the diagram. This behaviour corresponds to a massive star losing its envelope on the HG so that the star enters the naked helium MS phase, where the mass loss rate increases, causing a reduction in $`M_0`$. As a result a lower value than otherwise expected for $`M_{\mathrm{NS}}`$ is given by eq. (92) when the naked helium evolution ends.
The formulae described in this paper are available in convenient subroutine form as a SSE package, which we also term ‘the rapid evolution code’, that contains:
The main routine which, amongst other things, initialises the star, chooses the timesteps and implements mass loss.
Subroutine which sets all the constants of the formulae which depend on metallicity so that there is no $`Z`$ dependence elsewhere. This needs to be called each time $`Z`$ is changed.
Subroutine which derives the landmark timescales and luminosities that divide the various evolution stages. It also calculates $`t_\mathrm{N}`$ which is an estimate of the end of the nuclear evolution, ie. when $`M_\mathrm{c}=\mathrm{min}(M_t,M_{\mathrm{c},\mathrm{SN}})`$, assuming no further mass loss.
Subroutine to decide which evolution stage the star is currently at and then to calculate the appropriate $`L`$, $`R`$ and $`M_\mathrm{c}`$.
Contains all the detailed evolution formulae as functions.
derives the mass loss as a function of evolution stage and the current stellar properties.
In the absence of mass loss STAR is only required at the beginning of the evolution and then HRDIAG can be called at any age to return the correct stellar quantities. When mass loss is included, HRDIAG must be called often enough that only a small amount of mass is lost during each timestep. STAR also needs to be called often as some timescales need to be reset after changes of type, e.g. start of the HeMS, as do some luminosities, e.g. $`L_{\mathrm{ZAHB}}`$ depends on the envelope mass at the He-flash.
The following timesteps, $`\delta t_k`$, are assigned according to the stellar type, $`k`$:
$$\delta t_k=\{\begin{array}{cc}\frac{1}{100}t_{\mathrm{MS}}\hfill & k=0,1\hfill \\ \frac{1}{20}\left(t_{\mathrm{BGB}}t_{\mathrm{MS}}\right)\hfill & k=2\hfill \\ \frac{1}{50}\left(t_{\mathrm{inf},1}t\right)\hfill & k=3tt_x\hfill \\ \frac{1}{50}\left(t_{\mathrm{inf},2}t\right)\hfill & k=3t>t_x\hfill \\ \frac{1}{50}t_{\mathrm{He}}\hfill & k=4\hfill \\ \frac{1}{50}\left(t_{\mathrm{inf},1}t\right)\hfill & k=5,6tt_x\hfill \\ \frac{1}{50}\left(t_{\mathrm{inf},2}t\right)\hfill & k=5,6t>t_x\hfill \\ \frac{1}{20}t_{\mathrm{HeMS}}\hfill & k=7\hfill \\ \frac{1}{50}\left(t_{\mathrm{inf},1}t\right)\hfill & k=8,9tt_x\hfill \\ \frac{1}{50}\left(t_{\mathrm{inf},2}t\right)\hfill & k=8,9t>t_x\hfill \\ \mathrm{max}(0.1,10.0t)\hfill & k10\hfill \end{array}.$$
In addition we impose a maximum TPAGB timestep of $`5\times 10^3`$ Myr so that important contributions from the small-envelope pertubation functions are not missed. We also calculate $`\delta t_e`$, the time to the next change of stellar type (e.g. $`\delta t_e=t_{\mathrm{MS}}t`$ for $`k`$ = 0,1), and $`\delta t_\mathrm{N}`$ which is the current remaining nuclear lifetime of the star (i.e. $`\delta t_\mathrm{N}=t_\mathrm{N}t`$ assuming that the star is in a nuclear burning stage, otherwise $`t_\mathrm{N}`$ is set to some large dummy value). If necessary we limit the timestep such that mass loss will be less than 1% over the timestep,
$$\delta t_{\mathrm{ml}}=0.01\frac{M}{\dot{M}},$$
and we also limit the timestep so that the radius will not change by more than 10%,
$$\delta t_R=0.1\frac{R}{|\dot{R}|}.$$
Therefore the timestep is given by
$$\delta t=\mathrm{min}(\delta t_k,\delta t_e,\delta t_\mathrm{N},\delta t_{\mathrm{ml}},\delta t_R).$$
(112)
In some cases the choice of timesteps is purely for aesthetic purposes so the size could easily be increased with no loss of accuracy if extra speed is required, such as for evolving large stellar populations. For example, the MS can be safely done in one timestep but then, for an individual star, the hook feature would not appear on a HRD plotted from the resulting output.
Using the SSE package we can evolve 10000 stars up to the age of the Galaxy in approximately $`100`$s of cpu time on a Sun SparcUltra10 workstation (containing a 300 MHz processor). Thus a million stars can be evolved in roughly the time taken to compute one detailed model track. This speed coupled with the accuracy of the formulae make the SSE package ideal for any project that requires information derived from the evolution of a large number of stars. However, the formulae do not render the model grid of Pols et al. (1998) redundant as it contains a wealth of information detailing the interior structure of each star, information that the formulae simply cannot provide. In actual fact the two approaches complement one another.
The evolution formulae described in this paper have been incorporated into a rapid binary evolution algorithm so that we can conduct population synthesis involving single stars and binaries. The SSE subroutines have also been added to an $`N`$-body code for the simulation of cluster populations. In the future we plan to make $`\delta _{\mathrm{ov}}`$ a free parameter as a variable amount of convective overshooting may be preferable, especially in the mass range of $`1.0`$ to $`2.0\mathrm{M}_{}`$. Formulae that describe surface element abundances will also be added so that the rapid evolution code can be used for nucleosynthesis calculations.
To obtain a copy of the SSE package described in this paper send a request to the authors who will provide the fortran subroutines by ftp.
## ACKNOWLEDGMENTS
JRH thanks Trinity College and the Cambridge Commonwealth Trust for their kind support. CAT is very grateful to PPARC for support from an advanced fellowship. ORP thanks the Institute of Astronomy, Cambridge for supporting a number of visits undertaken during this work. We would like to thank Peter Eggleton for many helpful suggestions and Sverre Aarseth for useful comments.
## APPENDIX
The $`Z`$ dependence of the coefficients $`a_n`$ and $`b_n`$ is given here. Unless otherwise stated
$$a_n=\alpha +\beta \zeta +\gamma \zeta ^2+\eta \zeta ^3+\mu \zeta ^4,$$
and similarly for $`b_n`$, where
$$\zeta =\mathrm{log}(Z/0.02).$$
The variables
$$\sigma =\mathrm{log}(Z)$$
and
$$\rho =\zeta +1.0$$
are also used.
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ | $`\mu `$ |
| --- | --- | --- | --- | --- | --- |
| $`a_1`$ | 1.593890(+3) | 2.053038(+3) | 1.231226(+3) | 2.327785(+2) | |
| $`a_2`$ | 2.706708(+3) | 1.483131(+3) | 5.772723(+2) | 7.411230(+1) | |
| $`a_3`$ | 1.466143(+2) | -1.048442(+2) | -6.795374(+1) | -1.391127(+1) | |
| $`a_4`$ | 4.141960(-2) | 4.564888(-2) | 2.958542(-2) | 5.571483(-3) | |
| $`a_5`$ | 3.426349(-1) | | | | |
| $`a_6`$ | 1.949814(+1) | 1.758178(+0) | -6.008212(+0) | -4.470533(+0) | |
| $`a_7`$ | 4.903830(+0) | | | | |
| $`a_8`$ | 5.212154(-2) | 3.166411(-2) | -2.750074(-3) | -2.271549(-3) | |
| $`a_9`$ | 1.312179(+0) | -3.294936(-1) | 9.231860(-2) | 2.610989(-2) | |
| $`a_{10}`$ | 8.073972(-1) | | | | |
| $`a_{11}^{}`$ | 1.031538(+0) | -2.434480(-1) | 7.732821(+0) | 6.460705(+0) | 1.374484(+0) |
| $`a_{12}^{}`$ | 1.043715(+0) | -1.577474(+0) | -5.168234(+0) | -5.596506(+0) | -1.299394(+0) |
| $`a_{13}`$ | 7.859573(+2) | -8.542048(+0) | -2.642511(+1) | -9.585707(+0) | |
| $`a_{14}`$ | 3.858911(+3) | 2.459681(+3) | -7.630093(+1) | -3.486057(+2) | -4.861703(+1) |
| $`a_{15}`$ | 2.888720(+2) | 2.952979(+2) | 1.850341(+2) | 3.797254(+1) | |
| $`a_{16}`$ | 7.196580(+0) | 5.613746(-1) | 3.805871(-1) | 8.398728(-2) | |
$$\begin{array}{c}a_{11}=a_{11}^{}a_{14}\hfill \\ a_{12}=a_{12}^{}a_{14}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ | $`\mu `$ |
| --- | --- | --- | --- | --- | --- |
| $`a_{18}^{}`$ | 2.187715(-1) | -2.154437(+0) | -3.768678(+0) | -1.975518(+0) | -3.021475(-1) |
| $`a_{19}^{}`$ | 1.466440(+0) | 1.839725(+0) | 6.442199(+0) | 4.023635(+0) | 6.957529(-1) |
| $`a_{20}`$ | 2.652091(+1) | 8.178458(+1) | 1.156058(+2) | 7.633811(+1) | 1.950698(+1) |
| $`a_{21}`$ | 1.472103(+0) | -2.947609(+0) | -3.312828(+0) | -9.945065(-1) | |
| $`a_{22}`$ | 3.071048(+0) | -5.679941(+0) | -9.745523(+0) | -3.594543(+0) | |
| $`a_{23}`$ | 2.617890(+0) | 1.019135(+0) | -3.292551(-2) | -7.445123(-2) | |
| $`a_{24}`$ | 1.075567(-2) | 1.773287(-2) | 9.610479(-3) | 1.732469(-3) | |
| $`a_{25}`$ | 1.476246(+0) | 1.899331(+0) | 1.195010(+0) | 3.035051(-1) | |
| $`a_{26}`$ | 5.502535(+0) | -6.601663(-2) | 9.968707(-2) | 3.599801(-2) | |
$$\begin{array}{c}\mathrm{log}a_{17}=\mathrm{max}(0.0970.1072\left(\sigma +3\right),\mathrm{max}(0.097,\mathrm{min}(0.1461,0.1461+0.1237\left(\sigma +2\right))))\hfill \\ a_{18}=a_{18}^{}a_{20}\hfill \\ a_{19}=a_{19}^{}a_{20}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`a_{27}`$ | 9.511033(+1) | 6.819618(+1) | -1.045625(+1) | -1.474939(+1) |
| $`a_{28}`$ | 3.113458(+1) | 1.012033(+1) | -4.650511(+0) | -2.463185(+0) |
| $`a_{29}^{}`$ | 1.413057(+0) | 4.578814(-1) | -6.850581(-2) | -5.588658(-2) |
| $`a_{30}`$ | 3.910862(+1) | 5.196646(+1) | 2.264970(+1) | 2.873680(+0) |
| $`a_{31}`$ | 4.597479(+0) | -2.855179(-1) | 2.709724(-1) | |
| $`a_{32}`$ | 6.682518(+0) | 2.827718(-1) | -7.294429(-2) | |
$$\begin{array}{c}a_{29}=a_{29}^{}{}_{}{}^{a_{32}}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`a_{34}`$ | 1.910302(-1) | 1.158624(-1) | 3.348990(-2) | 2.599706(-3) |
| $`a_{35}`$ | 3.931056(-1) | 7.277637(-2) | -1.366593(-1) | -4.508946(-2) |
| $`a_{36}`$ | 3.267776(-1) | 1.204424(-1) | 9.988332(-2) | 2.455361(-2) |
| $`a_{37}`$ | 5.990212(-1) | 5.570264(-2) | 6.207626(-2) | 1.777283(-2) |
$$\begin{array}{c}a_{33}=\mathrm{min}(1.4,1.5135+0.3769\zeta )\hfill \\ a_{33}=\mathrm{max}(0.63550.4192\zeta ,\mathrm{max}(1.25,a_{33}))\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`a_{38}`$ | 7.330122(-1) | 5.192827(-1) | 2.316416(-1) | 8.346941(-3) |
| $`a_{39}`$ | 1.172768(+0) | -1.209262(-1) | -1.193023(-1) | -2.859837(-2) |
| $`a_{40}`$ | 3.982622(-1) | -2.296279(-1) | -2.262539(-1) | -5.219837(-2) |
| $`a_{41}`$ | 3.571038(+0) | -2.223625(-2) | -2.611794(-2) | -6.359648(-3) |
| $`a_{42}`$ | 1.9848(+0) | 1.1386(+0) | 3.5640(-1) | |
| $`a_{43}`$ | 6.300(-2) | 4.810(-2) | 9.840(-3) | |
| $`a_{44}`$ | 1.200(+0) | 2.450(+0) | | |
$$\begin{array}{c}a_{42}=\mathrm{min}(1.25,\mathrm{max}(1.1,a_{42}))\hfill \\ a_{44}=\mathrm{min}(1.3,\mathrm{max}(0.45,a_{44}))\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`a_{45}`$ | 2.321400(-1) | 1.828075(-3) | -2.232007(-2) | -3.378734(-3) |
| $`a_{46}`$ | 1.163659(-2) | 3.427682(-3) | 1.421393(-3) | -3.710666(-3) |
| $`a_{47}`$ | 1.048020(-2) | -1.231921(-2) | -1.686860(-2) | -4.234354(-3) |
| $`a_{48}`$ | 1.555590(+0) | -3.223927(-1) | -5.197429(-1) | -1.066441(-1) |
| $`a_{49}`$ | 9.7700(-2) | -2.3100(-1) | -7.5300(-2) | |
| $`a_{50}`$ | 2.4000(-1) | 1.8000(-1) | 5.9500(-1) | |
| $`a_{51}`$ | 3.3000(-1) | 1.3200(-1) | 2.1800(-1) | |
| $`a_{52}`$ | 1.1064(+0) | 4.1500(-1) | 1.8000(-1) | |
| $`a_{53}`$ | 1.1900(+0) | 3.7700(-1) | 1.7600(-1) | |
$$\begin{array}{c}a_{49}=\mathrm{max}(a_{49},0.145)\hfill \\ a_{50}=\mathrm{min}(a_{50},0.306+0.053\zeta )\hfill \\ a_{51}=\mathrm{min}(a_{51},0.3625+0.062\zeta )\hfill \\ a_{52}=\mathrm{max}(a_{52},0.9)\hfill \\ a_{52}=\mathrm{min}(a_{52},1.0)\mathrm{for}Z>0.01\hfill \\ a_{53}=\mathrm{max}(a_{53},1.0)\hfill \\ a_{53}=\mathrm{min}(a_{53},1.1)\mathrm{for}Z>0.01\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ | $`\mu `$ |
| --- | --- | --- | --- | --- | --- |
| $`a_{54}`$ | 3.855707(-1) | -6.104166(-1) | 5.676742(+0) | 1.060894(+1) | 5.284014(+0) |
| $`a_{55}`$ | 3.579064(-1) | -6.442936(-1) | 5.494644(+0) | 1.054952(+1) | 5.280991(+0) |
| $`a_{56}`$ | 9.587587(-1) | 8.777464(-1) | 2.017321(-1) | | |
| $`a_{57}`$ | 1.5135(+0) | 3.7690(-1) | | | |
$$\begin{array}{c}a_{57}=\mathrm{min}(1.4,a_{57})\hfill \\ a_{57}=\mathrm{max}(0.63550.4192\zeta ,\mathrm{max}(1.25,a_{57}))\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ | $`\mu `$ |
| --- | --- | --- | --- | --- | --- |
| $`a_{58}`$ | 4.907546(-1) | -1.683928(-1) | -3.108742(-1) | -7.202918(-2) | |
| $`a_{59}`$ | 4.537070(+0) | -4.465455(+0) | -1.612690(+0) | -1.623246(+0) | |
| $`a_{60}`$ | 1.796220(+0) | 2.814020(-1) | 1.423325(+0) | 3.421036(-1) | |
| $`a_{61}`$ | 2.256216(+0) | 3.773400(-1) | 1.537867(+0) | 4.396373(-1) | |
| $`a_{62}`$ | 8.4300(-2) | -4.7500(-2) | -3.5200(-2) | | |
| $`a_{63}`$ | 7.3600(-2) | 7.4900(-2) | 4.4260(-2) | | |
| $`a_{64}`$ | 1.3600(-1) | 3.5200(-2) | | | |
| $`a_{65}`$ | 1.564231(-3) | 1.653042(-3) | -4.439786(-3) | -4.951011(-3) | -1.216530d-03 |
| $`a_{66}`$ | 1.4770(+0) | 2.9600(-1) | | | |
| $`a_{67}`$ | 5.210157(+0) | -4.143695(+0) | -2.120870(+0) | | |
| $`a_{68}`$ | 1.1160(+0) | 1.6600(-1) | | | |
$$\begin{array}{c}a_{62}=\mathrm{max}(0.065,a_{62})\hfill \\ a_{63}=\mathrm{min}(0.055,a_{63})\mathrm{for}Z<0.004\hfill \\ a_{64}=\mathrm{max}(0.091,\mathrm{min}(0.121,a_{64}))\hfill \\ a_{66}=\mathrm{max}(a_{66},\mathrm{min}(1.6,0.3081.046\zeta ))\hfill \\ a_{66}=\mathrm{max}(0.8,\mathrm{min}(0.82.0\zeta ,a_{66}))\hfill \\ a_{68}=\mathrm{max}(0.9,\mathrm{min}(a_{68},1.0))\hfill \\ a_{64}=B=\alpha _R\left(M=a_{66}\right)\mathrm{for}a_{68}>a_{66}\hfill \\ a_{68}=\mathrm{min}(a_{68},a_{66})\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`a_{69}`$ | 1.071489(+0) | -1.164852(-1) | -8.623831(-2) | -1.582349(-2) |
| $`a_{70}`$ | 7.108492(-1) | 7.935927(-1) | 3.926983(-1) | 3.622146(-2) |
| $`a_{71}`$ | 3.478514(+0) | -2.585474(-2) | -1.512955(-2) | -2.833691(-3) |
| $`a_{72}`$ | 9.132108(-1) | -1.653695(-1) | | 3.636784(-2) |
| $`a_{73}`$ | 3.969331(-3) | 4.539076(-3) | 1.720906(-3) | 1.897857(-4) |
| $`a_{74}`$ | 1.600(+0) | 7.640(-1) | 3.322(-1) | |
$$\begin{array}{c}a_{72}=\mathrm{max}(a_{72},0.95)\mathrm{for}Z>0.01\hfill \\ a_{74}=\mathrm{max}(1.4,\mathrm{min}(a_{74},1.6))\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`a_{75}`$ | 8.109(-1) | -6.282(-1) | | |
| $`a_{76}`$ | 1.192334(-2) | 1.083057(-2) | 1.230969(+0) | 1.551656(+0) |
| $`a_{77}`$ | -1.668868(-1) | 5.818123(-1) | -1.105027(+1) | -1.668070(+1) |
| $`a_{78}`$ | 7.615495(-1) | 1.068243(-1) | -2.011333(-1) | -9.371415(-2) |
| $`a_{79}`$ | 9.409838(+0) | 1.522928(+0) | | |
| $`a_{80}`$ | -2.7110(-1) | -5.7560(-1) | -8.3800(-2) | |
| $`a_{81}`$ | 2.4930(+0) | 1.1475(+0) | | |
$$\begin{array}{c}a_{75}=\mathrm{max}(1.0,\mathrm{min}(a_{75},1.27))\hfill \\ a_{75}=\mathrm{max}(a_{75},0.63550.4192\zeta )\hfill \\ a_{76}=\mathrm{max}(a_{76},0.10155640.2161264\zeta 0.05182516\zeta ^2)\hfill \\ a_{77}=\mathrm{max}(0.38687760.5457078\zeta 0.1463472\zeta ^2,\mathrm{min}(0.0,a_{77}))\hfill \\ a_{78}=\mathrm{max}(0.0,\mathrm{min}(a_{78},7.454+9.046\zeta ))\hfill \\ a_{79}=\mathrm{min}(a_{79},\mathrm{max}(2.0,13.318.6\zeta ))\hfill \\ a_{80}=\mathrm{max}(0.0585542,a_{80})\hfill \\ a_{81}=\mathrm{min}(1.5,\mathrm{max}(0.4,a_{81}))\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ | $`\mu `$ |
| --- | --- | --- | --- | --- | --- |
| $`b_1`$ | 3.9700(-1) | 2.8826(-1) | 5.2930(-1) | | |
| $`b_4`$ | 9.960283(-1) | 8.164393(-1) | 2.383830(+0) | 2.223436(+0) | 8.638115(-1) |
| $`b_5`$ | 2.561062(-1) | 7.072646(-2) | -5.444596(-2) | -5.798167(-2) | -1.349129(-2) |
| $`b_6`$ | 1.157338(+0) | 1.467883(+0) | 4.299661(+0) | 3.130500(+0) | 6.992080(-1) |
| $`b_7`$ | 4.022765(-1) | 3.050010(-1) | 9.962137(-1) | 7.914079(-1) | 1.728098(-1) |
$$\begin{array}{c}b_1=\mathrm{min}(0.54,b_1)\hfill \\ b_2=10^{4.67390.9394\sigma }\hfill \\ b_2=\mathrm{min}(\mathrm{max}(b_2,0.04167+55.67Z),0.47719329.21Z^{2.94})\hfill \\ b_3^{}=\mathrm{max}(0.1451,2.27941.5175\sigma 0.254\sigma ^2)\hfill \\ b_3=10^{b_3^{}}\hfill \\ b_3=\mathrm{max}(b_3,0.7307+14265.1Z^{3.395})\mathrm{for}Z>0.004\hfill \\ b_4=b_4+0.1231572\zeta ^5\hfill \\ b_6=b_6+0.01640687\zeta ^5\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ |
| --- | --- | --- | --- |
| $`b_9`$ | 2.751631(+3) | 3.557098(+2) | |
| $`b_{10}`$ | -3.820831(-2) | 5.872664(-2) | |
| $`b_{11}^{}`$ | 1.071738(+2) | -8.970339(+1) | -3.949739(+1) |
| $`b_{12}`$ | 7.348793(+2) | -1.531020(+2) | -3.793700(+1) |
| $`b_{13}^{}`$ | 9.219293(+0) | -2.005865(+0) | -5.561309(-1) |
$$\begin{array}{c}b_{11}=b_{11}^{}{}_{}{}^{2}\hfill \\ b_{13}=b_{13}^{}{}_{}{}^{2}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ |
| --- | --- | --- | --- |
| $`b_{14}^{}`$ | 2.917412(+0) | 1.575290(+0) | 5.751814(-1) |
| $`b_{15}`$ | 3.629118(+0) | -9.112722(-1) | 1.042291(+0) |
| $`b_{16}^{}`$ | 4.916389(+0) | 2.862149(+0) | 7.844850(-1) |
$$\begin{array}{c}b_{14}=b_{14}^{}{}_{}{}^{b_{15}}\hfill \\ b_{16}=b_{16}^{}{}_{}{}^{b_{15}}\hfill \\ b_{17}=1.0\hfill \\ b_{17}=1.00.3880523\left(\zeta +1.0\right)^{2.862149}\mathrm{for}\zeta >1.0\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`b_{18}`$ | 5.496045(+1) | -1.289968(+1) | 6.385758(+0) | |
| $`b_{19}`$ | 1.832694(+0) | -5.766608(-2) | 5.696128(-2) | |
| $`b_{20}`$ | 1.211104(+2) | | | |
| $`b_{21}`$ | 2.214088(+2) | 2.187113(+2) | 1.170177(+1) | -2.635340(+1) |
| $`b_{22}`$ | 2.063983(+0) | 7.363827(-1) | 2.654323(-1) | -6.140719(-2) |
| $`b_{23}`$ | 2.003160(+0) | 9.388871(-1) | 9.656450(-1) | 2.362266(-1) |
| $`b_{24}^{}`$ | 1.609901(+1) | 7.391573(+0) | 2.277010(+1) | 8.334227(+0) |
| $`b_{25}`$ | 1.747500(-1) | 6.271202(-2) | -2.324229(-2) | -1.844559(-2) |
| $`b_{27}^{}`$ | 2.752869(+0) | 2.729201(-2) | 4.996927(-1) | 2.496551(-1) |
| $`b_{28}`$ | 3.518506(+0) | 1.112440(+0) | -4.556216(-1) | -2.179426(-1) |
$$\begin{array}{c}b_{24}=b_{24}^{}{}_{}{}^{b_{28}}\hfill \\ b_{26}=5.00.09138012Z^{0.3671407}\hfill \\ b_{27}=b_{27}^{}{}_{}{}^{2b_{28}}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`b_{29}`$ | 1.626062(+2) | -1.168838(+1) | -5.498343(+0) | |
| $`b_{30}`$ | 3.336833(-1) | -1.458043(-1) | -2.011751(-2) | |
| $`b_{31}^{}`$ | 7.425137(+1) | 1.790236(+1) | 3.033910(+1) | 1.018259(+1) |
| $`b_{32}`$ | 9.268325(+2) | -9.739859(+1) | -7.702152(+1) | -3.158268(+1) |
| $`b_{33}`$ | 2.474401(+0) | 3.892972(-1) | | |
| $`b_{34}^{}`$ | 1.127018(+1) | 1.622158(+0) | -1.443664(+0) | -9.474699(-1) |
$$\begin{array}{c}b_{31}=b_{31}^{}{}_{}{}^{b_{33}}\hfill \\ b_{34}=b_{34}^{}{}_{}{}^{b_{33}}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`b_{36}^{}`$ | 1.445216(-1) | -6.180219(-2) | 3.093878(-2) | 1.567090(-2) |
| $`b_{37}^{}`$ | 1.304129(+0) | 1.395919(-1) | 4.142455(-3) | -9.732503(-3) |
| $`b_{38}^{}`$ | 5.114149(-1) | -1.160850(-2) | | |
$$\begin{array}{c}b_{36}=b_{36}^{}{}_{}{}^{4}\hfill \\ b_{37}=4.0b_{37}^{}\hfill \\ b_{38}=b_{38}^{}{}_{}{}^{4}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`b_{39}`$ | 1.314955(+2) | 2.009258(+1) | -5.143082(-1) | -1.379140(+0) |
| $`b_{40}`$ | 1.823973(+1) | -3.074559(+0) | -4.307878(+0) | |
| $`b_{41}^{}`$ | 2.327037(+0) | 2.403445(+0) | 1.208407(+0) | 2.087263(-1) |
| $`b_{42}`$ | 1.997378(+0) | -8.126205(-1) | | |
| $`b_{43}`$ | 1.079113(-1) | 1.762409(-2) | 1.096601(-2) | 3.058818(-3) |
| $`b_{44}^{}`$ | 2.327409(+0) | 6.901582(-1) | -2.158431(-1) | -1.084117(-1) |
$$\begin{array}{c}b_{40}=\mathrm{max}(b_{40},1.0)\hfill \\ b_{41}=b_{41}^{}{}_{}{}^{b_{42}}\hfill \\ b_{44}=b_{44}^{}{}_{}{}^{5}\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ |
| --- | --- | --- | --- | --- |
| $`b_{46}`$ | 2.214315(+0) | -1.975747(+0) | | |
| $`b_{48}`$ | 5.072525(+0) | 1.146189(+1) | 6.961724(+0) | 1.316965(+0) |
| $`b_{49}`$ | 5.139740(+0) | | | |
$$\begin{array}{c}b_{45}=1.0\left(2.47162\rho 5.401682\rho ^2+3.247361\rho ^3\right)\hfill \\ b_{45}=1.0\mathrm{for}\rho 0.0\hfill \\ b_{46}=1.0b_{46}\mathrm{log}\left(\frac{M_{\mathrm{HeF}}}{M_{\mathrm{FGB}}}\right)\hfill \\ b_{47}=1.127733\rho +0.2344416\rho ^20.3793726\rho ^3\hfill \end{array}$$
| | $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`\eta `$ | $`\mu `$ |
| --- | --- | --- | --- | --- | --- |
| $`b_{51}^{}`$ | 1.125124(+0) | 1.306486(+0) | 3.622359(+0) | 2.601976(+0) | 3.031270(-1) |
| $`b_{52}`$ | 3.349489(-1) | 4.531269(-3) | 1.131793(-1) | 2.300156(-1) | 7.632745(-2) |
| $`b_{53}^{}`$ | 1.467794(+0) | 2.798142(+0) | 9.455580(+0) | 8.963904(+0) | 3.339719(+0) |
| $`b_{54}`$ | 4.658512(-1) | 2.597451(-1) | 9.048179(-1) | 7.394505(-1) | 1.607092(-1) |
| $`b_{55}`$ | 1.0422(+0) | 1.3156(-1) | 4.5000(-2) | | |
| $`b_{56}^{}`$ | 1.110866(+0) | 9.623856(-1) | 2.735487(+0) | 2.445602(+0) | 8.826352(-1) |
| $`b_{57}^{}`$ | -1.584333(-1) | -1.728865(-1) | -4.461431(-1) | -3.925259(-1) | -1.276203(-1) |
$$\begin{array}{c}b_{51}=b_{51}^{}0.1343798\zeta ^5\hfill \\ b_{53}=b_{53}^{}+0.4426929\zeta ^5\hfill \\ b_{55}=\mathrm{min}(0.99164743.123Z^{2.83},b_{55})\hfill \\ b_{56}=b_{56}^{}+0.1140142\zeta ^5\hfill \\ b_{57}=b_{57}^{}0.01308728\zeta ^5\hfill \end{array}$$
Note that x($`n`$) for some number x represents $`x\times 10^n`$.
A blank entry in a table implies a zero value. |
warning/0001/nucl-th0001020.html | ar5iv | text | # Description of quadrupole collectivity in 𝑁≈20 nuclei with techniques beyond the mean field.
## I Introduction
Nowadays, the region of neutron-rich nuclei around $`N=20`$ is the subject of active research both in the experimental and theoretical side. The reason is the strong experimental evidence towards the existence of quadrupole deformed ground states in this region. The existence of deformed ground states implies that $`N=20`$ is not a magic number for the nuclei considered, opening up the possibility for a better understanding of the mechanisms behind the shell structure in atomic nuclei. In addition, the extra binding energy coming from deformation can help to extend thereby the neutron drip line in this region far beyond what could be expected from spherical ground states. Among the variety of available experimental data, the most convincing evidence for a deformed ground state is found in the $`{}_{}{}^{32}Mg`$ nucleus where both the excitation energy of the lowest lying $`2^+`$ state and the $`B(E2,0^+2^+)`$ transition probability have been measured. Both quantities are fairly compatible with the expectations for a rotational state. Theoretically, from a shell model point of view, the deformed ground states are a consequence of the lower energies of some intruder $`2p2h`$ neutron excitations into the *fp* shell as compared to the pure *sd* configuration . In terms of the mean field picture of the nucleus, a quadrupole deformed ground state only appears after taking into account the zero point rotational energy correction to the mean field energy .
In a previous paper we have computed angular momentum projected (AMP) energy landscapes, as a function of the mass quadrupole moment, for the nuclei $`{}_{}{}^{3034}Mg`$ and $`{}_{}{}^{3238}Si`$. We have found that the projection substantially changes the conclusions extracted from a pure mean field calculation. In all the nuclei considered, exception made of $`{}_{}{}^{34}Mg,`$ two coexistent configurations (prolate and oblate) have been found with comparable energy indicating thereby that configuration mixing of states with different quadrupole intrinsic deformation had to be considered. The purpose of this paper is to study the effect of such configuration mixing for the nuclei $`{}_{}{}^{3034}Mg.`$ The $`Si`$ isotopes have been disregarded in this work as there are indications that triaxiality effects could be relevant for the description of their ground states and, for the moment, our calculations are restricted to axially symmetric ($`K=0`$) configurations. In our calculations we have used the Gogny force (with the D1S parameterization ) which is known to provide reasonable results for many nuclear properties like ground state deformations, moments of inertia, fission barrier parameters, etc, all over the periodic table. As the results presented in this paper will show, this force is also suited for the description of quadrupole collectivity in $`N20`$ nuclei. Additional results for $`{}_{}{}^{32}Mg`$ with older parameterizations of the Gogny force are also discussed. Finally, let us mention that similar calculations to the ones discussed here using the Skyrme interaction have recently been reported .
## II Theoretical framework
To compute the properties of the ground and several collective excited states of the nuclei considered in this paper we have used the angular momentum projected Generator Coordinate Method (AMP-GCM) with the mass quadrupole moment as generating coordinate. To this end, we have used the following ansatz for the $`K=0`$ wave functions of the system
$$|\mathrm{\Phi }_\sigma ^I=𝑑q_{20}f_\sigma ^I(q_{20})\widehat{P}_{00}^I|\phi (q_{20})$$
(1)
In this expression $`|\phi (q_{20})`$ is the set of axially symmetric (i.e. $`K=0`$) Hartree-Fock-Bogoliubov (HFB) wave functions generated by constraining the mass quadrupole moment to the desired values $`q_{20}=\phi (q_{20})\left|z^21/2(x^2+y^2)\right|\phi (q_{20})`$ (please, notice that this definition is a factor $`1/2`$ smaller than the usual definition of the intrinsic quadrupole moment). The intrinsic wave functions $`|\phi (q_{20})`$ have been expanded in a Harmonic Oscillator (HO) basis containing 10 major shells and with equal oscillator lengths to make the basis closed under rotations . The rotation operator in the HO basis has been computed using the formulas of .
The operator
$$\widehat{P}_{00}^I=\frac{2I+1}{8\pi ^2}𝑑\mathrm{\Omega }d_{00}^I(\beta )e^{i\alpha \widehat{J}_z}e^{i\beta \widehat{J}_y}e^{i\gamma \widehat{J}_z}$$
(2)
is the usual angular momentum projector with the $`K=0`$ restriction and $`f_\sigma ^I(q_{20})`$ are the “collective wave functions” solution of the Hill-Wheeler (HW) equation
$$𝑑q_{20}^,^I(q_{20},q_{20}^,)f_\sigma ^I(q_{20}^,)=E_\sigma ^I𝑑q_{20}^,𝒩^I(q_{20},q_{20}^,)f_\sigma ^I(q_{20}^,).$$
(3)
In the equation above we have introduced the projected norm $`𝒩^I(q_{20},q_{20}^,)=\phi (q_{20})\left|\widehat{P}_{00}^I\right|\phi (q_{20}^,)`$, and the projected hamiltonian kernel $`^I(q_{20},q_{20}^,)=\phi (q_{20})\left|\widehat{H}\widehat{P}_{00}^I\right|\phi (q_{20}^,)`$. As the generating states $`\widehat{P}_{00}^I|\phi (q_{20})`$ are not orthogonal, the “collective amplitudes” $`f_\sigma ^I(q_{20})`$ cannot be easily interpreted. This drawback can be easily overcome by introducing the so-called “natural” states
$$|k^I=(n_k^I)^{1/2}𝑑q_{20}u_k^I(q_{20})\widehat{P}_{00}^I|\phi (q_{20})$$
which are defined in terms of the eigenstates $`u_k^I(q_{20})`$ and eigenvalues $`n_k^I`$ of the projected norm, i.e. $`𝑑q_{20}^,𝒩^I(q_{20},q_{20}^,)u_k^I(q_{20}^,)=n_k^Iu_k^I(q_{20})`$. The correlated wave functions $`|\mathrm{\Phi }_\sigma ^I`$ are written in terms of the natural states as
$$|\mathrm{\Phi }_\sigma ^I=\underset{k}{}g_k^{\sigma ,I}|k^I$$
where the new amplitudes $`g_k^{\sigma ,I}`$ have been introduced. In terms of the amplitudes $`g_k^{\sigma ,I}`$ the collective wave functions
$$g_\sigma ^I(q_{20})=\underset{k}{}g_k^{\sigma ,I}u_k^I(q_{20})$$
(4)
are defined. They are orthogonal and therefore their module squared has the meaning of a probability. The introduction of the natural states also reveals a particularity of the HW equation: if the norm has eigenvalues with zero value they have to be removed for a proper definition of the natural states (i.e. linearly dependent states are removed from the basis). In practical cases, in addition to the zero value eigenvalues also the eigenvalues smaller than a given threshold have to be removed to ensure the numerical stability of the solutions of the HW equation. In order to account for the fact that the mean value of the number of particles operator $`\mathrm{\Phi }_\sigma ^I\left|\widehat{N}_\tau \right|\mathrm{\Phi }_\sigma ^I`$ ($`\tau =\pi ,\nu `$) usually differs from the nucleus’ proton and neutron numbers we have followed the usual recipe of replacing the hamiltonian by $`\widehat{H}\lambda _\pi (\widehat{N}_\pi Z)\lambda _\nu (\widehat{N}_\nu N)`$ where $`\lambda _\pi `$ and $`\lambda _\nu `$ are chemical potentials for protons and neutrons respectively.
Concerning the density dependent part of the Gogny force we have used the usual prescription already discussed in Refs. . It amounts to use the density
$$\rho (\stackrel{}{r})=\frac{\phi (q_{20})\left|\widehat{\rho }e^{i\beta \widehat{J}_y}\right|\phi (q_{20}^,)}{\phi (q_{20})\left|e^{i\beta \widehat{J}_y}\right|\phi (q_{20}^,)}$$
(5)
in the density dependent part of the interaction when the evaluation of $`\phi (q_{20})\left|\widehat{H}e^{i\beta \widehat{J}_y}\right|\phi (q_{20}^,)`$ is required in the calculation of the projected hamiltonian kernels.
It has to be kept in mind that the solution of the HW equation for each value of the angular momentum $`I`$ determines not only the ground state ($`\sigma =1)`$, which corresponds to the Yrast band, but also excited states ($`\sigma =2,3,\mathrm{}`$) that, with the set of generating wave functions used in these calculations, could correspond to solutions with a different deformation from the one of the ground state and/or to quadrupole vibrational bands.
Finally, let us mention that, as the intrinsic wave functions $`|\phi (q_{20})`$ are determined before the projection onto angular momentum, the procedure described above is of the “projection after variation” (PAV) type. It is well known that the PAV method yields the wrong moments of inertia, at least in the translational case, and a way to cure this deficiency is to consider a “projection before variation” (PBV) which is much more difficult to implement because the intrinsic wave functions have to be determined for each value of the angular momentum $`I`$ using the Ritz variational principle on the projected energy (see for the application of PBV with small configuration spaces). To illustrate the consequences of the PBV method it is convenient to consider a strongly deformed intrinsic configuration $`|\phi (q_{20})`$ as in this case it is possible to obtain an approximate expression for the (PAV) projected energy $`E_{PAV}(I)=<H>\frac{<\stackrel{}{J}^2>}{2𝒥_\mathrm{Y}}+\frac{\mathrm{}^2I(I+1)}{2𝒥_\mathrm{Y}}`$ where $`𝒥_\mathrm{Y}`$ is the Yoccoz (Y) moment of inertia. In this expression we recognize the rotational energy correction $`\frac{<\stackrel{}{J}^2>}{2𝒥_\mathrm{Y}}`$ and the usual rotor-like expression for the energy of the band $`\frac{\mathrm{}^2I(I+1)}{2𝒥_\mathrm{Y}}`$. It was shown in (see also ) that starting from the projected energy and making an approximate projection before variation (PBV) one obtain for the energy of the rotational band the following expression $`E_{PBV}(I)=<H>\frac{<\stackrel{}{J}^2>}{2𝒥_\mathrm{Y}}+\frac{\mathrm{}^2I(I+1)}{2𝒥_{\mathrm{TV}}}`$ where $`𝒥_{\mathrm{TV}}`$ is the Thouless-Valatin (TV) moment of inertia. This implies that for the determination of the zero point rotational energy correction (which is very important as it can dramatically change the energy landscape as a function of the quadrupole moment) one has to use the Yoccoz moment of inertia (i.e. PAV is good) but for the moment of inertia of the band one has to use the Thouless-Valatin expression or carry out a full PBV calculation.
Taking into account that, in the limit of strong deformation the PBV for the restoration of the rotational symmetry yields to the well known Self Consistent Cranking (SCC) method, a possible way to improve the AMP-GCM would be to consider for the intrinsic states a set of wave functions $`|\phi ^I(q_{20})`$ solution of the SCC-HFB equations for each spin $`I.`$ However, this would lead to a triaxial projection which is extremely time consuming and also to the issue of how to handle configurations with $`q_{20}`$ values close to sphericity where the SCC-HFB is no longer a good approximation to the PBV theory.
In order to explore the effect of the PBV in our calculations we will restraint ourselves to perform SCC-HFB calculations for selected configurations and compare the results with those of an AMP calculation on those configurations in order to extract the SCC and Yoccoz moments of inertia. The result of the comparison is that the AMP gamma ray energies are typically a factor 1.4 bigger than the selfconsistent ones and therefore a way to incorporate the effects of PBV would be to quench the bands generated by the AMP-GCM by a factor $`1/1.40.7`$. From a physical point of view it is rather simple to understand why the AMP rotational band energies are higher than the SCC ones. For the sake of simplicity we will concentrate on the $`0^+`$ and $`2^+`$ states. The effect of the PBV on the $`0^+`$ state is to incorporate into the corresponding intrinsic state admixtures of two, four, etc quasiparticle configurations coupled to $`K=0.`$ For the $`2^+`$ state we can also mix $`K=1`$ and $`K=2`$ multiquasiparticle configurations that make the variational space bigger and therefore leads to a higher energy gain for the $`2^+`$ state as compared to the energy gain of the $`0^+`$ state reducing thereby the corresponding $`2^+`$ gamma ray energy.
## III Discussion of the results
### III.1 Mean field and angular momentum projected energies
In figure 1 we have plotted the $`I=0\mathrm{},2\mathrm{},4\mathrm{},6\mathrm{}`$ and $`I=8\mathrm{}`$ projected energies $`E^I(q_{20})=^I(q_{20},q_{20})/𝒩^I(q_{20},q_{20})`$ as a function of $`q_{20}`$ for the nuclei $`{}_{}{}^{30,32,34}Mg`$. The HFB energies have also been plotted for comparison. The projected energy curves can be regarded as the potential energies felt by the quadrupole collective motion and therefore give us indications of where the collective wave functions will be concentrated.
Before commenting the physical contents of the curves we have to mention that, except for the $`I=0\mathrm{}`$ curves, several values around $`q_{20}=0`$ are omitted. They correspond to intrinsic configurations with a very small value of the norm $`𝒩^I(q_{20},q_{20})`$, that is, to configurations whose $`I=2\mathrm{},4\mathrm{},\mathrm{}`$ contents are very small. As a consequence, the evaluation of the projected energies in these cases is vulnerable to strong numerical inaccuracies. Fortunately, the smallness of their projected norms guarantees that these configurations do not play a role in the configuration mixing calculation (the associated norm eigenvalues $`n_k^I`$ are very small) and therefore can be safely omitted.
Coming back to the projected energy surfaces, we observe that for $`I=0\mathrm{}`$ and $`2\mathrm{}`$ a prolate and an oblate minima appear with almost the same energy for the nucleus $`{}_{}{}^{30}Mg`$ whereas the prolate minimum becomes deeper than the oblate one for $`{}_{}{}^{32,34}Mg.`$ For increasing spins either the prolate minimum becomes significantly deeper than the oblate one or the oblate minimum is washed out. The prolate minima are located, for all nuclei and spin values, around $`q_{20}=1b`$ that corresponds to a $`\beta `$ deformation parameter of $`0.4.`$ On the other hand, the HFB energy curves show a behavior rather different from the $`I=0\mathrm{}`$ projected curves showing a spherical minimum for $`{}_{}{}^{30,32}Mg`$ and a prolate one for $`{}_{}{}^{34}Mg.`$
To disentangle the relevant configurations of the intrinsic wave functions we have computed their spherical orbit occupancies which are given by
$$\nu (nlj)=\phi (q_{20})\left|\underset{m}{}c_{nljm}^+c_{nljm}\right|\phi (q_{20})$$
(6)
where $`c_{nljm}`$ are the annihilation operators corresponding to spherical harmonic oscillator wave functions. In the nucleus $`{}_{}{}^{32}Mg`$ the neutron $`\nu (1f_{7/2})`$ occupancy is zero for $`q_{20}=0`$ whereas it is almost $`2`$ at the minimum of the projected energy (i.e. $`q_{20}=1b`$). The conclusion is clear, the zero point energy associated to the restoration of the rotational symmetry favors the configuration in which a couple of neutrons have been promoted from the $`sd`$ shell to the $`f_{7/2}`$ orbit. This is in good agreement with the Shell Model picture of deformation in these nuclei .
Through exhaustive mean field studies of the nucleus $`{}_{}{}^{32}Mg`$ with several parameterizations of the Skyrme interaction it has become clear that the occurrence of deformation in this nucleus is correlated to the relative position between the $`f_{7/2}`$ and $`d_{3/2}`$ neutron orbitals. In our case (D1S parameterization of the Gogny interaction) the so-called $`sdpf`$ spherical shell gap for neutrons in the nucleus $`{}_{}{}^{32}Mg`$, which is given by $`\mathrm{\Delta }ϵ_{f_{7/2}d_{3/2}}=ϵ_{f_{7/2}}ϵ_{d_{3/2}}`$ (with $`ϵ`$ being the single particle energies of the spherical configuration), takes the value $`5.4MeV`$. This value is compatible with the results of and also with the value given in . Furthermore, the $`f_{7/2}p_{3/2}`$ spherical energy gap is only $`1.8MeV`$ and therefore we expect strong quadrupole correlations between these two orbits. The values for other parameterizations of the Gogny force will be discussed in the last subsection. Finally, let us mention that the quantity $`\mathrm{\Delta }ϵ_{f_{7/2}d_{3/2}}`$ is not well defined for the $`{}_{}{}^{30}Mg`$ and <sup>34</sup>Mg nuclei as in these two cases we have appreciable neutron pairing correlations and only the quasiparticle energies are meaningful.
### III.2 Angular momentum projected Generator Coordinate calculations.
In figure 2 the collective wave functions squared $`\left|g_\sigma ^I(q_{20})\right|^2`$ (see Eq. 4) for the two lowest solutions $`\sigma =1`$ and $`2`$ obtained in the AMP-GCM calculations are depicted. We also show in each panel the projected energy for the corresponding spin. We observe that the $`0_1^+`$ ground state wave functions of the $`{}_{}{}^{30}Mg`$ and $`{}_{}{}^{32}Mg`$ nuclei contain significant admixtures of the prolate and oblate configurations whereas for $`{}_{}{}^{34}Mg`$ the wave function is almost completely located inside the prolate well. At higher spins, however, the ground state wave functions are located inside the prolate well in all the nuclei studied. Concerning the first excited states ($`\sigma =2`$) we notice that in the nucleus $`{}_{}{}^{34}Mg`$ and for spins higher than zero the collective wave functions show a behavior reminiscent of a $`\beta `$ vibrational band: they are located inside the prolate wells and have a node at a $`q_{20}`$ value near the point where the ground state collective wave functions attain their maximum values. Contrary to the case of a pure $`\beta `$ band, the collective wave functions of fig. 2 are not symmetric around the node and therefore can not be considered as harmonic vibrations. On the other hand, the $`0_2^+`$ state of $`{}_{}{}^{34}Mg`$ is an admixture of prolate and oblate configurations and can not be considered as a $`\beta `$ vibrational state. The same pattern is also seen in the other two nuclei but with slight differences: the $`\beta `$ like bands appear at spins $`4`$ and $`6`$ for $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{30}Mg`$ respectively.
It is also worth pointing out that from the position of the tails of the collective wave functions relative to the projected energies (see figure caption) we can read the energy gain due to considering the quadrupole fluctuations. The energy gain is maximal at $`I=0\mathrm{}`$ (0.9, 1 and 0.7 MeV for $`{}_{}{}^{30}Mg`$, $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{34}Mg`$ respectively) and quickly decreases with spin reflecting the narrowing of the projected wells with spin. The $`S(2n)`$ separation energies are now $`7.8MeV`$ and $`6.13MeV`$ for $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{34}Mg`$ respectively to be compared to the values obtained with the angular momentum projection alone ($`7.65MeV`$ and $`6.39MeV`$) and with the experimental values of $`8.056MeV`$ and $`6.896MeV`$.
In order to understand in a more quantitative way the collective wave functions just discussed it is convenient to analyze the quantities
$$\left(\overline{q}_{20}\right)_\sigma ^I=𝑑q_{20}\left|g_\sigma ^I(q_{20})\right|^2q_{20},$$
(7)
that gives us a measure of the average deformation of the underlying intrinsic states, and
$$\left(\overline{q}_{20}^2\right)_\sigma ^I=𝑑q_{20}\left|g_\sigma ^I(q_{20})\right|^2q_{20}^2\left(\left(\overline{q}_{20}\right)_\sigma ^I\right)^2$$
(8)
that serves as an estimation of the wave functions’ spreading. The values of $`\left(\overline{q}_{20}\right)_\sigma ^I`$ and $`\mathrm{\Sigma }_\sigma ^I=\left(\left(\overline{q}_{20}^2\right)_\sigma ^I\right)^{1/2}`$ corresponding to the collective wave functions of figure 2 are given in table 1. We observe that the $`0_1^+`$ and $`2_2^+`$states of $`{}_{}{}^{30}Mg`$ are spherical (but with strong fluctuations in the $`q_{20}`$ degree of freedom) whereas the $`2_1^+`$ state is deformed ($`\beta =0.25).`$ On the other hand, the $`0_1^+`$ states of $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{34}Mg`$ are deformed with $`\beta `$ values of $`0.16`$ and $`0.3`$ respectively and have a $`\mathrm{\Sigma }_1^I`$ value rather high, possibly due to the small oblate hump. For spins higher than $`I=0\mathrm{}`$ in $`{}_{}{}^{32,34}Mg`$ and $`I=4\mathrm{}`$ in $`{}_{}{}^{30}Mg`$ the ground state band is strongly deformed. The spreading of the wave functions gets smaller for increasing spins as expected. The excited bands also get more deformed for increasing spin, but their $`\beta `$ values never coincide with that of the ground state band. Obviously, their spreadings are bigger than for the ground state band.
A more precise definition of the quadrupole moment for protons for each of the AMP-GCM states can be obtained from the results of the exact spectroscopic quadrupole moments $`Q_\sigma (I)`$ for protons (no effective charge has been used). The values obtained for each of the wave functions $`|\mathrm{\Phi }_\sigma ^I`$ are given in table 1 for the three nuclei studied and $`\sigma =1`$ and 2. All the spectroscopic moments are negative indicating prolate intrinsic deformations.
We can also compute the total intrinsic quadrupole moments from the spectroscopic ones through the formula $`\left(q_{20}^{int}\right)_\sigma ^I=\frac{2I+3}{2I}Q_\sigma (I)\frac{A}{Z}`$ where the $`K=0`$ restriction has been taken into account and also the fact that our $`q_{20}`$ values are, by definition, a factor $`0.5`$ smaller than $`Q_0`$. The factor $`A/Z`$ is used to take into account the fact that the spectroscopic quadrupole moments are given in term of the proton mass distribution whereas the intrinsic quadrupole moments are the total ones. As can be readily observed from table 2 the intrinsic quadrupole moments obtained from the spectroscopic ones agree rather well with the corresponding average $`\left(\overline{q}_{20}\right)_\sigma ^I`$ for low spins and deviate up to a $`20\%`$ for spin $`8\mathrm{}`$.
In table 3 the energy splittings between different states and the $`E2`$ transition probabilities among them are compared with the available experimental data. Concerning the $`B(E2,0_1^+2_1^+)`$ transition probabilities we find a very good agreement with the only known experimental value and with the theoretical predictions of Utsumo et al. using the Monte Carlo Shell Model (MCSM). The $`2_1^+`$ excitation energies rather nicely follow the isotopic trend but they are larger than the experimental values by a factor of roughly 1.5. This discrepancy could be the result of using angular momentum projection after variation (PAV) instead of the more complete projection before variation (PBV) that will require for each value of the angular momentum the calculation of the generating states from the variational principle on the projected energy (see section 2). Usually, the PBV method yields to rotational bands with moments of inertia larger than the PAV ones .
A full PBV is, unfortunately, extremely costly to implement with large configuration spaces. Therefore, to estimate the effect of PBV in our results, we have resorted to the selfconsistent cranking method which is an approximation to PBV in the limit of large deformations. We have chosen the intrinsic state with $`q_{20}=1b`$ as the most representative configuration (it approximately corresponds to the prolate minima in all the nuclei considered) and computed the projected energies. In addition, selfconsistent cranking calculations with the constraints $`q_{20}=1b`$ in the quadrupole moment and $`J_x=\sqrt{I(I+1)}`$ in the angular momentum have been performed. The cranking results for the excitation energies of the $`2^+`$ state are $`0.548,`$ 0.591 and 0.571 $`MeV`$ for $`{}_{}{}^{34}Mg`$, $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{30}Mg`$ respectively whereas the corresponding projected quantities are $`0.753`$, $`0.873`$ and $`0.895`$ MeV. The cranking excitation energies of the $`2^+`$ state are a factor 0.7 smaller than the projected ones and therefore, the effect of PBV is to increase the moment of inertia as compared to the PAV method. If we consider the reduction factor as significative (the $`q_{20}`$ value chosen roughly corresponds to the position of the maxima of the collective wave functions) and apply it to our GCM results for the $`0_1^+2_1^+`$ energy differences we obtain the values 0.71, 1.02 and 1.50 MeV for $`{}_{}{}^{34}Mg`$, $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{30}Mg`$ respectively. The new energy differences are in much better agreement with the experimental values and the MCSM results than the uncorrected ones. Also the corrected energy obtained for the $`4_1^+`$ state of $`{}_{}{}^{32}Mg`$ is in good agreement with the excitation energy of $`2.3`$ MeV of a state of this nucleus which is a firm candidate to be the $`4^+`$ state belonging to the Yrast “rotational band” .
Although the previous estimation can be criticized in many ways we think it may serve as an indication that a full PBV will improve the results obtained here. Concerning the $`B(E2)`$ transition probabilities, the main effect of the PBV will be to shift down the $`I=2\mathrm{},\mathrm{}`$ projected energy curves keeping its shape mostly unaffected. Therefore, we do not expect big changes both in the collective wave functions $`g_\sigma ^I(q_{20})`$ and in the $`B(E)`$ transition probabilities that depend on them.
Finally, the band energy diagrams for the three nuclei considered are shown in figure 3 for states with excitation energies smaller than 10 MeV. For each nuclei, the bands labeled (a) and (b) correspond to the AMP-GCM result for the Yrast and excited bands, the band labeled (c) accounts for the experimental data in $`{}_{}{}^{30}Mg`$ and $`{}_{}{}^{32}Mg`$ and for the MCSM result in $`{}_{}{}^{34}Mg`$ and finally, bands (d) and (e) stand for the GCM bands quenched by the factor 0.7 previously discussed.
### III.3 Results for other parameterizations of the Gogny force.
The occurrence of quadrupole deformation in atomic nuclei is the result of the competition between two effects; namely, the surface energy which prevents deformation and the quantal shell effects which, depending on the nucleus, favor quadrupole deformation. It is therefore highly interesting to analyze the effect of these two aspects in the results we have obtained for the nucleus $`{}_{}{}^{32}Mg`$. To this end we have carried out calculations with two old parameterizations of the Gogny force; namely, the D1 and D1’ parameterizations . The D1 parameterization was the one originally proposed by Gogny and the only difference with D1’ is the spin-orbit strength which is smaller for D1. As a result one can expect that D1 will lead to a higher $`\mathrm{\Delta }ϵ_{f_{7/2}d_{3/2}}=ϵ_{f_{7/2}}ϵ_{d_{3/2}}`$ energy gap than D1’ as it turns out to be the case: the value of $`\mathrm{\Delta }ϵ_{f_{7/2}d_{3/2}}`$ is $`6.37MeV`$ for D1 and $`5.37MeV`$ for D1’. On the contrary, the value of $`\mathrm{\Delta }ϵ_{f_{7/2}p_{3/2}}`$for D1 gets reduced from the $`1.91MeV`$ we obtain for D1’ to the value $`1.56MeV`$. On the other hand, D1S has the same spin-orbit strength as D1’ (the values of $`\mathrm{\Delta }ϵ_{f_{7/2}d_{3/2}}`$ and $`\mathrm{\Delta }ϵ_{f_{7/2}p_{3/2}}`$ given in the previous paragraph for D1’ are very close to those of D1S given in a previous subsection) but its surface energy coefficient is smaller than in D1’. The need for a reduction of the surface energy coefficient in D1’ was evident when the fission barriers for $`{}_{}{}^{240}Pu`$ were computed with the Gogny force: they came out too high and the new D1S parameterization was proposed to cure this deficiency of the former D1’ parameterization.
In figure 4 we have plotted the HFB energy curves (left panel) and the AMP energies for $`I=0`$ (middle panel) and $`I=2`$ (right panel) for the three parameterizations of the Gogny force just mentioned. We observe that the results obtained for D1S and D1’ are, apart from the overall $`4MeV`$ shift, very similar. This similarity is a clear indication that the value of the surface energy parameter has no influence on the results. The HFB result for D1 shows a shoulder at $`q_{20}=1b`$ which is located much higher in energy than the corresponding shoulder for D1S and D1’. As a consequence, the $`I=0`$ projected energy curve obtained with D1 shows a very shallow minimum at $`q_{20}=0.5b`$. However, the $`I=2`$ projected energy curves are very similar for the three parameterizations. The differences found between the D1 results and the ones with the two other parameterizations clearly indicate the sensitivity of the quadrupole properties of $`{}_{}{}^{32}Mg`$ to the relative position of the orbits involved.
Finally, we have carried out the AMP-GCM calculation for the D1 and D1’ parameterizations of the force and the most important quantities obtained are summarized in table 4. As expected from the projected energy curves of figure 4 we obtain a rather small average quadrupole moment $`\left(\overline{q}_{20}\right)_\sigma ^I`$ for $`\sigma =1`$ and $`I=0\mathrm{}`$ with the D1 parameterization and bigger ones for the two other parameterizations. However, the $`\left(\overline{q}_{20}\right)_\sigma ^I`$ for $`\sigma =1`$ and $`I=2\mathrm{}`$ are rather similar in the three cases. The smaller value of $`\left(\overline{q}_{20}\right)_1^0`$ for the D1 parameters gets reflected in a much smaller $`B(E2)`$ transition probabilities than for the two other parameterizations. Finally, the excitation energy of the $`2_1^+`$ state with respect to the ground state turns out to be significantly bigger for D1 than for the other parameter sets, being the results of D1’ and D1S in reasonable agreement. The final conclusion of this comparison is that the energy gap $`\mathrm{\Delta }ϵ_{f_{7/2}d_{3/2}}`$ seems to be a relevant parameter in order to reproduce the properties of $`{}_{}{}^{32}Mg`$.
## IV Conclusions
In conclusion, we have performed angular momentum projected Generator Coordinate Method calculations with the Gogny interaction D1S and the mass quadrupole moment as generating coordinate in order to describe rotational like states in the nuclei $`{}_{}{}^{30}Mg`$, $`{}_{}{}^{32}Mg`$ and $`{}_{}{}^{34}Mg`$. We obtain a very well deformed ground state in $`{}_{}{}^{34}Mg`$, a fairly deformed ground state in $`{}_{}{}^{32}Mg`$ and a spherical ground state in $`{}_{}{}^{30}Mg`$. In the three nuclei, states with spins higher or equal $`I=4\mathrm{}`$ are deformed. The intraband $`B(E2)`$ transition probabilities agree well with the available experimental data and results from shell model like calculations. The $`2^+`$ excitation energies follow the isotopic trend but come out a factor 1.5 too high as compared with the experiment. We attribute the discrepancy to the well known deficiency of Projection After Variation calculations of providing small moments of inertia. However, we consider the agreement with experiment to be remarkable taking into account that the same force used in this calculation is also able to give reasonable values for such different quantities as fission barrier heights, moments of inertia of superdeformed bands, the energy of octupole vibrations, etc in heavy nuclei. The sensitivity of the results to other parameterization of the Gogny interaction is also analyzed and the conclusion is that the D1 parameter set fails to reproduce the properties of $`{}_{}{}^{32}Mg`$ being the spin-orbit strength the responsible for such failure.
###### Acknowledgements.
One of us (R. R.-G.) kindly acknowledges the financial support received from the Spanish Instituto de Cooperacion Iberoamericana (ICI). This work has been supported in part by the DGICyT (Spain) under project PB97/0023. |
warning/0001/astro-ph0001378.html | ar5iv | text | # Ongoing Large Surveys for Metal-Poor Stars in the Galactic Halo
## 1 Introduction
With the advent of several new 8 m class telescopes, e.g. Subaru, and the VLT telescopes, it is anticipated that many new insights into the nature of the Galactic halo, the chemical evolution of our Galaxy, and the first stars to have formed within it, will soon be in the offing. However, it would be impossible to obtain such exciting results if there where no large surveys that can provide targets for high-resolution, high-$`S/N`$ observations with these new instruments of discovery. In this article, we give a detailed comparison of two such surveys, namely the HK survey (Beers et al. 1985, 1992), and the Hamburg/ESO survey (HES; Wisotzki et al. 1996, 2000). For a comprehensive review of past, present and future surveys for metal-poor stars we refer the reader to Beers (2000a).
## 2 Basic properties of the surveys
In this section we compare basic properties of the HK and HE surveys, and add some historical remarks. An overview of the survey properties is given in Tab. 1.
### 2.1 HK survey
In 1978, G. Preston and S. Shectman of the Carnegie Observatories of Washington started an objective-prism survey for the discovery of numerous metal-poor and field horizontal-branch stars in the Galaxy. This was at a time when it was generally assumed that stars more metal-deficient than the most metal-poor globular clusters ($`[\mathrm{Fe}/\mathrm{H}]2.5`$) do not exist. In 1983 Beers joined the team, and later expanded the survey with an additional 240 plates in the southern and northern hemispheres. This survey, once referred to as the “Preston-Shectman Survey,” is now widely known as the “HK survey.” This is because in addition to a 4$`\mathrm{°}`$ objective prism (leading to a seeing-limited spectral resolution of $`5`$ Å), an interference filter was mounted on the plate holder to limit the wavelength coverage to $`150`$Å centered on the Ca II H+K resonance lines, effectively reducing the sky background level so that long exposures (typically 90 minutes) could be obtained. By 1992, 308 acceptable-quality plates were obtained (275 of which are unique) with the 60 cm Burrell Schmidt (northern hemisphere) and Curtis Schmidt (southern hemisphere) telescopes, each plate covering $`5\mathrm{°}\times 5\mathrm{°}`$ of the sky. Further extension of the survey area was prevented by the shortage of photographic plates with 103a-O and IIa-O emulsions.
### 2.2 HES
The HES was started in 1989 as an ESO Key Programme (P.I.: D. Reimers; Project Manager: L. Wisotzki). Its main aim is to find bright quasars. However, it was recognized right at the start that with the HES’ seeing-limited spectral resolution of $`15`$ Å at H$`\gamma `$, it would be feasible to do a lot of interesting stellar work as well. In 1994, Christlieb joined the HES group, and began development of methods for the systematic exploitation of the stellar content of the HES. By that time almost half of the objective-prism plates had already been taken in service mode, with the ESO 1 m-Schmidt telescope and its $`4\mathrm{°}`$ prism, and most of the data reduction software had been developed by L. Wisotzki and T. Köhler. Because the HES plates were taken without a filter, resulting in a wavelength coverage of $`3200\text{Å}<\lambda <5200\text{Å}`$, some care had to be taken with the identification of overlapping spectra. Moreover, since the HES was primarily a quasar survey, it was deemed not useful to work in fields with too high foreground extinction. As a result, the main criteria defining the HES survey area are the mean star density, $`\rho `$, and column density of neutral hydrogen, N$`_\text{H}`$:
$`\rho `$ $`<`$ $`100\text{ stars}/\text{deg}^2`$
$`\text{N}_\text{H}`$ $`<`$ $`10^{21}\text{cm}^2.`$
This roughly corresponds to $`|b|30\mathrm{°}`$. The survey is restricted to the southern hemisphere, i.e. $`\delta <+2.5\mathrm{°}`$, but $`50\%`$ of the HES fields are located at $`\delta >25\mathrm{°}`$, so that half of the stars found in the HES are easily reachable for Subaru. That is, on Mauna Kea they are at $`\mathrm{sec}z<2.0`$ for several hours per night in the appropriate months. HES areas in common with the HK survey are shown in Fig. 1.
By October 1998, just before de-comissioning of the ESO Schmidt telescope, the last HES plate was taken. Today, all 383 plates defining the survey have been scanned in Hamburg using a PDS 1010G microdensitometer. The HES database now consists of $`4,000,000`$ digital, extracted, wavelength calibrated, non-overlapping spectra with mean $`S/N>5`$ (for example spectra see Fig. 2). Note that the elimination of overlapping spectra reduces the survey area from a nominal $`9575\text{deg}^2`$ to an effective area of $`7600\text{deg}^2`$, similar to the total area of the HK survey, where overlapping spectra were not such a severe problem.
The use of a larger telescope, and a $`2`$ times lower resolution of the HES compared to the HK survey, results in a limiting magnitude of about $`B=17.5`$. However, we restricted the selection of metal-poor candidate stars in the HES to $`S/N>10`$, because it was found that below this $`S/N`$ level it is extremely difficult to select objects by the absence of individual spectral lines (e.g., the Ca II K line in case of metal-poor stars). In result, the faintest low-metallicity candidates in the HES sample “only” reach $`B=17`$, about $`1.5`$ magnitudes deeper than the HK survey. Spectra of bright objects close to saturation where excluded from the search for metal-poor stars, too, because at high illumination, when the characteristic curve of the photographic emulsion gets flatter (at the “shoulder”), the contrast between continuum and spectral lines gets weaker, and apparently all stars have weak lines. The saturation threshold choosen in the HES corresponds to $`B14.0`$. Taking the common area of both surveys and their magnitude ranges into account, the HES can increase the total survey volume for metal-poor stars by a factor of 8 compared to the HK survey alone (see also Fig. 1)!
## 3 Candidate selection
### 3.1 HK survey
Candidate selection in the HK survey was done by visual inspection of the widened objective-prism spectra with a binocular $`10\times `$ microscope. Each plate was inspected twice, with a lag time of a month or more between the two inspections. Candidates were identified on the basis of the observed strengths of their Ca II lines (see Fig. 3), and grouped into rough categories based on this criteria (e.g., possibly metal-poor, metal-poor, and extremely metal-poor). Positions of the candidates were noted on the plates, and coordinates for each candidate were measured later (individually, with Grant machines). In this process, a total of about $`\mathrm{10\hspace{0.17em}000}`$ metal-poor candidates was selected (roughly half of which have had medium-resolution follow-up spectroscopy obtained to date).
Note that since the visual inspection process was made in the absence of any information about the stellar colors (hence temperatures), it was expected that the HK survey candidates would carry a rather severe temperature-related bias, in the sense that cooler metal-deficient stars would likely be missed because of the apparent strength of their Ca II lines at lower temperatures. In addition, stars of high temperature with intermediate abundances would be included in greater number than might be desired because of the apparent weakness of their Ca II lines. These biases become less of a problem at the lowest metallicities, below \[Fe/H\]$`=2.0`$, where the Ca II lines of even quite cool stars are difficult to detect at the resolution of the HK survey.
### 3.2 HES
For the present, we have restricted the selection of metal-poor stars in the HES to the color range $`0.3<\mathrm{B V}<0.5`$, because we decided to focus at first on main-sequence turnoff stars. One of the most interesting applications for these stars is individual age determination based on precise stellar parameters obtained spectroscopically from high-resolution, high $`S/N`$ observations. However, with a few adaptions the selection procedures described below can easily be used for cooler stars, too, and they will be used for that in the near future, provided that financial support for the continuation of this project is obtained.
Candidate selection in the HES is done by two techniques: The Ca II K index method, and via automatic classification. In the former, stars are selected when their Ca II K line is significantly weaker than “normal.” What is “normal” is determined by a least squares fit of a 2nd order polynomial to the Ca II K index relative to the parameter `x_hpp2`, which is the half power point of the density distribution of the objective prism spectra in the wavelength range $`3890\text{Å}<\lambda <5360\text{Å}`$. `x_hpp2` is well-correlated with $`\mathrm{B V}`$ color, with a $`1\sigma `$ dispersion of $`0.1`$ mag. Spectra having a Ca II K index which is more than $`3\sigma `$ below the polynomial fit are selected as metal-poor candidates.
Below we give an outline of metal-poor star selection by automatic classification in the HES. A more detailed description of the method, and all procedures involved (e.g. conversion of flux spectra to artificial objective-prism spectra, automatic feature detection, etc.) will be given in an upcoming paper (Christlieb et al. 2000, in preparation).
For automatic classification we use a learning sample consisting of 45 classes defined by the following grid points:
$`T_{\text{eff}}`$ $`=`$ $`5800\text{K},\mathrm{\hspace{0.17em}6400}\text{K},\mathrm{\hspace{0.17em}6800}\text{K}`$
$`\mathrm{log}g`$ $`=`$ $`2.2,\mathrm{\hspace{0.17em}3.8},\mathrm{\hspace{0.17em}4.6}`$
$`\left[\text{Fe/H}\right]`$ $`=`$ $`0.9,1.5,2.1,2.7,3.3`$
The learning sample has been constructed by converting model spectra to simulated objective-prism spectra by reduction of the resolution, and convolution with the effective spectral response of the photographic emulsion and the transmission function of the prism. The model spectra have been kindly provided by J. Reetz and T. Gehren (Universitäts-Sternwarte München, Germany).
Nine automatically detected features are used for classification. These are the strengths of Ca II K, measured by an absorption line fit, and by an index method; the sum of the equivalent widths of H$`\beta `$, H$`\gamma `$ and H$`\delta `$; the half-power point `x_hpp2`; the three principal components of metal-poor star spectra that account for $`90`$ % of the variance in the learning sample; and the Strömgren coefficient $`c_1`$, which is directly determined from the objective-prism spectra by integration over the relevant wavelength range. The $`c_1`$ index has been calibrated against HK survey metal-poor stars of Schuster et al. (1996) present on HES plates. The accuracy achieved in this effort is $`\sigma _{c_1}=0.05`$ mag.
The values of the above quantities are organized into “feature vectors” $`\stackrel{}{x}`$. Class-conditional probabilities $`p(\stackrel{}{x}|\mathrm{\Omega }_i)`$ of the learning sample are modelled by multivariate normal distributions, i.e.,
$$p(\stackrel{}{x}|\mathrm{\Omega }_i)=\frac{1}{(2\pi )^{d/2}\sqrt{|\mathrm{\Sigma }_i|}}\mathrm{exp}\left\{\frac{1}{2}\left(\stackrel{}{x}\stackrel{}{\mu }_i\right)\mathrm{\Sigma }_i^1\left(\stackrel{}{x}\stackrel{}{\mu }_i\right)^{}\right\},$$
(1)
where $`i`$ denotes class number, $`\stackrel{}{\mu }_i`$ the mean feature vector of class $`\mathrm{\Omega }_i`$, and $`\mathrm{\Sigma }_i`$ the covariance matrix of class $`\mathrm{\Omega }_i`$. Using Bayes’ theorem,
$$p(\mathrm{\Omega }_i|\stackrel{}{x})=\frac{p(\mathrm{\Omega }_i)p(\stackrel{}{x}|\mathrm{\Omega }_i)}{\underset{i}{}p(\mathrm{\Omega }_i)p(\stackrel{}{x}|\mathrm{\Omega }_i)},$$
posterior probabilities $`p(\mathrm{\Omega }_i|\stackrel{}{x})`$ can then be calculated. We assume equal prior probabilities $`p(\mathrm{\Omega }_i)`$ for all classes present in the learning sample.
A spectrum of unknown class, with given feature vector $`\stackrel{}{x}`$, is classified according to Bayes’ rule: Assign the spectrum to the class with the highest posterior probability $`p(\mathrm{\Omega }_i|\stackrel{}{x})`$. This rule minimizes the total number of misclassifications if the real distribution of class-conditional probabilities $`p(\stackrel{}{x}|\mathrm{\Omega }_i)`$ is used. It remains to be tested quantitatively if the class-conditional probabilities follow multivariate normal distributions; however, this has been tested qualitatively by visual inspection of the distributions at the computer screen.
Non-mathematically speaking, Bayes’ rule assigns the class with the highest relative resemblance to each spectrum to be classified. However, it is ignorant of the absolute resemblance: A spectrum with feature vector $`\stackrel{}{x}`$ may be assigned to a class with very low posterior probability $`p(\mathrm{\Omega }_i|\stackrel{}{x})`$, if $`p(\mathrm{\Omega }_i|\stackrel{}{x})`$ is even lower for all other classes. This means that a class is assigned to all spectra, even to “garbage spectra” which have been disturbed, for instance, by plate artefacts. Therefore, it is useful to apply the following rejection rule: Reject an object from classification to class $`\mathrm{\Omega }_i`$, if $`a.i.(\mathrm{\Omega }_i;\stackrel{}{x})>\beta `$. The parameter $`\beta `$ is a threshold to be chosen, and the parameter $`a.i.`$ is the atypicality index suggested by Aitchison et al. (1977),
$$a.i.(\mathrm{\Omega }_i,\stackrel{}{x})=\mathrm{\Gamma }\{\frac{d}{2};\frac{1}{2}\left(\stackrel{}{x}\stackrel{}{\mu }_i\right)\mathrm{\Sigma }_i^1\left(\stackrel{}{x}\stackrel{}{\mu }_i\right)^{}\},$$
where $`\mathrm{\Gamma }(a;x)`$ is the incomplete gamma function and $`d`$ the number of features used for classification. Use of the above rejection criterion is identical to performing a $`\chi ^2`$ test of the null hypothesis $`H_0`$ that an object with feature vector $`\stackrel{}{x}`$ belongs to class $`\mathrm{\Omega }_i`$ at significance level $`1\beta `$, against the alternative hypothesis $`H_1`$ that it does belong to class $`\mathrm{\Omega }_i`$. We reject the null hypotheses, if its significance level is low, i.e., if it is very unlikely that a feature vector $`\stackrel{}{x}`$ is observed for class $`\mathrm{\Omega }_i`$, given the multivariate normal distributions (1) are the real distributions of the class-conditional probabilities $`p(\stackrel{}{x}|\mathrm{\Omega }_i)`$.
Note that the automatic classification programs are fed only with a subset of all spectra present on each HES plate. As already mentioned in section 2.2, only spectra with $`S/N>10`$ and $`B14`$ are considered. Moreover, spectra outside of the range $`0.3<\mathrm{B V}<0.5`$ are excluded, where $`\mathrm{B V}`$ is known to $`\pm 0.1`$ mag from the calibration of `x_hpp2`.
Below we summarize the selection criteria for metal-poor stars in the HES for the selection by automatic classification. Pre-selection of spectra to which automatic classification procedures are applied is done by criteria (1)–(3); (4) and (5) use the results of automatic classification, and (6) is a rejection criterion corresponding to a $`\chi ^2`$ test at a $`3\sigma `$ level.
1. $`0.3<\mathrm{B V}<0.5`$
2. $`(S/N)_{\text{HES}}>10B17.0`$
3. Photographic density $`D`$ below saturation threshold
4. $`\mathrm{log}g3.8`$
5. $`\left[\text{Fe/H}\right]2.7`$
6. $`a.i.<0.99`$.
The final step of the selection is visual inspection of the automatically selected spectra at the computer screen. This step is done for both selections described above. Visual inspection is necessary for identification of plate artefacts (e.g. scratches or emulsion flaws), and for rejection of obviously misclassified spectra, i.e. spectra which clearly show a strong Ca II K line. The remaining candidates are divided into three classes according to the appearance of the Ca II K line region: “class a” candidates show clearly no line; in spectra of “class b” candidates it is unclear if they have a line, and “class c” candidates do show a Ca II K line, but however, a weak one. Typically, only 10 % of the candidates belong to class a or b, 40 % belong to class c, 25 % are misclassifications, and further 25 % are disturbed spectra.
## 4 Effective yields
As has been pointed out by Beers (2000a), the effective yield (EY) of a detection method is one of the most important properties of a survey for metal-poor stars. EY is defined as follows:
$$\text{EY}_x:=\frac{N_{\text{stars}}\text{with}\left[\text{Fe/H}\right]<x}{N_{\text{stars, observed}}}.$$
When EYs for different surveys are compared, it is crucial to make sure that the comparison is done on the same abundance scale. In case of the HK survey and the HES, it was found that metallicities derived from the first-pass analysis of the HES follow-up spectroscopy are $`0.5`$ dex higher on average, than obtained from the Beers et al. (1999) re-calibration. That is,
$$\left[\text{Fe/H}\right]_{\text{HK}}=\left[\text{Fe/H}\right]_{\text{HES}}0.5.$$
This offset of the scales is primarily due to the different temperature scales adopted in the two methods. In the HK survey, effective temperatures are (implicitly) derived from $`BV`$ photometry, whereas in the HES, Balmer lines are used. The abundance scale previously employed in the HK survey, e.g. in Beers et al. (1992), is known to be an additional $`0.2`$ dex lower for the lowest metallicity stars (see Beers et al. 2000).
Thus far, only nine stars have been analyzed with both follow-up techniques (see Fig. 4), and there is especially a paucity of comparison objects at $`\left[\text{Fe/H}\right]_{\text{HES}}<2.5`$. However, the derived trend is consistent for all data points. Only turnoff stars have been used in the comparison; therefore, it can not be excluded that the abundance difference is less (or even more) pronounced for cooler stars.
For this discussion, we restrict our EY comparison to turnoff stars in the color range $`0.3<\mathrm{B V}<0.5`$, and carry out the comparison after an offset of $`0.5`$ dex has been subtracted from the HES metallicities.
In order to explore what the highest possible EY in the HES is, we observed a sample of 58 HES metal-poor candidates with EMMI at the ESO NTT. The stars have been selected by automatic classification, and have been assigned to candidate classes a or b in the visual inspection. EY of stars at \[Fe/H\] $`<2.0`$ for this sample is 80 % (see Tab. 2). This has to be compared with 11 % or 32 % in the HK survey, depending on whether a pre-selection based on $`BV`$ color has been made or not, respectively. We have already obtained data for evaluation of the Ca II K index selection technique in the HES, so that EY of that technique will be known soon.
## 5 Follow-up techniques
Because of the low quality of objective-prism spectra, and because of their limited spectral resolution, prism surveys for metal-poor stars can only provide, in general, candidate identifications. Note that experiments being conducted by J. Rhee, as part of his thesis work at Michigan State, based on neural-network analysis of line strengths for Ca II H and K obtained directly from automated scans of the HK survey plates, have shown that it might be possible to assign metallicity estimates from the prism spectra themselves, at least in a statistical sense (Rhee et al. 1999). However, in most applications to date, estimates of \[Fe/H\] and other stellar parameters have to be derived by means of spectroscopic (and, for some techniques, also photometric) follow-up observations. This intermediate step has to be done with some care, because one doesn’t want to spend significant amounts of large telescope time for obtaining high-resolution, high-$`S/N`$ spectra of “garden variety” stars having as much as $`\frac{1}{10}`$ of the solar metal abundance!
### 5.1 The Ca II K-index and ACF Methods
For candidate low-metallicity stars in the HK survey, medium resolution (1–2 Å) spectroscopy and broadband $`BV`$ photometry are used to obtain metallicity estimates using two separate techniques. The first technique relies on the assumption that the strength of the Ca II K line tracks the overall stellar \[Fe/H\], an assumption which is particularly good for stars with \[Fe/H\] $`1.5`$. The second is based on an Auto-Correlation Function (ACF, originally described by Ratnatunga & Freeman 1989) of a stellar spectrum. The ACF method is particularly good for stars with \[Fe/H\] $`>1.5`$, where the Ca II K line begins to saturate with increasing metal abundance. Beers et al. (1999) discuss this calibration, and demonstrate, based on comparisons with some 550 stars with external high-resolution abundance estimates, that these approaches used in combination yield abundance determinations with small scatter (on the order of 0.15–0.20 dex) over the entire range of stellar abundances we expect to find in the Galaxy ($`4.0[\mathrm{Fe}/\mathrm{H}]0.0`$).
In a large collaborative effort involving many astronomers from the U.S., Europe, and Australia, $`4700`$ HK survey metal-poor candidates have had spectroscopy obtained, and roughly half of them now have available $`BV`$ photometry.
### 5.2 The “all in one shot”-technique
Due to limited telescope time available for follow-up observations, it would be desirable to obtain estimates of stellar parameters, e.g., \[Fe/H\], $`T_{\text{eff}}`$, and $`\mathrm{log}g`$, purely spectroscopically, without the need for additional photometry. The first approach attempted with the HES follow-up made use of comparisons with synthetic spectra. However, it turned out that the choice to employ the Mg I b lines as gravity indicators led to a number of difficulties. For example, satisfactory results required high $`S/N`$ ($`>50`$) spectra, which are very time consuming to obtain for the fainter stars. Furthermore, at \[Fe/H\]$`2.5`$ and turnoff temperatures, Mg I b is so weak that it is not sensitive to gravity anymore. Finally, the comparison of follow-up spectra with synthetic spectra has to be done manually at the computer screen, which is a time sink as well.
As an alternative, the “all in one shot”-technique described below was developed. It is fast, since for each star a single spectrum with $`S/N30`$ at Ca II K is all that is required, and data analysis can be done fully automatically.
Spectrophotometry of each candidate is obtained with a wide slit ($`3\times `$ seeing disc) rotated to the parallactic angle to avoid atmospheric slit losses. When using EMMI at the 3.5 m ESO NTT, the spectral coverage required for obtaining Strömgren $`c_1`$ coefficients from the spectra ($`3200\text{Å}<\lambda <4900\text{Å}`$) limits the maximum possible dispersion to $`1.8`$ Å per pixel (grating #4), since in the blue arm of EMMI a 1 k CCD is the only available choice. The pixel size is $`0\stackrel{}{\mathrm{.}}37`$, so that at $`\text{seeing}<1\stackrel{}{\mathrm{.}}2`$, a spectral resolution of $`<6`$ Å results. Exposure times for obtaining $`S/N>30`$ at Ca II K are $`5`$ min for stars of $`B<17.0`$. In the case where stars exhibit a very weak Ca II K line, as recognized from online-reduced spectra, an additional, longer, exposure with narrow ($`1\stackrel{}{\mathrm{.}}0`$) slit is obtained. The average total exposure time per object is typically $`10`$ min, which makes it possible to observe $`30`$ metal-poor candidates per night.
The spectra are shifted into the rest frame by cross-correlation with a model spectrum of similar stellar parameters, and applying the appropriate radial velocity correction. Note that the radial velocities derived are not useful measurements in themselves, since the precise position of the object in the (wide) slit is not known. Therefore, zero-point offsets in wavelength can occur.
Three features are used for determination of the stellar parameters \[Fe/H\], $`T_{\text{eff}}`$, and $`\mathrm{log}g`$: the Strömgren-coefficient $`c_1=(ub)(vb)`$, the H$`\delta `$ index HP2, and the Ca II K index KP (for a definition see Beers et al. 1999). The $`c_1`$ index is determined directly from the spectra by multiplication with filter response curves and integration over the appropriate wavelength range (see Fig. 6). The internal accuracy achieved is $`\sigma _{c_1}=0.022`$ mag, which compares favorably with errors from photoelectrically measured indices.
Stellar parameters are derived by using the following set of equations:
$`T_{\text{eff}}`$ $`=`$ $`a_{11}+a_{12}c_1+a_{13}\text{HP2}`$ (2)
$`\mathrm{log}g`$ $`=`$ $`a_{21}+a_{22}c_1+a_{23}\text{HP2}`$ (3)
$`\left[\text{Fe/H}\right]`$ $`=`$ $`a_{31}+a_{32}\text{HP2}+a_{33}\text{KP}`$ (4)
The coefficients $`a_{ij}`$ have been determined from least squares fits to a dense grid of model spectra, defined by the following grid points:
$`T_{\text{eff}}`$ $`=`$ $`5600(200)6800\text{K}`$
$`\mathrm{log}g`$ $`=`$ $`2.2(0.8)4.6`$
$`\left[\text{Fe/H}\right]`$ $`=`$ $`0.9(0.3)3.6`$
Using equations (2)–(4), it was possible to reproduce the stellar parameters of the model spectrum grid with the following accuracy:
$`\sigma _{T_{\text{eff}}}`$ $`=`$ $`24\text{K}`$
$`\sigma _{\mathrm{log}g}`$ $`=`$ $`0.21`$
$`\sigma _{\left[\text{Fe/H}\right]}`$ $`=`$ $`0.16.`$
Note that these are internal errors for noise-free spectra. Unfortunately, due to lack of an independent test sample, it is not yet possible to estimate the real accuracy of this approach. However, experience with spectrum synthesis has shown that at the spectral resolution used in the HES follow-up, errors in $`\mathrm{log}g`$ and \[Fe/H\] are typically twice as high as the numbers above, and errors in $`T_{\text{eff}}`$ are typically $`200`$ K.
## 6 Discussion and conclusion
We have compared two large, ongoing, surveys for metal-poor stars in the Galactic halo, namely, the HK survey, and the HES. Both surveys are in the position to provide targets for observations with Subaru HDS now. However, follow-up observations of HES stars have just been started, whereas the HK survey has already produced a list of $`4700`$ stars with estimates of \[Fe/H\] typically precise to $`\pm 0.2`$ dex, on the order of 100 of which exhibit the lowest abundances ever found for stars in the Galaxy.
Selection of metal-poor candidates at the main-sequence turnoff in the HES by automatic classification is $`3\times `$/$`7\times `$ more efficient as compared to visual inspection in the HK survey with/without pre-selection by $`BV`$ photometry. This is very remarkable considering the fact that the spectral resolution of the HES is $`2\times `$ lower than in the HK survey. Reasons for the higher efficiency are the larger spectral coverage of the HES, better quality of the HES spectra, and the automated, quantitative selection, which is probably more precise than the selection by eye. Moreover, we have intentionally observed class a and b candidates only, because we wanted to explore what the maximum possible efficiency is. Simulations we have carried out indicate that, in exchange for a high EY of truly metal-poor stars, one has to sacrifice completeness of the candidate sample on the order of 50 %. Thus, the EY of a selection aimed at compiling a complete sample of metal-poor stars by means of including class c candidates and candidates from complementary selection methods (e.g. the Ca II K index method), too, will be proportionately lower.
The follow-up technique used in the HK survey results in determinations of \[Fe/H\] precise to $`\pm 0.2`$ dex; the precision of the HES technique remains to be evaluated. The advantage of the “all in one shot”-technique used in the HES is that no photometry is needed in addition to moderate resolution spectra. However, a drawback is that no useful radial velocities can be measured from spectra obtained with the wide slit, since the object position within the slit is not precisely known, so that unknown zero-point offsets in wavelength occur. We are presently exploring the use of artificial neural network methodology which might be able to recover the required stellar parameters with sufficient accuracy from spectra taken with a narrow slit, so that radial velocity information could be obtained simultaneously (see Qu et al. 1998; Snider et al. 2000).
When compiling target lists for high-resolution observations, combining stars from both surveys, it is important to take into account their different abundance scales. An offset of $`0.5`$ dex has to be subtracted from \[Fe/H\] estimates obtained from the HES follow-up, when they are compared with \[Fe/H\] values derived from the HK survey. Since the limiting magnitude for metal-poor stars in the HES is $`17.0`$, and “saturated” objects are excluded from the selection procedure, the HES provides mainly fainter candidates, in the magnitude range $`14.0<B<17.0`$, whereas the HK survey is able to provide bright candidates in the range $`11.0<B<15.5`$.
The HES is $`1.5`$ mag deeper than the HK survey. Therefore, the former can increase the total survey volume for metal-poor stars by a factor of 8, taking into account common areas and the magnitude ranges of both surveys. We estimate that the total number of stars at \[Fe/H\]$`<3.0`$ known today, $`100`$, can be increased to $`800`$ by the HES, provided that follow-up observations can be obtained for all candidates. Extension of the procedures described above for the inclusion of cooler stars could easily raise the number of stars with \[Fe/H\] $`<3.0`$ to 1000 or more.
Object lists formed from a combination of targets from both the HK and HES surveys will be able to keep all $`8`$ m class telescopes busy for at least the next several years. Observations of these stars are sure to provide the astronomical community with many new insights (see Beers, this volume, for an extensive listing). However, a potential “metal-poor star disaster” is only a few years away, in the sense that a much larger database of candidates will be necessary to address the many new questions which are sure to arise from the first-pass 8 m-class telescope follow-ups (see Beers 2000b). Now is the time to expand efforts to obtain large numbers of new metal-deficient stars from follow-up of the HES and HK survey candidates!
N.C. thanks the organizers of the Workshop for financial aid and Fujimoto-san for private lessons in using Tokyo’s public transport system. J. Reetz and T. Gehren contributed to the search for metal-poor stars in the HES by providing model atmospheres, SIU (a tool for spectrum analysis), repeated hospitality at their institute, and many discussions. This work is supported by Deutsche Forschungsgemeinschaft under grant Re 353/40–3. T.C.B. is grateful to his many friends at NAO, and within the entire Japanese astronomical community, for their long-term collaborations and discussions, and further acknowledges partial support of this work from grant AST95-29454 from the National Science Foundation. |
warning/0001/astro-ph0001532.html | ar5iv | text | # Magnetic Confinement, MHD Waves, and Smooth Line Profiles in AGN
## 1 Introduction
Quasar emission lines are important probes of the physics of active galactic nuclei (AGN). The primary assumption made in spectral line synthesis studies of AGN is that the width of a component contributing to the total line profile is thermal. The assumption is made regardless of whether the component is a single cloud in a discrete ensemble of clouds or a differential volume element in a continuous flow.
Line emission originates in matter at $`10^4`$ K and corresponds to a thermal width of $`10\mathrm{km}\mathrm{s}^1`$. Since broad line region (BLR) emission lines have much larger widths (FWHM $`10^3`$ to $`10^4\mathrm{km}\mathrm{s}^1`$) the width of an individual component is often assumed to be negligible compared to the total line profile. Based on this assumption and the observed smoothness of broad emission line profiles, cloud numbers in excess of $`10^7`$ to $`10^8`$ are inferred (Arav et al. 1997, Arav et al. 1998, Dietrich et al. 1999).
This need not be the case however. If a magnetic field is present, the line width of a contributing element will be broadened requiring fewer clouds to produce the observed profile smoothness.
In nature a magnetic field is usually associated with non-dissipative MHD waves in energy equipartition with the magnetic field. Thus
$$\frac{B^2}{8\pi }\frac{1}{2}\rho \sigma _\mathrm{B}^2$$
(1)
where $`B^2/8\pi `$ and $`1/2\rho \sigma _\mathrm{B}^2`$ are the magnetic pressure and MHD wave energy density respectively, $`\rho `$ is the mass density and $`\sigma _\mathrm{B}`$ is the resulting velocity width of the gas. (Arons and Max 1974, Meyers and Goodman 1988a, Meyers and Goodman 1988b).
Rees (1987) suggested that BLR clouds are magnetically confined. Assuming
$$\frac{B^2}{8\pi }nkT$$
(2)
and solving for $`B`$ gives
$$B\sqrt{8\pi nkT}0.6\sqrt{n_{10}T_4}\mathrm{G}$$
(3)
where $`n_{10}`$ is the density in units of $`10^{10}\mathrm{cm}^3`$ and $`T_4`$ is the temperature in units of $`10^4\mathrm{K}`$. From this we see that only a few Gauss are required for confinement. Substitution of Equation 3 into Equation 1 and solving for $`\sigma _\mathrm{B}`$ gives a lower bound for the line width of magnetically confined BLR gas. Thus
$$\sigma _\mathrm{B}\frac{B}{\sqrt{4\pi \rho }}\sqrt{\frac{2kT}{m_AZ}}11\sqrt{T_4}\mathrm{km}\mathrm{s}^1$$
(4)
where $`m_A`$ is one atomic mass unit and $`Z`$ is the mean atomic weight of the gas which, assuming cosmic abundances, is taken to be $`Z1.4`$. This is comparable to the thermal width of hydrogen, but is roughly 3.5 times larger than the thermal width of carbon ($`3.2\mathrm{km}\mathrm{s}^1`$), and 7.5 times larger than the thermal width of iron ($`1.5\mathrm{km}\mathrm{s}^1`$) at $`T_41.0`$. Thus, even for the minimal confining magnetic field there will be significant effects on line transfer.
The broadening is considerably amplified however if the magnetic field is in equipartition with the gravitational energy density so that
$$\frac{B^2}{8\pi }\frac{GM\rho }{R}.$$
(5)
(Blandford and Payne 1982, Rees 1987, Emmering et al. 1992, Königl and Kartje 1994, Bottorff et al. 1997). Although there is no fundamental reason why Equation 5 should hold, this equipartition does occur in many environments (Rees (1987), Meyers and Goodman (1988a,b)). Here $`R`$ is the radial distance of gas, with mass density $`\rho `$, from a central black hole of mass $`M`$. In this case, the line width will be greater than the virial width, the local velocity field will be highly supersonic and MHD broadening may actually account for the full width of an emission line.
## 2 A Simple Model
To illustrate the effect of non-dissipative MHD wave line broadening and smoothing on an emission line profile, we consider the extreme case of BLR emission arising from a discrete set of identical clouds. This example has immediate applicability in the search for discrete clouds or extended cloud structures in BLR line profiles. (Arav et al. 1997, Arav et al. 1998, Dietrich et al. 1999)
### 2.1 A Discrete Distribution of Emitters
A simple one dimensional outflow model is constructed in which clouds move only along the line of sight. We choose a cloud bulk velocity field given by
$$v_G\sqrt{\frac{2GM}{R}}.$$
(6)
Requiring consistency with Equation 1 and Equation 5 gives
$$\sigma _\mathrm{B}\sqrt{\frac{B^2}{4\pi \rho }}\sqrt{\frac{2GM}{R}}v_G.$$
(7)
Thus the dispersion of an emitting element equals the systemic velocity at any given radius. (Note: A magnetic example in which $`v_G\sqrt{2GM/R}`$ is the MHD wind model of Blandford and Payne (1982). In that paper $`v_G`$ is also given by $`v_G\sqrt{B^2/4\pi \rho }`$. An association of $`\sigma _\mathrm{B}`$ with $`v_G`$, however, is not pursued.)
In the model being considered here identical clouds are placed randomly in velocity space according to a gaussian distribution given by
$$f(v_G/\sigma _G)\mathrm{exp}\frac{1}{2}\left(\frac{v_G}{\sigma _G}\right)^2$$
(8)
where $`\sigma _G`$ is the dispersion of the cloud distribution in velocity space. We loosely associate $`\sigma _G`$ with the mass $`M`$ and an emission weighted radius $`R_G`$ (e.g. the reverberation radius) giving $`\sigma _G\sqrt{2GM/R_G}`$. Thus $`\sigma _G`$ does not include the effect of magnetic broadening which must be added separately to each cloud.
We will predict the profile of the 1549Å line of C iv. The surface emissivity of a cloud, $`ϵ(C\mathrm{iv})`$, is given by an analytical fit of C iv emission for an amalgam of BLR cloud densities as prescribed in Baldwin et al. (1995). The fit is given in Bottorff et al. (1997) and is reproduced here for convenience.
$$\mathrm{log}ϵ(C\mathrm{iv})[\mathrm{log}\mathrm{\Phi }_{18}(H)]^{0.67}$$
(9)
Here $`\mathrm{\Phi }_{18}(H)=\mathrm{\Phi }(H)/10^{18}`$ where $`\mathrm{\Phi }(H)`$ is the hydrogen ionizing photon number flux in $`\mathrm{cm}^2\mathrm{s}^1`$. Following Netzer and Laor (1993) we assume that lines are suppressed with the onset of grain formation at $`\mathrm{\Phi }_{18}(H)=1.0`$ so we assign zero emissivity to clouds exposed to this flux or less. This is satisfied for
$$8.5\times 10^4R_{G,10}^2/L_{45}(v_G/\sigma _G)_{cut}^4$$
(10)
where $`R_{G,10}`$ is the radius $`R_G`$, written in units of 10 light days, $`L_{45}`$ is the bolometric luminosity in units of $`10^{45}\mathrm{erg}\mathrm{s}^1`$, and $`(v_G/\sigma _G)_{cut}`$ is the value of $`|v_G/\sigma _G|`$ below which the emissivity is defined to be zero. We take $`R_{G,10}1.0`$ and $`L_{45}0.27`$ (values corresponding to the Seyfert 1 galaxy NGC 5548, Bottorff et al. 1997) so $`(v_G/\sigma _G)_{cut}0.24`$. For comparison, an example of a quasar is 3C390.3 which has $`R_{G,10}6.3`$ and $`L_{45}1.8`$ (Wamsteker et al. 1997) giving $`(v_G/\sigma _G)_{cut}0.43`$. The cutoff in emissivity is equivalent to truncating the distribution $`f(v_G/\sigma _G)`$. The thick curve in Figure 1 shows $`f(v_G/\sigma _G)`$ normalized to $`f(0)=1.0`$ and truncated for $`|v_G/\sigma _G|<0.24`$.
Our simulation used a total of 84,000 clouds, estimated from typical BLR cloud column densities, particle densities, and the size and covering fraction of the BLR. To simulate MHD wave broadening, each cloud was given a gaussian line profile centered at a randomly selected value of $`v_G/\sigma _G`$ denoted as $`v_i/\sigma _G`$ and assigned a dispersion equal in magnitude to $`v_i/\sigma _G`$ so as to be consistent with Equation 7. The cloud line profile, $`g(v_i/\sigma _G,v_G/\sigma _G)`$, is thus
$$g(\frac{v_i}{\sigma _G},\frac{v_G}{\sigma _G})\frac{ϵ(\mathrm{C}\mathrm{iv})}{\sqrt{4\pi (\frac{v_i}{\sigma _G})^2}}\mathrm{exp}\frac{1}{2}\left(\frac{\frac{v_G}{\sigma _G}\frac{v_i}{\sigma _G}}{\frac{v_i}{\sigma _G}}\right)^2$$
(11)
A cloud with small $`|v_i/\sigma _G|`$ (but still larger than $`(v_G/\sigma _G)_{cut}`$), has a relatively narrow width and makes a smaller small flux contribution to the total line profile as compared to clouds with larger $`|v_i/\sigma _G|`$. For comparison Figure 1 also shows two cloud profiles, namely $`g(0.32,v_G/\sigma _G)`$ and $`g(2.05,v_G/\sigma _G)`$. Both have been normalized to $`g(2.05,0.0)=1.0`$. It is apparent in the figure that, individually, clouds with high $`|v_i/\sigma _G|`$ outshine those with low $`|v_i/\sigma _G|`$. For the two cloud profiles shown in Figure 1 the larger $`|v_i/\sigma _G|`$ cloud is 10 times more luminous. On the other hand there are many more low velocity clouds than high velocity clouds due to the distribution $`f(v_G/\sigma _G)`$. The resulting profile, due to the accumulation of all 84,000 clouds is shown in Figure 2 though only 81 percent of the clouds actually contribute the line profile due to the cutoff. The Profile represents the BLR contribution of an AGN emission line.
Analysis of this model shows that lowering the number of clouds to 300 has little effect on the line profile though it does become somewhat less symmetric due to the sensitivity of the profile to large individual contributions from high velocity clouds. The effect of MHD wave broadening is apparent when the full width at half maximum (FWHM) of the profile in Figure 2 is compared to the FWHM of $`f(v_G/\sigma _G)`$. The line profile is 1.6 times wider than $`f(v_G/\sigma _G)`$. The same model with 84,000 clouds but using $`(v_G/\sigma _G)_{cut}=0.43`$ (e.g., parameters for 3C390.3) yields a similar profile to the one shown in Figure 2. It is somewhat wider (the FWHM is 1.7 times larger than the FWHM of $`f(v_G/\sigma _G)`$) but has a flat plateau nearly twice as wide.
In the following section we interpret the above results in terms of current AGN research and make suggestions for future avenues of study.
### 2.2 Can the Cloud Nature be Determined?
This simple model brings a whole series of issues to the study of AGN phenomena. Attempts to infer cloud numbers from broad line profiles need to include the possibility of MHD wave line broadening before making conclusions about whether BLR clouds are continuous or discrete. If individual clouds are sought, the search needs to be redirected away from the line wings and toward the line core since, by Equation 4, the line broadening, $`\sigma _\mathrm{B}`$, will be weaker at smaller values of $`v`$.
An alternative approach to AGN cloud counting could be to use a principle component analysis fitting approach. The gaussian basis functions used to fit a profile can be given widths proportional to their offset from zero systemic velocity. The minimum number of gaussians required to find an acceptable fit to the line profiles will be an estimate of the minimum cloud number. Components may be tested in AGN that have had extensive spectral monitoring, e.g. NGC 5548, NGC 4151, 3C390.3 and 3C273. A sequence of spectra, covering a time span shorter than the BLR dynamical crossing time but longer than a characteristic continuum variability timescale, can be fit. If the component number and locations in the sequence do not significantly vary, then that would be evidence in favor of the components being actual clouds. The ensemble could be further tested against various kinematic models by tracking detected clouds over a few crossing times. There is already evidence to suggest that line profiles of clouds are a complex amalgam of emitters. Multiple components are often required to fit line profiles. For example, four or five components are required to fit the H$`\beta `$ line of Ark 120 (Korista 1992) and H$`\beta `$ in NGC 5548 shows three seemingly independent time variable components (Wanders and Peterson 1996). We note, for clarity however, that it is not suggested that the components presented in those papers necessarily represent actual clouds since the fitting algorithms are designed for efficiency and have no physical meaning. We do however, wish to emphasize the potential for future reanalysis of available data.
With regard to magnetic broadening and long term profile variability, consider the “shoulders” of the H$`\beta `$ line of NGC 5548 reported by Wanders and Peterson (1996). They note that shoulders “do not appear to move systematically in radial velocity but appear to come and go at approximately fixed wavelengths.” In terms of our simple model this behavior can be explained by the movement of a few relatively high velocity clouds. Since both the emission and line width is large in these clouds we would expect that the wings vary on a time scale of the order of the BLR crossing time, which they estimate to be $`1.6\mathrm{yr}`$. This is indeed the case. The line core, in our model, however, is dominated by many dimmer clouds. Thus the profile core will be relatively stable since the addition or subtraction of a few clouds will not affect the overall shape of that segment of the line. In addition, the crossing time at a lower velocity will be longer than average. The net result is a stable line core with wings that occasionally balloon into shoulders. Shouldering may therefore indicate the movement of a few high velocity extremely MHD broadened clouds. An observer might be able to track individual clouds by subtracting shouldered spectra from a mean spectrum or from a pre or post shoulder state of a line wing. Based on our modeling of the line profile for $`300`$ clouds and comparing it with the the amplitude of the shouldering observed in NGC 5548 there may be only a few hundred clouds in this object (see also Wanders (1997)).
Current virial mass estimates based on profile width will be too big. Energy equipartition of gravity with the magnetic wave energy results in an error of a factor of $`1.6^2`$ $`(2.6)`$ in the virial mass if the FWHM of the line is used. This is a consequence of Equation 7 ($`\sigma _\mathrm{B}v_G`$). Line profiles are wide because of roughly equal contributions from the velocity field of the cloud ensemble and the line widths of individual clouds. Additional non-kinematic mechanisms used to explain the extreme wings of broad line profiles, e.g. electron scattering (Emmering et al. 1992, Bottorff et al. 1997), could also be at work though magnetic broadening may obviate the need of them to account for the wings of line profiles. The widths of clouds in the extreme wings guarantee overlap in one wing with the profiles of clouds in the other wing and the line core. The response of the extreme wings to short term changes in the continuum (not to be confused with the long term kinematic changes discussed above) will be smoothed. Thus, for short term variability, due to rapid changes in the continuum, our model predicts a variable central part of the profile and a temporally smoothed response in the extreme wings.
An observer’s orientation with respect to the magnetic field will affect the observed profile if the field is coherent. The FWHM of a cloud should be wider in the plane of oscillation than if viewed along the magnetic field. In addition, cloud models need to be modified to include the effects of large non-dissipative internal motions on radiation transfer within a cloud.
Finally, dynamical mechanisms for initiating oscillations need to be investigated. Spatial wave amplitudes of
$$A\lambda /2\pi ,$$
(12)
where $`\lambda `$ is the wavelength, are required to produce transverse displacement velocities comparable to $`\sigma _\mathrm{B}`$. Since the length of a cloud is $`lN_{24}/n_{10}\times 10^{14}\mathrm{cm}`$, where $`N_{24}`$ is the column density in units of $`10^{24}\mathrm{cm}^2`$ and $`n_{10}`$ is the cloud particle density in units of $`10^{10}\mathrm{cm}^3`$, the longest wavelength supported in a cloud is of the order $`l\lambda `$. Using equation (7) gives the period of oscillation, $`T`$, is bounded by
$$T\frac{\lambda }{\sigma _\mathrm{B}}3\times 10^5\frac{N_{24}}{n_{10}}\sqrt{\frac{R_{10}}{M_7}}\mathrm{s}.$$
(13)
Thus, $`T`$ is about 4 days or less for fiducial values. We note that many continuum engines vary on a time scale of this order so radiation pressure could be important. The importance of radiation pressure effects in static magnetic outflows is clearly demonstrated in Königl and Kartje (1994). Whether or not oscillations can be initiated by it however is still an open question.
## 3 Conclusions
Magnetic confinement and associated MHD wave broadening has broad ramifications.
$``$ Energy equipartition between non-dissipative waves ($`1/2\rho \sigma _\mathrm{B}^2`$) and the magnetic field ($`B^2/8\pi `$) seems to be an inevitable consequence of magnetically confined gas. Line broadening is expected everywhere magnetic fields are found. In cases where there is also energy equipartition with gravity, the effects of magnetic line broadening will be extreme.
$``$ The spectrum emitted by clouds subject to MHD wave broadening needs to be reevaluated since the local velocity field will be highly supersonic, not thermal as previously assumed. This will have fundamental effects on the spectrum since line trapping will be far less severe and continuum pumping far more important (Ferland 1999).
$``$ Virial mass estimates will be too large by a factor $`2`$ if the magnetic field is in energy equipartition with gravity.
$``$ The smallest resolved component in a line may be considerably broader than its thermal width. If a component is part of an ordered flow, then its width can rival that of the flow if the magnetic field is in energy equipartition with gravity. This has important implications for current attempts to detect and count individual cloud elements.
$``$ Line profiles broadened by a magnetic field will be more symmetric than expected by predictions of a kinematic model that uses thermal broadening only. Thus the parameters describing the shape of a model line profile may need to be changed considerably once correct radiative transfer is applied.
## Acknowledgments
We thank Jack Baldwin and Kirk Korista for helpful comments. This work is supported through NSF grant AST 96-17083 |
warning/0001/cond-mat0001375.html | ar5iv | text | # Andreev scattering and Josephson current in a one-dimensional electron liquid
## I introduction
One of the fascinating consequences of superconductivity is the phenomenon of Andreev scattering at a normal metal/superconductor (NS) junction. This corresponds to an incoming electron from the normal side being reflected back as a hole, thereby producing an additional Cooper pair in the superconductor condensate. Both normal and Andreev reflections are expected to occur in a realistic NS junction, in addition to quasiparticle transmission into the superconductor. If the gap is large enough, the latter’s propagation is suppressed and squared reflection amplitudes add up to one through probability current conservation. Building up on Andreev reflection, one arrives at the related phenomenon of the Josephson current, in which the normal region of an SNS junctions carries a supercurrent driven by the gap phase difference between left and right superconductors.
While the original work in this field treated the normal metal within the Fermi liquid framework (i.e. essentially ignored interactions), the effect of interactions for the case of a one-dimensional metal between two superconductors has been treated recently by several groups using bosonization and renormalization group methods. The methods and conclusions of these works are closely related to previous work on tunnelling through a single impurity in a quantum wire.
We have chosen to re-examine this subject in both non-interacting and interacting cases because we feel that previous treatments have missed some interesting physics. In particular, most of the standard work on the non-interacting case has essentially ignored band structure effects, using a free electron model with a pairing potential that varies abruptly accross the junction, together with a scattering potential at the interface. A more recent paper considers the case where the Fermi velocity is different on the S and N side. The conclusion of this work is that, at the Fermi energy, there is perfect Andreev reflection (and therefore 0 normal reflection) when the scattering potential and velocity mismatch are absent. Both of these effects serve to increase the normal scattering amplitude in an additive way. We arrive at qualitatively different conclusions by explicitly including band structure in the form of an exactly solveable one-dimensional tight-binding model with Hamiltonian:
$$H\mu N=\underset{j}{}[(t_{j,j+1}\psi _{j\sigma }^{}\psi _{j+1\sigma }+\mathrm{\Delta }_j\psi _j^{}\psi _j^{}+h.c.)+(V_j\mu )\psi _{j\sigma }^{}\psi _{j\sigma }].$$
(1)
The chemical potential, $`\mu `$, is assumed to lie within the band on the normal side $`|\mu |<2t`$ and $`h.c.`$ stands for Hermitean conjugate. Here the interface is chosen to lie between sites 0 and 1 with the superconductor on the negative $`x`$-axis and the normal metal on the positive $`x`$ axis so that:
$`t_{j,j+1}=\{\begin{array}{cc}t\hfill & j>0\hfill \\ t^{\prime \prime }\hfill & j=0\hfill \\ t^{}\hfill & j<0\hfill \end{array},`$ (5)
$`V_j=V\delta _{j1},\mathrm{\Delta }_j=\{\begin{array}{cc}\mathrm{\Delta }\hfill & j0\hfill \\ 0\hfill & j>0\hfill \end{array}.`$ (8)
$`\mathrm{\Delta }_j`$ represents the pairing interaction which exists on the superconducting side ($`j0`$) only. For simplicity we consider both normal and superconducting sides to be one-dimensional, but see below. The notion of a “perfect junction” becomes less clear in such a model. In the particle-hole symmetric case, $`\mu =V=0`$, we find that there is always some normal scattering at the Fermi energy unless the interface tunnelling parameter, $`t^{\prime \prime }`$, is fine-tuned to a particular value. In the limit $`|\mathrm{\Delta }|<<t,t^{}`$, this particular value becomes
$$t^{\prime \prime }=\sqrt{tt^{}}.$$
(9)
For general values of the chemical potential we find that both $`t^{\prime \prime }`$ and the normal scattering intensity, $`V`$, must be fine-tuned in order to achieve perfect Andreev reflection. We emphasise that these conclusions seem to be different than the previous ones obtained without explicit consideration of band effects. For example, in the particle-hole symmetric case it is possible to get perfect Andreev reflection even with Fermi velocity mismatch ($`tt^{}`$) provided that $`t^{\prime \prime }`$ is adjusted to the right value. It is worth emphasizing that the case of infinite interface tunnelling: $`t^{\prime \prime }>>t,t^{}`$ does not correspond to perfect Andreev reflection as one might naively suppose, but instead to zero Andreev reflection. The physical reason is that, in this limit, two electrons get trapped at the interface on sites 0 and 1, effectively decoupling all sites with $`j<0`$ from all sites with $`j>1`$. In this limit the normal side does not “feel” the pairing and hence exhibits no Andreev reflection.
We are not aware of any previous explicit calculation of the Josephson current for such an interface model which we perform here. We consider two, possibly different, interfaces separated by a distance of $`l`$ lattice sites with the pairing potentials having a phase difference $`\chi `$. The (zero temperature) Josephson current is defined from the derivative of the groundstate energy with respect to this phase difference:
$`I(\chi )=2e{\displaystyle \frac{d}{d\chi }}E_0.`$ (10)
While the groundstate energy is obtained by summing over all states below the Fermi surface, we show explicitly that its derivative with respect to $`\chi `$ only depends on quantities defined at the Fermi surface, being insensitive to the details of the band structure. When the junction parameters are fine-tuned to give perfect Andreev reflection we find that the Josephson current is a sawtooth function of $`\chi `$:
$`I(\chi ){\displaystyle \frac{ev_f}{\pi l}}\chi ,(\text{mod}2\pi ),`$ (11)
with steps of size $`2ev_f/l`$ occurring at $`\chi =(2n+1)\pi `$. For any other choice of junction parameters the Josephson current is a smooth function of $`\chi `$. For example, in the limit of a weak junction, $`t^{\prime \prime }<<t,t^{}`$, we find:
$$I(\chi )(t^{\prime \prime })^4\mathrm{sin}\chi .$$
(12)
While these formulas are well-known results, our method in fact allows us to calculate exactly the zero-temperature Josephson current in the general case of arbitrary amounts of normal versus Andreev reflection, independently at each boundary. The full crossover between the above two limits is thus described.
One approach which we shall make much use of in this paper is that of an effective field theory, whereby the superconducting side is replaced by a particular boundary contribution on the normal side. There are several reasons why it is convenient to “integrate out” the electrons on the superconducting side of the junction in such a way as to obtain an effective Hamiltonian for the electrons on the normal side. This is a very natural thing to do considering the fact that the superconducting electrons have a gap in their spectrum: if we consider physics at energy scales small compared to the gap we expect to obtain a simple effective action without any retarded interactions. (This may break down for non s-wave pairing where the gap vanishes in certain directions; we do not consider that case here.) The resulting effective Hamiltonian (for a single junction) is:
$`H\mu N=t{\displaystyle \underset{j1}{}}[(\psi _{j\sigma }^{}\psi _{j+1\sigma }+h.c.)\mu \psi _{j\sigma }^{}\psi _{j\sigma }]+[\mathrm{\Delta }_B\psi _{1,}^{}\psi _{1,}^{}+h.c.]+V_B\psi _{1\sigma }^{}\psi _{1\sigma }.`$ (13)
The effective boundary pairing interaction, $`\mathrm{\Delta }_B`$ and effective boundary scattering potential, $`V_B`$, depend on all the parameters of the superconductor and the junction, $`t^{}`$, $`\mathrm{\Delta }`$, $`t^{\prime \prime }`$ , $`V`$. Beginning from our interface model of Eq. (1) we determine explicitly the parameters $`\mathrm{\Delta }_B`$ and $`V_B`$ of the boundary model and check that low energy properties are faithfully reproduced. Of course, we again find with the boundary pairing model that perfect Andreev reflection only occurs if the boundary parameters are fine-tuned. In particular, for the particle-hole symmetric case, $`\mu =V_B=0`$, the condition is:
$$|\mathrm{\Delta }_B|=t.$$
(14)
Note that is is not $`\mathrm{\Delta }_B\mathrm{}`$ as one might naively suppose.
One advantage of the boundary model is that it should arise from much more general, and more realistic, interface models. While the simple form of Eq. (1), quadratic in fermion operators, is the result of a mean field approximation to a more realistic model with pairing or electron-phonon interactions on the superconducting side, we expect that the effective Hamiltonian of Eq. (13) will still be valid at energies small compared to the gap when the interactions on the superconducting side are treated more accurately. Furthermore, it is more or less obvious that the same effective Hamiltonian arises when the one-dimensional normal metal is coupled to a three-dimensional superconductor. This is an important generalization since superconductivity is not believed to occur in a strictly one-dimensional system.
More generally we wish to add interactions to our Hamiltonian on the normal side which we assume to be one-dimensional. A simple choice would be an onsite (Hubbard) interaction for all sites $`j1`$:
$`H`$ $``$ $`H+H_{int}`$ (15)
$`H_{int}`$ $`=`$ $`{\displaystyle \frac{U}{2}}{\displaystyle \underset{j1}{}}(n_j1)^2,`$ (16)
where $`n_j`$ is the total electron number operator at site $`j`$. We could also consider longer range density-density interactions. We will be interested in the case of both repulsive and attractive bulk interactions; the latter may arise in a low energy effective theory from phonon exchange. The negative $`U`$ Hubbard model has a gap for spin excitations which can be eliminated by considering longer range interactions. We will discuss both cases with zero and non-zero spin gap. These interactions can be treated essentially exactly, at low energies, using bosonization, renormalization group and conformal field theory techniques. It is a major purpose of this paper to discuss how to generalize these techniques to the interface model. We argue that this is best done by integrating out the superconducting electrons to obtain the boundary model of Eq. (13) with the bulk interactions, $`H_{int}`$ added. (More generally, we might also obtain additional interactions at the boundary. These can be treated in the same framework.) Indeed, this approach seems to be more or less forced upon us by the renormalization group philosophy of integrating out high energy modes to obtain an effective low energy Hamiltonian. Having performed the initial step of integrating out the gapped degrees of freedom on the superconducting side we may then proceed to analyse the effective Hamiltonian with bulk and boundary terms using general methods developed to deal with quantum impurity problems. Of course, our results will only be valid at energies $`E<<\mathrm{\Delta }`$.
The boundary renormalization group approach leads to the conclusion that the boundary interactions will renormalize to a fixed point corresponding to a conformally invariant boundary condition. It appears likely that there are only two such boundary conditions that occur in this problem, in the particle-hole symmetric case ($`\mu =V=V_B=0`$) corresponding to a free boundary condition (b.c.), $`\mathrm{\Delta }_B=0`$ which preserves electron number and therefore has no Andreev reflection and to an “Andreev boundary condition” for which there is perfect Andreev reflection. Which of these boundary conditions is stable under renormalization group transformations depends on the sign of the bulk interactions, $`U`$. We find that the free b.c. is stable for repulsive bulk interactions but the Andreev b.c. is stable for attractive bulk interactions ($`U<0`$). We calculate the various critical exponents associated with these critical points. It is important to realize that critical exponents are characteristic of a particular fixed point and are different at the free and Andreev fixed points. Thus, for instance with repulsive bulk interactions, if we started with bare interface parameters that put the interface close to the Andreev fixed point then the exponents characterizing the initial flow away from the Andreev fixed point at high temperature are different than the exponents characterizing the flow towards the free fixed point at low temperature. However, it should be emphasized that for a generic choice of bare interface parameters the Hamiltonian will not be near the Andreev fixed point; this requires fine-tuning. The situation is similar in the non particle-hole symmetric case except we now get lines of fixed points with either $`0`$ or perfect Andreev reflection.
The first work that we are aware of on Andreev scattering in Tomonaga-Luttinger liquids attempted to apply boundary RG techniques without explicitly intergrating out the superconducting side and without taking into account the effect of the b.c.’s on the exponents. This led to incorrect predictions for the exponent governing the Josephson current. \[\] used a method closely related to ours but applied it to a different geometry: a closed normal ring in contact with superconductors at two points. Takane corrected some of the earlier result in \[\] for the exponent governing the Josephson current using methods essentially equivalent to ours but without explicitly invoking the concept of integrating out the superconducting side. We extend Takane’s result by introducing the conceptually important and very useful notion of integrating out the superconducting electrons thus making clear the relationship between the interface problem, other quantum impurity problems and boundary conformal field theory. This facilitates a more general discussion of the universal critical behaviour. In particular we discuss the behaviour of the Josephson current in the vicinity of the Andreev fixed point, obtaining quite different results than those in \[\], and discussing how the functional dependence of the current on the superconducting phase difference crosses over between sawtooth and smooth forms.
Given the difficulty of achieving perfect Andreev scattering in the non-interacting case our conclusion is quite remarkable that, with attractive bulk interactions, a generic interface will renormalize to perfect Andreev scattering as $`T0`$. It must be admitted that this conclusion is based on an unproven but widely made assumption about RG flows and fixed points in the boundary sine-Gordon model which arises here after bosonization. In order to make some of our rather unintuitive results seem more plausible we discuss an exact mapping of our boundary pairing model (in the particle-hole symmetric case) into a Hubbard model with a bulk magnetic field and a transverse boundary magnetic field. In the transformed model the Andreev boundary condition corresponds to one in which the boundary electron has a frozen transverse spin polarization.
In the next section we give the solution of the interface and boundary models and discuss their equivalence, in the case of zero bulk interactions. Most of the details of the equivalence are relegated to an appendix. In Sec. III we consider an $`S_1NS_2`$ system and calculate the Josephson current. In Sec. IV we include bulk interactions in the boundary model and determine phase diagrams and critical exponents. In Sec. V we discuss the exact mapping onto the Hubbard model with bulk and boundary magnetic fields.
## II The lattice interface and boundary models
In this section, we consider various lattice models of normal metal-superconductor contacts in the case of zero bulk interactions. The generic Hamiltonian for all of these will be (1), with various geometries, sets of hopping strenths, and potentials specified along the way. The calculation procedure is similar to the usual one used in dealing with continuum models: the wavefunctions are found for each sector, and the matching conditions at the contacts yield consistency equations from which the various reflection/transmission coefficients are obtained.
We start by performing the Bogoliubov-de Gennes transformation
$`\psi _{j\sigma }={\displaystyle \underset{\alpha }{}}[u_{\alpha j}\gamma _{\alpha \sigma }\sigma v_{\alpha j}^{}\gamma _{\alpha \sigma }^{}],`$ (17)
where the quasiparticle operators satisfy $`\{\gamma _{\alpha \sigma },\gamma _{\alpha ^{}\sigma ^{}}^{}\}=\delta _{\alpha \alpha ^{}}\delta _{\sigma \sigma ^{}}`$ and $`\alpha `$ is a (real) quasimomentum index. We obtain , by requiring the Hamiltonian to be diagonal $`(H=E_0+_\alpha ϵ_\alpha \gamma _{\alpha \sigma }^{}\gamma _{\alpha \sigma })`$ the following lattice Bogoliubov-de Gennes equations:
$`ϵ_\alpha u_{\alpha j}`$ $`=`$ $`t_{jj1}u_{\alpha j1}t_{jj+1}u_{\alpha j+1}+(V_j\mu )u_{\alpha j}+\mathrm{\Delta }_jv_{\alpha j}`$ (18)
$`ϵ_\alpha v_{\alpha j}`$ $`=`$ $`t_{jj1}v_{\alpha j1}+t_{jj+1}v_{\alpha j+1}(V_j\mu )v_{\alpha j}+\mathrm{\Delta }_j^{}u_{\alpha j}.`$ (19)
The solutions of these equations in two particular geometries are presented below. The emphasis is put on the calculation of the Andreev reflection coefficient and on the low-energy properties of the system.
### A The lattice interface model
As a simple toy model for a NS interface, we consider the geometry depicted in figure 1. This tight-binding model is one of free electrons in which a nonvanishing superconducting order parameter has been induced by an unspecified mechanism on the left-hand sites of the lattice only. Although it is a straightforward lattice version of the ubiquitous continuum one-dimensional models used in \[\] and numerous subsequent work, let us underline that our model includes some additional features, namely different bandwidths $`t,t^{}`$ on the normal and superconducting sides, and an arbitrary coupling $`t^{\prime \prime }`$ together with a local scattering potential $`V`$ at the interface. In other words, our lattice interface model is defined by the BdG equations (19) with the choice of parameters in (8).
The calculation of the normal and Andreev reflection coefficients in the lattice interface model is nothing but an exercise in elementary quantum mechanics. Namely, it is performed by choosing an appropriate ansatz for the wavefunctions, after which solving for the matching conditions of the eigenstates at the interface yields all the desired information.
Let us implement this procedure by taking a simple travelling wave solution to the Bogoliubov-de Gennes equations (19):
$`u_{\alpha j}=\{\begin{array}{cc}e^{i\alpha j}+R_Ne^{i\alpha j}\hfill & j1\hfill \\ T_Ne^{i\beta j}+(1)^jT_N^{}e^{i\delta j}\hfill & j0\hfill \end{array}v_{\alpha j}=\{\begin{array}{cc}(1)^jR_Ae^{i\gamma j}\hfill & j1\hfill \\ T_Ae^{i\beta j}+(1)^jT_A^{}e^{i\delta j}\hfill & j0\hfill \end{array}.`$ (24)
In the above equation, the quasimomenta $`\beta `$ and $`\delta `$ will turn out to be complex for the region of parameters we will be concentrating on, namely at energies below the superconducting gap. This means that the wavefunction amplitudes $`u_{\alpha j}`$ and $`v_{\alpha j}`$ are exponentially decaying on the left-hand side.
The rest of the procedure is then a simple matter of substituting (24) in (19) and carrying out the necessary algebra. The energy is
$`ϵ_\alpha =2t\mathrm{cos}\alpha \mu ,`$ (25)
while the other parameters in (24) are given by
$`\mathrm{cos}\gamma =\mathrm{cos}\alpha +\mu /t,2t^{}\mathrm{cos}\beta `$ $`=`$ $`\sqrt{(2t\mathrm{cos}\alpha +\mu )^2|\mathrm{\Delta }|^2}\mu ,`$ (26)
$`2t^{}\mathrm{cos}\delta `$ $`=`$ $`\sqrt{(2t\mathrm{cos}\alpha +\mu )^2|\mathrm{\Delta }|^2}+\mu .`$ (27)
Although all reflection and transmission coefficients can be calculated explicitly, a simpler form for these expressions is obtained if we are interested primarily in the scattering of particles whose energy is very small compared to the superconducting energy gap. The $`ϵ0`$ limit gives
$`\mathrm{cos}\alpha =\mathrm{cos}\gamma ={\displaystyle \frac{\mu }{2t}},`$ $`\mathrm{sin}\alpha =\mathrm{sin}\gamma =\sqrt{1\mu ^2/4t^2},`$ (28)
$`\mathrm{cos}\beta =(\mathrm{cos}\delta )^{}=i|\mathrm{\Delta }|/2t^{}\mu /2t^{},`$ $`\mathrm{sin}\beta =(\mathrm{sin}\delta )^{}=\sqrt{1(i|\mathrm{\Delta }|+\mu )^2/4t_{}^{}{}_{}{}^{2}},`$ (29)
and allows us to write the following expression for the Andreev reflection coefficient:
$`R_A|_{ϵ=0}=ie^{i\chi }{\displaystyle \frac{tt_{}^{\prime \prime }{}_{}{}^{2}}{t^{}}}{\displaystyle \frac{\sqrt{1\mu ^2/4t^2}\left[\frac{|\mathrm{\Delta }|}{t^{}}+\mathrm{sin}\beta +\mathrm{sin}\delta \right]}{t^2\mu ^2/4+(V\mu /2\frac{t_{}^{\prime \prime }{}_{}{}^{2}}{t^{}}e^{i\beta })(V\mu /2+\frac{t_{}^{\prime \prime }{}_{}{}^{2}}{t^{}}e^{i\delta })}}.`$ (30)
In the above, $`\chi `$ is the phase of the order parameter, $`\mathrm{\Delta }=|\mathrm{\Delta }|e^{i\chi }`$. Note that the reflection coefficients moreover obey the sum rule $`|R_A|^2+|R_N|^2=1`$ at half-filling, in view of the conservation of the current $`t_{jj+1}[u_{\alpha j+1}^{}u_{\alpha j}v_{\alpha j+1}^{}v_{\alpha j}h.c.]`$.
This low-energy Andreev reflection coefficient, as a function of the bandwidths $`t,t^{}`$ and of the strength of the pairing $`\mathrm{\Delta }`$, as well as of the tunneling strength $`t^{\prime \prime }`$ and local scattering potential $`V`$, obeys some simple but interesting properties. Imagining for example a generic experimental setup in which variations in $`t^{\prime \prime }`$ and $`V`$ can be implemented, we can ask how $`R_A|_{ϵ=0}`$ behaves. A simple variation yields that the optimal amplitude is achieved for
$`V_{max}={\displaystyle \frac{\mu }{2}}+{\displaystyle \frac{t_{}^{\prime \prime }{}_{}{}^{2}}{2t^{}}}(e^{i\beta }+c.c.).`$ (31)
(Here $`c.c.`$ denotes complex conjugate.) Subsequently tuning $`t^{\prime \prime }`$ yields a maximum at
$`t_{}^{\prime \prime }{}_{max}{}^{2}=2tt^{}{\displaystyle \frac{\sqrt{1\mu ^2/4t^2}}{\frac{|\mathrm{\Delta }|}{t^{}}+(\mathrm{sin}\beta +c.c.)}}.`$ (32)
In the particle-hole symmetric case, this simplifies to
$`t_{}^{\prime \prime }{}_{max}{}^{2}=tt^{}\left[\sqrt{1+{\displaystyle \frac{|\mathrm{\Delta }|^2}{4t_{}^{}{}_{}{}^{2}}}}+{\displaystyle \frac{|\mathrm{\Delta }|}{2t^{}}}\right].`$ (33)
Tuning the parameters in such a way, we find perfect Andreev reflection, i.e.
$`R_A|_{ϵ=0,V_{max},t_{max}^{\prime \prime }}=ie^{i\chi }`$ (34)
In terms of left- and right-movers in the continuum limit of (24), defined in Sec. IV, this corresponds to
$`\mathrm{\Psi }_R(0)=ie^{i\chi }\mathrm{\Psi }_L^{}(0),\mathrm{\Psi }_R(0)=ie^{i\chi }\mathrm{\Psi }_L^{}(0),`$ (35)
which are simply the perfect Andreev conditions usually imposed.
Thus, pure Andreev boundary conditions are obtainable in the lattice interface model by simply tuning two parameters in the general non particle-hole symmetric case. For the particle-hole symmetric case, it is enough to tune one parameter.
### B The lattice boundary model
At energies below the superconducting gap, all wavefunctions incident on the NS interface from the normal side are eventually reflected back through either normal or Andreev reflection processes. The vanishing of the transmission coefficients opens the door to the formulation of a different approach than that adopted in the interface model, namely one in which we consider a system with a boundary obtained by “integrating out” the superconducting side, yielding an effective pairing potential localized at the original contact. In all generality, we will also consider a potential present at the boundary.
What we could call the lattice boundary model can be directly defined through the BdG equations (19), but our system (illustrated in figure 2) is now taken to live on the axis of positive integers, with a boundary at $`j=0`$ having on-site pairing $`\mathrm{\Delta }_B`$ and potential $`V_B`$ on the first site. The hopping strength is taken to be $`t`$ between all sites. For the moment, we will perform all the relevant calculations from scratch, deferring the explicit connection with the previous interface model until later.
In the same way as for the interface model, we can calculate the normal and Andreev reflection coefficients by simple quantum mechanics. Of primary interest is the Andreev one, which is readily obtained by using the ansatz
$`u_{\alpha j}=e^{i\alpha j}+R_Ne^{i\alpha j},v_{\alpha j}=(1)^jR_Ae^{i\gamma j}`$ (36)
in the lattice BdG equations (19) in the geometry just described. We find again $`ϵ_\alpha =2t\mathrm{cos}\alpha \mu `$ with $`\mathrm{cos}\gamma =\mathrm{cos}\alpha +\mu /t`$, together with
$`R_A=2i{\displaystyle \frac{\mathrm{\Delta }_B^{}t\mathrm{sin}\alpha }{|\mathrm{\Delta }_B|^2+(te^{i\alpha }+V_B)(te^{i\gamma }+V_B)}}`$ (37)
which, at zero energy, becomes
$`R_A|_{ϵ=0}=2i{\displaystyle \frac{\mathrm{\Delta }_B^{}t\sqrt{1\mu ^2/4t^2}}{|\mathrm{\Delta }_B|^2+V_B(V_B\mu )+t^2}}.`$ (38)
The modulus of this coefficient is plotted in figure 4 at half-filling, as a function of the boundary pairing $`\mathrm{\Delta }_B`$ and boundary scattering potential $`V_B`$. The maximal amplitude has unit modulus, and such a maximum occurs for any choice of filling in view of a similar optimization property to the one in the interface model. Namely, tuning $`V_B`$ and $`\mathrm{\Delta }_B`$ yields a maximum amplitude at
$`V_{B}^{}{}_{max}{}^{}=\mu /2,|\mathrm{\Delta }_B|_{max}=t\sqrt{1\mu ^2/4t^2},`$ (39)
and this once again produces the perfect Andreev condition
$`R_A|_{ϵ=0,V_{B}^{}{}_{max}{}^{},\mathrm{\Delta }_{B}^{}{}_{max}{}^{}}=ie^{i\chi }.`$ (40)
Figure (4) shown the influence of a progressively stronger boundary scattering potential $`V_B`$ on the Andreev reflection coefficient at half-filling, plotted against the boundary pairing strength.
The equivalence of formulas (30) and (38) for the effective low-energy Andreev reflection coefficients comes from the fact that, as mentioned before, the lattice boundary model is obtainable by integrating out the gapped side of the interface model. This procedure is outlined in Appendix A, in which the explicit relationship between interface and boundary pairings and potentials is derived. At low energies, this correspondence reads
$`\mathrm{\Delta }_B={\displaystyle \frac{t_{}^{\prime \prime }{}_{}{}^{2}}{2t^{}}}\left[{\displaystyle \frac{|\mathrm{\Delta }|}{t^{}}}+\mathrm{sin}\beta +\mathrm{sin}\delta \right],V_B=V+{\displaystyle \frac{t_{}^{\prime \prime }{}_{}{}^{2}}{2t^{}}}\left[{\displaystyle \frac{\mu }{t^{}}}i\mathrm{sin}\beta +i\mathrm{sin}\delta \right].`$ (41)
In the particle-hole symmetric case, this means that
$`\mathrm{\Delta }_B=e^{i\chi }{\displaystyle \frac{t_{}^{\prime \prime }{}_{}{}^{2}}{t^{}}}\left[\sqrt{1+|\mathrm{\Delta }|^2/4t_{}^{}{}_{}{}^{2}}|\mathrm{\Delta }|/2t^{}\right].`$ (42)
The interesting aspect of this formula comes from its behaviour in various limits. Contrary to simple intuition, a large bulk pairing $`|\mathrm{\Delta }|>>t^{}`$ on the superconducting side induces a $`\mathrm{𝑠𝑚𝑎𝑙𝑙}`$ boundary pairing $`\mathrm{\Delta }_B`$, according to the limit
$`\mathrm{\Delta }_B\mathrm{@}>>|\mathrm{\Delta }|t^{}>e^{i\chi }{\displaystyle \frac{t_{}^{\prime \prime }{}_{}{}^{2}}{|\mathrm{\Delta }|}},`$ (43)
whereas a small $`|\mathrm{\Delta }|<<t^{}`$ yields a boundary pairing whose amplitude depends on the hopping parameters exclusively:
$`\mathrm{\Delta }_B\mathrm{@}>>|\mathrm{\Delta }|t^{}>e^{i\chi }{\displaystyle \frac{t_{}^{\prime \prime }{}_{}{}^{2}}{t^{}}}.`$ (44)
It is important to note that these formulas hold for $`ϵ|\mathrm{\Delta }|`$, so one should not be surprised that a small bulk pairing still produces a significant boundary pairing, with a finite amount of Andreev reflection. The limits of zero energy and zero pairing do not commute.
The above formulas allow one to move freely between interface and boundary formulations of the NS problem, as long as the low-energy sector of the theory is considered. They will be used in the next section, which is devoted to the calculation of the Josephson current in a SNS junction.
## III Josephson current
From the considerations of the earlier sections, we see that the problem of an $`S_1NS_2`$ superconducting junction can be investigated within a double boundary framework, provided we are interested only in energies much smaller than the gaps on either side. If we imagine integrating out both the left and right superconductors, we obtain a lattice model with two boundary pairings, which we dub the boundary junction model. Namely, we take this to be the model of free electrons in the bulk, with pairings $`\mathrm{\Delta }_R`$ and $`\mathrm{\Delta }_L`$ at the right and left ends. It is important to realize that $`\mathrm{\Delta }_{R,L}`$ are $`\mathrm{𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦}`$ pairings, whose influence on the reflection coefficients has been explained in detail in the previous section. One should be careful not to confuse them with bulk pairings, which have an altogether different effect (the two are related, of course, by the relationship (41)). We thus define the system on sites $`1,\mathrm{},l1`$ and take
$`\mathrm{\Delta }_1\mathrm{\Delta }_L,\mathrm{\Delta }_{l1}\mathrm{\Delta }_Re^{i\chi },`$ (45)
with $`\mathrm{\Delta }_{R,L}`$ (that is, we have put all the superconducting phase difference on the right pairing).
Solving the lattice BdG equations by using the ansatz
$`u_{\alpha j}=A_\alpha \mathrm{sin}\alpha j+B_\alpha \mathrm{cos}\alpha j,v_{\alpha j}=(1)^j\left(C_\alpha \mathrm{sin}\alpha j+D_\alpha \mathrm{cos}\alpha j\right)`$ (46)
with $`ϵ=2t\mathrm{cos}\alpha `$ yields after a certain amount of algebra the condition for the allowed quasiparticle momenta $`\alpha `$ (we have chosen $`l`$ to be odd). We find (for convenience, we have set $`t=1`$ in what follows)
$`0=\mathrm{sin}^2\alpha l+2\mathrm{\Delta }_R\mathrm{\Delta }_L\mathrm{cos}\chi \mathrm{sin}^2\alpha (\mathrm{\Delta }_R^2+\mathrm{\Delta }_L^2)\mathrm{sin}^2\alpha (l1)+\mathrm{\Delta }_R^2\mathrm{\Delta }_L^2\mathrm{sin}^2\alpha (l2).`$ (47)
Using a generalization of the approach used in \[\] to treat the problem of free electrons on a tight-binding chain with a boundary scattering potential, we can conveniently find the closed form solution. First of all, let us write the allowed momenta in terms of energy-dependent phase shifts $`\delta _\pm `$ as
$`\alpha _{n\pm }={\displaystyle \frac{\pi n}{l}}+{\displaystyle \frac{\delta _{n\pm }}{l}},`$ (48)
where $`\pm `$ refers to the two independent sets of Andreev levels, labeled by the integer $`n`$. Substituting this into (47) yields
$`f_1\mathrm{cos}2\delta +f_2\mathrm{sin}2\delta =f_3`$ $`f_1`$ $`=1(\mathrm{\Delta }_R^2+\mathrm{\Delta }_L^2)\mathrm{cos}2\alpha +\mathrm{\Delta }_R^2\mathrm{\Delta }_L^2\mathrm{cos}4\alpha ,`$ (49)
$`f_2`$ $`=(\mathrm{\Delta }_R^2+\mathrm{\Delta }_L^2)\mathrm{sin}2\alpha +\mathrm{\Delta }_R^2\mathrm{\Delta }_L^2\mathrm{sin}4\alpha ,`$ (50)
$`f_3`$ $`=(1\mathrm{\Delta }_R^2)(1\mathrm{\Delta }_L^2)+4\mathrm{\Delta }_R\mathrm{\Delta }_L\mathrm{sin}^2\alpha \mathrm{cos}\chi .`$ (51)
Noting that $`f_3^2f_1^2+f_2^2`$ throughout the parameter space allows us to write this as
$`\mathrm{cos}(2\delta g)=\mathrm{cos}h,`$ (52)
where the functions $`g`$ and $`h`$ are defined by
$`\mathrm{cos}g={\displaystyle \frac{f_1}{\sqrt{f_1^2+f_2^2}}},\mathrm{cos}h={\displaystyle \frac{f_3}{\sqrt{f_1^2+f_2^2}}}`$ (53)
Studying carefully the various functions along paths in the parameter space yields a consistent choice of branches for the inverse trigonometric functions. This leads to the final answer for the phase shifts, which we write as
$`\delta _\pm =(g\pm h)/2`$ (54)
where
$`g=\{\begin{array}{cc}2\pi \stackrel{~}{g}& \alpha <\stackrel{~}{\alpha }\\ \stackrel{~}{g}& \stackrel{~}{\alpha }<\alpha <\pi \stackrel{~}{\alpha }\\ 2\pi \stackrel{~}{g}& \pi \stackrel{~}{\alpha }<\alpha \end{array}`$ $`\stackrel{~}{g}=sgn(\alpha \pi /2)\mathrm{arccos}{\displaystyle \frac{f_1}{\sqrt{f_1^2+f_2^2}}},`$ (58)
$`\stackrel{~}{\alpha }={\displaystyle \frac{1}{2}}\mathrm{}\left\{\mathrm{arccos}{\displaystyle \frac{1}{2}}(\mathrm{\Delta }_R^2+\mathrm{\Delta }_L^2)\right\},`$ $`h=\mathrm{arccos}{\displaystyle \frac{f_3}{\sqrt{f_1^2+f_2^2}}}`$ (59)
and all $`arccos`$ functions have their image in $`[0,\pi ]`$. The phase shifts are analytic except at the bottom and top of the band at the perfect Andreev points, where $`g`$ suffers a branch jump.
Knowing the phase shifts allows us to compute all the energy levels, and understand their behaviour as a function of the boundary pairings and the superconducting phase difference $`\chi `$. One recovers the usual picture wherein the levels are separated by finite gaps on an energy versus phase diagram, except at the perfect Andreev points, where the gaps vanish.
The reason why it is so convenient to solve for the allowed quasiparticle momenta in terms of these phase shifts, is that this procedure allows us to write the ground-state energy straightforwardly in a $`1/l`$ expansion. Again, the derivation is very similar to the one in \[\], and we refer the reader there for the missing details.
The ground-state energy can be written as the sum of the individual energies of the occupied Andreev levels. Namely,
$`E_0={\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \underset{\pm }{}}ϵ[\alpha _{n\pm }].`$ (60)
In the limit of large $`l`$, we can use a Euler-MacLaurin formula to transform this sum into an integral. Subsequently expanding to order $`1/l`$, we get
$`E_0=2l{\displaystyle _0^{k_F}}{\displaystyle \frac{dk}{\pi }}ϵ(k)+{\displaystyle \frac{1}{\pi }}{\displaystyle _{ϵ_0}^{ϵ_f}}𝑑ϵ(\delta _+(ϵ)+\delta _{}(ϵ))+{\displaystyle \frac{\pi v_F}{l}}\left[{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\delta _+(k_F)}{\pi }}\right)^2+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\delta _{}(k_F)}{\pi }}\right)^2{\displaystyle \frac{1}{12}}\right]`$ (61)
where $`k_F=\pi (N+1/2)/l,ϵ_F=ϵ(k_F),ϵ_0=ϵ(0)=2,v_F=ϵ^{}(k_F)`$. The crucial thing to notice here is that the $`1/l`$ terms are functions of data exclusively at the Fermi surface. While the $`\frac{1}{12}`$ term is well-known to correspond to the finite-size contribution from open boundary conditions for a conformal field theory with central charge $`c=2`$ like the present one (each spinful chiral fermion carries a unit conformal charge), the other terms depending on the squares of the phase shifts at $`k_F`$ give the change in $`E_0`$ coming from the effect of the boundary pairings. The $`O(l^0)`$ term, given by Fumi’s theorem, depends however on $`\delta `$ across the whole filled part of the band.
This expression for the ground-state energy allows us to write the Josephson current at zero temperature in the limit of large $`l`$, in the presence of arbitrary boundary pairings, i.e. with an arbitrary amount of normal versus Andreev reflection on either edge. Namely, the Josephson current is given by
$`I(\chi )=2e{\displaystyle \frac{d}{d\chi }}E_0.`$ (62)
Upon calculating this derivative, one easily sees that Fumi’s theorem $`O(l^0)`$ term does not contribute to $`I(\chi )`$, since the sum of the phase shifts is independent of $`\chi `$ for any energy (in (54), only $`h`$ depends on $`\chi `$). Thus, the Josephson current is controlled exclusively by parameters at the Fermi surface, and is given by the general expression
$`I(\chi )={\displaystyle \frac{ev_F^2}{\pi l}}\mathrm{\Delta }_R\mathrm{\Delta }_L{\displaystyle \frac{\mathrm{sin}\chi \mathrm{arccos}\left[\frac{\stackrel{~}{g}(\mathrm{cos}\chi )}{(\stackrel{~}{g}^2(1)+\stackrel{~}{\mathrm{\Delta }}^2v_F^2)^{1/2}}\right]}{\sqrt{4\mathrm{\Delta }_R\mathrm{\Delta }_L\mathrm{sin}^2\frac{\chi }{2}\stackrel{~}{g}(\mathrm{cos}^2\frac{\chi }{2})+\stackrel{~}{\mathrm{\Delta }}^2}}}`$ (63)
where we have defined
$`\stackrel{~}{g}(y)(1\mathrm{\Delta }_R^2)(1\mathrm{\Delta }_L^2)+\mathrm{\Delta }_R\mathrm{\Delta }_Lv_F^2y,\stackrel{~}{\mathrm{\Delta }}(\mathrm{\Delta }_R\mathrm{\Delta }_L)(1+\mathrm{\Delta }_R\mathrm{\Delta }_L).`$ (64)
This function reproduces the well-known behaviours in the limiting cases of perfect or very weak Andreev reflection: the fine-tuning for perfect Andreev reflection on both sides of the junction corresponds to setting $`\mathrm{\Delta }_R=\mathrm{\Delta }_L=1`$, which, when substituted in (63), yields
$`I(\chi )\mathrm{@}>>\mathrm{\Delta }_R,\mathrm{\Delta }_L1>{\displaystyle \frac{ev_F}{\pi l}}\chi ,|\chi |<\pi `$ (65)
(Ishii’s sawtooth), while on the other hand, for small pairing, we recover the $`\mathrm{sin}\chi `$ behaviour:
$`I(\chi )\mathrm{@}>>\mathrm{\Delta }_R,\mathrm{\Delta }_L<<1>{\displaystyle \frac{ev_F^3}{\pi l}}\mathrm{\Delta }_R\mathrm{\Delta }_L\mathrm{sin}\chi .`$ (66)
It is instructive to plot (63) in various regimes. Taking symmetric pairing $`\mathrm{\Delta }_R=\mathrm{\Delta }_L=\mathrm{\Delta }_B`$ to start with, we can see how Ishii’s sawtooth is rounded off progressively to a $`\mathrm{sin}\chi `$ function as $`\mathrm{\Delta }_B`$ is taken from 1 (perfect Andreev) to smaller and smaller values (i.e. for progressively more normal reflection at the contacts). This is illustrated in figure 5.
It is important to note that the expression (63) for the Josephson current is valid for independent arbitrary values of the boundary pairings, and thus covers the case of asymmetric junctions already studied for example in \[\]. In this work, the shape of the current-phase relationship was still the sawtooth function, with critical current depending on the asymmetry between the pairings. The sawtooth result implies that effective perfect Andreev conditions were imposed, and thus that no normal reflection occurred at the contacts. Our expression for the current in a long junction thus covers a wider regime than the one in \[\]. When plotting (63) for various asymmetries, the graphs look very similar to figure 5.
The formidable looking expression (63) can be considerably simplified when $`\mathrm{\Delta }_L\mathrm{\Delta }_R1`$. We first state the approximations and then justify them afterwards. We can approximate:
$$\mathrm{arccos}\left[\frac{\stackrel{~}{g}(\mathrm{cos}\chi )}{(\stackrel{~}{g}^2(1)+\stackrel{~}{\mathrm{\Delta }}^2v_F^2)^{1/2}}\right]\chi .$$
(67)
We may Taylor expand the $`\chi `$ dependence of the other factors near $`|\chi |\pi `$ since they give essentially a constant elsewhere. Thus:
$$\stackrel{~}{g}\left(\mathrm{cos}^2\frac{\chi }{2}\right)4(1\mathrm{\Delta }_R)(1\mathrm{\Delta }_L)+\frac{v_F^2(\pi |\chi |)^2}{4},$$
(68)
giving:
$$I(\chi )\frac{ev_F}{\pi l}\chi \frac{\pi |\chi |}{\sqrt{(\pi |\chi |)^2+\frac{4(2\mathrm{\Delta }_R\mathrm{\Delta }_L)^2}{v_F^2}}},|\chi |<\pi .$$
(69)
Note that the last factor vanishes at $`|\chi |\pi `$ but approaches 1 for $`\pi |\chi |>>|2\mathrm{\Delta }_R\mathrm{\Delta }_L|`$. For small $`|2\mathrm{\Delta }_R\mathrm{\Delta }_L|`$ we find that the maximum current occurs at:
$$\pi |\chi _M|\pi ^{1/3}\left[\frac{2(2\mathrm{\Delta }_L\mathrm{\Delta }_R)}{v_F}\right]^{2/3}$$
(70)
and has a value:
$$I_c=\frac{ev_F}{l}\left\{1\frac{3}{2}\left[\frac{2(2\mathrm{\Delta }_L\mathrm{\Delta }_R)}{\pi v_F}\right]^{2/3}\right\}.$$
(71)
Now let us consider the justification for these approximations. First note that:
$$\frac{\stackrel{~}{g}(\mathrm{cos}\chi )}{(\stackrel{~}{g}^2(1)+\stackrel{~}{\mathrm{\Delta }}^2v_F^2)^{1/2}}=[\mathrm{cos}\chi +O(ϵ^2)][1+O(ϵ^2)],$$
(72)
where, for convenience, we have defined:
$$ϵ(2\mathrm{\Delta }_L\mathrm{\Delta }_R)/v_F.$$
(73)
Thus,
$$\mathrm{arccos}\left[\frac{\stackrel{~}{g}(\mathrm{cos}\chi )}{(\stackrel{~}{g}^2(1)+\stackrel{~}{\mathrm{\Delta }}^2v_F^2)^{1/2}}\right]=\chi +O(ϵ^2),$$
(74)
except near $`|\chi |\pi `$ where $`\mathrm{arccos}`$ becomes singular, behaving as:
$$\mathrm{arccos}(1+\delta )\pi \sqrt{2\delta }.$$
(75)
Thus, near $`|\chi |\pi `$ we may write:
$$\mathrm{arccos}\left[\frac{\stackrel{~}{g}(\mathrm{cos}\chi )}{(\stackrel{~}{g}^2(1)+\stackrel{~}{\mathrm{\Delta }}^2v_F^2)^{1/2}}\right]\pi \sqrt{(\pi |\chi |)^2+O(ϵ^2)}.$$
(76)
Noting that, at the maximum $`\chi _M`$, $`(\pi |\chi |)ϵ^{2/3}`$ we see that in this range of $`\chi `$:
$$\mathrm{arccos}\left[\frac{\stackrel{~}{g}(\mathrm{cos}\chi )}{(\stackrel{~}{g}^2(1)+\stackrel{~}{\mathrm{\Delta }}^2v_F^2)^{1/2}}\right]\chi [1+O(ϵ^{2/3})].$$
(77)
Thus our simple approximation to $`\mathrm{arccos}`$ is everywhere valid. The other corrections from expanding $`\mathrm{sin}\chi `$ in the numerator in Eq. (63) and the expression in the denominator give multiplicative corrections of $`O(ϵ)`$ or $`O(\pi |\chi |)^2`$ which is $`O(ϵ^{4/3})`$ near $`\chi _M`$.
In the case of perfect Andreev reflection at both boundaries, we can in fact solve for the ground state energy (and thus the Josephson current) exactly for arbitrary junction length $`l`$ and filling. Putting $`\mathrm{\Delta }_R=\mathrm{\Delta }_L=t(=1)`$ in (47) directly yields after simple algebra the allowed quasiparticle momenta for the two sets of Andreev levels. We find
$`\alpha _{n\pm }={\displaystyle \frac{\pi n\pm \chi /2}{l1}}.`$ (78)
The ground state energy is then again the sum of the energies of all occupied levels, which now becomes a simple geometric progression:
$`E_0=2t{\displaystyle \underset{n=1}{\overset{N}{}}}[\mathrm{cos}\alpha _++\mathrm{cos}\alpha _{}]=4t{\displaystyle \frac{\mathrm{sin}\frac{\pi N}{2(l1)}\mathrm{cos}\frac{\pi (N+1)}{2(l1)}}{\mathrm{sin}\frac{\pi }{2(l1)}}}\mathrm{cos}{\displaystyle \frac{\chi }{2(l1)}}.(|\chi |<\pi )`$ (79)
The Josephson current is then, for arbitrary length $`l`$ and occupation number $`N`$,
$`I(\chi )={\displaystyle \frac{4et}{l1}}{\displaystyle \frac{\mathrm{sin}\frac{\pi N}{2(l1)}\mathrm{cos}\frac{\pi (N+1)}{2(l1)}}{\mathrm{sin}\frac{\pi }{2(l1)}}}\mathrm{sin}{\displaystyle \frac{\chi }{2(l1)}}.(|\chi |<\pi )`$ (80)
One can explicitly check that the large $`l`$ limit reproduces (65).
## IV Renormalization group analysis of the interacting case
In a standard way the bulk Hamiltonian can be approximated in the continuum limit, valid at low energies, by a quantum field theory, corresponding to a Tomonaga-Luttinger liquid describing gapless charge and spin bosons. The first step is to write the lattice fermion operators in terms of left and right moving continuum fermion operators:
$$\psi _{j\sigma }e^{ik_Fx}\psi _{L\sigma }(x)+e^{ik_Fx}\psi _{R\sigma }(x),$$
(81)
where $`k_F`$ is the Fermi wave-vector and $`\psi _{L,R}`$ are assumed to vary slowly on the scale of the lattice spacing (which is set to 1). The resulting continuum Hamiltonian is then bosonized in terms of charge and spin boson, $`\varphi _{c,s}`$ with associated velocities, $`v_{c,s}`$ and compactification radii $`R_{c,s}`$. We will normally set these velocity parameters to 1. The continuum fermion fields are written:
$`\psi _{L,}`$ $``$ $`\mathrm{exp}\left[i\left({\displaystyle \frac{\varphi _c}{2R_c}}+\pi R_c\stackrel{~}{\varphi }_c\pm {\displaystyle \frac{\varphi _s}{2R_s}}\pm \pi R_s\stackrel{~}{\varphi }_s\right)\right]`$ (82)
$`\psi _{R,}`$ $``$ $`\mathrm{exp}\left[i\left({\displaystyle \frac{\varphi _c}{2R_c}}\pi R_c\stackrel{~}{\varphi }_c\pm {\displaystyle \frac{\varphi _s}{2R_s}}\pi R_s\stackrel{~}{\varphi }_s\right)\right].`$ (83)
Here the bosons and dual bosons are written in terms of left and right moving components as:
$$\varphi (t,x)=\varphi _L(t+x)+\varphi _R(tx),\stackrel{~}{\varphi }(t,x)=\varphi _L(t+x)\varphi _R(tx).$$
(84)
The Lagrangian has conventional normalization:
$$=(1/2)[_\mu \varphi _c^\mu \varphi _c]+(1/2)[_\mu \varphi _s^\mu \varphi _s].$$
(85)
Here we follow the conventions of \[\]. Unfortunately, various other bosonization conventions are frequently used. In particular, the compactification radii, $`R_{c,s}`$, which depend on the bulk interactions, are often removed from the bosonization formulae by rescaling the bosons, resulting in an unconventional normalization of the two terms in the Lagrangian. The resulting normalization constants are sometimes called $`g_{\rho ,\sigma }`$. The relationship between parameters $`g_{\rho ,\sigma }`$ used in \[\], the parameters $`K_{\rho ,\sigma }`$ used in \[\] and our parameters is:
$$\pi R_{c,s}^2=\frac{1}{g_{\rho ,\sigma }}=\frac{1}{2K_{\rho ,\sigma }}.$$
(86)
In the case of $`SU(2)`$ symmetry, $`R_s=\frac{1}{\sqrt{2\pi }}`$. For replusive bulk interactions $`R_c>1/\sqrt{2\pi }`$ and for attractive bulk interactions $`R_c<1/\sqrt{2\pi }`$. In the case of attractive interactions, there may be a gap for spin excitations depending on the detailed form of the bulk interactions. This occurs, for example, for the attractive Hubbard model. The presence of a bulk spin gap makes very little difference to our analysis. Essentially, we may just drop $`\varphi _s`$ from our formulas. We consider both cases below.
Free boundary conditions, which occur for $`\mathrm{\Delta }_B=0`$, correspond to:
$$\psi _L(0)=e^{i\theta }\psi _R(0),$$
(87)
where the phase $`\theta `$ depends on the boundary scattering potential $`V_B`$. Note that these boundary conditions correspond to only normal reflection, and thus zero Andreev reflection, so in this context it is appropriate to refer to them as “normal” b.c.’s. In bosonized form these b.c.’s become:
$$\varphi _c(0)=R_c\theta ,\varphi _s(0)=0.$$
(88)
It is crucial to realise that these equations imply that $`\varphi _{Rc,s}`$ may be regarded as the analytic continuation of $`\varphi _{Lc,s}`$ to the negative $`x`$-axis:
$$\varphi _{cR}(x)=\varphi _{cL}(x)+R_c\theta ,\varphi _{sR}(x)=\varphi _{sL}(x),(x>0).$$
(89)
In particular, this implies
$$\stackrel{~}{\varphi }_c(0)2\varphi _{Lc}(0)R_c\theta .$$
(90)
We now wish to consider the bosonized form of the boundary scattering potential, $`V_B`$ and boundary pairing interaction, $`\mathrm{\Delta }_B`$ in Eq. (13). The scattering potential is proportional to $`_x\varphi _c(0)`$. This has scaling dimension 1 and hence is marginal. Note that boundary interactions are relevant if their dimension is $`d<1`$ and irrelevant if $`d>1`$. This is different than for bulk interactions in (1+1) dimensions due to the fact that boundary interactions are only integrated over time, not space. Thus a boundary scattering potential leads to a line of fixed points, characterized by a phase shift.
On the other hand, the boundary pairing interaction leads to the term:
$$\mathrm{\Delta }_B^{}ϵ^{\alpha \beta }\psi _{L\alpha }\psi _{R\beta }+h.c.|\mathrm{\Delta }_B|\mathrm{sin}[2\pi R_c\stackrel{~}{\varphi }_c(0)+\chi ]\mathrm{cos}[\varphi _s(0)/R_s]\mathrm{\Delta }_B\mathrm{cos}[4\pi R_c\varphi _{Lc}(0)2\pi R_c^2\theta +\chi ],$$
(91)
where the b.c. of Eq. (88) was used in the last step and $`\chi `$ is the phase of $`\mathrm{\Delta }_B`$. This operator has dimension $`2\pi R_c^2`$ and hence is irrelevant for repulsive bulk interactions but relevant for attractive bulk interactions. Thus we reach the important conclusion that a weak boundary pairing interaction, $`\mathrm{\Delta }_B`$, becomes progressively less important as $`T0`$ in the case of repulsive bulk interactions. This implies that the effective coupling of the superconductor to the Luttinger liquid, $`t^{\prime \prime }`$, renormalizes to 0 since $`\mathrm{\Delta }_B(t^{\prime \prime })^2`$.
In the case of attractive bulk interactions, $`R_c<1/\sqrt{2\pi }`$ the free boundary condition is an unstable fixed point. The “obvious” guess is that the Hamiltonian renormalizes to a boundary fixed point corresponding to the boundary condition
$$\stackrel{~}{\varphi }_c(0)=(\chi +\pi /2)/2\pi R_c,\varphi _s(0)=0.$$
(92)
Note that the boundary condition on the spin boson is unchanged. This is surely a reasonable assumption since the boundary interaction doesn’t involve the spin boson. In fact this boundary condition is fixed by SU(2) symmetry. On the other hand, we are assuming that the effect of the relevant boundary sine-Gordon interaction is to pin the dual charge boson, $`\stackrel{~}{\varphi }_c(0)`$, corresponding to a semi-classical analysis of the interaction at large $`\mathrm{\Delta }_B`$. We note that the analogous assumption has been made in several other contexts. It is generally believed that only Dirichlet and Neumann fixed points occur in the boundary sine-Gordon model for generic compactification radius. \[We note that $`\varphi =`$ constant corresponds to a Dirichlet b.c. and $`\stackrel{~}{\varphi }=`$ constant to a Neumann b.c. using the fact that $`\stackrel{~}{\varphi }/t=\varphi /x`$.\] In order to shed more insight on this assumption, we discuss, in the next section, a different boundary model which is equivalent to this one under an exact duality transformation. In the present context this boundary condition corresponds to perfect Andreev reflection since it follows from Eq. (35).
The consistency of this assumption can be checked by considering the renormalization group stability of the Andreev b.c. Note that the scaling dimension of boundary operators are different at this fixed point where we must use:
$$\varphi _{cR}(x)=\varphi _{cL}(x)+(\chi +\pi /2)/2\pi R_c,\varphi _{sR}(x)=\varphi _{sL}(x),(x>0).$$
(93)
In this case a further boundary pairing interaction is marginal, corresponding to shifting the condensate phase, $`\chi `$. The potentially relevant interaction corresponds to normal scattering. This corresponds to adding a term
$$\delta H=V_N\psi _{L\sigma }^{}(0)\psi _{R\sigma }(0)+h.c.$$
(94)
to the Hamiltonian obeying the Andreev b.c. Using the Andreev boundary condition, and letting $`\theta `$ be the phase of $`V_N`$, this term reduces to:
$$\delta H|V_N|\mathrm{sin}[\varphi _c/R_c+\theta ]|V_N|\mathrm{sin}[2\varphi _{cL}/R_c+(\chi +\pi /2)/2\pi R_c^2+\theta ],$$
(95)
of dimension $`1/(2\pi R_c^2)`$. This is irrelevant for attractive bulk interactions, but relevant in the repulsive case. Thus we conclude that the Andreev b.c. represents an attractive fixed point with attractive bulk interactions, so that our assumption that a boundary pairing interaction leads to a flow to the Andreev b.c. for $`R_c<1/\sqrt{2\pi }`$ is consistent. On the other hand, in the case of repulsive bulk interactions we expect an RG flow from the Andreev fixed point to the normal fixed point. For the non-interacting case, both fixed points are marginal and no renormalization occurs. There is a line of fixed points connecting normal and Andreev fixed points along which the ratio of normal to Andreev scattering varies continously. This behaviour is very analogous to the backscattering problem for a single impurity in a quantum wire.
The behaviour of the Josephson current in the case of attractive bulk interactions is especially interesting. From Sec. 3 we see, that for the non-interacting case, the Josephson current is a sawtooth function of amplitude $`ev_F/l`$ when the boundary terms are fine-tuned to give perfect Andreev scattering at the Fermi surface. Otherwise, $`I(\chi )`$ is a smooth function. As shown by Maslov et al., $`I(\chi )`$ is also a sawtooth function in the presence of bulk interactions if the Andreev b.c. is applied to the bosonized theory, with the amplitude replaced by $`ev_F/(2\pi R_c^2l)`$. The sawtooth form is a universal property of the Andreev fixed point. This universality of the $`O(1/l)`$ term in the groundstate energy is a familiar aspect of conformal field theory. In cases where the boundary parameters are not fine-tuned to the Andreev boundary condition, but instead the Hamiltonian renormalizes to the Andreev fixed point we expect to recover the same sawtooth form of $`I(\chi )`$ in the limit $`l\mathrm{}`$. However, the finite size corrections will smooth out $`I(\chi )`$ since a finite $`l`$ cuts off the RG flow of the junction parameter $`\mathrm{\Delta }_B`$. We expect that for large enough $`l`$ we may use the expression Eq. (69) with $`1\mathrm{\Delta }`$ replaced by an effective value at scale $`l`$. We may identify:
$$1\mathrm{\Delta }_BV_N,$$
(96)
where $`V_N`$ is the effective normal scattering interaction introduced in our discussion of the RG stability of the Andreev fixed point in Eq. (94). This identification is reasonable since it can be checked, for the non-interacting case, that the normal reflection amplitude vanishes linearly in $`1|\mathrm{\Delta }_B|`$. Thus we expect that:
$$1|\mathrm{\Delta }_{Beff}(l)|\frac{1}{l^{1/(2\pi R_c^2)1}}.$$
(97)
Substituting this expression into Eq. (69) gives an approximate expression for the Josephson current. As $`l`$ increases, $`I(\chi )`$ becomes a more and more rapidly varying function near $`|\chi |\pi `$. The maximum of $`I(\chi )`$ occurs at:
$$|\chi _M|\pi \frac{1}{l^{2[1/(2\pi R_c^2)1]/3}}$$
(98)
and the critical current scales with $`l`$ as:
$$I_c\frac{ev_F}{2\pi R_c^2l}\left[1\frac{\text{constant}}{l^{2[1/(2\pi R_c^2)1]/3}}\right].$$
(99)
The smoothing of $`I(\chi )`$ for finite size junctions due to renormalization effects is quite distinct from the finite size effects that occur in the non-interacting case, discussed in Sec. III. These are suppressed by powers of $`1/l^2`$ and do not smooth out the sawtooth structure of $`I(\chi )`$. In particular the maximum remains at $`|\chi _M|=\pi `$.
We note that our result for the behaviour of the Josephson current near the Andreev fixed point is very different from that obtained in \[\] although both treatments use bosonization and RG arguments. The difference arises in part because we take into account the Andreev b.c. in calculating the RG scaling of the normal reflection amplitude and in part because we take into account the singular dependence of the Josephson current on the normal reflection amplitude.
In the case of repulsive bulk interactions and almost perfectly fine-tuned junction parameters a flow away from the Andreev b.c. occurs with increasing junction length. In this case the effective parameter $`1|\mathrm{\Delta }_B(l)|`$ increases with increasing $`l`$ so that the sawtooth singularity is smoothed out as $`l`$ increases.
As mentioned above, in the case of attractive bulk interactions a spin gap sometimes occurs, for example in the $`U<0`$ Hubbard model. This has essentially no effect on the boundary RG discussed above since the spin boson didn’t play any role. Essentially the spin boson is assumed to always obey the Dirichelt b.c., $`\varphi _s(0)=0`$ throughout the RG flow which only affects the b.c.’s on the charge boson. In the case where there is a spin gap, $`\varphi _s(x)`$ is pinned at all points in space; this is completely compatible with the assumption about the b.c.
We find the flow to the Andreev b.c. in the attractive case especially remarkable because, as explained in the previous section, in the non-interacting case perfect Andreev scattering can only be achieved by fine-tuning parameters. Thus, in the interacting case, the RG flow must “find” the special value of the parameters at which the normal scattering vanishes.
## V duality transformation
In an effort to make more plausible the conjectures about RG flows in the previous section and in order to make contact with previous work on quantum impurity problems we present in this section an exact duality transformation from the lattice boundary pairing model with bulk interactions of the previous section to a lattice model with both bulk and boundary magnetic fields. This is related to the previously studied S=1/2 xxz chain with a transverse boundary field. These latter models are perhaps easier to understand intuitively because semi-classical approximations hold to some extent. Furthermore there is an instructive difference between the Hubbard chain and pure spin chain corresponding to a sort of breakdown of “spin-charge separation” for strong boundary fields.
We begin with the (semi-infinite) boundary pairing of Eq. (13) with the Hubbard interaction of Eq. (16) added. We then apply the well-known duality transformation which changes the sign of the Hubbard coupling constant, $`U`$, and interchanges charge and spin operators. This is essentially a particle-hole transformation for spin up electrons only:
$$\psi _j(1)^j\psi _j^{},\psi _j\psi _j.$$
(100)
This maps the hopping term into itself and the Hubbard interaction into $`(1)\times `$ itself. The chemical potential term is mapped into a magnetic field in the $`z`$-direction:
$$\psi _{j\alpha }^{}\psi _{j\alpha }1\psi _{j\alpha }^{}(\sigma ^z)_{\alpha \beta }\psi _{j\beta }.$$
(101)
Thus a non-zero chemical potential, corresponding to average particle number $`<n_j>1`$ maps into a non-zero bulk magnetic field in the $`z`$-direction. Note however, that the dual model has zero chemical potential so it remains at half-filling. Longer range density-density interactions map into $`z`$-$`z`$ magnetic exchange interactions. The boundary scattering term, $`V_B`$ maps into a modified boundary field in the $`z`$-direction. The boundary pairing interaction is mapped into:
$$H_B\mathrm{\Delta }_B^{}\psi _1^{}\psi _1+h.c.$$
(102)
This corresponds to a boundary magnetic field lying in the xy plane, transverse to the bulk field, of magnitude $`2|\mathrm{\Delta }_B|`$ and direction determined by the phase of $`\mathrm{\Delta }_B`$.
This dual model is especially easy to analyse in the case where $`U<0`$ so that there is a spin gap in the Hubbard model. The dual model, with $`U>0`$ and half-filling has a gap for charge excitations. The remaining gapless spin excitations are approximately described by the Heisenberg model with the appropriate magnetic fields. To make this correspondance more precise, when $`|U|>>t`$, the correspondance holds for the lattice models with an effective Heisenberg exchange interaction $`t^2/U`$. For smaller $`U`$ the correspondance still holds for the low energy degrees of freedom. Even in situations where the original spin excitations were not gapped so that the dual charge excitations are not gapped, we might expect some sort of correspondance with the Heisenberg model at low energies due to spin-charge separation.
The xxz S=1/2 spin model with a transverse boundary field (but no bulk field) was analysed in \[\]. There it was shown that the bosonized version is the boundary sine-Gordon model with a boundary interaction which is relevant along the entire bulk xxz critical line and it was conjectured that an RG flow to the Neumann b.c. occurs. In the particular case of the xx model this can be proven exactly using Ising model duality transformations. The semi-classical interpretation of the Neumann b.c. in this case is that the boundary spin is polarized in the direction of the boundary field. This analysis can be easily extended to include a bulk magnetic field in the z-direction. As shown in \[\], the dimension of the transverse boundary field is $`2\pi R^2`$ where $`R`$ is the compactification radius of the boson in the spin chain. \[To fix our conventions, the transverse staggered correlation exponent is also $`2\pi R^2`$.\] This becomes marginal for the isotropic xxx model but is relevant along the entire (zero field) xxz critical line. The dependence of the radius on a magnetic field applied to the Heisenberg model has been calculated from the Bethe ansatz. The effect is again to decrease the radius, hence making the transverse boundary field relevant. Thus it is again natural to conjecture a flow to a fixed boundary spin polarized in the direction of the boundary field. Thus, flow to the Andreev b.c. in the boundary pairing model is dual to flow to a fixed spin b.c. in the boundary field model.
This analysis can be extended to more general models with longer range bulk interactions. In particular, we may consider cases in which the spin excitations are not gapped in the original model so that charge excitations are not gapped in the dual model. Again it seems plausible that even a weak transverse boundary field produces a flow to a polarized spin boundary fixed point. However, we now encounter another interesting phenomenon. If the boundary field is too strong it suppresses this RG flow. This can be seen from the fact that, in the limit of a very strong transverse boundary field, one electron gets trapped on the first site with probability 1 in a state with spin polarized along the transverse field direction. Since the hopping term adds or removes an electron from site 1 it produces a high energy state, with energy of order the boundary field, $`|\mathrm{\Delta }_B|`$. All such processes are suppressed for $`|\mathrm{\Delta }_B|>>t`$ meaning that the first site decouples from all the others which therefore obey a free b.c. Thus, in the finite $`U`$ model the spin-polarized Neumann b.c. should not be thought of as occuring at infinite boundary field, but rather at a finite value. On the other hand, in the Heisenberg model we may indeed think of the spin polarized fixed point as occurring at infinite boundary field since the magnetic exchange interaction isn’t suppressed by the strong field. Thus we see that the limit $`U\mathrm{}`$ and $`|\mathrm{\Delta }_B|\mathrm{}`$ do not commute.
The above observation provides another way of understanding the perhaps surprising discovery in the previous sections that the Andreev fixed point does not occur at $`\mathrm{}`$ boundary pairing strength but rather at a fine-tuned finite value. In this model at very strong $`\mathrm{\Delta }_B`$ we may think of a sort of Andreev boundstate occurring on the first site corresponding to a linear combination of the vacuum and filled state:
$$|0>+e^{i\chi }|,>.$$
(103)
Since the hopping term always turns this Andreev boundstate into a state with a single electron at site 1 it produces a high energy state and its effects are therefore suppressed when $`|\mathrm{\Delta }_B|>>t`$. In the original SN interface model we may think of the Andreev boundstate as blocking electron transport across the interface and hence suppressing Andreev scattering.
This research was supported by NSERC of Canada and the NSF under grant No. PHY94-07194.
## A Integrating out the superconducting electrons
In this appendix, we outline the steps leading to the correspondence between the parameters in the interface and boundary models.
Let us thus consider the interface model, which has nonzero gap on sites $`j0`$. Our strategy will consist in integrating these out. For simplicity, let us use the notation $`\psi _{1\sigma }^B`$ for the fields on site one. Omitting all sites with $`j>1`$ for ease of notation, we can write down the contribution to the imaginary-time action coming from the gapped side and its coupling to the boundary fields:
$`S^+={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{\omega _n}{}}\{({\displaystyle \underset{j0}{}}\psi _{j\sigma }^{}(\omega )[i\omega \mu ]\psi _{j\sigma }(\omega )+(t^{}\psi _{j1\sigma }^{}(\omega )\psi _{j\sigma }(\omega )+\mathrm{\Delta }\psi _j^{}(\omega )\psi _j^{}(\omega )+h.c.))`$ (A1)
$`(t^{\prime \prime }\psi _{1\sigma }^{B}{}_{}{}^{}(\omega )\psi _{0\sigma }(\omega )+h.c.)\}.`$ (A2)
Fourier transforming as $`\psi _{j\sigma }=\frac{2}{\pi }_0^\pi 𝑑k\mathrm{sin}k(j1)\psi _\sigma (k)`$ (for $`j0`$) and using the Bogoliubov transformation
$`\left(\begin{array}{c}\psi _{}(\omega ,k)\\ \psi _{}^{}(\omega ,k)\end{array}\right)=\left(\begin{array}{cc}u(k)& v^{}(k)\\ v(k)& u^{}(k)\end{array}\right)\left(\begin{array}{c}\eta _+(\omega ,k)\\ \eta _{}^{}(\omega ,k)\end{array}\right)`$ (A9)
where
$`u(k)={\displaystyle \frac{e^{i\chi }}{\sqrt{2}}}\sqrt{1+{\displaystyle \frac{ϵ(k)}{E(k)}}},v(k)={\displaystyle \frac{1}{\sqrt{2}}}\sqrt{1{\displaystyle \frac{ϵ(k)}{E(k)}}}`$ (A10)
and $`ϵ(k)=2t^{}\mathrm{cos}k\mu `$ and $`E(k)=\sqrt{ϵ^2(k)+|\mathrm{\Delta }|^2}`$, we arrive at the form
$`S^+={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{\omega _n}{}}{\displaystyle \frac{2}{\pi }}{\displaystyle _0^\pi }dk\{\eta _\sigma ^{}(\omega ,k)[i\omega +E(k)]\eta _\sigma (\omega ,k)[t^{\prime \prime }\eta _+^{}(\omega ,k)[u^{}(k)\psi _1^B(\omega )v^{}(k)\psi _{1}^{B}{}_{}{}^{}(\omega )]\mathrm{sin}k`$ (A11)
$`t^{\prime \prime }\eta _{}^{}(\omega ,k)[u^{}(k)\psi _1^B(\omega )+v^{}(k)\psi _{1}^{B}{}_{}{}^{}(\omega )]\mathrm{sin}k+h.c.]\}.`$ (A12)
Integrating out the $`\eta `$ fields finally gives the boundary action
$`S_B={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{\omega _n}{}}\{[i\omega c_1(\omega )c_2(\omega )]\psi _{1\sigma }^{B}{}_{}{}^{}(\omega )\psi _{1\sigma }^B(\omega )+(c_1(\omega )\mathrm{\Delta }\psi _{1}^{B}{}_{}{}^{}(\omega )\psi _{1}^{B}{}_{}{}^{}(\omega )+h.c.)\}`$ (A13)
where the coefficients $`c_i(\omega )`$, appearing respectively in front of the pairing-like and potential-like amplitudes, are given by
$`c_1(\omega )={\displaystyle \frac{4t_{}^{\prime \prime }{}_{}{}^{2}}{\sqrt{\omega ^2+|\mathrm{\Delta }|^2}}}\mathrm{}M^2,c_2(\omega )={\displaystyle \frac{16t_{}^{}{}_{}{}^{2}t_{}^{\prime \prime }{}_{}{}^{2}}{\sqrt{\omega ^2+|\mathrm{\Delta }|^2}}}\mathrm{}M^4\mu c_1(\omega )`$ (A14)
in which
$`M\sqrt{2t^{}+\mu +i\sqrt{\omega ^2+|\mathrm{\Delta }|^2}}+\sqrt{2t^{}+\mu +i\sqrt{\omega ^2+|\mathrm{\Delta }|^2}}.`$ (A15)
The desired correspondence between the interface and boundary parameters thus takes the form (when $`\omega 0`$)
$`\mathrm{\Delta }_B=\mathrm{\Delta }c_1(\omega 0),V_B=Vc_2(\omega 0).`$ (A16)
Taking the limit explicitly reproduces equations (41). The frequency-dependent terms are suppressed by powers of $`\omega /|\mathrm{\Delta }|`$ and have thus been ignored at energies well below the gap. Furthermore, in the presence of interactions, we expect the above procedure to work as well, namely that the final result is simply some effective boundary pairing and scattering potentials. |
warning/0001/quant-ph0001091.html | ar5iv | text | # Local symmetry properties of pure 3-qubit states.
## 1 Introduction
It is only relatively recently that the importance of entanglement has been fully realised. Not only, as Schrödinger emphasised , does it constitute one of the chief differences between classical and quantum mechanics, and the main obstacle to an intuitive understanding of quantum mechanics; the recent discovery is that it is also a resource, yielding much greater capabilities than classical physics in information processing and communication (see for example ).
It is therefore important to analyse and measure this resource. A full analysis has so far been achieved only for pure state systems with two component parts ; for multipartite systems there are several different possible measures of entanglement , the relation between them being incompletely understood. A full quantitative analysis of entanglement even for pure states of three-part systems appears to be difficult (but see ). Our aim in this paper is to give a *qualitative* analysis of the entanglement of such states, using group-theoretic methods to classify the possible kinds of entanglement.
The nature of the entanglement between the parts of a composite system should not depend on the labelling of the basis states of each of the part-systems; it is therefore invariant under unitary transformations of the individual state spaces. Such transformations are referred to as *local* unitary transformations, though there is no implication that the part-systems should be spatially separated. If the part-systems have individual state spaces $`_1,\mathrm{},_n,`$ so that the space of pure states of the composite system is $`_1\mathrm{}_n,`$ then a local unitary transformation is of the form $`U_1\mathrm{}U_n`$ where $`U_i`$ is a unitary operator on $`_i.`$ The set of all such transformations is a group $`G,`$ whose orbits in $`_1\mathrm{}_n`$ are equivalence classes of states with the same entanglement properties. Each orbit therefore corresponds to a complete specification of entanglement. The orbits can be classified by their dimensions, which are determined by the stabiliser subgroups of points on the orbit; the relation is
$$\text{dim}𝒪+\text{dim}𝒮=\text{dim}G$$
(1)
where $`𝒪`$ is an orbit and $`𝒮`$ is the stabiliser of any point on $`𝒪,`$ i.e. the set of elements of $`G`$ which leave a point unchanged (different points on the same orbit have conjugate stabilisers, which have the same dimension).
This paper is concerned with pure states of three spin-$`\frac{1}{2}`$ particles $`(n=3;`$ $`_1=_2=_3=^2.)`$ We will show that for most states (all but a set of lower dimension) the stabiliser is discrete, so the dimension of the orbit is the same as that of the group $`G.`$ Classifying types of entanglement by the dimension of the orbit is therefore equivalent to identifying certain exceptional types of entanglement, which can be expected to be particularly interesting and important. One way in which this manifests itself is that any such exceptional entanglement is necessarily associated with an extreme value of one of the local invariants which form coordinates in the space of entanglement types, and from which any measure of entanglement must be constructed.
The organisation of the paper is as follows. In Section 2 we review the case of two spin-$`\frac{1}{2}`$ particles. The results here are well-known, but we include them for the sake of completeness and orientation. In Section 3 we prove the general theorem about three spin-$`\frac{1}{2}`$ particles mentioned in the preceding paragraph. Section 4 consists of the theorem concerning the association between enlarged stabilisers and stationary values of invariants. Section 5 contains the classification of exceptional entanglement types in the system of three spin-$`\frac{1}{2}`$ particles, in which we examine all the states which are identified as non-generic in the theorem of Section 3. Section 6 is a summary listing these exceptional states. They are illustrated by means of plots of their two-particle entanglement entropies in an appendix.
##### Acknowledgments
We are indebted to Dr. Ian McIntosh for a helpful conversation, and to Prof. A. Popov for drawing reference to our attention.
The research of the first author was supported by the EPSRC.
## 2 The Stabiliser for the 2-particle case.
A pure state of two spin-$`\frac{1}{2}`$ particles can be written as
$$|\mathrm{\Psi }=\underset{i}{}t_{ij}|\psi _i|\psi _j$$
(2)
where $`\{|\psi _1,|\psi _2\}`$ is a basis of one-particle states. Having fixed this basis, we can identify the state $`|\mathrm{\Psi }`$ with the matrix of coefficients $`T=(t_{ij}).`$ The group of local transformations is
$$G_2=U(1)\times SU(2)\times SU(2),$$
(3)
since the phases in the individual unitary transformations can be collected together. The effect of a local transformation $`(e^{i\theta },X,Y)`$ on $`T`$ is to change it to $`e^{i\theta }XTY^\mathrm{T},`$ so the condition for $`(e^{i\theta },X,Y)`$ to belong to the stabiliser of $`|\mathrm{\Psi }`$ is
$$T=e^{i\theta }XTY^\mathrm{T}.$$
(4)
For a 2-particle state, we can always perform a Schmidt decomposition, so we need only consider states for which
$$T=\left(\begin{array}{cc}p& 0\\ 0& q\end{array}\right),$$
i.e.
$$|\mathrm{\Psi }=p||+q||$$
where $`p,q`$ are real and positive. Multiplying the stabiliser equation on the right by $`\overline{Y},`$ where the overbar denotes complex conjugation, and writing
$`X=\left(\begin{array}{cc}r& s\\ \overline{s}& \overline{r}\end{array}\right),`$ $`Y=\left(\begin{array}{cc}g& h\\ \overline{h}& \overline{g}\end{array}\right),`$ (5)
we obtain:
$$\left(\begin{array}{cc}p& 0\\ 0& q\end{array}\right)\left(\begin{array}{cc}\overline{r}& \overline{s}\\ s& r\end{array}\right)=e^{i\phi }\left(\begin{array}{cc}g& h\\ \overline{h}& \overline{g}\end{array}\right)\left(\begin{array}{cc}p& 0\\ 0& q\end{array}\right).$$
For given $`p,q,`$ we want to find the set of solutions $`(\phi ,g,h,r,s)`$ with $`\phi `$ real and $`g,h,r,s,`$ with $`|g|^2+|h|^2=1,|r|^2+|s|^2=1.`$ If $`p0`$, then $`g=\overline{r}e^{i\phi }`$. If $`q0`$, then $`\overline{g}=re^{i\phi }`$. Therefore either $`r=0`$ or $`\phi =n\pi `$. Also
$$h=\frac{p}{q}\overline{s}e^{i\phi }=\frac{q}{p}\overline{s}e^{i\phi }$$
So unless $`p=q`$ (since $`p`$ and $`q`$ were obtained by a Schmidt decomposition, they cannot be negative) we must have $`\frac{p}{q}e^{i\phi }\frac{q}{p}e^{i\phi }0`$ and so $`s=0`$. The states now fall naturally into three classes:
##### Case 1: The General case.
If $`p0`$ and $`q0`$ and $`pq`$ then $`s=h=0`$ and $`e^{i\phi }=e^{i\phi }=\pm 1`$ so we can absorb that external sign into $`X.`$ This is the subgroup
$`\phi =0,`$ $`X=e^{i\nu \sigma _z},`$ $`Y=\overline{X}.`$ (6)
The stabiliser has one parameter, $`\nu `$.
##### Case 2: The Unentangled case.
Without loss of generality, we can take $`p=1`$, $`q=0`$. Putting $`g=e^{i\theta }`$, this is the subgroup
$$(e^{i\phi },g,r)=(e^{i\phi },e^{i\theta },e^{i(\phi +\theta )})$$
(7)
The stabiliser has two parameters, $`\phi `$ and $`\theta `$.
##### Case 3: The Maximally Entangled Case.
This occurs when $`p=q=1/\sqrt{2}`$. Then
$`g`$ $`=\overline{r}e^{i\phi }=\overline{r}e^{i\phi }`$
$`h`$ $`=se^{i\phi }=se^{i\phi }`$
So $`\phi =n\pi `$ (or else we’d have to have $`r=s=0`$ which is impossible). Thus $`g=\pm \overline{r}`$ and $`h=s`$, giving the three-parameter subgroup defined by $`Y=\pm \overline{X},`$ where $`X`$ can be anything in $`SU(2).`$
These results illustrate how the occurrence of a state with special physical significance is signalled by a change in the stabiliser. In Case 2 above the states are factorisable, so there is minimal entanglement: the stabiliser increases from one- to two-dimensional. In Case 3, on the other hand, the entanglement is maximal as measured by the entropy of entanglement
$$S=p^2\mathrm{ln}p^2+q^2\mathrm{ln}q^2$$
or equivalently by the 2-tangle
$$\tau =p^2q^2=p^2(1p^2)$$
(see Section 6). We note that the stabiliser for these states is even larger, being three-dimensional.
This association between an enlarged stabiliser and a maximum or minimum of an invariant measure of entanglement is a general phenomenon, as will be proved in Section 4.
## 3 The 3 spin-$`\frac{1}{2}`$ Particle Generic Stabiliser.
In this section we will show that the generic pure state of three spin-$`\frac{1}{2}`$ particles has a discrete stabiliser in the group
$$G_3=U(1)\times SU(2)\times SU(2)\times SU(2)$$
(8)
of local unitary transformations. This is in contrast to the case of two particles, where, as shown in the previous section, every state has a stabiliser which is at least one-dimensional. In the course of the proof we will identify those exceptional states for which the stabiliser might have dimension greater than zero. For ease of later reference, we will label those steps in the argument whose failure could produce such nongeneric behaviour.
###### Theorem 1.
Let $`|\mathrm{\Psi }`$ be a pure state of three spin-$`\frac{1}{2}`$ particles, and let $`L(\mathrm{\Psi })`$ be the Lie algebra of the stabiliser of $`|\mathrm{\Psi }`$ in the group $`G_3.`$ Except for a set of states $`|\mathrm{\Psi }`$ whose dimension is less than that of the full space of states,
$$L(\mathrm{\Psi })=0.$$
(9)
###### Proof.
Any state of three spin-$`\frac{1}{2}`$ particles is of the form:
$$|\mathrm{\Psi }=\underset{i,j,k}{}t_{ijk}|\psi _i|\psi _j|\psi _k$$
where $`i,j,k=1`$ or $`2`$ and $`|\psi _1=|,|\psi _2=|`$. A local transformation is of the form:
$$|\mathrm{\Psi }e^{i\phi }\underset{i,j,k,\mathrm{},m,n}{}t_{ijk}u_\mathrm{}iv_{mj}w_{nk}|\psi _{\mathrm{}}|\psi _m|\psi _n$$
for some $`2\times 2`$ matrices $`U,V,WSU(2)`$ and some phase $`\phi `$. Suppose $`U,V,W`$ are close to the identity:
$$U=1+i\epsilon A,V=1+i\epsilon B,W=1+i\epsilon C$$
(10)
where $`\epsilon `$ is infinitesimal and $`A,B,C`$ are hermitian and traceless. If $`\theta =\epsilon \phi `$ is also small we have, to first order in $`\epsilon ,`$
$`\delta |\mathrm{\Psi }`$ $`=i\epsilon {\displaystyle \left(\phi t_{ijk}+a_i\mathrm{}t_{\mathrm{}jk}+b_{jm}t_{imk}+c_{kn}t_{ijn}\right)|\psi _i|\psi _j|\psi _k}`$
$`=i\epsilon {\displaystyle \left((\phi \delta _i\mathrm{}+a_i\mathrm{})t_{\mathrm{}jk}+b_{jm}t_{imk}+c_{kn}t_{ijn}\right)|\psi _i|\psi _j|\psi _k}`$
Hence if the local transformation $`(e^{i\theta },U,V,W)`$ belongs to the stabiliser of $`|\mathrm{\Psi }`$,
$$(\phi \delta _i\mathrm{}+a_i\mathrm{})t_{\mathrm{}jk}+b_{jm}t_{imk}+c_{kn}t_{ijn}=0,$$
(11)
using the summation convention on repeated indices. Let $`T_i`$ be the matrix whose $`(j,k)`$th entry is $`t_{ijk}`$; then these equations can be written in matrix form as
$$(\phi \delta _i\mathrm{}+a_i\mathrm{})T_{\mathrm{}}+BT_i+T_iC^\mathrm{T}=0.$$
(12)
Separating these at their free indices, and performing the summation gives:
$`BT_1+T_1C^\mathrm{T}+(\phi +a_{11})T_1+a_{12}T_2`$ $`=0`$
$`BT_2+T_2C^\mathrm{T}+a_{21}T_1+(\phi +a_{22})T_2`$ $`=0.`$
Generically (Gen 1), at least one of $`T_1`$ and $`T_2`$ is invertible (say $`T_2`$); if so,
$`BT_1T_{2}^{}{}_{}{}^{1}+T_1C^\mathrm{T}T_{2}^{}{}_{}{}^{1}+(\phi +a_{11})T_1T_{2}^{}{}_{}{}^{1}+a_{12}`$ $`=0`$
$`T_1T_{2}^{}{}_{}{}^{1}B+T_1C^\mathrm{T}T_{2}^{}{}_{}{}^{1}+(\phi +a_{22})T_1T_{2}^{}{}_{}{}^{1}+a_{21}\left(T_1T_{2}^{}{}_{}{}^{1}\right)^2`$ $`=0`$
and so
$`T_1C^\mathrm{T}T_{2}^{}{}_{}{}^{1}`$ $`=BT_1T_{2}^{}{}_{}{}^{1}+(\phi +a_{11})T_1T_{2}^{}{}_{}{}^{1}+a_{12}`$ (13)
$`=T_1T_{2}^{}{}_{}{}^{1}B+(\phi +a_{22})T_1T_{2}^{}{}_{}{}^{1}+a_{21}\left(T_1T_{2}^{}{}_{}{}^{1}\right)^2`$ (14)
Let $`X=T_1T_{2}^{}{}_{}{}^{1}`$; then these equations give
$$[B,X]=a_{12}\mathrm{𝟏}\left(a_{11}a_{22}\right)X+a_{21}X^2$$
(15)
Now we use
$$\text{tr}\left(X^n[B,X]\right)=\text{tr}\left(X^nBXX^{n+1}B\right)=0$$
(16)
to obtain
$$\text{tr}\left(a_{12}\mathrm{𝟏}+\left(a_{11}a_{22}\right)Xa_{21}X^2\right)=0$$
(17)
and
$$\text{tr}\left(a_{12}X+\left(a_{11}a_{22}\right)X^2a_{21}X^3\right)=0.$$
(18)
Let $`\lambda `$ and $`\mu `$ be the eigenvalues of X. Then we obtain
$`2a_{12}+\left(a_{11}a_{22}\right)\left(\lambda +\mu \right)a_{21}\left(\lambda ^2+\mu ^2\right)`$ $`=0`$ (19)
$`a_{12}\left(\lambda +\mu \right)+\left(a_{11}a_{22}\right)\left(\lambda ^2+\mu ^2\right)a_{21}\left(\lambda ^3+\mu ^3\right)`$ $`=0`$ (20)
Generically (Gen 2), $`\lambda +\mu 0`$ and so solving for $`a_{12}`$ and $`a_{21}`$ in terms of $`(a_{11}a_{22})`$ gives
$`a_{12}={\displaystyle \frac{\lambda \mu }{\lambda +\mu }}\left(a_{11}a_{22}\right),`$ $`a_{21}={\displaystyle \frac{1}{\lambda +\mu }}\left(a_{11}a_{22}\right),`$ (21)
but generically (Gen 3) this will not satisfy $`a_{12}=\overline{a}_{21}`$ unless
$$a_{12}=a_{21}=(a_{11}a_{22})=0.$$
(22)
Hence $`A=0`$, and the equations for $`B`$ and $`C`$ become
$`\left(B\phi \mathrm{𝟏}\right)T_1+T_1C^\mathrm{T}`$ $`=0,`$ (23)
$`BT_2+T_2\left(C^\mathrm{T}\phi \mathrm{𝟏}\right)`$ $`=0.`$ (24)
The second of these equations gives $`C`$ as
$$C^\mathrm{T}=T_{1}^{}{}_{}{}^{1}\left(B\phi \mathrm{𝟏}\right)T_1=T_{2}^{}{}_{}{}^{1}BT_2+\phi \mathrm{𝟏}.$$
(25)
Taking the trace of this equation, $`\phi =0.`$ Putting this into the first equation shows that $`B`$ commutes with $`T_1T_{2}^{}{}_{}{}^{1}`$. Generically (Gen 4), the only matrices which commute with a $`2\times 2`$ matrix $`X`$ are $`\alpha 1+\beta X`$ for some scalars $`\alpha `$, $`\beta `$; therefore
$$B=\alpha \mathrm{𝟏}+\beta T_1T_{2}^{}{}_{}{}^{1}.$$
(26)
Generically (Gen 5), this will not be hermitian unless $`\beta =0`$, and then tr$`B=0`$ implies $`\alpha =0`$. Thus $`B=0`$ and therefore $`C=0.`$ Thus for generic values of $`t_{ijk}`$ the only solution of (12) is
$$\phi \mathrm{𝟏}=A=B=C=0,$$
(27)
so the stability group is discrete. ∎
##### Remark:
It follows from this theorem that the generic orbit has the same dimension as the group $`G_3,`$ namely $`10.`$ Since the space of (non-normalised) state vectors has (real) dimension $`16,`$ the number of independent invariants, which is the same as the dimension of the space of orbits, is $`6`$ (including the norm).
## 4 Exceptional States: The significance of an enlarged stabiliser
In this section we will prove that a three-qubit state which is exceptional in the sense of Theorem 1 has a stationary value of some fundamental invariant. Since any measure of entanglement must be such an invariant, this indicates that these mathematically exceptional states are likely to have a special physical significance.
By a “local invariant” we mean a real-valued function of the state vector which is invariant under local unitary transformations, and is therefore constant on each orbit. It is convenient to concentrate on polynomial functions, which can be regarded as coordinates on the space of entanglement types; more general invariants (e.g. entropy of entanglement) can be constructed from these. Since the generic orbit in the state space $``$ has dimension dim$`G_3,`$ the number of parameters needed to specify such an orbit is dim$``$ dim$`G_3=6.`$ Such parameters, being constant on orbits, are invariants.
The space of orbits is not necessarily flat, and it may not be possible to parametrise it globally with a single set of six invariants (see ): geometrically, the space of orbits is a manifold which may have several different coordinate patches; algebraically, the algebra of invariants is not a polynomial algebra but is generated by more than six invariants which are subject to some relations. However, we can choose a neighbourhood of a state so that the algebra of invariant functions on that neighbourhood has six independent generators.
###### Theorem 2.
Let $``$ be the space of $`3`$-qubit pure states, and let $`G_3`$ be the group of local unitary transformations of $`.`$ Let $`I_1,\mathrm{},I_6`$ be a set of $`6`$ polynomial invariants which generate the algebra of local invariants in a neighbourhood of a state $`|\psi _0.`$ If the stabiliser of $`|\psi _0`$ in $`G_3`$ has non-zero dimension, there is a linear combination of $`I_1,\mathrm{},I_6`$ which has a stationary value at $`|\psi _0.`$
###### Proof.
Let $`x_1,\mathrm{},x_{16}`$ be real coordinates on $`.`$ Suppose the Jacobian matrix
$$J=\left(\frac{I_i}{x_j}\right)$$
(28)
has maximal rank 6 at $`|\psi _0.`$ Since the $`I_i`$ are polynomials, the $`6\times 6`$ minors of $`J`$ are continuous functions, so if one of them is non-zero at $`|\psi _0`$ it is non-zero in a neighbourhood of $`|\psi _0.`$ Hence, by the implicit function theorem, the equations
$$I_i\left(|\psi \right)=I_i\left(|\psi _0\right)$$
(29)
define a smooth manifold in $``$ of dimension dim$`6.`$ These are the equations of a level set of the polynomial invariants of $`G_3.`$ Since $`G_3`$ is compact, its invariants separate the orbits and so (29) is the equation of the orbit of $`|\psi _0,`$ which therefore has the same dimension as $`G_3.`$ It follows that the stabiliser of $`|\psi _0`$ is discrete.
Hence if the stabiliser of $`|\psi _0`$ is *not* discrete, then the matrix $`J`$ has rank less than $`6`$ and therefore there exist scalars $`(\lambda _1,\mathrm{},\lambda _6)`$ such that
$$\underset{i}{\overset{6}{}}\lambda _i\frac{I_i}{x_j}\left(|\psi _0\right)=0,$$
(30)
i.e., the linear combination
$$\lambda _iI_i$$
(31)
has a stationary value at $`|\psi _0.`$
Note that this theorem does not guarantee that all stationary subspaces of any invariant will be associated with enlarged stabilisers. However, it does indicate that states with enlarged stabiliser dimensions are likely to have special physical significance.
## 5 The classification of non-generic states
### 5.1 Setting up the problem.
We will look for the stabilising subgroup of the group $`G_3=U(1)\times SU(2)^3`$ of local transformations, i.e. the group of $`(e^{i\phi },U,V,W)`$ where $`U,V,W`$ are all elements of $`SU(2)`$ and $`e^{i\phi }`$ is an overall phase. We will start with the three-index tensor equation for the local transformations:
$$t_{}^{}{}_{ijk}{}^{}=e^{i\phi }u_{il}v_{jm}w_{kn}t_{lmn}$$
(32)
where the $`t`$’s are the coefficients of the state vector and the $`u_{il}`$’s are the matrix elements of $`USU(2)`$ etc. Using the $`(T_i)_{jk}`$ notation introduced in Theorem 1, and partitioning the equation at the index $`i`$:
$$T_{}^{}{}_{1}{}^{}=e^{i\phi }V\left[u_{11}T_1+u_{12}T_2\right]W^\mathrm{T}$$
(33)
$$T_{}^{}{}_{2}{}^{}=e^{i\phi }V\left[u_{21}T_1+u_{22}T_2\right]W^\mathrm{T}$$
(34)
where $`u_{22}=\overline{u_{11}}`$ and $`u_{21}=\overline{u_{12}}`$ and $`|u_{11}|^2+|u_{12}|^2=1`$. The stabiliser is the set of $`(e^{i\phi },U,V,W)`$ such that $`T_{}^{}{}_{1}{}^{}=T_1`$ and $`T_{}^{}{}_{2}{}^{}=T_2.`$
In examining the non-generic states, not covered by Theorem 1, whose stabilisers have potentially non-zero dimension, we will sometimes find it convenient to abandon the infinitesimal approach of Theorem 1 and determine all finite elements of the stabiliser groups.
### 5.2 The “bystander” rule.
We will now examine the apparently trivial case when either $`T_i`$ (say $`T_1`$) is the zero matrix. In this instance it is possible to choose bases of the two one-particle spaces such that $`T_1`$ and $`T_2`$ become diagonal. We need therefore only consider the case
$$T_2=\left(\begin{array}{cc}\alpha & 0\\ 0& \beta \end{array}\right)$$
where $`\beta `$ may or may not be zero. Then the first stabiliser equation (33) becomes
$$0=e^{i\phi }V\left(u_{11}0+u_{12}T_2\right)W^\mathrm{T}$$
therefore $`u_{12}=u_{21}=0`$, and the other equation becomes
$$T_2=e^{i\phi }V\left(e^{\pm i\theta }T_2\right)W^\mathrm{T}$$
(35)
where $`e^{i\theta }=u_{22}.`$ This can be seen to be the 2-particle stabiliser equation, but with an additional external phase factor – which for the sake of transparency later we will not absorb into $`\phi `$. The fact that one of the $`T_i`$-matrices is the zero matrix means that states of this type are factorisable. The particle(s) whose kets can be factored out in this way do not participate in the entanglement (if any) of the other particles and so we’ll call these ‘bystander’ particles, and states in which not all the particles participate in the entanglement ‘bystander’ states.
If $`T_2`$ is singular, we have the equation
$$\left(\begin{array}{cc}\alpha & 0\\ 0& 0\end{array}\right)=e^{i\phi }e^{i\theta }V\left(\begin{array}{cc}\alpha & 0\\ 0& 0\end{array}\right)W^\mathrm{T}$$
which, by the two-particle result reduces to $`V=e^{i\gamma \sigma _3},W=e^{i\eta \sigma _3}`$ with
$$\alpha =e^{i\phi }e^{i\theta }e^{i\gamma }\alpha e^{i\eta }$$
(36)
giving us the condition
$$\phi +\theta +\gamma +\eta =2n\pi $$
i.e., three degrees of freedom.
If $`T_2`$ is non-singular, use Section 2 to look up the appropriate 2-particle stabiliser. This comes down to whether or not $`|\alpha |=|\beta |`$. If $`|\alpha ||\beta |`$, the equation becomes
$`\alpha `$ $`=e^{i\phi }e^{i\theta }e^{i\gamma }\alpha e^{i\eta }`$
$`\beta `$ $`=e^{i\phi }e^{i\theta }(e^{i\gamma })\beta (e^{i\eta })`$
which both reduce to
$$\phi +\theta +\gamma +\eta =2n\pi ,$$
(37)
which makes three degrees of freedom.
If $`|\alpha |=|\beta |`$ , take $`\alpha =\beta `$. Then we have
$$\alpha \mathrm{𝟏}=e^{i\phi }e^{i\theta }U\alpha \mathrm{𝟏}U^{}$$
(38)
so
$$\phi +\theta =2n\pi $$
and one element of $`SU(2)`$ giving us four degrees of freedom.
Thus (in the three spin-$`\frac{1}{2}`$ case) factorisable states reproduce the stabilising group structure of the fewer-particle states that their sub-systems resemble.
### 5.3 Exchanging the particle labels.
Recall that in Theorem 1 we chose particle 1, with corresponding index $`i`$, as the ‘partitioning index’ which splits the original, 3-index state vector ‘tensor’ problem into the more manageable form of a pair of coupled matrix equations.
$$𝒫_i:t_{ijk}(T_i)_{jk}$$
(39)
This choice of particle 1 was entirely arbitrary: we could just as easily have chosen either of the indices $`j`$ or $`k`$. Changing the partition index is sometimes useful. The effect of changing the particle labels (repartitioning) on the stabiliser is simply to permute $`U,V,W`$ as each particle’s associated $`SU(2)`$ copy just follows its associated index.
In group theoretical terms, the operations of permuting the particles are unitary operations on three-particle states which, though not elements of the group of *local* unitary transformations, do belong to the normaliser of this subgroup in the group of all unitary transformations. States related by elements of the normaliser will have isomorphic stabilisers in the group of local unitary transformations.
### 5.4 Change of basis
We are, of course, always free to change the basis that we use to describe states of any of the three particles. (This amounts to applying a local unitary transformation in the passive interpretation.) If the change of basis is described by the $`2\times 2`$ matrix $`P`$ for particle 1, $`Q`$ for particle 2 and $`R`$ for particle 3, then the effect on the matrices $`U,V,W`$ is
$`UPUP^1,`$ $`VQVQ^1,`$ $`WRWR^1.`$ (40)
The effect on the matrices $`T_1,T_2`$ is the same as in (33), (34) with $`(P,Q,R)`$ replacing $`(U,V,W).`$ In other words, the group element $`(e^{i\phi },U,V,W)`$ is conjugated by the group element corresponding to $`(P,Q,R)`$ (namely $`(e^{i\theta },P^{},Q^{},R^{})`$ where $`e^{i\theta }=(detPdetQdetR)^{\frac{1}{2}}`$ and $`P^{}=(detP)^{\frac{1}{2}}P,`$ etc.)
If we regard $`P,Q,R`$ as active transformations, taking the state $`(T_1,T_2)`$ to a different state on the same orbit, then this is the basis of our earlier remark that all the points on a given orbit have conjugate stabilisers.
### 5.5 Type 1 Non-Generic States: Both $`T`$-matrices singular
In Theorem 1 the first step in the argument that is only generically true (Gen 1) needs at least one $`T_i`$ to be invertible for the argument to be valid. If both $`T_i`$’s are singular, we can choose our coordinates to put one $`T_i`$, $`T_1`$ say, into diagonal form by an appropriate local transformation. Then $`T_1`$ and $`T_2`$ will be of the form
$`T_1=\left(\begin{array}{cc}p& 0\\ 0& 0\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}ac& ad\\ bc& bd\end{array}\right),`$ (41)
where the singular value $`p`$ is real and positive (the case where $`p=0`$ has already been dealt with in subsection 5.2.) The stabiliser equations, obtained from (33) and (34) by imposing the conditions that $`T_{}^{}{}_{1}{}^{}=T_1`$ and $`T_{}^{}{}_{2}{}^{}=T_2`$, are:
$$T_1=e^{i\phi }V\left[u_{11}T_1+u_{12}T_2\right]W^\mathrm{T}$$
(42)
$$T_2=e^{i\phi }V\left[\overline{u}_{11}T_2\overline{u}_{12}T_1\right]W^\mathrm{T}.$$
(43)
From (42) and (43) it can be seen that a necessary condition for an enlarged stabiliser to occur is that $`u_{11}T_1+u_{12}T_2`$ and $`\overline{u}_{12}T_1+\overline{u}_{11}T_2`$ must have the same singular values as $`T_1`$ and $`T_2`$ respectively. In particular, they must have the same determinant, namely zero. Taking the determinant of $`u_{11}T_1+u_{12}T_2`$,
$$u_{11}u_{12}pbd=0.$$
(44)
We will write
$`V=\left(\begin{array}{cc}g& h\\ \overline{h}& \overline{g}\end{array}\right),`$ $`W=\left(\begin{array}{cc}r& s\\ \overline{s}& \overline{r}\end{array}\right)`$ (45)
#### 5.5.1 Case 1: $`a,b,c,d`$ all nonzero (Semigeneric states)
Suppose $`a,b,c,d`$ are all non-zero. We will call this form “Semigeneric”, as it is the generic form for a singular matrix for $`T_2`$. Equation (44) shows that either $`u_{11}=0`$ or $`u_{12}=0.`$ If $`u_{12}=0,`$ write $`u_{11}=e^{i\theta };`$ then (42) becomes
$$\left(\begin{array}{cc}p& 0\\ 0& 0\end{array}\right)=pe^{i(\phi +\theta )}\left(\begin{array}{cc}gr& g\overline{s}\\ \overline{h}r& \overline{h}\overline{s}\end{array}\right).$$
(46)
Hence $`h=s=0,g=e^{i\alpha },r=e^{i\beta },`$ with
$$\phi +\theta +\alpha +\beta =0\text{ or }2\pi .$$
(47)
Now (43) gives
$$\left(\begin{array}{cc}ac& ad\\ bc& bd\end{array}\right)=e^{i(\phi \theta )}\left(\begin{array}{cc}e^{i(\alpha +\beta )}ac& e^{i(\alpha \beta )}ad\\ e^{i(\alpha +\beta )}bc& e^{i(\alpha +\beta )}bd\end{array}\right),$$
(48)
so
$$\alpha +\beta =\alpha \beta =\alpha +\beta =\alpha \beta =\theta \phi (\text{mod }2\pi ).$$
(49)
From this, together with (47), it follows that each of the angles $`\phi ,\theta ,\alpha ,\beta `$ is equal to $`0`$ or $`\pi `$ and therefore the stabiliser is discrete.
We will write the stabiliser as $`𝒮=𝒮_1𝒮_2,`$ where $`𝒮_1`$ is the subset with $`u_{12}=0`$ and $`𝒮_2`$ is the subset with $`u_{11}=0.`$ Then $`𝒮_1`$ is a subgroup. The product of any two elements of $`𝒮_2`$ belongs to $`𝒮_1,`$ so $`𝒮_2`$ is a single coset of $`𝒮_1`$ (unless it is empty) and therefore contains the same number of elements as $`𝒮_1,`$ and is therefore also discrete.
##### Case 2: $`a=0`$ or $`b=0`$, $`bd0`$ (Slice states)
If either $`a`$ or $`c=0`$ and the other three of $`a,b,c,d`$ are non-zero, then the state is either
$`p|+bc|+bd|`$ (50)
or $`p|+ad|+bd|`$
which are equivalent to each other under exchange of particles 2 and 3. (The third similar state,
$$p|+q|+r|$$
(51)
can be obtained by a permutation of the particle labels.) For the state (50) the equations for $`u_{12}=0`$ give the one-dimensional set of stabiliser elements
$$(e^{i\phi },U,V,W)=(\epsilon _1\mathrm{𝟏},e^{i\theta \sigma _3},\epsilon _2e^{i\theta \sigma _3},\epsilon _1\epsilon _2\mathrm{𝟏})\text{ where }\epsilon _1,\epsilon _2=\pm 1.$$
(52)
The equations for $`u_{11}=0`$ require $`T_1`$ and $`T_2`$ to have the same singular values, the condition for which is
$$p^2=|b|^2\left(|c|^2+|d|^2\right).$$
(53)
If this is satisfied, the stabiliser equations are
$$\left(\begin{array}{cc}0& 0\\ bc& bd\end{array}\right)=pe^{i(\phi +\theta )}\left(\begin{array}{cc}\overline{g}\overline{r}& \overline{g}\overline{s}\\ \overline{h}\overline{r}& \overline{h}\overline{s}\end{array}\right)=pe^{i(\phi \theta )}\left(\begin{array}{cc}gr& g\overline{s}\\ \overline{h}r& \overline{h}\overline{s}\end{array}\right)$$
(54)
These give the stabiliser elements with $`u_{11}=0`$ as
$$\begin{array}{c}(e^{i\phi },U,V,W)=\hfill \\ \hfill (\epsilon _1i,\left(\begin{array}{cc}0& e^{i\theta }\\ e^{i\theta }& 0\end{array}\right),\epsilon _2\left(\begin{array}{cc}0& e^{i(\theta +\chi )}\\ e^{i(\theta +\chi )}& 0\end{array}\right),\epsilon _1\epsilon _2\left(\begin{array}{cc}i\frac{|bc|}{p}& i\frac{\overline{b}\overline{d}}{p}e^{i\chi }\\ i\frac{bd}{p}e^{i\chi }& i\frac{|bc|}{p}\end{array}\right))\end{array}$$
(55)
where $`\chi =`$arg$`(bc)`$ and $`\theta `$ can take any value between $`0`$ and $`2\pi .`$
Thus the slice states have a one-dimensional stabiliser consisting of the four circles (52) unless (53) is satisfied, when the stabiliser is doubled and also contains the four circles (55). We call this set of states a “slice ridge”.
##### Case 3: $`a=c=0,bd0`$ (The GHZ states)
If $`a=c=0`$, but $`bd0`$ the state is the GHZ state.
$$p|+q|$$
(56)
with $`p`$ and $`q=bd`$ both non-zero. We may assume that they are both real and positive. The singular value condition tells us that unless $`|q|=p`$ the only solutions to the stabiliser equations will have $`u_{12}=0,`$ giving the two-dimensional stabiliser
$$(e^{i\phi },U,V,W)=(\pm \mathrm{𝟏},e^{i\theta \sigma _3},e^{i\alpha \sigma _3},e^{i\beta \sigma _3})$$
with the condition that $`\theta +\alpha +\beta =0`$ or $`\pi .`$
If $`|q|=p`$, the stabiliser is doubled, and also contains the elements
$$(e^{i\phi },U,V,W)=(\pm i,\left(\begin{array}{cc}0& e^{i\theta }\\ e^{i\theta }& 0\end{array}\right),\left(\begin{array}{cc}0& e^{i\alpha }\\ e^{i\alpha }& 0\end{array}\right),\left(\begin{array}{cc}0& e^{i\beta }\\ e^{i\beta }& 0\end{array}\right))$$
with the condition that
$$\theta +\alpha +\beta =0\text{ or }\pi $$
(57)
This is the original GHZ state, which can be regarded as a three-particle analogue of the maximally entangled (“singlet”) two-particle state. We note that although the GHZ state has an enlarged stabiliser when its coefficients are equal in magnitude, the enlargement does not consist of an increase in dimension as in the two-particle case.
#### 5.5.2 Case 4: $`b=0`$ or $`d=0`$ (Bystander states)
If $`b`$ or $`d`$ or both are zero, the determinant equation (44) no longer implies that $`U`$ must be either diagonal or anti-diagonal. However, in all of these cases the state factorises and one of the particles is a bystander. We will just look at the $`b=0`$ case, as $`d=0`$ can be obtained by the appropriate transpositions, and go back to the “both” case after that. We have the state vector:
$`T_1=\left(\begin{array}{cc}p& 0\\ 0& 0\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}ac& ad\\ 0& 0\end{array}\right)`$
i.e.,
$$|_2(p|_1_3+ac|_1_3+ad|_1_3)$$
which is a state in which particle 2 is a bystander, and therefore has been dealt with in section 5.2 above.
#### 5.5.3 Case 5: $`b=d=0`$ (completely factorised states)
In this case,
$`T_1=\left(\begin{array}{cc}p& 0\\ 0& 0\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}ac& 0\\ 0& 0\end{array}\right)`$
so the state vector is:
$$(p|_1+ac|_1)|_2_3$$
(58)
which is the totally factorised state, and has already been considered as the $`T_2`$ singular bystander case.
### 5.6 Non-generic Type 2: tr$`(T_1T_{2}^{}{}_{}{}^{1})=0`$.
Let us now consider what might happen if the assumption (Gen 2) fails. If $`\lambda +\mu =0,`$ equations (17) and (18) become
$`a_{12}`$ $`=\lambda ^2a_{21},`$ (59)
$`2\lambda ^2(a_{11}a_{22})`$ $`=0.`$ (60)
We can still deduce that $`A=0`$ (since $`a_{12}=\overline{a}_{21}`$ and $`a_{11}+a_{22}=0`$) unless $`|\lambda |=1`$ or $`\lambda =\mu =0.`$
#### 5.6.1 Case 1: $`|\lambda |=1.`$
Since $`a_{12}=\overline{a}_{21},`$ equation (59) gives $`a_{12}=\alpha \lambda `$ where $`\alpha `$ is real. The right hand side of (15) becomes
$$\alpha \overline{\lambda }\left(X^2\lambda ^2\mathrm{𝟏}\right)$$
(61)
by the Cayley-Hamilton theorem. Thus it is still true that $`B`$ must commute with $`X.`$ We can change basis for particle $`2`$ (multiplying $`T_1`$ and $`T_2`$ on the left by a unitary matrix $`P`$) so that $`X`$ takes the form
$$X=T_1T_{2}^{}{}_{}{}^{1}=\left(\begin{array}{cc}\lambda & \omega \\ 0& \lambda \end{array}\right).$$
(62)
Since $`X`$ is not a multiple of the identity, the requirement that $`B`$ should commute with $`X`$ gives
$$B=u\mathrm{𝟏}+vX$$
(63)
for some scalars $`u,v;`$ but $`B`$ is traceless, so $`u=0.`$
Suppose $`\omega 0.`$ Since $`B`$ is hermitian, $`v=0;`$ thus $`B=0.`$ Now equation (14) gives
$$C^\mathrm{T}=\phi \mathrm{𝟏}\alpha \overline{\lambda }T_{2}^{}{}_{}{}^{1}T_1.$$
(64)
Hence
$`\phi `$ $`={\displaystyle \frac{1}{2}}\text{tr}\left[C^\mathrm{T}+\alpha \overline{\lambda }T_{2}^{}{}_{}{}^{1}T_1\right]`$ (65)
$`={\displaystyle \frac{1}{2}}\text{tr}\left[\alpha \overline{\lambda }T_1T_{2}^{}{}_{}{}^{1}\right]=0.`$ (66)
Now we can change basis for particle $`3`$ (multiplying $`T_1`$ and $`T_2`$ on the right by a unitary matrix) so that $`T_2`$ takes the form
$$T_2=\left(\begin{array}{cc}a& b\\ 0& 1\end{array}\right)$$
(67)
with $`a0`$ since $`T_2`$ is invertible. Then
$`C^\mathrm{T}`$ $`=\alpha \overline{\lambda }T_{2}^{}{}_{}{}^{1}XT_2`$ (68)
$`=\alpha \left(\begin{array}{cc}1& a^1(\overline{\lambda }\omega +2b)\\ 0& 1\end{array}\right).`$ (69)
Since $`C`$ is hermitian, a non-discrete stabiliser can only occur if
$$\overline{\lambda }=\frac{2b}{\omega }.$$
(70)
Then the state is
$`|\mathrm{\Psi }`$ $`=\lambda |\left(a||b||||\right)`$
$`+|\left(a||+b||+||\right)`$ (71)
$`=a|^{}|+b|^{}||\lambda |^{}||`$ (72)
where
$`|^{}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\left(\lambda |+|\right),`$
$`|^{}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\left(|\overline{\lambda }|\right).`$
This is one of the slice states considered in Section 5.5.
If $`\omega =0,`$ equations (62) and (67) immediately give
$`|\mathrm{\Psi }`$ $`=\lambda |\left(a||+b||||\right)`$
$`+|\left(a||+b||+||\right)`$ (73)
$`=a|^{}|+b|^{}||\lambda |^{}||`$ (74)
which is again a slice state.
#### 5.6.2 Case 2: $`\lambda =\mu =0`$.
The only remaining possibility is that $`X=T_1T_{2}^{}{}_{}{}^{1}`$ is unitarily equivalent to
$$\left(\begin{array}{cc}0& \omega \\ 0& 0\end{array}\right).$$
(75)
In this case (17) and (18) give only $`a_{12}=a_{21}=0`$ and (15) becomes
$$BXXB=2rX$$
(76)
where $`r=a_{11}=a_{22}.`$ With $`X=\left(\begin{array}{cc}0& \omega \\ 0& 0\end{array}\right),`$ it follows that
$$B=\left(\begin{array}{cc}r& 0\\ 0& r\end{array}\right),$$
(77)
i.e., $`B=A.`$ Now we return to equations (12) of theorem 1:
$$(\phi \delta _i\mathrm{}+a_i\mathrm{})T_{\mathrm{}}+BT_i+T_iC^\mathrm{T}=0.$$
Writing
$$T_2=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)$$
so that
$$T_1=\left(\begin{array}{cc}\omega c& \omega d\\ 0& 0\end{array}\right)$$
and
$$C^\mathrm{T}=\left(\begin{array}{cc}s& y\\ \overline{y}& s\end{array}\right)$$
these become:
$$\left(\begin{array}{cc}r& 0\\ 0& r\end{array}\right)\left(\begin{array}{cc}\omega c& \omega d\\ 0& 0\end{array}\right)+\left(\begin{array}{cc}\omega c& \omega d\\ 0& 0\end{array}\right)\left(\begin{array}{cc}x& y\\ \overline{y}& x\end{array}\right)=(\phi +a_{11})\left(\begin{array}{cc}\omega c& \omega d\\ 0& 0\end{array}\right)$$
and
$$\left(\begin{array}{cc}r& 0\\ 0& r\end{array}\right)\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)+\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{cc}x& y\\ \overline{y}& x\end{array}\right)=(\phi a_{11})\left(\begin{array}{cc}a& b\\ c& d\end{array}\right).$$
These give us the following constraints:
$`c(s+r)+d\overline{y}`$ $`=c(\phi +r)`$
$`d(rs)+cy`$ $`=c(\phi +r)`$
$`a(r+s)+b\overline{y}`$ $`=a(\phi r)`$
$`b(rs)+ay`$ $`=b(\phi r)`$
$`c(sr)+d\overline{y}`$ $`=c(\phi r)`$
$`d(r+s)+cy`$ $`=d(\phi r).`$
which produce just four independent equations:
$`{\displaystyle \frac{a}{2}}(\phi +r){\displaystyle \frac{3a}{2}}(\phi r)asb\overline{y}`$ $`=0`$ (78)
$`{\displaystyle \frac{b}{2}}(\phi +r){\displaystyle \frac{3b}{2}}(\phi r)+bsay`$ $`=0`$ (79)
$`{\displaystyle \frac{c}{2}}(\phi +r)+{\displaystyle \frac{c}{2}}(\phi r)+cs+d\overline{y}`$ $`=0`$ (80)
$`{\displaystyle \frac{d}{2}}(\phi +r)+{\displaystyle \frac{d}{2}}(\phi r)ds+cy`$ $`=0.`$ (81)
For a non-zero solution $`(\phi ,r,s,y)`$ with $`\phi ,r,s`$ real, the matrix
$$\left(\begin{array}{cccc}\overline{a}& 3\overline{a}& 2\overline{a}& 2\overline{b}\\ b& 3b& 2b& 2a\\ \overline{c}& \overline{c}& 2\overline{c}& 2\overline{d}\\ d& d& 2d& 2c\end{array}\right)$$
(82)
must have determinant zero. This gives us that
$$\text{det}(T_2)\overline{a}\overline{c}+\text{det}(\overline{T_2})bd=0.$$
(83)
Since $`T_2`$ is non-singular by assumption, this allows us only three possible solutions:
$`a`$ $`=d=0`$ (84)
$`c`$ $`=b=0`$ (85)
$`|ac|`$ $`=|bd|,\text{all non-zero}.`$ (86)
If $`a=d=0`$ we have $`b\overline{y}=0`$ therefore $`y=0`$. Then
$`(rs)`$ $`=(\phi r)`$
$`(sr)`$ $`=(\phi r)`$
which gives us that $`(\phi r)=0`$ and also that $`s=r.`$ This solution has one degree of freedom, which we’ll call $`\phi .`$ The state is:
$`T_1=\left(\begin{array}{cc}\omega c& 0\\ 0& 0\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}0& b\\ c& 0\end{array}\right)`$ (87)
and the stabiliser for states of this type is,
$$(e^{i\phi },U,V,W)=(e^{i\phi },e^{i\phi \sigma _3},e^{i\phi \sigma _3},e^{i\phi \sigma _3})$$
(88)
If $`b=c=0`$ we have a state vector that looks like this:
$`T_1=\left(\begin{array}{cc}0& \omega d\\ 0& 0\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}a& 0\\ 0& d\end{array}\right)`$
which is just a reflection of the state vector in the previous case in the vertical midlines, and so can be mapped into it by a change of basis, as can its siblings obtained by permuting the particle labels. The stabiliser for these is thus:
$$(e^{i\phi },U,V,W)=(e^{i\phi },e^{i\phi \sigma _3},e^{i\phi \sigma _3},e^{i\phi \sigma _3})$$
so relabelling the spin coordinate just relabels the stabiliser variable, as expected. We nickname these states “Beechnut” states, because when the three one-particle von Neumann entropies for this subspace are plotted, we think it looks like a beech nut.
This leaves us with the “non-zero” solution. It can be seen that $`(\phi +r)c=d\overline{y}`$ and hence that $`2rc=2rc`$ which means that $`r=0`$ since we’ve assumed that $`c0.`$ Hence $`r=s=0`$ and $`b\overline{y}=\phi a.`$ So we have
$`b\overline{y}`$ $`=\phi a`$
$`\overline{y}`$ $`=\phi {\displaystyle \frac{a}{b}}`$
$`\overline{y}`$ $`=\phi {\displaystyle \frac{c}{d}}`$
and so
$$\frac{a}{b}=\frac{c}{d}.$$
Therefore
$$ad=bc$$
and the determinant of $`T_2`$ is zero after all: this case is Type 1 Non-generic, and is in fact a bystander case.
### 5.7 Non-generic Type $`3`$
In this next stage of the calculation, we will assume that both $`T_1`$ and $`T_2`$ are non-singular, and move on to consider the failure of the assumption (Gen 3). In Theorem $`1`$ we obtained the equations (21)
$`a_{12}={\displaystyle \frac{\lambda \mu }{\lambda +\mu }}(a_{11}a_{22})`$ $`a_{21}={\displaystyle \frac{1}{\lambda +\mu }}(a_{11}a_{22})`$ (89)
where $`\lambda ,\mu `$ are the eigenvalues of the matrix $`X=T_1T_{2}^{}{}_{}{}^{1}`$. But generically, this will not satisfy $`a_{12}=\overline{a}_{21}`$ unless
$$a_{12}=a_{21}=a_{11}a_{22}=0,$$
so that $`A=0.`$ We will now examine values of $`\lambda `$ and $`\mu `$ that allow $`A`$ to be non-zero.
Since $`A`$ is hermitian and traceless, $`a_{11}=a_{22}`$ is real. So $`a_{12}=\overline{a_{21}}`$ requires
$$\frac{\lambda \mu }{\lambda +\mu }=\frac{1}{\overline{\lambda }+\overline{\mu }}$$
i.e.,
$$|\lambda |^2\mu \lambda |\mu |^2=\lambda +\mu .$$
Now we know that $`|\lambda \mu |=1`$ from these same equations. Substituting for $`|\mu |^2`$ gives
$$\left(|\lambda |^2+1\right)\left(\mu |\lambda |^2+\lambda \right)=0$$
(90)
Hence
$$\lambda \left(\overline{\lambda }\mu +1\right)=0$$
(91)
and so the eigenvalues of $`T_1T_{2}^{}{}_{}{}^{1}`$ must be of opposite phase, namely:
$`\lambda ,`$ $`{\displaystyle \frac{1}{\overline{\lambda }}}.`$ (92)
Writing $`a_{11}=\alpha =a_{22},`$ we now have
$$A=\alpha \left(\begin{array}{cc}1& \frac{2\lambda }{|\lambda |^21}\\ \frac{2\overline{\lambda }}{|\lambda |^21}& 1\end{array}\right).$$
(93)
The right-hand side of (15) becomes
$$\frac{2\overline{\lambda }}{|\lambda |^21}\left(X^2\left(\lambda \frac{1}{\overline{\lambda }}\right)X\frac{\lambda }{\overline{\lambda }}\mathrm{𝟏}\right)=0$$
(94)
by the Cayley-Hamilton theorem. Thus $`B`$ must still commute with $`X.`$
We now argue as in Case 1 of Section 5.6 and conclude that the state must be one of the slice states (72) or (74), but with $`\lambda `$ replaced by $`1/\overline{\lambda }.`$
### 5.8 Non-generic Type 4: $`T_1T_{2}^{}{}_{}{}^{1}=\lambda \mathrm{𝟏}.`$
The assumption (Gen 4) stated that the only matrices that commute with the $`2\times 2`$ matrix $`X=T_1T_{2}^{}{}_{}{}^{1}`$ are linear combinations of $`\mathrm{𝟏}`$ and $`X`$ itself. This fails only if $`X`$ is a multiple of the identity, in which case $`T_2=\lambda T_1`$ and the state is factorisable:
$$|\mathrm{\Psi }=\left(|+\lambda |\right)\underset{i,j}{}t_{1ij}|\psi _i|\psi _j,$$
(95)
so that particle $`1`$ is a bystander.
### 5.9 Non-generic Type 5
The assumption (Gen 5) was the statement that $`\alpha \mathrm{𝟏}+\beta T_1T_{2}^{}{}_{}{}^{1}`$ is not hermitian unless $`\beta =0.`$ Suppose this is not true, i.e.,
$$T_1T_{2}^{}{}_{}{}^{1}=u\mathrm{𝟏}+vB$$
(96)
where $`u`$ and $`v`$ are complex scalars and $`B`$ is hermitian and traceless. To analyse states of this form, let us assume that the basis states of particle $`1`$ have been chosen by means of a Schmidt decomposition of the three-particle state $`|\mathrm{\Psi },`$ so that the two-particle states
$$|\mathrm{\Phi }_1=\underset{i,j}{}t_{1ij}|\psi _i|\psi _j$$
(97)
and
$$|\mathrm{\Phi }_2=\underset{i,j}{}t_{2ij}|\psi _i|\psi _j$$
(98)
are orthogonal. Let us also suppose that the basis states of particles $`2`$ and $`3`$ have been chosen so that $`T_2`$ is diagonal. Writing
$`T_2=\left(\begin{array}{cc}p& 0\\ 0& q\end{array}\right),`$ $`B=\left(\begin{array}{cc}r& z\\ \overline{z}& r\end{array}\right),`$ (99)
we then have
$$T_1=\left(\begin{array}{cc}p(u+rv)& qzv\\ p\overline{z}v& q(urv)\end{array}\right)$$
(100)
and the orthogonality of $`|\mathrm{\Phi }_1`$ and $`|\mathrm{\Phi }_2`$ gives
$$p^2(u+rv)+q^2(urv)=0.$$
(101)
Now from (25) and the following line, the traceless hermitian matrix $`C`$ is given by
$$C^\mathrm{T}=T_{2}^{}{}_{}{}^{1}BT_2=\left(\begin{array}{cc}r& p^1qz\\ q^1p\overline{z}& r\end{array}\right).$$
(102)
Since this is hermitian and $`p`$ and $`q`$ are real, $`p^2=q^2.`$ Now (101) gives us $`u=0,`$ so the state is
$$\begin{array}{c}|\mathrm{\Psi }=p|\left(||\pm ||\right)\hfill \\ \hfill +pv|\left[r\left(||||\right)\pm z||+\overline{z}||\right].\end{array}$$
(103)
We can choose the upper sign (the state with the lower sign is related to it by changing the sign of $`|_3`$). Then $`T_2`$ is a multiple of the identity and $`T_1`$ is hermitian, so both $`T`$-matrices can be simultaneously diagonalised. Since tr$`T_1=0,`$ this gives a state of the form
$$|\mathrm{\Psi }=\frac{1}{\sqrt{2}}\mathrm{cos}\alpha |\left(||+||\right)+\frac{1}{\sqrt{2}}\mathrm{sin}\alpha \left(||||\right).$$
Relabelling particles $`1`$ and $`2`$ gives
$`|\mathrm{\Psi }`$ $`={\displaystyle \frac{1}{\sqrt{2}}}|\left(\mathrm{cos}\alpha ||+\mathrm{sin}\alpha ||\right)`$
$`+{\displaystyle \frac{1}{\sqrt{2}}}|\left(\mathrm{cos}\alpha ||\mathrm{sin}\alpha ||\right)`$
$`={\displaystyle \frac{1}{\sqrt{2}}}||^{}|+{\displaystyle \frac{1}{\sqrt{2}}}|\left(\mathrm{cos}2\alpha |^{}|\mathrm{sin}2\alpha |^{}|\right)`$
where $`|^{}=\mathrm{cos}\alpha |+\mathrm{sin}\alpha |`$ and $`|^{}=\mathrm{sin}\alpha |+\mathrm{cos}\alpha |.`$ This is a slice ridge state.
This completes the classification theorem. $`\mathrm{}`$
## 6 A bestiary of atypical pure states of three spin-$`\frac{1}{2}`$ particles.
In this section we will summarise the findings of the previous section by describing all pure three-particle states with exceptional types of entanglement. We will describe their place in the space of all pure three-particle states, using the canonical form of Linden, Popescu and Schlienz (henceforth called the LPS normal form) from . These authors pointed out that any normalised three-particle state can be brought by local unitary operations to the form
$$\begin{array}{c}\mathrm{cos}\alpha |\left(\mathrm{cos}\beta ||+\mathrm{sin}\beta ||\right)\hfill \\ \hfill +\mathrm{sin}\alpha |\left(t\mathrm{sin}\beta ||+t\mathrm{cos}\beta ||+s||+z||\right)\end{array}$$
(104)
where $`\alpha `$ and $`\beta `$ are angles lying between $`0`$ and $`\frac{\pi }{4},t`$ and $`s`$ are real and positive, and
$$s^2+t^2+|z|^2=1.$$
(105)
In accord with our remark at the end of section 3, there are five independent parameters (the sixth being the norm which we are taking to be 1). States with different values of these five parameters are locally inequivalent, except that when $`r=0`$ or $`s=0`$ we may change the phase of $`z,`$ which may therefore be taken to be real and positive; and when $`\alpha =0`$ all values of $`(s,t,z)`$ give the same state.
We will also give an indication of the exceptional nature of these states and their physical significance by calculating their 2-tangles and 3-tangles. These invariants, which were introduced by Wootters , quantify how much of the entanglement is contained in particular pairs and how much is an essential property of the full set of three particles. Formulae for them were given by Coffman, Kundu and Wootters . For a pure three-particle state, the 2-tangle of particles $`A`$ and $`B`$ is
$$\tau _{AB}=[\mathrm{max}\{\lambda _1\lambda _2\lambda _3\lambda _4,0\}]^2$$
(106)
where $`(\lambda _1,\lambda _2,\lambda _3,\lambda _4)`$ are, in decreasing order of magnitude, the positive square roots of the eigenvalues of
$$\rho _{AB}\stackrel{~}{\rho }_{AB}=\rho _{AB}(\rho _{AB}\rho _A\rho _B+1),$$
(107)
$`\rho _{AB}`$ being the reduced density matrix of the pair $`(A,B)`$, obtained from $`|\mathrm{\Psi }\mathrm{\Psi }|`$ by tracing over particle $`C`$, while $`\rho _A,\rho _B`$ are the reduced density matrices of particles $`A`$ and $`B`$. The 3-tangle is
$$\tau _{ABC}=4det\rho _A\tau _{AB}\tau _{AC}$$
(108)
which can be shown to be invariant under permutations of $`A`$, $`B`$ and $`C`$.
The exceptional states are as follows.
### 6.1 Bystander States
These are states which factorise as the product of a one-particle state and a two-particle state, so that the one particle is a bystander. They occur when the LPS parameters have the values $`\alpha =0`$ or $`\beta =0,s=t=0`$ or $`\beta =0,s=z=0.`$ The state given by $`\alpha =0,`$ namely
$$|\left(\mathrm{cos}\beta ||+\mathrm{sin}\beta ||\right)$$
has the two-dimensional stabiliser
$$(e^{i\phi },U,V,W)=(e^{i\theta },e^{i\theta \sigma _3},e^{i\kappa \sigma _3},e^{i\kappa \sigma _3})$$
unless $`\beta =\frac{\pi }{4}`$ when the two-particle state is maximally entangled and the stabiliser is four-dimensional:
$$(e^{i\phi },U,V,W)=(e^{i\theta },e^{i\theta \sigma _3},V,\overline{V})$$
or $`\beta =0,`$ when the state is completely factorisable and the stabiliser is three-dimensional:
$$(e^{i\phi },U,V,W)=(e^{i\phi },e^{i\theta \sigma _3},e^{i\kappa \sigma _3},e^{i\eta \sigma _3})$$
with $`\phi +\theta +\kappa +\eta =0.`$
The 2-tangles and 3-tangle of this state are
$$\tau _{12}=\tau _{13}=0,\tau _{23}=\mathrm{sin}^22\beta ,$$
$$\tau _{123}=0.$$
#### 6.1.1 The General Slice State
These are states given by
$`T_1=\left(\begin{array}{cc}p& 0\\ 0& 0\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}0& 0\\ r& q\end{array}\right)`$
and their relatives obtainable by permuting the particles: explicitly,
$`p|+q|+r|,`$
$`p|+q|+r|,`$
$`p|+q|+r|.`$
Such states occur among the LPS normal forms when $`\alpha 0`$ and any two of $`\beta ,s`$ and $`z`$ are zero. They have one-dimensional stabilisers each consisting of four circles; for the first state listed above, the stabiliser contains
$$(e^{i\phi },U,V,W)=(\epsilon _1,e^{i\theta \sigma _3},\epsilon _2e^{i\theta \sigma _3},\epsilon _1\epsilon _2\mathrm{𝟏}).$$
(109)
where $`\epsilon _1,\epsilon _2=\pm 1.`$ Its tangle invariants are
$$\tau _{12}=4|p|^2|r|^2,\tau _{13}=\tau _{23}=0,$$
(110)
$$\tau _{123}=4|p|^2|q|^2.$$
(111)
### 6.2 The Maximal Slice State, or “Slice Ridge”
These states, which are those slice states that have maximal values of two out of the three two-particle von Neumann entropies, occur when a Slice state has $`|p|^2=|q|^2+|r|^2=1/2,`$ i.e. $`\alpha =\frac{\pi }{4}`$ in the Linden-Popescu normal form. In addition to the other slice stabiliser elements (109), they have a further one-dimensional set of stabiliser elements given, for states in LPS normal form with $`\beta =0,s=0,t=\mathrm{cos}\gamma `$ and $`z=\mathrm{sin}\gamma ,`$ by
$$\begin{array}{c}(e^{i\phi },U,V,W)=\hfill \\ \hfill (\epsilon _1i,\left(\begin{array}{cc}0& e^{i\theta }\\ e^{i\theta }& 0\end{array}\right),\epsilon _2\left(\begin{array}{cc}0& e^{i\theta }\\ e^{i\theta }& 0\end{array}\right),i\epsilon _1\epsilon _2\left(\begin{array}{cc}\mathrm{sin}\gamma & \mathrm{cos}\gamma \\ \mathrm{cos}\gamma & \mathrm{sin}\gamma \end{array}\right))\end{array}$$
where $`\epsilon _1,\epsilon _2=\pm 1`$ and $`\theta `$ can take any value between $`0`$ and $`2\pi .`$
The tangles of these states continue to be given by (110) and (111). Note that for given $`p`$, the maximum 3-tangle occurs at $`r=0`$, when the state belongs to the following class and the stabiliser becomes two-dimensional.
### 6.3 Generalised GHZ States
Occurring at the boundary of the set of slice states, these states are of the form
$`p|+q|`$ $`(|p||q|).`$
They have two-dimensional stabilisers
$$(e^{i\phi },U,V,W)=(\pm \mathrm{𝟏},e^{i\theta \sigma _3},e^{i\kappa \sigma _3},e^{i\eta \sigma _3})$$
(112)
with $`\theta +\kappa +\eta =0`$ or $`\pi .`$ In LPS normal form, these states have $`\beta =0,s=0`$ and $`z=0.`$ These states have pure three-particle entanglement, since each of their two-particle density matrices is
$$\rho _{12}=\rho _{13}=\rho _{23}=|p|^2||+|q|^2||$$
which is separable. This is shown by the tangle invariants:
$$\tau _{12}=\tau _{13}=\tau _{23}=0,$$
$$\tau _{123}=4|p|^2|q|^2.$$
(113)
### 6.4 The true GHZ State
This occupies the same position among the generalised GHZ states as the slice ridge states among the general slice states, occurring when $`|p|=|q|`$ ($`\alpha =\frac{\pi }{4}`$ in LPS normal form), which maximises the 3-tangle (113). In addition to the stabiliser elements (112), it has the further two-dimensional set of stabiliser elements
$$(e^{i\phi },U,V,W)=(\pm i,i\sigma _2e^{i\theta \sigma _3},i\sigma _2e^{i\kappa \sigma _3},i\sigma _2e^{i\eta \sigma _3})$$
with $`\theta +\kappa +\eta =0.`$
### 6.5 The Singular Tetrahedral, or “Beechnut” State
We call “tetrahedral” states of the form
$`T_1=\left(\begin{array}{cc}s& 0\\ 0& p\end{array}\right),`$ $`T_2=\left(\begin{array}{cc}0& q\\ r& 0\end{array}\right)`$
since when the eight coefficients $`t_{ijk}`$ are laid out in a $`2\times 2`$ cubic array, these states have zero entries except at the vertices of a tetrahedron. If all four of $`a,b,c,d`$ are non-zero, the state is generic. If one of them is zero, say $`s=0`$, the state is of the form
$$p|+q|+r|$$
which has the one-dimensional stabiliser
$$(e^{i\phi },U,V,W)=(e^{i\phi },e^{i\phi \sigma _3},e^{i\phi \sigma _3},e^{i\phi \sigma _3})$$
Its tangle invariants are
$`\tau _{12}`$ $`=4|p|^2|q|^2`$
$`\tau _{13}`$ $`=4|p|^2|r|^2`$
$`\tau _{23}`$ $`=4|q|^2|r|^2,`$
$$\tau _{123}=0.$$
These states are, in a sense, the opposites of the generalised GHZ states: their entanglement is concentrated in two-particle entanglement, and they have no three-particle entanglement.
## 7 Conclusion
We have mapped the full range of entanglement properties of pure states of three spin-$`\frac{1}{2}`$ particles, using their behaviour under local unitary transformations as an indicator. We have identified all the types of exceptional states, and have shown that these states will have a special relation to certain local invariants. In future work we hope to identify these invariants, and to study more fully the variation of known invariants, such as the two-particle von Neumann entropies, with respect to entanglement type.
## 8 Appendix: The Bestiary’s Family Album
In this collection of figures we reproduce some graphs of the two-particle subsystem von Neumann entropies for the various kinds of non-generic state. First of all, let us look at the space of all possible pure states of three spin-$`\frac{1}{2}`$ particles, a shape we nicknamed “The Pod” in figure 1. Then there are the Slice States in figure 2 and the Beechnut states in figure 3. |
warning/0001/hep-ph0001013.html | ar5iv | text | # Unitarized Heavy Baryon Chiral Perturbation Theory and the Δ Resonance in 𝜋𝑁 Scattering*footnote **footnote *Work supported by the Junta de Andalucía and DGES PB98 1367
## I Introduction
The $`\mathrm{\Delta }`$ resonance plays a prominent role in intermediate energy nuclear physics . Experimentally, it can be seen as a clear resonance of the partial amplitude $`f_{2I,2J}^l(s)`$, in the $`l_{2I\mathrm{\hspace{0.17em}2}J}=P_{33}`$ channel in $`\pi N`$ scattering experiments, at a Center of Mass (CM) energy $`\sqrt{s}=M_\mathrm{\Delta }=1232\mathrm{M}\mathrm{e}\mathrm{V}`$ and with a width $`\mathrm{\Gamma }_\mathrm{\Delta }=120\mathrm{M}\mathrm{e}\mathrm{V}`$ . In this paper we are concerned with the possibility of generating this resonance using known information at threshold, chiral symmetry constraints and exact unitarization of the amplitude.
The practical description of resonances requires, in general, the use of some unitarization method since exactly at the resonance energy the amplitude becomes purely imaginary and takes the maximum value allowed by unitarity . On the other hand, most unitarization methods are based on perturbation theory and hence require a resummation of some perturbative truncated expansion of the full amplitude. This obviously requires the existence of an energy region where the unitarized amplitude approximately coincides with the perturbatively expanded one. This region is typically close to threshold, since exactly at that point the amplitude is purely real, and unitarity sets no constraints on it. In other words, the amplitude is justifiedly unitarizable if perturbation theory works reasonably well somewhere, for instance at threshold. If this is not the case there is nothing much one can do about it; one can formally unitarize the amplitude but the corresponding predictions at threshold will be in general very different from those obtained in perturbation theory.
The modern way to effectively incorporate chiral symmetry and departures from it, is by means of Chiral Perturbation Theory (ChPT). Being a perturbative Lagrangian approach it preserves exact crossing, perturbative renormalization and unitarity and allows for a bookkeeping ordering of Chiral symmetry breaking. All detailed information on higher energies or underlying microscopic detailed dynamics is effectively encoded in some low energy coefficients which, for the time being, can only be determined experimentally. For processes involving only pseudoscalar mesons the expansion parameter is taken to be $`p^2/(4\pi f)^2`$ with $`p`$ the four momentum of the pseudoscalar meson and $`f`$ the weak pion decay constant . Thus, this expansion works better in the region around threshold. Away from threshold, however, the expansion breaks down and the violation of unitarity becomes increasingly strong. Recently, the use of unitarization methods for pseudoscalar mesons has been shown to work, i.e. the predicted unitarized amplitudes reproduce the threshold region, and provide definite theoretical central values and error estimates of the phase-shifts away from threshold and up to about 1 GeV .
The extension of ChPT to include both mesons and baryons as explicit degrees of freedom becomes possible if fermions are treated as heavy particles but in a covariant framework , yielding to the so called Heavy-Baryon Chiral Perturbation Theory (HBChPT) . Here, the expansion to order $`N=1,2,3,\mathrm{}`$ is written in terms of a string of terms of the form $`e^N/(f^{2l}M^{N+12l})`$, with $`l=1,\mathrm{},[(N+1)/2]`$. Here, $`f`$ and $`M`$ are the weak pion decay constant and baryon mass respectively. The quantity $`e`$ is a generic parameter with dimensions of energy built up in terms of the pseudoscalar momenta and the velocity $`v^\mu `$ ($`v^2=1`$ ) and off-shellness $`k`$ of the baryons, being the latter defined as usual through the equation $`p_B=\stackrel{}{M}v+k`$, with $`p_B`$ the baryon four momentum and $`\stackrel{}{M}`$ the baryon mass up to corrections generated by higher orders in the HBChPT expansion. Practical calculations show, however, that the convergence rate of such an expansion may not be as good as it was in the purely mesonic case. Even at threshold, where the finite baryon mass effects should be minimal, there appear sizeable corrections to the scattering lengths for the lowest partial waves. The situation obviously gets worse as one departs from the threshold region. In the particular case of $`\pi N`$ scattering, a systematic calculation has been done, so far, up to third order , i.e. up to and including terms of order $`1/f^2`$ (first order), $`1/(f^2M)`$ (second order) and $`1/f^4`$ and $`1/(f^2M^2)`$ (third order). A fit to threshold properties allows to extract the low energy constants, with the result that the second order contribution turns out to be larger than the first order one!<sup>§</sup><sup>§</sup>§Both Ref. and Ref. make a fit of the low energy contribution either by extrapolation of close to threshold data to threshold or by extrapolation of the theory to the close to threshold region respectively, but only the first one displays the contributions of the several orders explicitly, so we will mainly refer to Ref. in this regard. . For instance, in the $`P_{33}`$ channel Mojzis obtains that the scattering length $`a_{\mathrm{3\hspace{0.17em}3}}^1`$ changes from $`34.5\mathrm{GeV}^3`$ at first order, to $`80.5\mathrm{GeV}^3`$ at second order and to $`81.4\mathrm{GeV}^3`$ at third order. Obviously, any attempt to unitarize this amplitude based on the smallness of the second order term with respect to the first order one, will formally reproduce HBChPT but it will likely fail numerically to reproduce the corresponding phase shifts even in the vicinity of the threshold region. Thus, to be consistent with the calculation of Ref. the used unitarization method should take into account the slow convergence rate of HBChPT, and ensure, to start with, that it numerically reproduces the scattering data around threshold.
The $`\mathrm{\Delta }`$ resonance can be included as an explicit degree of freedom within HBChPT . This requires the introduction of new parameters into the Chiral Lagrangian. On the other hand, the unitarization of the amplitude via the Inverse Amplitude Method (IAM) does not introduce new parameters and has recently been proposed , but the second order terms have been considered to be small. As a consequence, the low energy constants turn out to be very different from those found within HBChPT (see also the discussion below). In particular, their value $`b_{19}=23.13`$, implies a pion nucleon coupling constant $`g_{\pi NN}=19.23`$, a rather odd one, compared with the experimental one $`g_{\pi NN}=13.4\pm 0.1`$. In the present work we show how the IAM should be modified in order to simultaneously i) implement exact unitarity , ii) comply with HBChPT at threshold and iii) describe the $`\mathrm{\Delta }`$ resonance without having to introduce additional explicit parameters than those needed at threshold.
## II Partial Wave Amplitudes
We rely heavily on the notation of Ref. and refer to that work for more details. The $`\pi N`$ scattering amplitude is given by
$$T_{\pi N}^\pm =\overline{u}(\stackrel{}{M}v+p^{},\sigma ^{})[A^\pm +B^\pm \frac{\text{ }q\text{ }/+\text{ }q\text{ }/^{}}{2}]u(\stackrel{}{M}v+p,\sigma )$$
(1)
where $`(\stackrel{}{M}v+p,q)`$ and $`(\stackrel{}{M}v+p^{},q^{})`$ are the incoming and outgoing nucleon and pion momenta respectively. The bare nucleon mass $`\stackrel{}{M}`$ and the velocity $`v^\mu `$, ( $`v^2=1`$ ) determine the baryon off-shellness $`p`$ and $`p^{}`$ and $`\sigma `$ and $`\sigma ^{}`$ are the spin indices. The supperscrit “$`\pm `$” corresponds to the isospin decomposition $`T^{ba}=T^+\delta ^{ba}+\mathrm{i}ϵ^{bac}T^{}\tau _c`$, with $`a`$ and $`b`$ the incoming and outgoing pion isospin states in the cartesian basis respectively. $`A^\pm `$ and $`B^\pm `$ are scalars depending on the Mandelstam variables $`s,t`$ and $`u`$ which for on-shell pions and nucleons verify $`s+t+u=2(m^2+M^2)`$, with $`m`$ the physical pion mass and $`M`$ the physical nucleon mass. In the CM frame, the partial wave amplitudes are written as (the subscript $`\pm `$ stands for $`j=l\pm 1/2`$),
$`f_{l\pm }^\pm (s)=e^{\mathrm{i}\delta _{l\pm }^\pm (s)}{\displaystyle \frac{\mathrm{sin}\delta _{l\pm }^\pm (s)}{q}}={\displaystyle \frac{1}{16\pi \sqrt{s}}}`$ $`(`$ $`(E+M)[A_l^\pm (s)+(\sqrt{s}M)B_l^\pm (s)`$ (2)
$``$ $`(EM)[A_{l\pm 1}^\pm (s)(\sqrt{s}+M)B_{l\pm 1}^\pm (s)])`$ (3)
where, for elastic scattering, $`q=|\stackrel{}{q}|`$ is the CM momentum and $`E=\sqrt{q^2+M^2}`$ and $`\omega =\sqrt{q^2+m^2}`$ the CM nucleon and pion energies respectively. Finally, $`\sqrt{s}=E+\omega `$ is the total CM energy and $`\delta _{l\pm }^\pm (s)`$ are the corresponding phase-shifts. The projected amplitudes $`A_l(s)`$ and $`B_l(s)`$ are defined by the integrals
$$(A_l^\pm (s),B_l^\pm (s))=_1^1dz(A^\pm (s,z),B^\pm (s,z))P_l(z)$$
(4)
with $`z=\mathrm{cos}\theta `$ and $`\theta `$ the CM scattering angle. In addition, $`A^\pm `$ and $`B^\pm `$ can be written as
$`A^\pm `$ $`=`$ $`\left(\alpha ^\pm +{\displaystyle \frac{su}{4}}\beta ^\pm \right)`$ (5)
$`B^\pm `$ $`=`$ $`\left(M+{\displaystyle \frac{t}{4M}}\right)\beta ^\pm `$ (6)
with $`t=2q^2(1\mathrm{cos}\theta )`$ and $`u=M^2+m^22E\omega 2q^2\mathrm{cos}\theta `$. An expansion of both $`\alpha ^\pm `$ and $`\beta ^\pm `$ along the lines of HBChPT has been given in Ref. up to third order, i.e. including terms of order $`e/f^2`$ (first order), $`e^2/(f^2M)`$ (second order) and $`e^3/f^4`$ and $`e^3/(f^2M^2)`$ (third order). There, however, in some cases the full nucleon mass dependence has been retained. This makes the discussion on orders a bit obscureFor instance, the $`P_{33}`$ scattering length contains some corrections $`m/M`$ to all orders ( see eqs.(90-92) in that reference ), instead of neglecting all pieces of order $`1/(f^2M^3)`$, $`1/(f^4M)`$ or higher as dictated by the expansion assumed in the Chiral Lagrangian.. We have preferred to further expand any observable in terms of $`1/M`$ or $`1/f^2`$. As a consequence and in contrast to Ref. , there is no dependence of D,F, and higher partial waves on the low energy constants. Thus, the low energy parameters are solely determined by S and P partial waves. One thus gets the following expansion,
$$f_{l\pm }^\pm =f_{l\pm }^{(1)\pm }+f_{l\pm }^{(2)\pm }+f_{l\pm }^{(3)\pm }+\mathrm{}$$
(7)
where
$`f_{l\pm }^{(1)\pm }`$ $`=`$ $`{\displaystyle \frac{m}{f^2}}t_{l\pm }^{(1,1)\pm }\left({\displaystyle \frac{\omega }{m}}\right)`$ (8)
$`f_{l\pm }^{(2)\pm }`$ $`=`$ $`{\displaystyle \frac{m}{f^2M}}t_{l\pm }^{(1,2)\pm }\left({\displaystyle \frac{\omega }{m}}\right)`$ (9)
$`f_{l\pm }^{(3)\pm }`$ $`=`$ $`{\displaystyle \frac{m^3}{f^4}}t_{l\pm }^{(3,3)\pm }\left({\displaystyle \frac{\omega }{m}}\right)+{\displaystyle \frac{m^3}{f^2M^2}}t_{l\pm }^{(1,3)\pm }\left({\displaystyle \frac{\omega }{m}}\right)`$ (10)
$`t_{l\pm }^{(n,m)\pm }`$ are dimensionless functions of the dimensionless variable $`\omega /m`$, independent of $`f,M`$ and $`m`$, whose analytical expressions are too long to be displayed here. The convenience of the double superscript notation will be explained below; $`n+1`$ indicates the power in $`1/f`$ and $`m`$ the total order in the HBChPT counting. The unitarity condition $`\mathrm{Im}f_{l\pm }^1=q`$ becomes in perturbation theory
$`\mathrm{Im}t_{l\pm }^{(1,1)\pm }=\mathrm{Im}t_{l\pm }^{(1,2)\pm }`$ $`=`$ $`\mathrm{Im}t_{l\pm }^{(1,3)\pm }=0`$ (11)
$`\mathrm{Im}t_{l\pm }^{(3,3)\pm }`$ $`=`$ $`{\displaystyle \frac{q}{m}}|t_{l\pm }^{(1,1)\pm }|^2`$ (12)
The scattering lengths $`a_{l,\pm }^\pm `$ and effective ranges $`b_{l,\pm }^\pm `$ are defined by
$$\mathrm{Re}f_{l,\pm }^\pm =q^{2l}\left(a_{l,\pm }^\pm +q^2b_{l,\pm }^\pm +\mathrm{}\right)$$
(13)
Obviously, the expansion of Eq.(7) for the amplitudes carries over to the threshold parameters, $`a_{l,\pm }^\pm `$ and $`b_{l,\pm }^\pm `$ (see below).
## III Re-fitting the Low Energy Constants
As we have said, in Ref. , a systematic expansion for the fixed-$`t`$ amplitudes $`\alpha ^\pm `$ and $`\beta ^\pm `$ was undertaken, but some higher order terms were retained in the partial wave amplitudes. This makes the discussion about orders a bit unclear, since different orders are mixed. In all our following considerations we further expand the amplitudes, and consequently the threshold and close to threshold parameters in the spirit of HBChPT. For the scattering lengths we have
$$a_{2I\mathrm{\hspace{0.17em}2}J}^lm^{2l+1}=\frac{m}{f^2}\alpha ^{(1,1)}+\frac{m^2}{f^2M}\alpha ^{(1,2)}+\frac{m^3}{f^2M^2}\alpha ^{(1,3)}+\frac{m^3}{f^4}\alpha ^{(3,3)}+$$
(14)
and a similar expression for $`b_{2I\mathrm{\hspace{0.17em}2}J}^lm^{2l+3}`$. With this expansion we may reanalyze the fit of Ref. . For a better comparison we do so for the same experimental data, and with the same input values of the parameters, $`M=939\mathrm{MeV}`$, $`m=138\mathrm{MeV}`$, $`f=93\mathrm{M}\mathrm{e}\mathrm{V}`$ and $`g_A=1.26`$. The result of the fit is presented in Table 1. As we see from the table the changes in the parameters are small, and are compatible within two standard deviations. This was to be expected since the difference between Mojzis’s parameters and ours is of higher order. It is also noteworthy that the resulting $`\chi ^2=10.68`$ is mainly made out of $`b_{0,+}^+`$ and $`\sigma `$ which contribute with 3.3 and 7.3 respectively to the total $`\chi ^2`$. The bad result concerning the $`\sigma `$-term is substantiated by the findings of Refs. .
After performing this re-fitting procedure we have found instructive to separate the contributions to the scattering lengths and effective ranges of the lowest partial waves, as done in Table 2. A clear distinctive pattern emerging from Table 2 is that the contribution of order $`1/(f^2M^2)`$ is always rather small. Only in some cases, however, is the contribution of order $`1/f^4`$ also small. This is so in the $`P_{33}`$ channel in particular. Incidentally, let us note that for this channel the smallness of the third order contribution is due to the smallness of both the $`1/f^4`$ and the $`1/(f^2M)`$ terms and does not stem from a cancelation between large contributions. So, it seems that close to threshold the $`1/f^2`$ expansion converges faster than the $`1/M`$ expansion. Actually, the terms in $`1/f^2`$ and $`1/(f^2M)`$ are of comparable importance. From here, it is clear that any unitarization method will only be consistent with the HBChPT approach, if it treats both the first and the second order as equally important.
## IV Unitarization method for the $`P_{33}`$ channel
Our unitarization method is based on assuming, as suggested by the perturbative calculation, that the chiral expansion in terms $`1/f^2`$, has a stronger convergence rate than the finite nucleon mass $`1/M`$ corrections. Such a hypothesis can only be supported by confrontation with experimental data, and indeed there are some recent theoretical attempts to define a relativistic power counting not requiring the heavy baryon idea somehow retaking the spirit of older relativistic studies . Indeed, we show that a slightly modified version of the well-known IAM approach turns out to describe the $`P_{33}`$ phase-shift satisfactorily, just using the low energy parameters determined at threshold, i.e., without re-fitting them in the unitarized case. The idea is to consider the expansion of the inverse amplitude in terms of $`m^2/f^2`$. The expansion of the amplitude can be written as
$$f_{\mathrm{3\hspace{0.17em}3}}^1(\omega ,m,f,M)=\frac{m}{f^2}t^{(1)}(\omega /m,m/M)+\frac{m^3}{f^4}t^{(3)}(\omega /m,m/M)+\mathrm{}$$
(15)
where we have explicitly used that the functions $`t^{(2n+1)}`$ are dimensionless, and hence depend only on dimensionless variables, such as $`\omega /m`$ and $`m/M`$. For the sake of a lighter notation, the quantum numbers $`l`$ $`I`$ and $`J`$ have been purposely suppressed. Perturbative unitarity in this expansion requires at lowest order,
$`\mathrm{Im}t^{(1)}(\omega /m,m/M)`$ $`=`$ $`0`$ (16)
$`\mathrm{Im}t^{(3)}(\omega /m,m/M)`$ $`=`$ $`{\displaystyle \frac{q}{m}}|t^{(1)}(\omega /m,m/M)|^2`$ (17)
which in turn imply an infinite number of conditions in the $`1/M`$ expansion. The functions $`t^{(1)}`$ and $`t^{(3)}`$ are only known in a further $`m/M`$ expansion,
$$t^{(2n+1)}(\omega /m,m/M)=t^{(2n+1,2n+1)}(\omega /m)+\frac{m}{M}t^{(2n+1,2n+2)}(\omega /m)+(\frac{m}{M})^2t^{(2n+1,2n+3)}(\omega /m)\mathrm{}$$
(18)
yielding Eq.(7) and Eq.(10) after a suitable isospin projection The relation between $`f_{2I,2J}^l`$ and $`f_{l,\pm }^\pm `$ is given by $`f_{3,2l\pm 1}^l=f_{l,\pm }^+f_{l,\pm }^{}`$ and $`f_{1,2l\pm 1}^l=f_{l,\pm }^++2f_{l,\pm }^{}`$. . For the inverse amplitude we get then
$$\frac{1}{f_{\mathrm{3\hspace{0.17em}3}}^1(s,m,f,M)}=\frac{f^2}{m}\frac{1}{t^{(1)}(\omega /m,m/M)}m\frac{t^{(3)}(\omega /m,m/M)}{[t^{(1)}(\omega /m,m/M)]^2}+\mathrm{}$$
(19)
Obviously, expanding in $`m/f^2`$ may be justified provided these corrections are small somewhere. As we have shown, for the $`P_{33}`$ channel, they are small precisely at threshold. So in the threshold region the unitarization scheme will, approximately, reproduce the perturbative result. At the same time, unitarity is exactly implemented. However, the $`1/M`$ terms are not small corrections at threshold, so we refrain from further “expanding the denominator”. In this way we keep the first mass corrections as equally important. The state of the art in HBChPT calculations is such that only $`t^{(1,1)}`$, $`t^{(1,2)}`$, $`t^{(1,3)}`$ and $`t^{(3,3)}`$ are known. To ensure exact elastic unitarity we should keep only $`t^{(1,1)}`$ in the denominator of the second term in Eq. (19) above. This induces a tiny error thanks to the smallness of $`t^{(3,3)}`$ (correction $`1/f^4`$) in the $`P_{33}`$ channel. Of course, it would be highly desirable to compute at least $`t^{(3,4)}`$ and $`t^{(3,5)}`$ (orders $`1/(f^4M)`$ and $`1/(f^4M^2)`$ respectively) in order to be able to keep also $`t^{(1,2)}`$ in the denominator of the second term of the mentioned equation. After these remarks, we have
$`{\displaystyle \frac{1}{f_{\mathrm{3\hspace{0.17em}3}}^1(s,m,f,M)|_{\mathrm{Unitarized}}}}`$ $`=`$ $`{\displaystyle \frac{f^2}{m}}{\displaystyle \frac{1}{t^{(1,1)}(\omega /m)+\frac{m}{M}t^{(1,2)}(\omega /m)+(\frac{m}{M})^2t^{(1,3)}(\omega /m)}}`$ (21)
$`m{\displaystyle \frac{t^{(3,3)}(\omega /m)}{[t^{(1,1)}(\omega /m)]^2}}`$
At threshold, our formula yields a modified scattering length
$`{\displaystyle \frac{1}{a_{\mathrm{Unitarized}}}}`$ $`=`$ $`{\displaystyle \frac{f^2}{m}}{\displaystyle \frac{1}{\alpha ^{(1,1)}+\frac{m}{M}\alpha ^{(1,2)}+(\frac{m}{M})^2\alpha ^{(1,3)}}}m{\displaystyle \frac{\alpha ^{(3,3)}}{[\alpha ^{(1,1)}]^2}}`$ (22)
$`=`$ $`{\displaystyle \frac{1}{a_{\mathrm{HPChPT}}(\frac{m^3}{f^4})\alpha ^{(3,3)}}}m{\displaystyle \frac{\alpha ^{(3,3)}}{[\alpha ^{(1,1)}]^2}}`$ (23)
which on view of Table 2 yields, for the $`P_{33}`$ channel, the value $`a_{\mathrm{3\hspace{0.17em}3}}^1|_{\mathrm{Unitarized}}=80.2\mathrm{GeV}^3`$, to be compared to $`a_{\mathrm{3\hspace{0.17em}3}}^1|_{\mathrm{HBChPT}}=81.0\mathrm{GeV}^3`$, a compatible value with the experimental one. Notice that if we had expanded the denominator considering the second order contribution ( $`1/(f^2M)`$ ) to be small we would have obtained strictly the IAM method as used in Ref. ,
$$\frac{1}{a_{\mathrm{IAM}}}=\frac{f^2}{m}\left\{\frac{1}{\alpha ^{(1,1)}}(\frac{m}{M})\frac{\alpha ^{(1,2)}}{[\alpha ^{(1,1)}]^2}(\frac{m}{M})^2\frac{\alpha ^{(1,3)}}{[\alpha ^{(1,1)}]^2}+(\frac{m}{M})^2\frac{[\alpha ^{(1,2)}]^2}{[\alpha ^{(1,1)}]^3}\right\}m\frac{\alpha ^{(3,1)}}{[\alpha ^{(1,1)}]^2}$$
(24)
yielding $`a_{\mathrm{3\hspace{0.17em}3}}^1|_{\mathrm{IAM}}=22.8\mathrm{GeV}^3`$, a completely odd result. This explains why the low energy parameters recently found in Ref. are so different from those found by Mojzis . Actually, their value of $`b_{19}=23.13`$ would yield a pion-nucleon coupling constant $`g_{\pi NN}=19.2`$, completely out of question.
## V Numerical Results
From our previous discussion it is clear that at threshold our unitarized amplitude will reproduce very accurately and within error bars the HBChPT results and hence the experimental data. It is thus tempting to extend the $`P_{33}`$ phase shift up to the resonance region and propagate the errors of the low energy parameters. We show in Fig.1 and Fig.2 the corresponding phase shifts as the outcome of our unitarization method, Eq.( 21), and compare them to the experimental $`\pi N`$ data . We use both parameter sets given in Table 1. In Fig.2 we use the parameters determined in Ref. ( set I ) and in Fig.1 those determined in the present work ( set II ).
As one can see from both figures, the prediction of Unitarized Heavy Baryon Chiral Perturbation Theory agrees rather well within errors with the data. It is fair to say, however, that for the parameters determined in Ref. the agreement seems much better, describing the data for larger CM energy values. We do not ascribe any particular significance to a very accurate agreement at larger energies since there is certainly more physics to be taken into account, like inelasticities. In both Fig.1 and Fig.2, the error bars reflect only the uncertainty in the low energy parameters and have been obtained by means of a Monte Carlo gaussian sampling of the low energy parameters for any given CM energy value. The location and width of the $`\mathrm{\Delta }`$ resonance come out to be<sup>\**</sup><sup>\**</sup>\** We obtain $`M_\mathrm{\Delta }`$ from the condition $`\delta _{3,3}^1(M_\mathrm{\Delta }^2)=\pi /2`$, and the width $`\mathrm{\Gamma }_\mathrm{\Delta }`$ from $`1/\mathrm{\Gamma }_\mathrm{\Delta }=M_\mathrm{\Delta }\frac{\mathrm{d}\delta _{3,3}^1(s)}{\mathrm{d}s}|_{s=M_\mathrm{\Delta }^2}`$
$`M_\mathrm{\Delta }`$ $`=`$ $`1238{}_{18}{}^{+22}\mathrm{MeV}(\mathrm{set}𝐈),1267{}_{25}{}^{+35}\mathrm{MeV}(\mathrm{set}\mathrm{𝐈𝐈}),(\mathrm{exp}\mathrm{.\hspace{0.17em}1232}\pm 2\mathrm{MeV})`$ (25)
$`\mathrm{\Gamma }_\mathrm{\Delta }`$ $`=`$ $`150{}_{31}{}^{+43}\mathrm{MeV}(\mathrm{set}𝐈),213{}_{54}{}^{+84}\mathrm{MeV}(\mathrm{set}\mathrm{𝐈𝐈}),(\mathrm{exp}\mathrm{.\hspace{0.17em}120}\pm 10\mathrm{MeV})`$ (26)
in agreement within two standard deviations with the experimental numbers, although with much larger errors. Given the good quality of our description from threshold up to the $`\mathrm{\Delta }`$ resonance, one might even re-fit the parameters of our unitarized amplitude, and hence reduce the errors of the low energy constants entering the definition of the amplitude in the $`P_{33}`$ channel. In this way we would reduce errors quoted in Eq.( 26) as suggested in Ref. .
To have an idea of the convergence rate of our calculation, we have also depicted in both figures the prediction in the static limit ($`M\mathrm{}`$). As we see, there also appears a resonant behaviour, but at higher energies $`\sqrt{s}1450\mathrm{M}\mathrm{e}\mathrm{V}`$. Thus, though the bulk of the dynamics is contained in the static limit, the finite mass corrections, particularly the $`1/(f^2M)`$ contribution, are important to achieve an accurate description<sup>††</sup><sup>††</sup>††The $`1/(f^2M^2)`$ correction turns out to be quite small. That was expected, since it neither provides a sizeable contribution at threshold (unlike the $`1/(f^2M)`$ correction ) nor it is responsible for the restoration of unitarity (like the $`1/f^4`$ correction)..
Finally we also show the results obtained within the conventional IAM approach, see for details Ref. , for both sets of parameters of Table 1. As we already anticipated, the description is extremely poor mainly due to improper treatment of the $`1/(f^2M)`$ corrections. Thus within this framework, a fit to the data becomes possible only if huge changes in the low energy parameters are allowed. For instance, the authors of that reference get $`b_{16}\stackrel{~}{b}_{15}=68.9`$, $`b_{19}=23.13`$, $`a_5=27.76`$, $`a_1=9.1`$, $`a_3=8.7\mathrm{}`$ which strongly differ from the values of Table 1.
The situation in other $`l_{2I2J}`$ channels might be somehow different and definitely deserves further study, though the results of the present paper regarding the $`P_{33}`$ channel, will remain unchanged. We anticipate, as can be already seen from Table 2, that the agreement of our unitarizated threshold parameters with those stemming from HBChPT, would get a bit spoiled in some of the remaining channels, since the $`1/f^4`$ is not a small contribution due to a, perhaps accidental, but effective cancelation of the leading, $`1/f^2`$, and the next to leading, $`1/(f^2M)`$, order terms. The situation might improve, however, if the low energy constants would be allowed to vary as to provide a better description of the scattering data from threshold up to the $`\mathrm{\Delta }`$ resonance region. A systematic and detailed investigation of this topic will be presented elsewhere .
## VI Conclusions and Outlook
We summarize our results. Heavy Baryon Chiral Perturbation Theory provides definite predictions for the $`\pi N`$ scattering amplitudes in the threshold region, but it violates exact unitarity if the perturbative expansion is truncated to some finite order. Hence it is unable to describe the $`\mathrm{\Delta }`$ resonance in the $`P_{33}`$ channel. The analysis up to third order shows that the leading finite nucleon mass correction, which is second order, is of comparable size to the static approximation and in fact it dominates the corrections at threshold. This sets conditions on the unitarization method suggesting an expansion in inverse powers of the weak pion decay constant but without making the heavy baryon expansion. Such an idea is supported by recent theoretical attempts to redefine a relativistic chiral counting for baryons. Our unitarization method is a slight but important variant of the IAM and provides a prediction for the phase shifts in the $`P_{33}`$ channel, in terms of low energy parameters and their errors, as determined from HBChPT. The agreement with experimental data is good within uncertainties. It is also clear that with our unitarization method, the combination of parameters which enter the $`P_{33}`$ amplitude, might be determined to a better accuracy than that obtained by only looking at threshold, since the central predicted values of the $`P_{33}`$ phase shift, fall mainly on top of the central experimental data.
## Acknowledgments
This research was supported by DGES under contract PB98-1367 and by the Junta de Andalucía. |
warning/0001/astro-ph0001441.html | ar5iv | text | # Geometrodynamics of Variable-Speed-of-Light Cosmologies
## I Introduction
High-energy cosmology is flourishing into a subject of observational riches but theoretical poverty. Inflation stands as the only well-explored paradigm for solving the puzzles of the early universe. This monopoly is reason enough to explore alternative scenarios and new angles of attack. Variable-Speed-of-Light (VSL) cosmologies have recently generated considerable interest as alternatives to cosmological inflation which serve both to sharpen our ideas regarding falsifiability of the standard inflationary paradigm, and also to provide a contrasting scenario that is hopefully amenable to observational test.
The major variants of VSL cosmology under consideration are those of Moffat , Ellis-Mavromatos-Nanopoulos , Clayton and Moffat , and Albrecht–Barrow–Magueijo , plus more recent contributions by Avelino and Martins , Drummond , Kiritsis , and Alexander . The last two are higher-dimensional, brane-inspired implementations. For completeness we also mention the earlier work by Levin and Freese which discussed the inflationary-type cosmologies resulting from a dynamical Planck’s constant.
The covariance of General Relativity means that the set of cosmological models consistent with the existence of the apparently universal class of preferred rest frames defined by the Cosmic Microwave Background (CMB) is very small and non-generic. Inflation alleviates this problem by making the flat Friedmann–Lemaitre–Robertson–Walker (FLRW) model an attractor within the set of almost–FLRW models, at the cost of violating the strong energy condition (SEC). Most of the above quoted VSL cosmologies, by contrast, sacrifice (or at the very least, grossly modify) Lorentz invariance at high energies, again making the flat FLRW model an attractor. In contrast, we will see that the “soft breaking” prescription we advocate cannot solve the flatness problem without additional external sources of energy condition violation, despite recent claims to the contrary (see section V B for details).
In this paper we want to focus on some basic issues in VSL cosmology that are to our minds still less than clear. In particular, we wish to answer the question “Can we have VSL without explicitly violating Lorentz invariance?” As we will see, our approach is to split the degeneracy between the (effective) null cones of various species of particles. This means that in our implementations of VSL cosmology the Lorentz symmetry is broken in a “soft” manner, rather than in a “hard” manner. This “soft” breaking of Lorentz invariance, due to the nature of the ground state or initial conditions, is qualitatively similar to the notion of spontaneous symmetry breaking in particle physics, whereas “hard” breaking, implemented by brute force, is qualitatively similar to the notion of explicit symmetry breaking in particle physics.
We shall have little specific to say about “hard” breaking, in the style of Albrecht–Barrow–Magueijo, other than to point out that “hard” breaking is a rather radical modification of standard physics. In comparison, “soft” breaking is rather benign and is easier to formulate in a geometrodynamic manner, as we discuss in section (II).
We specifically want to assess the geometric consistency of the VSL idea and ask to what extent it is compatible with Einstein gravity. This is not a trivial issue: Ordinary Einstein gravity has the constancy of the speed of light built into it at a fundamental level; $`c`$ is the “conversion constant” that relates time to space. We need to use $`c`$ to relate the zeroth coordinate to time: $`dx^0=cdt`$. Thus, simply replacing the *constant* $`c`$ by a position-dependent *variable* $`c(t,\stackrel{}{x})`$, and writing $`dx^0=c(t,\stackrel{}{x})dt`$ is a suspect proposition. Indeed, even the choice $`dx^0=c(t,\stackrel{}{x})dt`$ is a coordinate dependent statement. It depends on the way one slices up the spacetime with spacelike hypersurfaces. Different slicings would lead to different metrics, and so one has destroyed the coordinate invariance of the theory right at step one. This is not a good start for the VSL programme, as one has performed an act of extreme violence to the mathematical and logical structure of General Relativistic cosmology, moving well outside the confines of standard curved-spacetime Lorentzian geometry.
Another way of viewing this is to start with the ordinary FLRW metric
$$ds^2=c^2dt^2+a(t)^2h_{ij}dx^idx^j,$$
(1)
and compute the Einstein tensor. In the natural orthonormal basis one can write
$`G_{\widehat{t}\widehat{t}}`$ $`=`$ $`{\displaystyle \frac{3}{a(t)^2}}\left[{\displaystyle \frac{\dot{a}(t)^2}{c^2}}+K\right],`$ (2)
$`G_{\widehat{ı}\widehat{ȷ}}`$ $`=`$ $`{\displaystyle \frac{\delta _{\widehat{ı}\widehat{ȷ}}}{a(t)^2}}\left[2{\displaystyle \frac{a(t)\ddot{a}(t)}{c^2}}+{\displaystyle \frac{\dot{a}(t)^2}{c^2}}+K\right],`$ (3)
with the spatial curvature $`K=0,\pm 1`$. If one replaces $`cc(t)`$ *in the metric*, then the physics does not change since this particular “variable speed of light” can be undone by a coordinate transformation: $`cdt_{\mathrm{n}ew}=c(t)dt`$. While a coordinate change of this type will affect the (coordinate) components of the metric and the (coordinate) components of the Einstein tensor, the orthonormal components and (by extension) all physical observables (which are coordinate invariants) will be unaffected.
An alternative, which does have observable consequences, is the possibility of replacing $`cc(t)`$ directly *in the Einstein tensor*. This is the route chosen by Barrow and Magueijo , and by Albrecht and Magueijo . Avelino and Martins adopt a slightly different viewpoint, making the change in the metric, but subject to a time-dependent redefinition of units. Then
$`G_{\widehat{t}\widehat{t}}^{\mathrm{m}odified}`$ $`=`$ $`{\displaystyle \frac{3}{a(t)^2}}\left[{\displaystyle \frac{\dot{a}(t)^2}{c(t)^2}}+K\right],`$ (4)
$`G_{\widehat{ı}\widehat{ȷ}}^{\mathrm{m}odified}`$ $`=`$ $`{\displaystyle \frac{\delta _{\widehat{ı}\widehat{ȷ}}}{a(t)^2}}\left[2{\displaystyle \frac{a(t)\ddot{a}(t)}{c(t)^2}}+{\displaystyle \frac{\dot{a}(t)^2}{c(t)^2}}+K\right].`$ (5)
Note that the replacement $`cc(t)`$ directly in the Einstein tensor is a specific implementation of the general prescription presented in : “take all time derivatives at fixed $`c`$ and then replace $`cc(t)`$ in the result”.
Unfortunately, if one does so, the modified “Einstein tensor” so defined is *not* covariantly conserved (it does *not* satisfy the contracted Bianchi identities), and this modified “Einstein tensor” is not obtainable from the curvature tensor of *any* spacetime metric. Indeed, if we define a timelike vector $`V^\mu =(/t)^\mu =(1,0,0,0)`$ a brief computation yields
$$_\mu G_{\mathrm{m}odified}^{\mu \nu }\dot{c}(t)V^\nu .$$
(6)
Thus, violations of the Bianchi identities for this modified “Einstein tensor” are part and parcel of this particular way of trying to make the speed of light variable. Indeed, as we will see later, in that VSL implementation these violations are the source of the solution of the flatness problem. Alternatively one can define *modified* Bianchi identities by moving the RHS above over to the LHS and then speak of these modified Bianchi identities as being satisfied. Nevertheless the *usual* Bianchi identities are violated in their formalism. This may be interpreted as a statement that such an implementation of VSL is not based on pseudo-Riemannian geometry (Lorentzian geometry), but that instead one is dealing with some more complicated structure whose geometric interpretation is far more complex than usual.
If one couples this modified “Einstein tensor” to the stress-energy via the Einstein equation
$$G_{\mu \nu }=\frac{8\pi G_{\mathrm{N}ewton}}{c^4}T_{\mu \nu },$$
(7)
then the stress-energy tensor divided by $`c^4`$ cannot be covariantly conserved either (here we do not need to specify just yet if we are talking about a variable $`c`$ or a fixed $`c`$), and so $`T^{\mu \nu }/c^4`$ cannot be variationally obtained from *any* action. \[The factor of $`c^4`$ is introduced to make sure all the components of the stress-energy tensor have the dimensions of energy density, $`\epsilon `$ (the same dimensions as pressure, $`p`$.) When needed, mass density will be represented by $`\rho `$.\] This non-conservation of stress-energy is a tremendous amount of physics to sacrifice and we do *not* wish to pursue this particular avenue any further.
Since this point can cause considerable confusion, let us be clear about what we are claiming: In VSL theories which violate the usual Bianchi identities , the stress tensor cannot be obtained by variational differentiation of any local Lagrangian density based on a pseudo-Riemannian geometry. One can try to generalize the notion of pseudo-Riemannian geometry but this is an alien procedure from the standpoint of standard relativity and cosmology.
One of the earliest VSL formulations, and one which does satisfy the Bianchi identities, is that of Ellis et al . Inspired by non-critical string theory, the evolution of $`c`$ was driven by non-trivial renormalization group dynamics associated with the Liouville mode which obeys a generalization of the Zamolodchikov C-theorem and therefore provides a natural cosmic arrow of time. The advantage of this formulation is that no extra (and arbitrary) scalar fields are required to generate the variations in $`c`$, the disadvantage, as they point out, is the possibility of making a coordinate transformation to nullify the VSL effects.
We feel therefore, that if one wants to uniquely specify that it is the speed of light that is varying, then the most “natural” thing to do is to seek a theory that contains two natural speed parameters, call them $`c_{\mathrm{p}hoton}`$ and $`c_{\mathrm{g}ravity}`$, and then ask that the ratio of these two speeds is a time-dependent quantity. Naturally, once we go beyond idealized FLRW cosmologies, to include perturbations, we will let this ratio depend on space as well as time. Thus we would focus attention on the dimensionless ratio
$$\zeta \frac{c_{\mathrm{p}hoton}}{c_{\mathrm{g}ravity}}.$$
(8)
An interesting alternative is to consider the ratio of $`c_{\mathrm{p}hoton}`$ at different frequencies. This ratio is non-trivial in D-brane and quantum gravity-inspired scenarios which alter the photon dispersion relation at high energies.
With this idea in mind, we have found that it is simplest to take $`c_{\mathrm{g}ravity}`$ to be fixed and position-independent and to set up the mathematical structure of differential geometry needed in implementing Einstein gravity: $`dx^0=c_{\mathrm{g}ravity}dt`$, the Einstein–Hilbert action, the Einstein tensor, *etc*. One can reserve $`c_{\mathrm{p}hoton}`$ for photons, and give an objective meaning to the VSL concept. Observationally, as recently emphasized by Carlip , direct experimental evidence tells us that in the current epoch $`c_{\mathrm{g}ravity}c_{\mathrm{p}hoton}`$ to within about one percent tolerance. This limit is perhaps a little more relaxed than one would have naively expected, but the looseness of this limit is a reflection of the fact that direct tests of General Relativity are difficult due to the weakness of the gravitational coupling $`G_{\mathrm{N}ewton}`$.
Although we will focus on models and systems of units in which $`c_{\mathrm{p}hoton}`$ varies while $`c_{\mathrm{g}ravity}`$ is fixed, in Appendix B we consider the reverse. This is important for discussions of varying fine-structure constant $`\alpha `$. Since $`\alpha c_{\mathrm{p}hoton}^1`$, the models we present in the following sections do lead to variation of the fine-structure constant. This issue will be important in model-building if the Webb *et al.* results on time-varying $`\alpha `$ are confirmed.
The above approach naturally leads us into the realm of two-metric theories, and the next section will be devoted to discussing the origin of our proposal. In brief, we will advocate using at least *two* metrics: a spacetime metric $`g_{\alpha \beta }`$ describing gravity, and a second “effective metric” $`[g^{\mathrm{e}m}]_{\alpha \beta }`$ describing the propagation of photons. Other particle species could, depending on the specific details of the model we envisage, couple either to their own “effective metric”, to $`g`$, or to $`g^{\mathrm{e}m}`$.
Specific early examples of a VSL model based on a two-metric theory are those of Moffat , with a more recent implementation being that of Drummond . Moffat chooses to keep $`c_{\mathrm{p}hoton}`$ fixed and let $`c_{\mathrm{g}ravity}`$ vary, which leads to some translation difficulties in comparing those papers with the current one; but it is clear that there are substantial areas of agreement. This paper can be viewed as an extension of those previous investigations.
To help set the background, we wish to emphasize that the basic idea of a quantum-induced effective metric, which affects only photons and differs from the gravitational metric, is actually far from radical. This concept has gained a central role in the discussion of the propagation of photons in non-linear electrodynamics. In particular, we stress that “anomalous” ($`c_{\mathrm{p}hoton}>c_{\mathrm{g}ravity}`$) photon speeds have been calculated in relation with the propagation of light in the Casimir vacuum , as well as in gravitational fields .
These articles have shown that special quantum vacuum states (associated with “polarization” of the vacuum) can lead to a widening of lightcones (although possibly only in some directions and for special photon polarization). In recent papers it has been stressed that such behaviour can be described in a geometrical way by the introduction of an effective metric which is related to the spacetime metric and the renormalized stress-energy tensor by a relation such as
$$[g_{\mathrm{e}m}^1]^{\mu \nu }=Ag^{\mu \nu }+B\psi |T^{\mu \nu }|\psi ,$$
(9)
where $`A`$ and $`B`$ depend on the detailed form of the effective (one-loop) Lagrangian for the electromagnetic field.
Warning: We will always raise and lower indices using the spacetime metric $`g`$. This has the side-effect that one can no longer use index placement to distinguish the matrix $`[g_{\mathrm{e}m}]`$ from its matrix inverse $`[g_{\mathrm{e}m}^1]`$. (Since $`[g_{\mathrm{e}m}]^{\mu \nu }g^{\mu \sigma }g^{\nu \rho }[g_{\mathrm{e}m}]_{\sigma \rho }[g_{\mathrm{e}m}^1]^{\mu \nu }.`$) Accordingly, whenever we deal with the EM metric, we will always explicitly distinguish $`[g_{\mathrm{e}m}]`$ from its matrix inverse $`[g_{\mathrm{e}m}^1]`$.
It is important to note that such effects can safely be described without needing to take the gravitational back reaction into account. The spacetime metric $`g`$ is only minimally affected by the vacuum polarization, because the formula determining $`[g^{\mathrm{e}m}]`$ is governed by the fine structure constant, while backreaction on the geometry is regulated by Newton’s constant. Although these deviations from standard propagation are extremely tiny for the above quoted cases (black holes and the Casimir vacuum) we can ask ourselves if a similar sort of physics could have been important in the early evolution of our universe.
Drummond and Hathrell have, for example, computed one-loop vacuum polarization corrections to QED in the presence of a gravitational field. They show that at low momenta the effective Lagrangian is
$``$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }`$ (12)
$`{\displaystyle \frac{1}{4m_e^2}}(\beta _1RF_{\mu \nu }F^{\mu \nu }+\beta _2R_{\mu \nu }F^{\mu \alpha }F^\nu {}_{\alpha }{}^{})`$
$`{\displaystyle \frac{\beta _3}{4m_e^2}}R_{\mu \nu \alpha \beta }F^{\mu \alpha }F^{\mu \beta }.`$
Drummond and Hathrell were able to compute the low momentum coefficients $`\beta _i,i=1\mathrm{}3`$, but their results are probably not applicable to the case $`R/m_e1`$ of primary interest here. It is the qualitative structure of their results that should be compared with our prescriptions as developed in the next section.
In the main body of this paper we sketch out a number of scenarios based on two-metric interpretations of the VSL idea. We present different models that are consistent (*i.e.*, mathematically and logically consistent), and which satisfy zeroth-order compatibility with observations (*i.e.*, at least reduce to ordinary special relativity in the here and now). We also indicate how the various puzzles of the standard cosmological model can be formulated in this language, and start a preliminary analysis of these issues.
Since doing anything to damage and violate Lorentz symmetry is at first glance a rather radical step, we also wish to add a few words regarding the various approaches to the breaking of Lorentz invariance that are well-established in the literature. Perhaps the most important observation is that quantum field theories that are not Lorentz invariant can nevertheless exhibit an approximate Lorentz invariance in the low energy limit. See, for instance, the work of Nielsen *et al.*, where they demonstrate that Lorentz invariance is often a stable infrared fixed point of the renormalization group flow of a quantum field theory. An alternative model for the breakdown of Lorentz invariance has also been discussed by Everett .
Additionally, there are physical systems (in no sense relativistic, and based on the flowing fluid analogy for Lorentzian spacetimes) that demonstrate that Lorentz invariance can arise as a low energy property . In the flowing fluid analogy for Lorentzian spacetimes the fluid obeys the non-relativistic Euler and continuity equations, while sound waves propagating in the fluid behave as though they “feel” a Lorentzian metric (with appropriate symmetries) that is built algebraically out of the dynamical variables describing the fluid flow.
Furthermore, as yet another example of “soft” Lorentz symmetry breaking we mention the well-studied Scharnhorst effect , wherein quantum vacuum effects lead to an anomalous speed of light for photons propagating perpendicular to a pair of conducting metal plates. The relevant one-loop quantum physics is neatly summarized by the Euler–Heisenberg effective Lagrangian, which explicitly exhibits a symmetry under the full (3+1)-dimensional Lorentz group. However the ground state (field theoretic vacuum state) exhibits a reduced symmetry, being invariant only under boosts that are parallel to the plates. In this situation the boundary conditions have “softly” broken the symmetry from (3+1)-dimensional Lorentz invariance down to (2+1)-dimensional Lorentz invariance, even though the fundamental physics encoded in the bulk Lagrangian is still manifestly symmetric under the larger group.
These comments bolster the view that we should not be too worried by a gentle breaking of Lorentzian symmetry. In this vein, Coleman and Glashow have recently investigated the possibility of small, renormalizable perturbations to the standard model which break Lorentz invariance while preserving the anomaly cancellation . These perturbations are important at high energies and may provide an explanation for the existence of ultra-high energy cosmic rays beyond the GZK cut-off .
Finally, we should again remind the reader that VSL implementations based on two-metric theories are certainly closer in spirit to the approaches of Moffat & Clayton and Drummond , than to the early Albrecht–Barrow–Magueijo and Avelino–Martins prescriptions. We have so far been unable to develop any really clean geometrodynamic framework that more closely parallels the phenomenological approach of the Barrow *et al.* approach, though we hope to be able to return to that issue in the future.
In Table 1 we give a list of variables and symbols used in this paper together with a brief description and appropriate defining equation.
## II Two-metric VSL cosmologies
Based on the preceding discussion, we think that the first step towards making a “geometric” VSL cosmology is to write a two-metric theory in the form
$`S_I`$ $`=`$ $`{\displaystyle d^4x\sqrt{g}\left\{R(g)+_{\mathrm{m}atter}(g)\right\}}`$ (13)
$`+`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{e}m}}\left\{[g_{\mathrm{e}m}^1]^{\alpha \beta }F_{\beta \gamma }[g_{\mathrm{e}m}^1]^{\gamma \delta }F_{\delta \alpha }\right\}}.`$ (14)
We have made the first of many *choices* here by choosing the volume element for the electromagnetic Lagrangian to be $`\sqrt{g_{\mathrm{e}m}}`$ rather than, say $`\sqrt{g}`$. This has been done to do minimal damage to the electromagnetic sector of the theory. As long as we confine ourselves to making *only* electromagnetic measurements this theory is completely equivalent to ordinary curved space electromagnetism in the spacetime described by the metric $`g_{\mathrm{e}m}`$. As long as we *only* look at the “matter” fields it is only the “gravity metric” $`g`$ that is relevant.
Since the photons couple to a second, separate metric, distinct from the spacetime metric that describes the gravitational field, we can now give a precise physical meaning to VSL. If the two null-cones (defined by $`g`$ and $`g_{\mathrm{e}m}`$, respectively) do not coincide one has a VSL cosmology. Gravitons and all matter except for photons, couple to $`g`$. Photons couple to the electromagnetic metric $`g_{\mathrm{e}m}`$. A more subtle model is provided by coupling all the gauge bosons to $`g_{\mathrm{e}m}`$, but everything else to $`g`$.
$`S_{II}`$ $`=`$ $`{\displaystyle d^4x\sqrt{g}\left\{R(g)+_{\mathrm{f}ermions}(g,\psi )\right\}}`$ (15)
$`+`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{e}m}}\text{Tr}\left\{[g_{\mathrm{e}m}^1]^{\alpha \beta }F_{\beta \gamma }^{\mathrm{g}auge}[g_{\mathrm{e}m}^1]^{\gamma \delta }F_{\delta \alpha }^{\mathrm{g}auge}\right\}}.`$ (16)
For yet a third possibility: couple *all* the matter fields to $`g_{\mathrm{e}m}`$, keeping gravity as the only field coupled to $`g`$. That is
$`S_{III}`$ $`=`$ $`{\displaystyle d^4x\sqrt{g}R(g)}`$ (18)
$`+`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{e}m}}\left\{_{\mathrm{f}ermions}(g_{\mathrm{e}m},\psi )\right\}}`$ (19)
$`+`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{e}m}}\text{Tr}\left\{[g_{\mathrm{e}m}^1]^{\alpha \beta }F_{\beta \gamma }^{\mathrm{g}auge}[g_{\mathrm{e}m}^1]^{\gamma \delta }F_{\delta \alpha }^{\mathrm{g}auge}\right\}}.`$ (20)
Note that we have used $`dx^0=cdt`$, with the $`c`$ in question being $`c_{\mathrm{g}ravity}`$. It is this $`c_{\mathrm{g}ravity}`$ that should be considered fundamental, as it appears in the local Lorentz transformations that are the symmetry group of all the non-electromagnetic interactions. It is just that $`c_{\mathrm{g}ravity}`$ is no longer the speed of “light”.
Most of the following discussion will focus on the first model $`S_I`$, but it is important to realize that VSL cosmologies can be implemented in many different ways, of which the models I, II, and III are the cleanest exemplars. We will see later that there are good reasons to suspect that model III is more plausible than models I or II, but we concentrate on model I for its pedagogical clarity. If one wants a model with even more complexity, one could give a *different* effective metric to each particle species. A model of this type would be so unwieldy as to be almost useless.
If there is no relationship connecting the EM metric to the gravity metric, then the theory has too much freedom to be useful, and the equations of motion are under-determined. To have a useful theory we need to postulate some relationship between $`g`$ and $`g_{\mathrm{e}m}`$, which in the interest of simplicity we take to be algebraic. A particularly simple electromagnetic (EM) metric we have found useful to consider is<sup>*</sup><sup>*</sup>* The form of this metric is similar to the Kerr–Schild–Trautmann ansatz for generating exact solutions: $`g_{ab}=\eta _{ab}2Vk_ak_b`$, where $`k_a`$ is null in both the flat and non-flat metrics. $`k_a`$ is geodesic if and only if $`T_{ab}k^ak^b=0`$. This generates a family of vacuum and Einstein–Maxwell solutions .
$$[g_{\mathrm{e}m}]_{\alpha \beta }=g_{\alpha \beta }(AM^4)_\alpha \chi _\beta \chi ,$$
(22)
with the inverse metric
$$[g_{\mathrm{e}m}^1]^{\alpha \beta }=g^{\alpha \beta }+(AM^4)\frac{^\alpha \chi ^\beta \chi }{1+(AM^4)(^\alpha \chi )^2}.$$
(23)
Here we have introduced a dimensionless coupling $`A`$ and taken $`\mathrm{}=c_{\mathrm{g}ravity}=1`$, in order to give the scalar field $`\chi `$ its canonical dimensions of mass-energy. Remember that indices are always raised and/or lowered by using the gravity metric $`g`$. Similarly, contractions always use the gravity metric $`g`$. If we ever need to use the EM metric to contract indices we will exhibit it explicitly. The normalization energy scale, $`M`$, is defined in terms of $`\mathrm{}`$, $`G_{\mathrm{N}ewton}`$, and $`c_{\mathrm{g}ravity}`$. The EM lightcones can be much wider than the standard (gravity) ones without inducing a large backreaction on the spacetime geometry from the scalar field $`\chi `$, provided $`M`$ satisfies $`M_{\mathrm{E}lectroweak}<M<M_{\mathrm{P}l}`$. The presence of this dimensionfull coupling constant implies that when viewed as a quantum field theory, $`\chi `$VSL cosmologies will be non-renormalizable. In this sense the energy scale $`M`$ is the energy at which the non-renormalizability of the $`\chi `$ field becomes important. (This is analogous to the Fermi scale in the Fermi model for weak interactions, although in our case $`M`$ could be as high as the GUT scale). Thus, $`\chi `$VSL models should be viewed as “effective field theories” valid for sub-$`M`$ energies. In this regard $`\chi `$VSL models are certainly no worse behaved than many of the models of cosmological inflation and/or particle physics currently extant.
In comparison, note that Moffat introduces a somewhat similar vector-based model for an effective metric which in our notation would be written as
$$[g_{\mathrm{e}m}]_{\alpha \beta }=g_{\alpha \beta }(AM^2)V_\alpha V_\beta ,$$
(24)
with the inverse metric
$$[g_{\mathrm{e}m}^1]^{\alpha \beta }=g^{\alpha \beta }+(AM^2)\frac{V^\alpha V^\beta }{1+(AM^2)(V^\alpha )^2}.$$
(25)
However there are many technical differences between that paper and this one, as will shortly become clear. In the more recent paper a scalar-based scenario more similar to our own is discussed.
The evolution of the scalar field $`\chi `$ will be assumed to be governed by some VSL action
$$S_{\mathrm{V}SL}=d^4x\sqrt{g}_{\mathrm{V}SL}(\chi ).$$
(26)
We can then write the complete action for model I as
$`S_I`$ $`=`$ $`{\displaystyle d^4x\sqrt{g}\left\{R(g)+_{\mathrm{m}atter}\right\}}`$ (27)
$`+`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{e}m}(\chi )}\left\{[g_{\mathrm{e}m}^1]^{\alpha \beta }(\chi )F_{\beta \gamma }[g_{\mathrm{e}m}^1]^{\gamma \delta }(\chi )F_{\delta \alpha }\right\}}`$ (28)
$`+`$ $`{\displaystyle d^4x\sqrt{g}_{\mathrm{V}SL}(\chi )}`$ (29)
$`+`$ $`{\displaystyle d^4x\sqrt{g}_{\mathrm{N}R}(\chi ,\psi )},`$ (30)
where $`_{\mathrm{N}R}(\chi ,\psi )`$ denotes the non-renormalizable interactions of $`\chi `$ with the standard model.
Let us suppose the potential in this VSL action has a global minimum, but the $`\chi `$ field is displaced from this minimum in the early universe: either trapped in a metastable state by high-temperature effects or displaced due to chaotic initial conditions. The transition to the global minimum may be either of first or second order and during it $`_\alpha \chi 0`$, so that $`g_{\mathrm{e}m}g`$. Once the true global minimum is achieved, $`g_{\mathrm{e}m}=g`$ again. Since one can arrange $`\chi `$ today to have settled to the true global minimum, current laboratory experiments would automatically give $`g_{\mathrm{e}m}=g`$.
It is only via observational cosmology, with the possibility of observing the region where $`g_{\mathrm{e}m}g`$ that we would expect VSL effects to manifest themselves. We will assume the variation of the speed of light to be confined to very early times, of order of the GUT scale, and hence none of the low-redshift physics can be directly affected directly by this transition. We will see in section VII how indirect tests for the presence of the $`\chi `$ field are indeed possible.
Note that in the metastable minimum $`V(\chi )0`$, thus the scalar field $`\chi `$ can mimic a cosmological constant, as long as the kinetic terms of the VSL action are negligible when compared to the potential contribution. If the lifetime of the metastable state is too long, a de Sitter phase of exponential expansion will ensue. Thus, the VSL scalar has the possibility of driving an inflationary phase in its own right, over and above anything it does to the causal structure of the spacetime (by modifying the speed of light). While this direct connection between VSL and inflation is certainly interesting in its own right, we prefer to stress the more interesting possibility that, by coupling an independent inflaton field $`\varphi `$ to $`g_{\mathrm{e}m}`$, $`\chi `$VSL models can be used to improve the inflationary framework by enhancing its ability to solve the cosmological puzzles. We will discuss this issue in detail in section V C.
During the transition, (adopting FLRW coordinates on the spacetime), we see
$$[g_{\mathrm{e}m}]_{tt}=1(AM^4)(_t\chi )^21.$$
(31)
This means that the speed of light for photons will be larger than the “speed of light” for everything else — the photon null cone will be wider than the null cone for all other forms of matter. For other massless fields the situation depends on whether we use model I, II, or III. In model I it is *only* the photon that sees the anomalous light cones, and neutrinos for example are unaffected. In model II all gauge bosons (photons, $`W^\pm `$, $`Z^0`$, and gluons) see the anomalous light cones. Finally, in model III everything *except* gravity sees the anomalous light cones. Actually one has
$$c_{\mathrm{p}hoton}^2=c_{\mathrm{g}ravity}^2\left[1+(AM^4)(_t\chi )^2\right]c_{\mathrm{g}ravity}^2.$$
(32)
The fact that the photon null cone is wider implies that “causal contact” occurs over a larger region than one thought it did — and this is what helps smear out inhomogeneities and solve the horizon problem.
The most useful feature of this model is that it gives a precise *geometrical* meaning to VSL cosmologies: something that is difficult to discern in the extant literature.
Note that this model is by no means unique: (1) the VSL potential is freely specifiable, (2) one could try to do similar things to the Fermi fields and/or the non-Abelian gauge fields — use one metric for gravity and $`g_{\mathrm{e}m}`$ for the other fields. We wish to emphasize some features and pitfalls of two-metric VSL cosmologies:
$``$ The causal structure of spacetime is now “divorced” from the null geodesics of the metric $`g`$. Signals (in the form of photons) can travel at a speed $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$.
$``$ We must be extremely careful whenever we need to assign a specific meaning to the symbol $`c`$. We are working with a *variable* $`c_{\mathrm{p}hoton}`$, which has a larger value than the standard one, and a *constant* $`c_{\mathrm{g}ravity}`$ which describes the speed of propagation of all the other massless particles. In considering the cosmological puzzles and other features of our theory (including the “standard” physics) we will always have to specify if the quantities we are dealing with depend on $`c_{\mathrm{p}hoton}`$ or $`c_{\mathrm{g}ravity}`$.
$``$ Stable causality: If the gravity metric $`g`$ is causally stable, if the coupling $`A0`$, and if $`_\mu \chi `$ is a timelike vector with respect to the gravity metric, then the photon metric is also causally stable. This eliminates the risk of nasty causal problems like closed timelike loops. This observation is important since with two metrics (and two sets of null cones), one must be careful to not introduce causality violations — and if the two sets of null cones are completely free to tip over with respect to each other it is very easy to generate causality paradoxes in the theory.
$``$ If $`\chi `$ is displaced from its global minimum we expect it to oscillate around this minimum, causing $`c_{\mathrm{p}hoton}`$ to have periodic oscillations. This would lead to dynamics very similar to that of preheating in inflationary scenarios .
$``$ During the phase in which $`c_{\mathrm{photon}}c_{\mathrm{gravity}}`$ one would expect photons to emit gravitons in an analogue of the Cherenkov radiation. We will call this effect *Gravitational Cherenkov Radiation*. This will cause the frequency of photons to decrease and will give rise to an additional stochastic background of gravitons.
$``$ Other particles moving faster than $`c_{\mathrm{gravity}}`$ (*i.e.*, models II and III) would slow down and become subluminal relative to $`c_{\mathrm{gravity}}`$ on a characteristic time-scale associated to the emission rate of gravitons. There will therefore be a natural mechanism for slowing down massive particles to below $`c_{\mathrm{gravity}}`$.
$``$ In analogy to photon Cherenkov emission , longitudinal graviton modes may be excited due to the non-vacuum background .
## III Stress-energy tensor, equation of state, and equations of motion
### A The two stress-energy tensors
The definition of the stress-energy tensor in a VSL cosmology is somewhat subtle since there are two distinct ways in which one could think of constructing it. If one takes gravity as being the primary interaction, it is natural to define
$$T^{\mu \nu }=\frac{2}{\sqrt{g}}\frac{\delta S}{\delta g_{\mu \nu }},$$
(33)
where the metric variation has been defined with respect to the gravity metric. This stress-energy tensor is the one that most naturally shows up in the Einstein equation. One could also think of defining a different stress-energy tensor for the photon field (or in fact any form of matter that couples to the photon metric) by varying with respect to the photon metric, that is
$$\stackrel{~}{T}^{\mu \nu }=\frac{2}{\sqrt{g_{\mathrm{e}m}}}\frac{\delta S}{\delta g_{\mu \nu }^{\mathrm{e}m}}.$$
(34)
This definition is most natural when one is interested in non-gravitational features of the physics.
In the formalism we have set up, by using the chain rule and the relationship that we have assumed between $`g_{\mathrm{e}m}`$ and $`g`$, it is easy to see that
$$T_{\mathrm{e}m}^{\mu \nu }=\sqrt{\frac{g_{\mathrm{e}m}}{g}}\stackrel{~}{T}_{\mathrm{e}m}^{\mu \nu }=\sqrt{1(AM^4)[(^\alpha \chi )^2]}\stackrel{~}{T}_{\mathrm{e}m}^{\mu \nu }.$$
(35)
Thus, these two stress-energy tensors are very closely related. When considering the way the photons couple to gravity, the use of $`T_{\mathrm{e}m}^{\mu \nu }`$ is strongly recommended. Note that $`T_{\mathrm{e}m}^{\mu \nu }`$ is covariantly conserved with respect to $`_g`$, whereas $`\stackrel{~}{T}_{\mathrm{e}m}^{\mu \nu }`$ is conserved with respect to $`_{g_{\mathrm{e}m}}`$. It should be noted that $`\stackrel{~}{T}_{\mathrm{e}m}^{\mu \nu }`$ is most useful when discussing the non-gravitational behaviour of matter that couple to $`g_{\mathrm{e}m}`$ rather than $`g`$. (Thus in type I models this means we should only use it for photons.) For matter that couples to $`g`$ (rather than to $`g_{\mathrm{e}m}`$), we have not found it to be indispensable, or even useful, and wish to discourage its use on the grounds that it is dangerously confusing.
An explicit calculation, assuming for definiteness a type I model and restricting attention to the electromagnetic field, yields
$`T_{\mathrm{e}m}^{\mu \nu }`$ $`=`$ $`\sqrt{1(AM^4)[(^\alpha \chi )^2]}`$ (38)
$`\times \{[g_{\mathrm{e}m}^1]^{\mu \sigma }F_{\sigma \rho }[g_{\mathrm{e}m}^1]^{\rho \lambda }F_{\lambda \pi }[g_{\mathrm{e}m}^1]^{\pi \nu }`$
$`{\displaystyle \frac{1}{4}}[g_{\mathrm{e}m}^1]^{\mu \nu }(F^2)\},`$
with
$`(F^2)=[g_{\mathrm{e}m}^1]^{\alpha \beta }F_{\beta \gamma }[g_{\mathrm{e}m}^1]^{\gamma \delta }F_{\delta \alpha }.`$ (39)
(In particular, note that both $`\stackrel{~}{T}_{\mathrm{e}m}^{\mu \nu }`$ and $`T_{\mathrm{e}m}^{\mu \nu }`$ are traceless with respect to $`g_{\mathrm{e}m}`$, not with respect to $`g`$. This observation will prove to be very useful.)
### B Energy density and pressure: the photon equation–of–state
In an FLRW universe the high degree of symmetry implies that the stress-energy tensor is completely defined in terms of energy density and pressure. We will define *the* physical energy density and pressure as the appropriate components of the stress-energy tensor when referred to an orthonormal basis *of the metric that enters the Einstein equation* (from here on denoted by single-hatted indices)
$`\epsilon `$ $`=`$ $`T^{\widehat{t}\widehat{t}}=T^{tt}/|g^{tt}|=|g_{tt}|T^{tt},`$ (40)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{3}}\delta _{\widehat{ı}\widehat{ȷ}}T^{\widehat{ı}\widehat{ȷ}}={\displaystyle \frac{1}{3}}g_{ij}T^{ij}.`$ (41)
It is this $`\epsilon `$ and this $`p`$ that will enter the Friedmann equations governing the expansion and evolution of the universe.
On the other hand, if one defines the stress-energy tensor in terms of a variational derivative with respect to the electromagnetic metric, then when viewed from an orthonormal frame adapted to the *electromagnetic* metric (denoted by double hats), one will naturally define *different* quantities for the energy density $`\stackrel{~}{\epsilon }`$ and pressure $`\stackrel{~}{p}`$. We can then write
$`\stackrel{~}{\epsilon }`$ $`=`$ $`\stackrel{~}{T}^{\widehat{\widehat{t}}\widehat{\widehat{t}}}=\stackrel{~}{T}^{tt}/|g_{\mathrm{e}m}^{tt}|=|g_{tt}^{\mathrm{e}m}|\stackrel{~}{T}^{tt},`$ (42)
$`\stackrel{~}{p}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\delta _{\widehat{\widehat{ı}}\widehat{\widehat{ȷ}}}\stackrel{~}{T}^{\widehat{\widehat{ı}}\widehat{\widehat{ȷ}}}={\displaystyle \frac{1}{3}}g_{ij}^{\mathrm{e}m}\stackrel{~}{T}^{ij}.`$ (43)
From our previous discussion \[equation (35)\] we know that the two definitions of stress-energy are related, and using the symmetry of the FLRW geometry we can write
$$T^{\mu \nu }=\frac{c_{\mathrm{p}hoton}}{c_{\mathrm{g}ravity}}\stackrel{~}{T}^{\mu \nu }.$$
(44)
If we combine this equation with the previous definitions, we have
$`\epsilon `$ $`=`$ $`{\displaystyle \frac{c_{\mathrm{g}ravity}}{c_{\mathrm{p}hoton}}}\stackrel{~}{\epsilon },`$ (45)
$`p`$ $`=`$ $`{\displaystyle \frac{c_{\mathrm{p}hoton}}{c_{\mathrm{g}ravity}}}\stackrel{~}{p}.`$ (46)
(Note that the prefactors are *reciprocals* of each other.) From a gravitational point of view any matter that couples to the photon metric has its energy density depressed and its pressure enhanced by a factor of $`c_{\mathrm{g}ravity}/c_{\mathrm{p}hoton}`$ relative to the energy density and pressure determined by “electromagnetic means”. This “leverage” will subsequently be seen to have implications for SEC violations and inflation.
In order to investigate the equation of state for the photon field, our starting point will be the standard result that the stress-energy tensor of photons is traceless. By making use of the tracelessness and symmetry arguments one can (in one-metric theories) deduce the relationship between the energy density and the pressure $`\epsilon =3p`$. However, in two-metric theories (of the type presented here) the photon stress-energy tensor is traceless with respect to $`g_{\mathrm{e}m}`$, but not with respect to $`g`$. Thus in this bi-metric theory we have
$$\stackrel{~}{\epsilon }=3\stackrel{~}{p}.$$
(47)
When translated into $`\epsilon `$ and $`p`$, (quantities that will enter the Friedmann equations governing the expansion and evolution of the universe), this implies
$$p_{\mathrm{p}hotons}=\frac{1}{3}\epsilon _{\mathrm{p}hotons}\frac{c_{\mathrm{p}hoton}^2}{c_{\mathrm{g}ravity}^2}.$$
(48)
As a final remark it is interesting to consider the speed of sound encoded in the photon equation of state. If we use the relationship $`\rho _{\mathrm{p}hotons}=\epsilon _{\mathrm{p}hotons}/c_{\mathrm{g}ravity}^2`$, we can write
$$\rho _{\mathrm{p}hotons}=\frac{3p_{\mathrm{p}hotons}}{c_{\mathrm{p}hoton}^2}.$$
(49)
And therefore
$$(c_{\mathrm{s}ound})_{\mathrm{p}hotons}=\sqrt{\frac{p_{\mathrm{p}hotons}}{\rho _{\mathrm{p}hotons}}}=\frac{c_{\mathrm{p}hoton}}{\sqrt{3}}.$$
(50)
That is, oscillations in the density of the photon fluid propagate at a relativistic speed of sound which is $`1/\sqrt{3}`$ times the speed of “light” *as seen by the photons*.
More generally, for highly relativistic particles we expect
$$\epsilon _i=3p_i\frac{c_{\mathrm{g}ravity}^2}{c_i^2},$$
(51)
and
$$(c_{\mathrm{s}ound})_i=\frac{c_i}{\sqrt{3}}.$$
(52)
Note that we could define the mass density (as measured by electromagnetic means) in terms of $`\stackrel{~}{\rho }_{\mathrm{p}hotons}=\stackrel{~}{\epsilon }_{\mathrm{p}hotons}/c_{\mathrm{p}hoton}^2`$. This definition yields the following identity
$$\rho _{\mathrm{p}hotons}=\frac{c_{\mathrm{p}hoton}}{c_{\mathrm{g}ravity}}\stackrel{~}{\rho }_{\mathrm{p}hotons}.$$
(53)
If the speed of sound is now calculated in terms of $`\stackrel{~}{p}_{\mathrm{p}hotons}`$ and $`\stackrel{~}{\rho }_{\mathrm{p}hotons}`$ we get the same result as above.
### C Equations of motion
The general equations of motion based on model I can be written as
$$G_{\mu \nu }=\frac{8\pi G_{\mathrm{N}ewton}}{c_{\mathrm{g}ravity}^4}\left(T_{\mu \nu }^{\mathrm{V}SL}+T_{\mu \nu }^{\mathrm{e}m}+T_{\mu \nu }^{\mathrm{m}atter}\right).$$
(54)
All of these stress-energy tensors have been defined with the “gravity prescription”
$$T_i^{\mu \nu }=\frac{2}{\sqrt{g}}\frac{\delta S_i}{\delta g_{\mu \nu }}.$$
(55)
In a FLRW spacetime the Friedmann equations (summing over all particles present) for a $`\chi `$VSL cosmology read as follows
$`\left({\displaystyle \frac{\dot{a}}{a}}\right)^2`$ $`=`$ $`{\displaystyle \frac{8\pi G}{3c_{\mathrm{g}ravity}^2}}{\displaystyle \underset{i}{}}\epsilon _i{\displaystyle \frac{Kc_{\mathrm{g}ravity}^2}{a^2}},`$ (56)
$`{\displaystyle \frac{\ddot{a}}{a}}`$ $`=`$ $`{\displaystyle \frac{4\pi G}{3c_{\mathrm{g}ravity}^2}}{\displaystyle \underset{i}{}}\left(\epsilon _i+3p_i\right).`$ (57)
where, as usual, $`K=0,\pm 1`$.
The constant “geometric” speed of light implies that we get from the Friedmann equation separate conservation equations valid for each species individually (provided, as is usually assumed for at least certain portions of the universe’s history, that there is no significant energy exchange between species)
$$\dot{\epsilon }_i+3\frac{\dot{a}}{a}\left(\epsilon _i+p_i\right)=0.$$
(58)
In the relativistic limit we have already seen, from equation (48), that $`p_i=\frac{1}{3}\epsilon _i(c_i^2/c_{\mathrm{g}ravity}^2)`$. \[We are generalizing slightly to allow each particle species to possess its own “speed-of-light”.\] So we can conclude that
$$\dot{\epsilon }_i+\left(3+\frac{c_i^2}{c_{\mathrm{g}ravity}^2}\right)\frac{\dot{a}}{a}\epsilon _i=0.$$
(59)
Provided $`c_i`$ is slowly changing with respect to the expansion of the universe (and it is not at all clear whether such an epoch ever exists), we can write for each relativistic species
$$\epsilon _ia^{3+(c_i^2/c_{\mathrm{g}ravity}^2)}\mathrm{c}onstant.$$
(60)
This is the generalization of the usual equation $`(\epsilon _ia^4\mathrm{c}onstant)`$ for relativistic particles in a constant-speed-of-light model. This implies that energy densities will fall much more rapidly than naively expected in this bi-metric VSL formalism, provided $`c_i>c_{\mathrm{g}ravity}`$.
## IV Cosmological puzzles and Primordial Seeds
In the following we will discuss the main cosmological puzzles showing how they are mitigated (if not completely solved) by the $`\chi `$VSL models. Given its complexity, the peculiar case of the flatness problem will be treated in a separate section.
### A The isotropy and horizon problems
One of the major puzzles of the standard cosmological model is that the isotropy of the CMB seems in conflict with the best estimates of the size of causal contact at last scattering. The formula for the (coordinate) size of the particle horizon at the time of last scattering $`t_{}`$ is
$$R_{\mathrm{p}articlehorizon}(t_{})=_0^t_{}\frac{c_{\mathrm{g}ravity}dt}{a(t)}.$$
(61)
For photons this should now be modified to
$`R_{\mathrm{p}hotonhorizon}(t_{})`$ $`=`$ $`{\displaystyle _0^t_{}}{\displaystyle \frac{c_{\mathrm{p}hoton}dt}{a(t)}}`$ (62)
$``$ $`R_{\mathrm{p}articlehorizon}(t_{}).`$ (63)
The quantity $`R_{\mathrm{p}hotonhorizon}`$ sets the distance scale over which photons can transport energy and thermalize the primordial fireball. On the other hand, the coordinate distance to the surface of last scattering is
$$R_{\mathrm{l}astscattering}(t_{},t_0)=_t_{}^{t_0}\frac{c_{\mathrm{p}hoton}dt}{a(t)}.$$
(64)
(Here $`t_0`$ denotes the present epoch.) The observed large-scale homogeneity of the CMB implies (since you want the CMB coming at you from opposite points on the sky to be the same without any artificial fine-tuning)
$$R_{\mathrm{p}hotonhorizon}(t_{})2R_{\mathrm{l}astscattering}(t_{},t_0),$$
(65)
which can be achieved by having $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$ early in the expansion. (In order not to change late-time cosmology too much it is reasonable to expect $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$ between last scattering and the present epoch.) Instead of viewing our observable universe as an inflated small portion of the early universe (standard inflationary cosmology), we can say that in a VSL framework the region of early causal contact is underestimated by a factor that is roughly approximated by the ratio of the maximum photon speed to the speed with which gravitational perturbations propagate.
We can rephrase the horizon problem as a constraint on the ratio between the photon horizon at last scattering and the photon horizon at the present day. Indeed if we add $`2R_{\mathrm{p}hotonhorizon}(t_{})`$ to both sides of the previous equation, then
$$3R_{\mathrm{p}hotonhorizon}(t_{})2R_{\mathrm{p}hotonhorizon}(t_0).$$
(66)
In terms of the physical distance to the photon horizon ($`\mathrm{}(t)=a(t)R(r)`$), this implies
$$\mathrm{}_{\mathrm{p}hotonhorizon}(t_{})\frac{2}{3}\frac{a(t_{})}{a(t_0)}\mathrm{}_{\mathrm{p}hotonhorizon}(t_0).$$
(67)
This formulation of the observed “horizon constraint” is as model-independent as we can make it — this constraint is a purely kinematical statement of the observational data and is not yet a “problem”; even in standard cosmology it will not become a problem until one uses dynamics to deduce a specific model for $`a(t)`$. In the present VSL context we will need to choose or deduce dynamics for both $`a(t)`$ and $`c(t)`$ before this constraint can be used to discriminate between acceptable and unacceptable cosmologies. More on this point below.
### B Monopoles and Relics
The Kibble mechanism predicts topological defect densities that are inversely proportional to powers of the correlation length of the Higgs fields. These are generally bounded above by the particle horizon at the time of defect formation.
To simplify the analysis it is useful to use the related concept of Hubble distance
$$R_{\mathrm{H}ubble}=\frac{c_{\mathrm{p}hoton}}{H}.$$
(68)
The above quantity (often known as the Hubble radius or, speaking loosely, ‘the horizon’) is often mistakenly identified with the particle horizon . The two concepts, though related, are distinct. In particular the Hubble scale evolves in the same way as the particle horizon in simple FLRW models and hence measures the domain of future influence of an event in these models . If fields interact only through gravity, then the Hubble scale *is* useful as a measure of the minimum spatial wavelength of those modes that are effectively “frozen in” by the expansion of the universe. A mode is said to be “frozen in” if its frequency is smaller than the Hubble parameter, since then there is not enough time for it to oscillate before the universe changes substantially, the evolution of that mode is governed by the expansion of the universe. Therefore, for modes travelling at the speed $`c_{\mathrm{p}hoton}`$, if the “freeze out” occurs at $`\omega <H`$, this implies that $`\lambda >c_{\mathrm{p}hoton}/H`$, as claimed above. Note that this discussion crucially assumes that only gravity is operating. As soon as interactions between fields are allowed, such as occurs in inflationary reheating, the Hubble scale is irrelevant for determining the evolution of modes and modes with $`k/aH1`$ can evolve extremely rapidly without violating causality, as indeed typically occurs in preheating .
If we suppose a good thermal coupling between the photons and the Higgs field to justify using the photon horizon scale in the Kibble freeze-out argument then we can argue as follows: Inflation solves the relics puzzle by diluting the density of defects to an acceptable degree, $`\chi `$VSL models deal with it by varying $`c`$ in such a way as to make sure that the photon horizon scale is large when the defects form. Thus, we need the transition in the speed of light to happen *after* the spontaneous symmetry breaking (SSB) that leads to monopole production.
Alternatively, we could arrange a model where both photons and the Higgs field couple directly to $`g_{\mathrm{e}m}`$, along the lines of $`S_{III}`$ above; this obviates the need for postulating good thermal coupling since the Higgs field, and its dynamics, is now directly controlled by the variable speed of light.
So far the discussion assumes thermal equilibrium, but one should develop a formalism which takes into account the non-equilibrium effects and the characteristic time scales (quench and critical slowing down scales). As a first remark one can note that the larger the Higgs correlation length $`\xi _\mathrm{\Phi }`$ is, the lower the density of defects (with respect to the standard estimates) will be. This correlation length characterizes the period *before* the variation of the speed of light, when we suppose that the creation of topological defects has taken place. Remember that in the Zurek mechanism $`\rho _{\mathrm{d}efects}\xi _\mathrm{\Phi }^n`$ with $`n=1,2,`$ and $`3,`$ for domain walls, strings, and monopoles, respectively .
We could also consider the possibility that the change in $`c`$ is driven by a symmetry breaking (Higgs-like) mechanism, and try to relate changes in $`c`$ to symmetry breaking at the GUT or electro-weak scale. Unfortunately such considerations require a much more specific model than the one considered here, and we want keep the discussion as general as possible.
### C $`\mathrm{\Lambda }`$ and the Planck problem
In this $`\chi `$VSL approach we are not affecting the cosmological constant $`\mathrm{\Lambda }`$, except indirectly via $`_{\mathrm{V}SL}`$. The vacuum energy density is given by
$$\rho _\mathrm{\Lambda }=\frac{\mathrm{\Lambda }c^2}{8\pi G_{\mathrm{N}ewton}}.$$
(69)
But which is the $`c`$ appearing here? The speed of light $`c_{\mathrm{p}hoton}`$? Or the speed of gravitons $`c_{\mathrm{g}ravity}`$? In our two-metric approach it is clear that for any fundamental cosmological constant one should use $`c_{\mathrm{g}ravity}`$. On the other hand, for any contribution to the total cosmological constant from quantum zero-point fluctuations (ZPF) the situation is more complex. If the quantum field in question couples to the metric $`g_{\mathrm{e}m}`$, one would expect $`c_{\mathrm{p}hoton}`$ in the previous equation, not least in the relationship between $`\rho _{\mathrm{z}pf}`$ and $`p_{\mathrm{z}pf}`$.
While we do nothing to mitigate the cosmological constant problem we also do not encounter the “Planck problem” considered by Coule . He stressed the fact that in earlier VSL formulations a varying speed of light also affects the definition of the Planck scale. In fact, in the standard VSL one gets two different Planck scales (determined by the values of $`c`$ before and after the transition). The number of Planck times separating the two Planck scales turns out to be larger than the number of Planck times separating us from the standard Planck era. So, in principle, the standard fine-tuning problems are even worse in these models.
In contrast, in our two-metric formulation one has to decide from the start which $`c`$ is referred to in the definition of the Planck length. The definition of the Planck epoch is the scale at which the gravitational action becomes of the order of $`\mathrm{}`$. This process involves gravity and does not refer to photons. Therefore, the $`c`$ appearing there is the speed of propagation of gravitons, which is unaffected in our model. Hence we have a VSL cosmology without a “Planck problem”, simply because we have not made any alterations to the gravity part of the theory.
### D Primordial Fluctuations
The inflationary scenario owes its popularity not just to its ability to solve the main problems of the background cosmology. It is also important because it provides a plausible, causal, micro-physics explanation for the origin of the primordial perturbations which may have seeded large-scale structure. The phase of quasi-de Sitter expansion excites the quantum vacuum and leads to particle creation in squeezed states. As the expansion is almost exactly exponential, these particles have an (almost exactly) scale-invariant spectrum with amplitude given by the Hawking “temperature” $`H/2\pi `$ .
In the case of $`\chi `$VSL the creation of primordial fluctuations is again generic. The basic mechanism can be understood by modelling the change in the speed of light as a changing “effective refractive index of the EM vacuum”. In an FLRW background
$$n_{\mathrm{em}}=\frac{c_{\mathrm{g}ravity}}{c_{\mathrm{p}hoton}}=\frac{1}{\sqrt{[1+(AM^4)(_t\chi )^2]}}.$$
(70)
Particle creation from a time-varying refractive index is a well-known effect <sup>§</sup><sup>§</sup>§ It is important to stress that in the quoted papers the change of refractive index happens in a flat static spacetime. It is conceivable and natural that in an FLRW spacetime the expansion rate could play an important additional role. The results of should then be considered as precise in the limit of a rapid ($`\dot{n}/n\dot{a}/a`$) transition in the speed of light. and shares many of the features calculated for its inflationary counterpart (*e.g.*, the particles are also produced as squeezed couples). We point out at this stage that these mechanisms are not identical. In particular, in $`\chi `$VSL cosmologies it is only the fields coupled to the EM metric that will primarily be excited. Of course, it is conceivable, and even likely, that perturbations in these fields will spread to the others whenever some coupling exists. Gravitational perturbations could be efficiently excited if the $`\chi `$ field is non-minimally coupled to gravity.
A second, and perhaps more fundamental, point is that a scale-invariant spectrum of metric fluctuations on large scales is by no means guaranteed. The spectrum may have a nearly thermal distribution over those modes for which the adiabatic limit holds ($`\tau \omega >1`$, where $`\tau `$ is the typical time scale of the transition in the refractive index) . If we assume that $`\tau `$ is approximately constant in time during the phase transition, then it is reasonable to expect an approximately Harrison–Zel’dovich spectrum over the frequencies for which the adiabatic approximation holds. Extremely short values of $`\tau `$, or very rapid changes of $`\tau `$ during the transition, would be hard to make compatible with the present observations. Since a detailed discussion of the final spectrum of perturbations in $`\chi `$VSL cosmologies would force us to take into account the precise form of the $`\chi `$-potential $`V(\chi )`$, (being very model dependent), we will not discuss these issues further here.
As final remarks we want to mention a couple of generic features of the creation of primordial fluctuations in $`\chi `$VSL cosmologies. Since we require inflation to solve the flatness problem, the $`\chi `$VSL spectrum must be folded into the inflationary spectrum as occurs in standard inflation with phase transitions (see *e.g.*, ). In addition to this also a preheating phase is conceivable in $`\chi `$VSL models if $`\chi `$ oscillates coherently. This would lead to production of primordial magnetic fields due to the breaking of the conformal invariance of the Maxwell equations.
## V Flatness
The flatness problem is related to the fact that in FLRW cosmologies the $`\mathrm{\Omega }=1`$ solution appears as an unstable point in the evolution of the universe. Nevertheless observations seem to be in favour of such a value. In this section we will show that any two-metric implementation of the kind given in equation (22) does not by itself solve the flatness problem, let alone the quasi-flatness problem . We will also explain how this statement is only apparently in contradiction with the claims made by Clayton and Moffat in their implementations of two-metric VSL theories. Finally we will show that $`\chi `$VSL can nevertheless enhance any mild SEC violation originated by an inflaton field coupled to $`g_{\mathrm{e}m}`$.
### A Flatness in “pure” $`\chi `$VSL cosmologies
The question “Which $`c`$ are we dealing with?” arises once more when we address the flatness problem. From the Friedmann equation we can write
$$ϵ\mathrm{\Omega }1=\frac{Kc^2}{H^2a^2}=\frac{Kc^2}{\dot{a}^2},$$
(71)
where $`K=0,\pm 1`$. We already know that one cannot simply replace $`cc_{\mathrm{p}hoton}`$ in the above equation. The Friedmann equation is obtained by varying the Einstein–Hilbert action. Therefore, the $`c`$ appearing here must be the fixed $`c_{\mathrm{g}ravity}`$, otherwise the Bianchi identities are violated and Einstein gravity loses its geometrical interpretation. Thus, we have
$$ϵ=\frac{Kc_{\mathrm{g}ravity}^2}{\dot{a}^2}.$$
(72)
If we differentiate the above equation, we see that purely on *kinematic* grounds
$$\dot{ϵ}=2Kc_{\mathrm{g}ravity}^2\left(\frac{\ddot{a}}{\dot{a}^3}\right)=2ϵ\left(\frac{\ddot{a}}{\dot{a}}\right).$$
(73)
From the way we have implemented VSL cosmology (two-metric model), it is easy to see that this equation is independent of the photon sector; it is unaffected if $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$. The only way that VSL effects could enter this discussion is indirectly. When $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$ the photon contribution to $`\rho `$ and $`p`$ is altered.
In particular, if we want to solve the flatness problem by making $`ϵ=0`$ a stable fixed point of the evolution (at least for some portion in the history of the universe), then we must have $`\ddot{a}>0`$, and the expansion of the universe must be accelerating (for the same portion in the history of the universe).
It is well known that the condition $`\ddot{a}>0`$ leads to violations of the SEC . Namely, violations of the SEC are directly linked to solving the flatness problem. (It is for this reason that a positive cosmological constant, which violates the SEC, is so useful in mitigating the flatness problem.) By making use of the Friedmann equations (56, 57), this can be rephrased as
$$\dot{ϵ}=2ϵ\left[\frac{4\pi G_{\mathrm{N}ewton}_i(\epsilon _i+3p_i)}{3Hc_{\mathrm{g}ravity}^2}\right].$$
(74)
In our bi-metric formalism the photon energy density $`\epsilon `$ and photon pressure $`p`$ are both positive, and from equation (48) it is then clear that also $`\epsilon +3p`$ will be positive. This is enough to guarantee no violations of the SEC. This means that bi-metric VSL theories are no better at solving the flatness problem than standard cosmological (non-inflationary) FLRW models. To “solve” the flatness problem by making $`ϵ=0`$ a stable fixed point will require some SEC violations and cosmological inflation from other non-photon sectors of the theory.
### B Flatness in the Clayton–Moffat scenarios
In relation to the preceding discussion, we now wish to take some time to distinguish our approach from that of Moffat and Clayton–Moffat . The two clearest descriptions (of two separate VSL implementations, a vector-based approach and a scalar-based approach) appear in the recent papers .
#### 1 The vector scenario
Let us first consider Clayton and Moffat’s *vector* scenario as discussed in . In this paper Clayton and Moffat claim to be able to solve the flatness problem directly from their VSL implementation (equivalent to asserting that they can induce SEC violations), an assertion we believe to be premature. The key observation is that from their equation (6), and retaining (as much as possible) their notation for now, it is easy to see that
$`\rho _{\mathrm{e}ff}`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\rho }_{\mathrm{matter}}}{\sqrt{1+\beta \psi _0^2}}}+{\displaystyle \frac{1}{2}}m^2{\displaystyle \frac{\psi _0^2}{c^2}},`$ (75)
$`p_{\mathrm{e}ff}`$ $`=`$ $`\sqrt{1+\beta \psi _0^2}\stackrel{~}{p}_{\mathrm{matter}}+{\displaystyle \frac{1}{2}}m^2{\displaystyle \frac{\psi _0^2}{c^2}},`$ (76)
$`(\rho +3p)_{\mathrm{e}ff}`$ $`=`$ $`\left({\displaystyle \frac{\stackrel{~}{\rho }_{\mathrm{matter}}}{\sqrt{1+\beta \psi _0^2}}}+3\stackrel{~}{p}_{\mathrm{matter}}\sqrt{1+\beta \psi _0^2}\right)`$ (78)
$`+2m^2{\displaystyle \frac{\psi _0^2}{c^2}}.`$
\[Compare also with equations (82) and (87) below.\] Note that because the presentation in is set up in a language where $`c_{\mathrm{p}hoton}`$ is kept fixed and $`c_{\mathrm{g}ravity}`$ is allowed to vary, there are potential translation pitfalls in comparing that presentation to out own approach. Here $`\stackrel{~}{\rho }_{\mathrm{matter}}`$ and $`\stackrel{~}{p}_{\mathrm{matter}}`$ are the matter energy density and pressure as measured in an orthonormal frame adapted to the electromagnetic metric; they are simply called $`\rho `$ and $`p`$ in the Clayton–Moffat paper.We wish to thank M.A. Clayton and J.W. Moffat for helpful comments on these translation issues.
The key observation is now that contribution to the SEC arising from the VSL vector field is positive, and if the ordinary matter has positive pressure and energy density, then there is no possibility of violating the SEC. This is perhaps a little easier to see if (as is usual in the rest of the current paper) we go to an orthonormal frame adapted to the gravity metric, in that case
$`\rho _{\mathrm{e}ff}`$ $`=`$ $`\rho _{\mathrm{matter}}+{\displaystyle \frac{1}{2}}m^2{\displaystyle \frac{\psi _0^2}{c^2}},`$ (79)
$`p_{\mathrm{e}ff}`$ $`=`$ $`p_{\mathrm{matter}}+{\displaystyle \frac{1}{2}}m^2{\displaystyle \frac{\psi _0^2}{c^2}},`$ (80)
$`(\rho +3p)_{\mathrm{e}ff}`$ $`=`$ $`(\rho _{\mathrm{matter}}+3p_{\mathrm{matter}})+2m^2{\displaystyle \frac{\psi _0^2}{c^2}}.`$ (81)
The contribution to the SEC arising from the VSL vector field is manifestly positive, and because of the form of the stress-energy tensor, it is clear that the VSL vector field does not mimic a cosmological constant. Again, if the ordinary matter has positive pressure and energy density, then there is no possibility of violating the SEC.
#### 2 The scalar scenario
In Clayton and Moffat’s *scalar* scenario the discussion of the relationship between SEC violations is more nuanced, and we find ourselves largely in agreement with the point of view presented in that paper. Indeed, subtract equation (30) of that paper from equation (31) and divide by two to obtain (following the notation of that paper)
$`{\displaystyle \frac{\ddot{R}}{R}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}c^2\mathrm{\Lambda }+{\displaystyle \frac{1}{3}}c^2V(\varphi ){\displaystyle \frac{1}{6}}\dot{\varphi }^2{\displaystyle \frac{\kappa c^2}{6}}\left({\displaystyle \frac{\rho _M}{\sqrt{I}}}+3p_M\sqrt{I}\right).`$ (82)
The quantity $`I`$ is defined in equation (15) of that paper and satisfies $`I>1`$, so that the square root is well defined, ($`\sqrt{I}c_{\mathrm{p}hoton}/c_{\mathrm{g}ravity}`$ when mapped to our notation.) If the “ordinary” matter ($`\rho _M`$, $`p_M`$) is indeed “ordinary” ($`\rho _M>0`$, $`p_M>0`$), the only possible source of SEC violations (and inflation) is from the explicit cosmological constant or from letting the VSL field ($`\varphi `$ in their notation, which becomes $`\chi `$ in ours) act as an inflaton field. Alternatively, if $`p_M`$ is slightly negative and $`I`$ is large, the effect of this negative pressure is greatly enhanced, possibly leading to SEC violations.
We conclude from the previous discussion that two-metric VSL cosmologies do not automatically solve the flatness problem — to solve the flatness problem one needs to make the universe expand rapidly, which means that there are SEC violations (with respect to the *gravity* metric).
Though we disagree with Clayton and Moffat on the technical issue of whether two-metric VSL cosmologies can automatically solve the flatness problem, we do wish to emphasise that we are largely in agreement with those papers on other issues — in particular, we strongly support the two-metric approach to VSL cosmologies. Furthermore, as we will now discuss, we agree that two-metric VSL cosmologies naturally lead to an amplification of any inflationary tendencies that might be present in those fields that couple to the photon metric.
### C Flatness in Heterotic (Inflaton+$`\chi `$VSL) models.
To conclude this section we will show how two-metric VSL cosmologies *enhance* any inflationary tendencies in the matter sector. Let us suppose that we have an inflaton field coupled to the *electromagnetic* metric. We know that during the inflationary phase we can approximately write
$$T_{\mathrm{inflaton}}^{\mu \nu }g_{\mathrm{e}m}^{\mu \nu }.$$
(84)
We have repeatedly emphasized that it is important to define *the* physical energy density and pressure ($`\epsilon ,p`$) as the appropriate components of the stress-energy tensor when referred to an orthonormal basis *of the metric that enters the Einstein equation*. The condition $`T_{\mathrm{i}nflaton}^{\mu \nu }g_{\mathrm{e}m}^{\mu \nu }`$, when expressed in terms of an orthonormal basis of the metric $`g`$ asserts
$$p_{\mathrm{i}nflaton}=\frac{c_{\mathrm{p}hoton}^2}{c_{\mathrm{g}ravity}^2}\epsilon _{\mathrm{i}nflaton}.$$
(85)
That is
$$(\epsilon +3p)_{\mathrm{i}nflaton}=\left(13\frac{c_{\mathrm{p}hoton}^2}{c_{\mathrm{g}ravity}^2}\right)\epsilon _{\mathrm{i}nflaton}.$$
(86)
Thus, any “normal” inflation will be amplified during a VSL epoch. It is in this sense that VSL cosmologies heterotically improve standard inflationary models.
We can generalize this argument. Suppose the “normal” matter, when viewed from an orthonormal frame adapted to the *electromagnetic* metric, has energy density $`\stackrel{~}{\epsilon }`$ and pressure $`\stackrel{~}{p}`$. From our previous discussion \[equations (44)—(46)\] we deduce
$`\epsilon +3p`$ $`=`$ $`{\displaystyle \frac{c_{\mathrm{g}ravity}}{c_{\mathrm{p}hoton}}}\stackrel{~}{\epsilon }+3{\displaystyle \frac{c_{\mathrm{p}hoton}}{c_{\mathrm{g}ravity}}}\stackrel{~}{p}.`$ (87)
\[Compare with equations (78) and (82) above.\] In particular, if $`\stackrel{~}{p}`$ is slightly negative, VSL effects can magnify this to the point of violating the SEC (defined with respect to the gravity metric). It is in this sense that two-metric VSL cosmologies provide a natural enhancing effect for negative pressures (possibly leading to SEC violations), even if they do not provide the seed for a negative pressure.
We point out that this same effect makes it easy to violate *all* the energy conditions. If ($`\stackrel{~}{\epsilon },\stackrel{~}{p}`$) satisfy all the energy conditions with respect to the photon metric, and provided $`\stackrel{~}{p}`$ is only slightly negative, then VSL effects make it easy for ($`\epsilon ,p`$) to violate all the energy conditions with respect to the gravity metric — and it is the energy conditions with respect to the gravity metric that are relevant to the singularity theorems, positive mass theorem, and topological censorship theorem.
## VI The entropy problem
It is interesting to note that (at least in the usual framework) the two major cosmological puzzles described above (isotropy/horizon and flatness) can be reduced to a single problem related to the huge total amount of entropy that our universe appears to have today . If we define $`sT^3`$ the entropy density associated with relativistic particles and $`S=a^3(t)s`$ the total entropy per comoving volume, then it is easy to see from the Friedmann equation (56) that
$$a^2=\frac{Kc_{\mathrm{g}ravity}^2}{H^2(\mathrm{\Omega }1)},$$
(88)
and so
$$S=\left[\frac{Kc_{\mathrm{g}ravity}^2}{H^2\left(\mathrm{\Omega }1\right)}\right]^{3/2}s.$$
(89)
The value of the total entropy can be evaluated at the present time and comes out to be $`S>10^{87}`$. One can then see that explaining why $`\mathrm{\Omega }1`$ (the flatness problem) is equivalent to explaining why the entropy of our universe is so huge.
In a similar way one can argue (at least in the usual framework) that the horizon problem can be related to the entropy problem . In order to see how large the causally connected region of the universe was at the time of decoupling with respect to our present horizon, we can compare the particle horizon at time $`t`$ for a signal emitted at $`t=0`$, $`\mathrm{}_\mathrm{h}(t)`$, with the radius at same time, $`L(t)`$, of the region which now corresponds to our observed universe of radius $`L_{\mathrm{present}}`$. The fact that (assuming insignificant entropy production between decoupling and the present epoch) $`(\mathrm{}_\mathrm{h}/L)^3|_{t_{\mathrm{decoupling}}}1`$ is argued to be equivalent to the horizon problem. Once again, a mechanism able to greatly increase $`S`$ via a non-adiabatic evolution would also automatically lead to the resolution of the puzzle.
$`\chi `$VSL cosmologies evade this connection between the horizon and flatness puzzles: We have just seen that although the horizon problem is straightforwardly solved, it is impossible to solve the flatness dilemma (at least in pure $`\chi `$VSL models). To understand how this may happen is indeed very instructive.
First of all, we can try to understand what happens to the entropy per comoving volume $`S=a^3(t)s`$. In the case of inflation we saw that the non-adiabatic evolution $`\dot{S}0`$ was due to the fact that although the entropy densities do not significantly change, $`s_{\mathrm{before}}s_{\mathrm{after}}`$ thanks to reheating, nevertheless the enormous change in scale factor $`a(t_{\mathrm{after}})=\mathrm{exp}[H(t_{\mathrm{after}}t_{\mathrm{before}})]a(t_{\mathrm{before}})`$ drives an enormous increase in total entropy per comoving volume. (Here “before” and “after” are intended with respect to the inflationary phase.)
In our case (bimetric VSL models) the scale factor is unaffected by the transition in the speed of light if the $`\chi `$ field is not the dominant energy component of the universe. Instead what changes is the entropy density $`s`$. As we have seen, a sudden phase transition affecting the speed of light induces particle creation and raises both the number and the average temperature of relativistic particles. Therefore one should expect that $`s`$ grows as $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$.
From equation (67) it is clear that the increased speed of light is enough to ensure a resolution of the horizon problem, regardless of what happens to the entropy. At the same time one can instead see that the flatness problem is not solved at all. Equation (89) tells us that it is the ratio $`SH^3/s\dot{a}^3`$ which determines the possibility of stretching the universe. Unfortunately this is not a growing quantity in the standard model as well as in pure bi-metric VSL theory. Once again only violations of the SEC ($`\ddot{a}>0`$) can lead to a resolution of the flatness problem.
## VII Observational tests and the low-redshift $`\chi `$VSL universe
At this point, it is important to note that due to the nature of the interaction (14), the $`\chi `$ field appears unable to decay completely. Decay of the $`\chi `$ field proceeds via $`2\chi 2\gamma `$ and hence, once the density of $`\chi `$ bosons drops considerably, “freeze-out” will occur and the $`\chi `$ field will stop decaying. This implies that the $`\chi `$ field *may* be dynamically important at low-redshift *if* its potential is such that its energy density drops less rapidly than that of radiation.
However, the $`\chi `$ correction to $`g_{em}`$ corresponds to a dimension twelve operator, which is highly non-renormalizable. The vector model of Moffat is a dimension eight operator. Nevertheless, for energies below $`M`$ it is difficult to argue why either of these operators will not be negligibly small relative to dimension five operators, which would cause single body decays of the $`\chi `$ field. While it is possible that these dimension five operators are absent through a global symmetry , or the lifetime of the $`\chi `$ bosons is extremely long, we will see later that such non-renormalizable interactions with the standard model give rise to serious constraints. For the time being we neglect single-body decays, and we can imagine two natural dark-matter candidates, with the added advantage that they are distinguishable and detectable, at least in principle.
(i) If $`V(\chi )`$ has a quadratic minimum, the $`\chi `$ field will oscillate about this minimum and its average equation of state will be that of dust. This implies that the $`\chi `$ field will behave like axions or cold dark matter. Similarly if the potential is quartic, the average equation of state will be that of radiation.
(ii) If $`V(\chi )`$ has quintessence form, with no local minimum but a global minimum at $`\chi \mathrm{}`$. A typical candidate is a potential which decays to zero at large $`\chi `$ (less rapidly than an exponential) with $`V(\chi )>Ae^{\lambda \chi }`$ for $`\lambda >0`$.
These two potentials lead to interesting observational implications for the low-redshift universe which we now proceed to analyze and constrain.
### A Clustering and gravitational lensing
It is interesting to note that the effective refractive index we introduced in equation (70) may depend, not just on time, but also on space and have an anisotropic structure. In particular the dispersion relation of photons in an anisotropic medium reads
$$\omega ^2=[n^2]^{ij}k_ik_j,$$
(90)
and from the above expression it is easy to see that the generalization of equation (70) then takes the form
$$[n^2]^{ij}=g_{\mathrm{e}m}^{ij}/|g_{\mathrm{e}m}^{tt}|.$$
(91)
Scalar fields do not support small scale density inhomogeneities (largely irrespective of the potential). This implies that the transfer function tends to unity on small scales and the scalar field is locally identical to a cosmological constant.
However, on scales larger than $`100Mpc`$, the scalar field can cluster . During such evolution both $`\dot{\chi }0`$ and $`_i\chi 0`$ will hold. This would lead to deviations from equation (70), as the ratio between the two speeds of light will not be only a function of time.
For instance, let us suppose we are in a regime where time derivatives of $`\chi `$ can be neglected with respect to spatial derivatives. Under these conditions the EM metric reduces to
$`g_{tt}^{\mathrm{e}m}`$ $`=`$ $`g_{tt}=|g_{tt}|,`$ (92)
$`g_{ij}^{\mathrm{e}m}`$ $`=`$ $`g_{ij}(AM^4)_i\chi _j\chi .`$ (93)
From equation (91) this is equivalent to a tensor refractive index $`n_{ij}`$, with
$$[n^2]_{ij}=\frac{g_{ij}(AM^4)_i\chi _j\chi }{|g_{tt}|}.$$
(94)
This tensor refractive index may lead to additional lensing by large-scale structure, over and above the usual contribution from gravitational lensing .
### B Quintessence and long-range forces
Another natural application is to attempt to use the $`\chi `$ field as the source of the “dark energy” of the universe, the putative source of cosmic acceleration. This is attractive for its potential to unify a large number of disparate ideas, but is severely constrained as well.
#### 1 Constraints arising from variation of the fine-structure constant
As noted in the introduction, a change of $`c_{\mathrm{p}hoton}`$ will cause a variation in the fine-structure constant. Such variation is very constrained. We point out two particularly interesting constraints. The first, arising from nucleosynthesis , is powerful due to the extreme sensitivity of nucleosynthesis to variations in the proton-neutron mass difference, which in turn is sensitive to $`\alpha `$. This places the tight constraint that $`|\dot{\alpha }/\alpha |10^{14}yr^1`$. However, this is only a constraint on $`\dot{c}_{\mathrm{p}hoton}/c_{\mathrm{p}hoton}`$ if no other constants appearing in $`\alpha `$ are allowed to vary. Further we have assumed $`\dot{\alpha }`$ was constant through nucleosynthesis.
A similar caveat applies to other constraints one derives for variations of $`c_{\mathrm{p}hoton}`$ through variations of $`\alpha `$. Other tests are only sensitive to integrated changes in $`\alpha `$ over long time scales. At redshifts $`z1`$ constraints exist that $`|\mathrm{\Delta }\alpha /\alpha |<3\times 10^6`$ (quasar absorption spectra ) and $`|\mathrm{\Delta }\alpha /\alpha |<10^7`$ (Oklo natural reactor ).
#### 2 Binary pulsar constraints
Unless we choose the unattractive solution that $`\chi `$ lies at the minimum of its potential but has non-zero energy (*i.e.*, an explicit $`\mathrm{\Lambda }`$ term), we are forced to suggest that $`\dot{\chi }0`$ today and $`V(\chi )`$ is of the form $`e^{\lambda \chi }`$ or $`\chi ^n`$ . In this case, gravitons and photons do not travel at the same speed today. The difference in the two velocities is rather constrained by binary pulsar data to be less than $`1\%`$ ; *i.e.*, $`|n_{\mathrm{em}}1|<0.01`$.
#### 3 High-energy tests of VSL
Constraints on our various actions $`S_IS_{III}`$ also come from high energy experiments. In model $`I`$, photons travel faster than any other fields. This would lead to perturbations in the spectrum of nuclear energy levels .
Similarly, high energy phenomena will be sensitive to such speed differences. For example, if $`c_{\mathrm{p}hoton}>c_e^{}`$, the process $`\gamma e^{}+e^+`$ becomes kinematically possible for sufficiently energetic photons. The observation of primary cosmic ray photons with energies up to 20 TeV implies that today $`c_{\mathrm{p}hoton}c_e^{}<10^{15}`$ . The reverse possibility — which is impossible in our model I if $`A>0`$ in equation (32) — is less constrained, but the absence of vacuum Cherenkov radiation with electrons up to 500 GeV implies that $`c_e^{}c_{\mathrm{p}hoton}<5\times 10^{13}`$. Similar constraints exist which place upper limits on the differences in speeds between other charged leptons and hadrons . These will generally allow one to constrain models I – III, but we will not consider such constraints further.
#### 4 Non-renormalizable interactions with the standard model
Our $`\chi `$VSL model is non-renormalizable and hence one expects an infinite number of $`M`$-scale suppressed, dimension five and higher, interactions of the form
$$\beta _i\frac{\chi ^n}{M^n}_i,$$
(95)
where $`\beta _i`$ are dimensionless couplings of order unity and $`_i`$ is any dimension-four operator such as $`F^{\mu \nu }F_{\mu \nu }`$.
For sub-Planckian $`\chi `$-field values, the tightest constraints typically come from $`n=1`$ (dimension five operators) and we focus on this case. The non-renormalizable couplings will cause time variation of fundamental constants and rotation of the plane of polarization of distant sources . For example, with $`_{QCD}=\text{Tr}(G_{\mu \nu }G^{\mu \nu })`$, where $`G_{\mu \nu }`$ is the QCD field strength, one finds the strict limit
$$|\beta _{G^2}|10^4(M/M_{\mathrm{Planck}})$$
(96)
which, importantly, is $`\chi `$ independent.
If one expects that $`|\beta _i|=O(1)`$ on general grounds, then this already provides as strong a constraint on our model as it does on general quintessence models. This constraint is not a problem if there exist exact or approximate global symmetries . Nevertheless, without good reason for adopting such symmetries this option seems unappealing.
Another dimension five coupling is given by equation (95) with $`_{F^2}=F_{\mu \nu }F^{\mu \nu }`$ which causes time-variation in $`\alpha `$. Although there is some evidence for this , other tests have been negative as discussed earlier. These yield the constraint
$$|\beta _{F^2}|10^6(MH/\dot{\chi }).$$
(97)
Clearly this does not provide a constraint on $`\chi `$VSL unless we envisage that $`\dot{\chi }0`$ today as required for quintessence. If $`\chi `$ has been at the minimum of its effective potential since around $`z<5`$, then neither this, nor the binary pulsar, constrain $`\chi `$VSL models. The CMB provides a more powerful probe of variation of fundamental constants and hence provides a test of $`\chi `$VSL if $`\chi `$ did not reach its minimum before $`z1100`$ .
Another interesting coupling is $`_{F^{}F}=F_{\mu \nu }{}_{}{}^{}F_{}^{\mu \nu }`$, where $`{}_{}{}^{}F`$ is the dual of $`F`$. As has been noted , this term is not suppressed by the exact global symmetry $`\chi \chi +\mathrm{c}onstant`$, since it is proportional to $`(_\mu \chi )A_\nu {}_{}{}^{}F_{}^{\mu \nu }`$. A non-zero $`\dot{\chi }`$ leads to a polarization-dependent ($`\pm `$) deformation of the dispersion relation for light
$$\omega ^2=k^2\pm \beta _{F^{}F}(\dot{\chi }k/M).$$
(98)
If $`\dot{\chi }0`$ today, the resulting rotation of the plane of polarization of light traveling over cosmological distances is potentially observable. Indeed claims of such detection exist . However, more recent data is consistent with no rotation . Ruling out of this effect by high-resolution observations of large numbers of sources would be rather damning for quintessence but would simply restrict the $`\chi `$ field to lie at its minimum, *i.e.*, $`\mathrm{\Delta }\chi 0`$ for $`z<2`$.
On the other hand, a similar and very interesting effect arises not from $`\dot{\chi }`$ but from spatial gradients of $`\chi `$ at low-redshifts due to the tensor effective refractive index of spacetime.
## VIII Discussion
In this paper we have tried to set out a geometrically consistent and physically coherent formalism for discussing Variable Speed of Light (VSL) cosmologies. An important observation is that taking the usual theory and simply replacing $`cc(t)`$ is more radical a step than strictly necessary. One either ends up with a coordinate change which does not affect the physics, or one is forced to move well outside the usual mathematical framework of Lorentzian differential geometry. In particular, replacing $`cc(t)`$ in the Einstein tensor of an FLRW universe violates the Bianchi identities and energy conservation and destroys the usual geometrical interpretation of Einstein gravity as arising from spacetime curvature. We do not claim that such a procedure is necessarily wrong, but point out that it is a serious and fundamental modification of our usual ideas.
In contrast, in the class of $`\chi `$VSL cosmologies presented in this article, where the Lorentz symmetry is “softly broken”, the “geometrical interpretation” is preserved, and the Bianchi identities are fulfilled. In particular, these “soft breaking” VSL scenarios are based on straightforward extensions of known physics, such as the Scharnhorst effect and anomalous electromagnetic propagation in gravitational fields, and so represent “minimalist” implementations of VSL theories. Indeed, these non-renormalizable VSL-inducing couplings should exist in supergravity theories, though they would be expected to be negligible at low energies.
In this article, we have argued for the usefulness of a two-metric approach. We have sketched a number of two-metric scenarios that are compatible with laboratory particle physics, and have indicated how they relate to the cosmological puzzles. We emphasise that there is considerable freedom in these models, and that a detailed confrontation with experimental data will require the development of an equally detailed VSL model. In this regard VSL cosmologies are no different from inflationary cosmologies. Since the models we discuss are non-renormalizable however, there may be interesting implications for the low-redshift universe through gravitational lensing and birefringence.
VSL cosmologies should be seen as a general scheme for attacking cosmological problems. This scheme has some points in common with inflationary scenarios, but also has some very strange peculiarities of its own. In particular, once $`c_{\mathrm{p}hoton}c_{\mathrm{g}ravity}`$ complications may appear in rather unexpected places.
## Acknowledgments
BB thanks John Barrow, Kristin Burgess, Alan Guth, Roy Maartens, Nazeem Mustapha, and Joao Magueijo for discussions and/or comments on drafts, and the Newton Institute for hospitality. SL wishes to thank Carlo Baccigalupi, Julien Lesgourgues, and Sebastiano Sonego for useful discussions and remarks.
We also wish to thank M.A. Clayton and J.W. Moffat for their interest, and for useful discussions on translation issues.
This research was supported in part by the Newton Institute, Cambridge, during the program “Structure Formation in the Universe” (BB), by the Italian Ministry of Science (SL), and by the US Department of Energy (CMP and MV).
In addition BB, CMP, and MV wish to thank SISSA (Trieste, Italy) for support and hospitality. CMP and MV also thank LAEFF (Laboratorio de Astrofísica Espacial y Física Fundamental, Madrid, Spain) for their hospitality during various stages of this research.
## A Notation
## B Varying $`c_{\mathrm{g}ravity}`$, <br>keeping $`c_{\mathrm{p}hoton}`$ fixed.
In contrast with the main thrust of this paper, we will now ask what happens if we keep $`c_{\mathrm{p}hoton}`$ fixed, while letting $`c_{\mathrm{g}ravity}`$ vary. This means that we are still dealing with a two-metric theory, and so it still makes sense to define VSL in terms of the ratio $`c_{\mathrm{p}hoton}/c_{\mathrm{g}ravity}`$. Keeping $`c_{\mathrm{p}hoton}`$ fixed has the advantage that the photon sector (or more generally the entire matter sector) has the usual behaviour. However a variable $`c_{\mathrm{g}ravity}`$ has the potential for making life in the gravity sector rather difficult.
To make this model concrete, consider a relationship between the photon metric and the gravity metric of the form
$$[g_{\mathrm{g}ravity}]_{\alpha \beta }=[g_{\mathrm{e}m}]_{\alpha \beta }+(AM^4)_\alpha \chi _\beta \chi ,$$
(B1)
where we now take $`g_{\mathrm{e}m}`$ as fundamental, and $`g_{\mathrm{g}ravity}`$ as the derived quantity. We postulate an action of the form
$`S_{IV}`$ $`=`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{g}ravity}}R(g_{\mathrm{g}ravity})}`$ (B2)
$`+`$ $`{\displaystyle d^4x\sqrt{g_{\mathrm{e}m}}_{\mathrm{m}atter}(g_{\mathrm{e}m},\psi ,\chi )},`$ (B3)
where the matter Lagrangian now includes *everything* non-gravitational and the $`\chi `$ field. The matter equations of motion are the usual ones and it makes most sense to define the stress-energy tensor with respect to the photon metric. (That is, use $`\stackrel{~}{T}^{\mu \nu }`$ as the primary quantity.) The Einstein equation is modified to read
$$\sqrt{\frac{g_{\mathrm{g}ravity}}{g_{\mathrm{e}m}}}G^{\mu \nu }|_{g_{\mathrm{g}ravity}=g_{\mathrm{e}m}+AM^4\chi \chi }=\stackrel{~}{T}^{\mu \nu }.$$
(B4)
Though minor technical details differ from the approach adopted in this paper ($`c_{\mathrm{g}ravity}`$ fixed, $`c_{\mathrm{p}hoton}`$ variable), the results are qualitatively similar to our present approach. We will for the time being defer further discussion of this possibility. |
warning/0001/hep-ph0001066.html | ar5iv | text | # HADRONIC PHYSICS
## 1 Hadronic physics at DA$`\mathrm{\Phi }`$NE energies: Why bother?
Hadronic physics at DA$`\mathrm{\Phi }`$NE covers energies of about 1 GeV and below. This is a particularly challenging regime since standard perturbation theory in the strong coupling constant $`\alpha _S(Q^2)`$ is not applicable. In fact, we do not even know from basic principles whether $`\alpha _S(Q^2)`$ increases monotonically with decreasing $`Q^2`$, as suggested by the $`\beta `$–function calculated in the perturbative regime, or flattens out. Therefore, nonperturbative methods need to be developed and employed. This is in stark contrast to say e.g. the precise physics of the Standard Model tested at LEP and elsewhere. As I will discuss in section 2, chiral perturbation theory, eventually combined with other methods like e.g. dispersion relations, allows one to pin down some very fundamental parameters of QCD. These are the ratios of the light quark masses as well as the size of the scalar quark–antiquark condensate, which is linked to the spontaneous symmetry violation in QCD. One can also extend these methods to include baryons, some pertinent remarks are made in section 3. In particular, the so–called pion and kaon nucleon sigma terms have attracted a lot of attention over a long time, simply because they are the proton matrix elements of the explicit chiral symmetry breaking part of the QCD Hamiltonian. In addition, this energy regime offers a rich phenomenology. For example, it now appears that in the sector of scalar resonances, excitations have been observed which are not simple $`\overline{q}q`$ quark model states, but have some gluon components - either as hybrids or glueball–meson mixtures. Many models of QCD as well as its lattice formulation (with all its intrinsic problems) call for the existence of such states. Other interesting aspects of the properties of mesons in the energy range of relevance here are also touched upon in section 2. Last but not least, the nucleus can act as a filter and lets us study some processes that are forbidden in free space, one particularly interesting example being the $`\mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Lambda }N`$ transition which leads to the so–called non–mesonic decays of hypernuclei. This and other recent developments are briefly surveyed in section 4. All the interesting new results related to CP violation and rare kaon decays, which might hint at physics beyond the Standard Model, are reviewed by Chris Quigg. To summarize this brief motivation, despite many decades of studying phenomena in the energy range accessible to DA$`\mathrm{\Phi }`$NE, there are many open questions and only recently precise theoretical tools have been developed to answer some of these questions in a truly quantitative manner. In addition, there is a host of new precise data mostly related to kaon decays. Hopefully, DA$`\mathrm{\Phi }`$NE will further increase this data base soon. For other motivations and a different point of view, I refer to Pennington’s talk.
## 2 The baryon number zero sector
In this section, I will first make some comments on novel developments concerning the chiral structure of QCD and then move to higher mass states, such as the $`\varphi (1020)`$ and the scalar sector.
### 2.1 Chiral QCD
It is well known that the QCD Lagrangian for the three light quark flavors can be written as
$$_{\mathrm{QCD}}=_{\mathrm{QCD}}^0\overline{q}q,$$
(1)
where $`q^T=(u,d,s)`$ collects the light quark fields, $`=\mathrm{diag}(m_u,m_d,m_s)`$ is the current quark mass matrix and the term $`_{\mathrm{QCD}}^0`$ exhibits a chiral SU(3)$`{}_{L}{}^{}\times `$SU(3)<sub>R</sub> symmetry. This symmetry is spontaneously broken down to its vectorial subgroup SU(3)<sub>V</sub> with the appearance of eight Goldstone bosons, collectively denoted as “pions”. The pions interact weakly at low energies. They can couple directly to the vacuum via the axial current. The corresponding matrix element $`0|A_\mu |\pi `$ is characterized by the typical scale of strong interactions, the pion decay constant $`F_\pi 100`$MeV. These pions are not exactly massless but acquire a small mass due to the explicit symmetry violation, such as $`M_\pi ^2=(m_u+m_d)B+\mathrm{}`$, where $`B`$ parametrizes the strength of the scalar–isoscalar quark condensate, $`B=|0|\overline{q}q|0|/F_\pi ^2`$. Based on these facts, one can formulate an effective field theory (EFT) which allows one to exactly explore the consequences of the chiral QCD dynamics. This EFT is chiral perturbation theory. Its present status has been reviewed by Gasser recently.
#### 2.1.1 News on the quark condensate
Over the last few years, the question about the size of $`B`$ has received a lot of attention. In the standard scenario, $`0|\overline{q}q|0(230\mathrm{MeV})^3`$, so that $`B1.4`$GeV and one can make very precise predictions, as reviewed here by Colangelo. In particular, the isospin zero S–wave $`\pi \pi `$ scattering length $`a_0^0`$ can be predicted to better than 5% accuracy. However, the value of $`B`$ might be smaller. In fact, one can reorder the chiral expansion allowing to float $`B`$ from values as small as $`F_\pi 100`$MeV to the standard case. For a small value of $`B`$, the quark mass term has to be counted differently and to a given order in the chiral expansion, one has more parameters to pin down. For $`B`$ on the small side, $`a_0^0`$ could be as much as 30% larger than in the standard case. These two scenarios lead also to a significant difference in the quark mass expansion of the Goldstone bosons. Consider e.g. the charged pions,
$$M_{\pi ^\pm }^2=(m_u+m_d)B+(m_u+m_d)^2A+𝒪(m_{u,d}^3).$$
(2)
In the standard scenario the linear term is much bigger than the quadratic one, in the large $`B`$ case they are of comparable size. An immediate consequence is that while in the first case the Gell-Mann–Okubo relation $`4M_K^2=3M_\eta ^2+M_\pi ^2`$ comes out naturally, in the other scenario parameter tuning is necessary. For a discussion of what can be learned from lattice gauge theory in this context, see e.g. the lectures by Ecker. Ultimately, this question has to be decided experimentally. So far, the best “direct” information on the S–wave $`\pi \pi `$ scattering phase close to threshold comes from $`K_\mathrm{}4`$ decays, since due to the final–state theorem of Fermi and Watson, the phase of the produced pion pair is nothing but $`\delta _0^0(s)\delta _1^1(s)`$ with $`\sqrt{s}[280,380]`$ MeV and $`\delta _1^1(s)<1^{}`$ in this energy range. All data from the seventies seem to indicate a large scattering length with an sizeable error. This unsatisfactory situation will be improved very soon. The preliminary data from the BNL E865 collaboration were shown by J. Lowe (for a glimpse on these data, see the contribution of S. Pislak to HadAtom 99). They are not yet final, in particular radiative corrections have not yet been accounted for, but taken face value, they are clearly supporting the standard scenario.
#### 2.1.2 Pionic atoms
Another method to measure the elusive S–wave scattering length comes from the lifetime of $`\pi ^+\pi ^{}`$ atoms. This electromagnetic bound state with a size of approximately 400 fm can interact strongly and decay into a pair of neutral pions. The lifetime of this atom is directly proportional to the S–wave scattering length difference $`|a_0^0a_0^2|^2`$. Therefore, a determination of this lifetime to 10% gives the scattering length difference to 5%. The DIRAC experiment at the CERN SPS is well underway as reported by Adeva. Also, the theory is well under control. Recent work by the Bern group has lead to a very precise formula relating the lifetime to $`\pi \pi `$ scattering including isospin breaking in the light quark mass difference and the electric charge (the formalism is developed in refs.). It is mandatory that the experimenters use this improved Deser–type formula in their analysis! It would also be interesting to calculate the properties of $`\pi K`$ atoms and measure their lifetime. For a much more detailed discussion I refer to the proceedings of HadAtom 99.
#### 2.1.3 Kaon decays
As stressed in the talks by D’Ambrosio and Colangelo, there are many chiral perturbation theory predictions for all possible kaon decay modes. It was therefore very interesting to see that a huge amount of new data is available and still to come, as detailed in the talks of Lowe, Kettell and Flyagin. For the sake of brevity, I will only discuss three topics here.
* $`K_L^0\pi ^0\gamma \gamma `$: This is a particularly interesting decay with a long history. It vanishes at leading order $`𝒪(p^2)`$ in the chiral expansion and is given by a finite loop effect at next-to-leading order, $`𝒪(p^4)`$. While the predicted two–photon spectrum agreed well with the data , the branching ratio was underestimated by about a factor of three. To cure that, unitarity corrections and higher order contact terms have been considered. In particular, at order $`p^6`$ there is an important vector–meson–dominance contribution, parametrized in terms of the coupling $`a_V`$. The $`𝒪(p^6)`$ calculation with $`a_V=0.7`$ not only improves the two–photon spectrum but also the branching ratio agrees with experiment. More important, as stressed by D’Ambrosio, this value for $`a_V`$ is consistent with a VMD model and analysis of the process $`K_L\gamma \gamma ^{}`$.
* $`K\pi \gamma ^{}`$: This decay mode was discussed by d’Ambrosio and Lowe. The matrix element for this process is given in terms of one invariant function, $`A(K\pi l^+l^{})W(z)`$, with $`z=(M_{ll}/M_K)^2`$ and $`M_{ll}`$ the mass of the lepton pair. The invariant function $`W(z)`$ has the generic form
$$W(z)=\alpha +\beta z+W_{\pi \pi }(z),$$
(3)
where $`\alpha `$ and $`\beta `$ are related to some low–energy constants, but the momentum dependence of the pion loop contribution $`W_{\pi \pi }(z)`$ is unique and leads to unambiguous prediction. The data shown by Lowe can indeed be described significantly better with the form given in eq.(3) than with a linear polynom with also two free parameters. Thus, we have another clear indication of chiral pion loops.
* $`K3\pi `$: The non-leptonic weak chiral Lagrangian has a host of undetermined parameters at next-to-leading order. For specific reactions, like e.g. $`K2\pi `$ or $`K3\pi `$, only a few of these enter. It is thus important to have some data to pin down these constants and based on that, make further predictions. Flyagin showed some results from SERPUKHOV on the mode $`K^+\pi ^+\pi ^0\pi ^0`$. In terms of slope and quadratic slope parameters, the invariant matrix element squared can be written as $`|M|^21+gX+hX^2+kY^2`$, with $`X,Y`$ properly scaled relative pion momenta. The three slopes $`g,h`$ and $`k`$ could be determined and thus further tests of the weak non-leptonic chiral Lagrangian are possible.
### 2.2 Higher masses
In the region between 1 and 2 GeV, the spectrum of states is particularly rich and interesting. As explained in detail by Barnes and Donnachie, we now have some first solid evidence for glueballs and hybrids. Glueballs are states made of glue with no quark content. In a ideal world of very many colors, $`N_C\mathrm{}`$, the glueball sector decouples from the sector made of mesons and baryons, i.e. the states made of quarks and anti–quarks, see refs.. In the real world with $`N_C=3`$, matters are more complicated. The decay pattern of the glueball candidate as mapped out in big detail by the Crystal Barrel collaboration is most simply interpreted in terms of mixing, most probably of two genuine meson and one glueball state. Similarly, there are evidences for hybrids, i.e. states made of quarks and “constituent” gluons, a particularly solid candidate being the $`1^+(\rho \pi )(1600)`$.<sup>1</sup><sup>1</sup>1Notice that it is important that such states have “exotic” quantum numbers. If not, one can always cook up some minor modifications of the quark model to explain states with constituent gluons by some other mechanism. One quite old example is debated in refs.. Clearly, if one such state exists, there is no reason to believe that there are not many more (Pandora’s box?). In particular, DA$`\mathrm{\Phi }`$NE could contribute significantly to the search for vector hybrids like the $`\varphi ^{}|s\overline{s}g`$ or the $`\omega ^{}`$ – if these are not too heavy. After these more general remarks, let me turn to two special topics.
### 2.3 Remarks on the scalar sector
The scalar meson sector is still most controversial. It consists of the elusive “sigma”, the $`a_0`$, the $`f_0`$ and so on. Much debate is focusing about the nature of these states, which of them belong to the quark model octet/nonet (assignment problem), which of these are $`K\overline{K}`$ molecules (structure problem) and so on. Certainly, these scalars can be produced in photon–photon fusion at DA$`\mathrm{\Phi }`$NE. I will not dwell on these issues here but rather add some opinion about the the “sigma”, which is labeled $`f_0(4001200)`$ by PDG. First, a “charming” new result was reported by Appel in one parallel session. The invariant mass distribution of the final state of the decay $`D^+\pi ^+\pi ^0\pi ^0`$ measured at FNAL was analyzed in terms of conventional resonances and could not be explained. If one adds, however, a $`\pi \sigma `$ contribution, this turns out to be a strong channel and the $`\sigma `$ parameters from a best fit are $`M_\sigma =486`$MeV and $`\mathrm{\Gamma }_\sigma =351`$MeV, in agreement with other interpretations of $`\pi \pi `$ scattering data, for a recent review see e.g.. The role of such a state in the $`\varphi \pi ^+\pi ^{}\gamma `$ decay was discussed here by Lucio. I would like to take the opportunity to add my opinion about this state:
* It is not a “pre–existing” resonance, but rather a dynamic effect due to the strong pion–pion interaction in the isospin zero, S–wave. Specific examples how to generate such a light and broad sigma are the modified Omnès resummation in chiral perturbation theory or the chiral unitary approach of Oller and Oset, or others.
* It is certainly not the chiral partner of the pion, as suggested by models based on a linear representation of chiral symmetry. For a critical analysis of the renormalizable $`\sigma `$–model in the context of QCD, I refer to ref..
* It is long known in nuclear physics that the intermediate range attraction between two nucleons can be explained by the exchange of a light sigma. It is also known since long how to generate such a state in terms of pion rescattering and box graphs including intermediate delta isobars, for a nice exposition see e.g. ref..
I was particularly amazed to see the many new and interesting data from $`e^+e^{}`$ annihilation at VEPP–2M (Novosibirsk), which were presented by Salnikov and Milstein. I will only pick out three aspects of these results, which I found most interesting:
* The three pion final state $`\pi ^+\pi ^{}\pi ^0`$ indicates the existence of a low–lying $`\omega ^{}`$ mesons at $`M_\omega ^{}=(1170\pm 10)`$MeV with a width of $`\mathrm{\Gamma }_\omega ^{}=(197\pm 15)`$MeV. Also confirmed is the $`\omega ^{}(1600)`$, whereas the $`\omega ^{}(1420)`$ was not seen. The role of low–lying (effective) excited omegas in the analysis of the strange vector currents and the violation of the OZI rule is discussed e.g. in ref..
* The analysis of the decays $`\varphi f_0\gamma ,a_0\gamma ,\eta \pi \gamma `$ lends credit to the hypothesis that the $`a_0`$ and $`f_0`$ are $`qq\overline{q}\overline{q}`$ and not simple $`q\overline{q}`$ states.
* The channel $`e^+e^{}4\pi `$ is dominated by the $`a_1(1260)\pi `$ intermediate state. The $`a_1\pi `$ amplitude extracted by the Novosibirsk group from electron–positron annihilation is completely consistent with the one obtained from analyzing the high precision data on $`\tau 3\pi \nu _\tau `$ from CLEO and ALEPH.
## 3 The baryon number one sector
I now turn to processes involving exactly one baryon in the initial and the final state. Of most relevance for DA$`\mathrm{\Phi }`$NE is, of course, the kaon–nucleon system. However, before one can hope to tackle this problem in a truly quantitative manner, it is mandatory of having obtained a deep understanding of the somewhat “cleaner” pion–nucleon system. This refers to a) the smallness of the up and down quark masses compared to the strange quark mass, which makes explicit symmetry breaking easier to handle (i.e. a faster convergence of the chiral expansion) and b) to the appearance of very close to or even subthreshold resonances in the KN system, like e.g. the famous $`\mathrm{\Lambda }(1405)`$ – such interesting complications do not arise in pion–nucleon scattering. Before considering explicit examples, we should address the following question:
### 3.1 What can we learn?
Clearly, the chiral structure of QCD in the sector with baryon number one is interesting per se. Some prominent examples which have attracted lots of attention are neutral pion photoproduction, real and virtual Compton scattering off the proton or hyperon radii and polarizabilities, to name a few. In all these cases, the relevance of chiral pion loops is by now firmly established and underlines the importance of the pion cloud for the structure of the ground state baryons in the non–perturbative regime. The analysis of the baryon mass spectrum allows to give further constraints on the ratios of the light quark masses, see e.g. ref.. Furthermore, in the pion–nucleon system, isospin breaking $`(m_um_d)`$ and explicit chiral symmetry $`(m_u+m_d)`$ start at the same order, quite in contrast to the pion case. In addition, much interest has been focused on the question of “strangeness in the nucleon”, more precisely the expectation values of operators containing strange quarks in nucleon states. The sigma terms discussed below are sensitive to the scalar operator $`\overline{s}s`$. Complementary information can be obtained from parity–violating electron scattering ($`\overline{s}\gamma _\mu s`$) or polarized deep inelastic lepton scattering ($`\overline{s}\gamma _\mu \gamma _5s`$).
### 3.2 Lessons from $`\pi `$N
It is important to recall some lessons learned from pion–nucleon scattering (in some cases the hard way). As emphasized in the clear talks by Gasser and Rusetsky, not only is the scalar sector of chiral QCD intrinsically difficult but also for making precise predictions at low energies, one has to consider strong and electromagnetic isospin violation besides the hadronic isospin–conserving chiral corrections. Often, it is mandatory to combine chiral perturbation theory with dispersion relations to achieve the required accuracy. As a shining example, I recall the pion–nucleon sigma term story (a very basic and clear introduction using the pion sigma term as a guideline is given in Gasser’s talk). The quantity that one wants to determine is
$$\sigma (t=0)=p|\widehat{m}(\overline{u}u+\overline{d}d)|p,$$
(4)
with $`|p`$ a proton state of momentum $`p`$, $`\widehat{m}`$ is the average light quark mass and $`t`$ the invariant momentum transfer squared. Clearly, momentum transfer zero is not accessible in the physical region of $`\pi `$N scattering. So how can one get to this quantity? The starting point is the venerable low–energy theorem of Brown, Pardee and Peccei
$$\mathrm{\Sigma }=\sigma (0)+\mathrm{\Delta }\sigma +\mathrm{\Delta }_R.$$
(5)
Here, $`\mathrm{\Sigma }=F_\pi ^2\overline{D}^+(\nu =0,t=2M_\pi ^2)`$ is the isoscalar $`\pi `$N scattering amplitude with the pseudovector Born term subtracted at the Cheng–Dashen point<sup>2</sup><sup>2</sup>2This point in the Mandelstam plane is special because chiral (pion mass) corrections are minimal., and $`M_\pi `$ and $`F_\pi `$ are the charged pion mass and the weak pion decay constant, respectively. The numerical value of $`\mathrm{\Sigma }`$ can be obtained by using hyperbolic dispersion relations and the existing pion–nucleon scattering data base. The most recent determination of $`\mathrm{\Sigma }`$ based on this method is due to Stahov, $`\mathrm{\Sigma }=65\mathrm{}75`$MeV, not very different from the much older Karlsruhe analysis. The scalar form factor, $`\mathrm{\Delta }\sigma =\sigma (2M_\pi ^2)\sigma (0)`$ has been most systematically analyzed in ref.. The resulting value of $`\mathrm{\Delta }\sigma 15`$MeV translates into a huge scalar nucleon radius of $`r_S^21.6`$fm<sup>2</sup> (note that the typical electromagnetic nucleon radii are of the order of 0.7 fm<sup>2</sup>). A similar enhancement of the scalar radius also appears for the pion, see e.g. refs.. Finally, $`\mathrm{\Delta }_R`$ is a remainder not fixed by chiral symmetry. The most systematic evaluation of this quantity has lead to an upper bound, $`\mathrm{\Delta }_R2`$MeV. Putting all these small pieces together, one arrives at $`\sigma (0)(45\pm 10)`$MeV which translates into $`y=2p|\overline{s}s|p/p|\overline{u}u+\overline{d}d|p0.2\pm 0.1`$. These results have been confirmed recently using a quite different approach (using also the Karlsruhe–Helsinki phase shift analysis as input). This determination of $`\mathrm{\Sigma }`$ has been challenged over the years by the VPI/GW group (and others). Their most recent number is sizeably larger, $`\mathrm{\Sigma }90\pm 8`$MeV. However, if one employs the method of ref. to the $`\overline{A}^+`$ amplitude of the latest two VPI/GW partial analyses (SP99 and SM99), one gets a much larger sigma term, $`\sigma (0)200`$MeV. This casts some doubts on the internal consistency of the VPI/GW analysis. Personally, I do not understand how such a large value for the sigma term could be made consistent with other implications of chiral dynamics in the meson–baryon sector. In this context, I also wish to point out that so far, we have considered an isospin symmetric world. In ref. it was shown that isospin violation can amount to a 8% reduction of $`\sigma (0)`$ and Rusetsky demonstrated that the electromagnetic corrections used so far in the analysis of pionic hydrogen to determine the S–wave scattering length have presumably been underestimated substantially. The moral is that to make a precise statement in this context, many small pieces have to be calculated precisely. Committing a sin at any place leads to a result which should not be trusted. Finally, I mention that astrophysical consequences of the strange scalar nucleon matrix element are discussed in ref..
### 3.3 Status and perspectives for KN
After this detour, I come back to kaons, i.e. the kaon–nucleon system as discussed by Olin, touched upon by Gasser and for a recent review, see ref.. Because of the strange quark, one can form two new sigma terms, which are labelled $`\sigma _{KN}^{(1,2)}`$ in the isospin basis or $`\sigma _{KN}^{(u,d)}`$ in the quark basis,
$`\sigma _{KN}^{(1)}(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{m}+m_s)p^{}|\overline{u}u+\overline{s}s|p,`$
$`\sigma _{KN}^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{m}+m_s)p^{}|\overline{u}u+2\overline{d}d+\overline{s}s|p,`$ (6)
with $`t=(p^{}p)^2`$. These novel sigma terms in principle encode the same information about $`y`$ as does the pion–nucleon sigma term. This is one reason for attempting to determine them. One also needs to know the kaon–nucleon scattering amplitude as input for strangeness nuclear physics, as discussed in the next section. So there is ample need to improve the data basis and obtain a better theoretical understanding. I briefly review where we stand with respect to low–energy kaon–nucleon interactions.
#### 3.3.1 Status report
I begin with a summary of the data, as reviewed by Olin. Consider first $`K^+N`$. For total isospin $`I=1`$ (obtained from elastic $`K^+p`$ scattering), the S–waves are fairly well known and the P–waves are small. The situation for the $`I=0`$ data based on $`K^+d`$ scattering and $`K_L^0pK^+n`$ is very unsatisfactory - the S–waves are very uncertain and the P–waves are very large already at small momentum. This is the equivalent channel to the isoscalar S–wave $`\pi `$N amplitude, i.e. to leading chiral order (current algebra) the pertinent scattering length vanishes. $`K^{}N`$ is, of course, resonance dominated due to the presence of the strange quark. The most famous state here is the $`\mathrm{\Lambda }(1405)`$, which has been interpreted by some as a KN subtreshold (virtual) bound state whereas others consider it a “normal” three quark state. Clearly, such very different pictures should lead to very pronounced differences in the electromagnetic radii or other observables. These two pictures can eventually be disentangled by electroproduction experiments. How that can work has been shown for the $`S_{11}(1535)`$ in ref., where it was demonstrated that electroproduction off deuterium, $`e+de^{}+N+N^{}`$, can be sensitive to the structure of the resonance $`N^{}`$ under consideration. Data on $`K^0N`$ are not very precise. There is also information on the $`K^{}p`$ bound state. The long standing discrepancy between the data from kaonic hydrogen and extrapolation of $`KN`$ scattering data to zero energy was resolved by the fine experiment at KEK. The strong interaction shift turned out to be negative and also the width could be determined, but not very precisely.
#### 3.3.2 Prospects for DA$`\mathrm{\Phi }`$NE
The DEAR experiment, which was discussed by Guaraldo, attempts to determine the strong interaction shift and width of kaonic hydrogen to an accuracy of 1% and 3%, respectively. If that will be achieved, it would essentially pin down zero energy S–wave scattering and become a benchmark point. Beware, however, that to determine the KN sigma terms much more precise information (coming from scattering) will be needed. Also, the theoretical analysis needs to be sharpened since the KN Cheng–Dashen point at $`t=4M_K^21`$GeV<sup>2</sup> is very far away from the zero energy point. As stressed by Olin, FINUDA will attempt to measure $`K_L^0p`$ scattering reactions to 5% accuracy, however, in a fairly small momentum interval. The good news is that the theoretical machinery has considerably improved over the last years. First, the rigorous work by the Bern group on $`\pi ^+\pi ^{}`$ and $`\pi ^{}p`$ bound states can certainly be extended to the $`K^{}p`$ case (for that, a detailed investigation of electromagnetic corrections for $`K\pi `$ scattering has to be done – and is underway). Second, KN scattering has been considered based on SU(3) chiral Lagrangian using coupled channel techniques. In these approaches, one uses chiral symmetry to constrain the potentials between the various channels and with a few parameters (some from the chiral Lagrangian and other from the regularization), one can describe a wealth of data related to scattering, decays and also electromagnetic reactions. It would still be interesting to implement even stronger constraints on the KN system, such as the leading Goldstone boson loop effects. One particularly interesting outcome of these studies is that not only the $`\mathrm{\Lambda }(1405)`$ but also the $`S_{11}(1535)`$ are quasi–bound $`\overline{K}N`$ and $`K^+Y`$ states, respectively (as mentioned above). So it appears that more precise data as expected from DA$`\mathrm{\Phi }`$NE are timely and will contribute significantly to our understanding of three flavor meson–baryon dynamics.
## 4 The baryon number greater than one sector
I now turn to the nucleus, more precisely, to systems with more than one nucleon. The objects to be studied are hypernuclei, i.e. nuclei with one (or more) bound hyperon(s) (or even cascades) and also atomic and nuclear kaonic bound states. This is the realm of what is often called strangeness nuclear physics<sup>3</sup><sup>3</sup>3I prefer to call it strange nuclear physics because of the many “strange”, that is: interesting, phenomena happening in such systems.. Before discussing some specific examples, we have to address the following question:
### 4.1 Why “strange” nuclear physics?
The properties of hypernuclei are of course sensitive to the fundamental $`YN`$ and $`YY`$ (for strangeness $`S=2`$) interactions. A solid determination of interactions in such systems allows one e.g. to address the question of flavor SU(3) symmetry in hadronic interactions. Furthermore, one can study the weak interactions of baryons in the nuclear medium. Of special interest are novel mechanism like $`\mathrm{\Lambda }NNN`$, which have $`\mathrm{\Delta }S=1`$ and have parity conserving as well as parity violating components. This might eventually give some novel insight into the $`\mathrm{\Delta }I=1/2`$ rule. Electromagnetic production of hypernuclei is complementary to the usual hadronic mechanisms like e.g. stopping of kaons and thus one can access different levels and get a more complete picture of hypernuclear properties. One can also study the $`\overline{K}N`$ effective interaction or the kaon–nucleus interaction at rest in deeply bound kaonic states. Mesons and baryons with strangeness can also affect the nuclear equation of state significantly and thus might lead to interesting phenomena in astrophysics and relativistic heavy ion collisions. For these reasons (and others), an intense experimental program is underway or upcoming at KEK, BNL, Dubna, TJNAF and DA$`\mathrm{\Phi }`$NE, COSY and other labs.
### 4.2 Example 1: Non-mesonic decays of hypernuclei
Spectroscopy of $`\mathrm{\Lambda }`$–hypernuclei allows one to study the fundamental $`\mathrm{\Lambda }N`$ interaction. The weak decays of such nuclei give additional tests of elementary particle physics theories, as discussed in the talk by Ramos. In free space, the $`\mathrm{\Lambda }`$ decays into $`p\pi ^{}`$ and $`n\pi ^0`$, with a relative branching fraction of about 2. This is another manifestation of the $`\mathrm{\Delta }I=1/2`$ rule. In typical nuclei, the Fermi momentum is about 300 MeV, i.e. larger than nucleon momentum in the free $`\mathrm{\Lambda }`$ decay, $`p_N100`$MeV. Thus, the mesonic decay is Pauli blocked and new decay channels open, like the one–nucleon induced decay, $`\mathrm{\Lambda }nnn`$ and $`\mathrm{\Lambda }pp`$ with the corresponding partial width $`\mathrm{\Gamma }_n`$ and $`\mathrm{\Gamma }_p`$, respectively. Another non–mesonic channel is the 2N–induced decay, $`\mathrm{\Lambda }npnnp`$. In the one–pion-exchange (OPE) model, one can describe roughly the total non–mesonic decay rate, but for that one has to include form factors at the vertices as well as to account for the strong $`\mathrm{\Lambda }N`$ and $`NN`$ interactions in the final and initial state, respectively. The form factor dependence is particularly troublesome, since in a truly field theoretic description of one–boson–exchange, such a concept makes no sense. Also, in OPE tensor transitions are enhanced, which lets one expect that $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p`$ is small, quite in contrast to the experimental finding $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p1`$. As shown by Ramos, the inclusion of other mechanisms like exchanges of heavier mesons, correlated two–pion exchange or the two-nucleon induced decay do not resolve this problem. Even worse, calculations within seemingly equivalent models lead to very different results for the partial rates. So it seems mandatory to develop better models, based e.g. on the latest Nijmegen $`YN`$ potential or the upcoming improved Jülich model. I would like to issue two warnings here: First, as already remarked, the area of meson–exchange models supplemented by form factors is certainly at its end, more systematic effective field theory approaches will eventually take over. Such a change of dogma is presently happening on the level of the $`NN`$ force. Second, it should also be stressed that very few is known about the underlying $`YNM`$ couplings - this has been stressed in another context in ref..
### 4.3 Example 2: $`\mathrm{\Lambda }\mathrm{\Sigma }^0`$ mixing effects
An important effect in $`\mathrm{\Lambda }`$–hypernuclei is the mixing of the $`\mathrm{\Lambda }`$ with the $`\mathrm{\Sigma }^0`$. Consequences of this mixing were discussed by Akaishi and Motoba. It solves e.g. the overbinding problem in $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{5}`$He, which was pointed out by Dalitz and others long time ago. The $`0^+`$ level in $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{5}`$He moves to the correct binding energy due to the transition potential $`V_{\mathrm{\Lambda }N,\mathrm{\Sigma }N}(Q/e)V_{\mathrm{\Sigma }N,\mathrm{\Lambda }N}`$ taken e.g. from the Nijmegen potential (version D). Here, the operator $`Q`$ assures the Pauli principle and the energy denominator $`e`$ deviates from its free space version $`e_0`$ due to energy dissipation. It was also pointed out by Motoba that the $`\mathrm{\Lambda }\mathrm{\Sigma }^0`$ coupling in the $`0^+`$ states of $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$H and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He is significantly enhanced due to coherent addition of various components, which leads to a very strong and attractive $`NNNNN\mathrm{\Lambda }`$ three–body force. Of course, all these findings are very sensitive to the underlying $`YN`$ interaction, which can not yet be pinned down very reliably due to the lack of sufficiently many precise data.
### 4.4 Other interesting results
There were many other interesting developments, I just mention three examples:
* Friedman described work on deeply bound kaonic atomic states, which can be calculated by use of an optical potential, $`V_{\mathrm{opt}}`$. It was demonstrated that if this optical potential is obtained from a fit to the existing kaonic atom data, the predictions for the deeply bound states are independent of the precise form of $`V_{\mathrm{opt}}`$. These states can best be produced by the $`(\varphi ,K^+)`$ reaction for $`p_\varphi 170`$ MeV (which can e.g. be achieved in an asymmetric $`e^+e^{}`$ collider).
* Motoba and Imai discussed the possible role of the $`\mathrm{\Lambda }`$ as “glue” in the nucleus, leading to a shrinkage of nuclear radii. A particular example is $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{7}`$Li, which in a cluster model can be described by an alpha–particle plus $`\mathrm{\Lambda }`$–“core” surrounded by a neutron–proton pair. From the measurement of E2 and M1 transitions, one can deduce the radius, which indeed turns out smaller than the one of the equivalent system composed of nucleons only.
* As discussed by Imai, the H–dibaryon simply does not want to show up. Even after a long term dedicated effort to find this six quark state, no signal has been found. Despite its uniqueness, it seems to have the same fate as all predicted dibaryon – nonexistence.
## 5 Expectations for the next DA$`\mathrm{\Phi }`$NE workshop
With KLOE, FINUDA and DEAR hopefully soon producing data with the expected precision and experiments at other laboratories also supplying precision data, we can expect to discuss significant progress in our understanding of hadronic physics in the GeV region. On the theoretical side, apart from all the surprises to come, I mention a few topics which need to and will be addressed (this list is meant in no way to be exhaustive but rather reflects some of my personal preferences):
* In two as well as three flavor meson chiral perturbation theory, hadronic two loop calculations have been performed for a variety of processes. It has, however, become clear that at that accuracy one also needs to consider electromagnetic corrections. For the kaon decays to be measured at DA$`\mathrm{\Phi }`$NE and elsewhere, such calculation must also include the leptons. The corresponding machinery to perform such investigations is found in ref..
* The calculation of the properties of hadronic atoms has received considerable attention over the last years, triggered mostly by the precise data from PSI for pionic hydrogen and deuterium and the DIRAC experiment (“pionium”). The effective field theory methods, which have proven so valuable for these systems, should be extended to the cases of $`\pi ^{}K^+`$ and $`\pi ^{}d`$ bound states to learn more about SU(3) chiral symmetry and the isoscalar S–wave pion–nucleon scattering length, respectively.
* Better models, eventually guided by lattice gauge theory, are needed to understand the structure of the observed exotic states and scalar mesons. It would be valuable to combine the quark model with constraints from chiral symmetry and also channel couplings. Only then a unique interpretation of these states can be achieved. Needless to say that besides the spectrum one also has to calculate decay widths and so on.
* A new dispersion–theoretical analysis of the pion–nucleon scattering data, including also isospin breaking effects (beyond the pion, nucleon and delta mass splittings) is called for to get better constraints on the pion–nucleon scattering amplitude in the unphysical region and thus pin down the sigma term more reliably. Presently available partial wave analyses are not including sufficiently many theoretical constraints (or are based on an outdated data set).
* Chiral Lagrangian approaches to low energy kaon–nucleon interactions should be refined. So far, the necessary resummation methods start from the leading or next–to–leading order effective Lagrangian. Thus, only certain classes of loop graphs are included. I consider it mandatory to also include the leading effects of the meson cloud consistently. How this can be done in the (much simpler) pion–nucleon system is demonstrated in ref..
* The fundamental hyperon–nucleon interaction, which is not only interesting per se but also a necessary ingredient for the calculation of hypernuclei, has to be studied in more detail. As already mentioned, the Jülich group is presently working on a refined meson–exchange model. I also expect studies based on effective field theory to give deeper insight, for a first step see ref..
## Acknowledgements
I would like to thank the organizers, in particular Giorgio Capon, Gino Isidori and Giulia Pancheri, for setting up such an interesting meeting and making me attend all talks. Warm thanks also to the secretaries and staff, especially Laura Sirugo, for all their efforts and help. |
warning/0001/nlin0001035.html | ar5iv | text | # Lévy Anomalous Diffusion and Fractional Fokker–Planck Equation
## 1 Introduction
The Fokker–Planck equation is one of the classical, widely used equations of statistical physics. It describes a broad spectrum of problems related to the evolution of various dynamic systems under the influence of stochastic forces and has numerous applications, see, e.g. . Usually, the Fokker–Planck equation can be derived following the Langevin approach, that is, starting from the stochastic ”equation of motion” for the dynamic variable whose probability distribution we are interested. In this approach, the basic assumptions on the ”random force/source” in this equation of motion are usually that they have: (i) Gaussian statistics, and (ii) delta-correlated correlation. These two assumptions yield the (classical) Fokker–Planck equation.
These assumptions are physically motivated by the fact that the random source is a sum of a large number of independent identical random ”pulses”. If these quantities possess a finite variance, then, according to the Central Limit Theorem, the distribution of their sum tends to the normal law when the number of pulses go to infinity.
However, the Central Limit Theorem can be generalized for independent identically distributed (i.i.d.) random variables having non finite variance. Indeed, Lévy and Khintchine discovered a broader class of stable distributions. They correspond to the limit of normalized sums of i.i.d. stochastic variables. Each stable law has a characteristic index $`\alpha (0<\alpha 2)`$, often called the Lévy stability index or the Lévy index, which is the critical order for the convergence of statistical moments. Indeed, a statistical moment of a given stable law is finite only if its order $`\mu `$ is strictly smaller than its Lévy index $`\alpha `$ (i.e. $`\mu <\alpha `$). Every moment of order higher order (including: $`\mu =\alpha `$) are infinite or, as often said, divergent. The only exception is the normal distribution which corresponds to the particular stable law which has its Lévy’s index $`\alpha =2`$ and the exceptional property that all its moments are finite.
The classical and rather academic example of the application of the Lévy stable laws is the Holtzmark distribution which is the distribution function of the gravitational force created at a randomly chosen point by a given system of stars. It is assumed that the system of stars is a (statistically) homogeneous set of physical points which mutually interact according to the gravitation law. Using dimensional consideration it can be shown with a rather straightforward scaling argument that this distribution corresponds to a stable law with index $`\alpha =3/2`$. We will see (Sect.7) that the following developments allow to generalize broadly this result.
Some other examples of application in physics of stable distributions can be found in review papers and in references therein.
However, let us recall that presumably the most well known application of Lévy stable laws in physics corresponds to the anomalous diffusion associated with a Lévy motion, also often called a ’Lévy flight’ . Indeed, one expects that with a Lévy stable forcing the cloud of particles will spread much faster (for large times: $`t>>1`$) than for a brownian motion. More precisely, we will confirm that the radius $`r(t)`$ of the cloud, at time $`t`$, has the following scaling law:
$$r(t)t^{1/\alpha }$$
(1)
the lower bound being reached for the normal diffusion $`(\alpha =2)`$, Figs.1 and 2 display illustrations for comparison.
This scaling relation (Eq.1) is obviously incompatible with the Fokker-Planck equation, unless one substitutes a formal $`(\alpha /2)th`$ power of the Laplacian to the classical Laplacian, therefore considers a Fractional Fokker-Planck equation, as suggested by . Several authors, following different approaches, considered generalization of the Fokker-Planck equation in order to encompass the Lévy anomalous diffusion. On the one hand, particular cases of the Fractional Fokker-Planck equation were obtained . However, this is not the only way to generalize the Fokker-Planck equation in order to respect the anomalous scaling relation of (Eq.1. Indeed, based on Tsallis’s generalization of statistical mechanics, a nonlinear Fokker-Planck equation has been introduced and it was demonstrated that its solution respects also Eq.1. These approaches will be discussed and compared to ours in Sect. 6.
However, the interest in Lévy laws is not limited to anomalous diffusion. For instance, the rather large subclass of extremal $`1/f`$ or ”pink” Lévy noises have been attracting much attention in the framework of multifractal fields. Indeed, it was shown that they correspond to the attractive generators of ”universal multifractals”, which are the limit processes, under rather general conditions, of nonlinearly interacting i.i.d. multifractal processes. It is worthwhile to note that different techniques have been developed to simulate or analyse multifractal fields within the framework of Universal multifractals. Let us emphasize that the rather straightforward ”Double Trace Moment” technique yields rather directly an estimate of the Lévy index $`\alpha `$ of the generator.
Furthermore, in most recent developments of multifractal studies, in particular those related to predictability of multifractal processes , one needs having a kinetic equation for the generator, because the orientation of time axis becomes essential, contrary to earlier simulations, where the generator was obtained by isotropic (in time as well in space) fractional integration over a white noise.
As there is the need for a kinetic equation in the context of other examples/applications of Lévy laws in physics, this paper is devoted to establishing the corresponding ”Fractional Fokker–Planck” equation.
In this paper we consider the time evolution of a stochastic variable forced by a random source having a stable distribution, i.e. a generalized Langevin equation (Sect. 2.1). We derive the corresponding kinetic equation for the distribution function of this stochastic variable, i.e. the Fractional Fokker–Planck equation which has fractional space derivative instead of the usual Laplacian (Sect.2.2). We show that the expression of the Fractional Fokker–Planck equation is not unique (Sect.2.3) and determine its scale invariance group, as well as its scaling solutions (Sect.3). We also generalize the Einstein relation between the statistical exponents and the diffusion coefficient (Sect5). This helps us to clarify the physical meaning of the exponents characterizing a stable distribution. In Sect.6, we compare our approach to those followed by . Finally, we discuss (Sect.7) the possible applications of the theoretical results that we have obtained.
## 2 Fractional Fokker–Planck equation
### 2.1 Generalized Langevin equation
We start with the Langevin–like equation for a stochastic quantity $`X(t)`$:
$$\frac{dX(t)}{dt}=Y(t)$$
(2)
In the classical theory <sup>1</sup><sup>1</sup>1Following the approach of Einstein and Schmoluwski we neglect the inertial term for large time lags, and therefore consider the balance between viscous friction and forcing. of a Brownian motion, $`X(t)`$ is the location of Brownian particle under the influence of stochastic pulses $`Y(t)`$ <sup>2</sup><sup>2</sup>2These pulses correspond to a force divided by the friction coefficient, i.e. the inertial mass divided by the viscous relaxation time.. The statistical properties of this stochastic forcing will be specified below. We first need to derive an equation for the distribution function
$$p(x,t)=\delta [xX(t)]$$
(3)
where the brackets $`\mathrm{}`$ denote statistical averaging over stochastic force realisations. Due to the fact that the Dirac function is the Fourier transform of the unity, we have:
$$\delta [xX(t)]=_{\mathrm{}}^{\mathrm{}}\frac{dk}{2\pi }exp\{ik[xX(t)]\}$$
(4)
When averaged, Eq.4 yields merely that the probability is the inverse Fourier transform of the characteristic function $`Z_X(k,t)`$ (see the Appendix A for an alternative derivation exploiting more directly this property):
$$Z_X(k,t)=exp(ikX(t)])$$
(5)
$$p(x,t)=F^1[Z_X(k,t)]$$
(6)
where $`F`$ and $`F^1`$ denote respectively the Fourier–transform and its inverse:
$$F[f]=\widehat{f}(k)=_{\mathrm{}}^{\mathrm{}}𝑑xexp(ikx)f(x)F^1[\widehat{f}]=f(x)=_{\mathrm{}}^{\mathrm{}}\frac{dk}{2\pi }exp(ikx)\widehat{f}(k)$$
(7)
On the other hand, Eq.2 can be integrated into:
$$X(t)=X(0)+_0^t𝑑\tau Y(\tau )$$
(8)
Since we can assume <sup>3</sup><sup>3</sup>3Indeed, we are considering only the ’forward’ Fokker-Planck equation. without loss of generality that $`X(0)=0`$, we obtain the following equation:
$$\frac{p}{t}=F^1[\frac{}{t}exp\left[ik_0^t𝑑\tau Y(\tau )\right]]$$
(9)
Now, to make a further step, it is necessary to specify the statistical properties of the stochastic source. We consider the particular example when the source is represented as a sum of independent stochastic ”pulses” acting at equally spaced times $`t_j`$ <sup>4</sup><sup>4</sup>4See Sect.6 for an alternative corresponding to a power-law distribution of the waiting times :
$$Y(t)=\underset{j=0}{\overset{\mathrm{}}{}}Y_{j,\mathrm{\Delta }}\mathrm{\Delta }\delta (tt_j).$$
(10)
where $`t_0=0,t_{j+1}t_j=\mathrm{\Delta }`$ $`(j=0,1,2,\mathrm{}.)`$ and the pulses $`Y_{j,\mathrm{\Delta }}`$ are independent stochastic variables having stable Lévy distribution $`P\{Y_{j,\mathrm{\Delta }}\}`$ for all $`j`$ and which has the following characteristic function
$$Z_{Y_{j,\mathrm{\Delta }}}(k)=exp(ikY_{j,\mathrm{\Delta }})=exp\mathrm{\Delta }\left\{i\gamma kD|k|^\alpha \left[1i\beta \frac{k}{|k|}\omega (k,\alpha )\right]\right\}$$
(11)
where $`\alpha ,\beta ,\gamma ,D`$ are real constants ($`0<\alpha 2,1\beta 1,D0`$) and $`\omega (k,\alpha )`$ is defined as:
$$\alpha 1:\omega (k,\alpha )=tan\frac{\pi \alpha }{2};\alpha =1:\omega (k,\alpha )=\frac{\pi }{2}log|k|$$
(12)
$`\alpha `$ and $`\beta `$ classify the type of the stable distributions up to translations and dilatations: with given $`\alpha `$ and $`\beta `$, $`\gamma `$ and $`D`$ can vary without changing the type of a stable distribution. The parameter $`\alpha `$ characterizes the asymptotic behaviour of the stable distribution:
$$p(x)x^{1\alpha },x\mathrm{}$$
(13)
hence, corresponds to the critical order of moments for their divergence:
$$\mu \alpha :x^\mu =\mathrm{},$$
(14)
For (additive) walks $`\alpha `$ is also related to the fractal dimension of the trail , whereas for the generator of the (multiplicative) universal multifractals it measures their multifractality . The parameter $`\beta `$ characterizes the degree of asymmetry of distribution function. Indeed, if $`\beta =0`$, then negative and positive values of $`Y_{j,\mathrm{\Delta }}`$ occur with equal probabilities, while if $`\beta =1`$ or $`\beta =1`$ (maximally asymmetric distributions) then, for $`0<\alpha <1`$ and $`\gamma =0P\{Y_{j,\mathrm{\Delta }}\}`$ vanishes outside from $`[0,+\mathrm{}]`$ or respectively from $`[\mathrm{},0]`$ <sup>5</sup><sup>5</sup>5For $`\alpha >1`$, $`P\{Y_{j,\mathrm{\Delta }}\}`$ decays faster than an exponential on the corresponding half axis.. We already mentioned that maximal asymmetry is required for generators of universal multifractals; let us add that in this case the Laplace transform is more convenient than the Fourier transform. The nonzero value of $`\beta `$ implies the existence of a primary direction of the stochastic pulses (that is, the direction to plus or minus infinity), and thus the existence of a drift for particles in this direction. For more details concerning the properties of stable laws see, e.g. . The meaning of $`\gamma `$ and $`D`$ will be discussed and clarified below.
Now, using Eq.10 and the independence condition of the stochastic pulses $`Y_{j,\mathrm{\Delta }}`$ we get:
$$exp\left[ik_0^t𝑑\tau y(\tau )\right]=exp\left[ik\underset{j=0}{\overset{n}{}}Y_{j,\mathrm{\Delta }}\right]=\underset{j=0}{\overset{n}{}}expikY_{j,\mathrm{\Delta }}=exp(ikY_{j,\mathrm{\Delta }})^n$$
(15)
where $`n`$ is a number of pulses corresponding to the present time $`t=n\mathrm{\Delta }`$. Therefore , with the help of the equation of the characteristic function of the pulses (Eq.11), we obtain the characteristic function $`Z_X(k,t)`$ ( Eq.5) of the stable process:
$$Z_X(k,t)=exp\left[ik_0^t𝑑\tau Y(\tau )\right]=exp\left\{t\left[i\gamma kD|k|^\alpha \left(1i\beta \frac{k}{|k|}\omega (k,\alpha )\right)\right]\right\}$$
(16)
The fact that this process has stationary independent increments (i.e. pulses $`Y_{j,\mathrm{\Delta }}`$) gives the possibility to get directly Eq.16 without using any discretisation of $`Y(t)`$ as previously done (Eq.10). Such a derivation is presented in Appendix A.
Now inserting this expression of $`Z_X(k,t)`$ into Eq.9, one obtains:
$$\frac{p}{t}=_{\mathrm{}}^{\mathrm{}}\frac{dk}{2\pi }[i\gamma kD|k|^\alpha +i\beta D\omega (k,\alpha )k|k|^{\alpha 1}]Z_X(k,t)exp(ikx)$$
(17)
For the sake of the simplicity of notations, we will consider in the following only the case $`\alpha 1,or\beta =0`$. Therefore, Eq.12 reduces to:
$$\omega (k,\alpha )\omega (\alpha )=tan\frac{\pi \alpha }{2}$$
(18)
### 2.2 An expression of the Fractional Fokker–Planck Equation
One can see that in Eq.17 the following type of integrals appears $`F^1(|k|^\alpha Z_X]`$, which in fact correspond to fractional differentiations. Indeed, one may use Laplacian power for the Riesz’s definition of a fractional differentiation since for any function $`f(x)`$:
$$\mathrm{\Delta }f(x)=F^1(|k|^2\widehat{f}(k))$$
(19)
yields a rather straightforward extension:
$$(\mathrm{\Delta })^{\alpha /2}f(x)=F^1(|k|^\alpha \widehat{f}(k))$$
(20)
Then, Eq.17 yields:
$$\frac{p}{t}+\gamma \frac{p}{x}=D\left[(\mathrm{\Delta })^{\alpha /2}p+\beta \omega (\alpha )\frac{}{x}(\mathrm{\Delta })^{(\alpha 1)/2}p\right]$$
(21)
which for symmetric laws $`\beta =0`$ is a straightforward generalization of the classical Fokker–Planck equation, by:
$$\mathrm{\Delta }(\mathrm{\Delta })^{\alpha /2}$$
(22)
This also points out that the scale parameter $`D`$ of the Lévy distribution corresponds to the diffusion coefficient of the Fractional Fokker Planck equation. On the other hand, the second term in the left hand side of Eq.21 has an obvious physical meaning. Independently on the value of $`\alpha `$, it describes the convection of particles by the (constant) velocity $`\gamma `$. For $`\alpha >1,\gamma `$ corresponds furthermore to the mean value of the source $`Y(t)`$, whereas it is no more the case for $`\alpha 1`$ since the latter is no longer finite. In the latter case, the diffusion term has a a derivation order smaller or equal to the convection term. This confirms that the case $`\alpha =1`$ is indeed critical between two rather distinct regimes and it is more involved than other cases. Besides, it is worthwhile to note the role of the term (on the r.h.s.) related to asymmetry $`(\beta 0)`$. On the one hand, this term can be interpreted as an additional contribution to the convection due to existence of the preferred direction of the pulses related to $`(\beta 0)`$. On the other hand, such a flow is not proportional to $`p`$ (as the convective flow does) but rather to $`(\mathrm{\Delta })^{(\alpha 1)/2}p`$, which is rather typical for the diffusion flow. In some sense, due to this term the division of flows into convective and diffusion ones (as done in the standard Fokker–Planck equation) becomes rather questionable and presumably no longer relevant for the Fractional Fokker–Planck equation. One may note that a somewhat similar weakening of this distinction occurs also in the classical Fokker-Plank for nonlinear systems . On the other hand, it is easy to check that the Fractional Fokker–Planck equation is Galilean invariant, as is should be: the velocity of the moving framework just add to $`\gamma `$.
### 2.3 The non uniqueness of the expression of the Fractional Fokker-Planck Equation
One cannot expect to obtain a unique expression for the Fractional the Fokker-Planck equation, since there is not a unique generalization of the differentiation to a fractional order. Indeed, there exist various definitions of the fractional differentiation (see, e.g. and references therein) which are not equivalent. This will be illustrated by two examples in the next section. The first one is related to the fact that there are ’signed’ (fractional) differentiation and respectively ’unsigned’ (fractional) differentiations, i.e. differentiations which are not invariant and respectively invariant with the mirror symmetry $`xx`$. In the case of standard differentiation, the question of signs is fixed: ’signed’ and ’unsigned’ differentiations correspond merely to odd and respectively even orders of differentiation (hence the unique expression of the classical Fokker–Planck equation, which is of second order). This is no longer the case for fractional differentiations.
The second example corresponds to the fact that fractional differentiations are in fact defined by integration, and therefore can depend on the bounds of integration.
Nevertheless, we are convinced that the expression corresponding to Eq.21 is at the same time the simplest one to derive and the one whose physical significance is the most straightforward. On the other hand, let us emphasize that the existence of distinct expressions for the Fractional Fokker-Planck equation does not question the uniqueness of its solution. Indeed, these distinct expressions are equivalent because their solution should correspond to the unique probability density function corresponding to a given Langevin–like equation (Eq.2).
The non uniqueness could be rather understood in the following way: corresponding to the distinct fractional differentiations (and their corresponding fractional integrations), there should be distinct ways of solving the Fractional Fokker-Planck equation in order to obtain its unique solution.
### 2.4 Two alternative expressions of the Fractional Fokker-Planck Equation
Contrary to the unsigned fractional power of a Laplacian Eq.20, let us consider for instance the following ’signed’ fractional differentiation:
$$\frac{^\alpha }{x^\alpha }f(x)=F^1[(ik)^\alpha \widehat{f}(k)].$$
(23)
With the help of (i) the identity ($`\theta (k)`$ being the Heaviside function):
$$|k|^\alpha =k^\alpha [\theta (k)+(1)^\alpha \theta (k)]$$
(24)
and of (ii) the inverse Fourier transform of the Heaviside function:
$$F^1[\theta (k)]=\frac{1}{2}\delta (x)+\frac{1}{2\pi ix}$$
(25)
as well as of (iii) the property that a Fourier transform of a product corresponds to the convolution of the Fourier transforms, one derives from Eq.17 an another form of the Fractional Fokker–Planck equation.
$$\frac{p}{t}+\gamma \frac{p}{x}=D\left(cos\frac{\pi \alpha }{2}+\beta sin\frac{\pi \alpha }{2}tan\frac{\pi \alpha }{2}\right)\frac{^\alpha p}{x^\alpha }D(1\beta )sin\frac{\pi \alpha }{2}\frac{^\alpha }{x^\alpha }_{_{\mathrm{}}}^{^{\mathrm{}}}\frac{dx^{}}{\pi }\frac{p(x^{},t)}{xx^{}}$$
(26)
Indeed, with the help of the following determinations<sup>6</sup><sup>6</sup>6One may note that the existence of other determinations confirms the non uniqueness of the fractional derivative defined in eq.24. Furthermore, taking another determination will merely modify some prefactors in r.h.s. of Eq.26 $`(i)^\alpha =e^{i\frac{\alpha \pi }{2}},(1)^\alpha =e^{i\alpha \pi }`$, Eq.24 yields:
$$|k|^\alpha =(ik)^\alpha [\theta (k)e^{i\frac{\alpha \pi }{2}}+\theta (k)e^{i\frac{\alpha \pi }{2}}]$$
(27)
and with the help of Eqs.23,25,27, it is rather straightforward to derive Eq.26.
However, Eq.26 is already rather involved in the case $`\beta =0`$, whereas this case is obvious for the equivalent Eq.21:
$$\frac{p}{t}=\gamma \frac{p}{x}Dcos\frac{\pi \alpha }{2}\frac{^\alpha p}{x^\alpha }Dsin\frac{\pi \alpha }{2}\frac{^\alpha }{x^\alpha }_{_{\mathrm{}}}^{^{\mathrm{}}}\frac{dx^{}}{\pi }\frac{p(x^{},t)}{xx^{}}$$
(28)
the last term of the r.h.s. of Eq.28 is rather complex, whereas indispensable. Indeed, there is a need of signed second term to counterbalance the first signed term of Eq. 28, in order that the r.h.s. of Eq.28 will correspond to an unsigned differentiation (the fractional power of the Laplacian in Eq.21). Both terms correspond to the signed fractional differentiation of order $`\alpha `$ but whereas it is applied to $`p`$ in the former term, it is applied to an integration of a zero order of $`p`$ in the latter term. This zero order integration corresponds to the effective interaction of particles having a scaling law inversely proportional to the distance between them. An analogy with the interaction between dislocation lines can be mentioned. It is plausible that the collective effect corresponding to this the effective interaction of particles could be responsible of the large jumps which are so important in Lévy motions.
An other expression of the Fractional Fokker–Planck equation can be also obtained with the help of the Riemann–Liouville derivatives. The $`\mu `$-th order Riemann–Liouville derivatives on the real axis are defined as
$$(𝐃_+^\mu f)(x)=\frac{1}{\mathrm{\Gamma }(1\mu )}\frac{d}{dx}_{\mathrm{}}^x𝑑x^{}\frac{f(x^{})}{(xx^{})^\mu }(𝐃_{}^\mu f)(x)=\frac{1}{\mathrm{\Gamma }(1\mu )}\frac{d}{dx}_x^{^{\mathrm{}}}𝑑x^{}\frac{f(x^{})}{(tx^{})^\mu }$$
(29)
where $`𝐃_{}^\mu ,𝐃_+^\mu `$ are respectively the left-side and the right-side derivatives of fractional order $`\mu `$ ($`0<\mu <1)`$ and $`\mathrm{\Gamma }`$ is the Euler’s gamma-function. Appendix B gives a derivation of the corresponding expression of the Fractional Fokker–Planck equation which is:
$$\frac{p}{t}+\gamma \frac{p}{x}=D𝐃_+^{\alpha /2}𝐃_{}^{\alpha /2}pD\beta \omega (\alpha )\frac{}{x}𝐃_+^{(\alpha 1)/2}𝐃_{}^{(\alpha 1)/2}p$$
(30)
## 3 Scaling properties of the Fractional Fokker-Plank equation
Now let us return to one of the equivalent expressions (Eqs.21, 26, 30) of the Fractional Fokker-Plank equation and consider its scaling group properties which defines fundamental properties of its solutions. Without loss of generality we can assume $`\gamma =0`$. The scale transformation group can be written in the following manner:
$`t=\lambda t^{},x=\lambda ^\chi x^{},D=\lambda ^\kappa D^{}`$ (31)
$`p(x,t;\alpha ,\beta ,D)=\lambda ^\delta p((x^{},t^{};\alpha ,\beta ,D^{})`$ (32)
Here $`\chi ,\kappa ,\delta `$ are yet unknown exponents of the scale transformations which should leave invariant the Eqs.21, 26, 30. One may note that the subgroup not dealing with D transformations was used by in order to obtain the fractional order of differentiation of the Fractional Fokker-Planck equation corresponding to a symmetric stable processes (see Sect.6). Due to the further normalization condition for the distribution function, one obtains the following 2-parameters scale transformation group:
$$t=\lambda t^{},x=\lambda ^\chi x^{},D=\lambda ^{\alpha \chi 1}D^{}.$$
(33)
$$p(\lambda ^\chi x,\lambda t;\alpha ,\beta ,\lambda ^{\alpha \chi 1}D)=\lambda ^\chi p(x,t;\alpha ,\beta ,D).$$
(34)
$`\chi ,\lambda `$ being the arbitrary group parameters.
If furthermore the initial condition $`p(x,0)`$ is invariant under the scaling group (Eq.33), then the corresponding solution of Eqs.21, 26, 30 remains invariant under the action of this group for any other time. The simplest example of an invariant initial condition is $`p(x,0)=\delta (x)`$, which is of fundamental importance since it corresponds to the Green functions of Eqs.21, 26, 30.
Let us analyze the general properties of the invariant solutions in a similar way to renormalization group approach (analogous consideration was used in a more complex variant when calculating the spectrum of a compressible fluid ). Due to the fact that the scaling invariant solutions should satisfy the identity (Eq.34) for any value of the arbitrary parameters $`\lambda ,\chi `$, they could depend only on products of variables which are independent of them. Therefore, due to the relationships $`\alpha \chi \kappa 1=0`$ and $`\delta +\kappa =0`$, the scaling solutions are:
$$p(x,t)=\frac{1}{x}\mathrm{\Phi }\left(\frac{x^\alpha }{Dt}\right)\frac{1}{(Dt)^{\frac{1}{\alpha }}}\mathrm{\Psi }\left(\frac{x^\alpha }{Dt}\right)$$
(35)
where $`\mathrm{\Phi }(.)=p(1,.),\mathrm{\Psi }=p(.,1)`$ are arbitrary functions which are determined by the initial conditions. Therefore, Eq.35 represents the general form of the invariant solutions of the kinetic equation Eqs.21, 26, 30.
Eq. 35 can be obtained by first differentiating Eq.34 with respect to $`\lambda `$, and then, to $`\chi `$ and setting $`\lambda =1,\chi =1/\alpha `$. This yields the following system of equations:
$$t\frac{p}{t}+\frac{x}{\alpha }\frac{p}{x}=\frac{1}{\alpha }p,x\frac{p}{t}+D\alpha \frac{p}{D}=p$$
(36)
which are linear and therefore can be solved by the method of characteristics and their solution indeed correspond to Eq.35.
## 4 Some particular solutions
### 4.1 Explicit solutions
With the exception of the three following cases, there is no way to obtain an explicit expression of the solutions, with the initial condition $`f(x,0)=\delta (x)`$, of the Fractional Fokker-Plank equation (Eqs.21, 26, 30 in a closed form with the help of elementary functions:
1) $`\alpha =2`$ ($`\beta =0`$):
It corresponds to Gaussian distribution of the stochastic forcing and to the classical Fokker–Planck equation:
$$\frac{p}{t}+\gamma \frac{p}{x}=D\frac{^2p}{x^2}.$$
(37)
which solution is the normal distribution:
$$p(x,t)=\frac{1}{\sqrt{4\pi Dt}}exp\left[\frac{(x\gamma t)^2}{4Dt}\right]$$
(38)
2) $`\alpha =1,\beta =0`$:
It corresponds to a forcing having a Cauchy distribution and to the following Fractional Fokker-Planck equation:
$$\frac{p}{t}+\gamma \frac{p}{x}=D\frac{}{x}_{\mathrm{}}^{\mathrm{}}\frac{dx^{}}{\pi }\frac{p(x^{},t)}{x^{}x}.$$
(39)
The solution of Eq.39 with the initial condition $`f(x,0)=\delta (x)`$ is:
$$p(x,t)=\frac{Dt}{\pi }\frac{1}{(x\gamma t)^2+D^2t^2},$$
(40)
3) $`\alpha =1/2,\beta =1.`$
Then the expression displayed in Eq.26 of the Fractional Fokker-Planck equation takes then the form:
$$\frac{p}{t}+\gamma \frac{p}{x}=\sqrt{2}D\frac{^{1/2}p}{x^{1/2}}.$$
(41)
The solution of Eq.41 with the initial condition $`f(x,0)=\delta (x)`$ is:
$$p(x,t)=\theta (x\gamma t)\frac{Dt}{\sqrt{2\pi (x\gamma t)^{3/2}}}exp\left[\frac{D^2t^2}{2(x\gamma t)}\right],$$
(42)
It is easy to check that all the explicit stable distributions (Eqs.38, 40, 42) belong to the class of scale invariant solutions.
## 5 Generalization of Einstein relation and anomalous diffusion coefficient
The scaling analysis of the moments of the distribution function will lead to the generalization of the Einstein relation for the anomalous diffusion. However, there is an important difference, since moments of order larger than $`\alpha <2`$ will diverge and in particular: $`x^2=\mathrm{}`$. On the other hand, the motion remains mono-fractal, since all the moments $`x^\mu (0<\mu <\alpha )`$ will have the same scaling law.
The statistical moments of the distribution function of particles initially concentrated at the origin ($`p(x,0)=\delta (x)`$) correspond to :
$$x^\mu =_{\mathrm{}}^{\mathrm{}}𝑑xx^\mu _{\mathrm{}}^{\mathrm{}}\frac{dk}{2\pi }exp\left[ikxD|k|^\alpha t\left(ai\beta \frac{k}{|k|}tan\frac{\pi \alpha }{2}\right)\right],$$
(43)
In agreement with the scaling properties obtained in Sect.3), we have:
$$r_\mu (t)x^\mu ^{1/\mu }=(\alpha Dt)^{1/\alpha }C(\alpha ,\beta ,\mu )$$
(44)
which is obtained by renormalizing $`x`$ and $`k`$ by $`(Dt)^{1/\alpha }`$, i.e. by considering the following variables:
$$x_1=k(\alpha Dt)^{1/\alpha },x_2=\frac{x}{(\alpha Dt)^{1/\alpha }}$$
(45)
which yield from Eq.43 the following prefactor (depending neither on time nor on $`D`$) :
$$C(\alpha ,\beta ,\mu )=\{_{\mathrm{}}^{\mathrm{}}dx_2x_2^\mu _{\mathrm{}}^{\mathrm{}}\frac{dx_1}{2\pi }exp[ix_1x_2(\frac{|x_1|^\alpha }{\alpha }(1i\beta sgn(x_1)tan(\frac{\pi \alpha }{2}))]\}^{1/\mu }$$
(46)
It follows from Eq.44 that the scaling of $`r_\mu (t)`$ in respect to $`D`$ and $`t`$ is universal and does not depend on the order $`\mu `$ of the moment considered $`(\mu <\alpha )`$. Therefore the Einstein relation can be formulated in terms of any of the finite moments. Indeed, only the the numerical prefactor $`C(\alpha ,\beta ,\mu )`$ (Eq.46) depends on $`\mu `$, but neither on time nor on $`D`$.
The Gaussian case yields the classical Einstein formula :
$$r_2(t)=(2Dt)^{1/2}$$
(47)
Not surprisingly, Eq.44 confirms the fact, already pointed out on Eq.21, that $`D`$ does corresponds to a (generalized) diffusion coefficient.
On the other hand, let us confirm that the scaling behaviour (Eq.44) is independent of the initial distribution of the particles. This is due to the fact that the distribution with initial condition $`f(x,0)=\delta (x)`$ plays the role of the Green function for the distributions with other conditions, and therefore imposes its scaling on time and on $`D`$. This is easily confirmed with the help of Eq.35 which gives the general expression of the scaling probability densities:
$$r_\mu (t)=(Dt)^{1/\alpha }\stackrel{~}{C}(\alpha ,\beta ,\mu )$$
with:
$$\stackrel{~}{C}(\alpha ,\beta ,\mu )=\left\{_{\mathrm{}}^{\mathrm{}}𝑑\xi \xi ^{\mu 1}\mathrm{\Phi }(\xi ^\alpha )\right\}^{1/\mu }$$
(48)
## 6 Comparison with other approaches
As mentioned in Sect.1, particular cases of the Fractional Fokker-Planck equation were obtained , and on the other hand a Langevin-type equation has been obtained for the nonlinear Fokker-Planck equation whose solutions maximize the generalized q-entropy introduced by and exhibit a Levy-like anomalous scaling.
A Fractional Fokker-Planck equation was obtained by in the framework of the continuous time random walks (CTRW’s) model of anomalous diffusion . However, this method does not involve directly a Lévy process, but a walk sharing some common behaviour of the latter, without being equivalent to it. Indeed, the distribution of steps, which corresponds to the probability distribution of the pulses in the Langevin equation, is considered as a pure power-law. This corresponds only to the asymptotic behaviour of the Lévy distribution, i.e. its tails, and therefore takes into account only one of the Lévy law parameters. This nevertheless allows to establish scaling relations, therefore to determine the fractional order of differentiation (see however a remark below), but not to determine a precise expression of this fractional differentiation. This is already the case for its coefficient, i.e. the (fractional) diffusion coefficient of the Fokker-Planck equation, since scaling reasoning does not yield a relation with the scale parameter. Second, there is no simple way to deal with the skewness parameter $`\beta `$ when considering the probability distribution. Therefore, the corresponding non trivial term in the Fokker-Planck (Eqs.21, 26, 30) was not obtained by . On the contrary, in our approach the four parameters, which determine all the statistics of the pulses, are all taken into account in an exact and rather straightforward manner with the help of the characteristic function. On the other hand, show an easy generalization to both temporal and spatial memories is obtained by introduced a a second (generalized) Langevin equation for the waiting times, which introduces a Fractional Fokker-Planck equation for the latter. However, let us point out that the usual scaling reasoning does not apply in a straightforward manner due to the divergence of moments associated to the power-law of the Lévy probability distribution. Indeed, one cannot consider the scaling of the variance of the distance $`r^2(s)`$ traveled by a particle after $`s`$ steps, because it is a divergent statistical moment, i.e. equals to infinity, as soon as $`\alpha 2`$. One has to consider moments of order $`\mu <\alpha `$, which are not only finite but are furthermore monoscaling (Sect. 5). This last property means that the scaling of the $`\mu th`$ root of moment of order $`\mu `$ is independent of this order, and therefore explains why the (mono-) scaling reasoning works.
In a recent article a different form of fractional Fokker-Planck was introduced with the help of a phenomenological and interesting modification of the classical Fick law into a fractional Fick law, which is discussed in details. The question of the existence of a corresponding Langevin–like equation remains open. Some integral convergence problem imposes that the power-law exponent of the probability distribution tails belongs to $`]1,2]`$. This exponent would correspond to the Lévy stability index $`\alpha `$ the solution of this fractional Fokker-Planck was a Lévy motion. However, this is not exactly the case, although it seems at first glance rather similar to it. Indeed the corresponding characteristic function (see Eqs. 14-15 of Ref. involves $`k^\alpha `$ instead of $`(ik)^\alpha `$ for the characteristic function of a Lévy motion (Eq. 11). The difference is more obvious when considering the asymmetric extension, either on the proposed Fokker-Planck equation (Eq. 17 of Ref. or on the characteristic function (Eq. 19 of Ref.), since it does not include the non trivial asymmetric term that we put in evidence (Eqs.21, 26, 30). Nevertheless, it corresponds to an interesting variant of asymmetric diffusion, which solutions could be rather close to stable Levy distributions.
An essentially different generalization of the Fokker-Planck equation was obtained by for anomalous diffusion. Indeed, showed that the solutions of the nonlinear Fokker-Planck equation introduced by , maximize the generalized q-entropy , and correspond to a well defined Lévy-like anomalous diffusion, but with a finite variance and non zero correlation. Both properties, which seem relevant and desirable for many applications, in particular for the transport in porous media, are not satisfied by a Lévy motion.
Furthermore, demonstrated that the corresponding Langevin-like equation has the particularity that the random forces are modulated by a given power of the probability distribution. This corresponds to a macroscopic feedback to the microscopic kinetics, which is absent in our Langevin equation.
In comparison with these different works, we followed a rather distinct approach since we started with a Langevin-like equation with random forces which are exact stable Levy processes, which can be symmetric as well as asymmetric, and with no limitation on the possible values of the Levy index $`\alpha `$. The particular case corresponding the symmetric stable processes was previously inferred by . However, we showed that in the more general case of asymmetric stable processes, a new non-trivial term appears which has a rather intermediate role between diffusion and convection (see Sect.2.2). Furthermore, the use of the characteristic function allowed us to obtain a generalization of Einstein’s formula. We also clarify the fact that different expressions of the same Fractional Fokker-Planck equation are obtained, depending on the type of fractional differentiation which is used.
On the other hand, the conjecture issued by that ’further unification can be possibly achieved by considering the generic case of a nonlinear Fokker-Planck -like equation with fractional derivatives’ should be closely examined, as well as the fractional time evolution suggested by Fogedby, Compte.
## 7 Examples of applications
### 7.1 Generalisation of the Holtzmark distribution
In the introduction of this paper, we recalled that the gravitational force resulting from randomly and homogeneously distributed point masses which acts on a given test point mass has has a stable symmetrical law with $`\alpha =3/2`$. One may note that a similar problem arises with charged particles and electrostatic forces. However, the distribution of masses in the Universe is rather inhomogeneously distributed, e.g. on a fractal set of fractal dimension $`D_F1.2.`$ (see for discussion and a multifractal analysis). Let us extend the original result of Holtzmark to the case of particles distributed on a (possibly fractal) space of dimension $`d`$ and which mutually interact according to a scaling law $`1/L^r`$, $`L`$ being the distance between two particles, e.g. the collective force $`𝐟`$ acting on the randomly chosen particle of unit mass located at $`𝐱`$, which results from the distribution of masses $`m_k`$ at points $`𝐱^{(k)}`$, has the following type <sup>7</sup><sup>7</sup>7by ’type’, we mean that most of the algebraic details of the following equation are irrelevant, only its scaling properties are relevant. :
$$𝐟(𝐱)=\underset{k}{}m_k\frac{𝐱^{(k)}𝐱}{|𝐱𝐱^{(k)}|^{r+1}}$$
(49)
Due to the linearity of Eq.49, the superposition $`([m+m^{}])`$ of two independent mass distributions ($`[m]`$ and $`[m^{}]`$) yields a force having the same probability distribution as the one of the sum of the two forces resulting from each of mass distribution, i.e.:
$$𝐟([m])+𝐟([m^{}])\stackrel{\mathrm{d}}{=}𝐟([m+m^{}])$$
(50)
on the other hand, the fact that the mass is concentrated on a fractal set of dimension $`D_F`$, it should scale in the following manner with the (space) scale resolution $`\lambda `$, i.e. the ration $`\lambda =\frac{L}{l}`$ of the outer scale $`L`$ over the inner scale $`l`$ of the fractal set, in particular in the limit $`\lambda \mathrm{}`$ :
$$m_\lambda =m_1\lambda ^{D_F}$$
(51)
which implies with the help of Eq.49 the following scaling for the forces:
$$f_\lambda [m_l]\stackrel{\mathrm{d}}{=}\lambda ^rf_1[m_l]\stackrel{\mathrm{d}}{=}\left(\frac{m_l}{m_1}\right)^{r/D_F}f_1[m_l]$$
(52)
which together with Eq.50 demonstrates that $`f_\lambda [m_\lambda ]`$ has a (symmetric) Lévy stable distribution, with a Lévy index $`\alpha =D_F/r`$.
With this Lévy index value for the random forces, and neglecting their interrelations (which will be studied elsewhere), we may define the random velocity of the test mass as defined by Eq.2, and its probability distribution by Eq.21.
### 7.2 The anomalous diffusion of a passive scalar by a two-dimensional turbulence
Let us consider the velocity field $`v_i(𝐱)`$ resulting from point-like vortices:
$$v_i(𝐱)=\underset{k}{}\frac{\kappa }{2\pi }\frac{\epsilon _{ij}(x_jx_j^{(k)})}{|𝐱𝐱^{(k)}|^2}$$
(53)
where $`\kappa `$ is the intensity of the vortices, $`\epsilon _{ij};ij=1,2`$ is the fundamental antisymmetric tensor, $`𝐱^k`$ is the location of the $`k^th`$ vortex. Following we assume that the vortices are distributed on a fractal set of fractal dimension $`D_F`$. We are therefore in the situation of the generalization of Holtzmark distribution and indeed Eq. 53 is of the type of Eq. 49 with $`r=1`$. Therefore, $`𝐯[(\kappa )]`$ has a Lévy probability distribution with $`\alpha =D_F`$. one may note that this result can be obtained by using straightforward calculations of the characteristic function in the manner analogous to . The main distinction is that the fractal distribution of the vortices had be taken into account.
Therefore, the diffusion of a passive scalar in $`2D`$ turbulence created by a fractal set of point–like vortices is defined by Eq.21 with $`\gamma =\beta =0`$ and $`\alpha =D_F`$. It points out the interest of using Fractional Fokker–Planck equation for the analysis of the diffusion processes of particles in turbulent media.
### 7.3 Multifractal modeling
However, as noted in the introduction, the most appealing area of application of the Fractional Fokker–Planck equation could be for $`3D`$ turbulence. Indeed it should play a key role for the definition of the generators of dynamic universal multifractals . Let us first recall some basic features of static universal multifractals, i.e. defined only on space. The corresponding field, e.g. the flux of energy $`F_\lambda `$ at higher and higher resolution $`\lambda =\frac{L}{l}`$, should respect the multiplicative property of the scale ratio, i.e.:
$$F_{\mathrm{\Lambda }=\lambda \lambda ^{}}=F_\lambda T_\lambda (F_\lambda ^{})$$
(54)
where $`T_\lambda `$ is a scale contraction operator of ratio $`\lambda `$, which in the simplest case is the isotropic self-similar contraction ($`T_\lambda (𝐱)=\lambda ^1𝐱`$). Therefore $`F_\mathrm{\Lambda }`$ might be defined with the help of the generator $`\mathrm{\Gamma }`$ of this group , more precisely speaking by the exponentiation of the latter which satisfies the following additive property:
$$\mathrm{\Gamma }_{\mathrm{\Lambda }=\lambda \lambda ^{}}=\mathrm{\Gamma }_\lambda +T_\lambda (\mathrm{\Gamma }_\lambda ^{})$$
(55)
In order to satisfy the multiscaling power law:
$$\lambda (1,\mathrm{\Lambda }):F_\lambda ^q\lambda ^{K(q)}$$
(56)
the generator should have a logarithmic scale divergence:
$$\mathrm{\Gamma }_\lambda \mathrm{log}\lambda $$
(57)
this latter condition is obtained by a convolution of a given the Green’s function $`g`$ over a white-noise $`\gamma _\lambda `$ (called the ’sub-generator’):
$$\mathrm{\Gamma }_\lambda =g\gamma _\lambda $$
(58)
In the case of universal multifractals the sub-generator is an extremely asymmetric and centered Lévy stable with a Lévy index $`\alpha `$ and the condition of logarithmic of divergence (for a $`D`$dimensional isotropic process) corresponds to:
$$g^\alpha (\underset{¯}{x})\underset{¯}{x}^{\alpha .D_H};D_H=\frac{D}{\alpha }$$
(59)
However, in order to take into account the causality for time-space processes , it is rather more interesting to consider a differentiation operator, i.e. to consider $`g^1`$ rather than $`g`$, i.e.:
$$g^1(\underset{¯}{x},t)\mathrm{\Gamma }_\mathrm{\Lambda }(\underset{¯}{x},t)=\gamma _\mathrm{\Lambda }(\underset{¯}{x},t)$$
(60)
Furthermore, in order to take into account the difference of scaling in space and time, the time and respectively space orders of differentiation should be different. Therefore, the following type of differential equation were considered:
$$g^{\frac{\alpha }{D_{el}}}=\frac{}{t}+(\mathrm{\Delta })^{1H_t}$$
(61)
where the ’elliptical dimension of the space’ $`D_{el}=D+1H_t`$ is the effective space-time dimension, $`D`$ is the dimension of the space cut and $`H_t`$ corresponds to the deviation of the time scaling in comparison to the time scaling. The Fractional Fokker-Plank equation (Eq.21) suggests that the following fractional operators could be as well considered:
$$g^{\frac{\alpha }{D_{el}}}=\frac{}{t}+(\mathrm{\Delta })^{1H_t}+\beta \omega (\alpha )\frac{}{𝐱}(\mathrm{\Delta })^{(1H_t1)/2}$$
(62)
and for any value of $`\beta `$ the evolution of the generator has a microscopic interpretation with the help of the corresponding Langevin equation, i.e. it points out that Eq.58 corresponds to a (generalized) path integral.
## 8 Conclusions
The original results obtained in this paper are the following:
1. the Fractional Fokker–Planck equation, i.e. the kinetic equation describing anomalous diffusion in response to a stochastic forcing having a Lévy stable distribution, which can be symmetric, as well as asymmetric,
2. the a physical interpretation of all the parameters of the Lévy stable distributions, due to a precise determination of the coefficients of the Fractional Fokker–Planck equation,
3. the scale transformation group of the Fractional Fokker–Planck equation, as well as corresponding scaling solutions,
4. the universal dependence of the distribution function moments on the diffusion coefficient and time,
5. some preliminary examples of applications, including a generalisation of the Holtzmark distribution, two-dimensional diffusion of a passive scalar and multifractal modeling of intermittent fields.
We compare these results with particular cases obtained by , as well as their relations to a nonlinear Fokker-Planck equation introduced by whose solutions exhibit an anomalous Lévy-like diffusion .
In summary, we believe that the kinetic equation obtained will be useful for studying various physical systems with non-Gaussian statistics.
## 9 Acknowledgments
This paper was supported by International Association under the project INTAS-93-1194 and by the State Committee on Science and Technologies of Ukraine, grant No 2/278.\]. We acknowledge stimulating discussions with Academician S.V.Peletminsky and Prs. J. Brannan, J. Duan, Yu.L.Klimontovich, M. Larcheveque and S. Lovejoy. We thank Pr. N.G. Van Kampen for his very careful reading of earlier versions of this paper. We are grateful to two anonymous referees for their helpful comments and stimulating suggestions.
## Appendix A Another Way to Derive the Fractional Fokker-Plank Equation.
Here we present another approach to the derivation of Eq.16. Let be the probability distribution function $`p(x,t)`$ of $`x(t)`$ which obeys Eq.2 and having first characteristic function $`Z_X(k,t)`$:
$$p(x,t)=F^1[Z_X(k,t)]$$
(A.1)
Due to the linearity of the Fourier transform and the fact that the one considered applies only in space, not in time:
$$\frac{p}{t}=F^1\left(\frac{Z_X(k,t)}{t}\right)$$
(A.2)
If the pulses $`Y_{dt}(t)^{}s`$ for infinitesimal time lag $`dt`$ are independent and identically distributed variables for any arbitrary time $`t`$, and have a second characteristic function $`dtK_Y(k)`$:
$$Z_Y{}_{dt}{}^{}(k,t)=exp[idtK_Y(k)]$$
(A.3)
then $`X(t)`$ has independent increments and:
$$Z_X(k,t)=exp[itK_Y(k)]$$
(A.4)
The demonstration of Eq. A.4 is rather straightforward, but can be also obtained with the help of the time discretisation which we used in order to obtain Eq.15.
Inserting Eq.(A.4) into Eq.(A.2) we get
$$\frac{p}{t}=F^1[iK_y(k)Z_X(k,t)]$$
(A.5)
The particular case of Lévy stable pulses $`Y(t)`$ corresponds to
$$K_Y(k)=\gamma k+iD|k|^\alpha \left[1i\beta \frac{k}{|k|}\omega (k,\alpha )\right]$$
(A.6)
therefore, we immediately get Eq.17, and we only need to interpret $`|k|^\alpha `$ and $`k|k|^{\alpha 1}`$ in the physical space, as done in Sect.2.
## Appendix B Fractional Fokker–Planck Equation in Terms of Riemann–Liouville Derivatives.
The $`\mu `$-th order Riemann–Liouville derivatives on the infinite axis are defined as
$$(𝐃_+^\mu )(x)=\frac{1}{\mathrm{\Gamma }(1\mu )}\frac{d}{dx}_{\mathrm{}}^x𝑑t\frac{f(t)}{(xt)^\mu }$$
(B.1)
$$(𝐃_{}^\mu )(x)=\frac{1}{\mathrm{\Gamma }(1\mu )}\frac{d}{dx}_x^{\mathrm{}}𝑑t\frac{f(t)}{(tx)^\mu }$$
(B.2)
where $`𝐃_+^\mu ,𝐃_{}^\mu `$ are respectively the left–side and the right–side derivatives of fractional order $`\mu `$ ($`0<\mu <1),\mathrm{\Gamma }`$) is the Euler’s gamma–function.
The Fourier–transforms of the fractional derivatives (B.1), (B.2) are the following:
$$F(𝐃_\pm ^\mu f)=(ik)^\mu \widehat{f}(k)$$
(B.3)
where $`\widehat{f}(k)`$ is a Fourier transform of $`f(x)`$, and we have:
$$(ik)^\mu =|k|^\mu exp\left(\frac{\mu \pi i}{2}signk\right)$$
(B.4)
where $`\mu `$ is real and which yields:
$$𝐃_+^\mu 𝐃_{}^\mu f=F^1\left[(ik)^\mu (+ik)^\mu \widehat{f}_k\right]=F^1\left[k^{2\mu }\widehat{f}_k\right]=F^1\left[|k|^{2\mu }\widehat{f}_k\right]$$
(B.5)
therefore
$$𝐃_+^{\alpha /2}𝐃_{}^{\alpha /2}f=F^1\left[|k|^\alpha \widehat{f}_k\right]$$
(B.6)
i.e.:
$$𝐃_+^{\alpha /2}𝐃_{}^{\alpha /2}f=(\mathrm{\Delta })^{\alpha /2}$$
(B.7)
Eq. B.7 establishes the equivalence between Eq.21 and Eq.30.
## |
warning/0001/cond-mat0001289.html | ar5iv | text | # Destruction of long-range antiferromagnetic order by hole doping
## Abstract
We study the renormalization of the staggered magnetization of a two-dimensional antiferromagnet as a function of hole doping, in the framework of the t-J model. It is shown that the motion of holes generates decay of spin waves into ”particle-hole” pairs, which causes the destruction of the long-range magnetic order at a small hole concentration. This effect is mainly determined by the coherent motion of holes. The value obtained for the critical hole concentration, of a few percent, is consistent with experimental data for the doped copper oxide high-$`T_c`$ superconductors.
PACS: 74.25.Ha, 75.40.Cx, 75.50.Ep
One of the interesting features of the copper oxide high-$`T_c`$ superconductors is the dramatic reduction, with doping, of the long-range magnetic order of their parent compounds.<sup>1</sup> The undoped materials, e.g. $`La_2CuO_4`$, are antiferromagnetic (AF) insulators. Doping, e.g., in $`La_{2\delta }Sr_\delta CuO_4`$, introduces holes in the spin lattice of the $`CuO_2`$ planes, and the long-range AF order is destroyed at a small hole concentration, $`\delta _c0.02`$. The $`CuO_2`$ planes are described by a spin-1/2 Heisenberg antiferromagnet on a square lattice, with moving holes that strongly interact with the spin array. The motion of holes generates spin fluctuations that tend to disrupt the AF order. It has been shown that hole motion produces strong effects on the magnetic properties, leading in particular to significant softening and damping of the spin excitations as a function of doping.<sup>2-5</sup> The critical concentration $`\delta _c`$ where long-range magnetic order disappears has often been identified with the concentration where the spin wave velocity vanishes. However important damping effects occur, which have to be taken into account. In particular, all spin waves become overdamped at a concentration well below the one for which the spin wave velocity vanishes, suggesting that the long-range AF order may disappear at a smaller concentration.<sup>5</sup> The critical hole concentration $`\delta _c`$ is provided by the vanishing of the staggered magnetization order parameter.
In this work we use the t-J model to calculate the doping dependence of the staggered magnetization of a two-dimensional antiferromagnet, and determine the critical hole concentration $`\delta _c`$. It is shown that the motion of holes generates decay of spin waves into ”particle-hole” pairs, leading to broadening of the spin-wave spectral function. This broadening gives rise to a drastic reduction of the staggered magnetization and the disappearance of the long-range order at low doping, in agreement with experiments. Such a process was suggested some years ago by Ramakrishnan.<sup>6</sup> The vanishing of the staggered magnetization as a consequence of doping, has already been studied in the t-J model by Gan and Mila,<sup>7</sup> considering the scattering of spins by moving holes, and by Khaliullin and Horsch$`,^8`$ considering spin disorder introduced by the incoherent motion of holes.
We describe the copper oxide planes with the t-J model,
$$H_{tJ}=t\underset{<i,j>,\sigma }{}(c_{i\sigma }^{}c_{j\sigma }+H.c.)+J\underset{<i,j>}{}(𝐒_i𝐒_j\frac{1}{4}n_in_j),$$
(1)
where, $`𝐒_i=\frac{1}{2}c_{i\alpha }^{}\sigma _{\alpha \beta }c_{i\beta }`$ is the electronic spin operator, $`\sigma `$ are the Pauli matrices, $`n_i=n_i+n_i`$ and $`n_{i\sigma }=c_{i\sigma }^{}c_{i\sigma }`$. To enforce no double occupancy of sites, we use the slave-fermion Schwinger Boson representation for the electron operators $`c_{i\sigma }=f_i^{}b_{i\sigma }`$, where the slave-fermion operator $`f_i^{}`$ creates a hole and the boson operator $`b_{i\sigma }`$ accounts for the spin, subject to the local constraint $`f_i^{}f_i+_\sigma b_{i\sigma }^{}b_{i\sigma }=2S`$. For zero doping, the model $`(1)`$ reduces to a spin-1/2 Heisenberg antiferromagnet, exhibiting long-range Néel order at zero temperature. The Néel state is represented by a condensate of Bose fields $`b_i=\sqrt{2S}`$ and $`b_j=\sqrt{2S}`$, respectively in the up and down sub-lattices, and the bosons $`b_i=b_i`$ and $`b_j=b_j`$ are then spin-wave operators on the Néel background. After Bogoliubov-Valatin transformation on the boson Fourier transform $`b_𝐤=v_𝐤\beta _𝐤^{}+u_𝐤\beta _𝐤`$, with $`u_𝐤=\left[\left((1\gamma _𝐤^2)^{1/2}+1\right)/2\right]^{1/2}`$, $`v_𝐤=\mathrm{sgn}(\gamma _𝐤)\left[\left((1\gamma _𝐤^2)^{1/2}1\right)/2\right]^{1/2}`$, and $`\gamma _𝐤=\frac{1}{2}\left(\mathrm{cos}k_x+\mathrm{cos}k_y\right)`$, we arrive at the effective Hamiltonian
$$H=\frac{1}{\sqrt{N}}\underset{𝐪,𝐤}{}f_𝐪f_{𝐪𝐤}^{}\left[V(𝐪,𝐤)\beta _𝐤+V(𝐪𝐤,𝐤)\beta _𝐤^{}\right]+\underset{𝐤}{}\omega _𝐤^0\beta _𝐤^{}\beta _𝐤,$$
(2)
having $`S=1/2`$ and $`N`$ sites in each sub-lattice. In $`(2)`$, the first term, with $`V(𝐪,𝐤)=zt\left(\gamma _𝐪u_𝐤+\gamma _{𝐪+𝐤}v_𝐤\right)`$, represents the interaction between holes and spin waves resulting from the motion of holes with emission and absorption of spin waves, and the second term describes spin waves for a pure antiferromagnet, with dispersion $`\omega _𝐤^0=(zJ/2)\left(1\gamma _𝐤^2\right)^{1/2}`$, $`z`$ being the lattice coordination number ($`z=4`$).
The staggered magnetization is given by
$$M=<S_{}^z><S_{}^z>=2<S_{}^z>,$$
(3)
with
$$<S_{}^z>=\underset{iS()}{}<S_i^z>,$$
where the sum is over the up sub-lattice. Using the Schwinger boson representation for the spin operator $`S_i^z=\frac{1}{2}(c_i^{}c_ic_i^{}c_i)`$, and the boson condensation associated to the Néel state, one has $`S_i^z=(1h_i^{}h_i)(Sb_i^{}b_i)`$, which, after Bogoliubov-Valatin transformation, leads to
$$M=(1\delta )\left[M_0\mathrm{\Delta }M\right],$$
(4)
where
$$M_0=2\left[NS\underset{𝐤}{}v_𝐤^2\right]$$
(5)
is the staggered magnetization for a pure antiferromagnet, and
$`\mathrm{\Delta }M`$ $`=`$ $`2{\displaystyle \underset{𝐤}{}}[(u_𝐤^2+v_𝐤^2)<\beta _𝐤^{}\beta _𝐤>`$ (6)
$`+u_𝐤v_𝐤(<\beta _𝐤\beta _𝐤>+<\beta _𝐤^{}\beta _𝐤^{}>)].`$
The prefactor in $`\left(4\right)`$ accounts for the spin dilution due to doping, being negligible for small hole concentrations. In $`(5)`$, the order parameter is considerably reduced by quantum fluctuations, to $`0.6\times 2NS`$. With zero doping the expectation values in $`(6)`$ vanish and $`\mathrm{\Delta }M=0`$. However, in a doped system the motion of holes generates spin fluctuations, giving rise to nonzero expectation values in $`(6)`$, even at zero temperature, and then $`\mathrm{\Delta }M0`$.
In order to calculate the staggered magnetization for the doped system, we need the spin-wave Green’s functions, defined as $`D^+(𝐤,tt^{})=i𝒯\beta _𝐤(t)\beta _𝐤^{}(t^{})`$, $`D^+(𝐤,tt^{})=i𝒯\beta _𝐤^{}(t)\beta _𝐤(t^{})`$, $`D^{}(𝐤,tt^{})=i𝒯\beta _𝐤(t)\beta _𝐤(t^{})`$, $`D^{++}(𝐤,tt^{})=i𝒯\beta _𝐤^{}(t)\beta _𝐤^{}(t^{})`$, where $``$ represents an average over the ground state. The spin-wave Green’s functions satisfy the Dyson equations: $`D^{\mu \nu }(𝐤,\omega )=D_0^{\mu \nu }(𝐤,\omega )+_{\gamma \delta }D_0^{\mu \gamma }(𝐤,\omega )\mathrm{\Pi }^{\gamma \delta }(𝐤,\omega )D^{\delta \nu }(𝐤,\omega )`$, where $`\mu ,\nu =\pm `$. The free Green’s functions are $`D_0^+(𝐤,\omega )=1/(\omega \omega _𝐤^0+i\eta )`$, $`D_0^+(𝐤,\omega )=1/(\omega \omega _𝐤^0+i\eta )`$, $`D_0^{}(𝐤,\omega )=D_0^{++}(𝐤,\omega )=0`$, $`(\eta 0^+)`$, and $`\mathrm{\Pi }^{\gamma \delta }(𝐤,\omega )`$ are the self-energies generated by the interaction between holes and spin waves. We calculate the spin-wave self-energies in the self-consistent Born approximation (SCBA), which corresponds to consider only ”bubble” diagrams with dressed hole propagators, as illustrated in Figure 1. These diagrams describe decay of spin waves into ”particle-hole” pairs. The spin-wave self-energies can then be written in terms of the hole spectral function, $`\rho (𝐪,\omega )`$, as
$$\mathrm{\Pi }^{\gamma \delta }(𝐤,\omega )=\frac{1}{N}\underset{𝐪}{}U^{\gamma \delta }(𝐤,𝐪)\left[Y(𝐪,𝐤;\omega )+Y(𝐪𝐤,𝐤;\omega )\right],$$
(7)
with
$$Y(𝐪,𝐤;\omega )=_0^+\mathrm{}𝑑\omega ^{}_{\mathrm{}}^0𝑑\omega ^{\prime \prime }\frac{\rho (𝐪,\omega ^{})\rho (𝐪𝐤,\omega ^{\prime \prime })}{\omega +\omega ^{\prime \prime }\omega ^{}+i\eta },$$
and, $`U^{}(𝐤,𝐪)=U^{++}(𝐤,𝐪)=V(𝐪,𝐤)V(𝐪𝐤,𝐤)`$, $`U^+(𝐤,𝐪)=V(𝐪𝐤,𝐤)^2`$, $`U^+(𝐤,𝐪)=V(𝐪,𝐤)^2`$. The relations $`\mathrm{\Pi }^+(𝐤,\omega )=\mathrm{\Pi }^+(𝐤,\omega )`$ and $`\mathrm{\Pi }^{}(𝐤,\omega )=\mathrm{\Pi }^{++}(𝐤,\omega )`$ are verified, the last implying $`D^{}(𝐤,\omega )=D^{++}(𝐤,\omega )`$. The SCBA provides a spectral function for the holes,<sup>9-15</sup> that is composed of a coherent quasi-particle peak and an incoherent continuum, taking the approximate forms, respectively, $`\rho ^{coh}(𝐪,\omega )=a_0\delta (\omega \epsilon _𝐪)`$ with $`a_0\left(J/t\right)^{2/3}`$, and $`\rho ^{incoh}(𝐪,\omega )=h\theta (|\omega |zJ/2)\theta (2zt+zJ/2|\omega |)`$ with $`h\left(1a_0\right)/2zt`$, the energies are measured with respect to the Fermi level, and the quasi-holes fill up a Fermi surface consisting of pockets, of approximate radius $`q_F=\sqrt{\pi \delta }`$ , located at momenta $`𝐪_i=(\pm \pi /2,\pm \pi /2)`$ in the Brillouin zone, the quasi-particle dispersion being, near $`𝐪_i`$, written as $`\epsilon _𝐪=\epsilon _{min}+(𝐪𝐪_i)^2/2m`$, with an effective mass $`m1/J`$. The self-energies will then present three contributions, $`\mathrm{\Pi }^{\gamma \delta }(𝐤,\omega )=\mathrm{\Pi }_{c,c}^{\gamma \delta }(𝐤,\omega )+\mathrm{\Pi }_{c,ic}^{\gamma \delta }(𝐤,\omega )+\mathrm{\Pi }_{ic,ic}^{\gamma \delta }(𝐤,\omega )`$, corresponding, respectively, to transitions of holes within the coherent band, between the coherent and incoherent bands, and within the incoherent band. We have calculated the different contributions to lowest order in the hole concentration $`\delta `$.
The change in the staggered magnetization induced by the interaction between holes and spin waves $`(6)`$, is written in terms of the spin-wave Green´s functions, as
$`\mathrm{\Delta }M`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{2}{(1\gamma _𝐤^2)^{1/2}}}{\displaystyle _0^+\mathrm{}}{\displaystyle \frac{d\omega }{2\pi }}[2\mathrm{I}\mathrm{m}D^+(𝐤,\omega )`$ (8)
$`\gamma _𝐤\mathrm{Im}(D^{++}(𝐤,\omega )+D^{}(𝐤,\omega ))].`$
To lowest order in the hole concentration $`\delta `$, $`(8)`$ gives
$`\mathrm{\Delta }M`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{2}{(1\gamma _𝐤^2)^{1/2}}}[{\displaystyle \frac{\gamma _𝐤}{2\omega _𝐤^0}}\mathrm{Re}\mathrm{\Pi }^{}(𝐤,\omega _𝐤^0)`$ (9)
$`+{\displaystyle _0^+\mathrm{}}{\displaystyle \frac{d\omega }{\pi }}({\displaystyle \frac{\mathrm{Im}\mathrm{\Pi }^+(𝐤,\omega )}{(\omega +\omega _𝐤^0)^2}}+\gamma _𝐤{\displaystyle \frac{\mathrm{Im}\mathrm{\Pi }^{}(𝐤,\omega )}{\omega ^2(\omega _𝐤^0)^2}})].`$
Evaluating $`(9)`$, one finds that the behavior of the staggered magnetization is essentially determined by the coherent motion of holes, and moreover, that it is governed by the imaginary part of the self-energies, i.e., the contributions
$`\mathrm{Im}\mathrm{\Pi }_{c,c}^\pm (𝐤,\omega )`$ $`=`$ $`zJ\sqrt{\delta }a_0^2\left({\displaystyle \frac{t}{J}}\right)^2{\displaystyle \frac{1}{\sqrt{\pi }k(1\gamma _𝐤^2)^{1/2}}}F^\pm (𝐤,\omega )`$
$`\times \left[\sqrt{1s^2(g)}\theta (1|s(g)|)\sqrt{1s^2(g)}\theta (1|s(g)|)\right],`$
with
$`F^{}(𝐤,\omega )`$ $`=`$ $`\left[\mathrm{cos}(k_xg)+\mathrm{cos}(k_yg)\right]\gamma _𝐤\left[\mathrm{cos}k_x\mathrm{cos}(k_xg)+\mathrm{cos}k_y\mathrm{cos}(k_yg)\right],`$
$`F^+(𝐤,\omega )`$ $`=`$ $`[(\mathrm{cos}k_x\mathrm{cos}k_y)(\mathrm{cos}(gk_x)\mathrm{cos}(gk_y))/2`$
$`(1\gamma _𝐤^2)^{1/2}(\mathrm{sin}k_x\mathrm{sin}(gk_x)+\mathrm{sin}k_y\mathrm{sin}(gk_y))2(1\gamma _𝐤^2)],`$
where $`s(g)=(1g)k/2q_F`$ and $`g=2\omega /Jk^2`$, while
$$\mathrm{Re}\mathrm{\Pi }_{c,c}^{}(𝐤,\omega _𝐤^0)=zJ\delta a_0^2\left(\frac{t}{J}\right)^2\frac{\gamma _𝐤k^2}{8(1\gamma _𝐤^2(k/2)^4)}\frac{(\mathrm{sin}^2k_x+\mathrm{sin}^2k_y)}{(1\gamma _𝐤^2)^{1/2}}.$$
Regarding the incoherent contributions,
$`\mathrm{Im}\mathrm{\Pi }_{c,ic}^\pm (𝐤,\omega )+\mathrm{Im}\mathrm{\Pi }_{ic,ic}^\pm (𝐤,\omega )=zJ\sqrt{\delta }(1a_0)^2{\displaystyle \frac{\pi }{32}}`$
$`\times `$ $`\left[\left({\displaystyle \frac{\omega }{4J}}1\right)I_1(\omega )+\left(4{\displaystyle \frac{t}{J}}+1{\displaystyle \frac{\omega }{4J}}\right)I_2(\omega )+4{\displaystyle \frac{t}{J}}{\displaystyle \frac{a_0}{(1a_0)}}I_3(\omega )\right]`$
$`\times `$ $`\left[{\displaystyle \frac{1}{2\sqrt{\pi }}}{\displaystyle \frac{k^3}{(1\gamma _𝐤^2)^{1/2}}}\theta (2q_Fk)+\sqrt{\delta }G^\pm (𝐤){\displaystyle \frac{(\mathrm{sin}^2k_x+\mathrm{sin}^2k_y)}{(1\gamma _𝐤^2)^{1/2}}}\theta (k2q_F)\right],`$
with
$`G^{}(𝐤)=\gamma _𝐤,G^+(𝐤)=1+(1\gamma _𝐤^2)^{1/2},`$
$`I_1(\omega )=\theta (\omega /4J1)\theta (2t/J+1\omega /4J),`$
$`I_2(\omega )=\theta (\omega /4J12t/J)\theta (4t/J+1\omega /4J),`$
$`I_3(\omega )=\theta (2t/J+1/2\omega /4J)\theta (\omega /4J1/2),`$
is one to two orders of magnitude smaller than $`\mathrm{Im}\mathrm{\Pi }_{c,c}^\pm (𝐤,\omega )`$, while
$`\mathrm{Re}\mathrm{\Pi }_{c,ic}^{}(𝐤,\omega _𝐤^0)+\mathrm{Re}\mathrm{\Pi }_{ic,ic}^{}(𝐤,\omega _𝐤^0)=zJ\sqrt{\delta }(1a_0)^2{\displaystyle \frac{t}{J}}{\displaystyle \frac{1}{4}}\left[\mathrm{ln}2+{\displaystyle \frac{a_0}{1a_0}}\mathrm{ln}\left(1+4{\displaystyle \frac{t}{J}}\right)\right]`$
$`\times \left[{\displaystyle \frac{1}{2\sqrt{\pi }}}{\displaystyle \frac{k^3}{(1\gamma _𝐤^2)^{1/2}}}\theta (2q_Fk)+\sqrt{\delta }\gamma _𝐤{\displaystyle \frac{(\mathrm{sin}^2k_x+\mathrm{sin}^2k_y)}{(1\gamma _𝐤^2)^{1/2}}}\theta (k2q_F)\right],`$
is of the same order of magnitude as $`\mathrm{Re}\mathrm{\Pi }_{c,c}^{}(𝐤,\omega )`$, though smaller.
As a result, we find that the staggered magnetization $`(4)`$, calculated with $`(9)`$, is strongly reduced with doping, vanishing at a small hole concentration, as illustrated in Figure 2. The reduction of the staggered magnetization is generated by the imaginary part of the self-energies, $`\mathrm{Im}\mathrm{\Pi }^\pm `$, which imply broadening of the spin-wave spectral function. The real part of the self-energy, $`\mathrm{Re}\mathrm{\Pi }^{}`$, gives rise to an increase of the staggered magnetization, which however is one order of magnitude smaller than the decrease due to the imaginary part of the self-energies. The increase of the staggered magnetization arising from the real part of the self-energy results from the coherent motion of holes, while the incoherent motion leads to a decrease, though with a smaller amplitude. We find a critical hole concentration that for $`t/J=3`$ is $`\delta _c0.07`$, whereas for $`t/J=4`$ is $`\delta _c0.05`$. The value for $`\delta _c`$, of a few percent, is consistent with experimental data for the copper oxide high-$`T_c`$ superconductors. The critical hole concentration $`\delta _c`$ is smaller than the hole concentration leading to the vanishing of the spin wave velocity (e.g., $`\delta _{sw}0.23`$ for $`t/J=3`$), or the concentration at which all spin waves become overdamped ($`\delta ^{}0.17`$ also for $`t/J=3`$), in the same approach.<sup>5</sup> This is because the staggered magnetization is specially influenced by the strong damping effects induced by hole motion. Khaliullin and Horsch<sup>8</sup> did not consider damping effects, and concluded that the long-range order disappears as a result of the incoherent motion of holes, however having estimated a decrease of the staggered magnetization due to the incoherent motion of holes that is over one order of magnitude larger than the one calculated by us. Gan and Mila<sup>7</sup> studied the effects of damping on the staggered magnetization, though considering the scattering of spins by holes, i.e. a four-particle interaction with ”uncondensed” bosons. Our results, giving the vanishing of the magnetization for a hole concentration where the spin wave velocity is still finite, suggest that, even when long-range order has disappeared, strong AF correlations persist, which allow spin wave excitations to exist, for length scales less than the magnetic correlation length. This is in fact experimentally observed.<sup>1</sup>
In conclusion, we have shown that the staggered magnetization of a two-dimensional antiferromagnet is significantly reduced as a function of doping due to the strong interaction between holes and spin waves. The motion of holes generates decay of spin waves into ”particle-hole” pairs, leading to the destruction of the long-range magnetic order at a small hole concentration. This effect is mainly determined by the coherent motion of holes. The calculated critical hole concentration is in agreement with experimental data for the doped copper oxide high-$`T_c`$ superconductors.
We also note that NMR measurements, reported in Ref. 16, show damping of the low-energy spin excitations in the doped $`CuO_2`$ planes due to “particle-hole” excitations, which supports the mechanism for destruction of the long-range order presented in this work.
We thank T. Imai for bringing Ref. 16 to our attention.
References:
fdias@alf1.cii.fc.ul.pt
<sup>1</sup>R.J. Birgeneau and G. Shirane, in Physical Properties of High Temperature Superconductors, ed. D.M. Ginzberg (World Scientific, New Jersey, 1990).
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Figure Captions:
FIG. 1. Spin-wave self-energies in the SCBA.
FIG. 2. The staggered magnetization per spin vs hole concentration for different values of t/J. |
warning/0001/astro-ph0001510.html | ar5iv | text | # INFLUENCE OF THE TACHOCLINE ON SOLAR EVOLUTION
## 1. INTRODUCTION
The presence of a shear layer connecting the differential rotation of the convective zone to the solid rotation of the radiative zone is now well established by helioseismic inversions (Figure 1 and ). Both its location and width are more and more constrained and seem to be $`0.691\pm 0.004`$ $`R_{}`$ and less than 0.05 $`R_{}`$, respectively. Today, there are several hydrodynamical or MHD descriptions of this shear layer and its extension but none is definitive , , . In these models the motions in the tachocline are either turbulent or laminar, involve magnetic field or are purely hydrodynamical. In this paper we discuss the basic ideas supporting the dynamical description of this transition layer. First, in Section 2 we recall the physical processes acting in this layer and summarize the different approaches with an emphasis on Spiegel and Zahn’s description invoking a nonlinear anisotropic turbulence. In Section 3, using the prescription of Spiegel and Zahn for the amplitude of the vertical velocity in the tachocline and Chaboyer and Zahn for the chemical mixing and evolution, we build solar models including a macroscopic diffusivity $`D_T`$, which are compared to the most recent helioseismic data and surface abundance observations for <sup>7</sup>Li, <sup>9</sup>Be and <sup>3</sup>He/<sup>4</sup>He ratio. Finally, we summarize our results and conclude in Section 4.
## 2. THE SOLAR TACHOCLINE
The transition layer between the convective and radiative zones (Figure 1) plays a crucial role in our understanding of stars such as the Sun because it simultaneously involves several physical features, such as:
* the strong shear associated with the transition from differential to solid rotation, which may generate turbulence,
* a turbulent interface with the convection zone above, which may produce internal waves , ,
* the possible presence of magnetic field, of fossile origin , or linked with the 11-year cycle ,
* the proximity of the thermonuclear burning zone of lithium 7 and beryllium 9.
In this section we shall concentrate on some specific points concerning the tachocline and we will not deal with the full complexity of this transition layer.
The presence of a latitudinal differential rotation at the base of the convection zone induces a latitudinal temperature gradient $`\mathrm{\Omega }(\theta )T(\theta )`$. Without any limitating process this temperature gradient will diffuse inwards, on a thermal diffusion time scale, enforcing differential rotation deep into the radiative interior of the Sun. As we already stated, however, helioseismic observations indicate a uniform rotation profile in the radiation zone, and thus we have to find which processes could hinder this diffusion.
There are different possibilities and first and foremost is the stable stratification of the radiation zone. This effect would indeed slow down the spread of the tachocline, but in spite of that, the layer would still extend to one third of the radius in the present Sun, as estimated by Spiegel and Zahn , which is far too much. Thus another process must be invoked to explain the observed thinness of the tachocline.
One possibility is the presence of a magnetic field in the radiation zone, as advocated by Gough and McIntyre . Their model is promising, but it has not yet been worked out in detail: it remains to be seen how the poloidal field threads into the convection zone, and avoids imposing differential rotation throughout the radiative interior.
Another possibility has been suggested by Spiegel and Zahn . If the latitudinal shear is unstable, it could generate anisotropic turbulence which would tend to reduce the differential rotation, and hence prevent the spread of the tachocline. It is not clear whether the solar tachocline is linearly unstable: when one applies the criterion derived by Watson to an angular velocity profile of the type $`\mathrm{\Omega }1\alpha _1\mathrm{sin}^2\lambda `$, where $`\lambda `$ is the latitude, linear instability requires $`\alpha _1>0.29`$, which is larger than the solar value $`\alpha _10.25`$. It appears, however, that a law of the type $`\mathrm{\Omega }1\alpha _1\mathrm{sin}^2\lambda \alpha _2\mathrm{sin}^4\lambda `$, closer to the latitudinal dependence drawn from helioseismic inversions (see Fig. 1) would be more sensitive to such instability . Furthermore, a toroidal magnetic field of sufficient strength would also act to destabilize the flow, as shown by Gilman and Fox . In any case, the Reynolds number is so high that such a differential rotation would be liable to finite amplitude instability, as can be infered from laboratory experiments .
It has been argued by Gough and McIntyre that turbulence does not necessarily reduce the shear of differential rotation: in the Earth’s atmosphere the transport of angular momentum would even imply a negative viscosity. But there the transport is achieved mainly through Rossby waves, and it is not clear whether this can be applied to the solar tachocline.
Admittedly, this important issue is still a matter of debate, and it may be settled only by comparing the models’ predictions with the observed properties of the Sun. This is why we have chosen to draw all observable consequences from the model which has been worked out in sufficient detail to allow such a test, namely the turbulent tachocline proposed by Spiegel and Zahn . We will show that the mixing induced in this model improves both the sound speed profile (reduction of the peak below the convection zone) and the surface light element abundances, confirming the need of introducing macroscopic processes in solar models -.
## 3. MIXING IN THE SOLAR TACHOCLINE: PHYSICAL DESCRIPTION
Macroscopic mixing may be treated in solar models by adding an effective diffusivity $`D_T`$ in the equation for the time evolution of the concentration of chemical species. To establish this coefficient for the tachocline, we use the description by Spiegel and Zahn , where anisotropic turbulence is responsible for stopping the spread of the layer. This anisotropic diffusion will also interfere with the advective transport of chemicals. Chaboyer and Zahn have shown that the result is a diffusive transport in the vertical direction. Using their result, Brun, Turck-Chièze and Zahn derived the following expression for the macroscopic diffusivity:
$$D_T(r)=\frac{4}{405}\nu _H\left(\frac{d}{r_{bcz}}\right)^2\mu _4^6Q_4^2\mathrm{exp}(2\zeta )\mathrm{cos}^2(\zeta )+\text{higher order terms}$$
(1)
with $`Q_4=\stackrel{~}{\mathrm{\Omega }}_4/\mathrm{\Omega }`$, $`\stackrel{~}{\mathrm{\Omega }}_4`$ characterizing the differential rotation rate, $`\mu _4=4.933`$, $`\zeta =\mu _4(r_{bcz}r)/d`$ a non-dimensional depth,
$$d=r_{bcz}(2\mathrm{\Omega }/N)^{1/2}(4K/\nu _H)^{1/4}$$
(2)
a length related to the tachocline thickness $`h`$ (e.g $`hd/2`$), $`r_{bcz}`$ the radius, $`\mathrm{\Omega }`$ the angular velocity and $`K=\chi /\rho c_p`$ the radiative diffusivity at the base of the convective zone. The horizontal component of the macroscopic diffusivity $`D_H`$ is assumed to be equal to the horizontal viscosity $`\nu _H`$. In our solar models, we treat $`h`$ (hence $`d`$) as an adjustable parameter, chosen to agree with the helioseismic determination of the tachocline thickness $`h0.05R_{}`$ . With the latitudinal dependence of the angular velocity at the base of the convection zone deduced from Thompson et al. , $`\mathrm{\Omega }_{bcz}/2\pi =45672x^242x^4`$ nHz (with $`x=\mathrm{sin}\lambda `$), we have reestimated the coefficient $`Q_4=1.707\times 10^2`$, as well as the ratio between the rotation in the deep radiative zone and the equatorial rate $`\mathrm{\Omega }/\mathrm{\Omega }_0=0.9104`$. The prediction by Gough and Sekii for the latter, who consider instead the magnetic stresses, is $`0.96`$; presently, the seismic observations suggest a rotational ratio of $`0.94\pm 0.01`$ , which is intermediate between these two theoretical estimates.
An analysis of the dependence of our $`d`$ and $`D_T`$ with the global and differential rotation rates yields
$$D_T\nu _H\left(\frac{d}{r_{bzc}}\right)^2Q_i^2\mathrm{\Omega }\nu _H^{1/2}(\widehat{\mathrm{\Omega }}/\mathrm{\Omega })^2,d\mathrm{\Omega }^{1/2}/\nu _H^{1/4}.$$
where we have used equations (1) and (2). Assuming that the turbulent viscosity is proportional to the differential rotation (i.e., $`\nu _H\widehat{\mathrm{\Omega }}`$), as suggested by the laboratory experiments , and introducing the dependence of the differential rotation on rotation observed by Donahue, Saar and Baliunas ($`\widehat{\mathrm{\Omega }}\mathrm{\Omega }^{0.7\pm 0.1}`$), we finally obtain the following scalings
$$D_T\mathrm{\Omega }^{0.75\pm 0.25},d\mathrm{\Omega }^{(1.30.1)/4}.$$
We conclude that the tachocline mixing was stronger in the past both because that layer was thicker and because the diffusivity was larger. We render the mixing in the tachocline time dependent, through $`D_T(\mathrm{\Omega }(t))`$ and $`d(\mathrm{\Omega }(t))`$, by using the spin-down law $`\mathrm{\Omega }t^{1/2}`$ which was deduced by Skumanich from the rotation rate of stellar clusters of different ages.
## 4. RESULTS
Starting from the reference model of Brun, Turck-Chièze and Morel built with the CESAM code , we introduce for this study the nuclear reaction <sup>7</sup>Li(p,$`\alpha `$)<sup>4</sup>He proposed by Engstler et al. and the coefficient $`D_T`$ (Eq. 1) in the diffusion equation of chemical species, and we follow the time evolution of the solar model from the pre-main sequence (PMS) until 4.6 Gyr. The results are shown in the Table 1 and Figures 2-5 (see Ref. for a more detailed discussion). We use a tachocline thickness $`h`$ of 0.05 or 0.025 $`R_{}`$, $`N`$ of 100 or 25 $`\mu `$Hz and $`\mathrm{\Omega }`$ of 0.415 $`\mu `$Hz. Our standard model has a surface abundance for helium of 0.2427 in mass, corresponding to an <sup>4</sup>He difffusion of 10.8%. This value of Y<sub>s</sub> is a bit too low if we compare with the Basu and Antia value for the OPAL equation of state , Y$`{}_{s}{}^{}=0.249\pm 0.003`$.
When introducing our diffusive coefficient, we mix helium back into the convection zone, inhibiting the microscopic diffusion up to 25% and producing a photospheric <sup>4</sup>He$`{}_{s}{}^{}=0.2473`$ (cf. Table 1, models $`A`$ and $`B`$). As expected, the composition profile is smoother and flattens over the distance $`h`$ below the convective zone (see Figure 2).
The effect on the sound speed is displayed in Figure 3. When the macroscopic transport is neglected, the squared sound speed difference reveals a peak just below the convection zone, coinciding with the tachocline (solid line). Macroscopic diffusion acts to reduce this peak, but when one recalibrates the model to yield, e.g., the present abundance of heavy elements ($`Z/X=0.0245\pm 0.002`$), the effect is rather minor. On the other hand, if the heavy elements are let free to adjust, within the observational uncertainties, the peak is completley removed, leaving only a broad bump culminating at 0.6 $`R_{}`$, which presumably is due to another cause (long dashed line).
The two light elements <sup>7</sup>Li and <sup>9</sup>Be are extremely sensitive to mixing processes occuring in stars because their nuclear burning temperatures are rather low (respectively, 2.5 $`10^6`$, and 3.2 $`10^6`$ K) . The new observational constraints can only be satisfied if those chemical species are mixed in a rather thin layer below the convective zone, in order to preserve <sup>9</sup>Be, which is very little depleted according to Balachandran and Bell . This is the case with our tachocline model. However, if the mixing had proceeded in the past at the same rate as in the present Sun, <sup>7</sup>Li would have been depleted only by a factor $`4`$, which is insufficient to account for the photospheric lithium abundance ( and references therein). But the thickness of the tachocline and the strength of mixing have been larger in the past, when the Sun was rotating faster. This effect is included in the models labeled with the index $`t`$ (as $`B_t`$), whose evolution was calculated with the time-dependent diffusivity of Eq. (4).
In Table 1 we give the initial over present ratio of <sup>7</sup>Li and <sup>9</sup>Be and show in Figure 4 the radial profile of <sup>7</sup>Li and <sup>9</sup>Be normalized to the surface abundance. We clearly see that the mixing process modifies the distribution of lithium but not that of beryllium (exception being the flat plateau for the mixed models in comparison with the “pure” diffusive one). With the coefficients $`B`$ more <sup>7</sup>Li is burned than with $`A`$, and we also see that the time dependence (models with index $`t`$) improves the <sup>4</sup>He surface abundance as well as the <sup>7</sup>Li depletion, where a value of $``$ 100 is obtained without destroying <sup>9</sup>Be or increasing too much the <sup>3</sup>He/<sup>4</sup>He surface ratio over the past 3 Gyr, as deduced by Geiss and Gloeckler from meteorites and solar wind abundance measurements (see Table 1).
In Figure 5 we show the lithium depletion occurring during the Sun’s evolution for the different models presented, plus a model without any diffusion. Clearly, only the diffusive models including mixing in the tachocline yield a substantial depletion during main sequence evolution, in agreement with the observations (superimposed with their inherent dispersion on the theoretical curves). Note that the strong time dependent mixing with $`N=25`$ (models $`B_t`$, $`C_t`$ and $`B_{tz}`$) presents a reasonable value of the solar <sup>7</sup>Li depletion ($``$ 100).
However the lithium depletion during the PMS is probably overestimated due to the crude spin-down law we have adopted. A more detailed analysis of these phases is under study, including metallicity effects and more appropriate angular momentum evolution during this phase.
Our results show the interest to follow together the photospheric abundance of the four elements <sup>3</sup>He, <sup>4</sup>He, <sup>7</sup>Li, <sup>9</sup>Be, and to examine their sensitivity to the microscopic, as well as the macroscopic, processes. This study encourages the introduction of macroscopic processes in stellar evolution models, and demonstrates the crucial role of the thin tachocline layer below the convective zone.
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warning/0001/math0001028.html | ar5iv | text | # Topology Change and Vector Modules on Noncommutative Surfaces of Rotation
## I Introduction
Noncommutative geometry has been proposed by many people as a candidate for the formulation of quantum gravity, principally because it combines the noncommutative structure of quantum mechanics with the geometrical structure of general relativity. Noncommutative geometry has also been proposed in the membrane picture of particle mechanics.
There are two main tasks in noncommutative geometry: The first is to find a one-parameter set of algebras $`𝒜(\epsilon )`$ which are noncommutative for $`\epsilon 0`$ and commutative when $`\epsilon =0`$. We require that we can embed $`𝒜(\epsilon =0)`$ into $`C(,)`$ the commutative algebra of complex valued function on a manifold $``$. Here $`\epsilon `$ plays the rôle of $`\mathrm{}`$ in quantum mechanics. This is similar to the quantisation of Poisson manifolds and investigations of $``$-products. We call $`𝒜(\epsilon )`$ the noncommutative version of $``$, although it is the algebra not the manifold which fails to commute. Thus if $``$ is the sphere $`𝒜(\epsilon )`$ is called the noncommutative sphere . In this article $``$ will be a surface of rotation. For a function $`\rho :`$ we generate a surface of rotation by rotating the section of the graph $`y=\rho (x)`$ which is below the $`x`$-axis, about the $`x`$-axis. Thus the corresponding algebra $`𝒜(\epsilon )`$ is called the noncommutative surfaces of rotation (from now on this phrase is abbreviated to NCSR). These are defined in section II and were first described in , together with some simple facts such as their Poisson structure and representations.
The second task is to write down the objects studied in differential geometry, such as tangent bundles, cotangent bundles, exterior algebras, metric tensors, connections and curvature, in terms of elements of the algebra $`C(,)`$ and then extend these definitions for $`𝒜(\epsilon )`$.
There are two key properties required of tangent vector fields. Firstly that they should be derivatives, i.e. follow Leibniz rule, and secondly that they should form a module over the algebra of functions. (That is one can multiply a vector with a scalar to give another vector.) It turns out that for noncommutative geometry these two properties are incompatible, and one must choose either to have vectors which are derivatives, or vectors which form a module.
The standard method is to choose vectors which form derivatives . If the underlying algebra $`𝒜`$ is a matrix algebra then it is easy to show that all such vectors are inner. That is if $`\xi :𝒜𝒜`$ such that $`\xi (fg)=\xi (f)g+f\xi (g)`$ for all $`f,g𝒜`$ then there exists $`h𝒜`$ such that $`\xi =\mathrm{ad}_h`$ where $`\mathrm{ad}_hf=[h,f]=hffh`$. Clearly if $`\xi `$ is inner then $`f\xi `$ is not inner. In section IV.3 we show that the same is true for the algebra of functions on a NCSR.
In the author gives an alternative method of defining tangent vectors on the noncommutative sphere. These vectors do form a (one sided) module over the noncommutative sphere but are derivatives only in the commutative limit. That is $`\xi (fg)=\xi (f)g+f\xi (g)+O(\epsilon )`$. This article may be seen as the result of giving a NCSR a vector bundle structure similar to that defined for the sphere in .
One consequence of giving a NCSR a vector bundle structure is topology change. The idea that quantum gravity should lead to topology change is not new, but up to now has been quite vague. The topology change described here is quite simple. It consists of two or more disjoint surfaces each topologically equivalent to the sphere coalescing to form one such surface. Looking at figure 1 we see that as a curve is raise and lowered the corresponding surface of rotation has a different number of disjoint connected components. This is an example from Morse theory.
### I.1 Structure of article
We start in section II with a review of NCSR. It is necessary to define three separate but related algebra $`𝒜^C`$, $`𝒜^R`$ and $`𝒜^N`$. It is $`𝒜^R`$ which is closest to the algebra defined in . All three algebras are defined with respect to a $`C^1`$ real function $`\rho `$ and a parameter $`\epsilon >0`$. For $`𝒜^R`$ a third parameter $`R`$ is given. In section II.1 we give the finite dimensional unitary representations of these three algebras.
When $`\epsilon =0`$ the algebras $`𝒜^C`$, $`𝒜^R`$ and $`𝒜^N`$ become commutative algebras. In section II.2 we give a topological meaning to the algebra $`𝒜^R`$. This algebra forms a dense subalgebra of $`C(,)`$ the algebra of complex valued continuous functions from the surface of rotation $``$. The surface $``$ which depends on $`\rho `$ and $`R`$ is a collection of disjoint surface, each surface topologically equivalent to the sphere. If the curve $`\rho `$ has more than one local minima then the number of disjoint surface and hence topology of $``$ will depend on $`R`$. This can be seen in figure 1.
The limit as $`\epsilon 0`$ of the commutator in $`𝒜^R(\rho ,\epsilon )`$ gives $``$ a Poisson structure. In fact this structure is symplectic. This is calculated in section II.3, and this is used to write the exterior derivative, metric, hodge dual and Laplace equation in a form easiest to convert to the noncommutative case.
Throughout sections III and IV we assume that $`\rho `$ is trivial, that is, amongst other requirements, that it has just one local minima. Thus all corresponding surfaces $`(\rho ,R)`$ will be connected and there is no change in topology to different $`R`$. However since $`\rho `$ is trivial we can define the algebra $``$, which depends on $`\rho `$ and $`\epsilon >0`$. An important subalgebra of $``$ is $`𝒜^N`$.
The representation of $``$, given in section III.1, is a Hilbert space $`𝒢`$ called a trivial multi-topology lattice, since it may be thought of as a two dimensional lattice. This lattice is decomposed into the direct some of vector spaces $`V_n`$. Each $`V_n`$ is an $`n`$ dimensional unitary representation of the algebras $`𝒜^N`$ and $`𝒜^C`$. Also $`V_n`$ is a unitary representation of $`𝒜^R`$ if $`R`$ has a certain value.
In section III.3 we show how, if $`\rho (z)=z^2`$ then the algebra $`𝒜^R`$ is isomorphic to the algebra $`su(2)`$, whilst the algebra $``$ is equivalent to the the product of two Heisenberg-Weyl algebras. Thus the embedding of $`𝒜^R`$ corresponds to the Jordan-Schwinger representation of $`su(2)`$. In we have used this Jordan-Schwinger representation to construct a space of vector modules over $`𝒜^R(\rho ,\epsilon )`$ for $`\rho =z^2`$. In section IV this process is repeated for a general trivial $`\rho `$. We first define the nonassociative algebra $`(\mathrm{\Psi },\mu )`$ which because it is nonassociative the product $`\mu `$ is given explicitly. This is decomposed into a set of right modules $`\mathrm{\Psi }_r`$ over $`𝒜^R`$, where $`\mathrm{\Psi }_0=𝒜^R`$, and $`r`$. Using the results of section II.3, in section IV.2 we show how to interpret $`\mathrm{\Psi }_2`$ as the space of 1-forms over $``$ and construct an exterior derivative $`d`$, which satisfies Leibniz only in the commutative limit. We also interpret $`\mathrm{\Psi }_2`$ as the analogous space (module) of tangent vector fields $`T`$. This defines a vector as an object which can be multiplied by a scalar to give a vector, but which is a derivative only in the commutative limit. In section IV.3 we show that any operator that obeys Leibniz must be inner, and thus the fact the our operator does not obey Leibniz must be accepted.
In section V we return our attention to the more general $`\rho `$. We can no longer form the algebra $``$, however we can still investigate the multi-topology lattices $`𝒢`$. Here, once again, $`𝒢`$ is a direct sum $`_sV_s`$ where each $`V_s`$ is a representation of $`𝒜^N`$. Since $`𝒢`$ encodes the different topologies of $``$, this justifies the name multi-topology lattice.
Unfortunately problems may occur near the topology change, and this requires one of four compromises to be made. The detail of the construction of $`𝒢`$ and the compromises is given in sections V.1 to V.4, where we demonstrate that one can always construct a multi-topology lattice. In section V.5 we describe some operators which can be interpreted as operators for topology change. We indicate that a topology change can be thought of as a block diagonal matrix. Finally in section V.6 we propose an operator algebra which may model the dynamics of surfaces which, although they remain axially symmetric, change shape and interact.
Finally in section VI we discuss some of the areas of research that follow from this article.
## II Review of Noncommutative Surfaces of Rotation (NCSR)
For the purposes of this article we will review three closely related but different algebra $`𝒜^C,𝒜^R,𝒜^N`$. All three can be referred to as the NCSR so we will use the correct symbol if we need to be precise. The algebra $`𝒜^R`$ is equivalent the algebra given in where NCSR were first introduced.
Let us define the domains $`𝒞_{}=C^1()`$ and $`𝒞_^2=C^1(\times )`$. We have chosen $`C^1`$ but similar results exist for $`C^k`$ or $`C^\omega `$. We note that both these domains are commutative algebras where the product $`fg`$ is the pointwise multiplication.
The algebras $`𝒜^C,𝒜^R,𝒜^N`$ are all defined with respect to a function $`\rho `$. Throughout this article we will assume that
(1)
All three algebras also require that we specify $`\epsilon `$ with $`\epsilon 0`$. There are some results which can be reformulated for negative or even complex $`\epsilon `$ but for this article we will assume that $`\epsilon 0`$. For the algebra $`𝒜^R`$ there is a third parameter $`R`$ for which we make no further assumptions.
The three algebras are given in table I together with a fourth algebra $`𝒜^{NC}`$ which is used to relate the other three algebras to each other. We shall call the elements $`X_+`$ and $`X_{}`$ the ladder operators, and the elements $`X_0`$ and $`N_0`$ the diagonal operators. These names come from representations. The expression $`X_\pm ^r`$ means
$`X_\pm ^r`$ $`=\{\begin{array}{cc}(X_+)^r\hfill & \text{ if }r0\hfill \\ (X_{})^r\hfill & \text{ if }r<0\hfill \end{array}`$ (2)
We see from the list of generators for each algebra that the ladder operators $`X_+,X_{}`$ are handle differently from the diagonal operators $`X_0,N_0`$. In general any $`𝒞_{}`$ function of $`X_0`$ or $`𝒞_^2`$ function of $`(X_0,N_0)`$ are allowed, but only polynomials of $`X_+`$ and $`X_{}`$. We have to handle $`𝒞_{}`$ function of $`X_0`$ because $`\rho 𝒞_{}`$ and $`\rho `$ appears in the defining equations of the algebra. If we were to allow $`𝒞_{}`$ functions of $`X_+`$ for example this would cause problems with the existence or otherwise of limits.
###### Lemma 1.
For all four algebras
$`[X_0,X_\pm ]=\pm \epsilon X_\pm `$ (3)
whilst for $`𝒜^N`$ and $`𝒜^{NC}`$
$`[N_0,X_\pm ]=0`$ (4)
for $`𝒜^R`$ we have
$`X_{}X_+`$ $`=\rho (R)\rho (X_0+\epsilon )`$ (5)
and for $`𝒜^N`$ we have
$`X_{}X_+`$ $`=\rho (N_0)\rho (X_0+\epsilon )`$ (6)
Every element can be written uniquely as (92), (95), (98), or (102). This form is known as normal ordering.
###### Proof.
(3) and (4) follow from the respective quotient equations. (5) and (6) follow by considering $`X_+X_{}X_+`$. ∎
The algebra $`𝒜^{NC}`$ may be thought of as the extensions of $`𝒜^C`$ with the central element $`N_0`$. This algebra is defined so we have the follow lemma.
###### Lemma 2.
The relationship between the three algebras for a NCSR is given by the following diagram:
(7)
where the hooked arrows refer to the natural embedding, $`q_1`$ is the quotient $`X_+X_{}\rho (N_0)\rho (X_0)0`$, $`q_2`$ is the quotient $`X_+X_{}\rho (R)\rho (X_0)0`$, and $`q_3`$ is the quotient $`N_0R0`$.
###### Proof.
Trivial. ∎
### II.1 “Standard” Representations of $`\rho `$
A standard unitary representation of $`𝒜^C`$, $`𝒜^R`$ is $`𝒜^N`$ defined with respect to the pair $`(J,V)`$ where $`J=\{z|z^{}zz^{}\}`$ is an interval, called the representation interval such that
$`|J|/\epsilon =(z^{}z^{})/\epsilon `$ (8)
$`\rho (z^{})=\rho (z^{})`$
$`\rho (z)\rho (z^{})zJ`$
and $`V`$ is a finite dimensional vector space with dimension $`dim(V)=|J|/\epsilon `$. The basis of $`V`$ is $`|m`$ where $`m`$ and $`m^{}mm^{}`$. Here $`m^{}`$ is an arbitrary integer and $`m^{}=m^{}+dimV1`$.
The standard unitary representation of $`𝒜^C`$ with respect to the pair $`(J,V)`$ is given by
$`f(X_0)|m`$ $`=f(z^{}\epsilon m^{}+\epsilon m)|m`$ (9)
$`X_+|m`$ $`=(\rho (z^{})\rho (z^{}\epsilon m^{}+\epsilon m+\epsilon ))^{1/2}|m+1`$
$`X_{}|m`$ $`=(\rho (z^{})\rho (z^{}\epsilon m^{}+\epsilon m))^{1/2}|m1`$
The standard representation of $`𝒜^N`$ and $`𝒜^{NC}`$ with respect to $`(J,V)`$ is given by
$`f(X_0,N_0)|m=f(z^{}\epsilon m^{}+\epsilon m,z^{})|m`$ (10)
and the last two equations of (9).
There exists a standard representation of $`𝒜^R(\rho ,\epsilon ,R)`$ with respect to $`(J,V)`$ if and only if $`R=z^{}`$. In this case the representation is given again by (9).
Therefore unlike $`𝒜^C`$ and $`𝒜^N`$ where there exists an infinite set of standard representation, for $`𝒜^R`$ there exists either one or zero standard representation. The infinite set of standard representation of $`𝒜^N`$ is used in the constructions of the multi-topology lattice representation of the NCSR. See section III.1 for the representation of trivial NCSR, and section V for the representation of non-trivial NCSR.
### II.2 Topology of $`\rho `$
For a given $`R`$, let $`=(\rho ,R)`$ be the surface in $`^3`$
$`=(\rho ,R)=\{(x^1,x^2,x^3)^3|(x^1)^2+(x^2)^2=\rho (R)\rho (x^3)\}`$ (11)
If $`\rho (R)`$ is the value of a maxima of $`\rho `$ then the set of points $``$ obeying (11) do not form a manifold, since two of the surfaces are glued at a point. If $`\rho (R)`$ is the value of a minima of $`\rho `$ then $``$ describes a manifold but one of the disjoint pieces is simply a point. The set of $`R`$ where $`\rho (R)`$ is the value of a maxima or minima of $`\rho `$ are called singular. Since we are interested in describing surfaces we must assume that $`R`$ is nonsingular.
We give a coordinate system for $``$ as $`(\varphi ,z)`$ where
$`z\{z|\rho (R)\rho (z)\}`$ (12)
and $`0\varphi <2\pi `$ and give the coordinate chart $`:(\varphi ,z)`$ as
$`x^1`$ $`=(\rho (R)\rho (z))^{1/2}\mathrm{cos}\varphi `$ $`x^2`$ $`=(\rho (R)\rho (z))^{1/2}\mathrm{sin}\varphi `$ $`x^3`$ $`=z`$ (13)
For a given nonsingular $`R`$, the surface $`(\rho ,R)`$ is the disjoint union of connected surfaces, each one topologically equivalent to the sphere. The surfaces are in one to one correspondence with the intervals in the set (12).
We have followed the standard procedure of noncommutative geometry by saying the algebra $`𝒜^R(\rho ,0,R)`$ is “equivalent” to the manifold $`(\rho ,R)`$, and that $`𝒜^R(\rho ,\epsilon ,R)`$ for $`\epsilon 0`$ is the noncommutative analogue of $`(\rho ,R)`$ or, alternatively, that $`𝒜^R(\rho ,\epsilon ,R)`$ is an $`\epsilon `$ perturbation of $`(\rho ,R)`$. Of course an algebra is not equivalent to a manifold. What we mean is that there exists the map
$`:𝒜^R`$ $`C^0()`$
$`{\displaystyle \underset{r}{}}X_\pm ^rf_r(X_0)`$ $`{\displaystyle \underset{r}{}}e^{ir\varphi }f_r(z)`$ (14)
The set $`C^0()`$ is given a commutative algebraic structure via pointwise multiplication, so that (14) is a homomorphism. (14) is also and injection, so we can view $`𝒜^R(\rho ,0,R)C^0()`$. We give $`C^0()`$ the $`L^{\mathrm{}}`$ topology so $`𝒜^R`$ forms a dense subset of $`C^0()`$. Thus we can approximate any continuous function on $``$ with a series of functions in $`𝒜^R`$ and then deform these functions to give elements in $`𝒜^R(\rho ,\epsilon ,R)`$.
We define the Topology intervals $`𝐈_t`$ which is a set of intervals corresponding to a single connected surface as $`\rho (R)`$ moves up and down. The topology intervals are labelled $`𝐈_t`$ where $`t𝒯`$ and $`𝒯`$ is a finite index set. These are defined as:
* If $`I=\{z|z^{}zz^{}\}`$ then $`I𝐈_t`$ for some $`t𝒯`$ if and only if
$`\rho (z^{})`$ $`=\rho (z^{})\text{ and }\rho (z)<\rho (z^{})zI\backslash \{z^{},z^{}\}`$ (15)
* If $`I𝐈_t`$ and $`I^{}𝐈_t`$ then either $`II^{}`$ or $`I^{}I`$ and there are no maxima in the sets $`I\backslash I^{}`$ or $`I^{}\backslash I`$.
In figure 1 the curve $`\rho `$ has 5 topology intervals, with $`I_1`$, $`I_2`$, $`I_3`$ and $`I_4`$ belonging to different intervals. $`I_3`$ and $`I_5`$ belong to the same topology interval.
###### Lemma 3.
The topology interval $`𝐈_t`$ may be described uniquely with respect to four parameters $`z_1^{(t)}`$, $`z_2^{(t)}`$, $`z_3^{(t)}`$, $`z_4^{(t)}\pm \mathrm{}`$ which satisfy the following
* $`z_1^{(t)}z_2^{(t)}z_3^{(t)}z_4^{(t)}`$,
* $`\rho (z_1^{(t)})=\rho (z_4^{(t)})`$, and $`\rho (z_2^{(t)})=\rho (z_3^{(t)})`$,
* $`\rho `$ is decreasing between $`z_1^{(t)}`$ and $`z_2^{(t)}`$
* $`\rho `$ is increasing between $`z_3^{(t)}`$ and $`z_4^{(t)}`$
* $`\rho (z)\rho (z_2^{(t)})`$ for all $`z_2^{(t)}zz_3^{(t)}`$
* Either $`z_1^{(t)}=z_4^{(t)}=\mathrm{}`$ or $`z_1^{(t)}`$ is a local maxima or $`z_4^{(t)}`$ is a local maxima
* Either $`z_2^{(t)}=z_3^{(t)}`$ or there exists a point $`z_3^{(t)}<z_5^{(t)}<z_4^{(t)}`$ such that $`\rho (z_5^{(t)})=\rho (z_3^{(t)})`$
$`𝐈_t`$ is now defined as the set of intervals
$`𝐈_t=\left\{I=\{z|z^{}zz^{}\}\right|\rho (z^{})=\rho (z^{}),z_1^{(t)}z^{}<z_2^{(t)},z_3^{(t)}<z^{}z_4^{(t)}\}`$ (16)
###### Proof.
Trivial. (See Figure 2.) ∎
###### Lemma 4.
The number of topology intervals is bounded by
$`|𝒯|\text{number of maxima + number of minima}`$ (17)
with equality when all the maxima have different values.
###### Proof.
If the number of maxima is finite then there is one topology interval which extend to infinity. Each maxima now creates two new topology intervals, hence result. ∎
As $`R`$ increases and crosses a singular point, the topology of the manifold undergoes a transition, as two or more adjacent intervals coalesce or a single interval splits. This corresponds to two or more surfaces coalescing or a single surface bifurcating. These changes can be encoded into a function $`\pi __𝒯:𝒯𝒯\{\mathrm{}\}`$ where $`𝐈_{\pi __𝒯(t)}`$ is directly above $`𝐈_t`$ or $`𝐈_t=\mathrm{}`$ if it is the highest topology interval. Thus
$`\rho (z_2^{(t_2)})=\rho (z_1^{(t_1)})\text{when}t_2=\pi __𝒯(t_1)`$ (18)
If $`\pi __𝒯^1\{s\}=\{t_1,t_2,\mathrm{},t_N\}`$ then there is a transition where the topology intervals $`𝐈_{t_1},𝐈_{t_2},\mathrm{},𝐈_{t_N}`$ coalescing into the interval $`𝐈_s`$. This implies there are $`N1`$ maxima all of the same value, one maxima between successive $`𝐈_{t_i}`$.
For example in figure 1, if we let $`I_1𝐈_1`$, $`I_2𝐈_2`$, $`I_3,I_5𝐈_3`$, $`I_4𝐈_4`$ and let $`𝐈_5`$ be the unbounded topology interval then $`\pi __𝒯(1)=\pi __𝒯(2)=4`$, $`\pi __𝒯(3)=\pi __𝒯(4)=5`$ and $`\pi __𝒯(5)=\mathrm{}`$.
### II.3 The metric and differential structure of $``$ in terms of the Poisson structure
The limit of the noncommutative structure gives $``$ a Poisson structure :
$`\{f,h\}`$ $`=\underset{\epsilon 0}{lim}\left({\displaystyle \frac{1}{\epsilon }}[f,h]\right)=i\left({\displaystyle \frac{f}{z}}{\displaystyle \frac{h}{\varphi }}{\displaystyle \frac{h}{z}}{\displaystyle \frac{f}{\varphi }}\right)`$ (19)
We can write some of the standard objects of differential geometry simply in terms of the Poisson structure, the elements of $`C(,)`$ and the elements $`dX_+`$, $`dX_{}`$ and $`dX_0`$. This is useful since these expression are the easiest to extend to the noncommutative case. Although in this article we will attempt only a definition of $`df`$ by extending (20).
$`df`$ $`={\displaystyle \frac{1}{\rho (R)\rho (X_0)}}X_{}\left(dX_+\{X_0,f\}dX_0\{X_+,f\}\right)`$ (20)
$`df`$ $`={\displaystyle \frac{1}{\rho (R)\rho (X_0)}}X_+\left(dX_{}\{X_0,f\}dX_0\{X_{},f\}\right)`$ (21)
The metric $`g`$ on $``$ is given by the pull back of the metric $`^3`$ using the mapping given by (13).
$`g`$ $`=dzdz+\frac{1}{2}dX_+dX_{}+\frac{1}{2}dX_{}dX_+`$
$`={\displaystyle \frac{C(z)}{4(\rho (R)\rho (z))}}dzdz+(\rho (R)\rho (z))d\varphi d\varphi `$ (22)
where
$`C(z)=\rho ^{}(z)^2+4\rho (R)4\rho (z)`$ (23)
Using $`g`$ we construct the map $`\stackrel{~}{}:T^{}T`$. Thus we can express the metric $`g`$ solely in terms of functions on $``$, i.e. elements of $`C(,)`$.
$`g(\stackrel{~}{df},\stackrel{~}{dh})`$ $`=^1(dfdh)={\displaystyle \frac{2}{C(X_0)}}(\{X_+,f\}\{X_{},h\}+\{X_{},f\}\{X_+,h\}+2\{X_0,f\}\{X_0,h\})`$ (24)
The metric $`g`$ also defines a Hodge dual $`:\mathrm{\Lambda }()\mathrm{\Lambda }()`$. This gives
$`df`$ $`={\displaystyle \frac{2i}{C(X_0)^{1/2}}}\left(dX_{}\{f,X_+\}+dX_+\{f,X_{}\}+2dX_0\{f,X_0\}\right)`$ (25)
and the Laplace operator
$`^1(ddf)`$ $`={\displaystyle \frac{2}{C(X_0)}}\left(\{X_{},\{X_+,f\}\}+\{X_+,\{X_{},f\}\}+2\{X_0,\{X_0,f\}\}\right)`$
$`+{\displaystyle \frac{2}{C(X_0)^2}}\rho ^{}(X_0)(\rho ^{\prime \prime }(X_0)2)\left(X_{}\{X_+,f\}X_+\{X_{},f\}\right)`$ (26)
As stated in the introduction we wish to find corresponding definitions for these geometric objects, but for $`f𝒜^R`$ instead of $`fC^0(,)`$. The idea is that these new definitions reduce to the above expressions when $`\epsilon 0`$. In this article, we only suggest a new definitions to the exterior derivative, which reduces to (20) and (21) in the limit $`\epsilon 0`$.
## III Trivial NCSR: The algebra $``$
Throughout this section we will assume that $`\rho `$ is trivial. This means that as well as the assumptions given by (1) we also assume
(27)
Such a $`\rho `$ will have just one topology interval and in the classical limit $`(\rho ,R)`$, for all $`R0`$, is connected surface topologically equivalent to the sphere. Thus there is no topology change associated with a $`\rho `$ obeying (27).
We set $`D=\rho (z_0)`$ and define the functions
$`\tau :\tau (x)=(\rho (x)D)^{1/2}\text{and }\tau \text{ is decreasing}`$ (28)
$`\omega :\text{implicitly by}\tau (\omega (x))+\tau (\omega (x)+x)=0`$ (29)
For $`k`$ we define the operators $`N_k`$ and $`X_k`$ (where $`X_1`$ and $`X_1`$ are not to be confused with $`X_+`$ and $`X_{}`$) via
$`N_k=\omega (\omega ^1(N_0)+\epsilon k)\text{and }X_k=N_kN_0+X_0`$ (30)
###### Lemma 5.
The functions $`\tau `$ and $`\omega `$ and their inverses $`\tau ^1`$ and $`\omega ^1`$ are all well defined, strictly decreasing and belong to $`𝒞_{}`$. The operator $`N_k`$ is an $`𝒞_{}`$ function of $`N_0`$ whilst the operator $`X_k`$ is a $`𝒞_^2`$ function of $`(X_0,N_0)`$.
###### Proof.
Follows from showing of $`\tau ^{}(z)<0`$ and $`\omega ^{}(z)<0`$ for all $`z`$. ∎
Let us define the algebra $`=(\rho ,\epsilon )`$ as that generated by $`a_+,a_{},b_+,b_{}`$ and $`𝒞_^2`$ functions of $`(X_0,N_0)`$ quotiented by the following relationships:
$`[X_0,N_0]`$ $`=0`$ $`f(X_j,N_k)a_\pm `$ $`=a_\pm f(X_{j\pm 1}\pm \epsilon ,N_{k\pm 1})`$ $`f(X_j,N_k)b_\pm `$ $`=b_\pm f(X_{j\pm 1},N_{k\pm 1})`$ (31)
$`a_{}a_+`$ $`=\tau (N_0)\tau (X_0+\epsilon )`$ $`b_{}b_+`$ $`=\tau (N_0)+\tau (X_0)`$ (32)
$`a_+a_{}`$ $`=\tau (N_1)\tau (X_1)`$ $`b_+b_{}`$ $`=\tau (N_1)+\tau (X_1)`$
$`b_+a_+`$ $`=a_+b_+\left({\displaystyle \frac{(\tau (N_0)\tau (X_0+\epsilon ))(\tau (N_1)+\tau (X_1+\epsilon ))}{(\tau (N_1)\tau (X_1+\epsilon ))(\tau (N_0)+\tau (X_0))}}\right)^{1/2}`$ (33)
$`b_{}a_{}`$ $`=a_{}b_{}\left({\displaystyle \frac{(\tau (N_1)\tau (X_1))(\tau (N_2)+\tau (X_2\epsilon ))}{(\tau (N_2)\tau (X_2))(\tau (N_1)+\tau (X_1))}}\right)^{1/2}`$
$`b_{}a_+`$ $`=a_+b_{}\left({\displaystyle \frac{\rho (N_0)\rho (X_0+\epsilon )}{(\tau (N_1)\tau (X_1+\epsilon ))(\tau (N_1)+\tau (X_1))}}\right)^{1/2}`$
$`b_+a_{}`$ $`=a_{}b_+\left({\displaystyle \frac{(\tau (N_1)\tau (X_1))(\tau (N_1)+\tau (X_1\epsilon ))}{\rho (N_0)\rho (X_0)}}\right)^{1/2}`$
The elements $`a_+,a_{},b_+,b_{}`$ are known as hopping operators. This name comes from the two dimensional lattice representation that we discuss in the following section. There is a Hermitian conjugate on $``$ given by
$`:(a_\pm )^{}=a_{}(b_\pm )^{}=b_{}(f(X_0,N_0))^{}=\overline{f}(X_0,N_0)\text{where}\overline{f}(x,y)=\overline{f(\overline{x},\overline{y})}`$
$`\text{ and }(\xi \zeta \lambda )^{}=\overline{\lambda }\zeta ^{}\xi ^{},\text{ for }\lambda ,\xi ,\zeta `$ (34)
The algebra $``$ satisfies the following theorem:
###### Theorem 6.
The definition of $``$ is consistent with (34). All the subexpression in (33) which don’t contain $`a_\pm ,b_\pm `$ are $`𝒞_^2`$ functions of $`(X_0,N_0)`$ and are real and strictly positive. Thus the commutation relations are well defined. The general element of $``$ can be written
$`\xi ={\displaystyle \underset{rs}{}}a_\pm ^rb_\pm ^s\xi _{rs}(X_0,N_0)`$ (35)
where the sum is finite, $`\xi _{rs}𝒞_^2`$ and $`a_\pm ^r`$ and $`b_\pm ^r`$ are defined as in (2).
The algebra $`𝒜^N`$ is a subalgebra of $``$ where we set
$`X_+=b_{}a_+\text{ and }X_{}=a_{}b_+`$ (36)
Given $`\xi `$, the following are equivalent
$`\xi 𝒜^N`$ (37)
$`[N_0,\xi ]=0`$ (38)
$`\text{we can write }\xi \text{ as }{\displaystyle \underset{r}{}}a_\pm ^rb_\pm ^r\xi _r(X_0,N_0)`$ (39)
###### Proof.
We show that (34) is constant with (31-33) by direct substitution. We see $`(N_k)^{}=N_k`$, so for example
$`(N_ka_\pm )^{}=a_{}N_k=N_{k\pm 1}a_{}=(a_\pm N_{k\pm 1})^{}`$
To show that the expressions in $`(X_0,N_0)`$ on the right hand side of (33) are in $`𝒞_^2`$ and strictly positive consider the subexpression
$`f(X_0,N_0)`$ $`={\displaystyle \frac{\tau (N_1)+\tau (X_1+\epsilon )}{\tau (N_0)+\tau (X_0)}}`$
which occurs in the first equation of (33), this may be expressed
$`f(z,y)`$ $`={\displaystyle \frac{\tau (y^+)+\tau (y^+y+z+\epsilon )}{\tau (y)+\tau (z)}}`$
where $`z=X_0`$, $`y=N_0`$ and $`y^+=\omega (\omega ^1(y)+\epsilon )`$. Using (29) we see
$`f(z,y)`$ $`={\displaystyle \frac{\tau (y^+y+z+\epsilon )\tau (y^++\omega ^1(y)+\epsilon )}{\tau (z)\tau (y+\omega ^1(y))}}`$
Since $`\tau `$ is single valued then the numerator and denominator of the above equation are zero when $`z=y+\omega ^1(y)`$. The value of $`f`$ at this point is
$`f(y+\omega ^1(y),y)`$ $`={\displaystyle \frac{\tau ^{}(y^++\omega ^1(y)+\epsilon )}{\tau ^{}(y+\omega ^1(y))}}>0`$
This result is the similar for all the fractions, hence result.
Equations (32) to (33) that define $``$ are sufficient to reduce any expression in the hopping operators and $`𝒞_^2`$ functions of $`(X_0,N_0)`$ into (35). To see this take word constructed from generators. Use the commutation relations (31) and (33) to push all the $`a_+`$ and $`a_{}`$ to the left. Now use (32) to remove all $`a_+a_{}`$ pairs. Keep the resulting term in $`a_\pm ^r`$, and push the $`𝒞_^2`$ function in $`(X_0,N_0)`$ to the right. Now do the same with the $`b_+`$ and $`b_{}`$ terms.
To show that $`𝒜^N`$ is a subalgebra of $``$ we reproduce the defining equations of $`𝒜^N`$. We already have $`[N_0,X_0]=0`$. For $`f𝒞_^2`$
$`f(X_0,N_0)X_+=f(X_0,N_0)b_{}a_+=b_{}f(X_1,N_1)a_+=b_{}a_+f(X_0+\epsilon ,N_0)=X_+f(X_0+\epsilon ,N_0)`$
and likewise for $`X_{}`$, hence (99).
$`X_+X_{}`$ $`=b_{}a_+a_{}b_+`$
$`=b_{}(\tau (N_1)\tau (X_1))b_+`$
$`=b_{}b_+(\tau (N_0)\tau (X_0))`$
$`=(\tau (N_0)+\tau (X_0))(\tau (N_0)\tau (X_0))`$
$`=\tau (N_0)^2\tau (X_0)^2`$
$`=(\rho (N_0)D)(\rho (X_0)D)=\rho (N_0)\rho (X_0)`$
Hence (100) Thus the subalgebra generated $`X_+,X_{}`$ given by (36) and $`𝒞_^2`$ function of $`(X_0,N_0)`$ is indeed $`𝒜^N`$.
Clearly if $`f𝒜^N`$ then $`[N_0,f]=0`$. If $`[N_0,f]=0`$ then write $`f`$ is in (35). For each term in the sum, (31) implies that the number $`a_+`$ must equal the number of $`b_{}`$, and the number of $`b_+`$ must equal the number of $`a_{}`$, thus (39).
If $`f`$ is written in (39) then use (33) to permute the $`a_\pm `$ and $`b_\pm `$ to give a sequence $`a_{}b_+a_{}b_+\mathrm{}`$ or $`b_{}a_+b_{}a_+\mathrm{}`$ which is replaced with $`X_+^r`$ or $`X_{}^r`$. This gives (98). ∎
If we were to admit $`𝒞_{}`$ functions of the hopping operators then we could construct the elements $`X_0`$ and $`N_0`$ as follows:
$`N_0`$ $`=\omega (\omega ^1(\tau ^1(\frac{1}{2}b_+b_{}+\frac{1}{2}a_+a_{}))+\epsilon )`$ (40)
$`X_0`$ $`=\tau ^1(\frac{1}{2}b_+b_{}\frac{1}{2}a_+a_{})\tau ^1(\frac{1}{2}b_+b_{}+\frac{1}{2}a_+a_{})+\omega (\omega ^1(\tau ^1(\frac{1}{2}b_+b_{}+\frac{1}{2}a_+a_{}))+\epsilon )`$
Clearly $`\epsilon `$ is a parameter for the noncommutativity since when $`\epsilon =0`$ then $`(\rho ,\epsilon =0)`$ reduces to a commutative algebra. This algebra is isomorphic to a dense subalgebra of continuous functions on $`^4`$. To see this set $`a_\pm =x^1\pm ix^2`$ and $`b_\pm =y^1\pm iy^2`$. This give the map $`(\rho ,0)C^0(^4)`$. If we give $`C^0(^4)`$ the standard continuity norm then $`(\rho ,0)`$ forms a dense set. The diagonal operators are given by $`N_0=\tau ^1(x+y)`$ and $`X_0=\tau ^1(xy)`$.
The noncommutative structure of $``$ gives rise to a Poisson structure on $`^4`$. This structure is complicated to write down in terms of the coordinates $`x^1,x^2,y^1,y^2`$.
### III.1 Lattice representations of a trivial NCSR
The reason for the complicated commutation relations given by (33) is that there is a natural representation of $``$ as a two dimensional lattice.
Let $`𝒢=𝒢(\rho ,\epsilon )`$ be a Hilbert space with orthonormal basis $`|{}_{m}{}^{n}`$ with $`n,m`$, and $`n0`$, $`0mn1`$. Let the dual of $`|{}_{m}{}^{n}`$ be written $`{}_{m}{}^{n}|`$. There is a representation of $``$ given by
$`\begin{array}{cc}\hfill f(X_0,N_0)|{}_{m}{}^{n}& =f(\omega (\epsilon n)+\epsilon m,\omega (\epsilon n))|{}_{m}{}^{n}\hfill \\ \hfill a_+|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n))\tau (\omega (\epsilon n)+\epsilon m+\epsilon ))^{1/2}|{}_{m+1}{}^{n+1}\hfill \\ \hfill a_{}|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n\epsilon ))\tau (\omega (\epsilon n\epsilon )+\epsilon m))^{1/2}|{}_{m1}{}^{n1}\hfill \\ \hfill b_+|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n))+\tau (\omega (\epsilon n)+\epsilon m))^{1/2}|{}_{m}{}^{n+1}\hfill \\ \hfill b_{}|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n\epsilon ))+\tau (\omega (\epsilon n\epsilon )+\epsilon m))^{1/2}|{}_{m}{}^{n1}\hfill \end{array}`$ (46)
###### Lemma 7.
The representation given above by (46) is indeed a representation and it is unitary.
###### Proof.
This simply involves showing all the relations (31-33) are consistent with (46). This should not surprise us since the relations where constructed so that (46) was a representation. This representation of $``$ is unitary since the hermitian conjugate of $`f`$ is the adjoint:
$`{}_{m+1}{}^{n+1}|a_+|{}_{m}{}^{n}=(\tau (\omega (\epsilon n))\tau (\omega (\epsilon n)+\epsilon m+\epsilon ))^{1/2}={}_{m}{}^{n}|a_{}|{}_{m+1}{}^{n+1}`$
$`{}_{m}{}^{n+1}|b_+|{}_{m}{}^{n}=(\tau (\omega (\epsilon n))+\tau (\omega (\epsilon n)+\epsilon m))^{1/2}={}_{m}{}^{n}|b_{}|{}_{m}{}^{n+1}`$
For each $`n`$ let $`V_n𝒢`$ be the subspace $`V_n=\mathrm{span}\{|{}_{m}{}^{n}|m=0,\mathrm{},n1\}`$ and let $`J_n`$ be the interval $`J_n=\{z|z{}_{n}{}^{}zz{}_{n}{}^{}\}`$ where $`z{}_{n}{}^{}=\omega (\epsilon n)`$ and $`z{}_{n}{}^{}=\omega (\epsilon n)+\epsilon n`$.
###### Lemma 8.
The Hilbert space $`𝒢`$ is also a representation of $`𝒜^N`$ given by (46) and (36). This is given by
$`f(X_0,N_0)|{}_{m}{}^{n}`$ $`=f(z{}_{n}{}^{}+\epsilon m,z{}_{n}{}^{})|{}_{m}{}^{n}`$ (47)
$`X_+|{}_{m}{}^{n}`$ $`=(\rho (z{}_{n}{}^{})\rho (z{}_{n}{}^{}+\epsilon m+\epsilon ))^{1/2}|{}_{m+1}{}^{n}`$
$`X_{}|{}_{m}{}^{n}`$ $`=(\rho (z{}_{n}{}^{})\rho (z{}_{n}{}^{}+\epsilon m))^{1/2}|{}_{m1}{}^{n}`$
For each $`n`$, the interval $`J_n`$ is a representation interval, and the pair $`(J_n,V_n)`$ define a standard unitary representation of $`𝒜^C`$, $`𝒜^N`$ and $`𝒜^R(\rho ,\epsilon ,R=z{}_{n}{}^{})`$ given by (47).
###### Proof.
By substituting (46) into (39) we get (47).
Clearly $`|J_n|/\epsilon =n`$ and $`\rho (z{}_{n}{}^{})=\rho (z{}_{n}{}^{})`$. Since $`\rho `$ has one minima which must lie between $`z_n^{}`$ and $`z_n^{}`$ then $`J_n`$ obeys (8) and $`J_n`$ is a representation interval. Equations (47) coincide with (9) and (10) when $`z^{}=z_n^{}`$ and $`m^{}=0`$.
For the algebra $`𝒜^R(\rho ,\epsilon ,R=z{}_{n}{}^{})`$ use the last four equations in (9). ∎
In figure 3 we view each basis vector $`|{}_{m}{}^{n}`$ as a point in $`^2`$ with coordinates
$`x\text{coord}={}_{m}{}^{n}|X_0|{}_{m}{}^{n}y\text{coord}={}_{m}{}^{n}|\rho (N_0)|{}_{m}{}^{n}`$ (48)
In figure 3 these points are represented by crosses. The last point on the right of each $`J_n`$ does not represent a basis vector and so is drown with a circle. Since the $`y`$-coordinate is independent of $`m`$ the $`n`$ points in each $`V_n`$ lie on the same horizontal line. This line is labelled $`J_n`$ although the representation interval $`J_n`$ refers only to the $`x`$-coordinate.
Clearly all the crosses lie on or above the curve $`\rho `$ since $`\rho (z{}_{n}{}^{})\rho (z)0`$ for $`zJ_n`$. The $`y`$-coordinate of the lines $`J_n`$ increases with $`n`$ since
$`{}_{m}{}^{n+1}|\rho (N_0)|{}_{m}{}^{n+1}{}_{m}{}^{n}|\rho (N_0)|{}_{m}{}^{n}`$ (49)
The arrow representing $`a_+`$ always point to the top right whilst the arrow representing $`b_+`$ always point to the top left. This is because
$`{}_{m}{}^{n+1}|X_0|{}_{m}{}^{n+1}{}_{m}{}^{n}|X_0|{}_{m}{}^{n}{}_{m+1}{}^{n+1}|X_0|{}_{m+1}{}^{n+1}`$ (50)
Although the representation is not faithful we do have the following lemma.
###### Lemma 9.
If $`f(x,y,\epsilon )`$ is $`𝒞_^2`$ in $`(X_0,N_0)`$ and analytic in $`\epsilon `$ in a domain about $`\epsilon =0`$ and if
$`f(X_0,N_0,\epsilon )|{}_{m}{}^{n}=0`$ (51)
for all $`|{}_{m}{}^{n}𝒢(\rho ,\epsilon )`$ and for all $`\epsilon >0`$ then $`f0`$.
If $`\rho `$ is analytic and $`\xi `$ is a word constructed from the generators of $``$ without explicit $`\epsilon `$ and
$`\xi |{}_{m}{}^{n}=0`$ (52)
for all $`|{}_{m}{}^{n}𝒢(\rho ,\epsilon )`$ and for all $`\epsilon >0`$ then $`\xi 0`$.
###### Proof.
Fix $`y`$. Let $`y_1>y`$ satisfy $`\rho (y)=\rho (y_1)`$. Now fix $`x`$ so that $`(xy)/(y_1x)`$ and let $`\epsilon _0`$ be the highest common factor of $`(xy)`$ and $`(y_1x)`$. So $`N=(y_1y)/\epsilon _0`$ and $`M=(xy)/\epsilon _0`$.
For each $`t`$ choose $`\epsilon =\epsilon _0/t`$, $`n=tN`$ and $`m=tM`$
$`0={}_{m}{}^{n}|f(X_0,N_0,\epsilon )|{}_{m}{}^{n}=f(x,y,\epsilon )`$
and since $`f(x,y,\epsilon )`$ is analytic in $`\epsilon `$ about $`\epsilon =0`$, this implies $`f(x,y,\epsilon )=0`$ for all $`\epsilon `$.
The conditions on $`x`$ implies that $`f(x,y,\epsilon )=0`$ for a dense set of $`x`$, and since $`f`$ is $`𝒞_{}`$ in $`x`$ it is true for all $`x`$. Finally since we were free to choose $`y`$ we have $`f0`$.
If $`\rho `$ is analytic and $`\xi `$ is generated as stated then $`\xi `$ can be rewritten as (35) with the $`f_{rs}𝒞_{}`$ with an implicit analytic dependence on $`\epsilon `$. Thus we can apply the first part of this lemma. ∎
### III.2 Under-hopping operators
Let us consider an alternative set of hopping operators given by
$$\begin{array}{c}\hfill a_+^{}=a_+\left(\frac{\tau (N_1)\tau (X_1+\epsilon )}{\tau (N_0)\tau (X_0+\epsilon )}\right)^{1/2}\\ \hfill a_{}^{}=a_{}\left(\frac{\tau (N_0)\tau (X_0)}{\tau (N_1)\tau (X_1)}\right)^{1/2}\end{array}\begin{array}{c}\hfill b_+^{}=b_+\left(\frac{\tau (N_1)+\tau (X_1+\epsilon )}{\tau (N_0)+\tau (X_0)}\right)^{1/2}\\ \hfill b_{}^{}=b_{}\left(\frac{\tau (N_0)+\tau (X_0+\epsilon )}{\tau (N_1)+\tau (X_1)}\right)^{1/2}\end{array}$$
(53)
The operators $`a_+^{},a_{}^{},b_+^{},b_{}^{}`$ are clearly in $``$ since the right hand side of (53) are $`𝒞_^2`$ functions of $`(X_0,N_0)`$. This is similar to the proof of theorem 6.
It is easy to show that
$`X_+=a_+^{}b_{}^{}\text{ and }X_{}=b_+^{}a_{}^{}`$ (54)
Thus we could have constructed $``$ using these alternative hopping operators instead of $`a_\pm ,b_\pm `$. All the results would have been similar and the algebra $``$ constructed using $`a_\pm ^{},b_\pm ^{}`$ is isomorphic to the algebra constructed using $`a_\pm ,b_\pm `$. This is not the case for the non-trivial NCSR as we will see in the next section.
To distinguish between the two sets of hopping operators we will call the set $`\{a_\pm ,b_\pm \}`$ the over-hopping operators, whilst the set $`\{a_\pm ^{},b_\pm ^{}\}`$ the under-hopping operators. This is due to the following diagram.
(55)
The representation of the under-hopping operators are given by
$`\begin{array}{cc}\hfill a_+^{}|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n+\epsilon ))\tau (\omega (\epsilon n+\epsilon )+\epsilon m+\epsilon ))^{1/2}|{}_{m+1}{}^{n+1}\hfill \\ \hfill a_{}^{}|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n))\tau (\omega (\epsilon n)+\epsilon m))^{1/2}|{}_{m1}{}^{n1}\hfill \\ \hfill b_+^{}|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n+\epsilon ))+\tau (\omega (\epsilon n+\epsilon )+\epsilon m+\epsilon ))^{1/2}|{}_{m}{}^{n+1}\hfill \\ \hfill b_{}^{}|{}_{m}{}^{n}& =(\tau (\omega (\epsilon n))+\tau (\omega (\epsilon n)+\epsilon m))^{1/2}|{}_{m}{}^{n1}\hfill \end{array}`$ (60)
### III.3 Symmetric trivial NCSR and the noncommutative sphere
The situation is even simpler if $`\rho `$ is an even function with one (quadratic) minima at $`\rho (0)=0`$. In this case
$`\rho (x)`$ $`=\rho (x)`$ $`\tau (x)`$ $`=\tau (x)`$ $`\omega (x)`$ $`=\frac{1}{2}x`$ (61)
Thus we have the much simpler results:
$`N_k`$ $`=N_0\frac{1}{2}\epsilon k`$ $`X_k`$ $`=X_0\frac{1}{2}\epsilon k`$ $`[N_0,a_\pm ]`$ $`=\frac{\epsilon }{2}a_\pm `$
$`[N_0,b_\pm ]`$ $`=\frac{\epsilon }{2}b_\pm `$ $`[X_0,a_\pm ]`$ $`=\pm \frac{\epsilon }{2}a_\pm `$ $`[X_0,b_\pm ]`$ $`=\frac{\epsilon }{2}b_\pm `$ (62)
Finally we give the connection between this and . If we let $`\rho (z)=z^2`$ then $`\tau (x)=z`$ and from (31),(32) and (33) we deduce that $`[a_\pm ,b_\pm ]=0`$ and $`[a_{},a_+]=[b_{},b_+]=\epsilon `$. So $``$ is simply the the product of two Heisenberg-Weyl algebras.
If we let $`J_0:=X_0+\frac{1}{2}\epsilon `$, $`J_\pm =X_\pm `$ and $`K_0:=N_0`$ we obtain the algebra given by the Jordan-Schwinger representation of $`su(2)`$. This is the starting point for the analysis of vectors and spinors on the noncommutative sphere. To obtain the representation in that article we relabel the vectors $`|{}_{m^{}}{}^{n^{}}`$ where $`n^{}=\frac{1}{2}(n1)`$ and $`m^{}=m\frac{1}{2}(n1)`$.
## IV Vector module over NCSR
In this section we still assume that $`\rho `$ is trivial that is it obeys the constraints (1) and (27). At the end of the last section we saw that the algebra $``$ was, for the special $`\rho (z)=z^2`$, simply the product of two Heisenberg-Weil algebras. In we used this to produce analogues of Vector and spinor fields for the noncommutative sphere. In this section we repeat the process for NCSR.
### IV.1 The algebra $`(\mathrm{\Psi },\mu )`$
Given $`R,\epsilon `$ and $`C^1`$ function $`\rho :`$ we define the non-associative algebra $`(\mathrm{\Psi },\mu )`$. Since this is a non-associative algebra we write the product $`\mu `$ explicitly. $`\mathrm{\Psi }`$ is the set
$`\mathrm{\Psi }`$ $`=\left\{\xi ={\displaystyle \underset{r,s}{}}a_\pm {}_{}{}^{r}b_{\pm }^{}{}_{}{}^{s}\xi _{rs}^{}(X_0)\right|\xi _{rs}𝒞_{}\text{ finite sum}\}`$ (63)
We define the non-associative product $`\mu :\mathrm{\Psi }\times \mathrm{\Psi }\mathrm{\Psi }`$ as follows: Given two elements $`\xi ,\zeta \mathrm{\Psi }`$, these may also be considered elements of $``$. We write the element $`\xi \zeta `$ in the form (35). Now make the identity $`N_0R`$ to produce an element in $`\mathrm{\Psi }`$ called $`\mu (\xi ,\zeta )`$. In other words $`(\mathrm{\Psi },\mu )=/(N_0R)`$ where we quotient $``$ on the right by the ideal generated by $`N_0R`$.
We decompose $`\mathrm{\Psi }`$ as:
$`\mathrm{\Psi }={\displaystyle \underset{r}{}}\mathrm{\Psi }_r`$ where $`\xi \mathrm{\Psi }_r`$ $`N_0\xi =\xi N_r`$ (64)
or equivalently
$`\xi \mathrm{\Psi }_r`$ $`\xi ={\displaystyle \underset{m}{}}a_\pm ^{r+m}b_\pm ^{rm}f_m^\xi (X_0)`$ (65)
The set $`\mathrm{\Psi }_0`$ is a subalgebra of $`\mathrm{\Psi }`$, and it is equivalent to $`𝒜^R`$. All other sets $`\mathrm{\Psi }_r`$ are right modules over $`𝒜^R`$. We wish to identify these modules as vector fields, covectors fields, spinor fields, etc. In this article we only interpret $`\mathrm{\Psi }_2`$ and $`\mathrm{\Psi }_2`$ as the space of vector and covector fields respectively. This is done in the following section.
The relationship between our five algebras is given by:
(66)
where the hooked arrows refer to the natural embedding $`q_1`$, $`q_2`$, $`q_3`$, are given in lemma 2 and $`q_4`$ is the quotient $`N_0R0`$ one the right.
### IV.2 One forms over $`𝒜^R`$
We wish to define the space of one forms $`\mathrm{\Omega }^1(𝒜^R)`$ and the exterior derivative $`d:𝒜^R\mathrm{\Omega }^1(𝒜^R)`$. To do this we say that $`\mathrm{\Omega }^1(𝒜^R)`$ is a right module over $`𝒜^R`$ which is spanned by $`\{\xi _0,\xi _+,\xi _{}\}`$ (which are not independent), such that
$`\xi _0`$ $`=dX_0`$ $`\xi _+`$ $`=dX_+`$ $`\xi _{}`$ $`=dX_{}`$ (67)
and there is a formula for $`d`$ which is consistent with (67) and reduces to (20) in the limit $`\epsilon 0`$.
Unfortunately, like most problems with quantisation, this procedure is not unique. We are free to choose (21) instead of (20), we can choose the ordering of the elements, and we can always add a random term which vanishes when $`\epsilon =0`$.
We shall choose
$`df`$ $`=\xi _+X_{}\epsilon ^1(\rho (R)\rho (X_0))^1[X_0,f]\xi _0X_{}\epsilon ^1(\rho (R)\rho (X_0))^1[X_+,f]`$
$`\frac{1}{2}\xi _0X_{}\epsilon ^1(\rho (R)\rho (X_0+\epsilon ))^1\left([\rho (X_0+\epsilon ),f]\epsilon ^1(\rho (X_0+\epsilon )\rho (X_0))\right)`$ (68)
where $`\xi _+`$ and $`\xi _0`$ are independent elements of $`\mathrm{\Omega }^1`$. We can see that $`d`$ is no longer a derivative for $`\epsilon 0`$ but that
$`d(fh)=d(f)h+fd(h)+O(\epsilon )`$ (69)
Clearly $`\xi _0=dX_0`$ and $`\xi _+=dX_+`$. To be consistent with (67) we let $`\xi _{}=dX_{}`$ giving
$`\xi _{}`$ $`=\xi _+(\rho (R)\rho (X_0+\epsilon ))^1X_{}^2\frac{1}{2}\xi _0\epsilon ^1{\displaystyle \frac{(\rho (X_0+2\epsilon )\rho (X_0))}{(\rho (R)\rho (X_0+\epsilon ))}}X_{}`$ (70)
and rearranging
$`\xi _+`$ $`=\xi _{}(\rho (R)\rho (X_0))^1X_+^2\frac{1}{2}\xi _0\epsilon ^1{\displaystyle \frac{(\rho (X_0+2\epsilon )\rho (X_0))}{(\rho (R)\rho (X_0+\epsilon ))}}X_+`$ (71)
We can now write $`df`$ in terms of $`\xi _0`$ and $`\xi _{}`$ giving
$`df`$ $`=\xi _{}\epsilon ^1(\rho (R)\rho (X_0))^1X_+[X_0,f]\xi _0\epsilon ^1(\rho (R)\rho (X_0+\epsilon ))^1[X_{},f]X_+`$
$`+\frac{1}{2}\xi _0\epsilon ^1(\rho (R)\rho (X_0+\epsilon ))^1\left([\rho (X_0+\epsilon ),f]\epsilon ^1(\rho (X_0+2\epsilon )\rho (X_0+\epsilon ))[X_0,f]\right)`$ (72)
We have chosen the final term in (68) in order to have the maximum similarity between (68) and (72)
Both $`\mathrm{\Omega }^1(𝒜^R)`$ and $`\mathrm{\Psi }_2`$ are right modules over $`𝒜^R`$. We now make the identification $`\mathrm{\Omega }^1(𝒜^R)=\mathrm{\Psi }_2`$ via the definitions
$`\xi _+=a_{}^2\text{ and }\xi _{}=b_{}^2`$ (73)
and $`\xi _0`$ is given by (71).
We can now construct the noncommutative analogue of the tangent bundle $`T`$, a subset of which, we identify as $`\mathrm{\Psi }_2`$. Given an element $`\xi \mathrm{\Psi }_2`$ we define the noncommutative analogue of the vector field as the function $`V_\xi :𝒜^R𝒜^R`$ given by $`V_\xi (f)=\mu (\xi ,df)`$. We can see that for $`\epsilon 0`$ then $`X`$ does not obey Leibniz rule. As sated in the introduction this must be the case since $`T`$ defined here is a right module.
By extending the results of , we can also interpret the modules $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_1`$ as spinors over $`𝒜^R`$. This would mean the module $`\mathrm{\Psi }_r\mathrm{\Psi }_r`$ is the module of spin $`r/2`$ fields. This approach for spinors differs from the standard approach for noncommutative geometry, using the supersymmetric group $`SU(2|1)`$ (for example ).
### IV.3 Derivatives of $`𝒜^R`$ are inner
As stated in the introduction, if we identify $`T`$ with the space of derivations (obeying Leibniz) then it will not form a module over $`𝒜^R`$. This is because, as we shall show here, all derivations are inner and it is easy to show that these do not form a module.
###### Theorem 10.
All Leibniz derivations on $`𝒜^R`$ are inner.
###### Proof.
Let $`\xi :𝒜^R𝒜^R`$ be a derivations. That is for any two function $`f,g𝒜^R`$, $`\xi (fg)=\xi (f)g+f\xi (g)`$. We are required to show that there exists an $`f𝒜^R`$ such that $`\xi =\mathrm{ad}_f`$. Since $`\xi `$ is a derivation it is only necessary to show that $`\xi (X_0)=\mathrm{ad}_f(X_0)`$ and $`\xi (X_\pm )=\mathrm{ad}_f(X_\pm )`$. All other functions can be derived from these.
Expanding $`\xi (X_0)`$ in terms of the eigenstates of $`\mathrm{ad}_{X_0}`$, written in normal form, we have
$`\xi (X_0)`$ $`={\displaystyle \underset{r=\mathrm{}}{\overset{\mathrm{}}{}}}X_\pm ^rp_r(X_0)`$
For some set of functions $`p_r`$. Let
$`\widehat{f}={\displaystyle \underset{r=\mathrm{},r0}{\overset{\mathrm{}}{}}}\frac{1}{r}X_\pm ^rp_r(X_0)`$
Then
$`\xi (X_0)`$ $`=[\widehat{f},X_0]+p_0(X_0)`$
Since $`\xi `$ and $`\mathrm{ad}_{\widehat{f}}`$ are both derivative then this formula extends to any function of $`X_0`$ as
$`\xi (h(X_0))`$ $`=[\widehat{f},h(X_0)]+h^{}(X_0)p_0(X_0)`$
Let us define
$`g_\pm `$ $`=\xi (X_\pm )[\widehat{f},X_\pm ]`$
Taking the $`\xi `$ derivative of (3) gives
$`[\xi (X_0),X_\pm ]+[X_0,X_\pm ]`$ $`=\pm \epsilon \xi (X_\pm )`$
Expanding and substituting the above expressions give
$`[X_0,g_\pm ]`$ $`=\pm \epsilon g_\pm +[X_\pm ,p_0(X_0)]`$
By expanding in normal form $`g_+`$ we see that
$`[p_0(X_0),X_+]`$ $`=\epsilon {\displaystyle \underset{r=\mathrm{}}{\overset{\mathrm{}}{}}}(1r)X_\pm ^rg_r(X_0)`$
Which is only consistent if $`p_0=0`$. This means that $`[X_0,g_+]=\epsilon g_+`$. This means we can write $`g_+=X_+(g(X_0+\epsilon )g(X_0))`$ for some function $`g`$. Let $`f=\widehat{f}+g(X_0)`$. Then
$`\xi (X_0)`$ $`=[f,X_0]`$ $`\xi (X_+)`$ $`=[f,X_+]`$
Now taking the derivative of (97) and expanding gives
$`\xi (X_+)X_{}+X_+\xi (X_{})`$ $`=\xi (\rho (R)\rho (X_0))`$
$`[\widehat{f},X_+]X_{}+g_+X_{}+X_+[\widehat{f},X_{}]+X_+g_{}`$ $`=[\widehat{f},\rho (X_0)]`$
$`g_+X_{}+X_+g_{}`$ $`=0`$
$`X_+(g(X_0+\epsilon )g(X_0))X_{}+X_+g_{}`$ $`=0`$
which gives $`g_{}=[g(X_0),X_{}]`$. Which implies $`\xi (X_{})=[f,X_{}]`$. ∎
## V Representations of non trivial NCSR
Having established how to represent trivial NCSR we know turn our attention to how to represent non-trivial NCSR. Thus we assume that $`\rho `$ obeys the conditions given by (1), and that it has at least two local minima.
There are problems associated with the construction of the multi-topology representations of $`\rho `$. Within each topology interval the representation of $`\rho `$ is similar to the representation of a trivial $`\rho `$. It is at the boundaries of the topology intervals that the problems occur. This is not surprising since it is here that the topology changes occurs.
In this section we do not try to construct the algebra $``$ but simply try to construct a Hilbert space $`𝒢`$ and the hopping operators. An example $`𝒢`$ together with over hopping operators is given in figure 4.
In section V.1 we construct the Hilbert space $`𝒢_0`$, and in section V.2 we construct the hopping operators. As indicated in section V.3, these do not form a true representation of $`𝒜^N`$ and it is necessary to compromise. There are at least four possible compromises. Two of them use over-hopping operators and two use under-hopping operators. Unlike the case of a trivial $`\rho `$, in general there is no isomorphism between the over-hopping operators and the under-hopping operators.
### V.1 The Hilbert space $`𝒢_0`$
We construct first the Hilbert space $`𝒢_0`$. For two of the four choices for representations we use $`𝒢_0`$ directly for the others we have to modify $`𝒢_0`$. Given a $`\rho `$ which obeys (1) and an $`\epsilon >0`$, the Hilbert space $`𝒢_0=𝒢_0(\rho ,\epsilon )`$ is defined as follows:
Let $`\{J_s,s\}`$ be a set of intervals obeying (8). The end points of the interval $`J_s`$ are given by points $`z_s^{}`$ and $`z_s^{}`$ so $`J_s=\{z|z{}_{s}{}^{}zz{}_{s}{}^{}\}`$. Define the function $`\pi :`$ as: Given $`J_s`$ then $`J_{\pi (s)}`$ is the smallest $`J_tJ_s`$ such that $`J_sJ_t`$.
Recall that since $`𝒯`$ is a finite set there exists an element $`t_{\mathrm{}}`$ such that $`\pi __𝒯(t_{\mathrm{}})=\mathrm{}`$. This is the unbounded topology interval. For each $`s𝒮`$ we define integers $`n_s`$, $`m_s^{}`$ and $`m_s^{}`$ as: Choose an $`s_0`$ such that $`J_{s_0}𝐈_t_{\mathrm{}}`$. Let $`n_{s_0}=0`$ and $`m{}_{s_0}{}^{}=0`$. Now for all $`J_s𝐈_t_{\mathrm{}}`$ let $`n_{\pi (s)}=n_s+1`$ and $`m{}_{s}{}^{}=0`$. For the other $`s`$ let $`n_s=n_{\pi (s)}1`$ and
$`m{}_{s}{}^{}={\displaystyle \frac{z{}_{s}{}^{}z_{\pi (s)}^{}}{\epsilon }}+m{}_{\pi (s)}{}^{}m{}_{s}{}^{}=m{}_{s}{}^{}+{\displaystyle \frac{|J|}{\epsilon }}1`$ (74)
For each $`s𝒮`$ let $`V_s`$ be the vector space spanned by the basis vectors $`\{|{}_{m}{}^{n_s}\}`$ where $`m`$, $`m{}_{s}{}^{}mm_s^{}`$.
Finally we define $`𝒢_0`$ as $`𝒢_0=_sV_s`$. An example of a $`𝒢_0`$ is given in figure 4.
We have required that $`\rho `$ has only a finite number of maxima since otherwise it is possible to construct $`\rho `$ such that no, or only a finite number of $`J_s`$ exist. See figure 5.
The choice of $`s`$ for each $`J_s`$ is arbitrary in the construction of $`𝒢_0`$ as is the initial $`s_0`$, but once these are set, that fixes $`n`$ and $`m`$ for each basis vector $`|{}_{m}{}^{n}`$.
### V.2 Hopping operators
For each $`|{}_{m}{}^{n}𝒢_0`$ there is a unique $`s`$ such that $`|{}_{m}{}^{n}V_s`$. The effect of the diagonal operators are given by
$`f(X_0,N_0)=f(z{}_{s}{}^{}+\epsilon m\epsilon m{}_{s}{}^{},z{}_{s}{}^{})|{}_{m}{}^{n}`$ (75)
For each $`s`$ and $`m{}_{s}{}^{}mm_s^{}`$ let
$`D_s`$ $`=\mathrm{min}\{\rho (z),zJ_s\}`$ (76)
$`(\mathrm{SS}(s,m))^2`$ $`=\rho (x{}_{s}{}^{}\epsilon m{}_{s}{}^{}+\epsilon m)D_s`$ (77)
$`C_s`$ $`=\mathrm{SS}(s,m{}_{s}{}^{})=\mathrm{SS}(s,m{}_{s}{}^{}+1)=(\rho (x{}_{s}{}^{})D_s)^{1/2}>0`$ (78)
The sign of $`\mathrm{SS}(s,m)`$ is arbitrary except for $`m=m_s^{}`$ and $`m=m{}_{s}{}^{}+1`$. The construction of $`𝒢_0`$ guarantees that if $`|{}_{m}{}^{n}V_s`$ then $`|{}_{m}{}^{n+1}𝒢_0`$ and $`|{}_{m+1}{}^{n+1}𝒢_0`$. In contrast to the trivial case, the over-hopping operators and under-hopping operators are no longer equivalent. The over-hopping operators are given by
$`\begin{array}{cc}\hfill a_+|{}_{m}{}^{n}& =(C_s\mathrm{SS}(s,m+1))^{1/2}|{}_{m+1}{}^{n+1}\hfill \\ \hfill a_{}|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_t\mathrm{SS}(t,m))^{1/2}|{}_{m1}{}^{n1}\hfill & \text{ if }|{}_{m1}{}^{n1}V_t\text{ for some }V_t𝒢_0\hfill \\ \text{0}\hfill & \text{ if }|{}_{m1}{}^{n1}𝒢_0\hfill \end{array}\hfill \\ \hfill b_+|{}_{m}{}^{n}& =(C_s+\mathrm{SS}(s,m))^{1/2}|{}_{m}{}^{n+1}\hfill \\ \hfill b_{}|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_t+\mathrm{SS}(t,m))^{1/2}|{}_{m}{}^{n1}\hfill & \text{ if }|{}_{m}{}^{n1}V_t\text{ for some }V_t𝒢_0\hfill \\ \text{0}\hfill & \text{ if }|{}_{m}{}^{n1}𝒢_0\hfill \end{array}\hfill \end{array}`$ (79)
The under-hopping operators are given (with $`t=\pi (s)`$) by
$`\begin{array}{cc}\hfill a_+^{}|{}_{m}{}^{n}& =(C_t\mathrm{SS}(t,m+1))^{1/2}|{}_{m+1}{}^{n+1}\hfill \\ \hfill a_{}^{}|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_s\mathrm{SS}(s,m))^{1/2}|{}_{m1}{}^{n1}\hfill & \text{ if }|{}_{m1}{}^{n1}𝒢_0\hfill \\ \text{0}\hfill & \text{ if }|{}_{m1}{}^{n1}𝒢_0\hfill \end{array}\hfill \\ \hfill b_+^{}|{}_{m}{}^{n}& =(C_t+\mathrm{SS}(t,m))^{1/2}|{}_{m}{}^{n+1}\hfill \\ \hfill b_{}^{}|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_s+\mathrm{SS}(s,m))^{1/2}|{}_{m}{}^{n1}\hfill & \text{ if }|{}_{m1}{}^{n1}𝒢_0\hfill \\ \text{0}\hfill & \text{ if }|{}_{m}{}^{n1}𝒢_0\hfill \end{array}\hfill \end{array}`$ (80)
In order to compare the hopping operators with the ladder operators, we define the action of the ladder operators on $`𝒢_0`$ as:
$`X_+|{}_{m}{}^{n}=(\rho (z{}_{s}{}^{})\rho (z{}_{s}{}^{}\epsilon m{}_{s}{}^{}+\epsilon m+\epsilon ))^{1/2}|{}_{m+1}{}^{n}`$ (81)
$`X_{}|{}_{m}{}^{n}=(\rho (z{}_{s}{}^{})\rho (z{}_{s}{}^{}\epsilon m{}_{s}{}^{}+\epsilon m))^{1/2}|{}_{m1}{}^{n}`$
These are consistent with the $`(J_s,V_s)`$ representation of $`𝒜^N`$ given by (9).
###### Lemma 11.
The operators $`N_0`$ and $`X_0`$ are self-adjoint and the operators $`a_+,b_+,a_+^{},b_+^{}`$ are the adjoints of $`a_{},b_{},a_{}^{},b_{}^{}`$ respectively. The points given by (48) are well placed since (75) satisfies (49) and (50). The hopping operators are related to the ladder operators in the following circumstances:
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m+1}{}^{n}V_s\text{ then }b_{}a_+|{}_{m}{}^{n}=(C_s^2(\mathrm{SS}(s,m+1))^2)^{1/2}|{}_{m+1}{}^{n}=X_+|{}_{m}{}^{n}`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m1}{}^{n}V_s\text{ then }a_{}b_+|{}_{m}{}^{n}=(C_s^2(\mathrm{SS}(s,m+1))^2)^{1/2}|{}_{m1}{}^{n}=X_{}|{}_{m}{}^{n}`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m+1}{}^{n}𝒢_0\text{ then }b_{}a_+|{}_{m}{}^{n}=0`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m1}{}^{n}𝒢_0\text{ then }a_{}b_+|{}_{m}{}^{n}=0`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m+1}{}^{n}V_s,|{}_{m}{}^{n1}𝒢_0\text{ then }a_+^{}b_{}^{}|{}_{m}{}^{n}=(C_s^2(\mathrm{SS}(s,m+1))^2)^{1/2}|{}_{m+1}{}^{n}=X_+|{}_{m}{}^{n}`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m1}{}^{n}V_s,|{}_{m1}{}^{n1}𝒢_0\text{ then }b_+^{}a_{}^{}|{}_{m}{}^{n}=(C_s^2(\mathrm{SS}(s,m))^2)^{1/2}|{}_{m1}{}^{n}=X_{}|{}_{m}{}^{n}`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m+1}{}^{n}𝒢_0\text{ or }|{}_{m}{}^{n}V_s,|{}_{m}{}^{n1}𝒢_0\text{ then }a_+^{}b_{}^{}|{}_{m}{}^{n}=0`$
$`\text{if }|{}_{m}{}^{n}V_s,|{}_{m+1}{}^{n}𝒢_0\text{ or }|{}_{m}{}^{n}V_s,|{}_{m1}{}^{n1}𝒢_0\text{ then }b_+^{}a_{}^{}|{}_{m}{}^{n}=0`$
Thus $`(J_s,V_s)`$ is a representation of $`𝒜^N`$ using over-hopping operators where $`X_+=b_{}a_+`$ and $`X_{}=a_{}b_+`$ if
$`dimV_s{\displaystyle \underset{t\pi ^1\{s\}}{}}(dimV_t+1)`$ (82)
On the other hand $`(J_s,V_s)`$ is a representation of $`𝒜^N`$ using under-hopping operators where $`X_+=a_+^{}b_{}^{}`$ and $`X_{}=b_+^{}a_{}^{}`$ if
$`dimV_s=\left({\displaystyle \underset{t\pi ^1\{s\}}{}}dimV_t\right)+1`$ (83)
###### Proof.
The first and second parts follow from direct substitution. The conditions for $`𝒢_0`$ to be a representation of $`𝒜^N`$ follows from the requirement that $`X_+|{}_{m}{}^{n}=0`$ if and only if $`n=n_s`$ and $`m=m_s^{}`$ for some $`s`$. An example which obeys (82) is given in figure 4. ∎
Clearly for a given $`\rho `$ and $`\epsilon `$ both (82) and (83) cannot be satisfied. To see which, if either, is satisfied consider figure (6). Here $`J_1`$, $`J_2`$, $`J_3`$ are intervals satisfying (8). Thus
$`|J_1|`$ $`=\epsilon \mathrm{\Delta }x_1/\epsilon ,`$ $`|J_2|`$ $`=\epsilon \mathrm{\Delta }x_2/\epsilon ,`$ $`|J_3|`$ $`=\epsilon (\mathrm{\Delta }x_1+\mathrm{\Delta }x_2)/\epsilon `$ (84)
where $`x`$ and $`x`$ are the nearest integer below and above $`x`$ respectively. As a result either $`|J_3|=|J_1|+|J_2|+\epsilon `$ obeying (83) or $`|J_3|=|J_1|+|J_2|+2\epsilon `$ obeying (82). If $`\rho `$ has just one maxima then we can choose over-hopping or under-hopping operators appropriately. However if $`\rho `$ has more than one maxima it may be impossible to satisfy either (83) for all $`s`$ or (82) for all $`s`$.
### V.3 Four compromises
For each $`s`$ we have a classical surface $`_s`$ given by
$`_s=\{(x^1,x^2,x^3)^3|(x^1)^2+(x^2)^2=\rho (R)\rho (x^3),x^3J_s\}`$ (85)
We would like to have $`𝒢_0`$ a unitary representation of $`𝒜^N`$ and each $`V_s`$ as the standard unitary representation of $`𝒜^R(\rho ,\epsilon ,R)`$, where $`R=z_s^{}`$ and thus the noncommutative analogue of $`_s`$. As noted, in general, either (83) or (82) is not satisfied. It is therefore necessary either to accept that there exists some intervals $`J_s`$ where we do not have a true standard unitary of $`𝒜^N`$, or to alter $`𝒢_0`$ in some way. There are at least four possible compromises, two of which use over-hopping operators and two of which use under-hopping operators. The disadvantages of each compromise are summarised in the following table:
| Comprise | Hop op | Uses $`𝒢_0`$ | Rep of $`𝒜^N`$ | Obeys (49) | Obeys (50) |
| --- | --- | --- | --- | --- | --- |
| 1. Merging $`V_s`$ | over | yes | no | yes | yes |
| 2. Splitting $`V_s`$ | under | yes | no | yes | yes |
| 3. Removing $`V_s`$ | over | no | yes | yes | no |
| 4. Add a vector | under | no | yes | yes | yes |
For the following we assume that $`\rho `$ has only one maxima and two minima. However we can see how this generalises for any finite number of maxima.
#### V.3.1 Compromise 1: Merging of $`V_s`$s
We use the Hilbert space $`𝒢=𝒢_0`$ and the over-hopping operators. Consider figure 7 where $`dimV_8=dimV_3+dimV_7+1`$ and hence violates (82). If we let $`V_3=\mathrm{span}\{|{}_{0}{}^{4},|{}_{1}{}^{4},|{}_{2}{}^{4}\}`$ and $`V_7=\mathrm{span}\{|{}_{3}{}^{4},|{}_{4}{}^{4},|{}_{5}{}^{4},|{}_{6}{}^{4}\}`$ then
$`X_+|{}_{2}{}^{4}`$ $`=(4C_3C_7)^{1/2}|{}_{3}{}^{4}`$ $`X_{}|{}_{3}{}^{4}`$ $`=(4C_3C_7)^{1/2}|{}_{2}{}^{4}`$
If $`V_3`$ and $`V_7`$ were both representations of $`𝒜^N`$ then $`X_+|{}_{2}{}^{4}=X_{}|{}_{3}{}^{4}=0`$. We say that $`V_3`$ and $`V_7`$ have merged. We also see that
$`{}_{3}{}^{4}|[N_0,X_+]|{}_{2}{}^{4}=(4C_3C_7)^{1/2}(z{}_{7}{}^{}z{}_{3}{}^{})0`$ (86)
thus violating (4). For all other $`V_s`$ except $`V_3`$ and $`V_7`$ there is a valid representation of $`𝒜^N`$.
An interpretation of this is that the two surfaces $`_3`$ and $`_7`$ are less apart than the distance of the parameter $`\epsilon `$. Since we interpret the noncommutative versions of $`_3`$ and $`_7`$ as somehow smearing out the classical surfaces then this causes $`_3`$ and $`_7`$ to interact.
#### V.3.2 Compromise 2: Splitting $`V_s`$s
We use the Hilbert space $`𝒢=𝒢_0`$ and the under-hopping operators. Consider figure 8 where $`dimV_6=dimV_2+dimV_5+2`$ and hence violates (83). If we let $`V_6=\mathrm{span}\{|{}_{0}{}^{3},|{}_{1}{}^{3},\mathrm{},|{}_{6}{}^{3}\}`$ then
$`X_+|{}_{2}{}^{3}=X_{}|{}_{3}{}^{3}=0`$ (87)
thus violating (99).
This has the opposite interpretation to the compromise above. Because the classical surface $`_6`$ has a small waist its noncommutative analogue is equivalent to two surfaces.
#### V.3.3 Compromise 3: Removing $`V_s`$
Here we use the over-hopping operators, but modify $`𝒢_0`$ if there exist a $`V_s`$ which violates (82).
Let $`𝒢=_{s𝒮}`$ where $`𝒮`$ is the set of all $`V_s`$ which obey (82), i.e. we remove from $`𝒢_0`$ all $`V_s`$ which violate (82). We then have to redefine the hopping operators.
Consider figure 9 where $`dimV_8=dimV_3+dimV_7+1`$ and hence violates (82). We do not include $`V_8`$ from $`𝒢`$. We have to relabel $`|{}_{m}{}^{n}`$ for all $`V_s`$ where $`J_sJ_8`$. If we let $`V_9=\mathrm{span}\{|{}_{0}{}^{5},|{}_{1}{}^{5},\mathrm{},|{}_{8}{}^{5}\}`$ then we must make $`V_3=\mathrm{span}\{|{}_{0}{}^{4},|{}_{1}{}^{4},|{}_{2}{}^{4}\}`$ and $`V_7=\mathrm{span}\{|{}_{4}{}^{4},|{}_{5}{}^{4},|{}_{6}{}^{4},|{}_{7}{}^{4}\}`$ so that there is a vector missing between $`V_3`$ and $`V_7`$. Otherwise these spaces would merge. This requirement may mean that (50) is violated as in figure 9.
It is difficult to see how to interpret this compromise but at least $`𝒢`$ is a unitary representation of $`𝒜^N`$ and all the $`V_s`$ that remain in $`𝒢`$ are unitary representation of $`𝒜^R`$.
#### V.3.4 Compromise 4: Adding an extra vector
If we use the under-hopping operators so $`X_+=a_+^{}b_{}^{}`$ and $`X_{}=b_+^{}a_{}^{}`$ and modify $`𝒢_0`$ if there exist a $`V_s`$ that violates (83).
Consider figure 10 where $`dimV_6=dimV_2+dimV_5+2`$ and hence violates (83). Let $`V_6=\mathrm{span}\{|{}_{0}{}^{3},|{}_{1}{}^{3},\mathrm{},|{}_{6}{}^{3}\}`$, $`V_2=\mathrm{span}\{|{}_{0}{}^{2},|{}_{1}{}^{2}\}`$ and $`V_5=\mathrm{span}\{|{}_{3}{}^{2},|{}_{4}{}^{2},|{}_{5}{}^{2}\}`$. Now let $`𝒢=𝒢_0\mathrm{span}\{|{}_{2}{}^{2}\}`$. By enlarging $`𝒢`$ we have avoided the problem in compromise 2. We define $`a_+`$ and $`b_+`$ on $`|{}_{2}{}^{2}`$ by considering $`a_{}|{}_{3}{}^{3}`$ and $`b_{}|{}_{2}{}^{3}`$.
Again $`𝒢`$ is a unitary representation of $`𝒜^N`$ and all the $`V_s`$ that remain in $`𝒢`$ are unitary representation of $`𝒜^R`$.
### V.4 Representation of the topology change
We say that a lattice representation $`𝒢(\rho ,\epsilon )`$ reflects the topology of $`\rho `$ if
* for all $`t𝒯`$ there exists $`s`$ such that $`J_s𝐈_t`$.
* for all $`s`$ there exists $`t𝒯`$ such that $`J_s𝐈_t`$. Either $`J_{\pi (s)}𝐈_t`$ or $`J_{\pi (s)}𝐈_{\pi __𝒯(t)}`$.
* for all $`t𝒯`$ such that $`\pi __𝒯(t)\mathrm{}`$ then there exists a unique $`s`$ such that $`J_s𝐈_t`$ and $`J_{\pi (s)}𝐈_{\pi __𝒯(t)}`$.
This definition gives the relationship between the maps $`\pi :`$ and $`\pi __𝒯:𝒯𝒯\{\mathrm{}\}`$.
###### Theorem 12.
For all four compromise there exist an $`\epsilon _0>0`$ such that for al $`0<\epsilon <\epsilon _0`$ there exists a lattice representation of the NCSR which respects the topology of $`\rho `$.
###### Proof.
Clearly for all $`\epsilon `$ we can construct the space $`𝒢_0`$ and hence the space $`𝒢`$. If we let
$`\epsilon _0=\underset{t𝒯}{\mathrm{min}}\left(\underset{I𝐈_t}{sup}(|I|)\underset{I𝐈_t}{inf}(|I|)\right)`$
This guarantees that $`𝒢_0`$ respects the topology of $`\rho `$. Thus the result for compromises 1, 2, and 4. For compromise 4 we note that the added vectors do not correspond to any interval $`J_s`$ and thus are not in a topology interval $`𝐈_t`$.
For compromise 3 it is necessary to replace $`\epsilon _0`$ with $`\epsilon _0/|𝒯|`$ where $`|𝒯|`$ are the number of elements in $`𝒯`$. This guarantees that even if we remove the maximum number of spaces $`V_s`$ there is still a $`J_s`$ in each $`𝐈_t`$. ∎
### V.5 Operators for topology change
For each $`V_s`$ let $`L(V_s)`$ be the set of operators on $`V_s`$ and let $`\pi ^1(V_s)=_{t\pi ^1(s)}V_t`$. Let us define the linear operators
$`A_+,B_+:L(\pi ^1(V_s))L(V_s)`$ $`A_{},B_{}:L(V_s)L(\pi ^1(V_s))`$ (88)
$`A_+(f)=a_+(a_{}a_+)^1fa_{}`$ $`A_{}(f)=a_{}fa_+(a_{}a_+)^1`$
$`B_+(f)=b_+(b_{}b_+)^1fb_{}`$ $`B_{}(f)=b_{}fb_+(b_{}b_+)^1`$
###### Lemma 13.
The maps $`A_\pm ,B_\pm `$ are well defined. $`A_+`$ and $`B_+`$ are homomorphism i.e. $`A_+(fg)=A_+(f)A_+(g)`$. Given $`fL(\pi ^1(V_s)`$ then
$`A_{}(A_+(f))=B_{}(B_+(f))=f`$ (89)
We can write the elements in $`L(V_s)`$ as matrices using the basis $`|{}_{m}{}^{n}`$. As a matrix, $`A_+(f)`$ has zeros in the first row and column, and $`B_+(f)`$ has zeros in the last row and column. Furthermore $`A_+(f)`$ and $`B_+(f)`$ are block diagonal matrices with each block corresponding to a $`V_t\pi ^1(V_s)`$.
$`A_{}`$ and $`B_{}`$ are not homomorphism, and it is impossible to define such a homomorphism.
###### Proof.
For $`|{}_{m}{}^{n}V_s`$ then, $`a_{}a_+|{}_{m}{}^{n}=(C_s\mathrm{SS}(s,m+1))|{}_{m}{}^{n}0`$ so $`(a_{}a_+)^1`$ is well defined via $`(a_{}a_+)^1|{}_{m}{}^{n}=(C_s\mathrm{SS}(s,m+1))^1|{}_{m}{}^{n}`$. The same is true for $`(b_{}b_+)^1`$ with $`(b_{}b_+)^1|{}_{m}{}^{n}=(C_s+\mathrm{SS}(s,m))^1|{}_{m}{}^{n}`$. So $`A_\pm ,B_\pm `$ are well defined.
The homomorphism of $`A_+`$ and $`B_+`$ follow from simple substitution, as does (89). That $`A_{}`$ and $`B_{}`$ are not homomorphism follows from the non existence of linear homomorphism from the matrix algebra $`M_n()`$ to $`M_{n1}()`$
These maps may be considered operators for topology change. For example in figure 9, $`J_9`$ represents the noncommutative analogue of a single connected surface as do $`J_3`$ and $`J_7`$. We have the maps $`A_+,B_+:L(V_9)L(V_3V_7)`$ this the noncommutative analogue of a map for one surface to two. The maps $`A_{},B_{}:L(V_3V_7)L(V_9)`$ are the reverse.
### V.6 Generalised Multi-topology Lattice
Finally in this section we give an example of a further generalisation of the multi-topology lattice $`𝒢`$. This lattice no longer refers to a specific $`\rho `$ but each space $`V_s`$ corresponds to a different $`\rho _s`$. This may have applications to the motion of closed surfaces which, whilst they remain axially symmetric, change shape.
There is clearly an asymmetry between the operators $`A_+,B_+`$ and $`A_{},B_{}`$ defined by (88), since $`A_+,B_+`$, which reflect the coalescing of surfaces, are homomorphisms, whilst $`A_{},B_{}`$, which reflect the bifurcating of a surface, are not homomorphisms. Thus the study of the generalised multi-topology lattice will enables one to study surfaces which place coalescence and bifurcation on equal terms.
We define a generalised multi-topology lattice as a Hilbert space, $`𝒢`$ which has an orthonormal basis $`\{|{}_{m}{}^{n}\}`$ where the set $`\{(n,m)\}`$ is any subset of $`\times `$. The dual of $`|{}_{m}{}^{n}`$ is written $`{}_{m}{}^{n}|`$. We decompose $`𝒢`$ into orthogonal subspaces
$`𝒢`$ $`={\displaystyle \underset{s}{}}V_s,\text{ where }V_s=\mathrm{span}\{|{}_{m}{}^{n_s},m{}_{s}{}^{}mm{}_{s}{}^{}\}`$ (90)
The hopping operators are given by the operators $`a_\pm ,b_\pm :𝒢𝒢`$
$`\begin{array}{cc}\hfill a_+|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_s\mathrm{SS}(s,m+1))^{1/2}|{}_{m+1}{}^{n+1}\hfill & \text{ if }|{}_{m}{}^{n}V_s\text{ and }|{}_{m+1}{}^{n+1}𝒢\hfill \\ \text{0}\hfill & \text{ if }|{}_{m+1}{}^{n+1}𝒢\hfill \end{array}\hfill \\ \hfill a_{}|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_t\mathrm{SS}(t,m))^{1/2}|{}_{m1}{}^{n1}\hfill & \text{ if }|{}_{m1}{}^{n1}V_t\text{ for some }V_t𝒢\hfill \\ \text{0}\hfill & \text{ if }|{}_{m1}{}^{n1}𝒢\hfill \end{array}\hfill \\ \hfill b_+|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_s+\mathrm{SS}(s,m))^{1/2}|{}_{m}{}^{n+1}\hfill & \text{ if }|{}_{m}{}^{n}V_s\text{ and }|{}_{m}{}^{n+1}𝒢\hfill \\ \text{0}\hfill & \text{ if }|{}_{m}{}^{n+1}𝒢\hfill \end{array}\hfill \\ \hfill b_{}|{}_{m}{}^{n}& =\{\begin{array}{cc}(C_t+\mathrm{SS}(t,m))^{1/2}|{}_{m}{}^{n1}\hfill & \text{ if }|{}_{m}{}^{n1}V_t\text{ for some }V_t𝒢\hfill \\ \text{0}\hfill & \text{ if }|{}_{m}{}^{n1}𝒢\hfill \end{array}\hfill \end{array}`$ (91)
where $`\mathrm{SS}(s,m)`$ and $`C_s`$ are constrained so that all the square roots are real and nonnegative. $`\mathrm{SS}(s,m)`$ depends on $`s`$ and $`m`$ whilst $`C_s`$ depends only on $`s`$ and is given by $`C_s=|\mathrm{SS}(s,m{}_{s}{}^{})|=|\mathrm{SS}(s,m{}_{s}{}^{}+1)|`$
Clearly with the appropriate choice of $`\mathrm{SS}(s,m)`$ we can make $`𝒢`$ correspond to one of the compromise representation of a NCSR with over-hopping operators. A similar definition for under-hopping operators can also be given.
The full implications of such a lattice is being researched.
## VI Discussion
This article is the result of extending the definition of tangent and cotangent vector fields given in for the noncommutative sphere, to the noncommutative surfaces of rotation given in . For trivial $`\rho `$ we can define the algebras $``$, and $`\mathrm{\Psi }`$ and use them to define such vector fields. The results, although more complicated, are similar to those for the case of the noncommutative sphere. For non-trivial $`\rho `$ it is not possible to define $``$ or $`\mathrm{\Psi }`$. However we can still define the multi-topology lattice and use it to examine the changes in topology. This involved one of four possible compromises, which were given in detail.
In order to interpret our system as a toy model for a quantised spacetime, we need to define and interpret curvature and hence gravity. We indicated how one defines tangent and co-tangent vectors. We can use the results in section II.3 to provide noncommutative versions of the the metric (24), hodge dual (25), and Laplace operator (26). These will all generate problems with the choice of ordering. There is a great deal of interest in connections and curvature . One can extend this philosophy to write the connection $`_{\stackrel{~}{df}}(\stackrel{~}{dh})`$ and curvature $`R(\stackrel{~}{df_1},\stackrel{~}{df_2},\stackrel{~}{df_3},df_4)`$ in terms of the Poisson structure on $``$. However we note the rôles of $`f`$ and $`h`$ in $`_{\stackrel{~}{df}}(\stackrel{~}{dh})`$ are different. Perhaps one should look at $`_X(dh)`$ where $`X=\mathrm{ad}_h`$. That is to consider the two different types of vectors!
An alternative application of this theory is as a model of a particle. The idea is that $``$ is the surfaces of a particle in space. For this we have to choose $`\rho `$, an element $`𝒜^{}`$ such that $`=^{}`$ and a value of $`\epsilon `$. Once these are fixed we can calculate the spectrum of $``$. If we interpret $``$ as a Hamiltonian, then we could call the spectrum of $``$ a mass spectrum. The main problem with this is choosing $`\rho `$ and $``$ since there is not much physics we can use to guide us. If $`\rho `$ is not trivial and we choose $``$ to contain the hopping operators then this could be used as a model of interacting particles.
### Acknowledgement
The author would like to thank Robin Tucker and Marianne Karlsen for their suggestions and help in the preparation of this article, and the physics department of Lancaster University for there facilities. |
warning/0001/cond-mat0001238.html | ar5iv | text | # Octupole Moment as a Hidden Order Parameter in Orbitally Degenerate f-Electron Systems
## Acknowledgement
This work is supported by a Grant-In-Aid for Scientific Research from the Ministry of Education, Science, Sport and Culture, Japan. |
warning/0001/cond-mat0001312.html | ar5iv | text | # To be published in Solid State Commun. 113, No. 12, p. 683 (2000). Two-dimensional charged electron-hole complexes in magnetic fields: Keeping magnetic translations preserved
## 1 Introduction
Identification of charged excitons in magneto-optical spectra of quasi-two-dimensional (quasi-2D) systems has induced much interest in the behavior of these three-particle electron-hole ($`e`$$`h`$) complexes. The negatively, $`X^{}`$, and positively, $`X^+`$, charged excitons are the bound states of two electrons and one hole ($`2e`$$`h`$) and two holes and one electron ($`2h`$$`e`$), respectively. In magnetic fields $`B`$, in addition to the spin-singlet, higher-lying triplet states of $`X^{}`$ and $`X^+`$ have been observed . Theoretically, free charged excitons have been studied in strictly 2D systems in the limit of high and low magnetic fields and in quasi-2D systems at high magnetic fields . For one-component electron systems in magnetic fields, the center-of-mass motion separates from internal degrees of freedom. The well-known Kohn theorem , which states that the electron cyclotron resonance is not shifted or broadened by electron-electron interactions, is based on this fact. For $`e`$$`h`$ systems such a complete separation is not possible in magnetic fields. Nonetheless, any charged interacting system in a uniform $`B`$ possesses an exact dynamical symmetry — magnetic translations ( and references therein). It has been shown recently that due to this symmetry, magneto-optical transitions of charged $`e`$$`h`$ complexes are governed by an exact selection rule, which leads to some rather unexpected spectroscopic consequences for charged excitons in $`B`$. In this work, using an operator formalism, we construct a basis compatible with the exact dynamical symmetries — rotations about the $`B`$-axis and magnetic translations. Physically, this is equivalent to a partial separation of the center-of-mass motion from internal degrees of freedom in $`B`$ . We demonstrate that this basis can be used for high-accuracy and rapidly convergent calculations of bound $`X^{}`$ states in strong magnetic fields. Our results can also be relevant for atomic ions with not too large mass ratios in ultrastrong magnetic fields .
## 2 Basis compatible with magnetic translations
We consider a strictly 2D system containing two electrons and one hole in a perpendicular magnetic field $`𝐁=(0,0,B)`$ described by the Hamiltonian
$`H`$ $`=`$ $`H_0+H_{\mathrm{ee}}+H_{\mathrm{eh}},`$ (1)
$`H_0`$ $`=`$ $`{\displaystyle \underset{i=1,2}{}}{\displaystyle \frac{\widehat{𝝅}_{ei}^2}{2m_e}}+{\displaystyle \frac{\widehat{𝝅}_h^2}{2m_h}},`$ (2)
$`H_{\mathrm{ee}}`$ $`=`$ $`{\displaystyle \frac{e^2}{ϵ|𝐫_1𝐫_2|}},H_{\mathrm{eh}}={\displaystyle \underset{i=1,2}{}}{\displaystyle \frac{e^2}{ϵ|𝐫_i𝐫_h|}},`$ (3)
where $`\widehat{𝝅}_j=i\mathrm{}\mathbf{}_j\frac{e_j}{c}𝐀(𝐫_j)`$ are kinematic momentum operators. We will use the symmetric gauge $`𝐀=\frac{1}{2}𝐁\times 𝐫`$. The exact eigenstates can be characterized by the total angular momentum projection $`M_z`$, an eigenvalue of $`\widehat{L}_z=_j(𝐫_j\times i\mathrm{}\mathbf{}_j)_z`$, by the total spin of two electrons $`S_e=0`$ (singlet states) or $`S_e=1`$ (triplet states), and the spin state of the hole $`S_h`$. The latter simply factors out and will be disregarded. Performing an orthogonal transformation of the coordinates $`\{𝐫_1,𝐫_2,𝐫_h\}\{𝐫,𝐑,𝐫_h\}`$, where $`𝐫=(𝐫_1𝐫_2)/\sqrt{2}`$ is the electron relative and $`𝐑=(𝐫_1+𝐫_2)/\sqrt{2}`$ center-of-mass coordinates, the complete orthonormal basis with a fixed value of $`M_z`$ can be constructed (see also ) as an expansion in Landau levels (LL’s)
$$\varphi _{n_1m_1}^{(e)}(𝐫)\varphi _{n_2m_2}^{(e)}(𝐑)\varphi _{n_hm_h}^{(h)}(𝐫_h).$$
(4)
Here $`\varphi _{nm}^{(e)}(𝐫)=\varphi _{nm}^{(h)}(𝐫)`$ are the $`e`$\- and $`h`$\- single-particle factored wave functions in $`B`$; $`n`$ is the LL quantum number and $`m`$ is the oscillator quantum number (see, e.g., ). For, e.g., zero LL’s
$$\varphi _{0m}^{(e)}(𝐫)=\varphi _{0m}^{(h)}(𝐫)=\frac{1}{(2\pi m!\mathrm{}_B^2)^{1/2}}\left(\frac{z}{\sqrt{2}\mathrm{}_B}\right)^m\mathrm{exp}\left(\frac{r^2}{4\mathrm{}_B^2}\right),$$
(5)
where $`z=x+iy`$ is the 2D complex coordinate and $`\mathrm{}_B=(\mathrm{}c/eB)^{1/2}`$. The factored wave functions are constructed with the help of the oscillator Bose ladder operators: For electrons (the charge $`e<0`$)
$$\varphi _{nm}^{(e)}(𝐫)=\frac{1}{\sqrt{n!m!}}𝐫|(A_e^{})^n(B_e^{})^m|0,$$
(6)
here the intra-LL operators $`B_e^{}(𝐫_j)=i\sqrt{c/2\mathrm{}Be}\widehat{K}_j`$, where $`\widehat{K}_{j\pm }=\widehat{K}_{jx}\pm i\widehat{K}_{jy}`$ and $`\widehat{𝐊}_j=\widehat{𝝅}_j\frac{e_j}{c}𝐫_j\times 𝐁`$ (see, e.g., ). The electron inter-LL operators are $`A_e^{}(𝐫_j)=i\sqrt{c/2\mathrm{}Be}\widehat{\pi }_{j+}`$, where $`\widehat{\pi }_{j\pm }=\widehat{\pi }_{jx}\pm i\widehat{\pi }_{jy}`$. The operators commute as $`[A_e,A_e^{}]=1`$, $`[B_e,B_e^{}]=1`$, and $`[A_e,B_e^{}]=[A_e,B_e]=0`$. The analogous intra-LL and inter-LL operators for the hole (the charge $`e>0`$) are, respectively, $`B_h^{}(𝐫_h)=i\sqrt{c/2\mathrm{}Be}\widehat{K}_{h+}`$ and $`A_h^{}(𝐫_h)=i\sqrt{c/2\mathrm{}Be}\widehat{\pi }_h`$. These can be considered as linear functions of spatial coordinates and derivatives and have the form
$`A_e^{}(𝐫)=B_h^{}(𝐫)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left({\displaystyle \frac{z}{2\mathrm{}_B}}2\mathrm{}_B{\displaystyle \frac{}{z^{}}}\right),`$ (7)
$`B_e^{}(𝐫)=A_h^{}(𝐫)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left({\displaystyle \frac{z^{}}{2\mathrm{}_B}}2\mathrm{}_B{\displaystyle \frac{}{z}}\right).`$ (8)
Single-particle angular momentum projection operators $`\widehat{L}_{ze}=A_e^{}A_eB_e^{}B_e`$ and $`\widehat{L}_{zh}=B_h^{}B_hA_h^{}A_h`$, so that $`m_{ze}=m_{zh}=nm`$. The basis (4) includes therefore different three-particle $`2e`$$`h`$ states such that $`M_z=n_1+n_2m_1m_2n_h+m_h`$ is fixed. Permutational symmetry of identical particles requires that for electrons in the spin-singlet $`S_e=0`$ (triplet $`S_e=1`$) state the relative motion angular momentum $`n_1m_1`$ should be even (odd). The basis (4) proved to be effective in strong $`B`$ for studying impurity-bound states of $`e`$$`h`$ complexes , collective excitations — magnetoplasmons and spin-waves , and effects of lateral confinement in quantum dots in $`B`$ . The equivalent LL expansion (using the coordinates $`\{𝐫_1,𝐫_2,𝐫_h\}`$) has been exploited for studying free charged excitons in $`B`$. However, for translationally invariant systems the basis (4) is not compatible with the magnetic translations.
Indeed, the Hamiltonian (1) commutes with the operator of the magnetic translations $`\widehat{𝐊}=_j\widehat{𝐊}_j`$ . Noting that $`[\widehat{K}_x,\widehat{K}_y]=i\frac{\mathrm{}B}{c}Q`$, where the total charge $`Q_je_j=e`$ for the $`X^{}`$, one obtains the lowering and raising Bose ladder operators for the whole system
$$\widehat{k}_\pm =\pm \frac{i}{\sqrt{2}}(\widehat{k}_x\pm i\widehat{k}_y),[\widehat{k}_+,\widehat{k}_{}]=\frac{Q}{|Q|}=1,$$
(9)
here $`\widehat{𝐤}=\sqrt{c/\mathrm{}B|Q|}\widehat{𝐊}`$. Therefore, $`\widehat{𝐤}^2=\widehat{k}_+\widehat{k}_{}+\widehat{k}_{}\widehat{k}_+`$ has the discrete oscillator eigenvalues $`2k+1`$, $`k=0,1,\mathrm{}`$. These can be used, together with $`M_z`$, for labelling of exact charged eigenstates of (1). Due to the non-commutativity of $`\widehat{K}_x`$ and $`\widehat{K}_y`$, there is the macroscopic Landau degeneracy in $`k`$. Note now that $`\widehat{𝐤}^2=\left(_j\widehat{𝐤}_j\right)^2=_j\widehat{𝐤}_j^2+_{ij}\widehat{𝐤}_i\widehat{𝐤}_j`$ is not diagonal in the basis (4) due to the cross terms $`_{ij}\widehat{𝐤}_i\widehat{𝐤}_j`$.
In order to make the basis (4) compatible with the magnetic translations, a canonical transformation diagonalizing $`\widehat{𝐤}^2`$ should be performed. We deal formally with a set of coupled harmonic oscillators. Note then that
$$\widehat{k}_{}=B_e^{}(𝐫_1)+B_e^{}(𝐫_2)B_h(𝐫_h)=\sqrt{2}B_e^{}(𝐑)B_h(𝐫_h)$$
(10)
and define
$$\stackrel{~}{B}_e^{}(𝐑)=uB_e^{}(𝐑)vB_h(𝐫_h),\stackrel{~}{B}_e(𝐑)=uB_e(𝐑)vB_h^{}(𝐫_h),$$
(11)
where $`u=\sqrt{2}`$, $`v=1`$. It is this pair of Bose ladder operators in which $`\widehat{𝐤}^2`$ is diagonal: $`\widehat{𝐤}^2=2\stackrel{~}{B}_e^{}\stackrel{~}{B}_e+1`$. Equation (11) is in fact a Bogoliubov canonical transformation $`\stackrel{~}{B}_e^{}=SB_e^{}S^{}`$ generated by the unitary operator (see, e.g., )
$$S=\mathrm{exp}\{\mathrm{\Theta }[B_e(𝐑)B_h(𝐫_h)B_h^{}(𝐫_h)B_e^{}(𝐑)]\}$$
(12)
with $`u=\mathrm{ch}\mathrm{\Theta }=\sqrt{2}`$, $`v=\mathrm{sh}\mathrm{\Theta }=1`$. The second pair of linearly independent transformed operators $`\stackrel{~}{B}_h^{}(𝐫_h)=SB_h^{}(𝐫_h)S^{}`$ and $`\stackrel{~}{B}_h(𝐫_h)=SB_h(𝐫_h)S^{}`$ are
$$\stackrel{~}{B}_h^{}(𝐫_h)=uB_h^{}(𝐫_h)vB_e(𝐑),\stackrel{~}{B}_h(𝐫_h)=uB_h(𝐫_h)vB_e^{}(𝐑).$$
(13)
The complete orthogonal basis compatible with both axial and translational symmetries therefore is
$$A_e^{}(𝐫)^{n_1}A_e^{}(𝐑)^{n_2}A_h^{}(𝐫_h)^{n_h}\stackrel{~}{B}_e^{}(𝐑)^kB_e^{}(𝐫)^m\stackrel{~}{B}_h^{}(𝐫_h)^l|\stackrel{~}{0}.$$
(14)
In (14) the oscillator quantum number is fixed and equals $`k`$ while $`M_z=km+l+n_1+n_2n_h`$ and $`n_1m`$ is even (odd) for $`S_e=0`$ ($`S_e=1`$). The Hamiltonian (1) is block-diagonal in the quantum numbers $`k,M_z,S_e`$. Moreover, due to the Landau degeneracy in $`k`$, it is sufficient to consider the $`k=0`$ states only. This effectively removes one degree of freedom and corresponds to a partial separation of the center-of-mass motion from internal degrees of freedom for a charged $`e`$$`h`$ system in a magnetic field (cf. ).
In (14) the new vacuum $`|\stackrel{~}{0}=S|0`$ has been introduced. Disentangling the operators in the exponent of $`S`$ (see, e.g., ), one obtains
$`S`$ $`=`$ $`\mathrm{exp}\left(\mathrm{th}\mathrm{\Theta }B_h^{}B_e^{}\right)`$
$`\times \mathrm{exp}\left(\mathrm{ln}(\mathrm{ch}\mathrm{\Theta })[B_e^{}B_e+B_h^{}B_h+1]\right)\mathrm{exp}\left(\mathrm{th}\mathrm{\Theta }B_eB_h\right),`$
so that
$$|\stackrel{~}{0}=S|0=\frac{1}{\mathrm{ch}\mathrm{\Theta }}\mathrm{exp}\left(\mathrm{th}\mathrm{\Theta }B_h^{}(𝐫_h)B_e^{}(𝐑)\right)|0.$$
(16)
For a charged system of $`N_e`$ electrons and $`N_h`$ holes (with, e.g., $`N_e>N_h`$), a transformation analogous to (11)–(13) can also be performed. It should involve the intra-LL $`e`$\- and $`h`$\- center-of-mass operators $`B_e^{}(𝐑_e)`$ and $`B_h(𝐑_h)`$ with $`\mathrm{th}\mathrm{\Theta }=\sqrt{N_h/N_e}`$; here $`𝐑_e=_{i=1}^{N_e}𝐫_{ei}/\sqrt{N_e}`$ and $`𝐑_h=_{j=1}^{N_h}𝐫_{hj}/\sqrt{N_h}`$.
## 3 $`X^{}`$ states in lowest Landau levels
We now demonstrate how the developed formalism works. We will consider the limit of high magnetic fields
$$\mathrm{}\omega _{\mathrm{ce}},\mathrm{}\omega _{\mathrm{ch}},|\mathrm{}\omega _{\mathrm{ce}}\mathrm{}\omega _{\mathrm{ch}}|E_0=\sqrt{\frac{\pi }{2}}\frac{e^2}{ϵl_B},$$
(17)
when mixing between different LL’s can be neglected. $`E_0`$ is the characteristic energy of the Coulomb interactions in strong $`B`$, $`\mathrm{}\omega _{\mathrm{ce}(\mathrm{h})}=\mathrm{}eB/m_{\mathrm{e}(\mathrm{h})}c`$. Charged magnetoexcitons can then be labeled by the total electron LL number $`n_e=n_1+n_2`$ and by the hole LL number $`n_h`$. Indeed, when (17) is fulfilled, the states having different quantum numbers $`n_en_h`$ and $`n_e^{}n_h^{}`$ are only weakly $`E_0/|(n_e^{}n_e)\mathrm{}\omega _{\mathrm{ce}}+(n_h^{}n_h)\mathrm{}\omega _{\mathrm{ch}}|`$ mixed by the Coulomb interactions .
We focus on the states in zero LL’s \[$`n_1=n_2=n_h=0`$ in (14)\]. The operators (11), (13) have a simple representation in the new coordinates $`𝝆_1=\sqrt{2}𝐑𝐫_h`$ and $`𝝆_2=\sqrt{2}𝐫_h𝐑`$: $`\stackrel{~}{B}_e^{}(𝐑)=B_e^{}(𝝆_1)`$ and $`\stackrel{~}{B}_h^{}(𝐫_h)=B_h^{}(𝝆_2)`$. The complete infinite orthonormal basis in zero LL’s with fixed $`k=0`$ and arbitrary $`M_z=lm`$ takes the form
$$\frac{1}{(m!l!)^{1/2}}B_e^{}(𝐫)^mB_h^{}(𝝆_2)^l|\stackrel{~}{0}|ml$$
(18)
with odd $`m=2p+1`$ (even $`m=2p`$), $`p=0,1,\mathrm{}`$ in the electron triplet $`S_e=1`$ (singlet $`S_e=0`$) states. The Coulomb interactions in the new variables are
$$H_{\mathrm{ee}}=\frac{e^2}{\sqrt{2}ϵr},H_{\mathrm{eh}}=\frac{\sqrt{2}e^2}{ϵ|𝝆_2𝐫|}\frac{\sqrt{2}e^2}{ϵ|𝝆_2+𝐫|}.$$
(19)
The matrix elements of the $`e`$$`e`$ interaction are diagonal in the basis (18):
$$m_2l_2|H_{\mathrm{ee}}|m_1l_1=\delta _{m_1,m_2}\delta _{l_1,l_2}\frac{V_{0,m_1}}{\sqrt{2}},V_{0,m}=\frac{(2m1)!!}{2^mm!}E_0,$$
(20)
where $`V_{0,m}`$ is the interaction of the electron with a fixed negative charge $`e`$ in zero LL (e.g., ). Due to the permutational symmetry, the two terms in $`H_{\mathrm{eh}}`$ give the same contributions; calculations, however, are not so straightforward as (20). This is connected with the fact that the coordinate transformation $`\{𝐫,𝐑,𝐫_h\}\{𝐫,𝝆_1,𝝆_2\}`$ is not orthogonal. As a result, the coordinate representation of the new vacuum is not factored in $`𝝆_1`$ and $`𝝆_2`$:
$$𝐫𝝆_1𝝆_2|\stackrel{~}{0}=\frac{1}{\sqrt{2}(2\pi \mathrm{}_B^2)^{3/2}}\mathrm{exp}\left(\frac{r^2+\rho _1^2+\rho _2^2+\sqrt{2}Z_1Z_2^{}}{4\mathrm{}_B^2}\right),$$
(21)
here $`Z_j=\rho _{jx}+i\rho _{jy}`$, $`j=1,2`$. Therefore, when acting on the vacuum $`|\stackrel{~}{0}`$, the operator $`B_h^{}(𝝆_2)=\stackrel{~}{B}_h^{}(𝐫_h)`$ gives a combination $`(Z_2+\frac{1}{\sqrt{2}}Z_1)/\sqrt{2}\mathrm{}_B=z_h/2\mathrm{}_B`$. To eliminate the coordinate $`𝝆_1`$, we perform the shift $`𝝆_1\stackrel{~}{𝝆}=𝝆_1+\frac{1}{\sqrt{2}}𝝆_2=\frac{1}{\sqrt{2}}𝐑`$ and obtain
$`m_2l_2|H_{\mathrm{eh}}|m_1l_1`$ $`=`$ $`{\displaystyle \frac{d^2\rho _2}{22\pi \mathrm{}_B^2\sqrt{2^{l_1+l_2}l_1!l_2!}}\mathrm{exp}\left(\frac{\rho _2^2}{4\mathrm{}_B^2}\right)}`$
$`\times {\displaystyle }d^2r\varphi _{0m_2}^{(e)}(𝐫){\displaystyle \frac{2\sqrt{2}e^2}{ϵ|𝝆_2𝐫|}}\varphi _{0m_1}^{(e)}(𝐫){\displaystyle }{\displaystyle \frac{d^2\stackrel{~}{\rho }}{2\pi \mathrm{}_B^2}}\mathrm{exp}({\displaystyle \frac{\stackrel{~}{\rho }^2}{2\mathrm{}_B^2}})`$
$`\times ({\displaystyle \frac{\stackrel{~}{Z}^{}}{\sqrt{2}\mathrm{}_B}}+{\displaystyle \frac{Z_2^{}}{2\mathrm{}_B}})^{l_2}({\displaystyle \frac{\stackrel{~}{Z}}{\sqrt{2}\mathrm{}_B}}+{\displaystyle \frac{Z_2}{2\mathrm{}_B}})^{l_1}\delta _{l_1m_1,l_2m_2}.`$
Integrating out the variable $`\stackrel{~}{𝝆}`$, we reduce the problem to an effective two-particle $`e`$$`h`$ problem in zero LL’s (cf. ). The peculiarity of the situation is that the effective particles are characterized by different magnetic lengths. The matrix elements (3) can be presented in the form ($`m_1=m`$, $`m_2=m+s`$, $`l_1=l`$, $`l_2=l+s`$)
$$m+sl+s|H_{\mathrm{eh}}|ml=(2\sqrt{2})2^{l\frac{s}{2}}\underset{k=0}{\overset{l}{}}\left(C_l^kC_{l+s}^{k+s}\right)^{\frac{1}{2}}U_{km}^{(\alpha =2)}(s),$$
(23)
where $`C_n^m`$ are binomial coefficients and the matrix elements of the Coulomb interparticle interactions in zero LL’s have been introduced:
$`{\displaystyle d^2r_1}`$ $`{\displaystyle d^2r_2\varphi _{0m_2}^{(e)}\left(𝐫_1\right)\varphi _{0k_2}^{(h)}\left(𝐫_2/\sqrt{\alpha }\right)\frac{e^2}{|𝐫_1𝐫_2|}\varphi _{0k_1}^{(h)}\left(𝐫_2/\sqrt{\alpha }\right)\varphi _{0m_1}^{(e)}\left(𝐫_1\right)}=`$
$`=`$ $`\delta _{k_1m_1,k_2m_2}U_{\mathrm{min}(k_1,k_2),\mathrm{min}(m_1,m_2)}^{(\alpha )}(|m_1m_2|)`$ (24)
The matrix elements (3) can be found analytically for arbitrary $`\alpha `$:
$`U_{mn}^{(\alpha )}(s)`$ $`=`$ $`E_0{\displaystyle \frac{\alpha ^{\frac{s}{2}}\left[m!(m+s)!n!(n+s)!\right]^{\frac{1}{2}}}{(1+\alpha )^{s+\frac{1}{2}}\mathrm{\hspace{0.17em}2}^{m+n+s}}}{\displaystyle \underset{k=0}{\overset{m}{}}}{\displaystyle \underset{l=0}{\overset{n}{}}}C_m^kC_n^l`$
$`\times {\displaystyle \frac{\alpha ^l}{(1+\alpha )^{k+l}}}[2(k+l+s)1]!![2(mk)1]!![2(nl)1]!!.`$
Equations (20), (23), and (3) determine the secular equation of the infinite order that should be solved to obtain the three-particle $`2e`$$`h`$ states in zero LL’s. A truncation of the basis should naturally be performed. An important property of the developed basis (14) \[and (18)\] is that such a truncation does not break the translational invariance. On the contrary, a truncation of the basis (4), as performed in (see also ), leads to spurious mixing of different $`k`$-states and violates the exact magneto-optical selection rule — the conservation of the oscillator quantum number $`k`$.
The developed approach also provides an effective computational tool: First, we have been able to remove one degree of freedom in the three-particle problem, so that configurational space is substantially reduced (cf. ). As a result, with finite-size calculations it is even possible to reproduce with a reasonable accuracy the three-particle continuum — a neutral magnetoexciton plus a scattered electron . Second, for bound $`X^{}`$ states lying outside the continua we have extremely rapid convergence within each LL. This is associated with the exponential decay of the off-diagonal matrix elements (23). Consider, e.g., the $`k=0`$ triplet $`X_{tn_e=0n_h=0}^{}`$ state in zero LL’s with $`M_z=1`$. The asymptotic behavior of the relevant off-diagonal Coulomb $`e`$$`h`$ matrix elements is
$$2s+\mathrm{1\hspace{0.17em}2}s|H_{\mathrm{eh}}|\mathrm{1\hspace{0.17em}0}=\frac{2\sqrt{2}}{2^s}U_{01}^{(\alpha =2)}(2s)\sqrt{\frac{32}{27\pi }}\left(\frac{1}{9}\right)^sE_0,s1.$$
(26)
Also, even the 1$`\times `$1 matrix Hamiltonian in the basis (18) $`\mathrm{1\hspace{0.17em}0}|H_{\mathrm{ee}}+H_{\mathrm{eh}}|\mathrm{1\hspace{0.17em}0}=1.0073E_0`$ ensures the $`X^{}`$ binding: it gives a positive binding energy $`0.0073E_0`$; this is relative to the ground state energy $`E_0`$ of the neutral $`X_{n_e=0n_h=0}`$ magnetoexciton in zero LL’s. As a result, the $`X_{t00}^{}`$ binding energy can be calculated with virtually unlimited accuracy and equals $`0.043452E_0`$; this value is compatible with . Not accounting for the Landau degeneracy in $`k`$, the $`X_{t00}^{}`$ state with $`M_z=1`$ is the only low-lying bound $`X^{}`$ state in zero LL’s: there are no other bound triplet or singlet states .
Similar considerations apply to the $`X^{}`$ states in higher LL’s. Some of the results for the $`X^{}`$ ground states are presented in Table 1. There is only one bound $`X^{}`$ state in the first electron LL (the basis (14) includes the states with $`n_1=1`$, $`n_2=0`$, $`n_h=0`$ and $`n_1=0`$, $`n_2=1`$, $`n_h=0`$). This state is the triplet $`X_{t10}^{}`$ with $`M_z=1`$, whose binding energy is almost twice that of the $`X_{t00}^{}`$ state in zero LL’s . This resembles a stronger binding of the triplet $`D^{}`$ state (two electrons bound by a donor ion) in the first electron LL and has the same physical origin. The $`X_{t10}^{}`$ binding energy is counted from the lowest possible unbound state in the same LL’s, which is the neutral magnetoexciton $`X_{n_e=0n_h=0}`$ with the second electron in the scattering state in the $`n_e=1`$ LL. As calculations show, there are many bound $`X^{}`$ states in the next hole LL \[$`n_1=n_2=0`$, $`n_h=1`$ in (14)\] — both triplets $`X_{t01}^{}`$ and singlets $`X_{s01}^{}`$ (see Fig. 1). These are lying below the ground state of the neutral magnetoexciton $`X_{n_e=0n_h=1}`$; the latter has the energy $`0.57366E_0`$. Due to this small binding energy of the neutral $`X_{n_e=0n_h=1}`$ magnetoexciton (comparatively to the $`X_{n_e=0n_h=0}`$ magnetoexciton), the triplet $`X_{t01}^{}`$ and singlet $`X_{s01}^{}`$ ground states have rather large binding energies (Table 1). In all LL’s, there are also higher-lying bound three-particle $`2e`$$`h`$ states originating from the internal bound motion of 2D electrons in strong magnetic fields. These states appear in the spectrum at relatively large positive values of the total $`M_z`$, that correspond to the hole being at large distances from the electrons (cf. with the similar states in the $`D^{}`$ problem ).
## 4 Summary
In conclusion, we have developed a formalism that allows one to preserve the exact symmetry — magnetic translations — when performing the Landau level expansion for charged electron-hole complexes in magnetic fields. This is achieved by using the Bogoliubov canonical transformation mixing the center-of-mass motions of the electron and hole subsystems. The effectiveness of the scheme has been demonstrated for high-accuracy and rapidly convergent calculations of two-dimensional charged excitons $`X^{}`$ in magnetic fields. This can be useful for studying the eigenspectra of charged excitons in quasi-two-dimensional quantum wells at strong and intermediate magnetic fields.
## Acknowledgments
The author is grateful to H. Haug and A.Yu. Sivachenko for useful discussions. This work was supported by the Humboldt Foundation and the grants RBRF 97-2-17600 and “Nanostructures” 97-1072. |
warning/0001/cond-mat0001273.html | ar5iv | text | # Transfer Across Random versus Deterministic Fractal Interfaces.
## Abstract
A numerical study of the transfer across random fractal surfaces shows that their response are very close to the response of deterministic model geometries with the same fractal dimension. The simulations of several interfaces with prefractal geometries show that, within very good approximation, the flux depends only on a few characteristic features of the interface geometry: the lower and higher cut-offs and the fractal dimension. Although the active zones are different for different geometries, the electrode responses are very nearly the same. In that sense, the fractal dimension is the essential ”universal” exponent which determines the net transfer.
Many random processes such as aggregation, diffusion, fracture and percolation, build fractal objects . Fractal geometry essentially describes hierarchical structures . If properties of these random systems depend on the hierarchical character of their geometry, then the study of a deterministic structure with the same fractal dimension may provide a good approximation of the random system properties . The question is significant since fractal and pre-fractal geometries are widely used in mathematical approaches or numerical simulations as a convenient model of irregularity. They are also more simply addressed by algebraic calculations and incorporated into numerical models for computer simulation. It is then an important matter to decide whether simple deterministic, artificial, fractals could help determine the properties of random, natural, fractals . In particular, it is a question whether experiments performed on model fractal geometries may help understand the behavior of real complex structures.
The property which is discussed here is the Laplacian transport to and across irregular and fractal interfaces. Such transport phenomena are often encountered in nature or in technical processes: properties of rough electrodes in electrochemistry, steady-state diffusion towards irregular membranes in physiological processes, the Eley-Rideal mechanism in heterogeneous catalysis in porous catalysts, and in NMR relaxation in porous media. In each of these examples, the interface presents a finite transfer rate, like a redox reaction, or a finite permeability, or reaction rate which is due to specific physical or chemical processes.
The mathematical formulation of the problem is simple. One considers the current flowing through an electrochemical cell as shown in Fig. 1. The current $`\stackrel{}{J}`$ is proportional to the Laplacian field $`\stackrel{}{}V`$, which can be viewed as an electrostatic field in electrochemistry, or a particle concentration field in diffusion problems. Then the flux and field are related by classical equations of the type $`\stackrel{}{J}=\sigma \stackrel{}{}V`$, where $`\sigma `$ is the electrolyte conductivity (or particle diffusivity in diffusion or heterogeneous catalysis). The conservation of this current throughout the bulk yields the Laplace equation for the potential $`V`$:
$$div(\sigma \stackrel{}{}V)=0\mathrm{\Delta }V=0$$
(1)
The boundary presents a finite resistance to the current flow. In the simplest case, this resistance can be expressed by a linear relation linking the current density across the boundary to the potential drop across that boundary. The local flux and potential drop are then linked by transport coefficients, like the faradaic resistance in electrochemistry, the membrane permeability in physiological processes, or again the surface reactivity in catalysis. If one assumes that the outside of the irregular boundary is at zero potential, current conservation at the boundary leads to the following relation:
$$\stackrel{}{J}\stackrel{}{n}=\frac{V}{r}$$
(2)
or
$$\frac{V}{n}=\frac{V}{\mathrm{\Lambda }}\mathrm{with}\Lambda =\sigma r$$
(3)
The parameter $`\mathrm{\Lambda }`$ is homogeneous to a length. Given the geometry, the value of this parameter determines the behavior of the system . The overall response of such a system is measured by one scalar quantity, its impedance $`Z_{tot}`$, which is the ratio between the applied potential and the total flux :
$$Z_{tot}=\frac{V}{\mathrm{\Phi }}$$
(4)
The contribution of the finite interface resistivity to this global impedance is given by a “spectroscopic” impedance, defined as: $`Z_{spec.}=Z_{tot}Z_0`$$`Z_0`$ being the impedance of the cell with zero interface resistivity . The main result discussed below is that the electrode impedance $`Z_{spec.}`$, is nearly independent of the random character of the fractal interface, even though the regions where the current is concentrated are very different. This is found from a numerical comparison between impedances of deterministic and random electrodes with the same fractal dimension. Two cases are studied: (a) deterministic and random von Koch electrodes (dimension $`D_f=\mathrm{ln}4/\mathrm{ln}3),`$ (b) a deterministic electrode of dimension $`D_f=4/3`$ and a self-avoiding random walk geometry with the same dimension.
The deterministic von Koch curve, or classical snowflake curve, is obtained by dividing a line segment in three equal parts, removing the central segment and replacing it by two other identical segments which form an equilateral triangle. A random von Koch curve can be defined simply by choosing randomly the side of the segment where the triangle is created at each step of the building process. This is shown in Fig. 2. After three or more generations, it looks more like a realistic random boundary than a simple mathematical curve. It is then possible to automatically generate different boundaries that have the same fractal dimension and the same perimeter. By definition fractal geometries exhibit a large scale of lengths. For instance, at the sixth generation, the ratio between the smallest feature $`l`$ (smaller cut-off) of the irregular boundary and the diameter $`L`$ (larger cut-off) is $`3^6=729`$ while the length of the perimeter is $`L_p=4^6l=4096l`$. Computing on a regular grid within such geometries would be very memory and time-consuming. A finite element method is then used. The standard variational formulation of the problem is discretized with a triangular mesh, obtained from a Delaunay-Voronoï tessellation and $`P_1`$-Lagrange interpolation. The linear system obtained in such a way is solved by using the Cholesky method, from the Finite Element Library MODULEF . Examples of meshes with a $`6^{\mathrm{th}}`$ generation boundary are shown in Fig. 3.
Computations were carried out for the two deterministic boundary geometries and the two random geometries of generation 6 shown in Fig. 4. The figure presents the isocurves of the potential for $`\mathrm{\Lambda }=0`$. Since the current density is proportional to the gradient of the potential, one can detect regions of large current density from the distance between two consecutive isocurves: the closer the equipotentials, the larger the current density. As expected, most of the current flow through the irregular interface at the tips. This gives a very different current map for each geometry. Therefore, for the different electrodes the active zones are very different.
The second type of electrodes to be compared is shown in Fig. 5. The top figure shows the second generation of a deterministic fractal electrode with dimension $`D_f=\mathrm{ln}16/\mathrm{ln}8=4/3`$ while the bottom represents a particular self-avoiding walk with the same 4/3 fractal dimension. Both electrodes have the same perimeter and the same smaller cut-off. Here, even more than above, the active zones are totally different.
For each geometry, the impedances have been computed for an extended range of the surface resistivity $`r`$. The results are shown in Fig. 6 for two categories of geometries : $`6^{\mathrm{th}}`$ generation of von Koch electrodes and the two electrodes of Fig. 5. The parameter $`\Lambda /l=`$ $`\sigma r/l`$ ranges between $`1`$ and 10<sup>5</sup> for generation 6 and between 10<sup>-1</sup> and $`5.10^3`$ for the second type. The limitation of the range is due to limitations in computer time and memory.
It is striking that, despite very different current distribution in the bulk and at the interface, the impedances are very close for all values of the surface resistivity. The behavior of different interfaces are nearly indistinguishable: random and deterministic interfaces behave in the same manner. This could be considered as a partial answer to the question ”Can One Hear the Shape of an Electrode?”, addressed in . In this frame, the main parameters drawn from practical impedance spectroscopy measurements would only be the size, the perimeter and the equivalent fractal dimension of the interface.
A more demanding comparison between the impedances can be made by comparing the values of $`r/Z`$ as shown in Fig. 6. This quantity can be identified as an equivalent active length $`L_{eq.}`$ . One finds three successives regimes, $`\Lambda <l`$; $`l<\Lambda <`$ $`L_{p,}`$ and finally $`L_p<\Lambda `$ separated by smooth crossovers. These regimes can easily be compared to the so-called ”land surveyor approximation” . This method allows one to compute $`Z_{spec.}`$ through a finite size renormalization of the interface geometry, without solving the Laplace equation. For small $`r`$ (or $`\Lambda <<\mathit{1}`$) there is a linear regime in which $`Z_{spec.}`$ is proportional to $`r`$, that is $`Z_{spec.}=r/L_{eq.}`$ with $`L_{eq.}L`$ . For values of $`\Lambda `$$`>`$ $`l`$ there is a fractal regime in which, in first approximation, $`Z_{spec.}=(r/\mathrm{\Lambda })(l/L)(\Lambda /l)^{1/D_f}`$ and $`L_{eq.}=`$ $`L(\Lambda /l)^{(D_f1)/D_f}`$ (for more detailed expressions of the exponents, see ). Finally, for values of $`\Lambda `$ much larger than the perimeter length $`L_p`$, the exact value is $`Z_{spec.}=r/L_p`$ and $`L_{eq.}=`$$`L_p`$. These three asymptotic behaviors are shown in the figure and are found to match the numerical results with good accuracy.
Note that the electrodes of Fig. 5 are in some sense ”poor” fractals because the range of geometrical scaling is relatively small and it has been a matter of debate recently whether the fractal concept should be of any use when the scaling range of the geometry is too small. For the phenomena considered here, one can observe that the fractal description of this limited range geometry is really useful.
In summary, one has shown on several examples that the net transfer across an irregular surface is nearly independent of the randomness of its geometry, although it depends strongly on the geometry through its fractal dimension. The fact that the overall response remains the same indicates that, buried in the fractal description, there exist the geometrical correlations that govern the overall effect of screening at different scales. In that sense the response is ”universal” within a very good approximation for the category of curves considered here.
The authors wish to acknowledge useful discussions with P. Jones and N. Makarov. This research was supported by N.A.T.O. grant C.R.G.900483. The Laboratoire de Physique de la Matière Condensée is “Unité Mixte de Recherches du Centre National de la Recherche Scientifique No. 7643”. |
warning/0001/cond-mat0001361.html | ar5iv | text | # Numerical solution of the two-dimensional Gross-Pitaevskii equation for trapped interacting atoms
\[
## Abstract
We present a numerical scheme for solving the time-independent nonlinear Gross-Pitaevskii equation in two dimensions describing the Bose-Einstein condensate of trapped interacting neutral atoms at zero temperature. The trap potential is taken to be of the harmonic-oscillator type and the interaction both attractive and repulsive. The Gross-Pitaevskii equation is numerically integrated consistent with the correct boundary conditions at the origin and in the asymptotic region. Rapid convergence is obtained in all cases studied. In the attractive case there is a limit to the maximum number of atoms in the condensate.
Accepted in Physics Letters A
\] Recently, there have been experiments of Bose-Einstein condensation in dilute bosonic atoms (alkali and hydrogen atoms) employing magnetic traps at ultra-low temperatures. These experiments have intensified theoretical investigations on various aspects of the condensate . The condensate can consist of few thousand to millions of atoms confined by the trap potential. The properties of the condensate at zero temperature are usually described by the nonlinear time-independent mean-field Gross-Pitaevskii (GP) equation , which properly incorporates the trap potential as well as the interaction among the atoms. The effect of the interaction leads to a nonlinear term in the GP equation which complicates its solution procedure.
There have been a series of recent studies which deal with the numerical solution of the three-dimensional GP equation . These works have emphasized the serious difficulties in obtaining numerical convergence of the solution. There has been no such systematic study on the numerical solution of the GP equation in two dimensions. Although, there has been no experiments on Bose-Einstein condensation of two-dimensional systems, this is a problem of great interest. A system of ideal Bose gas in two dimensions does not undergo condensation at a finite temperature . However, condensation can take place under the action of a trap potential . In order to achieve two-dimensional Bose-Einstein condensation in real three-dimensional traps, one should choose the frequency $`\omega _{xy}`$ in the $`xy`$ plane negligibly small compared to that in the $`z`$ direction $`\omega _z`$ . Also, there has been consideration of Bose-Einstein condensation in low-dimensional systems for particles confined by gravitational field or by a rotational container . Possible experimental configurations for Bose-Einstein condensation in spin-polarized hydrogen in two dimensions are currently being discussed . Because of these interests, here we perform a critical study of the numerical solution of the time-independent GP equation in two dimensions for an interacting Bose gas under the action of a harmonic-oscillator-type trap potential. The interatomic interaction is taken to be both attractive and repulsive in nature.
In steady state at zero temperature the condensate wave function is described by the following effective nonlinear Schrödinger-type equation known as the Gross-Pitaevskii equation for condensed neutral bosons in a harmonic trap:
$`\left[{\displaystyle \frac{\mathrm{}^2}{2m}}^2+{\displaystyle \frac{1}{2}}m\omega ^2r^2+g\mathrm{\Psi }^2(𝐫)\mu \right]\mathrm{\Psi }(𝐫)=0.`$ (1)
Here $`\mathrm{\Psi }(𝐫)`$ is the condensate wave function at position $`𝐫`$, $`m`$ the mass of a single bosonic atom, $`m\omega ^2r^2/2`$ the attractive harmonic-oscillator trap potential, $`\omega `$ the oscillator frequency, $`\mu `$ the chemical potential and $`g`$ the strength of interatomic interaction. A positive $`g`$ correspond to a repulsive interaction and a negative $`g`$ to an attractive interaction.
Here we shall be interested in the spherically symmetric solution $`\mathrm{\Psi }(𝐫)\psi (r)`$ to eq. (1) which can be written as
$`\left[{\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{1}{r}}{\displaystyle \frac{d}{dr}}r{\displaystyle \frac{d}{dr}}+{\displaystyle \frac{1}{2}}m\omega ^2r^2+g\psi ^2(r)\mu \right]\psi (r)=0.`$ (2)
The ground state of the condensate appears in such a spherically symmetric state. As is Ref. , it is convenient to express eq. (2) in terms of dimensionless variables defined by $`x=r/a`$, where $`a\sqrt{\mathrm{}/(m\omega )}`$, $`\alpha =\mu /(\mathrm{}\omega )`$, $`\psi (x)=a\sqrt{2mg}\psi (r)/\mathrm{}`$. In terms of these dimensionless variables eq. (2) can be written as
$`\left[{\displaystyle \frac{1}{x}}{\displaystyle \frac{d}{dx}}x{\displaystyle \frac{d}{dx}}+x^2+c\psi ^2(x)2\alpha \right]\psi (x)=0.`$ (3)
where $`c=\pm 1`$ carries the sign of $`g`$, $`c=1`$ corresponds to a repulsive interaction and $`c=1`$ corresponds to an attractive interaction.
The normalization of the wave function is given by
$$N=2\pi _0^{\mathrm{}}𝑑rr\psi ^2(r),$$
(4)
where $`N`$ is the total number of atoms in the condensate. In terms of the dimensionless variables defined above, this normalization condition becomes
$$_0^{\mathrm{}}x𝑑x\psi ^2(x)=n\eta N,$$
(5)
where as in Ref. we have introduced a dimensionless coupling $`\eta mg/(\pi \mathrm{}^2)`$ of interatomic interactions and a reduced number of particles $`n`$. From a study of the temperature dependence of the chemical potential for a system of interacting bosons in two dimensions it was concluded in Ref. that a Bose-Einstein-condensate-like behavior is obtained in this system for values of $`\eta `$ typically smaller than 0.001. Hence for a qualitative estimate of the number of condensed bosons in this calculation, we shall consider $`\eta =0.0001`$.
Instead of solving eqs. (2) and (4), we shall be working with eqs. (3) and (5). Equation (3) is independent of all parameters of the problem, such as, $`m`$, $`\omega `$, $`g`$, and $`N`$. The relevant parameters appear in the normalization condition (5). The constant $`n`$ in eq. (5) is the reduced number of atoms for the system and is related to the real number of atoms $`N`$.
Another interesting property of the condensate wave function is its mean-square radius defined by
$$r^2=\frac{2\pi }{N}_0^{\mathrm{}}r^2\psi ^2(r)r𝑑r.$$
(6)
In terms of the dimensionless variables defined above we have
$$x^2=\frac{1}{n}_0^{\mathrm{}}x^2\psi ^2(x)x𝑑x.$$
(7)
To solve eq. (3) numerically, first we study the asymptotic behavior of its solutions. Since for a sufficiently large $`x`$, $`\psi (x)`$ must vanish asymptotically, the nonlinear term proportional to $`\psi ^3(x)`$ can eventually be neglected in eq. (3) in the asymptotic region. Thus for large $`x`$, this equation can be approximated by
$`\left[{\displaystyle \frac{1}{x}}{\displaystyle \frac{d}{dx}}x{\displaystyle \frac{d}{dx}}+x^22\alpha \right]\psi (x)=0.`$ (8)
If this equation would be valid for all $`x`$ this would be the equation for the two-dimensional oscillator in the spherically symmetric state permitting solution for $`\alpha =1,3,5,\mathrm{}`$ etc. However, in the present problem eq. (8) is valid only in the asymptotic region. Considering eq. (8) as a mathematical equation valid for all $`\alpha `$, the asymptotic form of the physically acceptable solution is given by
$$\underset{x\mathrm{}}{lim}\psi (x)=N_C\mathrm{exp}[\frac{x^2}{2}+(\alpha 1)\mathrm{ln}x],$$
(9)
where $`N_C`$ is a normalization constant. The derivative of the wave function in the asymptotic region can be obtained from eq. (9) and one obtains the following asymptotic form for the log-derivative of the wave function
$$\underset{x\mathrm{}}{lim}\frac{\psi ^{}(x)}{\psi (x)}=[x+\frac{\alpha 1}{x}],$$
(10)
which is independent of the normalization constant $`N_C`$ of eq. (9) and where the prime denotes derivative with respect to $`x`$.
Next we consider eq. (3) as $`x0`$. The nonlinear term approaches a constant in this limit because of the regularity of the wave function at $`x=0`$. Then one has the following usual conditions
$$\psi (0)=\text{constant},\psi ^{}(0)=0,$$
(11)
as in the case of the two-dimensional harmonic oscillator problem.
Equation (3) is integrated numerically for a given $`\alpha `$ by the four-point Runge-Kutta rule starting at the origin ($`x=0`$) with the initial boundary condition (11) with a trial $`\psi (0)`$. The numerical integration is performed in steps of $`dx=\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is typically taken to be 0.0001. The integration is propagated to $`x=x_{\text{max}}`$, where the asymptotic condition (10) is valid. The agreement between the numerically calculated log-derivative of the wave function and the theoretical result (10) was enforced to five significant figures. The maximum value of $`x`$, up to which we needed to integrate (3) numerically for obtaining this precision, is $`x_{\text{max}}=5`$. If for a trial $`\psi (0)`$, the agreement of the log-derivative can not be obtained, a new value of $`\psi (0)`$ is to be chosen. The proper choice of $`\psi (0)`$ was implemented by the secant method. Even with this method, sometimes it is difficult to obtain the proper value of $`\psi (0)`$ for a given $`\alpha `$. Unless the initial guess is “right” and one is sufficiently near the desired solution the method could fail and lead to either the trivial solution $`\psi (x)=0`$ or an exponentially divergent nonnormalizable solution in the asymptotic region. However, there is one guideline which is of help in finding the proper value of $`\psi (0)`$. The convergence of the numerical log-derivative to the theoretical result (10) with a variation of $`\psi (0)`$ for a fixed $`\alpha `$ is monotonic in nature provided that one is near the exact value. If for two trial values of $`\psi (0)`$ near the exact value one obtains a positive and a negative error for the log-derivative, respectively, the exact $`\psi (0)`$ lies in between these two trial values.
For both attractive ($`c=1`$) and repulsive ($`c=1`$) interatomic interactions, in addition to the ground state solution with no nodes, eq. (3) also permits radially excited states with nodes in the wave function. In the absence of the nonlinear term, the spherically-symmetric discrete ground-state solution of the two-dimensional oscillator given by eq. (3) is obtained for $`\alpha =1`$. Radially excited oscillator states appear for $`\alpha =3,5,\mathrm{}`$ etc. In the presence of the nonlinearity, for attractive interatomic interaction ($`c=1`$), the solutions of the GP equation for the ground state appear for values chemical potential $`\alpha <1`$. For a repulsive interatomic interaction ($`c=1`$), these solutions appear for $`\alpha >1`$. The solutions of eq. (3) for the radially excited state with one node for the attractive ($`c=1`$) and repulsive ($`c=1`$) cases appear for values of chemical potential $`\alpha `$ smaller and larger than the energy of the first excited state ($`\alpha =3`$) of the harmonic oscillator problem, respectively.
Fig. 1. Ground-state condensate wave function $`\psi (x)`$ versus $`x`$ for (a) attractive and (b) repulsive interparticle interactions. The parameters for these cases are given in Table I. The curves appear in the same order as in Table I. The lowermost curve corresponds to the first row in Table I.
First we consider the ground-state solution of eq. (3) for different $`\alpha `$ in the cases of both attractive and repulsive interactions. The relevant parameters for these solutions (values of the wave-function at the origin $`\psi (0)`$, reduced number $`n`$, and mean-square radii $`x^2`$) are listed in table 1. The wave functions for different values of $`\alpha `$ for the attractive and repulsive interparticle interactions for the cases shown in table 1 are exhibited in figures 1(a) and 1(b), respectively, where we plot $`\psi (x)`$ versus $`x`$. The curves in figures 1(a) and 1(b) appear in the same order as the rows in table 1 and it is easy to identify the corresponding values of $`\alpha `$ from the values of $`\psi (0)`$ of each curve. From figures 1(a) and (b) we find that the nature of the wave function for these two cases are quite different.
Table 1: Parameters for the numerical solution of the GP equation (3) for $`c=\pm 1`$ for the ground state wave function. The first four columns refer to the attractive interaction $`c=1`$ and the last four columns refer to the repulsive interaction $`c=1`$.
| $`\alpha `$ | $`\psi (0)`$ | $`n`$ | $`x^2`$ | $`\alpha `$ | $`\psi (0)`$ | $`n`$ | $`x^2`$ |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1.0 | 0 | 0 | 0 | 1.0 | 0 | 0 | 0 |
| 0.8 | 0.9185 | 0.3663 | 0.9030 | 1.2 | 0.8719 | 0.4353 | 1.1027 |
| 0.6 | 1.3347 | 0.6690 | 0.8127 | 1.4 | 1.2036 | 0.9435 | 1.2103 |
| 0.4 | 1.6795 | 0.9147 | 0.7297 | 1.6 | 1.4415 | 1.5276 | 1.3219 |
| 0.0 | 2.2827 | 1.2655 | 0.5872 | 1.8 | 1.6308 | 2.1894 | 1.4368 |
| $``$0.4 | 2.8255 | 1.4798 | 0.4757 | 2.0 | 1.7896 | 2.9303 | 1.5544 |
| $``$1.0 | 3.5624 | 1.6530 | 0.3564 | 2.2 | 1.9276 | 3.7509 | 1.6741 |
| $``$1.4 | 4.0097 | 1.7152 | 0.3005 | 2.4 | 2.0507 | 4.6518 | 1.7956 |
| $``$2.0 | 4.6249 | 1.7695 | 0.2400 | 2.6 | 2.1627 | 5.6331 | 1.9186 |
| $``$2.5 | 5.0942 | 1.7957 | 0.2040 | 3.0 | 2.3626 | 7.8377 | 2.1679 |
| $``$3.0 | 5.5307 | 1.8126 | 0.1767 | 3.4 | 2.5401 | 10.3651 | 2.4206 |
| $``$4.0 | 6.3252 | 1.8319 | 0.1385 | 4.0 | 2.7786 | 14.7609 | 2.8041 |
Fig. 2. The reduced number of particles $`n`$ versus density $`\rho n/x^2`$ of the ground-state condensate for the attractive interaction.
Table 2: Parameters for the numerical solution of the GP equation (3) for $`c=\pm 1`$ for the wave function of the first excited state. The first four columns refer to the attractive interaction $`c=1`$ and the last four columns refer to the repulsive interaction $`c=1`$.
| $`\alpha `$ | $`\psi (0)`$ | $`n`$ | $`x^2`$ | $`\alpha `$ | $`\psi (0)`$ | $`n`$ | $`x^2`$ |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 3.0 | 0 | 0 | 0 | 3.0 | 0 | 0 | 0 |
| 2.9 | 0.9071 | 0.3940 | 2.9505 | 3.1 | 0.8814 | 0.4064 | 3.0505 |
| 2.8 | 1.3012 | 0.7769 | 2.9012 | 3.2 | 1.2278 | 0.8254 | 3.1013 |
| 2.6 | 1.8898 | 1.5118 | 2.8039 | 3.6 | 2.0006 | 2.6466 | 3.3101 |
| 2.0 | 3.1912 | 3.5069 | 2.5215 | 4.0 | 2.4347 | 4.7325 | 3.5282 |
| 1.5 | 4.0643 | 4.9560 | 2.2976 | 4.5 | 2.7895 | 7.7573 | 3.8124 |
For the attractive interparticle interaction, the wave function is more sharply peaked at $`x=0`$ than in the case of the repulsive interparticle interaction. Consequently, in the attractive case one has smaller values of the reduced number $`n`$ and mean square radii $`x^2`$ of the wave function. For the attractive case we find from table 1 that with a reduction of the chemical potential $`\alpha `$ the reduced number $`n`$ increases slowly and the mean square radius $`x^2`$ decreases rapidly, so that the density of the condensate $`\rho n/x^2`$ tends to diverge as $`n`$ tends to a maximum value $`n_{\text{max}}`$. This means that there is a maximum number of particles in the condensate in this case. This peculiar behavior in the attractive case is demonstrated in figure 2 where we plot the reduced number $`n`$ of the condensate in the ground state versus the density $`\rho `$. From figure 2 we find that with the reduction of the chemical potential, the reduced number of particles $`n`$ in the condensate attains a saturation value. Numerically, we find this value to be
$$n_{\text{max}}\eta N_{\text{max}}1.85.$$
(12)
However, during this process the mean square radius continues to decrease thus leading to a divergence of the density of the condensate. For $`n>n_{\text{max}}`$, there is no stable solution of the GP equation. There is no such limit on $`n`$ in the repulsive case. In that case with the increase of the chemical potential $`\alpha `$ the condensate increases in size as the number of particles in the condensate increases. These behaviors of the Bose-Einstein condensate in two dimensions were also noted in three dimensions .
Next we consider solutions to eq. (3) with radial excitation. The present numerical method is equally applicable to the ground and all radially excited states of the condensate. In this work we shall consider excited solutions with only one node for both attractive and repulsive interparticle interactions, which we discuss next. In table 2 we exhibit the parameters of some of such solutions. In figures 3(a) and 3(b) we plot the respective wave functions $`\psi (x)`$ versus $`x`$ for the attractive and repulsive interactions. We again find that in the case of attractive interaction the wave function is narrowly peaked near $`x=0`$, and for repulsive interaction it is more extended in space to larger values of $`x`$. Consequently, the reduced number $`n`$ and mean square radii $`x^2`$ are larger in the case of repulsive interaction. We again find from table 2 that in the attractive case, with a reduction of the chemical potential $`\alpha `$, the mean square radius decreases as the reduced number $`n`$ increases. It is expected that there should be a saturation on $`n`$ in this case also. However, we did not try to find this saturation numerically, which should occur for values of $`\alpha `$ much smaller than those presented in table 2 leading to a much larger value of $`n_{\text{max}}`$ than in eq. (12).
Although, we have considered the problem in a system of dimensionless units, it is interesting to see what our results correspond to in actual units. If we consider the typical value 0.0001 of $`\eta `$ favorable to the formation of Bose-Einstein condensate as commented after eq. (5), we can calculate the actual numer of atoms $`N`$. The number of atoms $`N`$ in the condensate for all cases reported in tables 1 and 2 is maximum for the ground state of the repulsive interatomic interaction for $`\alpha =4`$. This number in this case is $`N=147,600`$. If we consider a trap frequency such that $`\sqrt{\mathrm{}/(m\omega )}=10,000`$ Å, then the root-mean-square radius for the above condensate with 147,600 atoms is 16,700 Å. In the attractive case the maximum numer of particles given by eq. (12) becomes $`N_{\text{max}}=18,500`$. Both the size and numbers of particles seem to be very reasonable for the condensate .
In this work we have investigated the numerical solution of the Gross-Pitaevskii equation (1) for Bose-Einstein condensation in two dimensions under the action of a harmonic oscillator trap potential for bosonic atoms interacting via both attractive and repulsive interparticle interactions. In both cases we considered the wave function for the ground state and radially excited state with one node. We expressed the GP equation in dimensionless units independent of all parameters, such as, atomic mass, harmonic oscillator frequency, number of atoms in the condensate, and strength of atomic interaction. The relevant parameters appear in the normalization condition (5) of the wave function. We derive the boundary conditions (10) and (11) of the solution of the dimensionless GP equation (3), which is integrated from the origin outwards in steps of 0.0001 by the four-point Runge-Kutta rule consistent with the boundary condition. At a particular value of the chemical potential, the correct solution is obtained after a proper guess of the boundary condition of the wave function at the origin. From a initial trial value of the wave function at the origin, Newton-Raphson method is used to obtain the correct wave function after a matching with the boundary condition in the asymptotic region. In both the ground and excited states it is found that the wave function is sharply peaked near the origin for attractive interatomic interaction. For a repulsive interatomic interaction the wave function extends over a larger region of space. In the case of an attractive potential, the mean square radius decreases with an increase of the number of particles in the condensate. Consequently, a stable solution of the GP equation can be obtained for a maximum number of particles in the condensate. For the ground state the maximum reduced number of particles is given by eq. (12). For the repulsive case there is no such limit on the number of particles in the condensate.
We thank the authors of Ref. for a copy of their work prior to publication. The work is supported in part by the Conselho Nacional de Desenvolvimento Científico e Tecnológico and Fundação de Amparo à Pesquisa do Estado de São Paulo of Brazil. |
warning/0001/astro-ph0001211.html | ar5iv | text | # The 1996 outburst of GRO J1655-40: disc irradiation and enhanced mass transfer
## 1 Introduction
The X–ray source GRO J1655–40 has several unusual characteristics. Though, like all soft X-ray transients, it is a low-mass binary system, its 1.7–$`3.3\mathrm{M}_{}`$ secondary orbiting a 5.5–$`7.9\mathrm{M}_{}`$ black hole (Shahbaz et al. 1999) is considerably more massive than is typical in such systems (see e.g. a review by Tanaka & Shibazaki 1996). Its mass and spectral type (F3-F4) imply that the donor star is near (or just beyond) the end of its main-sequence life-time. In fact Kolb et al. (1997) and Kolb (1998) assert that it appears to be crossing the Hertzsprung gap, i.e. expanding towards the giant branch, which would imply a very large mass transfer rate, $`\dot{M}_\mathrm{T}10^{19}`$ g s<sup>-1</sup> (King & Kolb 1999). Even if the secondary star in GRO J1655–40 is still on the main sequence, as argued by Regös, Tout & Wickramasinghe (1998), the inferred mass transfer rate, $`\dot{M}_\mathrm{T}\text{ }>10^{17}`$ g s<sup>-1</sup>, is orders of magnitude greater than $`\dot{M}_\mathrm{T}`$ estimates in other X-ray transients (see e.g. Chen, Shrader & Livio 1997). Moreover, the values quoted above are close to the critical rate, above which the irradiated accretion disc in GRO J1655–40 would be stable with respect to the dwarf-nova type instability (van Paradijs 1996; see Dubus et al. 1999b for a most recent discussion of the critical rate for this instability), that is generally thought to be responsible for the transient behaviour of low-mass X-ray binary systems.
The outbursts themselves are also rather atypical. Like other Black Hole (Low Mass) X-ray Transient systems (BHXTs), GRO J1655–40 has been quiescent for more than 30 years before entering the active phase in 1994. However, contrary to the behaviour of ‘conventional’ BHXTs, the first outburst was followed in 1995 by two others which displayed hard X-ray spectra. Finally, after the last burst of emission in July/August 1995 the system settled into X–ray quiescence, with luminosity of $`L_X2\times 10^{32}`$ erg s<sup>-1</sup>.
This quiescent state ended around April 25, 1996 when a new, soft X–ray outburst began, which is the main subject of this paper. Orosz et al. (1997) obtained BVRI photometry close to the onset of the outburst and found the rise in X-ray flux delayed by 6 days with respect to the optical increase. Consequently, Hameury et al. (1997) showed that the rise to outburst, and in particular the X-ray ‘delay’, are very well described by the dwarf-nova type disc instability model (DIM) if the accretion disc is truncated at $`5\times 10^3`$ $`R_S`$ ($`R_S=2GM/c^2`$ is the Schwarzschild radius). However, the success of this model is put into perspective by the subsequent behaviour of the system during the outburst, when, after the first local maximum, the soft X-ray light curve rose to a higher luminosity ‘flaring’ plateau. The present theoretical understanding tells us that this type of light-curve cannot be produced based on the standard DIM (Hameury et al. 1998).
The behaviour of the optical luminosity during the 1996 outburst of GRO J1655–40 also seems to defy the generally accepted idea (based on a solid observational background) that in Low Mass X-ray Binaries (LMXBs) the optical emission from the accretion disc is due to reprocessing of X-rays in the outer disc. The fact that in GRO J1655–40 the optical flux decreases while the X-ray flux increases and then fluctuates around an approximately constant value is difficult to reconcile with the X-ray reprocessing model (Hynes et al. 1998). Finally, the list of unusual properties of GRO J1655–40 should be completed by the presence of a superluminal ‘jet’ seen during the 1994 outburst (Hjellming & Rupen 1995).
In this paper we argue that the puzzling behaviour of this system can be readily reconciled with the DIM, if we take into account the fact that the mass transfer rate in GRO J1655–40 is likely to be rather close to the stability limit. In this case, irradiation of the secondary during an outburst may be enough to increase the mass transfer rate by a factor of a few and thereby push the system into the stable regime. This scenario and its expected effect on the observed X-ray light curve are discussed in detail in §2. Furthermore, in §3 we speculate that the reason the optical flux does not rise with increasing X-ray luminosity is a reduction in the amplitude of the outer disc warping. Using a flared planar disc ‘approximation’ to describe a warped disc, we show that as a result, the intercepted X-ray flux and therefore the observed optical emission is reduced. We further suggest in §4 that the flattening of the outer disc and a consequent decrease in X-ray irradiation may also be responsible for the ultimate end of the stable accretion phase, by raising the stability criterion. We conclude with a final discussion and a summary in §5.
## 2 The X–ray Outburst
Following Shahbaz et al. (1999), in our estimates below we assume that GRO J1655–40 contains a 7$`\mathrm{M}_{}`$ black hole and that the mass ratio between the primary mass $`M_1`$ and the secondary mass $`M_2`$ is $`qM_2/M_1=0.33`$. We also adopt a distance to the system of 3.2$`\mathrm{kpc}`$ (Hjellming & Rupen 1995).
Figure 1(a) shows the progress of the 1996 X-ray outburst of GRO J1655–40. The ASM (2-12 keV) ‘soft’ X-ray flux began to rise 6 days after the start of the optical outburst and 15 days later attained a maximum corresponding to $`0.12L_{\mathrm{Edd}}`$ (hereafter we use spectral fits by Sobczak et al. 1999 to convert ASM fluxes to bolometric luminosity values), where $`L_{\mathrm{Edd}}=1.25\times 10^{38}M/\mathrm{M}_{}\mathrm{erg}\mathrm{s}^1`$ is the Eddington luminosity. After $`12`$ days of a roughly exponential decline which followed the first maximum, the soft X-ray flux fell by about $`30\%`$. It then began to rise again, and after about two months from the onset of the outburst, reached a strongly flaring plateau with total luminosity varying around $`0.17L_{\mathrm{Edd}}`$. This flaring state, which Sobczak et al. (1999) identify with the very high spectral state, continued roughly until day 200 of the X-ray outburst. Over the next $`70`$ days the luminosity fell to less than a third of its peak value. Note that this local minimum was followed by a $`150`$ day long reflare, which we do not try to address in this paper (but see §4). Our goal here is to apply the (modified) DIM to the main 1996 outburst of GRO J1655–40 since, as discussed above, this model was successfully used to describe the beginning of this event. Various type of ‘reflares’ (observed also in dwarf novae) do not have a clear explanation in the context of the DIM (see e.g. Hameury, Lasota & Warner 2000). One can speculate that the long rise-time of the GRO J1655–40’s reflare could be due to an inside–out outburst from a non–truncated disc, while its flat-topped lightcurve suggests a quasi–steady accretion phase. However, in view of incomplete optical coverage and uncertainties in models discussed below, we feel that an attempt at serious modeling of the reflare would be pure guesswork.
It is very suggestive that the e-folding rise time of $`\text{ }<1`$ day and the e-folding decay time of $`35`$ days, observed in the first 27 days of the X-ray outburst of GRO J1655–40, are characteristic of the so-called FRED-type light curves seen in many X-ray transients (see e.g. Chen, Shrader & Livio 1997). The rise and decay (see Figs. 1\[b\] and 1\[c\]) of the optical and UV luminosity also follow the pattern of a FRED outburst with an e-folding decline time close to $`73`$ days, considerably longer than that for X-rays. This behaviour naturally follows from the DIM in which the outer regions of the accretion disc are irradiated by the X-rays from the inner region (King & Ritter 1998; Dubus, Lasota & Hameury 1999a). One could conclude, therefore, that GRO J1655–40 was producing a ‘normal’ X-ray transient outburst when, on day 27 a new event occurred which stopped the decline of the X-ray flux. In what follows, we will argue that the change in the outburst pattern was due to an increase in the mass transfer rate, which moved the system parameters into the range corresponding to stable accretion for an X-ray irradiated disc.
The minimum mass transfer rate necessary for a stable, steady-state accretion in an X-ray irradiated disc may be written as (Dubus et al. 1999b)
$`\dot{M}_{\mathrm{crit}}^{\mathrm{irr}}`$ $``$ $`2.8\times 10^{18}\left({\displaystyle \frac{R_{\mathrm{out}}}{5.3\times 10^{11}\mathrm{cm}}}\right)^{2.1}\times `$ (1)
$`\left({\displaystyle \frac{𝒞}{5\times 10^4}}\right)^{0.5}\mathrm{g}\mathrm{s}^1.`$
Here the phenomenological ‘parameter’ (in reality a function of radius and time, see §3) $`𝒞`$ provides a simple description of the disc irradiation properties through:
$$T_{\mathrm{irr}}^4=𝒞\frac{\dot{M}c^2}{4\pi \sigma R^2},$$
(2)
where $`T_{\mathrm{irr}}`$ is the irradiation temperature. $`𝒞=5\times 10^4`$ is the value that represents best the average irradiation flux intercepted by the the outer disc regions in LMXBs (see Dubus et al. 1999b<sup>1</sup><sup>1</sup>1Dubus et al. write that this value is used ‘by comparison with a formula extensively used in the literature’ but in fact the numerical value of $`𝒞`$ is deduced from applications of this formula to observations.). We assumed that in outburst the disc outer radius $`R_{\mathrm{out}}`$ expands to $`90\%`$ of the primary Roche lobe radius (Smak 1999b), so that
$$R_{\mathrm{out}}=5.3\times 10^{11}\left(\frac{M_1}{7\mathrm{M}_{}}\right)^{1/3}\mathrm{cm}$$
(3)
Let us note, however, that if the outward propagating heat front (Hameury et al. 1998) did not reach the outermost disc regions, the disc expansion would be negligible, and its outer edge would extend only to $`70\%`$ of the Roche lobe radius.
The critical accretion rate given by Eq. (1) is very uncertain, as discussed in Dubus et al. (1999a), and should be considered an order of magnitude estimate only. For the accretion in an irradiated disc to be stable the mass-transfer rate from the secondary has, therefore, to be larger than $`10^{18}\mathrm{g}\mathrm{s}^1`$. For GRO J1655–40 this corresponds to $`\dot{M}_\mathrm{T}0.1\dot{M}_{\mathrm{Edd}}`$ ($`\dot{M}_{\mathrm{Edd}}=L_{\mathrm{Edd}}/0.1c^2`$).
Since $`L0.2L_{\mathrm{Edd}}`$ during the plateau phase of the outburst, the observations are entirely consistent with a stable disc accreting at $`\dot{M}=\dot{M}_\mathrm{T}0.2\dot{M}_{\mathrm{Edd}}`$. For our arguments to work, however, the mass transfer rate from the secondary must be smaller than critical value of $`0.1\dot{M}_{\mathrm{Edd}}`$ quoted above, since otherwise GRO J1655–40 would not be a transient, at least according to the DIM. So what is known about $`\dot{M}_\mathrm{T}`$ in this system?
Estimates of the mass transfer rate in GRO J1655–40 quoted in the literature differ by three orders of magnitude. At the high end, Kolb et al. (1997) and King & Kolb (1999) argue that the secondary star in GRO J1655–40 is crossing the Hertzsprung gap between the main sequence and the red giant branch, and is therefore undergoing a rapid envelope expansion (on a time scale $`10^7`$ years). They conclude that this implies a mass transfer rate of order $`M_2/(10^7\mathrm{y})\text{ }>10^{19}\mathrm{g}\mathrm{s}^1`$. Obviously, taken at face value, this result suggests that GRO J1655–40 cannot be a transient system. Regös et al. (1998) show, however, that the type F3-F4 donor can still lie on the main sequence if convective overshooting at the core–envelope boundary is taken into account in stellar modeling. The presence of such (or equivalent) mixing is expected for main–sequence stars in the relevant mass range (see Regös et al. 1998 and references therein). Based on this argument, Regös et al. (1998) derive a considerably lower value for the mass transfer rate in GRO J1655–40, estimating that $`\dot{M}_\mathrm{T}10^{17}10^{18}\mathrm{g}\mathrm{s}^10.11.0\times \dot{M}_{\mathrm{crit}}^{\mathrm{irr}}`$. If this estimate is correct, the quiescent accretion disc in GRO J1655–40 is still unstable, though with the mass transfer rate rather close to the critical one. In this case, an increase in $`\dot{M}_\mathrm{T}`$ by a factor of a few during the outburst would stabilize the accretion, and produce the ‘plateau’ in the light curve, just as observed during the 1996 outburst. Interestingly, Hameury et al. (1997) showed that the spectrum of GRO J1655–40 in quiescence as well as its rise to outburst in 1996 can be very well modeled using the standard DIM operating in a truncated disc, assuming that the mass transfer rate is $`2\times 10^{17}\mathrm{g}\mathrm{s}^1`$, within the range considered plausible by Regös et al. (1998).
These relatively high values of $`\dot{M}_\mathrm{T}`$ are somewhat difficult to reconcile with the estimate of van Paradijs (1996), who used the standard method of deducing the mass transfer rates in X-ray transients by dividing the mass accreted during the outburst by the recurrence time. By estimating the total emission observed during the 1994–1995 period of activity and assuming a recurrence time of $`>30`$ years van Paradijs (1996) obtained $`\dot{M}_\mathrm{T}\text{ }<8\times 10^{15}\mathrm{g}\mathrm{s}^1`$ (see also Menou et al. 1999). However, the validity of this method for the recent outburst cycle of GRO J1655–40 is questionable, since the observed outbursts clearly do not occur with even rough regularity. Between August 1995 and April 1996 GRO J1655–40 was in true quiescence so the recurrence time for the 1996 outburst was only 9 months. The relevant mass transfer rate may then be estimated by dividing the mass accreted during the 1996 outburst (which was roughly $`4\times 10^{24}\mathrm{g}`$, assuming the standard $`10\%`$ radiative efficiency) by this recurrence time. The result, $`\dot{M}_\mathrm{T}2\times 10^{17}\mathrm{g}\mathrm{s}^1`$, is in reasonable agreement with convective overshooting models of Regös et al. (1998). This, of course, does not resolve the problem of the pre–1994 phase, namely that no outbursts were observed during the preceding 30 years.
Overall we conclude that there is significant evidence pointing to the mass transfer rate in GRO J1655–40 being rather close to the stability limit of an irradiated disc, at least during the period directly preceding the 1996 outburst. Furthermore, we can confidently state that the transient nature of this system as well as the shape of the X-ray light curve seen in 1996 can be attributed to the dwarf–nova type disc instability only if $`\dot{M}_\mathrm{T}`$ in quiescence was below, but not too far from the critical mass transfer rate. The former condition is necessary to have outbursts at all, and the latter is desirable so that a reasonable increase in $`\dot{M}_\mathrm{T}`$ during the first part of the outburst is sufficient to stabilize the disc. In addition, the same value of $`\dot{M}_\mathrm{T}`$ is required to explain all the rise–to–outburst properties.
An obvious reason for an increase in $`\dot{M}_\mathrm{T}`$ is X-ray irradiation of the secondary star. According to Phillips, Shahbaz & Podsiadlowski (1999), X-ray heating strongly affects the vertical structure of the irradiated outer layers of the secondary. Assuming an X-ray luminosity of $`1.4\times 10^{37}`$ erg s<sup>-1</sup>, they obtain for GRO J1655–40 a (maximum) ratio of the irradiating to the intrinsic stellar flux $`6.6`$. They were considering BATSE (20 -200 keV) X-ray fluxes observed during the March 1995 event, whereas during a typical outburst most of the energy is emitted in softer (2-20 keV) X-rays (Sobczak et al. 1999). At the first maximum in the 1996 outburst, the total X-ray luminosity was approximately 8 times larger than the value used by Phillips et al. (1999), so the flux ratio would instead be $`50`$ and the expected effect considerably larger. Thus, an increase of the mass-transfer rate due to irradiation should be expected. In addition, in a recent seminal article, Smak (1999a) showed that mass–transfer enhancements play a fundamental role in dwarf–nova outbursts (see §5) and therefore they should also be expected in X–ray transients.
As pointed out by Phillips et al. (1999) X-ray irradiation does not directly affect the vicinity of the $`L_1`$ point but heats up matter located higher in altitude. This will induce a delay, because the heated matter has to move to the Roche nozzle before falling onto the accreting object. Such a delay was observed in dwarf novae; when the heating of the secondary by UV and optical emission is clearly observed, brightening of the hot spot due to the increased mass transfer appears a few days after the outburst maximum (Smak 1995). If the increased mass-transfer rate is due to irradiation, this delay must be shorter than the disc viscous time, in order to keep $`\dot{M}_\mathrm{T}`$ approximately constant. In the opposite case, the light-curve would instead have an exponential shape (Hameury, King & Lasota 1988; Augusteijn, Kuulkers & Shaham 1993; Hameury, Lasota & Hurè 1997).
The disc viscous time is
$`t_{\mathrm{vis}}`$ $``$ $`{\displaystyle \frac{R^2}{\nu }}=320\left({\displaystyle \frac{\alpha }{0.1}}\right)^{4/5}\left({\displaystyle \frac{\dot{M}}{10^{18}\mathrm{g}\mathrm{s}^1}}\right)^{3/10}\times `$ (4)
$`\left({\displaystyle \frac{M}{7\mathrm{M}_{}}}\right)^{1/4}\left({\displaystyle \frac{R}{10^{11}\mathrm{cm}}}\right)^{5/4}\mathrm{d},`$
using the expression for midplane temperature given for the ‘hot’ Shakura & Sunyaev (1973) solution. At GRO J1655–40’s outer disc radius this time is longer than the total duration of the 1996 activity ($`500`$ days), at least for values of $`\alpha 0.1`$ \- 0.2 assumed in the DIM.
In our picture, irradiation of the secondary at the time of the first maximum in the X-ray light curve, would increase the mass transfer rate from the companion. To be consistent with observations, this increase should affect the accretion rate onto the black hole after about two weeks, a considerably shorter time period than $`t_{\mathrm{vis}}`$ above. In this case, however, the relevant time scale is not that given by Eq. (4), but instead the time it takes for a surface density front, created by a sudden increase in mass transfer, to diffuse towards the inner disc regions. In the presence of a warp, matter transfered from the companion is fed to the disc not at the outer edge but at radius $`R_{\mathrm{circ}}/2`$ (see e.g. Wijers & Pringle 1999), where
$$R_{\mathrm{circ}}2.13\times 10^{11}\left(\frac{M_1}{7\mathrm{M}_{}}\right)^{1/3}\mathrm{cm}$$
(5)
is the so called circularization radius corresponding to the specific angular momentum of the mass transferred through the $`L_1`$ Lagrangian point. The time in which this surface density excess will reach the black hole is then given by (Hameury et al. 1997)
$$t_{\mathrm{vis}}^c\text{ }<t_{\mathrm{vis}}(R_{\mathrm{circ}})\frac{\delta R}{R_{\mathrm{circ}}}$$
(6)
where $`\delta R`$ is the width of the surface density contrast. A density excess with $`\delta R/R_{\mathrm{circ}}0.1`$ (see e.g. Frank et al. 1987) would diffuse to the central black hole in $`20`$ days in agreement with our scenario. As we pointed out above, this number should be considerably longer than the expected delay between irradiation of the secondary and the increase in mass transfer, as required to produce a flat light-curve. Although it is very difficult to estimate how long it takes for the heated matter to reach the $`L_1`$ point (see Hameury et al. 1993, for discussion of a related problem), a time of $``$ few days is reasonable in the sense that it would imply subsonic speeds.
Our explanation of the ‘flat top’ X-ray light-curve of GRO J1655–40 is very similar to the one proposed by King & Cannizzo (1998) for light-curves of Z Cam-type dwarf-nova systems (see their Fig. 2). These authors do not invoke irradiation to explain the increased mass-transfer rate, however, but attribute mass transfer variations to a starspot.
Interestingly, the King & Cannizzo (1998) model is more successful in our case than it is in explaining Z Cam ‘standstills’. In Z Cam the luminosity is observed to stick at a constant level halfway down from maximum, whereas in light curves produced by King & Cannizzo the the ‘standstill’ is at a luminosity higher than the outburst maximum, as in GRO J1655–40. King & Cannizzo expect this to be the result of the high mass-transfer enhancement factor (6) used in their calculation. In reality, however, the mass-transfer rate corresponding to stable disc accretion is, by construction, always higher than the maximum outburst mass accretion rate. The reason (see e.g. Hameury et al. 1998) is that at outburst maximum, before the cooling wave begins to propagate, the accretion rate in the disc is almost constant, i.e. at the outer disc edge (or at the hot disc outer edge) it is close to the accretion rate corresponding to the critical surface density ($`\mathrm{\Sigma }_{\mathrm{min}}`$ marking the end of the ‘hot’ branch of the S-curve representing disc equilibria). A stable mass-transfer rate must be larger than this value.
## 3 The Optical Light Curve
There is now a general consensus that optical emission in persistent and transient (in outburst) low-mass X-ray binaries is due to reprocessing of X-rays by the outer disc (see e.g. van Paradijs & McClintock 1995). This is also the case for GRO J1655–40, since a simple estimate of the expected optical flux from a non-irradiated disc which reproduces the observed X-ray emission falls short of the observed optical flux by roughly an order of magnitude (see Fig. 2). Moreover, as we pointed out in §2, the optical light-curve is entirely consistent with the decline from maximum during a typical FRED-type outburst in an irradiated disc. Longer UV and optical decline time scales ($`73`$ days, as compared to $`35`$ days for the X-ray flux) are simply due to the fact that as the irradiating flux declines, the outer disc edge becomes cooler and the peak of the emission moves into the optical band, thus compensating for the decrease in the total emission from the outer disc.
However, this simple picture clearly cannot explain the behaviour of the optical flux at times later than $`30`$ days after the onset of X-ray outburst. At this time, X-ray flux begins to increase, while the optical and UV emission continues to decline. Here we argue how the scenario for the X-ray emission of GRO J1655–40 described in §2 can reconcile these observations with the X-ray reprocessing origin of the optical emission.
As shown by Dubus et al. (1999b) the outer regions of a planar accretion disc cannot intercept the X-rays emitted by a point source located at the midplane. Therefore, in order for the outer disc to be irradiated, it must be warped (the other possible way for the outer disc to see the X-rays - an extended irradiating source - fails to explain why the outer disc is effectively geometrically thick while the vertical equilibrium implies very thin discs).
The origin and propagation of warps in accretion discs is still an open question (see e.g. Pringle 1999). Here we consider two possible regimes: one with low viscosity, when the warp propagation relies on sound waves; and another with high viscosity, when the warp evolution is driven by diffusion. As we shall see, in both cases the warp amplitude in GRO J1655–40 is likely to decay during an outburst.
If the viscosity is low, i.e. if $`H/R>\alpha `$, where $`H`$ is the half–thickness of the disc, the warp can propagate as a non–dispersive wave at approximately the speed of sound (Papaloizou & Lin 1995). This regime can be relevant if the outer disc regions are not affected by the propagation of the heat front during the outburst. In the standard DIM the heat–front passage changes the viscosity parameter $`\alpha `$ from a low, cold ($`0.01`$) to a high, hot ($`0.1`$) value. Therefore, if the heat front does not reach the outer disc it is conceivable (since we don’t know the physical mechanism supposedly responsible for the change of $`\alpha `$) that in the outer regions we would still have $`\alpha 0.01`$, while $`H/R\text{ }>0.01`$ (see e.g. Dubus et al. 1999b). In such a case the increased stream of mass transfered from the secondary deposits matter moving in the orbital plane at $`R_{\mathrm{circ}}/2`$. Since various parts of the disc communicate efficiently through sound waves, this new component will exert a torque on the outer disc reducing the warp on a time scale of a few forced precession periods, where the precession period is $`40`$ days (Larwood 1998).
On the other hand, the whole disc could be in a high $`\alpha `$ state during an outburst. Since in a standard accretion disc $`H/R\text{ }<0.05`$ in the outer regions, $`H/R\alpha `$ and the warp propagation is driven by viscous processes. The relevant viscosity is the one corresponding to the vertical shear. The ratio of this kinematic viscosity coefficient to the standard (radial) one is approximately $`1/2\alpha ^2`$, for $`\alpha 1`$ (Papaloizou & Pringle 1983), and therefore the warp damping time is $`t_{\mathrm{damp}}4\alpha ^2t_{\mathrm{vis}}`$. At the outer disc edge of GRO J1655–40, $`t_{\mathrm{damp}}`$ is then about $`100`$ days for $`\alpha =0.1`$, in very good agreement with our scenario. Note that in this regime the increase of mass transfer would not affect the warp.
Pringle (1996) found that warp can be radiation driven. In such a case the warp’s viscous decay could be prevented by irradiation. For this to happen, the growth rate of the radiative instability must be shorter than the viscous damping time $`t_{\mathrm{damp}}`$. This condition can be written as (e.g. Wijers & Pringle 1999):
$`\gamma _{\mathrm{crit}}>3.21\left({\displaystyle \frac{\eta }{0.1}}\right)^1\left({\displaystyle \frac{\alpha }{0.1}}\right)^2`$ $`\left({\displaystyle \frac{M}{7\mathrm{M}_{}}}\right)^{1/2}\times `$ (7)
$`\left({\displaystyle \frac{R}{10^{11}\mathrm{cm}}}\right)^{1/2},`$
where $`\eta `$ is the accretion efficiency and $`\gamma _{\mathrm{crit}}0.1`$ is the critical ratio of the radiative growth to the viscous damping times. One can see that for GRO J1655–40 the inequality above can be satisfied only for $`\alpha `$ values higher than the ones usually assumed in the DIM. Unless such values are assumed a warp will be viscously damped on a time–scale estimated above.
Whatever the mechanism of warp decay, it would result in the reduction of the irradiating flux intercepted by the disc, and a consequent decrease in the observed optical flux from the system.
To illustrate this argument we calculated a series of optical spectra from uniformly accreting thin discs with varying degree of irradiation. The value of the mass accretion rate was chosen to reproduce the black body component of X-ray emission (Sobczak et al. 1999). In our simple treatment here we specify neither the origin nor the structure of the warp. However, since we need some description of the photosphere of the disc above the orbital plane as a function of radius, we use the prescription,
$$z=z_{\mathrm{out}}(R/R_{\mathrm{out}})^{9/7},$$
(8)
chosen by analogy with formulae used in the literature, which (despite being based on an incorrect assumption about irradiated discs) seem to give a correct empirical description of the reprocessed X–ray flux (see Dubus et al. 1999b). All other properties of the warped disc, as far as irradiation is concerned, are described by $`𝒞`$, defined in Eq. (2). We use the prescription for irradiation of the outer disc by the inner disc edge (e.g. see Shakura & Sunyaev 1973; King & Ritter 1998), which combined with Eq. (8) above gives
$$𝒞=𝒞_{\mathrm{out}}\left(\frac{z/R}{z_{\mathrm{out}}/R_{\mathrm{out}}}\right)^2=𝒞_{\mathrm{out}}\left(\frac{R}{R_{\mathrm{out}}}\right)^{4/7},$$
(9)
where $`𝒞_{\mathrm{out}}=𝒞(R_{\mathrm{out}})`$. Note that for the disc–disc irradiation geometry, the strength of irradiation is quadratic in $`z/R`$, since it depends on the projections of both the emitting and irradiated annuli.
Of course the exact dependence of $`z`$ on the disc radius is important in determining the shape of the optical spectrum. However, there are many other highly uncertain quantities in the calculation (e.g. radial profile of the albedo in the outer disc, angular distribution of the irradiating flux, details of radiative transfer in the atmospheres of irradiated discs) which all contribute significantly to the appearance of the disc in the optical band. In addition, we are using a flared planar disc ‘approximation’ to describe a warped disc. Since all these uncertainties are hidden inside our parameter $`𝒞_{\mathrm{out}}`$, the exact choice of $`z(R)`$ is not very important. As far as we are concerned, Eqs. (8) and (9) simply describe the distribution of the irradiating flux with radius and do not result from some assumed vertical disc structure. Note especially that we do not assume that the irradiated disc is isothermal or adopt a particular value for the disc aspect ratio at the outer edge.
The resulting spectra computed for different values of $`𝒞_{\mathrm{out}}`$ are shown in figure 2. For comparison we also plotted the dereddened spectra of GRO J1655–40 observed (in order of decreasing flux) on May 14, June 8, June 20, June 30, and July 22, 1996 with HST/FOS red prism. (Note that these spectra correspond to the optical and UV data points shown on figure 1.) Since the contribution from the secondary is quite significant, especially at later times, we have subtracted from the data an estimate of the quiescent optical spectrum of GRO J1655–40, adjusted according to orbital phase (see Hynes et al. 1998 and Hynes 1999 for a fuller description of data processing). The broad hump centered at $`\mathrm{log}\nu 14.8`$ which remains after subtraction in the last two spectra has a similar spectrum to the secondary, and we suspect is probably due to a residual contribution from the companion. This suggests brightening of the secondary in outburst due to X-ray heating, supporting our irradiation scenario.
Though the model spectra are not intended as a formal fit to the data because of many simplifications in our calculation, the agreement between the five sets of spectra is fairly good. Figure 2 shows qualitatively that by decreasing the degree of warping (as described by $`𝒞_{\mathrm{out}}`$), and therefore irradiation, of the outer disc, we can mimic the observed evolution of GRO J1655–40 in the optical band. Note how with decreasing $`𝒞_{\mathrm{out}}`$ the model optical spectra become softer, just as observed, even allowing for some residual contribution from the secondary in the data.
One should keep in mind that all model spectra shown in figure 2 were computed for a planar disc with $`zR^{9/7}`$ and a fixed outer radius, given by Eq. (3). This means varying $`𝒞_{\mathrm{out}}`$ in our model corresponds simply to different values of the photospheric height at the outer radius. A more realistic description of the effects caused by enhanced mass transfer should, of course, include both changes in the disc profile (different functional form for $`z(R)`$) as well as possible changes in the disc outer radius. We feel that as long as we use a flared planar disc to approximate the effects of the warp, the exact disc shape is beyond the scope of this paper. Similarly, it is difficult to calculate the change in the outer radius of the disc from first principles. However, observations and numerical simulations of dwarf nova discs (e.g. Smak 1984; 1999b) show that at the onset of the outburst $`R_{\mathrm{out}}`$ expands by about $`30\%`$ (from the canonical $`70\%`$ to nearly $`90\%`$ of the Roche radius) for a constant mass transfer rate from the companion. By comparison, simulations with enhanced mass transfer (say by a factor of 30) simply decrease this value to $`25\%`$, so the difference is too small to be constrained by the data.
## 4 End of the outburst
Because of many uncertainties in the physics of irradiation, it is very difficult to infer the time scale of the warp decay from the optical data. In both regimes considered in the previous section, our estimates of the decay time (a few forced precession times in the low viscosity case \[Papaloizou & Terquem 1995; Larwood 1998\] or the viscous damping time in a high viscosity case) are of the same order as the duration of the plateau phase of the outburst. It is therefore very tempting to speculate that the decay of the warp is not only responsible for the decline in the observed optical emission, but can also, by reducing heating through irradiation, terminate the outburst. Even if the mass transfer rate from the secondary remains high, a decrease in the irradiating flux can cause an increase in the minimum rate required for stable accretion (see Eq. 1) which is sufficient to bring the disc back into the unstable regime, and therefore, partially shut off the accretion in the inner disc where X-rays are produced. However, since the disc will most likely remain close to the stability limit, a very short period of mass accumulation at the outer edge is required to trigger the next outburst, just as was observed for GRO J1655–40 in 1997 (e.g. Sobczak et al. 1999).
## 5 Discussion and Conclusions
We have shown that X-ray and optical observations of GRO J1655–40 during its 1996 outburst can be reconciled with the standard disc instability scenario under the assumptions that the outer accretion disc is warped and that the primary ‘standard’ outburst triggers a burst of mass transfer from the secondary. In our picture, the enhancement in the mass transfer rate was sufficient to create a period of stable accretion, which was observed as a $`5`$ month plateau in the X-ray light curve. We have argued that this is entirely plausible, since available evidence is not inconsistent with the mass transfer rate in GRO J1655–40 being close to the stability limit of an irradiated disc. Thus a rather small enhancement in $`\dot{M}_\mathrm{T}`$ is required to stabilize it. In addition, a burst of mass from the secondary is likely to decrease the warp amplitude in the outer disc. This effect explains why the optical light curve showed a decline as the X-ray flux was increasing, and can also account for the spectral evolution of the optical flux.
Warped disc physics is rather complicated and calculating the thermal–viscous instability in a warped disc (not to mention the effects of the enhanced mass transfer) is out of the question, at present. Because of this, the arguments presented in this paper are based on the calculations for planar discs and are necessarily of a qualitative nature. A lot more work is necessary before we can venture to make detailed quantitative comparisons between model predictions and what is observed.
It is also important to emphasize that although the overall ratio of X-ray to optical flux (determined by the value of $`𝒞`$ at the outer disc edge) is well constrained by observations, the detailed optical spectra of irradiated discs depend on many unknown parameters. While the angular distribution of irradiating flux may in some cases be deduced from detailed modeling of X-ray spectra, the exact shape of the disc as well as the X-ray albedo can only be determined from future theoretical calculations.
Despite these uncertainties, we believe that the picture presented here is realistic and is consistent with all the available data on the 1996 outburst of GRO J1655–40. One should perhaps view our result as a test of the hypothesis that this outburst was due to a dwarf–nova type disc instability. It is important to note that in our arguments we rely on only two major assumptions, which are both supported by extensive circumstantial evidence. Disc warping emerges as a natural conclusion from studies of X-ray irradiated outer discs, and a mass transfer increase during the outburst seems equally plausible when we consider irradiation of the secondary.
Similar modifications are also required in the application of the DIM to standard (U Gem – type) dwarf novae. In these systems there is clear observational evidence for irradiation–induced enhancement in the rate of mass transfer from the secondary (e.g. Smak 1995). Smak (1999a) studied the two types of ‘inside–out’ outbursts which are observed in dwarf novae: the ‘narrow’ and ‘wide’ ones. He showed, that their properties (various widths but similar amplitudes) can be explained if during the outburst the mass transfer rate is increased. Narrow outbursts correspond to moderate (factor 2) enhancements whereas wide outbursts correspond to major enhancements which temporarily put the accretion disc into the stable regime. It is, therefore, reasonable to expect that the variety of light curve types observed in X–ray transient systems may be due, at least in part, to mass transfer variations.
GRO J1655–40 is an exceptional system but is not the only one showing a ‘flat top’ outburst light curve (see e.g. Chen et al. 1997). One may hope, therefore, that such systems could be observed in a not too distant future. Multi-wavelength observations of such a transient event, in particular the correlation between X-ray and optical fluxes, could provide a useful test of our scenario.
At least one feature of the observed behaviour of GRO J1655–40 still remains a puzzle. If the mass transfer rate in quiescence is always close to the stability limit, it is unclear how this system could have sustained a $`>30`$ years quiescence period. At such a high rate of accretion, the mass accumulation period at the outer edge of the disc would be very short (on the order of a few months to a year), with the successive outbursts following each other after a correspondingly short time. In fact, the behaviour observed in this system since 1994 should be the norm, rather than the exception. One possible explanation can be that during some periods accretion in GRO J1655–40 is non–conservative, e.g. King & Kolb (1999) propose that a lot of matter can be lost into a jet. However, more theoretical work as well as observations are required before we can assemble a comprehensive picture of this fascinating system.
###### Acknowledgements.
We thank Caroline Terquem for enlightening discussions and advice and Phil Charles for carefully reading the manuscript. We thank the third referee of this article (first for A&A) for a useful, critical and professional report. We are grateful to Greg Sobczak for the X-ray light-curve data. This research was supported in part by the National Science Foundation Grant No. PHY94-07194, and by NASA through Chandra Postdoctoral Fellowship grant #PF8-10002 awarded by the Chandra X-Ray Center, which is operated by the Smithsonian Astrophysical Observatory for NASA under contract NAS8-39073. HST data was supported by NASA through grant number GO-6017-01-94A from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Incorporated, under NASA contract NAS5-26555. We thank Carole Haswell for providing these data. |
warning/0001/math-ph0001038.html | ar5iv | text | # Non-linear connections on phase space and the Lorentz force law
## 1 Introduction
After Einstein’s description of the gravitational force as a manifestations of the curvature of space, numerous methods were proposed for a similar, geometric explanation of the Lorentz force law \[1-4\]. Weyl’s proposal is especially significant, as it is the basis for the field equations of Yang-Mills , the basis of modern field theory. Wu and Yang have noted, however, that the Weyl/Yang-Mills approach leads to certain mathematical difficulties, when viewed in its original differential-geometric context. Presented here is another differential-geometric method for deriving the Lorentz electromagnetic force law which is free of these difficulties. The method described here develops a differential-geometric formalism using relativistic phase space as the underlying structure (unlike General Relativity and Weyl’s theory, which use spacetime and its tangent space as the underlying structure). This method provides a conceptually clearer understanding of the relationship between the physical quantity of Newtonian force, and the mathematical quantity of connection. The connection under consideration is a more general type of connection than that of Riemannian geometry, the mathematical basis of General Relativity. Rather than considering geodesics, i.e. paths of minimum distance (the distance determined by the metric), the method here uses the equations of parallel transport, which under appropriate constraints reduce to the geodesic equation. The relaxation of these constraints gives rise to new mathematical terms, one of which it is shown may be interpreted physically as the electromagnetic field.
## 2 The geometric structure of phase space
Phase space is the natural setting for studying the dynamics of an N-particle system. The purpose of this section is to describe the geometric structure of phase space, and establish in a general way the relation between the mathematical, geometric quantity “connection” with the physical quantity “force”. Given 4-dimensional spacetime and a particle whose position at a point in proper time $`\tau `$ may be characterized by the coordinates $`\{x^\mu (\tau )\}_{\mu =0}^3`$, and a Lagrangian $`L(x^\mu ,\frac{dx^\mu }{d\tau },\tau )`$ describing this physical system, one defines momenta as
$`p_i`$ $`=`$ $`{\displaystyle \frac{L}{\dot{x}^i}}`$
$`p_0`$ $`=`$ $`{\displaystyle \underset{i}{}}p_i\dot{x}^iL`$
where i ranges over the 3 spatial coordinates, 0 denotes the time coordinate, and $`\dot{x}^i=\frac{dx^i}{dx^0}`$. One constructs the phase space $`\mathrm{\Pi }`$ , such that each point in $`\mathrm{\Pi }`$ is described by coordinates $`(x^\mu ,p_\mu )`$. We will consider two infinitesimally displaced points in spacetime, $`𝐱`$ and $`𝐱^{}`$, and will define $`\mathrm{\Pi }_x`$ as the subspace of $`\mathrm{\Pi }`$ representing all possible momenta the particle may take at a point $`𝐱`$. If, at a time $`\tau `$, the particle is at point $`𝐱`$, we may associate with it some momentum, i.e. some element $`p\mathrm{\Pi }_x`$. Similarly, if at a time $`\tau +d\tau `$, the particle is at $`𝐱^{}`$, we may associate it with some $`p^{}\mathrm{\Pi }_x^{}`$. In the classical Newtonian view, the change in momentum over this interval of time $`d\tau `$ represents the forces acting on the particle. However, viewing this same situation geometrically, we see that a subtle point has been overlooked in this classical Newtonian view:
> there is no way a priori to associate some element $`p\mathrm{\Pi }_x`$ with some $`p^{}\mathrm{\Pi }_x^{}`$, since x and x’ are infinitesimally displaced.
We must first parallel transport $`p^{}`$ back to $`\mathrm{\Pi }_x`$, and then compute the difference between it and $`p\mathrm{\Pi }_x`$. Thus, we must define a connection before we can construct the rate of change of momentum representing the Newtonian force. How does one choose a connection? Newtonian mechanics is usually based on a Euclidean connection, with forces described by terms in the Lagrangian. Instead, we will consider only free-particle Lagrangians, and construct connections such that the parallel-transported change in momentum is zero along a particle’s path. In other words, rather than ascribing differences between $`p`$ and $`p^{}`$ to an external force (i.e. forces cause deviations from Euclidean straightness), we will ascribe the difference between $`p`$ and $`p^{}`$ to the parallel transport of $`p\mathrm{\Pi }_x`$ to $`p^{}\mathrm{\Pi }_x^{}`$. Loosely speaking, we shall describe “forces” in terms of connections. Conceptually, this is identical to Einstein’s programme in the General Theory of Relativity. This identification of force with connection allows one to identify stress-energy with curvature, where mathematical identities on the curvature automatically produce the necessary conservation theorems on stress-energy . However, the approach described here generalizes Einstein’s approach, by going beyond the affine connections derived from a metric in Riemannian geometry, to the most general expression for a non-linear connection on phase space. Whereas in Riemannian geometry, the metric is the fundamental quantity, from which quantities such as the connection and curvature are derived, these connections we consider are the most fundamental quantity from which other geometric quantities such as curvature are derived . Such connections may not in general be derived from a metric. By adopting this more general mathematical framework, we can “geometrize” a wider variety of forces, notably the electromagnetic force.
## 3 Linear connections on phase space
An arbitrary connection on phase space may be defined by a Pfaffian ideal of 1-forms $`\theta _\mu `$ ,
$$\theta _\mu =dp_\mu f_{\mu \nu }(x,p)dx^\nu $$
(1)
where the $`f_{\mu \nu }`$ are arbitrary functions of position $`𝐱`$ and momentum p. (We use here a pseudo-Euclidean metric $`g_{\mu \nu }=\eta _{\mu \nu },\eta _{00}=1,\eta _{11}=\eta _{22}=\eta _{33}=1`$, 0 otherwise). We shall first consider the homogeneous-linear connection $`f_{\mu \nu }(x,p)=h_{\mu \nu \alpha }(x)p^\alpha `$, where $`h_{\mu \nu \alpha }`$ are arbitrary functions of position. Defining the connection 1-forms as
$$\omega _{\mu \alpha }=h_{\mu \nu \alpha }(x)dx^\nu $$
(equivalent to Cartan’s connection 1-forms), equation 1 becomes
$$\theta _\mu =dp_\mu \omega _{\mu \alpha }p^\alpha $$
(2)
for this homogeneous-linear connection. We can now calculate explicitly the equations for the curves defined by this Pfaffian ideal. Denoting by u the unit tangent vector to these curves, we know that $`𝐮\theta _\mu =0`$ for all $`\mu `$, where $``$ denotes contraction of a vector with a 1-form. Equation 2 then becomes
$$𝐮\theta _\mu =0=𝐮dp_\mu 𝐮(\omega _{\mu \alpha }p^\alpha )$$
.
$$0=u^\nu \frac{p_\mu }{x^\nu }u^\nu (h_{\mu \nu \alpha }p^\alpha )$$
.
$$0=\frac{dp_\mu }{d\tau }h_{\mu \nu \alpha }p^\alpha u^\nu $$
(3)
where $`\tau `$ is a parametrization of the curve, and where $`\frac{dp_\mu }{d\tau }`$ denotes the derivative along the curve, and where we have taken
$$\frac{dp_\mu }{d\tau }=𝐮dp_\mu =u^\alpha \frac{p_\mu }{x^\alpha }$$
Assuming a free point-particle Lagrangian, with mass m (a scalar constant), for which ,
$$p_\mu =mu_\mu $$
equation 3 becomes
$$0=m\frac{du_\mu }{d\tau }mh_{\mu \nu \alpha }u^\alpha u^\nu ,$$
or,
$$\frac{du_\mu }{d\tau }h_{\mu \nu \alpha }u^\alpha u^\nu =0.$$
(4)
If one associates the coefficient $`h_{\mu \nu \alpha }`$ for our homogeneous- linear connection with $`\mathrm{\Gamma }_{\mu \nu \alpha }`$, the affine connection of Riemannian geometry,
$$h_{\mu \nu \alpha }=\mathrm{\Gamma }_{\mu \nu \alpha }$$
equation 4 becomes the “geodesic equation” for a Riemannian space ,
$$\frac{du_\mu }{d\tau }+\mathrm{\Gamma }_{\mu \nu \alpha }u^\alpha u^\nu =0.$$
Einstein demonstrated that this equation describes the forces of gravitation, once the curvature of space is related to stress energy, $`T_{\mu \nu }`$:
$$T_{\mu \nu }=R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R$$
where
$$R=g^{\mu \nu }R_{\mu \nu },$$
and
$$R_{\mu \nu }=\mathrm{\Gamma }_{\mu \nu ,\alpha }^\alpha \mathrm{\Gamma }_{\mu \alpha ,\nu }^\alpha +\mathrm{\Gamma }_{\beta \alpha }^\alpha \mathrm{\Gamma }_{\mu \nu }^\beta \mathrm{\Gamma }_{\beta \nu }^\alpha \mathrm{\Gamma }_{\mu \alpha }^\beta .$$
where $`,\alpha `$ denotes derivation, i.e.
$$\mathrm{\Gamma }_{\mu \alpha ,\nu }^\alpha =\frac{\mathrm{\Gamma }_{\mu \alpha }^\alpha }{x^\nu }.$$
## 4 Non-linear connections on phase space
### 4.1 Derivation of parallel transport equation on phase space
We now return to equation 1, solutions to which describe the paths of parallel transport in phase space, to relax the assumption of homogeneous-linearity which led to equation 2. Now we shall consider connections of the form
$$f_{\mu \nu }(p,x)=\underset{\mu \nu }{\overset{(0)}{h}}(x)+\underset{\mu \nu \alpha }{\overset{(1)}{h}}(x)p^\alpha $$
where the $`\underset{\mu \nu \alpha _1\mathrm{}\alpha _k}{\overset{(k)}{h}}(x)`$ are functions only of x. Defining the set of connection 1-forms
$$\underset{\mu }{\overset{(0)}{\omega }}=\underset{\mu \nu }{\overset{(0)}{h}}dx^\nu $$
.
$$\underset{\mu \alpha }{\overset{(1)}{\omega }}=\underset{\mu \nu \alpha }{\overset{(1)}{h}}dx^\nu $$
equation 1 becomes
$$\theta _\mu =dp_\mu \underset{\mu }{\overset{(0)}{\omega }}\underset{\mu \alpha }{\overset{(1)}{\omega }}p^\alpha $$
As before, we explicitly calculate the equations for the curves which annul this Pfaffian ideal, by contracting the unit tangent vector u with all of the 1-forms $`\theta _\mu `$:
$$𝐮\theta _\mu =0$$
.
$$0=𝐮dp_\mu 𝐮\underset{\mu }{\overset{(0)}{\omega }}𝐮\stackrel{(1)}{\omega }_{\mu \alpha }p^\alpha $$
Recalling our earlier use of the derivative along the curve, and explicitly writing the contraction, this becomes
$$0=\frac{dp_\mu }{d\tau }u^\gamma \underset{\mu \gamma }{\overset{(0)}{h}}u^\gamma \underset{\mu \gamma \alpha }{\overset{(1)}{h}}p^\alpha $$
Assuming again a point-particle Lagrangian, $`p_\mu =mu_\mu `$, this becomes
$$0=m\frac{du_\mu }{d\tau }u^\gamma \underset{\mu \gamma }{\overset{(0)}{h}}mu^\gamma \underset{\mu \gamma \alpha }{\overset{(1)}{h}}u^\alpha $$
or, in a form where the mass-dependence of the different terms is explicit,
$$0=\frac{du_\mu }{d\tau }\frac{1}{m}\underset{\mu \gamma }{\overset{(0)}{h}}u^\gamma \underset{\mu \gamma \alpha }{\overset{(1)}{h}}u^\gamma u^\alpha $$
(5)
Notice that, expressed in this form, the equivalence principle is manifest. Only one term may be without a mass term, the first-order term. Mathematically, this must describe paths which particles will follow independent of their mass, which physically corresponds to gravitation, as Einstein’s General theory shows. Other geometrically-derived forces, the zeroth-order term, and 2nd-order terms and higher, correspond to forces whose effects will be dependent on the mass of the particle.
### 4.2 Physical interpretation of the lowest order term of this parallel transport equation
In order to interpret equation 5, we will associate the connection term $`\underset{\mu \gamma }{\overset{(0)}{h}}`$, which is independent of momentum but a function of position, with the Faraday tensor of electromagnetism ,
$$F_{\mu \gamma }=\left(\begin{array}{cccc}0& E_x\hfill & E_y& \hfill E_z\\ E_x& 0\hfill & B_z& \hfill B_x\\ E_y& B_z\hfill & 0& \hfill B_y\\ E_z& B_x\hfill & B_y& \hfill 0\end{array}\right)$$
where E = $`(E_x,E_y,E_z)`$ is the electric-field spatial 3-vector, and B = $`(B_x,B_y,B_z)`$ is the magnetic-field spatial 3-vector. Combining
$$\underset{\mu \gamma }{\overset{(0)}{h}}=eF_{\mu \gamma }$$
where e is the electric charge, with the definition of $`𝐅`$ and equation 5, and setting the first and second order terms, $`\stackrel{(1)}{h_{\mu \gamma \alpha }}`$ and $`\stackrel{(2)}{h_{\mu \gamma \alpha \beta }}`$ to zero, we are led to
$$\frac{d}{dt}(m𝐯)=e(𝐄𝐯\times 𝐁)$$
(6)
where v is the velocity spatial 3-vector, and $`\frac{d}{dt}`$ denotes the derivative with respect to coordinate time. This equation expresses the time-rate-of-change of the Newtonian momentum, $`m𝐯`$, to a term which has precisely the form of the Lorentz force law. Hence by starting with equation 5, which was derived mathematically from the expression for a non-linear connection on phase space (equation 1), we are led to a physical equation, the Lorentz force law, whose validity is derived empirically. Therefore, this development may be interpreted as a geometric derivation of the Lorentz force law. If we repeat this derivation, one sees that equation 5 describes the path of a particle in a Riemannian connection $`\mathrm{\Gamma }_{\mu \nu \alpha }=\underset{\mu \gamma \alpha }{\overset{(1)}{h}}`$ in the presence of an electromagnetic field .
$$\frac{du^\alpha }{d\tau }+\mathrm{\Gamma }_{\mu \nu }^\alpha u^\mu u^\nu =\frac{e}{m}F_\beta ^\alpha u^\beta $$
### 4.3 Other aspects of the physical interpretation of the non-linear parallel transport law
We have shown how the classical electrodynamic interaction law may be derived from the mathematics of non-linear connections on phase space. A proper understanding of the additional terms present in this expression would require a quantum-mechanical formulation of this classical law. Recall that the quantum-mechanically, the electromagnetic interaction is introduced by applying the “minimal substitution” $`𝐩𝐩e𝐀`$ to the path equations in the absence of an electromagnetic field, where A is the vector potential, whose exterior derivative is the Faraday tensor $`𝐅=\mathrm{𝐝𝐀}[16]`$. However, in our derivation via the non-linear parallel transport law, we have lost the simple understanding of the vector potential. Hence, a straightforward application of equation 5 to quantum mechanics cannot be made. Possibilities for making the application to quantum mechanics, by looking for the equations of parallel transport of $`|\xi `$ which provide the correct equations of parallel transport for $`p_\mu =i\mathrm{}\xi |\frac{}{x^\mu }|\xi `$, where $`\xi `$ is the 4-component spinor of the Dirac equation, will be examined separately. One important qualitative feature of a quantum-mechanical theory of the electromagnetic interaction based on this approach is already apparent: we make the following associations between mathematical and physical quantities
$$\begin{array}{cccc}\mathrm{𝐜𝐨𝐧𝐧𝐞𝐜𝐭𝐢𝐨𝐧}& & \mathrm{𝐟𝐨𝐫𝐜𝐞}& \\ d& & d& \\ \mathrm{𝐜𝐮𝐫𝐯𝐚𝐭𝐮𝐫𝐞}& & \mathrm{𝐬𝐨𝐮𝐫𝐜𝐞𝐬}& \\ d& & d& \\ 0& & 0& \\ (Bianchiidentity)& & (conservationofenergy)& \end{array}$$
exactly as can be made in Einstein’s General theory. This is in contrast to the geometric derivation of the electromagnetic interaction law devised by Weyl , as has been noted by Wu and Yang (this table is taken from their Table I):
$$\begin{array}{cccc}\mathrm{𝐜𝐨𝐧𝐧𝐞𝐜𝐭𝐢𝐨𝐧}& & \mathrm{𝐠𝐚𝐮𝐠𝐞}\mathrm{𝐩𝐨𝐭𝐞𝐧𝐭𝐢𝐚𝐥}& \\ d& & d& \\ \mathrm{𝐜𝐮𝐫𝐯𝐚𝐭𝐮𝐫𝐞}& & \mathrm{𝐟𝐢𝐞𝐥𝐝}\mathrm{𝐬𝐭𝐫𝐞𝐧𝐠𝐭𝐡}& \\ & & d& \\ \mathrm{?}& & \mathrm{𝐬𝐨𝐮𝐫𝐜𝐞𝐬}& \end{array}$$
## 5 Acknowledgements
This work was begun while the author was a National Science Foundation Fellow at the California Institute of Technology, and was continued as a Belgian-American Educational Foundation Fellow at the Université Libre de Bruxelles.
## 6 References
H. Weyl, Z. Phys., 56, 330 (1929).
T. Kaluza, Sitzungsb. preuss. akad. Wiss., 966 (1921).
O. Klein, Z. Phys., 37, 895 (1926).
V. Hlavaty, Geometry of Einstein’s Unified Field Theory, Groningen, 1957.
C. N. Yang and R. L. Mills, Phys. Rev., 96, 191 (1954).
T. T. Wu and C. N. Yang, Phys. Rev. D, 12(12), 3845 (1975).
C. Misner, K.Thorne, and J. Wheeler, Gravitation, San Francisco: W. H. Freeman, 1973, Chapter 15.
W. Slebodzinski, Exterior Forms and their Applications, Warsaw: Polish Scientific Publishers, 1970, chapter IX.
R. Hermann, Gauge Fields and Cartan-Ehresmann Connections, Brookline, MA: Math-Sci Press, 1975, p. 110, equation 3.5. This work details the significance of the multiple connection forms which appear in the text.
Ref. 7, p. 201.
ibid., p. 224.
ibid.
ibid., p. 73.
ibid., eq. 20.41.
R. P. Feynman, Quantum Electrodynamics, Reading, MA: W. A. Benjamin, 1962, p. 4.
Ref. 7, p. 569. Note that the minimal substitution works classically as well: another way to “derive” equation (20.41) in is to take the usual geodesic equation, equation 4, and apply the “minimal substitution”, $`𝐩𝐩e𝐀`$, or equivalently $`\mathrm{𝐝𝐩}\mathrm{𝐝𝐩}e𝐅`$. |
warning/0001/hep-th0001217.html | ar5iv | text | # String Loop Threshold Corrections for N=1 Generalized Coxeter Orbifolds
## Abstract
We discuss the calculation of threshold corrections to gauge coupling constants for the, only, non-decomposable class of abelian (2,2) symmetric N=1 four dimendional heterotic orbifold models, where the internal twist is realized as a generalized Coxeter automorphism. The latter orbifold was singled out by earlier work as the only N=1 heterotic $`Z_N`$ orbifold that satisfy the phenonelogical criteria of correct minimal gauge coupling unification and cancellation of target space modular anomalies.
The purpose of this paper is to examine the appearance of one-loop string threshold corrections in the gauge couplings of the four dimensional generalized non-decomposable $`N=1`$ orbifolds of the heterotic string. In 4$`𝒟`$ $`N=1`$ orbifold compactifications the process of integrating out massive string modes, causes the perturbative one-loop threshold corrections<sup>1</sup><sup>1</sup>1which receive non-zero moduli dependent corrections from the $`N=2`$ unrotated sectors., to receive non-zero corrections in the form of automorphic functions of the target space modular group. At special points in the moduli space previously massive states become massless and contribute to gauge symmetry enhancement. As a result the appearance of massless states in the running coupling constants appears in the form of a dominant logarithmic term .
The moduli dependent threshold corrections of the $`N=1`$ 4D orbifolds receive non-zero one loop corrections from orbifold sectors for which there is a complex plane of the torus $`T^6`$ left fixed by the orbifold twist $`\mathrm{\Theta }`$. When the $`T^6`$ can be decomposed into the direct sum $`T^2T^4`$, the one-loop moduli dependent threshold corrections (MDGTC) are invariant under the $`SL(2,Z)`$ modular group and are classified as decomposable. Otherwise, when the action of the lattice twist on the $`T_6`$ torus does not decompose into the orthogonal sum $`T_6=T_2T_4`$ with the fixed plane lying on the $`T_2`$ torus, MDGTC are invariant under subgroups of $`SL(2,Z)`$ and the associated orbifolds are called non-decomposable. The $`N=1`$ perturbative decomposable MDGTC have been calculated, with the use of string amplitudes, in . The one-loop MDGTC integration technique of was extended to non-decomposable orbifolds in . Further calculations of non-decomposable orbifolds involved in the classification list of $`N=1`$ orbifolds of have been performed in .
Here we will perform the calculation of one-loop threshold corrections for the class of $`Z_8`$ orbifolds, that can be found in the classification list of , defined by the Coxeter twist, $`\mathrm{\Theta }=exp[\frac{2\pi i}{8}(1,3,2)]`$ on the root lattice of $`A_3\times A_3`$. This orbifold was missing from the list of calculations of MDGTG of non-decomposable orbifolds of and consequently its one-loop moduli dependent gauge coupling threshold corrections were not calculated in . In we found that this orbifold is non-decomposable and it is the only one that poccesses this property from the list of generalized Coxeter orbifolds given in . Its twist can be equivalently realized through the generalized Coxeter automorphism $`S_1S_2S_3P_{35}P_{36}P_{45}`$ on the root lattice.
Moreover in , where a classification list of the non-perturbative gaugino condensation generated superpotentials and $`\mu `$-terms of all the $`N=1`$ four dimensional non-decomposable heterotic orbifolds was calculated, its non-perturbative gaugino condensation generated superpotential was given. In this work we will calculate its MDGTC following the technique of . Our calculation completes the calculation of the threshold corrections for the classification list of four dimensional Coxeter orbifold compactifications with $`N=1`$ supersymmetry of .
The generalized Coxeter automorphism is defined as a product of the Weyl reflections<sup>2</sup><sup>2</sup>2The Weyl reflection $`S_i`$ is defined as a reflection
$$S_i(x)=x2\frac{<x,e_i>}{<e_i,e_i>}e_i,$$
(1) with respect to the hyperlane perpendicular to the simple root. $`S_i`$ of the simple roots and the outer<sup>3</sup><sup>3</sup>3an automorphism is called outer if it cannot be generated by a Weyl reflection. automorphisms, the latter represented by the transposition of the roots. An outer automorphism represented by a transposition which exchanges the roots $`ij`$, is denoted by $`P_{ij}`$ and is a symmetry of the Dynkin diagram.
In string theories the one-loop gauge couplings below the string scale evolves according to the RG equation
$$\frac{1}{g_a^2(p^2)}=\frac{k_a}{g_{M_{string}}^2}+\frac{b_a}{16\pi ^2}\mathrm{ln}\frac{M_{string}^2}{p^2}+\frac{1}{16\pi ^2}\mathrm{}_a,$$
(2)
where $`M_{string}`$ the string scale and $`b_a`$ the $`\beta `$-function coefficient of all orbifold sectors. For decomposable orbifolds the MDGTC $`\mathrm{}_a`$ associated with the gauge couplings $`g_a^2`$ corresponding to the gauge group $`G_a`$, are determined in terms of the $`N=2`$ sectors, fixed under both (g, h) boundary conditions, of the orbifold, namely
$$\mathrm{}=_{}\frac{d^2\tau }{\tau _2}\underset{(g,h)}{}b_a^{(h,g)}𝒵_{(h,g)}(\tau ,\overline{\tau })b_a^{N=2}_{}\frac{d^2\tau }{\tau _2}.$$
(3)
Here, $`b_a^{N=2}`$ is the $`\beta `$-function coefficient of all the $`N=2`$ sectors of the orbifold, $`b_a^{(h,g)}`$, $`Z_{(h,g)}`$ the $`\beta `$-function coefficient of the $`N=2`$ sector untwisted under $`(g,h)`$ and its partition function (PF) respectively. The integration is over the fundamental domain $``$ of the $`PSL(2,Z)`$. For the case of non-decomposable orbifolds the situation is slightly different, namely
$$\mathrm{}=_\stackrel{~}{}\frac{d^2\tau }{\tau _2}\underset{(g_0,h_0)𝒪}{}b_a^{(h_0,g_0)}𝒵_{(h_0,g_0)}(\tau ,\overline{\tau })b_a^{N=2}_{}\frac{d^2\tau }{\tau _2}.$$
(4)
The difference with the decomposable case now is that the sum, in the first integral of (4) is over those $`N=2`$ sectors that belong to the $`N=2`$ fundamental orbit $`𝒪`$ and the integration is not over $``$ but over the fundamental domain $`\stackrel{~}{}`$. Because the PF $`𝒵_{(g_0,h_0)}`$, for non-decomposable orbifolds, is invariant under subgroups of the modular group i.e $`\stackrel{~}{\mathrm{\Gamma }}`$, the domain $`\stackrel{~}{}`$ is generated by the action of those modular transformations that generate $`\stackrel{~}{\mathrm{\Gamma }}`$ from $`\mathrm{\Gamma }`$. In the example that we examine later in this work, $`\stackrel{~}{\mathrm{\Gamma }}=\mathrm{\Gamma }_o(2)`$ and $`\stackrel{~}{}=\{1,S,ST\}`$. In turn the fundamental orbit $`𝒪`$ is generated by the action of $`\stackrel{~}{}`$ on the fundamental element of this orbit.
For the orbifold $`Z_8`$ there are four complex moduli fields. There are three $`(1,1)`$ moduli due to the three untwisted generations $`27`$ and one $`(2,1)`$-modulus due to the one untwisted generation $`\overline{2}7`$. The realization of the point group is generated by
$$Q=\left(\begin{array}{cccccc}0& 0& 0& 0& 0& 1\\ 1& 0& 0& 0& 0& 0\\ 0& 1& 0& 0& 0& 1\\ 0& 0& 1& 0& 0& 0\\ 0& 0& 0& 1& 0& 1\\ 0& 0& 0& 0& 1& 0\end{array}\right).$$
(5)
If the action of the generator of the point group leaves some complex plane invariant then the corresponding threshold corrections have to depend on the associated moduli of the unrotated complex plane. There are three complex untwisted moduli: three $`(1,1)`$–moduli and no $`(2,1)`$-modulus due to the three untwisted $`\mathrm{𝟐𝟕}`$ generations and non-existent untwisted $`\overline{\mathrm{𝟐}}\mathrm{𝟕}`$ generation. The metric $`g`$ (defined by $`g_{ij}=<e_i|e_j>`$) has three and the antisymmetric tensor field $`B`$ an other three real deformations. The equations $`gQ=Q^{}g`$ and<sup>4</sup><sup>4</sup>4By definition $`()^{}`$ mean $`((){}_{}{}^{T})^1`$. $`bQ=Q^{}b`$ determine the background fields in terms of the independent deformation parameters.
Solving the background field equations one obtains for the metric
$$G=\left(\begin{array}{cccccc}R^2\hfill & u\hfill & v& u& \hfill 2vR^2& \hfill u\\ u\hfill & R^2\hfill & u& v& \hfill u& \hfill 2vR^2\\ v\hfill & u\hfill & R^2& u& \hfill v& \hfill u\\ u\hfill & v\hfill & u& R^2& \hfill u& \hfill v\\ 2vR^2\hfill & u\hfill & v& u& \hfill R^2& \hfill u\\ u\hfill & 2vR^2\hfill & u& v& \hfill u& \hfill R^2\end{array}\right),$$
(6)
with $`R,u,v\mathrm{}`$ and the antisymmetric tensor field :
$$B=\left(\begin{array}{cccccccc}0& x& z& y& 0& y& & \\ x& 0& x& z& y& 0& & \\ z& x& 0& x& z& y& & \\ y& z& x& 0& x& z& & \\ 0& y& z& x& 0& x& & \\ y& 0& y& z& x& 0& & \end{array}\right),$$
(7)
with $`x,y,z\mathrm{}`$.
The N=2 orbit is given by these sectors which contain completely unrotated planes, $`𝒪=(1,\mathrm{\Theta }^4),(\mathrm{\Theta }^4,1),(\mathrm{\Theta }^4,\mathrm{\Theta }^4)`$.
The element $`(\mathrm{\Theta }^4,1)`$ can be obtained from the fundamental element $`(1,\mathrm{\Theta }^4)`$ by an $`S`$–transformation on $`\tau `$ and similarly $`(\mathrm{\Theta }^4,\mathrm{\Theta }^4)`$ by an $`ST`$–transformation. The partition function for the zero mode parts $`Z_{(g,h)}^{torus}`$ of the fixed plane takes the following form
$`Z_{(1,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },G,B)`$ $`=`$ $`{\displaystyle \underset{P(\mathrm{\Lambda }_{N^{})}}{}}q^{\frac{1}{2}P_{L}^{}{}_{}{}^{2}}\overline{q}^{P_{R}^{}{}_{}{}^{2}},`$
$`Z_{(\mathrm{\Theta }^4,1)}^{torus}(\tau ,\overline{\tau },G,B)`$ $`=`$ $`{\displaystyle \frac{1}{V_{\mathrm{\Lambda }_N^{}}}}{\displaystyle \underset{P(\mathrm{\Lambda }_N^{})^{}}{}}q^{\frac{1}{2}P_{L}^{}{}_{}{}^{2}}\overline{q}^{\frac{1}{2}P_{R}^{}{}_{}{}^{2}},`$
$`Z_{(\mathrm{\Theta }^4,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },G,B)`$ $`=`$ $`{\displaystyle \frac{1}{V_{\mathrm{\Lambda }_N^{}}}}{\displaystyle \underset{P(\mathrm{\Lambda }_N^{})^{}}{}}q^{\frac{1}{2}P_{L}^{}{}_{}{}^{2}}\overline{q}^{\frac{1}{2}P_{R}^{}{}_{}{}^{2}}q^{i\pi (P_L^2P_R^2)},`$ (8)
where with $`\mathrm{\Lambda }_N^{}`$ we denote the Narain lattice of $`A_3\times A_3`$ which has momentum vectors
$$P_L=\frac{p}{2}+(GB)w,P_R=\frac{p}{2}(G+B)w$$
(9)
and $`\mathrm{\Lambda }_N^{}`$ is that part of the lattice which remains fixed under $`Q^4`$ and $`V_{\mathrm{\Lambda }_N^{}}`$ its volume. The lattice in our case is not self dual in contrast with the case of partition functions $`Z_{(g,h)}^{torus}(\tau ,\overline{\tau },g,b)`$ of . Stated differently the general result is - for the case of non-decomposa
ble orbifolds - that the modular symmetry group is some subgroup of $`\mathrm{\Gamma }`$ and as a consequence the partition function $`\tau _2Z_{(g,h)}^{torus}(\tau ,\overline{\tau },g,b)`$ is invariant under the same subgroup of $`\mathrm{\Gamma }`$.
The subspace corresponding to the lattice $`\mathrm{\Lambda }_N^{}`$ can be described by the following winding and momentum vectors, respectively:
$$w=\left(\begin{array}{c}n^1\\ n^2\\ 0\\ 0\\ n^1\\ n^2\end{array}\right),n^1,n^2Z\mathrm{and}p=\left(\begin{array}{c}m_1\\ m_2\\ m_1\\ m_2\\ m_1\\ m_2\end{array}\right),m_1,m_2Z.$$
(10)
They are determined by the equations $`Q^4w=w`$ and $`Q^^4p=p`$ . The partition function $`\tau _2Z_{(1,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },g,b)`$ is invariant under the group $`\mathrm{\Gamma }_0(2)`$, congruence subgroup of $`\mathrm{\Gamma }`$. Before we discuss the calculation of threshold corrections let us give some details about congruence subgroups. The homogeneous modular group $`\mathrm{\Gamma }^{}SL(2,Z)`$ is defined as the group of two by two matrices whose entries are all integers and the determinant is one. It is called the ”full modular group and we symbolize it by $`\mathrm{\Gamma }^{}`$. If the above action is accompanied with the quotient $`\mathrm{\Gamma }PSL(2,Z)\mathrm{\Gamma }^{}/\{\pm 1\}`$ then this is called the ’inhomogeneous modular group’ and we symbolize it by $`\mathrm{\Gamma }`$. The fundamental domain of $`\mathrm{\Gamma }`$ is defined as the set of points which are related through linear transformations $`\tau \frac{a\tau +b}{c\tau +d}`$. If we denote $`\tau =\tau _1+\tau _2`$ then the fundamental domain of $`\mathrm{\Gamma }`$ is defined through the relation $`=\{\tau C|\tau _2>0,|\tau _1|\frac{1}{2},|\tau |1\}`$. One of the congruence subgroup of the modular group $`\mathrm{\Gamma }`$ is the group $`\mathrm{\Gamma }_0(n)`$. The group $`\mathrm{\Gamma }_0(2)`$ can be represented by the following set of matrices acting on $`\tau `$ as $`\tau \frac{a\tau +b}{c\tau +d}`$:
$$\mathrm{\Gamma }_0(2)=\{\left(\begin{array}{cc}a\hfill & \hfill b\\ c\hfill & \hfill d\end{array}\right)|adbc=1,\left(c=0mod\mathrm{\hspace{0.33em}2}\right)\}$$
(11)
It is generated by the elements $`T`$ and $`ST^2S`$ of $`\mathrm{\Gamma }`$. Its fundamental domain is different from the group $`\mathrm{\Gamma }`$ and is represented from the coset decomposition $`\stackrel{~}{}=\{1,S,ST\}`$. In addition the group has cusps at the set of points $`\{\mathrm{},0\}`$. Note that the subgroup $`\mathrm{\Gamma }^0(2)`$ of $`SL(2,𝐙)`$ is defined as with $`b=0mod2`$.
The integration of the contribution of the various sectors $`(g,h)`$ is over the fundamental domain for the group $`\mathrm{\Gamma }_0(2)`$ which is a three fold covering of the upper complex plane. By taking into account the values of the momentum and winding vectors in the fixed directions we get for $`Z_{(1,\mathrm{\Theta }^4)}^{torus}`$
$`Z_{(1,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },g,b)={\displaystyle \underset{(P_L,P_R)\mathrm{\Lambda }_N^{}}{}}q^{\frac{1}{2}P_L^tG^1P_L}q^{\frac{1}{2}P_R^tG^1P_R}`$
$`={\displaystyle \underset{p,w}{}}e^{2\pi i\tau p^tw}e^{\pi \tau _2(\frac{1}{2}p^tG^1p2p^tG^1Bw+2w^tGw2w^tBG^1Bw2p^tw)}.`$ (12)
Consider now the the following parametrization of the torus $`T^2`$, namely define the the $`(1,1)`$ $`T`$ modulus and the $`(2,1)`$ $`U`$ modulus as:
$$\begin{array}{ccccc}T& =& T_1+iT_2& =& 2(b+i\sqrt{detg_{}}),\hfill \\ U& =& U_1+iU_2& =& \frac{1}{G_{11}}(G_{12}+\sqrt{detG_{}}),\hfill \end{array}$$
(13)
where $`g_{}`$ is uniquely determined by $`w^tGw=(n^1n^2)G_{}\left(n^1n^2\right)`$ and b the value of the $`B_{12}`$ element of the two-dimensional matrix B of the antisymmetric field. This way one gets
$`T`$ $`=`$ $`4(xy)+i\mathrm{\hspace{0.33em}8}v,`$ (14)
$`U`$ $`=`$ $`i.`$ (15)
Even if we have said that we expect that this $`Z_8`$ orbifold doe not have a $`h^{(2,1)}`$ U-modulus field, the $`T^2`$ torus has a U-modulus. However its value for the $`Z_8`$ orbifold is fixed. The partition function $`Z_{(1,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },g,b)`$ takes now the form
$$Z_{(1,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },T,U)=\underset{m_1,m_22Z;n^1,n^2Z}{}e^{2\pi i\tau (m_1n^1+m_2n^2)}e^{\frac{\pi \tau _2}{T_2U_2}|TUn^2+Tn^1Um_1+m_2|^2}.$$
(16)
By Poisson resummation on $`m_1`$ and $`m_2`$, using the identity:
$$\underset{p\mathrm{\Lambda }}{}e^{[\pi (p+\delta )^tC(p+\delta )]+2\pi ip^t\varphi ]}=V_\mathrm{\Lambda }^1\frac{1}{\sqrt{d}etC}\underset{l\mathrm{\Lambda }}{}e^{[\pi (l+\varphi )^tC^1(l+\varphi )2\pi i\delta ^t(l+\varphi )]},$$
(17)
we conclude
$$\begin{array}{ccccc}& \hfill \tau _2Z_{(1,\mathrm{\Theta }^4)}^{torus}(\tau ,\overline{\tau },T,U)& =\hfill & \frac{1}{4}_Ae^{2\pi iTdetA}T_2e^{\frac{\pi T_2}{\tau _2U_2}\left|(1,U)A\left(\tau 1\right)\right|^2},& \end{array}$$
(18)
where
$``$ $`=`$ $`\left(\begin{array}{cc}n_1& \frac{1}{2}l_1\\ n_2& \frac{1}{2}ł_2\end{array}\right)`$ (21)
and $`n_1,n_2,l_1,l_2Z`$.
From (LABEL:simrto) one can obtain $`\tau _2Z_{(\mathrm{\Theta }^4,1)}^{torus}(\tau ,\overline{\tau })`$ by an $`S`$–transformation on $`\tau `$. After exchanging $`n_i`$ and $`l_i`$ and performing again a Poisson resummation on $`l_i`$ one obtains
$$Z_{(\mathrm{\Theta }^4,1)}^{torus}(\tau ,\overline{\tau },T,U)=\frac{1}{4}\underset{\stackrel{m_1,m_2Z}{n^1,n^2Z}}{}e^{2\pi i\tau (m_1\frac{n^1}{2}+m_2\frac{n^2}{2})}e^{\frac{\pi \tau _2}{T_2U_2}|TU\frac{n^2}{2}+T\frac{n^1}{2}Um_1+m_2|^2}.$$
(22)
The factor $`4`$ is identified with the volume of the invariant sublattice in (22). The expression $`\tau _2Z_{(\mathrm{\Theta }^4,1)}^{torus}(\tau ,\overline{\tau },T,U)`$ is invariant under $`\mathrm{\Gamma }^0(2)`$ acting on $`\tau `$ and is identical to that for the $`(\mathrm{\Theta }^4,\mathrm{\Theta }^4)`$ sector.
Thus the contribution of the two sectors $`(\mathrm{\Theta }^4,1)`$ and $`(\mathrm{\Theta }^4,\mathrm{\Theta }^4)`$ to the coefficient $`b_a^{N=2}`$ of the $`\beta `$–function is one fourth of that of the sector $`(1,\mathrm{\Theta }^4)`$, thus
$$b_a^{N=2}=\frac{3}{2}b_a^{(1,\mathrm{\Theta }^4)}.$$
(23)
The coefficient $`b_a^{N=2}`$ is the contribution to the $`\beta `$ functions of the $`N=2`$ orbit. Including the moduli dependence of the different sectors, we conclude that the final result for the threshold correction to the inverse gauge coupling reads
$$\mathrm{}_a(T,\overline{T},U,\overline{U})=b_a^{N=2}\mathrm{ln}|\frac{8\pi e^{1\gamma _E}}{3\sqrt{3}}T_2|\eta \left(\frac{T}{2}\right)|^4U_2|\eta (\left(U\right)|^4|.$$
(24)
The value of $`U_2`$ is fixed and equal to one as can be easily seen from eqn.(15). In general for $`Z_N`$ orbifolds with $`N2`$ the value of the U modulus is fixed. The final duality symmetry of (24) is $`\mathrm{\Gamma }_T^0(2)`$ with the value of U replaced with the constant value i.
Let us use (4), (24) to deduce some information about the phenomenology of the $`Z_8`$ orbifold considered in this work. We want to calculate the one-loop corrected string mass unification scale $`M_X`$, that is when two gauge group coupling constants become equal, i.e. $`\frac{1}{k_ag_a^2}=\frac{1}{k_bg_b^2}`$. We further assume that the gauge group of our theory at the string unification scale if given by $`G=G_i`$, where $`G_i`$ a gauge group factor. Taking into account (24) we get
$`M_X=M_{string}[T_2|\eta ({\displaystyle \frac{T}{2}})|^4U_2|\eta (U)|^4]^{\frac{(b_b^{N=2}k_ab_a^{N=2}k_b)}{2(b_ak_bb_bk_a)}},`$
$`M_{string}0.7g_{string}10^{18}Gev.`$ (25)
where $`k_i`$ the Kac-Moody level associated to the gauge group factor $`G_i`$.
We will give now some details about the integration in (4) of the integral that we used so far to derive (24). The integration of eqn. (16) is over a $`\mathrm{\Gamma }_0(2)`$ subgroup of the modular group $`\mathrm{\Gamma }`$ since (16) is invariant under a $`\mathrm{\Gamma }_0(2)`$ transformation $`\tau \frac{a\tau +b}{c\tau +d}`$ (with $`adbc=1,c=0mod2`$). Under a $`\mathrm{\Gamma }_0(2)`$ transformation (16) remains invariant if at the same time we redefine our integers $`n_1,n_2,l_1`$ and $`l_2`$ as follows:
$$\left(\begin{array}{cc}n_1^{}& n_2^{}\\ l_1^{}& l_2^{}\end{array}\right)=\left(\begin{array}{cc}a& c/2\\ 2b& d\end{array}\right)\left(\begin{array}{cc}n_1& n_2\\ l_1& l_2\end{array}\right)$$
(26)
The integral can be calculated based on the method of decomposition into modular orbits. There are three set’s of inequivalent orbits under the $`\mathrm{\Gamma }_0(2)`$, namely :
$`a.`$) The degenerate orbit of zero matrices, where after integration over $`\stackrel{~}{}=\{1,S,ST\}`$ gives as a total contribution $`I_0=\pi T_2/4`$.
$`b.`$) The orbit of matrices with non-zero determinants. The following representatives give a non-zero contribution $`I_1`$ to the integral:
$$\left(\begin{array}{cc}k& j\\ 0& p\end{array}\right),\left(\begin{array}{cc}0& p\\ k& j\end{array}\right),\left(\begin{array}{cc}0& p\\ k& j+p\end{array}\right),0j<k,p0,$$
(27)
where $`I_o+I_1=(3/2)4Re\mathrm{ln}\eta (\frac{T}{2})`$
$`c.`$) The orbits of matrices with zero determinant,
$$\left(\begin{array}{cc}0& 0\\ j& p\end{array}\right),\left(\begin{array}{cc}j& p\\ 0& 0\end{array}\right),j,pZ,(j,p)(0,0).$$
(28)
The first matrix in (28) has to be integrated over the half–band $`\{\tau C\tau _2>0,|\tau _1|<h\}`$ while the second matrix has to be integrated over a half–band with the double width in $`\tau _1`$. The total contribution from the modular orbit $`I_3`$ gives,
$$\begin{array}{cc}I_3=\hfill & 4\mathrm{}\mathrm{ln}\eta (U)\mathrm{ln}\left(T_2U_2\right)+\left(\gamma _E1\mathrm{ln}\frac{8\pi }{3\sqrt{3}}\right)\hfill \\ & \frac{1}{2}\times 4\mathrm{R}\mathrm{e}\mathrm{ln}\eta (U)\frac{1}{2}\times \mathrm{ln}\left(T_2U_2\right)+\frac{1}{2}\times (\gamma _E1\mathrm{ln}\frac{8\pi }{3\sqrt{3}}).\hfill \end{array}$$
Putting $`I_o`$, $`I_I`$, $`I_2`$ together we get (24).
All $`N=1`$ four dimensional orbifolds have been tested in as to whether they satisfy several phenomenological criteria, involving
a) correct unification of the three gauge coupling constants at a scale $`M_X10^{16}`$ Gev, assuming the minimal supersymmetric, Standard Model gauge group $`G=SU(3)\times SU(2)\times U(1)`$, particle spectrum with a SUSY threshold close to weak scale, in the two cases of i) a single overall modulus in the three complex planes $`T=T_1=T_2=T_3`$ and ii) the anisotropic squeezing case $`T_1>>T_2,T_3`$,
b) anomaly cancellation with respect to duality transformations of the moduli in the planes rotated by all the orbifold twists.
The only orbifold from this study that satisfy all the phenonemenological criteria, set out by Ibá$`\stackrel{~}{n}`$ez and L$`\ddot{u}`$st, is the $`Z_8`$ orbifold that we examined in this work. |
warning/0001/astro-ph0001508.html | ar5iv | text | # The Near-Ultraviolet Continuum of Late-Type Stars
## 1 Introduction
The old problem of the missing opacity in the UV region of the solar spectrum (Holweger 1970, Gustafsson et al. 1975) was claimed to be solved by Kurucz (1992), who included millions of atomic and molecular lines previously ignored in the computation of model atmospheres. Later, Bell, Paltoglou & Tripicco (1994) criticized that solution, and the controversy has been recently revived by Balachandran & Bell (1998) in connection with its relevance to the solar beryllium abundance. In the mean time, Malagnini et al. (1992) and Morossi et al. (1993) compared observations and Kurucz’s calculations for late-G and early-K stars, and found that theory underpredicted the near-UV fluxes. Very recently, other authors have not found such inconsistencies in the analysis of UV spectra for late-type metal-poor stars and also for O-B-A stars (Peterson 1999, Fitzpatrick & Massa 1998, 1999a, 1999b). The situation is confusing. A reappraisal deserves to be made taking advantage of recent revisions of stellar near-UV fluxes measured by the IUE satellite and the availability of Hipparcos parallaxes (ESA 1997).
The continuum observed in the spectral region between 2500 and 3000 Å is formed in the lower layers of the photosphere for late-type stars. While shorter wavelengths map higher atmospheric layers, this spectral band is particularly important as a spectroscopic tool, independent of the optical window, to analyze the stellar photosphere. UV spectra are of relevance to the determination of abundances of several astrophysically interesting elements such as boron (Duncan et al. 1998) or neutron-capture elements such as osmium, platinum, or lead (Sneden et al. 1998). In a spectral region were spectral lines are highly crowded, a demostration that observed fluxes match those predicted by the models used for the abundance analysis gives confidence in the derived abundances. In addition, it has been recognized in the literature (Lanz et al. 1999) that good understanding of the near-UV spectrum of A$``$F stars is key for dating intermediate-age stellar populations.
Accurate measurements of stellar fluxes in the ultraviolet are in principle possible from outside Earth’s atmosphere. Absolute fluxes were first measured through the long-wavelength cameras of the IUE satellite, later the shuttle-borne WUPPE instrument, and finally through GHRS, and now its substitute STIS, onboard HST. The quality of the fluxes measured by HST is high, but spectrographs onboard have mainly been used for high dispersion and therefore span a limited spectral coverage. The long life of the IUE satellite provided an extensive dataset of low dispersion spectra, although even the recently released (NEWSIPS) version of the database has been found to include systematic effects (Massa & Fitzpatrick 1998). A newer version of the IUE Final Archive, named INES (IUE Newly Extracted Spectra) has started to run at the time of writing this paper (Rodríguez-Pascual et al. 1999).
Observations provide the flux at the Earth. Model atmospheres predict the surface flux per unit area. Observation and prediction are related by the stellar distance from Earth and the stellar radius. The absolute magnitude calculated using the apparent visual magnitude, a bolometric correction, and the Hipparcos parallax is combined with an estimate of the effective temperature and theoretical evolutionary tracks to derive the stellar radius. The radius and the Hipparcos parallax make it possible to correct the observed flux for dilution by the inverse-square law and so obtain the flux emitted from the stellar surface. Comparison with predicted fluxes is made for a range in effective temperature and metallicity with the best fit to the observed fluxes providing estimates of these two quantities. (Predicted fluxes are weakly sensitive to surface gravity.) We compare these estimates with those obtained by other techniques such as the InfraRed Flux Method, and analysis of absorption lines in optical spectra.
## 2 Observations
IUE observations have been entirely reprocessed in a homogeneous fashion with the set of procedures named NEWSIPS to produce the IUE Final Archive. This database, in particular the node operated at Villafranca Satellite Tracking Station near Madrid<sup>1</sup><sup>1</sup>1http://iuearc.vilspa.esa.es/iuefab.html, has been the source of the spectra analyzed here. A newer version of the archive is being released through prototype servers (Rodríguez-Pascual et al. 1999).
Several improvements are present in the low-resolution NEWSIPS spectra employed here with respect to the older algorithms, such as a better weighted slit extraction method, and a correction for the sensitivity degradation of the detectors over the life of the satellite and temperature variations. An improved procedure for obtaining the absolute flux calibrations was also implemented. The reader is referred to the IUE NEWSIPS Information Manual (Garhart et al. 1997) and references therein for more detailed information.
When more than a single spectra was available for a given star, they were combined and cleaned using the IUEDAC IDL Software libraries<sup>2</sup><sup>2</sup>2http://archive.stsci.edu/iue/iuedac.html to produce a single spectrum per star. The effect of interstellar reddening was considered negligible.
## 3 The formation of the near-UV optical continuum and its sensitivity to the basic atmospheric parameters
We specifically refer to the near-UV as the region between 2000–3000 Å. This spectral band is particularly interesting for the study of stellar atmospheres, as it maps the deeper parts of the photosphere, down below the region where the optical continuum is formed, but not as deep as the continuum observed at 1.6 $`\mu `$m. A simple sketch of the main hydrogenic opacities from 1 to 3 $`\mu `$m at a temperature of 5000 K and an electron pressure of 3 dyn cm<sup>2</sup> is shown in Fig. 1. Hydrogen Rayleigh scattering, and even more importantly, but not represented in Fig. 1, photoionization of carbon, silicon, aluminum, magnesium, and iron produce a tremendous increase of the continuum opacity for wavelengths shorter than about 2500 Å (see Gray 1992 and references therein), and radiation is only able to escape from the higher atmosphere.
Between roughly 2000 and 2500 Å and for solar abundances magnesium photoionization dominates the continuum absorption , and the opacity is larger, but of the same order of magnitude (yet uncertain) as the H<sup>-</sup> in the optical and near-IR. H<sup>-</sup> bound-free opacity is the main contributor to the continuum opacity between 2500 and 3000 Å. A quantitative measure of the formation depths of the continuum at those wavelengths for a solar-like photosphere can be obtained computing the response function to temperature. Figure 2 shows the changes in the true continuum (not including line absorption) at the stellar surface resulting from an increase of 10% in temperature at different atmospheric depths. The different lines correspond to different wavelengths, and the longer the wavelength, the higher (outer) in the atmosphere the response function peaks. Therefore, between roughly 2500 and 3000 Å the continuum is formed in deeper regions than the optical continuum, while at shorter wavelengths the continuum covers higher layers. Due to the typical decrease of the flux towards shorter wavelengths in this region of the spectrum for late-type stars, and to the limited signal-to-noise ratio in the IUE spectra, it is the region between 2500 and 3000 Å from where most of the information will be retrieved.
We have made use of the flux distributions calculated by Kurucz, and available at CCP7<sup>3</sup><sup>3</sup>3http://ccp7.dur.ac.uk since 1993. The grid includes models for different gravities ($`\mathrm{log}g)`$, effective temperatures ($`T_{\mathrm{eff}}`$) and metal contents (\[Fe/H\]), while the parameters in the mixing-length treatment of the convection are fixed, as well as it is the microturbulence (2 km s<sup>-1</sup>), and the abundance ratio between different metals (solar-like mixture). For a given set of ($`T_{\mathrm{eff}}`$, $`\mathrm{log}g`$, \[Fe/H\]), we obtain the theoretical flux from linear interpolation, and therefore using the information of the eight nearest models available in the grid.
Neutral metals are large contributors to line absorption in the near-UV. Therefore, temperature has three allied effects on the emerging flux. Firstly, hotter temperatures increase the available flux. They also reduce the importance of photodetachment absorption of H<sup>-</sup>, and so decrease the continuum absorption. Besides, the diminished abundance of neutral metals reduces the line absorption. The net effect is an important increment in the emerging flux. The solid lines in Fig. 3 show the result of a change of $`\pm 100`$ K in the effective temperature for a solar model atmosphere. Changes in chemical composition are important mainly for the neutral metal’s contribution to the line absorption, and this is demonstrated by the dashed lines, which correspond to modifying in $`\pm 0.2`$ dex the logarithm of the solar metal abundance. Gas pressure plays a minor role, as reflect the dotted lines in Fig. 3, which correspond to changes in gravity of a 70%. The effects of $`T_{\mathrm{eff}}`$ and the metal content are significant, and both leave characteristic signatures on the absolute flux resulting from the different shape of the line and continuum absorption. This will make it possible to estimate these two stellar parameters from the observed absolute fluxes. Fig. 3 shows that the changes in the slope of the observed spectrum induced by variations of $`T_{\mathrm{eff}}`$ or \[Fe/H\] are more subtle; it is much more difficult to extract the information on the atmospheric physical conditions from relative (not absolute) measurements of the spectral energy distribution in these wavelengths, as already demonstrated by Lanz et al. (1999).
## 4 Near-UV fluxes as a tool to derive stellar parameters
The modeling of late-type stellar spectra in the near-UV region presents all the same problems as any other spectral window. The adequacy of the assumptions involved in the construction of model atmospheres is critical. Line blanketing affects the structure of stellar photospheres (Mihalas 1978), but as an extra difficulty, in the near-UV the concentration of lines is so high as to give shape to the overall energy distribution.
Early confrontation of UV fluxes predicted by classical model atmospheres with observations (Holweger 1970, Gustafsson et al. 1975) revealed inconsistencies, the predicted fluxes exceeding observations. Later Kurucz (1992) claimed to have solved the problem by including previously missing line absorption. Bell, Paltoglou & Tripicco (1994) presented evidence that Kurucz to had included too many lines. A comparison at high dispersion in the regions 3400–3450 Å and 4600–4650 Å revealed that synthetic spectra based on Kurucz’s linelist predicted stronger-than-observed absorption features. Bell et al. (1994), and later Balachandran & Bell (1998), suggested missing contributors to the continuum absorption rather than line blanketing as a possible explanation for the problem. It is unclear whether Kurucz’s calculations experience that weakness in the spectral window we concentrate on (2000–3000 Å), but while comparison of synthetic spectra and observations of the Sun (or any other single star) will leave room for line absorption to mimic missing continuum opacity, or viceversa, simultaneous comparison with a number of stars of different temperatures, and in particular, chemical compositions, will strongly limit that possibility.
In any case, comparison with the Sun is a must. Colina, Bohlin & Castelli (1996) compiled an updated version of the available measurements of the solar flux distribution. Fig. 4 shows fairly good agreement with the theoretical predictions, in consistency with Kurucz’s claims. The fluxes are compared at the solar surface.
The stellar parameters are known for no star with such an extremely high accuracy as for the Sun. However, semi-empirical methods to derive $`T_{\mathrm{eff}}`$s have been applied to solar-metallicity stars. The Infrared Flux Method (IRFM; Blackwell et al. 1991) is weakly dependent on the model atmospheres, and in particular, the line blanketing only affects the atmospheric structure, but not the calculation of the flux itself. The procedure’s reliability has been tested with temperatures obtained from measurements of angular diameters by lunar occultation.
In the following sections we compare $`T_{\mathrm{eff}}`$s and \[Fe/H\]s for the stars with metallicities in the range $`3.5`$ \[Fe/H\] $`+0.5`$ studied by Alonso et al. (1996) with those obtained from the comparison of predicted and observed near-UV fluxes. The IRFM has been applied by Alonso et al. to a large sample of late-type dwarfs and subgiants with either spectroscopic or photometric estimates of the metallicity, making it possible to constrain the second fundamental parameter that influences the near-UV continuum. Despite the claimed weak-dependence of the results on the choice of model atmosphere, it is interesting to mention that the models employed in this study are similar, if not identical, to those used by Kurucz to compute the predicted flux distributions employed here. Gratton et al. (1996) made use of the published results from the IRFM to construct a reference frame of stars, and used it in combination with other spectroscopic indicators, such as the iron ionization balance, to derive stellar parameters for a larger sample of stars. Again, similar or identical model atmospheres are involved.
Our analysis adopts the following scheme:
1. Estimates of the stellar mass ($`M`$), and bolometric correction ($`BC`$) are obtained following the same procedure as in Allende Prieto et al. (1999). Briefly, the Hipparcos parallaxes ($`p`$) are used to transform visual $`V`$ magnitudes to absolute $`M_V`$ magnitudes. Depending on the metallicity, an isochrone from the calculations by Bergbusch & VandenBerg (1992) is then used to estimate $`M`$ and $`BC`$, interpolating in the $`M_VM`$ and $`M_VBC`$ relationships. Here it is assumed that stars with \[Fe/H\] $`>0.47`$ have an age of 9 $`\times 10^9`$ years, and those with \[Fe/H\] $`<0.47`$ are 12 $`\times 10^9`$ years old, although this is has a negligible relevance (see Allende Prieto et al. 1999).
2. Using the initial estimates for the effective temperature from a source (e.g. Alonso et al. 1996), $`T_{\mathrm{eff}}^0`$, the gravities and radii are then obtained through the well-known expressions:
$$\mathrm{log}\frac{g}{g_{}}=\mathrm{log}\frac{M}{M_{}}+4\mathrm{l}\mathrm{o}\mathrm{g}\frac{T_{\mathrm{eff}}^0}{T_{\mathrm{eff},}}+0.4V+0.4\mathrm{BC}+2\mathrm{l}\mathrm{o}\mathrm{g}p+0.12,\mathrm{and}$$
(1)
$$\mathrm{log}\frac{R}{R_{}}=\frac{1}{2}\left(\mathrm{log}\frac{g}{g_{}}\mathrm{log}\frac{M}{M_{}}\right).$$
(2)
3. The near-UV IUE spectra are compared with the synthetic spectra, after converting the flux predicted at the stellar surface to Earth using the nondimensional dilution factor $`(pR)^2`$, deriving the values of $`T_{\mathrm{eff}}`$ and \[Fe/H\] that minimize, in the least-square sense, their differences. This is performed using the Nelder-Mead simplex method for multidimensional minimization of a function, as implemented by Press et al. (1988), giving even weights to all wavelengths.
4. The gravity is then modified to be consistent with the new $`T_{\mathrm{eff}}`$:
$$\mathrm{log}\frac{g}{g_{}}=\mathrm{log}\frac{g}{g_{}}4\mathrm{l}\mathrm{o}\mathrm{g}\frac{T_{\mathrm{eff}}^0}{T_{\mathrm{eff},}}+4\mathrm{l}\mathrm{o}\mathrm{g}\frac{T_{\mathrm{eff}}}{T_{\mathrm{eff},}},$$
(3)
while variations in other magnitudes resulting from corrections in \[Fe/H\] were found to be negligible.
5. Then, final values for $`T_{\mathrm{eff}}`$ and \[Fe/H\] are derived from a new comparison between synthetic and observed spectra.
The transfer of errors in gravity and distance determined from the Hipparcos parallax (see Allende Prieto et al. 1999) to errors in the derived $`T_{\mathrm{eff}}`$ and \[Fe/H\] was estimated computing upper and lower limits to the dilution factor $`(pR)^2`$, and repeating the minimization of the differences between observed and predicted fluxes. The gravity is decreased and the dilution factor increased by the estimated uncertainties to produce upper limits for $`T_{\mathrm{eff}}`$ and lower limits for \[Fe/H\], and the signs of the increments are reversed to obtain lower limits for $`T_{\mathrm{eff}}`$ and upper limits for \[Fe/H\]. This is generally appropriate, especially because errors in the flux dilution factors typically produce a much larger impact than those in the gravity. In a very few cases, when the internal uncertainties are particularly small, the rule of positive superindices (upper limits) and negative subindices (lower limits) in the derived $`T_{\mathrm{eff}}`$s and \[Fe/H\]s shown in Tables 1 and 2 is broken. The use of the Nelder-Mead simplex method to find the best fit to the observed spectra is well justified, as for all extreme cases checked, a single minimum was present, and the $`\chi ^2`$ was found to vary smoothly with $`T_{\mathrm{eff}}`$ and \[Fe/H\]. No changes were made in the original resolution of observed or calculated fluxes, as they were similar enough for our purposes.
### 4.1 Comparison with the $`T_{\mathrm{eff}}`$s derived by Alonso et al. (1996) from the IRFM
316 low dispersion spectra of 88 of the stars observed by Hipparcos in the sample of Alonso et al. (1996) were obtained with the low-dispersion long-wavelength cameras of IUE. The reddenings listed by Alonso et al. were taken into account to derive the gravities from the Hipparcos parallaxes. Two stars (HR3427, HR8541) were discarded as they were too hot ($`T_{\mathrm{eff}}>8000`$ K) for the selected isochrones. Eleven more stars (G099-015, G119-052, G171-047, G231-019, HD140283, HR1084, HR2943, HR4030, HR4623. HR509, HR937) were dropped as either the quality of their spectrum was extremely poor and/or the procedure to fit the spectrum failed (we recall that the interstellar extinction is being neglected).
Fig. 5 displays several examples of the comparison between theoretical fluxes at Earth (shaded and broken lines) and the IUE observations (thick solid line). The thickness of the shaded lines indicates the different fits obtained when upper and lower limits of the errors in the flux dilution factor are taken into account and correspond to different values of $`T_{\mathrm{eff}}`$ and \[Fe/H\]. The finally derived stellar parameters for all the stars, and their lower and upper limits are listed in Table 1. It is possible to find a pair ($`T_{\mathrm{eff}}`$, \[Fe/H\]) that reproduce the observed fluxes within the uncertainties; the final match of the energy distribution is excellent. A strong discrepancy is evident between predicted and observed strength of the Mg I resonance line at 2852 Å in the spectra of metal-deficient stars. Magnesium is one of the so-called $`\alpha `$-elements, whose abundance ratio to iron is known to be larger than solar in metal-poor stars, a fact not taken into account in the construction of the model atmospheres and the calculation of the synthetic spectra used here.
The comparison of the IRFM effective temperatures published by Alonso et al. (1996) as the averaged values from the application of the method in the J, H, and K broad bands with the values obtained from the fit to the near-UV flux is shown in Fig. 6 (upper panel). The mean difference is only $`0.3`$%, and the standard deviation is 3%. However, the level of agreement is not evenly distributed along the temperature range. The standard deviation reduces to 2% for the stars with $`4000T_{\mathrm{eff}}6200`$ K.
For stars cooler than 4000 K, molecular absorption plays a major role, and it has been recognized many times that the models used here do not include this absorption adequately. Evidence for this is abundant in the literature, and to mention an example particularly relevant to this comparison, the internal consistency found by Alonso et al. (1996) among the $`T_{\mathrm{eff}}`$s derived from the different bands disappears for stars cooler than 4000 K. Besides, Alonso et al. have shown that the sensitivity to errors in the input quantities of the IRFM becomes particularly enhanced for those stars. For stars hotter than about 6500 K, neutral hydrogen photoionization makes an increasingly important contribution to the continuum opacity in the optical, near IR, and near-UV. The fact that IRFM temperatures show high internal consistency for stars with $`6500T_{\mathrm{eff}}8500`$ K but do not agree with those derived from fitting the near-UV continuum may reveal an important inconsistency of the model atmospheres or errors in the UV opacity at those temperatures. However, it is not possible to rule out other possibilities at this stage. For example, we have not explored the influence of a change in the parameter(s) involved in the mixing-length treatment of the convection, the microturbulence, the binning of both the models and the observations, or the presence of systematic errors in the flux calibration.
Fig. 6 (middle panel) compares the metallicities listed by Alonso et al. with those derived from the fit of the near-UV. Alonso et al. got metallicity estimates from the catalogue gathered by Cayrel de Strobel et al. (1992) for part of the sample, and completed the work using photometric calibrations (Carney 1979, Schuster & Nissen 1989). The near-UV metallicities are on the same scale, as indicated by the mere $`0.06`$ dex mean difference, and the standard deviation is 0.4 dex, which might well be entirely accounted for by the highly inhomogeneous origin of the Alonso et al’s metallicities, i.e. our test may not reveal the true accuracy of the \[Fe/H\] estimates from the near-UV fluxes.
### 4.2 Comparison with the stars analyzed by Gratton et al. (1996)
Starting from color-$`T_{\mathrm{eff}}`$ calibrations based on published IRFM $`T_{\mathrm{eff}}`$s for solar-metallicity stars, Gratton et al. (1996) derived consistent stellar parameters by requiring Kurucz’s model atmospheres to reproduce the iron ionization equilibrium. They noticed that it was not possible to completely zero the trends of the iron abundance derived from lines with different excitation potentials, and keep the $`T_{\mathrm{eff}}`$s consistent with the IRFM photometric calibrations. Comparison of their ionization-equilibrium gravities with those estimated by Allende Prieto et al. (1999) based on Hipparcos parallaxes has shown a significant trend of the difference with metallicity. However, such a trend is difficult to interpret, as many external elements, such as different $`T_{\mathrm{eff}}`$ scales, are at play (see Allende Prieto et al.).
Among several comparisons performed by Gratton et al. to check their adopted photometric calibrations, they show the existence of a large discrepancy between their $`T_{\mathrm{eff}}`$s and those derived by Edvardsson et al. (1993) and Nissen et al. (1994), which strongly correlates with the stellar metallicity. They find that differences between the atmospheric structures employed are the reason for the discrepancy. We are then interested in seeing whether Kurucz models, and in particular, the calibrations based on IR fluxes of Kurucz models obtained by Gratton et al. are consistent with temperatures derived from the near-UV fluxes. We found that 57 stars studied by Gratton et al. had been observed by Hipparcos and the long-wavelength cameras of the IUE at low dispersion. The spectra of four of the stars (HD108177, HD165195, HD187111, HD221170) could not be fitted by our procedure. Fig. 7 shows some comparisons between observed (thick solid lines) and synthetic spectra (shaded and broken lines). The thickness of the shaded lines is used again to indicate the result of using upper and lower limits of the flux dilution factor $`(pR)^2`$ in the fit.
Fig. 8 (upper panel) shows the comparison between the retrieved $`T_{\mathrm{eff}}`$s and those published by Gratton et al. (1996). The standard deviation of the two $`T_{\mathrm{eff}}`$ scales is a mere 2%, although it is apparent, as was found for the comparison with Alonso et al., that the $`T_{\mathrm{eff}}`$s from the near-UV fluxes for stars hotter than $`6200`$ K are systematically smaller. Restricting the comparison to stars cooler than 6200 K the standard deviation is reduced to 1.6%. Large uncertainties affect the translation between fluxes at the stellar surface and at Earth for the cooler stars, as indicated by the large error bars. Figure 8 (lower panel) shows agreement for the metallicity scales. Excluding a particularly deviant case, HD184711, the mean difference is $`0.110\pm 0.006`$ and the standard deviation is 0.3 dex. No correlation is apparent between the discrepancies in $`T_{\mathrm{eff}}`$ and metallicity.
## 5 Summary and conclusions
The parallaxes measured by the Hipparcos mission provide a way to translate the spectral energy distributions observed at Earth to absolute fluxes escaping from the stellar surface. Opacities and models employed to compute the predicted flux can therefore be checked using not only the shape of the continuum, but also its absolute value.
Effective temperatures derived by Alonso et al. (1996) using the Infrared Flux Method (Blackwell et al. 1991) are compared with those derived here from absolute near-UV fluxes observed by the IUE satellite. The study shows that for stars with $`T_{\mathrm{eff}}`$ in the range $`40006000`$ K, the two methods provide concordant results. For stars cooler than 4000 K, Alonso et al. have shown that the Infrared Flux Method is especially sensitive to errors in the observed quantities, and that might be the reason for the discrepancy with the near-UV $`T_{\mathrm{eff}}`$s. The systematic differences found for stars hotter than 6000 K may reflect problems in the model atmospheres and/or the opacities for those temperatures, although other effects can not be ruled out at this stage. The metallicities compiled by Alonso et al. from the Cayrel et al. (1992) catalogue and photometric calibrations are in agreement with those retrieved from the analysis of near-UV spectra, at least within their expected uncertainties. A similar comparison is performed with the multi-criteria atmospheric parameters derived by Gratton et al. (1996), strengthening the results just described.
Previous comparisons between synthetic and observed near-UV spectra for late-G and early-K stars were performed by Morossi et al. (1993; see also Malagnini et al. 1992). They used older IUE data but the same (or very similar) Kurucz models. Their approach was different, in the sense they used atmospheric parameters predetermined from the literature (spectroscopic analysis) and empirical photometric calibrations to select a model and then compare it with the observations. In contrast to our conclusions, they found strong discrepancies between observed and predicted near-UV fluxes for several stars: predicted fluxes were smaller than observations. Whether systematic errors in the stellar parameters or deficiencies in the older IUE fluxes were responsible for the failure is unclear.
We conclude that Kurucz flux-constant model atmospheres are able to reproduce the near-UV absolute continuum for stars with $`4000T_{\mathrm{eff}}6000`$ K. This holds for any metallicity and gravity, although it is clearly worthwhile to concentrate future efforts on the detailed study of obvious small discrepancies for particular cases and particular wavelengths, as they should shed light on important issues, such as chemical abundances of several elements which produce features in the considered spectral range (e.g. boron; Cunha & Smith 1999). The retrieved $`T_{\mathrm{eff}}`$s and \[Fe/H\]s are in excellent agreement with other reliable spectroscopic and photometric indicators, which we interpret as an important success of the models indicating that: i) the average temperature stratification in the layers $`0\mathrm{log}\tau 1`$ is appropriate, ii) the fundamental hypotheses employed to construct the models are adequate to interpret the near-UV continuum, and iii) the line and continuum opacities in the UV are essentially understood. The newer version of the IUE final archive (INES) and the application of recently-suggested procedures (Massa & Fitzpatrick 1998) in order to improve the quality of IUE fluxes will provide an excellent opportunity to check and extend the analyses presented here, as well as to exploit the wealth of information coded in the near-UV continuum.
We are indebted to the referee, Derck Massa, for many interesting comments that helped to improve the paper. Ivan Hubeny is thanked for estimulating discussions. This work has been partially funded by the NSF (grant AST961814) and the Robert A. Welch Foundation of Houston, Texas. We have made use of data from the IUE Final Archive at VILSPA, the Hipparcos astrometric mission of the ESA, the NASA ADS, and the CDS service for astronomical catalogues. |
warning/0001/hep-lat0001014.html | ar5iv | text | # Dirac operator index and topology of lattice gauge fields
## I Background
In the continuum, a smooth SU(2) gauge field $`A(x)=A_\mu ^a(x)T^adx^\mu `$ on the Euclidean hyper-torus $`T^4`$ is from a mathematical point of view a connection 1-form on a principal SU(2) bundle $`P`$ over $`T^4`$. The bundle is characterised (up to topological equivalence) by an integer $`Q_P`$ and this number can be recovered from the gauge field:
$`Q_P=Q(A)={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _{T^4}}\text{tr}(FF)={\displaystyle \frac{1}{32\pi ^2}}{\displaystyle d^4xϵ_{\mu \nu \rho \sigma }\text{tr}(F_{\mu \nu }(x)F_{\rho \sigma }(x))}`$ (1)
where $`F=dA+\frac{1}{2}[A,A]`$ is the curvature of $`A`$. Thus the topological structure of $`P`$ is encoded in the gauge field $`A`$. It is also encoded in the space of zero-modes of the Dirac operator $`\text{}_A=\gamma ^\mu (_\mu +A_\mu )`$: the Atiyah–Singer index theorem gives
$`\text{index}(\text{}_A)\text{Tr}(\gamma _5|_{\mathrm{ker}\text{}_A})=Q(A).`$ (2)
The space of all SU(2) gauge fields on $`T^4`$ is a disjoint union of components (topological sectors) labelled by $`Q𝐙`$.
Now put a lattice (i.e. hyper-cubic cell decomposition) on $`T^4`$ with lattice spacing $`a`$. In M. Lüscher showed that a lattice gauge field $`U_\mu (x)`$, defined on the links $`[x,x+ae_\mu ]`$ ($`e_\mu `$=unit vector on the positive $`\mu `$-direction) and taking values in SU(2), also has encoded in it the structure of a principal SU(2) bundle $`P`$ over $`T^4`$: transition functions for $`P`$ on the overlaps of a collection of regions covering $`T^4`$ were explicitly constructed from $`U`$. An integer topological charge for $`U`$ is then given by $`Q^{geo}(U)=Q_P`$. This is often referred to as the geometrical lattice topological charge (to distinguish it from the fermionic topological charge discussed below). The construction of $`P`$ from $`U`$ is ambiguous for certain “exceptional” lattice gauge fields; roughly speaking, these are the fields for which it is not possible to canonically write $`U(p)=\mathrm{exp}(\tau (p))`$ for each plaquette $`p`$, where $`U(p)`$ is the product of the link variables around $`p`$. (Example: in the analogous case of U(1) gauge fields on the 2-torus , $`U(p)\text{U(1)}`$ can be canonically written as $`e^{\tau (p)}`$, $`i\tau (p)(\pi ,\pi )`$ except for the exceptional fields which have $`U(p)=1`$ for some $`p`$.) The exceptional fields form a lower-dimensional manifold in the space of lattice gauge fields. They can be excluded by restricting to the lattice gauge fields whose plaquette variables are sufficiently close to the identity $`1`$ in SU(2); a sufficient condition is <sup>*</sup><sup>*</sup>*For $`U\text{SU(2)}`$ we have $`\text{tr}(1U)\mathrm{\hspace{0.17em}2}1U`$.
$`\text{tr}(1U(p))<\mathrm{\hspace{0.33em}0.03}\text{or}1U(p)<\mathrm{\hspace{0.33em}0.015}`$ (3)
where we are using the matrix norm defined by $`M^2=\frac{1}{d}_I|M_I|^2`$ for $`d\times d`$ matrix $`M`$ with the sum running over the column vectors $`M_I`$ of $`M`$ (the normalisation factor $`\frac{1}{d}`$ is so that unitary matrices have norm 1). For the non-exceptional fields the bundle $`P`$ is uniquely determined so $`Q^{geo}(U)=Q_P`$ is well-defined. Furthermore, the topological structure of $`P`$ is unchanged under continuous deformation of $`U`$ provided that no exceptional fields are encountered . Thus after excising the exceptional fields the space of lattice gauge fields acquires a non-trivial topological structure, decomposing into disjoint topological sectors which are again labelled by $`Q𝐙`$. In the continuum $`Q`$ can take any value in $`𝐙`$, but in the lattice setting $`Q`$ can only take values in a finite subset of $`𝐙`$ depending on how fine the lattice is . When $`U`$ is the lattice transcript of a smooth continuum field $`A`$ (and $`U`$ is non-exceptional) the bundle $`P_U`$ specified by $`U`$ need not coincide with the bundle $`P_A`$ specified by $`A`$ in general. However, Lüscher showed that $`P_U`$ and $`P_A`$ do coincide when the lattice is sufficiently fine: he showed that $`Q^{geo}(U)Q(A)`$ in the classical continuum limit $`a0`$ . The topology of lattice gauge fields was further elucidated by A. Phillips and D. Stone in where $`Q^{geo}(U)`$ was also generalised to the case of SU(N) gauge fields.
In light of the Index Theorem (2) in the continuum, it is natural to ask if there is a lattice Dirac operator $`D`$ such that
$`\text{index}(D_U)\stackrel{\mathrm{?}}{=}Q^{geo}(U)`$ (4)
Such a lattice version of the Index Theorem would certainly be mathematically interesting. It would also be of physical relevance: ’t Hooft’s solution of the U(1) problem uses in a crucial way the connection between the topological structure of $`A`$ and zero-modes of $`\text{}_A`$ implied by the Index Theorem (2). Also, an alternative “fermionic” description of $`Q^{geo}(U)`$ as the index of a lattice Dirac operator could be practically useful for numerical work, seeing as the expression for $`Q^{geo}(U)`$ is quite complicated and time-consuming to implement numerically. Traditional lattice Dirac operators are a bit problematic in this context. To avoid doubler zero-modes, operators such as the Wilson–Dirac operator include a chiral symmetry-breaking term; this results in the nullspace $`\mathrm{ker}D`$ not being invariant under $`\gamma _5`$ so the zero-modes do not have definite chirality and $`\text{index}D`$ is not defined. Nevertheless, a lattice version of the index can still be defined from the eigenvectors of the Wilson–Dirac operator $`D_U^{Wilson}`$ with low-lying real eigenvalues . Essentially the same lattice index is obtained as minus the spectral flow of the Hermitian Wilson–Dirac operator
$`H_U(m)=\gamma _5(D_U^{Wilson}\frac{m}{a})`$ (5)
coming from the crossings of the origin by eigenvalues $`\lambda _k(m)`$ at low-lying values of $`m`$.The notation in is different; instead of $`m`$ they have a different parameter $`K`$. In the continuum, taking the $`\gamma `$-matrices to be hermitian so $`\text{}_A`$ is anti-hermitian, crossings of the origin by eigenvalues of the hermitian operator $`H_A(m)=\gamma _5(\text{}_Am)`$ only happen at $`m=0`$ and the spectral flow from these is $`\text{index}(\text{}_A)`$. (Note that if $`\lambda _k(m_0)=0`$ then the corresponding eigenvector $`\psi _k(m_0)`$ is an eigenvector for $`D_U^{Wilson}`$ with eigenvalue $`\frac{m_0}{a}`$.) This “fermionic” definition of the topological charge of a lattice gauge field, which we denote by $`Q^f(U)`$, can be made more precise by defining $`Q^f(U)`$ to be minus the spectral flow of $`H_U(m)`$ as $`m`$ varies from 0 to 1; this is justified by the fact that for “sufficiently smooth” lattice gauge fields the real eigenvalues of $`D_U^{Wilson}`$ are positive and are localised around $`\frac{m}{a}`$, $`m=0,2,4,6,8`$ (an analytic explanation of this was recently sketched in ). Note that $`Q^f(U)`$ has properties analogous to those of $`Q^{geo}(U)`$ discussed above: It is defined for all $`U`$ except those for which $`H_U(1)`$ has a zero-mode; these are exceptional in the sense that they form a lower-dimensional manifold in the space of lattice gauge fields. It is clear from the definition in terms of spectral flow that $`Q^f(U)`$ is constant under continuous variations of $`U`$ provided that no exceptional fields are encountered. Thus $`Q^f(U)`$ determines a topological structure in the space of lattice gauge fields in the same way as $`Q^{geo}(U)`$ . The exceptional fields for $`Q^f(U)`$ can be excluded by imposing a condition on the plaquette variables :
$`1U(p)<\mathrm{\hspace{0.33em}0.03}`$ (6)
Note the similarity with (3). (Neither (3) nor (6) are optimal.)
$`Q^f(U)`$ has subsequently appeared in other guises, as the overlap topological charge in and more recently as the index of a new lattice Dirac operator: Neuberger’s Overlap-Dirac operator , given by
$`D_U={\displaystyle \frac{1}{a}}\left(\mathrm{\hspace{0.17em}1}+\gamma _5{\displaystyle \frac{H_U}{\sqrt{H_U^2}}}\right)`$ (7)
where $`H_UH_U(1)`$. This operator satisfies the Ginsparg–Wilson relation $`D\gamma _5+\gamma _5D=aD\gamma _5D`$, which implies that $`\mathrm{ker}D`$ is invariant under $`\gamma _5`$ (since $`D\psi =0`$ $``$ $`D(\gamma _5\psi )=(aD\gamma _5D\gamma _5D)\psi =0`$) so the zero-modes of $`D`$ have definite chirality and $`\text{index}D=\text{Tr}(\gamma _5|_{\mathrm{ker}D})`$ is well-defined, as was first noted in . A formula for the index gives
$`\text{index}(D_U)={\displaystyle \frac{a}{2}}\text{Tr}(\gamma _5D_U)={\displaystyle \frac{1}{2}}\text{Tr}\left({\displaystyle \frac{H_U}{\sqrt{H_U^2}}}\right)=Q^f(U)`$ (8)
where the last equality follows from the facts that $`\text{Tr}\left(\frac{H_U}{\sqrt{H_U^2}}\right)`$ is the spectral asymmetry of $`H_U(m)`$ at $`m=1`$ and $`H_U(m)`$ has symmetric spectrum for $`m<0`$ .
The fermionic lattice topological charge, in its various guises, has been an ongoing subject of study since the original works in the mid 1980’s; for a selection of recent works see, e.g., . The emphasis has tended to be on numerical investigations though, and there are a number of interesting questions which have been partially answered by numerically studies but which currently lack a complete analytical resolution. Perhaps the most fundamental of these is the question of whether $`Q^f`$ and $`Q^{geo}`$ are equal (at least under suitable conditions on the lattice gauge field, such as (3),(6)).<sup>§</sup><sup>§</sup>§This question has received attention in numerical studies, e.g. in where $`Q^f(U)`$ was compared to a simpler version of $`Q^{geo}(U)`$ due to P. Woit . This is equivalent to the question of whether the Lattice Index Theorem (4) holds with $`D_U`$ being the Overlap-Dirac operator (7). Another basic question is whether $`Q^f(U)`$ reduces to the continuum topological charge $`Q(A)`$ (= $`\text{index}(\text{}_A)`$) in the classical continuum limit. (This is a necessary condition for equality between $`Q^f`$ and $`Q^{geo}`$ since, as discussed above, $`Q^{geo}(U)Q(A)`$ in this limit .) This has sometimes been taken for granted in the literature; e.g. in it is claimed (without proof) that the eigenvectors of $`D_U^{Wilson}`$ with low-lying real eigenvalues will “reduce to” the zero-modes of $`\text{}_A`$ in the classical continuum limit. To give a precise mathematical formulation and proof of this statement is not so easy though. From a mathematical point of view, showing $`Q^f(U)Q(A)`$ in the classical continuum limit is a long-standing open problem, and the main purpose of this article is to announce and sketch a proof of this:
Theorem. For SU(N) gauge fields on the Euclidean 4-torus, $`Q^f(U)Q(A)`$ in the classical continuum limit. Equivalently, $`\text{index}(D_U)\text{index}(\text{}_A)`$ in this limit, where $`D_U`$ is the Overlap-Dirac operator (7) above.
This is the fermionic analogue of Lüscher’s result $`Q^{geo}(U)Q(A)`$. The deeper question of whether $`Q^f`$ and $`Q^{geo}`$ are equal (at least when $`U(p)`$ satisfies a bound of the form (3),(6)) is a challenging mathematical problem which we will not attempt here.
## II Classical continuum limit of the fermionic lattice topological charge
The proof of the theorem above, which we sketch in the following, grew out of suggestions by Martin Lüscher . The full details will be given in a forthcoming paper . (An alternative argument for a restricted class of topologically non-trivial fields in a slightly different settingwhich can be reduced to the present setting was previously given in \[28, v4\].) The general idea is to start with the last equality in (8),
$`Q^f(U)={\displaystyle \frac{1}{2}}\text{Tr}\left({\displaystyle \frac{H_U}{\sqrt{H_U^2}}}\right),`$ (9)
carry out a certain power series expansion of the inverse square root, and then evaluate the trace in an explicit basis for the spinor fields. But we do this in a slightly indirect way: First, we use the locality result of for the Overlap-Dirac operator to derive a relation $`Q^f(U)=Q^f(U)^{(2p+1)}+O(e^{c/a})`$ (with $`c>0`$) where $`Q^f(U)^{(2p+1)}`$ is the fermionic topological charge in a setting in which an infinite volume limit $`p\mathrm{}`$ can be taken. Then $`lim_{a0}Q^f(U)=lim_{a0}lim_p\mathrm{}Q^f(U)^{(2p+1)}`$ and the latter quantity is easier to evaluate because the sum resulting from the trace in (9) becomes a tractable integral in the $`p\mathrm{}`$ limit.
### II-1 Preliminaries
The 4-torus $`T^4`$ is taken to be $`[\frac{1}{2}L,\frac{1}{2}L]/_{}\times \mathrm{}\times [\frac{1}{2}L,\frac{1}{2}L]/_{}`$ (where $``$ means identify endpoints). Then a continuum SU(2) gauge field $`A_\mu (x)`$ on $`T^4`$ can be viewed as a gauge field on $`𝐑^4`$ satisfying
$`A_\mu (x+Le_\nu )=\mathrm{\Omega }(x,\nu )A_\mu (x)\mathrm{\Omega }(x,\nu )^1+\mathrm{\Omega }(x,\nu )_\mu \mathrm{\Omega }(x,\nu )^1`$ (10)
where $`\mathrm{\Omega }(x,\nu )`$, $`\nu =1,2,3,4`$, are the SU(2)-valued monodromy fields which specify the principal SU(2) bundle over $`T^4`$. These also satisfy a cocycle condition which ensures that $`A_\mu (x+Le_\nu +Le_\rho )`$ is unambiguous. It is always possible to make a gauge transformation so that $`\mathrm{\Omega }(x,\nu )=1`$ for $`\nu =1,2,3`$ and $`\mathrm{\Omega }(x,4)`$ is periodic in $`x_1,x_2,x_3`$. Then for fixed $`x_4`$ $`\mathrm{\Omega }(x,4)`$ determines a map $`T^3\text{SU(2)}`$. The degree of this map (which is independent of $`x_4`$ since $`\mathrm{\Omega }(x,4)`$ depends smoothly on $`x_4`$) is precisely the integer $`Q_P`$ specifying the SU(2) bundle $`P`$ over $`T^4`$, and is therefore also the topological charge $`Q(A)=Q_P`$ of $`A`$. Now put a hyper-cubic lattice on $`T^4`$ with $`2N`$ sites along each edge, so the lattice spacing is $`a=L/2N`$. This extends to a hyper-cubic lattice on $`𝐑^4`$ with sites $`a𝐙^4`$. The lattice transcript of $`A`$,
$`U_\mu (x)=T\mathrm{exp}\left({\displaystyle _0^1}aA_\mu (x+tae_\mu )𝑑t\right)`$ (11)
(T=t-ordering and for simplicity the coupling constant has been set to unity) satisfies
$`U_\mu (x+Le_\nu )=\mathrm{\Omega }(x,\nu )U_\mu (x)\mathrm{\Omega }(x+ae_\mu ,\nu )^1.`$ (12)
The finite-dimensional complex vector-space $`𝒞`$ of lattice spinor fields on $`T^4`$ consists of the spinor fields $`\psi (x)`$, $`xa𝐙^4`$, satisfying
$`\psi (x+Le_\nu )=\mathrm{\Omega }(x,\nu )\psi (x).`$ (13)
The covariant finite difference operators $`\frac{1}{a}_\mu ^\pm `$, given by
$`_\mu ^+\psi (x)`$ $`=`$ $`U_\mu (x)\psi (x+ae_\mu )\psi (x)`$ (14)
$`_\mu ^{}\psi (x)`$ $`=`$ $`\psi (x)U_\mu (xae_\mu )^1\psi (xae_\mu ),`$ (15)
preserve (13) and are therefore well-defined on $`𝒞`$, as is the Wilson–Dirac operator, given by<sup>\**</sup><sup>\**</sup>\**For simplicity we have taken the Wilson parameter to be $`r=1`$.
$`D_U^{Wilson}=\frac{1}{a}\text{}_U+\frac{1}{2}a\left(\frac{1}{a^2}\mathrm{\Delta }_U\right)`$ (16)
where $`\frac{1}{a}\text{}=\frac{1}{a}_\mu \gamma ^\mu _\mu =\frac{1}{a}_\mu \gamma ^\mu \frac{1}{2}(_\mu ^++_\mu ^{})`$ is the naive lattice Dirac operator (the $`\gamma ^\mu `$’s are taken to be hermitian so $`\text{}`$ is anti-hermitian), $`\frac{1}{a^2}\mathrm{\Delta }=\frac{1}{a^2}_\mu _\mu ^{}_\mu ^+=\frac{1}{a^2}_\mu (_\mu ^+)^{}_\mu ^+=\frac{1}{a^2}_\mu (_\mu ^{})^{}_\mu ^{}`$ is the lattice Laplace operator (hermitian, positive). Likewise $`H_U=\gamma _5(D_U^{Wilson}\frac{1}{a})`$ is well-defined on $`𝒞`$, and so is the Overlap-Dirac operator $`D_U=\frac{1}{a}(1+\gamma _5H_U|H_U|^1)`$ provided that $`H_U`$ has no zero-modes. $`H_U`$ is guaranteed not to have zero-modes when $`a`$ is sufficiently small. Indeed, $`1U(p_{x,\mu ,\nu })=a^2F_{\mu \nu }(x)+O(a^3)`$ vanishes uniformly for $`a0`$, implying that (6) is satisfied for sufficiently small $`a`$, which in turn implies that
$`H_U^2b>\mathrm{\hspace{0.33em}0}`$ (17)
(This holds, e.g., with $`b=0.1`$ but we will not need the explicit value in the following.) We henceforth assume $`a`$ to be small enough that (6) – and thereby (17) – holds.
### II-2 Passing to a setting with an infinite volume limit
A general linear operator $`𝒪`$ on lattice spinor fields corresponds to a kernel function $`𝒪(x,y)`$ via $`𝒪\psi (x)=a^4_y𝒪(x,y)\psi (x)`$. By (8) we have
$`Q^f(U)=a^4{\displaystyle \underset{x\mathrm{\Gamma }}{}}q_U(x)`$ (18)
where
$`q_U(x)={\displaystyle \frac{a}{2}}\text{tr}(\gamma _5D_U(x,x))`$ (19)
and the summation is over
$`\mathrm{\Gamma }=\{x=an|n_\mu =N,N+1,\mathrm{},N1\}.`$ (20)
Now, for arbitrary whole number $`p`$, set
$`\mathrm{\Omega }^{(p)}(x,\nu )=\mathrm{\Omega }(x+pLe_\nu ,\nu )\mathrm{\Omega }(x+(p1)Le_\nu ,\nu )\mathrm{}\mathrm{\Omega }(x+Le_\nu ,\nu )\mathrm{\Omega }(x,\nu )`$ (21)
and define $`𝒞_p`$ to be the space of lattice spinor fields $`\psi (x)`$, $`xa𝐙^4`$, satisfying
$`\psi (x+(p+1)Le_\nu )=\mathrm{\Omega }^{(p)}(x,\nu )\psi (x).`$ (22)
Note that (13) implies (22), so $`𝒞`$ is contained in $`𝒞_p`$ for all $`p`$. Note also that the covariant finite difference operators (14)–(15) preserve (22) and are therefore well-defined operators on $`𝒞_p`$; it follows that the Overlap-Dirac operator is well-defined as an operator on $`𝒞_p`$. We denote the Overlap-Dirac operator on $`𝒞_p`$ by $`D_U^{(p)}`$ in the following, with $`D_U`$ denoting the operator on $`𝒞`$. The fact that $`D_U`$ is the restriction of $`D_U^{(p)}`$ to $`𝒞𝒞_p`$ for all $`p`$ implies
$`D_U\psi (x)=D_U^{(2p+1)}\psi (x)=a^4{\displaystyle \underset{y\mathrm{\Gamma }_{2p+1}}{}}D_U^{(2p+1)}(x,y)\psi (y)\text{for}\psi 𝒞`$ (23)
where
$`\mathrm{\Gamma }_{2p+1}`$ $`=`$ $`\{x=an|n_\mu =(2p+1)N,(2p+1)N+1,\mathrm{},(2p+1)N1\}`$ (24)
$`=`$ $`\{x+Lm|x\mathrm{\Gamma },m_\mu =p,p+1,\mathrm{},p\}.`$
From this it is straightforward to derive , using (13), that for $`p1`$ the norm of
$`R_U^{(2p+1)}(x,y):=D_U(x,y)D_U^{(2p+1)}(x,y)`$ (25)
has a bound
$`R_U^{(2p+1)}(x,y){\displaystyle \underset{|m_\mu |\{1,2,\mathrm{},p\}}{}}D_U^{(2p+1)}(x,y+Lm).`$ (26)
The locality result in now gives
$`aD_U^{(2p+1)}(x,x+Lm){\displaystyle \frac{c_1}{a^4}}\mathrm{exp}\left(c_2{\displaystyle \frac{L}{a}}{\displaystyle \underset{\mu }{}}|m_\mu |\right)`$ (27)
where $`c_1`$ and $`c_2>0`$ are constants independent of $`a`$, $`p`$ and $`U`$. It follows that
$`aR_U^{(2p+1)}(x,x)`$ $``$ $`2^4{\displaystyle \underset{m_\mu \{1,2,\mathrm{},p\}}{}}{\displaystyle \frac{c_1}{a^4}}\mathrm{exp}\left(c_2{\displaystyle \frac{L}{a}}{\displaystyle \underset{\mu }{}}m_\mu \right)`$ (28)
$``$ $`2^4{\displaystyle \frac{c_1}{a^4}}{\displaystyle \underset{\mu }{}}{\displaystyle _{1/2}^{p+1/2}}𝑑t_\mu \mathrm{exp}\left(c_2{\displaystyle \frac{L}{a}}t_\mu \right)`$
$``$ $`c_1\left({\displaystyle \frac{2}{c_2L}}\right)^4\mathrm{exp}\left({\displaystyle \frac{c_2L}{2a}}\right).`$
Set
$`q_U^{(2p+1)}(x)={\displaystyle \frac{a}{2}}\text{tr}(\gamma _5D_U^{(2p+1)}(x,x))`$ (29)
then substituting (25) in (19) and taking account of (28) we see that the norm of
$`r_U^{(2p+1)}(x):=q_U(x)q_U^{(2p+1)}(x)`$ (30)
has a bound of the form
$`|r_U^{(2p+1)}(x)|O(e^{c/a})c>0`$ (31)
where $`O(e^{c/a})`$ is independent of $`U`$ and $`p`$. It follows that
$`\underset{a0}{lim}q_U(x)`$ $`=`$ $`\underset{a0}{lim}\underset{p\mathrm{}}{lim}q_U^{(2p+1)}(x)(x\mathrm{\Gamma })`$ (32)
$`\underset{a0}{lim}Q^f(U)`$ $`=`$ $`\underset{a0}{lim}\underset{p\mathrm{}}{lim}a^4{\displaystyle \underset{x\mathrm{\Gamma }}{}}q_U^{(2p+1)}(x)`$ (33)
The infinite volume limit $`p\mathrm{}`$ in these expressions will facilitate their evaluation, as we will see in the following subsection.
### II-3 Evaluation of the classical continuum limit
We now exploit the locality of the Overlap-Dirac operator in the gauge field to replace $`A_\mu (x)`$, or rather, its lattice transcript $`U_\mu (x)`$, in (32)–(33) by the lattice transcript $`\stackrel{~}{U}_\mu (x)`$ of a gauge field $`\stackrel{~}{A}_\mu (x)`$ which coincides with $`A_\mu (x)`$ in a neighbourhood of $`[\frac{1}{2}L,\frac{1}{2}L]^4`$ but which vanishes outside a bounded region in $`𝐑^4`$. Specifically, choose a smooth function $`\lambda (x)`$ on $`𝐑^4`$ which equals 1 in a neighbourhood of $`[\frac{1}{2}L,\frac{1}{2}L]^4`$ and vanishes outside a region contained in $`[\frac{3}{2}L,\frac{3}{2}L]^4`$, and set $`\stackrel{~}{A}_\mu (x)=\lambda (x)A_\mu (x)`$. For each $`p1`$ we take $`\stackrel{~}{U}`$ to be the lattice transcript of $`\stackrel{~}{A}`$ in $`[\frac{2p+1}{2}L,\frac{2p+1}{2}L]^4`$ and extend $`\stackrel{~}{U}`$ to the rest of the lattice on $`𝐑^4`$ by requiring that $`\stackrel{~}{U}_\mu (x)`$ be periodic in all directions with period $`(2p+1)L`$. Then the Overlap-Dirac operator with lattice gauge field $`\stackrel{~}{U}`$ is a well-defined operator $`D_{\stackrel{~}{U}}^{(2p+1)}`$ on the space $`\stackrel{~}{𝒞}_{2p+1}`$ of lattice spinor fields satisfying the periodicity condition $`\psi (x+(2p+1)Le_\nu )=\psi (x)`$, $`\nu =1,2,3,4`$. A version of the locality result of leads to
$`aD_U^{(2p+1)}(x,x)aD_{\stackrel{~}{U}}^{(2p+1)}(x,x){\displaystyle \frac{1}{a^4}}O(e^{\stackrel{~}{c}/a})x\mathrm{\Gamma }p1`$ (34)
where $`\stackrel{~}{c}>0`$ is a constant and $`O(e^{\stackrel{~}{c}/a})`$ is independent of $`x`$, $`p`$, $`U`$, $`\stackrel{~}{U}`$. It follows that (32)–(33) are unchanged if $`q_U^{(2p+1)}(x)`$ is replaced by
$`q_{\stackrel{~}{U}}^{(2p+1)}(x)={\displaystyle \frac{1}{a}}\text{tr}(\gamma _5D_{\stackrel{~}{U}}^{(2p+1)}(x,x)).`$ (35)
There are several reasons for making the replacement $`A\stackrel{~}{A}`$, $`U\stackrel{~}{U}`$. (i) The rigorous justification in of the steps that follow uses the fact that $`\stackrel{~}{A}_\mu (x)`$ vanishes outside a bounded region. (This is not the case in general for $`A_\mu (x)`$ which can diverge in the $`|x|\mathrm{}`$ limit.) (ii) It leads to $`𝒞_p`$ being replaced by a space $`\stackrel{~}{𝒞}_p`$ of periodic spinor fields, thereby allowing the trace in (36) below to be evaluated in a “plane wave” basis.
Substituting the expression for the Overlap-Dirac operator in (35) we find (cf. (8))
$`q_{\stackrel{~}{U}}^{(2p+1)}(x)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\text{tr}\left({\displaystyle \frac{H_{\stackrel{~}{U}}}{\sqrt{H_{\stackrel{~}{U}}^2}}}(x,x)\right)`$ (36)
$`=`$ $`{\displaystyle \frac{1}{2}}\text{tr}\left(\gamma _5\left\{X_{\stackrel{~}{U}}{\displaystyle \frac{1}{\sqrt{X_{\stackrel{~}{U}}^{}X_{\stackrel{~}{U}}}}}\right\}(x,x)\right)`$
$`=`$ $`{\displaystyle \frac{1}{2a^4}}\text{Tr}\left(\gamma _5X_{\stackrel{~}{U}}{\displaystyle \frac{1}{\sqrt{X_{\stackrel{~}{U}}^{}X_{\stackrel{~}{U}}}}}\widehat{\delta }_x\right)`$
where
$`X_{\stackrel{~}{U}}`$ $`=`$ $`a(D_{\stackrel{~}{U}}^{Wilson}\frac{1}{a})`$ (37)
$`=`$ $`\text{}_{\stackrel{~}{U}}+\frac{1}{2}(\mathrm{\Delta }_{\stackrel{~}{U}}2)`$
and the operator $`\widehat{\delta }_x`$ is defined by $`(\widehat{\delta }_x\psi )(y)=\psi (x)\delta _{xy}`$. The strategy now is to carry out a power series expansion of the inverse square root in (36). A calculation gives
$`X_{\stackrel{~}{U}}^{}X_{\stackrel{~}{U}}=L_{\stackrel{~}{U}}+V_{\stackrel{~}{U}}`$ (38)
where
$`L`$ $`=`$ $`^2+\frac{1}{2}(\mathrm{\Delta }2)^2`$ (39)
$`V`$ $`=`$ $`\frac{1}{4}[\gamma ^\mu ,\gamma ^\nu ][_\mu ,_\nu ]\frac{1}{2}[\text{},\mathrm{\Delta }].`$ (40)
$`V`$ is a linear combination of commutators of the $`_\mu ^\pm `$’s. As pointed out in , the norms of these commutators are bounded by $`\text{max}_p1\stackrel{~}{U}(p)`$. In the present case, this together with the expansion
$`\stackrel{~}{U}(p_{x,\mu ,\nu })=1+a^2\stackrel{~}{F}_{\mu \nu }(x)+O(a^3)`$ (41)
show that
$`V_{\stackrel{~}{U}}O(a^2)`$ (42)
As in (17) we have a bound $`X_{\stackrel{~}{U}}^{}X_{\stackrel{~}{U}}b>0`$ when $`a`$ is sufficiently small; furthermore, due to (42) we can assume that $`Vb/2`$. Then from (38) we get a lower bound $`L_{\stackrel{~}{U}}b/2>0`$ on the positive hermitian operator $`L_{\stackrel{~}{U}}`$. It follows that $`L`$ is invertible and $`L^1V<1`$ when $`a`$ is sufficiently small. The inverse square root in (36) can then be expanded as
$`{\displaystyle \frac{1}{\sqrt{X^{}X}}}`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\sigma }{\pi }}{\displaystyle \frac{1}{X^{}X+\sigma ^2}}`$ (43)
$`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\sigma }{\pi }}\left({\displaystyle \frac{1}{L+\sigma ^2}}\right)\left({\displaystyle \frac{1}{1+(L+\sigma ^2)^1V}}\right)`$
$`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\sigma }{\pi }}{\displaystyle \frac{1}{L+\sigma ^2}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(1)^k((L+\sigma ^2)^1V)^k.`$
Note that the $`\gamma `$-matrices in (43) are all contained in $`V`$. Since the trace of $`\gamma _5`$ times a product of less than 4 $`\gamma `$-matrices vanishes, the terms with $`k=0`$ and $`k=1`$ in (43) give vanishing contributions to (36). On the other hand, by (42) the terms with $`k3`$ are $`O(V^3)O(a^6)`$, hence the contribution of these in (36) is $`O(a^2)`$. (This is rigorously established in using the presence of $`\widehat{\delta }_x`$ in (36) together with the fact that $`\stackrel{~}{A}_\mu (x)`$ has compact support.) Thus the only relevant contribution to (36) from the expansion (43) comes from the $`k=2`$ term:
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\sigma }{\pi }}{\displaystyle \frac{1}{(L+\sigma ^2)^2}}V{\displaystyle \frac{1}{L+\sigma ^2}}V`$ (44)
By making a power series expansion of $`1/(L+\sigma ^2)`$ and using $`[L,V]O(a)`$ we find in that, modulo an $`O(a)`$ term, the contribution of (44) in (36) is the same as that of
$`V^2{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\sigma }{\pi }}{\displaystyle \frac{1}{(L+\sigma ^2)^3}}=V^2L^{5/2}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\sigma }{\pi }}{\displaystyle \frac{1}{(1+\sigma ^2)^3}}={\displaystyle \frac{3}{8}}V^2L^{5/2}`$ (45)
We hereby see that (36) reduces to
$`q_{\stackrel{~}{U}}^{(2p+1)}(x)={\displaystyle \frac{3}{16a^4}}\text{Tr}(\gamma _5X_{\stackrel{~}{U}}V_{\stackrel{~}{U}}^2L_{\stackrel{~}{U}}^{5/2}\widehat{\delta }_x)+O(a)`$ (46)
Now, from (11) with $`A\stackrel{~}{A}`$ we see that the $`a`$-dependence of $`\stackrel{~}{U}`$ enters through a product $`a\stackrel{~}{A}`$. It follows that
$`X_{\stackrel{~}{U}}=X_1+𝒪(a),L_{\stackrel{~}{U}}=L_1+𝒪(a)`$ (47)
Since $`V𝒪(a^2)`$ we can replace $`X_{\stackrel{~}{U}}X_1`$ and $`L_{\stackrel{~}{U}}L_1`$ in (46) at the expense of another $`O(a)`$ term. With the expressions (37) and (39) for $`X`$ and $`L`$ we find
$`q_{\stackrel{~}{U}}^{(2p+1)}(x)={\displaystyle \frac{3}{16a^4}}\text{Tr}\left(\gamma _5\widehat{\delta }_xV_{\stackrel{~}{U}}^2(\text{}_1+\frac{1}{2}(\mathrm{\Delta }_12))(_1^2+\frac{1}{2}(\mathrm{\Delta }_12))^{5/2}\right)+O(a)`$ (48)
The rigorous derivation of this in again uses the fact that $`\stackrel{~}{A}_\mu (x)`$ has compact support. The trace in (48) can now be evaluated using the “plane wave” orthonormal basis $`\{\varphi _k\}`$ for the lattice scalar fields with periodicity $`\varphi (x+(2p+1)Le_\nu )=\varphi (x)`$ (i.e. the fields in the scalar version of $`\stackrel{~}{𝒞}_{2p+1}`$), given by
$`\varphi _k(x)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{𝒩}}}e^{ikx}𝒩=((2p+1)2N)^4`$ (49)
$`k_\mu `$ $``$ $`{\displaystyle \frac{2\pi }{a(2p+1)2N}}\{(2p+1)N,(2p+1)N+1,\mathrm{},(2p+1)N1\}`$ (50)
Note that the volume per $`k`$ is
$`\mathrm{\Delta }^4k=\left({\displaystyle \frac{2\pi }{a(2p+1)2N}}\right)^4={\displaystyle \frac{(2\pi )^4}{a^4𝒩}}`$ (51)
Using the plane wave basis, the trace in (48) can now be evaluated as in \[28, v4\], leading to
$`q_{\stackrel{~}{U}}^{(2p+1)}(x)=q_A(x){\displaystyle \underset{k}{}}a^4\mathrm{\Delta }^4k\widehat{I}(ak)+O(a)`$ (52)
where the summation region for $`k`$ is (50), $`\mathrm{\Delta }^4k`$ is given by (51),
$`q_A(x)={\displaystyle \frac{1}{32}}ϵ_{\mu \nu \rho \sigma }\text{tr}(F_{\mu \nu }(x)F_{\rho \sigma }(x))`$ (53)
and
$`\widehat{I}(k)={\displaystyle \frac{3}{8\pi ^2}}{\displaystyle \frac{_\nu \mathrm{cos}K_\nu \left(1+_\mu (1\mathrm{cos}k_\mu )_\mu \frac{\mathrm{sin}^2k_\mu }{\mathrm{cos}k_\mu }\right)}{\left[_\mu \mathrm{sin}^2k_\mu +(1+_\mu (1\mathrm{cos}k_\mu ))^2\right]^{5/2}}}`$ (54)
and we have exploited the fact that $`\stackrel{~}{A}_\mu (x)=A_\mu (x)`$ for $`x\mathrm{\Gamma }`$. Changing summation variable from $`k`$ to $`\stackrel{~}{k}=ak`$ in (52) and taking the $`p\mathrm{}`$ limit gives
$`\underset{p\mathrm{}}{lim}q_{\stackrel{~}{U}}^{(2p+1)}(x)=q_A(x){\displaystyle _\pi ^\pi }d^4\stackrel{~}{k}\widehat{I}(\stackrel{~}{k})+O(a)`$ (55)
The integral over $`\stackrel{~}{k}`$ in this expression was evaluated in , and independently in , and was found to be 1. Recalling (32)–(33) we finally get
$`\underset{a0}{lim}q_U(x)=\underset{a0}{lim}\underset{p\mathrm{}}{lim}q_U^{(2p+1)}(x)=\underset{a0}{lim}\underset{p\mathrm{}}{lim}q_{\stackrel{~}{U}}^{(2p+1)}(x)=q_A(x)(x\mathrm{\Gamma })`$ (56)
and
$`\underset{a0}{lim}Q^f(U)`$ $`=`$ $`\underset{a0}{lim}\underset{p\mathrm{}}{lim}a^4{\displaystyle \underset{x\mathrm{\Gamma }}{}}q_U^{(2p+1)}(x)`$ (57)
$`=`$ $`\underset{a0}{lim}a^4{\displaystyle \underset{x\mathrm{\Gamma }}{}}(q_A(x)+O(a))={\displaystyle _{T^4}}d^4xq_A(x)=Q(A)`$
This completes the sketch of the proof of the theorem. The latter part of the derivation has similarities with, and was inspired by, the calculation of the classical continuum limit of the axial anomaly for Wilson–Dirac fermions done many years ago by W. Kerler and E. Seiler and I. O. Stamatescu .
The Overlap-Dirac operator determines a lattice Dirac fermion action $`\overline{\psi }D_U\psi `$ which has an exact symmetry under a new kind of lattice chiral transformations . The corresponding axial anomaly (=the infinitesimal chiral jacobian) was found in to be (in the flavour singlet case)
$`𝒜_U(x)=2iq_U(x)`$
Its classical continuum limit was calculated in a perturbative setting in and subsequently in a non-perturbative setting in \[28, v1\],,. The perturbative setting was further studied in . However, these calculations are all problematic in the case where the continuum gauge field $`A_\mu (x)`$ is topologically non-trivial (e.g. $`A_\mu (x)`$ does not have a well-defined Fourier expansion in this case.) This case is covered by the arguments above though: we have found that
$`q_U(x)=q_A(x)+O(a)`$
in complete generality. As we have seen, the locality of the Overlap-Dirac operator (which was not used in the previous references) is a key ingredient in the derivation of this result.
The arguments and results above, which are for SU(N) gauge fields on the 4-torus, can be easily extended to U(1) fields on the 2-torus, thereby providing analytic verification of results from numerical studies in where the fermionic topological charge and axial anomaly were seen to reduce to the correct continuum quantities for topologically non-trivial gauge fields in this setting.
## III Index of lattice Dirac operators and combinatorial approach to topological invariants
In this section a potential mathematical application of the ideas behind fermionic lattice topological charge to the construction of certain topological invariants of manifolds is discussed. Consider Kähler–Dirac spinor fields with the “spacetime” being an arbitrary smooth oriented riemannian 4-dimensional manifold $`M`$. In the continuum the fields are the differential forms on $`M`$, the space of which we denote by $`\mathrm{\Omega }(M)=_{p=0}^4\mathrm{\Omega }^p(M)`$. (Locally, a p-form $`\omega \mathrm{\Omega }^p(M)`$ is of the form $`\omega _{\mu _1\mathrm{}\mu _p}(x)dx^{\mu _1}\mathrm{}dx^{\mu _p}`$.) The Dirac operator on $`\mathrm{\Omega }(M)`$ is
$`D=d+d^{}`$ (58)
where $`d_p:\mathrm{\Omega }^p(M)\mathrm{\Omega }^{p+1}(M)`$ is the exterior derivative. The standard way to define the chirality operator $`\mathrm{\Gamma }_5`$ (analogue of $`\gamma _5`$) is $`\mathrm{\Gamma }_5=(1)^p`$ on $`\mathrm{\Omega }^p(M)`$. This has the chirality properties $`(\mathrm{\Gamma }_5)^2=1`$ and $`\mathrm{\Gamma }_5D=D\mathrm{\Gamma }_5`$, and it is not difficult to show that the corresponding index of $`D`$ is the Euler characteristic $`\chi (M)`$ of $`M`$ (see, e.g., \[36, Ch.4\]). A discretisation of Kähler–Dirac theory can be obtained via a triangulation $`K`$ of $`M`$ . In the discrete theory the fields are the cochains of $`K`$ (=the functions on the oriented simplexes of $`K`$), the space of which we denote by $`C(K)=_{p=0}^4C^p(K)`$. The analogue of $`d`$ is the coboundary operator $`d^K:C^p(K)C^{p+1}(K)`$, the Dirac operator is $`D^K=d^K+(d^K)^{}`$ and $`\mathrm{\Gamma }_5=(1)^p`$ on $`C^p(K)`$. Using the de Rham theorem it can be shown that $`\text{index}D^K=\text{index}D=\chi (M)`$ so $`\text{index}D^K`$ is a combinatorial construction of the topological invariant $`\chi (M)`$. This is nothing new though; in fact we have just recovered Euler’s original combinatorial construction of $`\chi (M)`$. Now, there is another way to define $`\mathrm{\Gamma }_5`$ in the continuum, namely by $`\mathrm{\Gamma }_5=(1)^s`$ where $`:\mathrm{\Omega }^p(M)\mathrm{\Omega }^{4p}(M)`$ is the Hodge star operator and $`s=(1)^{1+p(p1)/2}`$ on $`\mathrm{\Omega }^p(M)`$; this also satisfies the chirality properties $`(\mathrm{\Gamma }_5)^2=1`$ and $`\mathrm{\Gamma }_5D=D\mathrm{\Gamma }_5`$ and the corresponding index is again a topological invariant of $`M`$, namely the Hirzebruch signature $`\sigma (M)`$ (see, e.g., \[36, Ch.4\]). Unlike $`\chi (M)`$ there is no known combinatorial construction of $`\sigma (M)`$ – this is an interesting open problem in mathematics. The problem is reflected in the fact that there is no natural discretisation of $``$, and thereby of $`\mathrm{\Gamma }_5`$, in this setting. However, a natural discretisation is obtained after introducing $`\widehat{K}`$: the cell decomposition of $`M`$ dual to $`K`$. We can then consider the doubled discretisation $`\mathrm{\Omega }(M)C(K)C(\widehat{K})`$ with
$`D`$ $``$ $`D^{K\widehat{K}}=\left({\displaystyle \genfrac{}{}{0pt}{}{D^K}{0}}{\displaystyle \genfrac{}{}{0pt}{}{0}{D^{\widehat{K}}}}\right),\mathrm{\Gamma }_5\mathrm{\Gamma }_5^{K\widehat{K}}=\left({\displaystyle \genfrac{}{}{0pt}{}{0}{(1)^s^K}}{\displaystyle \genfrac{}{}{0pt}{}{(1)^s^{\widehat{K}}}{0}}\right)`$ (59)
where $`_p^K:C^p(K)C^{4p}(\widehat{K})`$ and $`_q^{\widehat{K}}:C^q(\widehat{K})C^{4q}(K)`$ are the duality operators (see, e.g., , where topological quantities were exactly reproduced in a similar discrete setting). The index of $`D^{K\widehat{K}}`$ can be seen to vanish though; this is essentially due to the fact that $`\mathrm{\Gamma }_5^{K\widehat{K}}`$ is skew-diagonal in (59). This is reminiscent of the vanishing of the index of the usual naive lattice Dirac operator. The necessity of introducing $`C(\widehat{K})`$ is reminiscent of the appearance of fermion doubling in the usual lattice theory. Therefore, in light of the preceding sections, it may be possible to obtain a combinatorial construction of $`\sigma (M)`$ from the spectral flow of a “Hermitian Wilson–Dirac operator” $`H_{(m)}^{K\widehat{K}}=\mathrm{\Gamma }_5^{K\widehat{K}}(D_{Wilson}^{K\widehat{K}}mf(a))`$.<sup>††</sup><sup>††</sup>†† Note that in the continuum, $`\sigma (M)=\text{index}D`$ equals minus the spectral flow of the hermitian operator $`H_{(m)}=\mathrm{\Gamma }_5(iDm)`$ as $`m`$ varies from any negative value to any positive value. The main problem is to find a suitable “Wilson term” $`W^{K\widehat{K}}`$ on $`C(K)C(\widehat{K})`$ for the “Wilson–Dirac operator” $`D_{Wilson}^{K\widehat{K}}=iD^{K\widehat{K}}+aW^{K\widehat{K}}`$ (where $`a`$ is now the mesh size of $`K`$), and a suitable function $`f(a)`$ in $`H_{(m)}^{K\widehat{K}}`$. (In the usual lattice setting $`f(a)=1/a`$.) One idea is to embed $`C(K)C(\widehat{K})`$ into $`C(BK)`$ where $`BK`$=the barycentric subdivision of $`K`$, and then try to construct $`W^{K\widehat{K}}`$ from the discrete Laplace operator $`\mathrm{\Delta }^{BK}`$ on $`C(BK)`$.
Finally, we remark that after “twisting” by a flat gauge field $`A`$, the signature $`\sigma _A(M)`$ of a 4-manifold $`M`$ with boundary $`N`$ is closely related to the Atiyah–Patodi–Singer rho invariant $`\rho (N,\alpha )`$ of a 3-manifold $`N`$ together with a representation $`\alpha :\pi _1(N)O(n)`$ . A combinatorial construction of the signature invariant $`\sigma _A(M)`$ would in all likelihood lead to a combinatorial construction of the rho invariant as well.
Acknowledgements. I thank Ting-Wai Chiu and everyone else involved in the running and organisation of Chiral’99 for a very enjoyable and stimulating conference, and the National Center for Theoretical Sciences in Hsinchu for hospitality and financial support in the weeks leading up to Chiral’99. Also, I thank Martin Lüscher for discussions on the classical continuum limit, from which I benefited greatly, and for hospitality during a visit to DESY. Thanks also go to Varghese Mathai for discussions on the signature invariant. The support of an ARC postdoctoral fellowship is gratefully acknowledged. |
warning/0001/quant-ph0001032.html | ar5iv | text | # Scattering theory from microscopic first principles
## 1 Introduction
Abstract scattering theory, or the $`S`$-matrix formalism, can be regarded as a phenomenological description analogous to thermodynamics. And like thermodynamics, it should be derivable from microscopic first principles. It is somewhat surprising that while this was done long ago for thermodynamics, by Boltzmann and Gibbs using the methods of statistical mechanics, it has not yet been achieved for quantum scattering theory.
We believe there are two main sources of difficulty: (1) failure to pay sufficiently careful attention to the experimental conditions in scattering phenomena, and in particular to the fact that randomness in the initial wave function is an experimental reality that is crucial to an understanding of the emergence of the textbook formula for the differential cross section, involving the absolute square of the momentum matrix elements of the $`T`$-matrix; and (2) failure to pay sufficiently careful attention to precisely which microscopic first principles the derivation could conceivably be based upon.
We shall argue that while orthodox quantum theory is not up to the job, Bohmian mechanics is, and we shall sketch the derivation. Since scattering theory is at the heart of the experimental evidence for quantum theory, we believe that understanding how the formulas of scattering theory emerge from microscopic first principles should be of general interest.
## 2 The $`S`$-matrix
The basic formula of abstract scattering theory concerns the probability of finding a system in the free state $`g`$ asymptotically in the future given that it was in the free state $`f`$ asymptotically in the past. This is expressed in terms of the basic object of scattering theory, the scattering operator $`S`$, usually called the $`S`$-matrix. The probability $`P(fg)`$ for scattering from state $`f`$ to state $`g`$ is given by
$$P(fg)=|g,Sf|^2,$$
(1)
where $`f`$ and $`g`$ are members of some Hilbert space $``$, the space of free states, with inner product $`,`$.
This formula is often considered very appealing since it makes no reference to space-time processes, but directly relates experimental procedures: “preparation” in the distant past to “measurement” in the distant future. From (1) one computes, via formal manipulations, values for the experimentally relevant cross section, an issue which we shall take up in Section 4.
We first review how expression (1) is understood in mathematical physics as emerging from Hamiltonian quantum mechanics.
## 3 The Schrödinger evolution and the $`S`$-matrix
We shall be concerned here with the scattering of a single spinless quantum particle off of a “target,” or, what amounts mathematically to more or less the same thing, of a pair of spinless particles off of each other.<sup>1</sup><sup>1</sup>1Recall that the scattering of two particles interacting via a translation invariant pair potential can be reduced to potential scattering of one particle by a change of variables to relative and center-of-mass coordinates. However, in quantum mechanics this is not as trivial as in classical mechanics, since one also must assume for this that the wave function is a product wave function in the new coordinates. This will not be the case in general, but one can easily convince oneself that this condition is satisfied, for example, in the case of two particles both described by plane waves. We thus begin our analysis with the non-relativistic quantum mechanics for a single spinless particle in an external potential $`V`$.
The state of the system at time $`t`$ is given by its wave function $`\psi _tL^2(\mathrm{I}\mathrm{R}^3)`$, which evolves according to Schrödinger’s equation
$$\mathrm{i}\frac{\psi _t}{t}=H\psi _t,$$
(2)
where $`H=H_0+V`$ with $`H_0=\frac{1}{2}\mathrm{\Delta }`$ (in units for which $`\mathrm{}=1`$ and $`m=1`$). A solution $`\psi _t`$ is determined by a choice of the initial condition $`\psi =\psi _0`$ at time $`t=0`$,
$$\psi _t=\mathrm{e}^{\mathrm{i}Ht}\psi _0.$$
(3)
If the scattering potential $`V`$ decays sufficiently rapidly at spatial infinity, one expects scattering states, i.e., states that eventually leave the influence of the potential, to evolve for large positive times according to the free dynamics given by $`H_0`$, i.e., that the motion is asymptotically free. In the following definition this free motion, defining the asymptotics, is invoked. We demand that for every scattering state $`\psi `$ there exists a state $`\psi _{\mathrm{out}}`$ such that
$$\underset{t\mathrm{}}{lim}\mathrm{e}^{\mathrm{i}Ht}\psi \mathrm{e}^{\mathrm{i}H_0t}\psi _{\mathrm{out}}=0.$$
(4)
Thus, one is interested in the existence and the range of the wave operator
$$\mathrm{\Omega }_+:=\underset{t\mathrm{}}{lim}\mathrm{e}^{\mathrm{i}Ht}\mathrm{e}^{\mathrm{i}H_0t},$$
(5)
where the limit is in the strong sense. If the wave operator exists,<sup>2</sup><sup>2</sup>2Note that it might appear physically natural to define the wave operator as the inverse of $`\mathrm{\Omega }_+`$, i.e., as the map from scattering states $`\psi `$ to the corresponding future asymptotic states $`\psi _{\mathrm{out}}`$. However, one does not know a priori which states are scattering states. Thus the domain of definition of that operator would be far from clear! In fact, the goal of the mathematical physics of scattering theory is precisely to clarify such issues. With the definition (5), this question is shifted to that of the range of $`\mathrm{\Omega }_+`$. every state in its range eventually moves freely in the sense of (4), since $`\mathrm{\Omega }_+`$ maps every “free state” $`\psi _{\mathrm{out}}`$ to the corresponding “scattering state” $`\psi `$. One can repeat these considerations for the behavior of wave functions in the distant past and define analogously the wave operator
$$\mathrm{\Omega }_{}:=\underset{t\mathrm{}}{lim}\mathrm{e}^{\mathrm{i}Ht}\mathrm{e}^{\mathrm{i}H_0t}.$$
(6)
It is well known and not difficult to see that the wave operators exist for short-range potentials.<sup>3</sup><sup>3</sup>3Short-range potentials basically decay, as $`x\mathrm{}`$, like $`|x|^{1ϵ}`$ for some $`ϵ>0`$. In the case of long-range potentials one must use, instead of $`\mathrm{e}^{\mathrm{i}H_0t}`$, a modified free dynamics to define the wave operators.
Whenever the wave operators exist, they obey the intertwining relations, which follow from a simple calculation:
$$\mathrm{e}^{\mathrm{i}Ht}\mathrm{\Omega }_\pm =\mathrm{\Omega }_\pm \mathrm{e}^{\mathrm{i}H_0t}.$$
(7)
And thus, on the domain $`D(H_0)`$ of $`H_0`$, we have by differentiation
$$H\mathrm{\Omega }_\pm =\mathrm{\Omega }_\pm H_0.$$
(8)
As a consequence of this relation and the fact that $`\mathrm{\Omega }_\pm `$ are partial isometries (i.e., that they act unitarily from their domain to their ranges $`\mathrm{Ran}(\mathrm{\Omega }_\pm )`$ ) one concludes that the restrictions of $`H`$ to $`\mathrm{Ran}(\mathrm{\Omega }_\pm )`$ are unitarily equivalent to $`H_0`$. As such, they have the same spectrum, and we may conclude that $`\mathrm{Ran}(\mathrm{\Omega }_\pm )_{\mathrm{ac}}(H)`$, the absolutely continuous subspace of $`H`$, the set of all states having an absolutely continuous spectral measure for$`H`$. Thus scattering states are very much related to spectral theory.
As we remarked in footnote 2, the task of determining the range of the wave operators is less simple. It was one of the main preoccupations of mathematical scattering theory for several decades. From a physical point of view one might expect that every state orthogonal to all bound states eventually leaves the influence of the potential and moves freely, and hence is in the range of the wave operators. Since the set of bound states of $`H`$ is $`_{\mathrm{pp}}(H)`$, the spectral subspace of $`H`$ spanned by its eigenvectors, this is mathematically expressed by
$$\mathrm{Ran}(\mathrm{\Omega }_\pm )=_{\mathrm{cont}}(H),$$
(9)
where $`=_{\mathrm{pp}}(H)_{\mathrm{cont}}(H)`$. Wave operators (and the corresponding Hamiltonians $`H`$) satisfying (9) are called asymptotically complete. When $`H`$ is asymptotically complete the set of scattering states is precisely $`_{\mathrm{cont}}`$. Asymptotic completeness has been established for many different systems, including many-particle systems (see, e.g., and the references therein).
The continuous part of the spectrum can in general be separated into two parts, the absolutely continuous part, supporting spectral measures absolutely continuous with respect to Lebesgue measure, and the singular continuous part, supporting singular continuous spectral measures. With what we already know from the existence of the wave operators, we may conclude that a Hamiltonian which is asymptotically complete has no singular continuous spectrum.
Assuming asymptotic completeness, as we shall for the rest of this paper, we turn to the standard description of the scattering experiment. A scattering state is a solution of (3) with $`\psi _{\mathrm{ac}}`$ and with $`t=0`$ any time between preparation and detection. The preparation is done at a very large negative time and the detection at a very large positive time. The scattering state is expressed in terms of its asymptotic in-state $`\psi _{\mathrm{in}}:=\mathrm{\Omega }_{}^1\psi (=f)`$, which is mapped by the scattering operator $`S`$ to the asymptotic out-state $`\psi _{\mathrm{out}}:=\mathrm{\Omega }_+^1\psi =S\psi _{\mathrm{in}}`$, so that
$$S:=\mathrm{\Omega }_+^1\mathrm{\Omega }_{}.$$
(10)
Since $`\mathrm{\Omega }_{}:L^2(\mathrm{I}\mathrm{R}^3)_{\mathrm{ac}}(H)`$ and $`\mathrm{\Omega }_+^1:_{\mathrm{ac}}(H)L^2(\mathrm{I}\mathrm{R}^3)`$, the scattering operator $`S`$ is well defined. In view of (4), the scattering state at the time of detection is close to $`\psi _{\mathrm{out}}`$ evolved forward in time via the free evolution and at the time of preparation it is close to $`\psi _{\mathrm{in}}`$ evolved backwards in time.
## 4 The scattering cross section and the scattering process
Textbook scattering theory is primarily concerned with transitions between plane waves, states of well defined momentum, and this also seems to be of primary interest to experimentalists. Roughly speaking, one tries to apply equation (1) with $`f`$ and $`g`$ momentum eigenstates. For a variety of reasons, this leads to many difficulties, some associated with the outgoing state (or the out-process) and some with the incoming state (the in-process). The treatment of outgoing plane waves is superficially straightforward from an orthodox perspective, and we shall focus in this section primarily on coping with the in-process. Later, in Sections 68, we shall argue that even with regard to the out-process, things are not as straightforward as they seem, that the framework of orthodox quantum theory does not, in fact, provide an adequate microscopic basis for scattering theory, and that Bohmian mechanics does.
Probabilities for transitions to plane waves correspond to the statistics for the results of a final momentum measurement. In abstract scattering theory, the scattering cross section is calculated as the probability that the momentum of the asymptotic state in the far future lies in the cone $`C_\mathrm{\Sigma }:=\{k\mathrm{I}\mathrm{R}^3:k/|k|\mathrm{\Sigma }\}`$, $`\mathrm{\Sigma }S^2`$, the unit sphere in $`\mathrm{I}\mathrm{R}^3`$. We shall assume that $`\mathrm{\Sigma }`$ is closed. According to the standard measurement formalism one integrates the modulus square of the Fourier transform of the state at the time of measurement (the momentum distribution) over the cone $`C_\mathrm{\Sigma }`$. Since the state at a large time $`\tau `$ is approximately $`\mathrm{e}^{\mathrm{i}H_0\tau }S\psi _{\mathrm{in}}`$ and the momentum is preserved by the free evolution, the relevant probability density is $`|k|S\psi _{\mathrm{in}}|^2=|\widehat{S\psi _{\mathrm{in}}}(k)|^2`$. Thus the scattering cross section is given, independently of $`\tau `$, by
$$\sigma ^\psi (\mathrm{\Sigma }):=_{C_\mathrm{\Sigma }}|\widehat{\mathrm{\Omega }_+^1\psi }(k)|^2\mathrm{d}^3k=_{C_\mathrm{\Sigma }}|\widehat{S\psi _{\mathrm{in}}}(k)|^2\mathrm{d}^3k$$
(11)
for any scattering state $`\psi `$. This is the central formula of scattering theory.
Since in scattering theory one is interested in the changes that occur during the scattering process, it is convenient to replace $`S`$ in (11) by $`T:=SI`$. We thus define
$$\sigma _T^\psi (\mathrm{\Sigma }):=_{C_\mathrm{\Sigma }}\left|\widehat{T\psi }_{\mathrm{in}}(k)\right|^2\mathrm{d}^3k.$$
(12)
For the case in which $`\psi _{\mathrm{in}}`$ is an (approximate) plane wave, $`\sigma _T`$ corresponds to the genuine scattering events, in which a change in direction is detected; because most of the plane wave will never overlap the scattering region, these occur only rarely in this case. A (heuristically) straightforward computation yields that $`T`$ is an integral operator with kernel $`2\pi \mathrm{i}\delta (k^2/2k^{}_{}{}^{}2/2)T(k,k^{})`$, so that
$$\widehat{T\psi }_{\mathrm{in}}(k)=2\pi \mathrm{i}\underset{|k^{}|=|k|}{}T(k,k^{})\widehat{\psi }_{\mathrm{in}}(k^{})|k^{}|d\mathrm{\Omega }(k^{})$$
(13)
We turn now to the in-process, the treatment of incoming plane waves. If we substitute a plane wave for $`\psi _{\mathrm{in}}`$ in (12), we obtain an infinite quantity, proportional to $`\delta (0)`$. This is not terribly astonishing since a plane wave is nonnormalizable and nonphysical. A plane wave is not a possible quantum state for a single particle. Rather, a plane wave is often regarded as describing a spatially homogeneous beam of particles.
Moreover, it is with a prepared beam of particles, of approximate momentum $`k_0`$, approximately spatially homogeneous prior to its reaching the scattering region, that real-world scattering experiments are mainly concerned. And the quantity of primary physical interest is such experiments is the differential cross section $`\sigma _{\mathrm{diff}}^{k_0}(\mathrm{\Sigma })`$, describing the rate at which particles are scattered into (i.e., measured in) the solid angle $`\mathrm{\Sigma }`$ when the beam has unit current (one particle per unit of time per unit of cross section area perpendicular to the beam).
The infinite quantity obtained from (12) by setting $`\psi _{\mathrm{in}}\mathrm{e}^{\mathrm{i}k_0x}`$ must be suitably normalized to obtain the differential cross section. A theoretical physics type argument in which this is done can be found in . Very loosely speaking, it is argued that by dividing with the quantum flux of the plane wave through a unit area integrated over all time, another infinite quantity, one cancels the $`\delta (0)`$ factor. It is claimed that the computation yields
$$\sigma _{\mathrm{diff}}^{k_0}(\mathrm{\Sigma })=16\pi ^4_\mathrm{\Sigma }|T(\omega |k_0|,k_0)|^2d\mathrm{\Omega }.$$
(14)
This formula—which is also suggested by naive scattering theory, see Section 5—is, as we shall argue, correct. But the argument in is, too say the least, somewhat obscure. Moreover, even if it were in a sense crystal clear, it could not, as we shall also explain, be regarded as providing a derivation of (14) from microscopic first principles.
The point is that to the extent that the individual quantum particles in a beam have a wave function at all, that wave function must be normalizable, i.e., an element of the Hilbert space, and cannot be a plane wave.<sup>4</sup><sup>4</sup>4If the particles were in an entangled state, for example because of symmetry, then the individual particles would not described by a wave function at all. We shall assume here that we are dealing with situations for which this possibility can be ignored. Rather, the particles in our homogeneous beam should be regarded as being, initially, at time $`\tau `$, in approximate momentum eigenstates, described by wave functions $`\psi _\tau `$ whose Fourier transform is supported in a small neighborhood of $`k_0`$, $`|\widehat{\psi }_\tau (k)|^2\delta (kk_0)`$. We must thus consider the limit in which the prepared wave functions, while remaining normalized, achieves zero momentum spread: $`|\widehat{\psi }_\tau (k)|^2\delta (kk_0)`$.
The simplest way to model such a homogeneous beam is as follows: We consider as input a spatially homogeneous collection of particles, statistically and quantum mechanically independent and noninteracting (with each other), moving with momentum $`k_0`$ , where all particles have at preparation wave functions identical up to translation: the prepared wave functions are translates of a common wave function $`\varphi `$ with $`|\widehat{\varphi }(k)|^2\delta (kk_0)`$. In such a beam the “centers” of the prepared wave functions are independently and uniformly distributed in a plane perpendicular to $`k_0`$, far from the scattering region and on the incoming side. More precisely, we model the beam by a Poisson system of points $`(y,t)`$ corresponding to wave functions which are prepared at a rate uniform in time and with centers $`y`$ uniformly distributed in a two dimensional plane $`\mathrm{\Gamma }_L=\{L\frac{k_0}{|k_0|}+a|ak_0\}`$. The point $`(y,t)`$ corresponds to a particle whose wave function at time $`t(=\tau )`$ is $`\varphi _y`$, where the subscript indicates translation: $`\varphi _y`$ is the translation of $`\varphi `$ by $`y`$. If, as we shall assume, the Poisson system has unit density or intensity, then the beam it describes has unit current.
Since each particle $`(y,t)`$ in the beam scatters into $`\mathrm{\Sigma }`$ with probability given by (12) with $`\psi _{\mathrm{in}}`$ replaced by $`\psi _{\mathrm{in}}^y`$, the in-state corresponding to $`\varphi _y`$,<sup>5</sup><sup>5</sup>5More precisely, $`\psi _{\mathrm{in}}^y=\mathrm{\Omega }_{}^1\varphi _y`$, the in-state corresponding to $`(y,0)`$. Clearly, by time-translation invariance, the scattering probability is independent of $`t`$. This corresponds to the fact that the in-state associated with $`(y,t)`$ is $`e^{iH_0t}\psi _{\mathrm{in}}^y`$; the outgoing momentum distribution corresponding to $`(y,t)`$ is thus independent of $`t`$, since the free evolution commutes with $`S`$. it follows that the rate at which the particles of the beam scatter into $`\mathrm{\Sigma }`$ is given by the integral of this over the plane $`\mathrm{\Gamma }_L`$. Since in the limit $`|\widehat{\varphi }(k)|^2\delta (kk_0)`$ the $`\varphi _y`$’s will spread over the scattering region, we must first perform the limit $`L\mathrm{}`$. We thus obtain as the quantity that should yield the theoretical differential cross section
$$\sigma _{\mathrm{diff}}^{k_0}(\mathrm{\Sigma })=\underset{|\widehat{\varphi }(k)|^2\delta (kk_0)}{lim}\underset{L\mathrm{}}{lim}_{C_\mathrm{\Sigma }}_{y\mathrm{\Gamma }_L}\left|\widehat{T\psi _{\mathrm{in}}^y}(k)\right|^2\mathrm{d}^2y\mathrm{d}^3k,$$
(15)
or, somewhat more explicitly,
$$\sigma _{\mathrm{diff}}^{k_0}(\mathrm{\Sigma })=\underset{|\widehat{\varphi }(k)|^2\delta (kk_0)}{lim}\underset{L\mathrm{}}{lim}_{C_\mathrm{\Sigma }}_{y\mathrm{\Gamma }_L}\left|\widehat{\mathrm{\Omega }_+^1\varphi _y}(k)\right|^2\mathrm{d}^2y\mathrm{d}^3k,$$
(16)
provided $`k_0C_\mathrm{\Sigma }`$.<sup>6</sup><sup>6</sup>6If $`V`$ has bound states, $`\varphi _y`$ typically will not be in $`_{\mathrm{ac}}`$. In this case, $`\varphi _y`$ in (16) should be replaced by $`P_{_{\mathrm{ac}}}\varphi _y`$ and $`\psi _{\mathrm{in}}^y`$ in (15) by $`\mathrm{\Omega }_{}^1P_{_{\mathrm{ac}}}\varphi _y`$. The analysis sketched here would then have to be replaced by a somewhat more complicated one. We ignore this possibility here. The $``$ in (16) means that the limit is such that $`\widehat{\varphi }(k)`$ is strictly supported on a neighborhood of $`k_0`$ that shrinks to $`k_0`$ (which is perhaps unrealistic as an assumption on the prepared state). (15) and (16) need not agree, even for $`k_0C_\mathrm{\Sigma }`$, if the first limit in (16) were understood as allowing a tail on $`\widehat{\varphi }(k)`$. This is because the unscattered tail of $`\widehat{\varphi }(k)`$ could contribute as much to scattering into $`C_\mathrm{\Sigma }`$ as genuine scattering from near $`k_0`$. Such pathological events correspond to situations in which the particle would typically not be aimed at the target and in fact would not be detected at all. The use of $`T`$ in (15), and $``$ in (16), has the desirable effect of not counting such events.
It is shown by Amrein, Jauch, and Sinha that
$$\underset{|\widehat{\psi }_{\mathrm{in}}(k)|^2\delta (kk_0)}{lim}_{C_\mathrm{\Sigma }}_{y\mathrm{\Gamma }_L}\left|\widehat{T\psi _{\mathrm{in},y}}(k)\right|^2\mathrm{d}^2y\mathrm{d}^3k=16\pi ^4_\mathrm{\Sigma }|T(\omega |k_0|,k_0)|^2d\mathrm{\Omega }.$$
(17)
They compute
$`{\displaystyle _{ak_0}}\left|\widehat{T\psi _{\mathrm{in},a}}(k)\right|^2\mathrm{d}^2a`$ $`=`$ $`4\pi ^2{\displaystyle _{ak_0}}|{\displaystyle _{|k^{}|=|k|}}T(k,k^{})\mathrm{e}^{\mathrm{i}ak^{}}\widehat{\psi }_{\mathrm{in}}(k^{})|k^{}|\mathrm{d}\mathrm{\Omega }^{}|^2\mathrm{d}^2a`$ (18)
$`=\mathrm{\hspace{0.17em}\hspace{0.17em}16}\pi ^4{\displaystyle _{|k^{}|=|k|}}(\mathrm{cos}\theta ^{})^1\left|T(k,k^{})\right|^2\left|\widehat{\psi }_{\mathrm{in}}(k^{})\right|^2d\mathrm{\Omega }^{},`$
where $`\theta ^{}`$ is the angle between $`k_0`$ and $`k^{}`$. For the second equality one uses that the $`a`$-integration over $`\mathrm{e}^{\mathrm{i}a(k^{}k^{\prime \prime })}`$ produces $`(2\pi )^2\delta (k_{}^{}k_{}^{\prime \prime })`$, $`k_{}`$ being the projection of $`k`$ on on the plane perpendicular to $`k_0`$. This in turn yields effectively a $`\delta (\omega ^{}\omega ^{\prime \prime })`$ if one assumes that $`\widehat{\psi }_{\mathrm{in}}`$ is supported in a neighborhood of $`k_0`$ that is contained in the half space $`P_{k_0}:=\{k\mathrm{I}\mathrm{R}^3:kk_00\}`$. Then in the limit $`|\widehat{\psi }_{\mathrm{in}}(k)|^2\delta (kk_0)`$ the r.h.s. of (18) becomes $`16\pi ^4\left|T(k,k_0)\right|^2\delta (|k||k_0|)`$, and integrating this over $`C_\mathrm{\Sigma }`$ yields (17). (It is clear from the right hand side of (18) that (18) is invariant under translations of $`\psi _{\mathrm{in}}`$, so that (17) is independent of $`L`$.)
Writing for $`\mathrm{\Omega }_+^1\varphi _y`$ in (16)
$$\mathrm{\Omega }_+^1\varphi _y=S\varphi _y+\mathrm{\Omega }_+^1\varphi _y\mathrm{\Omega }_+^1\mathrm{\Omega }_{}\varphi _y=T\varphi _y+\varphi _y+\mathrm{\Omega }_+^1(\varphi _y\mathrm{\Omega }_{}\varphi _y)$$
(19)
we see that (14) then follows from the condition
$$\underset{L\mathrm{}}{lim}_{y\mathrm{\Gamma }_L}T(\varphi _y\mathrm{\Omega }_{}^1\varphi _y)^2\mathrm{d}^2y=0,$$
(20)
which is presumably typically satisfied, although we are aware of no proof of this. With (20), we need only invoke (17) with $`\psi _{\mathrm{in}}=\varphi `$.
We remark that (20) is considerably weaker than the simpler-looking sufficient condition $`lim_L\mathrm{}_{y\mathrm{\Gamma }_L}\mathrm{\Omega }_{}\varphi _y\varphi _y^2\mathrm{d}^2y=0`$: The application of $`T`$ may drastically diminish $`\varphi _y\mathrm{\Omega }_{}^1\varphi _y`$. To appreciate this, note that as $`L\mathrm{}`$, $`T\psi _{\mathrm{in}}^y`$ itself becomes very small. As you translate $`\varphi `$ away from the scattering region, it has further to go before it gets there. Thus, since wave functions spread under the (free) time evolution, in all directions, when the wave function begins very far away, it develops a large lateral spread by the time the scattering region is approached and hence, since the scattering region is more or less localized, most of the wave function does not scatter. We note also that it is shown in \[thesis\] that for a quite general class of short-range potentials $`lim_L\mathrm{}\mathrm{\Omega }_{}\varphi _y\varphi _y=0`$ if $`|\widehat{\varphi }(k)|^2\delta (kk_0)`$.<sup>7</sup><sup>7</sup>7More generally, it is shown \[thesis\] that this result holds whenever $`\varphi `$ is such that $`\widehat{\varphi }`$ is supported in the half space $`P_{k_0}`$. The proof of this is very similar to the proof of the well known fact that the analogous result holds for $`\psi _L:=\mathrm{e}^{\mathrm{i}LH_0}\psi `$, i.e., when one moves the state sufficiently far backwards in time according to the free time evolution (see, e.g., ).
We wish to emphasize that the integration over the impact parameter, i.e., over $`y`$, is crucial not merely for the proof of (14) but for the result itself. If all of the particles in the beam had the very same initial wave function $`\varphi _L`$, the total cross section—the integral of the differential cross section over $`S^2`$—would then depend on detailed geometrical characteristics of $`\varphi _L`$ such as the impact parameter and the distance $`L`$ to the target. Even if $`\varphi _L`$ were an approximate plane wave, with more or less constant modulus over most of its support, by the time it had approached the target it would have developed a slowly varying profile whose spread and whose position relative to the target would be crucial for the total cross section. Experimenters don’t have to worry much about such details because they work with homogeneous beams having a random impact parameter.
## 5 Naive scattering theory and the naive cross section
The formula (12) is not very concrete. How does one actually compute $`T`$ ? Using heuristic stationary methods, this was first done by Max Born in the first paper on quantum mechanical scattering theory, in which also the statistical law $`\rho =|\psi |^2`$ first appeared! We shall review here how “stationary scattering theory” can be exploited to rigorously obtain a formula for $`T`$ linking the stationary and the time-dependent methods.
Consider solutions $`\psi `$ of the stationary Schrödinger equation with the asymptotics
$$\psi (x)\mathrm{e}^{\mathrm{i}k_0x}+f^{k_0}(\omega )\frac{\mathrm{e}^{\mathrm{i}|k_0||x|}}{|x|}\mathrm{for}|x|\mathrm{large}.$$
(21)
In naive scattering theory (cf., e.g., Notes to Chapter XI.6 in ) the first term is regarded as representing an incoming plane wave and the second the outgoing scattered wave with angle-dependent amplitude.
Such wave functions can be obtained as solutions of the Lippmann-Schwinger equation
$$\psi (x,k)=\mathrm{e}^{\mathrm{i}kx}\frac{1}{2\pi }\frac{\mathrm{e}^{\mathrm{i}|k||xy|}}{|xy|}V(y)\psi (y,k)\mathrm{d}^3y.$$
(22)
These solutions form a complete set, in the sense that an expansion in terms of these generalized eigenfunctions, a so-called generalized Fourier transformation, diagonalizes the continuous spectral part of $`H`$. (In fact from the intertwining relation (8) one sees that $`\psi (x,k)=x|\mathrm{\Omega }_{}|k`$.) Hence the $`T`$-matrix can be expressed in terms of generalized eigenfunctions and one finds (cf. ) that
$$T(k,k^{})=(2\pi )^3\mathrm{e}^{\mathrm{i}kx}V(x)\psi (x,k^{})\mathrm{d}^3x.$$
(23)
Thus the iterative solution of (22) yields a perturbative expansion for $`T`$, called the Born series.
Moreover, comparing (21) and (22), expanding the right hand side of (22) in powers of $`|x|^1`$, we see from the leading term that
$$f^{k_0}(\omega )=(2\pi )^1\mathrm{e}^{\mathrm{i}|k_0|\omega y}V(y)\psi (y,k_0)\mathrm{d}^3y.$$
Thus $`f^{k_0}(\omega )=4\pi ^2T(\omega |k_0|,k_0)`$.
In naive scattering theory, $`f^{k_0}(\omega )`$ is called the scattering amplitude: One simply uses the stationary solutions of Schrödinger’s equation with the asymptotic behavior (21) to obtain the cross section from the quantum probability flux through $`\mathrm{\Sigma }`$ generated by the scattered wave, suggesting the identification of the differential cross section with
$$\sigma _{\mathrm{naive}}^{k_0}(\mathrm{\Sigma }):=_\mathrm{\Sigma }|f^{k_0}(\omega )|^2d\mathrm{\Omega },$$
(24)
in agreement with the result (14) sketched in the previous section. However, such a heuristic derivation of the formula (24) for the differential cross section, based solely on the stationary picture, is unconvincing—even for physicists.
One can try to extract the time dependent picture from the stationary one by constructing wave packets from the generalized eigenfunctions $`\psi (x,k)`$; see . Stationary phase ideas then suggest the development over time of a transmitted and a scattered wave, corresponding to the two terms in (21). However, unless the impact parameter is randomized, their relative sizes—and hence the total cross section—will depend upon delicate cancellations contingent upon detailed geometrical considerations, as indicated already at the end of Section 4.
## 6 Scattering into cones: the cone cross section
The analysis in Section 4 is based on the formula (11) for the scattering cross section, which is obtained by applying Born’s statistical law to momentum measurements in the distant future. But what does the setup for scattering experiments, involving detectors covering certain solid angles, have to do with the measurement of momentum? After all, not every measurement is a momentum measurement. And in scattering experiments each particle is ultimately detected at fairly definite (though random) location—that of the detector that fires—after which the state of the particle can hardly be regarded as a global plane wave, which is what momentum measurements might reasonably be expected to produce. If it is, in fact, appropriate to regard the final detection in a scattering experiment as a measurement of momentum, it cannot be a priori that this is so. Rather this must be justified by a quantum mechanical analysis that takes the relevant experimental details into account.
These experimental details, involving detectors that locate particles at a distant time in a given solid angle, suggest that the cone cross section
$$\sigma _{\mathrm{cone}}^\psi (\mathrm{\Sigma }):=\underset{t\mathrm{}}{lim}_{C_\mathrm{\Sigma }}|\psi _t(x)|^2\mathrm{d}^3x,$$
(25)
the asymptotic probability of finding the particle in the cone $`C_\mathrm{\Sigma }`$,<sup>8</sup><sup>8</sup>8Note that $`C_\mathrm{\Sigma }`$ in (25) is the cone in position space spanned by $`\mathrm{\Sigma }`$. is the more fundamental definition of scattering cross section, more directly connected with what is measured in a scattering experiment, and from which other formulas for the cross section, such as (11), must be derived. This was accomplished by Dollard (see also \[23, p. 356\] and ), whose scattering-into-cones theorem
$$\underset{t\mathrm{}}{lim}_{C_\mathrm{\Sigma }}|\psi _t(x)|^2\mathrm{d}^3x=_{C_\mathrm{\Sigma }}|\widehat{\mathrm{\Omega }_+^1\psi }(k)|^2\mathrm{d}^3k$$
(26)
says that $`\sigma _{\mathrm{cone}}^\psi =\sigma ^\psi `$—that the cone cross section is given by the simpler, more standard, though less fundamental object (11).
## 7 The flux cross section and the flux across surfaces theorem
It is widely believed that the cone cross section (25) more or less directly conveys the statistics—the relative frequency of detector firings—for the results of a scattering experiment. But in a scattering experiment does one actually determine whether the particle is in the cone $`C_\mathrm{\Sigma }`$ at some large fixed time? Rather, is it not the case that one of a collection of distant detectors, surrounding the scattering center at a fairly definite distance, fires at some random time, a time that is not chosen by the experimenter? And isn’t that random time simply the time at which, roughly speaking, the particle crosses the surface of the detector or detectors subtended by the cone?
What a scattering experiment is fundamentally concerned with is not scattering into cones but flux across surfaces. Thus the quantum flux $`j^{\psi _t}=\mathrm{Im}\psi _t^{}\psi _t`$, the probability current for the probability density $`\rho _t(x)=|\psi _t(x)|^2`$ in the quantum continuity equation
$$\frac{\rho _t}{t}+\mathrm{div}j^{\psi _t}=0,$$
(27)
should play a fundamental role in scattering theory. It is hard to resist the suggestion that the quantum flux integrated over a surface gives the probability that the particle crosses that surface, i.e., that
$$j^{\psi _t}\mathrm{d}A\mathrm{d}t$$
(28)
is the probability that a particle crosses the surface element $`\mathrm{d}A`$ in the time $`\mathrm{d}t`$. This suggestion must be taken “cum grano salis” since $`j^{\psi _t}\mathrm{d}A\mathrm{d}t`$ may somewhere be negative, in which case it can’t be a probability. However, in the scattering regime, the regime we are interested in, this quantity is presumably positive far away from the scattering center when $`\mathrm{d}A`$ is oriented outwards.
Hence, if the detectors are sufficiently distant from the scattering center the flux will typically be outgoing and (28) will be positive,<sup>9</sup><sup>9</sup>9In the current positivity condition, which states that the flux through a (given) surface is outgoing at all times, was introduced. In it is shown that this condition is naturally associated with the dilation operator, whose spectral decomposition is used in proving asymptotic completeness. so that it appears natural to identify the probability that the particle crosses some distant surface during some time interval, with the integral of (28) over that time interval and that surface. With this identification, the integrated flux provides us with a physically fundamental definition of the cross section:
$$\sigma _{\mathrm{flux}}^\psi (\mathrm{\Sigma }):=\underset{R\mathrm{}}{lim}_0^{\mathrm{}}dt_{R\mathrm{\Sigma }}j^{\psi _t}dA,$$
(29)
where $`R\mathrm{\Sigma }`$ is the intersection of the cone $`C_\mathrm{\Sigma }`$ with the sphere of radius $`R`$. And a derivation of the formula (11) from microscopic first principles then amounts to a proof of the flux-across-surfaces theorem:
$$\underset{R\mathrm{}}{lim}_0^{\mathrm{}}dt_{R\mathrm{\Sigma }}j^{\psi _t}dA=_{C_\mathrm{\Sigma }}|\widehat{\mathrm{\Omega }_+^1\psi }(k)|^2\mathrm{d}^3k.$$
(30)
The fundamental importance of the flux-across-surfaces theorem was first recognized by Combes, Newton and Shtokhamer . The first proof of the free flux-across-surfaces theorem, i.e., for $`V=0`$, was given in ; a simplified version of the proof can be found in \[14, thesis\]. For proofs of the flux-across-surfaces theorem for various classes of short and long range potentials and under a variety of conditions on the wave function, see . (For more details on the proofs, we refer the reader to the last section of this paper.)
Note that the flux-across-surfaces theorem (30) also shows that the scattering cross section (29), defined via the quantum flux, indeed yields a probability measure on the unit sphere. In fact, in the course of establishing (30) one also obtains that
$$\underset{R\mathrm{}}{lim}_0^{\mathrm{}}dt_{R\mathrm{\Sigma }}j^{\psi _t}dA=\underset{R\mathrm{}}{lim}_0^{\mathrm{}}dt_{R\mathrm{\Sigma }}\left|j^{\psi _t}\mathrm{d}A\right|.$$
(31)
This shows that the flux is asymptotically outgoing and that the identification of (28) with the crossing probability is consistent in the scattering regime.
## 8 Random trajectories and the Bohmian cross section
There remains, however, a very serious difficulty with regarding the flux cross section (29) as the basic quantity for the derivation of scattering theory from microscopic first principles, one that perhaps can best be appreciated by asking: Precisely which microscopic principles have been used for the derivation?
Schrödinger’s equation alone is certainly insufficient, since the derivation involves quantum probability formulas and these transcend the Schrödinger dynamics. A better answer would be standard textbook quantum theory, involving, as well as Schrödinger’s equation, the quantum measurement postulates for the statistics of the results of measurements of quantum observables. However, this theory, with the macroscopic notion of measurement playing a fundamental role, is not a fully microscopic theory and thus can’t genuinely be regarded as defining the microscopic first principles that we seek.
Moreover, even if we ignore this difficulty—as most physicists no doubt would be inclined to do—there remains the severe difficulty that there is no quantum observable, as understood in textbook quantum theory, to which the quantum flux corresponds via the quantum measurement formalism. The quantum flux is usually not regarded as having any operational significance. It is not related to any standard quantum mechanical measurement in the way, for example, that the density $`\rho `$, as the spectral measure of the position operator, gives the statistics for a position measurement.
We have proposed that the (time-integrated) flux be identified with a crossing probability, the probability that the particle crosses a given piece of surface—which, as we have emphasized, to the extent that we are allowed to use such concepts at all in orthodox quantum theory, it does at a random time. Thus the relevant observable should be the position of the particle at a random time, the time at which it crosses the surface. This time should, in orthodox quantum theory, be associated with a time-operator. But the notion of time-operator is exceedingly problematical, and the notion of the position at this random time is utterly hopeless from an orthodox perspective.
There is, however, a suitable candidate for a theory embodying the appropriate first principles, namely, Bohmian mechanics , which provides a rigorous foundation for the “suggestions” and “natural identifications” of Section 7. In Bohmian mechanics a particle moves along a trajectory $`X(t)`$ determined by (using now general units)
$$\frac{\mathrm{d}}{\mathrm{d}t}X(t)=v^{\psi _t}(X(t))=\frac{\mathrm{}}{m}\mathrm{Im}\frac{\psi _t}{\psi _t}(X(t)),$$
(32)
where $`\psi _t`$ is the particle’s wave function, evolving according to Schrödinger’s equation. Moreover, if an ensemble of particles with wave function $`\psi `$ is prepared, the positions $`X`$ of the particles are distributed according to the quantum equilibrium distribution $`\mathrm{I}\mathrm{P}^\psi `$ with density $`\rho =|\psi |^2`$.
In particular, since $`|\psi _t|^2v^{\psi _t}=j^{\psi _t}`$, the continuity equation for the probability shows that the probability flux $`(|\psi _t|^2,|\psi _t|^2v^{\psi _t})`$ is conserved, i.e., the flow (32) carries an initial $`|\psi |^2`$ probability density for the particle to the density $`|\psi _t|^2`$ at time $`t`$. Thus, given an initial wave function $`\psi `$, the solutions $`X^\psi (t)X^\psi (t,X_0)`$ of equation (32) are random trajectories, with $`X^\psi (t)`$ having distribution $`|\psi _t(x)|^2`$, and where the randomness comes from that of the $`\mathrm{I}\mathrm{P}^\psi `$-distributed initial position $`X_0`$.
Let now $`\mathrm{\Sigma }`$ be any smooth piece of oriented surface in $`\mathrm{I}\mathrm{R}^3`$ and consider the number $`N^\psi (\mathrm{\Sigma },I)`$ of crossings by the trajectory $`X^\psi (t)`$ of $`\mathrm{\Sigma }`$ in the time interval $`I`$. Consider also $`N_+^\psi (\mathrm{\Sigma },I)`$, the number of crossings in the direction of the orientation, and $`N_{}^\psi (\mathrm{\Sigma },I)`$, the number of crossings in the opposite direction, of $`\mathrm{\Sigma }`$ in the time interval $`I`$. Then $`N^\psi (\mathrm{\Sigma },I)=N_+^\psi (\mathrm{\Sigma },I)+N_{}^\psi (\mathrm{\Sigma },I)`$ and we define the number of signed crossings by $`N_\mathrm{s}^\psi (\mathrm{\Sigma },I):=N_+^\psi (\mathrm{\Sigma },I)N_{}^\psi (\mathrm{\Sigma },I)`$.
We now compute the expectation values with respect to the probability $`\mathrm{I}\mathrm{P}^\psi `$ of these random variables in the usual manner. For a crossing of an infinitesimal surface element of (vector) size $`\mathrm{d}A`$ to occur in the time interval $`(t,t+\mathrm{d}t)`$, the particle must be in a cylinder of size $`|v^{\psi _t}\mathrm{d}t\mathrm{d}A|`$ at time $`t`$. Thus $`\mathrm{I}\mathrm{E}^\psi (N^\psi (\mathrm{d}A,\mathrm{d}t))=|\psi _t|^2|v^{\psi _t}\mathrm{d}t\mathrm{d}A|=|j^{\psi _t}\mathrm{d}A|\mathrm{d}t`$, and similarly $`\mathrm{I}\mathrm{E}^\psi (N_\mathrm{s}^\psi (\mathrm{d}A,\mathrm{d}t))=j^{\psi _t}\mathrm{d}A\mathrm{d}t`$. Hence
$$\mathrm{I}\mathrm{E}^\psi (N^\psi (\mathrm{\Sigma },I))=_I_\mathrm{\Sigma }|j^{\psi _t}\mathrm{d}A|dt$$
(33)
and
$$\mathrm{I}\mathrm{E}^\psi (N_\mathrm{s}^\psi (\mathrm{\Sigma },I))=_I_\mathrm{\Sigma }j^{\psi _t}dAdt.$$
(34)
Consider now a particle with wave function $`\psi `$ localized, say, at time $`t=0`$ in some region $`B\mathrm{I}\mathrm{R}^3`$ with smooth boundary $`B`$. The random variables $`t_B^\psi `$, the first exit time from $`B`$, $`t_B^\psi :=inf\{t0|X^\psi (t)B\}`$, and $`X_B^\psi `$, the position of first exit, $`X_B^\psi :=X^\psi (t_B)`$, are the basic quantities describing the exit of the particle from $`B`$. If $`j^{\psi _t}\mathrm{d}A`$ is, for all $`t>0`$, positive everywhere on $`B`$, the particle can cross $`B`$ at most once and only outwards. We then have that for $`\mathrm{\Sigma }B`$
$$\mathrm{I}\mathrm{P}^\psi (X_B^\psi \mathrm{\Sigma })=\mathrm{I}\mathrm{E}^\psi (N_\mathrm{s}^\psi (\mathrm{\Sigma })),$$
(35)
where we have written $`N_\mathrm{s}^\psi (\mathrm{\Sigma })`$ for $`N_\mathrm{s}^\psi (\mathrm{\Sigma },(0,\mathrm{}))`$, with a similar notation for $`N^\psi `$ and $`N_\pm ^\psi `$. More generally, since $`|I_{\{X_B^\psi \mathrm{\Sigma }\}}N_\mathrm{s}^\psi (\mathrm{\Sigma })|N_{}^\psi (B)=\frac{1}{2}(N^\psi (B)N_\mathrm{s}^\psi (B))`$, where $`I_{\{\}}`$ is the indicator function of $`\{\}`$, we have that
$$|\mathrm{I}\mathrm{P}^\psi (X_B^\psi \mathrm{\Sigma })\mathrm{I}\mathrm{E}^\psi (N_\mathrm{s}^\psi (\mathrm{\Sigma }))|\frac{1}{2}\left(\mathrm{I}\mathrm{E}^\psi (N^\psi (B))\mathrm{I}\mathrm{E}^\psi (N_\mathrm{s}^\psi (B))\right).$$
(36)
We now define the Bohmian cross section as the probability that the particle crosses the surface covered by the relevant detector or detectors at some future time. More precisely, we define the Bohmian cross section as the $`R\mathrm{}`$ limit of the probability that the particle will leave the ball $`B=B_R`$, of radius $`R`$ centered at the origin, through $`R\mathrm{\Sigma }`$, $`\mathrm{\Sigma }S^2`$,
$$\sigma _{\mathrm{Bohm}}^\psi (\mathrm{\Sigma }):=\underset{R\mathrm{}}{lim}\mathrm{I}\mathrm{P}^\psi (X_{B_R}^\psi R\mathrm{\Sigma }).$$
(37)
This is physically the most fundamental definition of the cross section, corresponding more or less directly to what is measured in a scattering experiment. This definition involves a quantity, the first exit position $`X_{B_R}^\psi `$, which, while perfectly straightforward for Bohmian mechanics, cannot be expressed in orthodox quantum theory.
It follows from (31) and (3336) that $`\sigma _{\mathrm{Bohm}}^\psi =\sigma _{\mathrm{flux}}^\psi `$.
## 9 Overview
Using (37) instead of (11) in the analysis leading to (16), we arrive at
$$\sigma _{\mathrm{diff}}^{k_0}(\mathrm{\Sigma }):=\underset{|\widehat{\varphi }(k)|^2\delta (kk_0)}{lim}\underset{L\mathrm{}}{lim}_{y\mathrm{\Gamma }_L}\underset{R\mathrm{}}{lim}\mathrm{I}\mathrm{P}^{\varphi _y}(X_{B_R}^{\varphi _y}R\mathrm{\Sigma })\mathrm{d}^2y,$$
(38)
for $`k_0C_\mathrm{\Sigma }`$, as the fundamental definition of the differential scattering cross, describing the scattering rate for a beam of particles of momentum $`k_0`$. Our derivation of scattering theory from microscopic first principles thus becomes the demonstration from Bohmian mechanics of the emergence of (14) from (38). It is worth noting that (38) is somewhat complicated, involving three explicit limits, each crucial and with the order of the limits important. For example, because the limit $`R\mathrm{}`$ is taken first, the wave functions $`\varphi _y`$ are asymptotically in the support of $`B_R`$.
The derivation begins with the analysis of Section 8 and proceeds via the flux-across-surfaces theorem, (30) and (31), to (16). Then, using the computation of Amrein, Jauch, and Sinha described in Section 4, we arrive at (14), which in turn can be computed using the stationary methods described in Section 5. One of the frequent objections against Bohmian mechanics is that it lacks the resources to cope, e.g., with momentum, based as it is solely upon position. It is thus worth emphasizing that our analysis shows how the usual textbook scattering formulas involving momentum matrix elements naturally emerge from Bohmian mechanics.
We wish to comment now on a crucial step in the derivation: the flux-across-surfaces theorem. Note that there is a peculiarity in the statement of that theorem: The right hand side of (30) is well defined for all wave functions in the range of $`\mathrm{\Omega }_+`$, but one cannot expect the theorem to hold for all such wave functions because the left hand side, involving the flux, is defined only if the wave function obeys certain smoothness conditions.
The usual mathematical physics of scattering theory, with its focus on asymptotic completeness, neither relies upon nor needs such smoothness properties, nor does Dollard’s theorem (26), but to treat the flux, extra conditions and new techniques are required. One might expect that (30) holds whenever the wave functions are sufficiently smooth and are moving freely asymptotically in time, i.e., are in the range of $`\mathrm{\Omega }_+`$. But this has not yet been shown! One typical problem, for example, is that the standard techniques in time-dependent scattering theory yield the required “propagation estimates” only for wave functions with energy cutoffs for small and large energies (cf. ). When proving asymptotic completeness, these are harmless because they can be easily removed at the appropriate time by simple density-in-$`L^2`$ arguments. However, this does not work in (30) because of the unboundedness of the form $`_0^{\mathrm{}}dt_{R\mathrm{\Sigma }}j^{\psi _t}dA`$. On the other hand, the few known propagation estimates for wave functions without energy cutoffs (cf. \[20, Yajima\]) are not strong enough for proving the flux-across-surfaces theorem.
One way to come to grips with this is to turn to generalized eigenfunction expansions (see ). However, while no energy cutoffs are then needed, the class of allowed potentials in is less general than in the standard approaches . Nevertheless, the eigenfunction expansions have proven to be a general and rather promising tool. Further mathematical work on generalized eigenfunctions would surely be of interest for the foundations of scattering theory. We recall in this respect also the use of (22) for actual computation.
It would be very interesting to know whether the energy cutoffs on the wave functions can be circumvented without sacrificing the less restrictive conditions on the potential appearing in the standard approaches to the proof of (30). As mentioned before, the most general and most satisfying result would be that any sufficiently smooth wave function whose motion is asymptotically free, i.e., that is in the range of $`\mathrm{\Omega }_+`$, satisfies (30). This would justify the name scattering states for the set $`\mathrm{Ran}(\mathrm{\Omega }_+)`$. On the other hand it would be interesting to understand whether (37) is a well defined probability measure also for states in the singular continuous spectral subspace, even though the formula (30) could then no longer hold.
For the case of many-particle scattering, asymptotic completeness has been established by Soffer and Sigal (see and the references therein). Moreover, Bohmian mechanics for many-particle systems is perfectly well defined . However, we are not aware of any work on a many-particle analogue of the flux-across-surfaces theorem, which would be necessary for a more complete understanding of many-particle scattering phenomena in terms of microscopic first principles. |
warning/0001/math-ph0001013.html | ar5iv | text | # An inverse problem of ocean acoustics Key words and phrases: inverse scattering, wave propogation, waveguides,ocean acoustics Math subject classification: 35R30
## 1 Introduction
In the following inverse problem is studied:
$$[\mathrm{\Delta }+k^2n(z)]u=\frac{\delta (r)}{2\pi r}f(z),\text{ in }^2\times [0,1],$$
(1.1)
$$u(x^1,0)=u^{}(x^1,1)=0,x^1:=(x_1,x_2),x_3:=z,u^{}:=\frac{u}{z}.$$
(1.2)
Here $`k>0`$ is a fixed wavenumber, $`n(z)>0`$ is the refraction coefficient, which is assumed in to be a continuous real-valued function satisfying the condition $`0n(z)<1`$, the layer $`^2\times [0,1]`$ models shallow ocean, $`r:=|x^1|=\sqrt{x_1^2+x_2^2},\delta (r)`$ is the delta-function, $`\frac{\delta (r)}{2\pi r}=\delta (x^1)`$, $`f(z)C^2[0,1]`$ is a function satisfying the following conditions , p.127:
$$f(0)=f^{\prime \prime }(0)=f^{}(1)=0,f^{}(0)0,f(1)0,f(z)>0\text{ in }(0,1).(C)$$
The solution to (1.1)-(1.2) in is required to satisfy some conditions ( , p. 122, formulas (1.4), (1.8)-(1.10)) of the radiation conditions type.
It is convenient to define the solution as $`u(x)=\underset{\epsilon 0}{lim}u_\epsilon (x)`$, that is by the limiting absorption principle. We do not show the dependence on $`k`$ in $`u(x)`$ since $`k>0`$ is fixed throughout the paper. The function $`u_\epsilon (x)`$ is the unique solution to problem (1.1)–(1.2) in which equation (1.1) is replaced by the equation with absorption:
$$[\mathrm{\Delta }+k^2n(z)i\epsilon ]u_\epsilon (x)=\frac{\delta (r)}{2\pi r}f(z),\text{ in }^2\times [0,1],\epsilon >0.$$
One defines the differential operator corresponding to differential expression (1.1) and the boundary conditions (1.2) in $`L^2(^2\times [0,1])`$ as a selfadjoint operator (for example, as the Friedrichs extension of the symmetric operator with the domain consisting of $`H^2(^2\times [0,1])`$ functions vanishing near infinity and satisfying conditions (1.2)), and then the function $`u_\epsilon (x)`$ is uniquely defined. By $`H^m`$ we mean the usual Sobolev space. One can prove that the limit of this function $`u(x)=\underset{\epsilon 0}{lim}u_\epsilon (x)`$ does exist globally in the weighted space $`L^2(^2\times [0,1],\frac{1}{(1+r)^a}),a>1,`$ and locally in $`H^2(^2\times [0,1])`$ outside a neighborhood of the set $`\{r=0,\mathrm{\hspace{0.17em}0}z1\}`$, provided $`\lambda _j0j`$, where $`\lambda _j`$ are defined in (1.7) below. This limit defines the unique solution to problem (1.1)–(1.2) satisfying the limiting absorption principle if $`\lambda _j0j`$. If $`f(z)=\delta (z1)`$, where $`\delta (z1)`$ is the delta-function, then an analytical formula for $`u_\epsilon (x)`$ can be written:
$$u_\epsilon (x)=\underset{j=1}{\overset{\mathrm{}}{}}\psi _j(z)f_j\frac{1}{2\pi }K_0(r\sqrt{\lambda _j^2+i\epsilon }),$$
where $`K_0(r)`$ is the modified Bessel function (the Macdonald function), and $`f_j=\psi _j(1)`$ are defined in (1.6) below, and $`\psi _j(z)`$ and $`\lambda _j^2`$ are defined in formula (1.7) below. This formula can be checked by direct calculation and is obtained by the separation of variables. The known formula $`^1\frac{1}{\lambda ^2+a^2}=\frac{1}{2\pi }K_0(ar)`$ was used, and $`u:=\widehat{u}`$ is the Fourier transform defined above formula (1.3).
From the formula for $`u_\epsilon (x)`$, the known asymptotics $`K_0(r)=\sqrt{\frac{\pi }{2r}}e^r[1+O(r^1)]`$ for large values of $`r`$, the boundedness of $`|\psi _j(z)|`$ as $`j\mathrm{}`$ and formula (1.8) below, one can see that the limit of $`u_\epsilon (x)`$ as $`\epsilon 0`$ does exist for any $`r>0`$ and $`z[0,1]`$, if and only if $`\lambda _j0.`$ If $`\lambda _j=0`$ for some $`j=j_0`$, then the limiting absorption principle holds if and only if $`f_{j_0}=0`$. If $`\lambda _j0j`$, then the limiting absorption principle holds and the solution to problem (1.1)-(1.2) is well defined. If $`\lambda _j=0`$ for some $`j=j_0`$, then we define the solution to problem (1.1)-(1.2) with $`f(z)=\delta (z1)`$ by the formula:
$$u(x)=\psi _{j_0}(z)\psi _{j_0}(1)\frac{1}{2\pi }\mathrm{log}(\frac{1}{r})+\underset{j=1,jj_0}{\overset{\mathrm{}}{}}\psi _j(z)\psi _j(1)\frac{1}{2\pi }K_0(r\lambda _j),r:=|x^1|.$$
This solution is unique in the class of functions of the form $`u(x)=_{j=1}^{\mathrm{}}u_j(x^1)\psi _j(z)`$, where $`\mathrm{\Delta }_1u_j\lambda _j^2u_j=\delta (x^1)`$ in $`^2`$, $`\mathrm{\Delta }_1w:=w_{x_1x_1}+w_{x_2x_2}`$, $`u_jL^2(^2)`$ if $`\lambda _j^2>0`$; if $`\lambda _j^2<0`$ then $`u_j`$ satisfies the radiation condition $`r^{1/2}(\frac{u_j}{r}i|\lambda _j|u_j)0`$ as $`r\mathrm{}`$, uniformly in directions $`\frac{x^1}{r}`$; and if $`\lambda _j^2=0`$ then $`u_j=\frac{1}{2\pi }\mathrm{log}(\frac{1}{r})+o(1)`$ as $`r\mathrm{}`$.
The inverse problem (IP) consists of finding $`n(z)`$ given $`g(x^1):=u(x^1,1)`$ and assuming that $`f(z)=\delta (z1)`$ in (1.1).
By the cylindrical symmetry one has $`g(x^1)=g(r)`$.
It is claimed in \[1, p. 137\] that the above inverse problem has not more than one solution, and a method for finding this solution is proposed. The arguments in are not satisfactory (see Remark 2.1 below, where some of the incorrect statements from , which invalidate the approach in , are pointed out).
The aim of our paper is to prove that if $`f(z)=\delta (z1)`$, then $`n(z)`$ can be uniquely and constructively determined from the data $`g(r)`$ known for all $`r>0`$. It is an open problem to find all such $`f(z)`$ for which the $`IP`$ has at most one solution.
The method we use is developed in (see also ). Properties of the operator $`\mathrm{\Delta }+k^2n(z)`$ in a layer were studied in . In an inverse problem for an inhomogeneous Schrödinger equation on the full axis was investigated.
Let us outline our approach to IP.
Take the Fourier transorm of (1.1)-(1.2) with respect to $`x^1`$ and let
$$v:=v(z,\lambda ):=\widehat{u}:=_^2u(x^1,z)e^{ix^1\zeta }𝑑x^1,|\zeta |:=\lambda ,\zeta ^2,$$
and
$$G(\lambda ):=\widehat{g}(r).$$
Then
$$\mathrm{}v:=v^{\prime \prime }\lambda ^2v+q(z)v=f(z),q(z):=k^2n(z),v=v(z,\lambda ),$$
(1.3)
$$v(0,\lambda )=v^{}(1,\lambda )=0,$$
(1.4)
$$v(1,\lambda )=G(\lambda ).$$
(1.5)
IP: The inverse problem is: given $`G(\lambda )`$, for all $`\lambda >0`$ and a fixed $`f(z)=\delta (z1)`$, find $`q(z)`$.
The solution to (1.3)-(1.4) is:
$$v(z,\lambda )=\underset{j=1}{\overset{\mathrm{}}{}}\frac{\psi _j(z)f_j}{\lambda ^2+\lambda _j^2},f_j:=(f,\psi _j):=_0^1f(z)\psi _j(z)𝑑z,$$
(1.6)
where $`\psi _j(z)`$ are the real-valued normalized eigenfunctions of the operator $`L:=\frac{d^2}{dz^2}q(z)`$:
$$L\psi _j=\lambda _j^2\psi _j,\psi _j(0)=\psi _j^{}(1)=0,\psi _j(z)=1.$$
(1.7)
We can choose the eigenfunctions $`\psi _j(z)`$ real-valued since the function $`q(z)=k^2n(z)`$ is assumed real-valued. One can check that all the eigenvalues are simple, that is, there is just one eigenfunction $`\psi _j`$ corresponding to the eigenvalue $`\lambda _j^2`$ (up to a constant factor, which for real-valued normalized eigenfunctions can be either $`1`$ or $`1`$).
It is known (see e.g. \[4. p.71\]) that
$$\lambda _j^2=\pi ^2(j\frac{1}{2})^2[1+O(\frac{1}{j^2})]\text{ as }j+\mathrm{}.$$
(1.8)
The data can be written as
$$G(\lambda )=\underset{j=1}{\overset{\mathrm{}}{}}\frac{\psi _j(1)f_j}{\lambda ^2+\lambda _j^2},$$
(1.9)
where $`f_j`$ are defined in (1.6). The series (1.9) converges absolutely and uniformly on compact sets of the complex plane $`\lambda `$ outside the union of small discs centered at the points $`\pm i\lambda _j`$. Thus, $`G(\lambda )`$ is a meromorphic function on the whole complex $`\lambda `$-plane with simple poles at the points $`\pm i\lambda _j`$. Its residue at $`\lambda =i\lambda _j`$ equals $`\frac{\psi _j(1)f_j}{2i\lambda _j}`$.
If $`f(z)=\delta (z1)`$, then $`f_j=\psi _j(1)0j=1,2,\mathrm{}..`$, (see section 2 for a proof of the inequality $`\psi _j(1)0j=1,2,\mathrm{}..`$,) and the data (1.9) determine uniquely the set
$$\{\lambda _j^2,\psi _j^2(1)\}_{j=1,2,\mathrm{}}$$
(1.10)
In section 2 we prove the basic result:
###### Theorem 1.1.
If $`f(z)=\delta (z1)`$ then the data (1.5) determine $`q(z)L^1(0,1)`$ uniquely.
An algorithm for calculation of $`q(z)`$ from the data is described in section 2.
###### Remark 1.2.
The proof and the conclusion of Theorem 1.1 remain valid for other boundary conditions, for example, $`u^{}(x^1,0)=u(x^1,1)=0`$ with the data $`u(x^1,0)`$ known for all $`x^1^2`$.
## 2 Proofs: uniqueness theorem and inversion algorithm
###### Proof of Theorem 1.1.
The data (1.9) with $`f(z)=\delta (z1)`$, that is, with $`f_j=\psi _j(1)`$, determine uniquely $`\{\lambda _j^2\}_{j=1,2,\mathrm{}}`$ since $`\pm i\lambda _j`$ are the poles of the meromorphic function $`G(\lambda )`$ which is uniquely determined for all $`\lambda `$ by its values for all $`\lambda >0`$ (in fact, by its values at any infinite sequence of $`\lambda >0`$ which has a finite limit point on the real axis). The residues $`\psi _j^2(1)\text{ of }G(\lambda )\text{ at }\lambda =i\lambda _j`$ are also uniquely determined.
Let us show that:
i) $`\psi _j(1)0j=1,2,\mathrm{}`$
ii) The set (1.10) determines $`q(z)L^1(0,1)`$ uniquely.
Let us prove i):
If $`\psi _j(1)=0`$ then equation (1.7) and the Cauchy data $`\psi _j(1)=\psi _j^{}(1)=0`$ imply that $`\psi _j(z)0`$ which is impossible since $`\psi _j(z)=1`$, where $`u^2:=_0^1|u|^2𝑑x`$.
Let us prove ii):
It is sufficient to prove that the set (1.10) determines the norming constants
$$\alpha _j:=\mathrm{\Psi }_j(z)^2$$
and therefore the set
$$\{\lambda _j^2,\alpha _j\}_{j=1,2,\mathrm{}},$$
where the eigenvalues $`\lambda _j^2`$ are defined in (1.7), $`\mathrm{\Psi }_j=\mathrm{\Psi }(z,\lambda _j),\psi _j(z):=\frac{\mathrm{\Psi }(z,\lambda _j)}{\mathrm{\Psi }_j}`$,
$$\mathrm{\Psi }^{\prime \prime }s^2\mathrm{\Psi }q(z)\mathrm{\Psi }=0,\mathrm{\Psi }(0,s)=0,\mathrm{\Psi }^{}(0,s)=1,$$
(2.1)
and $`\lambda _j`$ are the zeros of the equation
$$\mathrm{\Psi }^{}(1,s)=0,s=\lambda _j,j=1,2,\mathrm{}\mathrm{}.$$
(2.2)
The function $`\mathrm{\Psi }^{}(1,s)`$ is an entire function of $`\nu =s^2`$ of order $`\frac{1}{2}`$, so that (see ):
$$\mathrm{\Psi }^{}(1,s)=\gamma \underset{j=1}{\overset{\mathrm{}}{}}\left(1\frac{s^2}{\lambda _j^2}\right),\gamma =const.$$
(2.3)
From the Hadamard factorization theorem for entire functions of order $`<1`$ formula (2.3) follows but the constant factor $`\gamma `$ remains undetermined. This factor is determined by the data $`\{\lambda _j^2\}_j`$ because the main term of the asymptotics of function (2.3) for large positive $`s`$ is $`\mathrm{cos}(s)`$, and the result in , p.243, (see Claim 1 below) implies that the constant $`\gamma `$ in formula (2.3) can be computed explicitly:
$$\gamma =\underset{j=1}{\overset{\mathrm{}}{}}\frac{\lambda _j^2}{(\lambda _j^0)^2},$$
(2.3’)
where $`\lambda _j^0`$ are the roots of the equation $`\mathrm{cos}(s)=0`$, $`\lambda _j^0=\frac{(2j1)\pi }{2},j=1,2,\mathrm{}..`$, and the infinite product in (2.3’) converges because of (1.8).
A simple derivation of (2.3’), independent of the result formulated in Claim 1 below, is based on the formula:
$$1=\underset{y+\mathrm{}}{lim}\frac{\mathrm{\Psi }^{}(1,iy)}{\mathrm{cos}(iy)}=\gamma \underset{j=1}{\overset{\mathrm{}}{}}\frac{(\lambda _j^0)^2}{\lambda _j^2}.$$
For convenience of the reader let us formulate the result from , p.243, which yields formula (2.3’) as well:
Claim 1: The function $`w(\lambda )`$ admits the representation
$$w(\lambda )=\mathrm{cos}(\lambda )B\frac{\mathrm{sin}(\lambda )}{\lambda }+\frac{h(\lambda )}{\lambda },$$
where $`B=const,`$ $`h(\lambda )=_0^1H(t)\mathrm{sin}(\lambda t)𝑑t,`$ and $`H(t)L^2(0,1)`$ if and only if
$$w(\lambda )=\underset{j=1}{\overset{\mathrm{}}{}}\frac{\lambda _j^2\lambda ^2}{(\lambda _j^0)^2},$$
where $`\lambda _j=\lambda _j^0\frac{B}{j}+\frac{\beta _j}{j},`$ $`\beta _j`$ are some numbers satisfying the condition: $`_{j=1}^{\mathrm{}}|\beta _j|^2<\mathrm{},`$ $`\lambda _j`$ are the roots of the even function $`w(\lambda )`$ and $`\lambda _j^0=(j\frac{1}{2})\pi ,j=1,2,\mathrm{}..,`$ are the positive roots of $`\mathrm{cos}(\lambda )`$.
The equality
$$\underset{j=1}{\overset{\mathrm{}}{}}\frac{\lambda _j^2\lambda ^2}{(\lambda _j^0)^2}=\gamma \underset{j=1}{\overset{\mathrm{}}{}}\left(1\frac{\lambda ^2}{\lambda _j^2}\right),$$
(2.3”)
where $`\gamma `$ is defined in (2.3’), is easy to prove: if $`w`$ is the left-hand side and $`v`$ the right-hand side of the above equality, then $`w`$ and $`v`$ are entire functions of $`\lambda `$, the infinite products converge absolutely, $`\frac{\lambda _j^2\lambda ^2}{(\lambda _j^0)^2}=\frac{\lambda _j^2}{(\lambda _j^0)^2}\left(1\frac{\lambda ^2}{\lambda _j^2}\right),`$ and taking the infinite product and using (2.3’), one concludes that $`\frac{w}{v}=1`$, as claimed.
In fact, one can establish formula (2.3”) and prove that $`\gamma `$ in (2.3”) is defined by (2.3’) without assuming a priori that (2.3’) holds and without using Claim 1. The following assumption suffices for the proof of (2.3”):
i) $`\lambda _j^2=(\lambda _j^0)^2+O(1),(\lambda _j^0)^2=\pi ^2(j\frac{1}{2})^2.`$
Indeed, if i) holds then both sides of (2.3”) are entire functions with the same set of zeros and their ratio is a constant. This constant equals to $`1`$ if there is a sequence of points at which this ratio converges to $`1`$. Using the known formula: $`\mathrm{cos}(\lambda )=_{j=1}^{\mathrm{}}\frac{(\lambda _j^0)^2\lambda ^2}{(\lambda _j^0)^2}`$, and the assumption i) one checks easily that the ratio of the left- and right-hand sides of (2.3”) tends to $`1`$ along the positive imaginary semiaxis. Thus, we have proved formulas (2.3)-(2.3’) without reference to Claim 1.
The above claim is used with $`w(s)=\mathrm{\Psi }^{}(1,s)`$ in our paper. The fact that $`\mathrm{\Psi }^{}(1,s)`$ admits the representation required in the claim is checked by means of the formula for $`\mathrm{\Psi }^{}(1,s)`$ in terms of the transformation operator: $`\mathrm{\Psi }(z,s)=\frac{\mathrm{sin}(sz)}{s}+_0^zK(z,t)\frac{\mathrm{sin}(st)}{s}𝑑t`$, and the properties of the kernel $`K(z,t)`$ are studied in . Thus, $`\mathrm{\Psi }^{}(1,s)=\mathrm{cos}(s)+\frac{K(1,1)\mathrm{sin}(s)}{s}+_0^1K_z(1,t)\frac{\mathrm{sin}(st)}{s}𝑑t`$. This is the representation of $`\mathrm{\Psi }^{}(1,s):=w(s)`$ used in Claim 1.
Let us derive a formula for $`\alpha _j:=\mathrm{\Psi }_j^2`$. Denote $`\dot{\mathrm{\Psi }}:=\frac{d\mathrm{\Psi }}{d\nu }`$, differentiate (2.1), with $`s^2`$ replaced by $`\nu `$, with respect to $`\nu `$ and get:
$$\dot{\mathrm{\Psi }}^{\prime \prime }\nu \dot{\mathrm{\Psi }}q\dot{\mathrm{\Psi }}=\mathrm{\Psi }.$$
(2.4)
Since $`q(z)`$ is assumed real-valued, one may assume $`\psi `$ real-valued. Multiply (2.4) by $`\mathrm{\Psi }`$ and (2.1) by $`\dot{\mathrm{\Psi }}`$, subtract and integrate over $`(0,1)`$ to get
$$0<\alpha _j:=_0^1\mathrm{\Psi }_j^2𝑑z=\left(\mathrm{\Psi }_j^{}\dot{\mathrm{\Psi }}_j\mathrm{\Psi }_j\dot{\mathrm{\Psi }}_j^{}\right)|_0^1=\mathrm{\Psi }_j(1)\dot{\mathrm{\Psi }}_j^{}(1),$$
(2.5)
where the boundary conditions $`\mathrm{\Psi }_j(0)=\mathrm{\Psi }_j^{}(1)=\dot{\mathrm{\Psi }}_j(0)=0`$ were used.
From (2.3) with $`s^2=\nu `$ one finds the numbers $`b_j:=\dot{\mathrm{\Psi }}_j^{}(1)`$:
$$b_j=\gamma \frac{d}{d\nu }\underset{j^{}=1}{\overset{\mathrm{}}{}}\left(1\frac{\nu }{\lambda _j^{}^2}\right)|_{\nu =\lambda _j^2}=\frac{\gamma }{\lambda _j^2}\underset{j^{}j}{}\left(1\frac{\lambda _j^2}{\lambda _j^{}^2}\right).$$
(2.6)
Claim 2: The data $`\psi _j^2(1)=\frac{\mathrm{\Psi }_j^2(1)}{\alpha _j}:=t_j`$, where $`\alpha _j:=\mathrm{\Psi }_j(z)^2`$, and equation (2.5) determine uniquely $`\alpha _j`$.
Indeed, the numbers $`b_j`$ are the known numbers from formula (2.6). Denote by $`t_j:=\psi _j^2(1)`$ the quantities known from the data (1.10). Then it follows from (2.5) that $`\alpha _j^2=t_j\alpha _jb_j^2`$, so that
$$\alpha _j=t_jb_j^2.$$
(2.7)
Claim 2 is proved.
Thus, the data (1.10) determine $`\alpha _j=\mathrm{\Psi }_j^2`$ uniquely and analytically by the above formula, and consequently $`q(z)`$ is uniquely determined by the following known theorem (see for example, ):
The spectral function of the operator $`L`$ determines $`q(z)`$ uniquely.
The spectral function $`\rho (\lambda )`$ of the operator $`L`$ is defined by the formula (see \[3, formula (10.5)\]):
$$\rho (\lambda )=\underset{\lambda _j^2<\lambda }{}\frac{1}{\alpha _j}.$$
(2.8)
The Gelfand-Levitan algorithm allows one to reconstruct analytically $`q(z)`$ from the spectral function $`\rho (\lambda )`$ and therefore from the data (1.10), since, as we have proved already, these data determine the spectral function $`\rho (\lambda )`$ uniquely.
Theorem 1.1 is proved. $`\mathrm{}`$
Let us describe an algorithm for calculation of $`q(z)`$ from the data $`g(x^1)`$:
Step 1: Calculate $`G(\lambda )`$, the Fourier transform of $`g(x^1)`$. Given $`G(\lambda )`$, find its poles $`\pm i\lambda _j`$, and consequently the numbers $`\lambda _j`$; then find its residues, and consequently the numbers $`\psi _j(1)f_j`$.
Step 2: Calculate the function (2.3), and the constant $`\gamma `$ by formulas (2.3) and (2.3’). Calculate the numbers $`b_j`$ by formula (2.6) and $`\alpha _j`$ by formula (2.7). Calculate the spectral function $`\rho (\lambda )`$ by formula (2.8).
Step 3: Use the known Gel’fand-Levitan algorithm (see -) to calculate $`q(z)`$ from $`\rho (\lambda )`$.
This completes the description of the inversion algorithm for IP.
###### Remark 2.1.
There are inaccuracies in . We point out two of these, of which the first invalidates the approach in .
In \[1, p.128, line 2\] the $`\alpha _n`$ are not the same as $`\alpha _n`$ in formula \[1, (3.3)\]. If one uses $`\alpha _n`$ from formula \[ 1, (3.3)\], then one has to use in \[1, p.128, line 2\] the coefficients $`\alpha _n\varphi _n(h)`$, according to formula \[1, (1.5)\]. In $`h`$ is the width of the layer, which we took to be $`h=1`$ in our paper without loss of generality. However, the numbers $`\varphi _n(h)`$ are not known in the inverse problem, since the coefficient $`n(z)`$ is not known. Therefore formula \[1, (3.9)\] is incorrect. This invalidates the approach in .
In \[1, p.128\] a negative decreasing sequence of real numbers $`a_n`$ is defined by equation (3.1), which we give for $`h=1`$:
$$k\sqrt{1a_n^2}=(n+\frac{1}{2})\pi +O(\frac{1}{n})().$$
Such a sequence does not exist: if $`a_n<0`$ and $`a_n`$ has a finite limit then the right-hand side of $`()`$ cannot grow to infinity, and if $`a_n\mathrm{}`$, then the left-hand side of $`()`$ cannot stay positive for large $`n`$, and therefore cannot be equal to the right-hand side of $`()`$. |
warning/0001/hep-th0001175.html | ar5iv | text | # FSU TPI 01/00 Instantons and Gribov Copies in the Maximally Abelian Gauge
## 1 Introduction
The configuration space $`𝔄`$ of gauge theories is a “bigger-than-real-life-space” . This is due to the fact that the action of the gauge group $`𝔊`$ relates physically equivalent configurations along the gauge orbits. Therefore, this action has to be divided out. In principle, this division leads to the *physical* configuration space, $`𝔄_{\mathrm{phys}}=𝔄/𝔊`$. In practice, however, this division is not easily performed. The most efficient method to do so is gauge fixing, where a subset of $`𝔄`$ is identified with $`𝔄_{\mathrm{phys}}`$. This subset is characterized by choosing some condition on the gauge potentials $`A`$ of the form $`\chi [A]=0`$. Prominent examples are the covariant gauge, $`\chi _{\mathrm{cov}}=_\mu A_\mu `$, or the axial gauge, $`\chi _{\mathrm{ax}}=nA`$. One hopes that this condition satisfies both the requirements of existence and uniqueness. Existence means that the hypersurface $`\mathrm{\Gamma }:\chi =0`$ intersects every orbit, while uniqueness requires that it does so once and only once. It has first been shown by Gribov that the latter requirement cannot be satisfied for non-Abelian gauge theories in the covariant and Coulomb gauge . Shortly afterwards, Gribov’s observation has been proven for a large class of continuous gauge fixings . In the physics community, the lack of uniqueness has become known as the Gribov problem. This just paraphrases the difficulty in constructing the physical configuration space which, by definition, is void of any (residual) gauge (or Gribov) copies.
In order to analyse this issue it has turned out useful to describe the gauge fixing not simply by a condition $`\chi =0`$. Instead, in order to study the global aspects of the problem, one formulates the gauge fixing procedure in terms of a variational principle . To this end one tries to define an ‘action’ functional $`F`$ in such a way that the associated ‘classical trajectories’ are nowhere parallel to the orbits so that their union defines a gauge fixing hypersurface. By this construction one completely suppresses fluctuations in gauge directions which in the unfixed formulation do not cost energy (or action) and thus make the path integral ill–defined. Of course, by conservation of difficulties, one cannot avoid the Gribov problem this way.
The variational approach to gauge fixing has mainly been studied for background type gauges like the Coulomb gauge, where one can indeed construct a functional $`F[A;U]`$ with the following generic properties: the critical points of $`F`$ along the orbits generated by $`U`$ are the potentials $`A`$ satisfying the Coulomb gauge condition, $`_iA_i=0`$. The Hessian of $`F`$ at these points is the Faddeev-Popov operator FP. The Gribov region $`\mathrm{\Omega }^0`$ is defined as the set of transverse gauge fields for which det FP is positive. This is the set of relative minima of $`F`$. Its boundary $`\mathrm{\Omega }^0`$ is the Gribov horizon, where, accordingly, det FP = 0 because the lowest eigenvalue of FP changes sign. It has been shown that $`\mathrm{\Omega }^0𝔄`$ is convex . This is basically due to the linearity of FP in $`A`$ . Contrary to early expectations the Gribov region still contains Gribov copies . Only if one restricts to the set $`\mathrm{\Lambda }`$ of *absolute* minima and performs certain boundary identifications, one ends up with the physical configuration space (also called the fundamental modular domain) .
As stated above, the appearance of horizon configurations $`A\mathrm{\Omega }^0`$ implies that the gauge is not uniquely fixed; in other words, there are gauge fixing degeneracies. Somewhat symbolically, this can be shown as follows. Let $`A\mathrm{\Gamma }`$ have the infinitesimal gauge variation $`\delta A=D[A]\delta \varphi `$, $`D`$ denoting the covariant derivative. To check whether the gauge transform $`A+\delta A`$ also satisfies the gauge condition, one calculates
$$\chi [A+\delta A]=\chi [A]+\frac{\delta \chi }{\delta A}\frac{\delta A}{\delta \varphi }\delta \varphi N[A]D[A]\delta \varphi .$$
(1.1)
Here we have used that $`\chi [A]=0`$ and defined the normal $`N`$ to the gauge fixing hypersurface $`\mathrm{\Gamma }`$. Now, if $`A+\delta A`$ is also in $`\mathrm{\Gamma }`$ we see that the FP operator,
$$\text{FP}[A]N[A]D[A],$$
(1.2)
must have a zero mode given by the infinitesimal gauge transformation $`\delta \varphi `$. In this case, there are two gauge equivalent fields $`A`$ and $`A+\delta A`$ on $`\mathrm{\Gamma }`$ and $`A`$ is a horizon configuration. From (1.2) one infers that there are two generic reasons for this to happen. First, $`\delta \varphi `$ can be a zero mode already of $`D[A]`$. As the latter can be viewed as the ‘velocity’ of a fictitious motion along the orbits, its vanishing (on $`\delta \varphi `$) corresponds to a fixed point under the action of the gauge group. In this case, the configuration $`A`$ is called reducible . Obviously, these are always horizon configurations. One might speculate whether there is a gauge fixing such that reducible configurations are the *only* horizon configurations . The second possibility for det FP to vanish is that ‘orbit velocity’ $`D`$ and normal $`N`$ are orthogonal, which means that a particular orbit is tangent to $`\mathrm{\Gamma }`$. This is what usually happens for background type gauges like the Coulomb gauge where $`N`$ is constant, i.e. independent of $`A`$.
In general, it is very hard to explicitly find horizon configurations. For this reason, one has to concentrate on rather simple and/or symmetric gauge potentials. Again, the case best studied is the Coulomb gauge. It is known that there are Gribov copies of the classical vacuum $`A=0`$ . An even simpler example of Gribov copies is provided by constant Abelian gauge fields on the torus (the torons) . Configurations with a radial symmetry have been discussed in the original work of Gribov . An explicit example with axial symmetry has been given by Henyey .
On the lattice, the detection of Gribov copies has been reported for the first time in . It turns out that some of these copies are lattice artifacts while others survive in the continuum limit . In a sense, therefore, the Gribov problem becomes even more pronounced upon gauge fixing on the lattice. This is of particular relevance for the lattice studies of the dual superconductor hypothesis of confinement , where one mainly uses (a lattice version ) of ‘t Hooft’s maximally Abelian gauge (MAG) . In order to extract physical results within this approach one clearly has to control the influence of Gribov copies. Finding the critical points of the lattice gauge fixing functional is similar to a spin glass problem due to the high degree of degeneracy. The difficulties in numerically determining the absolute maximum<sup>1</sup><sup>1</sup>1The maximization of the lattice functional corresponds to a minimization of the continuum functional. of the lattice functional lead to an inaccuracy in observables of the order of 10 % .
The Gribov problem for the MAG so far has not been discussed in the continuum. The purpose of this paper is to (at least partly) fill this gap. The MAG and its defining functional will be reviewed in Section 2. The Hessian of this functional is the FP operator which is calculated for gauge group $`SU(N)`$. In Section 3 we specialize to $`SU(2)`$ and give general arguments showing the existence of a Gribov horizon. To provide some intuition, Section 4 introduces a simple toy model for which the FP operator and determinant can be calculated exactly. The presence of Gribov copies is shown explicitly. Finally, in Section 5, we return to field theory and calculate the FP operator in the background of a single instanton (in the singular gauge). Again, we find an analytic expression for a normalizable zero mode which shows that the single instanton is a horizon configuration in the MAG. Some technical issues are discussed in Appendices A to D.
## 2 The Maximally Abelian Gauge
As explained in Appendix A, we decompose the gauge potential $`A`$ into diagonal ($`A^{}^{}`$) and off-diagonal ($`A^{}^{}`$) components, $`A=A^{}+A^{}`$. The MAG is then defined by minimizing the following functional
$$F[A;U](^UA)^{}^2.$$
(2.1)
$`F`$ is thus a functional of both the gauge field $`A`$ and the gauge transformation $`USU(N)`$. Via the parametrization
$$U(\varphi )=\mathrm{exp}(i\varphi )=\mathrm{exp}(i\varphi ^aT^a),\varphi su(N),$$
(2.2)
$`F`$ equivalently can be viewed as depending on the argument $`\varphi `$ of $`U`$. The action of $`U`$ on $`A`$ is
$${}_{}{}^{U}A_{\mu }^{}=U^1A_\mu U+iU^1_\mu U.$$
(2.3)
With $`F`$ of (2.1) we are thus minimizing the ‘charged’ component $`A^{}`$ along its orbit, which, roughly speaking, amounts to maximizing the Abelian or ‘neutral’ component $`A^{}`$. Hence the name ‘maximally Abelian gauge’.
The Yang-Mills norm in (2.1) is the same as in the Yang-Mills action and induced by the scalar product (A.6),
$$A^2A,Ad^dx\text{tr}A^2.$$
(2.4)
Note that our conventions are such that this norm is positive for *hermitian* gauge fields $`A`$ with values in $`su(N)`$. The norm (2.4) can be viewed as the distance (squared) between $`A`$ and the zero configuration $`A=0`$. As the space $`𝔄`$ of gauge potentials is affine, the norm is gauge invariant in the following sense,
$$AB=^UA^UB$$
(2.5)
If the configuration $`B`$ is kept fixed, however, the norm ceases to be gauge invariant and explicitly depends on $`U`$ or $`\varphi `$. The same is thus true for $`F`$ which accordingly changes along the orbit of $`A`$ unless there is some (residual) invariance. For the functional (2.1) such an invariance can indeed be found. Let $`V=\mathrm{exp}(i\theta ^{})`$ be an Abelian gauge transformation and consider
$$F[A;V]=(^VA)^{}^2=(V^1A^{}V+V^1A^{}V+iV^1dV)^{}^2.$$
(2.6)
As $`V`$ is Abelian, the first and last terms on the r.h.s. of (2.6) vanish due to the projection on $`^{}`$, and we are left with
$$F[A;V]=(V^1A^{}V)^{}^2.$$
(2.7)
At this point it is crucial to note that $`V^1A^{}V`$ is in $`^{}`$,
$$\text{tr}(H_iV^1A^{}V)=\text{tr}(VH_iV^1A^{})=\text{tr}(H_iA^{})=0.$$
(2.8)
Therefore, we can write for (2.6),
$$F[A;V]=V^1A^{}V^2=A^{}^2=F[A;𝟙].$$
(2.9)
This immediately leads to the following Abelian invariance of $`F`$,
$$F[A;VU]=F[^UA;V]=F[^UA;𝟙]=F[A;U].$$
(2.10)
Note that our notation is such that $`U`$ acts prior to $`V`$, i.e.
$${}_{}{}^{VU}A=(UV)^1AUV+i(UV)^1d(UV).$$
(2.11)
Roughly speaking, the Abelian invariance implies that $`F`$ can be thought of as some kind of ‘mexican hat’ with the residual symmetry corresponding to (Abelian gauge) rotations around its symmetry axis. Accordingly, the Hessian of $`F`$ will have trivial zero modes asssociated with the constant directions of $`F`$.
We are interested in the behaviour of $`F[A;U]`$ around the point $`U=𝟙`$, i.e. $`\varphi =0`$, on the orbit of $`A`$. To this end we Taylor expand $`F`$ as
$$F[A;U]F[A;\varphi ]=F[A;0]+F^{}[A;0],\varphi +\frac{1}{2}\varphi ,F^{\prime \prime }[A;0]\varphi +O(\varphi ^3)$$
(2.12)
In order to do so we need the gauge transform $`{}_{}{}^{U}A`$ as a power series in $`\varphi `$. The former can easily be found from (B.1) and (B.2) with the result
$`{}_{}{}^{U}A_{\mu }^{}`$ $`=`$ $`A_\mu +{\displaystyle \frac{\mathrm{exp}(i\text{ad}\varphi )𝟙}{i\text{ad}\varphi }}(D_\mu \varphi )`$ (2.13)
$`=`$ $`A_\mu +D_\mu \varphi +{\displaystyle \frac{i}{2}}[\varphi ,D_\mu \varphi ]+{\displaystyle \frac{i^2}{3!}}[\varphi ,[\varphi ,D_\mu \varphi ]]+\mathrm{}.`$
Not surprisingly, the covariant derivative $`D_\mu =_\mu i\text{ad}(A_\mu )`$ with $`\text{ad}(A)B[A,B]`$ appears at this stage. Inserting (2.13) into (2.1) we obtain
$$F[A;\varphi ]=A_\mu ^{}^2+2A_\mu ^{},(D_\mu \varphi )^{}+(D_\mu \varphi )^{},(D_\mu \varphi )^{}+iA_\mu ^{},[\varphi ,D_\mu \varphi ]^{}+\mathrm{}.$$
(2.14)
In the following we are going to evaluate this expression term by term. This requires some preparations. We will need the commutator identity,
$$A,[B,C]=B,[C,A]=C,[A,B],$$
(2.15)
which follows straightforwardly from the definition of the scalar product. The latter equation shows that both the operator $`\text{ad}(A)`$ and the covariant derivative $`D[A]`$ are anti-hermitean,
$`\varphi ,\text{ad}(A)\psi `$ $`=`$ $`\text{ad}(A)\varphi ,\psi ,`$ (2.16)
$`\varphi ,D[A]\psi `$ $`=`$ $`D[A]\varphi ,\psi .`$ (2.17)
The last two identities allow for an evaluation of the first derivative $`F^{}`$,
$$A_\mu ^{},(D_\mu \varphi )^{}=A_\mu ^{},D_\mu \varphi =D_\mu ^{}A_\mu ^{},\varphi =D_\mu ^{}A_\mu ^{},\varphi ^{},$$
(2.18)
with $`D_\mu ^{}_\mu i\text{ad}A_\mu ^{}`$. We thus have, to first order in $`\varphi `$,
$$F[A;\varphi ]=A_\mu ^{}^22D_\mu ^{}A_\mu ^{},\varphi ^{}+O(\varphi ^2).$$
(2.19)
Note that to this order, $`F`$ does not depend on the Cartan component $`\varphi ^{}`$. We immediately read off the critical points defining the MAG,
$$D_\mu ^{}A_\mu ^{}D_\mu A_\mu ^{}=0.$$
(2.20)
The second derivative requires considerably more efforts. We relegate the explicit calculations to Appendix C, where we obtain for the Taylor expansion of $`F[A;\varphi ]`$,
$`F[A;\varphi ]`$ $`=`$ $`A_\mu ^{}^22D_\mu ^{}A_\mu ^{},\varphi ^{}+i\varphi ^{},\text{ad}(D_\mu A_\mu ^{})\varphi ^{}`$ (2.21)
$``$ $`\varphi ^{},\left[D_\mu ^{}D_\mu ^{}+\text{ad}^2A_\mu ^{}i(\text{ad}A_\mu ^{})D_\mu i\text{ad}(D_\mu ^{}A_\mu ^{})\right]\varphi ^{}`$
$`+`$ $`O(\varphi ^3).`$
Here we have defined a projection $``$ onto the complement $`^{}`$ of the Cartan subalgebra such that $`\varphi =\varphi ^{}`$. The term in (2.21) depending on $`\varphi ^{}`$ may seem somewhat strange but is actually necessary to guarantee the Abelian invariance (2.10). It vanishes on the gauge fixing hypersurface $`\mathrm{\Gamma }`$ defined by (2.20).
From (2.21) we can easily read off the Faddeev-Popov operator which is the Hessian of $`F`$ evaluated on $`\mathrm{\Gamma }`$ (i.e. at the critical points),
$$\text{FP}=\left(D_\mu ^{}D_\mu ^{}+\text{ad}^2A_\mu ^{}i(\text{ad}A_\mu ^{})D_\mu \right).$$
(2.22)
In effect we have performed a saddle point approximation to the functional $`F[A;\varphi ]`$. The ‘equation of motion’ is the gauge fixing condition, and the fluctuation operator is the FP operator. In this approximation the functional on $`\mathrm{\Gamma }`$ reads
$$F[A;\varphi ]=A_\mu ^{}^2+\varphi ,\text{FP}\varphi +O(\varphi ^3).$$
(2.23)
As stated in the introduction, it is in general rather difficult (in a continuum formulation) to find explicit examples of Gribov copies. The MAG is no exception from this rule. The nontrivial task is to find normalizable zero modes of FP given by (2.22) which is a complicated partial differential operator. We are, however, encouraged by lattice calculations, in which such copies have been detected numerically, for the first time in and with refined techniques in . One should keep in mind, though, that some (if not all) of these copies can be lattice artifacts which do not survive in the continuum limit. To study the possible appearance of Gribov copies in the continuum we have to perform several simplifications. The first one will be to consider the case of gauge group $`SU(2)`$.
## 3 The FP Operator for $`𝑺𝑼\mathbf{(}\mathrm{𝟐}\mathbf{)}`$ — General Considerations
For $`SU(2)`$, the gauge fixing condition (2.20) of the MAG can be rewritten in terms of the gauge field components $`A_\mu ^3^{}`$ and $`A_\mu ^\pm ^{}`$,
$$(_\mu \pm iA_\mu ^3)A_\mu ^\pm =0,A_\mu ^\pm A_\mu ^1\pm iA_\mu ^2.$$
(3.1)
The fact that these are only *two* requirements already implies (by counting of degrees of freedom) that there remains a residual gauge freedom corresponding to a one-dimensional subgroup which can only be $`U(1)`$. Superficially, the gauge fixing looks like a background gauge which would actually be true if the neutral component $`A_\mu ^3`$ were independent of the charged one, $`A_\mu ^{}`$. As these, however, are two components of one and the same configuration they are not independent, and the gauge fixing condition is quadratic, i.e. *nonlinear* in $`A_\mu `$. This makes life somewhat complicated (although it does not spoil the renormalizability of the gauge ). A BRST approach, for example, necessitates the introduction of four-ghost terms. In a path integral formulation, these ghost interactions ‘regularize’ the usual bilinear FP ghost term in the presence of zero modes .
The FP operator for $`SU(2)`$ simplifies considerably as the last term in (2.22) vanishes. One is thus left with the following sum of two operators,
$$\text{FP}=\left(D_\mu ^{}D_\mu ^{}+\text{ad}^2(A_\mu ^{})\right).$$
(3.2)
Using the notation (A.8), FP can be viewed as a 3 $`\times `$ 3 matrix in color space. The operator $``$ projects onto the two directions perpendicular to the $`z`$-axis so that the third row and column of FP vanish identically. The associated trivial zero mode corresponds to the residual $`U(1)`$ gauge freedom which remains unfixed by the MAG. Explicitly, one has for the nonvanishing entries of FP,
$`(D_\mu ^{}D_\mu ^{})^{\overline{a}\overline{b}}`$ $`=`$ $`\delta ^{\overline{a}\overline{b}}(\mathrm{}A_\mu ^3A_\mu ^3)ϵ^{\overline{a}\overline{b}}(_\mu A_\mu ^3+2A_\mu ^3_\mu ),`$ (3.3)
$`\left(\text{ad}^2(A_\mu ^{})\right)^{\overline{a}\overline{b}}`$ $`=`$ $`\delta ^{\overline{a}\overline{b}}A_\mu ^{\overline{c}}A_\mu ^{\overline{c}}A_\mu ^{\overline{a}}A_\mu ^{\overline{b}}.`$ (3.4)
Summing these two terms leads to the representation of FP given in equation (12) of <sup>2</sup><sup>2</sup>2Note, however, that in this reference the gauge potentials are defined as being *anti-hermitean.*.
Being (the negative of) a Laplacian, the operator $`D_\mu ^{}D_\mu ^{}`$ is nonnegative. The same is true for $`\text{ad}(A_\mu ^{})\text{ad}(A_\mu ^{})`$ as will be shown in what follows. We define the hermitean matrix $`C`$ via
$$[A_\mu ^{},\varphi ^{}]iC,$$
(3.5)
and calculate, using (2.16),
$`\varphi ,\text{ad}(A_\mu ^{})\text{ad}(A_\mu ^{})\varphi `$ $`=`$ $`\text{ad}A_\mu ^{}\varphi ^{},\text{ad}A_\mu ^{}\varphi ^{}`$ (3.6)
$`=`$ $`iC,iC=C,C0.`$ (3.7)
One can as well use the representations (3.3), (3.4) and the Cauchy–Schwarz inequality to end up with the same result. The $`SU(2)`$ FP operator from (3.2) is thus the difference of two positive semidefinite operators which we abbreviate for the time being as
$$\text{FP}=AB,A,B0.$$
(3.8)
The inequality denotes the fact that $`A`$ and $`B`$ have nonnegative spectrum. The identity (3.8) already suggests that if $`B`$ is ‘sufficiently large’, FP will develop a vanishing eigenvalue. Let us make this statement slightly more rigorous. To this end we modify an argument used in for background type gauges.
First of all we note that together with the configuration $`(A^{},A^{})`$ also the scaled configuration $`(A^{},\lambda A^{})`$, with $`\lambda `$ some (positive real) parameter, will be in the MAG. The associated FP operator is
$$\text{FP}[A^{},\lambda A^{}]\text{FP}(\lambda )=A\lambda ^2B.$$
(3.9)
Let us denote the lowest eigenvalue and the associated eigenfunction of $`\text{FP}(\lambda )`$ by $`E_0(\lambda )`$ and $`\varphi _0(\lambda )`$, respectively,
$$\text{FP}(\lambda )\varphi _0(\lambda )=E_0(\lambda )\varphi _0(\lambda ).$$
(3.10)
From (3.8) one must have $`E_0(0)0`$. If we turn on $`\lambda `$, a straightforward application of the Hellmann–Feynman theorem leads to
$$\frac{}{\lambda }E_0(\lambda )=2\lambda \varphi _0(\lambda ),B\varphi _0(\lambda )0,$$
(3.11)
whence the function $`E_0(\lambda )`$ has negative slope. In addition, it has to be concave <sup>3</sup><sup>3</sup>3It is exactly for this reason that the second order perturbation theory correction to any groundstate is always negative. so that, for $`\lambda `$ sufficiently large, there will be a zero-mode at some value, say $`\lambda _h`$ (see Fig. 1). In a way we have thus determined a ‘path’ within the MAG fixing hypersurface that leads us from the interior of the Gribov region ($`\lambda =0`$) to its boundary ($`\lambda =\lambda _h`$).
As a result we can state that generically there have to be Gribov copies within the MAG if the non-diagonal components $`A^{}`$ of the gauge fields become sufficiently large.
## 4 A Toy Model
In order to have an illustration of the somewhat abstract notions of the preceding sections we will analyse an example with a finite number of degrees of freedom . To this end we employ a Hamiltonian formulation in $`d`$ = 2 + 1 and consider only gauge potentials $`A_\mu `$ which are spatially constant. Renaming $`A_i^a=x_i^a`$, $`i=1,2`$, $`a=1,2,3`$, the Lagrangian becomes
$$L=\frac{1}{2}(D_0^{ab}x_i^b)^2\frac{1}{2}(\dot{x}_i^aϵ^{abc}A_0^cx_i^b)^2.$$
(4.1)
One way of arriving at this Lagrangian is by gauging a free particle Lagrangian $`L_0=\dot{x}_i^a\dot{x}_i^a/2`$ via minimal substitution, i.e. by replacing the ordinary time derivative $`_0`$ with the covariant derivative $`D_0^{ab}`$. To keep things as simple as possible, we have not introduced any (Yang-Mills type) interaction; we are anyhow only interested in the kinematics of the problem.
Defining the canonical momenta $`p_i^a=D_0^{ab}x_i^b`$, the Lagrangian (4.1) can be recast in first order form
$$L=p_i^a\dot{x}_i^a\frac{1}{2}p_i^ap_i^a+A_0^aG^a,$$
(4.2)
where we have introduced the operator $`G^a`$ leading to Gauss’s law
$$G^aϵ^{abc}x_i^bp_i^cD_i^{ab}p_i^b=0.$$
(4.3)
Obviously, $`G^a`$ is the total angular momentum of two point particles in $`^3`$ (= color isospace) with position vectors $`𝒙_1`$ and $`𝒙_2`$. Gauge transformations are thus $`SO(3)`$ rotations of these vectors which do not change their relative orientation (i.e. the angle $`\alpha `$ inbetween them). This is illustrated in Fig. 2.
As usual we will work in the Weyl gauge, $`A_0=0`$, so that Gauss’s law has to be imposed ‘by hand’, and, after quantization, holds upon acting on physical states. Once the Weyl gauge has been chosen, there still is the freedom of performing time independent gauge transformations. This will be (partially) fixed using the MAG. For the case at hand, there are several equivalent ways of formulating the latter.
To avoid writing too many indices we denote $`𝒙_1𝒙=(x,y,z)`$, $`𝒙_2𝑿=(X,Y,Z)`$. An arbitrary vector $`𝑨`$ will be decomposed according to
$`𝑨_{}`$ $``$ $`A_z𝒆_z,`$ (4.4)
$`𝑨_{}`$ $``$ $`A_x𝒆_x+A_y𝒆_y,`$ (4.5)
which represents the decomposition into Cartan (= $`z`$) component and its complement. The MAG condition then reads explicitly
$$\chi ^aD_i^{ab}(x_i)x_i=ϵ^{abc}x_i^bx_i^c=0,$$
(4.6)
or, in components,
$`\chi ^1`$ $`=`$ $`yzYZ=0,`$
$`\chi ^2`$ $`=`$ $`xz+XZ=0,`$ (4.7)
$`\chi ^3`$ $`=`$ $`0.`$
The last condition is just an empty tautology so that there are in fact only two gauge conditions<sup>4</sup><sup>4</sup>4In Dirac’s terminology , $`\chi ^3`$ is strongly zero and thus does not contribute in the calculation of any Poisson bracket.. Of course, this just corresponds to the fact that the gauge rotations generated by $`G^3`$ (the rotations around the $`z`$–axis) remain unfixed (cf. the remark after (3.1)).
The MAG conditions (4.7) can be easily visualized. The projections $`𝒙_{}`$ and $`𝑿_{}`$ have to be collinear with their magnitudes being related through
$$|z|x_{}=|Z|X_{}.$$
(4.8)
The MAG is thus obtained by rotating the configuration ($`𝒙,𝑿`$) in such a way that both vectors are as close to the $`z`$-axis as possible. This is achieved as shown in Fig. 3.
$`𝒙`$ and $`𝑿`$ are the diagonals of two rectangles with sides $`|z|`$, $`x_{}`$ and $`|Z|`$, $`X_{}`$, respectively. If the areas $`a`$ and $`A`$ of the rectangles coincide, $`a=A`$, the configuration is in the MAG. Algebraically, the notion of being ‘close to the $`z`$–axis’ is measured by the function
$$F(𝒙,𝑿)x_{}^2+X_{}^2.$$
(4.9)
One can easily show that the conditions (4.6) or (4.7) minimize $`F`$ and thus make the ‘nondiagonal’ components of $`𝒙`$ and $`𝑿`$ as small as possible. We mention in passing that the trivial solution of (4.7) given by $`z=Z=0`$ corrresponds to a maximum of $`F`$ so that we can always assume $`z`$ or $`Z0`$ (except for the zero–configuration representing the origin).
It is obvious from Fig. 3 that rotations around the $`z`$–axis leave both $`F`$ and the MAG condition invariant and thus correspond to a residual $`U(1)`$ gauge freedom. As expected, this situation is reflected in the FP operator,
$$\text{FP}=\{\chi ^a,G^b\}|_{𝝌=0},$$
(4.10)
which, in matrix notation, can be written as
$$\text{FP}=\left(\begin{array}{ccc}z^2+Z^2y^2Y^2& xy+XY& 0\\ xy+XY& z^2+Z^2x^2X^2& 0\\ 0& 0& 0\end{array}\right).$$
(4.11)
The zero entries in the third row and column are a trivial consequence of the residual $`U(1)`$ and correspond to the action of the $``$–projection in (2.22). The eigenvalues of FP are found to be
$`E_3`$ $`=`$ $`0,`$ (4.12)
$`E_+`$ $`=`$ $`z^2+Z^2,`$ (4.13)
$`E_{}`$ $`=`$ $`z^2+Z^2x_{}^2X_{}^2.`$ (4.14)
Let us concentrate on the eigenvalues $`E_\pm `$ which are not related to the residual Abelian gauge freedom. Configurations where one of these vanishes are located on the Gribov horizon and reflect some non-trivial residual gauge freedom different from the $`U(1)`$ above. A particular (in some sense trivial) class of horizon configurations consists in the reducible configurations as discussed in the introduction. These have a higher symmetry than generic configurations (a nontrivial stabilizer or isotropy group). In other words, they are fixed points under the action of (a subgroup of) the gauge group. Technically, they show up by inducing zero modes of the Laplacian $`\mathrm{\Delta }^{ab}=D_i^{ac}D_i^{cb}`$ (see Appendix D). Within our example, the reducible configurations are readily identified by simple symmetry considerations. The origin is invariant under the whole action of $`SO(3)`$ while configurations with $`𝒙`$ and $`𝑿`$ collinear are invariant under rotations around their common direction which clearly corresponds to a $`U(1)`$. This is nicely reflected in the spectrum of FP. At the origin, both $`E_\pm `$ vanish, while a collinear configuration can always be rotated in the $`z`$–axis so that its stabilizer coincides with the standard residual $`U(1)`$ corresponding to $`E_3=0`$. This U(1) stabilizer is thus ‘hidden’ in the residual $`U(1)`$. Fixing the latter by demanding e.g. $`x=X=0`$, does, however, not affect configurations collinear along the $`z`$–axis so that these will induce zero modes of FP even after residual gauge fixing .
There is a remaining possibility for a vanishing eigenvalue. While $`E_+`$ is always positive, $`E_{}`$ vanishes if $`z^2+Z^2=x_{}^2+X_{}^2`$. This happens for configurations where $`𝒙`$ and $`𝑿`$ are of the same length and orthogonal to each other. Elementary trigonometry implies that in this case the two areas $`a`$ and $`A`$ are always the same, irrespective of the location of the configuration relative to the $`z`$–axis. Thus, there is an additional residual $`U(1)`$ gauge freedom for such exceptional configurations. This can be nicely illustrated in terms of a ‘spectral flow’ as a function of $`x_{}^2+X_{}^2`$ (see Fig. 4). We thus have found an explicit realization of the general results of Section 3, in particular of Fig. 1.
## 5 The FP Operator in an Instanton Background
The natural question arising at this point is the following: is there a way of extending the results of the toy model to the realistic field theory case? The answer given in this section will be affirmative.
Our motivation stems from the observation made by Brower et al. that the single ‘t Hooft instanton both in the singular and regular gauge satisfies the MAG condition (2.20). For the instanton in the singular gauge<sup>5</sup><sup>5</sup>5We use the conventions of . (or ‘singular instanton’, for short) given by
$$A_\mu ^{\mathrm{sing}}(x)=2\overline{\eta }_{\mu \nu }^a\frac{\rho ^2}{x^2}\frac{x_\nu }{x^2+\rho ^2}\sigma ^a/2,$$
(5.1)
with $`\rho `$ denoting the instanton size, the MAG fixing functional $`F`$ is finite, while for the instanton in the regular gauge,
$$A_\mu ^{\mathrm{reg}}(x)=2\eta _{\mu \nu }^a\frac{x_\nu }{x^2+\rho ^2}\sigma ^a/2,$$
(5.2)
it diverges. The two configurations $`A_\mu ^{\mathrm{sing}}`$ and $`A_\mu ^{\mathrm{reg}}`$ are related through the gauge transformation
$$g(x)=\widehat{x}_4+i\widehat{x}^a\sigma ^a,$$
(5.3)
where $`\widehat{x}_\mu =x_\mu /r`$, $`r=(x^2)^{1/2}`$ denoting the modulus of the Euclidean position $`x`$. If we adopt the point of view that we have to take the minima of $`F`$ to define the Gribov region $`\mathrm{\Omega }^0`$ of the MAG then $`A_\mu ^{\mathrm{sing}}`$ is located in $`\mathrm{\Omega }^0`$ while $`A_\mu ^{\mathrm{reg}}`$ is not. This is corroborated by the quoted work of Brower et al. which, when translated into our language, amounts to the following. One numerically constructs a ‘path’ $`\gamma (R)\mathrm{\Gamma }`$ connecting $`A_\mu ^{\mathrm{sing}}`$ with $`A_\mu ^{\mathrm{reg}}`$. Along this path<sup>6</sup><sup>6</sup>6In the parameter $`R`$ is the radius of a monopole loop associated with the configuration $`A_\mu (R)`$ located on $`\gamma `$ somewhere inbetween $`A_\mu ^{\mathrm{sing}}`$ = $`A_\mu (R=0)`$ and $`A_\mu ^{\mathrm{reg}}=A_\mu (R=\mathrm{})`$. (beginning at the singular instanton) the MAG functional $`F`$ is monotonically rising. The configurations $`A_\mu (R)`$ along the path are determined by applying a (singular) gauge transformation $`\mathrm{\Omega }`$ which takes the singular instanton to $`A_\mu (R)`$, i.e. $`A_\mu (R)=^\mathrm{\Omega }A_\mu ^{\mathrm{sing}}`$. Hence $`\gamma (R)`$ is a path both within $`\mathrm{\Gamma }`$ and the single instanton orbit. Accordingly, there must be an infinitesimal gauge transformation of the singular instanton that does not leave $`\mathrm{\Gamma }`$ and thus must be a zero mode of FP $`[A^{\mathrm{sing}}]`$. In what follows we will try to explicitly determine this zero mode.
The first step of this program consists in the calculation of the FP operator in the background of a singular instanton. Plugging (5.1) into (3.3) and (3.4) one obtains the result
$$\text{FP}^{\overline{a}\overline{b}}=\delta ^{\overline{a}\overline{b}}\mathrm{}+2ϵ^{\overline{a}\overline{b}}a(r)(x_2_1x_1_2+x_3_4x_4_3).$$
(5.4)
We have discarded the vanishing third row and column (resulting from the action of $``$) and introduced the (singular) instanton profile function,
$$a(r)=2\frac{\rho ^2/r^2}{r^2+\rho ^2}=2\left(\frac{1}{r^2}\frac{1}{r^2+\rho ^2}\right).$$
(5.5)
We are looking for normalizable zero modes $`\varphi `$ of the FP operator,
$$\text{FP}\varphi =0,\varphi ,\varphi <\mathrm{},$$
(5.6)
where $`\varphi (x)`$ now is a two-component vector (field) living in the complement of the Cartan subalgebra. Solving the equation (5.6) for the zero mode is basically an exercise in group theory as will become clear in a moment. If we define the generators of four-dimensional Euclidean rotations as
$$L_{\mu \nu }=i(x_\mu _\nu x_\nu _\mu ),\mu ,\nu =1,\mathrm{},4,$$
(5.7)
the FP operator can be written in 2 $`\times `$ 2 matrix notation as
$$\text{FP}=\left(\begin{array}{cc}\mathrm{}& 2ia(r)(L_{12}L_{34})\\ 2ia(r)(L_{12}L_{34})& \mathrm{}\end{array}\right)$$
(5.8)
It is straightforward to check that the $`L_{\mu \nu }`$ indeed satisfy the Lie algebra of $`SO(4)`$. In analogy with the Lorentz group one introduces the angular momentum and ‘boost’ generators
$`L_i`$ $``$ $`{\displaystyle \frac{1}{2}}ϵ_{ijk}L_{jk}`$ (5.9)
$`K_i`$ $``$ $`L_{i4},`$ (5.10)
and their linear combinations,
$`M_i`$ $``$ $`{\displaystyle \frac{1}{2}}(L_iK_i)={\displaystyle \frac{i}{2}}\overline{\eta }_{\mu \nu }^ix_\mu _\nu ,`$ (5.11)
$`N_i`$ $``$ $`{\displaystyle \frac{1}{2}}(L_i+K_i)={\displaystyle \frac{i}{2}}\eta _{\mu \nu }^ix_\mu _\nu .`$ (5.12)
These can be viewed as the self-dual and anti-self-dual parts of $`L_{\mu \nu }`$, if ‘duality’ is understood as the exchange of L and K. The operators $`M_i`$ and $`N_i`$ generate two independent $`SU(2)`$ subgroups with Casimirs $`M^2`$ and $`N^2`$ having eigenvalues $`M(M+1)`$ and $`N(N+1)`$, respectively . It is important to note that $`M`$ and $`N`$ will in general be half-integer,
$$M,N\{0,1/2,1,\mathrm{}\}.$$
(5.13)
This fact is well known from the algebraic treatment of the hydrogen atom which has a hidden dynamical $`O(4)`$ symmetry (see e.g. ). In addition, as FP is a 2$`\times `$2 matrix, it can be expanded in terms of Pauli matrices, so that altogether we find the rather compact result,
$$\text{FP}=\mathrm{}𝟙+4a(r)M_3\sigma _2.$$
(5.14)
Plugging this into (5.6) results in a four-dimensional Schrödinger equation with spin having a high degree of symmetry. A complete set of commuting observables is given by the Casimirs $`M^2`$ and $`N^2`$, their projections $`M_3`$ and $`N_3`$ (with eigenvalues $`m`$ and $`n`$) and the Pauli matrix $`\sigma _2`$ (eigenvalues $`s=\pm 1`$). Replacing $`\sigma _2`$ by its eigenvalue and rewriting the Laplacian in terms of the radial coordinate $`r`$ we are left with
$$\text{FP}(s)_r^2\frac{3}{r}_r+\frac{2}{r^2}(\text{M}^2+\text{N}^2)+4a(r)M_3s$$
(5.15)
This is indeed a 4$`d`$ radially symmetric Hamiltonian. Upon closer inspection, the Casimir term turns out to become even simpler. Using the representations (5.7), (5.9) and (5.10) one finds that
$$\text{N}^2\text{M}^2=\text{L}\text{K}=0,$$
(5.16)
so that FP finally becomes
$$\text{FP}(s)=_r^2\frac{3}{r}_r+\frac{4}{r^2}\text{M}^2+4a(r)M_3s.$$
(5.17)
The eigenfunctions of FP will therefore depend on the quantum numbers $`M\{0,1/2,1,\mathrm{}\}`$, $`m,n\{M,M+1,\mathrm{},M\}`$ and $`s=\pm 1`$. Chosing the coordinates
$$x=r(\mathrm{cos}\theta \mathrm{cos}\phi _{12},\mathrm{cos}\theta \mathrm{sin}\phi _{12},\mathrm{sin}\theta \mathrm{cos}\phi _{34},\mathrm{sin}\theta \mathrm{sin}\phi _{34}),$$
(5.18)
with $`0\theta \pi /2`$, $`0\phi _{12},\phi _{34}2\pi `$, the eigenfunctions can be written as follows,
$$\varphi =f_{Mm}(r)h_{Mmn}(\theta )y_{mn}(\phi _{12})z_{mn}(\phi _{34})\chi _s.$$
(5.19)
The $`\chi _s`$ are the eigenspinors of $`\sigma _2`$,
$$\chi _\pm =\frac{1}{\sqrt{2}}\left[\begin{array}{c}1\\ \pm i\end{array}\right].$$
(5.20)
The Schrödinger equation factorizes accordingly. Introducing the dimensionless variable $`R=r/\rho `$ and defining a function $`g(R)`$ via
$$f(R)g(R)/R^{3/2},$$
(5.21)
(we omit the subscripts of $`f`$) the radial equation for the zero mode becomes
$$\left[_R^2+\frac{4M(M+1)+3/4}{R^2}+\frac{8ms}{R^2(1+R^2)}\right]g(R)=0.$$
(5.22)
We are looking for a normalizable zero mode, or, in other words, a bound state with vanishing energy. For this we need an attractive potential. We thus must have $`ms<0`$, and we choose $`s=1`$, $`m>0`$ in what follows. The bound state equation (5.22) thus becomes
$$\left[_R^2+\frac{4M(M+1)8m+3/4}{R^2}+\frac{8m}{1+R^2}\right]g(R)=0.$$
(5.23)
This equation has already been obtained by Brower et al. in the stability analysis of their monopole solutions. These authors, however, have overlooked the fact that $`M`$ is half-integer which is crucial for obtaining the correct solution (see below). In addition they approximated the profile function $`a(r)`$ by $`1/r^2`$ (in the limit of small monopole loops). We will instead solve (5.23) exactly. The latter is an effective one–dimensional Schrödinger equation with a Hamiltonian
$$H_R_R^2+V_1(R)+V_2(R).$$
(5.24)
The second potential term, $`V_2`$, is always positive (for $`m>0`$). Only the first term, $`V_1`$ has a chance of becoming negative leading to attraction. Technically, this is due to the relative minus sign in the profile function (5.5) of the singular instanton. In the regular gauge, this is absent so that both $`V_1`$ and $`V_2`$ are positive and there are no normalizable zero modes. As $`m`$ is bounded by $`M`$, the Casimir term $`M(M+1)`$ in (5.23) will always win for large $`M`$. We thus should make $`M`$ as small and $`m`$ as large as possible. We thus take $`m=M`$ and plot the numerator of $`V_1`$ as a function of $`M`$ (see Fig. 5). Obviously, there is exactly one solution for $`M`$ which makes $`V_1`$ negative, namely $`M=1/2=m`$. We have explicitly checked that for $`M>1/2`$ there is no bound state solution<sup>7</sup><sup>7</sup>7The claim of Brower et al. , that attraction occurs for $`m=1`$ with the ground state having $`M=1`$, thus cannot be substantiated.. The associated potential $`V_1+V_2`$ is plotted in Fig. 6.
For $`M=1/2`$, the normalizable solution of (5.23) is given by
$$g(R)=\sqrt{R}\left[1(1+R^2)\mathrm{ln}\left(1+\frac{1}{R^2}\right)\right].$$
(5.25)
Close to the origin, $`f(R)=g(R)/R^{3/2}`$ behaves as
$$f(R)=\frac{1}{R}(1+2\mathrm{ln}R)R(12\mathrm{ln}R)+O(R^2),$$
(5.26)
while asymptotically it drops as $`1/R^3`$. Both types of behavior are sufficient to make $`f`$ (or $`\varphi `$) normalizable. The radial wave function $`f(R)`$ and the associated probability distribution $`p(R)=R^3f^2(R)`$ are shown in Fig. 7.
From this figure it is obvious that $`f`$ has no nodes and therefore corresponds to the ground state in the sector with $`M=1/2`$ (cf. the analogous reasoning in ).
The degeneracy of the solution is found as follows. FP does not depend on $`N_3`$, therefore $`n`$ can arbitrarily be chosen as an half–integer from $`\{M,M+1,\mathrm{},M\}`$, i.e. for $`M`$ = 1/2, one has $`n`$ = $`\pm `$ 1/2. Furthermore, FP is invariant under $`(m,s)(m,s)`$, so that, altogether, there is a four–fold degeneracy. In terms of abstract states $`|M,m,n,s`$ the zero modes are linear combinations of the four degenerate basis states $`|1/2,1/2,\pm 1/2,`$ and $`|1/2,1/2,\pm 1/2,+`$.
To explicitly determine the zero mode, we still have to find the functions $`h_{Mmn}`$, $`y_{mn}`$ and $`z_{mn}`$ for $`M`$ = 1/2. $`y_{mn}`$ and $`z_{mn}`$ are eigenfunctions of the operators $`L_3`$ and $`K_3`$ so that their product becomes an eigenfunction of the two operators
$`M_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}(L_3K_3)={\displaystyle \frac{i}{2}}\left({\displaystyle \frac{}{\phi _{12}}}{\displaystyle \frac{}{\phi _{34}}}\right),`$ (5.27)
$`N_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}(L_3+K_3)={\displaystyle \frac{i}{2}}\left({\displaystyle \frac{}{\phi _{12}}}+{\displaystyle \frac{}{\phi _{34}}}\right),`$ (5.28)
according to
$`M_3y_{mn}z_{mn}`$ $`=`$ $`my_{mn}z_{mn},`$ (5.29)
$`N_3y_{mn}z_{mn}`$ $`=`$ $`ny_{mn}z_{mn}.`$ (5.30)
Explicitly, one finds
$`y_{mn}(\phi _{12})`$ $`=`$ $`\text{e}^{i(m+n)\phi _{12}},`$ (5.31)
$`z_{mn}(\phi _{34})`$ $`=`$ $`\text{e}^{i(mn)\phi _{34}}.`$ (5.32)
The function $`h_{Mmn}(\theta )`$ satisfies the differential equation
$$\left[\frac{1}{\mathrm{sin}2\theta }\frac{}{\theta }\mathrm{sin}2\theta \frac{}{\theta }+4M(M+1)\frac{(m+n)^2}{\mathrm{cos}^2\theta }\frac{(mn)^2}{\mathrm{sin}^2\theta }\right]h_{Mmn}(\theta )=0.$$
(5.33)
For $`M`$ = 1/2, we can circumvent solving this equation by considering only the two extremal states in a multiplet with $`m=\pm M`$, which obey
$$M_\pm |M,\pm M,n=0.$$
(5.34)
The associated differential equation is much simpler than (5.33) and straightforwardly solved in terms of the functions
$`h_{M,M,n}(\theta )`$ $`=`$ $`\mathrm{cos}^{Mn}\theta \mathrm{sin}^{M+n}\theta ,`$
$`h_{M,M,n}(\theta )`$ $`=`$ $`\mathrm{sin}^{Mn}\theta \mathrm{cos}^{M+n}\theta .`$ (5.35)
Direct application to $`m=\pm 1/2`$ finally yields the four degenerate zero modes for $`M`$ = 1/2 (using the notation $`\varphi _{mns}`$),
$$\begin{array}{ccccc}\hfill \varphi _{1/2,1/2,+}(x)& =& cf(r)\mathrm{cos}\theta \text{e}^{i\phi _{12}}\chi _+\hfill & & \mathrm{\Phi }_1,\hfill \\ \hfill \varphi _{1/2,1/2,+}(x)& =& cf(r)\mathrm{sin}\theta \text{e}^{i\phi _{34}}\chi _+\hfill & & \mathrm{\Phi }_4,\hfill \\ \hfill \varphi _{1/2,1/2,}(x)& =& cf(r)\mathrm{cos}\theta \text{e}^{i\phi _{12}}\chi _{}\hfill & & \mathrm{\Phi }_2,\hfill \\ \hfill \varphi _{1/2,1/2,}(x)& =& cf(r)\mathrm{sin}\theta \text{e}^{i\phi _{34}}\chi _{}\hfill & & \mathrm{\Phi }_3,\hfill \end{array}$$
(5.36)
where $`c`$ denotes a normalization constant which will be determined in a moment. To this end we rewrite the measure
$$d^4x=r^3dr\mathrm{cos}\theta \mathrm{sin}\theta d\theta d\phi _{12}d\phi _{34},$$
(5.37)
and calculate the integral ($`\mathrm{\Phi }`$ denoting any of the basic zero modes)
$$d^4x\mathrm{\Phi }^{}(x)\mathrm{\Phi }(x)=c^2\rho ^4\frac{\pi ^2}{6}\left(1+\frac{\pi ^2}{3}\right)\stackrel{!}{=}1.$$
(5.38)
This determines the normalization $`c`$. Any zero mode $`\varphi `$ of FP satisfying (5.6) must be a linear combination of the four basis modes (5.36). For the following considerations it is convenient to introduce the real basis,
$$\begin{array}{ccccc}\hfill \mathrm{\Psi }_1& & \frac{1}{2i}(\mathrm{\Phi }_3\mathrm{\Phi }_4)\hfill & =& \frac{c}{\sqrt{2}}\frac{f(r)}{r}\left[\genfrac{}{}{0pt}{}{x_4}{x_3}\right],\\ \hfill \mathrm{\Psi }_2& & \frac{1}{2}(\mathrm{\Phi }_3+\mathrm{\Phi }_4)\hfill & =& \frac{c}{\sqrt{2}}\frac{f(r)}{r}\left[\genfrac{}{}{0pt}{}{x_3}{x_4}\right],\\ \hfill \mathrm{\Psi }_3& & \frac{1}{2i}(\mathrm{\Phi }_1\mathrm{\Phi }_2)\hfill & =& \frac{c}{\sqrt{2}}\frac{f(r)}{r}\left[\genfrac{}{}{0pt}{}{x_2}{x_1}\right],\\ \hfill \mathrm{\Psi }_4& & \frac{1}{2}(\mathrm{\Phi }_1+\mathrm{\Phi }_2)\hfill & =& \frac{c}{\sqrt{2}}\frac{f(r)}{r}\left[\genfrac{}{}{0pt}{}{x_1}{x_2}\right],\end{array}$$
(5.39)
which, upon using the properties of ‘t Hooft’s $`\eta `$ symbols can be compactly written as
$$\mathrm{\Psi }_\mu ^{\overline{a}}(x)=\frac{c}{\sqrt{2}}f(r)\overline{\eta }_{\mu \nu }^{\overline{a}}\widehat{x}_\nu .$$
(5.40)
A general linear combination thus assumes the form
$$\varphi ^{\overline{a}}(x)\frac{\sqrt{2}}{c}n_\mu \mathrm{\Psi }_\mu ^{\overline{a}}=n^\mu \overline{\eta }_{\mu \nu }^{\overline{a}}\widehat{x}^\nu f(r)m^{\overline{a}}f(r)/r,$$
(5.41)
where $`n_\mu `$ is a constant four vector. The latter is particularly suited for obtaining the finite transformation,
$$\mathrm{\Omega }=\mathrm{exp}i\varphi ^{\overline{a}}\sigma ^{\overline{a}}/2=𝟙\mathrm{cos}\phi /2+iN^{\overline{a}}\sigma ^{\overline{a}}\mathrm{sin}\phi /2,$$
(5.42)
with $`\phi =(\varphi ^{\overline{a}}\varphi ^{\overline{a}})^{1/2}`$ and $`N^{\overline{a}}=\varphi ^{\overline{a}}/\phi `$. Using (5.41) one finds the explicit representation
$`\phi `$ $`=`$ $`{\displaystyle \frac{f(r)}{r}}\sqrt{m^{\overline{a}}m^{\overline{a}}},`$ (5.43)
$`N^{\overline{a}}`$ $`=`$ $`{\displaystyle \frac{m^{\overline{a}}}{\sqrt{m^{\overline{a}}m^{\overline{a}}}}}.`$ (5.44)
Applying the gauge transformation $`\mathrm{\Omega }`$ from (5.42) to the singular instanton leads to a configuration that is no longer in the MAG. This is at variance with the solution $`\mathrm{\Omega }_R`$ found by Brower et al. which yields a monopole configuration within the MAG. To illustrate this difference we plot the modulus $`\phi `$ (denoted $`\beta `$ in ) for the choice $`\varphi =\mathrm{\Psi }_4`$ or, correspondingly, $`n=(0,0,0,1)`$, $`\text{m}=(x_1,x_2)^T`$. The result is shown in Fig. 8 which clearly differs from the analogous Fig. 2 in .
The presence of a zero mode as given by (5.41) shows that the instanton in the singular gauge is located on the Gribov horizon of the MAG. For (covariant) background type gauges, an analogous result has been obtained in .
## 6 Discussion
Among the different Abelian gauges used for the lattice study of the dual superconductor hypothesis, the MAG is the one that has been analysed in greatest detail. In this paper we have tried to supplement these achievements by analytic investigations. As the gauge fixing is nonlinear, this requires some effort. We have calculated the FP operator for general gauge group $`SU(N)`$. The result is fairly complicated; considerable simplifications only seem to arise for gauge group $`SU(2)`$. For this particular case we were able to show by quite general reasoning that there must be Gribov copies. This finding was confirmed both for a simple toy model and the full field theory. In the latter case it turns out that the singular instanton is a horizon configuration in the MAG. The associated zero modes of the FP operator have explicitly been constructed.
Let us finally discuss some possible physical consequences of our findings. The two pronounced manifestations of the QCD vacuum are confinement and spontaneous breakdown of chiral symmetry. As stated above, the MAG is well suited for studying the former by checking dual superconductivity which is believed to be due to monopole condensation . On the lattice, condensation of monopoles has been confirmed for various Abelian gauges . The monopole vacuum, however, does not provide a straightforward explanation of chiral symmetry breaking which is due to instantons rather than monopoles . It is thus of conceptual importance to relate these two complementary pictures of the vacuum to each other. In computer ‘experiments’ correlations between instantons and monopoles have indeed been detected . The dynamical origin of these correlations, however, remains unclear, despite considerable efforts to investigate this problem analytically, in the MAG , the Polyakov gauge and other Abelian gauges . For the MAG, the situation is as follows. There are basically three known solutions which represent *finite* transformations from the singular instanton $`A^{\mathrm{sing}}`$ into another MAG configuration. These are (i) the transformation (5.3) to the regular gauge instanton $`A^{\mathrm{reg}}`$, (ii) the ‘hedgehog’ transformation of Chernodub and Gubarev , and (iii) the family of solutions $`\{A(R)\}`$ given by Brower et al. , interpolating between $`A^{\mathrm{sing}}`$ and $`A^{\mathrm{reg}}`$. Of these solutions only (ii) and (iii) induce magnetic monopoles. Solution (ii) leads to an infinite Dirac string, solution (iii) to a monopole loop of radius $`R`$. The associated MAG functional $`F`$ diverges in cases (i) and (ii). In case (iii) it is finite, however such that $`F[A(R)]>F[A(0)]F[A^{\mathrm{sing}}]`$. As a result one concludes that the instanton in the singular gauge defines the global minimum of $`F`$ along the single instanton orbit. In other words, the MAG functional does not support monopoles associated with single instantons as these configurations give rise to a larger value of $`F`$. This is actually consistent with lattice results. In it was observed that the number of monopoles decreases the better the MAG is fixed, i.e. the closer one approaches the absolute maximum of the lattice MAG functional. Due to monopole dominance, the string tension also becomes smaller. This effect might well be due to the suppression of monopole loops associated with single instantons.
In favor of the instanton–monopole correlation, Brower et al. argue that a possible zero mode of FP can be interpreted as a kinematical instability of the singular instanton against monopole formation. In the limit of small monopole loops, $`R\rho `$, their solution (eq. (31) in ) indeed is a zero mode of FP. It goes like $`\mathrm{sin}2\theta \mathrm{sin}\theta \mathrm{cos}\theta `$, and thus, upon comparing with (5.35), is seen to correspond to $`M=1`$. Therefore, from our general analysis in the preceding section, it is not normalizable and thus should be discarded from the stability analysis. It is probably not too surprising that singular gauge transformations like the ones found in lead to zero modes with diverging norm.
The physical interpretation of the normalizable $`M=1/2`$ zero mode given in (5.41) is not completely clear. We have checked that it is not due to any of the known space-time symmetries of the instanton. Contrary to our expectations, it also has nothing to do with the solution of Brower et al. In particular, it does not induce monopole singularities. Furthermore, as stated in the last section, the finite transformation (5.42) even leads out of the MAG. All this confirms the result that in the MAG single instantons are not correlated with monopoles. One is thus left with a possible correlation between multi-instanton configurations and monopoles. Numerically, this has been observed . In particular, the instanton-anti-instanton (IA) system seems to be physically interesting. In this case one finds that both I and A are surrounded by a single monopole loop if the IA distance is large. Below a critical distance, however, the two loops merge into a single one which can be viewed as a ‘kinematical precursor’ to monopole percolation. Of course, an analytic treatment of multi-instanton systems is quite involved, but maybe not hopeless. In this respect let us just mention Rossi’s old construction of the BPS monopole in terms of an infinite number of instantons aligned along the time axis . We have performed some preliminary investigations of the IA system which show that the simple sum ansatz, $`A^{IA}=A^I+A^A`$ is not in the MAG. The ansatz suggested by Yung , however, does fulfill the differential MAG conditions (3.1), though the MAG functional probably diverges. Further work in this direction is surely necessary.
## Acknowledgements
The authors thank M. Müller-Preussker for enlightening discussions and D. Hansen for a careful reading of the manuscript. T.H. and T.T. acknowledge support under DFG grant Wi-777 and RE 856/4-1, respectively. Part of the research of T.T. was performed during his stay at the Institute of Theoretical Physics in Jena.
## Appendix A Notations and Conventions
The generators of $`SU(N)`$ are *hermitean* matrices denoted by $`T^a`$ with normalization $`\text{tr}(T^aT^b)=\delta ^{ab}/2`$. Any gauge field $`A=A^aT^a`$ is decomposed into a component $`A^{}`$ in the Cartan subalgebra $`^{}su(N)`$ and a component $`A^{}`$ in the complement, $`^{}`$, such that $`su(N)=^{}^{}`$ and
$$A=A^{}+A^{}=A^iH_i+A^\alpha E_\alpha .$$
(A.1)
The different generators obey the commutation relations
$`[H_i,H_j]`$ $`=`$ $`0,i=1,\mathrm{},r,`$ (A.2)
$`[H_i,E_\alpha ]`$ $`=`$ $`\alpha _iE_\alpha ,`$ (A.3)
$`[E_\alpha ,E_\beta ]`$ $`=`$ $`N_{\alpha \beta }E_{\alpha +\beta },\alpha +\beta 0,`$ (A.4)
$`[E_\alpha ,E_\alpha ]`$ $`=`$ $`\alpha _iH_i.`$ (A.5)
The rank of the Lie algebra is denoted by $`r`$, the $`\alpha _i`$ are the roots, and $`N_{\alpha \beta }`$ is a normalization the value of which is not important for us. For $`SU(2)`$, which has only two roots $`\pm \alpha `$, the third commutator (A.4) becomes obsolete, and the situation simplifies considerably.
The decomposition (A.1) is orthogonal with respect to the scalar product
$$A,Bd^dx\text{tr}AB,$$
(A.6)
where $`A`$ and $`B`$ denote some arbitrary Lie algebra valued $`𝕃_2`$ functions. Thus we have
$$A^{},B^{}=0.$$
(A.7)
We will also use an alternative notation where we simply divide the $`N^21`$ generators $`T^a`$ into ’neutral’ and ‘charged’ ones by means of their superscripts, namely $`T^a=(T^{a_0},T^{\overline{a}})`$ with $`T^{a_0}^{}`$ and $`T^{\overline{a}}^{}`$. A gauge field thus is decomposed as
$$A_\mu =A_\mu ^aT^a=A_\mu ^{a_0}T^{a_0}+A_\mu ^{\overline{a}}T^{\overline{a}}.$$
(A.8)
The superscripts $`a_0`$ and $`\overline{a}`$ take on $`r`$ and $`N^21r`$ values, respectively. For $`SU(2)`$, for example, we have $`a_0`$ = 3 and $`\overline{a}\{1,2\}`$, while for $`SU(3)`$, $`a_0\{3,8\}`$ etc.
## Appendix B Group-Theoretical Identities
In this appendix we prove the two useful identities,
$`U^1A_\mu U`$ $`=`$ $`\mathrm{exp}(i\text{ad}\varphi )A_\mu ,`$ (B.1)
$`iU^1_\mu U`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}(i\text{ad}\varphi )𝟙}{i\text{ad}\varphi }}_\mu \varphi ,`$ (B.2)
which hold for an arbitrary gauge transformation $`U=\mathrm{exp}(i\varphi )`$. In the above, we have denoted $`\text{ad}(A)B[A,B]`$.
(B.1) is simply the definition of the adjoint representation of a Lie group expressed in terms of the adjoint representation of the Lie algebra ,
$$\mathrm{exp}(i\varphi )X\mathrm{exp}(i\varphi )\text{Ad}\left(\mathrm{exp}(i\varphi )\right)X=\mathrm{exp}(i\text{ad}\varphi )X,$$
(B.3)
where $`X`$ is an arbitrary Lie algebra element. Equation (B.2) is obtained from the identity
$$i\mathrm{exp}(is\varphi )_\mu \mathrm{exp}(is\varphi )=\frac{\mathrm{exp}(is\text{ad}\varphi )𝟙}{i\text{ad}\varphi }_\mu \varphi ,$$
(B.4)
for $`s=1`$. To show (B.4) we first note that it is obviously true for $`s=0`$. Differentiating with respect to $`s`$, we find
$`{\displaystyle \frac{}{s}}\text{l.h.s.}`$ $`=`$ $`\mathrm{exp}(is\varphi )(_\mu \varphi )\mathrm{exp}(is\varphi ),`$
$`{\displaystyle \frac{}{s}}\text{r.h.s.}`$ $`=`$ $`\mathrm{exp}(is\text{ad}\varphi )_\mu \varphi =\mathrm{exp}(is\varphi )(_\mu \varphi )\mathrm{exp}(is\varphi ),`$ (B.5)
where in the last step we have used (B.3). Upon inspection we note that both sides of (B.4) obey the same first order differential equation in $`s`$ and initial condition at $`s=0`$. Thus (B.4) is true for all $`s`$.
## Appendix C The Second Derivative of the MAG Functional
In this appendix we calculate the second derivative of the MAG functional given by the last two terms in (2.14). First we evaluate $`(D_\mu \varphi )^{}`$,
$`(D_\mu \varphi )^{}`$ $`=`$ $`_\mu \varphi ^{}i[A_\mu ^{},\varphi ^{}]i[A_\mu ^{},\varphi ^{}]^{}i[A_\mu ^{},\varphi ^{}]`$ (C.1)
$`=`$ $`(D_\mu \varphi ^{})^{}i[A_\mu ^{},\varphi ^{}].`$
This yields for the square term in (2.14),
$`(D_\mu \varphi )^{}^2`$ $`=`$ $`(D_\mu \varphi ^{})^{}i[A_\mu ^{},\varphi ^{}]^2`$ (C.2)
$`=`$ $`D_\mu \varphi ^{},(D_\mu \varphi ^{})^{}2iD_\mu \varphi ^{},[A_\mu ^{},\varphi ^{}][A_\mu ^{},\varphi ^{}],[A_\mu ^{},\varphi ^{}]`$
$`=`$ $`\varphi ^{},D_\mu D_\mu \varphi ^{}+2i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}]+\varphi ^{},[A_\mu ^{},[A_\mu ^{},\varphi ^{}]]`$
$`+`$ $`2i\varphi ^{},[D_\mu A_\mu ^{},\varphi ^{}].`$
In the last equality, we have made use of the ‘Leibniz rule’,
$$D_\mu [B,C]=[D_\mu B,C]+[B,D_\mu C],$$
(C.3)
and defined a projection $``$ onto the Cartan complement, $`A=A^{}`$. Note that the last term in (C.2) vanishes at the critical points (2.20). The second term of order $`\varphi ^2`$ in (2.14) is
$`iA_\mu ^{},[\varphi ,D_\mu \varphi ]^{}`$ $`=`$ $`i\varphi ,[A_\mu ^{},D_\mu \varphi ]`$ (C.4)
$`=`$ $`i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}]i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}]`$
$`i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}]i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}].`$
The third term can be reshuffled and evaluated with the rule (C.3) yielding
$$i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}]=i\varphi ^{},[D_\mu A_\mu ^{},\varphi ^{}]i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}].$$
(C.5)
Plugging this into (C.4) and adding (C.2) we see that the terms which mix $`\varphi ^{}`$ and $`D_\mu \varphi ^{}`$ cancel. The $`O(\varphi ^2)`$ term in $`F`$ thus becomes
$`F^{(2)}[A;\varphi ]`$ $``$ $`\varphi ^{},D_\mu D_\mu \varphi ^{}i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}]+i\varphi ^{},[D_\mu A_\mu ^{},\varphi ^{}]`$ (C.6)
$`+\varphi ^{},[A_\mu ^{},[A_\mu ^{},\varphi ^{}]]i\varphi ^{},[A_\mu ^{},D_\mu \varphi ^{}].`$
The two terms bilinear in $`\varphi ^{}`$ add up to zero according to
$$i\varphi ^{},[A_\mu ^{},(D_\mu +i\text{ad}A_\mu ^{})(\varphi ^{})]=i\varphi ^{},[A_\mu ^{},D_\mu ^{}\varphi ^{}]=i\varphi ^{},[A_\mu ^{},_\mu \varphi ^{}]=0,$$
(C.7)
where the last identity holds because the commutator is in the Cartan complement $`^{}`$. Expression (C.6) thus simplifies to
$`F^{(2)}[A;\varphi ]`$ $`=`$ $`\varphi ^{},D_\mu D_\mu \varphi ^{}i[A_\mu ^{},D_\mu \varphi ^{}]+i\varphi ^{},[D_\mu A_\mu ^{},\varphi ^{}]`$ (C.8)
$``$ $`F^{(2)}[A;\varphi ^{}]+i\varphi ^{},[D_\mu A_\mu ^{},\varphi ^{}].`$
Introducing $`=𝟙`$, the terms quadratic in $`\varphi ^{}`$ assume the following form,
$`F^{(2)}[A;\varphi ^{}]`$ $``$ $`\varphi ^{},(D_\mu +i\text{ad}A_\mu ^{})(D_\mu \varphi ^{})`$ (C.9)
$`=`$ $`\varphi ^{},(D_\mu +i\text{ad}A_\mu ^{})(+)(D_\mu \varphi ^{})`$
$`=`$ $`\varphi ^{},D_\mu ^{}D_\mu \varphi ^{}+i\text{ad}A_\mu ^{}D_\mu \varphi ^{}.`$
We thus need the projections
$`D_\mu \varphi ^{}`$ $`=`$ $`i[A_\mu ^{},\varphi ^{}],`$ (C.10)
$`D_\mu \varphi ^{}`$ $`=`$ $`D_\mu ^{}\varphi ^{}i[A_\mu ^{},\varphi ^{}].`$ (C.11)
Using this and the identity $`\varphi ^{},D_\mu ^{}A=\varphi ^{},D_\mu ^{}A`$, (C.9) becomes
$`F^{(2)}[A;\varphi ^{}]=`$
$`=\varphi ^{},D_\mu ^{}D_\mu ^{}\varphi ^{}iD_\mu ^{}[A_\mu ^{},\varphi ^{}]+[A_\mu ^{},[A_\mu ^{},\varphi ^{}]]`$
$`=\varphi ^{},D_\mu ^{}D_\mu ^{}\varphi ^{}i[D_\mu ^{}A_\mu ^{},\varphi ^{}]i[A_\mu ^{},D_\mu ^{}\varphi ^{}+i[A_\mu ^{},\varphi ^{}]]`$
$`=\varphi ^{},D_\mu ^{}D_\mu ^{}\varphi ^{}i[D_\mu ^{}A_\mu ^{},\varphi ^{}]i[A_\mu ^{},D_\mu ^{}\varphi ^{}i[A_\mu ^{},\varphi ^{}]+i[A_\mu ^{},\varphi ^{}]]`$
$`=\varphi ^{},D_\mu ^{}D_\mu ^{}\varphi ^{}i[D_\mu ^{}A_\mu ^{},\varphi ^{}]i[A_\mu ^{},D_\mu \varphi ^{}]+[A_\mu ^{},[A_\mu ^{},\varphi ^{}]].`$
This is the result used in (2.21).
## Appendix D The Laplacian of the Toy Model
Using matrix notation, the Laplacian $`\mathrm{\Delta }^{ab}=D_i^{ac}D_i^{cb}`$ of the toy model is given by
$$\mathrm{\Delta }=\left(\begin{array}{ccc}y^2z^2Y^2Z^2& xy+XY& xz+XZ\\ yx+YX& x^2z^2X^2Z^2& yz+YZ\\ zx+ZX& zy+ZY& x^2y^2X^2Y^2\end{array}\right).$$
(D.1)
Denoting $`r|𝒙|`$ and $`R|𝑿|`$, the determinant of the Laplacian becomes
$$det\mathrm{\Delta }=(r^2+R^2)(𝒙\times 𝑿)^2(r^2+R^2)d^20.$$
(D.2)
As is appropriate for a Laplacian, $`\mathrm{\Delta }`$ is a negative-semidefinite operator. It has zero modes for reducible configurations only , which for the case at hand are given by the zero configuration, $`𝒙=𝑿=0`$ (with the full group $`SO(3)`$ as its stabilizer), and the collinear configurations, $`𝒙=\alpha 𝑿`$, with $`U(1)`$ stabilizer.
The eigenvalues of $`\mathrm{\Delta }`$ are given by
$`E_0`$ $`=`$ $`r^2+R^2,`$ (D.3)
$`E_\pm `$ $`=`$ $`{\displaystyle \frac{1}{2}}(r^2+R^2)\pm {\displaystyle \frac{1}{2}}\sqrt{(r^2R^2)^2+4(𝒙𝑿)^2}.`$ (D.4)
It is reassuring to note that the eigenvalues and, accordingly, the determinant only depend on the gauge invariant scalar products $`r^2`$, $`R^2`$ and $`𝒙𝑿`$. At the origin, which has the largest stabilizer, all eigenvalues vanish. For collinear configurations with $`𝒙𝑿=\pm rR`$, the eigenvalues are $`E_{}=0`$ and $`E_0=E_+=r^2+R^2`$, so that there is a zero mode and the first ‘excited’ state is degenerate. For the horizon configurations of the MAG, having $`𝒙𝑿=0`$, $`r=R\rho `$, one finds $`E_\pm =\rho ^2`$ and $`E_0=2\rho ^2`$. Thus, the groundstate becomes degenerate. The latter fact corresponds to the gauge fixing degeneracies of the *Laplacian gauge* as particularly discussed in . As the MAG and the Laplacian gauge coincide for constant gauge fields, the degeneracies have to be the same, and, indeed, they are. |
warning/0001/nlin0001012.html | ar5iv | text | # Untitled Document
(2+0)-DIMENSIONAL INTEGRABLE EQUATIONS AND
EXACT SOLUTIONS
E.Sh. Gutshabash<sup>1</sup><sup>1</sup>1e-mail: gutshab@EG2097.spb.edu, V.D. Lipovskii, S.S. Nikulichev
Institute Research for Physics, St. Petersburg State University,
St.Petersburg, Russia
ABSTRACT
We propose a nonlinear $`\sigma `$-model in a curved space as a general integrable elliptic model. We construct its exact solutions and obtain energy estimates near the critical point. We consider the Pohlmeyer transformation in Euclidean space and investigate the gauge equivalence conditions for abroad class of elliptic equations. We develop the inverse scattering transform method for the $`\mathrm{sinh}`$-Gordon equation and evaluate its exact and asymptotic solutions
1. INTODUCTION.
This work is devoted to studying a broad class of problems involving two-dimensional nonlinear integrable elliptic equations. These equations, which describe stationary processes in nonlinear media, usually, govern the spatial distributions of physical fields whose value are fixed at the boundary of the domain under consideration. The resulting boundary-value problems have a characteristic feature: as the ”observer” penetrates deeper into the medium (which means considering the asymptotic behavior as $`r^2=x^2+y^2\mathrm{}`$), the field in question become weak, and the equations become the classical linear equations of mathematical physics. For this reason, the inverse scattering transform method (ISTM) applied to the elliptic equations (as well as the hyperbolic ones) is a nonlinear analogue of the Fourier transform method, a tool often applied to linear problems. This analogy allows one, in particular, to interpret the discrete-spectrum solutions of nonlinear elliptic equations as ”solitonlike” excitations (vortices, or defects) in nonlinear condensed media. These excitations possess some properties of solitons and also some special properties of their own.
In \[1-4\], the boundary-value problems on the half-plane were posed for two-dimensional elliptic equations, the direct and the inverse scattering problems were investigated for the corresponding operators of the associated linear problems, and the exact solutions, the conservation laws, and the trace identities were also found. In addition, the boundary-value problems for the elliptic versions of the two-dimensional Heisenberg ferromagnet (of the $`O(3)\sigma `$-model) were shown to be gauge equivalent to the $`\mathrm{sinh}`$-Gordon equation -. These results have thus allowed us to extend the methods used with the hyperbolic equations to the elliptic case, which has numerous important physical applications.
At the same time, a currently important problem consists in constructing more-realistic models that would still be integrable on the one hand and would account for various features of the physical systems on the other hand. Solving one such problem was begun in , where a $`\sigma `$-model in a curved space was proposed (a magnet with a variable nominal magnetization). We show in what follows that this model (more precisely, its integrable version) is the most general of the presently known physical models that are described by elliptic equations and possess Lax representations.
In this paper, which is an expanded version of and a revised version of , our aim is to obtain exact solutions of this model, to investigate its properties, and also to find a chain of transitions leading from this model to those that have been known and investigated before. For one such model ($`\mathrm{sinh}`$-Gordon), we use the ISTM to construct exact solutions and give their physical interpretation.
The paper is organized as follows. In Sec.2, we consider a $`\sigma `$-model in a curved space, find its exact solutions, and investigate some thermodynamic properties. In Sec.3, we propose a Euclidean version of the Pohlmeyer transformation and investigate the question of the gauge equivalence (GE) of a broad family of boundary-value problems. In Sec.4, we develop the ISTM for a model of charged particles on a half-plane, find a series of its exact solutions, and also find the conservation laws and trace identities.
2. NONLINEAR $`\sigma `$-MODEL IN CURVED SPACE.
As is well known, the condition that the absolute value of the magnetic moment be constant is an essential assumption in the phenomenological description of weakly excited states of magnets. With this assumption, the evolution of system states amounts to the rotation of the magnetization vector. A similar statement is true for magnet models described by the Landau-Lifshits equation. Such models provide a physically adequate picture far from the Curie point. For moderate temperatures, however, one can expect a spatial variation of the absolute (nominal) magnetization of the sample material. This hypothesis allows one to investigate the magnet near the critical point (but outside the fluctuational region) using the phenomenological approach and to describe a smooth spatial transition to the paramagnetic phase.
We consider the two-dimensional isotropic Heisenberg ferromagnet, i.e., the two-dimensional stationary Landau-Lifshits equation
$$𝐌\mathrm{}𝐌=0,𝐌^2=\alpha (𝐫),$$
$`(2.1)`$
where $`𝐌=𝐌(x,y)=(M_1,M_2,M_3),𝐫=(x,y)R_+^2,`$ and $`\alpha (𝐫)`$ is the square of the nominal magnetization, which is an arbitrary function of $`𝐫`$, in general.
The equation
$$\alpha \mathrm{}𝐌+(𝐌_x^2+𝐌_y^2)𝐌=\frac{1}{2}𝐌\mathrm{}\alpha $$
$`(2.2)`$
is easily obtained from (2.1). We set
$$M=\underset{i=1}{}M_i\sigma _i,$$
where $`\sigma _i,i=1,2,3,`$ are the Pauli matrices. In terms of the matrix $`M`$, Eq. (2.2) is
$$(\alpha M_zM^1)_{\overline{z}}+(\alpha M_{\overline{z}}M^1)_z=\alpha _{z\overline{z}}I,$$
$`(2.3)`$
where $`z=x+iy`$ and $`I`$ is the $`2\times 2`$ unit matrix.
Equation (2.2) (or the equivalent equation (2.3)) describes an inhomogeneous magnet, a generalization of the two-dimensional version of the stationary Landau-Lifshits magnet. Since the question of the integrability of these equations remains unanswered in the general case of an arbitrary function $`\alpha (𝐫)`$), we consider the simplest version, where Eq. (2.3) is integrable, obtained by setting
$$4\mathrm{}\alpha =\alpha _{z\overline{z}}=0.$$
$`(2.4)`$
Then (2.3) implies that a two-dimensional isotropic magnet whose squared saturation moment is a harmonic function of the coordinates is described by a nonlinear $`\sigma `$-model in a curved space.
We note an interesting analogy with gravity theory. Equation (2.3) under condition (2.4) has the same form as the gravity equations with two commuting Killing vectors for the part of the metric $`g`$ containing the off-diagonal terms \[8-11\]. The difference is that we have $`M=M^{}`$ (where $``$ denotes the Hermitian conjugation) and $`detM=\alpha `$ here and $`g=g^T`$ and $`detg=\alpha ^2`$ in the gravity case.
We set
$$S=M/\sqrt{\alpha },S=\underset{i=1}{\overset{3}{}}S_i\sigma _i.$$
Therefore, $`𝐒^2=1`$, i.e. $`𝐒`$ is the normalized magnetization vector. In accordance with (2.3) and (2.4), we now have
$$(\alpha S_zS)_{\overline{z}}+(\alpha S_{\overline{z}}S)_z=0,$$
$`(2.5)`$
which is the equation of a nonlinear $`O(3)\sigma `$-model in a curved space. If $`\alpha =1,`$ Eq. (2.5) becomes the equation of the standard $`O(3)\sigma `$-model (the two-dimensional isotropic Heisenberg ferromagnet), for which the boundary-value problem was solved in -. We also note that the above-mentioned case of gravity reduces to a similar $`O(2,1)\sigma `$-model in a curved space and that dimensional reduction of the axially symmetrical self-duality equations in the Yang-Mills theory also leads to a similar model. The analogue of $`S`$ is then given by $`g^{}g`$, where $`gSL(N,R)`$ .
We first consider some simple automodel solutions of (2.5). We take the ansatz
$$S=\left(\begin{array}{cc}\mathrm{cos}\chi & \mathrm{sin}\chi \mathrm{exp}(i\mathrm{\Phi })\\ \mathrm{sin}\chi \mathrm{exp}(i\mathrm{\Phi })& \mathrm{cos}\chi \end{array}\right),$$
$`(2.6)`$
where $`\chi =\chi (\alpha ,\beta ),\mathrm{\Phi }=\mathrm{\Phi }(\alpha ,\beta )`$ is a real-value function, and $`\beta `$ is the harmonic function that is conjugate to $`\alpha `$ in the sense of the Cauchy-Riemann conditions. Substituting (2.6) in (2.5) produces the system of equations
$$(\mathrm{\Phi }_{\alpha \alpha }+\alpha ^1\mathrm{\Phi }_\alpha +\mathrm{\Phi }_{\beta \beta })\mathrm{sin}\chi +2(\mathrm{\Phi }_\alpha \chi _\alpha +\mathrm{\Phi }_\beta \chi _\beta )\mathrm{cos}\chi =0,$$
$`(2.7)`$
$$2(\chi _{\alpha \alpha }+\alpha ^1\chi _\alpha +\chi _{\beta \beta })=(\mathrm{\Phi }_\alpha ^2+\mathrm{\Phi }_\beta ^2)\mathrm{sin}2\chi $$
For $`\chi =0,`$ we have $`S=\sigma _3`$. For $`\chi =\pi /2,`$ the function $`\mathrm{\Phi }`$ satisfies the Laplace equation; it then follows that
$$\mathrm{\Phi }(\alpha ,\beta )=𝑑R(s)Z_0(is\alpha )e^{is\beta },$$
where $`Z_0(x)`$ is the Bessel function ($`J_0`$ or $`N_0`$) and $`dR(s)`$ is a spectral measure. Finally, for $`\mathrm{\Phi }=k\beta `$ with a free parameter $`k,`$ the function $`\chi =\chi (\alpha )`$ satisfies the equation
$$\chi _{\alpha \alpha }+\alpha ^1\chi _\alpha =\frac{k^2}{2}\mathrm{sin}2\chi ,$$
which reduces to the third Painlevé equation.
System (2.7) is analogous to the equations that arise in gravity theory ; however, one of those equations resembles the Liouville equation rather than the sine-Gordon equation as is the case here.
Equation (2.5) is the compatibility condition for the linear $`2\times 2`$ matrix system
$$(_z\frac{\alpha S_zS}{\varrho +\alpha })\mathrm{\Psi }=0,(_{\overline{z}}+\frac{\alpha S_{\overline{z}}S}{\varrho \alpha })\mathrm{\Psi }=0,$$
$`(2.8)`$
where
$$\varrho =\varrho (\alpha ,\beta ,u)=i\beta u+\sqrt{(u\gamma )(u+\overline{\gamma })},\gamma (z)=\alpha +i\beta ,$$
$`(2.9)`$
$`\gamma `$ is the function that is analytic within the sample, and $`uC`$ is a ”hidden” spectral parameter that does not depend on the coordinate. Thus, Equation (2.5) can be solved by a general version of ISTM. This version, however, has not yet been fully described in view of the technical complications (some progress was recently made in for the gravity theory equations). Therefore, we use the dressing method for deriving exact solutions. Because the strategy in this case is essentially the same as in , we give only parts of the calculations that allow us to obtain the final answer.
To system (2.8), we add the reduction conditions and the formula for reconstructing the potential (magnetization):
$$\mathrm{\Psi }^1(u)=\mathrm{\Psi }^{}(\overline{u}),S\mathrm{\Psi }(u)=\mathrm{\Psi }(\tau (u))J,S=\mathrm{\Psi }(\mathrm{}^+)C,$$
$`(2.10)`$
$$JJ^{}=J^2=I,CC^{}=I,J=C\mathrm{\Psi }(\mathrm{}^{}),$$
where $`\tau `$ is the transposition of the sheets of the Riemann surface $`\mathrm{\Gamma }`$ of the square root entering (2.9) and the signs + and - pertain to the upper and the lower sheet, with the upper sheet being fixed by the condition that $`\varrho 0`$ as $`u\mathrm{}^+`$. Further, the $`2\times 2`$ matrices $`C`$ and $`J`$ are introduced to select different versions of the background solutions (the classical vacuum). In addition, the involution conditions
$$\varrho (u)=\overline{\varrho }(\overline{u}),\varrho (\tau (u)=\alpha ^2/\varrho (u)$$
$`(2.11)`$
hold. Relations (2.9)-(2.11) allow us to write the answer. We seek the solution of (2.8) in the form
$$\mathrm{\Psi }(u)=\chi (u)\mathrm{\Psi }^0(u),$$
$`(2.12)`$
where $`\mathrm{\Psi }^0(u)`$ is the bare solution of (2.8) corresponding to the vacuum $`S^0`$ and the matrix $`\chi (u)`$ is to be determined. We further assume that the matrices $`\chi (u)`$ and $`\chi ^1(u)`$ are meromorphic functions on the Riemann surface $`\mathrm{\Gamma }`$ and have a finite number of poles (those of the $`\chi `$ matrix occurring at the points $`u=v_i`$),
$$\chi (u)=I+\underset{i}{}\frac{|m_i><q_i|}{\varrho (u)\mu _i},\chi ^1(u)=I+\underset{i}{}\frac{|p_i><l_i|}{\varrho (u)\nu _i},$$
$`(2.13)`$
where $`\mu _i=\varrho (v_i)`$, $`\nu _i`$ are some complex numbers specified below, and the standard Dirac notation for vectors is used.
Obviously, if $`\chi `$ has a pole at $`u=v_i`$, then it has a pole on the second sheet of $`\mathrm{\Gamma }`$ at $`u=\stackrel{~}{v}_i=\tau (v_i)`$. It follows from the condition $`\chi (u)\chi ^1(u)=I`$ and Eq. (2.13) that
$$|m_i>=\underset{j}{}|p_j>(N^1)_{ji},<l_i|=\underset{j}{}(N^1)_{ij}<q_j|,N_{ij}=\frac{<q_i|p_j>}{\mu _i\nu _j}.$$
Equations (2.8), (2.12)-(2.13) allow us to find
$$<q_i|=<d_i|(\mathrm{\Psi }^0(v_i))^1,|p_i>=\mathrm{\Psi }^0(\overline{v}_i)|c_i>,$$
where $`<d_i|`$ and $`|c_i>`$ are arbitrary bra and ket vectors. The first of the reductions in (2.10) gives $`<q_i|=|p_i>^{}`$ and $`\nu _i=\overline{\mu }_i`$, and the second one implies that $`<c_i|J=<\stackrel{~}{c}|`$. Here, the vector $`<c_i|`$ corresponds to the pole contribution coming from $`u=v_i`$ and $`<\stackrel{~}{c}_i|`$ to the contribution of $`u=\stackrel{~}{v}_i=\tau (v_i).`$
The relations obtained allow us to write the ”$`N`$-soliton” solution of (2.5); for simplicity, we limit ourselves to the ”one-soliton” solution
$$S=S_0+\frac{<q|S^0|q>}{D(|\mu |^2+\alpha ^2)}\left[S^0|q><q|S_0+\frac{|\mu |^2}{\alpha ^2}|q><q|\right]$$
$`(2.14)`$
$$\frac{<q|q>}{\alpha ^2D(\mu +\overline{\mu })}\left[\overline{\mu }|q><q|S^0+\mu S^0|q><q|\right].$$
Here, $`\mu =\varrho (v)=\mu _R+i\mu _I,|q>=\mathrm{\Psi }^0(\overline{v})|c>,<q|=|q>^{},|c>C^2`$ is an arbitrary constant vector, and
$$D=\frac{|\mu |^2}{\alpha ^2}\left[\frac{<q|q>^2}{(\mu +\overline{\mu })^2}\frac{\alpha ^2<q|S^0|q>^2}{(|\mu |^2+\alpha ^2)^2}\right].$$
Equation (2.14) allows one to construct the ”$`N+1`$-soliton” solution starting with an ”$`N`$-soliton” back-ground.
We next analyze the explicit form of the solution obtained. The simplest choice for the background, $`S^0=\sigma _3,`$ corresponds to $`C=I,J=\sigma _3,\mathrm{\Psi }^0=\sigma _3`$. Setting $`<c|=(1,\overline{c})`$ (without losing generality), we have from (2.14) that
$$S_+=S_1+iS_2=\frac{c}{\alpha ^2D}\left[(1|c|^2)\frac{|\mu |^2\alpha ^2}{|\mu |^2+\alpha ^2}+(1+|c|^2)\frac{\mu \overline{\mu }}{\mu +\overline{\mu }}\right],S_3=1\frac{2|c|^2}{\alpha ^2D},$$
$`(2.15)`$
where
$$D=\frac{|\mu |^2}{\alpha ^2}\left[\frac{(1+|c|^2)^2}{(\mu +\overline{\mu })^2}\frac{\alpha ^2(1|c|^2)^2}{(|\mu |^2+\alpha ^2)^2}\right].$$
When $`c=i\mathrm{exp}(2i\mathrm{\Phi })`$, Eqs. (2.15) are simplified considerably and become
$$S_+=\mathrm{sin}2\theta e^{2i\mathrm{\Phi }},S_3=\mathrm{cos}2\theta ,$$
$`(2.16)`$
where $`\theta =\mathrm{arg}\mu `$. This reproduces ansatz (2.6) with $`\mathrm{\Phi }=const`$ and $`\chi =\pi +2\theta `$. Moreover, it can be shown that $`\chi `$ satisfies the second equation in (2.7) with a vanishing right-hand side. For a purely imaginary $`v`$, it follows from (2.11) and (2.16) that the excitation over the $`S_3^0=1`$ vacuum is absent. This is true also in the general case described by Eq. (2.14). We also note that solutions (2.15) and (2.16) have no nontrivial analogues in the case of a constant saturation moment.
Another possible choice of the bare solution, $`S^0=\mathrm{exp}(ik\beta \sigma _3)\sigma _1`$, where $`k`$ is a real constant, leads to the equations $`C=J=\sigma _1`$. In this case, system (2.8) can be explicitly integrated as
$$\mathrm{\Psi }^0(\alpha ,\beta ,u)=e^{k\sigma _3(\varrho (\alpha ,\beta ,u)2i\beta )/2},$$
where $`\varrho `$ is defined in (2.9). Again setting $`<c|=(1,\overline{c})`$, we can generalize the formulas describing magneticovortex excitations to the inhomogeneous case under consideration:
$$S_+=e^{ik\beta }+\frac{4|c|^2|\mu |}{\alpha D}e^{ik\beta }\left[\frac{\mathrm{cos}(\eta +i\sigma )\mathrm{cos}\eta }{|\mu |^2+\alpha ^2}\frac{\mathrm{cosh}\xi }{2\alpha \mu _R}\mathrm{cosh}(\xi i\theta )\right],$$
$`(2.17)`$
$$S_3=\frac{2|c|^2}{\alpha ^2D}\left[\frac{|\mu |^2\alpha ^2}{|\mu |^2+\alpha ^2}\mathrm{sinh}\xi \mathrm{cos}\eta i\frac{\mu \overline{\mu }}{\mu +\overline{\mu }}\mathrm{cosh}\xi \mathrm{sin}\eta \right],$$
where
$$D=\frac{4|\mu |^2|c|^2}{4\mu _R^2}\left[\frac{\mathrm{cosh}^2\xi }{4\mu _R^2}\frac{\alpha ^2\mathrm{cos}^2\eta }{(|\mu |^2+\alpha ^2)^2}\right].$$
In these formulas, $`\xi =k\mu _R+\mathrm{ln}|c|`$, $`\eta =k(\mu _I\beta )\mathrm{arg}c`$, $`\theta =\mathrm{arg}\mu `$, $`\sigma =\mathrm{ln}(|\mu |/\alpha )`$. The formulas for $`S_+`$ and $`S_3`$ give the magnetization distribution characterized by local variation scale $`L^1|k\mu _R|`$ and the wave number $`K|k(\mu _I\beta )|`$, which correspond to the spatial modulation of the magnetic structure of the sample. For $`KL1`$, relations (2.7) describe an inhomogeneous spiral magnet that can produce multiple harmonics of the fundamental frequencies.
The above ”solitons” allow us to estimate the energy functional evaluated on these solutions. To do so, we assume that the function $`\alpha `$ depends on the temperature in addition to the spatial variables: $`\alpha =\alpha (𝐫,T)`$. The exact general form of this dependence can be found by considering the system on a lattice , which is beyond the scope of this paper. We therefore merely estimate the energy and the heat capacity near the critical point.
According to the Landau theory , the functions $`\alpha `$ and $`\beta `$ behave as follows near the Curie point $`T_c`$:
$$\alpha (r,T)f_0(r)t,\beta (r,T)g_0(r)t,$$
$`(2.18)`$
where $`t=(T_cT)/T_c`$. The second estimate in (2.18) follows from the first one and fact that the quantities $`\alpha `$ and $`\beta `$ (as well as $`f_0`$ and $`g_0`$) are related by the Cauchy-Riemann conditions. Taking $`\alpha `$ and $`\beta `$ to be small and $`t0^+`$, we see from (2.9) that
$$\mu =\frac{\alpha ^2}{2v}(1+\frac{i\beta }{v})+O(|\gamma |^4)$$
$`(2.19).`$
The system energy is defined as
$$E=\frac{1}{2}_\mathrm{\Omega }𝑑x𝑑y(𝐌)^2=\frac{1}{2}_\mathrm{\Omega }𝑑x𝑑y[\frac{(\alpha )^2}{4\alpha }+\alpha (𝐒)^2],$$
$`(2.20)`$
where $`\mathrm{\Omega }`$ is the domain occupied by the sample. This relation can be rewritten as
$$E=_\mathrm{\Omega }d^2r[\alpha Tr(S_zS_{\overline{z}})+\frac{\alpha _z\alpha _{\overline{z}}}{2\alpha }]=E_1+E_0.$$
$`(2.21)`$
Using
$$d^2r=dxdy=\frac{1}{2i}d\gamma d\overline{\gamma }\frac{1}{\gamma _z\overline{\gamma }_{\overline{z}}},d\alpha d\beta =\frac{1}{2i}d\gamma d\overline{\gamma },$$
we obtain
$$E_0=\frac{1}{8}_\mathrm{\Omega }^{}\frac{d\alpha d\beta }{\alpha },E_1=_\mathrm{\Omega }^{}\frac{d\alpha d\beta }{\gamma _z\overline{\gamma }_{\overline{z}}}Tr(S_zS_{\overline{z}}),$$
$`(2.22)`$
where $`\mathrm{\Omega }^{}`$ is the domain in the plane of the $`(\alpha ,\beta )`$ variables obtained via the conformal mapping $`\gamma (z)`$ of $`\mathrm{\Omega }`$ from the $`(x,y)`$ plane. It follows from (2.22) that
$$E_0=\frac{1}{8}(\beta _2\beta _1)\mathrm{ln}\frac{\alpha _2}{\alpha _1}(T_cT)\mathrm{ln}(T_cT),$$
$`(2.23)`$
from which, in particular, we can find the contribution to the heat capacity as
$$c_0=\frac{E}{T}\mathrm{ln}[e(T_cT)].$$
$`(2.24)`$
Estimating $`E_1`$ and $`c_1=E_1/T`$ requires knowing the explicit form of the solution for $`S`$. We first consider the simplest solution (2.16). We then find
$$E_1=8_\mathrm{\Omega }^{}\frac{d\alpha d\beta }{\gamma _z\overline{\gamma _{\overline{z}}}}\alpha \theta _z\theta _{\overline{z}}=8_\mathrm{\Omega }^{}𝑑\alpha 𝑑\beta \alpha \theta _\gamma \theta _{\overline{\gamma }},$$
$`(2.25)`$
with $`\theta _\gamma `$ and $`\theta _{\overline{\gamma }}`$ satisfying the relations
$$\theta _\gamma =\frac{1}{2i}(\mathrm{ln}(\frac{\varrho }{\overline{\varrho }}))_\gamma ,\theta _{\overline{\gamma }}=\frac{1}{2i}(\mathrm{ln}(\frac{\varrho }{\overline{\varrho }}))_{\overline{\gamma }}$$
$`(2.26)`$
Using the deformation method developed in , we can show that
$$\left(\frac{4\alpha }{\mu \alpha }\right)_\gamma =\frac{1}{\mu \alpha }+\frac{1}{\mu +\alpha },\left(\frac{4\alpha }{\mu +\alpha }\right)_{\overline{\gamma }}=\frac{1}{\mu \alpha }+\frac{1}{\mu +\alpha },$$
$`(2.27)`$
from which, setting $`\mu =\varrho `$, we obtain
$$\theta _\gamma =\frac{1}{2i}\frac{\varrho +\overline{\varrho }}{(\varrho +\alpha )(\overline{\varrho }\alpha )},\theta _{\overline{\gamma }}=\frac{1}{2i}\frac{\varrho +\overline{\varrho }}{(\varrho \alpha )(\overline{\varrho }+\alpha )}.$$
Thus, in accordance with (2.25), we have
$$E_1=2_\mathrm{\Omega }^{}𝑑\alpha 𝑑\beta \frac{\alpha (\varrho +\overline{\varrho })^2}{|\varrho ^2\alpha ^2|^2}.$$
$`(2.28)`$
Using (2.18) and (2.19) and taking the size of $`\mathrm{\Omega }^{}`$ to be finite, we finally obtain the following relations satisfied near the Curie point:
$$E_0t\mathrm{ln}t,c_0\mathrm{ln}t,E_1t^3,c_1t^2.$$
$`(2.29)`$
Thus, the background heat capacity satisfies the law characteristic of the two-dimensional Ising model with the critical index equal to zero, and the energy and the heat capacity of the excited state over the vacuum satisfy powerlike laws.
For convenience in calculating the energy of more complicated solutions, we rewrite Eq. (2.21) as
$$E=_\mathrm{\Omega }^{}𝑑\alpha 𝑑\beta [\frac{\alpha }{\gamma _z\overline{\gamma _{\overline{z}}}}(2S_{3z}S_{3\overline{z}}+|S_{+z}|^2+|S_{+\overline{z}}|^2)+\frac{1}{8\alpha }].$$
$`(2.30)`$
We consider solution (2.15), setting $`|\mu |=\alpha \mathrm{tan}\mathrm{\Phi }`$ and $`\mathrm{\Phi }[0,\pi /2)`$. Then,
$$S_+=\frac{c}{\alpha ^2D}[B\mathrm{cos}2\mathrm{\Phi }+iA\mathrm{tan}\theta ],S_3=1\frac{2|c|^2}{\alpha ^2D},$$
$`(2.31)`$
where
$$D=\frac{1}{4}\frac{A^2}{\alpha ^2\mathrm{cos}^2\theta }B^2\mathrm{sin}^2\mathrm{\Phi },D=\overline{D},$$
$`\theta =\mathrm{arg}\mu ,A=1+|c|^2,B=2A`$. Using the deformation method, we obtain
$$\mathrm{\Phi }_z=\frac{\mathrm{cos}^2\mathrm{\Phi }}{\alpha }\overline{\gamma }_z\left[|\varrho |^2\frac{\overline{\varrho }\varrho 2\alpha }{(\varrho +\alpha )(\overline{\varrho }\alpha )}\frac{1}{2}\mathrm{tan}\mathrm{\Phi }\right],$$
$`(2.32)`$
$$\mathrm{\Phi }_{\overline{z}}=\frac{\mathrm{cos}^2\mathrm{\Phi }}{\alpha }\overline{\gamma _{\overline{z}}}\left[|\varrho |^2\frac{\overline{\varrho }\varrho 2\alpha }{(\varrho \alpha )(\overline{\varrho }+\alpha )}\frac{1}{2}\mathrm{tan}\mathrm{\Phi }\right].$$
Taking (2.31) and (2.32) into account, we obtain
$$E_0,E_1t\mathrm{ln}t,c_0,c_1\mathrm{ln}t,$$
$`(2.33)`$
which means that the background energy and the heat capacity of (2.15) give the same contributions as the corresponding quantities evaluated for the states with excitations.
We consider solution (2.17). Using the same notation as in the previous example, we write it as
$$S_+=e^{ik\beta }+\frac{2|c|^2}{\alpha ^2D}e^{ik\beta }[\mathrm{cos}(\eta +i\sigma )\mathrm{sin}2\mathrm{\Phi }\mathrm{cos}\eta \frac{\mathrm{cosh}\xi }{\mathrm{cos}\theta }\mathrm{cosh}(\xi i\theta )],$$
$$S_3=\frac{2|c|^2}{\alpha ^2D}[\mathrm{cos}2\mathrm{\Phi }\mathrm{sinh}\xi \mathrm{cos}\eta +\mathrm{tan}\theta \mathrm{cosh}\xi \mathrm{sin}\eta ].$$
Evaluating the corresponding derivatives and estimating the integrals as before, we again obtain
$$E_0,E_1t\mathrm{ln}t;c_0,c_1\mathrm{ln}t.$$
$`(2.34)`$
The approach described here contains, therefore, three main ingredients: the integrability of the model, the dressing method, and the deformation method. Because of its universality, the approach can be used with other interesting applications of (integrable) two-dimensional models.
To conclude this section, we show how the transition to the homogeneous case can be accomplished in the framework of the inhomogeneous magnet model. We consider system (2.8) and expression (2.9), which contains the ”hidden” spectral parameter $`u`$. Setting $`\lambda =\varrho /\alpha `$ and letting $`\alpha `$ tend to unity, we obtain
$$\varrho =i\beta u+\sqrt{(u1)(u+1i\beta )}=\lambda .$$
$`(2.35)`$
Because $`\gamma (z,\overline{z})=\alpha (z,\overline{z})+i\beta (z,\overline{z})`$ with $`z=x+iy`$ is an analytic function, the Cauchy-Riemann conditions imply that $`\beta \beta _0`$ as $`\alpha 1`$, where $`\beta _0`$ is a constant which we set equal to zero. Then we see from (2.35) that $`u=1/2(\lambda +1/\lambda )`$, and in the language of spectral parameters, therefore, the correspondence between the homogeneous and the inhomogeneous case is given by the ”mirrored” Zhukovskii function.
3. The Pohlmeyer transformation and gauge equivalence of
two-dimensional integrable boundary-value problems
We consider the nonlinear $`O(3)\sigma `$-model on the half-plane $`R_+^2=\{(x,y):\mathrm{}<x<+\mathrm{},y0\}`$:
$$𝐒_{z\overline{z}}+(𝐒_z𝐒_{\overline{z}})𝐒=0,$$
$`(3.1)`$
where $`𝐒(x,y)=(S_1,S_2,S_3),|𝐒|^2=1,`$ and $`𝐒_z=(1/2)(𝐒_xi𝐒_y).`$ Model (3.1) coincides with the elliptic version of the $`𝐧`$-field model and is one of the versions of the chiral field model. We assume that $`𝐒(x,0)`$ and $`𝐒_y(x,0)`$ are given smooth functions such that (unless otherwise stated)
$$𝐒(x,0)(\mathrm{cos}2x,\mathrm{sin}2x,0),|x|\mathrm{},$$
$`(3.2)`$
i.e., $`𝐒`$ belongs to the class of functions describing spiral structures . Following , we also assume that the relations
$$𝐒_z^2=𝐒_{\overline{z}}^2=1,$$
$`(3.3)`$
hold on $`R_+^2`$. These relations then imply the constraints
$$𝐒_x^2𝐒_y^2=4,𝐒_x𝐒_y=0,$$
$`(3.4)`$
which are obviously compatible with (3.1).
Setting $`f(z,\overline{z})=𝐒_𝐳𝐒_{\overline{𝐳}}`$, we perform the Pohlmeyer transformation assuming that
$$𝐒_{zz}=c_1𝐒+c_2𝐒_z+c_3𝐒_{\overline{z}},$$
where $`c_i=c_i(z,\overline{z}),i=1,3,`$ are some complex-valued functions. It can be easily verified that $`c_1=1,c_2=ff_z/(1f^2)`$, and $`c_3=f_z/(1f^2)`$. This implies the equation
$$f_{z\overline{z}}=1f^2\frac{ff_zf_{\overline{z}}}{1f^2}.$$
$`(3.5)`$
This equation is integrable, because it is the compatibility condition of the linear matrix system
$$\mathrm{\Psi }_z=A\mathrm{\Psi },\mathrm{\Psi }_{\overline{z}}=B\mathrm{\Psi },$$
$`(3.6)`$
where $`\mathrm{\Psi }=\mathrm{\Psi }(z,\overline{z}),A=A(z,\overline{z}),B=B(z,\overline{z})Mat(2,C)`$, and the matrices $`A`$ and $`B`$ have the forms
$$A=\frac{1}{2}i\lambda \sigma _3+\frac{f}{2\sqrt{f^21}}\sigma _1,B=\frac{1}{2\lambda }if\sigma _3+\frac{1}{2\lambda }\sqrt{f^21}\sigma _2$$
$`(3.7)`$
Here, $`\lambda C`$ is the spectral parameter, and $`|f|>1`$.
In what follows, we use the notion of the ”phase” space of a nonlinear elliptic equation, which can be introduced by a natural analogy with the hyperbolic case . We do this in the example described by Eqs. (3.1) and (3.5).
The generating functional of the model given by (3.1) and (3.2) is
$$F^{(𝐒)}=_{\mathrm{}}^+\mathrm{}𝑑x_0^{\mathrm{}}𝑑y\left[\frac{1}{2}(𝐒_x^2+𝐒_y^2)+\frac{\nu _1}{2}(𝐒^21)+\nu _2\mathrm{𝐒𝐒}_y2\right],$$
$`(3.8)`$
where $`\nu _j,j=1,2,`$ are the Lagrange multipliers. The phase space $`^{(𝐒)}`$ consists of the smooth functions $`S_i(x,0)`$ and $`S_{iy}(x,0),i=1,3`$, and the analogues the Hamilton equations are
$$𝐒_y=\{H^{(𝐒)},𝐒\},(𝐒_y)_y=\{H^{(𝐒)},𝐒_y\},$$
$`(3.9)`$
with the ”Hamiltonian” of the model given by
$$H^{(𝐒)}=_{\mathrm{}}^+\mathrm{}𝑑x\left[\frac{1}{2}(𝐒_x^2𝐒_y^2)+2\right].$$
$`(3.10)`$
The Poisson structures of the phase space is defined by the nonvanishing fundamental brackets with the constraints involved in (3.8) duly taken into account :
$$\{S_{ay}(x),S_b(x^{})\}=[\delta _{ab}S_a(x)S_b(x)]\delta (xx^{}),$$
$$\{S_{ay}(x),S_{by}(x^{})\}=[S_{ay}(x)S_b(x)S_{by}(x)S_a(x)]\delta (xx^{}).$$
For arbitrary smooth functionals $`F`$ and $`G`$, we then have
$$\{F,G\}=dx\{[\frac{\delta F}{\delta 𝐒_y}\frac{\delta G}{\delta 𝐒}\frac{\delta F}{\delta 𝐒}\frac{\delta G}{\delta (\delta _y𝐒)}]+$$
$$+\left(\frac{\delta G}{\delta 𝐒_y}𝐒\right)[\left(\frac{\delta F}{\delta 𝐒}𝐒\right)\left(\frac{\delta F}{\delta 𝐒_y}𝐒_y\right)]+\left(\frac{\delta F}{\delta 𝐒_y}𝐒\right)[\left(\frac{\delta G}{\delta 𝐒_y}𝐒_y\right)\left(\frac{\delta G}{\delta 𝐒}𝐒\right)]\}.$$
We now consider Eq. (3.5) assuming that $`f(x,0)`$ and $`f_y(x,0)`$ are given smooth real-valued functions such that $`f(x,0)1`$ and $`f_x(x,0),f_y(x,0)0,`$ as $`|x|\mathrm{}`$, with the second term in (3.5) vanishing at infinity. The generating functional of this equation is
$$F^{(f)}=_{\mathrm{}}^+\mathrm{}𝑑x_0^+\mathrm{}\left[\frac{1}{2}\frac{f_x^2+f_y^2}{f^21}+4(1f)\right].$$
The ”phase” space $`^{(f)}`$ is spanned by the functions $`q=\mathrm{ln}|f+\sqrt{f^21}|`$ and $`p=f_y/\sqrt{|f^21|},|f|>1`$, and the equations of ”motion” are
$$q_y=\{H^{(f)},q\},q_{yy}=\{H^{(f)},q_y\},$$
where the ”Hamiltonian” is given by
$$H^{(f)}=_{\mathrm{}}^{\mathrm{}}𝑑x\left[\frac{1}{2}p^2\frac{1}{2}\frac{(f_x^2)}{f^21}4(1f)\right],$$
and the Poisson structure of the ”phase” space is defined by the fundamental brackets $`\{p(x),q(x^{})\}=\delta (xx^{}).`$<sup>2</sup><sup>2</sup>2We stress that it is not our aim here to construct the Hamiltonian formalism for elliptic equations. In this case, unfortunately, we do not have ”intuitively obvious” variables of the angle-action type, and all the analogies with the hyperbolic variables become rather conventional.
Equation (3.5) is useful because it generates a broad family of integrable elliptic equations. In what follows, we assume (unless otherwise stated) that $`u=u(z,\overline{z})`$ is a smooth real-valued function defined on $`R_+^2`$ and, in addition, that
$$u(x,y)0,|x|0.$$
$`(3.11)`$
Setting $`f(z,\overline{z})=\mathrm{cosh}u`$, we obtain the equation
$$\mathrm{}u=4\mathrm{sinh}u$$
$`(3.12)`$
from (3.5). Equation (3.12) emerges in the theory of two-dimensional Boltzmann-Poisson systems at negative temperatures and also in some reductions of the Chern-Simons model . It has a geometric meaning, describing the embedding of a negative-curvature surface in three-dimensional Euclidean space .
Using the GE of the problems given by (3.1), (3.2) and by (3.11), (3.12), which was proved in ,, and also using Eq.(3.4) and the definition of $`f`$, we obtain
$$𝐒_x^2=4\mathrm{cosh}^2\frac{u}{2},𝐒_y^2=4\mathrm{sinh}^2\frac{u}{2}.$$
$`(3.13)`$
These equations, which relate the ”potentials” of the two boundary-value problems, imply, in particular, that the GE does not impose any constraints on the corresponding ”phase” spaces (provided, of course, that $`f>1).`$
We list some other possible choices of the functions $`f(z,\overline{z})`$ and the corresponding equations that lead to interesting, important physical applications,
$$f(z,\overline{z})=\mathrm{cosh}u,\overline{}u=\mathrm{sinh}u,$$
$`(3.14)`$
$$f(z,\overline{z})=e^{\pm u},\overline{}u=2\mathrm{sinh}u\pm \frac{u\overline{}u}{e^{\pm 2u}1},$$
$`(3.15)`$
$$f(z,\overline{z})=e^{\pm u},\overline{}u=2\mathrm{sinh}u\pm \frac{u\overline{}u}{e^{\pm 2u}1},$$
$`(3.16)`$
$$f(z,\overline{z})=\mathrm{cos}u,\overline{}u=\pm \mathrm{sin}u,$$
$`(3.17)`$
$$f(z,\overline{z})=\pm \mathrm{sin}u,\overline{}u=\pm \mathrm{cos}u.$$
$`(3.18)`$
We consider the question of the GE of the problems given by (3.1) and (3.11), (3.17). For this purpose, we note that Eq. (3.1) can be rewritten as
$$c_{ikl}S_k\overline{}S_l=0,$$
where $`c_{ikl}=ϵ_{ikl},`$ with $`ϵ_{ikl}`$ being the totally antisymmetric tensor in $`R^3`$. Therefore, Eq. (3.12), as well as Eqs. (3.14)-(3.16) corresponds to the model of a compact-manifold magnet. This situation changes for Eqs. (3.16)-(3.18), and the sought for GE is achieved on a noncompact manifold of matrices $`SSU(1,1)`$. We set
$$S=\left(\begin{array}{cc}iS^3& S^1iS^2\\ S^1+iS^2& iS^3\end{array}\right).$$
$`(3.19)`$
The condition $`detS=1`$ and Eq. (3.19) imply that
$$(S^1)^2+(S^2)^2(S^3)^2=1,S^2=I.$$
Geometrically, this means that the end of the vector $`𝐒=(S^1,S^2,S^3)`$ moves over the surface of the one-sheet hyperboloid (in contrast to the unit sphere in the ”compact” case). The matrix $`S`$ can be expanded with respect to the basis elements of the Lie algebra $`su(1,1)`$ as $`S=S^i\pi _i`$, where $`\pi _\alpha \pi _\beta =\eta _{\alpha \beta }+ic_{\alpha \beta }^\gamma \pi _\gamma `$, $`\alpha ,\beta ,\gamma =1,2,3,\eta =\{\eta _{\alpha \beta }\}=diag(1,1,1)`$ is the Killing metric, $`c_{\alpha \beta }^\gamma `$ are the structure constants of $`su(1,1)`$, and the commutation relations are $`[\pi _\alpha ,\pi _\beta ]=2ic_{\alpha \beta }^\gamma \pi _\gamma `$.
If Eq. (3.17) is now taken with the + sign, it follows from (3.4) and from the expression for $`f`$ that
$$(S_x^1)^2+(S_x^2)^2(S_x^3)^2=4\mathrm{sin}^2\frac{u}{2},$$
$$(S_y^1)^2+(S_y^2)^2(S_y^3)^2=4\mathrm{cos}^2\frac{u}{2},$$
and the requirement for conservation of the asymptotic behavior implies that the GE to (3.1), (3.2) is achieved under the condition that $`u(x,0)\pi (mod2\pi )`$. Then, the constraints on the space $`^{(𝐒)}`$ of the corresponding $`O(1,2)\sigma `$-model take the form of the system of differential inequalities
$$0(S_x^1)^2+(S_x^2)^2(S_x^3)^24,$$
$$4(S_y^1)^2+(S_y^2)^2(S_y^3)^20.$$
The GE conditions for the other equations in the above list are derived in essentially the same way.
Equations (3.15) and (3.16) seem new. It would be interesting to find applications of these equations, which could be considered the Boltzmann-Poisson equations (for positive temperatures in the case of (3.16) and negative ones in the case of (3.15)) generalized to the case of a quantum-classical system, and also to quantize them. We do not rule out other possible applications of these equations in physics and geometry (a certain regular method to obtain (2 \+ 0)-dimensional equations in the differential geometry of surface is given in )<sup>3</sup><sup>3</sup>3Exact solutions of Eq. (3.16) were constructed in using the Darboux transformation method; the relation of these equations to the Bitsadze equation was also considered there..
The elliptic version of the relativistic field theory model proposed in takes the following form in the one-component case:
$$\overline{}w=w(1w^2)\frac{ww\overline{}w}{1w^2},w=\overline{w}$$
$`(3.20)`$
Equation (3.20) can be naturally called the elliptic Getmanov model (a similar equation for a complex-valued function was considered in ). It is known that in the hyperbolic version, this model is gauge equivalent to the sine-Gordon equation in Minkowski space . The solution of (3.20) can be easily related to the solution of Eq. (3.5) as $`f=12w^2.`$ This allows us, in particular, to obtain from $`F^{(f)}`$ the density of the generating functional for (3.20) as
$$\widehat{F}^{(G)}=8(w\overline{}w/(w^21)+w^2).$$
Properly speaking, the instances of GE established above between a number of models on the half-plane and the model described by (3.1) and (3.2) require a more rigorous (mathematical) proof, which should include the demonstration of transitions of these models to the $`\sigma `$-model. Clearly, this demonstration can be done in each particular case using the appropriate associated linear problem and constructing the gauge transformation matrix.
4. Exact solutions of the $`\mathrm{sinh}`$-Gordon equation
We consider a plasma consisting of electrons and singly charged ions. We assume that the electron and ion temperatures are the same and each plasma component has relaxed to the Boltzmann distribution. In this case, the dimensionless potential of the electric field $`u=e\mathrm{\Phi }/T`$ satisfies the Boltzmann-Poisson equation
$$\mathrm{}u=4\mathrm{sinh}u,$$
$`(4.1)`$
where $`\mathrm{}`$ is the two-dimensional Laplace operator written in dimensionless variables, $`𝐫=𝐑/2r_D`$, $`e`$ is the electron charge, $`T`$ is the temperature, $`\mathrm{\Phi }`$ is the potential, $`𝐑`$ is the radius vector, $`r_D=T/(8\pi en_0)^{1/2}`$ is the Debye radius, and $`n_0=n_{0e}=n_{0i}`$ are the electron and ion concentrations.
Equation (4.1) also emerges in other physical problems: in the theory of strong electrolytes and conducting films , in the $`O(2,1)\sigma `$-models , in the calculation of the electrostatic contribution to the DNA molecule free energy , and so on. The same equation is obtained by the dimensional reduction (from four to two dimensions) of the self-duality equations for the $`SU(2)`$-valued Yang-Mills fields under a special choice of the ansatz . It was assumed in that a spontaneous gauge-symmetry breaking occurs: part of the potential components tend to constant matrices as $`r\mathrm{}`$ with half of the them playing the role of Higgs bosons thereby leading to the massive field theory corresponding to (4.1).
We also note that there are sufficiently rigorous procedures to derive (4.1) from the Bogoliubov-Born-Green-Kirkwood-Ivon chain of equations .
We assume that (4.1) is defined on the half-plane $`R_+^2`$, and that
$$u(x,y)0,r=\sqrt{x^2+y^2}\mathrm{},$$
$`(4.2)`$
where $`u=u(x,y)`$ is a sufficiently smooth real-valued function.
It is useful to consider first the linear version of (4.1) and (4.2) that corresponds to the Debye-Hückel approximation. In this case, the solution obtained in the Fourier-transform parametrization is
$$u(x,y)=\frac{1}{\pi }_0^{\mathrm{}}\frac{d\lambda }{\lambda }b_B(\lambda )e^{ik(\lambda )xl(\lambda )y},$$
$`(4.3)`$
$$b_B(\lambda )=\frac{1}{4}𝑑xe^{ik(\lambda )x}\left[l(\lambda )u(x,0)u_y(x,0)\right],$$
where $`k(\lambda )=\lambda \lambda ^1`$ and $`ł(\lambda )=\lambda +\lambda ^1`$. It is assumed that the surface charge density at the boundary $`u_y(x,0)`$ decreases faster than $`exp(2|x|)`$ as $`|x|\mathrm{}.`$ Then $`b_B(\lambda )`$ can be analytically continued from the real axis to the domain in the plane of the complex variable $`\lambda =\lambda _R+i\lambda _I`$ that is bounded by the strophoid curve $`\lambda _R^2(2\lambda _I)\lambda _I(\lambda _I1)^2=0`$ and that includes the unit semicircle in the right half-plane. In this domain, $`b_B(\lambda )=b_B(1/\overline{\lambda })`$ because $`u`$ is real.
Solution (4.3) occurs under the boundary conditions
$$b_B(\lambda )=0,\lambda =\overline{\lambda }<0,$$
$`(4.4)`$
$$u(x,0)+\frac{1}{\pi }𝑑x^{}K_0(2|xx^{}|)u_y(x^{},0)=0,$$
$`(4.5)`$
which follow from the requirement that $`u`$ be bounded as$`r\mathrm{}`$. In (4.5), $`K_0(x)`$ is the Macdonald function. Equation (4.5) is the Fourier transform of (4.4). The asymptotic form of (4.3) as $`r\mathrm{}`$ found using the saddle-point method is
$$u(𝐫,\alpha )(\pi r)^{\frac{1}{2}}b_B[iexp(i\alpha )]exp(2r),$$
$`(4.6)`$
where $`x=r\mathrm{cos}\alpha `$ and $`y=r\mathrm{sin}\alpha `$. Expression (4.6) describes the effect of the linear Debye screening.
We return to the original problem formulated in (4.1) and (4.2) and assume that the given functions $`u(x,0)`$ and $`u_y(x,0)`$ cannot be arbitrary in a given class of functions (for example, in the Schwartz class) and are constrained by some condition (analogous to (4.5)) to be formulated in what follows.
The auxiliary linear system of equations corresponding to (4.1) is
$$\mathrm{\Psi }_x=\left[(i\frac{\lambda }{2}+\frac{\mathrm{cosh}u}{2i\lambda })\sigma _3\frac{u_z}{2}\sigma _2\frac{\mathrm{sinh}u}{2\lambda }\sigma _1\right]\mathrm{\Psi },$$
$`(4.7)`$
$$\mathrm{\Psi }_y=\left[(\frac{\lambda }{2}+\frac{\mathrm{cosh}u}{2\lambda })\sigma _3i\frac{u_z}{2}\sigma _2\frac{\mathrm{sinh}u}{2i\lambda }\sigma _1\right]\mathrm{\Psi }.$$
$`(4.8)`$
We introduce the matrix of Jost solutions (4.7), which are determined by the asymptotic formulas
$$\mathrm{\Psi }^\pm =(\mathrm{\Psi }_1^\pm ,\mathrm{\Psi }_2^{})=e^{ikx\sigma _3/2}(1+o(1)),x\pm \mathrm{}.$$
$`(4.9)`$
We set
$$\mathrm{\Psi }^+=\mathrm{\Psi }^{}T(\lambda ),T(\lambda )=\left(\begin{array}{cc}a(\lambda )& b(\lambda )\\ c(\lambda )& d(\lambda )\end{array}\right),\lambda =\overline{\lambda },$$
$`(4.10)`$
where $`T(\lambda )`$ is the transition matrix. It has the properties following from (4.7) and (4.10)
$$T(\lambda )=\sigma _2T(\lambda )\sigma _2,\overline{T}(\lambda )=T(\frac{1}{\overline{\lambda }}),$$
$`(4.11)`$
and also the unimodularity property $`detT(\lambda )=1`$. From (4.11), we have
$$\overline{a}(\lambda )=a(\frac{1}{\overline{\lambda }}),\overline{b}(\lambda )=b(\frac{1}{\overline{\lambda }}),$$
$`(4.12)`$
where the second involution takes place, strictly speaking, for $`\lambda =\overline{\lambda }`$. It, however, admits an analytic continuation into some domain in the complex plane (we do not need more detailed information about that domain in what follows). We set $`\varphi ^\pm =\mathrm{\Psi }^\pm e^{ikx\sigma _3/2}=(\varphi _1^\pm ,\varphi _2^{})`$. Then the Volterra integral equations for the direct problem, which are equivalent to (4.7), become
$$\varphi _j^\pm (x,\lambda )=e_j+𝑑x^{}g_j^\pm (xx^{},\lambda )Q(x^{},\lambda )\varphi _j^\pm (x^{},\lambda ),$$
$`(4.13)`$
where $`j=1,2,e_1=(1,0)^T,e_2=(0,1)^T`$, the $`Q`$ matrix is
$$Q(x,\lambda )=\left(\begin{array}{cc}\frac{\mathrm{cosh}u1}{2i\lambda }& \frac{\mathrm{sinh}u}{2\lambda }+\frac{iu_z}{2}\\ \frac{\mathrm{sinh}u}{2\lambda }\frac{iu_z}{2}& \frac{\mathrm{cosh}u1}{2i\lambda }\end{array}\right),$$
and $`g_j^\pm `$ are the bare Green’s functions
$$g_1(x,\lambda )=\theta (x)diag(1,e^{ikx}),$$
$`(4.14)`$
$$g_2(x,\lambda )=\pm \theta (\pm x)diag(e^{ikx},1)$$
It follows from (4.13) that
$$\varphi _1^+,\varphi _2^{}H(\mathrm{\Omega }^+),\varphi _1^{},\varphi _2^+H(\mathrm{\Omega }^{}),$$
$`(4.15)`$
where $`H(\mathrm{\Omega })`$ is the class of functions that are analytic in the domain $`\mathrm{\Omega }`$, and $`\mathrm{\Omega }^+=\{\lambda :Im\lambda >0\}.`$
Taking (4.10) and (4.13) into account, we have the integral representations for the scattering data $`a(\lambda )`$ $`b(\lambda )`$,
$$a(\lambda )=1𝑑x<e_1^T,Q(x,\lambda )\varphi _1^+(x,\lambda )>,$$
$`(4.16)`$
$$b(\lambda )=𝑑xe^{ik(\lambda )x}<e_1^T,Q(x,\lambda )\varphi _2^+(x,\lambda )>,$$
$`(4.17)`$
where $`<,>`$ denotes the scalar product of vectors in $`C^2`$. In the standard way, Eq. (4.8) implies the relations that describe the spectral data evolution,
$$a(y,\lambda )=a(y,0),b(y,\lambda )=b(0,\lambda )e^{l(\lambda )y},$$
$`(4.18)`$
from which it can be easily seen that the condition that $`b(y,\lambda )`$ be finite for any $`y>0`$ implies
$$b(\lambda )=0,\lambda =\overline{\lambda }<0,$$
$`(4.19)`$
and a gap thus appears in the spectrum of the associated linear problem (see also . Turning to (4.17), we see that a condition similar to (4.5) emerges in terms of the functions $`u(x,0)`$ and $`u_y(x,0)`$.
We consider in more detail the properties of the coefficient $`a(\lambda )`$. It follows from (4.16) that $`a(\lambda )=1+O(1/\lambda )`$ as $`|\lambda |\mathrm{}`$ and $`a(\lambda )H(\mathrm{\Omega }^+)`$ and the unimodularity of $`T(\lambda )`$ and Eq. (4.19) imply that $`a(\lambda )a(\lambda )=1`$. Therefore, using (4.16), we conclude that $`a(0)=1`$. Assuming now that there exist simple zeros of the coefficient $`a(\lambda ),a(\lambda _n)=0,Im\lambda _n>0,n=1,\mathrm{}N`$, and recalling the condition $`u=\overline{u}`$ together with Eq. (4.12), we obtain one more representation for $`a(\lambda )`$,
$$a(\lambda )=\underset{n=1}{\overset{2N_1}{}}\frac{\lambda \lambda _n}{\lambda +\lambda _n}\underset{m=2N_1+1}{\overset{2N_1+N_2}{}}\frac{(\lambda \lambda _m)(\lambda \frac{1}{\overline{\lambda }_m})}{(\lambda +\lambda _m)(\lambda +\frac{1}{\overline{\lambda }_m})},$$
$`(4.20)`$
where $`2N_1+2N_2=N`$ and the zeros $`\lambda _n,\mathrm{\hspace{0.33em}1}n2N_1,`$ belong to the unit circle (the analogues of kinks for the hyperbolic version of the $`\mathrm{sin}`$-Gordon equation ). The zeros $`\lambda _m`$ and $`1/\overline{\lambda }_m,\mathrm{\hspace{0.33em}2}N_1+1m2N_1+N_2`$ constitute an inversion with respect to the unit circle (the analogues of breathers ). It is obvious that there is no topological charge in the model, in contrast to the equation $`\mathrm{}u=\mathrm{sin}u`$ (see ).
It follows from the first relation in (4.18) that $`\mathrm{ln}a(\lambda )`$, in particular, can be considered a generating functional of the integrals of ”motion”. The standard procedure brings the system of equations for the elements of the column $`\varphi _1^+`$ to the Riccati equation
$$F_x+Q_{12}F^2=ik(\lambda )F+(Q_{22}Q_{11})F+Q_{21},$$
$`(4.21)`$
where $`F=\varphi _{21}^+/\varphi _{11}^+`$. Further, we obtain
$$\mathrm{ln}a(\lambda )=_{\mathrm{}}^{\mathrm{}}𝑑x[Q_{11}+Q_{12}F].$$
$`(4.22)`$
Setting
$$F=\underset{k=0}{\overset{\mathrm{}}{}}F_k\lambda ^k,|\lambda |0,F=\underset{k=1}{\overset{\mathrm{}}{}}F_k\lambda ^k,|\lambda |\mathrm{},$$
$$R=Q_{11}+Q_{12}F=\underset{k=0}{\overset{\mathrm{}}{}}R_k\lambda ^k,|\lambda |0,R=\underset{k=1}{\overset{\mathrm{}}{}}R_k\lambda ^k,|\lambda |\mathrm{},$$
we see from (4.21) that
$$R_1=i[(\mathrm{cosh}u1)/2+u_z^2/2]+iu_x^2/2i_x^2\mathrm{ln}(\mathrm{cosh}u/2)(\mathrm{cosh}u1)/2_x(u_z/\mathrm{sinh}u),$$
$$R_0=_x\mathrm{ln}\mathrm{cosh}u/2,R_1=i[(\mathrm{cosh}u1)/2+u_z^2/2),R_2=(1/8)_x(u_z^2),$$
and so on. Since the left-hand side of (4.22) does not depend on $`y`$, the rigth-hand side can be evaluated at $`y=0`$, which gives an infinite number of conservation laws.
Now let
$$\mathrm{ln}a(\lambda )=\underset{s=1}{\overset{\mathrm{}}{}}I_s\lambda ^s,|\lambda |\mathrm{}$$
and
$$\mathrm{ln}a(\lambda )=\underset{s=0}{\overset{\mathrm{}}{}}I_s\lambda ^s,|\lambda |0.$$
It follows from (4.12) that $`I_s=\overline{I}_s,I_{2s}=0`$ and $`I_0=0`$. Using (4.20)-(4.22), we arrive at the trace identity
$$\frac{2}{2s1}[\underset{m=1}{\overset{2N1}{}}\lambda _m^{2s1}+\underset{n=2N_1+1}{\overset{2N_1+N_2}{}}(\lambda _n^{2s1}+\overline{\lambda }_n^{2s+1})]=𝑑xR_{2s1}(x),$$
$`(4.23)`$
where $`s=1,2,\mathrm{}.`$ The functions $`R_{2s}`$ are either equal to zero or given by total derivatives in $`x`$, their integrals vanishing in view of (4.2).
We now solve the inverse problem. The standard argument employing the analytic properties of solutions $`\varphi _{1,2}^\pm `$ leads to the Riemann problem of reconstructing a piecewise-analytic vector function from its jump on the boundary $`(\lambda =\overline{\lambda })`$:
$$\frac{\varphi _2^+(x,y,\lambda )}{a(\lambda )}=\varphi _2^{}(x,y,\lambda )+r(y,\lambda )e^{ik(\lambda )x}\varphi _1^+(x,y,\lambda ),$$
$`(4.24)`$
where $`r(y,\lambda )=b(y,\lambda )/a(\lambda )=b(0,\lambda )/a(\lambda )e^{l(\lambda )y}=r(0,\lambda )e^{l(\lambda )y}`$ is the reflection coefficient. After some calculations, we finally obtain the system of singular integral inverse scattering equations
$$\varphi _1^+=e_1+i\underset{n=1}{\overset{N}{}}\frac{m_n(y)e^{ik(\lambda _n)x}}{\lambda +\lambda _n}\sigma _2\varphi _{1n}^+(x,y)_0^{\mathrm{}}\frac{d\mu }{2\pi }\frac{r(y,\mu )e^{ik(\mu )x}}{\mu +\lambda +i0}\sigma _2\varphi _1^+(\mu ),$$
$`(4.25)`$
$$\varphi _{1m}^+=e_1+i\underset{n=1}{\overset{N}{}}\frac{m_n(y)e^{ik(\lambda _n)x}}{\lambda _m+\lambda _n}\sigma _2\varphi _{1n}^+(x,y)_0^{\mathrm{}}\frac{d\mu }{2\pi }\frac{r(y,\mu )e^{ik(\mu )x}}{\mu +\lambda _m}\sigma _2\varphi _1^+(\mu ),$$
$`(4.26)`$
where $`N=2(N_1+N_2)`$ and $`m_n=b_n/a^{}(\lambda _n)`$ are the discrete spectrum transition coefficients such that $`m_n=\lambda _n^2\overline{m}_n`$ for $`1n2N_1`$ and $`m_n=\overline{\lambda }_n^2m_{n+N_2}`$ for $`2N_1+1n2N_1+N_2.`$ In Eqs. (4.25) and (4.26), further, $`\varphi _1^+(x,y,\lambda ),`$ and $`\varphi _{1n}^+(x,y)`$ are the respective eigenfunctions of the continuous and the discrete spectra.
The formulas for reconstructing the potential should be added to the system given by (4.25) and (4.26). Setting
$$\varphi ^+(x,y,\lambda )=\underset{k=0}{\overset{\mathrm{}}{}}\varphi _k^+(x,y)\lambda ^k,|\lambda |0,$$
we insert this expansion into the matrix equation as $`\varphi ^+`$ and compare it with the corresponding expansion (4.7). We thus obtain one of the formulas for reconstructing the potential,
$$i\mathrm{sinh}\frac{u}{2}=\underset{n=1}{\overset{N}{}}\frac{\varphi _{11n}^+e^{ik(\lambda _n)x}}{\lambda _n}m_n(y)_0^{\mathrm{}}\frac{d\mu }{2\pi i}\frac{r(y,\mu )}{\mu }\varphi _{11}^+(x,y,\mu )e^{ik(\mu )x}.$$
$`(4.27)`$
A similar expansion for $`|\lambda |\mathrm{}`$ yields
$$\frac{u_xiu_y}{4}=\underset{i=1}{\overset{N}{}}\varphi _{11n}^+e^{ik(\lambda _n)x}m_n(y)_0^{\mathrm{}}\frac{d\mu }{2\pi i}r(y,\mu )\varphi _{11}^+(x,y,\mu )e^{ik(\mu )x}.$$
$`(4.28)`$
Relations (4.25)-(4.28) allow us to construct the simplest solutions of Eq. (4.1). We first consider the ”no-soliton” case $`a(\lambda )=1`$. Then system (4.25), in which $`r\mathrm{},`$ can be easily iterated, the first iteration giving $`\varphi _{11}^+(r,\lambda )=1+O(1/r).`$ Using (4.27) and also the fact that $`u(r,\alpha )0`$ as $`r\mathrm{}`$ for $`\alpha [0,\pi ],`$ we obtain
$$u(r,\alpha )_0^{\mathrm{}}\frac{d\mu }{\pi }\frac{b(0,\mu )}{\mu }e^{rf(\mu )},$$
$`(4.29)`$
where $`f(\mu )=ik(\mu )\mathrm{cos}\alpha l(\mu )\mathrm{sin}\alpha `$. Assuming that $`b(\mu )`$ can be analytically continued into the required domain in the complex plane, we obtain
$$u(r,\alpha )\frac{b(0,ie^{i\alpha })}{\sqrt{\pi r}}e^{2r}[1+O(\frac{e^{2r}}{r})],r\mathrm{}$$
$`(4.30)`$
Comparing this with (4.6), we see that the only difference in the two expressions is the replacement $`b_Bb`$ and that (4.30) becomes (4.6) with sufficiently weak fields. This effect can be called a quasi-linear Debye screening: the scale of the screening is the same as in the linear case, and the influence of strong fields amounts to renormalization of the preexponential factor - the effective charge of the boundary - which contributes to the asymptotic behavior of the potential.
We now set $`b(\lambda )=0,\mathrm{\hspace{0.33em}0}\lambda \mathrm{},`$ which means that we consider the case of reflectionless potentials. The system of inverse scattering transform equations then reduces to a system of linear algebraic equations. Recalling (4.28), we obtain the ”$`N`$-soliton” solution
$$u(x,y)=2\mathrm{ln}\frac{\mathrm{\Delta }^+}{\mathrm{\Delta }^{}},\mathrm{\Delta }^\pm =det(\delta _{mn}\pm \frac{im_n(y)}{\lambda _m+\lambda _n}\mathrm{exp}i\frac{x}{2}[k(\lambda _n)k(\lambda _m)]).$$
$`(4.31)`$
where $`1m,nN`$. One of the simplest solutions (the analogue of a breather) corresponds to setting $`N_1=0,N_2=1,\lambda _1=1/\overline{\lambda }_2=\mathrm{exp}(\gamma +i\theta ),`$ and $`m_1(0)=\lambda _1^2m_2(0)=\mathrm{exp}(\delta +i\rho )`$. It follows from (4.31) that
$$u(x,y)=2\mathrm{ln}\frac{1+h}{1h},h=\frac{\mathrm{sin}[2r\mathrm{sinh}\gamma \mathrm{cos}(\theta +\alpha )+\rho \theta )]\mathrm{coth}\gamma }{\mathrm{cosh}[2r\mathrm{cosh}\gamma \mathrm{sin}(\theta +\alpha )+\gamma \delta \mathrm{ln}\frac{\mathrm{tanh}\gamma }{2}]}.$$
$`(4.32)`$
In the general case where $`(\theta +\alpha 0,\pi ),`$ this solution describes a charge-density wave, which falls off as $`r\mathrm{}`$ according to the law
$$u\mathrm{exp}(2r\mathrm{cosh}\gamma |\mathrm{sin}(\theta +\alpha )|.$$
$`(4.33)`$
The parameters involved in (4.32) can be related to the values of the field at the boundary $`y=0`$ by the trace identities (4.23), which now become
$$\mathrm{cosh}\gamma \mathrm{cos}\theta =\frac{1}{32}𝑑xu_x(x,0)u_y(x,0),$$
$`(4.34)`$
$$\mathrm{cosh}\gamma \mathrm{sin}\theta =\frac{1}{32}𝑑x[4(\mathrm{cosh}u(x,0)1)+\frac{1}{2}(u_x^2(x,0)u_y^2(x,0))].$$
$`(4.35)`$
As can be seen from (4.32), the field does not fall off for $`\theta +\alpha =\pi `$, which means that a long-range order occurs in that direction, i.e., there is a coherent structure describing the distribution of the electric field and plasma component densities with a considerable charge separation. We also note that for $`h=\pm 1`$, solution (4.32) becomes singular (we do not consider this case here).
Another simple solution (the analogue of a kink) that follows from (4.31) is obtained by taking $`N_1=1,N_2=0,\lambda _n=e^{i\theta _n},n=1,2,m_{1,2}(0)=ie^{\delta _{1,2}+i\theta _{1,2}}`$:
$$h=\frac{\mathrm{cosh}[2r\mathrm{sin}(\frac{\theta _1\theta _2}{2})\mathrm{cos}(\frac{\theta _1+\theta _2}{2}+\alpha )\frac{\delta _1\delta _2}{2}]\mathrm{cot}\frac{\theta _1+\theta _2}{2}}{\mathrm{sinh}[2r\mathrm{cos}(\frac{\theta _1\theta _2}{2})\mathrm{sin}(\frac{\theta _1+\theta _2}{2}+\alpha )\frac{\delta _1+\delta _2}{2}\mathrm{ln}(\frac{1}{2}\mathrm{tan}\frac{\theta _1+\theta _2}{2})]}.$$
$`(4.36)`$
This case corresponds to the nonlinear Debye screening. As $`r\mathrm{}`$ , we have
$$he^{2r\mathrm{sin}(\theta _1+\alpha )+2\delta _1}+e^{2r\mathrm{sin}(\theta _2+\alpha )+2\delta _2},\mathrm{\hspace{0.33em}0}<\frac{\theta _1+\theta _2}{2}+\alpha <\pi .$$
$`(4.37)`$
The term with the smallest coefficient in front of $`2r`$ survives in the exponent of (4.37). Because this coefficient is always less than one, the field falls off more slowly under the nonlinear Debye screening than in the quasi-linear case, and, moreover, the fall-off is anisotropic. The parameters characterizing the fall-off (4.37) can be related to the boundary values of the fields using trace formulas (4.34) and (4.35) if we replace $`\mathrm{cosh}\gamma `$ there by $`\mathrm{cos}\frac{\theta _1\theta _2}{2}`$, and also $`\theta `$ by $`\frac{\theta _1+\theta _2}{2}`$.
The slower fall-off of the potential under the nonlinear Debye screening can be explained by the pressure of the electric field, which ”pushes aside” the electrons and ions in the polarization cloud surrounding the boundary. The collective nonlinear phenomena observed here - the threadlike ”radiographic examination” of the plasma with the electric field and its slower fall-off law - seem to take place only in the two-dimensional case. The field between the piontlike charges then decreases more slowly than in three dimensions, which explains the appearance of long-range correlations.
We now consider several thermodynamic relations and also those involving energy. The full energy of the medium (using dimensionless quantities) is
$$E=𝑑x𝑑y[(u)^2+4u\mathrm{sinh}u].$$
$`(4.38)`$
In the linear case, this relation can be represent as
$$E=𝑑x𝑑y[(u)^2+4u^2]=E_f^{(x)}+E_f^{(y)}+E_p.$$
$`(4.39)`$
Using (4.3) and the relation
$$𝑑xe^{i[k(\lambda )+k(\mu )]x}=(2\pi /(\lambda l(\lambda )))\delta (\mu 1/\lambda ),$$
we evaluate $`E_f^{(x)},E_f^{(y)}`$ and $`E_p`$ with the result
$$E_f^{(x)}=\frac{1}{\pi }_0^{\mathrm{}}\frac{d\lambda }{\lambda }|b_B(\lambda )|^2(\frac{k(\lambda )}{l(\lambda )})^2,E_f^{(y)}=\frac{1}{\pi }_0^{\mathrm{}}\frac{d\lambda }{\lambda }|b_B(\lambda )|^2,$$
$`(4.40)`$
where
$$E=\frac{2}{\pi }_0^{\mathrm{}}\frac{d\lambda }{\lambda }|b_B(\lambda )|^2.$$
$`(4.41)`$
Restricting ourselves to the ”no-soliton” sector in the nonlinear case, we can exactly evaluate the quantities analogous to those found above only for the sum $`E_f^{(x)}+E_f^{(y)}`$ and only for the continuous spectrum (the integrals diverge in the other cases). From (4.28), we see that
$$\frac{u_xiu_y}{4}=_0^{\mathrm{}}\frac{d\mu }{2\pi i\mu }r(y,\mu )\chi _{11}^+(x,y,\mu ),$$
where we introduce the function $`\chi _1^\pm (x,y,\lambda )=\varphi _1^\pm (x,y,\lambda )e^{ik(\lambda )x}.`$ It now follows that
$$𝑑x𝑑y(u_x^2+u_y^2)=4_0^{\mathrm{}}\frac{d\mu d\lambda }{\pi \mu \lambda }r(0,\mu )\overline{r}(0,\lambda )_0^{\mathrm{}}𝑑ye^{[l(\lambda )+l(\mu )]x}𝑑x\chi _{11}^+(x,\mu )\overline{\chi }_{11}^+(x,\lambda ).$$
$`(4.42)`$
To evaluate the integral, therefore, we must know the orthogonality relations for the functions $`\chi _{11}^+(x,\lambda ).`$ The method for obtaining these is to write the integral equations for $`\chi _{11}^+(x,\lambda )`$ and $`\overline{\chi }_{11}^+(x,\lambda )`$ and then multiply them using the formulas
$$𝑑x\theta (\xi x)e^{i[k(\lambda )k(\mu )](x\xi )}=\frac{\pi \mu \delta (\lambda \mu )}{l(\mu )}iP\frac{1}{k(\lambda )k(\mu )},$$
$$𝑑x\theta (\xi _1x)\theta (\xi _2x)e^{i[k(\lambda )k(\mu )]xik(\lambda )\xi _1+ik(\mu )\xi _2}=(\frac{\pi \mu \delta (\lambda \mu )}{l(\mu )}iP\frac{1}{k(\lambda )k(\mu )})\mathrm{\Gamma }_0,$$
where $`P`$ denotes the principal value and $`\mathrm{\Gamma }_0=e^{ik(\mu )\xi _1+ik(\mu )\xi _2}`$, $`\xi _1>\xi _2`$; $`e^{ik(\lambda )\xi _2ik(\lambda )\xi _1}`$, $`\xi _2>\xi _1;1`$, $`\xi _1=\xi _2.`$ After some calculations, we find
$$𝑑x\chi _{11}^+(x,\mu )\overline{\chi }_{11}^+(x,\lambda )=\frac{\pi \mu \delta (\lambda \mu )}{l(\mu )}(|a(\mu )|^2+1)iP\frac{a(\lambda )\overline{a}(\mu )1}{k(\lambda )k(\mu )},$$
and finally
$$𝑑x𝑑y(u_x^2+u_y^2)=\frac{1}{2\pi }_0^{\mathrm{}}\frac{d\mu }{\mu }|b(\mu )|^2\left(1+\frac{1}{|a(\mu )|^2}\right)\left(\frac{k^2(\mu )}{l^2(\mu )}+1\right).$$
$`(4.43)`$
In the linear limit as $`u0(a(\mu )=1)`$ and $`b(\mu )b_B(\mu ),`$ this expression becomes equal to (4.41).
We consider the problem of the charge of the medium (as a whole). Its total value is
$$4_{R^2}𝑑x𝑑y\mathrm{sinh}u=_{R^2}𝑑x𝑑y\mathrm{}u=𝑑\xi u_y(\xi ,0).$$
$`(4.44)`$
Whenever the solution $`u`$ is singular, a term given by the sum of integrals along the contour that cuts out the singularities should be added to the right-hand side of (4.44). Using the ”breather” solution and evaluating this sum, we can show that this term vanishes and we have (4.44) again. This relation, therefore, shows that the electric neutrality condition should be understood such that the total charge of the medium and of the boundary vanishes.
The trace identities (4.34) and (4.35) also have a very clear physical interpretation. To show this, we introduce the Maxwell stress tensor of the electric field: $`T_{\alpha \beta }=\widehat{E}_\alpha \widehat{E}_\gamma (1/2)\delta _{\alpha \gamma }\widehat{𝐄}^2`$, where $`\widehat{𝐄}=(\widehat{E}_x,\widehat{E}_y)`$ is the electric field vector. Because the field has a potential, we obtain
$$[curl\widehat{𝐄},\widehat{𝐄}]_\alpha =_\gamma T_{\alpha \gamma }2T_0_\alpha (\mathrm{cosh}\frac{e\mathrm{\Phi }}{T}1),$$
$`(4.45)`$
where
$$T_{\xi \eta }=\mathrm{\Phi }_\xi \mathrm{\Phi }_\eta ,T_{\eta \eta }=\frac{1}{2}(\mathrm{\Phi }_\xi ^2\mathrm{\Phi }_\eta ^2),$$
$`(4.46)`$
$`\xi =(\sqrt{T}/\alpha )x,\eta =(\sqrt{T}/\alpha )y`$ and $`\alpha =\sqrt{2\pi e^2n_0}.`$ It follows from (4.45) that
$$_\eta \left[T_{\eta \eta }2n_0T(\mathrm{cosh}\frac{e\mathrm{\Phi }}{T}1)\right]=_\xi T_{\eta \xi }.$$
$`(4.47)`$
On the other hand, evaluating the force applied to the boundary from the medium, we obtain $`\widehat{F}_\xi =0`$, and
$$\widehat{F}_\eta =2en_0_{R_+^2}𝑑\xi 𝑑\eta \mathrm{sinh}\frac{e\mathrm{\Phi }}{T}\mathrm{\Phi }_\eta =2Tn_0𝑑\xi (\mathrm{cosh}\frac{e\mathrm{\Phi }}{T}1).$$
$`(4.48)`$
Comparing (4.35)-(4.48) with (4.34) and (4.35), we see that the ”trace identities” involve the quantities that can be expressed through the Maxwell stress tensor and the force applied to the boundary.
We consider several properties of the parameter $`\gamma `$, entering (4.34) and (4.35), where we assume that $`\gamma =\gamma (T,n_0)`$. We note that the ”breather” solution degenerates as $`\gamma 0`$, all the eigenvalues of the auxiliary linear problem becoming equal. This degeneration occur in two ways: ( ) at $`n_0=n_c`$, where $`T`$ is arbitrary; (b) at $`T=T_c`$ where $`n_0`$ is arbitrary. Expanding the right-hand sides of these identities in the power series in $`(nn_c)`$ or $`(TT_c)`$, we find the behavior of $`\gamma `$ near the critical parameters $`n_c`$ and $`T_c`$.
In case a, it follows from (4.34) that $`\gamma \sqrt{2(n_cn)/n_c},`$ as $`nn_c.`$ This behavior of $`\gamma `$ occurs under the additional condition, which follows from (4.35),
$$𝑑\xi (\mathrm{cosh}\frac{e\mathrm{\Phi }_c}{T}1)=0,\mathrm{\Phi }_c=\mathrm{\Phi }(\sqrt{\frac{2\pi e^2n_c}{T}}\xi ,0).$$
$`(4.49)`$
A similar analysis in case b results in $`\gamma \sqrt{2(T_cT)/T}`$ as $`TT_c`$, with condition (4.49) replaced by
$$4𝑑\xi (\mathrm{cosh}\frac{e\mathrm{\Phi }_c}{T_c}1)=𝑑\xi \frac{e\mathrm{\Phi }_c}{T_c}\mathrm{sinh}\frac{e\mathrm{\Phi }_c}{T_c},\mathrm{\Phi }_c=\mathrm{\Phi }(\frac{\alpha \xi }{\sqrt{T_c}},0).$$
$`(4.50)`$
The degeneracy of the eigenvalues can probably be interpreted in this case as a certain ”phase” transition in the nonlinear medium. This hypothesis, however, requires a further analysis.
Note also, that the equation
$$\mathrm{}u=4\mathrm{sinh}u,$$
$`(4.51)`$
describing the plasmas at the negative temperatures, was solved in .
Acknowlegements
The authors are grateful to A.G. Izergin, P.P. Kulish, and V.N. Krasil’nikov for their attention to this work and their support at various stages.
This work was supported by Russian Foundation for Basic Research (Grants NNo. 96-01-00548, 98-01-01063).
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warning/0001/hep-ph0001248.html | ar5iv | text | # SIGNATURES OF EXTRA DIMENSIONS AT 𝒆𝜸 AND 𝜸𝜸 COLLIDERS
## 1 Introduction
The following is based on the talk with the same title delivered at $`𝒆^{\mathbf{}}𝒆^{\mathbf{}}\mathrm{𝟗𝟗}`$ by the author at the University of California, Santa Cruz. Most of the results and the discussion presented here are taken from Refs. \[?\] and \[?\].
The idea of using extra dimensions in describing physical phenomena is a fairly mature one and dates back to the early decades of the twentieth century. During that time, attempts at unifying the theories of electromagnetism and gravitation were made by assuming the existence of an extra spatial dimension <sup>?</sup>. More recently, extra dimensions have been considered in the context of super string theories. A new application of extra dimensional theories has been proposed in Refs. \[?\] and \[?\], where it was suggested that the fundamental scale of gravity $`𝑴_𝑭`$ could be as low as the weak scale $`𝚲_𝒘\mathbf{}\mathrm{𝟏}`$ TeV, assuming that there were $`𝒏`$ large compactified extra dimensions of size $`𝑹`$. Guass’ law in $`\mathrm{𝟒}\mathbf{+}𝒏`$ dimensions then yields
$$𝑴_𝑷^\mathrm{𝟐}\mathbf{}𝑴_𝑭^{𝒏\mathbf{+}\mathrm{𝟐}}𝑹^𝒏\mathbf{,}$$
(1)
where $`𝑴_𝑷\mathbf{}\mathrm{𝟏𝟎}^{\mathrm{𝟏𝟗}}`$ GeV is the Planck mass. The above relation (1) can be viewed as a reformulation of the hierarchy problem, in the sense that now one has the task of explaining the size of the extra dimensions.
It was shown in Refs. \[?\] and \[?\] that gravitational data allow $`𝒏\mathbf{}\mathrm{𝟐}`$, and for $`\mathrm{𝟐}\mathbf{}𝒏\mathbf{}\mathrm{𝟔}`$ relation (1) gives 1 fm $`\mathbf{<}\mathbf{}𝑹\mathbf{<}\mathbf{}`$ 1 mm. This proposal has significant phenomenological implications for collider experiments at the scale $`𝚲_𝒘`$, where Weak Scale Quantum Gravity (WSQG) effects are assumed to become strong. Lately, a great deal of effort has been made to constrain the proposal for WSQG <sup>?,?</sup>. In the case of $`𝒏\mathbf{=}\mathrm{𝟐}`$, the most stringent constraints come from astrophysical and cosmological observations<sup>?</sup>, and it is argued that $`𝑴_𝑭\mathbf{>}\mathbf{}\mathbf{\hspace{0.17em}\hspace{0.17em}100}`$ TeV <sup>?</sup>. However, terrestrial experimental data have constrained WSQG to have $`𝑴_𝑭\mathbf{>}\mathbf{}\mathbf{\hspace{0.17em}\hspace{0.17em}1}`$ TeV, and in the case of $`𝒏\mathbf{}\mathrm{𝟑}`$, there is no evidence for a more severe constraint. Assuming that quantum gravity effects are important at a scale $`𝑴_𝑺\mathbf{}\mathrm{𝟏}`$ TeV implies that future colliders with center of mass energy $`\sqrt{𝒔}\mathbf{}𝑴_𝑺`$ will be able to probe WSQG. We will assume that $`𝑴_𝑺\mathbf{=}𝑴_𝑭`$ in the rest of our discussion, for simplicity.
One possible future collider is the Next Linear Collider (NLC) with $`\sqrt{𝒔}\mathbf{}\mathrm{𝟏}`$ TeV. It has been shown<sup>?</sup> that it is possible to obtain $`𝜸`$-beams with energy and luminosity comparable to those of the $`𝒆`$-beams at such a facility, using Compton back scattered laser beams. Assuming the availability of such high energy $`𝜸`$-beams, we compute the cross sections for the processes $`𝜸𝒆\mathbf{}𝜸𝒆`$ and $`𝜸𝜸\mathbf{}𝜸𝜸`$<sup>a</sup><sup>a</sup>aWe note that the leading order contributions of WSQG to these processes, presented here, have the same form as those obtained from a leading order string theoretic calculation, although the string theoretic results have a different origin.<sup>?</sup> and will show that these processes can be used to probe WSQG over the phenomenologically interesting range 1 TeV$`\mathbf{<}\mathbf{}𝑴_𝑺\mathbf{<}\mathbf{}`$ 10 TeV, in which the scale of physics related to the question of hierarchy is expected to lie.
## 2 $`𝜸𝒆\mathbf{}𝜸𝒆`$ at an $`𝒆𝜸`$ collider
The Feynman diagrams that contribute to the process $`𝜸𝒆\mathbf{}𝜸𝒆`$ in the Standard Model (SM) at the leading order are the tree level $`𝒔`$\- and $`𝒖`$-channel diagrams. The leading WSQG contribution results from a sum over a tower of Kaluza-Klein (KK) gravitons exchanged in the $`𝒕`$-channel. This sum is divergent and is regulated here by using $`𝑴_𝑺`$ as an ultraviolet cutoff. Since we do not know the fundamental theory of gravity, the WSQG contribution that is obtained in this way can in principle have an unknown coefficient $`𝒘`$.<sup>?</sup> Then, the total amplitude including the contributions of SM and WSQG is given by $`𝓜^{\mathbf{(}𝑻𝑶𝑻\mathbf{)}}\mathbf{=}𝓜_{_{𝑺𝑴}}^{\mathbf{(}𝒔\mathbf{)}}\mathbf{+}𝓜_{_{𝑺𝑴}}^{\mathbf{(}𝒖\mathbf{)}}\mathbf{+}𝒘𝓜_{_{𝑾𝑺𝑸𝑮}}^{\mathbf{(}𝒕\mathbf{)}}`$. However, for an order of magnitude estimate of the size of the WSQG contribution, using $`𝓜^{\mathbf{(}𝑻𝑶𝑻\mathbf{)}}`$ with $`𝒘\mathbf{=}\mathbf{\pm }\mathrm{𝟏}`$, as we do later, is reasonable.
Let $`𝓜_{𝒊𝒋𝒌𝒍}`$, $`𝒊\mathbf{,}𝒋\mathbf{,}𝒌\mathbf{,}𝒍\mathbf{=}\mathbf{\pm }`$, denote the helicity amplitudes for $`𝜸𝒆\mathbf{}𝜸𝒆`$, where $`\mathbf{(}𝒊\mathbf{,}𝒋\mathbf{)}`$ are the helicities of the initial state $`\mathbf{(}𝜸\mathbf{,}𝒆\mathbf{)}`$, and $`\mathbf{(}𝒌\mathbf{,}𝒍\mathbf{)}`$ are the helicities of the final state $`\mathbf{(}𝜸\mathbf{,}𝒆\mathbf{)}`$, respectively. We define $`\mathbf{|}𝓜_{𝒊𝒋}\mathbf{|}^\mathrm{𝟐}`$ by
$$\mathbf{|}𝓜_{𝒊𝒋}\mathbf{|}^\mathrm{𝟐}\mathbf{}\underset{𝒌\mathbf{,}𝒍}{\mathbf{}}\mathbf{|}𝓜_{𝒊𝒋𝒌𝒍}\mathbf{|}^\mathrm{𝟐}\mathbf{,}$$
(2)
where the summation is performed over the final state helicities. We find,
$$\mathbf{|}𝓜_{\mathbf{+}𝒋}^{\mathbf{(}𝑻𝑶𝑻\mathbf{)}}\mathbf{|}^\mathrm{𝟐}\mathbf{=}\frac{\mathbf{}\mathrm{𝟑𝟐}𝝅^\mathrm{𝟐}}{𝒔𝒖}\mathbf{\left[}𝜶\mathbf{+}𝒘\mathbf{\left(}\frac{𝒔𝒖𝑫_𝒏}{\mathrm{𝟐}𝑴_𝑺^\mathrm{𝟒}}\mathbf{\right)}\mathbf{\right]}^\mathrm{𝟐}\mathbf{\left[}𝒔^\mathrm{𝟐}\mathbf{(}\mathrm{𝟏}\mathbf{+}𝒋\mathbf{)}\mathbf{+}𝒖^\mathrm{𝟐}\mathbf{(}\mathrm{𝟏}\mathbf{}𝒋\mathbf{)}\mathbf{\right]}\mathbf{,}$$
(3)
where $`𝑫_𝒏`$ is given by <sup>?</sup>
$$𝑫_𝒏\mathbf{(}𝒙\mathbf{)}\mathbf{}\mathrm{𝐥𝐧}\mathbf{\left(}\frac{𝑴_𝑺^\mathrm{𝟐}}{\mathbf{|}𝒙\mathbf{|}}\mathbf{\right)}\mathrm{𝐟𝐨𝐫}𝒏\mathbf{=}\mathrm{𝟐}\mathbf{;}𝑫_𝒏\mathbf{(}𝒙\mathbf{)}\mathbf{}\mathbf{\left(}\frac{\mathrm{𝟐}}{𝒏\mathbf{}\mathrm{𝟐}}\mathbf{\right)}\mathrm{𝐟𝐨𝐫}𝒏\mathbf{>}\mathrm{𝟐}\mathbf{.}$$
(4)
Let $`𝑬_𝒆`$ be the electron beam energy, and $`𝑬_𝜸`$ be the scattered $`𝜸`$ energy in the laboratory frame. The fraction of the beam energy taken away by the photon is then
$$𝒙\mathbf{=}\frac{𝑬_𝜸}{𝑬_𝒆}\mathbf{.}$$
(5)
We take the laser photons to have energy $`𝑬_𝒍`$. Then, the maximum value of $`𝒙`$ is given by $`𝒙_{𝒎𝒂𝒙}\mathbf{=}\mathbf{(}𝒛\mathbf{)}\mathbf{/}\mathbf{(}\mathrm{𝟏}\mathbf{+}𝒛\mathbf{)}`$, where $`𝒛\mathbf{=}\mathrm{𝟒}𝑬_𝒆𝑬_𝒍\mathbf{/}𝒎_𝒆^\mathrm{𝟐}`$, and $`𝒎_𝒆`$ is the electron mass. One cannot increase $`𝒙_{𝒎𝒂𝒙}`$ simply by increasing $`𝑬_𝒍`$, since this makes the process less efficient because of $`𝒆^\mathbf{+}𝒆^{\mathbf{}}`$ pair production through the interactions of the laser photons and the backward scattered $`𝜸`$-beam. The optimal value for $`𝒛`$ is given by $`𝒛_{_{𝑶𝑷𝑻}}\mathbf{=}\mathrm{𝟐}\mathbf{\left(}\mathrm{𝟏}\mathbf{+}\sqrt{\mathrm{𝟐}}\mathbf{\right)}`$. The photon number density $`𝒇\mathbf{(}𝒙\mathbf{,}𝑷_𝒆\mathbf{,}𝑷_𝒍\mathbf{)}`$ and average helicity $`𝝃_\mathrm{𝟐}\mathbf{(}𝒙\mathbf{,}𝑷_𝒆\mathbf{,}𝑷_𝒍\mathbf{)}`$ are functions of $`𝒙`$, $`𝑷_𝒆`$, $`𝑷_𝒍`$, and $`𝒛`$, however, we always set $`𝒛\mathbf{=}𝒛_{_{𝑶𝑷𝑻}}`$ in our calculations. The expressions for these two functions can be found in Ref. \[?\].
For various choices of $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟏}}\mathbf{)}`$ of the $`𝜸`$-beam and $`𝑷_{𝒆_\mathrm{𝟐}}`$ of the electron beam, the differential cross section $`𝒅𝝈\mathbf{/}𝒅𝛀`$ is given by
$$\frac{𝒅𝝈}{𝒅𝛀}\mathbf{=}\frac{\mathrm{𝟏}}{\mathbf{(}\mathrm{𝟖}𝝅\mathbf{)}^\mathrm{𝟐}}\mathbf{}\frac{𝒅𝒙𝒇\mathbf{(}𝒙\mathbf{)}}{𝒙𝒔_{𝒆𝒆}}\mathbf{\left[}\mathbf{\left(}\frac{\mathrm{𝟏}\mathbf{+}𝑷_{𝒆_\mathrm{𝟐}}𝝃_\mathrm{𝟐}\mathbf{(}𝒙\mathbf{)}}{\mathrm{𝟐}}\mathbf{\right)}\mathbf{|}𝓜_{\mathbf{+}\mathbf{+}}\mathbf{|}^\mathrm{𝟐}\mathbf{+}\mathbf{\left(}\frac{\mathrm{𝟏}\mathbf{}𝑷_{𝒆_\mathrm{𝟐}}𝝃_\mathrm{𝟐}\mathbf{(}𝒙\mathbf{)}}{\mathrm{𝟐}}\mathbf{\right)}\mathbf{|}𝓜_\mathbf{+}\mathbf{}\mathbf{|}^\mathrm{𝟐}\mathbf{\right]}\mathbf{,}$$
(6)
where $`𝒔_{𝒆𝒆}\mathbf{=}\mathrm{𝟒}𝑬_𝒆^\mathrm{𝟐}`$. Different choices of $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟏}}\mathbf{)}`$, in $`\mathbf{(}𝒇\mathbf{(}𝒙\mathbf{)}\mathbf{,}𝝃_\mathrm{𝟐}\mathbf{(}𝒙\mathbf{)}\mathbf{)}`$, and $`𝑷_{𝒆_\mathrm{𝟐}}`$ yield different polarization cross sections. We take $`\mathbf{|}𝑷_𝒍\mathbf{|}\mathbf{=}\mathrm{𝟏}`$ and $`\mathbf{|}𝑷_𝒆\mathbf{|}\mathbf{=}\mathbf{0.9}`$ for our calculations. Note that the expressions for $`\mathbf{|}𝓜_{\mathbf{+}\mathbf{+}}\mathbf{|}^\mathrm{𝟐}`$ and $`\mathbf{|}𝓜_\mathbf{+}\mathbf{}\mathbf{|}^\mathrm{𝟐}`$ are actually functions of the $`𝜸𝒆`$ center of mass energy squared $`\widehat{𝒔}\mathbf{=}𝒙𝒔_{𝒆𝒆}`$, and the center of mass scattering angle $`𝜽_{𝒄𝒎}`$. We also have $`𝒕\mathbf{}\widehat{𝒕}`$ and $`𝒖\mathbf{}\widehat{𝒖}`$, where $`\widehat{𝒕}\mathbf{=}\mathbf{}\mathbf{(}\widehat{𝒔}\mathbf{/}\mathrm{𝟐}\mathbf{)}\mathbf{(}\mathrm{𝟏}\mathbf{}\mathrm{𝐜𝐨𝐬}𝜽_{𝒄𝒎}\mathbf{)}`$ and $`\widehat{𝒖}\mathbf{=}\mathbf{}\mathbf{(}\widehat{𝒔}\mathbf{/}\mathrm{𝟐}\mathbf{)}\mathbf{(}\mathrm{𝟏}\mathbf{+}\mathrm{𝐜𝐨𝐬}𝜽_{𝒄𝒎}\mathbf{)}`$. We use Eq. (6) and the cuts $`𝜽_{𝒄𝒎}\mathbf{}\mathbf{[}𝝅\mathbf{/}\mathrm{𝟔}\mathbf{,}\mathrm{𝟓}𝝅\mathbf{/}\mathrm{𝟔}\mathbf{]}\mathbf{;}𝒙\mathbf{}\mathbf{[}\mathbf{0.1}\mathbf{,}𝒙_{𝒎𝒂𝒙}\mathbf{]}`$ to compute the $`𝜸𝒆\mathbf{}𝜸𝒆`$ cross sections. To obtain the $`𝑴_𝑺`$ reach, we have used the $`𝝌^\mathrm{𝟐}\mathbf{(}𝑴_𝑺\mathbf{)}`$ variable given by
$$𝝌^\mathrm{𝟐}\mathbf{(}𝑴_𝑺\mathbf{)}\mathbf{=}\mathbf{\left(}\frac{𝑳}{𝝈_{_{𝑺𝑴}}}\mathbf{\right)}\mathbf{\left[}𝝈_{_{𝑺𝑴}}\mathbf{}𝝈\mathbf{(}𝑴_𝑺\mathbf{)}\mathbf{\right]}^\mathrm{𝟐}\mathbf{,}$$
(7)
where $`𝑳`$ is the luminosity, $`𝝈_{_{𝑺𝑴}}`$ is the SM cross section, and $`𝝈\mathbf{(}𝑴_𝑺\mathbf{)}`$ is the SM $`\mathbf{\pm }`$ WSQG cross section as a function of $`𝑴_𝑺`$. We have taken $`𝑳\mathbf{=}\mathrm{𝟏𝟎𝟎}`$ fb<sup>-1</sup> per year for our calculations. We demand $`𝝌^\mathrm{𝟐}\mathbf{(}𝑴_𝑺\mathbf{)}\mathbf{}\mathbf{2.706}`$, corresponding to a one-sided $`\mathrm{𝟗𝟓}\mathbf{\%}`$ confidence level.
The cross sections for $`𝒘\mathbf{=}\mathbf{}\mathrm{𝟏}`$ are larger than the ones for $`𝒘\mathbf{=}\mathbf{+}\mathrm{𝟏}`$, as evident from Eq. (3). However, we note that it is more conservative to choose $`𝒘\mathbf{=}\mathbf{+}\mathrm{𝟏}`$, in order to avoid an overestimate of the effects, and in any case, this is the choice that follows from a straightforward use of the low energy effective Lagrangian. Nonetheless, in the following, we will present results indicating that the discovery reach of the NLC for the value of the parameter $`𝑴_𝑺`$ is approximately the same for $`𝒘\mathbf{=}\mathbf{\pm }\mathrm{𝟏}`$. Fig. (4) shows the effect of polarization on the cross section, where we have chosen $`𝑴_𝑺\mathbf{=}\mathrm{𝟐}`$ TeV and $`𝒏\mathbf{=}\mathrm{𝟒}`$. We see that the polarization choice $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒆_\mathrm{𝟐}}\mathbf{)}\mathbf{=}\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{)}`$ gives the dominant cross section at high energies. The differential cross sections with polarization $`\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{)}`$ at $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{=}\mathrm{𝟏𝟓𝟎𝟎}`$ GeV for SM, and SM + WSQG, with $`𝑴_𝑺\mathbf{=}\mathrm{𝟐}`$ TeV and $`𝒏\mathbf{=}\mathrm{𝟐}\mathbf{,}\mathrm{𝟒}`$, are presented in Fig. (4). We see that at this value of $`\sqrt{𝒔_{𝒆𝒆}}`$, due to spin-2 KK graviton exchange, the SM + WSQG angular distributions for $`𝜸𝒆\mathbf{}𝜸𝒆`$ are very different from the prediction of the SM. The SM + WSQG differential cross section with $`𝒏\mathbf{=}\mathrm{𝟐}`$ is enhanced in the forward direction, since $`\mathrm{𝐥𝐧}\mathbf{(}𝑴_𝑺^\mathrm{𝟐}\mathbf{/}\widehat{𝒕}\mathbf{)}\mathbf{}\mathbf{}`$ as $`𝜽_{𝒄𝒎}\mathbf{}\mathrm{𝟎}`$.
The $`𝑴_𝑺`$ reach at the NLC with center of mass energies of 500 GeV, 1000 GeV, and 1500 GeV, for the $`\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{)}`$ polarization choice, are shown in Fig. (4). The smallest reach in Fig. (4) is about 4 TeV for $`𝒏\mathbf{=}\mathrm{𝟒}`$ and $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{=}\mathrm{𝟓𝟎𝟎}`$ GeV and the largest reach is a bout 16 TeV for $`𝒏\mathbf{=}\mathrm{𝟐}`$ and $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{=}\mathrm{𝟏𝟓𝟎𝟎}`$ GeV. Note that the reach for $`𝒏\mathbf{=}\mathrm{𝟐}`$ at $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{=}\mathrm{𝟓𝟎𝟎}`$ GeV is about 7 TeV or approximately $`\mathrm{𝟏𝟒}\sqrt{𝒔_{𝒆𝒆}}`$. According to Eq. (7), the reach can be improved by increasing the luminosity $`𝑳`$. However, we have checked that using $`𝑳\mathbf{=}\mathrm{𝟐𝟎𝟎}`$ fb<sup>-1</sup> per year does not improve the reach significantly. We present the unpolarized NLC reach for $`𝒏\mathbf{=}\mathrm{𝟒}`$ and $`𝒘\mathbf{=}\mathbf{\pm }\mathrm{𝟏}`$ at $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{=}\mathrm{𝟏𝟓𝟎𝟎}`$ GeV in Fig. (4). We see that the effects of the sign of $`𝒘`$ on the reach are not significant. Comparing the curve marked $`\mathbf{(}\mathbf{1.5}\mathbf{,}\mathrm{𝟒}\mathbf{)}`$ in Fig. (4) with the curve for $`𝒘\mathbf{=}\mathbf{+}\mathrm{𝟏}`$ in Fig. (4) shows that the reach is enhanced with the use of the $`\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{)}`$, since the $`\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{)}`$ back-scattered $`𝜸`$-beam has a larger number of hard photons than the unpolarized beam.<sup>?</sup>
## 3 $`𝜸𝜸\mathbf{}𝜸𝜸`$ at a $`𝜸𝜸`$ collider
We consider the process $`𝜸\mathbf{(}𝒌_\mathrm{𝟏}\mathbf{)}𝜸\mathbf{(}𝒌_\mathrm{𝟐}\mathbf{)}\mathbf{}𝜸\mathbf{(}𝒑_\mathrm{𝟏}\mathbf{)}𝜸\mathbf{(}𝒑_\mathrm{𝟐}\mathbf{)}`$, where $`𝒌_\mathrm{𝟏}`$ and $`𝒌_\mathrm{𝟐}`$ are the initial and $`𝒑_\mathrm{𝟏}`$ and $`𝒑_\mathrm{𝟐}`$ are the final 4-momenta of the photons. This process has the advantage that it receives contributions from the SM only at the loop level and, therefore, could in principle be sensitive to new physics at the tree level. We define $`𝒔\mathbf{}\mathbf{(}𝒌_\mathrm{𝟏}\mathbf{+}𝒌_\mathrm{𝟐}\mathbf{)}^\mathrm{𝟐}\mathbf{,}𝒕\mathbf{}\mathbf{(}𝒌_\mathrm{𝟏}\mathbf{}𝒑_\mathrm{𝟏}\mathbf{)}^\mathrm{𝟐}`$, and $`𝒖\mathbf{}\mathbf{(}𝒌_\mathrm{𝟏}\mathbf{}𝒑_\mathrm{𝟐}\mathbf{)}^\mathrm{𝟐}`$. Helicity amplitudes are denoted by $`𝑴_{𝒊𝒋𝒌𝒍}`$, where $`𝒊\mathbf{,}𝒋\mathbf{,}𝒌\mathbf{,}𝒍\mathbf{=}\mathbf{\pm }`$, and $`\mathbf{(}𝒊\mathbf{,}𝒋\mathbf{)}`$ are the helicities of the $`\mathbf{(}𝒌_\mathrm{𝟏}\mathbf{,}𝒌_\mathrm{𝟐}\mathbf{)}`$ photons, and $`\mathbf{(}𝒌\mathbf{,}𝒍\mathbf{)}`$ are the helicities of the $`\mathbf{(}𝒑_\mathrm{𝟏}\mathbf{,}𝒑_\mathrm{𝟐}\mathbf{)}`$ photons. The 1-loop helicity amplitudes of the SM are in general complicated. However, in the limit $`𝒔\mathbf{,}\mathbf{|}𝒕\mathbf{|}\mathbf{,}\mathbf{|}𝒖\mathbf{|}\mathbf{}𝒎^\mathrm{𝟐}`$, where $`𝒎`$ is the mass of a $`𝑾`$ boson, a quark, or a charged lepton, these amplitudes can be approximated by those parts of them that receive logarithmic enhancements<sup>?</sup>. Except for the contribution of the top quark loop which does not affect our results significantly<sup>?</sup>, these leading amplitudes provide a good approximation at the energies of the NLC in the $`𝜸𝜸`$ collider mode. Each high energy $`𝜸`$-beam can be achieved by the back scattering of a laser beam from an $`𝒆`$-beam, as was discussed in the previous section. WSQG contributes to $`𝜸𝜸\mathbf{}𝜸𝜸`$ through the exchange of towers of KK gravitons in the $`𝒔`$-, $`𝒕`$-, and $`𝒖`$-channels at the leading order. The contents of this section have some overlap with the results of Ref. \[?\].
For various choices of the pairs $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟏}}\mathbf{)}`$ and $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟐}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟐}}\mathbf{)}`$ of the the two beams, the differential cross section $`𝒅𝝈\mathbf{/}𝒅𝛀`$ is given by
$$\frac{𝒅𝝈}{𝒅𝛀}\mathbf{=}\frac{\mathrm{𝟏}}{\mathrm{𝟏𝟐𝟖}𝝅^\mathrm{𝟐}𝒔_{𝒆𝒆}}\mathbf{}\mathbf{}𝒅𝒙_\mathrm{𝟏}𝒅𝒙_\mathrm{𝟐}\mathbf{\left[}\frac{𝒇\mathbf{(}𝒙_\mathrm{𝟏}\mathbf{)}𝒇\mathbf{(}𝒙_\mathrm{𝟐}\mathbf{)}}{𝒙_\mathrm{𝟏}𝒙_\mathrm{𝟐}}\mathbf{\right]}$$
$$\mathbf{\times }\mathbf{\left[}\mathbf{\left(}\frac{\mathrm{𝟏}\mathbf{+}𝝃_\mathrm{𝟐}\mathbf{(}𝒙_\mathrm{𝟏}\mathbf{)}𝝃_\mathrm{𝟐}\mathbf{(}𝒙_\mathrm{𝟐}\mathbf{)}}{\mathrm{𝟐}}\mathbf{\right)}\mathbf{|}𝑴_{\mathbf{+}\mathbf{+}}\mathbf{|}^\mathrm{𝟐}\mathbf{+}\mathbf{\left(}\frac{\mathrm{𝟏}\mathbf{}𝝃_\mathrm{𝟐}\mathbf{(}𝒙_\mathrm{𝟏}\mathbf{)}𝝃_\mathrm{𝟐}\mathbf{(}𝒙_\mathrm{𝟐}\mathbf{)}}{\mathrm{𝟐}}\mathbf{\right)}\mathbf{|}𝑴_\mathbf{+}\mathbf{}\mathbf{|}^\mathrm{𝟐}\mathbf{\right]}\mathbf{,}$$
(8)
where $`𝒙_\mathrm{𝟏}`$ and $`𝒙_\mathrm{𝟐}`$ are the energy fractions for the two beams, given by Eq. (5). Different choices of $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟏}}\mathbf{)}`$ and $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟐}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟐}}\mathbf{)}`$ in $`\mathbf{(}𝒇\mathbf{(}𝒙_\mathrm{𝟏}\mathbf{)}\mathbf{,}𝝃_\mathrm{𝟐}\mathbf{(}𝒙_\mathrm{𝟏}\mathbf{)}\mathbf{)}`$ and $`\mathbf{(}𝒇\mathbf{(}𝒙_\mathrm{𝟐}\mathbf{)}\mathbf{,}𝝃_\mathrm{𝟐}\mathbf{(}𝒙_\mathrm{𝟐}\mathbf{)}\mathbf{)}`$, respectively, yield different polarization cross sections.
The logarithmically enhanced SM amplitudes,used here, are valid when $`𝒔\mathbf{,}\mathbf{|}𝒕\mathbf{|}\mathbf{,}\mathbf{|}𝒖\mathbf{|}\mathbf{}𝒎_𝑾^\mathrm{𝟐}`$. However, we see that to have a good approximation, we must demand $`\widehat{𝒔}\mathbf{,}\mathbf{|}\widehat{𝒕}\mathbf{|}\mathbf{,}\mathbf{|}\widehat{𝒖}\mathbf{|}\mathbf{}𝒎_𝑾^\mathrm{𝟐}`$. To avoid restricting the phase space too much, and in order to have a good approximation to the SM amplitudes, we will impose the cuts $`𝜽_{𝒄𝒎}\mathbf{}\mathbf{[}𝝅\mathbf{/}\mathrm{𝟔}\mathbf{,}\mathrm{𝟓}𝝅\mathbf{/}\mathrm{𝟔}\mathbf{]}`$, $`𝒙_\mathrm{𝟏}\mathbf{}\mathbf{[}\sqrt{\mathbf{0.4}}\mathbf{,}𝒙_{\mathrm{𝟏}𝒎𝒂𝒙}\mathbf{]}`$, and $`𝒙_\mathrm{𝟐}\mathbf{}\mathbf{[}\sqrt{\mathbf{0.4}}\mathbf{,}𝒙_{\mathrm{𝟐}𝒎𝒂𝒙}\mathbf{]}`$, where $`𝒙_{\mathrm{𝟏}𝒎𝒂𝒙}\mathbf{=}𝒙_{\mathrm{𝟐}𝒎𝒂𝒙}\mathbf{=}\mathbf{(}𝒛\mathbf{)}\mathbf{/}\mathbf{(}\mathrm{𝟏}\mathbf{+}𝒛\mathbf{)}`$. These cuts ensure that the integrations are always performed in a region where $`\widehat{𝒔}\mathbf{,}\mathbf{|}\widehat{𝒕}\mathbf{|}\mathbf{,}\mathbf{|}\widehat{𝒖}\mathbf{|}\mathbf{>}𝒎_𝑾^\mathrm{𝟐}`$.
The results that are presented for $`𝜸𝜸\mathbf{}𝜸𝜸`$ here correspond to the choice $`𝒘\mathbf{=}\mathbf{+}\mathrm{𝟏}`$. The six SM + WSQG cross sections, for $`𝑴_𝑺\mathbf{=}\mathrm{𝟑}`$ TeV and $`𝒏\mathbf{=}\mathrm{𝟔}`$, in Fig. (4), correspond to six independent choices for the polarizations $`\mathbf{(}𝑷_{𝒆_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟏}}\mathbf{,}𝑷_{𝒆_\mathrm{𝟐}}\mathbf{,}𝑷_{𝒍_\mathrm{𝟐}}\mathbf{)}`$ of the electron and the laser beams of the photon collider. These cross sections are plotted versus the center of mass energy of the $`𝒆`$-beams, $`\sqrt{𝒔_{𝒆𝒆}}`$. The curves in this figure show a sensitive dependence on the choices of the polarizations for $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{>}\mathbf{}\mathbf{\hspace{0.17em}\hspace{0.17em}1}`$ TeV, with the $`\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{)}`$ polarization giving the largest cross section at high energies. In Fig. (4), choosing $`𝑴_𝑺\mathbf{=}\mathrm{𝟑}`$ TeV and $`𝒏\mathbf{=}\mathrm{𝟐}\mathbf{,}\mathrm{𝟔}`$, we compare the SM + WSQG cross sections with that of the SM in the typical proposed NLC center of mass energy range $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{}\mathbf{[}\mathrm{𝟓𝟎𝟎}\mathbf{,}\mathrm{𝟏𝟓𝟎𝟎}\mathbf{]}`$ GeV. We have chosen the $`\mathbf{(}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{,}\mathbf{+}\mathbf{,}\mathbf{}\mathbf{)}`$ polarization for all three curves, since this choice yields the largest gravity cross section, as shown in Fig. (4). The plots in Figs. (4), (4), and (4) show the $`\mathrm{𝟗𝟓}\mathbf{\%}`$ confidence level experimental reach for $`𝑴_𝑺`$ at NLC0.5, NLC1.0, and NLC1.5, respectively. The lowest reach in $`𝑴_𝑺`$ is about 2 TeV for $`𝒏\mathbf{=}\mathrm{𝟔}`$ at NLC0.5 and the largest $`𝑴_𝑺`$ reach is about 9 TeV for $`𝒏\mathbf{=}\mathrm{𝟐}`$ at NLC1.5. These values are obtained for $`𝑳\mathbf{=}\mathrm{𝟏𝟎𝟎}`$ fb<sup>-1</sup> per year.
## 4 Concluding Remarks
In the above, we showed that given $`\sqrt{𝒔_{𝒆𝒆}}\mathbf{}\mathrm{𝟏}`$ TeV, and $`𝑳\mathbf{}\mathrm{𝟏𝟎𝟎}`$ fb<sup>-1</sup> per year at the NLC with the photon collider option, WSQG can be probed over the interesting range 1 TeV $`\mathbf{<}\mathbf{}𝑴_𝑺\mathbf{<}\mathbf{}`$ 10 TeV, by studying $`𝜸𝒆\mathbf{}𝜸𝒆`$ and $`𝜸𝜸\mathbf{}𝜸𝜸`$. It was demonstrated that beam polarization plays an important role in optimizing the discovery reach for the signatures of WSQG. Since $`𝒆^{\mathbf{}}`$-beams can be polarized much more efficiently than $`𝒆^\mathbf{+}`$-beams, measurements of the signatures of WSQG in the channels discussed here can be best achieved at an $`𝒆^{\mathbf{}}𝒆^{\mathbf{}}`$ collider.
References |
warning/0001/cond-mat0001418.html | ar5iv | text | # BU-CCS-990401 LA-UR 00-118 Fourier Acceleration of Langevin Molecular Dynamics
## 1 Introduction
Molecular dynamics (MD) simulations play an important role in our fundamental understanding of the kinetics of molecular systems and provide a powerful tool for modeling a wide variety of materials including biomolecules. Although MD simulations have benefited tremendously from advances in high-performance computing, they suffer from the limitation arising from the numerical stiffness inherent in Newton’s equations. The result is that MD studies are generally restricted to short intervals of real time, from nanoseconds up to a few microseconds, even with heroic computational efforts. To overcome this difficulty, there is a growing effort to develop accelerated MD algorithms. (See, for example, . )
In contrast to molecular (or other discrete particle) systems with a Lagrangian data representation, there is a considerable variety of acceleration algorithms available for continuum field theories approximated on a regular grid or lattice. For example, grid-based simulations have made substantial progress with the advent of cluster Monte Carlo methods , Fourier acceleration , and multi-grid iterative solvers . Because the bulk properties of large aggregates of molecules can often be described by continuum mechanics, it is intuitively appealing that a corresponding method should apply in the molecular (or particulate) framework. Indeed, making this connection between the molecular and continuum scales is a central goal for multi-scale modeling projects. In this paper we show how one such continuum tool, namely Fourier acceleration, can be applied to Langevin MD without introducing any coarse-graining or mean-field approximations. The basic ingredient of the method is an exact mapping of the original particulate system onto a regular lattice of displacement fields. Although this mapping may prove useful in a broader context, we restrict our attention to Fourier acceleration of the Langevin equations for MD.
The idea of introducing a regular grid into MD is not new; grid-based recursive multipole expansions , for example, have been used for more than a decade to rapidly compute Coulomb interactions. More recently, hybrid atomistic-continuum techniques, such as the quasi-continuum method , use finite-element techniques to bridge microscopic and macroscopic length scales. Most applications of spectral methods to molecular systems, however, have been confined to the analysis of data (for example, structure and response functions).
By contrast, our procedure uses spectral analysis to modify and accelerate the dynamical evolution of the molecular system. Unique to this approach is the mapping of the actual position coordinates to a grid, and the ability to invert the mapping to displace the original off-lattice molecular coordinates. The introduction of the grid is a purely algorithmic device and is not tantamount to a coarse-graining or mean-field approximation of any kind; that is, the accelerated dynamics are still those of discrete particles. The result is a new, accelerated, stochastic dynamics that is significantly faster than standard Langevin MD, but still exactly preserves the equilibrium distribution. The fundamental tradeoff associated with this approach is that of speed versus faithfulness to the essential kinetics. Both of these desiderata are clearly specific to the system being studied and the phenomena that the model should faithfully represent.
The organization of this paper is as follows. Section 2 describes our procedure for mapping the particulate system to a regular lattice. This mapping is a prerequisite to the application of a Fourier-mode decomposition. In Section 3 we outline the Fourier-accelerated Langevin dynamics on the grid. We demonstrate the method in Section 4 by applying it to a $`\varphi ^4`$ model at its critical point. We then describe how to apply Fourier acceleration (FA) in conjunction with the lattice mapping in Section 5. As an example, in Section 6, we apply the method to the Langevin dynamics of a simple Lennard-Jones fluid. Extensions of the Fourier-accelerated molecular dynamics (FAMD) method and additional applications are discussed in Section 7.
## 2 Particle-to-Grid Mapping Procedure
There are many ways by which a molecular system can be transformed from (off-lattice) particle coordinates to a fiducial grid. Each has its advantages and disadvantages, depending upon the aim of the transformation. In this section we discuss one method that has proven to be particularly useful.
In one dimension, the simplest mapping procedure procedure is to sort the particles by their position coordinate. Each particle $`i`$ is given a permuted label $`n(i)`$ so that $`n(i)<n(j)`$ if $`x_i<x_j`$. Whereas the $`i`$ and $`j`$ indices are arbitrary labels, devoid of physical significance, the permuted labels are based on the sequence of particle positions and hence may be thought of as lying on a grid with some physical meaning. Because $`n(i)`$ is a permutation, it has inverse function $`i(n)`$ such that $`n(i())=`$. We now transform to new coordinates by the prescription $`X_n=x_{i(n)}`$. This mapping makes it possible to directly Fourier transform the new position coordinates,
$$\stackrel{~}{X}_k=\frac{1}{L}\underset{n}{}X_ne^{ikn}.$$
(2.1)
Note that this new spatial representation contains precisely the same amount of information as the original data. Also note that because this mapping is merely a geometrically motivated relabeling, all attributes, such as mass $`m_i`$, are automatically transfered to the new representation.
The multidimensional generalization of this method is not so straightforward. The problem of sorting the particles in more than one dimension is not well defined. There is, however, a very good and efficient approximation used by numerical analysts for load-balancing graphs on multiprocessor architectures, known as Recursive Coordinate Bisection (RCB) . To see how this algorithm works, consider a two-dimensional square domain containing $`N=L^2`$ particles, where $`L`$ is a power of 2. We first introduce a two-index label $`𝐢=(i_x,i_y)`$ for the particles, where
$`i_x(i)`$ $`=`$ $`i\text{mod}L`$ (2.2)
$`i_y(i)`$ $`=`$ $`(ii_x)/L,`$ (2.3)
$`i(𝐢)`$ $`=`$ $`i_x+(i_y1)L.`$ (2.4)
Thus the transformation from one-index labels $`i`$ to two-index labels $`𝐢`$ is a bijection. We can label the particles’ coordinates as $`𝐱_i=(x_i,y_i)`$, or equivalently as $`𝐱_𝐢=(x_𝐢,y_𝐢)=(x_{i(𝐢)},y_{i(𝐢)})`$. as with the $`i`$ labels for the one-dimensional case, these labels (both $`i`$ and $`𝐢`$) are assigned arbitrarily and devoid of physical content.
Whereas it is difficult to see how to order the one-index labels $`i`$, the RCB method provides a straightforward prescription for permuting the two-index labels $`𝐢`$ into a new set of two-index labels $`𝐧(𝐢)`$ that are based on the particles’ positions. Again, this function is a permutation, so it has an inverse $`𝐢(𝐧)`$, such that $`𝐧(𝐢())=`$. The $`𝐧`$’s may reasonably be taken to lie on a regular two-dimensional grid, and hence provide a set of independent variables with respect to which the new coordinates $`𝐗_𝐧𝐱_{𝐢(𝐧)}=𝐱_{i(𝐢(𝐧))}`$ can be Fourier transformed, just as in the one-dimensional example.
To accomplish this, the physical domain is first divided into left- and right-hand portions with equal numbers ($`N/2`$) of particles, by sorting the particles on their $`x`$ coordinates. The half with smaller $`x`$ coordinates will have $`1n_xL/2`$ and the half with larger $`x`$ coordinates will have $`L/2<n_xL`$. In binary notation, this labeling sets the most significant bit of the $`n_x`$ index to zero/one for the left/right halves. Next, we sort each set of $`N/2`$ particles by their $`y`$ coordinates to obtain 4 sets of $`N/4`$ particles, likewise setting the most significant bit in the $`n_y`$. This procedure is then applied recursively to each of the 4 boxes with $`N/4`$ particles, maintaining the alternation between the $`x`$ and $`y`$ axes. For systems of relatively uniform density, the resulting fiducial grid leads to a remarkably regular and local particle-labelling scheme. RCB is an order $`N\mathrm{log}N`$ algorithm with many obvious similarities to fast Fourier transforms.
## 3 Fourier Accelerated Langevin Dynamics
To demonstrate how Fourier Acceleration works, we consider in detail a simple (discrete-time) Langevin dynamics. The Langevin equation of motion for a system of $`N`$ particles is
$$𝐱_i(t+\mathrm{\Delta }t)=𝐱_i(t)+\frac{𝐟_i(t)}{2m_i}\left(\mathrm{\Delta }t\right)^2+𝐩_i(t)\mathrm{\Delta }t,$$
(3.1)
where the $`N`$ momenta are Gaussian random variables $`𝐩_i(t)𝐩_j(t^{})=\frac{1}{2}k_BTm_i\delta _{i,j}\delta _{t,t^{}}\mathrm{𝟏}`$. It is well known that this dynamics (in the limit of vanishing time step) samples the canonical-ensemble Boltzmann-Gibbs equilibrium distribution function,
$$P(𝐱_i,𝐩_i)=\frac{1}{Z}\mathrm{exp}\left[\beta \left(\frac{\beta p_ip_i}{2m_i}+V(𝐱_i)\right)\right],$$
(3.2)
where $`\beta 1/k_BT`$ and the force is $`f_i=V/𝐱_i`$.
For the moment, we set this result aside and consider lattice field problems for which Batrouni et al. have shown how to accelerate the approach to equilibrium in Fourier space. For example, consider fields $`\varphi _𝐱(t)`$ on a uniform grid with sites $`𝐱`$, obeying the equilibrium distribution,
$$P(\varphi _𝐱)=\frac{1}{Z}e^{S(\varphi _𝐱)}$$
(3.3)
with action $`S`$. This distribution is a fixed point of the discrete Langevin dynamics (as $`\mathrm{\Delta }t0`$),
$$\varphi _𝐱(t+\mathrm{\Delta }t)=\varphi _𝐱(t)K\frac{S(\varphi _𝐱)}{\varphi _𝐱}\left(\mathrm{\Delta }t\right)^2+\eta _𝐱(t)\mathrm{\Delta }t,$$
(3.4)
where $`\eta _𝐱(t)`$ are Gaussian random fields. This Markov process, however, is not the only one which drives the system to the equilibrium in Eq. (3.3). Indeed, the local dynamics of Eq. (3.4) generally exhibits long autocorrelation times near critical points. Batrouni et al. have shown how to accelerate such grid-based Langevin equations using a Fourier decomposition of the dynamics. The Fourier Acceleration (FA) method depends on the simple observation that any mobility (or inverse mass) matrix may be introduced by the substitutions, $`KK_{𝐱,𝐱^{}}`$ and $`\eta _𝐱(t)\eta _𝐱^{}(t)=K_{𝐱,𝐱^{}}\delta (t^{},t)\mathrm{𝟏}`$, without upsetting the equilibrium distribution of the fields. One such choice is a matrix $`K`$ which is diagonal in Fourier space. This choice leads to acceleration if the time steps for the slow (low wavenumber) modes are amplified.
$$\varphi _𝐱(t+\mathrm{\Delta }t)=\varphi _𝐱(t)+^1\left[\stackrel{~}{K}(𝐤)\left[\frac{S}{\varphi _𝐱}\right]\left(\mathrm{\Delta }t\right)^2+\sqrt{\stackrel{~}{K}(𝐤)}\eta _𝐤\mathrm{\Delta }t\right],$$
(3.5)
where $``$ represents a Fourier transform. A simple substitution of the field $`\varphi _𝐱`$ with the position of a particle $`𝐱_𝐢`$ would allow us to use Fourier methods. The mappings of Sec. 2 provide that substitution.
## 4 $`\varphi ^4`$ Model
To illustrate the above procedure we apply the FA technique to the $`\varphi ^4`$ model at the critical point in two dimensions. It has been shown by Batrouni et al. that critical slowing down is completely eliminated by FA in a purely Gaussian model. Of course, in that case, the modes completely decouple in momentum space and each can be integrated independently. For a nonlinear model with mode-coupling, it is not guaranteed that FA will work at all. It is also not clear a priori what the optimal choice of the mass matrix should be that will most rapidly drive the system to equilibrium or decorrelate the system once in equilibrium.
To gain experience in selecting the mass matrix for FAMD, we first studied a simpler system, namely the $`\varphi ^4`$ model in two dimensions at criticality. This model provides a qualitative (and in some cases quantitative) description of a displacive phase transition. The investigation of such transitions is one of our long-term goals. Surprisingly, the FA method applied to this system at its critical point has not been analyzed. However, Batrouni and Svetitsky have studied its application to first-order phase transitions in a $`\varphi ^4`$ model and found a significant speedup of tunneling between minima .
The Hamiltonian is given by,
$`\beta ([\varphi ])`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}\left[{\displaystyle \frac{\theta }{2}}\varphi _i^2+{\displaystyle \frac{\chi }{4}}\varphi _i^4+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu =1}{\overset{d}{}}}\left(\varphi _{i_\mu }\varphi _i\right)^2\right]`$ (4.1)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}\left[{\displaystyle \frac{\stackrel{~}{\theta }}{2}}\varphi _i^2+{\displaystyle \frac{\chi }{4}}\varphi _i^4{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu =1}{\overset{2d}{}}}\varphi _i\varphi _{i_\mu }\right],`$
where
$$\stackrel{~}{\theta }=2d\theta .$$
(4.2)
This system exhibits critical behavior along a line of critical parameters, $`\chi `$ and $`\theta `$. We simulated the system at the critical point, $`\chi =1.0`$, $`\theta =1.265`$, which was numerically determined previously by Toral and Chakrabarti .
We updated this system using the Fourier accelerated Langevin equation described above, namely,
$$\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)+^1\left[K(𝐤)\left(\frac{\delta }{\delta \varphi }\right)+\sqrt{k_BTK(𝐤)}\stackrel{~}{\eta }(𝐤)\right],$$
(4.3)
where $`\stackrel{~}{\eta }(𝐤)`$ represents the Fourier transformed Gaussian noise with $`\eta =0`$ and $`\eta ^2=1`$, and $`K(𝐤)`$ represents the mass matrix which gives us the desired acceleration. We chose the mass matrix to be the lattice propagator of the free theory,
$$K(𝐤)=\frac{4d+m^2}{4_{\mu =1}^d\mathrm{sin}^2\frac{k_\mu }{2}+m^2}\left(\mathrm{\Delta }t\right)^2,$$
(4.4)
where the parameter $`m`$ is expected to be order $`1/\xi `$ or $`1/L`$ for finite-size scaling . The value of this parameter was adjusted during trial simulations by setting $`m=c/L`$ for different values of the constant $`c`$. We report the results for $`c=4\sqrt{2}`$. As a check, we repeated the simulations without Fourier acceleration using the pure Langevin update,
$$\varphi _i(t+\mathrm{\Delta }t)=\varphi _i(t)+\frac{\mathrm{\Delta }t^2}{2}f(\varphi )+\sqrt{k_BT}\eta ,$$
(4.5)
where $`\eta `$ is a zero-mean unit-variance Gaussian random variable and the force term, $`f(\varphi )`$, is,
$$f(\varphi )=\frac{\delta }{\delta \varphi }=\underset{i=1}{\overset{N}{}}\left(\stackrel{~}{\theta }\varphi _i\chi \varphi _i^3\underset{\mu =1}{\overset{2d}{}}\varphi _{i_\mu }\right).$$
(4.6)
Finite-size scaling simulations were conducted for $`L\times L`$ system sizes where $`L=2`$, 4, 8, 16, 32, 64 using the FA Langevin update and for $`L=2`$, 4 , 8, 16 for the pure Langevin case. A time step of $`\mathrm{\Delta }t=0.05`$ was used. Note that our time step corresponds to $`\sqrt{ϵ}`$ in Ref. and thus should give very little discretization error. We ran each system for time that is approximately 1000 times longer the correlation time estimated from trial simulations. The results are shown in Fig. 2. The normalized correlation functions, $`C(t)=E(0)E(t)/E(0)E(0)`$, were computed from the time series of the energy density. Correlation times $`\tau `$ for each $`L`$ were computed by fitting the region $`0.3C(t)0.6`$ to $`\mathrm{exp}(t/\tau )`$. Error bars were estimated from the standard deviation of the values of $`\tau `$ measured from five independent time series per system. Average energies and standard deviations of 10 blocked averages were measured for each system size and update algorithm. These results are listed in Table 1.
In Fig. 2 we compare the autocorrelation times for the pure Langevin update with those for the Fourier-Langevin case. There is clearly an acceleration. Whether the dynamical exponent $`z`$, which describes the growth of autocorrelation times by the scaling relation, $`\tau =L^z`$, is actually different for Langevin and Fourier Acceleration is an interesting and open question, and would require more extensive computation than we have done to date. For practical simulations of systems far from criticality, the value of $`z`$ is often not as important as the overall amplitude of the autocorrelation time.
## 5 Fourier Accelerated Molecular Dynamics
To apply these techniques to discrete particles with a Lagrangian data representation, we must introduce a Fourier transform of the position coordinates $`𝐱_i(t)`$. Clearly we cannot simply transform the $`𝐱_i`$ with respect to the particle labels $`i=1,2,\mathrm{}N`$. As mentioned in Sec. 2, these labels are generally devoid of physical meaning. They have no natural relationship to the properties of the particles or to their spatial and/or temporal configuration. Hence, the first step is to map the particles onto a uniform spatial grid.
The mapping scheme discussed in Sec. 2 suggests how to define appropriate grid coordinates. In the Index Method, the mapping, $`𝐱_i𝐗_𝐧`$, is simply a relabling of the coordinates. (To be more explicit this notation for a 2D system is expanded into components: $`𝐱_i(x_i,y_j)`$ and $`𝐗_𝐧=(X_{n_x,n_y},Y_{n_x,n_y})`$, where $`𝐧=(n_x,n_y)`$ is a two component integer vector. ) Consequently the Langevin dynamics is unaffected,
$$𝐗_𝐧(t+\mathrm{\Delta }t)=𝐗_𝐧(t)+\frac{𝐟_𝐧(t)}{2m_i}\mathrm{\Delta }t^2+\sqrt{k_BT}𝜼_𝐧(t)\mathrm{\Delta }t,$$
(5.1)
where we have introduced the normalized independent Gaussian noise with variance $`𝜼𝜼=\mathrm{𝟏}`$. Because we have established a two-dimensional grid, we may now try to accelerate the dynamics simply by going to Fourier space as described above for a generic lattice field theory. The fields are now the position vectors of each particle. As we will demonstrate numerically in Sec. 6, this grid is indeed useful for a two-dimensional Lennard-Jones fluid.
## 6 2D Lennard-Jones Fluid
Motivated by the successful application of Fourier Acceleration to decorrelate lattice $`\varphi ^4`$ systems, we have tested its ability to reduce the autocorrelation time of a system of Lennard-Jones atoms in two dimensions using the Index Method.
The Lennard-Jones interaction potential is given by
$$V_{LJ}(r)=4ϵ\left(\frac{\sigma ^{12}}{r^{12}}\frac{\sigma ^6}{r^6}\right).$$
(6.1)
In our simulations we chose $`ϵ=\sigma =1`$, a potential cutoff at $`2.5\sigma `$, and worked at the liquid-vapor critical point, with temperature and density parameters $`T=T_c=0.47`$, $`\rho _c=0.35`$, respectively. Both pure Langevin MD and FAMD were tested for $`N=16`$ and 64 particles with periodic boundary conditions. Each system was evolved on the order of $`10^7`$ integration steps with $`\mathrm{\Delta }t=0.005`$. This time step allowed us to accurately determine the critical thermodynamic quantities. The acceleration kernel we used in FAMD was identical in form to the one we applied to the $`\varphi ^4`$ model, namely
$$ϵ(𝐤)=\frac{4d+\frac{1}{N}}{4_{\mu =1}^d\mathrm{sin}^2\left(\frac{k_\mu }{2}\right)+\frac{1}{N}}\left(\mathrm{\Delta }t\right)^2,$$
(6.2)
where $`N`$ is now the number of particles in the system. This should be compared to Eq. (4.4).
We allowed the system to evolve for $`10^6`$ steps before statistics were taken. To compare the effectiveness of the Fourier acceleration, we examined the autocorrelation of various long-wavelength modes of the system. In particular, we looked at the circularly averaged time-autocorrelation of the cosine-transformed density. In $`D`$ spatial dimensions, we write $`d𝐤=k^{D1}dkd𝛀`$, where $`k=|𝐤|`$ and $`d𝛀`$ is the direction differential, so the cosine-transformed density is
$$\rho (𝐤,t)=\underset{i}{\overset{N}{}}\mathrm{cos}(𝐤𝐱_i).$$
(6.3)
The autocorrelation that we measure is then
$$A(k,\tau )\frac{𝑑𝛀\rho (𝐤,t+\tau )\rho (𝐤,t)}{𝑑𝛀},$$
(6.4)
where $`𝐤=2\pi 𝐧/L`$, and $`L`$ is the linear dimension of the system.
In Tables 2 and 3, we show the autocorrelation times for various modes in both Langevin and FAMD simulations. As seen from the tables, the FAMD dynamics is clearly more efficient at decorrelating long wavelength modes. A precise measure of the gain over standard Langevin MD was not possible, because standard Langevin MD has a very long correlation time. We therefore do not know exactly how much faster FAMD is. Moreover, whether or not there is simply a decrease in the amplitude of decorrelation time or an actual decrease in its algebraic form is not known. As with the precise determination of $`z`$ for the $`\varphi ^4`$-model simulation, that will require considerably more computational effort which we postpone to future work.
Finally, we limited our investigation to a maximum of only 64 particles to allow us to equilibrate the system at its critical point using Langevin dynamics. We expect, that gains over standard Langevin MD will be ever more significant as the number of particles increases, both at and away from the critical point.
## 7 Discussion
We have described a Fourier-based Langevin scheme, capable of accelerating the dynamics of particulate systems with a Lagrangian data representation. We have demonstrated that there is great potential in speeding up the dynamics of long-wavelength modes. Two issues related to the accelerated dynamics will be addressed in future research. (1) Dynamical faithfulness: how much of the actual dynamics is unchanged by taking different time steps for different wavelength modes? (2) Does this method offer even more of a gain when it is applied to molecular systems with nonconserved order parameters (for example, dipolar systems or systems with structural phase transitions)? We believe that our preliminary computational investigations Fourier methods have shown great promise, and we intend to explore these questions in detail in future work.
## Acknowledgements
We thank Harvey Gould, Neils Gronbech-Jensen, and William Klein for very useful discussions. This work was supported in part by NSF grant DMR-9633385, and under the auspices of the Department of Energy at Los Alamos National Laboratory (LA-UR 00-118) under LDRD-DR 98605. BMB was partially supported by AFOSR Grant F49620-95-1-0285. |
warning/0001/cond-mat0001406.html | ar5iv | text | # Quasiparticle Spectrum of 𝑑-wave Superconductors in the Mixed State
## I Introduction
In the past few years several key experiments have demonstrated that the order parameter in high-temperature superconductors has $`d`$-wave symmetry rather than the conventional $`s`$wave symmetry found in low-temperature superconductors . This fact has strong implications for the low-temperature thermodynamics of these systems, because the $`d`$-wave symmetry implies the existence of points on the Fermi surface where the gap function vanishes. At these points the bulk quasiparticle spectrum will be gapless and these states will be occupied even at very low temperature.
High-$`T_c`$ superconductors are extreme Type-II superconconductors and in a magnetic field larger than $`H_{c1}`$ develop a vortex lattice. The geometry of this vortex lattice has been investigated via small angle neutron scattering , scanning tunneling microscopy and magnetic decoration in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> (YBCO) and Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub> (Bi2212). In YBCO twinned single crystals the vortex lattice in a magnetic field of 6 T parallel to the $`c`$ axis looks like a skewed square lattice with an angle between primitive vectors of about $`77^{}`$ . Low-field magnetic decoration studies of Bi2212 between 70 G and 120 G parallel to the $`c`$ axis find a vortex lattice very close to a hexagonal one.
We have studied the quasiparticle spectrum of a $`d`$-wave superconductor in the vortex lattice within the framework of the Bogoliubov–de Gennes equation. The main question we have addressed is whether the spectrum becomes gapped in the presence of a magnetic field $`H_{c1}HH_{c2}`$ and more generally what the energy spectrum looks like. This question was previously approached via numerical simulation of a tight-binding model and semiclassical analysis . Gor’kov and Schrieffer and, in a more recent preprint using different arguments, Anderson predicted that the quasiparticle spectrum of a $`d`$-wave superconductor in a magnetic field $`HH_{c2}`$ is characterized by broadened Landau levels with energy levels
$$E_n=\pm \mathrm{}\omega _H\sqrt{n},n=0,1,\mathrm{}$$
(1)
where $`\omega _H=\sqrt{2\omega _c\mathrm{\Delta }_0/\mathrm{}}`$. Here $`\omega _c=|eH|/mc`$ is the cyclotron frequency and $`\mathrm{\Delta }_0`$ is the maximum superconducting gap. A key assumption of Gor’kov and Schrieffer and of Anderson, however, was to neglect the spatially dependent superfluid velocity which has been shown to strongly mix Landau levels by Mel’nikov .
Recently a preprint by Franz and Tešanović has given new insight into the problem. They introduced a gauge transformation that takes into account the supercurrent distribution and the magnetic field on an equal footing. In this way they map the original problem onto that of diagonalizing a Dirac Hamiltonian in an effective periodic vector and scalar potential with vanishing magnetic flux in the unit cell. Employing the Franz-Tešanović transformation, we were able to tackle the problem of understanding the band structure of this system, via both analytic and numerical methods.
Our analysis will be limited to the spectrum at low energies, in the case where the magnetic field is very small compared to $`H_{c2}`$. In this case the distance between the vortices is large compared to their diameter, and we can ignore contributions to the spectrum from inside the vortex cores. The quasiparticle states of interest to us are then constructed from excitations close to the nodes of the energy gap of the zero-field spectrum, and we can ignore mixing between different nodes. Thus we analyze the effects of the magnetic field and vortex lattice in a model where the zero field spectrum consists of four independent anisotropic Dirac cones. (We assume that the magnetic field itself is uniform in the sample, which is appropriate for a bulk superconductor provided that $`HH_{c1}`$, but extends to even smaller fields for a very thin sample.)
A very important numerical parameter in the problem is the anisotropy ratio $`\alpha _D=v_F/v_\mathrm{\Delta }`$. Here $`v_F`$ is the Fermi velocity, while $`v_\mathrm{\Delta }=\mathrm{\Delta }_0/p_F`$ is the quasiparticle velocity parallel to the Fermi surface, so the ratio $`\alpha _D`$ measures the anisotropy of the quasiparticle velocities at each Dirac point, in zero field. From angle-resolved photoemission spectroscopy and thermal conductivity measurements, the value of $`\alpha _D`$ for high-$`T_c`$ superconductors turns out to be about 14 for YBCO and 20 for Bi2212 . Conceptually, however, it is useful to consider the entire range of possible values for $`\alpha _D`$, including the “isotropic case” $`\alpha _D=1`$. This is particularly useful because we find that certain features of the spectrum, such as energy gaps can become extremely small for large values of the anisotropy, and therefore become difficult to resolve numerically.
Since each vortex in a superconductor carries only carry half of the normal flux quantum $`\mathrm{\Phi }_0=hc/|e|`$, it is necessary to choose a unit cell with an even number of vortices, so that the electron wavefunctions are single valued. Thus, if the vortices sit on a Bravais lattice with one vortex per unit cell, it is necessary to use a double unit cell, containing two vortices, in order to carry out the analysis. On the other hand, if the vortices sit on a non-Bravais lattice, with two vortices per unit cell, one can use directly the unit cell of the vortex lattice.
Some key features of the quasiparticle band structure may be noted by looking at Figs. 3-5 below, which give results of our numerical diagonalization (discussed in Section VI) for a square Bravais lattice, rotated by $`45^{}`$ from the quasiparticle anisotropy axis, with relatively small anisotropy ratio $`1\alpha _D4`$. One striking feature is the presence of band crossings both at zero and finite energy, regardless of the value of the anisotropy ratio $`\alpha _D`$. At least for relatively small anisotropy, the level crossings seem to be limited to the $`\mathrm{\Gamma }`$ and M point, as defined in Fig. 1. These band crossings are particularly interesting because in the absence of some special symmetries, we would expect their probability to vanish for a two-dimensional Hamiltonian with broken time-reversal symmetry, as is discussed in more detail in Section VIII.
We have studied the role played by various symmetries of the Hamiltonian both to simplify our numerical computations and to try to understand why band crossings are allowed at some isolated points in the magnetic Brillouin zone. In particular, we focused on zero-energy states, as their existence changes qualitatively the thermodynamic functions of the system, at very low temperatures. For the lattices described above, we find exact particle-hole symmetry, both numerically and analytically, at each point of the magnetic Brillouin zone, as can be seen from the plotted band structures and is further discussed in Section V. Doing perturbation theory calculations described in Section VII, we also found that a crucial role is played by the Bravais nature of the vortex lattice. This symmetry, together with particle-hole symmetry is directly responsible for the spectrum staying gapless in the presence of a magnetic field. To prove this, we considered, both in perturbation theory and by numerical diagonalization, what happens if we deform the vortex lattice so that the distance between the $`A`$ and $`B`$ sublattices $`2R_0`$ defined in Fig. 1 is not 1/2 of the distance between two flux lines belonging to the same sublattice, measured along the diagonal. We found that particle-hole symmetry still exists at each point, separately, of the Brillouin zone but that, generally, gaps open up both at the $`\mathrm{\Gamma }`$ and M points, as can be seen in Fig. 6. This result will be discussed in more detail in Section IX.
Another important question is whether there are any further zero-energy modes in addition to the ones at the $`\mathrm{\Gamma }`$ point. This is a very delicate question to address numerically because it is hard to distinguish small gaps from real zero-energy eigenvalues, both because of finite numerical accuracy and, more importantly, because of finite grid-size effects. The latter can be particularly troublesome when dealing with lattice fermions as will be discussed at the beginning of Section VI. In numerical calculations, as noted by Franz and Tešanović, it appears that for anisotropies of the order of 15, there are two lines in the Brillouin zone where the quasiparticle energy vanishes. Based on our symmetry analysis, however, we conclude that there actually remains a very small energy gap all along these lines, both for the case of a Bravais lattice and for a non-Bravais lattice with two vortices per unit cell. On the other hand, we find that for “rectangular” vortex lattices, isolated energy zeroes are allowed along the $`\mathrm{\Gamma }`$X symmetry line (or -X$`\mathrm{\Gamma }`$, by inversion symmetry).
Different conclusions are reached if one allows for more complicated lattice structures, for example considering four vortices per unit cell. In this case it is possible to have superfluid velocity distributions without a center of inversion symmetry leading to non particle-hole symmetric energy spectra as shown in Fig. 7. For large enough anisotropy, there is nothing that prevents lines of energy zeroes from appearing, and the density of states can become finite at zero energy.
The scaling laws for thermodynamic functions computed by Volovik within the semiclassical theory, and by Simon and Lee in a framework closer to our approach, have been tested experimentally (see for example ). It is of interest to determine the relation between the semiclassical approximation and the full quantum mechanical spectrum. We have extracted a density of states from the band structures we computed for square vortex lattices and, contrary to the semiclassical prediction of a constant density of states at zero energy, we find a linearly vanishing density of states at low-energy for anisotropy ratio $`\alpha _D4`$, as shown in Figs. 3-5. Because of the previous discussion on the non-existence of lines of energy zeroes, we are led to believe that this result holds for any value of the anisotropy ratio as long as the vortex lattice has one or two vortices per unit cell. However the semiclassical approximation may be valid down to extremely low energies, when $`\alpha _D`$ is large.
In Section X we study the crossover between the semiclassical and quantum mechanical regions. There are two relevant energy scales which we call $`E_1`$ and $`E_2`$. For $`E>E_1`$ the density of states is qualitatively identical to the bulk density of states in the absence of a magnetic field, although there are still noticeable features induced by van Hove singularities of the band structure in the vortex lattice. Below $`E_1`$, the presence of a magnetic field can be accounted for within a semiclassical approximation, all the way down to an energy scale $`E_2`$ where a full quantum mechanical calculation becomes necessary.
We compare our numerically determined energy scales $`E_1`$ and $`E_2`$ with the crossover scales introduced by Kopnin and Volovik (see also ) $`E_1\mathrm{}v_F/d`$ and $`E_2^{KV}\mathrm{}v_\mathrm{\Delta }/d`$, where $`d`$ is the average distance between vortices. While we agree with their expression for $`E_1`$, we notice that for large anisotropy our numerical analysis indicates that, at least for the geometries considered here, $`E_2`$ should go to zero much faster than $`1/\alpha _D`$. (The precise functional dependence of $`E_2`$ on the anisotropy ratio $`\alpha _D`$ will be the object of a paper currently in preparation.)
The two energies $`E_1`$ and $`E_2^{KV}`$ can also be written as $`E_1T_c\sqrt{H/H_{c2}}`$ and $`E_2^{KV}E_1(T_c/E_F)=(T_c^2/E_F)\sqrt{H/H_{c2}}`$. Experimentally, taking $`v_F=2.5\times 10^7\text{cm/s}`$ we find that $`E_1/(k_B\sqrt{H})=30\mathrm{K}/\mathrm{T}^{1/2}`$ and $`E_2^{KV}/(k_B\sqrt{H})=2\mathrm{K}/\mathrm{T}^{1/2}`$ for both YBCO and Bi2212, to a good approximation. Recent specific heat and especially low temperature thermal conductivity experiments have been performed in the regime $`E<E_2^{KV}`$ and still show good agreement with the semiclassical predictions, which also seems to suggest that the right crossover scale between the quantum mechanical and semiclassical regime is much smaller than $`E_2^{KV}`$, for large anisotropy ratios. Note that the Landau level energy scale (1) of Gor’kov and Schrieffer and of Anderson is approximately the geometric mean of $`E_1`$ and $`E_2^{KV}`$.
For $`E>E_1`$, the density of states is linear in energy with superimposed sharp peaks (logarithmic van Hove singularities) and the slope is the same as the one in zero magnetic field. When $`E_2<E<E_1`$, we are in the regime where the semiclassical theory predicts a constant density of states. This region shrinks as one lowers the anisotropy ratio $`\alpha _D`$, and disappears entirely in the isotropic limit $`\alpha _D=1`$ as is apparent by looking at Fig. 3. In the very low-energy limit $`E<E_2`$, the semiclassical theory breaks down and the density of states has to be computed through the quantum mechanical spectrum. We find that for $`EE_2`$ the density of states is linear and vanishes at zero energy, for the Bravais latitce.
To summarize the structure of the paper, the model Hamiltonian is discussed in Sections II-IV. An analysis of particle-hole symmetry follows in Section V. In Section VI we describe the numerical methods and results of the band structure calculation for a Bravais vortex lattice, while in Sections VII-VIII we study the low-energy states in perturbation theory. More general vortex lattices with two and four vortices per unit cell are considered in Section IX. In Section X, we focus on the density of states and compare it to the semiclassical predictions. Conclusions follow in Section XI.
## II Linearized Bogoliubov–de Gennes equation
In a spatially inhomogeneous system, the standard approach to the description of the quasiparticle spectrum is provided by the Bogoliubov–de Gennes equation . For an arbitrary gap operator (i.e. not necessarily $`s`$wave), it reads $`_{\text{BdG}}\psi =E\psi `$ where $`\psi =(u,v)^T`$ is a Nambu 2-spinor whose components are the particlelike and holelike part of the quasiparticle wave function, respectively. The Bogoliubov–de Gennes operator $`_{\text{BdG}}`$ we will consider is
$$_{\text{BdG}}=\left(\begin{array}{cc}\frac{(𝒑\frac{e}{c}𝑨)^2}{2m}E_F& \widehat{\mathrm{\Delta }}\\ \widehat{\mathrm{\Delta }}^{}& \frac{(𝒑+\frac{e}{c}𝑨)^2}{2m}+E_F\end{array}\right),$$
(2)
where $`E_F`$ is the Fermi energy and $`m`$ is the electron effective mass. Notice that we are neglecting the self-consistent interaction potential (analogous to the Hartree–Fock potential in the normal phase) and any disorder potential. The gap operator acts on components of the wave function as $`\widehat{\mathrm{\Delta }}g(𝒓)=𝑑𝒓^{}\mathrm{\Delta }_d(𝒓,𝒓^{})g(𝒓^{})`$. For a $`d_{xy}`$ superconductor, the gap operator can be expressed as $`\widehat{\mathrm{\Delta }}=\frac{1}{p_F^2}\{p_x,\{p_y,\mathrm{\Delta }(𝒓)\}\}`$ where $`\mathrm{\Delta }(𝒓)=\mathrm{\Delta }_0e^{i\varphi (𝒓)}`$ and the brackets represent symmetrization $`\{a,b\}=\frac{1}{2}(ab+ba)`$. We choose this orientation instead of the more conventional $`d_{x^2y^2}`$ purely for notational simplicity; results do not depend on this choice.
In the absence of a magnetic field, there are four points on the Fermi surface at $`𝒑=(\pm p_F,0)`$ and $`𝒑=(0,\pm p_F)`$ where the gap vanishes. If we are interested in the low-energy properties of the quasiparticle excitation spectrum, we can linearize the Bogoliubov–de Gennes equation around one of these points. This procedure is justified because we are considering magnetic fields $`HH_{c2}`$ and so the inverse magnetic length is much smaller than $`k_F`$. We can choose to linearize around $`𝒑=(0,p_F)`$ writing the wave function $`\psi =e^{ik_Fy}\stackrel{~}{\psi }`$. The Bogoliubov–de Gennes equation will read $`(\stackrel{~}{}_{\text{lin}}+\stackrel{~}{}_{\text{rest}})\stackrel{~}{\psi }=E\stackrel{~}{\psi }`$, with $`\stackrel{~}{}_{\text{lin}}`$ the leading linearized term
$$\stackrel{~}{}_{\text{lin}}=\left(\begin{array}{cc}v_F(p_y\frac{e}{c}A_y)& \frac{1}{p_F}\{p_x,\mathrm{\Delta }(𝒓)\}\\ \frac{1}{p_F}\{p_x,\mathrm{\Delta }^{}(𝒓)\}& v_F(p_y+\frac{e}{c}A_y)\end{array}\right),$$
(3)
where $`v_F=p_F/m`$ is the Fermi velocity and $`\stackrel{~}{}_{\text{rest}}`$ is the remaining piece, which we will disregard being smaller by $`𝒪\left(\frac{1}{k_Fd}\right)`$. Notice that the linearized eigenvalue problem $`\stackrel{~}{}_{\text{lin}}\stackrel{~}{\psi }=E\stackrel{~}{\psi }`$ is gauge covariant, so the linearized spectrum will be gauge invariant.
## III Franz–Tešanović gauge transformation
Following Franz and Tešanović we can eliminate the phase factor $`e^{i\varphi (𝒓)}`$ from the off-diagonal components of the Bogoliubov–de Gennes equation performing the singular gauge transformation
$`_{\text{lin}}`$ $``$ $`\stackrel{~}{}_{\text{lin}}=U^1_{\text{lin}}U,`$ (4)
$`U`$ $`=`$ $`\left(\begin{array}{cc}e^{i\varphi _A(𝒓)}& 0\\ 0& e^{i\varphi _B(𝒓)}\end{array}\right)`$ (7)
where $`\varphi (𝒓)=\varphi _A(𝒓)+\varphi _B(𝒓)`$. $`\varphi _A(𝒓)`$ and $`\varphi _B(𝒓)`$ are the contributions to the phase coming from the vortex sublattices $`A`$ and $`B`$ respectively, as defined in Fig. 1 and will be computed later in the paper.
The gauge transformed Bogoliubov–de Gennes operator is
$`\stackrel{~}{}_{\text{lin}}`$ $`=`$ $`\left(\begin{array}{cc}v_Fp_y& v_\mathrm{\Delta }p_x\\ v_\mathrm{\Delta }p_x& v_Fp_y\end{array}\right)`$ (10)
$`+`$ $`m\left(\begin{array}{cc}v_Fv_{sy}^A& \frac{v_\mathrm{\Delta }}{2}(v_{sx}^Av_{sx}^B)\\ \frac{v_\mathrm{\Delta }}{2}(v_{sx}^Av_{sx}^B)& v_Fv_{sy}^B\end{array}\right),`$ (13)
where $`v_\mathrm{\Delta }=\mathrm{\Delta }_0/p_F`$ and the superfluid velocities corresponding to the $`A`$ and $`B`$ sublattices are defined as
$$𝒗_s^\mu =\frac{1}{m}(\mathrm{}\varphi _\mu \frac{e}{c}𝑨),\mu =A,B.$$
(14)
The operator (13) describes the dynamics of a free Dirac particle in a periodic potential. We can take advantage of the periodicity of the potential rewriting our spinors in Bloch form
$$\left(\begin{array}{c}u_𝒌\\ v_𝒌\end{array}\right)=e^{i𝒌𝒓}\left(\begin{array}{c}U_𝒌\\ V_𝒌\end{array}\right)$$
(15)
where the functions $`U_𝒌(𝒓)`$ and $`V_𝒌(𝒓)`$ are themselves periodic on the unit cell shown in Fig. 1 and the effective Hamiltonian acting on the Bloch spinors $`(U,V)^T`$ is
$``$ $`=`$ $`\left(\begin{array}{cc}v_F(p_y+\mathrm{}k_y)& v_\mathrm{\Delta }(p_x+\mathrm{}k_x)\\ v_\mathrm{\Delta }(p_x+\mathrm{}k_x)& v_F(p_y+\mathrm{}k_y)\end{array}\right)`$ (18)
$`+`$ $`m\left(\begin{array}{cc}v_Fv_{sy}^A& \frac{v_\mathrm{\Delta }}{2}(v_{sx}^Av_{sx}^B)\\ \frac{v_\mathrm{\Delta }}{2}(v_{sx}^Av_{sx}^B)& v_Fv_{sy}^B\end{array}\right).`$ (21)
## IV Order parameter spatial distribution
The last ingredient we need to determine the quasiparticle spectrum is the order parameter spatial distribution in the vortex lattice. The Bogoliubov–de Gennes method should in principle be used as a set of equations to be solved self-consistently, thus finding the quasiparticle spectrum and wavefunctions, and the spatially varying order parameter distribution. As stated in the introduction, however, we restrict ourselves to the case where the vortex core size is small compared to the spacing between vortices. Thus, we take the magnitude of the order parameter $`\mathrm{\Delta }_0`$ to be constant everywhere except at the vortex sites, where it vanishes. We also assume that the magnetic field is constant in the sample. The phase $`\varphi (𝒓)`$ of the gap function $`\mathrm{\Delta }(𝒓)=\mathrm{\Delta }_0e^{i\varphi (𝒓)}`$ is then obtained by minimizing a simplified Ginzburg-Landau free energy functional, which has the form
$$F=\text{const}\times d^2r\left|\varphi (𝒓)\frac{2e}{\mathrm{}c}𝑨(𝒓)\right|^2$$
(22)
where we have taken $`e`$ to be negative. The phase of the order parameter in the Landau gauge $`A_x=By`$, $`A_y=0`$ is then given by
$$\varphi (𝒓)=\underset{\gamma 0}{lim}\underset{\alpha }{}\frac{\widehat{z}\times (𝒓𝒓_\alpha )}{|𝒓𝒓_\alpha |^2}e^{\gamma y_\alpha ^2}$$
(23)
where the sum runs over the vortex lattice. This series can be evaluated in closed form and the final result for the phase of the order parameter corresponding to the two sublattices $`\varphi _A(𝒓)`$ and $`\varphi _B(𝒓)`$ for a square vortex lattice with intervortex distance $`2R_0=d\sqrt{2}/2`$ is
$`\varphi _A(𝒓)`$ $`=`$ $`\text{Arg}\left[{\displaystyle \frac{\theta _1(\frac{x+iy}{d}+\frac{1+i}{\sqrt{2}}\frac{R_0}{d},i)}{\theta _1^{}(0,i)}}\right]`$ (24)
$`\varphi _B(𝒓)`$ $`=`$ $`\text{Arg}\left[{\displaystyle \frac{\theta _1(\frac{x+iy}{d}\frac{1+i}{\sqrt{2}}\frac{R_0}{d},i)}{\theta _1^{}(0,i)}}\right]`$ (25)
where $`\theta _1(z,\tau )`$ is the antisymmetric elliptic theta function and the modular parameter $`\tau =i`$ for a square lattice. These functions are not periodic, as they are gauge dependent, but using the properties of the theta functions under translations it is possible to show that the superfluid velocities $`𝒗_s^{A,B}(𝒓)=m^1[\mathrm{}\varphi _{A,B}(𝒓)(e/c)A]`$ are. For a general lattice, with two vortices per unit cell, the Fourier representation of $`𝒗_s^\mu (𝒓)`$ is given by
$$𝒗_s^\mu (𝒓)=\frac{2\pi \mathrm{}}{md^2}\underset{𝑸0}{}\frac{i𝑸\times \widehat{z}}{Q^2}e^{i𝑸(𝒓𝑹_0^\mu )},\mu =A,B$$
(26)
where $`𝑹_0^B=𝑹_0`$ and $`𝑹_0^A=𝑹_0`$, $`𝑸`$ are the reciprocal lattice vectors, and $`d^2`$ is the area of the magnetic unit cell. This in turn implies that the total superfluid velocity $`𝒗_s=m^1[(\mathrm{}/2)\varphi (e/c)𝑨]`$ is also a periodic function over the vortex lattice as is every gauge invariant quantity derived from it.
## V Particle-hole symmetry
Several symmetries play an important role in this problem, both conceptually and computationally. Of course, the translational symmetry of the vortex lattice allowed us to introduce Bloch functions and recast the calculation of the quasiparticle spectrum into a band theory framework.
There are further symmetries that provide some help in understanding general features of the spectrum and simplify the diagonalization of the Bogoliubov–de Gennes equation (21). In the Introduction we mentioned that particle-hole symmetry and the Bravais nature of the vortex lattice are the two key ingredients that lead to the gaplessness of the quasiparticle spectrum. The importance of the Bravais lattice will be emphasized in detail in Sections VII-IX where the band structure is studied in perturbation theory. Here we want to focus on particle-hole symmetry. If $`(U_{n𝒌}(𝒓),V_{n𝒌}(𝒓))^T`$ is an eigenvector of the Bogoliubov–de Gennes equation (21) with eigenvalue $`E_{n𝒌}`$ where $`n`$ is a band index and $`𝒌`$ is a wave vector in the first Brillouin zone, define
$$\begin{array}{c}\stackrel{~}{U}_{n𝒌}(𝒓)=V_{n𝒌}^{}(𝒓)\\ \stackrel{~}{V}_{n𝒌}(𝒓)=U_{n𝒌}^{}(𝒓).\end{array}$$
(27)
We claim that the spinor $`(\stackrel{~}{U}_{n𝒌},\stackrel{~}{V}_{n𝒌})^T`$ is an eigenvector of the Bogoliubov–de Gennes operator (21) with eigenvalue $`E_{n𝒌}`$. It is important to notice that in this way we are proving that particle-hole symmetry doesn’t just hold on the whole spectrum as a set, it is an exact symmetry of the linearized Bogoliubov–de Gennes operator at *every* point in the Brillouin zone. In particular this means that the entire band structure should be exactly particle-hole symmetric. The proof of this statement is most easily constructed rewriting the transformation (27) more explicitly in an operator notation
$$\left(\begin{array}{c}\stackrel{~}{U}_{n𝒌}\\ \stackrel{~}{V}_{n𝒌}\end{array}\right)=𝒮\left(\begin{array}{c}U_{n𝒌}\\ V_{n𝒌}\end{array}\right)$$
(28)
with $`𝒮=𝒞𝒯`$ where $`𝒞`$ is the complex conjugation operator, $``$ is the reflection through the origin operator and $`𝒯=i\sigma _2`$. It is easy to show that the linearized Bogoliubov–de Gennes operator $``$, defined in equation (21), and $`𝒮`$ anticommute $`\{𝒮,\}=0`$ using the property that the superfluid velocities for the two sublattices $`A`$ and $`B`$ are related by
$$𝒗^B(𝒓)=𝒗^A(𝒓),$$
(29)
in the coordinate system sketched in Fig. 1, and vice versa. The particle-hole symmetry of the band structure is also observed explicitly in the numerical spectra as can be seen in Figs. 3-5 for the case of a Bravais lattice. In the proof above, we only used the existence of a center of inversion in the vortex lattice. This holds also in the case of a non-Bravais lattice with two vortices per unit cell and so we expect to find a particle-hole symmetric band structure as well, which agrees with the numerical results shown in Fig. 6. However, the proof fails, in general, for more complicated structures, with more than two vortices per unit cell where there is not a center of inversion symmetry anymore.
## VI Band structure calculations through numerical diagonalization
We have run extensive numerical diagonalization of the Hamiltonian (32), scanning the magnetic Brillouin zone for different values of the anisotropy ratio $`\alpha _D=v_F/v_\mathrm{\Delta }`$.
Unlike Franz and Tešanović, we decided to run our band structure calculations in real space, rather than momentum space. The real space discretization leads to a sparse representation of the Hamiltonian which allows us to look at finer meshes then we would be able to in reciprocal space. The algorithm we used for finding the eigenfunctions and eigenvalues is a modified Lanczos-type method called the implicitly restarted Arnoldi method , implemented through the public domain Fortran 77 package ARPACK.
We note that the superfluid velocity $`𝒗_s`$ is singular at the vortex points (because we are taking the limit where the coherence length goes to zero), and its Fourier components (39) decay only algebraically. The real space and reciprocal space methods differ in the way in which they treat the large-wavevector cutoff. We think it is more direct to control the effects of this singularity in real space than in reciprocal space. However, we noticed a strong sensitivity of the results to the position of the vortex with respect to the real space mesh, until we cut the singularity off with a gaussian smoothing factor on a scale of a few grid points. Using a real space approach, the discretization of the superfluid velocity and it’s regularization near the vortices are controlled by separate parameters and can be optimized independently.
A disadvantage of using a real space approach for fermions is that one has to deal with the fermion doubling problem . If one discretizes the Dirac Hamiltonian in two spatial dimensions in the most straightforward way using a rectangular mesh then one finds (in the absence of a scalar or vector potential) that there are 3 spurious low-energy modes at the boundaries of the Brillouin zone of the mesh, i.e. when $`𝒌/\pi =(a_x^1,0),(0,a_y^1)`$ or $`(a_x^1,a_y^1)`$, where $`a_x`$ and $`a_y`$ are the mesh spacings. This is a problem because the spurious modes get mixed with the physical low-energy modes (near $`𝒌=0`$) by the inhomogeneous potential. This problem has been thoroughly investigated in the lattice gauge theory community and one way of getting rid of it was introduced by Wilson . Essentially, one introduces a $`k`$dependent mass term in the Dirac Hamiltonian that vanishes like $`k^2`$ at the center of the Brillouin zone and lifts the zero-energy modes at the boundaries of the unit cell to some high energy scale. Our choice for the Wilson term is
$`_W`$ $`=`$ $`\mathrm{}v_F\left(\lambda _x{\displaystyle \frac{1\mathrm{cos}k_xa_x}{a_x}}+\lambda _y{\displaystyle \frac{1\mathrm{cos}k_ya_y}{a_y}}\right)\sigma _2`$ (30)
$`=`$ $`\mathrm{}v_F\left(\lambda _xa_x\delta _x^2+\lambda _ya_y\delta _y^2\right)\sigma _2,`$ (31)
where $`\delta _x^2`$ and $`\delta _y^2`$ are the second difference operators on the lattice. We are interested here in wavefunctions which vary smoothly on the scale of the vortex lattice spacing $`d`$. If we choose $`a_x`$ and $`a_y`$ sufficiently small compared to $`d`$, for fixed $`\lambda _x`$ and $`\lambda _y`$ the Wilson term will have negligible effect on the physical states, but the spurious states, which oscillate on the scale of $`a`$, will be pushed up to very high energies.
When the superfluid velocities $`𝒗_s^\mu (𝒓)`$ are included, the Wilson scheme breaks the symmetry that keeps the spectrum gapless at the center of the Brillouin zone of the vortex lattice. Therefore, we have to perform a finite size scaling analysis to determine whether the small gaps we see in the numerics disappear in the limit $`\lambda _x,\lambda _y0`$. In Fig. 2 one can see an example of such an analysis for the isotropic case $`\alpha _D=1`$. If the spectrum is gapless one expects the Wilson term to open a gap linear in $`\lambda _x`$ and $`\lambda _y`$, which is very close to what we see for the lowest eigenvalue. We use this analysis to choose a value of $`\lambda _x`$ and $`\lambda _y`$ that is as small as possible but that doesn’t get us in the region where we can see effects of the fermion doubling problem.
We have computed the band structure for several values of the anisotropy ratio $`\alpha _D`$. Figs. 3-5 show the band structure along symmetry lines and the density of states for the case of a square lattice with anisotropy $`\alpha _D=1`$, $`2`$ and $`4`$ respectively. The quasiparticle energy bands in a square vortex lattice are symmetric under the exchange of $`k_xk_x`$ or $`k_yk_y`$ and so only positive $`k_x`$ and $`k_y`$ have been considered. As we have already discussed in Section V, the bands are particle-hole symmetric, therefore only positive energy bands are plotted.
Noticeable features are the absence of a gap at the $`\mathrm{\Gamma }`$ point and further band crossings at higher energies also at the $`\mathrm{\Gamma }`$ point. As we mentioned earlier and as will be analyzed in more detail in the following sections, the Bravais nature of the vortex lattice plays an essential role in keeping the spectrum gapless. The M point is also a special point, there are band crossings although not at zero energy. Also these band crossings will become avoided crossings once we modify the lattice into a non-Bravais one.
## VII Perturbation theory at the $`\mathrm{\Gamma }`$ point
One of the advantages of the Franz–Tešanović gauge transformation is that it rephrases the problem in a form that is well suited to a perturbative analysis. The original linearized Bogoliubov–de Gennes equation doesn’t easily separate into an exactly solvable unperturbed part plus a periodic (or quasi-periodic) perturbation while (21) is immediately recognizable as a two-dimensional free Dirac Hamiltonian perturbed by an effective periodic vector and scalar potential
$``$ $`=`$ $`_0+_1`$ (32)
$`_0`$ $`=`$ $`v_F(p_y+\mathrm{}k_y)\sigma _3+v_\mathrm{\Delta }(p_x+\mathrm{}k_x)\sigma _1`$ (33)
$`_1`$ $`=`$ $`{\displaystyle \frac{m}{2}}[v_F(v_{sy}^A+v_{sy}^B)\sigma _0+v_F(v_{sy}^Av_{sy}^B)\sigma _3`$ (35)
$`+v_\mathrm{\Delta }(v_{sx}^Av_{sx}^B)\sigma _1]`$
where $`\sigma _i`$, $`i=1,\mathrm{},3`$ are the Pauli spin matrices and $`\sigma _0`$ is the 2 by 2 identity matrix.
The real space unit cell has to enclose an even number of vortices as each one of them carries only half a flux quantum $`\mathrm{\Phi }_0=hc/|e|`$. We will consider only unit cells with two vortices, but we will not restrict our analysis to Bravais lattices. The origin will be chosen at the center of inversion symmetry as shown in Fig. 1, and the position of the two vortices $`𝑹_0`$ and $`𝑹_0`$ is left arbitrary. The question we will try to address in perturbation theory is whether the presence of vortices introduces a gap in the quasiparticle spectrum. Then, if $`_1`$ is sufficiently small, we can limit our calculation to the center of the magnetic Brillouin zone (the $`\mathrm{\Gamma }`$ point). In Fourier space, the Hamiltonian (32) at the $`\mathrm{\Gamma }`$ point can be written as
$`_{𝒑_1𝒑_2}=\left(v_Fp_{1x}\sigma _1+v_\mathrm{\Delta }p_{1y}\sigma _3\right)\delta _{𝒑_1𝒑_2}+𝒱_{𝒑_1𝒑_2}^{(0)}\sigma _0`$ (36)
$`+𝒱_{𝒑_1𝒑_2}^{(3)}\sigma _3+𝒱_{𝒑_1𝒑_2}^{(1)}\sigma _1`$ (37)
where the periodic potentials are
$`𝒱_𝑸^{(0)}`$ $`=`$ $`2\pi {\displaystyle \frac{\mathrm{}v_F}{d^2}}{\displaystyle \frac{iQ_x}{Q^2}}\mathrm{cos}𝑸𝑹_0`$ (38)
$`𝒱_𝑸^{(1)}`$ $`=`$ $`2\pi {\displaystyle \frac{\mathrm{}v_\mathrm{\Delta }}{d^2}}{\displaystyle \frac{Q_y}{Q^2}}\mathrm{sin}𝑸𝑹_0`$ (39)
$`𝒱_𝑸^{(3)}`$ $`=`$ $`2\pi {\displaystyle \frac{\mathrm{}v_F}{d^2}}{\displaystyle \frac{Q_x}{Q^2}}\mathrm{sin}𝑸𝑹_0.`$ (40)
The unperturbed eigenvalues are $`E_{𝑸,\pm }^{(0)}=\pm \sqrt{v_F^2\mathrm{}^2Q_y^2+v_\mathrm{\Delta }^2\mathrm{}^2Q_x^2}`$ where $`𝑸=m𝒃_1+n𝒃_2`$ are reciprocal lattice vectors. The basis vectors $`𝒃_1`$ and $`𝒃_2`$ are chosen such that, if $`𝒂_1`$ and $`𝒂_2`$ are the basis vectors of the direct lattice, $`𝒂_i𝒃_j=2\pi \delta _{ij}`$. The unperturbed eigenvectors can also be computed explicitly. If we write them in the form
$$|E_{𝑸,\pm }^{(0)}=\frac{e^{i𝑸𝒓}}{d}\left(\begin{array}{c}\alpha _{𝑸,\pm }\\ \beta _{𝑸,\pm }\end{array}\right)$$
(41)
the coefficients $`\alpha `$ and $`\beta `$ can be chosen real and have the symmetry property
$$\alpha _{𝑸,+}=\alpha _{𝑸,}$$
(42)
and analogously for $`\beta `$.
We are interested in finding if the levels $`E_+^{(0)}`$ and $`E_{}^{(0)}`$ are split by the perturbing potentials (39). Either even or odd orders in perturbation theory have to vanish because if we change the sign of the superfluid velocity the splitting should remain unchanged as a consequence of particle-hole symmetry. It’s easy to see that first order perturbation theory vanishes as the unperturbed eigenvectors $`|E_\pm ^{(0)}`$ are constant spinors and the superfluid velocities $`𝒗^{A,B}`$ have zero average.
To find the effect of the perturbation to second order, we have to write an effective Hamiltonian for the two lowest energy bands. Using the formalism of Brillouin–Wigner perturbation theory, we may write the Schrödinger equation for a given wavevector in the form
$$_{\text{eff}}(E)\mathrm{\Psi }=E\mathrm{\Psi }$$
(43)
where $`\mathrm{\Psi }`$ is a two-component spinor, and $`_{\text{eff}}`$ is a 2 by 2 matrix defined by
$$_{\text{eff}}(E)=𝒫_𝒌\left(_0+_1\frac{1𝒫_𝒌}{E_0_1}_1\right)𝒫_𝒌$$
(44)
where $`𝒫_𝒌`$ is the projection operator onto the two-dimensional subspace spanned by the unperturbed eigenvectors $`|E_{𝒌,\pm }^{(0)}`$. Since we are looking at the behavior near zero energy, we can set $`E=0`$ in (44). Also, to second order in $`_1`$, we can neglect the $`_1`$ in the denominator of the second term. Then, at the $`\mathrm{\Gamma }`$ point, where $`𝒫_0_0𝒫_0=0`$ (we are using the notation $`𝒫_{𝒌=(0,0)}=𝒫_0`$ at the $`\mathrm{\Gamma }`$ point), we have
$$_{\text{eff}}^{(2)}=𝒫_0_1\frac{1𝒫_0}{_0}_1𝒫_0.$$
(45)
The matrix elements of this 2 by 2 matrix can be explicitly calculated
$`E_{0,+}^{(0)}|_{\text{eff}}^{(2)}|E_{0,+}^{(0)}`$ $`=`$ $`{\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{1}{E_{𝑸,i}^{(0)}}}\left|\alpha _{𝑸,i}𝒱_𝑸^{(0)}+\alpha _{𝑸,i}𝒱_𝑸^{(3)}+\beta _{𝑸,i}𝒱_𝑸^{(1)}\right|^2`$ (46)
$`E_{0,+}^{(0)}|_{\text{eff}}^{(2)}|E_{0,}^{(0)}`$ $`=`$ $`{\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{1}{E_{𝑸,i}^{(0)}}}\left(\alpha _{𝑸,i}𝒱_𝑸^{(0)}+\alpha _{𝑸,i}𝒱_𝑸^{(3)}+\beta _{𝑸,i}𝒱_𝑸^{(1)}\right)\left(\beta _{𝑸,i}𝒱_𝑸^{(0)}+\beta _{𝑸,i}𝒱_𝑸^{(3)}\alpha _{𝑸,i}𝒱_𝑸^{(1)}\right)`$ (47)
$`E_{0,}^{(0)}|_{\text{eff}}^{(2)}|E_{0,}^{(0)}`$ $`=`$ $`{\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{1}{E_{𝑸,i}^{(0)}}}\left|\beta _{𝑸,i}𝒱_𝑸^{(0)}\beta _{𝑸,i}𝒱_𝑸^{(3)}+\alpha _{𝑸,i}𝒱_𝑸^{(1)}\right|^2.`$ (48)
Notice that for a Bravais lattice, $`𝑹_0=(𝒂_1/4)+(𝒂_2/4)`$ and so if we write the reciprocal lattice vectors as $`𝑸=m𝒃_1+n𝒃_2`$, for $`m+n`$ even $`𝒱_𝑸^{(1)}=𝒱_𝑸^{(3)}=0`$ while for $`m+n`$ odd $`𝒱_𝑸^{(0)}=0`$. Summing up the series in (46-48) using the above mentioned property of the Fourier components of the potential and the symmetry of the unperturbed eigenfunctions (42) it is easy to show that $`_{\text{eff}}^{(2)}`$ vanishes, i.e. the perturbation does not open a gap in the spectrum up to second order.
The third order contribution to the effective Hamiltonian at the $`\mathrm{\Gamma }`$ point is
$$_{\text{eff}}^{(3)}=𝒫_0_1\frac{1𝒫_0}{_0}_1\frac{1𝒫_0}{_0}_1𝒫_0.$$
(49)
We will show that this matrix is also vanishing, to illustrate the point let’s consider the off-diagonal matrix element
$`E_{0,+}^{(0)}|_{\text{eff}}^{(3)}|`$ $`E_{0,}^{(0)}={\displaystyle }_{𝑸_1,𝑸_20,i_1,i_2=\pm }{\displaystyle \frac{1}{E_{𝑸_1,i_1}^{(0)}E_{𝑸_2,i_2}^{(0)}}}(\alpha _{𝑸_1,i_1}𝒱_{𝑸_1}^{(0)}+\alpha _{𝑸_1,i_1}𝒱_{𝑸_1}^{(3)}+\beta _{𝑸_1,i_1}𝒱_{𝑸_1}^{(1)})`$ (52)
$`\times (\beta _{𝑸_2,i_2}𝒱_{𝑸_2}^{(0)}\beta _{𝑸_2,i_2}𝒱_{𝑸_2}^{(3)}+\alpha _{𝑸_2,i_2}𝒱_{𝑸_2}^{(1)})[𝒱_{𝑸_2𝑸_1}^{(0)}(\alpha _{𝑸_1,i_1}\alpha _{𝑸_2,i_2}+\beta _{𝑸_1,i_1}\beta _{𝑸_2,i_2})`$
$`+𝒱_{𝑸_2𝑸_1}^{(3)}(\alpha _{𝑸_1,i_1}\alpha _{𝑸_2,i_2}\beta _{𝑸_1,i_1}\beta _{𝑸_2,i_2})+𝒱_{𝑸_2𝑸_1}^{(1)}(\alpha _{𝑸_1,i_1}\beta _{𝑸_2,i_2}+\beta _{𝑸_1,i_1}\alpha _{𝑸_2,i_2})]`$
Once again, we will use the Bravais lattice symmetry and consider pairs of terms in the sum corresponding to $`(𝑸,\pm )`$ and $`(𝑸,)`$. In particular, if we write $`𝑸_{1,2}=m_{1,2}𝒃_1+n_{1,2}𝒃_2`$ and look at the relative sign of the terms in the sum (52) changing the signs of $`𝑸_1`$ and $`𝑸_2`$ simultaneously, we find:
| $`𝑸_1`$ | $`𝑸_2`$ | relative sign |
| --- | --- | --- |
| even | even | $``$ |
| even | odd | $``$ |
| odd | even | $``$ |
| odd | odd | $``$ |
where “even” and “odd” refer to the parity of $`m_{1,2}+n_{1,2}`$. Adding up all the terms in pairs, we see that this matrix element vanishes as well as the diagonal ones, as can be easily checked. This calculation can be immediately extended to the fourth order, using exactly the same arguments and in fact, by induction, to any other order to show that to every order in perturbation theory the effective Hamiltonian at the center of the Brillouin zone for the lowest two bands vanishes. We thus find that to every order in perturbation theory the potential $`_1`$ does not open a gap in the spectrum.
## VIII Perturbation theory away from the $`\mathrm{\Gamma }`$ point
The above analysis can be extended away from the $`\mathrm{\Gamma }`$ point. In particular we are interested in determining whether it’s possible to find other points (possibly not symmetry points) in the Brillouin zone where the spectrum is gapless. In the following, we will specialize our analysis to the case of a square lattice. Based on their numerical analysis, Franz and Tešanović claim that for large enough anisotropy there is a whole *line* of zeroes that develops, in our notation, along a line parallel to the $`k_x`$ axis at a value of $`k_y`$ which depends on the anisotropy. (Note that our convention for the $`x`$ and $`y`$ axis is the opposite of Franz and Tešanović.) However, purely on symmetry grounds, our effective Hamiltonian for the lowest two bands should be a complex hermitian 2 by 2 matrix. Particle-hole symmetry restricts the number of independent components to three (the effective Hamiltonian has to be traceless at every point in $`k`$space) but being in two dimensions we only have two parameters $`k_x`$ and $`k_y`$ to vary. The system is obviously overdetermined and for a generic Hamiltonian of this kind we would not expect any zeroes, let alone lines of zeroes. The only way in which zeroes in the spectrum can develop is through some extra symmetry of the problem. We will see that there is such a symmetry only along the $`k_y=0`$ axis.
For a general wavevector $`𝒌`$, at energy $`E=0`$, we can write the effective Hamiltonian (44) in the form
$$_{\text{eff}}=A(𝒌)\sigma _3+B(𝒌)\sigma _1+C(𝒌)\sigma _2,$$
(53)
where $`\sigma _1,\sigma _2`$ and $`\sigma _3`$ are the Pauli spin matrices and $`A,B`$ and $`C`$ are real functions.
In order for zero-energy states to exist $`A,B`$ and $`C`$ must all vanish simultaneously. We have seen that this happens at the $`\mathrm{\Gamma }`$ point, for a Bravais vortex lattice. To see if that can happen at other points, we will first consider the symmetry line $`k_x=0`$. We find that the coefficient $`B(𝒌)`$ vanishes identically along this line. Although the coefficient $`A(𝒌)`$ is equal to $`v_Fk_y`$ for the zeroth order Hamiltonian, it is possible that for large values of $`\alpha _D`$ it could pass through zero and change sign at one or more values of $`k_y`$ other than $`k_y=0`$. If this occurs, and if $`C(𝒌)`$ were also zero, then there would be zero-energy states at these values of $`k_y`$. However we shall see that along the line $`k_x=0`$, the coefficient $`C(𝒌)`$ is different from zero in third order perturbation theory. Although $`C(𝒌)`$ could have zeroes along the $`k_x=0`$ axis for sufficiently large values of $`\alpha _D`$, there is no symmetry reason why these should occur at the points where $`A(𝒌)`$ vanishes.
Similarly we find that along the $`k_y=0`$ axis $`B(𝒌)=C(𝒌)=0`$ to all orders in perturbation theory, but that $`A(𝒌)`$ is generally non zero there. Isolated energy zeroes are therefore allowed by symmetry along the $`k_y=0`$ axis and will be found if $`A(𝒌)`$ vanishes at any point on this symmetry line.
For other points in the Brillouin zone, neither $`A`$ nor $`B`$ nor $`C`$ vanish by symmetry, and there is no special relation between them. By varying $`k_x`$ and $`k_y`$, one might find some isolated points where $`A`$ and $`B`$ vanish simultaneously; however there is no reason why $`C`$ should also vanish at such a point. Thus for a generic fixed value of $`\alpha _D`$, there should be no further zero-energy points in the Brillouin zone, other than along the $`k_y=0`$ axis, where we find at least one state of zero energy at the $`\mathrm{\Gamma }`$ point. By varying $`\alpha _D`$, however, it is possible that one could find special values where there are additional isolated zero-energy points.
To summarize the results of the perturbative analysis, we find that there is always an energy zero at the $`\mathrm{\Gamma }`$ point, for a Bravais vortex lattice. In the case of a vortex lattice with a rectangular unit cell, rotated by $`45^{}`$ from the quasiparticle anisotropy axis, there can be, for large enough anisotropy $`\alpha _D`$, additional zero-energy states along the $`k_y=0`$ axis. Of course, this result holds for any vortex lattice whose magnetic unit cell can be chosen as a rectangular unit cell properly oriented, in particular the triangular vortex lattice. At any other point of the magnetic Brillouin zone there will generally be no further zeroes in the energy spectrum, although there could be very low energy states. Also, at isolated values of the anisotropy ratio $`\alpha _D`$ there could be energy zeroes at non-symmetry points in the Brillouin zone, but never lines of zero-energy states.
We now show explicitly that for $`k_x=0`$ the coefficient $`B(𝒌)`$ is zero to all orders in perturbation theory, while $`C(𝒌)`$ is nonzero at third order. We first consider the second order effective Hamiltonian
$$_{\text{eff}}^{(2)}(E)=𝒫_{k_y}\left(_0+_1\frac{1𝒫_{k_y}}{E_0}_1\right)𝒫_{k_y},$$
(54)
where $`𝒫_{k_y}`$ is the projection operator onto the space spanned by $`\{|E_{(0,k_y),+}^{(0)},|E_{(0,k_y),}^{(0)}\}`$. Let us define $`E_{k_y,𝑸,i}^{(0)}=E_{(Q_x,Q_y+k_y),i}^{(0)}`$, $`\alpha _{k_y,𝑸,i}=\alpha _{(Q_x,Q_y+k_y),i}`$ and $`\beta _{k_y,𝑸,i}=\beta _{(Q_x,Q_y+k_y),i}`$. Analogously to (46-48), we can calculate the matrix elements of this 2 by 2 matrix
$`E_{k_y,\mathrm{𝟎},+}^{(0)}|_{\text{eff}}^{(2)}(E)|E_{k_y,\mathrm{𝟎},+}^{(0)}`$ $`=`$ $`E_{(0,k_y),+}^{(0)}+{\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{1}{EE_{k_y,𝑸,i}^{(0)}}}\left|\alpha _{k_y,𝑸,i}𝒱_𝑸^{(0)}+\alpha _{k_y,𝑸,i}𝒱_𝑸^{(3)}+\beta _{k_y,𝑸,i}𝒱_𝑸^{(1)}\right|^2`$ (55)
$`E_{k_y,\mathrm{𝟎},+}^{(0)}|_{\text{eff}}^{(2)}(E)|E_{k_y,\mathrm{𝟎},}^{(0)}`$ $`=`$ $`{\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{1}{EE_{k_y,𝑸,i}^{(0)}}}\left(\alpha _{k_y,𝑸,i}𝒱_𝑸^{(0)}+\alpha _{k_y,𝑸,i}𝒱_𝑸^{(3)}+\beta _{k_y,𝑸,i}𝒱_𝑸^{(1)}\right)`$ (57)
$`\times \left(\alpha _{k_y,𝑸,i}𝒱_𝑸^{(1)}\beta _{k_y,𝑸,i}𝒱_𝑸^{(0)}\beta _{k_y,𝑸,i}𝒱_𝑸^{(3)}\right)`$
$`E_{k_y,\mathrm{𝟎},}^{(0)}|_{\text{eff}}^{(2)}(E)|E_{k_y,\mathrm{𝟎},}^{(0)}`$ $`=`$ $`E_{(0,k_y),}^{(0)}+{\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{1}{EE_{k_y,𝑸,i}^{(0)}}}\left|\beta _{k_y,𝑸,i}𝒱_𝑸^{(0)}\beta _{k_y,𝑸,i}𝒱_𝑸^{(3)}+\alpha _{k_y,𝑸,i}𝒱_𝑸^{(1)}\right|^2.`$ (58)
Looking at the off-diagonal terms (57), we see that the imaginary part of these matrix elements vanishes if the vortex lattice is a Bravais lattice because, as we noted earlier, $`𝒱_𝑸^{(0)}`$ vanishes when $`𝒱_𝑸^{(1)}`$ and $`𝒱_𝑸^{(3)}`$ do not and vice versa. Thus to second order, the coefficient of $`\sigma _2`$ is zero. This property holds for arbitrary $`𝒌`$, not just on the $`k_y`$axis, as $`\alpha _{𝒌,𝑸,i}`$ and $`\beta _{𝒌,𝑸,i}`$ are real numbers for every $`𝒌`$ and even though the off-diagonal matrix element away from the $`k_x=0`$ axis has a more complicated structure than in (57), its imaginary part will still be a sum of polynomials in $`\alpha _{𝒌,𝑸,i}`$ and $`\beta _{𝒌,𝑸,i}`$ times $`𝒱_𝑸^{(0)}𝒱_𝑸^{(1,3)}`$, which vanish identically.
Going back to the $`k_x=0`$ case, we can identify one further symmetry $`\alpha _{k_y,(Q_x,Q_y),i}=\alpha _{k_y,(Q_x,Q_y),i}`$ and $`\beta _{k_y,(Q_x,Q_y),i}=\beta _{k_y,(Q_x,Q_y),i}`$ which makes the $`\sigma _1`$ term in the effective Hamiltonian vanish $`B(0,k_y)=0`$.
If we look at the third order off-diagonal matrix element of the effective Hamiltonian, analogously to (52), we have, at $`E=0`$:
$`E_{k_y,\mathrm{𝟎},+}^{(0)}|_{\text{eff}}^{(3)}|E_{k_y,\mathrm{𝟎},}^{(0)}=`$ (59)
$`{\displaystyle \underset{𝑸_1,𝑸_20,i_1,i_2=\pm }{}}{\displaystyle \frac{\left(\alpha _{k_y,𝑸_1,i_1}𝒱_{𝑸_1}^{(0)}+\alpha _{k_y,𝑸_1,i_1}𝒱_{𝑸_1}^{(3)}+\beta _{k_y,𝑸_1,i_1}𝒱_{𝑸_1}^{(1)}\right)\left(\beta _{k_y,𝑸_2,i_2}𝒱_{𝑸_2}^{(0)}\beta _{k_y,𝑸_2,i_2}𝒱_{𝑸_2}^{(3)}+\alpha _{k_y,𝑸_2,i_2}𝒱_{𝑸_2}^{(1)}\right)}{E_{k_y,𝑸_1,i_1}^{(0)}E_{k_y,𝑸_2,i_2}^{(0)}}}`$ (60)
$`\times [𝒱_{𝑸_2𝑸_1}^{(0)}(\alpha _{k_y,𝑸_1,i_1}\alpha _{k_y,𝑸_2,i_2}+\beta _{k_y,𝑸_1,i_1}\beta _{k_y,𝑸_2,i_2})+𝒱_{𝑸_2𝑸_1}^{(3)}(\alpha _{k_y,𝑸_1,i_1}\alpha _{k_y,𝑸_2,i_2}\beta _{k_y,𝑸_1,i_1}\beta _{k_y,𝑸_2,i_2})`$ (61)
$`+𝒱_{𝑸_2𝑸_1}^{(1)}(\alpha _{k_y,𝑸_1,i_1}\beta _{k_y,𝑸_2,i_2}+\beta _{k_y,𝑸_1,i_1}\alpha _{k_y,𝑸_2,i_2})]`$ (62)
Let us start by analyzing the coefficient of $`\sigma _1`$. Because of the Bravais lattice symmetry, the matrix element (62) is pure imaginary, and so can only contribute to $`\sigma _2`$. This is true for every correction to the off-diagonal matrix element of the effective Hamiltonian coming from odd orders of perturbation theory: there will always be an odd power of $`𝒱^{(0)}`$ Fourier coefficients in every term in the sum over intermediate states. The fourth order (and every other even order) correction could have a real part coming from terms with $`𝑸_1`$ odd (meaning that if $`𝑸=(2\pi /d)(m\widehat{x}+n\widehat{y})`$, then $`m+n`$ is odd) and every other reciprocal lattice vector alternating between even and odd. Considering pairs of terms of this kind with opposite $`Q_x`$ for every reciprocal lattice vector of the intermediate states, it is easy to see that they will have opposite signs using the symmetry properties of the potential and of the unperturbed wave functions mentioned above. In particular, this implies that the $`\sigma _1`$ term will keep vanishing along the $`k_x=0`$ axis to every order in perturbation theory.
Finally, we turn to the $`\sigma _2`$ term. This time, the Bravais lattice symmetry will ensure that corrections coming from even orders in perturbation theory are real numbers and so the only contributions to $`\sigma _2`$ can come from odd orders in perturbation theory. The third order matrix element (62) is the lowest non-vanishing one and it can be approximately evaluated numerically as a function of $`k_y`$ and the anisotropy ratio $`\alpha _D`$. We find that it is generically non-zero when $`k_y0`$.
The perturbative analysis for the $`k_y=0`$ axis proceeds along the same lines. In this case, besides the Bravais nature of the vortex lattice, the symmetry responsible for the vanishing of the coefficients $`B(𝒌)`$ and $`C(𝒌)`$ is $`\alpha _{k_x,(Q_x,Q_y),\pm }=\alpha _{k_x,(Q_x,Q_y),}`$ and $`\beta _{k_x,(Q_x,Q_y),\pm }=\beta _{k_x,(Q_x,Q_y),}`$. The matrix elements of the effective Hamiltonian can be explicitly evaluated taking $`\alpha _{k_x,\mathrm{𝟎},\pm }=\pm \frac{1}{\sqrt{2}}`$ and $`\beta _{k_x,\mathrm{𝟎},\pm }=\frac{1}{\sqrt{2}}`$.
To summarize, in this section we showed that for a Bravais lattice of vortices with a rectangular unit cell and for generic values of the anisotropy ratio $`\alpha _D`$, zero-energy states can only be found along the $`k_y=0`$ axis (one Dirac point is always found at the $`\mathrm{\Gamma }`$ point). Anywhere else in the magnetic Brillouin zone we do not expect to find further Dirac points, even though the gaps separating the particlelike and holelike bands could get very small. Also, for special values of $`\alpha _D`$ it is not ruled out that there could be isolated energy zeroes anywhere in the Brillouin zone.
## IX Vortex lattice with a basis
### A Two vortices per unit cell
As we noted earlier, the key ingredient to find a gapless spectrum at the center of the Brillouin zone in perturbation theory was the Bravais nature of the vortex lattice. We can explore this connection further relaxing the constraint on the position of the vortices. The unit cell had to be doubled in order to enclose one quantum of magnetic flux $`\mathrm{\Phi }_0=hc/|e|`$; furthermore we divided the vortices into two sublattices $`A`$ and $`B`$ but kept them evenly spaced. We can leave the geometry of the two sublattices unchanged but displace them with respect to each other thus changing our lattice into a non-Bravais lattice with two vortices per unit cell. Let us assume that the two sublattices $`A`$ and $`B`$ are still square lattices with spacing $`d`$, but let us consider what happens if we let the distance between nearest $`A`$ and $`B`$ vortices be different from $`(\sqrt{2}/2)d`$. For concreteness let us take
$$𝑹_0=\left(\frac{1ϵ_x}{4}\widehat{x}+\frac{1ϵ_y}{4}\widehat{y}\right)d,$$
(63)
as defined in Fig. 1. Then, $`𝑸𝑹_0=(\pi /2)[(1ϵ_x)m+(1ϵ_y)n]`$ and
$$𝒱_𝑸^{(0)}\pm 𝒱_𝑸^{(3)}=(𝒱_𝑸^{(0)}\pm 𝒱_𝑸^{(3)})^{}.$$
(64)
The diagonal matrix elements of the effective Hamiltonian at the $`\mathrm{\Gamma }`$ point (46) and (48), will keep vanishing because of the symmetries outlined above. On the other hand the off-diagonal terms do not vanish anymore and are purely imaginary, the second order effective Hamiltonian is thus proportional to $`\sigma _2`$. The series $`(\text{47})`$ can be written as (keeping only the non-vanishing imaginary part)
$`E_{0,+}^{(0)}|_{\text{eff}}^{(2)}|E_{0,}^{(0)}={\displaystyle \underset{𝑸0,i=\pm }{}}{\displaystyle \frac{𝒱_𝑸^{(0)}}{E_{𝑸,i}^{(0)}}}\left[2\alpha _{𝑸,i}\beta _{𝑸,i}𝒱_𝑸^{(3)}+(\beta _{𝑸,i}^2\alpha _{𝑸,i}^2)𝒱_𝑸^{(1)}\right]`$ (65)
$`=i\left({\displaystyle \frac{\mathrm{}v_F}{d}}\right)^2{\displaystyle \underset{(m,n)(0,0),i=\pm }{}}{\displaystyle \frac{(1)^{m+n+1}}{2E_{𝑸,i}^{(0)}}}{\displaystyle \frac{m}{(m^2+n^2)^2}}\mathrm{sin}\pi (ϵ_xm+ϵ_yn)\left[2\alpha _{𝑸,i}\beta _{𝑸,i}m{\displaystyle \frac{1}{\alpha _D}}(\beta _{𝑸,i}^2\alpha _{𝑸,i}^2)n\right].`$ (66)
For small $`\mathit{ϵ}`$ we can expand the previous expression to first order in $`ϵ_x`$ and $`ϵ_y`$ and using the symmetry
$$\begin{array}{c}\alpha _{(m,n),i}=\alpha _{(m,n),i}\\ \beta _{(m,n),i}=\beta _{(m,n),i}\end{array}$$
(67)
it is easy to show that the series does not depend on $`ϵ_y`$. This result implies that, contrary to what we found in the Bravais lattice case, if the unit cell of the vortex lattice has a basis composed of two vortices with $`ϵ_x0`$, the quasiparticle spectrum becomes gapped. In second order perturbation theory, the lowest eigenvalue at the center of the Brillouin zone depends linearly on $`ϵ_x`$ for small distortions
$$E_{\text{gap}}^{(\mathit{ϵ})}=\frac{\mathrm{}v_F}{d}g(\alpha _D)|ϵ_x|$$
(68)
where the function $`g(\alpha _D)`$ is defined as
$`g(\alpha _D)`$ $`=`$ $`\pi {\displaystyle \frac{\mathrm{}v_F}{d}}{\displaystyle \underset{(m>0,n),i=\pm }{}}{\displaystyle \frac{(1)^{m+n+1}}{E_{𝑸,i}^{(0)}}}{\displaystyle \frac{m^2}{(m^2+n^2)^2}}`$ (69)
$`\times `$ $`\left[2\alpha _{𝑸,i}\beta _{𝑸,i}m{\displaystyle \frac{1}{\alpha _D}}(\beta _{𝑸,i}^2\alpha _{𝑸,i}^2)n\right].`$ (70)
The asymmetry between $`ϵ_x`$ and $`ϵ_y`$ (present even in the isotropic $`\alpha _D=1`$ case) is due to the term proportional to the identity matrix in the Hamiltonian (32), in fact the terms in the series in (66) are proportional to $`𝒱_𝑸^{(0)}`$. Linearizing the Bogoliubov–de Gennes equation around the Dirac points $`𝒑=(p_F,0)`$ or $`𝒑=(p_F,0)`$ we would exchange the role of $`x`$ and $`y`$ so that for every distortion $`\mathit{ϵ}`$ the total density of states, defined as the sum of the density of states from the four Dirac points, exhibits the fourfold symmetry of the vortex lattice explicitly.
In order to compare perturbation theory to the exact numerical diagonalization of the linearized Bogoliubov–de Gennes equation (32), let us consider the case $`ϵ=ϵ_x=ϵ_y`$. The matrix element (66) can be evaluated numerically and for the case $`\alpha _D=1`$ (isotropic Dirac cone) and $`ϵ=0.1`$ we find
$$_{\text{eff}}^{(2)}=0.055\frac{\mathrm{}v_F}{d}\sigma _2$$
(71)
while for $`ϵ=0.2`$ we have
$$_{\text{eff}}^{(2)}=0.11\frac{\mathrm{}v_F}{d}\sigma _2.$$
(72)
The linear dependence of the gap on $`ϵ`$ is evident.
We have run exact numerical diagonalization of the Hamiltonian (32) and have found for the lowest energy eigenvalue in the $`ϵ=0.1`$ case $`0.0765\mathrm{}v_F/d`$ while in the $`ϵ=0.2`$ case $`0.142\mathrm{}v_F/d`$ which are in good agreement with the second order perturbation theory results. These gaps are larger than the gap induced by the Wilson term in the band structure in a Bravais vortex lattice (where perturbation theory predicted gapless behavior) and scale linearly with $`ϵ`$ once the $`ϵ=0`$ residual Wilson gap is subtracted (for $`\alpha _D=1`$ this is approximately $`0.010\mathrm{}v_F/d`$).
We also calculated the full band structure for the isotropic $`\alpha _D=1`$, $`ϵ=0.2`$ case and the results are shown in Fig. 6. Notice the gaps that open at the $`\mathrm{\Gamma }`$ and M points, while the rest of the band structure is qualitatively unchanged, as one would expect from conventional perturbation theory. Contrary to the square lattice case, the band structure is not symmetric under the exchange of $`k_x`$ with $`k_x`$ or $`k_y`$ with $`k_y`$ as can be seen from the energy bands in Fig. 6.
The density of states in the Bravais vortex lattice will be discussed in detail in the next section but it is clear that the gapless behavior at the $`\mathrm{\Gamma }`$ point implies the existence of a low-energy window where the density of states is linear and vanishes at zero energy, just like in a homogeneous $`d`$-wave superconductor. If the vortex lattice is distorted in the way discussed above, we find a gap in the quasiparticle excitation spectrum which depends on the magnitude and orientation of the distortion. The density of states will then vanish at zero energy in the general case of a vortex lattice with two vortices per unit cell.
### B Four vortices per unit cell
In previous sections of the paper we have discussed the role played by particle-hole symmetry in determining some of the key features of the spectrum. In particular, we noticed that the vanishing of the density of states at zero energy, with or without a gap opening at the center of the Brillouin zone, is deeply related to this symmetry. To explore this connection further, it is of interest to find more complicated vortex lattice structures that break particle-hole symmetry and see the effect on the spectrum.
Particle-hole symmetry requires a center of inversion in the unit cell to exist. We can break this symmetry considering a unit cell with a basis consisting of four vortices, so that its area is $`2d^2`$. We choose a rectangular unit cell with sides $`d<x<d`$, $`d/2<y<d/2`$. As an example, we can study the quasiparticle spectrum when the A-vortices are located at $`(0,0)`$ and $`(d/2,0)`$ and the B-vortices are located at $`(0,\pm d/4)`$, as shown in the inset in Fig. 7. In this case bands can go through the zero-energy axis away from crossings or near-crossings and thus the discussion in Section VIII doesn’t hold anymore and lines of zeroes can be found. The band structure in Fig. 7 for anisotropy $`\alpha _D=5`$ shows such lines of zero-energy states. Instead of going to zero, the density of states stays finite all the way down to zero energy, in close analogy to the prediction of the semiclassical theory . It may also be seen that in this example, there is no particle-hole symmetry for the overall density of states for the exhibited band structure. We must recall, however, that the exhibited states are derived from only one of the four Dirac points, $`𝒑=(0,p_F)`$, of the zero-field Fermi surface. If we include the contribution from the opposite point $`𝒑=(0,p_F)`$ the overall particle-hole symmetry will be recovered.
With four vortices per unit cell it is also possible to find superfluid velocity distributions that preserve particle-hole symmetry for the total density of states arising from a single Dirac point, but not at each point of the Brillouin zone separately as was the case for two vortices per unit cell. For example, the configuration depicted in Fig. 8, where the A-vortices are located at $`(\pm d/2,0)`$ while the B-vortices are at the same position as before, shows such a distribution. Here, if we consider the transformation $`𝒓𝒓`$, the superfluid velocities $`𝒗^A(𝒓)`$ and $`𝒗^B(𝒓)`$ are not exchanged as in equation (29), rather they transform like $`𝒗^{A,B}(𝒓)=𝒗^{A,B}(𝒓)`$. The Hamiltonian (21) goes into minus itself if we take $`𝒓𝒓`$ and simultaneously exchange $`𝒌`$ with $`𝒌`$. We then find $`E_+(𝒌)=E_{}(𝒌)`$, but no particle-hole symmetry at a fixed $`𝒌`$. The density of states is an even function of the quasiparticle energy, as can be observed in Fig. 8. Lines of energy-zeroes are still allowed in this case, so the density of states may be finite at $`E=0`$.
## X Density of states: comparison with the semiclassical theory
The density of states is computed using a linear interpolation for the band structure in between the sampled $`k`$points and is normalized as follows:
$$N(E)=2\underset{n}{}\frac{d^2k}{(2\pi )^2}\delta (EE_n(𝒌))$$
(73)
where the factor of 2 comes from spin degeneracy and $`n`$ is a band index. As we noted in the previous section, this is the contribution to the total density of states coming from one of the four nodes of the zero-field quasiparticle spectrum. For a simple square vortex lattice in the orientation we are considering, the total density of states can be obtained simply by multiplying this result by four. In more complicated vortex lattices, a separate calculation of the density of states at one of the nodes rotated by $`90^{}`$ with respect to $`𝒑=(0,p_F)`$ is generally necessary.
If the vortex lattice is a Bravais lattice, the quasiparticle spectra are gapless regardless of the anisotropy ratio $`\alpha _D`$ and the density of states at very low-energy is linear in energy although the slope is renormalized by the potentials (and the renormalization factor depends on $`\alpha _D`$). The results of the numerical diagonalization are shown in Figs. 3-5 for $`\alpha _D=1,2,4`$ respectively. The sharp peaks in the density of states are logarithmic van Hove singularities: for topological reasons every band in two dimensions has at least two saddle points which contribute logarithmically divergent peaks to the density of states. The van Hove singularities show up as finite-height peaks in the numerical evaluation of the density of states because of the linear interpolation scheme used for the band structure. Averaging these peaks out, however, one can see that at high energy the density of states reproduces the behavior expected for the quasiparticles in the absence of a magnetic field $`N(E)=|E|/(\pi \mathrm{}^2v_Fv_\mathrm{\Delta })`$ as shown in Fig. 5 for the $`\alpha _D=4`$ case.
We want to compare our results to the semiclassical picture studied primarily by Volovik . This approach takes into account the superfluid velocity $`𝒗_s`$ distribution through the Doppler shift of the quasiparticle energy
$$E(𝒌,𝒓)=\pm \sqrt{\xi _𝒌^2+\mathrm{\Delta }_d(𝒌)^2}+\mathrm{}𝒌𝒗_s(𝒓),$$
(74)
where $`\xi _𝒌`$ is the kinetic energy measured with respect to the Fermi surface. Within this framework Kopnin and Volovik introduced two crossover energy scales $`E_1\mathrm{}v_F/d`$ and $`E_2^{KV}\mathrm{}v_\mathrm{\Delta }/d`$. The first energy scale $`E_1\mathrm{}v_F/d`$ marks the boundary between the temperature dominated regime and the superflow dominated regime in the thermodynamic functions. Physically, this crossover corresponds to the WKB eigenfunctions becoming extended on a scale comparable to the intervortex distance, at least in one direction. For $`E>E_1`$, the states are unaffected by the magnetic field and the density of states is linear with the same slope one would find in the bulk without a vortex lattice, as we discussed in the previous paragraph. For $`E<E_1`$, the semiclassical density of states is essentially independent of energy and for our order parameter distribution on a square lattice we calculate it to be
$$N(0)=\frac{1}{4\mathrm{}v_\mathrm{\Delta }d}.$$
(75)
Volovik finds essentially the same result , with an undetermined numerical prefactor which depends on the geometry of the vortex lattice. Won and Maki , using a somewhat different model, calculate this geometric prefactor for a general vortex lattice structure (although only Bravais lattices are considered) and find a result of the same order of magnitude of (75), for a square lattice.
The second crossover marks the boundary where a full quantum mechanical picture becomes important and the semiclassical analysis breaks down. We will call this scale $`E_2`$. As we mentioned above, Kopnin and Volovik argue that this scale is linear in $`1/\alpha _D`$, and is given by $`E_2^{KV}\mathrm{}v_\mathrm{\Delta }/d`$ and, for energies in the range $`E_2^{KV}<E<E_1`$, they predict a constant density of states. In terms of band structure this means that we need to find a direction in $`𝒌`$-space in which the bands are flat on a scale of $`E_2`$. If we assume that the perturbation induced by the magnetic field is weak, and thus that the band structure is only weakly renormalized, we find that for large enough anisotropy $`\alpha _D1`$ several bands will start overlapping for energies $`E<E_1`$ and will have a small dispersion in the $`k_x`$ direction of the order of $`\mathrm{}v_\mathrm{\Delta }/d`$. The density of states for $`E<E_1`$ would then be essentially constant down to energies of the order of $`\mathrm{}v_\mathrm{\Delta }/d`$, which corresponds exactly to $`E_2^{KV}`$. For energies $`E<E_2^{KV}`$ we would have just a single band and the density of states would drop linearly to zero. The key assumptions that enter in this argument (weak perturbing potential) are essentially the absence of vanishing energies, or nearly vanishing energies, at any point in the Brillouin zone other than the $`\mathrm{\Gamma }`$ point and a small renormalization of the slope of the lowest energy bands at the $`\mathrm{\Gamma }`$ point in any direction of the Brillouin zone. These assumptions are satisfied for rather small anisotropy ratios $`\alpha _D10`$ but seem to fail for higher values of $`\alpha _D`$, as we will show.
In Fig. 3-5 we can see how the semiclassical description starts developing. For $`\alpha _D=1`$ there is no resemblance to the semiclassical behavior for any energy, the bands are very distinct at low energy and there is only one crossover from a quantum mechanical region to a purely classical region ($`E>E_1`$) without any hint of constant density of states. Changing the anisotropy to $`\alpha _D=2`$ or even better $`\alpha _D=4`$ a hint of the semiclassical region starts opening up and one can identify a trend towards a flat density of states between roughly $`E_2^{KV}`$ and $`E_1`$. For energies much lower than $`E_2^{KV}`$ the density of states is linear and goes to zero at zero energy. Although there is only one band (even in the $`\alpha _D=4`$ case) below $`E_1`$, the semiclassical description seems to start working remarkably well. From these plots we can already notice discrepancies with the Kopnin and Volovik picture. Notice that, while for the $`\alpha _D=2`$ case the ratio between the slopes in the $`k_y`$ and $`k_x`$ directions is $`v_F^R/v_\mathrm{\Delta }^R2.5\alpha _D`$ (the superscript $`R`$ indicates that these are the renormalized velocities in the two above mentioned directions in $`𝒌`$-space), already in the $`\alpha _D=4`$ case the same ratio is roughly 17 which is much larger than $`\alpha _D`$. The scale at which the flat density of states should break down, $`E_2`$, seems to be much smaller than the simple argument above would predict.
Besides a large renormalization of the slope of the energy bands at the $`\mathrm{\Gamma }`$ point, which occurs even for relatively small anisotropies, we find for large anisotropies that there are lines in the Brillouin zone where the energy of the lowest band is very close to vanishing. As we discussed in Section VIII, we do not expect to find points, other than the $`\mathrm{\Gamma }`$ point and possibly along the $`k_y=0`$ axis, where the energy is exactly zero (except, conceivably, at isolated values of the anisotropy ratio $`\alpha _D`$). For anisotropies $`\alpha _D>8`$ we cannot resolve numerically any dispersion along the $`k_x`$ direction, so only the $`\mathrm{\Gamma }`$Y line of the band structure carries information. In Fig. 9 we have plotted a few of the lowest energy bands corresponding to values of the anisotropy ratio $`\alpha _D=`$8, 12, 15. One can immediately see one of these energy near-zeroes developing along the $`\mathrm{\Gamma }`$Y axis. In general, the crossover scale $`E_2`$ will be set by the larger of the energy gap at this point and the energy dispersion in the $`k_x`$ direction. The density of states will be very close to a constant for energies larger than $`E_2`$ and will drop towards zero with decreasing energy for $`EE_2`$. In this way the high-anisotropy limit approaches the semiclassical prediction much faster then linearly in $`1/\alpha _D`$. (The precise functional dependence of $`E_2`$ on $`\alpha _D`$ will be discussed in a later publication.)
For more complicated lattices, where there is not particle-hole symmetry at each point in the Brillouin zone, there is no argument to prevent zero crossings, and we do indeed find lines of zeroes for large values of $`\alpha _D`$ (see Figs. 7 and 8). Thus the density of states is finite at zero energy and the semiclassical results may apply down to zero energy.
## XI Conclusions
In conclusion, we have studied the quasiparticle spectrum of a $`d`$-wave superconductor in the mixed state. One important step in solving the problem has been the transformation due to Franz and Tešanović that maps the original Bogoliubov–de Gennes equation into a Dirac Hamiltonian in an effective periodic vector and scalar potential corresponding to zero average magnetic field. We have found both numerically and in perturbation theory that for a Bravais lattice of vortices the spectrum remains gapless when a magnetic field is turned on. We have showed that for vortex lattices which preserve the particle-hole symmetry of the energy spectrum there can only be other isolated Dirac points in the Brillouin zone and so they cannot change qualitatively the very low-energy density of states. Different conclusions are reached when more complicated vortex lattice structure (for example with four vortices per unit cell) are considered where lines of energy-zeroes can be found. In this case, the density of states is finite at zero energy for large enough anisotropy ratio $`\alpha _D`$. A non-Bravais vortex lattice with two-vortices per unit cell can break the symmetry that keeps the spectrum gapless and open gaps whose magnitude depends on both the magnitude and orientation of the distortion observable both in the numerics and perturbation theory, with good agreement between the two. Finally, the high-anisotropy limit has been investigated and it’s relation to the semiclassical analysis explained. The crossover scale between the semiclassical and quantum mechanical regime $`E_2`$ goes to zero for large values of the anisotropy much faster than linearly in $`1/\alpha _D`$, at least for the vortex lattice geometries considered here, and the density of states quickly approaches a constant value for energies $`E_2<E<E_1`$.
## XII Acknowledgments
We are grateful for helpful discussions with Noam Bernstein and Greg Smith, and for support from NSF grant DMR 99-81283. |
warning/0001/math0001068.html | ar5iv | text | # Conormal modules via primitive ideals
## 1. Introduction
Let $`𝔥𝔤`$ be two ideals of a polynomial ring $`𝒪`$ over a field $`k`$ of characteristic zero. Let $`\overline{𝔤}:=𝔤/𝔥`$ be the image of $`𝔤`$ in $`𝒪/𝔥`$ under the canonical projection. The main interest of this article is to study the conormal module $`M:=\overline{𝔤}/\overline{𝔤}^2`$ and the second symbolic power $`\overline{𝔤}^{(2)}`$ of $`\overline{𝔤}`$. The connection between $`M`$ and $`\overline{𝔤}^{(2)}`$ is established by the primitive ideal of $`𝔤`$ (relative to $`𝔥`$), which was introduced by Siersma-Pellikaan and generalized to relative version in .
In general, $`𝒪/𝔥`$ is not regular, so the $`𝒪/𝔤`$ module $`M`$ is neither free nor torsion free even if both $`𝔥`$ and $`𝔤`$ are complete intersections, and the projective dimension of $`\overline{𝔤}`$ is not finite. Especially, no generating set of $`\overline{𝔤}`$ forms a regular sequence. Then the following questions would be interesting.
* Find descriptions of the torsion part $`T(M)`$ of $`M`$, calculate the length (when it is finite) of $`T(M)`$;
* Find descriptions of the torsion free module $`N:=M/T(M)`$ and conditions on the freeness of $`N`$.
In commutative algebra, there is a question by Vasconcelos on how to compute effectively the symbolic powers of an ideal in a residue ring of a polynomial ring . It follows from that the second symbolic power of $`\overline{𝔤}`$ is the image of the primitive ideal of $`𝔤`$ in the residue ring. We give a precise expression of $`\overline{𝔤}^{(2)}`$ under some assumptions.
What brought our attention to these questions is the studying of functions with non-isolated singularities on singular spaces. In general the ideals $`𝔥𝔤`$ define two subvarieties $`X\mathrm{\Sigma }`$ of $`^n`$ if $`k=`$. The primitive ideal of $`𝔤`$ collects all the functions whose zero level hypersurfaces pass through $`\mathrm{\Sigma }`$ and are tangent to the regular part $`X_{\mathrm{reg}}`$ of $`X`$ along $`\mathrm{\Sigma }X_{\mathrm{reg}}`$. If we supply $`X`$ with the so called logarithmic stratification , then the primitive ideal of $`𝔤`$ consists of exactly all the functions from $`𝔤`$ whose stratified critical loci on $`X`$ contain $`\mathrm{\Sigma }`$ (cf. ). Hence, locally the primitive ideal plays a similar role to the second power of the maximal ideal of the local ring $`𝒪_{^n,0}`$ in singularity theory. In order to study the topology of the Milnor fibre $`F_f`$ of a function $`f`$ with singular locus $`\mathrm{\Sigma }`$, we use a good deformation (the Morsification) $`f_s`$ of $`f`$. This $`f_s`$ has relatively simpler singularities than $`f`$. The existence of the good deformation and related invariants (both topological and algebraic) have close relationship with $`M`$, $`T(M)`$ and $`N`$. Roughly speaking, the freeness of $`N`$ implies the existence of the good deformation . The length of torsion module $`T(M)`$ (when it is finite) gives some information on how $`\mathrm{\Sigma }`$ sits in $`X`$ (cf. ).
Under some conditions, we answer the questions a) and b). More precisely, after some descriptions of $`T(M)`$ and $`N`$, we mainly prove the following (see also Remark 12)
Main Theorem Let $`𝔥𝔤`$ be complete intersection ideals of a polynomial ring $`𝒪`$ over a field $`k`$ of characteristic zero. Let $`\mathrm{Spec}(𝒪/𝔤)`$ be reduced and connected, and the Jacobian ideal $`𝒥(𝔥)`$ of $`𝔥`$ be not contained in any minimal prime of $`𝒪/𝔤`$. The $`𝒪/𝔤`$-module $`N`$ is free if and only if there exists an $`𝒪`$-regular sequence $`g_1,\mathrm{},g_n`$ generating $`𝔤`$, such that
$$_𝔥𝔤=(g_1,\mathrm{},g_p)+(g_{p+1},\mathrm{},g_n)^2,$$
where $`p:=\mathrm{grade}𝔥,n:=\mathrm{grade}𝔤`$.
As an application, in the last section we study lines on a variety with isolated complete intersection singularity. More applications to the general deformation theory of non-isolated singularities on singular spaces will be given in the sequel papers.
## 2. Primitive ideals
Let $`𝒪`$ be a commutative ring and $`k𝒪`$ be a subring. Let $`\mathrm{Der}(𝒪)`$ denote the $`𝒪`$-module of all the $`k`$-derivations of $`𝒪`$. For an ideal $`𝔥𝒪`$, define
$$\mathrm{Der}_𝔥(𝒪):=\{\xi \mathrm{Der}(𝒪)\xi (𝔥)𝔥\}.$$
###### Definition 1.
Let $`𝔥𝔤𝒪`$ be ideals. The primitive ideal of $`𝔤`$ relative to $`𝔥`$ is
$$_𝔥𝔤:=\{f𝔤\xi (f)𝔤\text{ for any }\xi \mathrm{Der}_𝔥(𝒪)\}.$$
###### Remark 2.
This definition is a generalization of , and was generalized to higher order relative version in . And under general assumptions (cf. Proposition 4), it was proved in that the primitive ideal of $`𝔤`$ relative to $`𝔥`$ is the inverse image in $`𝒪`$ of the second symbolic power of the quotient ideal $`𝔤/𝔥𝒪/𝔥`$.
Some basic facts about the primitive ideals are collected in the following lemma.
###### Lemma 3.
Let $`𝔥𝔤`$ be ideals of $`𝒪`$, a commutative noetherian $`k`$-algebra. Then
* $`_𝔥𝔤`$ is contained in $`𝔤`$ and contains $`𝔥`$ and $`𝔤^2`$;
* for any $`𝔤_i𝔥`$ ($`i=1,2`$), $`_𝔥𝔤_1𝔤_2=_𝔥𝔤_1_𝔥𝔤_1`$;
* If $`𝒪`$ is a polynomial ring over a field of characteristic zero, $`\left(_𝔥𝔤\right)/𝔥=_0(𝔤/𝔥)`$, where $`0=𝔥/𝔥`$;
* If $`𝒪`$ is a $`k`$-algebra of finite type over a commutative ring $`k`$, and $`𝔥`$ and $`𝔤`$ have no embedded primes, then for any multiplicative set $`𝒮𝒪`$, $`𝒮^1\left(_𝔥𝔤\right)_{𝒮^1𝔥}𝒮^1𝔤`$.
###### Proof.
The first three statements follows immediately from the definition. To prove (4), one may use the fact that $`𝒮^1\mathrm{Der}_𝔥(𝒪)\mathrm{Der}_{𝒮^1𝔥}(𝒮^1𝒪)`$. See for details. $`\mathrm{}`$
## 3. Conormal module: the torsion part
Let $`M`$ be a module over a ring $`𝒪`$, and $`S`$ be the set of all the non-zero divisors of $`𝒪`$. Denote by $`Q`$ the total quotient ring of $`𝒪`$ with denominator set $`S`$, and by $`M_S:=MQ`$ the quotient module of $`M`$. The kernel of the canonical map $`MM_S`$ is denoted by $`T(M)`$ and is called the torsion (part) of $`M`$.
Let $`𝔥𝔤`$ be ideals of the commutative noetherian ring $`𝒪`$. Denote by $`\overline{𝔤}:=𝔤/𝔥`$, the quotient ideal in $`𝒪/𝔥`$. The $`𝒪/𝔤`$-module $`M:=\overline{𝔤}/\overline{𝔤}^2𝔤/𝔤^2+𝔥`$ is called the conormal module of $`\overline{𝔤}`$.
###### Proposition 4.
Let $`𝒪`$ be a polynomial ring over a field $`k`$ of characteristic 0. Let $`𝔥𝔤`$ be unmixed ideals of $`𝒪`$ with $`𝔤`$ radical, such that the Jacobian ideal $`𝒥(𝔥)`$ of $`𝔥`$ is not contained in any minimal prime of $`𝒪/𝔤`$, then
$$T(M)=T:=\frac{_𝔥𝔤}{𝔤^2+𝔥}\frac{\overline{𝔤}^{(2)}}{\overline{𝔤}^2}.$$
Consequently, we have the following exact sequence
$`(\text{3}.1)`$
$$0T(M)\stackrel{ı}{}M\stackrel{\pi }{}N0$$
where $`N:=𝔤/_𝔥𝔤`$.
###### Proof.
In the following we use $`\overline{𝔭}`$ to denote the image of an ideal $`𝔭`$ of $`𝒪`$ in the residue ring $`𝒪/𝔥`$. We first prove that $`TT(M)`$. Note that for any $`𝔭𝒱(𝔤)(𝒱(𝒥(𝔥))𝒱(𝒥(𝔤)))`$, $`T_𝔭=\left(_0\overline{𝔤}_{\overline{𝔭}}\right)/\overline{𝔤}_{_{\overline{𝔭}}}^2`$ is a module over local ring $`R:=\left(𝒪/𝔥\right)_{\overline{𝔭}}`$. Since $`R`$ and $`R/\overline{𝔤}_{\overline{𝔭}}`$ are regular, $`\overline{𝔤}_{\overline{𝔭}}`$ is generated just by a part of the regular system of parameters $`\{g_1,\mathrm{},g_d\}`$. (cf. \[9, Theorem 36\]). We may also assume that $`𝔤`$ is prime. It follows from that $`\overline{𝔤}_{\overline{𝔭}}^2=\overline{𝔤}_{\overline{𝔭}}^{(2)}`$, the second symbolic power of $`\overline{𝔤}_{\overline{𝔭}}`$. By , $`_0\overline{𝔤}_{\overline{𝔭}}=\overline{𝔤}_{\overline{𝔭}}^{(2)}`$. Hence $`T`$ is annihilated by a power of $`𝒥(𝔤)𝒥(𝔥)`$.
For any $`\overline{a}T(M)`$, let $`\overline{\beta }𝒪/𝔤`$ be a non-zero divisor such that $`\overline{\beta }\overline{a}=\overline{0}.`$ By taking representative, we have $`\beta a𝔤^2+𝔥`$. For any $`\xi \mathrm{Der}_𝔥(𝒪)`$, we have $`\xi (\beta a)\beta \xi (a)mod𝔤.`$ Since $`\xi (\beta a)𝔤`$, hence $`\xi (a)𝔤`$, and $`a_𝔥𝔤`$.
By , $`\left(_𝔥𝔤\right)/𝔥=\overline{𝔤}^{(2)},`$ hence $`T\overline{𝔤}^{(2)}/\overline{𝔤}^2`$. $`\mathrm{}`$
###### Lemma 5.
Let $`𝔤`$ be a radical ideal of a commutative noetherian ring $`𝒪`$. Suppose that $`𝔤`$ is generated by an $`𝒪`$-regular sequence $`g_1,\mathrm{},g_n`$. If $`𝔤^{}:=(g_1,\mathrm{},g_t)+(g_{t+1},\mathrm{},g_n)^2`$ for some $`1tn`$, then $`\mathrm{Ass}(𝒪/𝔤^{})=\mathrm{Ass}(𝒪/𝔤).`$
###### Proof.
We use the fact: For two ideals $`JI`$ with $`I`$ radical and $`\sqrt{J}=I`$, then $`\mathrm{Ass}(𝒪/J)=\mathrm{Ass}(I/J)\mathrm{Ass}(𝒪/I).`$
Since $`\sqrt{𝔤^{}}=𝔤`$, we need to prove that $`\mathrm{Ass}(𝔤/𝔤^{})\mathrm{Ass}(𝒪/𝔤).`$ Let $`𝔤=\underset{i=1}{\overset{r}{}}P_i`$ be the unique minimal prime decomposition of $`𝔤`$. Let $`Q\mathrm{Ass}(𝔤/𝔤^{})`$. By definition, there exist $`0\overline{x}_i𝒪/𝔤`$ and $`0\overline{y}𝔤/𝔤^{}`$ such that $`P_i=\mathrm{Ann}(\overline{x}_i)`$ ($`i=1,\mathrm{},r`$) and $`Q=\mathrm{Ann}(\overline{y})`$. Suppose that $`qQ\underset{i=1}{\overset{r}{}}P_i\mathrm{}`$. Then $`qy𝔤^{}`$, and $`qx_i𝔤`$ ($`i=1,\mathrm{},r`$). Write $`qy\beta _1g_1+\mathrm{}+\beta _tg_tmod𝔤^2\mathrm{and}y=_{k=1}^ny_kg_k.`$ Then $`qy(\beta _1g_1+\mathrm{}+\beta _tg_t)=(qy_1\beta _1)g_1+\mathrm{}+(qy_t\beta _t)g_t+qy_{t+1}g_{t+1}+\mathrm{}+qy_ng_n0mod𝔤^2.`$ It follows that $`qy_{t+j}𝔤=\underset{i=1}{\overset{r}{}}P_i`$. Since $`qP_i`$ for all $`i=1,\mathrm{},r`$, $`y_{t+j}\underset{i=1}{\overset{r}{}}P_i=𝔤`$, which implies that $`y𝔤^{}`$, a contradiction. We may assume that $`QP_1`$.
On the other hand, since $`\mathrm{Ass}(𝔤/𝔤^{})\mathrm{Ass}(𝒪/𝔤^{})`$ and $`\mathrm{rad}(𝔤^{})=𝔤`$, we have $`Q𝔤=\underset{i=1}{\overset{r}{}}P_i.`$ It follows from \[1, (1.11)\] that $`QP_i`$ for some $`1ir`$, which implies that $`i=1`$ since $`𝔤=\underset{i=1}{\overset{r}{}}P_i`$ is the minimal prime decomposition of $`𝔤`$. $`\mathrm{}`$
###### Proposition 6.
Let $`𝔥𝔤`$ be ideals of $`𝒪`$, a polynomial ring over a field $`k`$ of characteristic zero. Assume that $`𝔥`$ is unmixed and $`𝔤`$ is a radical complete intersection ideal. Suppose that the Jacobian ideal $`𝒥(𝔥)`$ of $`𝔥`$ is not contained in any minimal prime of $`𝒪/𝔤`$. If there exists a minimal generating set $`\{g_1,\mathrm{},g_n\}`$ of $`𝔤`$ such that
* The images of $`g_1,\mathrm{},g_t`$ are contained in $`T(M)`$ for some integer $`t:\mathrm{\hspace{0.17em}0}tn`$;
* For any prime $`𝔭\mathrm{Ass}(𝒪/𝔤)`$, the images of $`g_{t+1},\mathrm{},g_n`$ in $`(𝒪/𝔥)_{\overline{𝔭}}`$ generate $`(𝔤/𝔥)_{\overline{𝔭}}`$ as a complete intersection ideal of $`(𝒪/𝔥)_{\overline{𝔭}}`$.
Then $`_𝔥𝔤=𝔤^{}:=(g_1,\mathrm{},g_t)+(g_{t+1},\mathrm{},g_n)^2.`$
###### Proof.
It is obvious that $`𝔤^{}_𝔥𝔤`$. It was proved in that $`𝒪/𝔤`$ and $`𝒪/_𝔥𝔤`$ have the same associated ideals. By Lemma 3 and 5, neither $`𝔤^{}`$ nor $`_𝔥𝔤`$ has embedded primes and these two ideals have common radical $`𝔤`$. We only need to prove they are equal locally at any associated prime $`𝔭`$ of $`𝒪/𝔤`$.
Let $`f=a_1g_1+\mathrm{}+a_ng_n_𝔥𝔤`$. Then for any $`\xi \mathrm{Der}_𝔥(𝒪)`$, $`\xi (f)\xi (f^{})0mod𝔤`$, where $`f^{}:=a_{t+1}g_{t+1}+\mathrm{}+a_ng_n`$. By assumption $`𝔭𝒱(𝔥)𝒱(𝒥(𝔥))`$, $`\stackrel{~}{\xi }(\stackrel{~}{f^{}})`$ is contained in $`(𝔤/𝔥)_{\overline{𝔭}}`$, where we use $`\stackrel{~}{e}`$ to denote the image of an element $`e𝒪`$ (resp. $`\mathrm{Der}_𝔥(𝒪)`$) under taking modulo $`𝔥`$ and localization at $`\overline{𝔭}`$. In other words,
$$\stackrel{~}{f^{}}=\stackrel{~}{a}_{t+1}\stackrel{~}{g}_{t+1}+\mathrm{}+\stackrel{~}{a}_n\stackrel{~}{g}_n\left(\left(_𝔥𝔤\right)/𝔥\right)_{\overline{𝔭}}=_0\left(𝔤/𝔥\right)_{\overline{𝔭}}=(\stackrel{~}{g}_{t+1},\mathrm{},\stackrel{~}{g}_n)_{\overline{𝔭}}^2,$$
where the last equality follows from Lemma 3 and . By the assumption (2), we have $`\left((a_{t+1},\mathrm{},a_n)/𝔥\right)_{\overline{𝔭}}\left((g_{t+1},\mathrm{},g_n)/𝔥\right)_{\overline{𝔭}},`$ which implies that $`(a_{t+1},\mathrm{},a_n)_𝔭𝔤_𝔭.`$ Thus, we proved that $`(𝔤^{})_𝔭=\left(_𝔥𝔤\right)_𝔭`$. $`\mathrm{}`$
###### Corollary 7.
Under the assumption of the Proposition 6, $`N`$ is a free $`𝒪/𝔤`$-module with the images $`\widehat{g}_{t+1},\mathrm{},\widehat{g}_n`$ of $`g_{t+1},\mathrm{},g_n`$ as basis, and $`MT(M)N`$.
###### Proof.
We only need to prove that $`\widehat{g}_{t+1},\mathrm{},\widehat{g}_n`$ are $`𝒪/𝔤`$-linearly independent. Suppose there are some $`\overline{\beta }_{t+j}𝒪/𝔤`$ such that $`\widehat{a}:=\overline{\beta }_{t+1}\widehat{g}_{t+1}+\mathrm{}+\overline{\beta }_n\widehat{g}_n=0`$ in $`N`$. By the expression of the primitive ideal in Proposition 6 and taking representatives, we have $`a(g_{t+1},\mathrm{},g_n)_𝔥𝔤=(g_1,\mathrm{},g_t)(g_{t+1},\mathrm{},g_n)+(g_{t+1},\mathrm{},g_n)^2.`$ Let $`a\beta _1g_1+\mathrm{}+\beta _tg_tmod(g_{t+1},\mathrm{},g_n)^2`$. Then $`\beta _1g_1\mathrm{}\beta _tg_t+\beta _{t+1}g_{t+1}+\mathrm{}+\beta _ng_n0mod𝔤^2`$, from which and the assumption on $`𝔤`$, it follows that $`\beta _j𝔤.`$ $`\mathrm{}`$
Let $`𝔤`$ be generated by an $`𝒪`$-regular sequence: $`g_1,\mathrm{},g_n.`$ Assume that there exist an integer $`0tn`$ and non-zero divisors $`\overline{\beta }_1,\mathrm{},\overline{\beta }_t𝒪/𝔤`$ such that $`\overline{\beta }_1\widehat{g}_1,\mathrm{},\overline{\beta }_t\widehat{g}_t`$ are zero in $`M`$ as an $`𝒪/𝔤`$-module. Namely $`\beta _1g_1,\mathrm{},\beta _tg_t𝔤^2+𝔥`$, where $`\beta _ig_i`$ is the representative of $`\overline{\beta }_i\widehat{g}_i`$.
Let $`\{h_1,\mathrm{},h_p\}`$ be a minimum generating set of $`𝔥`$. Denote
$$h={}_{}{}^{^\mathrm{T}}(h_1,\mathrm{},h_p),g={}_{}{}^{^\mathrm{T}}(g_1,\mathrm{},g_n),G={}_{}{}^{^\mathrm{T}}(G_1,\mathrm{},G_t),\mathrm{\Lambda }=\text{diag}\{\beta _1,\mathrm{},\beta _t\},$$
where T means the transposition of the matrix indicated.
Let $`A`$ and $`B=(B_1\mathrm{}B_2)`$ be the matrices such that $`\mathrm{\Lambda }{}_{}{}^{^\mathrm{T}}(g_1,\mathrm{},g_t)=Ah+G,h=Bg,`$ where $`A`$ is a $`t\times p`$ matrix, $`B`$ a $`p\times n`$ matrix, $`B_1`$ a $`p\times t`$ matrix, $`B_2`$ a $`p\times (nt)`$ matrix, and $`G_i𝔤^2`$. Let $`C_1=AB_1,C_2=AB_2`$, then we have
$$(\mathrm{\Lambda }C_1){}_{}{}^{^\mathrm{T}}(g_1,\mathrm{},g_t)C_2{}_{}{}^{^\mathrm{T}}(g_{t+1},\mathrm{},g_n)0mod𝔤^2$$
Note that $`𝔤/𝔤^2`$ is a free $`𝒪/𝔤`$-module. We have $`\overline{\mathrm{\Lambda }}=\overline{C_1},\overline{C_2}=0\text{ in }𝒪/𝔤.`$ From this we obtain the following lemma similar to the implicit function theorem.
###### Lemma 8.
Let $`𝔤`$ be a radical complete intersection ideal of $`𝒪`$, then $`det\overline{C}_1=det\overline{\mathrm{\Lambda }}=\overline{\beta }_1\mathrm{}\overline{\beta }_t`$ is a non-zero divisor in $`𝒪/𝔤`$ and consequently $`\mathrm{rank}(B_1)t`$ and $`tp.`$ $`\mathrm{}`$
## 4. Freeness of $`N`$ and the primitive ideal
Let $`𝔥𝔤`$ be complete intersection ideals of $`𝒪=k[x_0,x_1,\mathrm{},x_m]`$, a polynomial ring over a field $`k`$ of characteristic zero. Assume that the Jacobian $`𝒥(𝔥)`$ is not contained in any minimal prime of $`𝒪/𝔤`$. Let $`p:=\mathrm{grade}𝔥,n:=\mathrm{grade}𝔤.`$ If $`𝔤`$ is radical and generated by an $`𝒪`$-regular sequence $`g_1,\mathrm{},g_n`$, we can choose the minimal generating set $`\{h_1,\mathrm{},h_p\}`$ of $`𝔥`$ such that (with changing of the generators of $`𝔤`$ if necessary):
$`(\text{4}.1)`$
$$h_i\underset{j=1}{\overset{t}{}}b_{ij}g_jmod𝔤^2,1ip$$
where $`t`$ is an integer $`0tn`$, $`b_{ij}𝔤0`$, and for each $`j`$, $`(b_{1j},\mathrm{},b_{pj})0`$ in $`(𝒪/𝔤)^p`$, (otherwise one could lower $`t`$). Denote $`B:=(b_{ij})`$.
###### Lemma 9.
Under the assumptions above, we have
* $`tp`$;
* There exists at least one maximal minor of $`B`$ which is non-zero divisor in $`𝒪/𝔤`$.
###### Proof.
Since $`𝔥`$ is a complete intersection, the Jacobian $`𝒥(𝔥)`$ of $`𝔥`$ can be generated by $`𝔥`$ and the $`p\times p`$ minors of the Jacobian matrix $`J(𝔥)`$ of $`𝔥`$. Since each of these minors, say $`\mathrm{\Delta }_{j_1,\mathrm{},j_p}`$, is the determinant of $`BG_{j_1,\mathrm{},j_p}`$ modulo $`𝔤`$, where $`G_{j_1,\mathrm{},j_p}`$ is the $`t\times p`$ submatrix of $`J(𝔤)`$, consisting of the $`0j_1<\mathrm{}j_pm`$ columns of $`J(𝔤)`$, the Jacobian matrix of $`𝔤`$. Suppose $`t<p`$, there would be, $`det(BG_{j_1,\mathrm{},j_p})0mod𝔤`$. This is impossible since we assume that $`𝒥(𝔥)`$ is not contained in any minimal prime of $`𝒪/𝔤`$. This proves (1).
(2) Suppose that all the $`p\times p`$ minors of $`B`$ are zero divisor in $`𝒪/𝔤`$. Then there exists $`0a𝒪/𝔤`$ such that $`ab_1b_2\mathrm{}b_p=0\text{ in }^p(𝒪/𝔤)^t`$, where $`b_i(𝒪/𝔤)^t`$ is the image of the $`i`$-th row vector of $`B`$. Hence $`ab_1,b_2,\mathrm{},b_p`$ are linearly dependent in $`(𝒪/𝔤)^t`$. Then there are $`a_1,\mathrm{},a_p𝒪/𝔤`$ which are not all zero, such that $`a_1b_1+\mathrm{}+a_pb_p=0(𝒪/𝔤)^t.`$ Hence $`a_1h_1+\mathrm{}+a_ph_p0mod𝔤^2.`$ From this we have $`𝒥(𝔥)𝔤`$, a contradiction. $`\mathrm{}`$
###### Proposition 10.
Let $`𝔥𝔤`$ be complete intersection ideals of a polynomial ring $`𝒪`$ over a field $`k`$ of characteristic zero. Assume that $`\mathrm{Spec}(𝒪/𝔤)`$ is reduced and connected, and the Jacobian $`𝒥(𝔥)`$ is not contained in any minimal prime of $`𝒪/𝔤`$. If in (4.1) we have $`t=p=\mathrm{grade}𝔥`$, then $`b:=det(b_{ij})`$ is a non-zero divisor in $`𝒪/𝔤`$, and
* the images $`\widehat{g}_1,\mathrm{},\widehat{g}_p`$ of $`g_1,\mathrm{},g_p`$ generate $`T(M)`$ over $`𝒪/𝔤`$;
* the images $`\widehat{g}_{p+1},\mathrm{},\widehat{g}_n`$ of $`g_{p+1},\mathrm{},g_n`$ generate $`N`$ freely over $`𝒪/𝔤`$, so $`MT(M)N`$, and $`\text{rank}(M)=\text{rank}(N)=dimXdim\mathrm{\Sigma }=np`$;
* For each $`𝔭\mathrm{Ass}(𝒪/g)`$, the images $`\stackrel{~}{g}_{p+1},\mathrm{},\stackrel{~}{g}_n`$ of $`g_{p+1},\mathrm{},g_n`$ form an $`\left(𝒪/𝔥\right)_{\overline{𝔭}}`$-regular sequence and generate $`\overline{𝔤}_{\overline{𝔭}}`$;
* $`_𝔥𝔤=(g_1,\mathrm{},g_p)+(g_{p+1},\mathrm{},g_n)^2;`$
* there is a length formula if it is finite
$$\lambda (𝔥,𝔤):=l_{𝒪/𝔤}(T(M))=l_{𝒪/𝔤}\left(\frac{𝒪}{(b)+𝔤}\right).$$
We call $`\lambda (𝔥,𝔤)`$ the torsion number of the pair $`(𝔥,𝔤)`$. When $`𝔥`$ and $`𝔤`$ are clear from the context, we write $`\lambda `$ for $`\lambda (𝔥,𝔤)`$.
###### Proof.
Since $`t=p`$ and $`b`$ is a non-zero divisor, one can see that $`\widehat{g}_1,\mathrm{},\widehat{g}_pT(M)`$ by multiplying $`B^{}`$ to the both sides of (4.1) , where $`B^{}`$ is the adjoint matrix of $`B`$.
Since $`\widehat{g}_1,\mathrm{},\widehat{g}_n`$ generate $`M`$ over $`𝒪/𝔤`$ and (3.1) is exact, $`\pi (\widehat{g}_{p+1}),\mathrm{},\pi (\widehat{g}_n)`$ generate $`N`$. If there is a relation: $`\overline{\beta }_{p+1}\pi (\widehat{g}_{p+1})+\mathrm{}+\overline{\beta }_n\pi (\widehat{g}_n)=0N,`$ then $`\overline{\beta }_{p+1}\widehat{g}_{p+1}+\mathrm{}+\overline{\beta }_n\widehat{g}_nT(M).`$ This means that there is a non-zero divisor $`\overline{\beta }𝒪/𝔤`$ such that $`\overline{\beta }(\overline{\beta }_{p+1}\widehat{g}_{p+1}+\mathrm{}+\overline{\beta }_n\widehat{g}_n)=0M.`$ By taking representatives, this simply means $`\beta \beta _{p+1}g_{p+1}+\mathrm{}+\beta \beta _ng_n𝔤^2+𝔥.`$ Hence there are $`\mu _1,\mathrm{}\mu _p𝒪`$ such that
$$\mu _1h_1+\mathrm{}+\mu _ph_p+\beta \beta _{p+1}g_{p+1}+\mathrm{}+\beta \beta _ng_n𝔤^2.$$
By (4.1), this becomes
$$\mu _1^{}g_1+\mathrm{}+\mu _p^{}g_p+\beta \beta _{p+1}g_{p+1}+\mathrm{}+\beta \beta _ng_n𝔤^2,$$
where $`\left(\begin{array}{ccc}\mu _1^{}& \mathrm{}& \mu _p^{}\end{array}\right)=\left(\begin{array}{ccc}\mu _1& \mathrm{}& \mu _p\end{array}\right)B.`$ Since $`g_1,\mathrm{},g_n`$ form an $`𝒪`$-regular sequence, we have $`\overline{\beta }\overline{\beta }_j=0`$ in $`𝒪/𝔤`$. Note that $`\overline{\beta }`$ is a non-zero divisor, hence $`\overline{\beta }_j=0`$ in $`𝒪/𝔤`$. This proves 1) and 2).
For each prime $`𝔭\mathrm{Ass}(𝒪/𝔤)`$, $`N_{\overline{𝔭}}`$ is also free with the images of $`\widehat{g}_{p+1},\mathrm{},\widehat{g}_n`$ as basis. Then $`\left(_0\overline{𝔤}\right)_{\overline{𝔭}}=\overline{𝔤}_{\overline{𝔭}}^2`$ since $`\overline{𝔤}_{\overline{𝔭}}`$ is a reduced complete intersection in $`(𝒪/𝔥)_{\overline{𝔭}}`$ and $`𝔭`$ is in the regular locus of $`𝒪/𝔥`$ by the assumption. Since $`(𝒪/𝔥)_{\overline{𝔭}}`$ is regular, by Vasconcelos’ Theorem , $`\stackrel{~}{g}_{p+1},\mathrm{},\stackrel{~}{g}_n`$ is an $`(𝒪/𝔥)_{\overline{𝔭}}`$-regular sequence, and they generated $`\overline{𝔤}_{\overline{𝔭}}`$ by Nakayama lemma;
4) follows from Proposition 6.
For the length formula, note that
$$T(M)=\frac{_𝔥𝔤}{𝔤^2+𝔥}\frac{(g_1,\mathrm{},g_p)}{(g_1,\mathrm{},g_p)^2+(g_1,\mathrm{},g_p)(g_{p+1},\mathrm{},g_n)+(h_1,\mathrm{},h_p)}.$$
It is easy to see that
$$M_1:=\frac{(g_1,\mathrm{},g_p)}{(g_1,\mathrm{},g_p)^2+(g_1,\mathrm{},g_p)(g_{p+1},\mathrm{},g_n)}$$
is a free $`𝒪/𝔤`$-module. Since $`b`$ is a non-zero divisor, the following sequence is exact
$$0M_1\stackrel{\varphi _B}{}M_1T(M)0,$$
where $`\varphi _B(\overline{g}_i):=\underset{j=1}{\overset{p}{}}\overline{b}_{ij}\overline{g}_j`$. By \[2, A.2.6\], we have the length formula of $`T(M)`$. $`\mathrm{}`$
Note that in the following , we do not assume (4.1).
###### Proposition 11.
Let $`𝔥𝔤`$ be complete intersection ideals of $`𝒪`$, a polynomial ring over a field $`k`$ of characteristic zero. Let $`\mathrm{grade}𝔥=p`$ and $`\mathrm{grade}𝔤=n`$. Assume that $`\mathrm{Spec}(𝒪/𝔤)`$ is reduced and connected, and $`𝒥(𝔥)`$ is not contained in any minimal prime of $`𝒪/𝔤`$. If $`N`$ is a free $`𝒪/𝔤`$-module, then
* there exists an $`𝒪`$-regular sequence $`g_1,\mathrm{},g_n`$, generating $`𝔤`$, such that
+ the images $`\widehat{g}_1,\mathrm{},\widehat{g}_p`$ of $`g_1,\mathrm{},g_p`$ generate $`T(M)`$;
+ the images $`\widehat{g}_{p+1},\mathrm{},\widehat{g}_n`$ of $`g_{p+1},\mathrm{},g_n`$ form a basis of $`N`$;
+ rank$`(M)`$=rank$`(N)=np=dimXdim\mathrm{\Sigma }`$;
* $`_𝔥𝔤=(g_1,\mathrm{},g_p)+(g_{p+1},\mathrm{},g_n)^2.`$
* we can choose the generators $`h_1,\mathrm{},h_p`$ of $`𝔥`$ such (4.1) holds with $`t=p`$ and $`b`$ a non-zero divisor in $`𝒪/𝔤`$;
###### Proof.
Let the images $`\widehat{g}_{t+1},\mathrm{},\widehat{g}_n`$ of $`g_{t+1},\mathrm{},g_n𝔤`$ generate $`N`$ over $`𝒪/𝔤`$, where $`t:=n\text{rank}N`$.
For any $`𝔭\mathrm{Ass}(𝒪/𝔤)`$, by the assumption, $`𝔭`$ is in the regular locus of $`𝒪/𝔥`$, and $`N_{\overline{𝔭}}`$ is again a free module with the images of $`\widehat{g}_{t+1},\mathrm{},\widehat{g}_n`$ as basis. By Vasconcelos’ theorem (cf. ), the images $`\stackrel{~}{g}_{t+1},\mathrm{},\stackrel{~}{g}_n`$ of $`g_{t+1},\mathrm{},g_n`$ in $`(𝒪/𝔥)_{\overline{𝔭}}`$ form an $`(𝒪/𝔥)_{\overline{𝔭}}`$-regular sequence. And
$`(\text{4}.2)`$
$$\overline{𝔤}_𝔭=(\stackrel{~}{g}_{t+1},\mathrm{},\stackrel{~}{g}_n)+\left(\frac{_𝔥𝔤}{𝔥}\right)_{\overline{𝔭}}$$
Hence the images of $`h_1,\mathrm{},h_p,g_{t+1},\mathrm{},g_n`$ in $`𝒪_𝔭`$ form an $`𝒪_𝔭`$-regular sequence, where $`h_1,\mathrm{},h_p`$ form a minimal generating set of $`𝔥`$. However, since $`𝔥𝔤𝔭`$, we have $`nt+p=\mathrm{grade}(h_1,\mathrm{},h_p,g_{t+1},\mathrm{},g_n)_𝔭\mathrm{grade}(𝔤)_𝔭=n.`$ Hence $`tp`$.
Extend $`g_{t+1},\mathrm{},g_n`$ to an $`𝒪`$-regular sequence: $`g_1,\mathrm{},g_n`$, such that they generate $`𝔤`$. Then $`\widehat{g}_1,\mathrm{},\widehat{g}_n`$ generate $`M`$ over $`𝒪/𝔤`$. We look for the generating set of $`T(M)`$. Let
$$\pi (\widehat{g}_i)=\overline{c}_{it+1}\pi (\widehat{g}_{t+1})+\mathrm{}+\overline{c}_{in}\pi (\widehat{g}_n),i=1,\mathrm{},t.$$
Hence by (3.1), $`\widehat{g}_i^{}:=\widehat{g}_i+\overline{c}_{it+1}\widehat{g}_{t+1}+\mathrm{}+\overline{c}_{in}\widehat{g}_nT(M),i=1,\mathrm{},t.`$ Taking representatives, denote $`g_i^{}:=g_i+c_{it+1}g_{t+1}+\mathrm{}+c_{in}g_n,i=1,\mathrm{},t,`$ $`g_{t+j}^{}=g_{t+j},j=1,\mathrm{},nt.`$ Then $`𝔤=(g_1^{},\mathrm{},g_n^{})`$, with $`\widehat{g}_1^{},\mathrm{},\widehat{g}_t^{}T(M)`$. By Lemma 8, $`tp`$. We have proved 1).
Note that $`\overline{𝔤}_{\overline{𝔭}}`$ is also a complete intersection ideal in the regular ring $`\left(𝒪/𝔥\right)_{\overline{𝔭}}`$, and we have $`p=t`$ in (4.2). By actually and , $`\left(\frac{_𝔥𝔤}{𝔥}\right)_{\overline{𝔭}}=\overline{𝔤}_{\overline{𝔭}}^2`$. By Nakayama lemma and (4.2), we have $`\overline{𝔤}_{\overline{𝔭}}=(\stackrel{~}{g}_{p+1},\mathrm{},\stackrel{~}{g}_n).`$ By Proposition 6, we have 2).
Since $`𝔥𝔤`$, we have $`h_i=b_{i1}g_1^{}+\mathrm{}+b_{ip}g_p^{}+b_{ip+1}g_{p+1}^{}+\mathrm{}+b_{in}g_n^{},i=1,\mathrm{},p.`$ For any $`\xi \mathrm{Der}_𝔥(𝒪)`$, we have $`b_{ip+1}\xi (g_{p+1}^{})+\mathrm{}+b_{in}\xi (g_n^{})0mod𝔤,i=1,\mathrm{},p.`$ Hence $`b_{ip+1}g_{p+1}^{}+\mathrm{}+b_{in}g_n^{}_𝔥𝔤`$, which implies that $`b_{ip+1},\mathrm{},b_{in}𝔤`$ for $`i=1,\mathrm{},p.`$ It is obvious that $`b`$ is a non-zero divisor in $`𝒪/𝔤`$. $`\mathrm{}`$
###### Remark 12.
Combining the conclusions in Corollary 7, Proposition 10 and 11, one sees that the Main Theorem is proved. Moreover, either of the equivalent conditions in the Main Theorem is equivalent to 3) in Proposition 11.
###### Example 13.
Let $`𝔥`$ be defined by $`h:=x^3+xy^3+2x^2z+2z^2=0`$, $`𝔤`$ be defined by $`g_1:=x^2+y^3=0,g_2:=z=0`$. Thus $`𝔥=(h),𝔤=(g_1,g_2)`$. Notice that $`h`$ is not weighted homogeneous. So it is not easy to find the generator set of $`\mathrm{Der}_𝔥(𝒪)`$. Then we have the same problem for $`_𝔥𝔤`$. If we denote $`g_1^{}=g_1+2xg_2+g_2^2`$, then $`h=xg_1^{}+(2x)g_2^2`$, where $`x`$ is a non-zero divisor in $`𝒪/𝔤`$. By Proposition 10, we have:
* $`T(M)`$ is generated by $`g_1^{}`$ over $`𝒪/𝔤`$
* $`_𝔥𝔤=(g_1^{},g_2^2)=(x^2+y^3+2xz,z^2)`$
* $`N=(g_2)/(g_1^{}g_2,g_2^2)`$ is a free $`𝒪/𝔤`$-module.
The following example shows that it is not necessary for $`T(M)`$ to be generated by $`\overline{g_i}`$ when $`t>p`$.
###### Example 14.
Let $`𝔤=(g_1,g_2)`$ with $`g_1=xy,g_2=z`$ and $`𝔥=(h)`$ with $`h=x^2y+yz+z^2=xg_1+yg_2+g_2^2`$. Then $`𝒪/𝔤\{x,y\}/(xy)`$, $`_𝔥𝔤=(x^2y,yz,z^2)`$ (see Example 17 for this formula) and $`𝔤^2+𝔥=(x^2y^2,xyz,z^2,x^2y+yz)`$. So $`T(M)x^2y`$. And $`N`$ is not a free $`𝒪/𝔤`$-module.
## 5. Lines on spaces with isolated complete intersection singularities
We include some applications of the theory to lines on a variety with isolated complete intersection singularity. Let $`𝒪`$ be the polynomial ring $`[x,y_1,\mathrm{},y_n]`$ or the convergent power series $`\{x,y_1,\mathrm{},y_n\}`$. Let $`\mathrm{\Sigma }`$ be a line in $`^{n+1}`$ defined by $`𝔤`$. Define $`{}_{\mathrm{\Sigma }}{}^{}𝒦:=_\mathrm{\Sigma }𝒞`$, the semi-product of $`_\mathrm{\Sigma }`$ with the contact group $`𝒞`$ (cf. ), where $`_\mathrm{\Sigma }`$ is a subgroup of $`:=\mathrm{Aut}(O)`$ consisting of all the $`\phi `$ preserving $`𝔤`$. This group has an action on the space $`𝔪𝔤𝒪^p.`$ For $`h=(h_1,\mathrm{},h_p)𝔪𝔤𝒪^p`$, there is an ideal $`𝔥`$ generated by $`h_1,\mathrm{},h_p`$, and a variety $`X=𝒱(𝔥)`$. The image of the differential of $`h`$: $`𝒪^{n+1}\stackrel{dh^{}}{}𝒪^p`$ is denoted by $`\mathrm{th}(h)`$. Define a $`{}_{\mathrm{\Sigma }}{}^{}𝒦`$-invariant
$$\stackrel{~}{\lambda }:=\stackrel{~}{\lambda }(\mathrm{\Sigma },X)=dim_{}\frac{𝒪^p}{\mathrm{th}(h)+𝔤𝒪^p}.$$
Choose $`\mathrm{\Sigma }`$ as the $`x`$-axis. Then $`\mathrm{\Sigma }`$ can be defined by $`𝔤=(y_1,\mathrm{},y_n)`$. Denote $`𝒪_X:𝒪/𝔥,𝒪_\mathrm{\Sigma }:=𝒪/𝔤.`$
###### Proposition 15.
Let $`\mathrm{\Sigma }`$ be a line on a variety $`X`$ with isolated complete intersection singularity of codimension $`p`$. Then $`h`$ is $`{}_{\mathrm{\Sigma }}{}^{}𝒦`$-equivalent to an $`\stackrel{~}{h}`$ with components $`\stackrel{~}{h}_ib_iy_imod𝔤^2`$, where $`b_i𝔤`$, $`i=1,\mathrm{}p`$. Moreover $`\lambda (𝔤,𝔥)=\stackrel{~}{\lambda }(\mathrm{\Sigma },X)=dim_{}𝒪/(b+𝔤)=_{k=1}^pl_i.`$ where $`b:=b_1\mathrm{}b_p`$, and $`l_i`$ is the valuation of $`\overline{b}_i`$ in $`𝒪_\mathrm{\Sigma }`$.
###### Proof.
Since $`\mathrm{\Sigma }X`$, for a given generating set $`\{h_1,\mathrm{},h_p\}`$ of $`𝔥`$, we have $`h_i\overline{b}_{ij}y_jmod𝔤^2,i=1,\mathrm{},p,`$ where $`\overline{b}_{ij}𝒪_\mathrm{\Sigma }`$, and for fixed $`i`$, $`\overline{b}_{ij}`$’s are not all zero since $`X`$ is complete intersection and $`X_{\text{sing}}=\{0\}\mathrm{\Sigma }`$. Since $`𝒪_\mathrm{\Sigma }`$ is a principal ideal domain, by changing the indices, we can assume that $`\overline{b}_{11}\overline{b}_{ij}`$. Let $`y_1^{}=y_1+_{j=2}^n\frac{\overline{b}_{1j}}{\overline{b}_{11}}y_j.`$ Then $`h_1\overline{b}_{11}y_1^{}mod𝔤^2.`$ Let $`h_i^{}=h_i\frac{\overline{b}_{i1}}{\overline{b}_{11}}h_1,i=2,\mathrm{},p.`$ Repeat the above argument will prove the first part of the proposition.
Consider the exact sequence
$$𝒪^{n+1}\stackrel{dh^{}}{}𝒪^p\text{ coker}(dh^{})0.$$
By tensoring with $`𝒪_\mathrm{\Sigma }`$, we have the exact sequence
$$𝒪_\mathrm{\Sigma }^{n+1}\stackrel{\overline{dh^{}}}{}𝒪_\mathrm{\Sigma }^p\text{ coker}(\overline{dh^{}})0.$$
However by the expression of $`h_i`$’s above, this is just
$$𝒪_\mathrm{\Sigma }^p\stackrel{\overline{dh^{}}}{}𝒪_\mathrm{\Sigma }^p\frac{𝒪^p}{\mathrm{th}(h)+𝔤𝒪^p}0.$$
Since $`\overline{b}0`$, by \[2, A.2.6\], we have the formula for $`\stackrel{~}{\lambda }`$. $`\mathrm{}`$
###### Corollary 16.
Let $`X`$ be a variety with isolated complete intersection singularity of codimension $`p`$ in $`^{n+1}`$, and $`\mathrm{\Sigma }`$ a line in $`X`$ defined by $`𝔤`$. Then we can choose the coordinates of $`^{n+1}`$ such that $`𝔤=(y_1,\mathrm{},y_n)`$, $`\widehat{y}_1,\mathrm{},\widehat{y}_pT(M)`$ and $`\widehat{y}_{p+1},\mathrm{},\widehat{y}_n`$ generate $`N`$ which is free of rank $`np`$, and
$`\mathrm{}`$
$$_𝔥𝔤=(y_1,\mathrm{},y_p)+(y_{p+1},\mathrm{},y_n)^2.$$
###### Example 17.
Consider the situation in Example 14. Denote $`𝔤_1=(x,z)`$ and $`𝔤_2=(y,z)`$. They define $`\mathrm{\Sigma }_1=y`$-axis and $`\mathrm{\Sigma }_2=x`$-axis respectively. We have $`𝔤=𝔤_1𝔤_2`$ and $`\mathrm{\Sigma }=\mathrm{\Sigma }_1\mathrm{\Sigma }_2X`$. Since $`h=(y+z)z+yx^2`$, by Corollary 16, $`_𝔥𝔤_1=(x^2,z)`$. Since $`h=(x^2+z)y+z^2`$, again by Corollary 16, $`_𝔥𝔤_2=(y,z^2)`$. These tell us that $`_𝔥𝔤=_𝔥𝔤_1_𝔥𝔤_2`$.
###### Corollary 18.
(Due to Pellikaan) Let $`X`$ be a variety with isolated complete intersection singularity of codimension $`p`$ in $`^{n+1}`$, and $`\mathrm{\Sigma }`$ a line in $`X`$, defined by $`𝔤=(y_1,\mathrm{},y_n)`$. Then the Second Exact Sequence is exact on the left also:
$$0M\mathrm{\Omega }_X^1𝒪_\mathrm{\Sigma }\mathrm{\Omega }_\mathrm{\Sigma }^10.$$
Furthermore it is splitting and
$$T(\mathrm{\Omega }_X^1𝒪_\mathrm{\Sigma })=T(M),\mathrm{rank}(\mathrm{\Omega }_X^1𝒪_\mathrm{\Sigma })=np1.$$
These tell us that the torsion number $`\lambda (𝔥,𝔤)`$ is independent of the choice of the generating sets of $`𝔤`$ and $`𝔥`$.
###### Proof.
We have the following presentation:
$$𝒪_X^p\stackrel{dh}{}𝒪_X^{n+1}\mathrm{\Omega }_X^10.$$
Tensoring with $`𝒪_\mathrm{\Sigma }`$, we have the exact sequence
$$𝒪_\mathrm{\Sigma }^p\stackrel{\overline{dh}}{}𝒪_\mathrm{\Sigma }^{n+1}\mathrm{\Omega }_X^1𝒪_\mathrm{\Sigma }0.$$
Remark that the map $`\overline{dh}`$ is equivalent to a map defined by the matrix $`(\overline{b}_{ij})`$. Hence
$$\mathrm{\Omega }_X^1𝒪_\mathrm{\Sigma }\frac{𝒪_\mathrm{\Sigma }^{n+1}}{\text{im}\overline{dh}}𝒪_\mathrm{\Sigma }^{np+1}\frac{𝒪_\mathrm{\Sigma }^p}{\text{im}(\overline{b}_{ij})}𝒪_\mathrm{\Sigma }NT(M)𝒪_\mathrm{\Sigma }M.$$
Then exact is
$$0M\frac{𝒪_\mathrm{\Sigma }^{n+1}}{\text{im}\overline{dh}}𝒪_\mathrm{\Sigma }0.$$
Since $`\mathrm{\Omega }_\mathrm{\Sigma }^1`$ is free $`𝒪_\mathrm{\Sigma }`$-module of rank 1, by \[2, A.2.2\], we have the exact sequence. $`\mathrm{}`$
###### Remark 19.
In general, given an analytic space germ $`(X,0)`$, one cannot find a smooth curve $`LX`$ that passes through and is not contained in $`X_{\mathrm{sing}}`$. However, if there are smooth curves on $`X`$ in the above sense, how to distinguish them is a problem. We found that the torsion number $`\lambda `$ is a nice candidate for this purpose . In studying the Euler-Poincaré characteristic $`\chi (F)`$ of the Milnor fibre $`F`$ of a function with singular locus a smooth curve on a singular space, we found that this $`\lambda `$ also appears in $`\chi (F)`$. Note also that the torsion number was generalized to “ higher torsion numbers” in .
Acknowledgments This article comes from part of the author’s thesis which was finished at Utrecht University under the advising of Professor Dirk Siersma. Many discussions with R. Pellikaan, A. Simis, J. R. Strooker and H. Vosegaard were very helpful. The author thanks all of them. |
warning/0001/hep-ph0001158.html | ar5iv | text | # References
29 June 2000
Dynamics of Glueball and $`q\overline{q}`$ production in the central region of pp collisions
Frank E. Close<sup>1</sup><sup>1</sup>1e-mail: F.E.Close@rl.ac.uk
CERN, Geneva, Switzerland
and
Rutherford Appleton Laboratory
Chilton, Didcot, OX11 0QX, England
Andrew Kirk<sup>2</sup><sup>2</sup>2e-mail: ak@hep.ph.bham.ac.uk
School of Physics and Space Research
Birmingham University
Gerhard Schuler<sup>3</sup><sup>3</sup>3e-mail: Gerhard.Schuler@cern.ch
CERN, Geneva, Switzerland
## Abstract
We explain the $`\varphi `$ and $`t`$ dependences of mesons with $`J^{PC}=0^{\pm +},1^{++},2^{\pm +}`$ produced in the central region of $`pp`$ collisions. For the $`0^{++}`$ and $`2^{++}`$ sector this reveals a systematic behaviour in the data that appears to distinguish between $`q\overline{q}`$ and non-$`q\overline{q}`$ or glueball candidates.
The idea that glueball production might be favoured in the central region of $`pppMp`$ by the fusion of two Pomerons ( $`IP`$) is over twenty years old . The fact that known $`q\overline{q}`$ states also are seen in this process frustrated initial hopes that such experiments would prove to be a clean glueball source. However, in we noted a kinematic effect whereby known $`q\overline{q}`$ states could be suppressed leaving potential glueball candidates more prominent. There has been an intensive experimental programme in the last two years by the WA102 collaboration at CERN, which has produced a large and detailed set of data on both the $`dP_T`$ and the azimuthal angle, $`\varphi `$, dependence of meson production<sup>1</sup><sup>1</sup>1 $`dP_T`$ is the difference in the transverse momentum vectors of the two exchange Pomerons and $`\varphi `$ is the angle between the transverse momentum vectors, $`p_T`$, of the two outgoing protons. .
The azimuthal dependences as a function of $`J^{PC}`$ and the momentum transferred at the proton vertices , $`t`$, are very striking. As seen in refs. , and later in this paper, the $`\varphi `$ distributions for mesons with $`J^{PC}`$ = $`0^+`$ maximise around $`90^o`$, $`1^{++}`$ at $`180^o`$ and $`2^+`$ at $`0^o`$. Recently, the WA102 collaboration has confirmed that this is not simply a J-dependent effect since $`0^{++}`$ production peaks at $`0^o`$ for some states whereas others are more evenly spread ; $`2^{++}`$ established $`q\overline{q}`$ states peak at $`180^o`$ whereas the $`f_2(1950)`$, whose mass may be consistent with the tensor glueball predicted in lattice QCD, peaks at $`0^o`$ .
In this paper we show how these phenomena arise and in turn expose the extent to which they could be driven, at least in part, by the internal structure of the meson in question and thereby be exploited as a glueball/$`q\overline{q}`$ filter . We find that the $`\varphi `$ dependences of $`0^+`$ and $`1^{++}`$ follow on rather general grounds if a single trajectory dominates the production mechanism. Having thus established the ability to describe the phenomena quantitatively in these cases, we predict the behaviour for $`2^+`$ production and then confront the $`0^{++}`$ and $`2^{++}`$ $`glueball/q\overline{q}`$ sector.
$`J^{PC}=0^+`$
Parity forbids the production of $`0^+`$ by the fusion of two scalars and also by the longitudinal ($`\mathrm{`}\mathrm{`}L\mathrm{"}`$) components of two vectors. Transverse ($`\mathrm{`}\mathrm{`}T\mathrm{"}`$) components are allowed and so we focus on the TT component of $`IP`$\- $`IP`$ fusion in the production of the $`0^+`$ states. $`\rho \rho `$ fusion is also possible, however, in this paper we will concentrate on the $`\eta ^{}`$ meson whose production has been found to be consistent with double pomeron exchange .
The calculations have been described in and the resulting behaviour of the cross section may be summarised as follows:
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}t_1t_2G_{E}^{p}{}_{}{}^{2}(t_1)G_{E}^{p}{}_{}{}^{2}(t_2)\mathrm{sin}^2(\varphi ^{})F^2(t_1,t_2,M^2)$$
where $`\varphi ^{}`$ is the angle between the two $`pp`$ scattering planes in the $`IP`$\- $`IP`$ centre of mass and $`F(t_1,t_2,M^2)`$ is the $`IP`$\- $`IP`$-$`\eta ^{}`$ form factor. We temporarily set this equal to unity; $`pp`$ elastic scattering data and/or a Donnachie Landshoff type form factor can be used as model of the proton- $`IP`$ form factor ($`G_E^p(t)`$). This $`\varphi ^{}`$ distribution is shown in fig. (1a) and applies in the meson rest frame (current-current c.m.) in the “symmetric” configuration, $`t_1=t_2;\stackrel{}{p}_{T1}=\stackrel{}{p}_{T2};x_F=0`$. To generalise to real kinematics, we use a Monte Carlo simulation based on Galuga modified for $`pp`$ interactions and incorporating the $`IP`$-proton form factor from ref. . This has the effect of distorting fig. (1a) to fig. (1b).
The WA102 collaboration measures the azimuthal angle ($`\varphi `$) in the $`pp`$ c.m. frame and so we transform the $`\varphi ^{}`$ from the current c.m. frame to $`\varphi `$ for the $`pp`$ c.m. frame. For the $`0^+`$ case it happens that the above two steps (fig. (1a) to fig. (1b) and this) tend to counterbalance. Using the modified form of the Galuga Monte Carlo, discussed above, we can now compare these predictions with the experimental data, taking into account the experimental cuts and the geometrical acceptance corrections of the WA102 experiment. Any differences between the output of the Monte Carlo model predictions and the data are then due to intrinsic physics and not to experimental acceptance effects.
In order to fit the data we found that the $`IP`$\- $`IP`$-meson form factor $`F(t_1,t_2,M^2)`$ has to differ from unity. If we parametrise $`F^2(t_1,t_2,M^2)`$ as $`exp^{b_T(t_1+t_2)}`$ then we need $`b_T`$ = 0.5 $`GeV^2`$ in order to describe the $`t`$ dependence. Fig. (1c and 1d) compare the final theoretical form for the $`\varphi `$ distribution and the $`t`$ dependence with the data for the $`\eta ^{}`$. The distributions are well described also for the $`\eta `$ but it has not yet been established that $`IP`$\- $`IP`$ alone dominates the production of this meson.
$`J^{PC}=1^{++}`$
In refs. Close and Schuler have predicted that axial mesons are produced polarised, dominantly in helicity one; this is verified by data . The cross section is predicted to have the form
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}t_1t_2[\{A(t_1^T,t_2^L)A(t_2^T,t_1^L)\}^2+4A(t_1^T,t_2^L)A(t_1^L,t_2^T)\mathrm{sin}^2(\varphi ^{}/2)]$$
where $`A(t_i,t_j)`$ are the $`IP`$\- $`IP`$-$`f_1`$ form factors. In the models of refs. the longitudinal Pomeron amplitudes carry a factor of $`1/\sqrt{t}`$ arising from the fact that, in the absence of any current conservation for the Pomeron, a longitudinal vector polarisation is not compensated. Thus we make this factor explicit and write $`A(t_i,t_j^L)=\frac{\mu }{\sqrt{t_j}}a(t_i,t_j)`$. The cross section is predicted to behave as
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}[\{\sqrt{t_1}\sqrt{t_2}\frac{a(t_1^T,t_2^L)}{a(t_1^L,t_2^T)}\}^2+4\sqrt{t_1t_2}\frac{a(t_1^T,t_2^L)}{a(t_1^L,t_2^T)}\mathrm{sin}^2(\varphi ^{}/2)]a^2(t_1^L,t_2^T)$$
In the particular case where the ratio of form factors is unity, this recovers the form used in ref.
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}[(\sqrt{t_1}\sqrt{t_2})^2+4\sqrt{t_1t_2}\mathrm{sin}^2(\varphi ^{}/2)]a^2(t_1,t_2)$$
which implies a dominant $`\mathrm{sin}^2(\varphi /2)`$ behaviour that tends to isotropy when suitable cuts on $`t_i`$ are made. This is qualitatively realised (figs. 1e and f of ref. ).
We have parametrised $`a(t_i^T,t_j^L)`$ as an exponential, $`exp^{(b_Tt_i+b_Lt_j))}`$ where $`i,j=1,2`$; $`b_T`$ = 0.5 $`GeV^2`$ was determined from the $`\eta ^{}`$ data above; $`b_L`$ is determined from the overall $`t`$ dependence of the $`1^{++}`$ production and requires $`b_L`$ = 3 $`GeV^2`$. Fig. (2a and b) show the output of the model predictions from the Galuga Monte Carlo superimposed on the $`\varphi `$ and $`t`$ distributions for the $`f_1(1285)`$ from the WA102 experiment.
In addition we have a parameter free prediction of the variation of the $`\varphi `$ distribution as a function of $`|t_1t_2|`$. Fig. (2c and d) show the output of the Galuga Monte Carlo superimposed on the $`\varphi `$ for the $`f_1(1285)`$ for $`|t_1t_2|`$ $``$ 0.2 $`GeV^2`$ and $`|t_1t_2|`$ $``$ 0.4 $`GeV^2`$ respectively. The agreement between the data and our prediction is excellent. Similar conclusions arise for the $`f_1(1420)`$.
$`J^{PC}=2^+`$
The $`J^{PC}`$ = $`2^+`$ states, the $`\eta _2(1645)`$ and $`\eta _2(1870)`$, are predicted to be produced polarised. Helicity 2 is suppressed by Bose symmetry and has been found to be negligible experimentally . The structure of the cross section is then predicted to be
(i) helicity zero: as for the $`0^+`$ case,
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}t_1t_2\mathrm{sin}^2(\varphi ^{})$$
(ii) helicity one:
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}[\{\sqrt{t_1}\sqrt{t_2}\frac{a(t_1^T,t_2^L)}{a(t_1^L,t_2^T)}\}^2+4\sqrt{t_1t_2}\frac{a(t_1^T,t_2^L)}{a(t_1^L,t_2^T)}\mathrm{cos}^2(\varphi ^{}/2)]a^2(t_1^L,t_2^T)$$
which is as the $`1^{++}`$ case except for the important and significant change from $`\mathrm{sin}^2(\varphi ^{}/2)`$ to $`\mathrm{cos}^2(\varphi ^{}/2)`$.
The intrinsic relative strengths of the two helicity amplitudes will depend upon the internal dynamics of the $`IP`$\- $`IP`$-$`\eta _2`$ vertex which are beyond the scope of the present paper. The uncompensated factor of $`t_1t_2`$ in the helicity zero component will tend to suppress this kinematically under the conditions of the WA102 experiment. Indeed, WA102 find that helicity one alone is able to describe their data ; this is in interesting contrast to $`\gamma \gamma \eta _2(Q\overline{Q})`$ in the non-relativistic quark model where the helicity-one amplitude would be predicted to vanish . We shall concentrate on this helicity-one amplitude henceforth.
The results of the WA102 collaboration for the $`\eta _2(1645)`$ are shown in fig. (3a and b). The distribution peaks as $`\varphi 0`$, in marked contrast to the suppression in the $`1^{++}`$ case (fig. 2a).
Integrating our formula over $`\varphi `$, with the same approximations as previously, implies
$$\frac{d\sigma }{dt_1dt_2}(t_1+t_2)(exp^{(b(t_1+t_2)})$$
and, in turn, that
$$\frac{d\sigma }{dt}(1+bt)(exp^{bt})$$
(1)
This simple form compares remarkably well with WA102 who fit to $`\alpha e^{b_1t}+\beta te^{b_2t}`$; our prediction (eq. 1) implies that $`b_1b_2`$ and that $`\beta /\alpha b`$ and WA102 find for the $`\eta _2(1645)`$ $`b_1=6.4\pm 2.0;b_2=7.3\pm 1.3`$ and $`\beta =2.6\pm 0.9`$, $`\alpha =0.4\pm 0.1`$
Performing the detailed comparison of model and data via Galuga, as in the previous examples, leads to the results shown in fig. (3a and b) for the $`\eta _2(1645)`$; the $`\eta _2(1870)`$ results are qualitatively similar. Bearing in mind that there are no free parameters, the agreement is remarkable. Indeed, the successful description of the $`0^+`$, $`1^{++}`$ and $`2^+`$ sectors, both qualitatively and in detail, set the scene for our analysis of the $`0^{++}`$ and $`2^{++}`$ sectors where glueballs are predicted to be present together with established $`q\overline{q}`$ states. Any differences between data and this model may then be a signal for hadron structure, and potentially a filter for glue degrees of freedom.
$`J^{PC}=0^{++}`$ and $`2^{++}`$
In contrast to the $`0^+`$ case, where parity forbade the LL amplitude, in the $`0^{++}`$ case both $`TT`$ and $`LL`$ can occur. Hence there are two independent form factors $`A_{TT}(t_1,t_2,M^2)`$ and $`A_{LL}(t_1,t_2,M^2)`$. For $`0^{++}`$ and the helicity zero amplitude of $`2^{++}`$ (which experimentally is found to dominate ) the angular dependence of scalar meson production will be
$$\frac{d\sigma }{dt_1dt_2d\varphi ^{}}G_{E}^{p}{}_{}{}^{2}(t_1)G_{E}^{p}{}_{}{}^{2}(t_2)[1+\frac{\sqrt{t_1t_2}}{\mu ^2}\frac{a_T}{a_L}e^{(b_Lb_T)(t_1+t_2)/2}\mathrm{cos}(\varphi ^{})]^2e^{b_L(t_1+t_2)}$$
(2)
where we have written $`a_L(t)=a_Le^{(b_Lt/2)}`$ and $`a_T(t)=a_Te^{(b_Tt/2)}`$ with $`b_{L,T}`$ fixed to the values found earlier. The ratio $`a_T/a_L`$ can be positive or negative, or in general even complex.
Eq.(2) predicts that there should be significant changes in the $`\varphi `$ distributions as $`t`$ varies. When $`\frac{\sqrt{t_1t_2}}{\mu ^2}a_T/a_L\pm 1`$, the $`\varphi `$ distribution will be $`\mathrm{cos}^4(\frac{\varphi }{2})`$ or $`\mathrm{sin}^4(\frac{\varphi }{2})`$ depending on the sign. Indeed data on the enigmatic scalars $`f_0(980)`$ and $`f_0(1500)`$ show a $`\mathrm{cos}^4(\frac{\varphi }{2})`$ behaviour when $`\sqrt{t_1t_2}0.1`$ GeV<sup>2</sup>, changing to $`\mathrm{cos}^2(\varphi )`$ when $`\sqrt{t_1t_2}0.3`$ GeV<sup>2</sup> .
In this paper we show how the overall $`\varphi `$ dependences for the $`f_0(1370)`$, $`f_0(1500)`$, $`f_2(1270)`$ and $`f_2(1950)`$ can be described by varying the quantity $`\mu ^2a_L/a_T`$. Results are shown in fig. 4. It is clear that these $`\varphi `$ dependences discriminate two classes of meson in the $`0^{++}`$ sector and also in the $`2^{++}`$. The $`f_0(1370)`$ can be described using $`\mu ^2a_L/a_T`$ = -0.5 $`GeV^2`$, for the $`f_0(1500)`$ it is +0.7 $`GeV^2`$, for the $`f_2(1270)`$ it is -0.4 $`GeV^2`$ and for the $`f_2(1950)`$ it is +0.7 $`GeV^2`$.
It is interesting to note that we can fit these $`\varphi `$ distributions with one parameter and it is primarily the sign of this quantity that drives the $`\varphi `$ dependences. Understanding the dynamical origin of this sign is now a central issue in the quest to distinguish $`q\overline{q}`$ states from glueball or other exotic states.
In summary, for the production of $`J^{PC}`$ = $`0^+`$ mesons we can predict the $`\varphi `$ dependence and the vanishing cross section as $`t0`$ absolutely and fit the $`t`$ slope in terms of one parameter, $`b_T`$. For the $`J^{PC}`$ = $`1^{++}`$ mesons we predict the general form for the $`\varphi `$ distribution. By fitting the $`t`$ slope we obtain the parameter $`b_L`$; this then gives a parameter free prediction for the variation of the $`\varphi `$ distribution as a function of $`t`$ which agrees with the data. In addition, these give absolute predictions for the $`t`$ and $`\varphi `$ dependences of the $`J^{PC}`$ = $`2^+`$ mesons which are again in accord with the data when helicity 1 dominance is imposed. For the $`0^{++}`$ and $`2^{++}`$ sector we extract a systematic behaviour from the data that requires a dynamical interpretation. Whether this is the long sought discriminator between $`q\overline{q}`$ and non-$`q\overline{q}`$ states is for the future.
Acknowledgements
This work is supported, in part, by grants from the British Particle Physics and Astronomy Research Council, the British Royal Society, the European Community Human Mobility Program Eurodafne, contract NCT98-0169 and the EU Fourth Framework Programme contract FMRX-CT98-0194.
Figures
Figure 1
Figure 2
Figure 3
Figure 4 |
warning/0001/hep-ph0001011.html | ar5iv | text | # Is 𝑓₁(1420) the partner of 𝑓₁(1285) in the ³𝑃₁ 𝑞𝑞̄ nonet ?11footnote 1Supported in part by the National Natural Science Foundation of China under Grant No. 19991487, and Grant No. LWTZ-1298 of the Chinese Academy of Sciences.
## Abstract
Based on a $`2\times 2`$ mass matrix, the mixing angle of the axial vector states $`f_1(1420)`$ and $`f_1(1285)`$ is determined to be $`51.5^{}`$, and the theoretical results about the decay and production of the two states are presented. The theoretical results are in good agreement with the present experimental results, which suggests that $`f_1(1420)`$ can be assigned as the partner of $`f_1(1285)`$ in the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet. We also suggest that the existence of $`f_1(1510)`$ needs further experimental confirmation.
PACS: 14.40.Cs
The quark model predicts that there are two isoscalar states in the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet, but to date there are three states $`f_1(1285)`$, $`f_1(1420)`$ and $`f_1(1510)`$ with $`I=0`$ and $`J^{PC}=1^{++}`$ listed by Particle Data Group (PDG). For $`f_1(1285)`$, it is believed that it is well established as the $`u\overline{u}+d\overline{d}`$ member of the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet. Therefore, $`f_1(1420)`$ and $`f_1(1510)`$ compete for the $`s\overline{s}`$ assignment in the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet, and one of them must be a non-$`q\overline{q}`$ state. On one hand, in $`K^{}p\mathrm{\Lambda }K\overline{K}\pi `$ $`f_1(1510)`$ has been observed but not $`f_1(1420)`$. On the other hand, $`f_1(1420)`$ has been reported in $`K^{}p`$ but not in $`\pi ^{}p`$, while two experiments do not observe $`f_1(1510)`$ in $`K^{}p`$. These facts make the classification of $`f_1(1420)`$ and $`f_1(1510)`$ controversial. However, the absence of $`f_1(1510)`$ in radiative $`J/\psi `$, central collisions and $`\gamma \gamma `$ collisions leads to the conclusion that $`f_1(1510)`$ seems not to be well established and its assignment as the $`s\overline{s}`$ member of the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet is premature.
Recently, F.E. Close et al assigned $`f_1(1420)`$ as the partner of $`f_1(1285)`$ by applying their glueball-$`q\overline{q}`$ filter technique to the axial vector nonet. In this letter, we shall discuss the possibility of $`f_1(1420)`$ being the partner of $`f_1(1285)`$ in the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet by studying the mixing effects of $`f_1(1420)`$ and $`f_1(1285)`$.
In the $`|S=|s\overline{s}`$, $`|N=|u\overline{u}+d\overline{d}/\sqrt{2}`$ basis, the mass square matrix describing the quarkonia-quarkonia mixing can be written as follows:
$$M^2=\left(\begin{array}{cc}M_S^2+A_S& \sqrt{2}A_{SN}\\ \sqrt{2}A_{NS}& M_N^2+2A_N\end{array}\right),$$
(1)
where $`M_S`$ and $`M_N`$ are the masses of the bare states $`|S`$ and $`|N`$, respectively; $`A_S`$, $`A_N`$, $`A_{SN}`$ and $`A_{NS}`$ are the mixing parameters which describe the quarkonia-quarkonia transition amplitudes. Here, we assume that the physical states $`|f_1(1420)`$ and $`|f_1(1285)`$ are the eigenstates of the matrix $`M^2`$ with the eigenvalues of $`M_1^2`$ and $`M_2^2`$, respectively. From the above we can get the following equations:
$$M_S^2+M_N^2+2A_N+A_S=M_1^2+M_1^2,$$
(2)
$$(M_S^2+A_S)(M_N^2+2A_N)2A_{SN}A_{NS}=M_1^2M_2^2.$$
(3)
According to the factorization hypothesis
$$A_{SN}=A_{NS}\sqrt{A_NA_S},$$
(4)
we can introduce a parameter $`R`$ to get
$$A_{NS}=A_NR,A_S=A_NR^2,$$
(5)
with $`0<R1`$. From Eqs. $`(2)`$, $`(3)`$ and $`(5)`$, $`A_N`$ and $`R`$ can be expressed as
$`A_N={\displaystyle \frac{(M_N^2M_1^2)(M_N^2M_2^2)}{2(M_S^2M_N^2)}},`$ (6)
$`R^2={\displaystyle \frac{2(M_1^2M_S^2)(M_S^2M_2^2)}{(M_N^2M_1^2)(M_N^2M_2^2)}}.`$ (7)
Diagonalizing the matrix $`M^2`$, we can get a unitary matrix $`U`$ which transforms the states $`|S`$ and $`|N`$ to the physical states $`|f_1(1420)`$ and $`|f_1(1285)`$,
$$U=\left(\begin{array}{cc}x_1& y_1\\ x_2& y_2\end{array}\right)=\left(\begin{array}{cc}\frac{\sqrt{2}A_NR}{C_1}& \frac{M_1^2M_S^2A_NR^2}{C_1}\\ \frac{\sqrt{2}A_NR}{C_2}& \frac{M_2^2M_S^2A_NR^2}{C_2}\end{array}\right)$$
(8)
with $`C_1=\sqrt{2A_N^2R^2+(M_1^2M_S^2A_NR^2)^2}`$, $`C_2=\sqrt{2A_N^2R^2+(M_2^2M_S^2A_NR^2)^2}`$.
We choose $`M_1=1.4262`$ GeV, $`M_2=1.2819`$ GeV and $`M_N=1.23`$ GeV, the mass of the isovector state $`a_1(1260)`$. $`M_S`$ can be obtained from the Gell-Mann-Okubo mass formula $`M_S^2=2M_{K_{1A}}^2M_{a_1}^2`$, where $`M_{K_{1A}}=1.313`$ GeV. We take $`M_1`$, $`M_2`$, $`M_N`$ and $`M_S`$ as input and get the numerical form of the matrix $`U`$ as follows:
$$U=\left(\begin{array}{cc}x_1& y_1\\ x_2& y_2\end{array}\right)=\left(\begin{array}{cc}0.96& 0.28\\ 0.28& 0.96\end{array}\right).$$
(9)
The physical states $`|f_1(1420)`$ and $`|f_1(1285)`$ can be read as
$`|f_1(1420)=0.96|S0.28|N,`$ (10)
$`|f_1(1285)=0.28|S+0.96|N.`$ (11)
If we re-express the physical states $`|f_1(1420)`$ and $`|f_1(1285)`$ in the Gell-Mann basis $`|8=|u\overline{u}+d\overline{d}2s\overline{s}/\sqrt{6}`$, $`|1=|u\overline{u}+d\overline{d}+s\overline{s}/\sqrt{3}`$, the phyical states $`|f_1(1420)`$ and $`|f_1(1285)`$ can be read as
$`|f_1(1420)=\mathrm{cos}\theta |8\mathrm{sin}\theta |1,`$ (12)
$`|f_1(1285)=\mathrm{sin}\theta |8+\mathrm{cos}\theta |1`$ (13)
with $`\theta =51.5^{}`$, which is in good agreement with the result $`\theta 50^{}`$ given by Close et al..
Performing an elementary $`SU(3)`$ calculation, we obtain
$$\frac{Br(f_1(1285)\varphi \gamma )}{Br(f_1(1285)\rho \gamma )}=\frac{4}{9}\left(\frac{P_\varphi }{P_\rho }\right)^3\left(\frac{x_2}{y_2}\right)^2=0.007,$$
(14)
$$\frac{\mathrm{\Gamma }(f_1(1420)\gamma \gamma )}{\mathrm{\Gamma }(f_1(1285)\gamma \gamma )}=\left(\frac{M_1}{M_2}\right)^3\frac{(y_1+\sqrt{2}x_1/5)^2}{(y_2+\sqrt{2}x_2/5)^2}=0.539,$$
(15)
$$\frac{Br(J/\psi \gamma f_1(1420)}{Br(J/\psi \gamma f_1(1285)}=\left(\frac{P_{f_1(1420)}}{P_{f_1(1285)}}\right)^3\frac{(\sqrt{2}y_1+x_1)^2}{(\sqrt{2}y_2+x_2)^2}=1.36,$$
(16)
$$\frac{Br(J/\psi f_1(1420)\omega )}{Br(J/\psi f_1(1285)\varphi )}=\frac{P_\omega }{P_\varphi }\left(\frac{y_1}{x_2(12s)}\right)^2>1.029,$$
(17)
where $`P_j`$ ($`j=\varphi ,\rho ,\omega ,f_1(1285),f_1(1420)`$) is the momentum of the final state meson $`j`$ in the center of mass system, and $`s`$ is a parameter describing the effects of $`SU(3)`$ breaking. For the axial vector mesons, we expect $`0<s1`$. Let $`r_{th}`$ stand for the ratio of Eq. (15) to Eq. (16), so we have
$$r_{th}=0.397.$$
(18)
Using the data cited by PDG, we have
$$\frac{Br(f_1(1285)\varphi \gamma )}{Br(f_1(1285)\rho \gamma )}=\frac{(7.9\pm 3.0)\times 10^4}{(5.4\pm 1.2)\times 10^2}=0.015\pm 0.009,$$
(19)
$$\frac{\mathrm{\Gamma }(f_1(1420)\gamma \gamma )}{\mathrm{\Gamma }(f_1(1285)\gamma \gamma )}=\frac{0.34\pm 0.18}{Br(f_1(1420)K\overline{K}\pi )},$$
(20)
$$\frac{Br(J/\psi \gamma f_1(1420)}{Br(J/\psi \gamma f_1(1285)}=\frac{(8.3\pm 1.5)\times 10^4}{(6.5\pm 1.0)\times 10^4}\frac{1}{Br(f_1(1420)K\overline{K}\pi )},$$
(21)
$$\frac{Br(J/\psi f_1(1420)\omega )}{Br(J/\psi f_1(1285)\varphi )}=\frac{(6.8\pm 2.4)\times 10^4}{(2.6\pm 0.5)\times 10^4}=2.62\pm 1.42.$$
(22)
The ratio $`r_{ex}`$ of Eq. (20) to Eq. (21) gives
$$r_{ex}=0.27\pm 0.23.$$
(23)
From Eqs. (14)$``$(23), we find that the theoretical results are in good agreement with the experimental results, i.e., $`|f_1(1420)=0.96|S0.28|N`$ and $`|f_1(1285)=0.28|S+0.96|N`$ are compatible with the experimental results. This suggests that the present experimental results support the assignment of $`f_1(1420)`$ as the partner of $`f_1(1285)`$ in the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet.
We do not intend to discuss in detail the questionable interpretation of $`f_1(1510)`$ with dominant $`s\overline{s}`$ structure and that of the non-$`q\overline{q}`$ nature of $`f_1(1420)`$ in this letter (see ref.). However, from our results, we believe that if $`f_1(1510)`$ with $`I=0`$ and $`J^{PC}=1^{++}`$ really exists, it should be a non-$`q\overline{q}`$ state. Its existence of $`f_1(1510)`$ needs further experimental confirmation.
In conclusion, by studying the mixing effects of $`f_1(1285)`$ and $`f_1(1420)`$, we find that the present experimental results support the assignment of $`f_1(1420)`$ as the partner of $`f_1(1285)`$ in the $`{}_{}{}^{3}P_{1}^{}`$ $`q\overline{q}`$ nonet. We also suggest that the existence of $`f_1(1510)`$ needs further experimental confirmation. |
warning/0001/hep-th0001097.html | ar5iv | text | # 1 𝑚-particle contributions to 𝛾₂,𝛿₂ in the Ising model
1. Introduction
The intrinsic coupling $`g_\mathrm{r}`$, also sometimes called ‘physical’ or ‘renormalized’ coupling, is a quantity of great interest in a Quantum Field Theory (QFT), especially for scalar fields. In some cases, such as the $`\mathrm{\Phi }^4`$ theories, its vanishing implies actually that the theory is trivial in the sense that the higher correlation functions of the scalar field can be written as sums of products of two point functions, as in a free theory . On the other hand, a non-vanishing $`g_\mathrm{r}`$ is not sufficient to assure the non-triviality of a theory; it only assures that a certain four point vertex function does not vanish identically, but does not exclude that it vanishes on shell.
Aside from that, $`g_\mathrm{r}`$ is certainly a renormalization group invariant and a characteristic physical quantity of a field theory. In particular it can be used to check the equivalence or nonequivalence of different definitions of theories; this will be our main theme in this paper. $`g_\mathrm{r}`$ is proportional to the connected – sometimes called truncated – four point function at zero momentum, divided by the square of the zero momentum two point function and appropriate powers of the mass gap to make it dimensionless; details will be given in the body of the paper.
We are dealing in this article with two main approaches to the construction of a QFT. The first one starts from a suitably regularized functional integral and then removes the regularization in a controlled way. This is a rather general procedure usable for a wide variety of models; it has been successfully employed to construct QFTs in 2 and 3 dimensions obeying all the required axioms (see for instance ). Here we will make use of a Euclidean space-time lattice as a regulator. Removal of the regularization, i.e. taking the continuum limit in a lattice theory requires the existence of a second order phase transition point at which the characteristic length (correlation length) of the model diverges. This approach raises the problem of ‘universality’, i.e. the question whether different regularizations yield the same QFT after the regulator has been removed.
The other approach studied here is applicable to a large class of so-called integrable models. It is not based on a Lagrangian, rather the dynamics is specified in terms of a postulated exact ‘bootstrap’ S-matrix, supposed to enjoy a factorization property that allows to express all S-matrix elements in terms of the two-particle S-matrix . In physical terms this property is linked to the existence of an infinite number of conservation laws and the absence of particle production. The postulated S-matrices are then used to set up a system of recursive functional equations for the form factors; solving this system one can in principle compute exactly all the form factors, in other words continue the S-matrix off the mass shell . Once the form factors are known, one can express the correlation functions of the basic fields as well as other (composite) operators by inserting complete sets of scattering states between them. This gives the correlation functions as – hopefully rapidly converging – infinite series of convolution products of form factors. In particular in this way one can express the intrinsic coupling in terms of the form factors.
In both approaches, in principle one has to verify in the end that the axioms of a QFT hold. In the lattice approach with a reflection positive action, such as the standard nearest neighbor action, essentially the only nontrivial question besides the existence of a critical point concerns the restoration of Euclidean (Poincaré) invariance in the continuum limit. In the form factor approach it is less obvious whether the axioms hold, in particular for the form factor expansion of multi-point correlation functions. There exists, however, a formal proof (disregarding convergence aspects) of locality and it is hoped, of course, that the other field theoretic axioms will hold as well, because the construction is to a large extent inspired by them. It is also not clear from first principles – though in practice there are very natural guesses –, which field in one construction should be identified with which form factor sequence in the other. In any case, even assuming that all the axioms hold in both constructions and that one has correctly identified the fields, it is a nontrivial question whether the two approaches define the same theory, and in particular whether they give the same value for $`g_\mathrm{r}`$.
In the lattice approach the intrinsic coupling of the two-dimensional O$`(n)`$ models we are discussing here has been widely studied, both by Monte Carlo simulations and by various expansions in a small parameter . For a more precise comparison with the form factor approach, we also carried out our own high precision Monte Carlo simulations which are reported in this paper.
In the form factor approach the series for $`g_\mathrm{r}`$, being a low energy quantity, is expected to converge very rapidly. Our results give every indication that these hopes are fully justified, though the actual computations turn out to be surprisingly intricate. In the present study we want to develop this computational framework, outline the computations and compare their results, where possible, to those obtained numerically from the lattice approach by the different methods mentioned above.
Remarkably in all the examples considered the first non-trivial term in the series, which contains only one and two particle intermediate states, appears to give about $`98\%`$ of the full answer (!). Moreover for this dominant contribution a general model-independent expression in terms of the 1-and 3-particle form factors and the derivative of the S-matrix can be obtained.
In this paper we discuss three models which can be viewed as the O($`n`$) nonlinear sigma-models for $`n=1,2,3`$. Though formally members of the O($`n`$) series of nonlinear sigma-models, the physics of these systems, their form factor description, and not the least our motivation to study them is very different: The $`n=1`$ case is just the massive continuum limit of the Ising model. Here the spin form factors are very simple and we were able to push the computation of the series up to all terms with a total particle number (summed over the three intermediate states) of less or equal 8. The extremely rapid decay of the terms is manifest and we use the observed pattern as a guideline for the other systems. The final result amounts to a determination of $`g_\mathrm{r}`$ with an estimated precision of better than $`0.001\%`$.
The $`n=2`$ case is better known as the XY-model. Here we rely on a bootstrap description of the model, to which we hope to return in more detail elsewhere . Not all the form factors are known explicitly, but the specific version of the 3-particle spin form factor needed for the dominant contribution can be found by elementary techniques. We compare this leading order result with that obtained by lattice techniques and find reasonable agreement, which can be taken as support for the proposed bootstrap description.
Finally the $`n=3`$ model is the first with a nonabelian symmetry group. The evaluation of $`g_\mathrm{r}`$ here is in part motivated by the controversy about the absence or presence of a Kosterlitz-Thouless type phase transition; see for a more thorough discussion.
Let us remark that the form factor bootstrap has also been applied to the computation of $`g_\mathrm{r}`$ in the sinh-Gordon model; in this model the intrinsic coupling is especially interesting because of its relevance to the issue of “triviality” versus “weak-strong-duality”. For details see the accompanying paper .
The article is organized as follows. In the next section we describe the form factor construction of Green’s functions in terms of form factors generally and derive the formula for the dominant contribution to the coupling. Further we prepare the ground for the computation of the sub-leading terms in the specific models. We then give a few generalities about the Monte Carlo simulations, and move on to discuss the three models as outlined above one by one in more detail, comparing the results of the form factor construction to those obtained by the the lattice definition of the models; for the latter the values of $`g_\mathrm{r}`$ are estimated by high temperature expansions as well as Monte Carlo simulations.
2. Construction of Green functions in terms of form factors
In this section we will consider a general massive QFT described in terms of its generalized form factor sequences by which we mean matrix elements of local operators between physical states. We will restrict our attention to the case of $`d=2`$ dimensions (although the extension to arbitrary $`d`$ is often straightforward). The application of the representation to the integrable models where the form factors are explicitly known will be the subject of the next chapter.
2.1 Generalities
Our first goal is to construct the Euclidean correlation functions (Schwinger functions) from the generalized form factors. The Schwinger functions are convenient because they have simpler properties than the Wightman functions and also because it facilitates the comparison with lattice results later. For points $`x_k\text{IR}^2`$, $`k=1,\mathrm{},L`$, we denote by $`(x_{k1},x_{k2})`$ their components and by $`\iota x_k=(ix_{k2},x_{k1})`$ a Wick rotated version. For definiteness we will consider here correlation functions of $`n`$ scalar fields $`\mathrm{\Phi }^a(x),a=1,\mathrm{},n`$ (the generalization to other types of fields is straightforward). Then
$`S^{a_1\mathrm{}a_L}(x_1,\mathrm{},x_L)=\mathrm{\Phi }^{a_1}(x_1)\mathrm{}\mathrm{\Phi }^{a_L}(x_L),`$
$`S^{a_1\mathrm{}a_L}(x_1,\mathrm{},x_L)=W^{a_1\mathrm{}a_L}(\iota x_1,\mathrm{},\iota x_L)\text{for}x_{12}>\mathrm{}>x_{L2}.`$ (2.1)
The first equation is the usual operator interpretation of the Schwinger functions. The second equation (2.1) then indicates the relation of the Schwinger function to the corresponding Wightman function for points $`(z_1,\mathrm{},z_L)=(\iota x_1,\mathrm{},\iota x_L)`$ in the “primitive tube” of analyticity.<sup>*</sup><sup>*</sup>*We use the signature $`(+,)`$ for (complexified) Minkowski space in which case $`(z_1,\mathrm{},z_L)`$ is in the primitive tube iff $`\mathrm{Im}(z_kz_{k+1})V^+,k=1,\mathrm{},L1`$, where $`V^+`$ is the forward light cone. Outside the primitive tube the Schwinger functions can in principle likewise be obtained from the Wightman functions by analytic continuation and are then found to be completely symmetric in all variables. In a form factor expansion however the primitive domain is preferred in that only there the convergence of the momentum space integrals is manifest through exponential damping factors (c.f. below). We thus mimic the effect of the analytic continuation by performing the symmetrization by hand
$`S^{a_1\mathrm{}a_L}(x_1,\mathrm{},x_L)={\displaystyle \underset{s𝒮_L}{}}S_\mathrm{\Theta }^{a_{s1}\mathrm{}a_{sL}}(x_{s1},\mathrm{},x_{sL}),`$
$`S_\mathrm{\Theta }^{a_1\mathrm{}a_L}(x_1,\mathrm{},x_L):=\mathrm{\Theta }(x_1,\mathrm{},x_L)W^{a_1\mathrm{}a_L}(\iota x_1,\mathrm{},\iota x_L),`$ (2.2)
where $`\mathrm{\Theta }(x_1,\mathrm{},x_L)`$ is a generalized step function that vanishes unless $`x_{12}\mathrm{}x_{L2}`$ holds and the sum is over all elements of the permutation group $`𝒮_L`$. The functions $`S_\mathrm{\Theta }^{a_1\mathrm{}a_L}(x_1,\mathrm{},x_L)`$ are expected to have a convergent expansion in terms of form factors in the interior of their support region (as well as for certain points on the boundary). The cases of interest here are $`L=2`$ and $`L=4`$. Formally inserting a resolution of the identity in terms of asymptotic multi-particle states $`\text{11}=_{\underset{¯}{m}}|\underset{¯}{m}\underset{¯}{m}|`$ one obtains
$$S_\mathrm{\Theta }^{a_1a_2}(x_1,x_2)=\mathrm{\Theta }(x_1,x_2)\underset{\underset{¯}{m}}{}e^{(x_1x_2)_2E_{\underset{¯}{m}}}e^{i(x_1x_2)_1P_{\underset{¯}{m}}}0|\mathrm{\Phi }^{a_1}(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^{a_2}(0)|0,$$
(2.3)
and
$`S_\mathrm{\Theta }^{a_1a_2a_3a_4}(x_1,x_2,x_3,x_4)`$ $`=`$ $`\mathrm{\Theta }(x_1,x_2,x_3,x_4){\displaystyle \underset{\underset{¯}{k},\underset{¯}{l},\underset{¯}{m}}{}}e^{(x_1x_2)_2E_{\underset{¯}{k}}}e^{i(x_1x_2)_1P_{\underset{¯}{k}}}`$ (2.4)
$`e^{(x_2x_3)_2E_{\underset{¯}{l}}}e^{i(x_2x_3)_1P_{\underset{¯}{l}}}e^{(x_3x_4)_2E_{\underset{¯}{m}}}e^{i(x_3x_4)_1P_{\underset{¯}{m}}}`$
$`0|\mathrm{\Phi }^{a_1}(0)|\underset{¯}{k}\underset{¯}{k}|\mathrm{\Phi }^{a_2}(0)|\underset{¯}{l}\underset{¯}{l}|\mathrm{\Phi }^{a_3}(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^{a_4}(0)|0.`$
The states $`|\underset{¯}{m}`$ are assumed to be improper eigenstates of the momentum operator $`P_\mu `$, and $`E_{\underset{¯}{m}},P_{\underset{¯}{m}}`$ denote the eigenvalues of $`P_0,P_1`$ on $`|\underset{¯}{m}`$, respectively. To write down an explicit parameterization of the complete set of states $`|\underset{¯}{m}`$ requires of course the full knowledge of the spectrum of stable particles. This is a basic input assumption for the integrable models dealt with in the next section. Here for simplicity of notation we will consider the case where there is only one multiplet of stable particle states of mass $`M`$. An explicit parameterization will then be given in subsection 2.3.
We introduce their (dimensionless) Fourier transforms $`V`$ by
$`(2\pi )^2\delta ^{(2)}(k_1+\mathrm{}+k_L)M^{2(L1)}V^{a_1\mathrm{}a_L}(k_1,\mathrm{},k_L)`$
$`={\displaystyle \mathrm{d}^2x_1\mathrm{}\mathrm{d}^2x_LS_\mathrm{\Theta }^{a_1\mathrm{}a_L}(x_1,\mathrm{},x_L)e^{i(k_1x_1+\mathrm{}+k_Lx_L)}},`$ (2.5)
taking into account the translation invariance of $`S_\mathrm{\Theta }`$. The Fourier transform of the full Schwinger function is then obtained by symmetrization
$$\stackrel{~}{S}^{a_1\mathrm{}a_L}(k_1,\mathrm{},k_L)=(2\pi )^2\delta ^{(2)}(k_1+\mathrm{}+k_L)M^{2(L1)}\underset{s𝒮_L}{}V^{a_{s1}\mathrm{}a_{sL}}(k_{s1},\mathrm{},k_{sL}),$$
(2.6)
whereon rotational invariance gets restored. The desired representation of the two and four point functions in terms of form factors is given by
$`V^{a_1a_2}(k_1,k_2)`$ $`=`$ $`{\displaystyle \underset{\underset{¯}{m}}{}}V_{\underset{¯}{m}}^{a_1a_2}(k_1,k_2),`$
$`V^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)`$ $`=`$ $`{\displaystyle \underset{\underset{¯}{k},\underset{¯}{l},\underset{¯}{m}}{}}V_{\underset{¯}{k}\underset{¯}{l}\underset{¯}{m}}^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4),`$ (2.7)
where
$`V_{\underset{¯}{m}}^{a_1a_2}(k_1,k_2)`$ $`=`$ $`2\pi M^2{\displaystyle \frac{\delta (P_{\underset{¯}{m}}+k_{11})}{E_{\underset{¯}{m}}ik_{12}}}0|\mathrm{\Phi }^{a_1}(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^{a_2}(0)|0,`$
$`V_{\underset{¯}{k}\underset{¯}{l}\underset{¯}{m}}^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)`$ $`=`$ $`(2\pi M^2)^3{\displaystyle \frac{\delta (P_{\underset{¯}{k}}+k_{11})}{E_{\underset{¯}{k}}ik_{12}}}{\displaystyle \frac{\delta (P_{\underset{¯}{l}}+k_{11}+k_{21})}{E_{\underset{¯}{l}}ik_{12}ik_{22}}}{\displaystyle \frac{\delta (P_{\underset{¯}{m}}k_{41})}{E_{\underset{¯}{m}}+ik_{42}}}`$ (2.8)
$`0|\mathrm{\Phi }^{a_1}(0)|\underset{¯}{k}\underset{¯}{k}|\mathrm{\Phi }^{a_2}(0)|\underset{¯}{l}\underset{¯}{l}|\mathrm{\Phi }^{a_3}(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^{a_4}(0)|0,`$
with the understanding that the sum of the momenta $`k_j`$ vanishes. Further we denote by $`V_m^{a_1a_2}(k_1,k_2)`$ and $`V_{klm}^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)`$ the quantities (2.8) with the integrations over the rapidities performed, the measure being inherited from Eq. (2.25) below.
The key assumption of the form factor approach in this context is that the matrix elements in (2.8) can be computed exactly via solutions of a recursive system of functional equations, the so-called form factor equations or Smirnov axioms. Symbolically
$$\underset{¯}{l}|\mathrm{\Phi }^a(0)|\underset{¯}{m}_{b_1\mathrm{}b_la_1\mathrm{}a_m}^a(\omega _1,\mathrm{},\omega _l|\theta _1,\mathrm{},\theta _m)=:_{BA}^a(\omega |\theta ).$$
(2.9)
The rhs, for which we shall often use the indicated shorthand notation, is called a generalized form factor, the special case with either $`l=0`$ or $`m=0`$ are the form factors proper. The form factors are meromorphic functions in the rapidities, while the generalized form factors are distributions. The form factors can be computed, at least in principle, as solutions of the before mentioned system of functional equations. The generalized form factors can then be obtained from them by means of an explicit, though cumbersome, combinatorial formula. We shall later just state the special cases of this formula required. A discussion of the general formula can e.g. be found in the appendix of .
Implicit in the products of matrix elements in (2.8) of course are appropriate index contractions. For definiteness let us note them explicitly
$`0|\mathrm{\Phi }^a(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^b(0)|0`$ $``$ $`I_m^{ab}(\theta ),`$
$`0|\mathrm{\Phi }^a(0)|\underset{¯}{k}\underset{¯}{k}|\mathrm{\Phi }^b(0)|\underset{¯}{l}\underset{¯}{l}|\mathrm{\Phi }^c(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^d(0)|0`$ $``$ $`I_{klm}^{abcd}(\omega |\xi |\theta ),`$ (2.10)
where
$`I_m^{ab}(\theta )={\displaystyle \underset{A}{}}_A^a(\theta )_{A^T}^b(\theta ^T),`$
$`I_{klm}^{abcd}(\omega |\xi |\theta )={\displaystyle \underset{A,B,C}{}}_A^a(\omega )_{A^TB}^b(\omega ^T|\xi )_{B^TC}^c(\xi ^T|\theta )_{C^T}^d(\theta ^T).`$ (2.11)
Here $`A^T=(a_k,\mathrm{},a_1)`$, $`\omega ^T=(\omega _k,\mathrm{},\omega _1)`$, etc. The construction is such that $`I_m^{ab}(\theta )`$ is a completely symmetric function in $`\theta =(\theta _1,\mathrm{},\theta _m)`$. Similarly $`I_{klm}^{abcd}(\omega |\xi |\theta )`$ is symmetric in each of the sets of variables $`\omega =(\omega _1,\mathrm{},\omega _k)`$, $`\xi =(\xi _1,\mathrm{},\xi _l)`$ and $`\theta =(\theta _1,\mathrm{},\theta _m)`$, individually.
2.2 The intrinsic coupling
As surveyed in the introduction the intrinsic coupling is defined in terms of the zero momentum limit of a connected 4-point function. We may assume that the Schwinger functions of the scalar fields with an odd number of arguments vanish; then the connected $`L=2,4`$ Schwinger functions of interest here are
$`\stackrel{~}{S}_c^{a_1a_2}(k_1,k_2)`$ $`=`$ $`\stackrel{~}{S}^{a_1a_2}(k_1,k_2),`$
$`\stackrel{~}{S}_c^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)`$ $`=`$ $`\stackrel{~}{S}^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)\stackrel{~}{S}^{a_1a_2}(k_1,k_2)\stackrel{~}{S}^{a_3a_4}(k_3,k_4)`$ (2.12)
$``$ $`\stackrel{~}{S}^{a_1a_3}(k_1,k_3)\stackrel{~}{S}^{a_2a_4}(k_2,k_4)\stackrel{~}{S}^{a_1a_4}(k_1,k_4)\stackrel{~}{S}^{a_2a_3}(k_2,k_3).`$
Making explicit the overall delta-functions arising from translational invariance we introduce the Green functions by
$$\stackrel{~}{S}_c^{a_1\mathrm{}a_L}(k_1,\mathrm{},k_L)=(2\pi )^2\delta ^{(2)}(k_1+\mathrm{}+k_L)G^{a_1\mathrm{}a_L}(k_1,\mathrm{},k_L),$$
(2.13)
where the constraint $`k_1+\mathrm{}+k_L=0`$ in the arguments of $`G^{a_1\mathrm{}a_L}`$ will always be understood.
In the following we will now assume that the theory is O$`(n)`$ invariant and thus for the 2-point function we can write
$$G^{a_1a_2}(k,k)=\delta ^{a_1a_2}G(k).$$
(2.14)
The intrinsic coupling is then defined by
$$g_\mathrm{r}=𝒩\frac{M^2}{G(0)^2}\frac{1}{n^2}\underset{a,b}{}G^{aabb}(0,0,0,0),$$
(2.15)
where we leave the choice of positive constant $`𝒩`$ for later.
Performing the symmetrization (2.2) and the Fourier transform one recovers the familiar expression for $`G(k)`$ in terms of the spectral density
$$G(k)=_0^{\mathrm{}}d\mu \rho (\mu )\frac{1}{\mu ^2+k^2},$$
(2.16)
where
$$\rho (\mu )=\underset{\underset{¯}{m}}{}\delta (\mu \sqrt{E_{\underset{¯}{m}}^2P_{\underset{¯}{m}}^2})\mathrm{\hspace{0.17em}4}\pi E_{\underset{¯}{m}}\delta (P_{\underset{¯}{m}})\frac{1}{n}\underset{a}{}0|\mathrm{\Phi }^a(0)|\underset{¯}{m}\underset{¯}{m}|\mathrm{\Phi }^a(0)|0.$$
(2.17)
In order to compute $`\stackrel{~}{S}^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)`$ the symmetrized sum (2.6), (2.7) has to be performed. For reasons that will become clear immediately we first single out the partial sum with $`\underset{¯}{l}=0`$. Taking into account the $`𝒮_4`$ permutations one finds
$`(2\pi )^2\delta ^{(2)}(k_1+k_2+k_3+k_4)M^6{\displaystyle \underset{\underset{¯}{k},\underset{¯}{m}}{}}{\displaystyle \underset{s𝒮_4}{}}V_{\underset{¯}{k}0\underset{¯}{m}}^{a_1a_2a_3a_4}(k_{s1},k_{s2},k_{s3},k_{s4})`$
$`=\stackrel{~}{S}^{a_1a_2}(k_1,k_2)\stackrel{~}{S}^{a_3a_4}(k_3,k_4)+\stackrel{~}{S}^{a_1a_3}(k_1,k_3)\stackrel{~}{S}^{a_2a_4}(k_2,k_4)+\stackrel{~}{S}^{a_1a_4}(k_1,k_4)\stackrel{~}{S}^{a_2a_3}(k_2,k_3)`$
$`+(2\pi )^2\delta ^{(2)}(k_1+k_2+k_3+k_4)M^6{\displaystyle \underset{s𝒮_4}{}}\mathrm{\Omega }^{a_{s1}a_{s2}a_{s3}a_{s4}}(k_{s1},k_{s2},k_{s3},k_{s4}).`$ (2.18)
Here
$$\mathrm{\Omega }^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)=\frac{\pi }{2}\delta (k_{11}+k_{21})M^6\delta ^{a_1a_2}\delta ^{a_3a_4}H(k_1,k_2)G(k_4),$$
(2.19)
with
$$H(k_1,k_2)=_0^{\mathrm{}}d\mu \rho (\mu )\frac{\mu ^2+k_{11}^2+k_{12}k_{22}}{(\mu ^2+k_1^2)(\mu ^2+k_2^2)}\frac{1}{\sqrt{\mu ^2+k_{11}^2}}.$$
(2.20)
In obtaining (2.18) we defined the second denominator in (2.8) for $`\underset{¯}{l}=0`$ with the $`iϵ`$ prescription as: $`i(k_{12}+k_{22}+iϵ)`$. Here and later the distributional identity
$$\frac{1}{x+iϵ}=𝒫\frac{1}{x}i\pi \delta (x),$$
will be heavily used, where $`𝒫`$ is the Principal Value prescription.
One observes that the first three terms in (2.18) are precisely the ones removed by the definition of the connected 4-point function. Remarkably there is a remainder, the $`\mathrm{\Omega }`$ term, which is present even in the free theory. Typically the spectral densities are decreasing or bounded by a constant as $`\mu \mathrm{}`$. The functions $`G(k_4)`$ and $`H(k_1,k_2)`$ are then regular at $`k_i=0`$. Inserting finally (2.18) into (2.6), (2.7) one obtains for the Green function (2.13)
$`M^6G^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)`$
$`={\displaystyle \underset{\underset{¯}{k},\underset{¯}{l}0,\underset{¯}{m}}{}}{\displaystyle \underset{s𝒮_4}{}}V_{\underset{¯}{k}\underset{¯}{l}\underset{¯}{m}}^{a_{s1}a_{s2}a_{s3}a_{s4}}(k_{s1},k_{s2},k_{s3},k_{s4})+{\displaystyle \underset{s𝒮_4}{}}\mathrm{\Omega }^{a_{s1}a_{s2}a_{s3}a_{s4}}(k_{s1},k_{s2},k_{s3},k_{s4}).`$ (2.21)
On general grounds one expects the vertex function to be real analytic. In particular there must also be terms involving the delta function in the $`V_{\underset{¯}{k}\underset{¯}{l}\underset{¯}{m}}`$ above which cancel those of the $`\mathrm{\Omega }`$-term (we will demonstrate this explicitly in the computation of $`V_{121}`$ in appendix A). Thus, provided the coupling is well-defined (finite) at all, the result will be independent of the way the zero momentum limit is taken. It is therefore desirable to find a convenient limiting procedure that simplifies the computation. To this end we first observe that in (2.8) the $`k_{j1}`$ and $`k_{j2}`$ components enter asymmetrically. In particular as long as the intermediate state is not the vacuum (i.e. $`\underset{¯}{l}0`$ in the second formula, and recalling that we are assuming that none of the operators involved has a non-zero vacuum expectation value) one can put $`k_{j2}=0`$, $`j=1,2,3,4`$. We now compute the 4-point vertex function at zero momentum through the limiting procedure:
$$G^{a_1a_2a_3a_4}(0,0,0,0)=\underset{\kappa _j0}{lim}G^{a_1a_2a_3a_4}(k_1,k_2,k_3,k_4)|_{k_j=(M\mathrm{sh}\kappa _j,0)}$$
(2.22)
where $`_{j=1}^4\mathrm{sh}\kappa _j=0`$, and the limit is taken such that
$$|\kappa _i||\kappa _j|\text{for}ij,\text{and}|\kappa _i\kappa _j||\kappa _k\kappa _l|\text{for distinct pairs}.$$
(2.23)
In view of (2.19) it is clear that the limit prescription in (2.22), which we will use in the following, has just been designed such that the $`\mathrm{\Omega }`$ term does not have to be considered in computation of the coupling.
Before embarking on further computations let us comment on a few structural issues. On physical grounds one expects the intrinsic coupling to be both finite (in a theory with a mass gap) and positive (for $`𝒩>0`$) when the interaction is repulsive. Mathematically however it is a quite challenging problem to actually prove this, whatever non-perturbative definition of the theory one adopts. In the context of constructive (lattice) QFT such results seem to be available only for a single phase $`\mathrm{\Phi }_2^4`$ theory (see e.g for a survey). In the present context we wish to define the theory strictly terms of its form factors. Mathematically speaking one should then try to prove in particular that the right hand side of (2.21) defines a real analytic function. For the dominant low particle contributions we demonstrate in appendix A explicitly that all non-analytic (e.g. distributional) terms indeed cancel out. We have not attempted to prove this in general, nor can we estimate the rate of convergence of the sums in (2.21) on general grounds. In all the examples considered later however the series appears to be rapidly convergent; the terms are alternating in sign and decrease in magnitude very quickly with increasing particle numbers.
2.3 State parameterization
Here we assume that the single particle spectrum consists only of an O$`(n)`$ vector multiplet of mass $`M`$. The one particle states $`|a,\alpha `$ are thus specified by an internal “isospin” label $`a`$ and the rapidity $`\alpha `$ (i.e. the spatial momentum of the state is $`p=M\mathrm{sh}\alpha `$). The states are normalized according to
$$a,\alpha |b,\beta =4\pi \delta _{ab}\delta (\alpha \beta ).$$
(2.24)
The condensed notation for the sum over states now becomes
$`{\displaystyle \underset{\underset{¯}{m}}{}}|\underset{¯}{m}\underset{¯}{m}||00|+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{a_1,\mathrm{}a_m}{}}`$
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\theta _1}{4\pi }}{\displaystyle _{\mathrm{}}^{\theta _1}}{\displaystyle \frac{\mathrm{d}\theta _2}{4\pi }}\mathrm{}{\displaystyle _{\mathrm{}}^{\theta _{m1}}}{\displaystyle \frac{\mathrm{d}\theta _m}{4\pi }}|a_1,\theta _1;\mathrm{};a_m,\theta _m^{\mathrm{in}}^{\mathrm{in}}a_1,\theta _1;\mathrm{};a_m,\theta _m|.`$ (2.25)
It is often convenient (for a fixed $`m`$) to perform the change of variables
$$u_j=\theta _j\theta _{j+1},j=1,\mathrm{},m1,\text{ }\mathrm{\Lambda }=\frac{1}{2}\mathrm{ln}\left(\frac{_je^{\theta _j}}{_je^{\theta _j}}\right),$$
(2.26)
since in terms of these variables the total energy and momentum of the states take on a simpler form:
$$(E_{\underset{¯}{m}},P_{\underset{¯}{m}})(M\underset{j=1}{\overset{m}{}}\mathrm{ch}\theta _j,M\underset{j=1}{\overset{m}{}}\mathrm{sh}\theta _j)=(M^{(m)}(u)\mathrm{ch}\mathrm{\Lambda },M^{(m)}(u)\mathrm{sh}\mathrm{\Lambda }),$$
(2.27)
where the eigenvalues $`M_{\underset{¯}{m}}=\sqrt{E_{\underset{¯}{m}}^2P_{\underset{¯}{m}}^2}`$ of the mass operator are given by
$$M^{(m)}(u)=M\left[m+2\underset{i<j}{}\mathrm{ch}(u_i+\mathrm{}+u_{j1})\right]^{1/2}.$$
(2.28)
Correspondingly the integration measures in (2.25) above are replaced by
$$_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{d}\theta _1}{4\pi }_{\mathrm{}}^{\theta _1}\frac{\mathrm{d}\theta _2}{4\pi }\mathrm{}_{\mathrm{}}^{\theta _{m1}}\frac{\mathrm{d}\theta _m}{4\pi }_0^{\mathrm{}}\frac{\mathrm{d}^{m1}u}{(4\pi )^{m1}}_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{d}\mathrm{\Lambda }}{4\pi }.$$
(2.29)
For later reference we also display the inverse transformation
$`\theta _j=u_j+\mathrm{}+u_{m1}+u_m+\mathrm{\Lambda },j=1,\mathrm{},m,`$
$`\text{where}u_m:={\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{1+_{j=1}^{m1}e^{u_j\mathrm{}u_{m1}}}{1+_{j=1}^{m1}e^{u_j+\mathrm{}+u_{m1}}}}\right).`$ (2.30)
2.4 The two point function
The spectral function (2.17) appearing in the representation of the two point function can be written as a sum of contributions of fixed particle number $`m`$
$$\rho (\mu )=\underset{0<m\mathrm{odd}}{}\rho ^{(m)}(\mu ),$$
(2.31)
where only odd numbers of particles contribute due to our assumption that the fields $`\mathrm{\Phi }^a`$ are parity odd. We normalize the fields $`\mathrm{\Phi }^a`$ by
$$0|\mathrm{\Phi }^a(0)|b,\alpha =\delta _b^a,$$
(2.32)
rendering the 1-particle contribution to the spectral density simply
$$\rho ^{(1)}(\mu )=\delta (\mu M).$$
(2.33)
The $`m3`$-particle contribution to the spin spectral function (2.17) is given by
$$\rho ^{(m)}(\mu )=_0^{\mathrm{}}\frac{\mathrm{d}^{m1}u}{(4\pi )^{m1}}\delta (\mu M^{(m)}(u))I_m(u),$$
(2.34)
with
$$I_m(u):=\frac{1}{n}\underset{a}{}\underset{a_1,\mathrm{},a_m}{}|_{a_1\mathrm{}a_m}^a(\theta _1,\mathrm{},\theta _m)|^2,$$
(2.35)
which equals $`I_m^{11}(\theta )`$ under the integral. The function $`^a`$ featuring here corresponds to the matrix element of $`\mathrm{\Phi }^a`$ between vacuum and an $`m`$-particle in-state as in (2.9)
$$_{a_1\mathrm{}a_m}^a(\theta _1,\mathrm{},\theta _m)=0|\mathrm{\Phi }^a(0)|a_1,\theta _1;\mathrm{};a_m,\theta _m^{\mathrm{in}},\text{ }\theta _m<\mathrm{}<\theta _1.$$
(2.36)
The inverse 2-point function has a low momentum expansion of the form
$$G(k)^1=Z_\mathrm{r}^1[M_\mathrm{r}^2+k^2+O(k^4)],$$
(2.37)
with
$$M_\mathrm{r}^2=M^2\frac{\gamma _2}{\delta _2},\text{ }Z_\mathrm{r}=\frac{\gamma _2^2}{\delta _2},$$
(2.38)
where $`\gamma _2,\delta _2`$ are spectral moments:
$$\gamma _2=M^2_0^{\mathrm{}}\frac{\mathrm{d}\mu }{\mu ^2}\rho (\mu ),\text{ }\delta _2=M^4_0^{\mathrm{}}\frac{\mathrm{d}\mu }{\mu ^4}\rho (\mu ).$$
(2.39)
2.5 The intrinsic coupling revisited
In (2.15) we left open the choice of the normalization constant $`𝒩`$ because for different models different choices are convenient. In analytical and numerical lattice computations (at fixed cutoff) it is often easier to compute the second moment mass $`M_\mathrm{r}`$ instead of the (exponential) spectral mass $`M`$ (in lattice units). For ease of comparison with these techniques we thus choose $`𝒩=M_\mathrm{r}^2/M^2`$, i.e. we define the intrinsic coupling by
$$g_\mathrm{r}=\frac{M_\mathrm{r}^2}{G(0)^2}\frac{1}{n^2}\underset{a,b}{}G^{aabb}(0,0,0,0).$$
(2.40)
Using O$`(n)`$ symmetry it follows
$$G^{a_1a_2a_3a_4}(0,0,0,0)=M^6\gamma _4(\delta ^{a_1a_2}\delta ^{a_3a_4}+\delta ^{a_1a_3}\delta ^{a_2a_4}+\delta ^{a_1a_4}\delta ^{a_2a_3}),$$
(2.41)
and hence we can write (2.40) as
$$g_\mathrm{r}=\frac{n+2}{n}\frac{\gamma _4}{\gamma _2\delta _2}.$$
(2.42)
These spectral moments have, corresponding to the decomposition (2.31), an expansion in contributions arising from states with a fixed (odd) number of particles
$$\gamma _2=1+\underset{3m\mathrm{odd}}{}\gamma _{2;m},\text{ }\delta _2=1+\underset{3m\mathrm{odd}}{}\delta _{2;m}.$$
(2.43)
Similarly, corresponding to the sum in (2.21) we have
$$\gamma _4=\underset{k,l>0,m}{}\gamma _{4;klm},\text{ }\gamma _{4;klm}=\gamma _{4;mlk},$$
(2.44)
where the sum goes over odd integers $`k,m`$ and positive even integers $`l`$. To avoid writing many O$`(n)`$ indices we will use
$$\gamma _{4;klm}=\frac{1}{3}\mathrm{Lim}_{\kappa _j0}\underset{s𝒮_4}{}v_{klm}(\kappa _{s1},\kappa _{s2},\kappa _{s3},\kappa _{s4}),$$
(2.45)
where
$$v_{klm}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)=V_{klm}^{1111}(k_1,k_2,k_3,k_4)|_{k_j=(M\mathrm{sh}\kappa _j,0)},$$
(2.46)
and the symbol $`\mathrm{Lim}`$ above means taking the limit $`\kappa _j0`$ with the $`\kappa _j`$ satisfying $`_j\mathrm{sh}\kappa _j=0`$ and the constraints in Eq. (2.23).
3. The nonlinear O$`\mathbf{(}n\mathbf{)}`$ sigma-models
As outlined in the introduction the form factor bootstrap (FFB) construction of an integrable quantum field theory starts from postulates of the on shell properties of the theory. By integrable here it is meant that the theory has an infinite set of conserved charges which entail that there is no particle production. This property usually is characteristic of non-relativistic quantum mechanics, remarkably here it holds for relativistic quantum field theories (QFTs) (assuming that the FFB approach does indeed define a QFT). In 4-dimensions absence of particle production implies that the theory is free but in two dimensions this is not so. In addition to the absence of particle production, one postulates the spectrum of stable particle states and their 2-particle S-matrix which has to satisfy the so-called Yang-Baxter (or factorization) equation (A.5).
In principle one could proceed without reference to a Lagrangian, but often contact to a Lagrangian description is desirable. Thus typically postulates of specific S-matrices are motivated by studies of associated Lagrangian QFTs. Unfortunately in most cases one cannot solve the QFTs to the extent necessary to really derive the candidate S-matrix, rather one has patches of partial information. This is in particular the case for the O$`(n)`$ nonlinear sigma models formally described by a set of spin fields $`\sigma ^a,a=1\mathrm{}n2`$, with the constraint $`\sigma ^2=1`$ and Lagrangian density $`(_\mu \sigma )^2`$. There is a wealth of information on these models which will be recalled when we study the various cases in the following sections, and for an overview we refer the reader to our previous paper . In particular the spectrum of stable particles is thought to consist of an O$`(n)`$ vector multiplet of mass $`M`$ without further bound states (i.e of the form of the spectrum considered in subsection 2.3). The S-matrix element (for $`n2`$) has the decomposition
$$S_{ab;cd}(\theta )=\sigma _1(\theta )\delta _{ab}\delta _{cd}+\sigma _2(\theta )\delta _{ac}\delta _{bd}+\sigma _3(\theta )\delta _{ad}\delta _{bc},$$
(3.1)
where the center of mass energy is given by $`\sqrt{s}=2M\mathrm{ch}\theta /2`$.
Classically the theories have an infinite set of local and non-local conserved charges. One can argue that there are no anomalies which obstruct the existence of such charges in the quantum theory. In the case of the non-local charges for $`n3`$ the construction of Lüscher is closely connected to the usual perturbative renormalizability and the (perturbative) asymptotic freedom of the model. Knowledge of the action of the non-local charges on the asymptotic states then restricts the S-matrix to the form postulated by Zamolodchikov and Zamolodchikov for $`n3`$
$`\sigma _1(\theta )`$ $`=`$ $`{\displaystyle \frac{2\pi i\theta }{(i\pi \theta )}}{\displaystyle \frac{s_2(\theta )}{(n2)\theta 2\pi i}},`$
$`\sigma _2(\theta )`$ $`=`$ $`(n2)\theta {\displaystyle \frac{s_2(\theta )}{(n2)\theta 2\pi i}},`$ (3.2)
$`\sigma _3(\theta )`$ $`=`$ $`2\pi i{\displaystyle \frac{s_2(\theta )}{(n2)\theta 2\pi i}},`$
i.e. the invariant amplitudes are all given in terms of one amplitude which we have chosen here to be the invariant amplitude $`s_2(\theta )`$ in the symmetric traceless (“isospin 2”) channel. The amplitude $`s_2(\theta )`$ is off-hand determined only up to so called CDD factors, which were initially fixed by selecting the solution with the minimal number of poles and zeros in the physical strip. This solution for $`s_2(\theta )`$ is given by
$$s_2(\theta )=\mathrm{exp}\left\{2i_0^{\mathrm{}}\frac{d\omega }{\omega }\mathrm{sin}(\theta \omega )\stackrel{~}{K}_n(\omega )\right\}$$
(3.3)
with
$$\stackrel{~}{K}_n(\omega )=\frac{e^{\pi \omega }+e^{2\pi \frac{\omega }{n2}}}{1+e^{\pi \omega }}.$$
(3.4)
The proposed identification of (3.2) – (3.4) with the S-matrix of the O($`n`$) sigma-model passes several non trivial tests. First, the leading terms of its large $`n`$-expansion coincide with those obtained in leading orders of a field theoretical large $`n`$ computation. Second, in the determination of the exact $`M/\mathrm{\Lambda }`$ ratio a consistency condition arises when matching the results of a perturbative computation against that obtained via the thermodynamic Bethe ansatz . This consistency condition is also sensitive to the CDD factor; the minimal bootstrap solution (3.2) – (3.4) passes the test.
We note that the above formulae have a smooth $`n2`$ limit. A study of the possible relation of the so defined FFB O(2) model to the continuum limit of the lattice XY model (from the massive phase) will be the topic of a future publication .
Further we remark that the S-matrix for the case $`n=1`$ (Ising model) can also be written in the form (3.1) by setting
$$\sigma _1(\theta )=\sigma _2(\theta )=0,\sigma _3(\theta )=1,\text{ }n=1.$$
(3.5)
The representation (3.1) is of course redundant in this case, but it does allow us in the following to discuss all $`n1`$ simultaneously. For example in all cases we have an expansion at low energies of the form
$$S_{ab;cd}(\theta )=\delta _{ad}\delta _{bc}+i\theta D_{ab;cd}+𝒪(\theta ^2),$$
(3.6)
in sharp contrast to a weak perturbation of a free field theory.
Having all the on-shell information covers all the physical information on the theory one observes from scattering of the stable particles, but off shell information is being explored if the system is probed by external sources weakly coupled to local operators with given quantum numbers.
3.1 Derivation of the leading term in the FF expansion of $`g_\mathrm{r}`$
For the leading $`1`$-$`2`$-$`1`$ particle contribution to $`g_\mathrm{r}`$ a general model-independent expression can be given in terms of the derivative the S-matrix and the 3-particle form factor. For notational reasons we restrict attention here to the O$`(n)`$ models considered later in more detail. The extension to a general integrable QFT without bound states is described in appendix A. For the O$`(n)`$ models the formula reads
$`\gamma _{4;121}=4i{\displaystyle \underset{j=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{d}\sigma _j(\theta )}{\mathrm{d}\theta }}|_{\theta =0}+{\displaystyle \frac{1}{8\pi }}{\displaystyle _0^{\mathrm{}}}du\left\{{\displaystyle \frac{1}{\mathrm{ch}^2u}}f_c(u)f_c(u){\displaystyle \frac{64}{u^2}}\right\}.`$ (3.7)
Here $`f_c(\theta )`$ is a particular version of the 3-particle form factor $`_{bcd}^a(\theta _1,\theta _2,\theta _3)`$ of the local field $`\mathrm{\Phi }^a`$, supposed to correspond to the renormalized spin field $`\sigma _\mathrm{r}^a`$ in a Lagrangian construction. Explicitly
$$f_c(\theta ):=_{1cc}^1(i\pi ,\theta ,\theta ).$$
(3.8)
In order to derive (3.7) consider first more generally the $`(1,l,1)`$ contribution in (2.21) with $`l2`$. Using (2.8) and switching to the explicit notation introduced in subsection 2.3 one can perform the integrals over the rapidities of the ‘$`\underset{¯}{1}`$’ particles. Then one decomposes the rapidity measure for the intermediate ‘$`\underset{¯}{l}`$’ particle contribution according to (2.26). Using (2.29) the $`\mathrm{\Lambda }`$ integration can be performed and by means of (2.30) one arrives at
$`v_{1l1}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)=`$ $`{\displaystyle \frac{\pi }{2}}{\displaystyle \frac{1}{\mathrm{ch}^2\kappa _1\mathrm{ch}^2\kappa _4}}{\displaystyle \frac{1}{l!}}{\displaystyle \frac{\mathrm{d}^l\theta }{(4\pi )^l}\frac{\delta (\theta _1,\mathrm{},\theta _l,\kappa _1,\kappa _2)}{_{j=1}^l\mathrm{ch}\theta _j}I_{1l1}(\kappa _1|\theta |\kappa _4)}`$
$`=`$ $`{\displaystyle \frac{1}{8\mathrm{c}\mathrm{h}^2\kappa _1\mathrm{ch}^2\kappa _4}}{\displaystyle \frac{\mathrm{d}^{l1}u}{(4\pi )^{l1}}\frac{1}{\mathrm{ch}^2\mathrm{\Lambda }_{}}\frac{M^2}{M^{(l)}(u)^2}I_{1l1}(\kappa _1|\theta |\kappa _4)},`$ (3.9)
where $`I_{1l1}(\kappa _1|\theta |\kappa _4):=I_{1l1}^{1111}(\kappa _1|\theta |\kappa _4)`$ is a product of generalized form factors as in (2.10), (2.11). Explicitly the correspondence to the matrix elements is
$`I_{1l1}(\kappa _1|\theta |\kappa _4)`$ $`=`$ $`{\displaystyle \underset{b_1,\mathrm{},b_l}{}}1,\kappa _1|\mathrm{\Phi }^1(0)|b_1,\theta _1;\mathrm{};b_l,\theta _l^{\mathrm{in}}`$ (3.10)
$`\times ^{\mathrm{in}}b_1,\theta _1;\mathrm{};b_l,\theta _l|\mathrm{\Phi }^1(0)|1,\kappa _4.`$
In the first expression we introduced the notation
$$\delta (\theta _1,\mathrm{},\theta _l)=\delta \left(\underset{j=1}{\overset{l}{}}\mathrm{sh}\theta _j\right),$$
(3.11)
in the second one $`\mathrm{\Lambda }_{}`$ is defined by
$$\mathrm{sh}\mathrm{\Lambda }_{}=\frac{M}{M^{(l)}(u)}(\mathrm{sh}\kappa _1+\mathrm{sh}\kappa _2).$$
(3.12)
As remarked before the generalized form factors can be expressed in terms of form factors of the same operator and delta distributions by an explicit combinatorial formula. We shall usually just display the specific version needed. A discussion of the general formula can be found in the appendix of . For the generalized form factor entering (3.10) the formula reads
$`a_1,\kappa _1|\mathrm{\Phi }^{a_2}(0)|b_1,\theta _1;b_2,\theta _2^{\mathrm{in}}|_{\theta _1>\theta _2}=_{a_1b_1b_2}^{a_2}(\kappa _1+i\pi iϵ,\theta _1,\theta _2)`$
$`+4\pi \delta _{a_1b_1}\delta _{a_2b_2}\delta (\kappa _1+\theta _1)+4\pi S_{b_1b_2;a_2a_1}(\theta _1\theta _2)\delta (\kappa _1+\theta _2).`$ (3.13)
Substituting this in Eq. (3.9) we obtain
$`v_{121}={\displaystyle \frac{1}{64\pi \mathrm{ch}^2\kappa _1\mathrm{ch}^2\kappa _4}}\{{\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{d}\alpha _1{\displaystyle \frac{1}{\mathrm{ch}\overline{\alpha }_2(\mathrm{ch}\alpha _1+\mathrm{ch}\overline{\alpha }_2)}}`$
$`\times _{1xy}^1(i\pi \kappa _1iϵ,\alpha _1,\overline{\alpha }_2)_{1xy}^1(i\pi \kappa _4iϵ,\alpha _1,\overline{\alpha }_2)`$
$`+{\displaystyle \frac{8\pi }{\mathrm{ch}\kappa _3(\mathrm{ch}\kappa _3+\mathrm{ch}\kappa _4)}}_{111}^1(i\pi \kappa _1iϵ,\kappa _4,\kappa _3)`$ (3.14)
$`+{\displaystyle \frac{8\pi }{\mathrm{ch}\kappa _2(\mathrm{ch}\kappa _1+\mathrm{ch}\kappa _2)}}_{111}^1(i\pi \kappa _4iϵ,\kappa _1,\kappa _2)\}.`$
Here we used the simplifications discussed above and the real analyticity property (3.20e) below. Moreover, we changed the integration variable from the difference of the two rapidities to one of the rapidities ($`\alpha _1`$). The other rapidity ($`\overline{\alpha }_2`$) is then the solution of the transcendental equation
$$\mathrm{sh}\alpha _1+\mathrm{sh}\overline{\alpha }_2+\mathrm{sh}\kappa _1+\mathrm{sh}\kappa _2=0$$
(3.15)
and is an analytic function of $`\alpha _1`$. There are no contributions from terms involving delta-functions such as $`\delta (\kappa _1+\kappa _4)`$ appearing in $`I_{121}`$ since we are taking the limit (2.22) where these delta-functions vanish. (These terms are however crucial to cancel corresponding singularities in the $`\mathrm{\Omega }`$ term; c.f. appendix A).
The form factors appearing in (3.14) obey a system of functional equations which allow one to further simplify the expression. Let us recall these equations in the form relevant to the three-particle form factor $`_{abc}^d(\alpha ,\beta ,\gamma )`$ in the O$`(n)`$ model.
$`_{abc}^d(\alpha ,\beta ,\gamma )`$ $`=`$ $`S_{bc;yx}(\beta \gamma )_{axy}^d(\alpha ,\gamma ,\beta ),`$ (3.16)
$`_{abc}^d(\alpha ,\beta ,\gamma )`$ $`=`$ $`_{cab}^d(\gamma +2\pi i,\alpha ,\beta ),`$ (3.17)
$`_{abc}^d(\alpha ,\beta ,\gamma )`$ $`=`$ $`_{abc}^d(\alpha +\lambda ,\beta +\lambda ,\gamma +\lambda ),`$ (3.18)
$`_{abc}^d(\alpha ,\beta ,\gamma )`$ $`=`$ $`_{cba}^d(\gamma ,\beta ,\alpha ),`$ (3.19)
$`[_{abc}^d(\alpha ,\beta ,\gamma )]^{}`$ $`=`$ $`_{abc}^d(\alpha ^{},\beta ^{},\gamma ^{}).`$ (3.20)
Here the S-matrix appearing in the exchange axiom (3.20a) is the O$`(n)`$ S-matrix (3.1). (3.20d) and (3.20e) express the parity invariance and real analyticity property of the form factors, respectively. The homogeneous axioms (3.20) are supplemented by the inhomogeneous residue equation
$$\underset{\alpha \beta +i\pi }{lim}(\alpha \beta i\pi )_{abc}^d(\alpha ,\beta ,\gamma )=2i\left\{\delta _{ab}\delta _{cd}S_{bc;ad}(\beta \gamma )\right\}.$$
(3.22)
We now take advantage of the analytic properties of the form factors and change the integration contour in (3.14) from the real axis to a curve $`𝒞`$ which is arbitrary except that it has to stay within the ‘physical strip’ $`0<\mathrm{Im}\alpha _1<\pi /2`$. Along this contour we can put $`ϵ=0`$ and also the limit $`\kappa _i0`$ can safely be taken. The integrated part of (3.14) then simplifies to
$$v_{121}^{(II)}=\frac{1}{128\pi }_𝒞\frac{\mathrm{d}\alpha }{\mathrm{ch}^2\alpha }f_b(\alpha )f_b(\alpha ),$$
(3.23)
where we introduced the shorthands
$`f_{abc}^d(\alpha )`$ $`:=`$ $`_{abc}^d(i\pi ,\alpha ,\alpha ),`$
$`f_{1bc}^1(\alpha )`$ $`=:`$ $`\delta _{bc}f_b(\alpha )\text{ }\text{(no sum)}.`$ (3.24)
Of course, one has to take into account the contribution of those singular points of the integrand that get crossed when deforming the contour of integration. There are two such singular points:
$$\alpha _1=\kappa _4+iϵ\mathrm{and}\overline{\alpha }_2=\kappa _1iϵ,$$
(3.25)
which never coincide if (2.23) holds.
Applying Cauchy’s theorem one can evaluate the contribution from the first singular point using the residue axiom (3.22). This gives
$$\frac{1}{16\mathrm{c}\mathrm{h}^2\kappa _1\mathrm{ch}^2\kappa _4\mathrm{ch}\overline{\alpha }_2(\mathrm{ch}\alpha _1+\mathrm{ch}\overline{\alpha }_2)}\left\{_{111}^1(i\pi \kappa _1iϵ,\alpha _1,\overline{\alpha }_2)_{111}^1(i\pi \kappa _1iϵ,\overline{\alpha }_2,\alpha _1)\right\},$$
where in the second term we also used the exchange axiom (3.20a). After taking the limit $`ϵ0`$, which is possible if (2.23) holds, the contribution of the first singular point becomes
$$\frac{1}{16\mathrm{c}\mathrm{h}^2\kappa _1\mathrm{ch}^2\kappa _4\mathrm{ch}\kappa _3(\mathrm{ch}\kappa _3+\mathrm{ch}\kappa _4)}\left\{_{111}^1(i\pi \kappa _1,\kappa _3,\kappa _4)_{111}^1(i\pi \kappa _1,\kappa _4,\kappa _3)\right\}.$$
The contribution of the second singularity is similar:
$$\frac{1}{16\mathrm{c}\mathrm{h}^2\kappa _1\mathrm{ch}^2\kappa _4\mathrm{ch}\kappa _2(\mathrm{ch}\kappa _1+\mathrm{ch}\kappa _2)}\left\{_{111}^1(i\pi \kappa _4,\kappa _2,\kappa _1)_{111}^1(i\pi \kappa _4,\kappa _1,\kappa _2)\right\}.$$
Putting together the contribution of the singular points and the last two terms of (3.14) the non-integrated contribution can be written as
$$v_{121}^{(I)}\stackrel{}{=}\frac{1}{8\mathrm{c}\mathrm{h}^2\kappa _1\mathrm{ch}^2\kappa _4\mathrm{ch}\kappa _3(\mathrm{ch}\kappa _3+\mathrm{ch}\kappa _4)}\left\{_{111}^1(i\pi \kappa _1,\kappa _3,\kappa _4)+_{111}^1(i\pi \kappa _1,\kappa _4,\kappa _3)\right\},$$
where $`\stackrel{}{=}`$ indicates equality after the symmetrization over the elements of the permutation group $`𝒮_4`$ has been carried out.
We now use the Smirnov axioms (3.20) and (3.22) to simplify the non-integrated part in the (symmetrized) $`\kappa _i0`$ limit. It is convenient to first introduce the reduced form factor $`𝒢_{abc}^d(\alpha ,\beta ,\gamma )`$ by
$$_{abc}^d(\alpha ,\beta ,\gamma )=T_3(\alpha ,\beta ,\gamma )𝒢_{abc}^d(\alpha ,\beta ,\gamma ).$$
(3.26)
Here and in the following we set
$$T_N(\theta _1,\mathrm{},\theta _N):=\underset{1i<jN}{}T(\theta _i\theta _j),$$
(3.27)
where $`T`$ is basically the tanh-function $`T(\theta ):=\mathrm{tanh}\theta /2`$. Note $`T(\theta )`$ has a simple pole at $`\theta =i\pi `$, $`T(i\pi \theta )=T(i\pi +\theta )=2/\theta +𝒪(\theta )`$, and a simple zero at $`\theta =0`$. The advantage of the representation (3.26) is that the singularities are carried by the $`\mathrm{tanh}`$ factors and the reduced form factor $`𝒢_{abc}^d`$ is analytic everywhere in the physical strip. In particular, for small $`\alpha ,\beta `$ and $`\gamma `$ it can be expanded as
$$𝒢_{abc}^d(i\pi +\alpha ,\beta ,\gamma )=J_{abc}^d+(\alpha \gamma )K_{abc}^d+(\beta \gamma )L_{abc}^d+\mathrm{},$$
(3.28)
where the dots stand for terms higher order in $`\alpha ,\beta `$ and $`\gamma `$. We can compute the constant tensors appearing in the expansion (3.28) using the form factors equations. From the residue axiom (3.22) we can immediately fix
$$J_{abc}^d=i\left(\delta _{ab}\delta _{cd}+\delta _{ac}\delta _{bd}\right),\text{ }K_{abc}^d+L_{abc}^d=D_{bc;ad}.$$
(3.29)
To determine the expansion coefficients individually we employ the exchange relation (3.20a) and find
$$K_{abc}^d=D_{bc;ad}D_{bc;da},\text{ }L_{abc}^d=D_{bc;da}.$$
(3.30)
Using the expansion (3.28), for small $`\kappa `$ the non-integrated contribution becomes
$$v_{121}^{(I)}\stackrel{}{=}\frac{1}{4}\frac{\kappa _3\kappa _4}{(\kappa _1+\kappa _3)(\kappa _1+\kappa _4)}\left\{2i+(\kappa _3\kappa _4)D+O(\kappa ^2)\right\},$$
(3.31)
where
$$D=D_{11;11}=i\underset{j=1}{\overset{3}{}}\frac{\mathrm{d}\sigma _j(\theta )}{\mathrm{d}\theta }|_{\theta =0}.$$
(3.32)
This can be simplified by noting that upon averaging over the permutations
$$\frac{1}{\kappa _1+\kappa _4}\stackrel{}{=}\frac{1}{\kappa _1+\kappa _3}\stackrel{}{=}0,$$
(3.33)
and similarly
$$\frac{\kappa _4}{\kappa _1+\kappa _4}\stackrel{}{=}\frac{\kappa _3}{\kappa _1+\kappa _3}\stackrel{}{=}\frac{\kappa _3}{\kappa _1+\kappa _4}\stackrel{}{=}\frac{\kappa _4}{\kappa _1+\kappa _3}\stackrel{}{=}\frac{1}{2}.$$
(3.34)
After this simplification we have for the non-integrated contribution
$$v_{121}^{(I)}\stackrel{}{=}\frac{1}{2}D,$$
(3.35)
and hence the non-integrated part of the leading contribution to the four-point coupling eventually becomes
$$\gamma _{4;121}^{(I)}=4D,$$
(3.36)
For the Ising model the S-matrix is constant and therefore $`\gamma _{4;121}^{(I)}=0`$ for $`n=1`$. For $`n2`$ we use (3.3) and find
$$\gamma _{4;121}^{(I)}=\frac{4}{\pi }+8_0^{\mathrm{}}d\omega \stackrel{~}{K}_n(\omega ).$$
(3.37)
The integrated part (3.23) (which is in this form rather useful for numerical evaluation) can be written in an alternative form using the the residue axiom which implies
$$f_{abc}^d(\theta )=\frac{4}{\theta }J_{abc}^d+𝒪(1)=\frac{4i}{\theta }\left(\delta _{ab}\delta _{cd}+\delta _{ac}\delta _{bd}\right)+O(1).$$
(3.38)
Using this we can explicitly subtract the singular part in (3.23) and shift the contour back to the real axis. Noting also that the integrand is an even function of $`\alpha `$ we arrive at
$$\gamma _{4;121}^{(II)}=\frac{1}{8\pi }_0^{\mathrm{}}du\left\{\frac{1}{\mathrm{ch}^2u}f_b(u)f_b(u)\frac{64}{u^2}\right\}.$$
(3.39)
The extension of the formula (3.7) to general integrable models without bound states is described in appendix A.
3.2 The three particle form factor
Only the special three-particle form factor $`f_{abc}^d(\theta )`$ in (3.24) is necessary to compute the leading contribution (3.7) to $`g_\mathrm{r}`$. It turns out to obey an autonomous system of functional equations (in a single variable) that derives from the form factor equations satisfied by $`_{abc}^d(\alpha ,\beta ,\gamma )`$. Solving it allows one to compute $`f_b(\theta )`$ – and hence to evaluate (3.7) – in situations where the general form factors are not known.
We begin by noting that the functions $`f_{abc}^d(\theta )`$ are real analytic, i.e. $`[f_{abc}^d(\theta )]^{}=f_{abc}^d(\theta ^{})`$, in the physical strip $`0\mathrm{Im}\theta \pi `$, with simple poles at $`\theta =0`$ and $`\theta =\frac{i\pi }{2}`$. Moreover, using (3.20b,d) one can easily deduce that it is symmetric in its last two indices,
$$f_{abc}^d(\theta )=f_{acb}^d(\theta ).$$
(3.40)
Using (3.20a) one obtains
$$f_{abc}^d(\theta )=S_{bc;yx}(2\theta )f_{axy}^d(\theta ),$$
(3.41)
and finally combining (3.20a–d) results in
$$f_{abc}^d(i\pi \theta )=S_{ca;yx}(\theta )S_{yb;zl}(2\theta )S_{lx;vw}(\theta )f_{wvz}^d(i\pi +\theta ).$$
(3.42)
These are the consequences of the homogeneous form factor axioms; they are supplemented by the residue equations
$`\mathrm{Res}f_{abc}^d(0)`$ $`=`$ $`4i\left(\delta _{ab}\delta _{cd}+\delta _{ac}\delta _{bd}\right),`$ (3.43)
$`\mathrm{Res}f_{abc}^d\left({\displaystyle \frac{i\pi }{2}}\right)`$ $`=`$ $`i\left\{\delta _{bc}\delta _{ad}S_{ca;bd}\left({\displaystyle \frac{i\pi }{2}}\right)\right\}.`$ (3.44)
In view of Eq. (3.40) we can parameterize $`f`$ as
$$f_{abc}^d(\theta )=k(\theta )\delta _{ad}\delta _{bc}+l(\theta )\left[\delta _{ac}\delta _{bd}+\delta _{ab}\delta _{cd}\right].$$
(3.45)
Then the contribution $`\gamma _{4;121}^{(II)}`$ is given by
$$\gamma _{4;121}^{(II)}=\frac{1}{8\pi }_0^{\mathrm{}}du\left\{\frac{nk(u)k(u)+2k(u)l(u)+2k(u)l(u)+4l(u)l(u)}{\mathrm{ch}^2u}\frac{64}{u^2}\right\}.$$
(3.46)
In terms of the two functions $`k(\theta )`$ and $`l(\theta )`$ Eq. (3.41) can be written as
$`k(\theta )`$ $`=`$ $`\left[s_2(2\theta )+n\sigma _1(2\theta )\right]k(\theta )+2\sigma _1(2\theta )l(\theta ),`$
$`l(\theta )`$ $`=`$ $`s_2(2\theta )l(\theta ),`$ (3.47)
while (3.42) becomes
$`k(i\pi \theta )`$ $`=`$ $`\left[A_{11}(\theta )k(i\pi +\theta )+A_{12}(\theta )l(i\pi +\theta )\right]a(\theta )s_2(\theta )^2s_2(2\theta ),`$
$`l(i\pi \theta )`$ $`=`$ $`\left[A_{21}(\theta )k(i\pi +\theta )+A_{22}(\theta )l(i\pi +\theta )\right]a(\theta )s_2(\theta )^2s_2(2\theta ).`$ (3.48)
Here
$$a(\theta )=\frac{(n2)\theta +2i\pi }{(i\pi \theta )(i\pi 2\theta )[(n2)\theta i\pi ][(n2)\theta 2i\pi ]^2},$$
(3.49)
and
$`A_{11}(\theta )`$ $`=`$ $`(\theta i\pi )\left[2(n2)^2\theta ^3+(n2)(n4)\theta ^2i\pi +(n+2)\theta \pi ^22i\pi ^3\right],`$
$`A_{12}(\theta )`$ $`=`$ $`4(n2)i\pi \theta (\theta i\pi )(\theta +i\pi ),`$
$`A_{21}(\theta )`$ $`=`$ $`2(n4)i\pi ^3\theta ,`$
$`A_{22}(\theta )`$ $`=`$ $`A_{11}(\theta ).`$ (3.50)
The matrix $`A(\theta )`$ satisfies
$$A(\theta )^1=A(\theta )a(\theta )a(\theta ),\text{ }\mathrm{det}A(\theta )=\frac{1}{a(\theta )a(\theta )}.$$
(3.51)
The functional equations (3.47), (3.48) still contain the transcendental function $`s_2(\theta )`$. It can be eliminated by the following standard procedure. We introduce the function $`u(\theta )`$ as the unique solution of
$`u(\theta )`$ $`=`$ $`s_2(\theta )u(\theta ),`$ (3.52)
$`u(i\pi \theta )`$ $`=`$ $`u(i\pi +\theta ),`$ (3.53)
subject to the normalization condition
$$u(i\pi \theta )=\frac{1}{\theta }+𝒪(\theta ).$$
(3.54)
Using the results of Appendix D one can immediately write down the solution
$$u(\theta )=\frac{1}{2}T(\theta )e^{\mathrm{\Delta }(\theta )},$$
(3.55)
where in (D.3) of course the kernel $`\stackrel{~}{K}_n(\omega )`$ defined in (3.4) has to be used. Introducing
$$Y(\theta )=\frac{2i}{u_0}u(i\pi \theta )u(i\pi +\theta )u(2\theta ),\text{ }u_0=u^{}(0)=\frac{1}{4}e^{\mathrm{\Delta }(0)}.$$
(3.56)
we parameterize $`k,l`$ as
$$k(\theta )=Y(\theta )K(\theta )\mathrm{and}l(\theta )=Y(\theta )L(\theta ).$$
(3.57)
Rewriting then the functional equations (3.47), (3.48) in terms of $`K`$ and $`L`$, the new system involves only rational coefficient functions. Explicitly they read
$`K(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{[(n2)\theta i\pi ](i\pi 2\theta )}}\{[(n2)\theta +i\pi ](i\pi +2\theta )K(\theta )+4i\pi \theta L(\theta )\},`$
$`L(\theta )`$ $`=`$ $`L(\theta ),`$ (3.58)
and
$`K(i\pi \theta )`$ $`=`$ $`\left[A_{11}(\theta )K(i\pi +\theta )+A_{12}(\theta )L(i\pi +\theta )\right]a(\theta ),`$
$`L(i\pi \theta )`$ $`=`$ $`\left[A_{21}(\theta )K(i\pi +\theta )+A_{22}(\theta )L(i\pi +\theta )\right]a(\theta ),`$ (3.59)
respectively. The first equation of (3.58) can be used to eliminate $`L(\theta )`$ in favor of $`K(\theta )`$ via
$$L(\theta )=\frac{1}{4i\pi \theta }\left\{[i\pi (n2)\theta ](i\pi 2\theta )K(\theta )[i\pi +(n2)\theta ](i\pi +2\theta )K(\theta )\right\},$$
(3.60)
and (3.60) also solves the second equation of (3.58). Inserting (3.60) into (3.59) results in a single linear functional equation for $`K(\theta )`$. The normalization of the solution is fixed by the residue equations (3.44).
We expect that this procedure can be used to compute $`f_b(\theta )`$ and hence the leading contribution to the coupling for all O$`(n)`$ models. For the O(2) model we demonstrate this in section 6.
3.3 Sub-leading contributions
In order to achieve higher accuracy and to obtain some clue on the rate of convergence of the series (2.44) we will compute some of the sub-leading terms as well. It turns out that the 1-2-1 term indeed gives the numerically most important contribution to the coupling. But based on the computation of the sub-leading terms the numerical result can also be endowed with an intrinsic error estimate. Our results indicate that the next important contributions to the coupling are $`(1,2,3)+(3,2,1)`$ and $`(1,4,1)`$. Its explicit evaluation is deferred to appendices C and B. The difficulty in the evaluation lies in the rapidly varying nature of the integrands, which have in the multidimensional phase space many zeros and (integrable) singularities. To deal with these we have either decomposed the integrand into appropriate parts or avoided the singularities by shifting some contours of integration into the complex plane.
The $`(1,4,1)`$ contribution is the $`l=4`$ case of Eq. (3.9) and will be evaluated in appendix B. Here we prepare the ground for the evaluation of the $`(1,2,3)+(3,2,1)`$ terms. More generally let us examine the $`(1,2,m)+(m,2,1)`$ contribution and to this end return to (2.8). Performing the internal rapidity integrations one obtains
$`v_{12m}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{\pi ^2}{\mathrm{ch}^2\kappa _1}}{\displaystyle \frac{1}{m!}}{\displaystyle \frac{\mathrm{d}\xi _1\mathrm{d}\xi _2}{(4\pi )^2}\frac{\delta (\xi _1,\xi _2,\kappa _1,\kappa _2)}{\mathrm{ch}\xi _1+\mathrm{ch}\xi _2}}`$
$`\times {\displaystyle }{\displaystyle \frac{\mathrm{d}^m\theta }{(4\pi )^m}}{\displaystyle \frac{\delta (\theta _1,\mathrm{},\theta _m,\kappa _4)}{_{j=1}^m\mathrm{ch}\theta _j}}I_{12m}(\kappa _1|\xi _2,\xi _1|\theta ).`$ (3.61)
Next one spells out $`I_{12m}:=I_{12m}^{1111}`$ by inserting the formula expressing the generalized form factors in terms of ordinary form factors. Taking advantage of the S-matrix exchange relations many of terms contribute equally upon integration and one ends up with four terms
$$v_{12m}=v_{12m}^{(I)}+v_{12m}^{(II)}+v_{12m}^{(III)}+v_{12m}^{(IV)},$$
(3.62)
with
$`v_{12m}^{(I)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{16(4\pi )^mm!}}{\displaystyle \underset{b_1,b_2}{}}{\displaystyle \underset{a_1,\mathrm{},a_m}{}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^m\alpha \frac{\delta (\alpha _1,\mathrm{},\alpha _m,\kappa _4)}{_{i=1}^k\mathrm{ch}\alpha _i}_{1b_1b_2}^1(\kappa _1+i\pi _{},\beta _1,\beta _2)}`$
$`_{b_2b_1a_1a_2\mathrm{}a_m}^1(\beta _2+i\pi _{},\beta _1+i\pi _{},\alpha _1,\mathrm{},\alpha _m)_{a_1a_2\mathrm{}a_m}^1(\alpha _1,\mathrm{},\alpha _m)^{},`$ (3.63)
$`v_{12m}^{(II)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{8(4\pi )^{m1}(m1)!}}{\displaystyle \underset{b_1,b_2}{}}{\displaystyle \underset{a_2,\mathrm{},a_m}{}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^{m1}\alpha \frac{\delta (\beta _1,\alpha _2\mathrm{},\alpha _m,\kappa _4)}{\mathrm{ch}\beta _1+_{i=2}^m\mathrm{ch}\alpha _i}_{1b_1b_2}^1(\kappa _1+i\pi _{},\beta _1,\beta _2)}`$
$`_{b_2a_2\mathrm{}a_m}^1(\beta _2+i\pi _{},\alpha _2,\mathrm{},\alpha _m)_{b_1a_2\mathrm{}a_m}^1(\beta _1,\alpha _2\mathrm{},\alpha _m)^{},`$ (3.64)
$`v_{12m}^{(III)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{16(4\pi )^{m2}(m2)!}}{\displaystyle \underset{b_1,b_2}{}}{\displaystyle \underset{a_3,\mathrm{},a_m}{}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^{m2}\alpha \frac{\delta (\alpha _3,\mathrm{},\alpha _m,\kappa _3)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2+_{i=3}^m\mathrm{ch}\alpha _i}_{1b_1b_2}^1(\kappa _1+i\pi _{},\beta _1,\beta _2)}`$
$`_{a_3\mathrm{}a_m}^1(\alpha _3,\mathrm{},\alpha _m)_{b_1b_2a_3\mathrm{}a_m}^1(\beta _1,\beta _2,\alpha _3,\mathrm{},\alpha _m)^{},`$ (3.65)
$`v_{12m}^{(IV)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{16(4\pi )^{m1}m!}}{\displaystyle \underset{a_1,\mathrm{},a_m}{}}{\displaystyle \mathrm{d}^m\alpha \frac{\delta (\alpha _1,\mathrm{},\alpha _m,\kappa _4)}{_{i=1}^m\mathrm{ch}\alpha _i}}`$
$`_{11a_1a_2\mathrm{}a_m}^1(\kappa _2+i\pi _{},\kappa _1+i\pi _{},\alpha _1,\mathrm{},\alpha _m)_{a_1a_2\mathrm{}a_m}^1(\alpha _1,\mathrm{},\alpha _m)^{},`$ (3.66)
where $`\pi _{}`$ stands for $`\pi ϵ`$. All integrals range from $`\mathrm{}`$ to $`+\mathrm{}`$.
Further details of the computation of the 1-2-3 contribution are given in Appendix C. Note that for the numerical evaluation of the $`k+l+m=6`$ contributions we need the analytic expressions for the 5-particle form factor of the spin operator. Unfortunately these are at present only known for $`n=1`$ and $`n=3`$. For the Ising model all the form factors are explicitly known and in this case we have also computed the $`k+l+m=8`$ contributions. After a preparatory next section where we discuss the definition and measurement of the intrinsic coupling in the lattice regularization, we will discuss the cases $`n=1,2,3`$ in turn.
4. Lattice computations of $`g_\mathrm{r}`$
In the subsequent sections we will compare the results of the form factor bootstrap coupling $`g_\mathrm{r}`$ with those obtained from the lattice theory. As noted earlier, in the framework of the lattice regularization there are two methods to compute $`g_\mathrm{r}`$ in the O($`n`$) models: high temperature (= strong coupling) expansions and Monte Carlo simulations. Both approaches usually take the standard lattice action on a square lattice
$$S=\beta \underset{x,\mu }{}\sigma (x)\sigma (x+\widehat{\mu }),$$
(4.1)
as the starting point, where $`\sigma (x)\sigma (x)=_a\sigma ^a(x)\sigma ^a(x)=1`$.
The lattice definition of $`g_\mathrm{r}(\beta )`$ is as in Eq. (2.40)
$$g_\mathrm{r}(\beta )=\frac{1}{\xi _2^2G_2(0)^2}\frac{1}{n^2}\underset{a,b}{}G_4^{aabb},$$
(4.2)
where all quantities are defined analogously to the continuum theory
$`G_2(k)`$ $`=`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \underset{a}{}}{\displaystyle \underset{x}{}}e^{ikx}\sigma ^a(x)\sigma ^a(0),`$ (4.3)
$`G_4^{a_1a_2a_3a_4}`$ $`=`$ $`{\displaystyle \underset{x_1,x_2,x_3}{}}\{\sigma ^{a_1}(x_1)\sigma ^{a_2}(x_2)\sigma ^{a_3}(x_3)\sigma ^{a_4}(0)`$ (4.4)
$`[\sigma ^{a_1}(x_1)\sigma ^{a_2}(x_2)\sigma ^{a_3}(x_3)\sigma ^{a_4}(0)+2\mathrm{perms}]\},`$
and $`\xi _2`$ is the second moment correlation length
$$\xi _2^2=\frac{\mu _2}{4G_2(0)},\text{ }\mu _2=\frac{1}{n}\underset{a}{}\underset{x}{}x^2\sigma ^a(x)\sigma ^a(0).$$
(4.5)
The coupling from the lattice regularization is defined as the continuum limit
$$g_\mathrm{r}=\underset{\beta \beta _\mathrm{c}}{lim}g_\mathrm{r}(\beta ),$$
(4.6)
where $`\beta _\mathrm{c}`$ is a critical point where the correlation length diverges (in lattice units).
Butera and Comi have produced long high temperature series for $`G_2(0),\mu _2,`$ and $`G_4`$ in the O$`(n)`$ model with standard action, and Pelissetto and Vicari have reanalyzed these series to compute estimates for the intrinsic coupling $`g_\mathrm{r}`$ for $`n4`$. Similar computations have been performed previously by Campostrini et al .
Our Monte Carlo simulations were of course done on a finite lattice, more precisely a square lattice of size $`L`$ (points) in each direction and periodic boundary conditions, both with the standard action (4.1) and the fixed point action of ref. . The infinite volume lattice coupling $`g_\mathrm{r}(\beta )`$ is then obtained as the limit
$$g_\mathrm{r}(\beta )=\underset{L\mathrm{}}{lim}g_\mathrm{r}(\beta ,L),$$
(4.7)
of a finite volume coupling $`g_\mathrm{r}(\beta ,L)`$ which is proportional to Binder’s cumulant $`u_L`$:
$`g_\mathrm{r}(\beta ,L)`$ $`=`$ $`\left({\displaystyle \frac{L}{\xi ^{\mathrm{eff}}(\beta ,L)}}\right)^2u_L,`$
$`u_L`$ $`=`$ $`1+{\displaystyle \frac{2}{n}}{\displaystyle \frac{(\mathrm{\Sigma }^2)^2}{\mathrm{\Sigma }^2^2}},`$ (4.8)
where $`\mathrm{\Sigma }^a=_x\sigma ^a(x)`$. In this definition $`\xi ^{\mathrm{eff}}(\beta ,L)`$ is an effective correlation length which converges to the second moment correlation length $`\xi _2`$ in the limit $`L\mathrm{}`$. In our computations we used the particular definition (as e.g. in ref. ):
$$\xi ^{\mathrm{eff}}(\beta ,L)=\frac{1}{2\mathrm{sin}(\pi /L)}\sqrt{\frac{G_2(0)}{G_2(k_0)}1},$$
(4.9)
where $`k_0=(2\pi /L,0)`$.
In our analysis of the Monte Carlo data we shall make the working assumption that one is allowed to replace the limiting procedure $`lim_{\beta \beta _\mathrm{c}}lim_L\mathrm{}`$ by
$`g_\mathrm{r}`$ $`=`$ $`\underset{z\mathrm{}}{lim}\widehat{g}_\mathrm{R}(z),\text{ }z:=L/\xi ^{\mathrm{eff}}(\beta ,L),`$
$`\widehat{g}_\mathrm{R}(z)`$ $`:=`$ $`\underset{\beta \beta _\mathrm{c},z\mathrm{fixed}}{lim}g_\mathrm{r}(\beta ,L).`$ (4.10)
That is we attempt to first take the continuum limit at fixed physical volume and afterwards take the physical volume to infinity. The $`z\mathrm{}`$ limit of $`\widehat{g}_\mathrm{R}(z)`$ is expected to be reached exponentially; for example in the leading order $`1/n`$ expansion
$$\widehat{g}_\mathrm{R}(z)=\widehat{g}_\mathrm{R}(\mathrm{})(1c\sqrt{z}\mathrm{exp}(z)+\mathrm{}.).$$
(4.11)
The situation may however be slightly more complicated due to our particular definition of $`\xi ^{\mathrm{eff}}`$. Indeed in the continuum limit at fixed physical volume we expect $`G_2(0)/G_2(k_0)G(0)/G(k)`$ where $`kK_0=(2\pi M_\mathrm{r}/z,0)`$ and the continuum expressions are in finite physical volume. On the other hand for the continuum two point function defined in infinite volume
$$\frac{1}{K_0^2}\left[G(0)/G(K_0)1\right]\frac{1}{M_\mathrm{r}^2}\left[1\left(\frac{2\pi }{z}\right)^2\left(\gamma _21\right)\right].$$
(4.12)
In our simulations the values of $`2\pi /z`$ are $`1`$ i.e. not so small; nevertheless at such values the correction factor on the rhs of (4.12) only deviates from 1 by the order $`10^3`$. This deviation is much smaller than the statistical accuracy of our simulations, and hence we ignore these additional effects in our analyses of the lattice data.
5. The Ising model
The particular field theory we are considering in this section is that obtained from the Ising model in zero external field<sup>*</sup><sup>*</sup>*One can obtain an infinite number of field theories from the Ising model in the presence of an external field $`H`$ by taking the limit $`H0,TT_\mathrm{c}`$ with $`h=H/|TT_\mathrm{c}|^{15/8}`$ fixed. for $`0<TT_\mathrm{c}0`$. The spin-spin correlation functions in the scaling limit are known exactly from the work of Wu et al , and from this knowledge Sato, Miwa and Jimbo found that the S-matrix operator was given by
$$𝐒=(1)^{𝐍(𝐍1)/2},$$
(5.1)
where $`𝐍`$ is the particle number operator. An energy independent phase is not observable in a scattering experiment; the non-trivial S-matrix (5.1) reflects the fact that the off-shell spin-spin correlation functions are not that of a free field. The continuum limit of the Ising model is also described by a free Majorana field, but this is non-local with respect to the spin field; for a more detailed discussion we refer the reader to the lectures of McCoy .
5.1 Form factor determination
The generalized form factors are given by
$`{}_{}{}^{\mathrm{out}}\theta _1,\mathrm{},\theta _m|\sigma (0)|\theta _{m+1},\mathrm{},\theta _N_{}^{\mathrm{in}}=`$
$`(2i)^{(N1)/2}{\displaystyle \underset{1i<jm}{}}T(|\theta _i\theta _j|){\displaystyle \underset{1rm<sN}{}}{\displaystyle \frac{𝒫}{T(\theta _r\theta _s)}}{\displaystyle \underset{m<k<lN}{}}T(|\theta _k\theta _l|),`$ (5.2)
with $`N`$ an odd (positive) integer. We evaluate the dominant contribution to the coupling using Eq. (3.7). The non-integrated part (3.36) vanishes. For the integral (3.39) we need $`f_1(\theta )`$, which is readily obtained from (5.2),
$$f_1(\theta )=2iT(2\theta )/T^2(\theta ).$$
(5.3)
Thus the dominant contribution to $`\gamma _4`$ is
$$\gamma _{4;121}=\frac{1}{2\pi }_0^{\mathrm{}}du\left[\frac{T^2(2u)}{T^4(u)\mathrm{ch}^2u}\frac{16}{u^2}\right]=\frac{5}{2}\frac{47}{6\pi }.$$
(5.4)
Numerically this gives $`\gamma _{4;121}=4.993427441(1)`$ or $`g_\mathrm{r}14.98`$ in the leading approximation.
The simplicity of the form factors (5.2) also makes the Ising model a good testing ground for the computation of the sub-leading contributions, to which we turn now. The evaluation of the spectral moments (2.39), (2.43) is straightforward. For $`m=3,5,7`$ the results are given in Table 1.
Table 1 suggests that the series (2.43) converge extremely rapidly and we would estimate
$$\gamma _2=1+8.15259(1)\times 10^4,\text{ }\delta _2=1+1.094(1)\times 10^5,$$
(5.5)
where the estimated errors come both from the numerical integration and from estimating the contributions of the higher particle terms. To get some check on this we may consider the ratio $`\delta _2/\gamma _2`$ for which from the leading terms (5.5) we get $`\delta _2/\gamma _2=\mathrm{0.999\hspace{0.17em}196\hspace{0.17em}336}(11)`$. This is in excellent agreement with the result $`\delta _2/\gamma _2=\mathrm{0.999\hspace{0.17em}196\hspace{0.17em}33}`$ of Campostrini et al. , which they obtained by numerical evaluation of the exact formula for the 2-point functionthis famous Fredholm determinant (solving the Painlevé III equation) is basically the summed up FF series; see e.g. . of Wu et al. .
The evaluation of $`\gamma _4`$ is more involved. In order to gain insight into the rate of decay of the higher particle contributions as well as their sign pattern we pushed the computation up to $`k+l+m8`$. The $`k+l+m=8`$ contributions in particular turned out to be a formidable computation despite the deceptive simplicity of the form factors. The computation is based on the formulae (3.9), (3.61) and similar ones for $`(m,2,m)`$, with $`m`$ odd, and for $`(1,l,3)`$, with $`l`$ even. To give the reader a chance to follow the computations we have collected some intermediate results in Appendices B, C. The final results for the contributions of the $`k`$-$`l`$-$`m`$ intermediate states with $`k+l+m8`$ to $`\gamma _4`$ are summarized in Table 2.
The rapid decay of the terms is manifest. Increasing $`k+l+m`$ by $`2`$ gives a contribution roughly two orders of magnitude smaller than the previous one. The sign pattern appears to follow the rule: $`\mathrm{Sign}(\gamma _{4;klm})=\mathrm{Sign}(k+ml1)`$. Further terms with larger differences $`|kl|,|lm|`$ are suppressed as compared to those with smaller ones. In view of Table 2 we would thus (conservatively) estimate the $`k+l+m10`$ particle contributions to be $`10\%`$ of the sum of the $`k+l+m=8`$ contributions. This gives
$$\gamma _4=4.90321(3).$$
(5.6)
Inserting into (2.42) with $`\gamma _2,\delta _2`$ taken from (5.5) then yields our final result
$$g_\mathrm{r}=14.6975(1).$$
(5.7)
This amounts to a determination of $`g_\mathrm{r}`$ to within $`<0.001\%`$. For comparison we collected the results of some previous determinations in Table 3 below.
Finally we would like to mention that an analogous 4-point coupling $`h_\mathrm{r}`$ can be defined at criticality $`T=T_\mathrm{c}`$ by sending the magnetic field $`H`$ to zero. Of course in this case the definition of Binder’s cumulant has to be modified appropriately to take into account the fact that the field has non-vanishing vacuum expectation value. Remarkably $`h_\mathrm{r}`$ can be computed exactly by taking advantage of the fact that the small $`H`$ behavior of the partition function is known exactly . The final result is $`h_\mathrm{r}=\frac{609\pi }{4}=478.307`$.
5.2 Recent Monte Carlo simulation of the Ising model
Our Monte Carlo investigation of $`g_\mathrm{r}`$ was performed on several IBM RISC 6000 workstations at the Werner-Heisenberg-Institut.
In this subsection $`\xi ^{\mathrm{eff}}`$ is denoted simply by $`\xi `$. We studied the dependence on the lattice spacing by running at $`\beta =.418`$ ($`\xi =10.839936`$), $`\beta =.4276`$ ($`\xi =18.924790`$) and $`\beta =.433345`$ ($`\xi =33.873923`$) on lattices of size $`L=80`$, $`L=140`$ and $`L=250`$, respectively. These values were chosen in such a way that they have almost exactly the same value of $`z=L/\xi 7.4`$. Figure 1 shows that there is no significant dependence on the lattice spacing (i.e. $`\xi `$). Therefore we decided to use all the data together to study the finite size effects.
We studied the finite size dependence by measuring in addition $`g_\mathrm{r}`$ on lattices of size $`L=40,60,80,140`$ at $`\beta =.418`$, ($`\xi =10.839936`$). Finite size scaling works very well, i.e. the results only depend on $`z=L/\xi `$. The dependence on $`z`$ is still quite well described by Eq. (4.11). This can be seen in figure 2. A least square fit produces
$$c=3.91(3),\text{ }\widehat{g}_\mathrm{R}(\mathrm{})=14.69(2).$$
(5.8)
The fit quality is not fantastic ($`\chi ^2=2.4`$ per d.o.f.) but acceptable. So our final Monte Carlo estimate for $`g_\mathrm{r}`$ is
$$g_\mathrm{r}=14.69(2).$$
(5.9)
We report our numbers in Table 4. In this table we also indicate the number of measurements. These were performed using the cluster algorithm as follows: one run consisted of 100,000 clusters used for thermalization, followed by 20,000 sweeps of the lattice used for measurements. Each run was repeated after changing the initial configuration. One such run was considered as one independent measurement. The error was computed out of this sample by using the jack-knife method.
Our estimated value for $`g_\mathrm{r}`$ in Eq. (5.9) is in very good agreement with the values from the analysis of the high temperature expansion given in Table 3; it is also consistent with the value Eq. (5.7) obtained from the form factor construction.
6. The XY-model
In this section we compute the leading contribution to the four-point coupling in the two-dimensional O$`(2)`$ nonlinear $`\sigma `$-model better known as the XY-model. Starting from the lattice formulation, after a chain of mappings consisting of several steps the model is transformed to a system equivalent to the two-dimensional Coulomb gas. The continuum limit of the Coulomb gas model (corresponding to the Kosterlitz-Thouless critical point ) is thought to have a dual description in terms of a Sine-Gordon model at the (extremal) Sine-Gordon coupling $`\beta ^2=8\pi `$. For a review of the XY-model, see .
In the following we will start by discussing the XY-model S-matrix. The next step is to solve the Smirnov equations for the three-particle form factors, which enter the formula for the leading term. A general method for finding the Sine-Gordon form factors is given in . This extends the results of Smirnov , where the form factors for an even number of particles were found. The spin three-particle form factor we are interested in is probably similar to the three-particle form factor of the fermion operator (corresponding to the equivalent massive Thirring-model description), explicitly given in . Here however we need the three-particle form factor only for special rapidities and we found it simpler to obtain this special version by going back to the functional equations. It is then used to numerically evaluate the leading contribution to $`g_\mathrm{r}`$.
6.1 The XY-model S-matrix
We will regard the XY-model as the $`n=2`$ member of the family of O$`(n)`$ $`\sigma `$-models. Recall that the formulae (3.2), (3.4) have a smooth $`n2`$ limit; this has been noted and commented on previously by Woo . In this limit
$$\sigma _1(\theta )=\frac{\theta }{(i\pi \theta )}s_2(\theta ),\sigma _2(\theta )=0,\sigma _3(\theta )=s_2(\theta )$$
(6.1)
and
$$s_2(\theta )=\mathrm{exp}\left\{2i_0^{\mathrm{}}\frac{d\omega }{\omega }\mathrm{sin}(\theta \omega )\stackrel{~}{K}_2(\omega )\right\},\stackrel{~}{K}_2(\omega )=\frac{e^{\frac{\pi \omega }{2}}}{2\mathrm{c}\mathrm{h}\frac{\pi \omega }{2}}.$$
(6.2)
In this paper we will assume that the spectrum of the XY-model in the (massive) continuum limit consists of an O$`(2)`$ doublet of massive particles whose S-matrix is given by (6.1) with (6.2). Of course, taking the formal $`n2`$ limit of the bootstrap results valid for $`n3`$ would not be convincing in itself, but (6.1,6.2) actually coincide with the $`\beta ^28\pi `$ limit of the Sine-Gordon S-matrix, the prediction of the Kosterlitz-Thouless theory! The S-matrix (6.1) and the corresponding scattering states as a consequence have a $`𝒰_{q=1}`$(su(2)) Hopf algebra symmetry, which as a Lie algebra is isomorphic to su(2). The latter is an explicit symmetry in the alternative chiral Gross-Neveu formulation of the model .
6.2 The three particle form factor
Next we calculate the three-particle form factor at the special rapidities necessary to compute the leading contribution (3.39). For this purpose we note that the equations for the functions $`k,l`$ given in subsection 3.2 can relatively easily be solved in this particular case $`n=2`$. We first note that Eq. (3.59) simplifies
$`K(i\pi \theta )`$ $`=`$ $`K(i\pi +\theta ),`$
$`K(i\pi +\theta )`$ $`=`$ $`{\displaystyle \frac{1}{2i\pi \theta }}\left\{(i\pi \theta )(i\pi 2\theta )L(i\pi \theta )(i\pi +\theta )(i\pi +2\theta )L(i\pi +\theta )\right\}.`$ (6.3)
Inserting (3.60) yields
$$K(i\pi \theta )=\frac{3i\pi 2\theta }{3i\pi +2\theta }\frac{i\pi 2\theta }{i\pi +2\theta }K(i\pi +\theta ).$$
(6.4)
Luckily a term proportional to $`K(i\pi \theta )`$ drops out here and one is left with the simple form (6.4). This can easily be converted into the form (D.1) and solved as
$$K(i\pi \theta )=(2\theta 5\pi i)(2\theta 7\pi i)e^{D\left(\frac{\theta }{2}\right)}\varphi \left(i\mathrm{ch}\frac{\theta }{2}\right).$$
(6.5)
Here
$$D(\theta )=\mathrm{\Delta }_{\frac{1}{4}}(\theta )+\mathrm{\Delta }_{\frac{3}{4}}(\theta )$$
(6.6)
in the notation of Appendix D and $`\varphi (z)`$ is a polynomial function to be determined later.
Since $`Y(\theta )`$ already has the right singularity structure the functions $`K(\theta )`$ and $`L(\theta )`$ are analytic in the physical strip. The residue axioms determine their value at $`\theta =0`$ and $`\theta =\frac{i\pi }{2}`$ as
$`K(0)`$ $`=`$ $`0,\text{ }\text{ }L(0)=1,`$
$`K\left({\displaystyle \frac{i\pi }{2}}\right)`$ $`=`$ $`{\displaystyle \frac{u_0}{u^2\left(\frac{i\pi }{2}\right)}},L\left({\displaystyle \frac{i\pi }{2}}\right)=s_2\left({\displaystyle \frac{i\pi }{2}}\right)K\left({\displaystyle \frac{i\pi }{2}}\right).`$ (6.7)
So far we have established that the solution can be expressed in terms of
$$Y(\theta )=2i\frac{\mathrm{ch}^3\frac{\theta }{2}}{\mathrm{sh}\frac{\theta }{2}\mathrm{ch}\theta }e^{2\mathrm{\Delta }(i\pi +\theta )+\mathrm{\Delta }(2\theta )\mathrm{\Delta }(0)}$$
(6.8)
and
$$K(\theta )=(2\theta +3\pi i)(2\theta +5\pi i)e^{D\left(\frac{i\pi \theta }{2}\right)}\varphi \left(\mathrm{sh}\frac{\theta }{2}\right).$$
(6.9)
The polynomial $`\varphi (z)`$ can be determined using the residue constraints (6.7), which we can rewrite as
$`K(0)`$ $`=`$ $`0,\text{ }\text{ }K^{}(0)={\displaystyle \frac{2}{i\pi }},`$
$`K\left({\displaystyle \frac{i\pi }{2}}\right)`$ $`=`$ $`e^{\mathrm{\Delta }(0)2\mathrm{\Delta }\left(\frac{i\pi }{2}\right)},\text{ }K\left({\displaystyle \frac{i\pi }{2}}\right)=e^{\mathrm{\Delta }(0)\mathrm{\Delta }\left(\frac{i\pi }{2}\right)\mathrm{\Delta }\left(\frac{i\pi }{2}\right)}.`$ (6.10)
Using (6.8) and (D.4) one sees that for real $`\theta \mathrm{}`$
$$|Y(\theta )|e^\theta \theta ^{\frac{3}{4}}.$$
(6.11)
This can be used to infer that the polynomial $`\varphi (z)`$ can be at most second order, otherwise the integral contribution to the leading term would diverge. Taking into account that $`K(0)=0`$ and the requirement of real analyticity one must have
$$\varphi (z)=i\varphi _1z+\varphi _2z^2,$$
(6.12)
for real constants $`\varphi _1`$ and $`\varphi _2`$. Now it is easy to see that (6.7) determines $`\varphi _1`$ as
$$\varphi _1=\frac{4}{15\pi ^3}e^{D\left(\frac{i\pi }{2}\right)}.$$
(6.13)
In order to determine $`\varphi _2`$ we employ the following identities
$`p(\alpha )`$ $`:=`$ $`\mathrm{exp}\left\{{\displaystyle _0^{\mathrm{}}}d\omega {\displaystyle \frac{\mathrm{ch}(\alpha \pi \omega )1}{\mathrm{sh}(\pi \omega )}}e^{\pi \omega }\right\}={\displaystyle \frac{\alpha \pi }{2}}{\displaystyle \frac{1}{\mathrm{sin}\left(\frac{\alpha \pi }{2}\right)}},`$ (6.14)
$`q(\alpha )`$ $`:=`$ $`\mathrm{exp}\left\{{\displaystyle _0^{\mathrm{}}}d\omega {\displaystyle \frac{\mathrm{ch}(\alpha \pi \omega )1}{\mathrm{sh}(\pi \omega )}}e^{2\pi \omega }\right\}={\displaystyle \frac{1\alpha ^2}{\mathrm{cos}\left(\frac{\alpha \pi }{2}\right)}},`$ (6.15)
to obtain
$$\mathrm{exp}\left\{\mathrm{\Delta }(0)2\mathrm{\Delta }\left(\frac{i\pi }{2}\right)+D\left(\frac{i\pi }{2}\right)D\left(\frac{i\pi }{4}\right)\right\}=p(1)\frac{q^2(1)}{q\left(\frac{3}{2}\right)}=\frac{16\sqrt{2}}{5\pi }.$$
(6.16)
This can be used to show that (6.10) is satisfied for the choice $`\varphi _2=0`$. Thus $`\varphi (\mathrm{sh}\frac{\theta }{2})=i\varphi _1\mathrm{sh}\frac{\theta }{2}`$, and since $`4\theta L(\theta )=(i\pi 2\theta )K(\theta )(i\pi +2\theta )K(\theta )`$, both $`k(\theta )=Y(\theta )K(\theta )`$ and $`l(\theta )=Y(\theta )L(\theta )`$ are known explicitly for the XY model.
6.3 Calculation of the leading contribution
Having all the ingredients at our disposal we can compute the leading term (3.7) of the intrinsic coupling. Firstly from (3.37) we have for $`n=2`$
$$\gamma _{4;121}^{(I)}=\frac{4}{\pi }(\mathrm{ln}41).$$
(6.17)
Further substituting the explicit results for the functions $`k,l`$ obtained above into Eq. (3.46) and evaluating the resulting expression numerically we obtain
$$\gamma _{4;121}^{(II)}=5.14902(1),$$
(6.18)
and hence
$$\gamma _{4;121}=\gamma _{4;121}^{(I)}+\gamma _{4;121}^{(II)}=4.65718.$$
(6.19)
Thus the leading contribution to the XY-model four-point coupling is
$$g_\mathrm{r}=2\frac{\gamma _4}{\gamma _2\delta _2}2\gamma _{4;121}=9.314.$$
(6.20)
Since $`\gamma _2\delta _2>1`$ and since the next leading contributions to $`\gamma _4`$ are probably positive (as they are in the Ising and O(3) models), we expect that the true value of $`g_\mathrm{r}`$ will be less than that given in (6.20) (probably by $`24\%`$).
6.4 Comparison with lattice results
For the XY model with standard action Kim gives the value
$$g_\mathrm{r}=8.89(20)$$
(6.21)
for $`\beta =1/0.98`$. We are in the process of producing higher precision Monte Carlo data for this model; so far we can only give a preliminary result, obtained on a lattice of size $`L=500`$ at $`\beta =1.0174`$:
$$g_\mathrm{r}=9.14(12),$$
(6.22)
We will return to this issue in a separate publication, where we intend to analyze the finite size corrections as well as the lattice artifacts.
We also wish to mention the results from the high temperature expansion: Butera and Comi obtain
$$g_\mathrm{r}=9.15(10),$$
(6.23)
whereas Pelissetto and Vicari give
$$g_\mathrm{r}=9.01(5).$$
(6.24)
So there is an overall rough agreement between the lattice and the form factor results, but the precision is not comparable to that obtained for the Ising model.
7. The O(3) nonlinear sigma-model
The O(3) nonlinear sigma model is an important testing ground for quantum field theoretical scenarios in nonabelian gauge theories. The form factor technique has been particularly fruitful in studying its possible off-shell dynamics and can be confronted with what can be achieved by perturbation theory or numerical simulations . The intrinsic coupling has been computed before by a number of different techniques; we compare the results with ours at the end of this section. The present form factor determination takes as usual the Zamolodchikov two-particle S-matrix as its starting point; it is given by Eqs. (3.1, 3.2) with $`n=3`$ and
$$s_2(\theta )=\frac{\theta \pi i}{\theta +\pi i}.$$
(7.1)
The corresponding kernel (3.4) is simply given by
$$\stackrel{~}{K}_3(\omega )=e^{\pi \omega }.$$
(7.2)
7.1 Form factor determination of $`g_\mathrm{r}`$
Following the by now routine procedure we first collect the ingredients for the evaluation of the dominant $`(1,2,1)`$ contribution to the intrinsic coupling. From (3.37) one readily finds for $`n=3`$
$$\gamma _{4;121}^{(I)}=\frac{4}{\pi }.$$
(7.3)
The O(3) form factors have been computed in . In particular the reduced 3-particle form factor $`𝒢`$ in Eq. (3.26) is given by
$$𝒢_{a_1a_2a_3}^a(\theta _1,\theta _2,\theta _3)=\tau _3(\theta _1,\theta _2,\theta _3)\left\{\delta _{a_1}^a\delta _{a_2a_3}(\theta _3\theta _2)+\delta _{a_2}^a\delta _{a_1a_3}(\theta _1\theta _32\pi i)+\delta _{a_3}^a\delta _{a_1a_2}(\theta _2\theta _1)\right\},$$
(7.4)
where
$`\tau _N(\theta _1,\mathrm{},\theta _N)`$ $`=`$ $`{\displaystyle \underset{1i<jN}{}}\tau (\theta _i\theta _j),`$
$`\tau (\theta )`$ $`=`$ $`{\displaystyle \frac{\pi (\theta i\pi )}{\theta (2\pi i\theta )}}\mathrm{tanh}{\displaystyle \frac{\theta }{2}}.`$ (7.5)
Correspondingly the functions $`k,l`$ parametrizing $`f_b`$ via Eq. (3.45) are for $`n=3`$ explicitly given by
$$k(\theta )=\frac{2\theta }{\pi i\theta }l(\theta ),\text{ }l(\theta )=\frac{\pi ^3T^2(2\theta )\theta (2\theta \pi i)}{4T^4(\theta )(\pi ^2+\theta ^2)^2}.$$
(7.6)
Plugging this into the general formula Eq. (3.46) yields
$$\gamma _{4;121}^{(II)}=\frac{1}{8\pi }_0^{\mathrm{}}du\left\{\frac{\pi ^6u^2(4u^2+\pi ^2)(2u^2+\pi ^2)}{4(u^2+\pi ^2)^5}\frac{T^4(2u)}{T^8(u)\mathrm{ch}^2u}\frac{64}{u^2}\right\}.$$
(7.7)
Numerically we then obtain $`\gamma _{4;121}=4.16835492(1)`$, so that as a first approximation $`g_\mathrm{r}\frac{5}{3}\gamma _{4;121}=6.9472`$. This is already in rough agreement with other determinations in the continuum theory: the $`1/n`$, the $`ϵ`$\- and the $`g`$-expansions . The leading order $`1/n`$ computations have been performed in . For the spectral integrals the result is
$$\gamma _2=1+0.00671941\frac{1}{n}+O\left(\frac{1}{n^2}\right),\text{ }\delta _2=1+0.00026836\frac{1}{n}+O\left(\frac{1}{n^2}\right).$$
(7.8)
and for the coupling
$$g_\mathrm{r}=\frac{8\pi }{n}\left[10.602033\frac{1}{n}+O\left(\frac{1}{n^2}\right)\right].$$
(7.9)
which gives the approximation $`g_\mathrm{r}6.70`$ for the case $`n=3`$. The results from the other methods are given in Table 7. Considering the rather short series in each case it is amazing how well the estimates by the various methods agree.
For a more precise determination we now return to the form factor approach and examine the sub-leading contributions. Using the exact form factors the results for the 3- and 5-particle contributions to $`\gamma _2`$ and $`\delta _2`$ are readily evaluated and are listed in Table 5.
The size of the higher particle contributions to $`\gamma _2`$ and $`\delta _2`$ can roughly be estimated by an off hand extrapolation of Table 5; essentially they are negligible to the desired accuracy. The latter could also be justified by referring to a more refined extrapolation scheme, based on the scaling hypothesis of ref. . In upshot we obtain
$$\gamma _2=\mathrm{1.001\hspace{0.17em}687}(1),\text{ }\delta _2=\mathrm{1.000\hspace{0.17em}034\hspace{0.17em}657}(1).$$
(7.10)
The computation of the sub-leading terms to $`\gamma _4`$ is much more involved. The starting point is again the formulae (3.10) in subsection 3.1. Due to the complexity of the form factors however the computation is feasible only computer aided. The essential steps are given in appendices B,C. The computation has been performed independently by subsets of the authors using slightly different techniques. The final results for the contributions of the $`k`$-$`l`$-$`m`$ intermediate states with $`k+l+m6`$ to $`\gamma _4`$ are listed in Table 6.
The leading $`1`$-$`2`$-$`1`$ contribution is a factor $`42`$ greater in magnitude than the sum of $`k`$-$`l`$-$`m`$ contributions with $`k+l+m=6`$. It is difficult to bound the rest of the contributions, especially since the signs appear to be alternating. The computation of the states with $`l+m+n=8`$ would be quite an undertaking. But assuming that the pattern in Table 6 continues, as it seems to be the case in the Ising model (see Table 2), then we consider the assumption that the sum of the remaining contributions $`k+l+m8`$ is $`10\%`$ of the sum of the $`k+l+m=6`$ contributions to be reasonable and we then obtain
$$\gamma _4=4.069(10),$$
(7.11)
and hence our final result
$$g_\mathrm{r}=6.770(17).$$
(7.12)
This amounts to a determination of $`g_\mathrm{r}`$ to within $`0.3\%`$. For comparison we give some results of other already published determinations in Table 7. The first two are continuum methods while the last one is based on the lattice regularization. We describe the two lattice techniques in somewhat more detail in the next subsection, including in particular our own recent Monte Carlo results.
7.2 Lattice computations of $`g_\mathrm{r}`$
High temperature expansion:
The analyses of the high temperature expansion for the spectral moments give $`\gamma _2=1.0013(2)`$ and $`\delta _2=1.000029(5)`$ . The agreement with the FFB values Eq. (7.10) is acceptable; note that these are smaller than that anticipated from the leading order of the $`1/n`$ approximation, Eqs. (7.8).
The various Padé approximations show the coupling falling rapidly as $`\beta `$ increases in the region of small $`\beta `$, then a region of rather flat behavior after which these approximations show diverse behavior; some analyses indicate that in fact there is a shallow minimum and that the continuum limit is actually approached from below (see e.g. refs. ). In ref. Campostrini et al. quote for the case $`n=3`$ the result $`g_\mathrm{r}=6.6(1)`$, and in a more recent publication Pelissetto and Vicari cite $`6.56(4)`$ . Butera and Comi on the other hand are rather cautious, and did not quote a value for the case $`n=3`$ in ref. ; if pressed they would at present cite $`g_\mathrm{r}=6.6(2)`$ .
Numerical simulations:
Monte Carlo computations of $`g_\mathrm{r}`$ have a long history, see e.g. refs. . In order to attempt to match the apparent precision attained in the FFB approach, we recently performed new high-precision measurements. These were performed on several IBM RISC 6000 workstations at the Werner-Heisenberg-Institut. In addition we made use of the SGI 2000 machine of the University of Arizona, especially for the very time consuming simulations on large lattices.
Based on the fixed point action we have measured $`g_\mathrm{r}`$ at three different values of $`\beta `$: 0.70, 0.85 and 1.00, corresponding to correlation length $`\xi 3.2`$, $`6.0`$ and $`12.2`$, at the values of $`z=L/\xi `$ in the range $`5.4\mathrm{}8.2`$. The data and their analysis can be found in , the final result is $`g_\mathrm{r}^{\mathrm{FP}}=6.77(2)`$.
Monte Carlo measurements with the standard action were performed using a method similar to the cluster estimator of . We have reported the analysis of such simulations already in our earlier paper . But in the meantime we produced more data and we take the opportunity to report them here.
The present status of the results of our simulations are given in Table 8. In this table we also indicate the number of measurements. These were performed using the cluster algorithm as follows: one run consisted of 100,000 clusters used for thermalization, followed by 20,000 sweeps of the lattice used for measurements. Each run was repeated after changing the initial configuration. One such run was considered as one independent measurement. The error was computed out of this sample by using the jack-knife method.
Our measurements were taken at 6 different correlation lengths ranging from about 11 to about 168 on lattices satisfying $`L/\xi 7`$. To study the finite volume effects, we took in addition data at $`\xi 11`$ for lattices of sizes $`L`$ with $`L/\xi 5.5,9`$ and 13. As discussed in , the finite size effects are well described by the formula (4.11), even at finite (large) correlation lengths. In the O$`(3)`$ model the $`n=\mathrm{}`$ value $`c=\sqrt{8\pi }`$ fits very well.
But unlike the Ising model, the lattice artifacts are by no means negligible. To study them, we first use Eq. (4.11) to extrapolate our data to $`z=\mathrm{}`$. In this extrapolation we use the effective correlation length $`\xi _{\mathrm{eff}}`$ and neglect the fact that this is not exactly equal to the exponential correlation length. In Fig. 3 we plot those extrapolated values of $`g_\mathrm{r}`$ against $`1/\xi `$ which we identify with $`1/\xi ^{\mathrm{eff}}`$.
Unfortunately there is no rigorous result concerning the nature of the approach to the continuum limit. At the time of our last analysis the data point at the largest value of $`\xi 168`$ was not available. In that paper we fitted the data in the entire range from $`\xi 11`$ to $`\xi 122`$ using a Symanzik type ansatz of the form $`g_\mathrm{r}(\xi )=g_\mathrm{r}(\mathrm{})\left[1+b_1\xi ^2\mathrm{log}\xi +b_2\xi ^2\right]`$, and thereby obtained the result $`g_\mathrm{r}=6.77(2)`$. When we now repeat the same fit for the new data, which in particular includes the new point at $`\xi 168`$, the result is only slightly changed to $`g_\mathrm{r}=6.78(2)`$ but the quality of the fit becomes poorer. The fact that the two data points closest to the continuum limit lie above $`6.78`$ is in this scenario interpreted as a statistical fluctuation.
On the other hand the present rather large central value at $`\xi 168`$ could be interpreted as an indication that the continuum limit is approached much slower than conventionally assumed, perhaps as slow as $`1/\mathrm{ln}\xi `$ (which may be expected in the O(2) model )! If we adopt this viewpoint it is clear that, although qualitative fits can be made, without further analytic information, our data are not sufficient to make a reliable quantitative extrapolation to the continuum limit. However, independent of the assumed form of the approach to the continuum limit, if the large value at $`\xi 168`$ is confirmed by more extensive studies it would practically establish a discrepancy between the form factor and the lattice constructions of the O(3) sigma-model. This point, which needs complete control over all systematic effects, albeit extremely difficult on such large lattices, is certainly worthy of further investigations.
8. Conclusions
A new technique to compute the intrinsic 4-point coupling in a large class of two-dimensional QFTs has been developed and tested. Starting from the form factor resolution of the 4-point function the termwise zero momentum limit turned out to exist, providing a decomposition of the coupling into terms with a definite number $`(k,l,m)`$ of intermediate particles. Based on the exactly known form factors these terms can be computed practically exactly and in the models mainly considered (Ising and O(3)) were found to be rapidly decaying with increasing particle numbers. There is every reason to expect that this trend continues, which allowed us to equip the results with an intrinsic error estimate. The final results are
$`\text{Ising model:}\text{ }g_\mathrm{r}=14.6975(1),`$
$`\text{O(3) model:}\text{ }g_\mathrm{r}=6.770(17).`$ (8.1)
They amount to a determination of $`g_\mathrm{r}`$ to within $`<0.001\%`$ and $`0.3\%`$, respectively.
In addition we obtained the universal, model-independent formula (A.3) for the dominant contribution to the coupling, which typically seems to account for about $`98\%`$ of the full answer. We illustrated its use in testing our proposed bootstrap description of the XY-model. It would surely also be interesting to apply it e.g. to supersymmetric theories, where alternative techniques are hardly available.
The comparison with the lattice determinations of $`g_\mathrm{r}`$ is quite impressive in the case of the Ising model, where there is also very good agreement between the high temperature and the Monte Carlo determinations. For O(2) we are so far lacking both precise Monte Carlo and form factor data, but at this preliminary stage there is rough agreement. We intend to return to this model in a separate publication.
The situation in O(3) is not completely clear: There is a less than perfect agreement between the high temperature result and the new high precision Monte Carlo data, and there is also room for doubt about the agreement between Monte Carlo and form factor. We cannot resolve this question at the moment, mainly because even with our enormous amount of Monte Carlo data it is at the moment not clear what the correct extrapolation to the continuum is.
Acknowledgements: This investigation was supported in part by the Hungarian National Science Fund OTKA (under T030099), and also by the Schweizerische Nationalfonds. The work of M.N. was supported by NSF grant 97-22097.
A. General formula for the dominant term
Here we describe the generalization of the formula (3.7) for the dominant 1-2-1 particle contribution to $`g_\mathrm{r}`$ to general integrable QFTs without bound states and operators other than the ‘fundamental’ field. The latter is particularly natural in the form factor approach because ‘fundamental’ and ‘composite’ operators are treated on an equal footing. Thus let $`𝒪_l`$ be possibly distinct, possibly non-scalar but parity odd operators $`𝒪_l`$ and write $`o_l`$ for the quantum numbers labeling them. Parallel to (2.13) we define the Green functions by
$$\stackrel{~}{S}_c^{o_1\mathrm{}o_L}(k_1,\mathrm{},k_L)=(2\pi )^2\delta ^{(2)}(k_1+\mathrm{}+k_L)G^{o_1\mathrm{}o_L}(k_1,\mathrm{},k_L),$$
(A.1)
where $`\stackrel{~}{S}_c^{o_1\mathrm{}0_L}(k_1,\mathrm{},k_L)`$ is the Fourier transform of the connected part of the Euclidean correlation function $`𝒪_1(x_1)\mathrm{}𝒪_L(x_L)`$. The obvious generalization of the intrinsic coupling is
$$g_\mathrm{r}=𝒩M^2\frac{G^{o_1o_2o_3o_4}(0,0,0,0)}{_{j<k}G^{o_jo_k}(0,0)^2}.$$
(A.2)
Here $`M`$ is again the mass gap and the constant $`𝒩`$ is conveniently adjusted to normalize the 1-particle contribution to the denominator to unity. If $`_a^o`$ are the constant 1-particle form factors of $`𝒪`$, the leading 1-particle contribution to $`G^{o_1o_2}(0,0)`$ is just $`Z^{o_1o_2}:=M^2_a^{o_1}C^{ab}_b^{o_2}`$, where $`C^{ab}`$ is the charge conjugation matrix associated with the given S-matrix (c.f. below). Thus we take $`𝒩=_{j<k}(Z^{o_jo_k})^2`$. With these normalizations the dominant 1-2-1 particle contribution to the coupling (A.2) is
$`g_\mathrm{r}|_{121}={\displaystyle \frac{1}{2}}{\displaystyle \underset{s𝒮_4}{}}D^{o_{s1}o_{s2};o_{s3}o_{s4}}+{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}u}{4\pi }}{\displaystyle \underset{s𝒮_4}{}}[{\displaystyle \frac{4}{u^2}}Z^{o_{s1}o_{s2}}Z^{o_{s3}o_{s4}}`$
$`+{\displaystyle \frac{1}{16\mathrm{c}\mathrm{h}^2u}}_a^{o_{s1}}_b^{o_{s4}}C^{aa_3}C^{bb_3}_{a_3a_2a_1}^{o_{s2}}(i\pi ,u,u)C^{a_2b_2}C^{a_1b_1}_{b_3b_2b_1}^{o_{s3}}(i\pi ,u,u)^{}].`$ (A.3)
Here the symmetrization is over all elements of the permutation group $`𝒮_4`$. $`D`$ is defined in terms of the given bootstrap S-matrix $`S_{ab}^{cd}(\theta )`$ by
$$D^{o_1o_2;o_3o_4}=i\frac{d}{d\theta }S_{cd}^{ab}(\theta )|_{\theta =0}_a^{o_1}_b^{o_2}C^{cc^{}}C^{dd^{}}_c^{}^{o_3}_d^{}^{o_4}$$
(A.4)
and $`_{abc}^o(\theta _1,\theta _2,\theta _3)`$ is the 3-particle form factor of $`𝒪`$. Taking the results for the O($`n`$) models as a guideline one would expect that (A.3) typically yields about $`98\%`$ of the full answer for the coupling.
In the following we describe the derivation of (A.3). In contrast to that of (3.7) we keep track here of the distributional terms like (2.19) and show explicitly that they cancel out in the final answer. In particular this illustrates that the use of the simplifying limit procedure (2.23) is justified.
To fix conventions we first recall the defining relations of a generic bootstrap S-matrix. A matrix-valued meromorphic function $`S_{ab}^{dc}(\theta ),\theta \text{ }\text{I}\text{C}`$, is called a two particle $`S`$-matrix if it satisfies the following set of equations. First the Yang-Baxter equation
$$S_{ab}^{nm}(\theta _{12})S_{nc}^{kp}(\theta _{13})S_{mp}^{ji}(\theta _{23})=S_{bc}^{nm}(\theta _{23})S_{am}^{pi}(\theta _{13})S_{pn}^{kj}(\theta _{12}),$$
(A.5)
where $`\theta _{12}=\theta _1\theta _2`$ etc. Second unitarity (A.8a,b) and crossing invariance (A.8c)
$`S_{ab}^{mn}(\theta )S_{nm}^{cd}(\theta )=\delta _a^d\delta _b^c`$ (A.6)
$`S_{an}^{mc}(\theta )S_{bm}^{nd}(2\pi i\theta )=\delta _a^d\delta _b^c`$ (A.7)
$`S_{ab}^{dc}(\theta )=C_{aa^{}}C^{dd^{}}S_{bd^{}}^{ca^{}}(i\pi \theta ),`$ (A.8)
where (A.8c) together with one of the unitarity conditions (A.8a), (A.8b) implies the other. Further real analyticity and Bose symmetry
$$[S_{ab}^{dc}(\theta )]^{}=S_{ab}^{dc}(\theta ^{}),\text{ }S_{ab}^{dc}(\theta )=S_{ba}^{cd}(\theta ).$$
(A.10)
Finally the normalization condition
$$S_{ab}^{dc}(0)=\delta _a^c\delta _b^d.$$
(A.11)
The indices $`a,b,\mathrm{}`$ refer to a basis in a finite dimensional vector space $`V`$. Indices can be raised and lowered by means of the (constant, symmetric, positive definite) ‘charge conjugation matrix’ $`C_{ab}`$ and its inverse $`C^{ab}`$, satisfying $`C_{ad}C^{db}=\delta _a^b`$. The S-matrix is a meromorphic function of $`\theta `$. Bound state poles, if any, are situated on the imaginary axis in the so-called physical strip $`0\text{Im}\theta <\pi `$. From crossing invariance and the normalization (A.11) one infers that $`S_{ab}^{dc}(i\pi )=C_{ab}C^{dc}`$ is always regular, in contrast to $`S_{ab}^{dc}(i\pi )`$ which may be singular.
Next we prepare the counterparts of Eqs (2.10), (2.11).
$`0|𝒪_1|\underset{¯}{m}\underset{¯}{m}|𝒪_2|0`$ $``$ $`I_m^{o_1o_2}(\theta ),`$
$`0|𝒪_1|\underset{¯}{k}\underset{¯}{k}|𝒪_2|\underset{¯}{l}\underset{¯}{l}|𝒪_3|\underset{¯}{m}\underset{¯}{m}|𝒪_4|0`$ $``$ $`I_{klm}^{o_1o_2o_3o_4}(\omega |\xi |\theta ),`$ (A.12)
where
$`I_m^{o_1o_2}(\theta )=_A^{o_1}(\theta )C^{AB}_{B^T}^{o_2}(\theta ^T),`$
$`I_{klm}^{o_1o_2o_3o_4}(\omega |\xi |\theta )=_A^{o_1}(\omega )C^{AB}_{B^TC}^{o_2}(\omega ^T|\xi )C^{CD}_{D^TE}^{o_3}(\xi ^T|\theta )C^{EK}_{K^T}^{o_4}(\theta ^T).`$ (A.13)
From the S-matrix exchange relations it follows that $`I_m^{o_1o_2}(\theta )`$ is a completely symmetric function in $`\theta =(\theta _1,\mathrm{},\theta _m)`$. Similarly $`I_{klm}^{o_1o_2o_3o_4}(\omega |\xi |\theta )`$ is symmetric in each of the sets of variables $`\omega =(\omega _1,\mathrm{},\omega _k)`$, $`\xi =(\xi _1,\mathrm{},\xi _l)`$ and $`\theta =(\theta _1,\mathrm{},\theta _m)`$. As before we denote by $`V_m(k_1,k_2)`$ and $`V_{klm}(k_1,k_2,k_3,k_4)`$ the quantities (2.8) with the integrations over the rapidities performed, where the measure is inherited from (2.25). For simplicity we drop the operator labels $`o_j`$ in the notation. When evaluated at $`k_j=(M\mathrm{sh}\kappa _j,0)`$ we write $`v_{klm}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)`$, etc.
In the next step one inserts the expressions for the generalized form factors in terms of the ordinary form factors; see for an account in the present conventions. For $`m=2`$ one obtains explicitly
$`v_{121}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{_a^{o_1}C^{ab}C^{cd}_d^{o_4}}{8\mathrm{c}\mathrm{h}^2\kappa _1\mathrm{ch}^2\kappa _4}}\{{\displaystyle \frac{4\pi _m^{o_2}C^{mn}_n^{o_3}C_{bc}}{\mathrm{ch}\kappa _2(\mathrm{ch}\kappa _1+\mathrm{ch}\kappa _2)}}\delta (\kappa _1+\kappa _4)`$
$`+{\displaystyle \frac{4\pi _m^{o_2}_n^{o_3}}{\mathrm{ch}\kappa _2(\mathrm{ch}\kappa _1+\mathrm{ch}\kappa _2)}}S_{cb}^{mn}(i\pi \kappa _1+\kappa _2)\delta (\kappa _2+\kappa _4)`$
$`+{\displaystyle \frac{1}{\mathrm{ch}\kappa _2(\mathrm{ch}\kappa _1+\mathrm{ch}\kappa _2)}}_m^{o_2}C^{mn}_{cbn}^{o_3}(\kappa _4+i\pi iϵ,\kappa _1,\kappa _2)^{}`$ (A.14)
$`+{\displaystyle \frac{1}{\mathrm{ch}\kappa _3(\mathrm{ch}\kappa _3+\mathrm{ch}\kappa _4)}}_m^{o_3}C^{mn}_{bcn}^{o_2}(\kappa _1+i\pi iϵ,\kappa _4,\kappa _3)`$
$`+{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}u}{4\pi }}{\displaystyle \frac{1}{4\mathrm{c}\mathrm{h}^2\frac{u}{2}+(\mathrm{sh}\kappa _1+\mathrm{sh}\kappa _2)^2}}C^{mk}C^{nl}`$
$`\times _{bmn}^{o_2}(\kappa _1+i\pi iϵ,\mathrm{\Lambda }_{}{\displaystyle \frac{u}{2}},\mathrm{\Lambda }_{}+{\displaystyle \frac{u}{2}})_{ckl}^{o_3}(\kappa _4+i\pi iϵ,\mathrm{\Lambda }_{}{\displaystyle \frac{u}{2}},\mathrm{\Lambda }_{}+{\displaystyle \frac{u}{2}})^{}\}.`$
The $`\kappa _i0`$ limit of this expression can be evaluated on general grounds. The key observation is that a three particle form factor has the following universal ‘small rapidity’ expansion
$`_{a_1a_2a_3}^o(\theta _1+i\pi iϵ,\theta _2,\theta _3)=[{\displaystyle \frac{1}{\theta _{12}iϵ}}{\displaystyle \frac{1}{\theta _{13}iϵ}}][2i(C_{a_1a_2}_{a_3}^o+C_{a_1a_3}F_{a_2}^o)`$
$`+2C_{a_1c}(\theta _{13}D_{a_2a_3}^{cd}\theta _{12}D_{a_2a_3}^{dc})_d^o],\text{ }\text{where}D_{ab}^{cd}=i{\displaystyle \frac{d}{d\theta }}S_{ab}^{cd}(\theta )|_{\theta =0}.`$ (A.15)
This expression is uniquely determined by the following properties: (i) The numerator is linear and boost invariant in the rapidities. (ii) It obeys the (linearized) S-matrix exchange relations in $`\theta _2`$ and $`\theta _3`$. (iii) It has simple poles at $`\theta _{21}+iϵ`$ and $`\theta _{31}+iϵ`$ with residues dictated by the form factor ‘residue equation’ (see e.g. for an account in the present conventions). Using (A.15) in (A.14) one can compute the small $`\kappa _i`$ behavior of $`v_{121}`$. We denote by $`v_{121}^{(I)}`$ the contribution from the non-integrated part and by $`v_{121}^{(II)}`$ that from the integrated part. One finds
$$v_{121}^{(I)}\stackrel{}{=}\frac{\pi }{4}Z^{o_1o_3}Z^{o_2o_4}[\delta (\kappa _1+\kappa _3)\delta (\kappa _1+\kappa _4)]\frac{1}{2}D^{o_1o_2;o_3o_4},$$
(A.16)
where ‘$`\stackrel{}{=}`$’ again indicates that both sides give the same result for the symmetrized $`\kappa _i0`$ limit and $`D^{o_1o_2;o_3o_4}=D^{o_2o_1;o_4o_3}=D^{o_4o_3;o_2o_1}`$ is given by (A.4).
Analyzing the small $`\kappa _i`$ behavior of the integral in (A.14) (by splitting it according to $`_0^{\mathrm{}}du=_0^ϵdu+_ϵ^{\mathrm{}}du`$, $`ϵ0^+`$) one finds a distributional term and a regular one. The result is
$`v_{121}^{(II)}={\displaystyle \frac{\pi }{4}}[Z^{o_1o_4}Z^{o_2o_3}+Z^{o_1o_3}Z^{o_2o_4}]\delta (\kappa _1+\kappa _4)`$
$`+{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}u}{4\pi }}[{\displaystyle \frac{1}{16\mathrm{c}\mathrm{h}^2u}}_a^{o_1}_b^{o_4}C^{aa_3}C^{bb_3}_{a_3a_2a_1}^{o_2}(i\pi ,u,u)C^{a_2b_2}C^{a_1b_1}_{b_3b_2b_1}^{o_3}(i\pi ,u,u)^{}`$
$`\text{ }{\displaystyle \frac{2}{u^2}}(Z^{o_1o_4}Z^{o_2o_3}+Z^{o_1o_3}Z^{o_2o_4})],`$ (A.17)
where the integrand is regular for $`u0`$.
For the generalization of the $`\mathrm{\Omega }`$ term (2.19) one obtains in the 1-particle approximation and in the $`\kappa _i0`$ limit
$$\mathrm{\Omega }^{o_1o_2o_3o_4}(k_1,k_2,k_3,k_4)|_{k_j=(M\mathrm{sh}\kappa _j,0)}=\frac{\pi }{2}\delta (\kappa _1+\kappa _2)Z^{o_1o_2}Z^{o_3o_4}.$$
(A.18)
Finally, combining (A.16),(A.17) and (A.18) according to (2.21) one sees that, – as promised in section 2.2 – all distributional terms drop out when computing the right hand side of (2.21). The final result thus does not depend on any prescription how to take the $`\kappa _i0`$ limit and is given by (A.3), as asserted.
B. Computation of the $`\mathrm{𝟏}\mathbf{}\mathrm{𝟒}\mathbf{}\mathrm{𝟏}`$ contribution
We start from the general formula Eq. (3.9) with $`l=4`$. For $`\beta _1\beta _2\beta _3\beta _4`$ we have for one of the factors occurring in (3.10)
$`a,\alpha |S^c(0)|b_1,\beta _1;b_2,\beta _2;b_3,\beta _3;b_4,\beta _4^{\mathrm{in}}=`$
$`_{ab_1b_2b_3b_4}^c(i\pi +\alpha iϵ,\beta _1,\beta _2,\beta _3,\beta _4)`$
$`+4\pi \{\delta _{ab_1}\delta (\alpha \beta _1)_{b_2b_3b_4}^c(\beta _2,\beta _3,\beta _4)`$
$`+\delta (\alpha \beta _2)_{db_3b_4}^c(\beta _1,\beta _3,\beta _4)S_{b_1b_2,da}(\beta _1\beta _2)`$
$`+\delta (\alpha \beta _3)_{deb_4}^c(\beta _1,\beta _2,\beta _4)S_{b_2b_3,ef}(\beta _2\beta _3)S_{b_1f,da}(\beta _1\beta _3)`$
$`+\delta (\alpha \beta _4)_{def}^c(\beta _1,\beta _2,\beta _3)S_{b_3b_4,fg}(\beta _3\beta _4)`$
$`\times S_{b_2g,eh}(\beta _2\beta _4)S_{b_1h,da}(\beta _1\beta _4)\}.`$ (B.1)
For the 5-particle form factor we introduce the reduced form factor through
$$_{a_1a_2a_3a_4a_5}^a(\theta _1,\theta _2,\theta _3,\theta _4,\theta _5)=T_5(\theta _1,\mathrm{},\theta _5)𝒢_{a_1a_2a_3a_4a_5}^a(\theta _1,\theta _2,\theta _3,\theta _4,\theta _5).$$
(B.2)
Multiplying out we obtain
$$I_{141}=𝒦^{(I)}+𝒦^{(II)}+𝒦^{(III)},$$
(B.3)
where we momentarily omit the arguments $`(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\beta _4)`$. The shorthands are:
$`𝒦^{(I)}`$ $`=`$ $`{\displaystyle \underset{b_1,b_2,b_3,b_4}{}}_{1b_1b_2b_3b_4}^1(i\pi \kappa _1iϵ,\beta _1,\beta _2,\beta _3,\beta _4)`$ (B.4)
$`\times _{1b_1b_2b_3b_4}^1(i\pi +\kappa _4iϵ,\beta _1,\beta _2,\beta _3,\beta _4)^{},`$
$`𝒦^{(II)}`$ $`=`$ $`4\pi \{\delta (\beta _4+\kappa _1)\overline{𝒦}^{(II)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3)`$ (B.5)
$`+\delta (\beta _4\kappa _4)\overline{𝒦}^{(II)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)^{}\}`$
$`+(\beta _4\beta _3)+(\beta _4\beta _2,\beta _2\beta _3,\beta _3\beta _4)`$
$`+(\beta _4\beta _1,\beta _1\beta _2,\beta _2\beta _3,\beta _3\beta _4),`$
$`𝒦^{(III)}`$ $`=`$ $`(4\pi )^2\overline{𝒦}^{(III)}(\kappa _4,\kappa _1,\beta _3,\beta _4)[\delta (\beta _1+\kappa _1)\delta (\beta _2\kappa _4)+(\beta _1\beta _2)]`$ (B.6)
$`+(\beta _2\beta _3)+(\beta _2\beta _4,\beta _4\beta _3,\beta _3\beta _2)`$
$`+(\beta _1\beta _2,\beta _2\beta _3,\beta _3\beta _1)+(\beta _1\beta _2,\beta _2\beta _4,\beta _4\beta _3,\beta _3\beta _1)`$
$`+(\beta _1\beta _3,\beta _3\beta _2,\beta _2\beta _4,\beta _4\beta _1),`$
where
$`\overline{𝒦}^{(II)}(\alpha ,\gamma ,\beta _1,\beta _2,\beta _3)`$ $`=`$ $`{\displaystyle \underset{b_1,b_2,b_3}{}}_{b_1b_2b_3}^1(\beta _1,\beta _2,\beta _3)_{11b_1b_2b_3}^1(i\pi +\alpha iϵ,\gamma ,\beta _1,\beta _2,\beta _3)^{}`$ (B.7)
$`\overline{𝒦}^{(III)}(\kappa _4,\kappa _1,\beta _3,\beta _4)`$ $`=`$ $`{\displaystyle \underset{b_1b_2,b_3,b_4}{}}_{b_1b_3b_4}^1(\kappa _4,\beta _3,\beta _4)_{b_2b_3b_4}^1(\kappa _1,\beta _3,\beta _4)^{}S_{1b_2,b_11}(\kappa _1+\kappa _4).`$ (B.8)
Because of the symmetry in the $`\beta _i`$ arguments of $`𝒦^{(I)},\overline{𝒦}^{(II)},\overline{𝒦}^{(III)}`$ one has
$`v_{141}^{(I)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{12288\pi ^3}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _4`$
$`\times {\displaystyle \frac{\delta (\beta _1,\beta _2,\beta _3,\beta _4,\kappa _1,\kappa _2)}{_{k=1}^4\mathrm{ch}\beta _k}}𝒦^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\beta _4),`$ (B.9)
$`v_{141}^{(II)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{768\pi ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3{\displaystyle \frac{1}{1+_{k=1}^3\mathrm{ch}\beta _k}}`$ (B.10)
$`\left\{\delta (\beta _1,\beta _2,\beta _3,\kappa _2)\overline{𝒦}^{(II)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3)+\delta (\beta _1,\beta _2,\beta _3,\kappa _3)\overline{𝒦}^{(II)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)^{}\right\},`$
$`v_{141}^{(III)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{64\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle \frac{\delta (\beta _1,\beta _2,\kappa _2,\kappa _4)}{2+_{k=1}^2\mathrm{ch}\beta _k}}\overline{𝒦}^{(III)}(\kappa _4,\kappa _1,\beta _1,\beta _2).`$ (B.11)
The contribution $`(III)`$ is very simple; we can set the $`\kappa _i`$ to zero to obtain
$$v_{141}^{(III)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)=\frac{1}{128\pi }_{\mathrm{}}^{\mathrm{}}d\beta \frac{1}{\mathrm{ch}\beta (1+\mathrm{ch}\beta )}T^2(2\beta )T^4(\beta )k^{(III)}(\beta ),$$
(B.12)
where we decomposed
$$\overline{𝒦}^{(III)}(0,0,\beta ,\beta )=T^2(2\beta )T^4(\beta )k^{(III)}(\beta ).$$
(B.13)
Writing similarly
$`\overline{𝒦}^{(II)}(\alpha ,\gamma ,\beta _1,\beta _2,\beta _3)=k^{(II)}(\alpha ,\gamma ,\beta _1,\beta _2,\beta _3)`$
$`\times {\displaystyle \frac{1}{T(\alpha \gamma )}}{\displaystyle \underset{1i<j3}{}}T^2(\beta _i\beta _j){\displaystyle \underset{k=1}{\overset{3}{}}}{\displaystyle \frac{T(\beta _k\gamma )}{T(\beta _k\alpha iϵ)}},`$ (B.14)
one has
$$v_{141}^{(II)}=\underset{j=1}{\overset{2}{}}v_{141}^{(II,j)},$$
(B.15)
with
$`v_{141}^{(II,1)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{768\pi ^2}}{\displaystyle \frac{1}{T(\kappa _1+\kappa _4)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3`$
$`\times {\displaystyle \frac{1}{1+_{k=1}^3\mathrm{ch}\beta _k}}{\displaystyle \underset{1i<j3}{}}T^2(\beta _i\beta _j)`$
$`\times \{\delta (\beta _1,\beta _2,\beta _3,\kappa _2)k^{(II)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3){\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k+\kappa _1){\displaystyle \frac{𝒫}{T(\beta _k\kappa _4)}}`$
$`\delta (\beta _1,\beta _2,\beta _3,\kappa _3)k^{(II)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)^{}{\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k\kappa _4){\displaystyle \frac{𝒫}{T(\beta _k+\kappa _1)}}\},`$ (B.16)
$`v_{141}^{(II,2)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{i}{128\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle \frac{\delta (\beta _1,\beta _2,\kappa _2,\kappa _4)}{2+_{k=1}^2\mathrm{ch}\beta _k}}`$
$`\times T^2(\beta _1\beta _2){\displaystyle \underset{k=1}{\overset{2}{}}}T(\beta _k\kappa _4)T(\beta _k+\kappa _1)`$
$`\times \left\{k^{(II)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\kappa _4)k^{(II)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\kappa _1)^{}\right\}.`$ (B.17)
In the latter term we can set the $`\kappa _i`$ to zero to obtain
$$v_{141}^{(II,2)}(0,0,0,0)=\frac{1}{128\pi }_{\mathrm{}}^{\mathrm{}}d\beta \frac{1}{\mathrm{ch}\beta (1+\mathrm{ch}\beta )}T^2(2\beta )T^4(\beta )\mathrm{Im}\left[k^{(II)}(0,0,\beta ,\beta ,0)\right].$$
(B.18)
Lastly we turn to the $`(I)`$ contribution. There are many ways to manipulate the integral into a form more amenable to numerical evaluation. Here we proceed as follows: Writing
$`𝒦^{(I)}`$ $`=`$ $`k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\beta _4){\displaystyle \underset{1i<j4}{}}T^2(\beta _i\beta _j)`$ (B.19)
$`\times {\displaystyle \underset{k=1}{\overset{4}{}}}{\displaystyle \frac{1}{T(\beta _k+\kappa _1+iϵ)T(\beta _k\kappa _4iϵ)}},`$
we replace the $`1/(x\pm iϵ)`$ distributions by a sum of products of principal parts and delta functions, thereby obtaining
$$v_{141}^{(I)}=\underset{j=1}{\overset{3}{}}v_{141}^{(I,j)}.$$
(B.20)
The three terms are:
$`v_{141}^{(I,1)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{12288\pi ^3}}`$
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _4{\displaystyle \frac{\delta (\beta _1,\beta _2,\beta _3,\beta _4,\kappa _1,\kappa _2)}{_{k=1}^4\mathrm{ch}\beta _k}}`$
$`k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\beta _4){\displaystyle \underset{1i<j4}{}}T^2(\beta _i\beta _j){\displaystyle \underset{k=1}{\overset{4}{}}}{\displaystyle \frac{𝒫}{T(\beta _k+\kappa _1)}}{\displaystyle \frac{𝒫}{T(\beta _k\kappa _4)}},`$ (B.21)
$`v_{141}^{(I,2)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{i}{1536\pi ^2}}{\displaystyle \frac{1}{T(\kappa _1+\kappa _4)}}`$
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3{\displaystyle \frac{1}{1+_{k=1}^3\mathrm{ch}\beta _k}}{\displaystyle \underset{1i<j3}{}}T^2(\beta _i\beta _j)`$
$`\times \{\delta (\beta _1,\beta _2,\beta _3,\kappa _2)k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\kappa _1){\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k+\kappa _1){\displaystyle \frac{𝒫}{T(\beta _k\kappa _4)}}`$
$`+\delta (\beta _1,\beta _2,\beta _3,\kappa _3)k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\kappa _4){\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k\kappa _4){\displaystyle \frac{𝒫}{T(\beta _k+\kappa _1)}}\}`$ (B.22)
$`v_{141}^{(I,3)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{256\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle \frac{\delta (\beta _1,\beta _2,\kappa _2,\kappa _4)}{2+_{k=1}^2\mathrm{ch}\beta _k}}`$
$`k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\kappa _1,\kappa _4)T^2(\beta _1\beta _2){\displaystyle \underset{k=1}{\overset{2}{}}}T(\beta _k\kappa _4)T(\beta _k+\kappa _1).`$ (B.23)
In the latter expression we can set the $`\kappa _i`$ to zero to obtain
$$v_{141}^{(I,3)}(0,0,0,0)=\frac{1}{512\pi }_{\mathrm{}}^{\mathrm{}}d\beta \frac{1}{\mathrm{ch}\beta (1+\mathrm{ch}\beta )}T^2(2\beta )T^4(\beta )k^{(I)}(0,0,\beta ,\beta ,0,0).$$
(B.24)
For $`W^{(1)}:=v_{141}^{(I,1)}`$ we now invoke the identity
$$\frac{\underset{1i<j4}{}\mathrm{sh}(y_iy_j)}{_{k=1}^4\mathrm{sh}(y_k+x)}=\frac{1}{\mathrm{ch}(x)}\underset{k=1}{\overset{4}{}}\frac{(1)^k\mathrm{ch}(y_k)}{\mathrm{sh}(y_k+x)}\underset{1i<j4,ikj}{}\mathrm{sh}(y_iy_j),$$
(B.25)
to get
$$W^{(1)}=\underset{\alpha _c\mathrm{}}{lim}\left[W^{(1)}[A](\alpha _c)+W^{(1)}[B](\alpha _c)\right],$$
(B.26)
with the notation
$$W^{(1)}[X](\alpha _c)=\frac{1}{192\pi ^3}_{\alpha _c}^{\alpha _c}d\alpha _1G_X(\alpha _1),\text{ }X=A,B.$$
(B.27)
Here
$`G_A(\alpha _1)`$ $`=`$ $`{\displaystyle \frac{𝒫}{T(\alpha _1)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\alpha _2{\displaystyle \frac{𝒫}{T(\alpha _2)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\alpha _3_A(\alpha _1,\alpha _2,\alpha _3)`$ (B.28)
$`=`$ $`{\displaystyle \frac{𝒫}{T(\alpha _1)}}{\displaystyle _0^{\mathrm{}}}\mathrm{d}\alpha _2{\displaystyle \frac{𝒫}{T(\alpha _2)}}{\displaystyle _0^{\mathrm{}}}\mathrm{d}\alpha _3\{_A(\alpha _1,\alpha _2,\alpha _3)`$
$`_A(\alpha _1,\alpha _2,\alpha _3)_A(\alpha _1,\alpha _2,\alpha _3)+_A(\alpha _1,\alpha _2,\alpha _3).\},`$
$`G_B(\alpha _1)`$ $`=`$ $`{\displaystyle \frac{G(\alpha _1)}{\mathrm{sh}^2\frac{\alpha _1}{2}}}{\displaystyle \frac{4G(0)}{\alpha _1^2}},`$ (B.29)
where
$$G(\alpha _1)=\mathrm{ch}^2\frac{\alpha _1}{2}_{\mathrm{}}^{\mathrm{}}d\alpha _2_{\mathrm{}}^{\mathrm{}}d\alpha _3_B(\alpha _1,\alpha _2,\alpha _3).$$
(B.30)
In these formulae
$$_X(\alpha _1,\alpha _2,\alpha _3)=\frac{1}{16}\left[\frac{k^{(I)}(0,0,\alpha _1,\alpha _2,\alpha _3,\alpha _4)f_X(\alpha _1,\alpha _2,\alpha _3,\alpha _4)\underset{k=1}{\overset{4}{}}\mathrm{ch}^2\frac{\alpha _k}{2}}{\mathrm{ch}\alpha _4\left(_{m=1}^4\mathrm{ch}\alpha _m\right)_{i<j}\mathrm{ch}^2\frac{\alpha _i\alpha _j}{2}}\right]_{\alpha _4=\gamma }$$
(B.31)
where $`\gamma `$ is given through $`\mathrm{sh}\gamma =_{k=1}^3\mathrm{sh}\alpha _k`$ and
$`f_A(\alpha _1,\alpha _2,\alpha _3,\alpha _4)`$ $`=`$ $`3\mathrm{s}\mathrm{h}{\displaystyle \frac{\alpha _1\alpha _3}{2}}\mathrm{sh}{\displaystyle \frac{\alpha _1\alpha _4}{2}}`$ (B.32)
$`\times \mathrm{sh}{\displaystyle \frac{\alpha _2\alpha _3}{2}}\mathrm{sh}{\displaystyle \frac{\alpha _2\alpha _4}{2}}\mathrm{sh}^2{\displaystyle \frac{\alpha _3\alpha _4}{2}},`$
$`f_B(\alpha _1,\alpha _2,\alpha _3,\alpha _4)`$ $`=`$ $`\mathrm{sh}^2{\displaystyle \frac{\alpha _2\alpha _3}{2}}\mathrm{sh}^2{\displaystyle \frac{\alpha _2\alpha _4}{2}}\mathrm{sh}^2{\displaystyle \frac{\alpha _3\alpha _4}{2}}.`$ (B.33)
For the $`[B]`$ contribution it is numerically convenient to decompose
$$W^{(1)}[B](\alpha _c)hG(0)+W^{(1)}[B0]+W^{(1)}[B1](\alpha _c),$$
(B.34)
where
$`W^{(1)}[B0]`$ $`=`$ $`{\displaystyle \frac{1}{96\pi ^3}}{\displaystyle _0^1}d\alpha _1\left({\displaystyle \frac{G(\alpha _1)G(0)}{\mathrm{sh}^2\frac{\alpha _1}{2}}}\right),`$
$`W^{(1)}[B1](\alpha _c)`$ $`=`$ $`{\displaystyle \frac{1}{96\pi ^3}}{\displaystyle _1^{\alpha _{cut}}}d\alpha _1{\displaystyle \frac{G(\alpha _1)}{\mathrm{sh}^2\frac{\alpha _1}{2}}},`$ (B.35)
and
$$h=\frac{1}{96\pi ^3}\left\{4_0^1d\alpha _1\left[\frac{1}{\mathrm{sh}^2\frac{\alpha _1}{2}}\frac{4}{\alpha _1^2}\right]\right\}=0.0014539754.$$
(B.36)
Finally we recombine
$$v_{141}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)=\underset{j=1}{\overset{3}{}}W^{(j)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4),$$
(B.37)
with
$`W^{(1)}`$ $`=`$ $`v_{141}^{(I,1)},`$
$`W^{(2)}`$ $`=`$ $`v_{141}^{(I,2)}+v_{141}^{(II,1)},`$ (B.38)
$`W^{(3)}`$ $`=`$ $`v_{141}^{(I,3)}+v_{141}^{(II,2)}+v_{141}^{(III)}.`$
Case $`n\mathbf{=}\mathrm{𝟏}`$:
Here we simply have (recall the 2-particle S-matrix $`=1`$)
$$k^{(I)}=16,k^{(II)}=8i,k^{(III)}=4,$$
(B.39)
from which one sees
$`v_{141}^{(I,2)}(0,0,0,0)`$ $`=`$ $`v_{141}^{(II,1)}(0,0,0,0),`$
$`v_{141}^{(I,3)}(0,0,0,0)`$ $`=`$ $`v_{141}^{(III)}(0,0,0,0)={\displaystyle \frac{1}{2}}v_{141}^{(II,2)}(0,0,0,0).`$ (B.40)
Thus
$$W^{(2)}=0=W^{(3)},$$
(B.41)
so that for the Ising case we simply get $`v_{141}=W^{(1)}`$, with $`W^{(1)}`$ given by Eq. (B.21) and $`k^{(I)}`$ by Eq. (B.39). This is, as expected, the same expression as that obtained directly with the form factor written as a product over principal parts as in Eq. (5.2).
Case $`n\mathbf{=}\mathrm{𝟑}`$:
Firstly for $`W^{(1)}`$ we obtain
$$W^{(1)}=0.0005420(1).$$
(B.42)
Next for $`W^{(2)}`$ one has
$`W^{(2)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)={\displaystyle \frac{1}{768\pi ^2}}{\displaystyle \frac{1}{T(\kappa _1+\kappa _4)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3J(\beta _1,\beta _2,\beta _3)`$
$`\times \{\delta (\beta _1,\beta _2,\beta _3,\kappa _2)w^{(2)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3){\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k+\kappa _1){\displaystyle \frac{𝒫}{T(\beta _k\kappa _4)}}`$
$`+\delta (\beta _1,\beta _2,\beta _3,\kappa _3)\stackrel{~}{w}^{(2)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3){\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k+\kappa _4){\displaystyle \frac{𝒫}{T(\beta _k\kappa _1)}}\},`$ (B.43)
where
$$J(\beta _1,\beta _2,\beta _3)=\frac{1}{1+_{k=1}^3\mathrm{ch}\beta _k}\underset{1i<j3}{}T^2(\beta _i\beta _j),$$
(B.44)
and
$`w^{(2)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)=`$
$`k^{(II)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3)+{\displaystyle \frac{i}{2}}k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\kappa _1),`$ (B.45)
$`\stackrel{~}{w}^{(2)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)=`$
$`k^{(II)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)^{}+{\displaystyle \frac{i}{2}}k^{(I)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3,\kappa _4).`$ (B.46)
Explicit calculation reveals the fact
$$\stackrel{~}{w}^{(2)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)=w^{(2)}(\kappa _4,\kappa _1,\beta _1,\beta _2,\beta _3).$$
(B.47)
Now we expand $`w^{(2)}`$ for small $`\kappa _i`$:
$`w^{(2)}(\kappa _1,\kappa _4,\beta _1,\beta _2,\beta _3)=w_0(\beta _1,\beta _2,\beta _3)`$
$`+(\kappa _1+\kappa _4)w_1(\beta _1,\beta _2,\beta _3)+(\kappa _1\kappa _4)w_2(\beta _1,\beta _2,\beta _3)+O(\kappa _i^2).`$ (B.48)
In fact we do not require $`w_2`$. Note that the functions $`w_i`$ are real, so that in particular
$$\mathrm{Im}w^{(2)}(0,0,\beta _1,\beta _2,\beta _3)=0,$$
(B.49)
which is needed to avoid a singularity in $`W^{(2)}`$ for $`\kappa _i0`$. Hence
$$W^{(2)}=W^{(2)}[A]+W^{(2)}[B],$$
(B.50)
with
$$W^{(2)}[A]=\frac{1}{192\pi ^2}_{\mathrm{}}^{\mathrm{}}d\beta _1_{\mathrm{}}^{\mathrm{}}d\beta _2\frac{1}{\mathrm{ch}\beta _0}J(\beta _1,\beta _2,\beta _0)w_1(\beta _1,\beta _2,\beta _0),$$
(B.51)
where $`\beta _0`$ is determined through $`\mathrm{sh}\beta _0=\mathrm{sh}\beta _1\mathrm{sh}\beta _2`$, and
$`W^{(2)}[B](k_1,k_2,k_3,k_4)={\displaystyle \frac{1}{768\pi ^2}}{\displaystyle \frac{1}{T(\kappa _1+\kappa _4)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _3Z(\beta _1,\beta _2,\beta _3)`$
$`\times \{\delta (\beta _1,\beta _2,\beta _3,\kappa _2){\displaystyle \underset{k=1}{\overset{3}{}}}T(\beta _k+\kappa _1){\displaystyle \frac{𝒫}{T(\beta _k\kappa _4)}}+(\kappa _2\kappa _3,\kappa _1\kappa _4)\},`$ (B.52)
with
$$Z(\beta _1,\beta _2,\beta _3)=J(\beta _1,\beta _2,\beta _3)w_0(\beta _1,\beta _2,\beta _3).$$
(B.53)
We then see that $`W^{(2)}[B]`$ is a sum of two parts
$$W^{(2)}[B]=W^{(2)}[B1]+W^{(2)}[B2],$$
(B.54)
with
$`W^{(2)}[B1]`$ $`=`$ $`{\displaystyle \frac{1}{64\pi ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle \frac{1}{\mathrm{ch}\beta _0}}Z(\beta _1,\beta _2,\beta _0){\displaystyle \frac{𝒫}{\mathrm{sh}\beta _1}},`$
$`W^{(2)}[B2]`$ $`=`$ $`{\displaystyle \frac{1}{384\pi ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _1{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta _2{\displaystyle \frac{1}{\mathrm{ch}\beta _0}}{\displaystyle \frac{}{\beta _3}}\left({\displaystyle \frac{Z(\beta _1,\beta _2,\beta _3)}{\mathrm{ch}\beta _3}}\right)_{\beta _3=\beta _0}.`$ (B.55)
Numerically this gives
$`W^{(2)}[A]`$ $`=`$ $`4.41085(1)\times 10^4,`$
$`W^{(2)}[B1]`$ $`=`$ $`4.9600(1)\times 10^5,`$ (B.56)
$`W^{(2)}[B2]`$ $`=`$ $`1.1503(1)\times 10^5,`$
and hence
$$W^{(2)}=0.00050219(1).$$
(B.57)
Finally we turn to the computation of $`W^{(3)}`$. Due to Eq. (B.49) it follows that
$$v_{141}^{(II,2)}(0,0,0,0)=2v_{141}^{(I,3)}(0,0,0,0).$$
(B.58)
Now explicit computation yields
$`k^{(I)}(0,0,\beta ,\beta ,0,0)`$ $`=`$ $`\pi ^6|\tau _3(0,\beta ,\beta )|^2(40\beta ^2+32\pi ^2),`$
$`k^{(III)}(\beta )`$ $`=`$ $`12\pi ^6|\tau _3(0,\beta ,\beta )|^2(\beta ^2+\pi ^2).`$ (B.59)
So for $`W^{(3)}`$ we arrive at
$`W^{(3)}`$ $`=`$ $`{\displaystyle \frac{\pi ^5}{64}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{sh}^6\frac{\beta }{2}T^6(\beta )}{\mathrm{ch}^5\beta }}{\displaystyle \frac{(\beta ^2+\pi ^2)(4\beta ^2+\pi ^2)(\beta ^2+2\pi ^2)}{\beta ^6(\beta ^2+4\pi ^2)^2}}`$ (B.60)
$`=`$ $`0.0004682756.`$
C. Computation of the $`\mathrm{𝟏}\mathbf{}\mathrm{𝟐}\mathbf{}\mathrm{𝟑}`$ contribution
We use the results (3.62-3.66) with $`m=3`$, and begin with contribution $`(IV)`$:
$`v_{123}^{(IV)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{1536\pi ^2}}{\displaystyle \mathrm{d}^3\alpha \frac{\delta (\alpha _1,\alpha _2,\alpha _3,\kappa _4)}{_{i=1}^3\mathrm{ch}\alpha _i}}`$
$`\times 𝒢^{(IV)}(\kappa _2+i\pi _{},\kappa _1+i\pi _{},\alpha _1,\alpha _2,\alpha _3).`$ (C.1)
Here
$$𝒢^{(IV)}(A)=\underset{a_1a_2a_3}{}_{11a_1a_2a_3}^1(A)_{a_1a_2a_3}^1(A^{})^{}=T_5(A)T_3(A^{})^{}g^{(IV)}(A),$$
(C.2)
where $`A`$ stands for $`\theta _1,\theta _2,\theta _3,\theta _4,\theta _5`$ and $`A^{}`$ for $`\theta _3,\theta _4,\theta _5`$. Note that $`g^{(IV)}(A)`$ is totally symmetric in the subset $`A^{}`$.
We decompose the $`1/(x\pm iϵ)`$ factors to obtain terms involving products of principle parts and delta-functions; only terms having less than three delta-functions contribute in the Lim procedure i.e.
$$v_{123}^{(IV)}=\underset{s=1}{\overset{3}{}}v_{123}^{(IV,s)}.$$
(C.3)
The terms are
$`v_{123}^{(IV,1)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{1536\pi ^2}}T(\kappa _1\kappa _2){\displaystyle \mathrm{d}^3\alpha \frac{\delta (\alpha _1,\alpha _2,\alpha _3,\kappa _4)}{_{i=1}^3\mathrm{ch}\alpha _i}}`$
$`\times g^{(IV)}(i\pi ,i\pi ,\alpha _1,\alpha _2,\alpha _3){\displaystyle \underset{i<j}{}}T^2(\alpha _i\alpha _j){\displaystyle \underset{k}{}}{\displaystyle \frac{𝒫}{T(\alpha _k+\kappa _1)}}{\displaystyle \frac{𝒫}{T(\alpha _k+\kappa _2)}},`$ (C.4)
$`v_{123}^{(IV,2)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{i}{128\pi }}{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\kappa _2,\alpha _1,\alpha _2,\kappa _4)}{1+_{i=1}^2\mathrm{ch}\alpha _i}}`$
$`\times g^{(IV)}(i\pi ,i\pi ,0,\alpha _1,\alpha _2)T^2(\alpha _1\alpha _2){\displaystyle \underset{k}{}}T(\alpha _k+\kappa _2){\displaystyle \frac{𝒫}{T(\alpha _k+\kappa _1)}},`$ (C.5)
while for the term involving the product of two delta-functions one finds
$$v_{123}^{(IV,3)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)=O(\kappa ^3).$$
(C.6)
The contribution $`(IV,1)`$ is antisymmetric in $`\kappa _1\kappa _2`$ and so it doesn’t contribute in the sum over permutations. In the contribution $`(IV,2)`$ we can take the $`\kappa 0`$ limit and obtain
$$v_{123}^{(IV)}(0,0,0,0)\frac{i}{128\pi }_{\mathrm{}}^{\mathrm{}}d\alpha \frac{T^2(2\alpha )}{\mathrm{ch}\alpha [1+2\mathrm{c}\mathrm{h}\alpha ]}g^{(IV)}(i\pi ,i\pi ,0,\alpha ,\alpha ).$$
(C.7)
Now turn to the $`(III)`$ contribution:
$$v_{123}^{(III)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4)\frac{1}{64\pi }\mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{_i\mathrm{ch}\beta _i[1+_j\mathrm{ch}\beta _j]}𝒢^{(III)}(\kappa _1+i\pi _{},\beta _1,\beta _2,\kappa _3),$$
(C.8)
where
$`𝒢^{(III)}(\theta _1,\theta _2,\theta _3,\theta _4)`$ $`=`$ $`{\displaystyle \underset{b_1b_2}{}}_{1b_1b_2}^1(\theta _1,\theta _2,\theta _3)_{b_1b_21}^1(\theta _2,\theta _3,\theta _4)^{}`$ (C.9)
$`=`$ $`T_3(\theta _1,\theta _2,\theta _3)T_3(\theta _2,\theta _3,\theta _4)^{}g^{(III)}(\theta _1,\theta _2,\theta _3,\theta _4).`$
Here one can set the $`\kappa _i`$ to zero to obtain
$$v_{123}^{(III)}(0,0,0,0)\frac{1}{128\pi }_{\mathrm{}}^{\mathrm{}}d\beta \frac{T^2(2\beta )}{\mathrm{ch}^2\beta [1+2\mathrm{c}\mathrm{h}\beta ]}g^{(III)}(i\pi ,\beta ,\beta ,0).$$
(C.10)
For the $`(II)`$ contribution:
$`v_{123}^{(II)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{256\pi ^2}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\beta _1,\alpha _1,\alpha _2,\kappa _4)}{\mathrm{ch}\beta _1+_{i=1}^2\mathrm{ch}\alpha _i}𝒢^{(II)}(\kappa _1+i\pi _{},\beta _1,\beta _2,\alpha _1,\alpha _2)},`$ (C.11)
where
$`𝒢^{(II)}(A)`$ $`=`$ $`{\displaystyle \underset{b}{}}{\displaystyle \underset{a_1,a_2}{}}_{1bb}^1(A^{})_{ba_1a_2}^1(B)_{ba_1a_2}^1(B^{})^{}`$ (C.12)
$`=`$ $`T_3(A^{})T_3(B)T_3(B^{})^{}g^{(II)}(A),`$
where $`A`$ stands for $`\theta _1,\theta _2,\theta _3,\theta _4,\theta _5`$; $`A^{}`$ stands for $`\theta _1,\theta _2,\theta _3`$, $`B`$ stands for $`\theta _3+i\pi _{},\theta _4,\theta _5`$, and $`B^{}`$ stands for $`\theta _2,\theta _4,\theta _5`$. Making the familiar decomposition of the singular distributions one obtains:
$$v_{123}^{(II)}=\underset{s=1}{\overset{3}{}}v_{123}^{(II,s)},$$
(C.13)
with
$`v_{123}^{(II,1)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{256\pi ^2}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$ (C.14)
$`{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\beta _1,\alpha _1,\alpha _2,\kappa _4)}{\mathrm{ch}\beta _1+_{i=1}^2\mathrm{ch}\alpha _i}g^{(II)}(\kappa _1+i\pi ,\beta _1,\beta _2,\alpha _1,\alpha _2)T^2(\alpha _1\alpha _2)}`$
$`T(\beta _1\beta _2){\displaystyle \underset{i}{}}{\displaystyle \frac{𝒫}{T(\kappa _1+\beta _i)}}{\displaystyle \underset{j}{}}T(\beta _1\alpha _j){\displaystyle \frac{𝒫}{T(\beta _2\alpha _j)}},`$
$`v_{123}^{(II,2)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{i}{64\pi }}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{[\mathrm{ch}\beta _1+\mathrm{ch}\beta _2][1+\mathrm{ch}\beta _1+\mathrm{ch}\beta _2]}}`$ (C.15)
$`g^{(II)}(\kappa _1+i\pi ,\beta _1,\beta _2,\beta _2,\kappa _3)T^2(\beta _1\beta _2){\displaystyle \underset{j}{}}T(\beta _j+\kappa _3){\displaystyle \frac{𝒫}{T(\beta _j+\kappa _1)}},`$
$`v_{123}^{(II,3)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{i}{256\pi }}{\displaystyle \mathrm{d}^2\alpha T^2(\alpha _1\alpha _2)}`$ (C.16)
$`\{{\displaystyle \frac{\delta (\kappa _1,\alpha _1,\alpha _2,\kappa _4)}{1+_{i=1}^2\mathrm{ch}\alpha _i}}g^{(II)}(\kappa _1+i\pi ,\kappa _1,\kappa _2,\alpha _1,\alpha _2){\displaystyle \underset{j}{}}T(\alpha _j+\kappa _1){\displaystyle \frac{𝒫}{T(\alpha _j+\kappa _2)}}`$
$`+{\displaystyle \frac{\delta (\kappa _2,\alpha _1,\alpha _2,\kappa _4)}{1+_{i=1}^2\mathrm{ch}\alpha _i}}g^{(II)}(\kappa _1+i\pi ,\kappa _2,\kappa _1,\alpha _1,\alpha _2){\displaystyle \frac{𝒫}{T(\alpha _j+\kappa _1)}}\},`$
In the contributions $`s=2,3`$ we can set the $`\kappa _i`$ to zero to obtain
$`v_{123}^{(II,2)}(0,0,0,0)`$ $``$ $`{\displaystyle \frac{i}{128\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta {\displaystyle \frac{T^2(2\beta )}{\mathrm{ch}^2\beta [1+2\mathrm{c}\mathrm{h}\beta ]}}g^{(II)}(i\pi ,\beta ,\beta ,\beta ,0),`$ (C.17)
$`v_{123}^{(II,3)}(0,0,0,0)`$ $``$ $`{\displaystyle \frac{i}{128\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\alpha {\displaystyle \frac{T^2(2\alpha )}{\mathrm{ch}\alpha [1+2\mathrm{c}\mathrm{h}\alpha ]}}g^{(II)}(i\pi ,0,0,\alpha ,\alpha ),`$ (C.18)
Finally for the $`(I)`$ contribution
$`v_{123}^{(I)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{6144\pi ^3}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^3\alpha \frac{\delta (\alpha _1,\alpha _2,\alpha _3,\kappa _4)}{_{i=1}^3\mathrm{ch}\alpha _i}𝒢^{(I)}(\kappa _1+i\pi _{},\beta _1,\beta _2,\alpha _1,\alpha _2,\alpha _3)},`$ (C.19)
with
$`𝒢^{(I)}(A)`$ $`=`$ $`{\displaystyle \underset{b}{}}{\displaystyle \underset{a_1,a_2,a_3}{}}_{1bb}^1(A^{})_{bba_1a_2a_3}^1(B)_{a_1a_2a_3}^1(B^{})^{}`$ (C.20)
$`=`$ $`T_3(A^{})T_5(B)T_3(B^{})^{}g^{(I)}(A).`$ (C.21)
Here $`A`$ stands for $`\theta _1,\theta _2,\theta _3,\theta _4,\theta _5,\theta _6`$; $`A^{}`$ stands for $`\theta _1,\theta _2,\theta _3`$, $`B`$ stands for $`\theta _3+i\pi _{},\theta _2+i\pi ,\theta _4,\theta _5,\theta _6`$, and $`B^{}`$ stands for $`\theta _4,\theta _5,\theta _6`$.
Then we rearrange to terms where after doing the $`\beta _2`$ integral the singularities in the $`\beta _1`$ integral all have negative imaginary parts
$$v_{123}^{(I)}=\underset{s=1}{\overset{4}{}}v_{123}^{(I,s)}.$$
(C.22)
The terms are:
$`v_{123}^{(I,1)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{6144\pi ^3}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^3\alpha \frac{\delta (\alpha _1,\alpha _2,\alpha _3,\kappa _4)}{_{i=1}^3\mathrm{ch}\alpha _i}g^{(I)}(\kappa _1+i\pi ,\beta _1,\beta _2,\alpha _1,\alpha _2,\alpha _3)}`$
$`\times {\displaystyle \frac{T^2(\beta _1\beta _2)}{T(\kappa _1+\beta _1+iϵ)T(\kappa _1+\beta _2iϵ)}}{\displaystyle \frac{\underset{i<j}{}T^2(\alpha _i\alpha _j)}{_kT(\beta _1+iϵ\alpha _k)T(\beta _2iϵ\alpha _k)}},`$ (C.23)
$`v_{123}^{(I,2)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{i}{512\pi ^2}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\beta _1,\alpha _1,\alpha _2,\kappa _4)}{\mathrm{ch}\beta _1+_{i=1}^2\mathrm{ch}\alpha _i}g^{(I)}(\kappa _1+i\pi ,\beta _1,\beta _2,\beta _1,\alpha _1,\alpha _2)}`$
$`\times {\displaystyle \frac{T(\beta _1\beta _2)T^2(\alpha _1\alpha _2)\underset{i}{}T(\beta _1\alpha _i)}{T(\kappa _1+\beta _1+iϵ)T(\kappa _1+\beta _2iϵ)_jT(\beta _2iϵ\alpha _j)}},`$ (C.24)
$`v_{123}^{(I,3)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{i}{3072\pi ^2}}T(\kappa _1\kappa _2)`$
$`{\displaystyle \mathrm{d}^3\alpha \frac{\delta (\alpha _1,\alpha _2,\alpha _3,\kappa _4)}{_{i=1}^3\mathrm{ch}\alpha _i}g^{(I)}(\kappa _1+i\pi ,\kappa _2,\kappa _1,\alpha _1,\alpha _2,\alpha _3)}`$
$`\times {\displaystyle \frac{\underset{i<j}{}T^2(\alpha _i\alpha _j)}{_kT(\kappa _1iϵ\alpha _k)T(\kappa _2+iϵ\alpha _k)}},`$ (C.25)
$`v_{123}^{(I,4)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{256\pi }}T(\kappa _1\kappa _2)`$
$`{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\kappa _2,\alpha _1,\alpha _2,\kappa _4)}{1+_{i=1}^2\mathrm{ch}\alpha _i}g^{(I)}(\kappa _1+i\pi ,\kappa _2,\kappa _1,\kappa _2,\alpha _1,\alpha _2)}`$
$`\times {\displaystyle \frac{T^2(\alpha _1\alpha _2)\underset{i}{}T(\kappa _2+\alpha _i)}{_jT(\kappa _1+iϵ+\alpha _j)}}.`$ (C.26)
As for the last contribution, it vanishes in the limit $`\kappa _i0`$
$$v_{123}^{(I,4)}(0,0,0,0)=0.$$
(C.27)
For the contribution $`(I,1)`$ we now perform the $`\beta _2`$ integral and shift the $`\beta _1`$ integral to larger imaginary part, after which we can send all the $`\kappa _i`$ to zero to obtain
$`v_{123}^{(I,1)}(0,0,0,0){\displaystyle \frac{1}{512\pi ^3}}{\displaystyle _{\mathrm{}+i\varphi }^{+\mathrm{}+i\varphi }}d\beta {\displaystyle \frac{\mathrm{ch}^4\frac{\beta }{2}}{\mathrm{ch}^4\beta }}`$
$`{\displaystyle _0^{\mathrm{}}}du_1{\displaystyle _0^{\mathrm{}}}du_2T^2(u_1)T^2(u_2)T^2(u_1+u_2)M^{(3)}(u)^2`$
$`\times g^{(I)}(i\pi ,\beta ,\beta ,\alpha _1,\alpha _2,\alpha _3){\displaystyle \underset{k}{}}\left({\displaystyle \frac{\mathrm{ch}\alpha _k+\mathrm{ch}\beta }{\mathrm{ch}\alpha _k\mathrm{ch}\beta }}\right),`$ (C.28)
where the $`\alpha _k`$ are determined in terms of the $`u`$’s as in Eq. (2.30).
For the $`(I,2)`$ term we obtain
$$v_{123}^{(I,2)}v_{123}^{(I,5)}+v_{123}^{(I,6)}+O(\kappa ),$$
(C.29)
where
$`v_{123}^{(I,5)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{i}{512\pi ^2}}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{\mathrm{ch}\beta _1+\mathrm{ch}\beta _2}}`$
$`{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\beta _1,\alpha _1,\alpha _2,\kappa _4)}{\mathrm{ch}\beta _1+_{i=1}^2\mathrm{ch}\alpha _i}g^{(I)}(\kappa _1+i\pi ,\beta _1,\beta _2,\beta _1,\alpha _1,\alpha _2)}`$
$`\times T(\beta _1\beta _2)T^2(\alpha _1\alpha _2){\displaystyle \underset{i}{}}{\displaystyle \frac{𝒫}{T(\kappa _1+\beta _i)}}{\displaystyle \underset{j}{}}T(\beta _1\alpha _j){\displaystyle \frac{𝒫}{T(\beta _2\alpha _j)}},`$ (C.30)
$`v_{123}^{(I,6)}(\kappa _1,\kappa _2,\kappa _3,\kappa _4){\displaystyle \frac{1}{128\pi }}{\displaystyle \mathrm{d}^2\beta \frac{\delta (\beta _1,\beta _2,\kappa _1,\kappa _2)}{_i\mathrm{ch}\beta _i[1+_j\mathrm{ch}\beta _j]}}`$
$`g^{(I)}(\kappa _1+i\pi ,\beta _1,\beta _2,\beta _1,\beta _2,\kappa _3)T^2(\beta _1\beta _2){\displaystyle \underset{i}{}}T(\beta _i+\kappa _3){\displaystyle \frac{𝒫}{T(\beta _i+\kappa _1)}}.`$ (C.31)
In the latter we can do the $`\beta _2`$ integral and set the $`\kappa _i`$ to zero to obtain
$$v_{123}^{(I,6)}(0,0,0,0)\frac{1}{256\pi }_{\mathrm{}}^{\mathrm{}}d\beta \frac{T^2(2\beta )}{\mathrm{ch}^2\beta [1+2\mathrm{c}\mathrm{h}\beta ]}g^{(I)}(i\pi ,\beta ,\beta ,\beta ,\beta ,0).$$
(C.32)
Finally
$$v_{123}^{(I,3)}(0,0,0,0)=\frac{1}{256\pi }_{\mathrm{}}^{\mathrm{}}d\alpha \frac{T^2(2\alpha )}{\mathrm{ch}\alpha [1+2\mathrm{c}\mathrm{h}\alpha ]}g^{(I)}(i\pi ,0,0,\alpha ,\alpha ,0).$$
(C.33)
Summarizing the results we have
$$v_{123}(0,0,0,0)=\underset{j=1}{\overset{5}{}}V^{(j)},$$
(C.34)
where the five terms are as follows:
$$V^{(1)}=v_{123}^{(I,1)}(0,0,0,0),$$
(C.35)
given in Eq. (C.28). Further
$`V^{(2)}`$ $`=`$ $`v_{123}^{(III)}(0,0,0,0)+v_{123}^{(IV)}(0,0,0,0)`$ (C.36)
$`=`$ $`{\displaystyle \frac{1}{128\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta {\displaystyle \frac{T^2(2\beta )}{\mathrm{ch}^2\beta }}g^{(2)}(\beta ),`$
where
$$g^{(2)}(\beta )=\frac{g^{(III)}(i\pi ,\beta ,\beta ,0)ig^{(IV)}(i\pi ,i\pi ,0,\beta ,\beta )\mathrm{ch}\beta }{1+2\mathrm{c}\mathrm{h}\beta }.$$
(C.37)
Next
$`V^{(3)}`$ $`=`$ $`v_{123}^{(I,5)}(0,0,0,0)+v_{123}^{(II,1)}(0,0,0,0)`$ (C.38)
$`=`$ $`{\displaystyle \frac{1}{512\pi ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta {\displaystyle \frac{\mathrm{ch}^2\frac{\beta }{2}}{\mathrm{ch}^3\beta }}{\displaystyle \frac{𝒫}{T(\beta )}}{\displaystyle \mathrm{d}^2\alpha \frac{\delta (\beta ,\alpha _1,\alpha _2)}{\mathrm{ch}\beta +_{i=1}^2\mathrm{ch}\alpha _i}g^{(3)}(\beta ,\alpha _1,\alpha _2)}`$
$`\times T^2(\alpha _1\alpha _2){\displaystyle \underset{j}{}}T(\alpha _j\beta ){\displaystyle \frac{𝒫}{T(\alpha _j+\beta )}},`$
where
$$g^{(3)}(\beta ,\alpha _1,\alpha _2)=2g^{(II)}(i\pi ,\beta ,\beta ,\alpha _1,\alpha _2)+ig^{(I)}(i\pi ,\beta ,\beta ,\beta ,\alpha _1,\alpha _2).$$
(C.39)
Further
$`V^{(4)}`$ $`=`$ $`v_{123}^{(I,3)}(0,0,0,0)+v_{123}^{(II,3)}(0,0,0,0)`$ (C.40)
$`=`$ $`{\displaystyle \frac{1}{256\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\alpha {\displaystyle \frac{T^2(2\alpha )}{\mathrm{ch}\alpha [1+2\mathrm{c}\mathrm{h}\alpha ]}}g^{(4)}(\alpha ),`$
where
$$g^{(4)}(\alpha )=ig^{(3)}(0,\alpha ,\alpha ).$$
(C.41)
Finally
$`V^{(5)}`$ $`=`$ $`v_{123}^{(I,6)}(0,0,0,0)+v_{123}^{(II,2)}(0,0,0,0),`$ (C.42)
$`=`$ $`{\displaystyle \frac{1}{256\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta {\displaystyle \frac{T^2(2\beta )}{\mathrm{ch}^2\beta [1+2\mathrm{c}\mathrm{h}\beta ]}}g^{(5)}(\beta ),`$
where
$$g^{(5)}(\beta )=ig^{(3)}(\beta ,\beta ,0).$$
(C.43)
Case $`n\mathbf{=}\mathrm{𝟏}`$:
Here we have simply
$`g^{(I)}(A)`$ $`=`$ $`16,\text{ }g^{(II)}(B)=8i,`$
$`g^{(III)}(C)`$ $`=`$ $`4,\text{ }g^{(IV)}(D)=8i,`$ (C.44)
and so
$$g^{(2)}(\beta )=4,\text{ }g^{(r)}=0,r=3,4,5.$$
(C.45)
Thus
$`V^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{32\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta {\displaystyle \frac{\mathrm{sh}^2\beta }{\mathrm{ch}^4\beta }}={\displaystyle \frac{1}{48\pi }},`$
$`V^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{128\pi ^3}}{\displaystyle _0^{\mathrm{}}}\mathrm{d}^2uT^2(u_1)T^2(u_2)T^2(u_1+u_2){\displaystyle \frac{S(u_1,u_2)}{M^{(3)}(u)^2}},`$ (C.46)
with
$$S(u_1,u_2)=_{\mathrm{}+i\varphi }^{+\mathrm{}+i\varphi }d\beta \frac{[1+\mathrm{ch}\beta ]^2}{\mathrm{ch}^4\beta }\underset{k=1}{\overset{3}{}}\left(\frac{\mathrm{ch}\alpha _k+\mathrm{ch}\beta }{\mathrm{ch}\alpha _k\mathrm{ch}\beta }\right).$$
(C.47)
Numerically we find
$$V^{(1)}=0.000842721(1).$$
(C.48)
Case $`n\mathbf{=}\mathrm{𝟑}`$:
First we have
$$V^{(1)}=\frac{\pi ^9}{32768}_0^{\mathrm{}}\mathrm{d}^2u|\psi (u_1)\psi (u_2)\psi (u_1+u_2)|^2M^{(3)}(u)^2S(u_1,u_2),$$
(C.49)
where
$$|\psi (u)|^2=\frac{u^2+\pi ^2}{u^2(u^2+4\pi ^2)}T^4(u),$$
(C.50)
and
$`S(u_1,u_2)={\displaystyle _{\mathrm{}+i\varphi }^{+\mathrm{}+i\varphi }}d\beta {\displaystyle \frac{(1+\mathrm{ch}\beta )^4}{\mathrm{ch}^6\beta }}h^{(I)}(i\pi ,\beta ,\beta ,\alpha _1,\alpha _2,\alpha _3)`$
$`{\displaystyle \frac{(4\beta ^2+\pi ^2)}{(\beta ^2+\pi ^2)^3}}{\displaystyle \underset{k}{}}{\displaystyle \frac{\alpha _k^2\beta ^2}{(\alpha _k^2\beta ^2)^2+2\pi ^2(\alpha _k^2+\beta ^2)+\pi ^4}}\left({\displaystyle \frac{\mathrm{ch}\alpha _k+\mathrm{ch}\beta }{\mathrm{ch}\alpha _k\mathrm{ch}\beta }}\right)^2.`$ (C.51)
Numerically this gives
$$V^{(1)}=0.000844527(1).$$
(C.52)
Doing the contractions yields
$`g^{(III)}(i\pi ,\beta ,\beta ,0)`$ $`=`$ $`{\displaystyle \frac{\pi ^6}{4}}{\displaystyle \frac{(2\beta ^2+\pi ^2)}{(\beta ^2+\pi ^2)^2}}{\displaystyle \frac{T^2(2\beta )}{\beta ^2}},`$
$`g^{(IV)}(i\pi ,i\pi ,0,\beta ,\beta )`$ $`=`$ $`2ig^{(III)}(i\pi ,\beta ,\beta ,0).`$ (C.53)
Thus
$$g^{(2)}(\beta )=g^{(III)}(i\pi ,\beta ,\beta ,0),$$
(C.54)
and
$$V^{(2)}=\frac{\pi ^5}{512}_{\mathrm{}}^{\mathrm{}}d\beta \frac{\mathrm{sh}^4\beta }{\beta ^2\mathrm{ch}^6\beta }\frac{(2\beta ^2+\pi ^2)(4\beta ^2+\pi ^2)}{(\beta ^2+\pi ^2)^2(\beta ^2+4\pi ^2)}=0.0074380765.$$
(C.55)
Next by explicit computation one verifies
$$g^{(4)}(\alpha )=0,\text{ }g^{(5)}(\beta )=g^{(5)}(\beta ),$$
(C.56)
and thus<sup>*</sup><sup>*</sup>*Eq. (C.57) is perhaps true for all $`n`$ but we have not verified this conjecture
$$V^{(4)}=V^{(5)}=0.$$
(C.57)
It remains to compute $`V^{(3)}`$. Shifting the $`\alpha _1`$ integral we obtain the representation
$`V^{(3)}={\displaystyle \frac{1}{256\pi ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}d\beta {\displaystyle _{\mathrm{}}^{\mathrm{}}}d\alpha {\displaystyle \frac{𝒫}{\mathrm{sh}\frac{\beta }{2}}}{\displaystyle \frac{\mathrm{ch}^2\frac{\beta }{2}}{\mathrm{ch}^3\beta }}{\displaystyle \frac{𝒫}{T(\alpha )}}`$
$`{\displaystyle \frac{g^{(3)}(\beta ,\alpha _1,\alpha _2)\mathrm{ch}\frac{\alpha _1}{2}\mathrm{ch}\frac{\alpha _2+\beta }{2}}{\mathrm{ch}\alpha _2\mathrm{ch}\frac{\alpha _1\alpha _2}{2}[\mathrm{ch}\beta +\mathrm{ch}\alpha _1+\mathrm{ch}\alpha _2]}}T(\alpha _1\alpha _2)T(\alpha _1\beta )T(\alpha _2\beta )\mathrm{ch}{\displaystyle \frac{\alpha _1}{2}},`$ (C.58)
where
$$\alpha _1=\alpha \beta ,$$
(C.59)
and $`\alpha _2`$ is determined by
$$\mathrm{sh}\alpha _2=\mathrm{sh}\beta \mathrm{sh}\alpha _1.$$
(C.60)
Numerically this gives
$$V^{(3)}=0.000125112(1).$$
(C.61)
D. Building blocks of form factors
In form factor calculations one often encounters the problem of finding an analytic function $`f(\theta )`$ satisfying
$`f(\theta )`$ $`=`$ $`\sigma (\theta )f(\theta ),`$
$`f(i\pi \theta )`$ $`=`$ $`f(i\pi +\theta ),`$ (D.1)
for given $`\sigma (\theta )`$. If $`\sigma (\theta )`$ has the Fourier representation
$$\sigma (\theta )=e^{i\delta (\theta )},\delta (\theta )=2_0^{\mathrm{}}\frac{\mathrm{d}\omega }{\omega }\mathrm{sin}(\theta \omega )\stackrel{~}{k}(\omega ),$$
(D.2)
with some kernel function $`\stackrel{~}{k}(\omega )`$ then the ‘minimal’ solution of (D.1) is given by
$$f(\theta )=e^{\mathrm{\Delta }(\theta )},\mathrm{\Delta }(\theta )=_0^{\mathrm{}}\frac{\mathrm{d}\omega }{\omega }\frac{\mathrm{ch}\omega (\pi +i\theta )1}{\mathrm{sh}\pi \omega }\stackrel{~}{k}(\omega ).$$
(D.3)
The function $`\mathrm{\Delta }(\theta )`$ has the following properties. If $`\stackrel{~}{k}(\omega )e^{z\omega }`$ ($`z>0`$) for $`\omega \mathrm{}`$ then $`\mathrm{\Delta }(\theta )`$ is analytic for $`z<\mathrm{Im}\theta <2\pi +z`$ and for real $`\theta \mathrm{}`$
$$\mathrm{Re}\mathrm{\Delta }(\theta )\mathrm{\Delta }(i\pi +\theta )\frac{\theta }{2}\stackrel{~}{k}(0)\frac{\mathrm{ln}\theta }{\pi }\stackrel{~}{k}^{}(0)+\mathrm{const}.$$
(D.4)
We encountered in Section 6 the following special case: for some (positive, real) parameter $`\alpha `$
$$\sigma _\alpha (\theta )=e^{i\delta _\alpha (\theta )}=\frac{(1+\alpha )i\pi +\theta }{(1+\alpha )i\pi \theta },$$
(D.5)
corresponding to the kernel
$$\stackrel{~}{k}_\alpha (\omega )=e^{\pi \omega (1+\alpha )}.$$
(D.6)
We denote the corresponding solution by $`\mathrm{\Delta }_\alpha (\theta )`$. |
warning/0001/math0001036.html | ar5iv | text | # Lu Qi-Keng’s Problem
## 1. Introduction
When does a convergent infinite series of holomorphic functions have zeroes? This question is a fundamental, difficult problem in mathematics.
For example, the series $`_{n=0}^{\mathrm{}}z^n/n!`$ is zero-free, but how can one tell this without a priori knowledge that the series represents the exponential function? Changing the initial term of this series produces a new series that does have zeroes, since the range of the exponential function is all non-zero complex numbers. The problem of determining when a series has zeroes is essentially equivalent to the hard problem of determining the range of a holomorphic function that is presented as a series.
A famous instance of the problem of locating zeroes of infinite series is the Riemann hypothesis about the zeta function: namely, the conjecture that when $`0<\mathrm{Re}z<1/2`$, the convergent series $`_{n=1}^{\mathrm{}}(1)^n/n^z`$ has no zeroes. This formulation of the Riemann hypothesis is equivalent to the usual statement that the zeroes of $`\zeta (z)`$ in the critical strip where $`0<\mathrm{Re}z<1`$ all lie on the line where $`\mathrm{Re}z=1/2`$. Indeed, when $`\mathrm{Re}z>1`$, absolute convergence justifies writing that
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{(1)^n}{n^z}=\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n^z}+2\underset{\text{even }n}{}\frac{1}{n^z}=\zeta (z)(2^{1z}1).$$
By the principle of persistence of functional relationships, the expressions on the outer ends of this equality still agree when $`0<\mathrm{Re}z<1`$, so $`\zeta (z)`$ and $`_{n=1}^{\mathrm{}}(1)^n/n^z`$ have the same zeroes in the interior of the critical strip. Moreover, the well known functional equation for the zeta function implies that the zeroes of $`\zeta `$ in the critical strip are symmetric about the point $`1/2`$, so it suffices to examine the left half of the critical strip for zeroes.
In this article, I shall discuss a different instance of the general problem of locating zeroes of infinite series. The Bergman kernel function is most conveniently expressed as the sum of a convergent infinite series. In 1966, Lu Qi-Keng asked: for which domains is the Bergman kernel function $`K(z,w)`$ zero-free? I shall address three general methods for approaching this problem, and I shall give examples both of domains whose Bergman kernel functions are zero-free and of domains whose Bergman kernel functions have zeroes.
## 2. The Bergman kernel function
### 2.1. Definition
The Bergman kernel function $`K(z,w)`$ of a domain $`D`$ in $`^n`$ is the unique sesqui-holomorphic<sup>1</sup><sup>1</sup>1Sesqui-holomorphic means holomorphic in the first variable and conjugate holomorphic in the second variable. function satisfying the skew-symmetry property that $`K(z,w)=\overline{K(w,z)}`$ and the reproducing property that
$$f(z)=_DK(z,w)f(w)𝑑\text{Volume}_w\text{for all }z\text{ in }D$$
for every square-integrable holomorphic function $`f`$ on $`D`$. Equivalently, $`K(z,w)=_j\phi _j(z)\overline{\phi _j(w)}`$, where $`\{\phi _j\}`$ is an orthonormal basis for the Hilbert space of square-integrable holomorphic functions on $`D`$. To compute the Bergman kernel function, one typically chooses an orthogonal basis, calculates the normalizing factors, and sums the series.
For example, the monomials $`1`$, $`z`$, $`z^2`$, …, are orthogonal on the unit disk in the complex plane, and the norm of $`z^k`$ is $`(_0^{2\pi }_0^1r^{2k+1}𝑑r𝑑\theta )^{1/2}`$, or $`\sqrt{2\pi /(2k+2)}`$. Therefore the Bergman kernel function $`K(z,w)`$ of the unit disk equals
(1)
$$\underset{k=0}{\overset{\mathrm{}}{}}\frac{k+1}{\pi }z^k\overline{w}^k=\frac{1}{\pi }\frac{1}{(1z\overline{w})^2}.$$
This result is compatible with the Cauchy integral formula
$$f(z)=\frac{1}{2\pi i}_{|w|=1}\frac{f(w)}{wz}𝑑w,$$
which can be rewritten by Green’s formula as
$$f(z)=\frac{1}{\pi }_{|w|<1}\frac{f(w)}{(1z\overline{w})^2}𝑑\text{Area}_w,$$
thus confirming that the kernel function (1) does have the required reproducing property.
### 2.2. Transformation rule
If $`f:D_1D_2`$ is a biholomorphic<sup>2</sup><sup>2</sup>2Biholomorphic means holomorphic with a holomorphic inverse. mapping, and if $`K_1`$ and $`K_2`$ denote the Bergman kernel functions of the domains $`D_1`$ and $`D_2`$ in $`^n`$, then
(2)
$$K_1(z,w)=(detf^{}(z))K_2(f(z),f(w))(\overline{detf^{}(w)}).$$
This relationship holds because if $`\{\phi _j\}`$ is an orthonormal basis for the square-integrable holomorphic functions on $`D_2`$, then $`\{(detf^{})\phi _jf\}`$ is an orthonormal basis for the square-integrable holomorphic functions on $`D_1`$. For example, scaling (1) shows that the Bergman kernel function of the disk of radius $`r`$ is equal to $`{\displaystyle \frac{1}{\pi r^2}}{\displaystyle \frac{1}{(1z\overline{w}/r^2)^2}}`$.
It is an observation of Steven R. Bell that a similar transformation rule holds even when $`f:D_1D_2`$ is a branched $`m`$-fold covering (a proper holomorphic mapping): namely,
$$\underset{k=1}{\overset{m}{}}K_1(z,f_k^1(w))(\overline{det(f_k^1)^{}(w)})=(detf^{}(z))K_2(f(z),w),$$
where the $`f_k^1`$ are the $`m`$ holomorphic local inverses of $`f`$. This formula is not valid on the branching set, where local inverses are not defined.
The Bergman kernel function $`K(z,w)`$ of a simply-connected planar domain $`D`$ is related to the Riemann mapping function $`f`$ that maps $`D`$ onto the unit disk, taking the point $`a`$ to $`0`$: namely,
(3)
$$f^{}(z)=K(z,a)\sqrt{\frac{\pi }{K(a,a)}}.$$
Indeed, the transformation rule (2) implies that
$$K(z,w)=f^{}(z)\frac{1}{\pi }\frac{1}{(1f(z)\overline{f(w)})^2}\overline{f^{}(w)}.$$
Since $`f(a)=0`$, and $`f^{}(a)`$ is real and positive, setting $`w=a`$ implies that $`\pi K(z,a)=f^{}(z)f^{}(a)`$, and then setting $`z=a`$ makes it possible to eliminate $`f^{}(a)`$ to obtain (3).
Since the Riemann mapping function solves a certain extremal problem, the connection in one dimension with the Bergman kernel function suggests studying the Bergman kernel function in higher dimensions in connection with extremal problems.
### 2.3. Extremal properties
One can use extremal characterizations of the Bergman kernel function to help prove theorems about convergence of the Bergman kernel functions of a convergent sequence of domains. In the following two properties, the point $`w`$ is fixed in a domain $`D`$ in $`^n`$, and $`\{\phi _j\}`$ is an orthonormal basis for the Hilbert space $`A^2(D)`$ of square-integrable holomorphic functions on $`D`$.
1. In the class of holomorphic functions $`f`$ on $`D`$ such that $`_D|f|^21`$, the maximal value of $`|f(w)|^2`$ is $`K(w,w)`$. In other words, $`K(w,w)`$ is the square of the norm of the functional from $`A^2(D)`$ to $``$ that evaluates a function at the point $`w`$.
Indeed, if $`f(z)=_jc_j\phi _j(z)`$, and if $`_j|c_j|^21`$, then the Cauchy-Schwarz inequality implies that $`|_jc_j\phi _j(w)|^2`$ is bounded above by $`_j|\phi _j(w)|^2`$, which equals $`K(w,w)`$; and the upper bound is attained if $`c_j`$ is taken equal to $`\overline{\phi _j(w)}/(_j|\phi _j(w)|^2)^{1/2}`$.
2. In the class of holomorphic functions $`f`$ on $`D`$ satisfying the nonlinear constraint that $`f(w)_D|f|^2`$, the function with the maximal value at $`w`$ is $`K(,w)`$.
Indeed, it is evident that the function $`K(,w)=_j\overline{\phi _j(w)}\phi _j`$ is in the class. On the other hand, if $`f=_jc_j\phi _j`$ is an arbitrary member of the class, then the preceding extremal property implies that $`f(w)^2K(w,w)_j|c_j|^2`$; and since the defining property of the class implies that $`(_j|c_j|^2)^2f(w)^2`$, it follows that $`_j|c_j|^2K(w,w)`$, and hence $`f(w)K(w,w)`$.
## 3. Motivation for Lu Qi-Keng’s problem
The Riemann mapping theorem characterizes the planar domains that are biholomorphically equivalent to the unit disk. In higher dimensions, there is no Riemann mapping theorem,<sup>3</sup><sup>3</sup>3More precisely, in order to obtain a generalized Riemann mapping theorem, one needs either new hypotheses or new definitions . and two natural problems arise.
1. Are there canonical representatives of biholomorphic equivalence classes of domains?
2. How can one tell that two particular domains are biholomorphically inequivalent?
As an approach to the first question, Stefan Bergman introduced the notion of a “representative domain” to which a given domain may be mapped by “representative coordinates”. If $`g_{jk}`$ denotes the Bergman metric $`{\displaystyle \frac{^2}{z_j\overline{z}_k}}\mathrm{log}K(z,z)`$, where $`K`$ is the Bergman kernel function, then the local representative coordinates based at the point $`a`$ are
$$\underset{k=1}{\overset{n}{}}g_{kj}^1(a)\frac{}{\overline{w}_k}\mathrm{log}\frac{K(z,w)}{K(w,w)}|_{w=a},j=1,\mathrm{},n.$$
These coordinates take $`a`$ to $`0`$ and have complex Jacobian matrix at $`a`$ equal to the identity.
Zeroes of the Bergman kernel function $`K(z,w)`$ evidently pose an obstruction to the global definition of Bergman representative coordinates. This observation was Lu Qi-Keng’s motivation for asking which domains have zero-free Bergman kernel functions.
On the other hand, if the Bergman kernel function of a domain does have zeroes, then the transformation rule (2) shows that the zero set is a biholomorphically invariant object. Therefore zero sets of Bergman kernel functions could be a tool for addressing the second question stated above. This idea has not yet been exploited in the literature.
## 4. First examples
The Bergman kernel function (1) of the unit disk is evidently zero-free. Consequently, the Bergman kernel function of every bounded, simply connected, planar domain is zero-free: apply either the transformation rule (2) or the explicit formula (3) relating the Riemann mapping function to the Bergman kernel function.
On the other hand, the Bergman kernel function of every annulus does have zeroes ; more generally, the Bergman kernel function of every bounded, multiply connected, planar domain with smooth boundary has zeroes .
Isolated singularities of square-integrable holomorphic functions are removable, and therefore the Bergman kernel function does not see isolated punctures in a domain. For example, the Bergman kernel function of a punctured disk is zero-free. On the other hand, a finitely connected planar domain with no singleton boundary component can be mapped biholomorphically to a smoothly bounded domain. Consequently, if a bounded planar domain is finitely connected and has at least two non-singleton boundary components, then its Bergman kernel function has zeroes.
I do not know if a corresponding statement holds for infinitely connected planar domains. For example, delete from the open unit disk a countable sequence of pairwise disjoint closed disks that accumulate only at the boundary of the unit disk. Does the Bergman kernel function of the resulting domain have zeroes?
###### Problem 1.
Give necessary and sufficient conditions on an infinitely connected planar domain for its Bergman kernel function to have zeroes.
It is easy to see that in higher dimensions, the Bergman kernel function of a product domain is the product of the Bergman kernel functions of the lower dimensional domains. Consequently, the Bergman kernel function of a polydisc is zero-free, while the Bergman kernel function of the Cartesian product of a disc with an annulus does have zeroes. The Bergman kernel function $`K(z,w)`$ of the unit ball in $`^n`$ is the zero-free function $`{\displaystyle \frac{n!}{\pi ^n}}{\displaystyle \frac{1}{(1z,w)^{n+1}}}`$, where $`z,w`$ denotes the scalar product $`z_1\overline{w}_1+\mathrm{}+z_n\overline{w}_n`$.
Even without knowing this explicit formula, one can see that the Bergman kernel function of the unit ball is zero-free. Since the ball is a complete circular domain,<sup>4</sup><sup>4</sup>4A domain is called complete circular if whenever it contains a point $`z`$, it also contains the one-dimensional disk $`\{\lambda z:|\lambda |1\}`$. its space of square-integrable holomorphic functions has an orthonormal basis whose first element is a constant (namely, the reciprocal of the square root of the volume of the domain) and whose other elements are functions that vanish at the origin. Consequently, the Bergman kernel function $`K`$ has the property that $`K(z,0)`$ is a non-zero constant function of $`z`$. Since the ball is homogeneous,<sup>5</sup><sup>5</sup>5A domain is called homogeneous if it has a transitive automorphism group, that is, if any point of the domain can be mapped to any other point by a biholomorphic self-mapping of the domain. the transformation rule (2) implies that the Bergman kernel function is nowhere zero. The same argument shows that every bounded, homogeneous, complete circular domain has a zero-free Bergman kernel function .
For many years it was thought that sufficiently nice, topologically trivial, bounded domains in $`^n`$ should have zero-free Bergman kernel functions. For example, all strongly convex,<sup>6</sup><sup>6</sup>6The statement is also true for strongly pseudoconvex domains, that is, domains that locally can be mapped biholomorphically to strongly convex domains. sufficiently small perturbations of the ball have zero-free Bergman kernel functions if “small” is interpreted in the $`C^{\mathrm{}}`$ topology on domains . It turns out, however, to be the generic situation for the Bergman kernel function of a domain of holomorphy to have zeroes, if “generic” is interpreted in the very flexible Hausdorff topology on domains .
###### Problem 2.
Do there exist arbitrarily small class $`C^1`$ perturbations of the ball whose Bergman kernel functions have zeroes?
I shall now discuss three techniques that can be used to show the existence of interesting domains whose Bergman kernel functions have zeroes.
## 5. Variation of domains
If reasonable domains $`\mathrm{\Omega }_j`$ converge in a reasonable way to a limiting domain $`\mathrm{\Omega }`$, then the Bergman kernel functions $`K_{\mathrm{\Omega }_j}(z,w)`$ converge to $`K_\mathrm{\Omega }(z,w)`$ uniformly on compact subsets of $`\mathrm{\Omega }\times \mathrm{\Omega }`$. The word “reasonable” can be made precise , but here I will simply mention two examples of reasonable behavior. The first example is a fundamental theorem of I. P. Ramadanov which started the whole theory.
* The $`\mathrm{\Omega }_j`$ form an increasing sequence whose union is $`\mathrm{\Omega }`$.
* The $`\mathrm{\Omega }_j`$ are bounded pseudoconvex<sup>7</sup><sup>7</sup>7A domain is pseudoconvex if it is the union of an increasing sequence of strongly pseudoconvex domains, as defined in the preceding footnote. According to the solution of the Levi problem (see, for example, ), pseudoconvex domains are the same as domains of holomorphy. domains whose complements converge in the Hausdorff metric to the complement of an $`\mathrm{\Omega }`$ whose boundary is locally a graph.
An example of unreasonable convergence is a sequence of disks shrinking down to a disk with a slit .
The proof of the convergence theorem exploits the extremal characterization of the Bergman kernel function from section 2.3. The application to Lu Qi-Keng’s problem is that by Hurwitz’s theorem, if the Bergman kernel function of the limiting domain $`\mathrm{\Omega }`$ has zeroes, then so does the Bergman kernel function of the approximating domain $`\mathrm{\Omega }_j`$ when $`j`$ is sufficiently large.
Consequently, to construct a nice domain whose Bergman kernel function has zeroes, it suffices to construct a degenerate domain whose Bergman kernel function has zeroes, and then to approximate the degenerate domain by nice ones. For example, an easy calculation shows that constant functions are not square-integrable on the domain
(4)
$$\{(z_1,z_2)𝐂^2:|z_2|<\frac{1}{1+|z_1|}\},$$
although the domain does support some non-constant square-integrable holomorphic functions. Therefore the Bergman kernel function of this domain has a zero at the origin, but is not identically zero. By approximating this domain from inside, one sees that there exists a bounded, smooth, logarithmically convex, complete Reinhardt domain<sup>8</sup><sup>8</sup>8A domain is called complete Reinhardt if whenever it contains a point $`(z_1,\mathrm{},z_n)`$, it also contains the polydisc $`\{(\lambda _1z_1,\mathrm{},\lambda _nz_n):|\lambda _1|1,\mathrm{},|\lambda _n|1\}`$. The logarithmically convex complete Reinhardt domains are the convergence domains of power series. whose Bergman kernel function has zeroes . This example was surprising when it was first discovered; indeed, it contradicts a theorem previously published by two different authors \[18, Theorem 1\], \[14, Corollary\] and applied by a third .
Nguyên Viêt Anh, a student in Marseille, recently showed how to approximate the domain (4) from inside by *concrete* domains that are smooth, algebraic, logarithmically convex, complete Reinhardt domains. Namely, the domain defined by the inequality
(5)
$$|z_2|^{2k}(1+|z_1|)^{2k}+|z_2|^{2k}(1|z_1|)^{2k}+\left(\frac{|z_1|^2+|z_2|^2}{k}\right)^k<1$$
has the indicated properties when $`k`$ is a positive integer, and so the Bergman kernel function of this domain must have zeroes when $`k`$ is sufficiently large.
###### Problem 3.
How large must $`k`$ be in order for the Bergman kernel function of the domain (5) to have zeroes?
The technique of variation of domains can be used to prove the statement at the end of section 4 that every nice domain can be arbitrarily closely approximated in the Hausdorff metric by a nice domain whose Bergman kernel function has zeroes. View the starting domain as the Earth, and place in orbit around the Earth a small copy of one of the bounded domains just discussed. The Bergman kernel function of this disconnected region has zeroes because the Bergman kernel function of the satellite has zeroes. Now attach the satellite to the Earth by a thin tether. If the tether is sufficiently thin, then the principle of variation of domains implies that the Bergman kernel function of the joined domain has zeroes. According to the barbell lemma \[16, Chapter 5, Exercise 21\] in a suitable formulation , the joined domain can be made strongly pseudoconvex if the Earth is.
## 6. Variation of weights
In the representation of the Bergman kernel function as an infinite series $`_j\phi _j(z)\overline{\phi _j(w)}`$, the basis elements $`\phi _j`$ are supposed to be orthonormal for integration with respect to Lebesgue measure. It is natural to consider the analogous construction when Lebesgue measure is multiplied by a positive weight function.
For instance, if $`G`$ is a domain in $`^n`$, and $`\mathrm{\Omega }`$ is a Hartogs domain in $`^{n+1}`$ with base $`G`$, which means that $`\mathrm{\Omega }=\{(z,z_{n+1})^{n+1}:zG`$ and $`|z_{n+1}|<r(z)\}`$, where $`r`$ is a positive function on $`G`$, then the Bergman kernel function of $`\mathrm{\Omega }`$ restricted to the base $`G`$ equals the weighted Bergman kernel function of $`G`$ corresponding to the weight $`\pi r^2`$. This follows because the Bergman kernel function is uniquely determined by its reproducing property, and holomorphic functions on $`G`$ correspond to holomorphic functions on $`\mathrm{\Omega }`$ that are independent of the extra variable. Consequently, zeroes of weighted Bergman kernel functions give rise to zeroes of ordinary Bergman kernel functions of higher-dimensional domains.
As a concrete example, consider on a bounded domain $`G`$ in $`^n`$ containing the origin the weight function $`\mathrm{exp}(tz)`$, where $`t`$ is a real parameter, and $`z`$ denotes the Euclidean length $`\sqrt{|z_1|^2+\mathrm{}+|z_n|^2}`$. Let $`K_t(z,w)`$ denote the Bergman kernel function of $`G`$ with respect to this weight. It is a special case of a recent theorem of Miroslav Engliš that this weighted Bergman kernel function must have zeroes near the origin when $`t`$ is sufficiently large.
Remarkably, the proof depends on the non-smoothness of the weight function. The idea is to show that $`lim_t\mathrm{}K_t(z,z)^{1/t}=e^z`$. It follows that the function $`K_t(z,w)`$ cannot be zero-free for every large $`t`$, for if it were, then a sesqui-holomorphic branch of $`K_t(z,w)^{1/t}`$ could be defined near the origin. When $`t\mathrm{}`$, there would be a limiting sesqui-holomorphic function $`L(z,w)`$ such that $`L(z,z)=e^z`$; but this is impossible because the function $`e^z`$ is not real analytic at the origin.
The verification that $`lim_t\mathrm{}K_t(z,z)^{1/t}=e^z`$ is carried out via an upper estimate and a lower estimate. Let $`f_t`$ denote the weighted norm $`(_G|f(w)|^2e^{tw}𝑑V_w)^{1/2}`$. If $`f`$ is a holomorphic function, and $`B_z`$ is a small ball centered at $`z`$ with volume $`|B_z|`$, then the mean-value property of holomorphic functions and the Cauchy-Schwarz inequality imply that $`|f(z)|`$ is bounded above by $`f_t|B_z|^1(_{B_z}e^{tw}𝑑V_w)^{1/2}`$. Therefore $`K_t(z,z)`$, which is the square of the norm of the point evaluation functional, is bounded above by $`|B_z|^1sup_{wB_z}e^{tw}`$, and so $`lim\; sup_t\mathrm{}K_t(z,z)^{1/t}sup_{wB_z}e^w`$. Now let the radius of the ball $`B_z`$ shrink to zero to conclude that $`lim\; sup_t\mathrm{}K_t(z,z)^{1/t}e^z`$.
For the lower bound, use the convexity of the Euclidean norm and the representation of a supporting hyperplane as the zero set of the real part of a linear holomorphic function. For each point $`z`$ in the domain, there is a holomorphic function $`g`$ such that $`\mathrm{Re}g(w)w`$ for all $`w`$, and $`\mathrm{Re}g(z)=z`$. Since $`K_t(z,z)`$ is the square of the norm of the point evaluation functional, it is no smaller than $`|e^{tg(z)}|/e^{tg/2}_t^2`$, which in turn is no smaller than $`e^{tz}`$ divided by the volume of the domain. Consequently, $`lim\; inf_t\mathrm{}K_t(z,z)^{1/t}e^z`$.
###### Problem 4.
For concrete examples, determine how large $`t`$ must be taken in Engliš’s theorem to guarantee that the weighted Bergman kernel function has zeroes.
## 7. Weighted disk kernels and convex domains
In the preceding section, I remarked that the Bergman kernel function of a Hartogs domain in $`^{n+1}`$ is related to a weighted Bergman kernel function on the base domain in $`^n`$. For the same reason, a multi-dimensional domain that is fibered over a one-dimensional base has a Bergman kernel function that is related to a weighted Bergman kernel function on the base. In this section, I shall discuss an interesting example of this general principle.
The domain in $`^n`$ defined by the inequality
(6)
$$|z_1|+|z_2|^{2/p_2}+\mathrm{}+|z_n|^{2/p_n}<1$$
has a Bergman kernel function whose restriction to the $`z_1`$-axis is proportional to the weighted Bergman kernel function for the unit disk $`\{z:|z|<1\}`$ with weight $`(1|z|)^{p_2+\mathrm{}+p_n}`$. Here the $`p_j`$ can be arbitrary positive real numbers, and the proportionality constant is the volume of the $`(n1)`$-dimensional domain defined by the inequality
$$|z_2|^{2/p_2}+\mathrm{}+|z_n|^{2/p_n}<1.$$
Accordingly, it is useful to compute explicitly the weighted Bergman kernel function $`K_q`$ for the unit disk with weight $`(1|z|)^q`$, where $`q>0`$. The square of the norm of the monomial $`z^k`$ with weight factor $`(1|z|)^q`$ is
$$_0^{2\pi }_0^1r^{2k+1}(1r)^q𝑑r𝑑\theta =2\pi B(2k+2,q+1),$$
where $`B`$ is the Beta function defined in terms of the Gamma function by $`B(a,b)=\mathrm{\Gamma }(a)\mathrm{\Gamma }(b)/\mathrm{\Gamma }(a+b)`$. Consequently, the weighted Bergman kernel function $`K_q(z,w)`$ equals $`(2\pi )^1_{k=0}^{\mathrm{}}(z\overline{w})^k/B(2k+2,q+1)`$. A closed form expression for this series is most conveniently written in terms of the squares of the variables:
(7)
$$K_q(z^2,w^2)=\frac{(q+1)}{4\pi z\overline{w}}\left[\frac{1}{(1z\overline{w})^{q+2}}\frac{1}{(1+z\overline{w})^{q+2}}\right].$$
The powers of $`(1\pm z\overline{w})`$ are to be understood as principal branches. The validity of this closed form expression can be verified by the binomial series expansion.
The explicit expression (7) implies that the weighted Bergman kernel function $`K_q`$ has zeroes in the interior of the unit disk if and only if $`q>2`$. Indeed, taking limits in (7) shows that $`K_q`$ is not equal to $`0`$ when either coordinate is equal to $`0`$, so it is only necessary to decide if $`(1t)^{q+2}=(1+t)^{q+2}`$ for some non-zero $`t`$ in the unit disk. Since the mapping $`t(1+t)/(1t)`$ takes the unit disk bijectively to the right half-plane, with the origin going to the point $`1`$, following this mapping by the mapping $`uu^{q+2}`$ produces a composite mapping that takes some non-zero point of the open unit disk to the point $`1`$ if and only if $`q>2`$.
Consequently, the Bergman kernel function of the domain (6) is guaranteed to have zeroes if $`p_2+\mathrm{}+p_n>2`$. Moreover, this domain is geometrically convex if no $`p_j`$ exceeds $`2`$. Therefore, one can exhibit many concrete examples of convex domains whose Bergman kernel functions have zeroes . Here are some:
(8)
$$\begin{array}{c}\{z^3:|z_1|+|z_2|+|z_3|<1\},\\ \{z^3:|z_1|+|z_2|+|z_3|^2<1\},\\ \{z^4:|z_1|+|z_2|^2+|z_3|^2+|z_4|^4<1\}.\end{array}$$
Using a different method, Peter Pflug and E. H. Youssfi found some other interesting examples of convex domains whose Bergman kernel functions have zeroes. Even though the “minimal ball” in $`^n`$ defined by the inequality
(9)
$$|z_1|^2+\mathrm{}+|z_n|^2+|z_1^2+\mathrm{}+z_n^2|<1$$
lacks multi-circular symmetry, its Bergman kernel function is known explicitly , and in the authors analyzed the explicit formula to see that the Bergman kernel function of this domain has zeroes when $`n4`$.
Although the convex domains defined by (8) and (9) do not have smooth boundaries, they can be approximated from inside by smoothly bounded, strongly convex domains. From the method of variation of domains in section 5, it follows that when $`n3`$, there exist smoothly bounded, strongly convex domains in $`^n`$ whose Bergman kernel functions have zeroes. Pflug and Youssfi even showed in how to write down concrete examples of bounded, smooth, algebraic, strongly convex domains that approximate (9) from inside.
Using the same idea, Nguyên Viêt Anh gave concrete examples of bounded, smooth, algebraic, strongly convex, Reinhardt domains in $`^n`$ whose Bergman kernel functions have zeroes when $`n3`$. For example, when $`k`$ is a sufficiently large positive integer, the inequality
(10)
$$(|z_1|^2+|z_2|^2+|z_3|^2)^{2k}+\underset{\begin{array}{c}\pm \\ \text{(8 terms)}\end{array}}{}(\pm |z_1|\pm |z_2|\pm |z_3|)^{2k}<1$$
defines such a domain in $`^3`$.
To see that (10) has the required properties, first observe that the $`\mathrm{}_{2k}`$ norm decreases to the $`\mathrm{}_{\mathrm{}}`$ norm as $`k\mathrm{}`$, so these domains are interior approximations to the domain $`\{z^3:|z_1|+|z_2|+|z_3|<1\}`$, which is one of the domains (8) whose Bergman kernel functions have zeroes. The odd powers of the $`|z_j|`$ in the expansion of (10) cancel out by symmetry, so the defining function is equivalent to a polynomial. It would be obvious that the defining function (10) is convex if it had $`\mathrm{Re}z_j`$ in place of $`|z_j|`$, for a convex function of a linear function is convex; now observe that positive combinations of even powers are increasing, and the composite of a convex increasing function with the convex function $`|z_j|`$ is convex.
The two-dimensional domain defined by the inequality $`|z_1|+|z_2|<1`$ is a borderline case for the preceding considerations. It turns out that the Bergman kernel function of this domain has no zeroes in the interior of the domain, although it does have zeroes on the boundary.
###### Problem 5.
Exhibit a bounded convex domain in $`^2`$ whose Bergman kernel function has zeroes in the interior of the domain.
## 8. Conclusion
It is a difficult problem to determine whether the Bergman kernel function of a specific domain has zeroes or not. If the kernel function is presented as an infinite series, then locating the zeroes may be of the same order of difficulty as proving the Riemann hypothesis; and even if the series can be summed in closed form, determining whether or not $`0`$ is in the range may be hard.
In this article, I have emphasized examples in which the Bergman kernel function does have zeroes. As the subject developed historically, such examples were considered surprising. From our current perspective, it would be more surprising to find some simple geometric condition guaranteeing that the Bergman kernel function is zero-free.
Students planning further investigation of the Bergman kernel function might consult, in addition to the journal articles I have cited, Bell’s book about the one-dimensional theory, the book of Jarnicki and Pflug , and Stefan Bergman’s own book . I offer the following problem as an illustration of how much remains to be discovered about the zeroes of the Bergman kernel function.
###### Problem 6.
Characterize the vectors $`(p_1,p_2,\mathrm{},p_n)`$ of positive numbers for which the Bergman kernel function of the domain in $`^n`$ defined by the inequality
$$|z_1|^{2/p_1}+|z_2|^{2/p_2}+\mathrm{}+|z_n|^{2/p_n}<1$$
is zero-free. |
warning/0001/hep-th0001007.html | ar5iv | text | # Topological Defects in 3-d Euclidean Gravity
## I Introduction
An exciting development in cosmology has been the realization that the universe may behave very much like a condensed matter system. Analogous to those found in some condensed matter systems$``$vertex line in liquid helium, flux tubes in type-II superconductors, or disclination lines in liquid crystals, the topological space-time defects may have been found at phase transitions in the early history of the universe. They may help to explain some of the largest-scale structure seen in the universe today.
As a kind of topological defect, the disclination is caused by inserting solid angles into the flat space-time. In Riemann-Cartan geometry, this effect is showed by the integral of the affine curvature along a closed surface. Duan, Duan and Zhang had discussed the disclinations in deformable material media by applying the gauge field theory and decomposition theory of gauge potential. In their works, the projection of disclination density along the gauge parallel vector was found corresponding to a set of isolated disclinations in the three dimensional sense and being topologically quantized. Furthermore, the space-time disclinations in 4-dimensional with Euclidean signature and Lorentz signature were discussed by Duan and Li, similar results were obtained..
In this paper, we discuss the disclinations in three dimensional gravity by making use of the decomposition formula of $`SO(3)`$ gauge potential proposed by Faddeev and Niemi. This decomposition theory provides new tool to study the topological defects. In their decomposition, a complex field $`\varphi `$ is introduced naturally from gauge transformation. By studying the transformation properties, they showed this complex field $`\varphi `$ and the projection of the $`SU(2)`$ gauge potential of a unit vector $`n^a`$ form a multiplet. Just like the magnetic monopole theory, by introducing the Abelian projection of $`SO(3)`$ gauge field, we define the topological charge, which is combined by monopoles and vortices. We find it is the complex field $`\varphi `$ whose zero points behave as the sources of the vortices. The projection of space-time disclination density along the gauge parallel vector is topological quantized with $`2\pi `$ as the unit solid angle. Further, by making using of the three dimensional Chern-Simons gravity theory (see for examples), we show the monopole charges and the vorticities can server as the generator of Kac-Moody algebra.
This paper is arranged as follows: In section II, we introduce the definitions of the topological defects in 3-dimensional gravity. In section III, by using the decomposition of $`SO(3)`$ gauge potential, we discuss the relationship of disclination and topological charge. The local structure of the topological defect is given in section IV. At last, we discuss the algebra generated by monopole and vortex in three dimensional Chern-Simons theory in section V.
## II Topological defects in 3-dimensional Euclidean gravity
As it was shown in , the dislocation and disclination continuum can be described by the reference, deformed and natural states. For the natural state there is only an anholonomic rectangular coordinate $`Z^a`$ ($`a=1,2,3`$) and
$$\delta Z^a=e_\mu ^adx^\mu ,$$
(1)
where $`e_\mu ^a`$ is triad. The metric tensor of the Riemann-Cartan manifold of natural state is defined by
$$g_{\mu \nu }=e_\mu ^ae_\nu ^a.$$
(2)
We have known that the metric tensor $`g_{\mu \nu }`$ is invariant under the local $`SO(3)`$ transformation of triad. The corresponding gauge covariant derivative 1-form of a vector field $`\varphi ^a`$ on $`𝐌`$ is given as
$$D\varphi ^a=d\varphi ^a\omega ^{ab}\varphi ^c,$$
(3)
where $`\omega ^{ab}`$ is $`SO(3)`$ spin connection 1-form
$$\omega ^{ab}=\omega ^{ba}\omega ^{ab}=\omega _\mu ^{ab}dx^\mu .$$
(4)
The affine connection of the Riemann–Cartan space is determined by
$$\mathrm{\Gamma }_{\mu \nu }^\lambda =e^{\lambda a}D_\mu e_\nu ^a.$$
(5)
The torsion tensor is the antisymmetric part of $`\mathrm{\Gamma }_{\mu \nu }`$ and is expressed as
$$T_{\mu \nu }^\lambda =e^{\lambda a}T_{\mu \nu }^a,$$
(6)
where
$$T_{\mu \nu }^a=\frac{1}{2}(D_\mu e_\nu ^aD_\nu e_\mu ^a).$$
(7)
The Riemannian curvature tensor is equivalent to the $`SO(3)`$ gauge field strength tensor 2-form $`F^{ab}`$, which is given by
$$F^{ab}=d\omega ^{ab}\omega ^{ac}\omega ^{cb}F^{ab}=\frac{1}{2}F_{\mu \nu }^{ab}dx^\mu dx^\nu $$
(8)
and relates with the Riemann curvature tensor by
$$F_{\mu \nu }^{ab}=R_{\mu \nu \sigma }^\lambda e_\lambda ^ae^{\sigma b}.$$
(9)
The dislocation density is defined by
$$\alpha ^a=T^aT^a=\frac{1}{2}T_{\mu \nu }^adx^\mu dx^\nu .$$
(10)
Analogous to the definition of the 3-dimensional disclination density in the gauge field theory of condensed matter, we define the space-time disclination density as
$$\theta ^a=\frac{1}{2}\epsilon ^{abc}R_{\mu \nu \sigma }^\lambda e_\lambda ^be^{\sigma c}dx^\mu dx^\nu =\epsilon ^{abc}F^{bc}.$$
(11)
The size of the space-time disclination can be represented by the means of the surface integral of the projection of the space-time disclination density along an unit vector field $`n^a`$
$$S=_\mathrm{\Sigma }\theta ^an^a=_\mathrm{\Sigma }\epsilon ^{abc}n^aF^{bc}$$
(12)
where $`\mathrm{\Sigma }`$ is a closed surface including the disclinations. The new quantity $`S`$ defined by (12) is dimensionless. Using the so-called $`\varphi `$-mapping method and the decomposition of gauge potential Y. S. Duan et al have proved that the dislocation flux is quantized in units of the Planck length and the disclination in condensed matter is quantized also in similar structure as that of magnetic monopole. In this paper, using the new decomposition formula given by Faddeev and Niemi, we will show that apart from the monopole structure, a vortex structure also contributes to the disclination.
## III Decomposition of $`SO(3)`$ gauge potential and topological charge of Abelian projection of $`SO(3)`$ gauge field
For $`so(3)`$ Lie algebra is homomorphic to $`su(2)`$ Lie algebra, we can introduce the $`SU(2)`$ gauge potential in term of $`SO(3)`$ spin connection by
$$\omega ^a=\frac{1}{2}\epsilon ^{abc}\omega ^{bc}.$$
(13)
The corresponding gauge field 2-form is
$$F^a=\frac{1}{2}\epsilon ^{abc}F^{bc}=dA^a+\frac{1}{2}\epsilon ^{abc}A^bA^c.$$
(14)
The covariant derivative of $`n^a`$ is
$$Dn^a=dn^a\epsilon ^{abc}\omega ^bn^c.$$
(15)
From this equation we can solve the gauge potential 1-form $`\omega ^a`$ expressed in term of $`n^a`$ as
$$\omega ^a=An^a+\epsilon ^{abc}dn^bn^c\epsilon ^{abc}Dn^bn^c,$$
(16)
and curvature 2-form is
$$F^a=\frac{1}{2}\epsilon ^{abc}dn^bdn^c+\frac{1}{2}\epsilon ^{abc}Dn^bDn^c+\epsilon ^{abc}n^bdDn^c+Dn^aA+n^adA.$$
(17)
Recently Faddeev and Niemi showed the covariant part of $`\omega ^a`$ can be expressed as
$$\epsilon ^{abc}Dn^bn^c=\rho dn^a+\sigma \epsilon ^{abc}dn^bn^c$$
(18)
where $`\rho `$ and $`\sigma `$ are coefficients and can be combined into a complex field
$$\varphi =\rho +i\sigma .$$
(19)
Then the garge potential 1-form is rewritten as
$$\omega ^a=An^a+\epsilon ^{abc}dn^bn^c+\rho dn^a+\sigma \epsilon ^{abc}dn^bn^c.$$
(20)
Under a $`SU(2)`$ gauge transformation generated by $`\alpha ^a=\alpha n^a`$ the functional form of above equation remain intact and $`\varphi `$ transforms as a $`U(1)`$ vector field
$$\varphi e^{i\alpha }\varphi $$
(21)
and $`A`$ transforms as
$`AA+d\alpha ,`$
which means the multiplet $`(A_\mu ,\varphi )`$ transforms like the field multiplet in abelian Higgs model. We can introduce the $`U(1)`$ covariant derivative of $`\varphi `$
$`D\varphi `$ $`=`$ $`d\varphi iA\varphi `$ (22)
$`=`$ $`d\rho +A\sigma +i(d\sigma A\rho )`$ (23)
$`=`$ $`D\rho +iD\sigma .`$ (24)
The curvature 2-form can be rewritten as
$$F^a=n^a(dA\frac{1}{2}(1||\varphi ||^2)\epsilon ^{abc}dn^bdn^c+D\rho dn^a+\epsilon ^{abc}D\sigma dn^bn^c.$$
(25)
Solving from the equation (24), we get the decomposition of $`A`$ as
$$A=\frac{1}{2i\varphi ^2}(d\varphi \varphi ^{}\varphi d\varphi ^{}D\varphi \varphi ^{}+\varphi D\varphi ^{}).$$
(26)
By making using of equation (25), we get the disclination density projection as
$$F^an^a=f(1\varphi ^2)K,$$
(27)
where $`f`$ is $`U(1)`$-like curvature corresponding to the projection of $`SO(3)`$ spin connection
$$f=dA$$
(28)
and $`K`$ is the solid angle density
$$K=\frac{1}{2}\epsilon ^{abc}n^adn^bdn^c=d\mathrm{\Omega }.$$
(29)
Using (27)-(29), we obtain the surface integral (12) as
$$S=_\mathrm{\Sigma }f+_\mathrm{\Sigma }(1\varphi ^2)K.$$
(30)
The topological charge of the Abelian projection is defined as a surface integral of induced $`U(1)`$-like gauge field over a closed surface $`\mathrm{\Sigma }`$
$$Q=\frac{1}{4\pi }_\mathrm{\Sigma }F$$
(31)
where $`F`$ is the topological charge density defined by
$`F`$ $`=`$ $`F^an^a+{\displaystyle \frac{1}{2}}\epsilon ^{abc}n^aDn^bDn^c`$ (32)
$`=`$ $`{\displaystyle \frac{1}{2}}\epsilon ^{abc}n^adn^bdn^cdA.`$ (33)
The first term of the right hand of (33) is a 3-dimensional solid angle density which present a monopole structure and the second term presents a vortex structure. The topological charge is then expressed as
$$Q=\frac{1}{4\pi }_\mathrm{\Sigma }K\frac{1}{4\pi }_\mathrm{\Sigma }f,$$
(34)
which means the topological charge equals to the sum of the solid angle of the closed surface $`\mathrm{\Sigma }`$ (or equatively the monopole charge) and half of the vorticity corresponding to the Abelian projection of $`SO(3)`$ spin connection. This topological characteristic labels the topological property of the $`SO(3)`$ gauge field by fixing the coset $`SO(3)/U(1).`$
Comparing equation (30) with equation (34) we see the term $`\varphi K`$ distinguish different geometries from the same topology. When $`\varphi `$ is taken as a constant the disclination is topological quantized.
$`S=(1\varphi ^2){\displaystyle _\mathrm{\Sigma }}K{\displaystyle _\mathrm{\Sigma }}f.`$
Moreover, if we choose the unit vector $`n^a`$ as a gauge constant
$`Dn^a=0,`$
we find the disclination is just the topological charge we defined, or in other words, the projection of the disclination on a gauge constant is topological quantized
$`S={\displaystyle _\mathrm{\Sigma }}K{\displaystyle _\mathrm{\Sigma }}f=4\pi Q.`$
On the other hand, for $`A_\mu `$ and $`\varphi `$ form a multiplet, the topological charge and topological structure of the vortex corresponding to $`A_\mu `$ can be expressed directly by the complex field $`\varphi `$ as what will be shown at the following section.
## IV Local topological structure of the topological defects
In this section, we will study in detail the local topological structure of the topological defects.
By making use of the stokes theorem, it seems the topological charge $`Q`$ is equals to zero for $`K`$ and $`f`$ are exact
$`dK`$ $`=`$ $`d^2\mathrm{\Omega }=0;`$ (35)
$`df`$ $`=`$ $`d^2A=0.`$ (36)
However, it is not so when considering the singularity of the fields. It will be shown in the follows that the equation (35) and (36) are satisfied “almost everywhere” except some singular points. Defects introduce source terms at the right-hand sides for defects present points where derivatives fail to commute.
The unit vector $`n^a`$ can be expressed as
$$n^a=\frac{\phi ^a}{\phi }$$
(37)
where $`\phi ^a`$ is the vector along the direction of $`n^a`$. There exists the relations
$$dn^a=\frac{1}{\phi }d\phi ^a+\phi ^ad\frac{1}{\phi }$$
(38)
and
$$\frac{}{\phi ^a}\frac{1}{\phi }=\frac{\phi ^a}{\phi ^3}.$$
(39)
By making use of above formulas we find
$`d^2\mathrm{\Omega }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\epsilon ^{abc}dn^adn^bdn^c`$ (40)
$`=`$ $`{\displaystyle \frac{1}{2}}\epsilon ^{abc}d(n^adn^bdn^c)`$ (41)
$`=`$ $`{\displaystyle \frac{1}{2}}\epsilon ^{abc}d({\displaystyle \frac{\phi ^a}{\phi ^3}})d\phi ^bd\phi ^c`$ (42)
$`=`$ $`{\displaystyle \frac{1}{2}}\epsilon ^{abc}({\displaystyle \frac{}{\phi ^a}}{\displaystyle \frac{}{\phi ^d}}{\displaystyle \frac{1}{\phi ^3}})d\phi ^dd\phi ^bd\phi ^c.`$ (43)
Define the Jacobian $`J(\frac{\phi }{x})`$
$$\epsilon ^{abc}J(\frac{\phi }{x})=\epsilon ^{\mu \nu \lambda }_\mu \phi ^a_\nu \phi ^b_\lambda \phi ^c$$
(44)
and make use of the Laplacian relation
$$\frac{}{\phi ^a}\frac{}{\phi ^a}\frac{1}{\phi ^3}=4\pi \delta ^3(\phi ).$$
(45)
Then finally we get
$$d^2\mathrm{\Omega }=4\pi \delta ^3(\phi )J(\frac{\phi }{x})d^3x.$$
(46)
It means that the solid angle density is exact everywhere except the zeroes of $`\phi `$. From (46) we see the derivative do fail to commute at the singular points of the unit vector $`n^a`$. The integral of the solid angle density give the monopole charges
$`Q_m`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle _\mathrm{\Sigma }}𝑑\mathrm{\Omega }`$ (47)
$`=`$ $`{\displaystyle _V}\delta ^3(\phi )J({\displaystyle \frac{\phi }{x}})d^3x`$ (48)
$`=`$ $`{\displaystyle _{\phi (V)}}\delta ^3(\phi )d^3\phi `$ (49)
$`=`$ $`\mathrm{deg}\phi .`$ (50)
From the $`\delta `$-function theory we know that if $`\phi (x)`$ has $`l_\phi `$ isolated zeros and let the $`i`$th zero be $`z_i`$, $`\delta (\phi )`$ can be expressed as
$$\delta (\phi )=\underset{i=1}{\overset{l_\phi }{}}\frac{\beta _i(\phi )}{J(\frac{\phi }{x})}\delta (xz_i).$$
(51)
Then one obtains
$$\delta ^3(\phi )J(\frac{\phi }{x})=\underset{i=1}{\overset{l_\phi }{}}\beta _i(\phi )\eta _i(\phi )\delta ^3(xz_i).$$
(52)
where $`\beta _i(\phi )`$ is the positive integer (the Hopf index of the $`i`$th zero) and $`\eta _i(\phi )`$ the Brouwer degree
$$\eta _i(\phi )=signJ(\frac{\phi }{x})|_{x=z_i}=\pm 1.$$
(53)
From above deduction the topological structure of the solid angle density projection is obtained
$$d^2\mathrm{\Omega }=4\pi \underset{i=1}{\overset{l_\phi }{}}\beta _i(\phi )\eta _i(\phi )\delta ^3(xz_i)d^3x,$$
(54)
and the monopole charge is
$$Q_m=\underset{i=1}{\overset{l_\phi }{}}\beta _i(\phi )\eta _i(\phi ).$$
(55)
If we denote the complex field $`\varphi `$ as
$$\varphi =\varphi e^{i\theta }$$
(56)
where
$$\mathrm{tan}\theta =\frac{\sigma }{\rho }.$$
(57)
Then we get from (26) and (56)
$$A=d\theta \frac{1}{2i\varphi ^2}(D\varphi \varphi ^{}\varphi D\varphi ^{}).$$
(58)
For the topological charges is independent of choice of gauge, here we take the complex field $`\varphi `$ as a gauge constant
$$D\varphi =0.$$
(59)
It is easy to prove under this gauge condition $`A`$ is the angle density
$$A=d\theta .$$
(60)
Noticing the singularity again we find the gauge field corresponding to $`A`$ is not exact at the singular points. Analogous to the deduction of the local topological structure of monopole density and using the relationship
$`{\displaystyle \frac{\varphi ^A}{\varphi ^2}}={\displaystyle \frac{}{\varphi ^A}}\mathrm{ln}\varphi A=1,2`$
in which $`\varphi ^1=\rho `$ and $`\varphi ^2=\sigma ,`$ we find
$`d^2\theta `$ $`=`$ $`\epsilon ^{AB}d{\displaystyle \frac{\varphi ^A}{\varphi ^2}}d\varphi ^B`$ (61)
$`=`$ $`\epsilon ^{AB}{\displaystyle \frac{}{\varphi ^A}}{\displaystyle \frac{}{\varphi ^C}}\mathrm{ln}(\varphi )d\varphi ^Cd\varphi ^B.`$ (62)
Defining Jacobian vector $`J^\mu (\frac{\varphi }{x})`$
$$\epsilon ^{AB}J^\mu (\frac{\varphi }{x})=\epsilon ^{\mu \nu \lambda }_\nu \varphi ^A_\lambda \varphi ^B$$
(63)
and using 2-dimensional Laplacian relation
$$\frac{}{\varphi ^a}\frac{}{\varphi ^a}\mathrm{ln}\varphi =2\pi \delta ^2(\varphi ),$$
(64)
we get
$$d^2\theta =2\pi \delta ^2(\varphi )J^\mu (\frac{\varphi }{x})d\sigma _\mu $$
(65)
where $`d\sigma _\mu `$ is area element of the surface
$$d\sigma _\mu =\frac{1}{2}\epsilon _{\mu \nu \lambda }dx^\nu dx^\lambda .$$
(66)
The derivative fails to commute again at the zero points of the complex field $`\varphi `$ and these points behave as the sources of the vortices.
$`Q_v`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _\mathrm{\Sigma }}d^2\theta `$ (67)
$`=`$ $`{\displaystyle _\mathrm{\Sigma }}\delta ^2(\varphi )J^\mu ({\displaystyle \frac{\varphi }{x}})𝑑\sigma _\mu `$ (68)
$`=`$ $`{\displaystyle _\mathrm{\Sigma }}\delta ^2(\varphi )d^2\varphi `$ (69)
$`=`$ $`\mathrm{deg}\varphi .`$ (70)
Let us choose coordinates $`y=(u^1,u^2,v)`$ such that $`u=(u^1,u^2)`$ are intrinsic coordinate on $``$. Suppose $`\varphi (x)`$ possess $`l_v`$ isolated zeros and denote the $`i`$th zero by $`w_i`$ and using the $`\delta `$function theory we get
$$\delta ^2(\varphi )J^\mu (\frac{\varphi }{x})=\underset{i=1}{\overset{l_v}{}}\beta _i(\varphi )\eta _i(\varphi )\delta ^2(uw_i)\frac{dy_i^\mu }{dv}.$$
(71)
Then the local structure of the vortex density is
$$f=2\pi \underset{i=1}{\overset{l_v}{}}\beta _i(\varphi )\eta _i(\varphi )\delta ^2(uw_i)d^2u$$
(72)
and the vorticity is
$$Q_v=\underset{i=1}{\overset{l_v}{}}\beta _i(\varphi )\eta _i(\varphi ).$$
(73)
Therefore we obtain the total topological charge
$`Q`$ $`=`$ $`Q_m{\displaystyle \frac{1}{2}}Q_v`$ (74)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{l_m}{}}}\beta _i(\phi )\eta _i(\phi ){\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{l_v}{}}}\beta _i(\varphi )\eta _i(\varphi )`$ (75)
$`=`$ $`\mathrm{deg}\phi {\displaystyle \frac{1}{2}}\mathrm{deg}\varphi ,`$ (76)
which is fractional quantized in terms of $`\frac{1}{2}`$. The corresponding disclination
$`S`$ $`=`$ $`4\pi Q_m2\pi Q_v`$ (77)
$`=`$ $`2\pi (2Q_mQ_v)`$ (78)
is quantized with $`2\pi `$ as the unit disclination charge.
## V Algebra in Chern-Simons gravity
In Chern-Simons theory of the three dimensional gravity there exists an affine Kac-Moody algebra (at the boundary). The canonical generator $`Q(n)`$ associated to a gauge transformation, $`\delta A^a=Dn^a=[A^a,Q(n)]`$, any three-dimensional Chern-Simons theory is given by
$$Q(n)=\frac{k}{4\pi }_\mathrm{\Sigma }n^aF^a\frac{k}{4\pi }_\mathrm{\Sigma }n^aA^a,$$
(79)
where $`\mathrm{\Sigma }`$ is a two-dimensional spatial section with boundary $`\mathrm{\Sigma }`$, $`F`$ is the 2-form curvature and $`A`$ is the gauge potential. It is easy to check that the boundary term arising when varying the bulk part of (79) is cancelled by the boundary term. The Poisson bracket of two Functions $`F(A_i)`$ and $`H(A_i)`$ is computed as
$$\{F,H\}=\frac{4\pi }{k}_\mathrm{\Sigma }d^2z\frac{\delta F}{\delta A_i^a(z)}\epsilon _{ij}\frac{\delta H}{\delta A_j^a(z)}.$$
(80)
By direct application of the Poisson bracket (80) one can find the algebra of two transformations with parameters $`n`$ and $`m`$
$$[Q(n),Q(m)]=Q([n,m])+\frac{k}{4\pi }_\mathrm{\Sigma }n^a𝑑m^a,$$
(81)
where $`[n,m]=\epsilon ^{abc}n^bm^c`$. When $`n=0`$ at the boundary on can find $`Q(n)=G(n)`$. Then there exist
$`[G,G]`$ $`=`$ $`G;`$ (82)
$`[G,Q]`$ $`=`$ $`G.`$ (83)
Equations (81) (82) and (83) form a Kac-Moody algebra with central charge is
$$\frac{k}{4\pi }_\mathrm{\Sigma }n^a𝑑m^a.$$
(84)
For black hole problem the choice of gauge group in Euclidean signature is $`SO(3)`$. From (79) we see the generator $`Q(n)`$ just the topological charge amended for the manifold with a boundary
$`Q(n)`$ $`=`$ $`{\displaystyle \frac{k}{4\pi }}{\displaystyle _\mathrm{\Sigma }}(dAd\mathrm{\Omega }){\displaystyle \frac{k}{4\pi }}{\displaystyle A}`$ (85)
$`=`$ $`{\displaystyle \frac{k}{4\pi }}{\displaystyle _\mathrm{\Sigma }}𝑑\mathrm{\Omega }`$ (86)
$`=`$ $`kQ_m(n)`$ (87)
which means the generator $`Q(n)`$ is the solid angle of the surface $`\mathrm{\Sigma }`$ corresponding the singular points of $`n^a.`$ One should noticed here the monopole charge $`Q_m`$ need not to be an integral for the surface $`\mathrm{\Sigma }`$ is not closed. Now the commutative relation (81) is rewritten as
$$[kQ_m(n),kQ_m(m)]=kQ_m[n.m]+\frac{k}{4\pi }_\mathrm{\Sigma }n^adm^a.$$
(88)
After the gauge is fixed the value of $`Q`$ given in (79) reduces to the boundary term
$$\widehat{Q}(n)=\frac{k}{4\pi }_\mathrm{\Sigma }n^aA^a.$$
(89)
A theorem states that after the gauge is fixed and one works with the induced Poisson bracket (or Dirac bracket), the charge $`\widehat{Q}`$ satisfies the same algebra (81) as it did the full charge $`Q`$
$$[\widehat{Q}(n),\widehat{Q}(m)]=\widehat{Q}([n,m])+\frac{k}{4\pi }_\mathrm{\Sigma }n^a𝑑m^a.$$
(90)
From (90), we know the boundary term is just the vortex term of the topological charge (34) which is deduced as
$`\widehat{Q}(n)`$ $`=`$ $`{\displaystyle \frac{k}{4\pi }}{\displaystyle _\mathrm{\Sigma }}𝑑\theta (n)`$ (91)
$`=`$ $`{\displaystyle \frac{k}{2}}Q_v(n).`$ (92)
Now we get the commutative relations of the vorticities
$$[\frac{k}{2}Q_v(n),\frac{k}{2}Q_v(m)]=\frac{k}{2}Q_v([n,m])+\frac{k}{4\pi }_\mathrm{\Sigma }n^a𝑑m^a.$$
(93)
## VI Conclusion
We have shown in this contribution that there exist two kinds of topological structures in 3-dimensional Euclidean gravity by making use of the decomposition of $`SO(3)`$ spin connection, namely the monopole structure and vortex structure. When projection the disclination density onto a covariant constant unit vector, the size of disclination is quantized topologically. The topological charge equals to the sum of degrees of vectors $`\phi `$ and $`\varphi `$ which comes from the multiplet $`(A_\mu ,\varphi )`$ in the decomposition of gauge potential. The Hopf indices and Brouwer degrees of $`\phi `$ and $`\varphi `$ label the local structure of the topological defect. Due to the singularity of the gauge potential, the topological densities of disclination are found to be $`\delta `$-function of $`\phi `$ and $`\varphi `$. The noncommutative properties of derivatives at the singular points reveal the sources of the topological defect. We also showed the monopole charges and vorticities can serve as the generators of Kac-Moody algebra in 3-dimensional Chern-Simons gravity. |
warning/0001/gr-qc0001064.html | ar5iv | text | # Some Recent Progress in Classical General Relativity
## 1 The EDM Equations
The general Einstein-Dirac-Maxwell equations are
$$R_j^i\frac{1}{2}R\delta _j^i=8\pi T_j^i,(Gm)\mathrm{\Psi }_a=\mathrm{\hspace{0.33em}0},_kF^{jk}=\mathrm{\hspace{0.33em}4}\pi e\underset{a}{}\overline{\mathrm{\Psi }_a}G^j\mathrm{\Psi }_a,$$
(1)
where $`T_j^i`$ is the sum of the energy-momentum tensor of the Dirac particles and the Maxwell stress-energy tensor. The $`G^j`$ are the Dirac matrices which are related to the Lorentzian metric via the anti-commutation relations
$$g^{jk}(x)\text{1 1}=\frac{1}{2}\{G^j(x),G^k(x)\}\frac{1}{2}(G^jG^k+G^kG^j)(x).$$
$`F^{jk}`$ denotes the electromagnetic field tensor, and $`\mathrm{\Psi }_a`$ are the wave functions of fermions of mass $`m`$ and charge $`e`$. The Dirac operator is denoted by $`G`$, and it depends on both the gravitational and electromagnetic field; for details see .
We now specialize to the case of static, spherically symmetric solutions of the EDM system (1). In polar coordinates $`(t,r,\vartheta ,\phi )`$, we write the metric in the form
$$ds^2=\frac{1}{T(r)^2}\frac{1}{A(r)}dr^2r^2(d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2)$$
(2)
with positive functions $`T`$ and $`A`$. Depending on whether we consider particlelike solutions or black-hole solutions, the region of space-time which we consider is $`r>0`$, or $`r>\overline{r}>0`$, respectively; in the latter case, we assume that $`r=\overline{r}`$ is the event horizon. We always consider solutions for which the metric (2) is Minkowskian,
$$\underset{r\mathrm{}}{lim}A(r)=\mathrm{\hspace{0.33em}1}=\underset{r\mathrm{}}{lim}T(r),$$
(3)
and has finite (ADM) mass; i.e.,
$$\underset{r\mathrm{}}{lim}\frac{r}{2}(1A(r))=\rho <\mathrm{}.$$
(4)
In the static case, the fermions only generate an electric field, and thus we may assume that the electromagnetic potential $`𝒜`$ has the form $`𝒜=(\varphi ,\stackrel{}{0})`$, where $`\varphi =\varphi (r)`$ is the Coulomb potential.
The Dirac operator $`G`$ can be written as
$`G=iG^j(x){\displaystyle \frac{}{x^j}}+B(x)`$ (5)
$`=`$ $`iT\gamma ^0\left({\displaystyle \frac{}{t}}ie\varphi \right)+\gamma ^r\left(i\sqrt{A}{\displaystyle \frac{}{r}}+{\displaystyle \frac{i}{r}}(\sqrt{A}1){\displaystyle \frac{i}{2}}\sqrt{A}{\displaystyle \frac{T^{}}{T}}\right)+i\gamma ^\vartheta {\displaystyle \frac{}{\vartheta }}+i\gamma ^\phi {\displaystyle \frac{}{\phi }},`$
where $`\gamma ^t`$, $`\gamma ^r`$, $`\gamma ^\vartheta `$, and $`\gamma ^\phi `$ are the $`\gamma `$-matrices in polar coordinates, in Minkowski space; namely
$`\gamma ^t`$ $`=`$ $`\gamma ^0`$
$`\gamma ^r`$ $`=`$ $`\gamma ^1\mathrm{cos}\vartheta +\gamma ^2\mathrm{sin}\vartheta \mathrm{cos}\phi +\gamma ^3\mathrm{sin}\vartheta \mathrm{sin}\phi `$
$`\gamma ^\vartheta `$ $`=`$ $`{\displaystyle \frac{1}{r}}\left(\gamma ^1\mathrm{sin}\vartheta +\gamma ^2\mathrm{cos}\vartheta \mathrm{cos}\phi +\gamma ^3\mathrm{cos}\vartheta \mathrm{sin}\phi \right)`$
$`\gamma ^\phi `$ $`=`$ $`{\displaystyle \frac{1}{r\mathrm{sin}\vartheta }}\left(\gamma ^2\mathrm{sin}\phi +\gamma ^3\mathrm{cos}\phi \right),`$
where
$$\gamma ^0=\left(\begin{array}{cc}\text{1 1}& 0\\ 0& \text{1 1}\end{array}\right),\gamma ^i=\left(\begin{array}{cc}0& \sigma ^i\\ \sigma ^i& 0\end{array}\right),i=1,2,3,$$
and $`\sigma ^i`$ denote the Pauli matrices.
In analogy with the central force problem in Minkowski space , this Dirac operator commutes with: a) the time translation operator $`i_t`$, b) the total angular momentum operator $`J^2`$, c) the $`z`$ component of the total angular momentum $`J_z`$, and d) with the operator $`\gamma ^0P`$, where $`P`$ is the parity. Since these operators also commute with each other, any solution of the Dirac equation can be written as a linear combination of solutions which are simultaneous eigenstates of these operators. We use this “eigenvector basis” to separate out both the angular and time dependence, and to calculate the total current and energy momentum tensor of the Dirac particles. Using the ansatz in , we can describe the Dirac spinors using two real functions $`\alpha ,\beta `$. We arrive at the following system of ordinary differential equations for the $`5`$ real functions $`\alpha `$, $`\beta `$, $`A`$, $`T`$, and $`\varphi `$:
$`\sqrt{A}\alpha ^{}`$ $`=`$ $`\pm {\displaystyle \frac{2j+1}{2r}}\alpha ((\omega e\varphi )T+m)\beta `$ (6)
$`\sqrt{A}\beta ^{}`$ $`=`$ $`((\omega e\varphi )Tm)\alpha {\displaystyle \frac{2j+1}{2r}}\beta `$ (7)
$`rA^{}`$ $`=`$ $`1A\mathrm{\hspace{0.25em}2}(2j+1)(\omega e\varphi )T^2(\alpha ^2+\beta ^2)r^2AT^2|\varphi ^{}|^2`$ (8)
$`2rA{\displaystyle \frac{T^{}}{T}}`$ $`=`$ $`A1\mathrm{\hspace{0.25em}2}(2j+1)(\omega e\varphi )T^2(\alpha ^2+\beta ^2)\pm \mathrm{\hspace{0.25em}2}{\displaystyle \frac{(2j+1)^2}{r}}T\alpha \beta `$ (9)
$`+2(2j+1)mT(\alpha ^2\beta ^2)+r^2AT^2|\varphi ^{}|^2`$
$`r^2A\varphi ^{\prime \prime }`$ $`=`$ $`(2j+1)e(\alpha ^2+\beta ^2)\left(2rA+r^2A{\displaystyle \frac{T^{}}{T}}+{\displaystyle \frac{r^2}{2}}A^{}\right)\varphi ^{}.`$ (10)
Equations (6) and (7) are the Dirac equations (the $`\pm `$ signs correspond to the two possible eigenvalues of $`\gamma ^0P`$); (8) and (9) are the Einstein equations, while Maxwell’s equations reduce to the single equation (10). Here $`j=\frac{1}{2},\frac{3}{2},\mathrm{}`$, the constant $`\omega `$ enters via the plane wave dependence of the spinors; namely $`\mathrm{exp}(i\omega t)`$, and as for the general equations (1), $`m`$ and $`e`$ denote the mass and charge, respectively, of the fermions. We also require that, in addition to (3), (4), the electromagnetic potential vanishes at infinity,
$$\underset{r\mathrm{}}{lim}\varphi (r)=\mathrm{\hspace{0.33em}0}.$$
(11)
Since the equations (6)–(10) are invariant under the gauge transformations
$$\varphi (r)\varphi (r)+\kappa ,\omega \omega +e\kappa ,\kappa \text{I R},$$
(12)
we see that (11) can be fulfilled by a suitable gauge transformation, provided that $`\varphi `$ has a limit at infinity.
In Sections 1-4, we shall be concerned with two different types of solutions of equations (6)–(10); namely particlelike solutions (smooth solutions defined for all $`r0`$), and black hole solutions (solutions defined for all $`r>\overline{r}>0`$, where $`A(\overline{r})=0`$ and $`A(r)>0`$ for all $`r>\overline{r}`$; $`r=\overline{r}`$ is the event horizon). In the first case, we require the following normalization condition on the spinors:
$$_0^{\mathrm{}}(\alpha ^2+\beta ^2)\frac{T}{\sqrt{A}}𝑑r=\mathrm{\hspace{0.33em}1},\text{(particlelike)}$$
(13)
while in the second case we require that for all $`r_0>\overline{r}`$,
$$0<_{r_0}^{\mathrm{}}(\alpha ^2+\beta ^2)\frac{T}{\sqrt{A}}𝑑r<\mathrm{}\text{(black holes)}.$$
(14)
These conditions are necessary in order that the Dirac spinors define physically meaningful wave functions.
## 2 Particlelike Solutions
In this section we shall describe our numerical construction of particlelike solutions for the equations (6)–(10). For simplicity we shall restrict ourselves to the case $`j=1/2`$. We shall also discuss the stability and properties of the ground state solutions for different values of the electromagnetic coupling constant $`(e/m)^2`$. We shall show that solutions exist even when the em coupling is so strong that the total interaction is repulsive in the non-relativistic limit. In addition, for small em coupling, $`(e/m)^2<1`$, we shall show that stable particlelike solutions exist for small values of $`m`$, and using certain topological techniques, we show that this stable solution becomes unstable as $`m`$ increases.
The construction of particlelike solutions is obtained via a rescaling argument (see ). The idea is to weaken the conditions (2), (11), and (13) to
$$0_0^{\mathrm{}}(\alpha ^2+\beta ^2)\frac{T}{\sqrt{A}}𝑑r<\mathrm{},\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\underset{r\mathrm{}}{lim}T(r)<\mathrm{},\underset{r\mathrm{}}{lim}\varphi (r)<\mathrm{},$$
(15)
and instead set
$$T(0)=\mathrm{\hspace{0.33em}1},\varphi (0)=\mathrm{\hspace{0.33em}0},m=\mathrm{\hspace{0.33em}1}.$$
(16)
This enables us to use a Taylor expansion around $`r=0`$, and we obtain the following expansions near $`r=0`$:
$$\begin{array}{ccccccc}\hfill \alpha (r)& =& \alpha _1r+𝒪(r^2)\hfill & ,& \hfill \beta (r)& =& 𝒪(r^2)\hfill \\ \hfill A(r)& =& 1+𝒪(r^2)\hfill & ,& \hfill T(r)& =& 1+𝒪(r^2),\varphi (r)=𝒪(r^2).\hfill \end{array}$$
Solutions to our equations now depend on the three real parameters $`e`$, $`\omega `$, and $`\alpha _1`$. For a given value of these parameters, we can construct initial data at $`r=0`$, and using the standard Mathematica ODE solver, we “shoot” for numerical solutions of the modified system (6)–(10), (16). By varying $`\omega `$ (for fixed $`e`$ and $`\alpha _1`$), we can arrange that the spinors $`(\alpha ,\beta )`$ tend to the origin for large $`r`$, and the conditions (4) and (15) also hold.
Given a solution $`(\alpha ,\beta ,A,T,\varphi )`$ of this modified system, we consider the scaled functions
$$\begin{array}{ccccccc}\hfill \stackrel{~}{\alpha }(r)& =& \sqrt{\frac{\tau }{\lambda }}\alpha (\lambda r)\hfill & ,& \hfill \stackrel{~}{\beta }(r)& =& \sqrt{\frac{\tau }{\lambda }}\beta (\lambda r)\hfill \\ \hfill \stackrel{~}{A}(r)& =& A(\lambda r)\hfill & ,& \hfill \stackrel{~}{T}(r)& =& \tau ^1T(\lambda r),\stackrel{~}{\varphi }(r)=\tau \varphi (\lambda r).\hfill \end{array}$$
By direct computation, these functions satisfy the original equations (6)–(10) and the equations (3), (4), and (13), provided that the physical parameters are transformed according to
$$\stackrel{~}{m}=\lambda m,\stackrel{~}{\omega }=\lambda \tau \omega ,\stackrel{~}{e}=\lambda e,$$
(17)
where the scale factors $`\lambda `$ and $`\tau `$ are given by
$$\lambda =\left(4\pi _0^{\mathrm{}}(\alpha ^2+\beta ^2)\frac{T}{\sqrt{A}}𝑑r\right)^{\frac{1}{2}},\tau =\underset{r\mathrm{}}{lim}T(r).$$
Finally, the condition (11) can be fulfilled by a suitable gauge transformation. Notice that the parameter $`(\stackrel{~}{e}/\stackrel{~}{m})^2=e^2`$ is invariant under the above scaling. It is thus convenient to table $`(\stackrel{~}{e}/\stackrel{~}{m})^2`$ (and not $`\stackrel{~}{e}^2`$) as the parameter used to describe the strength of the em coupling. We point out that the above scaling technique is used only to simplify the numerics; for the physical interpretation, however, we must always work with the scaled (tilde) solutions. Since the transformation from the un-tilde to the tilde variables is one-to-one, our scaling method yields all the solutions of the original system. From now on, we shall only consider the scaled solutions, and for simplicity in notation, we shall omit the tilde.
## 3 Properties of the Particlelike Solutions
We have found solutions having different rotation numbers $`n=0,1,2,\mathrm{}`$ of the vector $`(\alpha ,\beta )`$. In the non-relativistic limit, $`n`$ is the number of zeros of the corresponding Schrödinger wave functions, and thus $`n=0`$ corresponds to the ground state, $`n=1`$ to the first excited state, and so on. However due to the nonlinearity of our equations, $`n`$ no longer has this simple interpretation. For simplicity in what follows, we shall only discuss the $`n=0`$ solutions. The graphs of a typical such solution is shown in Figure 1. For each solution, the spinors $`(\alpha ,\beta )`$ decay exponentially to zero at infinity. We interpret this to mean that the fermions have a high probability to be confined to a neighborhood of the origin. In view of this rapid decay of the spinors, our solutions asymptotically go over into the spherically symmetric RN solutions of the Einstein-Maxwell equations , as $`r\mathrm{}`$. That is, for large $`r`$,
$$A(r)T^2(r)\mathrm{\hspace{0.33em}1}\frac{2\rho }{r}+\frac{(2e)^2}{r^2}.$$
In other words, our solution, for large $`r`$, looks like the gravitational and electrostatic field generated by a point particle at the origin with mass $`m`$ and charge $`2e`$. Note that in contrast to the RN solution, however, our solutions have no event horizon or singularities. One can understand this from the fact that we consider here quantum mechanical particles, rather than point particles. Therefore the wave functions are de-localized according to the Heisenberg Uncertainty Principle, and so the distributions of matter and charge are also de-localized, thereby preventing the metric from forming singularities. In general, we can parametrize solutions by the rest mass $`m`$, and the energy $`\omega `$ of the fermions. In Figure 2, we plot the binding energy $`m\omega `$ versus $`m`$ for different values of the parameter $`(e/m)^2`$, and we see that $`m\omega `$ is always positive, indicating that the fermions are in a bound state. For weak em coupling, $`(e/m)^2<1`$, the curve is a spiral which starts at the origin. The binding energy decreases for fixed $`m`$ and increasing $`(e/m)^2`$, since the em repulsion weakens the binding. The mass energy spectrum when $`(e/m)^21`$ becomes similar to the case of the Einstein-Dirac equations (without the em interaction); see . We can use linearization techniques to show numerically that for small $`m`$, if $`(e/m)^2<1`$, the solutions are stable with respect to spherically symmetric perturbations. For larger values of $`m`$, we can investigate the stability using Conley index theory (see ), where $`m`$ is taken to be the bifurcation parameter. This technique shows that the stability/instability of a solution remains unchanged if $`m`$ is varied continuously and no bifurcations occur. Moreover, at bifurcation points, the Conley index theory provides a powerful technique to analyze changes of stability. Using this, we find that all solutions on the “lower branch” of the spiral curves A and B of Figure 2 (i.e., on the curve from the origin up to the maximal value of $`m`$), are stable, and all solutions on the “upper branch” are unstable.
From Figure 2, we see that this form of the mass energy spectrum changes when $`(e/m)^21`$, the regime where, in the classical limit, the electrostatic and gravitational forces balance each other. To better understand this situation, we take the non-relativistic limit in our EDM equations. To do this, we fix $`(e/m)^2`$, and assume that $`e`$ and $`m`$ are small. In this limit, the coupling of the spinors to both the gravitational and em forces becomes weak: $`A,T1`$ and $`\varphi 0`$. The Dirac equations imply that $`\omega m`$ and $`\alpha \beta `$. Thus the EDM equations go over to the Schrödinger equation with the Newtonian and Coulomb potentials; namely,
$`\left({\displaystyle \frac{1}{2m}}\mathrm{\Delta }+e\varphi +mV\right)\mathrm{\Psi }`$ $`=`$ $`E\mathrm{\Psi }`$ (18)
$`\mathrm{\Delta }V=8\pi m|\mathrm{\Psi }|^2,\mathrm{\Delta }\varphi `$ $`=`$ $`8\pi e|\mathrm{\Psi }|^2,`$ (19)
where $`E=\omega m`$, $`\mathrm{\Psi }(r)=\alpha (r)/r`$, $`V(r)=1T(r)`$, and $`\mathrm{\Delta }`$ is the radial Laplacian on $`\text{I R}^3`$. From (19) we see that the Newtonian and Coulomb potentials are multiples of each other; namely $`V=m/e\varphi `$. Thus if $`(e/m)^21`$, the total interaction is repulsive so that the Schrödinger equation (18) has no bound states. It follows that in the limit of small $`m`$, the EDM equations have no particlelike solutions, if $`(e/m)^21`$. This means that the mass-energy curves in Figure 2 can only start at $`m=0`$ if $`(e/m)<1`$. This is confirmed by the numerics (Figure 2, curves C, D, and E). For $`(e/m)^2=1`$, the curve tends to $`m\omega =0`$ as $`m\mathrm{}`$.
If $`(e/m)^2>1`$, Figure 2 shows that the EDM equations admit solutions only if $`m`$ is sufficiently large, and smaller than some threshold value where the binding energy of the fermions goes to zero.
We can also consider the total binding energy $`\rho 2m`$, where $`\rho `$ is defined in (4). In Figure 3, we plot $`\rho 2m`$ versus $`m`$, for various values of $`(e/m)^2`$. If $`(e/m)^2<1`$, $`\rho 2m`$ is negative for the stable solutions, while $`\rho 2m>0`$ if $`(e/m)^2>1`$. This indicates that if $`(e/m)^2>1`$, such solutions should be unstable because energy is gained by breaking up the binding.
## 4 Non-Existence of Black Hole Solutions
As we have noted in the last section, particlelike solutions of the EDM equations in a given state (e.g. the ground state) cease to exist if the rest mass $`m`$ of the fermions exceeds a certain threshold value $`m_s`$. The most natural physical interpretation of this statement is that if $`m>m_s`$, the gravitational interaction becomes so strong that a black hole would form. This suggests that there should be black hole solutions of the EDM equations for large fermion masses. In this section, we shall show that this intuitive picture of black hole formation is incorrect. In fact, we prove that under weak regularity conditions on the form of the horizon, any black hole solution of the EDM equations must either be the RN solution (in which case the Dirac wave function is identically zero), or the event horizon has the same general form as the extreme RN metric. In the latter case, we show numerically that the Dirac wave functions cannot be normalized. It follows that the EDM system does not admit black hole solutions. Thus the study of black holes in the presence of Dirac spinors leads to unexpected physical effects. If we apply this result to the gravitational collapse of a “cloud” of Dirac particles, our result indicates that the Dirac particles must eventually disappear inside the event horizon.
In order to establish these results, we first recall what is meant by black hole solutions of the EDM equations. These are solutions of Equations (6)–(10) defined in the region $`r>\overline{r}>0`$, which are asymptotically flat (so that (3) holds), and have finite (ADM) mass (so that (4) holds), and satisfy the normalization condition (14). In addition, we assume that $`A(r)>0`$ for $`r>\overline{r}`$, and $`lim_{r\overline{r}}A(r)=0`$, while $`T(r)>0`$ and $`lim_{r\overline{r}}T(r)=\mathrm{}`$.
We make the following three assumptions on the regularity of the functions $`A`$, $`T`$, and $`\varphi `$ on the form of the event horizon $`r=\overline{r}`$:
The volume element $`\sqrt{|\text{det }g_{ij}|}=r^2A^{\frac{1}{2}}T^1`$ is smooth and non-zero on the horizon; i.e.,
$$T^2A^1,T^2AC^{\mathrm{}}([\overline{r},\mathrm{})).$$
The electromagnetic field tensor is $`F_{ij}=_iA_j_jA_i`$; we assume that the strength of the em field tensor $`F_{ij}F^{ij}=2|\varphi ^{}|^2AT^2`$ is bounded near the horizon. In view of (I), this means that we assume
$$|\varphi ^{}(r)|<c_1,\overline{r}<r<\overline{r}+\epsilon $$
for some positive constants $`c_1`$, $`\epsilon >0`$.
The function $`A(r)`$ obeys a power law; i.e.
$$A(r)=c(r\overline{r})^s+𝒪((r\overline{r})^{s+1}),r>\overline{r}$$
(20)
for some positive constants $`c`$ and $`s`$.
A brief discussion of these assumptions is in order. Thus, if (I) or (II) were violated, then an observer freely falling into a black hole would feel strong forces when crossing the horizon. Assumption (III) is a technical condition which seems sufficiently general to include all physically relevant horizons; for example $`s=1`$ corresponds to the Schwarzschild horizon, and $`s=2`$ corresponds to the extreme RN horizon. However, (III) does not seem to be essential for our non-existence results, and with more mathematical effort, we believe that it could be weakened or even omitted completely.
Here is the main result in this section.
###### Theorem 4.1
Any black hole solution of the EDM equations (6)–(10) which satisfies the regularity conditions (I)–(III) either is a non-extreme RN solution with $`\alpha (r)0\beta (r)`$, or $`s=2`$ and the following expansions are valid near the event horizon $`r=\overline{r}`$:
$`A(r)`$ $`=`$ $`A_0(r\overline{r})^2+𝒪((r\overline{r})^3)`$ (21)
$`T(r)`$ $`=`$ $`T_0(r\overline{r})^1+𝒪((r\overline{r})^0)`$ (22)
$`\varphi (r)`$ $`=`$ $`{\displaystyle \frac{\omega }{e}}+\varphi _0(r\overline{r})+𝒪((r\overline{r})^2)`$ (23)
$`\alpha (r)`$ $`=`$ $`\alpha _0(r\overline{r})^\kappa +𝒪((r\overline{r})^{\kappa +1})`$ (24)
$`\beta (r)`$ $`=`$ $`\beta _0(r\overline{r})^\kappa +𝒪((r\overline{r})^{\kappa +1}),`$ (25)
with positive constants $`A_0`$, $`T_0`$, and real parameters $`\varphi _0`$, $`\alpha _0`$, and $`\beta _0`$. The exponent $`\kappa `$ satisfies the constraint
$$\frac{1}{2}<\kappa =A_0^1\sqrt{m^2e^2\varphi _0^2T_0^2+\left(\frac{2j+1}{2\overline{r}}\right)^2},$$
(26)
and the spinor coefficients $`\alpha _0`$ and $`\beta _0`$ are related by
$$\alpha _0\left(\sqrt{A_0}\kappa \pm \frac{2j+1}{2\overline{r}}\right)=\beta _0(me\varphi _0T_0),$$
(27)
where ‘$`\pm `$’ refers to the two choices of the signs in (6)–(10).
We shall now outline a proof of this result; we first consider the case that the exponent $`s<2`$ in (20).
###### Lemma 4.2
Assume that $`s<2`$ and that $`(\alpha ,\beta ,A,T,\varphi )`$ is a black-hole solution where $`(\alpha ,\beta )0`$. Then there are constants $`c,\epsilon >0`$ satisfying
$$c\alpha (r)^2+\beta (r)^2\frac{1}{c},\overline{r}<r<\overline{r}+\epsilon .$$
(28)
Proof: According to (6) and (7), we have
$`\sqrt{A}{\displaystyle \frac{d}{dr}}(\alpha ^2+\beta ^2)`$ $`=`$ $`2\left(\begin{array}{c}\alpha \\ \beta \end{array}\right)\left(\begin{array}{cc}\pm {\displaystyle \frac{2j+1}{2r}}& m\\ m& {\displaystyle \frac{2j+1}{2r}}\end{array}\right)\left(\begin{array}{c}\alpha \\ \beta \end{array}\right)`$ (35)
$``$ $`\left(4m^2+{\displaystyle \frac{(2j+1)^2}{r^2}}\right)^{\frac{1}{2}}(\alpha ^2+\beta ^2).`$ (36)
The uniqueness theorem for ODEs implies that $`(\alpha ^2+\beta ^2)(r)>0`$ for all $`r`$, $`\overline{r}<r<\overline{r}+\epsilon `$, for any $`\epsilon >0`$. Dividing (36) by $`\sqrt{A}(\alpha ^2+\beta ^2)`$ and integrating from $`r>\overline{r}`$ to $`\overline{r}+\epsilon `$ gives
$`\left|\mathrm{log}((\alpha ^2+\beta ^2)(\overline{r}+\epsilon ))\mathrm{log}((\alpha ^2+\beta ^2)(r))\right|`$ (37)
$``$ $`{\displaystyle _r^{\overline{r}+\epsilon }}A^{\frac{1}{2}}(t)\left(4m^2+{\displaystyle \frac{(2j+1)^2}{t^2}}\right)^{\frac{1}{2}}𝑑t.`$
Since $`s<2`$, (20) implies that $`A^{\frac{1}{2}}`$ is integrable on $`\overline{r}r\overline{r}+\epsilon `$, so that the integral in (37) is majorized by
$$_{\overline{r}}^{\overline{r}+\epsilon }A^{\frac{1}{2}}(t)\left(4m^2+\frac{(2j+1)^2}{t^2}\right)^{\frac{1}{2}}𝑑t,$$
and this yields (28).
We can now dispose of the case $`0<s<2`$; namely, we have
###### Proposition 4.3
If $`0<s<2`$, then the only black hole solutions of the system (6)–(10) are the non-extreme Reissner-Nordström solutions.
Proof: We assume that we have a solution such that $`(\alpha ,\beta )(r)0`$, and show that this gives a contradiction.
The last lemma implies that the spinors are bounded near $`r=\overline{r}`$. From (8) and (9), we find
$`r{\displaystyle \frac{d}{dr}}(AT^2)`$ $`=`$ $`4(2j+1)(\omega e\varphi )T^4(\alpha ^2+\beta ^2)\pm \mathrm{\hspace{0.25em}2}{\displaystyle \frac{(2j+1)^2}{r}}T^3\alpha \beta `$ (38)
$`+2(2j+1)mT^3(\alpha ^2\beta ^2).`$
Assumption (I) implies that the left side of (38) is regular so the same is true of the right side. Since $`T\mathrm{}`$ as $`r\overline{r}`$, we conclude that
$$\underset{\overline{r}<r\overline{r}}{lim}(\omega e\varphi (r))=\mathrm{\hspace{0.33em}0}.$$
(39)
From Maxwell’s equation
$$\varphi ^{\prime \prime }=\frac{1}{A}\frac{(2j+1)e}{r^2}(\alpha ^2+\beta ^2)\frac{1}{r^2\sqrt{A}T}[r^2\sqrt{A}T]^{}\varphi ^{},$$
(40)
we see that (I) implies that the coefficient of $`\varphi ^{}`$ is smooth. If $`s1`$, $`A^1`$ is not integrable at $`\overline{r}`$, so that $`|\varphi ^{}|`$ is unbounded at $`\overline{r}`$, thereby contradicting (II). Thus $`s<1`$, and integrating (40) twice and using (39) gives near $`r=\overline{r}`$ the following expansions:
$`\varphi ^{}(r)`$ $`=`$ $`c_1(r\overline{r})^{s+1}+c_2+𝒪((r\overline{r})^{s+2})\text{, and}`$
$`\varphi (r)`$ $`=`$ $`c_1(r\overline{r})^{s+2}+c_2(r\overline{r})+{\displaystyle \frac{\omega }{e}}+𝒪((r\overline{r})^{s+3}).`$
Using these in (8), and noting that $`A`$ and $`r^2AT^2|\varphi ^{}|^2`$ are bounded near $`r=\overline{r}`$, and that $`(\omega e\varphi )=𝒪(r\overline{r})`$, and $`T^2(\alpha ^2+\beta ^2)(r\overline{r})^s`$, $`s<1`$, we see that the rhs of (8) is bounded near $`r=\overline{r}`$. On the other hand, the lhs of (8) diverges near $`r=\overline{r}`$ since $`rA^{}(r)=(r\overline{r})^{s+1}`$; this contradiction completes the proof.
In the case $`s2`$, we first prove the following two facts (cf. ):
$$\underset{r\overline{r}}{lim}(r\overline{r})^{\frac{s}{2}}(\alpha ^2+\beta ^2)=\mathrm{\hspace{0.33em}0}$$
(41)
and
$$\underset{r\overline{r}}{lim}|\varphi ^{}(r)|=\overline{r}^1\underset{r\overline{r}}{lim}A^{\frac{1}{2}}T^1>\mathrm{\hspace{0.33em}0}.$$
(42)
From (42), we find that
$$(we\varphi )(r)=c+d(r\overline{r})+o(r\overline{r}),$$
where $`d=e/\overline{r}lim_{r\overline{r}}A^{\frac{1}{2}}T^1>0`$. Thus $`(\omega e\varphi )T`$ diverges monotonically. From (6) and (7), this implies that $`lim\; inf_{r\overline{r}}(\alpha ^2+\beta ^2)>0`$, thereby contradicting (41). Thus if $`s>2`$, there are no solutions of (6)–(10).
Proof of Theorem 4.1: We must only consider the case that $`s=2`$ and (21), (22) hold. From (41) we see that $`lim_{r\overline{r}}\alpha ^2+\beta ^2=0`$, and we can show that $`(\omega e\varphi )T`$ cannot diverge monotonically near $`r=\overline{r}`$ (see ). But (42) shows that $`(\omega e\varphi )`$ has a Taylor expansion near $`r=\overline{r}`$ with a non-zero linear term. Thus (42) holds, the constant term in the Taylor expansion of $`(\omega e\varphi )`$ vanishes, and $`lim_{r\overline{r}}(\omega e\varphi )T=\lambda `$, where from (42), $`|\lambda |=\overline{r}^1lim_{r\overline{r}}A^{\frac{1}{2}}T^1>0`$. As in , we may write the Dirac equations in the variable
$$u(r)=r\overline{r}\mathrm{ln}(r\overline{r})$$
and apply the stable manifold theorem to conclude that $`\alpha `$ and $`\beta `$ satisfy the power laws (24),(25), and (41) yields that $`K>\frac{1}{2}`$. Using (21)–(25) into (6) and (7) gives
$`\sqrt{A_0}\kappa \alpha _0`$ $`=`$ $`\pm {\displaystyle \frac{2j+1}{2\overline{r}}}\alpha _0+(e\varphi _0T_0m)\beta _0`$
$`\sqrt{A_0}\kappa \beta _0`$ $`=`$ $`(e\varphi _0T_0+m)\alpha _0{\displaystyle \frac{2j+1}{2\overline{r}}}\beta _0,`$
which are equivalent to (26) and (27). This completes the proof of Theorem 4.1.
Notice that in the case of non-zero spinors ($`s=2`$), Theorem 4.1 places severe constraints on the behavior of black hole solutions near the event horizon, in the sense that since $`\kappa >\frac{1}{2}`$, the spinors decay so fast at $`r=\overline{r}`$, that both the metric and the em field behave like the extreme RN solution on the event horizon. Physically speaking, this restriction to the extremal case means that the electric charge of the black hole is so large that the electric repulsion balances the gravitational attraction, and prevents the Dirac particles from “falling into” the black hole. Of course, this is not the physical situation that one expects in the gravitational collapse of, say, a star. However, extreme RN black holes are physically important since they have zero temperature , and can be considered to be the asymptotic states of black holes emitting Hawking radiation. It is thus interesting to see if the expansions (21)–(25) yield global black hole solutions of the EDM equations.
This question is especially interesting since in the next section we shall show that for an extreme RN background field, spinors satisfying the expansions (24), (25) cannot be normalized. The question thus becomes whether the influence of the spinors on the gravitational and em field can yield black hole solutions with normalized spinors. This is a very difficult question because one must analyze the global behavior of these solutions of the EDM equations. Our numerical investigations show that the answer to the above question is negative; namely solutions either develop a singularity for some $`r>\overline{r}`$, or the spinors $`(\alpha ,\beta )`$ are not normalizable. We thus conclude that the expansions (21)–(25) do not give normalizable solutions of the EDM equations.
## 5 Dirac Particles in a Reissner-Nordström Background
In this section, we shall consider solutions of the EDM equations where we fix the background metric and em field to be an RN solution. Near a collapsing black hole one might guess that Dirac particles might get into a static or time periodic state. However, we shall show that, in contrast to the classical situation, the Dirac equations do not admit any normalizable time-periodic solutions; in particular, they admit no normalizable static solutions. We do not assume any spatial symmetry on the wave functions. This result can be physically interpreted as saying that Dirac particles can either disappear into the black hole of escape to infinity, but they cannot remain on a periodic orbit around the black hole. We note that it is essential for our arguments that the particles have spin. In fact, in the case where the particles do not have spin, the Dirac equation must be replaced by the Klein-Gordon equation, and our arguments fail; c.f. .
The RN metric can be written in polar coordinates as
$$ds^2=\left(1\frac{2\rho }{r}+\frac{q^2}{r^2}\right)dt^2\left(1\frac{2\rho }{r}+\frac{q^2}{r^2}\right)^1dr^2r^2(d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2),$$
(43)
where $`\rho `$ is the (ADM) mass of the black hole, and $`q`$ its charge. The em potential is of the form $`(\varphi ,\stackrel{}{0})`$ with Coulomb potential
$$\varphi (r)=\frac{q}{r}.$$
(44)
In the “non-extremal” case ($`q<\rho `$), the metric coefficient $`(1\frac{2\rho }{r}+\frac{q^2}{r^2})`$ vanishes twice, and thus there are two horizons $`0<r_0<r`$. If $`q=\rho `$, the metric is called an extreme Reissner-Nordström (ERN) metric and has a single horizon at $`r=\rho `$. If $`q>\rho `$, the above metric coefficient is non-vanishing, and so the metric does not describe a black hole; this case will not be considered.
We consider time-periodic solutions, noting that static solutions are a special case. Since the phase of the Dirac wave function $`\mathrm{\Psi }`$ has no physical significance, we define $`\mathrm{\Psi }`$ to be periodic with period $`T`$ if for some real $`\mathrm{\Omega }`$,
$$\mathrm{\Psi }(t+T,r,\vartheta ,\phi )=e^{i\mathrm{\Omega }T}\mathrm{\Psi }(t,r,\vartheta ,\phi ).$$
(45)
Our main theorem in this section is the following:
###### Theorem 5.1
i) In a non-extreme RN background, there are no normalizable, time-periodic solutions of the Dirac equation. ii) In an ERN background, every normalizable, time-periodic solution of the Dirac equation is identically zero in the region $`r>\rho `$.
We shall begin by deriving conditions which relate the wave function $`\mathrm{\Psi }`$ on both sides of the event horizon. We first consider the case of a non-extreme RN background, and analyze the behavior of $`\mathrm{\Psi }`$ near the event horizon. For this, we begin by studying the behavior of $`\mathrm{\Psi }`$ in a Schwarzschild background metric, and we shall also consider the Dirac equation in different coordinate systems. This is done with the aim of passing to Kruskal coordinates, in order to remove the “Schwarzschild singularity.”
The Schwarzschild metric is
$$ds^2=\left(1\frac{2\rho }{r}\right)dt^2\left(1\frac{2\rho }{r}\right)^1dr^2r^2(d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2),$$
where $`\rho `$ is the (ADM) mass, and the event horizon is at $`r=2\rho `$. Some straightforward calculations (see ) shows that outside the horizon ($`r>\rho `$), the Dirac operator can be written as
$$G_{\text{out}}=\frac{i}{S}\gamma ^t\frac{}{t}+\gamma ^r\left(iS\frac{}{r}+\frac{i}{r}(S1)+\frac{i}{2}S^{}\right)+i\gamma ^\vartheta \frac{}{\vartheta }+i\gamma ^\phi \frac{}{\phi },$$
(46)
where
$$S(r)=\left|1\frac{2\rho }{r}\right|^{\frac{1}{2}}.$$
The normalization integral is considered over the hypersurface $`t=\text{const}`$; i.e.
$$(\mathrm{\Psi }|\mathrm{\Psi })_{\text{out}}^t:=_{\text{I R}^3B_{2\rho }}(\overline{\mathrm{\Psi }}\gamma ^t\mathrm{\Psi })(t,\stackrel{}{x})S^1d^3x,$$
(47)
where $`B_{2\rho }`$ denotes the ball of radius $`2\rho `$ about the origin, and $`\overline{\mathrm{\Psi }}=\mathrm{\Psi }^{}\gamma ^0`$ is the adjoint spinor. In the region $`r<2\rho `$, the Dirac operator is given by
$$G_{\text{in}}=\gamma ^r\left(\frac{i}{S}\frac{}{t}\frac{i}{r}\right)\gamma ^t\left(iS\frac{}{r}+\frac{i}{r}S+\frac{i}{2}S^{}\right)+i\gamma ^\vartheta \frac{}{\vartheta }+i\gamma ^\phi \frac{}{\phi }$$
with corresponding normalization integral
$$(\mathrm{\Psi }|\mathrm{\Psi })_{\text{in}}^t:=_{B_{2\rho }}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(t,\stackrel{}{x})S^1d^3x.$$
(48)
Our description of spinors in this coordinate system poses certain difficulties. Namely, since the $`t`$ variable is space-like inside the horizon, the normalization integral (48) is not definite since the integrand is not positive. Thus we can no longer interpret the integrand as a probability density. Moreover, the Dirac equations corresponding to the operators $`G_{\text{in}}`$ and $`G_{\text{out}}`$ describe the wave functions inside and outside the horizon, respectively. But it is not evident how to match the wave functions on the horizon. To handle these issues, we remove the singularity at $`r=2\rho `$ by going over to Kruskal coordinates. Recall (see ) that Kruskal coordinates $`u`$ and $`v`$ are defined by
$`u`$ $`=`$ $`\{\begin{array}{cc}\sqrt{{\displaystyle \frac{r}{2\rho }}1}e^{\frac{r}{4\rho }}\mathrm{cosh}\left({\displaystyle \frac{t}{4\rho }}\right)\hfill & \text{for }r>2\rho \hfill \\ \sqrt{1{\displaystyle \frac{r}{2\rho }}}e^{\frac{r}{4\rho }}\mathrm{sinh}\left({\displaystyle \frac{t}{4\rho }}\right)\hfill & \text{for }r<2\rho \hfill \end{array}`$ (51)
$`v`$ $`=`$ $`\{\begin{array}{cc}\sqrt{{\displaystyle \frac{r}{2\rho }}1}e^{\frac{r}{4\rho }}\mathrm{sinh}\left({\displaystyle \frac{t}{4\rho }}\right)\hfill & \text{for }r>2\rho \hfill \\ \sqrt{1{\displaystyle \frac{r}{2\rho }}}e^{\frac{r}{4\rho }}\mathrm{cosh}\left({\displaystyle \frac{t}{4\rho }}\right)\hfill & \text{for }r<2\rho .\hfill \end{array}`$ (54)
The horizon $`r=2\rho `$ maps to the origin $`u=0=v`$, and the singularity $`r=0`$ maps to the hyperbola $`v^2u^2=1`$, $`v>0`$. In Kruskal coordinates, the metric (43) becomes
$$ds^2=f^2(dv^2du^2)r^2(d\vartheta ^2+\mathrm{sin}^2\vartheta d\phi ^2)$$
where $`f^2=\frac{32\rho ^3}{r}e^{\frac{r}{2\rho }}`$. Taking $`v`$ and $`u`$ as time and space variables, respectively, and noting that the metric is regular at the origin, we can extend the Dirac operator smoothly across the origin. A straightforward computation gives the Dirac operator in Kruskal coordinates as
$`G`$ $`=`$ $`\gamma ^t\left(fi{\displaystyle \frac{}{v}}+{\displaystyle \frac{i}{r}}f(_vr){\displaystyle \frac{i}{2}}_vf\right)+\gamma ^r\left(fi{\displaystyle \frac{}{u}}+{\displaystyle \frac{i}{r}}(f(_ur)1){\displaystyle \frac{i}{2}}_uf\right)`$ (55)
$`+i\gamma ^\vartheta _\vartheta +i\gamma ^\phi _\phi .`$
Observe that the Dirac operator is smooth across the event horizon. Moreover, the normalization integrals (47) and (48) on the surface $`t=0`$ become
$$(\mathrm{\Psi }|\mathrm{\Phi })=_{}\overline{\mathrm{\Psi }}G^j\mathrm{\Phi }\nu _j𝑑\mu ,$$
where
$$=\{u=0,\mathrm{\hspace{0.25em}0}v1\}\{v=0,u>0\},$$
$`\nu `$ is the normal to $`H`$ pointing into the region $`u>0`$, $`v>0`$, and $`G^j`$ are the Dirac matrices
$$G^v=f\gamma ^t,G^u=f\gamma ^r,G^\vartheta =\gamma ^\vartheta ,G^\phi =\gamma ^\phi .$$
We remark that for smooth solutions of the Dirac equation, one can use current conservation
$$_j\overline{\mathrm{\Psi }}G^j\mathrm{\Psi }=\mathrm{\hspace{0.33em}0},$$
(56)
to continuously deform the hypersurface $``$ keeping fixed the value of the normalization integral. For example, one can deform $``$ to $`\widehat{}`$ as depicted in Figure 4, thereby avoiding integrating across the horizon. On the other hand, one must exercise extreme care whenever a solution of the Dirac equation is singular near the origin.
As shown in , the Dirac operator in Kruskal coordinates can be written as
$$G=UG_{\text{out}}U^1=UG_{\text{in}}U^1,$$
(57)
where $`U`$ is the time-dependent matrix
$$U(t)=\mathrm{cosh}\left(\frac{t}{8\rho }\right)\text{1 1}+\mathrm{sinh}\left(\frac{t}{8\rho }\right)\gamma ^t\gamma ^r,$$
(58)
and the Dirac operators $`G_{\text{out}}`$ and $`G_{\text{in}}`$ in Kruskal coordinates are
$`G_{\text{out}}`$ $`=`$ $`{\displaystyle \frac{i}{4\rho S}}(u\gamma ^t+v\gamma ^r){\displaystyle \frac{}{v}}+{\displaystyle \frac{i}{4\rho S}}(v\gamma ^t+u\gamma ^r){\displaystyle \frac{}{u}}`$
$`+\left({\displaystyle \frac{i}{r}}(S1)+{\displaystyle \frac{i}{2}}S^{}\right)\gamma ^r+i\gamma ^\vartheta {\displaystyle \frac{}{\vartheta }}+i\gamma ^\phi {\displaystyle \frac{}{\phi }}`$
$`G_{\text{in}}`$ $`=`$ $`{\displaystyle \frac{i}{4\rho S}}(v\gamma ^t+u\gamma ^r){\displaystyle \frac{}{v}}+{\displaystyle \frac{i}{4\rho S}}(u\gamma ^t+v\gamma ^r){\displaystyle \frac{}{u}}`$
$`\left({\displaystyle \frac{i}{r}}S+{\displaystyle \frac{i}{2}}S^{}\right)\gamma ^t{\displaystyle \frac{i}{r}}\gamma ^r+i\gamma ^\vartheta {\displaystyle \frac{}{\vartheta }}+i\gamma ^\phi {\displaystyle \frac{}{\phi }}.`$
It follows that the Dirac operators $`G_{\text{out}}`$ and $`G_{\text{in}}`$ can be identified with the Dirac operator $`G`$ in the region
$$=\{u+v>0,v^2u^2<1\}.$$
We next see how solutions of the Dirac equation inside and outside the horizon match on the horizon, $`u=0=v`$. To do this, we first study the behavior of these solutions on the horizon. Let us first consider static solutions of the Dirac equation, so
$$\mathrm{\Psi }(t,r,\vartheta ,\phi )=e^{i\omega t}\mathrm{\Psi }(r,\vartheta ,\phi ).$$
We assume that $`\mathrm{\Psi }`$ is a solution of the Dirac equations $`(G_{\text{in}}m)=0`$ and $`(G_{\text{out}}m)=0`$, and that $`\mathrm{\Psi }`$ is smooth on both sides of the horizon $`r<2\rho `$ and $`r>2\rho `$. Using (57) and (58), we have
$$\mathrm{\Psi }(u,v,\vartheta ,\phi )=U(t)e^{i\omega t}\mathrm{\Psi }(r,\vartheta ,\phi ),$$
where $`r`$ and $`t`$ are determined implicitly from $`u`$ and $`v`$ in the usual way (see ). This implies that $`\mathrm{\Psi }`$ is only defined in $``$, and solves there the Dirac equation $`(Gm)\mathrm{\Psi }=0`$. Since we are only considering black holes, we demand that $`\mathrm{\Psi }`$ vanishes in the half-plane $`u+v<0`$; thus we must analyze solutions $`\mathrm{\Psi }`$ of the form
$$\mathrm{\Psi }(u,v,\vartheta ,\phi )=\{\begin{array}{cc}U(t)e^{i\omega t}\mathrm{\Psi }(r,\vartheta ,\phi )& \text{for }u+v>0\text{}uv\hfill \\ 0& \text{for }u+v<0.\hfill \end{array}$$
Such a wave function might be singular along the lines $`u=\pm v`$, in which case $`\mathrm{\Psi }`$ must satisfy the Dirac equation in a generalized sense. An analysis carried out in shows that $`\mathrm{\Psi }`$ must satisfy the two matching conditions
$`\underset{\epsilon 0}{lim}(\gamma ^t+\gamma ^r)|\epsilon |^{\frac{1}{4}}\mathrm{\Psi }(t,2\rho +\epsilon ,\vartheta ,\phi )=\mathrm{\hspace{0.33em}0}`$ (59)
$`|\epsilon |^{\frac{1}{4}}\left(\mathrm{\Psi }(t,2\rho +\epsilon ,\vartheta ,\phi )\mathrm{\Psi }(t,2\rho \epsilon ,\vartheta ,\phi )\right)`$ (60)
$`=`$ $`o(1+|\epsilon |^{\frac{1}{4}}\mathrm{\Psi }(t,2\rho +\epsilon ,\vartheta ,\phi ))\text{as }\epsilon 0\text{.}`$
Note that since these only depend on the local behavior of $`\mathrm{\Psi }`$ near the horizon, they are also applicable when we are in the case of a non-extreme RN background having event horizon at $`r=2\rho `$.
We now consider Dirac particles in a RN background. Since the gravitational and EM background fields are spherically symmetric and time independent, we can separate out the angular and time dependence of the wave functions via spherical harmonics and plane waves in the usual manner and, as shown in , we obtain the following two component Dirac equations: In regions where the $`t`$-variable is time-like,
$`S{\displaystyle \frac{d}{dr}}\mathrm{\Phi }_{jk\omega }^\pm `$ (67)
$`=`$ $`\left[\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)(\omega e\varphi ){\displaystyle \frac{1}{S}}\pm \left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right){\displaystyle \frac{2j+1}{2r}}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)m\right]\mathrm{\Phi }_{jk\omega }^\pm ,`$
and in the regions where $`t`$ is space-like,
$`S{\displaystyle \frac{d}{dr}}\mathrm{\Phi }_{jk\omega }^\pm `$ (74)
$`=`$ $`\left[\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)(\omega e\varphi ){\displaystyle \frac{1}{S}}\pm i\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right){\displaystyle \frac{2j+1}{2r}}+i\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)m\right]\mathrm{\Phi }_{jk\omega }^\pm .`$
In these equations,
$$S(r)=\left|1\frac{2\rho }{r}+\frac{q^2}{r^2}\right|^{\frac{1}{2}}$$
(75)
$`j=\frac{1}{2},\frac{3}{2},\mathrm{}`$, $`k=j,j+1,\mathrm{},j`$, and the $`\pm `$ signs correspond as before to the two eigenvalues of the operator $`\gamma ^0P`$ (cf. Section 1). Here we have chosen for the Dirac wave functions the two ansatz’
$`\mathrm{\Psi }_{jk\omega }^+`$ $`=`$ $`e^{i\omega t}{\displaystyle \frac{S^{\frac{1}{2}}}{r}}\left(\begin{array}{c}\chi _{j\frac{1}{2}}^k\mathrm{\Phi }_{jk\omega \mathrm{\hspace{0.25em}1}}^+(r)\\ i\chi _{j+\frac{1}{2}}^k\mathrm{\Phi }_{jk\omega \mathrm{\hspace{0.25em}2}}^+(r)\end{array}\right)`$ (78)
$`\mathrm{\Psi }_{jk\omega }^{}`$ $`=`$ $`e^{i\omega t}{\displaystyle \frac{S^{\frac{1}{2}}}{r}}\left(\begin{array}{c}\chi _{j+\frac{1}{2}}^k\mathrm{\Phi }_{jk\omega \mathrm{\hspace{0.25em}1}}^{}(r)\\ i\chi _{j\frac{1}{2}}^k\mathrm{\Phi }_{jk\omega \mathrm{\hspace{0.25em}2}}^{}(r)\end{array}\right)`$ (81)
with 2-spinors $`\mathrm{\Phi }_{jk\omega }^\pm `$, and $`\chi _{j\pm \frac{1}{2}}^k`$ are defined by
$`\chi _{j\frac{1}{2}}^k`$ $`=`$ $`\sqrt{{\displaystyle \frac{j+k}{2j}}}Y_{j\frac{1}{2}}^{k\frac{1}{2}}\left(\begin{array}{c}1\\ 0\end{array}\right)+\sqrt{{\displaystyle \frac{jk}{2j}}}Y_{j\frac{1}{2}}^{k+\frac{1}{2}}\left(\begin{array}{c}0\\ 1\end{array}\right)`$ (86)
$`\chi _{j+\frac{1}{2}}^k`$ $`=`$ $`\sqrt{{\displaystyle \frac{j+1k}{2j+2}}}Y_{j+\frac{1}{2}}^{k\frac{1}{2}}\left(\begin{array}{c}1\\ 0\end{array}\right)\sqrt{{\displaystyle \frac{j+1+k}{2j+2}}}Y_{j+\frac{1}{2}}^{k+\frac{1}{2}}\left(\begin{array}{c}0\\ 1\end{array}\right).`$ (91)
where $`Y_l^k`$ are the usual spherical harmonics, $`l=0,1,2,\mathrm{}`$, $`k=l,\mathrm{},l`$.
We shall show that the matching conditions (59),(60) do not yield normalizable, time-periodic solutions of the Dirac equation. This will be done by showing that, for every non-zero solution of Dirac’s equation, the normalization integral outside and away from the horizons
$$(\mathrm{\Psi }|\mathrm{\Psi })^t=_{\text{I R}^3B_{2r_1}}\overline{\mathrm{\Psi }}\gamma ^t\mathrm{\Psi }S^1d^3x,$$
(92)
is infinite for some $`t`$. Note that for a normalizable wave function, this integral is the probability that the particle lies outside the ball of radius $`r_1`$, and thus cannot exceed $`1`$. So if (92) is infinite, the wave function cannot be normalized.
Now assume that $`\mathrm{\Psi }`$ is a $`T`$-periodic solution of Dirac’s equation. Expanding the periodic function $`e^{i\mathrm{\Omega }t}\mathrm{\Psi }(t,r,\vartheta ,\phi )`$ in a Fourier series, and using the basis (74),(75) yields
$$\mathrm{\Psi }(t,r,\vartheta ,\phi )=\underset{n,j,k,s}{}\mathrm{\Psi }_{jk\omega (n)}^s(t,r,\vartheta ,\phi ),$$
(93)
where $`s=\pm `$, and $`\omega (n)=\mathrm{\Omega }+2\pi n/T`$. Using the orthonormality of the spinors $`\chi _{j\pm \frac{1}{2}}^k`$, the integral (86) becomes
$$(\mathrm{\Psi }|\mathrm{\Psi })^t=_{\text{I R}^3B_{2r_1}}\underset{n,n^{}}{}\underset{j,k,s}{}\overline{\mathrm{\Psi }_{jk\omega (n)}^s}\gamma ^t\mathrm{\Psi }_{jk\omega (n^{})}^sS^1d^3x.$$
In order to eliminate the oscillating time dependence of the integrand, we average over one period $`(0,T)`$ to get
$$\frac{1}{T}_0^T(\mathrm{\Psi }|\mathrm{\Psi })^t𝑑t=\underset{n,j,k,s}{}(\mathrm{\Psi }_{jk\omega (n)}^s|\mathrm{\Psi }_{jk\omega (n)}^s).$$
For a normalizable wave function, this expression is finite, and hence all summands are finite: For all $`s`$, $`j`$, $`k`$, $`n`$,
$$(\mathrm{\Psi }_{jk\omega (n)}^s|\mathrm{\Psi }_{jk\omega (n)}^s)<\mathrm{}.$$
(94)
We shall show that (94) cannot hold for non-trivial solutions of the Dirac equation; for this we begin with
###### Lemma 5.2
The function $`|\mathrm{\Phi }_{jk\omega }^\pm (r)|^2`$ has finite boundary values on both horizons, and if it is zero on one horizon, then it is identically zero.
Proof: For simplicity, we omit the indices $`j`$, $`k`$, and $`\omega `$. Choose $`\delta `$, $`0<\delta <r_0`$, and notice that the $`t`$-direction is time-like on the intervals $`(\delta ,r_0)`$ and $`(r_1,\mathrm{})`$. In these regions, we can use (67) to obtain
$`S{\displaystyle \frac{d}{dr}}|\mathrm{\Phi }^\pm |^2(r)`$ $`=`$ $`<\text{ }S{\displaystyle \frac{d}{dr}}\mathrm{\Phi }^\pm ,\mathrm{\Phi }^\pm >+<\text{ }\mathrm{\Phi }^\pm ,S{\displaystyle \frac{d}{dr}}\mathrm{\Phi }^\pm >`$
$`=`$ $`\pm {\displaystyle \frac{2j+1}{r}}(|\mathrm{\Phi }_1^\pm |^2|\mathrm{\Phi }_2^\pm |^2)\mathrm{\hspace{0.25em}4}m\text{Re}\left((\mathrm{\Phi }_1^\pm )^{}\mathrm{\Phi }_2^\pm \right),`$
so that
$$c|\mathrm{\Phi }^\pm |^2S\frac{d}{dr}|\mathrm{\Phi }^\pm |^2c|\mathrm{\Phi }^\pm |^2$$
where $`c=2m+(2j+1)/\delta `$. Dividing by $`|\mathrm{\Phi }^\pm |^2`$ and integrating gives, for $`\delta <r<r^{}<r_0`$, or $`r_1<r<r^{}`$,
$$c_r^r^{}S^1\mathrm{log}|\mathrm{\Phi }^\pm |^2|_r^r^{}c_r^r^{}S^1.$$
(95)
In the region $`r_0<r<r_1`$, (74) gives similarly
$$S\frac{d}{dr}|\mathrm{\Phi }^\pm |^2(r)=<\text{ }S\frac{d}{dr}\mathrm{\Phi }^\pm ,\mathrm{\Phi }^\pm >+<\text{ }\mathrm{\Phi }^\pm ,S\frac{d}{dr}\mathrm{\Phi }^\pm >=\mathrm{\hspace{0.33em}0},$$
since the square bracket in (74) is an anti-Hermitian matrix. Thus $`|\mathrm{\Phi }^\pm |^2`$ is constant in this region, so (95) trivially holds for $`r_0<r<r^{}<r_1`$. Since $`S^1`$ is integrable on the event horizons, (95) shows that $`|\mathrm{\Phi }^\pm |^2`$ has finite boundary values on each side of the horizon, and these are non-zero unless if $`\mathrm{\Phi }^\pm `$ vanishes identically on the corresponding region $`(\delta ,r_0)`$, $`(r_0,r_1)`$, or $`(r_1,\mathrm{})`$.
We now use (78) and (81) in the matching condition (60) to get for $`j=0,1`$,
$$\mathrm{\Phi }^\pm (r_j+\epsilon )\mathrm{\Phi }^\pm (r_j\epsilon )=o(1+|\mathrm{\Phi }^\pm (r_j+\epsilon )|),\epsilon 0.$$
Since $`|\mathrm{\Phi }^\pm (r)|^2`$ has 2-sided limits as $`r_j`$, we conclude that these limits must coincide at $`r_j`$; i.e.
$$\underset{0<\epsilon 0}{lim}|\mathrm{\Phi }^\pm (r_j+\epsilon )|^2=\underset{0<\epsilon 0}{lim}|\mathrm{\Phi }^\pm (r_j\epsilon )|^2.$$
Using (95) again, we conclude that the wave function vanishes on the entire interval $`(\delta ,\mathrm{})`$, if it is zero on $`r_j`$. This completes the proof since $`\delta `$ was arbitrary.
The final step is to use current conservation (cf. )
$$_j\overline{\mathrm{\Psi }}G^j\mathrm{\Psi }=\mathrm{\hspace{0.33em}0}$$
(96)
to study the decay of $`\mathrm{\Phi }_{jk\omega (n)}^s(r)`$ at infinity, and to prove Part i) of Theorem 5.1:
###### Theorem 5.3
(radial flux argument) Either $`\mathrm{\Psi }_{jk\omega }^s`$ vanishes identically, or the normalization condition (94) is violated.
Proof: For simplicity, we again omit the indices $`s`$, $`j`$, $`k`$, and $`\omega `$. Suppose that $`\mathrm{\Psi }0`$. For $`r_1<r<R`$ and $`T>0`$, let $`V`$ be the annulus outside the horizon $`r`$, given by $`V=(0,T)\times (B_{2R}B_{2r})`$. Using (94), we find
$`0`$ $`=`$ $`{\displaystyle _V}_j(\overline{\mathrm{\Psi }}G^j\mathrm{\Psi })\sqrt{|g|}d^4x`$
$`=`$ $`{\displaystyle _0^T}𝑑tr^2S(r){\displaystyle _{S^2}}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(t,r){\displaystyle _0^T}𝑑tR^2S(R){\displaystyle _{S^2}}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(t,R)`$
$`{\displaystyle _{2r}^{2R}}𝑑ss^2S^1(s){\displaystyle _{S^2}}(\overline{\mathrm{\Psi }}\gamma ^t\mathrm{\Psi })(t,r)|_{t=0}^{t=T}.`$
Since the integrand is static, the last term vanishes, and we conclude that the radial flux is independent of the radius,
$$r^2S(r)_{S^2}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(r)=R^2S(R)_{S^2}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(R).$$
(97)
Using (78) and (81), we have
$$r^2S(r)_{S^2}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(r)=_{S^2}\mathrm{\Phi }^{}(r)\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)\mathrm{\Phi }(r).$$
(98)
The matching condition (59), expressed in terms of $`\mathrm{\Phi }`$ gives
$$\underset{r_1<rr_1}{lim}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\mathrm{\Phi }=\mathrm{\hspace{0.33em}0}.$$
Using this, we have from (98)
$`\underset{r_1<rr_1}{lim}r^2S(r){\displaystyle _{S^2}}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(r)`$ $`=`$ $`\underset{r_1<rr_1}{lim}{\displaystyle _{S^2}}\left[\mathrm{\Phi }^{}\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\mathrm{\Phi }|\mathrm{\Phi }|^2\right]`$
$`=`$ $`\underset{r_1<rr_1}{lim}{\displaystyle _{S^2}}\left[\mathrm{\Phi }^{}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\left(\begin{array}{cc}1& i\\ i& 1\end{array}\right)\mathrm{\Phi }|\mathrm{\Phi }|^2\right]`$
$`=`$ $`\underset{r_1<rr_1}{lim}{\displaystyle _{S^2}}|\mathrm{\Phi }|^2\mathrm{\hspace{0.33em}0},`$
since $`\mathrm{\Phi }`$ is finite and non-zero on the horizon $`r_1`$.
Now we consider the radial flux for large $`R`$. Since the flux is independent of $`R`$, we have from the last inequality
$`0`$ $`<`$ $`\underset{R\mathrm{}}{lim}|R^2S(R){\displaystyle _{S^2}}(\overline{\mathrm{\Psi }}\gamma ^r\mathrm{\Psi })(R)|`$
$`=`$ $`\underset{R\mathrm{}}{lim}|R^2S^1(R){\displaystyle _{S^2}}(\overline{\mathrm{\Psi }}\gamma ^t\mathrm{\Psi })(R)|,`$
because the metric is asymptotically Minkowskian. Thus the integrand of our normalization integral
$$(\mathrm{\Psi }|\mathrm{\Psi })_{\mathrm{}}=_{2r_1}^{\mathrm{}}𝑑RR^2S^1(R)_{S^2}(\overline{\mathrm{\Psi }}\gamma ^t\mathrm{\Psi })(R)$$
converges to a positive number, so that the normalization integral is infinite.
We have thus proved Part i) of Theorem 5.1. For Part ii), the case of an extreme RN background field, we use a quite different method; c.f. .
We remark that, using Chandrasekhar’s separation method, the results in this section can be extended to the axisymmetric case. Namely, for a quite general class of axisymmetric black-hole geometries, including the non-extreme Kerr-Newman solution, it is proved in that the Dirac equation admits no normalizable, time-periodic solutions.
| Felix Finster | | Joel Smoller | | Shing-Tung Yau |
| --- | --- | --- | --- | --- |
| Max Planck Institute MIS | | Mathematics Department | | Mathematics Department |
| Inselstr. 22-26 | | The University of Michigan | | Harvard University |
| 04103 Leipzig, Germany | | Ann Arbor, MI 48109, USA | | Cambridge, MA 02138, USA |
| Felix.Finster@mis.mpg.de | | smoller@umich.edu | | yau@math.harvard.edu | |
warning/0001/hep-ph0001154.html | ar5iv | text | # Instability of Classic Rotational Motion for Three-String Baryon Model
## Introduction
In the considered “three-string” or “Y” string baryon model \[1 – 4\] three relativistic strings coming from three material points (quarks) join at the fourth massless point (junction). There is three other string baryon models with different topology: the quark-diquark model $`q`$-$`qq`$ ; the linear configuration $`q`$-$`q`$-$`q`$ and the “triangle” model or $`\mathrm{\Delta }`$-configuration .
The problem of choosing the most adequate string baryon model among the four mentioned ones has not been solved yet. Investigation of this problem from the point of view of the QCD limit at large interquark distances has not been completed. In particular, the QCD-motivated baryon Wilson loop operator approach gives some arguments in favour of the Y-configuration or the “triangle” model .
On the other hand all mentioned string baryon models may be used for describing orbitally excited baryon states on the Regge trajectories . The rotational motions (planar uniform rotations of the system) are considered as the orbitally excited baryon states. The exact classical solutions describing the rotational motions are known for all these models. For the configurations $`q`$-$`qq`$ and $`q`$-$`q`$-$`q`$ the rotating string has the form of a rectilinear segment . For the model “triangle” this form is the rotating closed curve consisting of segments of a hypocycloid . The form of rotating three-string configuration is three rectilinear string segments joined in a plane at the angles 120 .
When we choose the adequate string baryon configuration we are to take into account the stability of rotational motions for these systems. For some models this problem was solved with using numerical analysis of the disturbed motions close to rotational ones . In particular, the rotational motions of the $`q`$-$`q`$-$`q`$ system with the middle quark at rest are unstable with respect to centrifugal moving away of the middle quark . Any small disturbance results in a complicated quasiperiodic motion, but the system doesn’t transform into the quark-diquark one . The latter $`q`$-$`qq`$ configuration (or the meson string model) seems to be stable but this question is under investigation. The simple rotational motions of the model “triangle” are stable for all values of the quark masses $`m_i`$ and the energy of the system .
The stability problem for the three-string baryon model hasn’t studied yet. In this paper the approach of Refs. is used for its solving.
In Sect. 1 the equations of motion with the boundary conditions for the Y configuration are deduced and the necessity of considering more wide class of parametizations of the world surface is substantiated. In Sect. 2 the solution of the initial-boundary value problem with arbitrary initial conditions is suggested and the stability of the rotational motions is investigated.
## 1 Dynamics of three-string baryon model
In the three-string baryon model or Y-configuration \[1 – 4\] three world sheets (swept up by three segments of the relativistic string in $`D`$-dimensional Minkowski space) are parametrized with three different functions $`X_i^\mu (\tau _i,\sigma )`$. It is convenient to use the different notations $`\tau _1`$, $`\tau _2`$, $`\tau _3`$ for the “time-like” parameters . But the “space-like” parameters are denoted here the same symbol $`\sigma `$. These three world sheets are joined along the world line of the junction that may be set as $`\sigma =0`$ for all sheets without loss of generality (see below).
Under these notations the action of the Y-configuration with masses $`m_i`$ of material points at the ends of the strings has the form
$$S=\underset{i=1}{\overset{3}{}}𝑑\tau _i\left[\gamma \underset{0}{\overset{\sigma _i(\tau _i)}{}}\sqrt{g_i}𝑑\sigma +m_i\sqrt{V_i^2(\tau _i)}\right].$$
(1)
Here $`\gamma `$ is the string tension, $`g_i=(\dot{X}_i,X_i^{})^2\dot{X}_i^2X_i^{}^2`$, $`\dot{X}_i^\mu =_{\tau _i}X_i^\mu `$, $`X_i^\mu =_\sigma X_i^\mu `$, $`(a,b)=a_\mu b^\mu `$, the signature is $`(+,,,\mathrm{})`$, $`V_i^\mu (\tau _i)=\frac{d}{d\tau }X^\mu (\tau ,\sigma _i(\tau ))`$ is the tangent vector to the i-th quark trajectory $`\sigma =\sigma _i(\tau )`$, the speed of light $`c=1`$.
Action (1) with different $`\tau _i`$ generalizes the similar expressions in Refs. (where $`m_i=0`$) and in Ref. , where the limited class of motions of the system with $`m_i0`$ is considered.
In the junction of three world sheets $`X_i^\mu (\tau _i,\sigma )`$ the parameters $`\tau _i`$ are connected in the following general manner:
$$\tau _2=\tau _2(\tau ),\tau _3=\tau _3(\tau ),\tau _1\tau .$$
So the condition in the junction takes the form
$$X_1^\mu (\tau ,0)=X_2^\mu (\tau _2(\tau ),0)=X_3^\mu (\tau _3(\tau ),0).$$
(2)
The equations of motion
$$\frac{}{\tau _i}\frac{\sqrt{g_i}}{\dot{X}_i^\mu }+\frac{}{\sigma }\frac{\sqrt{g_i}}{X_i^\mu }=0,i=1,2,3$$
and the boundary conditions for the junction and the quark<sup>1</sup><sup>1</sup>1The term “quark” instead of “material point” is used here and below for brevity. On the classic level we neglect the spin and other quantum numbers of quarks. trajectories may be deduced from action (1).
Using the invariance of action (1) with respect to nondegenerate reparametrizations $`\tau _i,\sigma \stackrel{~}{\tau }_i,\stackrel{~}{\sigma }`$ on each world sheet one may set the coordinates in which the orthonormality conditions
$$\dot{X}_i^2+X_i^2=0,(\dot{X}_i,X_i^{})=0,i=1,2,3$$
(3)
are satisfied. The junction condition (2) unlike more rigid condition with $`\tau _1=\tau _2=\tau _3`$ on the junction line let us make these reparametrizations independently on each world sheet. After this substitution (new coordinates are also denoted $`\tau _i,\sigma `$) the inner equations of the junction line will have a more general form $`\sigma =\sigma _{0i}(\tau _i)`$ in comparison with the previous one $`\sigma =0`$.
Under conditions (3) the equations of motion become linear
$$\ddot{X}_i^\mu X_i^{\prime \prime \mu }=0,$$
(4)
and the boundary conditions in the junction and on the quark trajectories $`\sigma =\sigma _i(\tau _i)`$ take the following form:
$`{\displaystyle \underset{i=1}{\overset{3}{}}}\left[X_i^\mu (\tau _i(\tau ),\sigma _{0i}(\tau _i))+\sigma _{0i}^{}(\tau _i)\dot{X}_i^\mu (\tau _i,\sigma _{0i}(\tau _i))\right]\tau _i^{}(\tau )=0,`$ (5)
$`m_i{\displaystyle \frac{d}{d\tau _i}}U_i^\mu (\tau _i)+\gamma \left[X_i^\mu +\sigma _i^{}(\tau _i)\dot{X}_i^\mu \right]|_{\sigma =\sigma _i(\tau _i)}=0,i=1,2,3.`$ (6)
Here $`U_i^\mu (\tau _i)=V_i^\mu (\tau _i)/\sqrt{V_i^2(\tau _i)}`$ is the unit velocity vector of $`i`$-th quark.
The reparametrizations
$$\stackrel{~}{\tau }_i\pm \stackrel{~}{\sigma }=f_{i\pm }(\tau _i\pm \sigma ),i=1,2,3$$
(7)
($`f_{i\pm }`$ are arbitrary smooth monotone functions ) keep invariance of conditions (3), equations (4) and boundary conditions (5), (6). Choosing the functions $`f_{i\pm }`$ we can fix the equation of the junction line and the quark trajectories on all world sheets in the form
$$\sigma _{0i}(\tau _i)=0,\sigma _i(\tau )=\pi ,0\sigma \pi ,i=1,2,3,$$
(8)
On each world sheet independently one can obtain the condition “$`\sigma =0`$ is the junction trajectory” by choosing the function $`f_{i+}(\xi )`$ in Eq. (7) and keeping identical $`f_i(\xi )=\xi `$. Then one can obtain the equalities $`\sigma _i=\pi `$ through the next substitution (7) with $`f_{i+}=f_i`$ (it keeps invariance of the equation $`\sigma =0`$).
In this paper the parametrization satisfying the conditions (8) and (3) is used. The alnernative approach is possible. It implies introducing the condition $`\tau _2(\tau )=\tau _3(\tau )=\tau `$ on the junction trajectory (2) in conjunction with the condition $`\sigma _{0i}=0`$ (or $`\sigma _{0i}=`$const). But under such circumstances the functions $`\sigma _i(\tau )`$ in the quark trajectories are not equal to constants in general.
If under orthonormal gauge (3) we demand satisfying as conditions (8), as the equalities $`\tau _1=\tau _2=\tau _3`$ on the junction line (2), then we actually restrict the class of motions of the system which the model describes. In other words, not all physically possible motions satisfy the above mentioned conditions. Such a situation without explicit indication takes place, in particular, in Ref. .
For the proof of these statements note that after introducing the restrictions (3) and (8) we shall have the class of reparametrizations (7) keeping these conditions . In them the functions $`f_{i+}(\xi )=f_i(\xi )=f_i(\xi )`$ have the form
$$f_i(\xi +2\pi )=f_i(\xi )+2\pi ,f_i^{}(\xi )>0.$$
(9)
The functions from the class (9) may be represented in the form $`f(\xi )=\xi +\varphi (\xi )`$, $`\varphi (\xi +2\pi )=\varphi (\xi )`$, $`\varphi ^{}(\xi )>1`$. They have the following (directly verifiable) properties: if $`f(\xi )`$ and $`g(\xi )`$ satisfy the conditions (9), then the inverse function $`f^1(\xi )`$ and the superposition $`f\left(g(\xi )\right)`$ also satisfy (9).
Making transformations (7), (9) we demand satisfying the equalities $`\stackrel{~}{\tau }_2=\stackrel{~}{\tau }_3=\stackrel{~}{\tau }_1`$ on the junction line $`\sigma =0`$, that results in the relations
$$f_2\left(\tau _2(\tau )\right)=f_3\left(\tau _3(\tau )\right)=f_1(\tau )\tau _2(\tau )=f_2^1\left(f_1(\tau )\right),\tau _3(\tau )=f_3^1\left(f_1(\tau )\right).$$
Hence, one may obtain the equalities $`\stackrel{~}{\tau }_2=\stackrel{~}{\tau }_3=\stackrel{~}{\tau }_1`$ for all $`\stackrel{~}{\tau }`$ under conditions (3) and (8) only if the functions $`\tau _2(\tau )`$ and $`\tau _3(\tau )`$ satisfy the conditions (9). It will be shown in Sect. 2 that the majority of physical motions of the three-string do not satisfy this restriction (see, for example, Fig. 1f).
For describing an arbitrary motion of the three-string in the suggested approach the unknown functions $`\tau _i(\tau )`$ are determined from dynamic equations, in particular, with solving the initial-boundary value problem.
## 2 Initial-boundary value problem and stability of the rotational motions
The initial-boundary value problem implies obtaining the motion of the three-string on the base of two given initial conditions: an initial position of the system in Minkowski space and initial velocities of string points. In other words, we are to determine the solution of Eq. (4) $`X_i^\mu (\tau _i,\sigma )`$, sufficiently smooth and satisfying the orthonormality (3), boundary (2), (5), (6) and initial conditions.
An initial position of the three-string can be given as three joined curves in Minkowski space with parametrizations
$$x^\mu =\rho _i^\mu (\lambda ),\lambda [0,\lambda _i],\rho _1^\mu (0)=\rho _2^\mu (0)=\rho _3^\mu (0),\rho _{i}^{}{}_{}{}^{2}<0.$$
Initial velocities on the initial curves can be given as a time-like vectors $`v_i^\mu (\lambda )`$, $`\lambda [0,\lambda _i]`$, $`v_i^\mu (\lambda )`$ may be multiplied by an arbitrary scalar function $`\chi (\lambda )>0`$. The condition $`v_i^\mu (0)=v_j^\mu (0)`$const in the junction is fulfilled.
To solve the problem we set parametrically the initial curves on the world sheets
$$\tau _i=\tau _i^{}(\lambda ),\sigma =\sigma _i^{}(\lambda ),\lambda [0,\lambda _i],$$
and use the following general form for the initial position of the three segments of the Y configuration :
$$X_i^\mu (\tau _i^{}(\lambda ),\sigma _i^{}(\lambda ))=\rho _i^\mu (\lambda ),\lambda [0,\lambda _i],i=1,2,3.$$
(10)
Here $`|\tau _i^{}|<\sigma _i^{}`$, $`\tau _i^{}(0)=\sigma _i^{}(0)=0`$, $`\sigma _i^{}(\lambda _i)=\pi `$. There is the freedom in choosing the functions $`\tau _i^{}(\lambda )`$, $`\sigma _i^{}(\lambda )`$ connected with the free choice of the functions $`f_i`$ in Eqs. (7) satisfying conditions (9).
Let us consider the general solutions of Eq. (4) on the world sheets
$$X_i^\mu (\tau _i,\sigma )=\frac{1}{2}\left[\mathrm{\Psi }_{i+}^\mu (\tau _i+\sigma )+\mathrm{\Psi }_i^\mu (\tau _i\sigma )\right],i=1,2,3.$$
(11)
The derivatives of functions $`\mathrm{\Psi }_{i\pm }^\mu `$ satisfy the isotropy condition
$$\mathrm{\Psi }_{i\pm }^2(\tau )=0$$
(12)
resulting from the orthonormality conditions (3).
Using the formulas
$$\frac{d}{d\lambda }\mathrm{\Psi }_{i\pm }^\mu \left(\tau _i^{}(\lambda )\pm \sigma _i^{}(\lambda )\right)=\left[1\pm (v_i,\rho _i^{})Q_i\right]\rho _i^\mu (\lambda )Q_i\rho _i^2v_i^\mu (\lambda ),$$
(13)
where $`Q_i(\lambda )=\left[(v_i,\rho _i^{})^2v_i^2\rho _i^2\right]^{1/2}`$, we can determine from the initial data the function $`\mathrm{\Psi }_{i+}^\mu `$ in the initial segment $`[0,\tau _i^{}(\lambda _i)+\pi ]`$ and the function $`\mathrm{\Psi }_i^\mu `$ in the segment $`[\tau _i^{}(\lambda _i)\pi ,0]`$. The constants of integration are fixed from the initial condition (10).
The functions $`\mathrm{\Psi }_{i\pm }^\mu `$ are to be continued beyond the initial segments with the help of the boundary conditions (2), (5), (6). In particular, the conditions on the quark trajectories (6) after substituting in them Eq. (11) with taking into account Eqs. (8) are reduced to
$`{\displaystyle \frac{dU_i^\mu }{d\tau _i}}={\displaystyle \frac{\gamma }{m_i}}\left[\delta _\nu ^\mu U_i^\mu (\tau _i)U_{i\nu }(\tau _i)\right]\mathrm{\Psi }_i^\nu (\tau _i\pi ),`$ (14)
$`\mathrm{\Psi }_{i+}^\mu (\tau _i+\pi )=\mathrm{\Psi }_i^\mu (\tau _i\pi )2m_i\gamma ^1U_i^\mu (\tau _i).`$ (15)
The systems of equations (14) need the initial conditions $`U_i^\mu \left(\tau ^{}(\lambda _i)\right)=v_i^\mu (\lambda _i)/\sqrt{v_i^2(\lambda _i)}`$, $`i=1,2,3`$.
Substituting Eq. (11) into the boundary conditions in the junction (2) and (5) we express the function $`\mathrm{\Psi }_i^\mu (\tau _i)`$ through $`\mathrm{\Psi }_{i+}^\mu (\tau _i)`$:
$$\left(\begin{array}{c}\mathrm{\Psi }_1^\mu (\tau )\\ \tau _2^{}\mathrm{\Psi }_2^\mu \left(\tau _2(\tau )\right)\\ \tau _3^{}\mathrm{\Psi }_3^\mu \left(\tau _3(\tau )\right)\end{array}\right)=\frac{1}{3}\left(\begin{array}{ccc}1& 2& 2\\ 2& 1& 2\\ 2& 2& 1\end{array}\right)\left(\begin{array}{c}\mathrm{\Psi }_{1+}^\mu (\tau )\\ \tau _2^{}\mathrm{\Psi }_{2+}^\mu (\tau _2)\\ \tau _3^{}\mathrm{\Psi }_{3+}^\mu (\tau _3)\end{array}\right).$$
(16)
Eqs. (16), (15) and (14) let us infinitely continue the functions $`\mathrm{\Psi }_{i\pm }^\mu `$ outside the initial segments if the functions $`\tau _2(\tau )`$ and $`\tau _3(\tau )`$ are known. They will be found with using Eqs. (12) and the relations
$$[\tau _i^{}(\tau )]^2(\mathrm{\Psi }_{i+}^{}(\tau _i),\mathrm{\Psi }_i^{}(\tau _i))=(\mathrm{\Psi }_{1+}^{}(\tau ),\mathrm{\Psi }_1^{}(\tau )),i=2,3,$$
(17)
obtained from Eqs. (2) and (11). Only under the conditions (17) the isotropy of vector-functions $`\mathrm{\Psi }_{i+}^\mu `$ in the r.h.s. of Eqs. (16) results in the isotropy of $`\mathrm{\Psi }_i^\mu `$ in the l.h.s.
Substituting $`\mathrm{\Psi }_i^\mu `$ from Eq. (16) into Eq. (17) we obtain the relations for calculating the functions $`\tau _2(\tau )`$ and $`\tau _3(\tau )`$:
$$\tau _2^{}(\tau )=\frac{(\mathrm{\Psi }_{1+}^{}(\tau ),\mathrm{\Psi }_{3+}^{}(\tau _3))}{(\mathrm{\Psi }_{2+}^{}(\tau _2),\mathrm{\Psi }_{3+}^{}(\tau _3))},\tau _3^{}(\tau )=\frac{(\mathrm{\Psi }_{1+}^{}(\tau ),\mathrm{\Psi }_{2+}^{}(\tau _2))}{(\mathrm{\Psi }_{2+}^{}(\tau _2),\mathrm{\Psi }_{3+}^{}(\tau _3))}.$$
(18)
Here the functions $`\mathrm{\Psi }_{i+}^\mu `$ are taken from Eqs. (13) and (15) during solving the initial-boundary value problem.
Eqs. (14), (15), (16) and (18) form the closed system for infinite continuation of the functions $`\mathrm{\Psi }_{i\pm }^\mu `$. Determining $`X_i^\mu `$ from Eq. (11) we solve (numerically, in general) the initial-boundary value problem for the three-string model.
The described method of solving this problem is used here for investigating the stability of the rotational motions. For this purpose we are to consider the initial-boundary value problem with disturbed (variously) initial conditions $`\rho _i^\mu (\lambda )`$ and $`v_i^\mu (\lambda )`$.
As was mentioned above the rotational motion of the Y configuration is uniform rotating of three rectilinear string segments with lengths $`R_i`$ joined in a plane at the angles 120 . The lengths $`R_i`$ are connected with the angular velocity $`\omega `$ by the relation
$$R_i\omega ^2(R_i+m_i/\gamma )=1.$$
(19)
This rotational motion may be obtained by solving the initial-boundary value problem with appropriate initial position $`\rho _i^\mu (\lambda )`$ (the rectilinear segments with lengths $`R_i`$) and velocities
$$v_i^\mu (\lambda )=\{1;\stackrel{}{v}_i(\lambda )\},\stackrel{}{v}_i(\lambda )=\left[\stackrel{}{\omega }\times \stackrel{}{\rho }_i(\lambda )\right]+\delta \stackrel{}{v}_i(\lambda )$$
(20)
with the disturbance $`\delta \stackrel{}{v}_i=0`$.
To test the stability of this motion we consider the initial conditions with small disturbances $`\delta \rho _i^\mu (\lambda )`$ or $`\delta v_i^\mu (\lambda )`$.
The typical example of a slightly disturbed quasirotational motion of the three-string with $`m_1=m_2=m_3=1`$, $`\gamma =1`$ is represented in Fig. 1. Here all $`R_i=0.3`$, $`\omega `$ satisfy the condition (19). The initial velocities have the form (20) where only $`x`$-component of the velocity disturbance for the first string segment is non-zero: $`\delta v_1^1(\lambda )=0.05\lambda `$ ($`0<\lambda <\lambda _1=1`$).
In Figs. 1a – e the positions of the system in $`xy`$-plane (sections $`t=`$const of the world surface) are shown. For saving in space the axes are sometimes omitted. They are numbered in order of increasing $`t`$ with the step in time $`\mathrm{\Delta }t=0.15`$ and these numbers are near the position of the first quark marked by the small square. The point here and below marks the positions of the 2-nd quark and the circle — of the 3-rd quark.
The picture of motion is qualitatively identical for any small asymmetric disturbance $`\delta \rho _i^\mu (\lambda )`$ or $`\delta v_i^\mu (\lambda )`$. Starting from some point in time (position 5 in Fig. 1a) the junction begins to move. During this complicated motion the distance between the junction and the rotational center increases and the lengths of the string segments vary quasiperiodically (Figs. 1b – d) unless one of these lengths become equal to zero, i.e. a quark falls into the junction. In Fig. 1e this situation takes place after the shown position 81 (there is some missed time interval between Figs. 1d and 1e).
Thus the numerical modeling in this and other numerous examples shows that rotational motions of the three-string are unstable. The evolution of the instability is slow at the first stage if the disturbance is small, but the middle and final stages are rather similar to the motion in Fig. 1a – e.
In Fig. 1f the dependencies $`\tau _2(\tau )`$ (the full line) and $`\tau _3(\tau )`$ (the dotted line) for this motion are represented. The speed of the “time flow” $`\tau _i`$ increases with diminishing the correspondent string segment. The horizontal asymptotes of the curves in Fig. 1f are connected with vanishing the length of the first string segment. As we see, the functions $`\tau _2(\tau )`$ and $`\tau _3(\tau )`$ do not satisfy the periodicity conditions (9). This fact does not allow describing this motion in the frameworks of the parametrization with $`\tau _1=\tau _2=\tau _3`$.
Any slightly disturbed rotational motion of the three-string is finished with falling one of the quarks into the junction. Considering the further classical evolution of this system<sup>2</sup><sup>2</sup>2This problem is pure theoretical one: classical passing of the material point through the junction will unlikely be the same after the quantization or developing a more general QCD-based theory. in the framework of action (1) we must take into account that vanishing the $`i`$-th string segment is simultaneous with the becoming infinite the corresponding “time” ($`\tau _i\mathrm{}`$). This is not only “bad parametrization” but the geometry of the system changes: the three-string transforms into the linear $`q`$-$`q`$-$`q`$ configuration after merging a quark with the junction. The lifetime of this “$`q`$-$`q`$-$`q`$ stage” is finite and non-zero so the material point with the mass $`m_i`$ moving at a speed $`v<1`$ can not slip through the junction instantaneously. Otherwise under three non-compensated tension forces the massless junction will begin to move at the speed of light.
To illustrate this process in Fig. 2 the motion of the three-string with different masses at the ends $`m_1=1`$, $`m_2=2`$, $`m_3=3`$, $`\gamma =1`$ is represented (the notations are the same, $`\mathrm{\Delta }t=0.125`$). It is close to the rotational one: the initial velocities satisfy the relation (20) with $`\delta v_1^1(\lambda )=0`$, the angular velocity $`\omega 1.6`$ and the different lengths $`R_1=0.3`$, $`R_30.125`$ are connected by Eqs. (19). But the assigned value $`R_2=0.22`$ does not satisfy (19) (that gives $`R_20.179`$) so this difference plays a role of the disturbance for the motion in Fig. 2. After the position 31 in Fig. 2c the 3-rd quark falls into the junction (this is more probable for the heaviest quark if their masses are different).
The 3-rd material point after falling merges with the junction. They move together (Fig. 2d) unless two other string segments form at the junction the angle 120. The waves from the point of merging spread along the strings so the motion become more complicated.
The above described behavior of slightly disturbed rotational motions takes place also for the massless ($`m_i=0`$) three-string model . To solve the initial-boundary value problem for this system with using the suggested approach, we are to substitute Eqs. (14), (15) for the equation
$$\mathrm{\Psi }_{i+}^\mu (\tau _i+\pi )=\mathrm{\Psi }_i^\mu (\tau _i\pi ).$$
In Fig. 3 the motion of this configuration is represented with the same notations. Here in the initial conditions all $`R_i=1`$, $`\omega =1`$, $`\mathrm{\Delta }t=0.2`$ the velocities have the form (20) with the small disturbance $`|\delta v_1^1(\lambda )|<0.01`$ (note that the initial velocities of the strings’ ends are equal to the speed of light $`v=1`$). The evolution of the instability is connected with moving the junction away from the center is shown in Fig. 3a – d. In Fig. 3e the derivatives $`\tau _2^{}(\tau )`$, $`\tau _3^{}(\tau )`$ for this motion are represented. The functions $`\tau _i(\tau )`$ do not satisfy the condition (9) and such a situation takes place in general.
## Conclusion
In this paper method of solving the initial-boundary value problem with arbitrary initial conditions for the string baryon configuration Y (three-string) is suggested. This approach was used for numerical investigation of the stability problem for the classic rotational motions of this system. It was shown that these motions for all values of the parameters $`m_i`$, $`\omega `$ are unstable: any small asymmetric disturbances grow with growing time. The evolution of this instability has some universal features and results in merging one of the quarks with the junction.
This fact does not totally close the three-string model and, in particular, its applications for describing the baryonic Regge trajectories. The majority of orbitally excited baryon states are resonances so the stability of corresponding classical motions is not necessary for modeling this states. None the less the results obtained in this paper for the Y configuration in comparison with other string baryon models<sup>3</sup><sup>3</sup>3Remind that the simple rotational states of the string model “triangle” are stable . are important for choosing the most adequate string baryon both for describing the baryon states on Regge trajectories and for development more perfect QCD-based baryon models. |
warning/0001/hep-th0001067.html | ar5iv | text | # USACH-FM-00/01 PM-00/01 Cubic root of Klein-Gordon equation
## 1 Introduction
A possible way to obtain relativistic wave equations is to relate the spin degrees of freedom to an appropriate algebraic structure. The most famous example is the Dirac equation for spin $`1/2`$ particles in which spin is associated to Clifford algebra. Beyond this simplest example several possibilities have been considered, as for instance the Duffin-Kemmer-Petiau (DKP) algebra relevant for a first order equation for a spin zero and spin one particles . These two types of algebra (Dirac and DKP) appear as special cases of the parafermionic algebra of order $`p`$ ($`p=1`$ being the Clifford algebra and $`p=2`$ the DKP one) . The parafermionic algebra is defined by cubic relations, encoding the basic property that the Lorentz generators are just given by the commutator of the generators of the algebra itself. Besides these algebraic descriptions for integer and half-integer spin states in any space-time dimension, specific properties appear in low dimensions. For instance, in $`2+1`$ dimensions anyons are realized on infinite dimensional representations of the universal covering group of the $`(2+1)`$-dimensional Lorentz group . Relativistic equations for a relativistic anyon are more involved, and various possibilities have been considered . In particular, the (super)algebraic structure of the so called deformed Heisenberg algebra with reflection related to parabosons and parafermions allowed one of us to construct linear differential equations describing universally anyons and ordinary fields of integer and half-integer spin , including topologically massive vector gauge field .
In this paper, we consider an alternative way for obtaining a relativistic wave equation by simple extension of Dirac’s idea. We just write the Klein-Gordon operator as a perfect $`n`$-th power (here we study the simplest case $`n=3`$, i. e. we introduce an operator $`D`$ such that $`D^3=m(\mathrm{}^2+m^2)`$). The present approach is based on writing the quadratic form associated to the Minkowski metric as a cubic form. A set of generators $`g_\mu `$ and $`\stackrel{~}{g}`$ associated, in turn, to the momentum vector $`p_\mu `$ and to the mass parameter $`m`$ is then introduced. This allows us to define a first order relativistic equation of the form $`(ig^\mu _\mu +m\stackrel{~}{g})\psi =0,`$ which can be treated as a special type of a generic Dirac-like equations
$$(i\beta ^\mu _\mu +m\stackrel{~}{\beta })\psi =0.$$
(1.1)
The basic algebra (generated by $`g_\mu `$ and $`\stackrel{~}{g}`$) giving rise to such a linearization is the so called Clifford algebra of polynomials . This is an $`n`$-th order algebra where the generators are submitted to $`n`$-th order constraints. This infinite dimensional algebra admits several finite dimensional representations allowing us to define a first order wave equation. However, although the algebra itself is Lorentz-invariant, the covariance of the relativistic wave equation is not guaranteed for a given representation. In other words, there is no guarantee to construct Lorentz generators in terms of the $`g`$’s themselves. This is very different to the parafermionic situation. Various explicit types of manifestly Lorentz covariant finite dimensional representations of the cubic Clifford algebras can be obtained and compared with the spinorial construction of the Lorentz group (related to ordinary Clifford algebras). On the other hand, no infinite dimensional representations of cubic Clifford algebras are known (even though these algebras are infinite dimensional). In the case of a manifestly covariant equation, the approach gives us the possibility to relate the spin degree of freedom with a new algebraic structure. At the same time, some results concerning the cubic Clifford algebra and associated relativistic wave equation can be established independently of the representation we select (or independently of the content of the relativistic field).
The paper is organized as follows. In section 2, we study the algebraic structure with which the Klein-Gordon operator is written through a perfect cube. Some conditions are then given in order to ensure a covariant relativistic wave equation. Two types of matrix representations are given: one with a manifest $`d`$-dimensional Lorentz covariance ($`d`$ is arbitrary), and another with no Lorentz covariance in $`2+1`$ dimensions but admitting covariance in $`1+1`$ dimensions. Section 3 is devoted to the study of the relativistic equation itself. Its solutions are given by means of appropriate projectors. Requirement of covariance of the equation gives us an alternative way to calculate Lorentz generators. In $`1+1`$ dimensions our approach gives a new relativistic anyon-like wave equation for fields of spin $`1/3`$ and $`2/3`$ by means of $`9\times 9`$ matrices. We discuss also coupling to a U(1) gauge field and observe that new structures appear here in comparison with Dirac theory. Section 4 contains some conclusions and comments.
## 2 Cubic root of Klein-Gordon operator
### 2.1 Clifford algebra of the polynomial
The Clifford algebra associated with Dirac equation is related to the linearization of the quadratic polynomial $`P_2(x)=(x^0)^2(x^1)^2\mathrm{}(x^{d1})^2`$. In a similar way there appear the so-called Clifford algebras of polynomials . Such algebras can naturally be defined by introducing a series of generators leading to a linearization of a given polynomial of degree $`n`$ with $`k`$ variables. From the isomorphism between degree $`n`$ polynomials and symmetric tensors of order $`n`$, one can write any homogeneous polynomial $`P`$ as
$$P(x_1,\mathrm{},x_k)=\underset{\{i\}=1}{\overset{k}{}}x_{i_1}x_{i_2}\mathrm{}x_{i_n}g_{i_1\mathrm{}i_n}$$
with $`g_{i_1\mathrm{}i_n}`$ being the associated symmetric rank $`n`$ tensor. As for the ordinary quadratic Clifford algebra, writing the polynomial $`P`$ as a perfect power of $`n`$ defines the Clifford algebra $`𝒞_P`$:
$$P(x_1,\mathrm{},x_k)=\underset{\{i\}=1}{\overset{k}{}}x_{i_1}x_{i_2}\mathrm{}x_{i_n}g_{i_1\mathrm{}i_n}=\left(x_1g_1+\mathrm{}+x_kg_k\right)^n,$$
(2.1)
where the generators $`g_1,\mathrm{},g_k`$ are associated with the variables $`x_1,\mathrm{},x_k`$. Developing explicitly the $`n`$-th power and identifying all the terms leads to the relations
$$S_n(g_{i_1},\mathrm{},g_{i_n}):=\frac{1}{n!}\underset{\sigma \mathrm{\Sigma }_n}{}g_{i_{\sigma (1)}}\mathrm{}g_{i_{\sigma (n)}}=g_{i_i\mathrm{}i_n},$$
(2.2)
with $`\mathrm{\Sigma }_n`$ the symmetric group of order $`n`$. The Clifford algebra of the polynomial $`P`$ is then the order $`n`$ algebra generated by the $`g_i`$ submitted to the constraints (2.2).
The algebra (2.2) is very different from the usual Clifford algebra. Indeed, $`𝒞_P`$ is defined through $`n`$-th order constraints, and consequently the number of independent monomials increases with polynomial’s degree (for instance, $`g_1^2g_2`$ and $`g_1g_2g_1`$ are independent). This means that we do not have enough constraints among the generators to order them in some fixed way and, as a consequence, $`𝒞_P`$ turns out to be an infinite dimensional algebra. However, it has been proved that for any polynomial a finite dimensional (non-faithful) representation can be obtained . But, for polynomial of degree higher than two, we do not have a unique representation, and inequivalent representations of $`𝒞_P`$ (even of the same dimension) can be constructed (see, for instance, and below for the special cubic polynomials). Furthermore, the problem of classification of the representations of $`𝒞_P`$ is still open, though it has been proved that the dimension of the representation is a multiple of the degree of the polynomial . For more details one can see and references therein.
### 2.2 Clifford algebra of the cubic root of Klein-Gordon operator
With the described Clifford algebras $`𝒞_P`$ one can represent the massive Klein-Gordon operator (in any $`d`$-dimensional space-time) as a perfect $`n`$-th power. This can be achieved with the help of Clifford algebra of the polynomial $`P_{n,a}(p)=m^{n2a}(p^\mu p_\mu m^2)^a=(p_\mu g^\mu +m\stackrel{~}{g})^n,n2a`$, where $`\eta _{\mu \nu }=\mathrm{diag}(1,1,\mathrm{},1)`$ is the Minkowski metric and $`m`$ is a mass parameter. Here we investigate the case $`n=3`$ allowing us to take a cubic root of Klein-Gordon operator via the relation $`m(p^\mu p_\mu m^2)=(p_\mu g^\mu +m\stackrel{~}{g})^3`$. In this $`3`$-root case, the generators $`g_\mu `$ and $`\stackrel{~}{g}`$ satisfy the cubic algebra
$$S_3(\stackrel{~}{g},\stackrel{~}{g},\stackrel{~}{g})=\stackrel{~}{g}^3=1,S_3(g_\mu ,\stackrel{~}{g},\stackrel{~}{g})=0,S_3(g_\mu ,g_\nu ,\stackrel{~}{g})=\frac{1}{3}\eta _{\mu \nu },S_3(g_\mu ,g_\nu ,g_\lambda )=0.$$
(2.3)
We denote $`<g>`$ the Clifford algebra generated by the $`g`$’s submitted to the constraints (2.3). Obviously, the product
$$SO(d1,1)\times \text{ZZ}_2\times \text{ZZ}_2\times \text{ZZ}_3$$
(2.4)
is an outer automorphism of this algebra. With respect to $`SO(d1,1)`$, $`g_\mu `$ ($`\stackrel{~}{g}`$) are in the vector (scalar) representation. The two $`\text{ZZ}_2`$ factors are due to the $`P`$ (parity) and $`T`$ (time reversal) invariance of (2.3). The $`\text{ZZ}_3`$ automorphism is associated with the substitution $`(g_\mu ,\stackrel{~}{g})(qg_\mu ,q\stackrel{~}{g})`$ with $`q`$ a cubic root of the unity, $`q^3=1`$. In other words the algebra (2.3) admits a $`\text{ZZ}_3`$-graded structure and the $`g`$’s have a gradation one.
From the generators of the algebra one can construct the following $`0`$-grade vectors,
$$\mathrm{\Gamma }_\mu =\stackrel{~}{g}^2g_\mu ,\stackrel{~}{\mathrm{\Gamma }}_\mu =g_\mu \stackrel{~}{g}^2,\widehat{\mathrm{\Gamma }}_\mu =\stackrel{~}{g}g_\mu \stackrel{~}{g}.$$
(2.5)
Due to the algebra (2.3), these operators are the simplest vectors of gradation zero, from which more complicated $`0`$-grade vectors can be constructed by inserting into them $`0`$-grade products of three generators $`g_\lambda `$, $`g^\lambda `$ and $`\stackrel{~}{g}`$ (with summation in $`\lambda `$ implied). The second equation from (2.3) means, however, the linear dependence of the vectors (2.5):
$$\mathrm{\Gamma }_\mu +\stackrel{~}{\mathrm{\Gamma }}_\mu +\widehat{\mathrm{\Gamma }}_\mu =0.$$
(2.6)
A natural question we should address is whether the automorphisms (2.4) are inner automorphisms. When we have an inner automorphism, this enables us to write down the Lorentz transformations (specified by the matrix $`\mathrm{\Lambda }`$) as $`\mathrm{\Lambda }_\nu ^\mu g^\nu =S(\mathrm{\Lambda })g^\mu S^1(\mathrm{\Lambda })`$ and $`\stackrel{~}{g}=S(\mathrm{\Lambda })\stackrel{~}{g}S^1(\mathrm{\Lambda })`$ with $`S(\mathrm{\Lambda })<g>`$. At the infinitesimal level this is reduced to the possibility to find the generators $`J_{\mu \nu }`$ such that
$$[J_{\mu \nu },g_\alpha ]=i(\eta _{\mu \alpha }g_\nu \eta _{\nu \alpha }g_\mu ),[J_{\mu \nu },\stackrel{~}{g}]=0,$$
(2.7)
with $`J_{\mu \nu }`$ constructed in terms of the $`g`$’s. From the requirement that $`J_{\mu \nu }`$ is a grade-zero antisymmetric rank 2 tensor, due to Eq. (2.7) it is constructed only with one $`g_\mu `$, one $`g_\nu `$ and scalars. The only scalar we have are<sup>1</sup><sup>1</sup>1We have also in principle the pseudo-scalar $`\epsilon _{\mu _0\mathrm{}\mu _{\mu _{d1}}}g^{\mu _0}\mathrm{}g^{\mu _{d1}}`$, with $`\epsilon _{\mu _0\mathrm{}\mu _{\mu _{d1}}}`$ the totally antisymmetric tensor of rank $`d`$. $`\stackrel{~}{g}`$ and $`g^\lambda g_\lambda `$. If $`J_{\mu \nu }`$ does not contain the contracted product(s) $`g^\lambda g_\lambda `$ (there is a strong argument in this direction, see Eq. (2.2) or Eq. (3.15), next section), then in terms of zero-grade vectors (2.5) one can construct only two possible generators commuting with $`\stackrel{~}{g}`$,
$`J_{\mu \nu }^{(1)}`$ $`=`$ $`\mathrm{\Gamma }_\mu \mathrm{\Gamma }_\nu +\stackrel{~}{\mathrm{\Gamma }}_\mu \stackrel{~}{\mathrm{\Gamma }}_\nu +\stackrel{~}{\mathrm{\Gamma }}_\mu \mathrm{\Gamma }_\nu =\stackrel{~}{g}g_\mu g_\nu +g_\mu \stackrel{~}{g}g_\nu +g_\mu g_\nu \stackrel{~}{g},`$ (2.8)
$`J_{\mu \nu }^{(2)}`$ $`=`$ $`\mathrm{\Gamma }_\mu \mathrm{\Gamma }_\nu +\stackrel{~}{\mathrm{\Gamma }}_\mu \stackrel{~}{\mathrm{\Gamma }}_\nu +\mathrm{\Gamma }_\mu \stackrel{~}{\mathrm{\Gamma }}_\nu =\stackrel{~}{g}^2g_\mu \stackrel{~}{g}^2g_\nu +g_\mu \stackrel{~}{g}^2g_\nu \stackrel{~}{g}^2+\stackrel{~}{g}^2g_\mu g_\nu \stackrel{~}{g}^2,`$
where $`\mu \nu `$ assumed. To obtain the expression of $`J_{\mu \nu }^{(1)}`$ we have used (2.3), and it is easy to see that $`J_{\mu \nu }^{(1)}`$ in (2.8) are antisymmetric in $`\mu `$ and $`\nu `$ (see the second equation in (2.3)). Using Eq. (2.3), we get
$$[J_{\mu \nu }^{(1)},g_\alpha ]=2(\eta _{\mu \alpha }g_\nu \eta _{\nu \alpha }g_\mu )[g_\mu g_\nu g_\alpha +g_\mu g_\alpha g_\nu +g_\alpha g_\mu g_\nu ,\stackrel{~}{g}],[J_{\mu \nu }^{(1)},\stackrel{~}{g}]=0.$$
One could directly calculate $`[J_{\mu \nu }^{(2)},g_\alpha ]`$ to find that $`J_{\mu \nu }^{(2)}`$ does not fulfill either the correct commutation relations with $`g_\alpha `$ (we already know that $`[J_{\mu \nu }^{(2)},\stackrel{~}{g}]=0`$). Instead, it is more easy to check this on explicit example (see the $`9\times 9`$ matrix representation hereafter (2.13)). So, neither $`J_{\mu \nu }^{(1)}`$ nor $`\left(J_{\mu \nu }^{(2)}J_{\nu \mu }^{(2)}\right)`$ (the antisymmetrized version of $`J_{\mu \nu }^{(2)}`$) could be the Lorentz generators. However, if the second part of the commutator of $`J_{\mu \nu }^{(1)}`$ with $`g_\alpha `$ in (2.2) vanishes, then $`J_{\mu \nu }^{(1)}`$ are the Lorentz generators (as it is the case for the representation (2.11), see below). Conversely, if we assume that one can find $`J_{\mu \nu }`$ satisfying (2.7), it is tempting to conclude that this implies vanishing the second part of the commutator of $`J_{\mu \nu }^{(1)}`$ with $`g_\alpha `$ (see Eq. (2.2)). Indeed, if we introduce $`J_{\mu \nu }`$ as a $`0`$-grade operator constructed with one $`g_\mu `$, one $`g_\nu `$ and the scalars $`\stackrel{~}{g}`$ and $`g^\lambda g_\lambda `$, from the Lorentz covariance we find that $`J_{\mu \nu }^{(1)}`$ transforms as a rank 2 tensor. So, $`[J_{\mu \nu },J_{\alpha \beta }^{(1)}]`$ has a simple form. But now, if using (2.2) we calculate $`[J_{\mu \nu }^{(1)},J_{\alpha \beta }]`$, this gives a very complicated expression (coming from $`[J_{\mu \nu }^{(1)},g^\lambda \mathrm{}g_\lambda ]`$), and the cancellation seems to be difficult to obtain except if $`[g_\mu g_\nu g_\alpha +g_\mu g_\alpha g_\nu +g_\alpha g_\mu g_\nu ,\stackrel{~}{g}]=0`$. In such a case $`J_{\mu \nu }`$ is equal to $`\frac{i}{2}J_{\mu \nu }^{(1)}`$. Furthermore, the results of section 2 also suggest that $`J_{\mu \nu }`$ does not contain $`g^\lambda \mathrm{}g_\lambda `$.
Consequently, we could conjecture that the outer automorphism $`SO(d1,1)`$ becomes an inner automorphism if and only if $`[g_\mu g_\nu g_\alpha +g_\mu g_\alpha g_\nu +g_\alpha g_\mu g_\nu ,\stackrel{~}{g}]=0`$, and then we have
$$J_{\mu \nu }=\frac{i}{4}\left(\stackrel{~}{g}g_{[\mu }g_{\nu ]}+g_{[\mu }\stackrel{~}{g}g_{\nu ]}+g_{[\mu }g_{\nu ]}\stackrel{~}{g}\right),$$
(2.9)
with $`g_{[\mu }g_{\nu ]}=g_\mu g_\nu g_\nu g_\mu `$.
So, on the one hand, for a given representation $`_g`$ of $`<g>`$, $`g_\mu ,\stackrel{~}{g}G_\mu ,\stackrel{~}{G}`$, there is no guarantee to find the generators $`J_{\mu \nu }`$ constructed from the $`g`$’s. In such a case the representations $`_g=<G_\mu ,\stackrel{~}{G}>`$ and $`_g^\mathrm{\Lambda }=<\mathrm{\Lambda }_\nu ^\mu G^\nu ,\stackrel{~}{G}>`$ are inequivalent. This is very different to the usual Clifford algebra case<sup>2</sup><sup>2</sup>2However, when the space-time dimension is odd, we have two inequivalent representations (equivalent to $`\pm \gamma _\mu `$ with $`\gamma _\mu `$ the Dirac matrices) because there is no $`\gamma _5`$-like matrix (chirality). Thus, the $`T`$ inversion is an outer automorphism for the usual Clifford algebra in odd dimensions.. But, on the other hand, if $`SO(d1,1)`$ is an inner automorphism, this means that $`_g=<G_\mu ,\stackrel{~}{G}>`$ and $`_g^\mathrm{\Lambda }=<\mathrm{\Lambda }_\nu ^\mu G^\nu ,\stackrel{~}{G}>`$ are equivalent representations, or that the $`G`$’s act on an appropriate representation of the Lorentz group. This constitute an adapted extension of the spinorial construction of the Lorentz group (related to the cubic instead of quadratic Clifford algebras).
### 2.3 Examples of $`<g>`$-representations
As we noted above, representations of the Clifford algebras of polynomials are not classified and only some special matrix representation are known. For $`<g>`$ we have found two types of representations. The first one is constructed with the usual Dirac matrices in any space-time dimension,
$`\begin{array}{cc}G_\mu =\left(\begin{array}{ccc}0& \gamma _\mu & 0\\ 0& 0& \gamma _\mu \\ 0& 0& 0\end{array}\right),\hfill & \stackrel{~}{G}=\left(\begin{array}{ccc}0& i\gamma _{d+1}& 0\\ 0& 0& i\gamma _{d+1}\\ 1& 0& 0\end{array}\right).\hfill \end{array}`$ (2.11)
Because of the presence of the matrix $`\gamma _{d+1}`$, in odd-dimensional space-time we assume that $`\gamma _\mu `$ are realized via the gamma-matrices $`\gamma _\mu ^{(d1)}`$ corresponding to dimension $`(d1)`$, e.g., in the form $`\gamma _\mu =\gamma _\mu ^{(d1)}\sigma _1`$, whereas $`\gamma _{d+1}`$ can be chosen as $`\gamma _{d+1}=1\sigma _3`$. It is easy to see that in this Dirac-like representation both $`J_{\mu \nu }^{(1)}`$ and $`J_{\mu \nu }^{(2)}`$ in Eq. (2.8) give $`J_{\mu \nu }=\frac{i}{2}\gamma _\mu \gamma _\nu \mathrm{d}iag(1,1,1).`$
The second representation is obtained by linearizing firstly the polynomial $`m((p_0)^2(p_1)^2\mathrm{})`$,
$$m((p_0)^2(p_1)^2\mathrm{})=\left(\begin{array}{ccc}0& m& 0\\ 0& 0& p_0+p_1\\ p_0p_1& 0& 0\end{array}\right)^3+\mathrm{}$$
with subsequent linearization of this sum of perfect cubes by means of the twisted tensorial product . As a result, we end up with the $`3^{[\frac{d+2}{2}]}\times 3^{[\frac{d+2}{2}]}`$-dimensional matrices, with $`[a]`$ being the integer part of $`a`$. In $`2+1`$ dimensions, the corresponding representation is given by the $`9\times 9`$ matrices:
$`\begin{array}{cc}G_\rho =\left(\begin{array}{ccc}T_\rho & \mathrm{𝟎}& \mathrm{𝟎}\\ \mathrm{𝟎}& qT_\rho & \mathrm{𝟎}\\ \mathrm{𝟎}& \mathrm{𝟎}& q^2T_\rho \end{array}\right),\rho =0,1,G_2=\left(\begin{array}{ccc}\mathrm{𝟎}& \mathrm{𝟎}& \mathrm{𝟎}\\ \mathrm{𝟎}& \mathrm{𝟎}& I\\ I& \mathrm{𝟎}& \mathrm{𝟎}\end{array}\right),\stackrel{~}{G}=\left(\begin{array}{ccc}\stackrel{~}{T}& I& \mathrm{𝟎}\\ \mathrm{𝟎}& q\stackrel{~}{T}& iI\\ iI& \mathrm{𝟎}& q^2\stackrel{~}{T}\end{array}\right),\hfill & \end{array}`$ (2.13)
where $`q`$ is a primitive cubic root of the unity, $`\mathrm{𝟎}`$ and $`I`$ are zero and unit $`3\times 3`$ matrices, and
$`\begin{array}{cc}T_0=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 1& 0& 0\end{array}\right),T_1=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 1& 0& 0\end{array}\right),\stackrel{~}{T}=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right).\hfill & \end{array}`$ (2.15)
On this explicit representation, one can check that $`J_{\mu \nu }^{(1)}`$ and $`\left(J_{\mu \nu }^{(2)}J_{\nu \mu }^{(2)}\right)`$ defined by (2.8) do not satisfy the correct commutation relation with $`G_\alpha `$. Moreover, one can also directly check that there does not exist any $`9\times 9`$ matrix $`J_{\mu \nu }`$ satisfying (2.7). Therefore, for this representation $`SO(2,1)`$ is an outer automorphism.
Representation (2.13) turns out to be more interesting in the case of $`1+1`$ dimensions. Indeed, the matrices (2.13) lead to different types of $`9\times 9`$ dimensional representations. The first type is given by the set of generators $`_{02}=<G_0,G_2,\stackrel{~}{G}>`$ or by the set $`_{12}=<e^{i\pi /3}G_1,G_2,\stackrel{~}{G}>`$. For both these representations, there is no Lorentz generator satisfying Eq. (2.7). The second type representation is characterized by the set
$$_{01}=<G_0,G_1,\stackrel{~}{G}>,$$
(2.16)
and by the Lorentz generator
$$J_{01}=\frac{i}{3}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 2\end{array}\right)\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right),$$
(2.17)
which satisfies the correct commutation relations with $`G_0,G_1,\stackrel{~}{G}`$, i.e. for this representation the automorphism $`SO(1,1)`$ is internal. Traceless generator (2.17) is obtained via Eq. (2.9) with appropriate ‘renormalization’ consisting in a shift for the matrix proportional to the unit one.
Finally, let us note that in $`0+1`$ dimension, there exists the $`3\times 3`$ representation of $`<g>`$ given by the matrices
$$\begin{array}{cc}G_0=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 0& 0& 0\end{array}\right),\hfill & \stackrel{~}{G}=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 1& 0& 0\end{array}\right).\hfill \end{array}$$
(2.18)
To conclude the discussion of the representations of the Clifford algebra $`<g>`$, one notes that only (some) finite dimensional representations of Clifford algebras have been found. On the other hand, as we noted above, in $`2+1`$ dimensions anyons are related to infinite dimensional representation of $`\overline{SL(2,\text{IR })}`$ (the universal covering of Lorentz group) . So, it would be very interesting to try to find infinite dimensional representations of $`<g>`$ in relation to the infinite dimensional representation of $`\overline{SL(2,\text{IR })}`$.
## 3 Cubic root of Klein-Gordon equation
### 3.1 First order equations and almost Dirac algebras
After the formal discussion of the algebra $`<g>`$ and its representations, now we are ready to define an adapted extension of the Dirac operator being a cubic root, instead of a quadratic one, of the Klein-Gordon operator,
$$D=(ig^\mu _\mu +m\stackrel{~}{g}),D^3=m(\mathrm{}^2+m^2),$$
(3.1)
with the $`g`$’s defined in the previous section. This operator enables us to define two possible equations generalizing the Dirac one and its conjugate,
$$(ig^\mu _\mu +m\stackrel{~}{g})\psi =0,\overline{\psi }(i\stackrel{}{_\mu }g^\mu +m\stackrel{~}{g})=0,$$
(3.2)
where $`\overline{\psi }\stackrel{}{_\mu }_\mu \overline{\psi }`$. Following the general discussion of the previous section, if for a given representation of $`<g>`$ the outer automorphism $`SO(d1,1)`$ is promoted to an inner one, then the fields $`\psi `$ and $`\overline{\psi }`$ turn out to be in some representation $`𝒟`$ and $`𝒟^{}`$ (the dual representation of $`𝒟`$) of $`\overline{SO(d1,1)}`$. In other words, under a Lorentz transformation $`\mathrm{\Lambda }`$ the fields transform as $`S(\mathrm{\Lambda })\psi `$ and $`\overline{\psi }S^1(\mathrm{\Lambda })`$. This means that the equations (3.2) constitute alternative relativistic equations. In the opposite case, (3.2) has no Lorentz covariance. Some general results upon this equation can be established without specifying concrete representation for $`<g>`$. Similar equations already appeared in in the world-line formalism (for the massless case) in the context of fractional supersymmetry .
If we multiply the first equation by $`\stackrel{~}{g}^2`$ on the left and the second on the right, we get
$$(i\mathrm{\Gamma }^\mu _\mu m)\psi =0,\overline{\psi }(i\stackrel{}{_\mu }\stackrel{~}{\mathrm{\Gamma }}^\mu m)=0,$$
(3.3)
with the matrices $`\mathrm{\Gamma }_\mu `$ and $`\stackrel{~}{\mathrm{\Gamma }}_\mu `$ defined in (2.5). A direct calculation with the algebra (2.3) leads to the almost Dirac algebras
$$\{\mathrm{\Gamma }_\mu ,\mathrm{\Gamma }_\nu \}=2\eta _{\mu \nu }\{g_\mu ,g_\nu \}\stackrel{~}{g},\{\stackrel{~}{\mathrm{\Gamma }}_\mu ,\stackrel{~}{\mathrm{\Gamma }}_\nu \}=2\eta _{\mu \nu }\stackrel{~}{g}\{g_\mu ,g_\nu \}.$$
(3.4)
Introducing the time-like momentum $`p^\mu `$ $`(p_\mu p^\mu =m^2,`$ $`m0)`$, from (3.4) we get $`\left(p^\mu \mathrm{\Gamma }_\mu \right)^2=m^2\left(1(e^\mu g_\mu )^2\stackrel{~}{g}\right)`$ and $`\left(p^\mu \stackrel{~}{\mathrm{\Gamma }}_\mu \right)^2=m^2\left(1\stackrel{~}{g}(e^\mu g_\mu )^2\right)`$ with $`e^\mu p^\mu /m`$. Below we shall shaw (see Eq. (3.8)) that the operators $`\left(1(e^\mu g_\mu )^2\stackrel{~}{g}\right)`$ and $`\left(1\stackrel{~}{g}(e^\mu g_\mu )^2\right)`$ are the projectors onto the physical space for $`\psi `$ and $`\overline{\psi }`$, respectively. We call $`\mathrm{\Gamma }_\mu `$ and $`\stackrel{~}{\mathrm{\Gamma }}_\mu `$ the left and right almost Dirac matrices since being restricted to the physical subspaces, they satisfy a usual quadratic Clifford algebras.
### 3.2 Projectors
To solve Eq. (3.2), we introduce two series of projectors (for $`\psi `$ and $`\overline{\psi }`$),
$`\begin{array}{cccc}\mathrm{\Pi }_\pm (p)\hfill & =\frac{1}{2}\left(\pm e^\mu g_\mu +\stackrel{~}{g}\right)^2\stackrel{~}{g}\hfill & \mathrm{\Pi }_\pm ^{}(p)\hfill & =\frac{1}{2}\stackrel{~}{g}\left(\pm e^\mu g_\mu +\stackrel{~}{g}\right)^2\hfill \\ & =\frac{1}{2}((1\left(e^\mu g_\mu \right)^2\stackrel{~}{g}\pm \stackrel{~}{g}^2\left(e^\mu g_\mu \right)),\hfill & & =\frac{1}{2}((1\stackrel{~}{g}\left(e^\mu g_\mu \right)^2\pm \left(e^\mu g_\mu \right)\stackrel{~}{g}^2),\hfill \\ \mathrm{\Pi }_0(p)\hfill & =\left(e^\mu g_\mu \right)^2\stackrel{~}{g},\hfill & \mathrm{\Pi }_0^{}(p)\hfill & =\stackrel{~}{g}\left(e^\mu g_\mu \right)^2.\hfill \end{array}`$ (3.8)
Using the outer automorphism $`SO(d1,1)`$, we can consider $`\mathrm{\Pi }_\epsilon (\widehat{p})`$ and $`\mathrm{\Pi }_\epsilon ^{}(\widehat{p})`$, $`\epsilon =\pm ,0`$, with $`\widehat{p}=(m,0,\mathrm{},0)`$ the rest frame momentum. Then, it is easy to prove that $`\mathrm{\Pi }_\epsilon (\widehat{p})\mathrm{\Pi }_\epsilon ^{}(\widehat{p})=\delta _{\epsilon \epsilon ^{}}\mathrm{\Pi }_\epsilon (\widehat{p})`$ and $`\mathrm{\Pi }_+(\widehat{p})+\mathrm{\Pi }_{}(\widehat{p})+\mathrm{\Pi }_0(\widehat{p})=1`$ (and similar relations for $`\mathrm{\Pi }^{}(\widehat{p})`$), i.e. $`\mathrm{\Pi }_\epsilon (p)`$ and $`\mathrm{\Pi }_\epsilon ^{}(p)`$ constitute two complete sets of projectors. Denoting, for a given $`k`$-dimensional representation, $`n_ϵ=\mathrm{T}r(\mathrm{\Pi }_ϵ(\widehat{p}))=\mathrm{T}r(\mathrm{\Pi }_ϵ(p))`$, we have obviously $`n_++n_{}+n_0=k`$ and $`n_+=n_{}`$. Moreover, using (2.3) we have $`n_0=k/3`$ (this is enough to prove that $`k`$ is a multiple of $`3`$), and finally we get
$$\mathrm{T}r(\mathrm{\Pi }_0(p))=\mathrm{T}r(\mathrm{\Pi }_+(p))=\mathrm{T}r(\mathrm{\Pi }_{}(p))=n=\frac{1}{3}k,$$
(3.9)
and similarly for $`\mathrm{\Pi }^{}`$.
### 3.3 Solutions to the equation (3.2)
The projectors $`\mathrm{\Pi }`$ and $`\mathrm{\Pi }^{}`$ are useful to calculate the solutions to Eq. (3.2). From now on we just consider the equation for $`\psi `$, the other one is totally similar. Let us introduce the solutions of (3.2) in the form of the plane waves of positive and negative energy, $`\psi _\pm (p)=e^{ip^\mu x_\mu }W_\pm (p)`$. Then, the equation is reduced to the equations for $`W_\pm (p)`$, $`(\pm p^\mu g_\mu +m\stackrel{~}{g})W_\pm (p)=0.`$ From the relation $`(\pm p^\mu g_\mu +m\stackrel{~}{g})^3=m(p^\mu p_\mu m^2)=0,`$ it is easy to see that $`W_\pm (p)\mathrm{I}m\mathrm{\Pi }_\pm (p).`$ Finally, from $`(p^\mu g_\mu )^3=0`$ we observe that the set of vectors $`W_0(p)\mathrm{I}m\mathrm{\Pi }_0(p)`$ are neither positive energy solutions nor negative energy ones, but the auxiliary fields. There the equations of motion are reduced to $`W_0(p)=0.`$ Since, $`\mathrm{\Pi }_\epsilon (p)`$ constitute a complete set of projectors, the space of solutions decomposes into $`S=\mathrm{I}m\mathrm{\Pi }_+(p)\mathrm{I}m\mathrm{\Pi }_{}(p)\mathrm{I}m\mathrm{\Pi }_0(p)`$. The projectors $`\mathrm{\Pi }_\pm (p)`$ are related to the physical solutions, i. e. to the positive and negative energy solutions, whereas the projector $`\mathrm{\Pi }_0(p)`$ characterizes the auxiliary fields. Differently to the quadratic Clifford algebra, here we have auxiliary fields (like they are present in generic Dirac-like equation (1.1)). This comes from the fact that the $`g_\mu `$ are singular, $`(g_\mu )^3=0`$. This singularity, in turn, is due to the fact that basically we have a quadratic form (related to the Minkowski norm) which we write through a ‘cubic’ form.
For the $`d`$-dimensional representation (2.11) the equation (3.2) takes a simple form. Writing $`\psi ^t=\left(\begin{array}{ccc}\psi _1& \psi _2& \psi _3\end{array}\right)`$, it gives
$$\psi _1=0,(i\gamma _\mu _\mu +m\gamma _{d+1})\psi _i=0,i=2,3.$$
(3.10)
Hence, $`\psi _1`$ are auxiliary fermionic fields and $`\psi _2,\psi _3`$ are the usual Dirac fields.
For the representation (2.13), we have a relativistic wave equation in $`2+1`$ dimensions with Lorentz invariance only in the $`(x_0,x_1)`$ subspace. For the representation (2.16) in $`1+1`$ dimensions with a basis where $`\mathrm{\Pi }_0(\widehat{p})=\mathrm{d}iag(1,1,1,0,0,0,0,0,0)`$, the Lorentz generator takes a simple form
$$J=\frac{i}{3}\mathrm{d}iag(1,1,1;1,2,1;2,1,2).$$
Therefore, it seems that the physical fields can be treated as $`(1+1)`$-dimensional anyons of spin $`1/3`$, $`2/3`$. We shall return to this point in last section.
### 3.4 Alternative calculation of Lorentz generators
Assuming that for a given representation of $`<g>`$ the Lorentz covariance of Eq. (3.2) is manifest, we have an alternative way to calculate the Lorentz generators. Indeed, we solve the equation (3.2) in any frame using the projectors $`\mathrm{\Pi }(p)`$. Let us choose two particular frames: the rest frame and a frame such that $`p^\mu =(p_0m,p_1m,0,\mathrm{},0)`$. We denote respectively $`W_\epsilon (\widehat{p})`$ and $`W_\epsilon (p)`$ the corresponding solutions, such that $`S_\epsilon (\widehat{p})=\{W_\epsilon ^i(\widehat{p}),i=1,\mathrm{},n\}`$ and $`S_\epsilon (p)=\{W_\epsilon ^i(p),i=1,\mathrm{},n\}`$ constitute a complete basis of solutions in these two frames. Now we have two ways to write $`W_\epsilon (p)`$. On the one hand, we have
$$W_\epsilon (p)=C_{\epsilon ,p}\mathrm{\Pi }_\epsilon (p)W_\epsilon (\widehat{p}),$$
(3.11)
with $`C_{\epsilon ,p}`$ a constant of normalization ($`C_{\epsilon ,p}1,`$ for $`p\widehat{p}`$). On the other hand, if we denote $`B(p)`$ the boost from the rest frame to the moving frame, we have
$$W_\epsilon (p)=B(p)W_\epsilon (\widehat{p}).$$
(3.12)
Comparing Eqs. (3.11) and (3.12), we obtain
$$B(p)=\mathrm{\Pi }_+(p)\mathrm{\Pi }_+(\widehat{p})+\mathrm{\Pi }_{}(p)\mathrm{\Pi }_{}(\widehat{p})+\mathrm{\Pi }_0(p)\mathrm{\Pi }_0(\widehat{p}).$$
(3.13)
For the infinitesimal boost along the $`x_1`$ axis, $`\widehat{p}^\mu =(m,0,\mathrm{},0)p^\mu =(Em,p0,0,\mathrm{},0)`$, developing (3.13) at the first order gives
$$B(p)=1i\frac{p}{m}J_{01}.$$
(3.14)
If we proceed along these lines for an arbitrary solution, i. e. with or without a manifest Lorentz covariance, the expression of $`J_{01}`$ (and in a similar way of $`J_{0i}`$) looks not so symmetric (but at that point the algebra (2.3) is not used to simplify its expression). However, for the two solutions where the Lorentz covariance is guaranteed (like for representation (2.11) and $`_{01}`$ in $`1+1`$ dimensions), $`J_{01}`$ is reduced to a very simple expression (all other terms vanish):
$$J_{01}^p=\frac{i}{2}\left(\stackrel{~}{g}g_1g_0+g_1\stackrel{~}{g}g_0\right).$$
(3.15)
Compared with $`J_{01}`$ in (2.9), the term $`\frac{i}{2}g_1g_0\stackrel{~}{g}`$ is missing. Obtaining $`J_{01}^p`$, we started from the equation (3.2) without any reference to the algebra (2.3). From the equation (3.2), if we do not make any reference to (2.3), only $`\stackrel{~}{g}^2g_\mu `$ (or $`g_\mu \stackrel{~}{g}^2`$) is a vector, but from the algebra (2.3) $`g_\mu `$ is a vector and $`\stackrel{~}{g}`$ is a scalar. It can be checked explicitly that $`J_{\mu \nu }^p`$ in (3.15) and $`\stackrel{~}{g}^2g_\mu `$ satisfy the correct commutation relations, although $`g_\mu `$ and $`\stackrel{~}{g}`$ with $`J_{\mu \nu }^p`$ do not. So, the generators $`J_{\mu \nu }^p`$ obtained in (3.15) can be called the partial generators and $`J_{\mu \nu }`$ in (2.9) the full ones. Even if we cannot obtain the full generators through this process, it gives some useful information. Indeed, in the previous section we have raised the possibility that $`J_{\mu \nu }`$ could (in principle) contain terms like $`g_\lambda g^\lambda `$. But such terms never appear with (3.13), and this supports the conjecture (on the form of $`J_{\mu \nu }`$) of the previous section.
### 3.5 U(1) interaction
Let us consider the problem of coupling the field system described by the cubic root equation (3.2) to the external U(1) gauge field $`A_\mu `$. Introducing the covariant derivative $`_\mu =_\mu ieA_\mu `$ ($`e`$ being the charge of the field $`\psi `$), the equation becomes
$$(ig^\mu _\mu +m\stackrel{~}{g})\psi =0.$$
(3.16)
The calculation of $`(ig^\mu _\mu +m\stackrel{~}{g})^3`$ gives
$$(ig^\mu _\mu +m\stackrel{~}{g})^3=i(g_\mu ^\mu )^3m(_\mu ^\mu +m^2eF^{\mu \nu }J_{\mu \nu }),$$
(3.17)
with $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$, and $`J_{\mu \nu }`$ given by (2.9). Due to the algebra of generators (2.3), the first term from Eq. (3.17) is reduced to
$$i(g_\mu ^\mu )^3=\frac{1}{4}e(F^{\mu \nu }^\lambda (g_{[\mu }g_{\nu ]}g_\lambda +g_{[\mu }g_\lambda g_{\nu ]}+g_\lambda g_{[\mu }g_{\nu ]})e𝒯(A),𝒯=(^\mu ^\nu A^\lambda )g_\mu g_\nu g_\lambda .$$
(3.18)
The last term in Eq. (3.18) seems to be not manifestly gauge-invariant, but its change under the gauge transformation $`A_\mu A_\mu +_\mu \mathrm{\Lambda }`$ disappears due to the algebra (2.3): $`_\mu _\nu _\lambda \mathrm{\Lambda }g^\mu g^\nu g^\lambda =0`$. With this observation the term $`𝒯`$ can be transformed identically due to the algebra (2.3) into the manifestly gauge-invariant form $`𝒯=\frac{1}{6}_\lambda F_{\mu \nu }(g^\lambda g^{[\mu }g^{\nu ]}+g^{[\mu }g^\lambda g^{\nu ]})`$. Summarizing all this, we conclude that the modified Klein-Gordon equation corresponding to our field system interacting with the U(1) gauge field via the prescription of minimal coupling (3.16) is given by
$`(_\mu ^\mu +m^2`$ $``$ $`eF^{\mu \nu }J_{\mu \nu }`$ (3.19)
$`+`$ $`{\displaystyle \frac{e}{2m}}F^{\mu \nu }(g_\lambda g_\mu g_\nu +g_\mu g_\lambda g_\nu +g_\mu g_\nu g_\lambda )^\lambda `$
$`+`$ $`{\displaystyle \frac{e}{3m}}^\lambda F^{\mu \nu }(g_\lambda g_\mu g_\nu +g_\mu g_\lambda g_\nu ))\psi =0.`$
Therefore, besides the standard spin-field coupling described by the third term in modified Klein-Gordon equation (which appears in the case of Dirac field with minimal coupling prescription), here in generic case we have new structures given by the 4-th and 5-th terms in Eq. (3.19). But direct checking shows that in representations (2.11) and (2.16), for which Lorentz symmetry is manifest, the relation $`g_\mu g_\nu g_\lambda =0`$ is valid. Therefore, in these cases the modified Klein-Gordon equation has the same structure as the quadratic equation corresponding to Dirac equation with minimal coupling. This means, in particular, that the corresponding Lorentz covariant field systems are characterized by the gyromagnetic ratio $`g=2`$.
In the peculiar (1+1)-dimensional case (2.16), because of the ‘renormalization’ of (2.9), the equation takes the form
$$\left(_\mu ^\mu +m^2eF^{01}J_{01}\frac{e}{3}F^{01}\right)\psi =0,$$
(3.20)
with $`J_{01}`$ given by (2.17).
## 4 Concluding remarks
Clifford and Grassmann algebras are the basic ingredient for the spinorial representation of the Lorentz group and they naturally appear as fundamental generators for the Dirac operator. In this paper, we have constructed a new wave equation in line of Dirac equation. Indeed, from Clifford algebra of a polynomial of degree higher than two (cubic in our case) we were able to define a relativistic wave equation involving the cubic root of the Klein-Gordon operator instead of a square root. Moreover, as Dirac equation is related to supersymmetry, it has been observed that the equation considered in this paper can be related to an extension of supersymmetry involving an $`n`$-th order algebra, namely fractional supersymmetry . Conversely, it is well known that supersymmetry is related to Clifford and Grassmann algebra. Similarly it has also been established that fractional supersymmetry is connected to Clifford algebras of polynomials . So, all these $`n`$ order structures (Clifford algebra of polynomials, fractional supersymmetry and $`n`$-th root of the Klein-Gordon operator) are interconnected.
On a more practical ground, within the framework of the Clifford algebra of the polynomial $`m(p_\mu p^\mu m^2)`$ the relativistic equation generalizing Dirac equation has been obtained. Differently to the quadratic case, where the spin content is unique (spin-$`1/2`$ particles), here the spin content is related to the representation of the Clifford algebra we take. Only finite dimensional representations are known for this type of algebras. Two explicit matrix representations are given here, and one of them gives an appropriate equation for $`(1+1)`$-dimensional anyons of spin $`1/3`$ and $`2/3`$.
Constructing the corresponding Lorentz generator for the $`1+1`$ anyonic case, we fixed the corresponding matrix to be traceless. So, strictly speaking, the question on spin content of such anyonic-like fields deserves further investigation. This point can be clarified by realizing secondary quantization to reveal the corresponding spin-statistics relation. Since the massive field theory in $`1+1`$ dimensions can be treated as a reduction of the corresponding massless theory in $`2+1`$ dimensions, here the analysis of ref. on statistics for massless $`(2+1)`$-dimensional theories may be very helpful.
No infinite dimensional representation of the infinite Clifford algebra $`<g>`$ has been found here. It would be very interesting to construct such representations in the context of $`(2+1)`$-dimensional anyons.
Finally, we could have chosen a slightly different cubic Clifford algebra, for which the massive and massless cases would have been put on the same footing. Introducing some universal mass parameter $`M`$ (it could be, e.g., the Planck mass), one can consider the Clifford algebra $`M(p_\mu p^\mu m^2)=(p_\mu g^\mu +m\stackrel{~}{g}+M\widehat{g})^3`$.
#### Acknowledgements
Ph. Revoy is gratefully acknowledged for useful discussions. One of us (MRT) would like to thank USACH for its hospitality, where the part of this work was realized. The work was supported in part by the grants 1980619 and 7980044 from FONDECYT (Chile) and by DICYT (USACH). |
warning/0001/cond-mat0001413.html | ar5iv | text | # Equation of motion approach for the Hubbard model: improved decoupling scheme, charge fluctuations, and the metal-insulator transition
## I Introduction
Electron correlation effects in narrow d- or f-bands are manifested in a variety of remarkable macroscopic phenomena, such as metal-insulator transition in transition-metal compounds, magnetism and high-temperature superconductivity in cuprates, colossal magnetoresistance in manganates, and non Fermi-liquid behavior in transition-metal oxides, high-T<sub>c</sub> superconductors, and heavy-fermion metals. Incorporating electronic correlation in essence, the prototypical Hubbard model, theoretically studied first in some detail by Hubbard, has been therefore intensively studied in recent years in these contexts. While much attention has also been devoted to the doped region away from half-filling, motivated by the discovery of high-T<sub>c</sub> superconductivity in the doped cuprates, the discussion in the following is mainly limited to the half-filled case, focusing only on the magnetic and metal-insulator aspects of the phase diagram.
Even at half-filling the Hubbard model in three dimensions has a fairly rich phase diagram in the interaction-temperature ($`UT`$) space, consisting of antiferromagnetic insulating (AFI), paramagnetic insulating (PI), and paramagnetic metallic (PM) phases. In addition, in the absence of Fermi-surface nesting (for instance due to next-nearest-neighbor (NNN) hopping on a bipartite lattice) a gapless antiferromagnetic metallic (AFM) phase also appears possible. The widely different nature of the constituent phases (metallic and insulating, magnetic and nonmagnetic) has made it exceedingly difficult for the entire phase diagram to be studied within a single theoretical framework, and over the years various approaches have been developed to study different parts. The brief account given below of some of the recent developments will also serve to highlight the different physical processes of importance in different sections of the phase diagram.
The study of magnetism in correlated electron systems goes back quite some time, to the theory of spin-waves in the band model of ferromagnetic metals. The correlation effect is implicit in the spin-wave excitation, which can be regarded as a bound state of an electron of one spin with a hole of opposite spin. Propelled by the discovery of nearly two-dimensional antiferromagnetism in $`\mathrm{La}_2\mathrm{CuO}_4`$, the intense activity in recent years in low-dimensional magnetism and spin-fluctuation effects, and more recently in three-dimensional magnetism, has led to significant progress.
Starting with the AFI phase, a major element in this progress has been the unified understanding of this phase in the whole $`U/t`$ range within a many-body-theoretical framework, thus providing a bridge between the weak-coupling Slater spin-density-wave limit and the strong-coupling Heisenberg limit of localized spins. For a generalized Hubbard model with multiple degenerate orbitals per site, it has been shown diagrammatically that within a systematic inverse-degeneracy expansion, which preserves the spin-rotational symmetry and hence the Goldstone mode order by order, identical results are obtained in the strong coupling limit ($`U/t\mathrm{}`$) for all quantum corrections, order by order, as from the linear spin-wave analysis of the equivalent quantum Heisenberg antiferromagnet (QHAF). Various quantities characterizing the AFI phase have been evaluated in the whole $`U/t`$ range, both in two and three dimensions, and shown to interpolate properly between the weak and strong coupling limits. These include the spin-wave (magnon) velocity, magnon energy and density of states, sublattice magnetization $`m`$, and the local transverse spin fluctuation magnitude $`S_{}^2S_i^{}S_i^++S_i^+S_i^{}`$. The rapid suppression (with increasing $`U`$) in the contribution of particle-hole excitations across the charge gap, and the rapid rise in that of the low-energy collective (magnon) excitations indicates that an effective spin picture is approximately valid down to surprisingly low $`U`$ values.
For the three-dimensional antiferromagnet, the $`U`$-dependence of the Néel temperature $`T_\mathrm{N}`$, which determines the magnetic phase boundary between the ordered AFI phase and the spin disordered PI phase, has also been quantitatively studied in the whole $`U/t`$ range. A variety of techniques have been employed including functional integral formalism, mainly within the static approximation, quantum Monte Carlo methods, dynamical mean-field theory, which becomes exact in the limit of infinite dimensions, Onsager reaction field theory, self-consistent spin-fluctuation theory, etc. Except for the last two, all share the common feature of yielding a $`T_\mathrm{N}`$ which approaches, in the strong coupling limit, the mean-field-theory (MFT) result for the equivalent spin-1/2 QHAF. This is due to the neglect of the long-wavelength, low-energy magnon excitations, which reduce $`T_\mathrm{N}`$ to nearly 70 % of the MFT value within the spin-fluctuation theory, in excellent agreement with recent QMC results for the QHAF.
The $`U`$-dependence of $`T_\mathrm{N}`$ has been shown to be very closely related to that of the maximum magnon energy $`\omega _\mathrm{m}`$ which sets the magnon energy scale. Starting from the strong coupling limit and going down in interaction strength, $`\omega _\mathrm{m}`$ initially increases as $`J=4t^2/U`$, the exchange coupling. However, as the weak coupling limit is approached the falling charge gap ($`2\mathrm{\Delta }`$) compresses the magnon spectrum, and when $`2\mathrm{\Delta }\omega _\mathrm{m}`$ the energy scale $`\omega _\mathrm{m}`$ turns over and starts falling, eventually approaching $`2\mathrm{\Delta }`$ in the weak coupling limit.
We first consider traversing up in temperature, starting in the ordered AFI phase in the intermediate coupling regime. With increasing temperature thermal excitation of the low-energy magnons enhances the transverse spin fluctuation $`S_{}^2`$, thereby reducing the AF order parameter, until at $`T=T_N\omega _\mathrm{m}`$, the sublattice magnetization $`S_i^z_A`$ vanishes and the staggered susceptibility diverges, marking the onset of the PI phase. With further increase in temperature beyond $`T_N`$, since no further reduction in the sublattice magnetization is possible, a low-momentum cutoff must be introduced in the sum over magnon modes. The corresponding length scale sets an upper limit to the magnon wavelength, and therefore determines the spin correlation length $`\xi `$ such that AF order exists only upto length scale $`\xi `$. The PI phase is thus characterized by an energy gap, a spin correlation length, and local magnetization $`\stackrel{}{S_i}`$ whose direction slowly fluctuates in space and time.
The twisting between neighboring spins relative to the AF alignment increases as $`\xi ^1`$ with temperature, and this twist activates the hopping term at first order, resulting in a broadening of the two bands, as in the spiral phase studied earlier in the context of the doped Hubbard model. The electronic bandwidth in the low-temperature ordered phase, which is of the order of the exchange energy $`J=4t^2/U`$ due to the second-order virtual hopping process, is enhanced due to this twist by order $`t\xi ^1`$, thus providing a mechanism for coupling between the magnetic (dis)ordering and the electronic spectrum. For $`T>>J`$, the correlation length $`\xi 0`$, and the bands are broadened to their maximum extent of order $`W/2`$, the free electron half-bandwidth. Finally when $`TU`$, there is a crossover into a semiconducting phase.
We now consider another sequence traversing down in interaction strength, keeping the temperature fixed. In this case charge fluctuations, which are strongly suppressed in the strong coupling limit, progressively become more important, and when $`UT`$ the probability of a site being doubly occupied or vacant becomes appreciable, and the local moment defined by $`m_i^2=(n_in_i)^2`$ becomes insignificant. Double occupancy and vacany also activate the hopping term at first order, broadening the two bands. As the band gap shrinks with decreasing $`U`$ and the bands broaden due to this charge-fluctuation induced hopping, the two bands eventually meet, resulting in the metal-insulator transtion. Thus the disappearance of the local moment and the transition into the metallic phase go hand-in-hand, both driven by enhanced charge fluctuations.
An explicit demonstration of the existence of an insulating state with two separated bands, independent of any magnetic ordering, which can undergo a transition with decreasing interaction strength into a metallic phase was first provided by Hubbard. However, the decoupling scheme employed within the equation of motion approach resulted in several drawbacks (discussed in more detail in section III), such as inappropriate bandwidth, violation of the Fermi-liquid theory, and a vanishing critical $`U_c`$ for the metal-insulator phase transition for arbitrary hopping. Of course, magnetic ordering and correlations, and the associated low-energy magnetic excitations were totally neglected.
Another program, which included the possibility of magnetic ordering, was based on a static random one-body approximation to the Hubbard model. The interaction term was replaced by an effective, self-consistent random potential with statistical correlation to simulate many-body correlation effects. Only Ising-like magnetic excitations were included and the low-energy magnon excitations were neglected. A continuous magnetic phase transition was obtained between the AFI and the PI phases, whereas two crossover temperatures were obtained around which, respectively, the DOS at $`E_\mathrm{F}`$ becomes appreciable and the local moments essentially disappear.
In recent years the dynamical mean field theory, which is exact in the limit of infinite dimensions, has emerged as a controlled approximation for studying the phase diagram in the whole parameter space. In the limit of infinite dimensions the interaction self energy becomes local, and the quantum many-body problem reduces to the self-consistent solution of a single-site quantum problem of an impurity embedded in an effective medium. By extending this approach to two sites to account for the sublattice structure in the AF state, a continuous magnetic phase transition was obtained, as already mentioned above. In addition, when $`T_\mathrm{N}`$ was sufficiently suppressed (made possible by including a frustration-inducing NNN hopping term), a first-order metal-insulator transition line, ending in a second-order critical point was also obtained. Several associated features of the metal-insulator transition in $`\mathrm{V}_2\mathrm{O}_3`$ have recently been discussed within the DMFT approach, such as volume discontinuities and resistivity changes, and optical conductivity on both sides of the transition. The nature of the transition itself continues to be of interest, and a recent study of the changes in the density of states near the transition indicates that the Fermi liquid breaks down before the gap opens.
While the AFI phase is well understood, and spin fluctuation effects can be studied about the broken-symmetry HF state even in the strong coupling limit, for the magnetically-disordered PI and PM phases a good analytical starting point at the same level is still not available. The decoupling approach presented here provides this for studying the interplay of electronic spectral properties and AF correlations in these states. Furthermore, the approach is equally applicable to the broken-symmetry state, allowing for a unified description independent of magnetic ordering.
The paper is organized as follows. After introducing the equation of motion approach for the single-particle Green’s function in section II, and briefly reviewing the Hubbard I approximation in Section III, improved decoupling schemes are presented in section IV which take into account AF correlations. Especially appropriate for the spin-disordered PI phase, the final decoupling procedure in subsection C offers several improvements over the Hubbard I approximation. Fluctuations are included in section V within a static random approximation and a self-consistent evaluationt of the disorder-averaged self energy within the CPA is carried out. Fluctuation effects on the charge gap and the density of states are examined in section VI by studying the coupled, non-linear equations for the self-consistently determined complex self energy. Contact with known results for the broken-symmetry state is made in section VII, showing the applicability of the decoupling scheme irrespective of magnetic ordering. Deviation from perfect AF ordering and effects of short-ranged AF spin correlations on the electronic spectrum are studied in section VIII. The effects of hole doping on the qualitative nature of the quasiparticle band dispersion, and the transfer of spectral weight between the Hubbard bands are briefly studied in section IX. Some conclusions are presented in section X.
## II Equation of motion approach
We consider the Hamiltonian
$$H=H_0+H_I=\underset{i\delta \sigma }{}t_\delta a_{i\sigma }^{}a_{i+\delta ,\sigma }+U\underset{i}{}n_in_i,$$
(1)
where the kinetic energy term $`H_0`$ involves the hopping matrix elements $`t_\delta `$ between sites $`i`$ and $`i+\delta `$, and $`H_I`$ is the local interaction term. In momentum space $`H_0=_{𝐤\sigma }ϵ_𝐤a_{𝐤\sigma }^{}a_{𝐤\sigma }`$, where $`ϵ_𝐤=_\delta t_\delta e^{i𝐤.𝐫_\delta }`$ denotes the lattice free-particle energy.
We consider the equation of motion approach, in which the time derivative of an operator $`\widehat{O}(t)=e^{iHt}\widehat{O}e^{iHt}`$ in the Heisenberg representation is obtained from the commutator with the Hamiltonian, $`i_t\widehat{O}(t)=[\widehat{O}(t),H]=e^{iHt}[\widehat{O},H]e^{iHt}`$, and apply it to the time-ordered one-particle Green’s function
$`G_{ij}(t)=i\mathrm{\Psi }|\mathrm{T}a_i(t)a_j^{}(0)|\mathrm{\Psi }=`$ (2)
$`i[\theta (t)\mathrm{\Psi }|a_i(t)a_j^{}(0)|\mathrm{\Psi }\theta (t)\mathrm{\Psi }|a_j(0)a_i^{}(t)|\mathrm{\Psi }].`$ (3)
Taking the time derivative and using $`_t\theta (t)=\delta (t)`$, the anticommutation property $`\{a_i,a_j^{}\}=\delta _{ij}`$, and the commutator
$$[a_i,H]=\underset{\delta }{}t_\delta a_{i+\delta }+Ua_in_i$$
(4)
to determine $`_ta_i(t)`$, one obtains
$`i_tG_{ij}(t)`$ $`=`$ $`\delta (t)\delta _{ij}{\displaystyle \underset{\delta }{}}t_\delta G_{i+\delta ,j}(t)`$ (5)
$``$ $`iU\mathrm{\Psi }|\mathrm{T}n_i(t)a_i(t)a_j^{}(0)|\mathrm{\Psi },`$ (6)
which is an equation for $`G`$ in terms of a higher-order correlation function.
Decoupling the equation of motion at this stage by replacing the operator $`n_i`$ in the last term by its expectation value results in the Hartree-Fock approximation
$$i_tG_{ij}(t)=\delta (t)\delta _{ij}\underset{\delta }{}t_\delta G_{i+\delta ,j}(t)+Un_iG_{ij}(t),$$
(7)
where the densities $`n_{i\sigma }`$ are determined self consistently. This approximation is a reasonable starting point in the broken-symmetry state, when the long-time average of the local density $`n_i`$ does not differ substantially from the short-time average. For the AF state, basic features such as the correlation effect and the associated electron localization in the strong interaction limit are actually already contained at this level, as evidenced by the charge gap of order $`U`$ and the narrow AF bandwidth of order $`J`$. Within a spin-fluctuation approach, wherein transverse fluctuations about the HF state are systematically incorporated, the AF state of the half-filled Hubbard model has been extensively studied in recent years, including the effects of disorder, impurities, and vacancies. Even the strong coupling limit ($`U/t\mathrm{}`$) is accessible within this formally weak-coupling expansion. This has been explicitly demonstrated by systematically evaluating quantum corrections to various quantities such as the magnon energy, AF order parameter, perpendicular spin susceptibility, ground-state energy, spin correlation length.
However, in the spin disordered state this approximation breaks down for strong interaction, when the expectation value of the local density $`n_i=n/2`$ (the mean density) differs substantially from the short-time average (either nearly zero or nearly one). In this case the local magnetization strongly fluctuates between 1 and -1, so that the average local magnetization $`m_i=n_in_i`$ vanishes, but the local moment $`\mu _i`$ defined by $`\mu _i^2m_i^2`$ remains appreciable. This strong local moment arises from the correlation effect of an electron locally excluding the opposite-spin electron due to the strong electronic repulsion.
This provides a clue that the decoupling procedure can be improved by ensuring that the operators which are replaced by their averages involve minimal fluctuations. In the following we describe several such decoupling procedures, all of which are quite distinct from that employed by Hubbard. This approximation, commonly referred to as the Hubbard I, is first briefly reviewed here for comparison.
## III Hubbard I
In Hubbard I the next step was to continue with the equation of motion approach and examine the time derivative of the last term in Eq. (4) involving the self-energy correction, $`\mathrm{\Gamma }_{ij}(t)=iU\mathrm{\Psi }|\mathrm{T}n_i(t)a_i(t)a_j^{}(0)|\mathrm{\Psi }`$. Determining the time derivatives in $`_t[n_i(t)a_i(t)]`$ from Eq. (3) and the commutator
$$[n_i,H]=\underset{\delta }{}t_\delta (a_i^{}a_{i+\delta }a_{i\delta }^{}a_i),$$
(8)
and using the anticommutation property $`\{n_ia_i,a_j^{}\}=\delta _{ij}n_i`$, one obtains
$`i_t\mathrm{\Gamma }_{ij}(t)=U\delta (t)\mathrm{\Psi }|\{n_ia_i,a_j^{}\}|\mathrm{\Psi }`$ (9)
$`+`$ $`U\mathrm{\Psi }|\mathrm{T}_t\{n_i(t)a_i(t)+n_i(t)a_i(t)\}a_j^{}(0)|\mathrm{\Psi }`$ (10)
$`=`$ $`\delta (t)\delta _{ij}Un_i+iU{\displaystyle \underset{\delta }{}}t_\delta \mathrm{\Psi }|\mathrm{T}n_i(t)a_{i+\delta }(t)a_j^{}(0)|\mathrm{\Psi }`$ (11)
$``$ $`iU^2\mathrm{\Psi }|\mathrm{T}n_i^2(t)a_i(t)a_j^{}(0)|\mathrm{\Psi }+iU{\displaystyle \underset{\delta }{}}t_\delta \mathrm{\Psi }|\mathrm{T}`$ (13)
$`\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}a_i(t)a_j^{}(0)|\mathrm{\Psi }.`$
In order to obtain a closed equation for $`\mathrm{\Gamma }`$, the equations were decoupled at this stage by noticing that $`n_i^2=n_i`$, and replacing the operators $`n_i(t)`$, and $`\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}`$ in the last three terms by their expectation values in a spin-symmetric, translationally-invariant ground state, with $`a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)=0`$, and $`n_i=n_i=n/2`$, the average density for each spin. Fourier transforming to frequency and momentum space using
$`G_{ij}(t)`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{d\omega }{2\pi }G(𝐤\omega )e^{i(𝐤.𝐫_{ij}\omega t)}}`$ (14)
$`\delta _{ij}\delta (t)`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{d\omega }{2\pi }e^{i(𝐤.𝐫_{ij}\omega t)}}`$ (15)
$`{\displaystyle \underset{\delta }{}}t_\delta \delta _{i+\delta ,j}`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}ϵ_𝐤e^{i𝐤.𝐫_{ij}}`$ (16)
$`{\displaystyle \underset{\delta }{}}t_\delta G_{i+\delta ,j}(t)`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{d\omega }{2\pi }G(𝐤\omega )ϵ_𝐤e^{i(𝐤.𝐫_{ij}\omega t)}},`$ (17)
one obtains
$$\omega \mathrm{\Gamma }(𝐤\omega )=\frac{Un}{2}[1+ϵ_𝐤G(𝐤\omega )]+U\mathrm{\Gamma }(𝐤\omega ).$$
(18)
Substituting for $`\mathrm{\Gamma }(𝐤\omega )=\frac{Un}{2}[1+ϵ_𝐤G(𝐤\omega )]/(\omega U)`$ from above into Eq. (4), and solving for $`G(𝐤\omega )`$ one obtains the Hubbard I result
$$G(𝐤\omega )=\frac{\omega U(1n/2)}{(\omega ϵ_𝐤)(\omega U)Unϵ_𝐤/2}.$$
(19)
In the half-filled case ($`n=1)`$ this can be written as,
$$G(𝐤\omega )=\frac{1}{2}\left[\frac{1\frac{ϵ_𝐤}{E_𝐤}}{\omega E_𝐤^{(1)}}+\frac{1+\frac{ϵ_𝐤}{E_𝐤}}{\omega E_𝐤^{(2)}}\right],$$
(20)
where $`E_𝐤=\sqrt{U^2+ϵ_𝐤^2}`$, and $`E_𝐤^{(1,2)}=[(ϵ_𝐤+U)E_𝐤]/2`$ are the two band energies. In the strong coupling limit these band energies reduce to $`ϵ_𝐤/2`$ and $`U+ϵ_𝐤/2`$ to lowest order, giving a bandwidth of $`W/2`$, where $`W`$ is the free-particle bandwidth. Thus in going from the non-interacting limit to the strong-coupling limit, the bandwidth decreases only from $`W`$ to $`W/2`$, whereas one expects a correlation-narrowed bandwidth of order $`J`$ for the NN hopping model. This is a serious drawback of the Hubbard I approximation in the strong correlation limit, and can be traced to the replacement of $`n_i`$, a strongly fluctuating quantity, by its average value. Another drawback pertains to the absence of a critical interaction strength for the energy gap. For a general free-particle energy $`ϵ_𝐤`$, the electronic spectrum is split into two bands for all $`U`$. Also, in general, the integrated spectral weight in each Hubbard band is not exactly one-half per spin, although the total for both bands is identically one. This amounts to an inconsistency in the insulating state in that the number of states in $`𝐤`$-space lying below the Fermi energy does not exactly yield the number of particles.
## IV Improved decoupling schemes
We adopt a different approach here which removes all of the drawbacks cited above. We continue with Eq. (4) for $`_tG_{ij}`$ and consider the second derivative
$`i_t^2G_{ij}(t)`$ $`=`$ $`_t\delta (t)\delta _{ij}{\displaystyle \underset{\delta }{}}t_\delta _tG_{i+\delta ,j}(t)`$ (21)
$``$ $`iU\mathrm{\Psi }|\mathrm{T}_t[n_i(t)a_i(t)]a_j^{}(0)|\mathrm{\Psi }`$ (22)
$``$ $`iU\delta (t)\mathrm{\Psi }|\{n_ia_i,a_j^{}\}|\mathrm{\Psi }.`$ (23)
The derivative of $`G_{i+\delta ,j}(t)`$ is substituted from Eq. (4), the derivative $`_t[n_i(t)a_i(t)]`$ obtained as before from Eqs. (3) and (6), and in the last term $`\{n_ia_i,a_j^{}\}=\delta _{ij}n_i`$. Putting all this together, and multiplying by $`i`$, we obtain
$`i^2_t^2G_{ij}(t)=i_t\delta (t)\delta _{ij}+\delta (t)[\delta _{ij}Un_i`$ (24)
$``$ $`{\displaystyle \underset{\delta }{}}t_\delta \delta _{i+\delta ,j}]+{\displaystyle }_{\delta \delta ^{}}t_\delta t_\delta ^{}G_{i+\delta +\delta ^{},j}`$ (25)
$`+`$ $`iU{\displaystyle \underset{\delta }{}}t_\delta \mathrm{\Psi }|\mathrm{T}\{n_i(t)+n_{i+\delta }(t)\}a_{i+\delta }(t)a_j^{}(0)|\mathrm{\Psi }`$ (26)
$``$ $`iU^2\mathrm{\Psi }|\mathrm{T}n_i^2(t)a_i(t)a_j^{}(0)|\mathrm{\Psi }+iU{\displaystyle \underset{\delta }{}}t_\delta \mathrm{\Psi }|\mathrm{T}`$ (28)
$`\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}a_i(t)a_j^{}(0)|\mathrm{\Psi }.`$
We now proceed further along three different routes by introducing three decoupling schemes termed A, B, and C in the following subsections. Schemes A and B are most suitable for hopping terms which only connect sites of opposite and same sublattices respectively. The best features of A and B are then combined in the final scheme C which is applicable for any general hopping. However, as we shall see, we are constrained to the consideration of a bipartite lattice.
### A
Adding $`nUi_tG_{ij}(t)+(nU/2)^2G_{ij}(t)`$ to both sides of Eq. (13), where $`n=n_i+n_i`$ is the total density, and substituting for $`_tG_{ij}(t)`$ from Eq. (4), we obtain
$`i^2_t^2G_{ij}(t)nUi_tG_{ij}(t)+(nU/2)^2G_{ij}(t)=i_t\delta (t)\delta _{ij}`$ (29)
$`+`$ $`\delta (t)[\delta _{ij}U\{n_in\}{\displaystyle \underset{\delta }{}}t_\delta \delta _{i+\delta ,j}]+{\displaystyle \underset{\delta \delta ^{}}{}}t_\delta t_\delta ^{}G_{i+\delta +\delta ^{},j}`$ (30)
$`+`$ $`iU{\displaystyle \underset{\delta }{}}t_\delta \mathrm{\Psi }|\mathrm{T}\{n_i(t)+n_{i+\delta }(t)n\}a_{i+\delta }(t)a_j^{}(0)|\mathrm{\Psi }`$ (31)
$``$ $`iU^2\mathrm{\Psi }|\mathrm{T}\{n_i(t)n/2\}^2a_i(t)a_j^{}(0)|\mathrm{\Psi }+iU{\displaystyle \underset{\delta }{}}t_\delta `$ (33)
$`\mathrm{\Psi }|\mathrm{T}\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}a_i(t)a_j^{}(0)|\mathrm{\Psi }.`$
In order to decouple this equation for $`G`$ involving several higher-order correlation functions we now replace the operators $`\{n_i(t)+n_{i+\delta }(t)n\}`$, $`\{n_i(t)n/2\}^2`$, and $`\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}`$ in the last three terms by their ground-state expectation values, again in the spin-symmetric, translationally-invariant ground state, with $`n_i=n_i=n/2`$, the average density for each spin. At half-filling ($`n=1`$), we have $`\{n_i(t)1/2\}^2=(1/2)^2`$, a c-number, so that no approximation is involved in this replacement. Furthermore, in the strong coupling limit, when double occupancy and vacancy are both prohibited, the total charge density operator $`n_i+n_i=1`$, the unit operator, so that the term $`\{n_i(t)1/2\}^2=m_i^2/4`$ is also related to the second moment of the local magnetization $`m_i`$. In general, $`n_i(t)1/2`$ fluctuates between the two values $`m_i/2=1/2`$, depending on whether the site is occupied or empty.
The average $`n_i+n_{i+\delta }n`$ vanishes in the paramagnetic state when $`n_i=n_{i+\delta }=n/2`$. More importantly, it also vanishes in the presence of AF correlations, provided the sites $`i`$ and $`i+\delta `$ are in opposite sublattices, in which case $`n_{i+\delta }=n_i`$. This scheme is therefore most appropriate when the hopping term $`t_\delta `$ connects sites $`i`$ and $`i+\delta `$ of opposite sublattices, as in the NN hopping case. We take $`a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)=0`$, as in Hubbard I. This is obviously so if translational symmetry is present, but also in presence of AF correlations, as both terms are off-diagonal in the sublattice basis, and of equal magnitude. After Fourier transformation to frequency and momentum space, and introducing a Hartree shift in the energy axis through the transformation $`\omega nU/2\omega `$, we finally obtain
$$G(k\omega )=\frac{\omega +ϵ_k}{\omega ^2(\mathrm{\Delta }^2+ϵ_k^2)}=\frac{1}{2}\left[\frac{1+\frac{ϵ_k}{E_k}}{\omega E_k}+\frac{1\frac{ϵ_k}{E_k}}{\omega +E_k}\right],$$
(35)
where $`E_k=\sqrt{\mathrm{\Delta }^2+ϵ_k^2}`$ and $`\mathrm{\Delta }^2=U^2\{n_i(t)1/2\}^2=U^2/4`$. The energy spectrum thus splits into two bands, independently of whether there is long-range AF order or not, with an energy gap of $`2\mathrm{\Delta }=U`$. Furthermore, the bandwidth is correctly of order $`J`$ in the strong coupling limit.
### B
An alternate decoupling scheme is more appropriate when the hopping term involves sites in the same sublattice. Adding to both sides of Eq. (13), the terms $`nUi_tG_{ij}+(nU/2)^2G_{ij}nU_\delta t_\delta G_{i+\delta ,j}+2i_\delta t_\delta _tG_{i+\delta ,j}+_{\delta \delta ^{}}t_\delta t_\delta ^{}G_{i+\delta +\delta ^{},j}`$, and substituting for $`_tG(t)`$ from Eq. (4), we obtain
$`i^2_t^2G_{ij}nUi_tG_{ij}+(nU/2)^2G_{ij}`$ (36)
$`+`$ $`2i{\displaystyle \underset{\delta }{}}t_\delta _tG_{i+\delta ,j}nU{\displaystyle \underset{\delta }{}}t_\delta G_{i+\delta ,j}+{\displaystyle \underset{\delta \delta ^{}}{}}t_\delta t_\delta ^{}G_{i+\delta +\delta ^{},j}`$ (37)
$`=`$ $`i_t\delta (t)\delta _{ij}+\delta (t)[\delta _{ij}U\{n_in\}+{\displaystyle \underset{\delta }{}}t_\delta \delta _{i+\delta ,j}]`$ (38)
$`+`$ $`iU{\displaystyle \underset{\delta }{}}t_\delta \mathrm{\Psi }|\mathrm{T}\{n_i(t)n_{i+\delta }(t)\}a_{i+\delta }(t)a_j^{}(0)|\mathrm{\Psi }`$ (39)
$``$ $`iU^2\mathrm{\Psi }|\mathrm{T}\{n_i(t)n/2\}^2a_i(t)a_j^{}(0)|\mathrm{\Psi }+iU{\displaystyle \underset{\delta }{}}t_\delta `$ (41)
$`\mathrm{\Psi }|\mathrm{T}\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}a_i(t)a_j^{}(0)|\mathrm{\Psi }.`$
We notice that on the right-hand side the second-order hopping term $`(t_\delta t_\delta ^{})`$ present in Eq. (15) has exactly cancelled. Again, as before, the operators are replaced by their expectation values. We note that we can safely set $`n_in_{i+\delta }=0`$, not only in the symmetric paramagnetic state, but even in the presence of AF correlations, provided that sites $`i`$ and $`i+\delta `$ are in the same sublattice. Fourier transformation leads to
$$(\omega nU/2ϵ_k)^2G(k\omega )=(\omega nU/2ϵ_k)+\mathrm{\Delta }^2G(k\omega ).$$
(42)
With the same Hartree shift employed through the transformation $`\omega nU/2\omega `$, we obtain
$`G(k\omega )`$ $`=`$ $`{\displaystyle \frac{\omega ϵ_k}{(\omega ϵ_k)^2\mathrm{\Delta }^2}}`$ (43)
$`=`$ $`{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{1}{\omega ϵ_k\mathrm{\Delta }}}+{\displaystyle \frac{1}{\omega ϵ_k+\mathrm{\Delta }}}\right].`$ (44)
Thus $`\mathrm{\Delta }`$ causes the free-particle spectrum to be split into two bands, with no correlation effect on the bandwidth. The two bands overlap when the band separation $`2\mathrm{\Delta }=U`$ is smaller than the free particle bandwidth, but a gap opens up beyond a certain critical interaction strength. Hence for a general $`ϵ_𝐤`$, there is a non-zero critical interaction strength. However, the number of states in each band is precisely 1/2 per spin.
### C
Finally, we consider a third scheme which combines the best features of A and B. We recall the replacement of operators by their expectation values in the decoupling procedures, and focus on the operators $`\{n_i(t)+n_{i+\delta }(t)n\}`$ and $`\{n_i(t)n_{i+\delta }(t)\}`$ in Eqs. (14) and (16), particularly in view of AF correlations in the ground state. For $`\delta `$ connecting sites of opposite sublattices, the short-time average $`n_i(t)+n_{i+\delta }(t)n`$ is weakly fluctuating, but not so when sites $`i`$ and $`i+\delta `$ are in the same sublattice. Therefore, scheme A is suitable when hopping is limited to opposite sublattices. On the other hand, the short-time average $`n_i(t)n_{i+\delta }(t)`$ is weakly fluctuating when $`\delta `$ connects sites of the same sublattice, so that scheme B is suitable when hopping is limited to the same sublattice. This immediately suggests that for general hopping both schemes can be further improved upon by taking an intermediate measure.
For this purpose we are constrained to the consideration of a bipartite lattice, for which the hopping terms can be divided into two groups, connecting sites of opposite and same sublattices. We therefore write,
$`H_0`$ $`=`$ $`{\displaystyle \underset{i\lambda \sigma }{}}t_\lambda a_{i\sigma }^{}a_{i+\lambda ,\sigma }{\displaystyle \underset{i\mu \sigma }{}}t_\mu a_{i\sigma }^{}a_{i+\mu ,\sigma }`$ (45)
$`=`$ $`{\displaystyle \underset{𝐤\sigma }{}}(ϵ_{𝐤\lambda }+ϵ_{𝐤\mu })a_{𝐤\sigma }^{}a_{𝐤\sigma }`$ (46)
where sites $`i+\lambda `$ and $`i+\mu `$ refer to neighbors of site $`i`$ in the opposite and same sublattices respectively, and furthermore $`ϵ_{𝐤\lambda }=_\lambda t_\lambda e^{i𝐤.𝐫_\lambda }`$ and $`ϵ_{𝐤\mu }=_\mu t_\mu e^{i𝐤.𝐫_\mu }`$ are the two associated free-particle energies.
The intermediate measure which leads to an improvement over both schemes A and B is simply effected by including only those additional terms of scheme B which correspond to the same sublattice. Thus, we add to both sides of Eq. (13) the terms $`nUi_tG_{ij}+(nU/2)^2G_{ij}nU_\mu t_\mu G_{i+\mu ,j}+2i_\mu t_\mu _tG_{i+\mu ,j}+_{\mu \mu ^{}}t_\mu t_\mu ^{}G_{i+\mu +\mu ^{},j}`$, where the sum over neighbors $`(\mu ,\mu ^{})`$ in the last three terms are restricted to sites in the same sublattice. As before, we obtain after substituting for $`_tG`$ from Eq. (4),
$`i^2_t^2G_{ij}nUi_tG_{ij}+(nU/2)^2G_{ij}+2i{\displaystyle \underset{\mu }{}}t_\mu _tG_{i+\mu ,j}`$ (47)
$``$ $`nU{\displaystyle \underset{\mu }{}}t_\mu G_{i+\mu ,j}+{\displaystyle \underset{\mu \mu ^{}}{}}t_\mu t_\mu ^{}G_{i+\mu +\mu ^{},j}`$ (48)
$`=`$ $`i_t\delta (t)\delta _{ij}+\delta (t)[\delta _{ij}U\{n_in\}`$ (49)
$`+`$ $`{\displaystyle \underset{\mu }{}}t_\mu \delta _{i+\mu ,j}{\displaystyle \underset{\lambda }{}}t_\lambda \delta _{i+\lambda ,j}]+{\displaystyle }_{\lambda ,\lambda ^{}}t_\lambda t_\lambda ^{}G_{i+\lambda +\lambda ^{},j}`$ (50)
$`+`$ $`iU{\displaystyle \underset{\mu }{}}t_\mu \mathrm{\Psi }|\mathrm{T}\{n_i(t)n_{i+\mu }(t)\}a_{i+\mu }(t)a_j^{}(0)|\mathrm{\Psi }`$ (51)
$`+`$ $`iU{\displaystyle \underset{\lambda }{}}t_\lambda \mathrm{\Psi }|\mathrm{T}\{n_i(t)+n_{i+\lambda }(t)n\}a_{i+\lambda }(t)a_j^{}(0)|\mathrm{\Psi }`$ (52)
$``$ $`iU^2\mathrm{\Psi }|\mathrm{T}\{n_i(t)n/2\}^2a_i(t)a_j^{}(0)|\mathrm{\Psi }+iU{\displaystyle \underset{\delta }{}}t_\delta `$ (54)
$`\mathrm{\Psi }|\mathrm{T}\{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}a_i(t)a_j^{}(0)|\mathrm{\Psi }.`$
The cancellation of the second-order hopping terms, referred to earlier below Eq. (16), is only partial now, and only terms involving opposite sublattice hopping finally survive.
Again replacing the operators with their expectation values as before, with $`n_in_{i+\mu }=n_i+n_{i+\lambda }n=0`$, we obtain after Fourier transformation
$`(\omega nU/2ϵ_{𝐤\mu })^2G(𝐤\omega )`$ $`=`$ $`\omega nU/2ϵ_{𝐤\mu }+ϵ_{𝐤\lambda }`$ (55)
$`+`$ $`(\mathrm{\Delta }^2+ϵ_{𝐤\lambda }^2)G(𝐤\omega )`$ (56)
which, after the same Hartree shift $`\omega nU/2\omega `$, yields
$`G(𝐤\omega )`$ $`=`$ $`{\displaystyle \frac{(\omega ϵ_{𝐤\mu })+ϵ_{𝐤\lambda }}{(\omega ϵ_{𝐤\mu })^2E_{𝐤\lambda }^2}}`$ (57)
$`=`$ $`{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{1+\frac{ϵ_{𝐤\lambda }}{E_{𝐤\lambda }}}{\omega ϵ_{𝐤\mu }E_{𝐤\lambda }}}+{\displaystyle \frac{1\frac{ϵ_{𝐤\lambda }}{E_{𝐤\lambda }}}{\omega ϵ_{𝐤\mu }+E_{𝐤\lambda }}}\right]`$ (58)
where $`E_{𝐤\lambda }=\sqrt{\mathrm{\Delta }^2+ϵ_{𝐤\lambda }^2}`$ is associated with the opposite sublattice hopping. Results of both schemes A and B are recovered by taking appropriate limits. For only opposite sublattice hopping $`ϵ_{𝐤\mu }=0`$, so that Eq. (15) is obtained, whereas for only same sublatttice hopping $`ϵ_{𝐤\lambda }=0`$, which yields Eq. (18). In general, when hopping involving same sublattice sites (e.g. NNN hopping) is present, a finite $`\mathrm{\Delta }`$ is required for the band gap to appear, yielding a critical interaction strength which separates the metallic and insulating phases.
Quite generally, $`ϵ_{𝐤\lambda }`$, the free-particle band energy associated with opposite-sublattice hopping, changes sign under the transformation $`𝐤𝐤+𝝅`$, while the band energy $`ϵ_{𝐤\mu }E_{𝐤\lambda }`$ does not. Therefore, the $`𝐤`$-space is split into two degenerate zones. For evaluation of the integrated spectral weight, the $`𝐤`$-sum therefore covers the whole $`𝐤`$ space. As $`ϵ_{𝐤\lambda }`$ is odd, the integrated spectral weight in each band is identically one-half per spin.
## V Fluctuation effects
In the previous section, the equation of motion for $`G_{ij}(t)`$ was decoupled by replacing the operators $`\{n_i+n_{i+\lambda }n\}`$, $`\{n_in_{i+\mu }\}`$ and $`_\delta \{a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)\}`$ by their (vanishing) expectation values in the spin-symmetric, translationally-invariant ground state. If $`\widehat{A}`$ represents these operators, then $`\mathrm{\Psi }|\widehat{A}(t)\widehat{A}(t^{})|\mathrm{\Psi }`$ and $`\mathrm{\Psi }|\widehat{A}(t)^2|\mathrm{\Psi }`$ are in general non-vanishing due to fluctuations and correlations present in the ground state. In the following we approximately account for these fluctuations by replacing the operator $`\widehat{A}`$ by static, independently random terms $`A_i`$ distributed across the lattice with $`A_i=0`$ and $`A_i^2`$ determined self-consistently from $`\mathrm{\Psi }|\widehat{A}(t)^2|\mathrm{\Psi }`$.
When the above replacements are made, we see from Eq. (20) that the charge/potential fluctuation terms $`Un_i+n_{i+\lambda }n`$ and $`Un_in_{i+\mu }`$ couple with the hopping term, leading to charge fluctuation induced hopping. On the other hand, the hopping induced fluctuation term $`_\delta t_\delta a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)`$ is purely imaginary and couples with the local interaction term yielding a hopping induced relaxation.
### A Charge fluctuation induced hopping
In Eq. (20) the operators $`\{n_i+n_{i+\lambda }n\}`$ and $`\{n_in_{i+\mu }\}`$ were replaced (in the decoupling procedure) by their expectation values, which vanish in the paramagnetic state at half filling ($`n=1`$), and also when AF correlations are present. As shown below this approximation essentially amounts to a neglect of local charge fluctuations and is valid in the low-temperature, strong-coupling limit, when double occupancy and vacancy are strongly suppressed. In the strong coupling limit we have a spin picture of the ground state, and for arbitrary orientation of the local spin direction, the ground state expectation values $`n_i+n_{i+\lambda }`$ and $`n_in_{i+\mu }`$ remain invariant due to the AF correlations between neighbouring spins. If the spin at site $`i`$ is inclined at angle $`\theta `$ from the $`z`$ direction, then $`n_i+n_{i+\lambda }=\mathrm{cos}^2\theta /2+\mathrm{sin}^2\theta /2=1`$, and $`n_in_{i+\mu }=0`$. Hence the operators $`n_i+n_{i+\lambda }`$ and $`n_in_{i+\mu }`$ essentially behave like c-numbers, and the above replacements are valid. Even the strong quantum spin fluctuations, which significantly reduce the AF order parameter in two dimensions, do not substantially alter this picture as the major spin-fluctuation contribution arises from long-wavelength magnon modes.
However, for weak correlation and/or high temperature, when double occupancy is not strongly penalized, the local densities $`n_i`$ and $`n_{i+\delta }`$ independently fluctuate between zero and one at short time scales, and therefore $`n_i+n_{i+\lambda }n`$ and $`n_in_{i+\mu }`$ strongly fluctuate between minus one and plus one. In the following we account for these fluctuations within a static random approximation, together with disorder averaging at the CPA level. A more complete theory which includes the spatial and temporal correlations in the fluctuations will be developed later by considering the appropriate two-body Green’s functions in Eq. (20) within systematic approximations like the RPA.
Even in the absence of charge fluctuations, $`n_i+n_{i+\lambda }n`$ can fluctuate if ferromagnetic correlations are present in the (paramagnetic) ground state. Similarly these fluctuations are also present if the AF correlations are only short-ranged, so that the neighbouring spins are twisted from perfect AF alignment. This is further discussed in section VIII.
We note that the energy scale $`Ut`$ of these fluctuation terms is intermediate between the local $`U^2`$ scale and the second-order hopping scale $`t^2`$ in Eq. (14). The effect of these order-$`Ut`$ fluctuation terms is therefore to renormalize the bandwidth by order $`t`$ in the strong coupling limit, as opposed to the order $`J`$ renormalization by the second-order virtual hopping process. Thus the charge-fluctuation and spin-twisting processes activate the hopping term at first order.
For simplicity, we consider the NN hopping case, so that the sites $`i`$ and $`i+\delta `$ are in opposite sublattices. We assume that $`U`$ times the density fluctuation term $`Un_i+n_{i+\delta }n`$, which we denote by $`V_{i\delta }`$, is a random potential distributed independently across the lattice. The average of this random potential term vanishes, but its second moment $`V_{i\delta }^2=U^2(n_i+n_{i+\delta }n)^2`$ reflects a measure of fluctuations in the system. At half filling ($`n=1`$), the long-time average yields the fluctuation magnitude $`\delta n^2(n_i+n_{i+\delta }n)^2=2n_in_{i+\delta }`$, which has the following limits. In the strong coupling limit when double occupancy is strongly suppressed and AF correlations are present, we have $`n_in_{i+\delta }=n_in_i=0`$. At the other extreme, in the non-interacting limit, when a site may be independently occupied or vacant with equal probability of one-half, we have $`2n_in_{i+\delta }=1/2`$. Therefore, the fluctuation magnitude lies in the range $`0\delta n^21/2`$.
The random potential term $`V_{i\delta }`$ is treated at the CPA level, and the disorder-averaged Green’s function is obtained in the following. After the same decoupling approximation made earlier, we rewrite Eq. (14) in a matrix representation (constructed from the site basis) as
$$[\omega ^2\mathrm{𝟏}(\mathrm{\Delta }^2\mathrm{𝟏}+𝐓^2)+t𝐕)]𝐆(\omega )=\omega \mathrm{𝟏}+𝐓,$$
(59)
where the matrix $`𝐓`$ is associated with the NN hopping term and has matrix elements $`𝐓_{i,i+\delta }=t`$, whereas $`𝐕`$ has matrix elements $`𝐕_{i,i+\delta }=V_{i\delta }`$, the random potential term. For further convenience we introduce another Green’s function $`𝐠(\omega )`$ through the relation $`𝐆(\omega )=𝐠(\omega ).[\omega \mathrm{𝟏}+𝐓]`$, so that $`𝐠(\omega )`$ obeys the equation,
$$[\omega ^2\mathrm{𝟏}(\mathrm{\Delta }^2\mathrm{𝟏}+𝐓^2)+t𝐕]𝐠(\omega )=\mathrm{𝟏}.$$
(60)
The usual CPA treatment of the random potential term, involving perturbative expansion followed by disorder averaging, leads to the following result at the level of rainbow diagrams,
$$𝐠(\omega )=\frac{\mathrm{𝟏}}{\omega ^2\mathrm{𝟏}(\mathrm{\Delta }^2\mathrm{𝟏}+𝐓^2)𝚺(\omega )}$$
(61)
where,
$$𝚺(\omega )=t^2\mathrm{𝐕𝐠}(\omega )𝐕$$
(62)
is the disorder-averaged self energy, to be determined self consistently.
For the purpose of disorder averaging, we assume for simplicity that the random potential terms $`V_{i\delta }`$ are independently random for each pair of sites $`i`$ and $`i+\delta `$, so that $`V_{i\delta }.V_{j\delta ^{}}=\gamma (\delta _{ij}\delta _{\delta \delta ^{}}+\delta _{i,j+\delta ^{}}\delta _{i+\delta ,j})`$, where the second moment $`\gamma V_{i,i+\delta }^2`$ is a measure of the potential disorder. This essentially amounts to a neglect of spatial correlations in the fluctuations. In this case there are two terms in the disorder self energy
$`𝚺_{}^{\mathrm{𝟏}}{}_{ii}{}^{}(\omega )`$ $`=`$ $`\gamma t^2{\displaystyle \underset{\delta }{}}𝐠_{i+\delta ,i+\delta }(\omega )`$ (63)
$`𝚺_{}^{\mathrm{𝟐}}{}_{i,i+\delta }{}^{}(\omega )`$ $`=`$ $`\gamma t^2𝐠_{i+\delta ,i}(\omega ).`$ (64)
The second term $`𝚺^\mathrm{𝟐}`$, however, vanishes because $`𝐠_{i+\delta ,i}=_𝐤^{}g(𝐤^{})e^{i𝐤^{}.𝐫_\delta }`$ is identically zero. This follows because $`g(𝐤^{})`$, given by the Fourier transform of Eq. (25), is even under the transformation $`𝐤^{}𝐤^{}+𝝅`$, while the other term $`e^{i𝐤^{}.𝐫_\delta }`$ is odd, and therefore the $`𝐤^{}`$ summation over the whole Brillouin zone yields the vanishing result. The disorder self energy is therefore diagonal in the site basis, and hence momentum independent. Furthermore, the sum $`_\delta `$ in the equation for $`𝚺_{}^{\mathrm{𝟏}}{}_{ii}{}^{}(\omega )`$ yields $`z`$, the number of nearest neighbours, so that the self energy involves the combination $`zt^2`$. These features of the local self energy are as in the DMFT where the hopping term is taken to be $`t=t^{}/\sqrt{z}`$, so that $`zt^2=(t^{})^2`$ is finite in the limit of infinite dimensions.
Finally, after Fourier transformation of Eq. (25) and of $`𝐆(\omega )=𝐠(\omega ).[\omega \mathrm{𝟏}+𝐓]`$, we obtain the following result for the full Green’s function
$$G(𝐤\omega )=\frac{\omega +ϵ_𝐤}{\omega ^2(\mathrm{\Delta }^2+ϵ_𝐤^2)\mathrm{\Sigma }(\omega )},$$
(65)
where the disorder-averaged self energy is obtained self consistently from
$$\mathrm{\Sigma }(\omega )=z\gamma t^2\underset{𝐤^{}}{}\frac{1}{\omega ^2(\mathrm{\Delta }^2+ϵ_𝐤^{}^2)\mathrm{\Sigma }(\omega )}.$$
(66)
The above provides a self-consistent scheme for determining the Green’s function when fluctuations are included. In the following we quantitatively examine the fluctuation effects on the spectral properties, in particular the charge gap and the density of states. Thermal contribution to charge and spin fluctuations brings in temperature into the problem, and makes the charge gap sensitive to temperature, leading to the possibility of a temperature-driven metal-insulator transition. Temporal and spatial correlations in fluctuations are neglected in this treatment. The present study is nonetheless useful because when these correlations are included by considering the appropriate two-body Green’s functions (having the form $`\mathrm{\Sigma }.G`$), the structure of the resulting equation for $`G`$ will be similar to Eq. (28).
### B Hopping induced relaxation
The purely imaginary hopping induced fluctuation term $`U_\delta t_\delta a_i^{}(t)a_{i+\delta }(t)a_{i\delta }^{}(t)a_i(t)iV_i^{}`$ couples diagonally to the Green’s function. Therefore, Eq. (23) will contain, in addition, a diagonal term $`ti𝐕^{}`$, where $`(𝐕^{})_{ij}=\delta _{ij}V_i^{}`$. Again assuming that $`V_i^{}`$ are independently random, and are uncorrelated with the $`V_{i\delta }`$, within the CPA we obtain another diagonal self energy with a negative coefficient which will simply renormalize the $`\gamma `$ defined earlier.
## VI Charge gap and the metal-insulator transition
A qualitative criterion for the metal-insulator transition is obtained by considering the competition between the kinetic energy term (bandwidth $`W`$) which delocalizes the electrons making the system metallic, and the correlation term (Coulomb barrier $`U`$) which localizes the electrons making the system insulating. We will first make a simple analysis of the effective charge gap when fluctuations are included to their full extent. We shall see that the qualitative criterion $`U_cW`$ for the vanishing of the gap, and therefore for the metal-insulator transition, arises in a very natural way.
We have seen earlier that when fluctuations are allowed to their full extent, $`\delta n^2=1/2`$, and therefore the disorder strength $`\gamma =U^2/2`$. Considering the disorder self energy from Eq. (29) to the lowest order, we have for $`\omega =0`$
$$\mathrm{\Sigma }(0)=\frac{zt^2U^2}{2}\underset{𝐤^{}}{}\frac{1}{(\mathrm{\Delta }^2+ϵ_𝐤^{}^2)}2zt^2,$$
(67)
where the result at the right is obtained by neglecting the free-electron energy $`ϵ_k^{}`$ in comparison to $`\mathrm{\Delta }=U/2`$, for the purpose of obtaining an estimate. Now from Eq. (28) the charge gap vanishes when $`|\mathrm{\Sigma }(0)|=\mathrm{\Delta }^2`$, which leads to the following estimate for the critical value $`U_c`$ for the metal-insulator transition,
$$U_c=\sqrt{8zt^2}=2\sqrt{2}t^{}$$
(68)
which is of the order of the free-electron band width. Within the approximations used, for $`U>U_c`$ the energy gap never closes, and the system remains insulating.
We now obtain the self-consistent solution for the self energy $`\mathrm{\Sigma }(\omega )`$ from Eq. (29). As $`\mathrm{\Sigma }(\omega )`$ is complex in general, it is convenient to introduce a complex function
$`F(\alpha ,\beta )`$ $`=`$ $`(\alpha ,\beta )i\beta (\alpha ,\beta )={\displaystyle \underset{𝐤^{}}{}}{\displaystyle \frac{1}{ϵ_𝐤^{}^2+(\alpha +i\beta )}}`$ (69)
$`=`$ $`{\displaystyle \underset{𝐤^{}}{}}{\displaystyle \frac{ϵ_𝐤^{}^2+\alpha }{(ϵ_𝐤^{}^2+\alpha )^2+\beta ^2}}i{\displaystyle \underset{𝐤^{}}{}}{\displaystyle \frac{\beta }{(ϵ_𝐤^{}^2+\alpha )^2+\beta ^2}}.`$ (70)
By equating $`(\mathrm{\Delta }^2\omega ^2)+\mathrm{\Sigma }(\omega )=\alpha +i\beta `$ in Eq. (29) the self-consistency equation for $`\mathrm{\Sigma }(\omega )`$ may be recast in terms of $`\alpha ,\beta `$; if $`\mathrm{\Gamma }z\gamma t^2`$ denotes the prefactor, Eq. (29) then reads $`\mathrm{\Sigma }(\omega )=\mathrm{\Gamma }F(\alpha ,\beta )`$, the real and imaginary components of which are
$`\mathrm{\Delta }^2\omega ^2`$ $`=`$ $`\mathrm{\Gamma }(\alpha ,\beta )+\alpha `$ (71)
$`\beta `$ $`=`$ $`\mathrm{\Gamma }\beta (\alpha ,\beta ).`$ (72)
We now discuss the solution for the above two coupled, non-linear equations in $`\alpha `$ and $`\beta `$, where the parameter $`\mathrm{\Gamma }=z\gamma t^2=zt^2U^2(n_i+n_{i+\delta }n)^2=zt^2U^2\delta n^2`$ incorporates the fluctuation magnitude. We first consider the solution with $`\beta =0`$, which corresponds to a vanishing imaginary part of the self energy and the density of states, and therefore to the energy gap region. Since $`(\alpha ,0)`$ decreases monotonically with positive $`\alpha `$, for a given $`\mathrm{\Gamma }`$
there exists a physically significant solution $`\alpha =\alpha ^{}>0`$ of the equation $`1=\mathrm{\Gamma }(\alpha ,0)`$. For $`\alpha >\alpha ^{}`$, we have $`(\alpha ,\beta )<(\alpha ,0)<(\alpha ^{},0)`$, therefore Eq. (34) has a solution only if $`\beta =0`$, whereas for $`\alpha <\alpha ^{}`$ a solution exists only for $`\beta 0`$. Thus, $`\alpha ^{}`$ is the point where the self energy changes from purely real to complex, and therefore corresponds to the band-edge energy, as further discussed below.
There is another special value $`\alpha =\alpha ^{}`$, this one having to do with Eq. (33). The right-hand-side term $`\mathrm{\Gamma }(\alpha ,0)+\alpha `$ diverges in both the limits $`\alpha 0`$ and $`\alpha \mathrm{}`$, and therefore it must have a minimum at some intermediate value $`\alpha =\alpha ^{}`$, as shown in Fig. 1 from an explicit calculation. Since $`\mathrm{\Gamma }(\alpha ,0)+\alpha =\mathrm{\Delta }^2\omega ^2`$, this minimum corresponds to a maximum value $`\omega =\omega ^{}`$ beyond which no real solution for $`\omega `$ exists.
It is interesting to note that these two values $`\alpha ^{}`$ and $`\alpha ^{}`$ are actually identical because their parent equations $`\mathrm{\Gamma }dR/d\alpha +1=0`$ and $`1\mathrm{\Gamma }=0`$ are so in view of the relation $`dR/d\alpha =`$. The significance of this coincidence is that the imaginary part of the self energy grows continuously, so that there is no discontinuity in the density of states, and therefore when the band gap vanishes the resulting metal-insulator transition is also continuous.
Solving for real $`\omega `$ from Eq. (33) for a given $`\alpha >\alpha ^{}`$ and $`\beta =0`$, we thus have the solution to the Eqs. (33), (34). If $`\omega ^{}`$ is the solution corresponding to $`\alpha =\alpha ^{}`$, then since $`\alpha ^{}=\alpha ^{}`$, we have $`\omega ^{}=\omega ^{}`$, beyond which no real solution for $`\omega `$ exists, as discussed earlier. Therefore $`\omega ^{}`$ is an upperbound for solutions with $`\beta =0`$, for which the imaginary part of the self energy and the density of states vanish. This implies that $`\omega ^{}`$ is the band-edge energy, and $`\omega <\omega ^{}`$ is the energy gap region, with the energy gap $`E_g(\mathrm{\Gamma })=2\omega ^{}(\mathrm{\Gamma })`$.
A convenient way to obtain $`\omega ^{}`$, and hence the band gap $`E_g(\mathrm{\Gamma })`$ is from the plot of $`\mathrm{\Gamma }(\alpha ,0)+\alpha `$ vs. $`\alpha `$ in the range $`0<\alpha <\mathrm{\Delta }^2`$. The variation of the band gap so obtained with the fluctuation magnitude $`\delta n`$ in the range $`0<\delta n^2<1/2`$ is shown for two and three dimensions in Figs. 2 and 3 respectively for different values of $`U`$. There exists a critical interaction strength $`U_c`$, such that for $`U<U_c`$ with increasing $`\delta n`$ the energy gap vanishes at some critical value $`\delta n_c(U)`$, whereas for $`U>U_c`$ the band gap remains finite and the system remains insulating. In two and three dimensions we obtain the critical interaction strengths $`U_c=10.2`$ and $`12.5`$ respectively, ($`U_c/W=1.27`$ and $`1.04`$).
With increasing fluctuation strength $`\mathrm{\Gamma }`$ the solution $`\alpha ^{}`$ of the equation $`1=\mathrm{\Gamma }(\alpha ,0)`$ increases, as also the right-hand side of Eq. (33), so that the corresponding $`\omega ^{}`$ decreases until at some critical value $`\mathrm{\Gamma }=\mathrm{\Gamma }^{}`$ we finally have $`\omega ^{}=0`$, and the left-hand side of Eq. (33) cannot increase any further. This critical fluctuation strength at which $`\omega ^{}`$ and hence the band gap vanish marks the metal-insulator transition. For $`\mathrm{\Gamma }>\mathrm{\Gamma }^{}`$ a solution of Eq. (33) exists only if $`\beta 0`$, which leads to a finite density of states at $`\omega =0`$. It is important to note that $`\beta `$ and the density of states increases continuously with $`\mathrm{\Gamma }\mathrm{\Gamma }^{}`$, signifying a continuous metal-insulator transition.
While the range $`\alpha >\alpha ^{}`$ corresponds to the energy-gap region with $`\beta =0`$, the other side $`\alpha <\alpha ^{}`$ necessarily goes with $`\beta 0`$, and therefore corresponds to the band region wherein the self energy is complex. It is also clear from Eq. (33) that for $`\omega ^2>\mathrm{\Delta }^2`$ a solution exists only if $`\alpha `$ is negative, so that the band region corresponds to $`\alpha <0`$. To solve Eqs. (33), (34) for $`\alpha ,\beta `$ for some fixed $`\mathrm{\Gamma }`$, we first solve for $`\beta `$ from Eq. (34) for a given $`\alpha `$, and then solve for a real $`\omega `$ from Eq. (33) with this pair $`\alpha ,\beta `$.
By varying $`\alpha `$ between a sufficiently negative value and $`\alpha ^{}`$, the full range of solutions are thus obtained for $`\omega >\omega ^{}`$. From these self-consistent solutions for $`\alpha ,\beta `$ the complex self energy is then obtained from $`(\mathrm{\Delta }^2\omega ^2)+\mathrm{\Sigma }(\omega )=\alpha +i\beta `$.
### A Density of states
We now discuss the evaluation of the density of states using this complex self energy $`\mathrm{\Sigma }(\omega )`$. For this purpose we rewrite Eq. (28) for the Green’s function as
$$G(𝐤,\omega )=\frac{\omega +ϵ_𝐤}{\omega ^2^2(𝐤,\omega )}=\frac{1}{2}\left[\frac{1+\frac{ϵ_𝐤}{}}{\omega }+\frac{1\frac{ϵ_𝐤}{}}{\omega +}\right]$$
(73)
where $`^2(𝐤,\omega )=E_𝐤^2+\mathrm{\Sigma }(\omega )`$. Writing $`(𝐤,\omega )=|(𝐤,\omega )|e^{i\theta (𝐤,\omega )}`$, from the solutions for $`|(𝐤,\omega )|`$ and $`\theta (𝐤,\omega )`$
$`|(𝐤,\omega )|`$ $`=`$ $`[\{E_𝐤^2+\mathrm{\Sigma }_r(\omega )\}^2+\mathrm{\Sigma }_i^2(\omega )]^{1/4}`$ (74)
$`\theta (𝐤,\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{tan}^1{\displaystyle \frac{\mathrm{\Sigma }_i(\omega )}{E_𝐤^2+\mathrm{\Sigma }_r(\omega )}}`$ (75)
we obtain $`(𝐤,\omega )=|(𝐤,\omega )|e^{i\theta (𝐤,\omega )}=_r(𝐤,\omega )+i_i(𝐤,\omega )`$, in terms of which the density of states is finally obtained from
$$N(\omega )=\frac{1}{2\pi }\underset{𝐤}{}\left[\frac{_i}{(\omega _r)^2+_i^2}+\frac{_i}{(\omega +_r)^2+_i^2}\right].$$
(76)
Here we have made use of the transformation property of $`ϵ_𝐤`$ which changes sign under the transformation $`𝐤𝐤+𝝅`$ while $`(𝐤,\omega )`$ does not, so that when summed over all $`𝐤`$ the $`ϵ_𝐤`$ term in Eq. (35) yields a vanishing contribution.
The results for the density of states for a simple cubic lattice and $`U=W/2=6`$ are shown in Fig. 4 for several values of the fluctuation strength $`\delta n`$. Due to the fluctuation-induced states in the gap, the band gap decreases with $`\delta n`$, and at a critical value $`\delta n_c0.4`$, the band gap vanishes and the system undergoes a continuous metal-insulator transition.
## VII Broken-symmetry state
So far we have been concerned with the spin-symmetric state. However, the present approach provides for a description of the broken-symmetry state as well, and in this section we briefly make contact with the known results for the AF state with respect to the AF band energies and amplitudes.
We consider the NN hopping case, and proceed with the decoupling approach A. In the AF state the density $`n_i`$ has values $`(nm)/2`$ and $`(n+m)/2`$ on the two sublattice sites, where $`m`$ is the sublattice magnetization. Translational symmetry therefore exists only within the sublattice basis. After employing the same decoupling procedure as before leading to Eq. (15), Fourier transformation within the sublattice basis leads to
$$G(𝐤\omega )=\frac{1}{\omega ^2E_𝐤^2}\left[\begin{array}{cc}\omega \frac{mU}{2}\hfill & \hfill ϵ_𝐤\\ ϵ_𝐤\hfill & \hfill \omega +\frac{mU}{2}\end{array}\right].$$
(77)
The quasiparticle band energies in the AF state are thus given by $`\omega =\pm E_𝐤`$, same as for the symmetric case. To make contact with the HF results for the AF state, we make the following approximation consistent with the HF scheme
$$\left(n_i\frac{n}{2}\right)^2n_i\frac{n}{2}^2=\frac{m^2}{4}.$$
(78)
In this case $`\mathrm{\Delta }^2U^2(n_in/2)^2=U^2m^2/4`$, so that $`2\mathrm{\Delta }=mU`$, which now involves the sublattice magnetization. With this approximation, Eq. (38) simplifies to
$$G(𝐤\omega )=\frac{1}{\omega ^2E_𝐤^2}\left[\begin{array}{cc}\omega \mathrm{\Delta }\hfill & \hfill ϵ_𝐤\\ ϵ_𝐤\hfill & \hfill \omega +\mathrm{\Delta }\end{array}\right],$$
(79)
with $`E_𝐤=\sqrt{\mathrm{\Delta }^2+ϵ_𝐤^2}`$. This is precisely of the same form as obtained in the HF description of the AF state. Consequently, the expressions for the AF-state electron amplitudes are identical, resulting in the same self-consistency condition $`1/U=_𝐤1/2E_𝐤`$, which determines the sublattice magnetization $`m`$.
## VIII Spin correlations and the electronic spectrum
AF correlations have already been considered while introducing the decoupling schemes A, B, and C in section IV. Here we examine the influence of short-range AF ordering on such aspects of the electronic spectrum as the charge gap, the density of states etc. In the strong correlation limit and for half-filling ($`n=1`$), when charge fluctuations are absent, the expectation value $`n_i+n_{i+\delta }n`$ vanishes only for perfect AF ordering when $`n_{i+\delta }=n_i`$. However, for $`T>T_\mathrm{N}`$, when the spin ordering is not perfect, the finite spin correlation length $`\xi `$ results in a twisting of neighbouring spins by $`\pi /\xi `$ on the average. If at site $`i+\delta `$ the spin is pointing up, but at site $`i`$ the spin instead of pointing down is twisted by a small angle $`\theta `$, then $`n_i=\mathrm{cos}^2(\theta /2)1\theta ^2/4`$, so that $`n_i+n_{i+\delta }`$ is slightly reduced from 1. Whereas if the spin at site $`i`$ is pointing down, but at the neighboring site $`i+\delta `$ the spin instead of pointing up is twisted by the small angle $`\theta `$, then $`n_i+n_{i+\delta }`$ is slightly increased from 1. This results in a twist-induced fluctuation term arising from the expectation value $`n_i+n_{i+\delta }n`$ which fluctuates between $`\theta ^2/4`$ and $`\theta ^2/4`$, so that
$$|\delta n_\xi ||n_i+n_{i+\delta }n|\frac{\theta ^2}{4}=\frac{\pi ^2}{4\xi ^2}.$$
(80)
This twist-induced fluctuation term couples with the hopping term at first order in Eq. (14), so that the quasiparticle band energies are modified by an order-$`t`$ term. This feature is similar to that in the spiral state of the doped Hubbard model, where the twisting of neighbouring spins activates the hopping term at first order and broadens the bands symmetrically. The pulled-down states are filled whereas the pushed-up states are empty due to doping, resulting in stabilization of the spiral state.
This twist-induced fluctuation term will also contribute to the overall fluctuation strength discussed in section V, with the disorder strength $`\mathrm{\Gamma }`$ now including a term related to the inverse spin-correlation length. Therefore with increasing temperature the enhanced magnon excitation and the spin-fluctuation induced spin disordering will also contribute to states in the gap and the band-gap reduction. Thus in general, both charge and spin fluctuations contribute towards an effective disorder strength $`\mathrm{\Gamma }`$ which will determine the overall electronic spectral properties.
## IX Doping and transfer of spectral weight
In the strong coupling limit, doping with holes or electrons results in transfer of spectral weight between the two Hubbard bands. Consider the atomic limit ($`t=0`$) where this feature is most pronounced and easily understood. A site with a single electron of spin $`\sigma `$ contributes two states at energies $`ϵ_\sigma =0`$ (occupied) and $`ϵ_{\overline{\sigma }}=U`$ (unoccupied). When a spin-$`\sigma `$ hole is introduced by removing the spin-$`\sigma `$ electron, the spectrum changes to both states at energy $`ϵ_\sigma =ϵ_{\overline{\sigma }}=0`$, because electrons of either spin can now go into the empty site with zero energy. Extending to a collection of sites, if $`x`$ is the hole concentration, then the density of states (both spins) at energies $`0`$ and $`U`$ are $`1+x`$ and $`1x`$ respectively, so that the density of unoccupied states in the lower energy level is $`2x`$. Finite hopping introduces a spread in the hole energy of order $`t`$, so that this picture of the transfer of spectral weight remains valid as long as the band separation $`(U)`$ is much bigger than the bandwidth $`(t)`$.
In order to examine the effect of hole doping on the spectral weights, we consider Eq. (14) appropriate for the NN hopping case, and focus on the correlation function term $`iU^2\mathrm{\Psi }|\mathrm{T}\{n_i(t)n/2\}^2a_i(t)a_j^{}(0)|\mathrm{\Psi }`$, which reduces to the single-particle Green’s function in the half-filled case $`n=1`$. For a total particle density $`n=n_i+n_i=1x<1`$, corresponding to a hole concentration $`x`$, the term $`(n_in/2)^2`$ reduces to $`(n/2)^2+xn_i`$, which now contains an operator term for finite doping. However, the doping-induced term $`xiU^2\mathrm{\Psi }|\mathrm{T}n_i(t)a_i(t)a_j^{}(0)|\mathrm{\Psi }`$ can be written in terms of $`G(t)`$ from Eq. (4) as
$``$ $`x`$ $`iU^2\mathrm{\Psi }|\mathrm{T}n_i(t)a_i(t)a_j^{}(0)|\mathrm{\Psi }=`$ (81)
$`x`$ $`U[i_tG_{ij}(t)\delta (t)\delta _{ij}+{\displaystyle \underset{\delta }{}}t_\delta G_{i+\delta ,j}(t)],`$ (82)
so that the correlation function term under consideration can be exactly obtained in terms of the single-particle Green’s function $`G`$. Decoupling the equation for $`G`$ as before in section IV A, we obtain after Fourier transformation,
$`[(\omega nU/2)^2\{(nU/2)^2+ϵ_𝐤^2\}xU(\omega ϵ_𝐤)]G(𝐤\omega )`$ (83)
$`=`$ $`\omega nU/2+ϵ_𝐤xU.`$ (84)
After simplification and the Hartree shift $`\omega U/2\omega `$, we obtain:
$$G(𝐤\omega )=\frac{\omega xU/2+ϵ_𝐤}{\omega ^2E_𝐤^2+xUϵ_𝐤}$$
(85)
where as before $`E_𝐤^2=(U/2)^2+ϵ_𝐤^2`$. The quasiparticle band energies are therefore given by $`\pm _𝐤=\pm \sqrt{E_𝐤^2xUϵ_𝐤}`$, which in the strong coupling limit reduce to $`\pm [U/2xϵ_𝐤]`$, when only terms upto first order in $`t/U`$ are retained. This indicates that doping leads to a qualitative change in the nature of the band itself, with the dispersion changing from $`ϵ_𝐤^2/U`$ of order $`J`$ to $`xϵ_𝐤`$, resulting in an effective doping-induced hopping strength and bandwidth of order $`xt`$. This is again very different from the Hubbard I “rigid-band” result wherein there is only a slight doping-induced modification of the bandwidth, but no qualitative change in the nature of the band.
We examine the loss of integrated spectral weight in the upper band due to doping. Integrating the spectral function $`A(\omega )`$ over the upper band, and summing over both spins, we obtain
$`2{\displaystyle ^{}}𝑑\omega A(\omega )`$ $`=`$ $`2{\displaystyle ^{}}𝑑\omega {\displaystyle \frac{1}{\pi }}{\displaystyle \underset{𝐤}{}}\mathrm{Im}G(𝐤\omega )`$ (86)
$`=`$ $`{\displaystyle \underset{𝐤}{}}{\displaystyle \frac{_𝐤xU/2+ϵ_𝐤}{_𝐤}}.`$ (87)
Evaluating the momentum sum in the strong coupling limit by retaining terms only upto order $`t^2/U^2`$, we obtain,
$$2^{}𝑑\omega A(\omega )=1x\left(124\frac{t^2}{U^2}(1x^2)\right).$$
(88)
Upto order $`t`$ the integrated spectral weight in the upper band is therefore simply reduced to $`1x`$ by doping, as in the atomic limit. Similarly the weight in the lower band is enhanced to $`1+x`$.
## X Conclusions
In conclusion, the new decoupling scheme is appropriate for both the spin-symmetric (paramagnetic metallic and insulating) phases as well as the broken-symmetry AF phase. Although restricted to bipartite lattices, the decoupling approximations involve only weakly fluctuating operators, resulting in several improvements over the Hubbard I scheme. Independent of magnetic ordering, the scheme yields, at the lowest order, the correct strong-coupling bandwidth of order $`J`$, a non-zero critical interaction strength (above which the band gap opens) only if same-sublattice hopping (e.g., NNN hopping) is also present, and the correct quasiparticle spectral weights (of 1/2 per spin) in each band for the half-filled model.
Charge and spin fluctuations, which are manifested in double occupancy and vacancy of sites and spin twisting due to short-range AF ordering, were studied within a static, random approximation. The self-consistent, CPA-level evaluation of the disorder-averaged self energy showed a fluctuation-induced band-broadening and consequent decrease in the band gap. The critical interaction strength, above which the band gap remains finite even when the fluctuations are included to their full extent, was obtained as $`U_c/W=1.27`$ and $`1.04`$ in two and three dimensions respectively.
The solution of the non-linear self-consistent equation for the disorder self energy shows that with increasing fluctuation strength the band gap shrinks to zero continuously and the density of states $`N(0)`$ between the bands also grows continuously. The monotonic dependence of fluctuation strength on temperature translates into a continuous metal-insulator transition. The fluctuation magnitude as well as its dynamics can be determined from the appropriate correlation function, and this is presently under investigation. The dynamics is relevant in view of the switching of the spectral function between the two Hubbard bands, and the possibility of a motionally narrowed central peak in the density of states when the Hubbard switching rate becomes comparable with the energy separation between the bands. Quantum Monte Carlo simulations do show a central peak in the vicinity of the metal-insulator transition.
With doping a quantitatively correct transfer of spectral weight between the two Hubbard bands in the strong-coupling limit was obtained at the lowest-order level in the decoupling scheme. Furthermore, in contrast to the Hubbard I approximation, a qualitative change in the nature of the band itself was obtained, with an effective doping-induced hopping strength and bandwidth of order $`xt`$.
Extension of the equation of motion approach to the transverse spin propagator to obtain the low-energy spin-fluctuation spectrum will provide a magnetic description of the spin-symmetric state, and enable one to approach the magnetic phase boundary from the paramagnetic side. This, as well as correlations and dynamics of fluctuations, and their impact on the electronic and magnetic spectrum, are presently under investigation.
## Acknowledgments
The author is grateful to Dieter Vollhardt for helpful correspondence. This work was supported in part by Research Grant (No. SP/S2/M-25/95) from the Department of Science and Technology, India. |
warning/0001/astro-ph0001109.html | ar5iv | text | # Chemical evolution of Damped Ly𝛼 galaxies: The [S/Zn] abundance ratio at redshift ≥ 2 1footnote 11footnote 1Based on observations made with the William Herschel telescope operated on the island of La Palma by Isaac Newton Group in the Spanish Observatorio del Roque de Los Muchachos of the Instituto de Astrofísica de Canarias, and on observations collected with the ESO 3.6m telescope at the European Southern Observatory, Chile.
## 1 Introduction
Damped Lyman $`\alpha `$ systems are QSO absorbers with the highest values of neutral hydrogen column density (log $`N`$(HI) $``$ 20.3 atoms/cm<sup>-3</sup>). The Ly$`\alpha `$ absorption profiles show extended ”radiation damping” wings (hence their name) and are always associated with narrow metal absorptions. Even though it is generally agreed that DLA absorbers at high redshifts originate in proto-galaxies located in the direction of the background QSO, the nature of such intervening galaxies is still subject of debate.
The analysis of the kinematics of the metal lines has suggested that DLAs arise in massive rotating disks which are the progenitors of the present-day spiral galaxies (Wolfe et al. 1995, Prochaska & Wolfe 1997,1999). However, other works indicate that the observed kinematical properties can be equally explained by low-mass proto-galactic objects (Haehnelt, Steinmetz, & Rauch 1998; Ledoux et al. 1998).
The imaging of galaxies in the field of the background QSOs indicates that at z<sub>abs</sub>$``$ 1 — where this technique can be applied — the population of DLA galaxies is not dominated by a specific morphological type, and, in particular, spirals constitute a small fraction of the sample (Le Brun et al. 1997; Rao & Turnsheck 1998).
Abundance studies of DLAs have also the potential to provide independent clues to understand the nature of this class of QSO absorbers. Abundances determinations have already been obtained for about 60 systems, mainly at z$`{}_{\mathrm{abs}}{}^{}>`$ 1.7, (Lu et al. 1996; Pettini et al. 1997,1999; Prochaska & Wolfe 1999, hereafter PW99). DLA galaxies show low metallicities — typically 10% of solar — comparable with the metallicity level measured in metal-poor stars of the Galactic halo. Although the precision obtained in DLA’s abundance determinations is remarkable and often comparable to that attained in the Galactic ISM, the interpretation of the observed abundance ratios has led to contradictory conclusions.
If DLA galaxies are protospirals and have experienced a chemical evolution similar to that of our Galaxy, we expect to observe the elemental abundance pattern typical of halo stars of comparable metallicity. In particular, we expect to observe the enhancement of $`\alpha `$ over iron-peak elements ratio \[$`\alpha `$/Fe\]<sup>2</sup><sup>2</sup>2Using the standard definition \[X/Y\]= log (X/Y) - log (X/Y)☉$``$+0.5 characteristic of Galactic metal poor stars (Ryan, Norris, & Beers 1996). The only \[$`\alpha `$/Fe\] ratio with a large number of determinations in DLAs is \[Si/Fe\]. The mean value $`<`$\[Si/Fe\]$`>`$ $``$ +0.4$`\pm `$0.2 is consistent with the typical value of the Galactic halo stars and has been interpreted as evidence for an origin of DLAs in proto-spirals (Lu et al. 1996, PW99). However, also in the nearby interstellar medium one tipically finds $`<`$\[Si/Fe\]$`>`$ $``$ +0.4 owing to differential elemental depletion onto dust grains (Savage & Sembach 1996). Vladilo (1998) obtained intrinsic solar ratios (\[Si/Fe\]$``$0) in DLAs after correction for the differential elemental depletion. Also Pettini et al. (1999) have recently found solar Si/Zn ratios in 3 DLAs by taking into account dust effects.
By using ratios of undepleted elements such as \[S/Zn\], Molaro et al. (1996) and Molaro, Centurión,& Vladilo (1998; hereafter MCV98) also obtained solar ratios, in spite of the low metallicity of the DLAs investigated. Since sulphur and zinc are essentially undepleted in the interstellar medium, the \[S/Zn\] ratio is probably the best diagnostic of the \[$`\alpha `$/Fe\] ratio available for DLAs. However, only a few measurements of sulphur abundances are available owing to the difficulty of observing the SII resonant triplet in the Ly $`\alpha `$ forest. For this reason we have performed a search for SII in DLAs. Here we present the results of this search in 7 DLAs with known ZnII abundances. We obtain 4 sulphur abundance measurements and 2 limits, which allow us to enlarge significantly the sample of \[S/Zn\] determinations.
## 2 Observations and data reduction
The QSOs observed in the course of the present investigation are listed in Table 1, together with relevant information concerning the observations. The spectra of QSO 0013-004 and QSO 2231-0015 were obtained with the CASPEC echelle spectrograph at the Cassegrain focus of ESO 3.6m telescope at La Silla, Chile. The spectra of the remaining QSOs were obtained with the two arms ISIS spectrograph at the Cassegrain focus of the William Herschell Telescope (WHT, 4.2m.) at La Palma, Canary Islands.
For the CASPEC observations we used the echelle grating of 31.6 grooves/mm and a Tektronix CCD with 1024x1024 square pixels of 24 $`\mu `$m in size. The CCD was binned at a step of 2 pixels along the dispersion direction and the slit width was set at 2.1 arcsec in order to have the projection onto 2 binned pixels of the detector. The slit width matched the seeing, which was around 2 arcsecs during the observations at La Silla.
For the observations performed with ISIS blue arm we used a 1200 grooves/mm grating coupled with an EEV CCD with 2048 x 4200 square pixels of 13.5 $`\mu `$m in size. The CCD was binned in the spatial and dispersion directions at step of 2 x 2 pixels. The slit width was set at 1 arcsec. This value still allows a correct sampling of the spectrum without any loss in resolution thanks to the small pixel size of the EEV CCD.
The full width at half maximum of the instrumental profile sampled with 2 binned pixels, $`\mathrm{\Delta }\lambda _{\mathrm{instr}}`$, was measured from the emission lines of the Thorium-Argon lamp (CASPEC) and from the Copper-Argon plus Copper-Neon lamps (ISIS blue arm) recorded contiguously to each target exposure. The resulting resolving power R= $`\lambda `$/$`\mathrm{\Delta }\lambda _{instr}`$ was R $``$ 19000 for CASPEC spectra and $``$ 5000 in the sulphur region of ISIS blue data, corresponding to a velocity resolution of $`\mathrm{\Delta }`$v $``$ 16 km s<sup>-1</sup>and 60 km s<sup>-1</sup>, respectively.
The data reduction was performed using the ECHELLE (CASPEC spectra) and LONG (ISIS spectra) routines implemented in the software package MIDAS developed at ESO. The first steps of the reduction procedure — including flat-fielding, cosmic ray removal, sky subtraction, optimal extraction, and wavelength calibration — were performed separately on the different spectra of each QSO. Typical internal errors in the wavelength calibrations are of $``$ 4 mÅ for CASPEC spectra and $``$30 mÅ for ISIS blue data.
The observed wavelength scale of the spectra was then transformed into vacuum, heliocentric wavelength scale. At this point the different spectra of each QSO were averaged, using as weights the continuum levels of the exposures. Finally, for each spectral range under study the local continuum was determined in the average spectrum by using a spline to smoothly connect the regions free from absorption features. The final spectrum used for the analysis was obtained by normalising the average spectrum to these continua. The signal-to-noise ratios per pixel of the extracted final spectra, estimated from the $`rms`$ scatter of the continuum near the absorptions under study, are typically in the range between 10 and 25.
In addition to the S II triplet at 1254Å, our data also cover, in general, the spectral regions of NI multiplets (1134, 1200 Å), and the transitions of OI(1302, 1355Å), SiII (1190, 1193, 1260, 1304, 1526Å) and FeII (1121,1125,1127,1133,1143,1144 Å). In this paper we focus our attention on the new measurements of the SII triplet. When possible, we used other lines to obtain information that could be used to constrain the SII column densities. We do not report OI column densities because the transition at $`\lambda `$ 1302Å is heavily saturated, while the extremely weak OI 1356 Å line is not detected and provides no stringent upper limits. Nitrogen abundance determinations in these DLAs will be discussed in a subsequent paper.
## 3 Column densities
Column densities have been obtained by fitting theoretical Voigt profiles to the observed absorption lines via $`\chi ^2`$ minimization. This step was performed using the routines FITLYMAN (Fontana & Ballester 1995) included in the MIDAS package. During the fitting procedure the theoretical profiles were convolved with the instrumental point spread function modeled from the analysis of the emission lines of the arcs. Portions of the profiles contaminated by intervening Ly $`\alpha `$ absorbers were excluded from the fit.
The FITLYMAN routines determine the redshift, the column density (atoms cm<sup>-2</sup>), and the broadening parameter ($`b`$-value)<sup>3</sup><sup>3</sup>3The broadening parameter is defined as $`b=2^{1/2}\sigma _v`$, where $`\sigma _v`$ is the gaussian velocity dispersion for Doppler broadening. of the absorption components, as well as the fit errors for each one of these quantities. In addition, we estimated errors due to the uncertainty in the continuum placement, as we explain in the rest of this section.
Measurements of SII column densities were derived from the three lines at $`\lambda `$$`\lambda `$1250.584, 1253.811, 1259.519 Å with oscillator strengths f<sub>λ</sub>=0.00545, 0.01088, 0.01624 respectively. All the atomic data used in this work are from Morton (1991). The SII triplet is generally unsaturated, but can be contaminated by the Lyman $`\alpha `$ forest and we have been able to measure the sulphur column density only in four out of the seven DLAs under study.
In Table 2 we give our derived SII column densities and $`b`$-values. No sulphur abundance have been previously reported for the DLA systems under study. We now comment briefly the column density measurements of each DLA, starting with the two systems observed at higher spectral resolution (CASPEC data). For the ISIS data we first discuss those for which a determination of SII column density has been possible.
### 3.1 System at z<sub>abs</sub>=1.9730 toward QSO 0013-004
For this absorber we derived the SII column density from the fit to the $`\lambda `$1253 Å transition. The bluest transition at $`\lambda `$1250 Å — the weakest one of the triplet — is quite noisy since it is located in the first order of the echellogram where the S/N ratio is low. The reddest transition at $`\lambda `$1259 Å is completely blended, as one can see in Fig. 1a. We remark that the SII 1253 Å line is found exactly at the same redshift (z<sub>abs</sub>=1.9730) as the ZnII and CrII absorptions studied by Pettini et al. (1994). The $`\lambda `$1250Å transition, in spite of the low S/N ratio, is very well matched by the synthetic spectrum built with this redshift value (solid line in Fig. 1a).
Our best fit to the SII 1253 Å absorption gives log N(SII)=14.86 and b=24.5 km s<sup>-1</sup>. The rest-frame equivalent width of the same line, EW<sub>rest</sub>= 81 mÅ, yields log N(SII)=14.74 by using the linear part of the curve of growth (COG) which is indicative within the errors of a linear regime. In fact we obtained an acceptable fit to the SII 1253 absorption for a wide range of b-values, beeeing b=14 and b=35 the extreme values and in both cases the resulting SII column density is consistent with the best fit value within the errors. We explored the uncertainty in the column density coming from the continuum tracing by shifting the continuum $`\pm `$1$`rms`$ and repeating the fit in each case. We obtained the best fits for log N(SII)=14.77 (b=20.4), and log N(SII)=14.91 (b=24.6) for the lower and upper continuum respectively. We adopt log N(SII)=14.86 ($`\pm `$0.12) and b=24.5($`\pm `$10) given in Table 2, which takes into account the largest excursion of the SII column density values.
Unfortunately the SiII transitions available in our spectrum ($`\lambda `$$`\lambda `$1260, 1304, and 1526 Å) are saturated or blended, making impossible a determination of the SiII column density for this system.
### 3.2 System at z<sub>abs</sub>=2.0662 toward QSO 2231-0015
Only SII 1253 Å absorption is available in this DLA, since the other two transitions of the triplet are contaminated by the Lyman $`\alpha `$ forest (see upper pannel of Fig. 1).
The fitted SII 1253 Å line is observed at the same redshift (z<sub>abs</sub>=2.0662) as found by Lu et al. (1996) and PW99 in their study of this system. Moreover part of our wavelength range is also covered in the spectrum of PW99, and features in both spectra like OI 1302 and SII 1304 occur also at the same velocity position.
The SII absorption presents a high degree of saturation and only with an independent estimation of the $`b`$-value it would be possible to attain a reliable estimate of the SII column density. Unfortunately, no information is available on $`b`$ value for this DLA, since abundances before this work have been obtained by using the opacity method. The NiII (1370Å) and CII (1335Å) absorptions observed in the higher S/N spectrum of PW99 are not detected in our spectrum making it impossible to constrain the $`b`$ parameter in this system. We estimated log N(SII) $`>`$ 14.90, a lower limit obtained by using the rest-frame equivalent width and the linear part of the COG.
### 3.3 System at z<sub>abs</sub>=2.3745 toward QSO 0841+129
This is the brightest target observed. The spectrum of this BL Lac object discovered by C. Hazard shows two DLAs previously analyzed by Pettini et al. (1997) and shown in Fig. 2a. Our best fit to the lower redshift damped absorption at z<sub>abs</sub>=2.374 gives log N(HI) = 20.96$`\pm `$0.10 in perfect agreement with log N(HI)=20.95$`\pm `$0.10 reported by Pettini et al. (1997).
For this z<sub>abs</sub>=2.3745 system a feature at 4 $`\sigma `$ significance level is observed at the expected redshifted position of the strongest triplet transition SII 1259 Å (vertical arrow in Fig. 2b). The blue ISIS spectrum of Pettini et al. (1997; see their Fig. 1) recorded at about half of our resolution also shows this feature indicating that it is real.
The SII 1259 Å transition is observed in the red wing of the higher redshift damped Ly $`\alpha `$ absorption at z<sub>abs</sub>=2.476, which unfortunately precludes the detection of the other two bluer absorptions of the SII triplet. Our best fit to this damped absorption (z<sub>abs</sub>=2.476) shown with solid and dotted lines in Fig. 2a,b gives log N(HI)= 20.83$`\pm `$0.10 in good agreement with log N(HI)=20.79$`\pm `$0.10 reported by Pettini et al. (1997). We re-normalized this portion of the spectrum to the Ly $`\alpha `$ profile before fitting the SII line. For this system there is not independent information on the $`b`$-value from the literature. In order to constrain the SII column density we estimated the $`b`$\- value in this line of sight from the analysis of the FeII $`\lambda `$$`\lambda `$ 1121, 1125, 1127,1133,1143,1144 Å transitions. We obtained log N(FeII)=14.83$`\pm `$0.15 and b=20$`\pm `$3 km s<sup>-1</sup>(see Fig. 2c). The errors in the FeII column density and $`b`$-value take into account the fit errors and in the error due to the uncertainty of the continuum tracement.
By fixing $`b`$(SII)=$`b`$(FeII)= 20 km s<sup>-1</sup> and z<sub>abs</sub>=2.3745 — at which we observe 6 FeII absorptions — in the SII fitting procedure we obtained log N(SII) = 14.92$`\pm `$0.09. In Fig. 3a this fit is shown with a solid line overimposed to the spectrum re-normalized to the Ly$`\alpha `$ absorption. Changing the $`b`$-value by $`\pm `$3 km s<sup>-1</sup> affects the SII column density only by $``$ 0.02 dex. Moreover if we use b=13 km s<sup>-1</sup>obtained from the analysis of the NI 1134 Å and 1200 Å multiplets we obtain log N(SII) = 14.89$`\pm `$0.14 still consistent with the column density obtained for $`b`$=20 km s<sup>-1</sup>. These results clearly indicate that the SII absorption under study is unsaturated and this is reinforced by the fact that by using the rest equivalent width (EW<sub>rest</sub> = 175 mÅ) over the linear part of the COG we obtained again log N(SII) = 14.89. We estimated the error due to the continuum placement by fitting the SII absorption in the spectra normalized to the local continua shown with dotted lines in Fig. 2a, and we obtained $`ϵ`$<sub>logN(SII)</sub>= $`{}_{0.21}{}^{}{}_{}{}^{+0.16}`$. This error dominates the error budget and we adopted log N(SII) = 14.92 $`{}_{0.21}{}^{}{}_{}{}^{+0.16}`$. We remark that in case we consider the SII absorption non detected, we can use log N(SII) $`<`$ 14.92 as a conservative 4$`\sigma `$ upper limit. Even in this case the result would not affect the main conclusion of the present work, as we discuss in Section 4. Nevertheless as it has been explained above there are at least three good reasons which make this detection reliable: i) the feature seems to be also present in the spectrum of Pettini et al. 1997, ii) the feature is observed at z<sub>abs</sub>=2.3745 the same redshift at which we observed six single-component transitions of FeII shown in Fig. 2c, iii) the single component-structure and the redshift are confirmed by the absorptions of SII 1808, CrII 2056,2062,2066, ZnII2062 observed in the higher resolution and S/N HIRES-Keck spectrum of PW99.
### 3.4 System at z<sub>abs</sub>=2.4762 toward QSO 0841+129
As can be seen in Fig. 2a,b the SII triplet of this system is overimposed to a smooth, broad absorption which is also seen in the spectrum of Pettini et al. (1997). We investigated the possibility that this broad absorption may be due to Ly$`\alpha `$ line-locking with the velocity separation of CIV or SiIV resonance doublets since this process is associated with absorption systems at z<sub>abs</sub>$``$ z<sub>em</sub> of the QSO (Srianand, 1999). This is the case here since z<sub>em</sub> $``$ 2.5 have been estimated from the onset of Ly $`\alpha `$ forest (Pettini et al. 1997). However, from the line-locking process one would expect a velocity separation between the broad profile and the z<sub>abs</sub>=2.4762 Ly$`\alpha `$ absorptions correspondent to the velocity separation between the two lines of the CIV or SiIV doublet of that system. This is not the case here, at least for the CIV or SiIV doublets. In any case, the presence of the broad feature does not affect our measurements because the SII absorptions are thin, as expected for DLA metal lines, and are clearly seen distinguishable from the broad feature. In order to analyze the SII triplet we renormalized this portion of the spectrum to the broad profile shown in Fig. 2b. The SII 1253 Å transition is heavily blended and we excluded this feature from the fitting procedure. Our best fit to the SII 1250 Å and 1259 Å transitions gives log N(SII) = 14.81, b=13.5 km s<sup>-1</sup>and z<sub>abs</sub>= 2.4762. In Fig. 3b we show the synthetic spectrum of the SII triplet computed with these parameters. We remark that redshift obtained from the SII triplet is in perfect agreement with the one found by PW99 for different single-component metal absorptions observed in their Keck spectrum, and hence enhancing the realiability of the SII detections. Pettini et al. 1999 gave z<sub>abs</sub>= 2.4764 for this system but it was obtained just from the fit to the wide damped Lyman $`\alpha `$ absorption.
By using the rest equivalent width (EW<sub>rest</sub> = 48 mÅ) of the weakest 1250 Å transition over the linear part of the COG we obtained esentially the same column density log N(SII) = 14.80 indicating that this transition is not saturated. Again the major uncertainty in the column density comes from the continuum placement. We renormalized the spectra to the upper and lower continua shown with dotted lines in Fig. 2b and we measured for SII 1250 Å absorption EW<sub>rest</sub>= 70 and 30 mÅ which yield log N(SII)=14.96 and 14.60 atoms/cm<sup>-2</sup> respectively. We adopted log N(SII) = 14.81$`{}_{0.21}{}^{}{}_{}{}^{+0.15}`$ given in Table 2.
### 3.5 System at z<sub>abs</sub>= 1.999 toward QSO 1215+333
Also in this system the SII triplet is observed overimposed on a wide absorption (see Fig. 2d). In this case an origin in the line-locking process is unlikely because there is a signicative difference between z<sub>abs</sub> and z<sub>em</sub> (see Table 1). To analyse the SII triplet we have renormalized this portion of the spectrum to the broad absorption (Fig. 3c). The SII 1253 Å transition though partially blended is the only feature that can be used to derive the column density.
The SII 1259 Å transition is heavily blended and our best fit to the SII 1253 Å line gives log N(SII)= 15.11 for b=55 km s<sup>-1</sup>. A synthetic SII spectrum built with these values is shown with a solid line overimposed to the observed spectrum in Fig. 3c. In order to explore the degree of saturation of this absorption we performed the fit for a large range of $`b`$ values. We obtained $`b`$=70 km s<sup>-1</sup>(log N(SII)=14.99) and $`b`$=18 km s<sup>-1</sup>(log N(SII)=15.23) the maximum and minimum b values which can give an acceptable fit to the observed profile. Again, the column density does not depend very much on the $`b`$-value, indicating a low degree of saturation. In fact the SII 1253 EW<sub>rest</sub>=0.150 Å gives logN(SII)=14.99 over the linear part of the COG. Also in this case the major source of uncertainty in the column density comes from the continuum placement. In order to estimate this error we re-normalized the spectrum to the continuum positions shown with dotted lines in Fig. 2d. With the upper continuum we obtained a minimum $`b`$=15km s<sup>-1</sup> for which an acceptable fit can be obtained, yielding logN(SII) = 15.36. In this case the 1253 line presents a certain degree of saturation since the rest equivalent width over the linear part of the COG gives logN(SII) = 15.10. For the lower continuum the column density does not depend on the $`b`$-value and we obtained log N(SII)=15.00$`\pm `$0.02 for 18$``$b$``$50 km s<sup>-1</sup>. We obtain therefore for this system log N(SII) = 15.11$`{}_{0.12}{}^{}{}_{}{}^{+0.25}`$. Nevertheless, since this determination relies on just one absorption which is partially blended and no other single metal absorptions are available in our spectrum to confirm the redshift, we adopt the most conservative result by considering the sulphur abundance as an upper limit log N(SII) $`<`$ 15.11+0.25, and we remark that this does not change the main conclusion of this work, as discussed in Section 4.
### 3.6 System at z<sub>abs</sub>=2.1408 toward QSO 0149+335
None of the three absorptions of the SII triplet are detected. Their expected redshifted positions are marked with dashed vertical lines in Fig.3d. The low signal-to-noise ratio in this spectral range (S/N$``$6) yields a poor stringent upper limit on the SII column density and hence on the abundance of this element (see Table 2 and Table 3.)
### 3.7 System at z<sub>abs</sub>= 2.4658 toward QSO 1223+178
In Fig. 3e we show the SII portion of the spectrum already normalized to the broad absorption. The vertical dashed lines show the expected positions of the triplet. The SII 1253 Å line if present is contaminated by a cosmic ray, and the SII 1259 Å, if present, is heavily blended with a Ly$`\alpha `$ interloper. The weakest 1250 Å absorption seems undetected in our S/N $``$ 7 spectrum. If this is the case we obtain log N(SII)$`<`$15.18 and an upper limit \[S/Zn\]$``$–0.01 by using the ZnII column density given by Pettini et al. (1994). However the poor quality of the spectrum in the SII region and the difficulty in positioning the continuum precludes a reliable analysis of the SII triplet in this system and for that reason we have omitted this DLA from the rest of the present study.
## 4 Discussion
### 4.1 Abundances of $`\alpha `$ and iron-peak elements
In Table 3 we list the abundances of the iron-peak elements Fe, Zn and Cr as well as the abundances of the $`\alpha `$ elements S and Si for the DLA systems under investigation.
Iron-peak elements are produced in nuclear statistical equilibrium and are expected to trace each other in the course of chemical evolution. Observations of metal-poor stars in the Galaxy confirm that Cr and Zn follow closely Fe in essentially solar proportions down to very low metallicities, although Cr deviates from this behaviour becoming slightly underabundant compared to iron at about \[Fe/H\] $``$ -2 (Ryan et al. 1996; Sneden, Gratton & Crocker 1991)
DLA systems, which have metallicities \[Zn/H\] $`>`$–2, show instead systematic differences among the iron-peak elements, with Zn more abundant than Cr and Fe. Abundances of these elements in the DLAs under study are also given in Table 3. The systematic difference between Zn and Cr is attributed to differential depletion of these two elements from the gas phase to dust grains (Pettini et al. 1994, 1997). In fact, enhanced \[Zn/Cr\] and \[Zn/Fe\] ratios are observed also in the nearby interstellar medium, which is expected to have solar chemical composition, and are attributed to differential dust depletion, being Zn almost undepleted (Roth & Blades 1995, Savage & Sembach 1996).
The presence of dust depletion may also affect the analysis of some $`\alpha `$-elements such as silicon. Silicon is the $`\alpha `$ element with the largest number of measurements in DLA systems (Lu et al. 1996, PW99), however can be depleted up to 1 order of magnitude in the Galactic interstellar medium (Savage & Sembach 1996). Sulphur also shows in Galactic metal-poor stars the typical enhancement of $`\alpha `$-elements with \[S/Fe\] $``$ +0.4/+0.6 (Francois 1988), but contrary to Si, sulphur is undepleted from gas to dust.
The fact that typical depletions of S and Zn in Galactic interstellar clouds are in the ranges \[-0.05,0.0\] and \[-0.25, -0.13\] dex respectively (Savage & Sembach 1996; Roth & Blades 1995), makes the \[S/Zn\] ratio a reliable dust-free diagnostic tool of the \[$`\alpha `$/iron-peak\] abundance ratio in DLAs.
In Table 4 we compile all the extant \[S/Zn\] measurements in DLA systems. For the sake of comparison we also give, when available, the \[Si/Fe\] ratios for these DLAs. One can see that while the \[Si/Fe\] ratios emulate the typical halo-like abundance pattern (\[$`\alpha `$/Fe\] $``$ +0.5), the \[S/Zn\] ratios do not show evidence for $`\alpha `$/Fe enhancement. Following Vladilo (1998) we have corrected, when possible <sup>4</sup><sup>4</sup>4For DLAs with available abundances of both Fe and Zn, the observed \[Si/Fe\] ratios from dust effects. These values are also reported in Table 4, and show that, when dust correction is quantitatively taken into account, the corrected ratios, \[Si/Fe\]<sub>corr</sub> have lower values similar to the \[S/Zn\] ratios. This result confirms that dust plays an important role in the observed \[Si/Fe\] overabundance and suggests that the assumptions adopted in the dust correction method seem to be appropiate for DLAs.
The z<sub>abs</sub>=1.973 DLA system toward Q0013-004 included in our sample is one of the few DLAs for which molecular hydrogen has been detected (Ge & Betchold 1997). The presence of molecular gas is indicative of an environment hospitable to grains and we should expect a large depletion of refractory elements. This is indeed confirmed by the much higher abundance of Zn compared to Fe (Table 3). In a dust-rich DLA Zn can be expected to be somewhat depleted — in a higher proportion than S as it occurs in the galactic ISM — and a slight enhancement of the \[S/Zn\] ratio could be expected. In order to quantify this effect we corrected the ratio \[S/Zn\]<sub>obs</sub>=–0.39 measured in this system following Vladilo (1998) and we obtained \[S/Zn\]<sub>corr</sub> = –0.41. The difference is very small and lower than the typical measurement errors, supporting the assumption that the S/Zn ratio is a reliable indicator of the $`\alpha `$/iron-peak ratios in DLAs also in the presence of a significant amount of dust.
Besides the problem of differential depletion, the ionization balance could also affect the measurement of the elemental abundance ratios as discussed recently by Howk & Savage (1999). From the presence of Al III at the same radial velocity of low ions in DLA systems, these authors argue that ionization effects can also produce an apparent enhancement of the \[Si/Fe\] ratios measured just from Si II and Fe II lines (i.e. from only one ionization state). Dust or ionization effects are both threfore going in the direction of producing an enhancement of the Si/Fe. However, from an analysis of literature data we do not find evidence for a relative \[Si/Fe\] enhancement at the highest values of the ionization ratio Al III/Al II in the 5 DLA systems with available measurements of Al II, Al III, Si II and Fe II column densities.
In a separate work we show that the presence of ionized gas surrounding the HI regions in DLA systems should affect only marginally the relative abundances measured from low ions (Vladilo et al., in preparation).
### 4.2 Implications for solar $`\alpha `$/Fe ratios
In the early stages of the chemical evolution of galaxies the abundances are dominated by Type II SNae products, richer in $`\alpha `$-elements yielding an enhancement of the $`\alpha `$ elements over iron-peak elements. At later stages of evolution the contribution of Type Ia SNae, richer in iron-peak elements, reduces the \[$`\alpha `$/Fe-peak\] ratio. The precise timing in which the products of Type Ia SNe become important depends on the star formation rate and on the initial mass function. The \[$`\alpha `$/Fe\] ratio is therefore a primary indicator of the type of chemical evolution and can be used to understand the nature of DLA galaxies.
In Fig. 4 we show the \[S/Zn\] measurements in DLA galaxies. Our sulphur abundances are represented by squares which also include the DLAs at z<sub>abs</sub>= 2.309 towards QSO 0100+1300 (PHL 957) and z<sub>abs</sub>=3.025 towards QSO 0347–3819 discussed in MCV98. Triangles represent sulphur abundances from literature (see Table 4 for references). For the sake of comparison we also show in the figure the \[S/Fe\] ratios measured in Galactic metal-poor stars by Francois (1987,1988), with star symbols, and by Clegg et al. (1981), with asterisks.
Even at first glance it is clear that the \[S/Zn\] ratios in DLAs do not show the $`\alpha `$-enhancement seen in Galactic metal-poor stars and that are located in a different sector of the diagramme. This result, already advanced in MCV98, is now rather firm since it is based on 6 new measurements of DLA systems which sample a wide range of metallicities. The 4 limits but one shown in Fig. 4, are also consistent with this result. The exception is the system at z<sub>abs</sub>=2.476 towards Q0841+129 giving \[S/Zn\]$`>`$0.2, which is therefore consistent with an intrinsic $`\alpha `$-enhancement. The above results are robust against a possible contamination of the sulphur absorptions by the Lyman $`\alpha `$ forest. Should the Lyman $`\alpha `$ forest contaminate some of the detected SII features, the real \[S/Zn\] would be even lower and this would reinforce the result.
The \[S/Zn\] ratios in DLA systems are significantly lower than the Galactic ones at comparable metallicities and suggest that DLA galaxies have undergone a different chemical evolution from that of the Milky-Way. The frequently adopted hypothesis that DLAs are progenitors of the spiral galaxies, apparently supported by the observed \[Si/Fe\] ratios, is not confirmed when a dust-free diagnostic as \[S/Zn\] is considered. Results based on \[Si/Fe\] measurements should be treated with caution, unless dust depletion is properly taken into account.
Some of the \[S/Zn\] ratios, far from showing an enhancement respect to the solar value, show instead negative values. These cases happen at the highest values of metallicity in our sample, while the highest \[S/Zn\] values are observed at the lowest metallicities. In particular the lower limit suggestive of intrinsic enhancement (z<sub>abs</sub>=2.476 in Q0841+129) is found at the lowest value of \[Zn/H\] in our sample. Therefore, the \[S/Zn\] abundances in DLAs are consistent with a general trend of decreasing ratio with increasing metallicity. The limited amount of data are insufficient to firmly establish the presence of a correlation, which only can be considered with the present data if we use the \[S/Zn\] values in DLAs at z<sub>abs</sub>= 2.374 towards QSO 0841+129 as a measurement and not as an upper limit. In that case a linear regression to the data yields a correlation coefficient of r=–0.77, obtained only with 5 data points (see Fig. 4). If confirmed by a larger data sample the trend would be the first observational evidence of the expected decrease of the $`\alpha `$/Fe ratio in DLAs during the course of chemical evolution. At variance with what observed in our Galaxy, however, the $`\alpha `$/iron-peak ratio attains solar values at low metallicity (\[Fe/H\] $`1`$) and decrease further at higher metallicities. This trend is the one predicted by chemical evolution models of galaxies with a low star formation rate (Matteucci et al. 1997) and, if confirmed by future observations, it would have an important implication on the origin of DLA systems. Chemical evolutionary models predict \[$`\alpha `$/Fe\]$``$ 0 at low metallicities, (\[Fe/H\] $``$ -1) when star formation proceeds in bursts separated by quiescent periods, as happens in dwarf galaxies, and when star formation is not as fast as in our Galaxy, as it happens in LSB galaxies and in the outer regions of disks (Jiménez et al. 1999). In these galaxies the metal enrichment is so slow that Type Ia supernovae have enough time to evolve and enrich the medium with iron-peak elements, in such a way as to balance the $`\alpha `$-elements previously produced by Type II supernovae, when the overall metallicity is still low. In any case by considering the sulphur abundance in DLAs at z<sub>abs</sub>= 2.374 towards QSO 0841+129 an upper limit we may still conclude that the \[S/Zn\] ratios in DLAs are markedly different from those observed in our Galaxy at comparable metallicities, implying a different chemical history.
In Fig. 5 the \[S/Zn\] are plotted versus the absorber redshift z<sub>abs</sub>. Chemical evolution effects should in general decrease the \[S/Zn\] with cosmic time and one would expect a positive trend with z<sub>abs</sub>. Our sample, however, does not show such a correlation. Pettini et al. (1997, 1999) do not find either any trend of the \[Zn/H\] ratio with z<sub>abs</sub>, contrary to the expectation of a general increase of metallicity with cosmic time. A significant spread of \[Zn/H\] abundances at a given redshift is expected when different formation redshifts or spatial gradients are considered in modeling the intervening galaxies (Jiménez et al. 1998). Thus, different epoch of formation and different regions within a galaxy could be responsible also for the lack of correlation between the \[S/Zn\] ratios and redshift. The fact that we possibly detect a trend with \[Zn/H\], but not with z<sub>abs</sub>, suggests that metallicity is a better indicator of evolution since, contrary to redshift, it is independent of the epoch of formation of the individual galaxies. We do not exclude however that evolution with redshift can be detected when the data will have a better redshift coverage.
It is worth mentioning that also in the Milky Way there are some measurements of \[$`\alpha `$/Fe-peak\] ratios not enhanced at low metallicity. These cases are found among halo dwarfs, but are extremely rare. Carney et al. (1997) found \[Mg/Fe\] = –0.31 in the star BD +80 245, while Nissen & Schuster (1997) found \[Mg/Fe\] ratios ranging from -0.1 to 0.2 in their stars. These stars are all characterized by large apogalactic distances and the unusual abundance ratios have been interpreted as the chemical signature of a merger or accretion events. The stars before the merging or accretion process are thought to belong to a satellite galaxy which experienced a different chemical evolution history than the Milky Way. The presence of these cases do not imply therefore a connection between what we observe in DLA galaxies and the typical behaviour of Milky Way chemical evolution.
We remark that also the nitrogen abundances in DLAs do not seem to follow the behaviour of Galactic metal-poor stars when dust free (\[N/S\]), or dust-corrected (\[N/Fe<sub>corr</sub>\]) ratios are used to determine the nitrogen relative abundances (Lu, Sargent, & Barlow 1998; Centurión et al. 1998).
We conclude that the DLA galaxies do not show the abundance properties usually expected for the progenitors, of a spiral galaxy as the Milky Way. The unusual abundance ratios suggest that the DLA galaxies are objects with low, or episodic, star formation rates such as LSB or dwarf galaxies. Part of the DLAs may be proto-spirals, for which the line of sight samples the outer regions, which are known to have a slower evolution than the internal regions of the disks.
These indications on the nature of DLA systems based on chemical abundances are in agreement with the results based on imaging studies at low redshifts, where the candidates DLA galaxies show a variety of morphological types including dwarfs and LSBs, while spirals are not the dominant contributors (Le Brun et al. 1997, Rao & Turnshek 1998). Nevertheless, it is important to remark that the spectroscopic sample of DLA systems is probably biased against detection of spirals, since high column density clouds located in environments with relatively high metallicity and dust can be missed owing to obscuration of the background QSO (Pei et al. 1991, Vladilo 1999). |
warning/0001/math0001088.html | ar5iv | text | # HOLOMORPHIC FUNCTIONS OF EXPONENTIAL GROWTH ON ABELIAN COVERINGS OF A PROJECTIVE MANIFOLD
## 1 . Introduction.
1.1. Recently there was an essential progress in study of harmonic functions of polynomial growth on complete Riemannian manifolds (see, in particular, \[CM\], \[Gu\], \[Ka\], \[L\], \[LZ\], \[Li\], \[LySu\] for the results and further references). As a corollary one also obtains a description of holomorphic functions of polynomial growth on nilpotent coverings of compact Kähler manifolds (see also \[Br\]). On the other hand, very little is known about existence and behaviour of slowly growing harmonic (respectively holomorphic) functions on covering spaces of compact Riemannian (respectively Kähler) manifolds. The methods of the above cited papers seem to be not sufficient for application to the general situation. This paper is devoted to study of slowly growing holomorphic functions on abelian coverings of projective manifolds. Our approach is based on $`L_2`$ cohomology technique for holomorphic vector bundles on complete Kähler manifolds and geometric properties of projective manifolds and differs from the methods of the above mentioned papers.
In order to formulate the results of the paper we consider a projective manifold $`M`$ and its regular covering $`p:M_GM`$ with a free abelian transformation group $`G`$. Denote by $`r`$ the distance from a fixed point in $`M_G`$ defined by a metric pulled back from $`M`$. We study holomorphic functions $`f`$ on $`M_G`$ satisfying (for some $`ϵ>0`$)
$$|f(z)|ce^{ϵr^2(z)},(zM_G).$$
(1.1)
Recall that the covering space $`M_G`$ can be described as follows.
Let $`\omega _1,\mathrm{},\omega _n`$ be a basis of holomorphic 1-forms on $`M`$ and $`A:MCT^n`$ be the Albanese map of $`M`$ associated with this basis. By definition,
$$A(z)=(_{z_0}^z\omega _1,\mathrm{},_{z_0}^z\omega _n)$$
for a fixed $`z_0M`$. Consider a free abelian quotient group $`G`$ of the fundamental group $`\pi _1(CT^n)Z^{2n}`$. Let $`t:T_GCT^n`$ be the regular covering over torus with the transformation group $`G`$. We can think of $`T_G`$ as a locally trivial fibre bundle over $`CT^n`$ with discrete fibres. Then $`M_G=A^{}T_G`$ is the pullback of $`T_G`$ to $`M`$. By definition the fundamental group of $`M_G`$ is $`H:=(\pi A_{})^1(G)\pi _1(M)`$, where $`\pi :Z^{2n}G`$ denotes the quotient map. By the covering homotopy theorem there is a proper holomorphic map $`A_G:M_GT_G`$ that covers $`A`$ and such that $`\stackrel{~}{M}_G:=A_G(M_G)T_G`$ is a covering of complex variety $`A(M)CT^n`$.
Our main result shows that if $`f`$ satisfies (1.1) then there is a uniquely defined holomorphic function $`g`$ on $`T_G`$ with a similar growth condition such that $`f=A_G^{}(g)`$. To its formulation we let $`\varphi `$ be a smooth nonnegative function on $`T_G`$ and $`\stackrel{~}{\varphi }=A_G^{}(\varphi )`$. Consider the Hilbert space $`_{\stackrel{~}{\varphi }}(M_G)`$ of holomorphic functions $`f`$ on $`M_G`$ with the norm
$$|f|:=_{M_G}|f|^2e^{\stackrel{~}{\varphi }}𝑑V.$$
Here $`dV`$ is the pullback of the volume form on $`M`$ defined by a Kähler metric. Similarly we introduce the Hilbert space $`_\varphi (T_G)`$ of holomorphic functions $`f`$ on $`T_G`$ with the norm
$$|f|:=_{T_G}|f|^2e^\varphi 𝑑\stackrel{~}{V},$$
where $`d\stackrel{~}{V}`$ is the pullback of the standard volume form on $`CT^n`$. Let $`\{dz_1,\mathrm{},dz_n\}`$ be the basis of holomorphic 1-forms on $`CT^n`$ such that $`A^{}(dz_i)=\omega _i`$ for $`i=1,\mathrm{},n`$. By the same symbol we denote the pullback of these forms to $`T_G`$. Let $`(\varphi )=_{i,j}a_{ij}(z,\overline{z})dz_id\overline{z}_j`$ be the Levi form of $`\varphi `$. We set
$$|(\varphi )|:=\underset{i,j,zT_G}{sup}|a_{ij}(z)|.$$
Assume that there is a constant $`c>0`$ such that
$$|\varphi (x)\varphi (y)|cd(x,y),$$
(1.2)
where $`d(.,.)`$ is the distance on $`T_G`$ defined by the pullback of the flat metric on $`CT^n`$.
###### Theorem 1.1
There is a constant $`C=C(M,A)>0`$ such that if $`|(\varphi )|<C`$ and $`\varphi `$ satisfies (1.2) then $`A_G^{}`$ maps $`_\varphi (T_G)`$ isomorphically onto $`_{\stackrel{~}{\varphi }}(M_G)`$.
Assume now that instead of (1.2) $`\varphi `$ satisfies:
for any $`ϵ>0`$, $`x,yT_G`$ with $`d(x,y)t`$ there is a function $`c(ϵ,t)>0`$ increasing in $`t`$ such that
$$\varphi (x)(1+ϵ)\varphi (y)+c(ϵ,t).$$
(1.3)
###### Theorem 1.2
Let $`C`$ be as in Theorem 1.1, $`|(\varphi )|<C^{}<C`$ and $`\varphi `$ satisfies (1.3). There is a constant $`\stackrel{~}{ϵ}(C^{})>0`$ such that for any $`f_{\stackrel{~}{\varphi }}(M_G)`$ there exists a unique $`\widehat{f}_{ϵ<\stackrel{~}{ϵ}(C^{})}_{(1+ϵ)\varphi }(T_G)`$ satisfying
$$A_G^{}(\widehat{f})=f\mathrm{and}|\widehat{f}|c(ϵ)|f|.$$
Here we regard $`\widehat{f}`$ as an element of $`_{(1+ϵ)\varphi }(T_G)`$.
In the following examples $`M_G`$ is a regular covering over $`M`$ with the maximal free abelian transformation group $`G`$ (so $`T_G=C^n`$).
Examples. 1. Let $`\varphi (z)=k\mathrm{log}(p+|z|^2)`$ on $`C^n`$, where $`|z|`$ is the Euclidean norm of the vector $`zC^n`$ and $`p>0`$ is so big that $`|(\varphi )|<C`$. (Such $`p`$ exists because $`(\mathrm{log}|z|)0`$ when $`|z|\mathrm{}`$.) Then $`_\varphi (C^n)`$ is isomorphic to the space of holomorphic polynomials of degree $`kn1`$. Therefore every holomorphic function on $`M_G`$ of the corresponding polynomial growth is the pullback by $`A_G`$ of a uniquely defined holomorphic polynomial on $`C^n`$. This gives another proof for projective manifolds of the main result of \[Br\].
2. Let $`\varphi (z)=2\sigma \sqrt{p+|z|^2}`$ on $`C^n`$, where $`p`$ is such that $`|(\varphi )|<C`$. Then $`_\varphi (C^n)`$ consists of entire functions of the exponential type $`<\sigma `$. Now Theorem 1.1 describes holomorphic functions $`f`$ on $`M_G`$ satisfying $`|f(z)|<ce^{\sigma ^{}r(z)}`$, $`zM_G`$, $`\sigma ^{}<\sigma `$.
3. Let $`\varphi (z)=2\sigma |z|^2`$ on $`C^n`$ with $`2\sigma <C`$. Then the assumptions of Theorem 1.2 are fulfilled and the theorem describes holomorphic functions $`f`$ on $`M_G`$ satisfying $`|f(z)|<ce^{\sigma ^{}r^2(z)}`$, $`zM_G`$, $`\sigma ^{}<\sigma `$.
4. Assume that $`C`$ is a compact complex curve of genus $`g1`$. Then $`C_G`$ can be thought of as a submanifold in $`C^g`$. Applying Theorem 1.2 we obtain the following Cartwright type theorem.
There is a positive number $`\sigma =\sigma (C_G)`$ such that any holomorphic function $`f`$ on $`C^g`$ satisfying $`|f(z)|ce^{\sigma ^{}|z|^2}`$, $`0<\sigma ^{}<\sigma `$, $`zC^g`$, and $`f|_{C_G}=0`$, equals 0 identically.
1.2. The classical Liouville theorem asserts that every bounded holomorphic function on $`C^n`$ is a constant. Based on Theorem 1.1 we prove Liouville type theorems for holomorphic functions of slow growth on abelian coverings over a projective manifold.
Let $`\mathrm{\Gamma }H_1(M,Z)\pi _1(M)/[\pi _1(M),\pi _1(M)]`$ be the maximal free abelian subgroup of the homology group of $`M`$. Further, let $`\mathrm{\Omega }^1(M)`$ be the space of holomorphic 1-forms on $`M`$. Any $`\omega \mathrm{\Omega }^1(M)`$ determines a complex-valued linear functional on $`\mathrm{\Gamma }`$ by integration. For a subgroup $`H\mathrm{\Gamma }`$ denote by $`\mathrm{\Lambda }(H)`$ the minimal complex subspace of holomorphic 1-forms vanishing on $`H`$. Assume also that the quotient group $`G=\mathrm{\Gamma }/H`$ is torsion free and $`M_G`$ is the regular covering over $`M`$ with the transformation group $`G`$.
###### Theorem 1.3
Let $`H`$ be such that $`\mathrm{\Lambda }(H)=\mathrm{\Omega }^1(M)`$. Then any holomorphic on $`M_G`$ function $`f`$ satisfying for any $`ϵ>0`$
$$|f(z)|c(ϵ)e^{ϵr(z)}(zM_G)$$
is a constant.
###### Remark 1.4
It can be conjectured that the results of this paper are also true for abelian coverings of an arbitrary compact Kähler manifold.
## 2 . Preliminaries.
2.1. $`L_2`$ cohomology theory. In the proof of our main results we use $`L_2`$ cohomology technique for holomorphic vector bundles on complete Kähler manifolds. We start by reviewing some results of $`L_2`$ cohomology (see, e.g., Lárusson \[La\] for more details and further references).
Let $`X`$ be a complex manifold of dimension $`n`$ with a hermitian metric and $`E`$ be a holomorphic vector bundle over $`X`$ with a hermitian metric. Let $`L_2^{p,q}(X,E)`$ be the space of $`E`$-valued $`(p,q)`$-forms on $`X`$ with the $`L_2`$ norm, and let $`W_2^{p,q}(X,E)`$ be the subspace of forms $`\eta `$ such that $`\overline{}\eta `$ is $`L_2`$. The forms $`\eta `$ may be taken to be either smooth or just measurable, in which case $`\overline{}\eta `$ is understood in the distributional sense. The cohomology of the resulting $`L_2`$ Dolbeault complex $`(W_2^,,\overline{})`$ is the $`L_2`$-cohomology
$$H_{(2)}^{p,q}(X,E)=Z_2^{p,q}(X,E)/B_2^{p,q}(X,E),$$
where $`Z_2^{p,q}(X,E)`$ and $`B_2^{p,q}(X,E)`$ are the spaces of $`\overline{}`$-closed and $`\overline{}`$-exact forms in $`L_2^{p,q}(X,E)`$, respectively. Let $`E^{}`$ be the dual bundle of $`E`$ with the dual metric. In our proofs we use the following result discovered by Lárusson \[La\].
###### Proposition 2.1
Let $`E`$ be a hermitian vector bundle with curvature $`\mathrm{\Theta }`$ on a complex manifold $`X`$ of dimension $`n2`$ with a complete Kähler form $`\omega `$. If $`\mathrm{\Theta }ϵ\omega `$ for some $`ϵ>0`$ in the sense of Nakano, then
$$H_{(2)}^{0,q}(X,E^{})=0\mathrm{for}q<n.$$
###### Remark 2.2
Let $`E`$ satisfy conditions of Proposition 2.1. Consider linear map $`\overline{}:W_2^{0,0}(X,E^{})Z_2^{0,1}(X,E^{})`$ and introduce the norm in $`W_2^{0,0}(X,E^{})`$ by
$$|f|:=|f|_2+|\overline{}f|_2,fW_2^{0,0}(X,E^{}).$$
According to Proposition 2.1 for $`q=1`$ and $`q=0`$, there is a linear map $`s:Z_2^{0,1}(X,E^{})W_2^{0,0}(X,E^{})`$ such that $`s\overline{}=id`$ and $`\overline{}s=id`$. Then by the Banach theorem, $`\overline{}`$ is open and $`s=(\overline{})^1`$.
2.2. $`\overline{}`$-method. Let $`i:XY`$ be a complex compact submanifold of codimension 1 of an $`n`$-dimensional compact Kähler manifold $`Y`$, $`n2`$, with a Kähler form $`\omega `$. Assume that the induced homomorphism $`i_{}:H_1(X,R)H_1(Y,R)`$ is surjective. Let $`G`$ be a free abelian quotient group of $`\pi _1(Y)`$. Consider the regular covering $`Y_G`$ over $`Y`$ with the transformation group $`G`$. From the assumption for $`i_{}`$ it follows that there are a regular covering $`X_G`$ over $`X`$ with the transformation group $`G`$ (the pullback of $`Y_G`$ by $`i`$) and the holomorphic embedding $`i_G:X_GY_G`$ that covers $`i`$. Divisor $`XY`$ determines a holomorphic line bundle $`L`$ over $`Y`$ and a holomorphic section $`s:YL`$ with a simple zero along $`X`$. Further, for every $`pX`$, there is a coordinate neighbourhood $`(U,z)`$ centered at $`p`$ and a holomorphic frame $`e`$ for $`L`$ on $`U`$ such that $`s=z_1e`$ on $`U`$. Let $`h`$ be a hermitian metric on $`L`$ and $``$ be the canonical connection with curvature $`\mathrm{\Theta }`$ constructed by $`h`$. By the same letters we denote the pullback of $`L`$, $`h`$, $`s`$ and $`\mathrm{\Theta }`$ to $`Y_G`$. Note also that if $`\varphi `$ is a smooth function on $`Y_G`$ then the weighted metric $`e^\varphi h`$ on $`L`$ has a curvature $`\mathrm{\Theta }^{}=(\varphi )+\mathrm{\Theta }`$.
Let $`U_0`$ be the pullback of the complement of a closed neighbourhood of $`XY`$ and $`U_1,\mathrm{},U_N`$ be the pullbacks of shrunk coordinate polydisks covering a larger neighbourhood of $`X`$. Also pull back a smooth partition of unity $`(\xi _i)`$ subordinate to $`(U_i)`$. Let $`f`$ be a holomorphic function on $`X_G`$ such that $`f^2e^\varphi `$ is integrable on $`X_G`$. For $`i1`$, extend $`f`$ to a holomorphic function $`f_i`$ on $`U_i`$ which is constant on each line $`\{z_2,\mathrm{},z_n\mathrm{constant}\}`$. Let $`f_0=0`$ on $`U_0`$. Since $`f_i=f=f_j`$ on $`X_G`$ and $`X_G`$ is smooth, we can define a holomorphic section of the dual bundle $`L^{}`$ on $`U_{ij}=U_iU_j`$ by the formula
$$u_{ij}=(f_if_j)s^1.$$
Then
$$v_i=\underset{i}{}u_{ij}\xi _j$$
is a smooth section of $`L^{}`$ on $`U_j`$ and $`v_iv_j=u_{ij}`$. Hence $`\overline{}v_i=\overline{}v_j`$ on $`U_{ij}`$, so we get a $`\overline{}`$-closed, $`L^{}`$-valued (0,1)-form $`\eta `$ on $`Y_G`$ defined as $`\overline{}v_i`$ on $`U_i`$. Assume that $`\varphi `$ satisfies (1.2) or (1.3), where $`d`$ is the distance on $`Y_G`$ defined by the pullback of a metric on $`Y`$. Denote by $`|f|`$ the weighted $`L_2`$-norm of $`f`$ with the weight $`e^\varphi `$.
###### Lemma 2.3
(1) If $`\varphi `$ satisfies (1.2) then $`\eta L_2^{0,1}(Y_G,L^{})`$ for $`L`$ equipped with the metric $`e^\varphi h`$ and $`|\eta |C(X,Y,h,\varphi )|f|`$ in the corresponding $`L_2`$-norms.
(2) If $`\varphi `$ satisfies (1.3) then $`\eta L_2^{0,1}(Y_G,L^{})`$ for $`L`$ equipped with the metric $`e^{(1+ϵ)\varphi }h`$, $`ϵ>0`$, and $`|\eta |C(X,Y,h,\varphi ,ϵ)|f|`$.
Proof. We prove (2). The proof of (1) goes along the same lines (see also arguments in \[La, Th. 3.1\]).
We have to show that $`|\eta |^2e^{(1+ϵ)\varphi }`$ is integrable on $`Y_G`$. On $`U_0`$, $`s`$ is bounded away from 0 and
$$\eta =\overline{}v_0=\underset{j}{}f_js^1\overline{}\xi _j,$$
so
$$|\eta |^2c\underset{j}{}|f_j|^2,$$
where $`c`$ depends only on $`X,Y,h`$. Further,
$$_{U_j}|f_j|^2e^{(1+ϵ)\varphi }\omega ^nc^{}(ϵ,X,Y,\varphi )_{X_GU_j}|f|^2e^\varphi \omega ^{n1}$$
because $`\varphi `$ satisfies (1.3). Since $`f^2e^\varphi `$ is integrable on $`X_G`$, so is $`|\eta |^2e^{(1+ϵ)\varphi }`$ on $`U_0`$. For $`i1`$,
$$\eta =\overline{}v_i=\underset{j}{}(f_if_j)s^1\overline{}\xi _j$$
on $`U_i`$ and it remains to show that
$$\underset{i,j1}{}_{U_{ij}}|f_if_j|^2|s|^2e^{(1+ϵ)\varphi }\omega ^n<\mathrm{}.$$
(2.1)
For $`xU_{ij}`$, $`i,j1`$, there are $`x_iX_GU_i`$ and $`x_jX_GU_j`$ such that $`f_i(x)=f(x_i)`$, $`f_j(x)=f(x_j)`$ and $`d(x_i,x_j)c(h,X,Y)|s(x)|`$. So,
$$|f_i(x)f_j(x)||s(x)|^1c^{}(X,Y,d)sup|df|,$$
where supremum is taken over $`X_G(U_iU_j)`$. By the Cauchy inequalities and since $`\varphi `$ satisfies (1.3),
$$\begin{array}{c}_{U_{ij}}|f_if_j|^2|s|^2e^{(1+ϵ)\varphi }\omega ^nc^{}(X,Y,d)_{U_{ij}}sup|df|^2e^{(1+ϵ)\varphi }\omega ^n\\ c^{\prime \prime }(X,Y,d,ϵ)_{X_G(V_iV_j)}|f|^2e^\varphi \omega ^{n1},\end{array}$$
where $`V_iU_i`$, $`V_jU_j`$ are pullbacks of larger polydisks. Since $`f^2e^\varphi `$ is integrable on $`X_G`$, (2.1) follows.
The lemma is proved. $`\mathrm{}`$
Assume now that under conditions of Lemma 2.3 there is a smooth section $`w`$ of $`L^{}`$ such that $`\overline{}w=\eta `$ and $`|w|^2e^\varphi `$ (respectively, $`|w|^2e^{(1+ϵ)\varphi }`$) is integrable. Let $`u_i=v_iw`$. Then $`u_i`$ is a holomorphic section of $`L^{}`$ on $`U_i`$ and $`u_iu_j=u_{ij}`$, so
$$f_iu_is=f_ju_js\mathrm{on}U_{ij}.$$
Hence we obtain a holomorphic extension $`F`$ of $`f`$ to $`Y`$ by setting
$$F=f_iu_is=f_i+ws\underset{j}{}(f_if_j)\xi _j\mathrm{on}U_i.$$
The term $`ws`$ is $`L_2`$ with respect to $`e^\varphi `$ (respectively, $`e^{(1+ϵ)\varphi }`$) by construction of $`w`$ and since $`s`$ is bounded. The other two terms on the right-hand side can be shown to be $`L_2`$ with respect to $`e^\varphi `$ (respectively, $`e^{(1+ϵ)\varphi }`$) by arguments similar to those used for $`\eta `$ above. Hence $`F^2e^\varphi `$ (respectively, $`F^2e^{(1+ϵ)\varphi }`$) is integrable.
2.3. Symmetric products of curves. Let $`\mathrm{\Gamma }`$ be a complex compact curve of genus $`g1`$, $`\mathrm{\Gamma }^{\times g}`$ and $`S\mathrm{\Gamma }^{\times g}`$ be the direct and the symmetric products of $`g`$-copies of $`\mathrm{\Gamma }`$. Then the manifold $`S\mathrm{\Gamma }^{\times g}`$ is the quotient of $`\mathrm{\Gamma }^{\times g}`$ by the action of the permutation group $`S_g`$. Therefore there exists a finite holomorphic surjective map $`\pi :\mathrm{\Gamma }^{\times g}S\mathrm{\Gamma }^{\times g}`$. Further, $`S\mathrm{\Gamma }^{\times g}`$ is birational isomorphic to $`CT^g`$ (denote this isomorphism by $`j`$). Let $`(p,\mathrm{},p)\mathrm{\Gamma }^{\times g}`$ be a fixed point. Denote by $`\mathrm{\Gamma }^k`$, $`kg`$, submanifold $`\{(p,\mathrm{},p,z_1,\mathrm{},z_k)|z_1,\mathrm{},z_k\mathrm{\Gamma }\}\mathrm{\Gamma }^{\times g}`$.
###### Lemma 2.4
For any $`k`$, image $`\pi (\mathrm{\Gamma }^k)`$ is a complex submanifold of $`S\mathrm{\Gamma }^{\times g}`$.
Proof. For a point $`y=(p,\mathrm{},p,z_1,\mathrm{},z_k)\mathrm{\Gamma }^k`$ consider its orbit $`o(y):=S_g(y)`$. By definition, $`\pi `$ maps $`o(y)`$ to $`\pi (y)`$ and intersection $`o(y)\mathrm{\Gamma }^k=\{(p,\mathrm{},p,S_k(z))\}`$; here $`z=(z_1,\mathrm{},z_k)`$ and $`S_k`$ is the permutation group acting on the set of $`k`$ elements. The quotient by the action of $`S_k`$ is manifold $`X_k:=(p,\mathrm{},p,S\mathrm{\Gamma }^{\times k})`$. So we have a holomorphic injective mapping $`\pi _k:X_kS\mathrm{\Gamma }^{\times g}`$ whose image coincides with $`\pi (\mathrm{\Gamma }^k)`$. Now let $`y_0`$ be local coordinates in a neighbourhood $`U_0`$ of $`p\mathrm{\Gamma }`$ and $`y_i`$, $`1ik`$, be local coordinates in a neighbourhood $`U_i`$ of $`z_i\mathrm{\Gamma }`$ such that $`y_0(p)=0,y_i(U_i)y_j(U_j)=\mathrm{}\mathrm{for}z_iz_j\mathrm{and}y_i=y_j\mathrm{in}U_i=U_j\mathrm{for}z_i=z_j`$. Denote by $`\sigma _1,\mathrm{},\sigma _g`$ elementary symmetric functions from $`g`$ variables. For $`(z_1,\mathrm{},z_g)U_0\times \mathrm{}\times U_0\times U_1\times \mathrm{}\times U_k\mathrm{\Gamma }^{\times g}`$ set $`u_i(z)=y_0(z_i)`$, $`1igk`$, and $`u_i(z)=y_i(z_{gk+i})`$, $`1ik`$. By the theorem on symmetric polynomials the mapping
$$f:(w_1,\mathrm{},w_g)(\sigma _1(u(w)),\mathrm{},\sigma _g(u(w)))$$
determines a local coordinate system on $`\pi (U_0\times \mathrm{}\times U_0\times U_1\times \mathrm{}\times U_k)S\mathrm{\Gamma }^{\times g}`$ (see \[GH, Ch. 2, p. 259\]). Then the image of restriction $`f|_{\pi (\mathrm{\Gamma }_k)}`$ belongs to $`C^kC^g`$. By the same reason $`f\pi _k`$ determines a local coordinate system in the corresponding neighbourhood on $`X_k`$. This shows that $`\pi _k`$ is a biholomorphic embedding. Thus we proved that $`\pi (\mathrm{\Gamma }_k)`$ is smooth. $`\mathrm{}`$
2.4. Norm estimates. Let $`M`$ and $`N`$ be compact Riemannian manifolds and $`f:MN`$ be a smooth surjective map. Assume that $`f_{}:\pi _1(M)\pi _1(N)`$ is a surjection. Let $`G`$ be a quotient group of $`\pi _1(N)`$ and $`N_G`$, $`M_G`$ regular coverings with the transformation group $`G`$ over $`N`$ and $`M`$, respectively, such that $`M_G=f^{}N_G`$. Then there is a map $`f_G:M_GN_G`$ that covers $`f`$. We consider $`M_G`$ and $`N_G`$ in the metrics pulled back from $`M`$ and $`N`$, respectively. Further, if $`E^p(K)`$ is the space of $`p`$-forms on a Riemannian manifold $`K`$ denote by $`||_x`$ the norm in the vector space $`E^p(K)|_x(^pT_x^{})`$, $`xK`$, constructed by the metric dual to the Riemannian one.
###### Lemma 2.5
Let $`\omega `$ be a bounded differential $`p`$-form on $`N_G`$, i.e., $`sup_{xN_G}|\omega |_x<\mathrm{}`$. Then there is $`C=C(f,p)>0`$ such that
$$|f_G^{}(\omega )|_xC|\omega |_{f_G(x)}.$$
Proof. Let us write $`\omega `$ in local orthogonal coordinates lifted from $`N`$. Then the compactness arguments show that the statement follows easily from a similar statement for elements of the orthogonal basis. We leave the details to the reader. $`\mathrm{}`$
## 3 . Proofs.
We prove Theorem 1.2 only. The proof of Theorem 1.1 is similar and can be obtained by removing $`ϵ`$ in the arguments below.
3.1. We start by proving Theorems 1.1 and 1.2 for curves.
Proof of Theorem 1.2 for curves. Assume that the Albanese map $`A:\mathrm{\Gamma }CT^g`$ is defined with respect to a basic point $`p\mathrm{\Gamma }`$. For $`X_i:=\pi (\mathrm{\Gamma }^i)S\mathrm{\Gamma }^{\times g}`$ consider the flag of submanifolds $`X_1\mathrm{}X_g=S\mathrm{\Gamma }^{\times g}`$ (see definitions in Section 2.3). The Jacobi map $`j:S\mathrm{\Gamma }^{\times g}CT^g`$ maps, by definition, $`X_1`$ biholomorphically to $`A(\mathrm{\Gamma })`$ (which we identify with $`\mathrm{\Gamma }`$). Moreover, the fundamental group $`\pi _1(S\mathrm{\Gamma }^{\times g})`$ is isomorphic (under $`j_{}`$) to $`\pi _1(CT^g)=Z^{2g}`$ and embedding $`X_iS\mathrm{\Gamma }^{\times g}`$ induces a surjective homomorphism of fundamental groups. Thus if $`G`$ is a quotient group of $`\pi _1(CT^g)`$ one can construct regular coverings $`X_{iG}`$ over $`X_i`$, $`i=1,\mathrm{},g`$, with transformation group $`G`$ such that $`X_{1G}\mathrm{}.X_{gG}`$ is a flag of complex submanifolds covering the flag $`X_1\mathrm{}X_g`$ and there is a proper surjective map with connected fibres $`j_G:X_{gG}T_G`$ that covers $`j`$.
For any function $`f_\varphi (\mathrm{\Gamma }_G)`$ consider its pullback $`f_1:=j_G^{}(f)`$ on $`X_{1G}`$. Then according to Lemma 2.5, $`f_1`$ belongs to the space $`_{j_G^{}(\varphi )}(X_{1G})`$ determined with respect to the pullback of the volume form of $`X_1`$. Moreover, $`j_G^{}(\varphi )`$ satisfies condition (1.3) (respectively, (1.2)) for the distance $`d^{}`$ defined by the pullback of a Kähler metric on $`X_g`$. It follows from the inequality
$$d(j_G(x),j_G(y))C(j_G)d^{}(x,y)(x,yX_{gG}).$$
Now for a sufficiently small $`ϵ>0`$ we prove that $`f_1`$ admits an extension $`f_2_{(1+ϵ)j_G^{}(\varphi )}(X_{2G})`$ satisfying conditions of Theorem 1.2; $`f_2`$ admits a similar extension $`f_3_{(1+2ϵ)j_G^{}(\varphi )}(X_{3G})`$ etc. Finally, we obtain an extension $`f_g_{(1+(g1)ϵ)j_G^{}(\varphi )}(X_{gG})`$ of $`f_1`$. Clearly, $`f_g`$ is constant on fibres of $`j_G`$ and thus determines a function $`f^{}_{(1+(g1)ϵ)\varphi }(T_G)`$ that extends $`f`$. Our arguments will guarantee its uniqueness and fulfillment of the required norm estimates. This will finish the proof.
We use inductive arguments. Assume that we have the required extension $`f_k_{(1+(k1)ϵ)j_G^{}(\varphi )}(X_{kG})`$ of $`f_{k1}`$. Construct now extension $`f_{k+1}_{(1+kϵ)j_G^{}(\varphi )}(X_{(k+1)G})`$.
For each $`k`$ consider the regular covering $`Y_k`$ over $`\mathrm{\Gamma }^k\mathrm{\Gamma }^{\times g}`$ with the transformation group $`G`$. Since the map $`j\pi :\mathrm{\Gamma }^kCT^g`$ is invariant with respect to the action of the permutation group $`S_k`$ acting on $`\mathrm{\Gamma }^k(\mathrm{\Gamma }^{\times k})`$ and $`(p,\mathrm{},p)\mathrm{\Gamma }^{\times g}`$ is a fixed point with respect to $`S_k`$, by the covering homotopy theorem there is a covering action of $`S_k`$ on $`Y_k`$. Moreover, there is a holomorphic map $`\pi _G:Y_gX_{gG}`$ that covers $`\pi :\mathrm{\Gamma }^{\times g}S\mathrm{\Gamma }^{\times g}`$ and is invariant with respect to the action of $`S_g`$. Consider the orbit $`V_k=S_{k+1}(Y_k)`$ in $`Y_{k+1}`$. Then $`V_k`$ covers the orbit $`W_k=S_{k+1}(\mathrm{\Gamma }^k)\mathrm{\Gamma }^{k+1}`$.
###### Lemma 3.1
Divisor $`W_k`$ determines a positive line bundle $`E_k`$ over $`\mathrm{\Gamma }^{k+1}`$.
Proof. Assume without loss of generality that $`\mathrm{\Gamma }^{k+1}=\mathrm{\Gamma }^{\times (k+1)}`$. Let $`P:\mathrm{\Gamma }^{k+1}\mathrm{\Gamma }`$ be the projection defined by
$$P(z_1,\mathrm{},z_{k+1})=z_1,(z_1,\mathrm{},z_{k+1})\mathrm{\Gamma }^{\times (k+1)}.$$
Then $`P^1(x)=(x,\mathrm{\Gamma }^{\times k})`$ for a fixed $`x\mathrm{\Gamma }`$. Denote by $`E_x`$ a positive line bundle over $`\mathrm{\Gamma }`$ defined by the divisor $`\{x\}`$ and by $`\mathrm{\Theta }_x`$ its curvature (for a suitable hermitian metric on $`E_x`$) such that $`\frac{\sqrt{1}}{2\pi }\mathrm{\Theta }_x`$ is a positive (1,1)-form. Let $`e_iS_{k+1}`$, $`i=1,\mathrm{},k+1`$, be such that $`_ie_i^1(\mathrm{\Gamma }^k)=S_{k+1}(\mathrm{\Gamma }^k)`$. Then by definition, $`E_k=_ie_i^{}(P^{}E_x)`$ is a positive line bundle over $`\mathrm{\Gamma }_{k+1}`$. In fact, if in local coordinates $`P^{}\mathrm{\Theta }_x=a(z_1,\overline{z_1})dz_1d\overline{z}_1`$ with $`a(z_1,\overline{z_1})>0`$, the curvature $`\mathrm{\Theta }_k`$ of $`E_k`$ equals $`_{i=1}^ka(z_i,\overline{z_i})dz_id\overline{z}_i`$. Clearly, $`\frac{\sqrt{1}}{2\pi }\mathrm{\Theta }_k`$ is positive implying that $`E_k`$ is positive. $`\mathrm{}`$
Let $`h_k`$ be a hermitian metric on $`E_k`$ with the curvature $`\mathrm{\Theta }_k`$. By the same letters we denote the pullback of $`h_k`$, $`E_k`$ and $`\mathrm{\Theta }_k`$ to $`Y_{k+1}`$. Let $`L_k`$ be the holomorphic vector bundle on $`X_{k+1}`$ defined by the divisor $`X_k`$ and $`h_k^{}`$ a hermitian metric on $`L_k`$. By the same letters we also denote the pullback of $`L_k`$ and $`h_k^{}`$ to $`X_{(k+1)G}`$. Below we consider $`L_k`$ with the weighted metric $`e^{(1+kϵ)j_G^{}(\varphi )}h_k^{}`$. By Lemma 2.3 (2) there is a linear continuous mapping $`F_{k,ϵ}:_{(1+(k1)ϵ)j_G^{}(\varphi )}(X_{kG})Z_2^{0,1}(X_{(k+1)G},L_k^{})`$. Put $`\eta _k=F_{k,ϵ}(f_k)`$. Since, by definition, $`\pi ^1(X_k)\mathrm{\Gamma }^{k+1}=W_k`$, the bundle $`\pi _G^{}L_k`$ equals $`E_k`$ on $`\mathrm{\Gamma }^{k+1}`$. In particular, $`\eta _k^{}=\pi _G^{}(\eta _k)`$ is a $`\overline{}`$-closed (0,1)-form on $`Y_{k+1}`$ with values in $`E_k^{}`$ and $`\eta _k^{}L_2^{0,1}(Y_{k+1},E_k^{})`$ for $`E`$ equipped with the metric $`e^{(1+kϵ)\varphi ^{}}h_k`$ where $`\varphi ^{}=\pi _G^{}(j_G^{}(\varphi ))`$. Further, the curvature $`_k`$ of $`E_k`$ equals $`(1+kϵ)(\varphi ^{})+\mathrm{\Theta }_k`$. Moreover, according to Lemma 2.5,
$$|(\varphi ^{})|_xC(j_G\pi _G,2)||(\varphi )|_{(j_G\pi _G)(x)}(xY_g).$$
In particular, there is a positive constant $`C`$ (depending on $`\mathrm{\Gamma }`$ only) such that
if $`sup_{xT_G}|(\varphi )|_x<C^{}<C`$ and $`0<ϵ1/g`$, $`1kg`$, there is an $`a=a(C^{})>0`$ so that $`_k>a\mathrm{\Theta }_k`$.
Let $`\varphi `$ satisfy the above condition and $`ϵ<1/g`$. Since $`\mathrm{\Theta }_k`$ is a Kähler form on $`\mathrm{\Gamma }_{k+1}`$, according to Proposition 2.1 and Remark 2.2 there is a linear continuous mapping $`s_k:Z_2^{0,1}(Y_{k+1},E_k^{})W_2^{0,0}(Y_{k+1},E_k^{})`$ inverse to $`\overline{}`$. Then for $`r_k=s_k(\eta _k^{})`$ we have $`\overline{}r_k=\eta _k^{}`$ and $`r_kL_2(Y_{k+1},E_k^{})`$. Applying now arguments similar to those used in Section 2.2 (for the pullback to $`Y_{k+1}`$ of local extensions of $`f_k`$) get a holomorphic function $`g_{k+1}`$ on $`Y_{k+1}`$ that extends $`\pi _G^{}(f_k)`$ and belongs to $`_{(1+kϵ)\varphi ^{}}(Y_{k+1})`$.
Assume also that there is another extension $`g^{}_{(1+kϵ)\varphi ^{}}(Y_{k+1})`$ of $`\pi _G^{}(f_k)`$. Let $`s^{}`$ be the pullback to $`Y_{k+1}`$ of a holomorphic section of the bundle $`E_k`$ on $`\mathrm{\Gamma }_{k+1}`$ with a simple zero along $`W_k`$. (Recall that the pullback of $`E_k`$ we denote by the same letter). Then $`d=(g_{k+1}g^{})(s^{})^1`$ is an $`L_2`$ integrable holomorphic section of $`E_k^{}`$. Here $`E_k`$ is taken with the weighted metric $`e^{(1+kϵ^{})\varphi ^{}}h_k`$, where an $`ϵ^{}`$ satisfies $`ϵ<ϵ^{}<1/g`$. The arguments are similar to those used in the proof of Lemma 2.3. Therefore according to Proposition 2.1 for $`q=0`$, the function $`d`$ is zero. This proves the uniqueness of the extension. Since $`\pi _G^{}(f_k)`$ is invariant with respect to the action of the permutation group $`S_k`$, for any $`eS_k`$ the function $`e^{}(g_{k+1})`$ is also an extension of $`\pi _G^{}(f_k)`$ belonging to $`_{(1+kϵ)\varphi ^{}}(Y_{k+1})`$. Thus the uniqueness of extension implies that $`e^{}(g_{k+1})=g_{k+1}`$. So there is a uniquely defined holomorphic function $`f_{k+1}`$ on $`X_{(k+1)G}`$ such that $`\pi _G^{}(f_{k+1})=g_{k+1}`$, $`f_{k+1}_{(1+kϵ)j_G^{}(\varphi )}(X_{k+1}G)`$ and $`f_{k+1}`$ is an extension of $`f_k`$. In fact our arguments (based on Remark 2.2) show that we constructed a linear continuous extension operator which gives us the required norm estimates. Therefore, by induction, we get a holomorphic function $`f_g`$ on $`X_{gG}`$ which belongs to $`_{(1+(g1)ϵ)j_G^{}(\varphi )}(X_{gG})`$ and extends $`f_1`$. As it was noted at the beginning of the proof, $`f_g`$ determines the required extension of $`f`$. This proves Theorem 1.2 for curves. $`\mathrm{}`$
Proof of Theorem 1.2 for projective manifolds. Let $`M`$ be a projective manifold of dimension $`n2`$ with a very ample line bundle $`L`$ and with a Kähler form $`\omega `$. We may think of $`M`$ as embedded in some projective space and of $`L`$ as the restriction to $`M`$ of the hyperplane bundle with the standard positively curved metric. Then zero loci of sections of $`L`$ are hyperplane sections of $`M`$. By Bertini’s theorem, the generic linear subspace of codimension $`n1`$ intersects $`M`$ transversely in a smooth curve $`C`$. By the Lefschetz hyperplane theorem, $`C`$ is connected and the map $`\pi _1(C)\pi _1(M)`$ is surjective. Let $`M_G`$ be the regular covering over $`M`$ with a free abelian transformation group $`G`$. Then the regular covering $`C_G`$ over $`C`$ with the same transformation group $`G`$ is embedded into $`M_G`$. Assume that $`f_{\stackrel{~}{\varphi }}(M_G)`$ with $`\stackrel{~}{\varphi }`$ satisfying (1.3). Then $`g:=f|_{C_G}`$ belongs to $`_{(1+ϵ)\stackrel{~}{\varphi }}(C_G)`$ for any positive $`ϵ`$. Indeed, let $`U_1,\mathrm{},U_N`$ be the pullbacks to $`M_G`$ of shrunk coordinate polydisks covering an open neighbourhood of $`CM`$ and $`V_iU_i`$ be pullbacks of larger polydisks. We may assume that $`C_GV_i=\{z_1=0\}`$, $`i=1,\mathrm{},N`$, for the pullback of the corresponding local coordinates. Then application of (1.3) and subharmonicity of $`|f|^2`$ get
$$_{C_GU_i}|f|^2e^{(1+ϵ)\stackrel{~}{\varphi }}\omega c(M)_{V_i}|f|^2e^{\stackrel{~}{\varphi }}\omega ^n<\mathrm{}.$$
This implies $`g_{(1+ϵ)\stackrel{~}{\varphi }}(C_G)`$. Let $`C=M_1M_2\mathrm{}M_n=M`$ be a flag of projective submanifolds of $`M`$, where $`M_i`$ is intersection of $`M`$ with the generic linear subspace of codimension $`ni`$. Let $`C_G=M_{1G}\mathrm{}M_{nG}=M_G`$ be the flag of the corresponding regular coverings with the transformation group $`G`$. Then the arguments similar to those used in Section 3.1 (see also arguments in Theorem 3.1 of \[La\]) show that if $`L`$ is very ample then $`g`$ admits a unique extension $`f^{}_{(1+ϵ+\delta )\stackrel{~}{\varphi }}(M_G)`$ for a sufficiently small positive $`ϵ`$ and $`\delta =\delta (ϵ)`$. But clearly in this case $`f=f^{}`$. Thus we proved that $`f`$ is uniquely determined by $`f|_{C_G}`$.
Let now $`A:MCT^k`$ be the Albanese map for $`M`$ defined with respect to a point $`pC`$ by integration of holomorphic 1-forms $`\omega _1,\mathrm{},\omega _k\mathrm{\Omega }^1(M)`$ (generating a basis there). Set $`\eta _i:=\omega _i|_C`$ for $`i=1,\mathrm{},k`$. Then by the Lefschetz theorem $`\eta _1,\mathrm{},\eta _k`$ are linearly independent in $`\mathrm{\Omega }^1(C)`$. Choose 1-forms $`\eta _{k+1},\mathrm{},\eta _s\mathrm{\Omega }^1(C)`$ such that $`\eta _1,\mathrm{},\eta _s`$ generates a basis. Further, define the Albanese map $`A^{}:CCT^s`$ with respect to the point $`p`$ by integration the forms of this basis. Then according to our construction there is a surjective map $`P:CT^sCT^k`$ whose fibres are complex tori such that $`P_{}:\pi _1(CT^s)\pi _1(CT^k)`$ is a surjection and $`A=PA^{}`$. Denote by $`T_G^{}`$ a regular covering over $`CT^s`$ with the transformation group $`G`$. Then there is a complex map $`P_G:T_G^{}T_G`$ that covers $`P`$ whose fibres are also tori. Let $`A_G^{}:C_GT_G^{}`$ be the map covering $`A^{}`$ and $`\varphi ^{}=P_G^{}(\varphi )`$. Note that $`\varphi ^{}`$ satisfies (1.3) on $`T_G^{}`$ and $`(A_G^{})^{}(\varphi ^{})=\stackrel{~}{\varphi }|_{C_G}`$. Applying Theorem 1.2 for curves to the map $`A_G^{}:C_GT_G^{}`$ and the function $`\varphi ^{}`$ we obtain
there is $`C=C(M,A^{})>0`$ such that for $`|(\varphi ^{})|<C^{}<C`$ and for sufficiently small positive numbers $`ϵϵ(C^{})`$, $`\delta \delta (C^{})`$ there is a uniquely defined holomorphic function $`\stackrel{~}{f}_{(1+ϵ+\delta )\varphi ^{}}(T_G^{})`$ satisfying $`g=(A_G^{})^{}(\stackrel{~}{f})`$ and $`|\stackrel{~}{f}|C(ϵ,\delta )|g|`$ (in the corresponding $`L_2`$-norms).
Since $`P_G`$ is a proper map with connected fibres, $`\stackrel{~}{f}`$ determines a function $`h_{(1+ϵ+\delta )\varphi }(T_G)`$ such that $`A_G^{}(h)|_{C_G}=g`$ and $`|h|\stackrel{~}{C}(ϵ,\delta )|g|`$. But as we proved, $`f`$ is uniquely determined by $`g=f|_{C_G}`$ and $`|g|c(ϵ)|f|`$. Therefore $`A_G^{}h=f`$ and $`h`$ satisfies the required norm estimate. Finally, by Lemma 2.5, $`|(\varphi ^{})|c(P)|(\varphi )|`$ and so the above extension theorem is valid for any $`B^{}`$ satisfying $`|(\varphi )|<B^{}<C/c(P)`$.
This completes the proof of Theorem 1.2 for projective manifolds. $`\mathrm{}`$
3.2. Proof of Theorem 1.3. Let $`M_G`$ be a regular covering over $`M`$ with the transformation group $`G`$ and $`A_G:M_GT_G`$ be the covering of the Albanese map $`A:MCT^n`$. Assume that $`f`$ is a holomorphic function on $`M_G`$ satisfying
$$|f(z)|c(ϵ)e^{ϵr(z)}(zM_G)$$
for any $`ϵ>0`$. Let $`\varphi `$ be the distance from a fixed point in $`T_G`$ in the flat metric pulled back from $`CT^n`$ and $`\stackrel{~}{\varphi }=A_G^{}(\varphi )`$. Further, by $`\rho _G`$ denote the distance from $`0`$ on $`G(Z^k)`$ determined with respect to the word metric. Since by our construction growth of $`r`$ and $`\stackrel{~}{\varphi }`$ is equivalent to growth of $`\rho _G`$, the function $`f`$ belongs to $`_{ϵ\stackrel{~}{\varphi }}(M_G)`$ for any $`ϵ>0`$. We now apply Theorem 1.1. Here we assume that $`|(\varphi )|`$ is sufficiently small replacing if necessary $`\varphi `$ by a smooth function $`\varphi _1`$ with the same growth such that $`|(\varphi _1)|`$ is small. In fact $`\varphi _1`$ can be constructed as follows.
Note, first, that $`T_G`$ is diffeomorphic to $`T^{2nk}\times R^k`$ where second derivatives of the diffeomorphism are bounded in the flat coordinate system on $`T_G`$. Then put $`\varphi _1(v,x):=\sqrt{p+|x|^2}`$, for $`(v,x)T^{2nk}\times R^k`$, where $`|x|`$ is the Euclidean norm of $`xR^k`$ and $`p`$ is sufficiently big positive number.
Further, according to Theorem 1.1 there is a uniquely defined holomorphic function $`f^{}_{ϵ>0}_{ϵ\varphi }(T_G)`$ such that $`A_G^{}(f^{})=f`$. Prove now that $`f^{}`$ is a constant.
We regard the maximal free abelian subgroup $`\mathrm{\Gamma }H_1(M,Z)`$ as a lattice in $`C^n`$ determining $`CT^n`$ and $`H\mathrm{\Gamma }`$ as a sublattice such that the minimal complex vector space containing $`H`$ is $`C^n`$. Consider the pullback $`g`$ of $`f^{}`$ to $`C^n`$. Clearly $`g`$ is invariant with respect to the action (by shifts) of $`H`$ and satisfies
$$|f(z)|c(ϵ)e^{ϵ|z|}$$
for any positive $`ϵ`$. For an element $`e_1H`$ let $`X_1`$ be a minimal complex vector space containing $`\{ne_1\}_{nZ}`$. For any $`zC^n`$ consider restriction $`g^{}=g|_{z+X_1}`$. We identify $`z+X_1`$ with $`C`$ and $`\{ne_1\}_{nZ}`$ with $`Z`$. Then $`g^{}`$ is a holomorphic function on $`C`$ of an arbitrary small exponential type which is constant on $`Z`$. Therefore by Cawrtright’s theorem \[Ca\], $`g^{}`$ is constant on $`C`$. This implies that $`g(z+v)=g(z)`$ for any $`zC^n`$ and $`vX_1`$. In particular, there is a holomorphic function $`g_1`$ on the quotient $`C^n/X_1=C^{n1}`$ of an arbitrary small exponential type whose pullback to $`C^n`$ coincides with $`g`$. Denote by $`H_1`$ image of $`H`$ in $`C^n/X_1=C^{n1}`$. By definition, $`g_1`$ is invariant with respect to the action of $`H_1`$ and the minimal complex vector space containing $`H_1`$ is $`C^{n1}`$. Choose $`e_2H_1`$ and denote by $`X_2`$ the minimal complex subspace containing $`\{ne_2\}_{nZ}`$. Applying the very same arguments we get $`g_1(z+v)=g_1(z)`$ for any $`zC^{n1}`$ and $`vX_2`$. Continuing by induction we finally obtain that the initial function $`g`$ is constant.
This completes the proof of the theorem. $`\mathrm{}`$
Note that our arguments give a more general statement.
###### Theorem 3.2
Let $`H`$ be such that $`\mathrm{\Lambda }(H)=\mathrm{\Omega }^1(M)`$. Then there is a positive constant $`\sigma =\sigma (M)`$ such that any holomorphic on $`M_G`$ function $`f`$ satisfying
$$|f(z)|ce^{\sigma ^{}r(z)}(0<\sigma ^{}<\sigma ,zM_G)$$
is a constant.
Department of Mathematics, Ben Gurion University of the Negev, P.O.Box 653,
Beer-Sheva 84105, Israel
E-mail address: brudnyi@cs.bgu.ac.il |
warning/0001/quant-ph0001038.html | ar5iv | text | # Anharmonic oscillators energies via artificial perturbation method
## 1 Introduction
Quartic anharmonic interactions continue to remain a focus of attention. Their Hamiltonian
$$H=\frac{p^2}{2m}+\alpha _0r^2+\alpha r^4$$
(1)
forms one of the most popular theoretical laboratories for examining the validity of various approximation techniques and represents a nontrivial physics. Interest in this model Hamiltonian arises in quantum field theory and molecular physics \[1-6\].
Although enormous progress has been made over the years in our understanding of this Hamiltonian, questions of delicate nature inevitably arise in the process. The hardest amongst often relate to the existence of the assumed small expansion parameter and the universality of an adequately attendant powerful approximation. The implementation of Rayleigh-Schrödinger perturbation theory, or even naive perturbation series, expresses the eigenvalues as a formal power series in $`\alpha `$ which is quite often divergent, or at best asymptotic, for every $`\alpha 0`$. One has therefore to sum up such series \[7-10\]. Hence, apparently artificial perturbation recipes have been devised and shown to be ways to make progress \[2,3,11-16\]. Without being exhaustive, several eligible methods have been used to calculate the eigenvalues and eigenfunctions for Hamiltonian (1). Long lists of these could be found in Ref.s\[2,3,8-10,13,17-19\].
In this paper we introduce, in section 2, a new analytical ( or, preferably, semianalytical) perturbation method for solving Schrödinger equation. The construction of which starts with the time-independent one-dimensional form of Schrödinger equation, in $`\mathrm{}=m=1`$ units,
$$\left[\frac{1}{2}\frac{d^2}{dq^2}+\frac{l(l+1)}{2q^2}+V(q)\right]\mathrm{\Psi }_{n_r,l}(q)=E_{n_r,l}\mathrm{\Psi }_{n_r,l}(q),$$
(2)
where $`l`$ is some quantum number and $`n_r`$ counts the nodal zeros in $`\mathrm{\Psi }_{n_r,l}(q)`$. The symmetry of an attendant problem obviously manifests the admissibility of the quantum number $`l`$: In one-dimension (1D), $`l`$ specifies parity, $`(1)^{l+1}`$, with the permissible values -1 and/or 0 ( even and/or odd parity, respectively) where $`q=x(\mathrm{},\mathrm{})`$. For two-dimensional (2D) cylindrically symmetric Schrödinger equation one sets $`l=|m|1/2`$, where m is the magnetic quantum number and $`q=(x^2+y^2)^{1/2}(0,\mathrm{})`$. Finally, for three-dimensional (3D) spherically symmetric Schrödinger equation, $`l`$ denotes the angular momentum quantum number with $`q=(x^2+y^2+z^2)^{1/2}(0,\mathrm{})`$.
We shall focus our attention, in section 3, on 1D and 3D problems and consider, for the sake of diversity; (i) 3D anharmonic oscillators $`V(r)=r^2/2+r^4/2`$ with $`n_r=0`$ and $`l=0,1,2,5,10,50`$, (ii) 3D ground state, or equivalently 1D first excited ( odd-parity) state, for anharmonic oscillators $`V(q)=q^2/2+\alpha q^4`$ over a wide range of anharmonicities ( i.e.; $`\alpha =0.002`$ to $`\alpha =20000`$), and (iii) 3D single-well anharmonic oscillator ground state, or equivalently 1D double-well anharmonic oscillator first excited state, for $`V(q)=aq^2/2+q^4/2`$ at various well depths ( i.e.; $`a=1,5,10,15,25,50,100`$). For the sake of comparison, we use results from exact numerical methods reported in , the best estimation of the phase-integral method (PIM) , an open perturbation technique , and a perturbative-variational method (PVM) . Section 4 is reserved for concluding remarks.
## 2 The Method
Our methodical proposal uses $`1/\overline{l}`$ as a perturbation expansion parameter, where $`\overline{l}=l\beta `$ and $`\beta `$ is a suitable shift mainly introduced to avoid the trivial case $`l=0`$. Hence, hereafter, it will be referred to as the pseudoperturbative ( artificial in nature) shifted-$`l`$ expansion technique (PSLET). Equation (2) thus becomes
$$\left\{\frac{1}{2}\frac{d^2}{dq^2}+\stackrel{~}{V}(q)\right\}\mathrm{\Psi }_{n_r,l}(q)=E_{n_r,l}\mathrm{\Psi }_{n_r,l}(q),$$
(3)
$$\stackrel{~}{V}(q)=\frac{\overline{l}^2+(2\beta +1)\overline{l}+\beta (\beta +1)}{2q^2}+\frac{\overline{l}^2}{Q}V(q).$$
(4)
Herein, it should be noted that Q is a constant that scales the potential $`V(q)`$ at large - $`l`$ limit and is set, for any specific choice of $`l`$ and $`n_r`$, equal to $`\overline{l}^2`$ at the end of the calculations . And, $`\beta `$ is to be determined in the sequel.
PSLET procedure begins with shifting the origin of the coordinate through
$$x=\overline{l}^{1/2}(qq_o)/q_o,$$
(5)
where $`q_o`$ is currently an arbitrary point to perform Taylor expansions about, with its particular value to be determined. Expansions about this point, $`x=0`$ (i.e. $`q=q_o`$), yield
$$\frac{1}{q^2}=\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\frac{(n+1)}{q_o^2}x^n\overline{l}^{n/2},$$
(6)
$$V(x(q))=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{d^nV(q_o)}{dq_o^n}\right)\frac{(q_ox)^n}{n!}\overline{l}^{n/2}.$$
(7)
Obviously, the expansions in (6) and (7) center the problem at an arbitrary point $`q_o`$ and the derivatives, in effect, contain information not only at $`q_o`$ but also at any point on $`q`$-axis, in accordance with Taylor’s theorem. Also it should be mentioned here that the scaled coordinate, equation (5), has no effect on the energy eigenvalues, which are coordinate - independent. It just facilitates the calculations of both the energy eigenvalues and eigenfunctions. It is also convenient to expand $`E`$ as
$$E_{n_r,l}=\underset{n=2}{\overset{\mathrm{}}{}}E_{n_r,l}^{(n)}\overline{l}^n.$$
(8)
Equation (3) thus becomes
$$\left[\frac{1}{2}\frac{d^2}{dx^2}+\frac{q_o^2}{\overline{l}}\stackrel{~}{V}(x(q))\right]\mathrm{\Psi }_{n_r,l}(x)=\frac{q_o^2}{\overline{l}}E_{n_r,l}\mathrm{\Psi }_{n_r,l}(x),$$
(9)
with
$`{\displaystyle \frac{q_o^2}{\overline{l}}}\stackrel{~}{V}(x(q))`$ $`=`$ $`q_o^2\overline{l}\left[{\displaystyle \frac{1}{2q_o^2}}+{\displaystyle \frac{V(q_o)}{Q}}\right]+\overline{l}^{1/2}\left[x+{\displaystyle \frac{V^{^{}}(q_o)q_o^3x}{Q}}\right]`$ (10)
$`+`$ $`\left[{\displaystyle \frac{3}{2}}x^2+{\displaystyle \frac{V^{^{\prime \prime }}(q_o)q_o^4x^2}{2Q}}\right]+(2\beta +1){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1)^n{\displaystyle \frac{(n+1)}{2}}x^n\overline{l}^{n/2}`$
$`+`$ $`q_o^2{\displaystyle \underset{n=3}{\overset{\mathrm{}}{}}}\left[(1)^n{\displaystyle \frac{(n+1)}{2q_o^2}}x^n+\left({\displaystyle \frac{d^nV(q_o)}{dq_o^n}}\right){\displaystyle \frac{(q_ox)^n}{n!Q}}\right]\overline{l}^{(n2)/2}`$
$`+`$ $`\beta (\beta +1){\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}(1)^n{\displaystyle \frac{(n+1)}{2}}x^n\overline{l}^{(n+2)/2}+{\displaystyle \frac{(2\beta +1)}{2}},`$
where the prime of $`V(q_o)`$ denotes derivative with respect to $`q_o`$. Equation (9) is exactly of the type of Schrödinger equation for one - dimensional anharmonic oscillator
$$\left[\frac{1}{2}\frac{d^2}{dx^2}+\frac{1}{2}w^2x^2+\epsilon _o+P(x)\right]X_{n_r}(x)=\lambda _{n_r}X_{n_r}(x),$$
(11)
where $`P(x)`$ is a perturbation - like term and $`\epsilon _o`$ is a constant. A simple comparison between Eqs.(9), (10) and (11) implies
$$\epsilon _o=\overline{l}\left[\frac{1}{2}+\frac{q_o^2V(q_o)}{Q}\right]+\frac{2\beta +1}{2}+\frac{\beta (\beta +1)}{2\overline{l}},$$
(12)
$`\lambda _{n_r}`$ $`=`$ $`\overline{l}\left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{q_o^2V(q_o)}{Q}}\right]+\left[{\displaystyle \frac{2\beta +1}{2}}+(n_r+{\displaystyle \frac{1}{2}})w\right]`$ (13)
$`+`$ $`{\displaystyle \frac{1}{\overline{l}}}\left[{\displaystyle \frac{\beta (\beta +1)}{2}}+\lambda _{n_r}^{(0)}\right]+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}\lambda _{n_r}^{(n1)}\overline{l}^n,`$
and
$$\lambda _{n_r}=q_o^2\underset{n=2}{\overset{\mathrm{}}{}}E_{n_r,l}^{(n)}\overline{l}^{(n+1)},$$
(14)
Equations (13) and (14) yield
$$E_{n_r,l}^{(2)}=\frac{1}{2q_o^2}+\frac{V(q_o)}{Q}$$
(15)
$$E_{n_r,l}^{(1)}=\frac{1}{q_o^2}\left[\frac{2\beta +1}{2}+(n_r+\frac{1}{2})w\right]$$
(16)
$$E_{n_r,l}^{(0)}=\frac{1}{q_o^2}\left[\frac{\beta (\beta +1)}{2}+\lambda _{n_r}^{(0)}\right]$$
(17)
$$E_{n_r,l}^{(n)}=\lambda _{n_r}^{(n)}/q_o^2;n1.$$
(18)
Here $`q_o`$ is chosen to minimize $`E_{n_r,l}^{(2)}`$, i. e.
$$\frac{dE_{n_r,l}^{(2)}}{dq_o}=0and\frac{d^2E_{n_r,l}^{(2)}}{dq_o^2}>0.$$
(19)
Hereby, $`V(q)`$ is assumed to be well behaved so that $`E^{(2)}`$ has a minimum $`q_o`$ and there are well - defined bound - states. Equation (19) in turn gives, with $`\overline{l}=\sqrt{Q}`$,
$$l\beta =\sqrt{q_o^3V^{^{}}(q_o)}.$$
(20)
Consequently, the second term in Eq.(10) vanishes and the first term adds a constant to the energy eigenvalues. It should be noted that energy term $`\overline{l}^2E_{n_r,l}^{(2)}`$ has its counterpart in classical mechanics. It corresponds roughly to the energy of a classical particle with angular momentum $`L_z`$=$`\overline{l}`$ executing circular motion of radius $`q_o`$ in the potential $`V(q_o)`$. This term thus identifies the leading - order approximation, to all eigenvalues, as a classical approximation and the higher - order corrections as quantum fluctuations around the minimum $`q_o`$, organized in inverse powers of $`\overline{l}`$. The next leading correction to the energy series, $`\overline{l}E_{n_r,l}^{(1)}`$, consists of a constant term and the exact eigenvalues of the unperturbed harmonic oscillator potential $`w^2x^2/2`$. The shifting parameter $`\beta `$ is determined by choosing $`\overline{l}E_{n_r,l}^{(1)}`$=0. This choice is physically motivated. It requires not only the agreements between PSLET eigenvalues and the exact known ones for the harmonic oscillator and Coulomb potentials but also between the eigenfunctions. Hence
$$\beta =\left[\frac{1}{2}+(n_r+\frac{1}{2})w\right],$$
(21)
where
$$w=\sqrt{3+\frac{q_oV^{^{\prime \prime }}(q_o)}{V^{^{}}(q_o)}}.$$
(22)
Then equation (10) reduces to
$$\frac{q_o^2}{\overline{l}}\stackrel{~}{V}(x(q))=q_o^2\overline{l}\left[\frac{1}{2q_o^2}+\frac{V(q_o)}{Q}\right]+\underset{n=0}{\overset{\mathrm{}}{}}v^{(n)}(x)\overline{l}^{n/2},$$
(23)
where
$$v^{(0)}(x)=\frac{1}{2}w^2x^2+\frac{2\beta +1}{2},$$
(24)
$$v^{(1)}(x)=(2\beta +1)x2x^3+\frac{q_o^5V^{^{\prime \prime \prime }}(q_o)}{6Q}x^3,$$
(25)
and for $`n2`$
$`v^{(n)}(x)`$ $`=`$ $`(1)^n(2\beta +1){\displaystyle \frac{(n+1)}{2}}x^n+(1)^n{\displaystyle \frac{\beta (\beta +1)}{2}}(n1)x^{(n2)}`$ (26)
$`+`$ $`\left[(1)^n{\displaystyle \frac{(n+3)}{2}}+{\displaystyle \frac{q_o^{(n+4)}}{Q(n+2)!}}{\displaystyle \frac{d^{n+2}V(q_o)}{dq_o^{n+2}}}\right]x^{n+2}.`$
Equation (9) thus becomes
$`\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dx^2}}+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}v^{(n)}\overline{l}^{n/2}\right]\mathrm{\Psi }_{n_r,l}(x)=`$
$`\left[{\displaystyle \frac{1}{\overline{l}}}\left({\displaystyle \frac{\beta (\beta +1)}{2}}+\lambda _{n_r}^{(0)}\right)+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}\lambda _{n_r}^{(n1)}\overline{l}^n\right]\mathrm{\Psi }_{n_r,l}(x).`$ (27)
Up to this point, one would conclude that the above procedure is nothing but an imitation of the eminent shifted large-N expansion (SLNT) \[12,14,16,20-22\]. However, because of the limited capability of SLNT in handling large-order corrections via the standard Rayleigh-Schrödinger perturbation theory, only low-order corrections have been reported, sacrificing in effect its preciseness. Therefore, one should seek for an alternative and proceed by setting the nodeless, $`n_r=0`$, wave functions as
$$\mathrm{\Psi }_{0,l}(x(q))=exp(U_{0,l}(x)).$$
(28)
In turn, equation (27) readily transforms into the following Riccati equation \[2,3, and references therein\]:
$`{\displaystyle \frac{1}{2}}[U^{^{\prime \prime }}(x)+U^{^{}}(x)U^{^{}}(x)]+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}v^{(n)}(x)\overline{l}^{n/2}`$ $`=`$ $`{\displaystyle \frac{1}{\overline{l}}}\left({\displaystyle \frac{\beta (\beta +1)}{2}}+\lambda _0^{(0)}\right)`$ (29)
$`+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}\lambda _0^{(n1)}\overline{l}^n.`$
Hereafter, we shall use $`U(x)`$ instead of $`U_{0,l}(x)`$ for simplicity, and the prime of $`U(x)`$ denotes derivative with respect to $`x`$. It is evident that this equation admits solution of the form
$$U^{^{}}(x)=\underset{n=0}{\overset{\mathrm{}}{}}U^{(n)}(x)\overline{l}^{n/2}+\underset{n=0}{\overset{\mathrm{}}{}}G^{(n)}(x)\overline{l}^{(n+1)/2},$$
(30)
where
$$U^{(n)}(x)=\underset{m=0}{\overset{n+1}{}}D_{m,n}x^{2m1};D_{0,n}=0,$$
(31)
$$G^{(n)}(x)=\underset{m=0}{\overset{n+1}{}}C_{m,n}x^{2m}.$$
(32)
Substituting equations (30) - (32) into equation (29) implies
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\left[U^{(n)^{^{}}}\overline{l}^{n/2}+G^{(n)^{^{}}}\overline{l}^{(n+1)/2}\right]`$ (33)
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}\left[U^{(n)}U^{(p)}\overline{l}^{(n+p)/2}+G^{(n)}G^{(p)}\overline{l}^{(n+p+2)/2}+2U^{(n)}G^{(p)}\overline{l}^{(n+p+1)/2}\right]`$
$`+`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}v^{(n)}\overline{l}^{n/2}={\displaystyle \frac{1}{\overline{l}}}\left({\displaystyle \frac{\beta (\beta +1)}{2}}+\lambda _0^{(0)}\right)+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}\lambda _0^{(n1)}\overline{l}^n,`$
where primes of $`U^{(n)}(x)`$ and $`G^{(n)}(x)`$ denote derivatives with respect to $`x`$. Equating the coefficients of the same powers of $`\overline{l}`$ and $`x`$, respectively, ( of course the other way around would work equally well) one obtains
$$\frac{1}{2}U^{(0)^{^{}}}\frac{1}{2}U^{(0)}U^{(0)}+v^{(0)}=0,$$
(34)
$$U^{(0)^{^{}}}(x)=D_{1,0};D_{1,0}=w,$$
(35)
and integration over $`x`$ yields
$$U^{(0)}(x)=wx.$$
(36)
Similarly,
$$\frac{1}{2}[U^{(1)^{^{}}}+G^{(0)^{^{}}}]U^{(0)}U^{(1)}U^{(0)}G^{(0)}+v^{(1)}=0,$$
(37)
$$U^{(1)}(x)=0,$$
(38)
$$G^{(0)}(x)=C_{0,0}+C_{1,0}x^2,$$
(39)
$$C_{1,0}=\frac{B_1}{w},$$
(40)
$$C_{0,0}=\frac{1}{w}(C_{1,0}+2\beta +1),$$
(41)
$$B_1=2+\frac{q_o^5}{6Q}\frac{d^3V(q_o)}{dq_o^3},$$
(42)
$`{\displaystyle \frac{1}{2}}[U^{(2)^{^{}}}+G^{(1)^{^{}}}]{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=0}{\overset{2}{}}}U^{(n)}U^{(2n)}{\displaystyle \frac{1}{2}}G^{(0)}G^{(0)}`$
$`{\displaystyle \underset{n=0}{\overset{1}{}}}U^{(n)}G^{(1n)}+v^{(2)}={\displaystyle \frac{\beta (\beta +1)}{2}}+\lambda _0^{(0)},`$ (43)
$$U^{(2)}(x)=D_{1,2}x+D_{2,2}x^3,$$
(44)
$$G^{(1)}(x)=0,$$
(45)
$$D_{2,2}=\frac{1}{w}(\frac{C_{1,0}^2}{2}B_2)$$
(46)
$$D_{1,2}=\frac{1}{w}(\frac{3}{2}D_{2,2}+C_{0,0}C_{1,0}\frac{3}{2}(2\beta +1)),$$
(47)
$$B_2=\frac{5}{2}+\frac{q_o^6}{24Q}\frac{d^4V(q_o)}{dq_o^4},$$
(48)
$$\lambda _0^{(0)}=\frac{1}{2}(D_{1,2}+C_{0,0}^2).$$
(49)
and so on. Thus, one can calculate the energy eigenvalue and the eigenfunctions from the knowledge of $`C_{m,n}`$ and $`D_{m,n}`$ in a hierarchical manner. Nevertheless, the procedure just described is suitable for systematic calculations using software packages (such as MATHEMATICA, MAPLE, or REDUCE) to determine the energy eigenvalue and eigenfunction corrections up to any order of the pseudoperturbation series.
Although the energy series, Eq.(8), could appear divergent, or, at best, asymptotic for small $`\overline{l}`$, one can still calculate the eigenenergies to a very good accuracy by forming the sophisticated \[N,M+1\] Pade’ approximation
$`P_N^{M+1}(1/\overline{l})=(P_0+P_1/\overline{l}+\mathrm{}+P_M/\overline{l}^M)/(1+q_1/\overline{l}+\mathrm{}+q_N/\overline{l}^N)`$
to the energy series . The energy series, Eq.(8), is calculated up to $`E_{0,l}^{(8)}/\overline{l}^8`$ by
$$E_{0,l}=\overline{l}^2E_{0,l}^{(2)}+E_{0,l}^{(0)}+\mathrm{}+E_{0,l}^{(8)}/\overline{l}^8+O(1/\overline{l}^9),$$
(50)
and with the $`P_4^5(1/\overline{l})`$ Pade’ approximant it becomes
$$E_{0,l}[4,5]=\overline{l}^2E_{0,l}^{(2)}+P_4^5(1/\overline{l}).$$
(51)
## 3 Quartic anharmonic interactions
Let us consider the phenomenologically useful and methodically challenging quartic anharmonic interactions
$$V(q)=\alpha _oq^2+\alpha q^4$$
(52)
of Hamiltonian (1). Equation (22) then reads
$$w=\sqrt{\frac{8\alpha _oq_o+24\alpha q_o^3}{2\alpha _oq_o+4\alpha q_o^3}},$$
(53)
and Eq.(20) yields
$$l+\frac{1}{2}\left(1+\sqrt{\frac{8\alpha _oq_o+24\alpha q_o^3}{2\alpha _oq_o+4\alpha q_o^3}}\right)=q_o^2\sqrt{2\alpha _o+4\alpha q_o^2}.$$
(54)
In the absence of a closed form solution for $`q_o`$ in (54), one should appeal to some software packages ( MAPLE is used here) to resolve this issue. Of course there is always more than one root for (54). However, the symmetry of the problem in hand along with Eq.(19) would single out one eligible root $`q_o`$ as a minimum of $`E^{(2)}`$. Once $`q_o`$ is determined the coefficients $`C_{m,n}`$ and $`D_{m,n}`$ are obtained in a sequential manner. Consequently, the eigenvalues, Eq.(50), and eigenfunctions, Eqs.(30)-(32), are calculated in the same batch for each value of $`\alpha _o`$, $`\alpha `$, and $`l`$.
Our results ( tables 1-3) are obtained from the first eleven terms of our energy series (50). Also, the effect of the Padé approximant on the leading term $`\overline{l}^2E^{(2)}`$ is reported as E. In table 1 we list our results along with the exact numerical ones and the (best estimated) eigenvalues obtained from the fifth-order phase-integral method (PIM) reported by Lakshmanen et al. . Obviously, our results compare excellently with the exact numerical ones and surpass those from PIM. Whilst the Padé approximant had no dramatic effect on the energy eigenvalues for $`l=0`$, it had no effect on the energy eigenvalues for $`l1`$. A common feature between PSLET and PIM is well pronounced here; the precession of both methods increases as $`l`$ increases.
Again we proceed with the theoretical laboratory (52) and examine the validity of PSLET over a wide range of anharmonicities for $`V(q)=q^2/2+\alpha q^4`$. In table 2 we list our results for the three-dimensional (3D) ground states energies, or equivalently for the one-dimensional (1D) first excited state energies. The results of Bessis and Bessis , via an open perturbation recipe, and the exact ones , using Bargman representation, are also displayed. Clearly and satisfactorily, the trend of the exact values of the energies is reproduced.
Finally, we consider the ground state energies of the 3D single-well, or equivalently the first excited state energies of the 1D double-well, potentials $`V(q)=aq^2/2+q^4/2`$. We compare our results ( table 3) with those obtained by Saavedra and Buendia via a perturbative-variational method (PVM). They are in excellent agreement not only with the PVM but also with the hypervirial perturbation method , especially for deep wells.
## 4 Concluding remarks
The method (PSLET) just described is conceptually sound. It avoids troublesome questions such as those pertaining to the nature of small-parameter expansions, the trend of convergence to the exact numerical values, the utility in calculating the eigenvalues and eigenfunctions (in one batch) to sufficiently heigher-orders, and the applicability to a wide rang of potentials. Provided that the latter is analytic and give rise to one minimum of $`E^{(2)}`$ and an infinite number of bound states.
On the computational and practical methodology sides, PSLET comes in quite handy and very accurate numerical results are obtained. Nevertheless, if greater accuracy is in demand, another suitable criterion for choosing the value of the shift $`\beta `$, reported in , is also feasible. However, one would always be interested, for practical exploratory purposes, in the conventional wisdom of perturbation prescriptions that only a few terms of a ”most useful” perturbation series reveal the important features of the solution before a state of exhaustion is reached. Our method indeed belongs to this category where the results of the illustrative challenging examples used bear this out.
On the other hand, asymptotic wavefunctions emerge in our procedure from the knowledge of $`C_{m,n}`$ and $`D_{m,n}`$ to study, for example, electronic transitions and multiphoton emission occurring in atomic systems. Such studies already lie beyond the scope of our present methodical proposal. |
warning/0001/nucl-th0001018.html | ar5iv | text | # Shell-model calculations of stellar weak interaction rates: II. Weak rates for nuclei in the mass range 𝐴=45-65 in supernovae environment
## I Introduction
Astrophysical environments can reach very high densities and temperatures. Under these conditions (temperatures $`T`$ larger than a few $`10^9`$ K), reactions mediated by the strong and electromagnetic force are in chemical equilibrium and the matter composition is given by nuclear statistical equilibrium , i.e. it is determined mainly due to the nuclear binding energies subject to the constraint that the total number of protons in the composition balances the number of electrons present in the environment. Introducing the electron-to-baryon ratio $`Y_e`$ (units of mol/g), this constraint can be formulated as
$$\underset{k}{}\frac{Z_k}{A_k}X_k=Y_e;\underset{k}{}X_k=1$$
(1)
where the sum is over all nuclear species present and $`Z_k`$, $`A_k`$, and $`X_k`$ are the proton number, mass number and mass fraction of species $`k`$, respectively. Importantly, in these astrophysical environments the relevant density and time scales are often such that the neutrinos are radiated away, so that reactions mediated by the weak interaction are not in equilibrium. Thus, weak interaction rates play a decisive role in these environments changing $`Y_e`$ and hence the composition of the matter.
Among these astrophysical environments are the two major contributors to the element production in the universe: supernovae of type Ia and type II (e.g. ). A type Ia supernova is usually associated with a thermonuclear explosion on an accreting white dwarf. Hydrogen mass flow from the companion star in the binary system at rather high rates leads to steady hydrogen and helium burning on the surface, increasing the carbon and oxygen mass of the white dwarf. Finally carbon is ignited in the center of the star leading to a thermonuclear runaway. A burning front then moves outwards through the star at subsonic speed, finally leading to a detonation which explodes the star. Several issues (including the masses of the stars in the binary, the mass accretion history and composition, the matter transport during the explosion, the speed of the burning front) are currently still under debate (e.g. ). It appears, however, established that electron capture will occur in the burning front driving the matter to larger neutron excess. As the observed iron in the universe is made roughly in equal amounts by type Ia and type II supernovae, type Ia supernovae should produce the relative abundances within isotope chains in the iron mass region in agreement within a factor of 2 with the observed solar abundances . Provided the electron capture rates are sufficiently well known (matter is in nuclear statistical equilibrium inside a type Ia supernova), this requirement allows to put severe constraints on type Ia supernova models .
A type II supernova is related to the core collapse of a massive star. Here the core of a massive star becomes dynamically unstable when it exhausts its nuclear fuel. If the core mass exceeds the appropriate Chandrasekhar mass, electron degeneracy pressure cannot longer stabilize its center and it collapses. In the initial stage of the collapse, electrons are captured by nuclei in the nickel mass range, thus reducing $`Y_e`$. Associated is a decrease in degeneracy pressure and energy, as the neutrinos can still leave the star; both effects accelerate the collapse. With decreasing $`Y_e`$, i.e. with increasing neutron excess of the nuclei present, $`\beta `$ decay becomes more important and can compete with electron capture.
Under the stellar conditions discussed above, the weak interaction rates are dominated by Gamow-Teller (GT) and, if applicable, by Fermi transitions. Bethe et al. recognized the importance of the collective GT resonance for stellar electron capture. Shortly after, Fuller, Fowler and Newman (usually abbreviated as FFN ) estimated the stellar electron capture and beta-decay rates systematically for nuclei in the mass range $`A=4560`$ considering two distinct contributions. At first, these authors estimated the GT contributions to the rates by a parametrization based on the independent particle model. The rate estimate has then been completed by including Fermi transitions and by experimental data for discrete transitions, whenever available. Unmeasured allowed GT transitions have been assigned an empirical value ($`\mathrm{log}ft=5`$). One of the important ideas in the seminal work by FFN was to recognize the role played by the GT resonance in $`\beta ^{}`$ decay via the GT back resonance in the parent nucleus (the GT back resonance are the states reached by the strong GT transitions in the inverse process (electron capture) built on the ground and excited states, see ) allowing for a transition with a large nuclear matrix element and increased phase space. Until now the FFN weak interaction rates are key ingredients in supernova simulations.
The general formalism to calculate weak interaction rates for stellar environment has been already given by Fuller et al. . What had not been possible at the time when FFN did their pioneering work was to solve the associated nuclear structure problem with the necessary accuracy and predictive power. Several years ago, Aufderheide, Mathews and collaborators pointed out that the interacting shell model is the method of choice for this job. In fact, using the newly developed shell model Monte Carlo techniques electron capture rates for selected nuclei have been derived , but it became apparent that shell model diagonalization calculations are preferable as they allow for detailed spectroscopy and do not have restrictions in their applicability to odd-odd and odd-$`A`$ nuclei as the shell model Monte Carlo method has at low temperatures . Before calculating weak interaction rates for a large set of nuclei in the $`A=45`$-65 mass region, it had to be proven that state-of-the-art shell model diagonalization is indeed capable of reliably solving the required nuclear structure problems. This proof has been given in Ref. . This paper reported about large-scale shell model calculations covering the relevant mass range. The studies were performed at a truncation level in the $`pf`$ shell at which the GT strength distributions are virtually converged. As residual interaction a slightly modified version of the wellknown KB3 interaction has been used; the slight modifications correct for the small overbinding at the $`N=28`$ shell closure encountered with the original KB3 force . In general, it has been demonstrated that the shell model reproduces all measured $`GT_+`$ distributions very well and gives a very reasonable account of the experimentally known $`GT_{}`$ distributions. Further, the lifetimes of the nuclei and the spectroscopy at low energies is simultaneously also described well. Ref. has therefore shown that modern shell model approaches have the necessary predictive power to reliably estimate stellar weak interaction rates.
In this paper we will use the shell model approach of and derive the weak interaction rates for more than 100 nuclei in the mass range $`A=45`$-65 at a temperature and density regime relevant for supernova applications. Our paper is organized as follows. In section 2 we will repeat the derivation of the necessary formalism for the weak rates. The results are presented and explored in section 3. In this section we will also compare them to the pioneering work of FFN. In this comparison we will find systematic differences. The origin for these differences will be explored and discussed in section 4.
## II Stellar weak interaction rates formalism
The definition of the stellar electron and positron capture and $`\beta `$-decay rates has been derived by Fuller, Fowler and Newman . We will here repeat the formulae and ideas which will allow us to explain our strategy and procedure to calculate these rates and to point out differences with previous compilations.
### A General formalism
We computed rates for four processes mediated by the charged weak interaction:
1. Electron capture (ec),
$$(Z,A)+e^{}(Z1,A)+\nu .$$
(3)
2. $`\beta ^+`$ decay ($`\beta ^+`$),
$$(Z,A)(Z1,A)+e^++\nu .$$
(4)
3. Positron capture (pc),
$$(Z,A)+e^+(Z+1,A)+\overline{\nu }.$$
(5)
4. $`\beta ^{}`$ decay ($`\beta ^{}`$),
$$(Z,A)(Z+1,A)+e^{}+\overline{\nu }.$$
(6)
The rate for these weak processes is given by
$$\lambda ^\alpha =\frac{\mathrm{ln}2}{K}\underset{i}{}\frac{(2J_i+1)e^{E_i/(kT)}}{G(Z,A,T)}\underset{j}{}B_{ij}\mathrm{\Phi }_{ij}^\alpha ,$$
(7)
where the sums in $`i`$ and $`j`$ run over states in the parent and daugther nuclei respectively and the superscript $`\alpha `$ stands for ec, $`\beta ^+`$, pc or $`\beta ^{}`$. The constant $`K`$ is defined as
$$K=\frac{2\pi ^3(\mathrm{ln}2)\mathrm{}^7}{G_F^2V_{ud}^2g_V^2m_e^5c^4},$$
(8)
where $`G_F`$ is the Fermi coupling constant, $`V_{ud}`$ is the up-down element in the Cabibbo-Kobayashi-Maskawa quark-mixing matrix and $`g_V=1`$ is the weak vector coupling constant. $`K`$ can be determined from superallowed Fermi transitions and we used $`K=6146\pm 6`$ s . $`G(Z,A,T)=_i\mathrm{exp}(E_i/(kT))`$ is the partition function of the parent nucleus. $`B_{ij}`$ is the reduced transition probability of the nuclear transition. We will only consider Fermi and GT contributions which, however, has been shown to be quite sufficient:
$$B_{ij}=B_{ij}(F)+B_{ij}(GT).$$
(9)
The GT matrix is given by:
$$B_{ij}(GT)=\left(\frac{g_A}{g_V}\right)_{\text{eff}}^2\frac{j_k𝝈^k𝒕_\pm ^ki^2}{2J_i+1},$$
(10)
where the matrix element is reduced with respect to the spin operator $`𝝈`$ only (Racah convention ) and the sum runs over all nucleons. For the isospin rising and lowering operators, $`𝒕_\pm =(𝝉_x\pm i𝝉_y)/2`$, we use the convention $`𝒕_+p=n`$; thus, ‘$`+`$’ refers to electron capture and $`\beta ^+`$ transitions and ‘$``$’ to positron capture and $`\beta ^{}`$ transitions. Finally, $`(g_A/g_V)_{\text{eff}}`$ is the effective ratio of axial and vector coupling constants that takes into account the observed quenching of the GT strength . We use
$$\left(\frac{g_A}{g_V}\right)_{\text{eff}}=0.74\left(\frac{g_A}{g_V}\right)_{\text{bare}},$$
(11)
with $`(g_A/g_V)_{\text{bare}}=1.2599(25)`$ . If the parent nucleus (with isospin $`T`$) has a neutron excess, then the GT<sub>-</sub> operator can connect to states with isospin $`T1`$, $`T`$, $`T+1`$ in the daughter, while GT<sub>+</sub> can only reach states with $`T+1`$. This isospin selection is one reason why the GT<sub>+</sub> strength is more concentrated in the daughter nucleus (usually within a few MeV around the centroid of the GT resonance), while the GT<sub>-</sub> is spread over 10-15 MeV in the daughter nucleus and is significantly more structured.
The Fermi matrix element is given by:
$$B_{ij}(F)=\frac{j_k𝒕_\pm ^ki^2}{2J_i+1}.$$
(12)
In our calculations isospin is a good quantum number and the Fermi transition strength is concentrated in the isobaric analog state (IAS) of the parent state. Equation (12) reduces to,
$$B_{ij}(F)=T(T+1)T_{z_i}T_{z_j},$$
(13)
where $`j`$ denotes the IAS of the state $`i`$. We neglect the reduction in the overlap between nuclear wave functions due to isospin mixing which is estimated to be small ($`0.5`$).
The last factor in equation (7), $`\mathrm{\Phi }_{ij}^\alpha `$, is the phase space integral given by
$`\mathrm{\Phi }_{ij}^{ec}={\displaystyle _{w_l}^{\mathrm{}}}w`$ $`p`$ $`(Q_{ij}+w)^2F(Z,w)`$ (16)
$`S_e(w)(1S_\nu (Q_{ij}+w))dw,`$
$`\mathrm{\Phi }_{ij}^{\beta ^+}={\displaystyle _1^{Q_{ij}}}w`$ $`p`$ $`(Q_{ij}w)^2F(Z+1,w)`$ (18)
$`(1S_p(w))(1S_\nu (Q_{ij}w))dw,`$
$`\mathrm{\Phi }_{ij}^\beta ^{}={\displaystyle _1^{Q_{ij}}}w`$ $`p`$ $`(Q_{ij}w)^2F(Z+1,w)`$ (20)
$`(1S_e(w))(1S_\nu (Q_{ij}w))dw,`$
$`\mathrm{\Phi }_{ij}^{pc}={\displaystyle _{w_l}^{\mathrm{}}}w`$ $`p`$ $`(Q_{ij}+w)^2F(Z,w)`$ (22)
$`S_p(w)(1S_\nu (Q_{ij}+w))dw,`$
where $`w`$ is the total, rest mass and kinetic, energy of the electron or positron in units of $`m_ec^2`$, and $`p=\sqrt{w^21}`$ is the momentum in units of $`m_ec`$. We have introduced the total energy available in $`\beta `$-decay, $`Q_{ij}`$, in units of $`m_ec^2`$
$$Q_{ij}=\frac{1}{m_ec^2}(M_pM_d+E_iE_j),$$
(23)
where $`M_p,M_d`$ are the nuclear masses of the parent and daughter nucleus, respectively, while $`E_i,E_j`$ are the excitation energies of the initial and final states. We have calculated the nuclear masses from the tabulated atomic masses neglecting atomic binging energies. $`w_l`$ is the capture threshold total energy, rest plus kinetic, in units of $`m_ec^2`$ for positron (or electron) capture. Depending on the value of $`Q_{ij}`$ in the corresponding electron (or positron) emission one has $`w_l=1`$ if $`Q_{ij}>1`$, or $`w_l=|Q_{ij}|`$ if $`Q_{ij}<1`$. $`S_e,S_p,`$ and $`S_\nu `$ are the positron, electron, and neutrino (or antineutrino) distribution functions, respectively. For the stellar conditions we are interested in, electrons and positrons are well described by Fermi-Dirac distributions, with temperature $`T`$ and chemical potential $`\mu `$. For electrons,
$$S_e=\frac{1}{\mathrm{exp}\left(\frac{E_e\mu _e}{kT}\right)+1},$$
(24)
with $`E_e=wm_ec^2`$. The positron distribution is defined similarly with $`\mu _p=\mu _e`$. The chemical potential, $`\mu _e`$, is determined from the density inverting the relation
$$\rho Y_e=\frac{1}{\pi ^2N_A}\left(\frac{m_ec}{\mathrm{}}\right)^3_0^{\mathrm{}}(S_eS_p)p^2𝑑p,$$
(25)
where $`N_A`$ is Avagadro’s number. Note that the density of electron-positron pairs has been removed in (25) by forming the difference $`S_eS_p`$.
In supernovae weak interactions with nuclei with mass numbers $`A=45`$-65 occur at such densities that the neutrinos can leave the star unhindered. Thus, there is no neutrino blocking of the phase space, i.e. $`S_\nu =0`$.
The remaining factor appearing in the phase space integrals is the Fermi function, $`F(Z,w)`$, that corrects the phase space integral for the Coulomb distortion of the electron or positron wave function near the nucleus. It can be approximated by
$$F(Z,w)=2(1+\gamma )(2pR)^{2(1\gamma )}\frac{|\mathrm{\Gamma }(\gamma +iy)|^2}{|\mathrm{\Gamma }(2\gamma +1)|^2}e^{\pi y},$$
(26)
where $`\gamma =\sqrt{1(\alpha Z)^2}`$, $`y=\alpha Zw/p`$, $`\alpha `$ is the fine structure constant, and $`R`$ is the nuclear radius.
Finally, the calculation of the rates reduces to the evaluation of the nuclear transition matrix elements for the GT operator. The problem obviously lies in the fact that many states (can) contribute to the two sums over $`i,j`$. At first, the finite temperature allows the thermal population of excited states in the parent. Each of these states is then connected to many levels in the daughter nucleus by the GT operators. A state-by-state evaluation of both sums is still beyond present-day computer abilities. Before we summarize our strategy to approximate the sums we recall that previous compilations of the stellar weak rates employed the so-called Brink hypothesis (e.g. ): Let $`S_0(E)`$ be the GT distribution in the daughter nucleus build on the ground state, then it is assumed that the distribution $`S_i(E)`$ build on the excited state in the parent at excitation energy $`E_i`$ is the same as $`S_0`$, but shifted in energy by $`E_i`$, i.e. $`S_0(E)=S_i(E+E_i)`$. This hypothesis has been tested in various shell model calculations and is found to be valid for the gross structure of the GT distribution. However, it can be badly violated for specific transitions as they occur at low excitation energies (and are important for nuclear lifetimes). This tells us that Brink’s hypothesis should not be employed if specific low-lying transitions (which usually exhaust a very small fraction of the total GT strength) dominate the rates or are important. Such situations may occur at low temperatures and densities. When the temperatures and densities are higher so that many states (a few tens or more) contribute, variations in low-lying transition strengths tend to cancel and Brink’s hypothesis becomes a valid approximation. We will demonstrate this in detail later in this paper.
### B Evaluation of the rates and checks
Our strategy to calculate the weak rates (II A) is best explained by considering a pair of nuclei $`(Z,A)`$ and $`(Z+1,A)`$ connected by the weak processes under discussion here. We have then calculated the GT<sub>+</sub> distributions for all individual levels in the nucleus $`(Z+1,A)`$ at modest excitation energies and the GT<sub>-</sub> strength distributions for the low-lying levels in the nucleus $`(Z,A)`$. Whenever experimental information about excitation energies or GT transition strengths is available, the shell model results have been replaced by data. Otherwise the shell model predictions are used. The quality of these calculations is demonstrated in where calculated spectra and lifetimes are compared to data. For even-even parents we considered explicitly the lowest $`0^+`$, $`4^+`$ and the two lowest $`2^+`$ levels which describe the spectrum typically upto excitation energies of 2 MeV. Depending on the level spectrum, we adopted between 4 and 12 individual states for odd-$`A`$ and odd-odd parent nuclei including at least the shell model spectrum at excitation energies below 1 MeV explicitly. As our shell model GT distributions have been calculated with 33 Lanczos iterations (see ), a state in the parent nucleus is connected to 33 ( for angular momenta $`J=0`$) til 99 (for angular momenta $`J1`$) states in the daughter nucleus by the GT<sub>+</sub> operator, while this magnifold is tripled for the GT<sub>-</sub> operator due to the different isospin final states. (However, the T+1 component does not play a role in calculating the rates under the temperature/density conditions we are concerned with and is often omitted.)
While the explicit consideration of the low-lying states guarantees a reliable description of the rates at low temperatures/densities, where individual transitions are often decisive, states at higher excitation energies become increasingly important at the higher temperature and density regimes under consideration here. This is particularly true for the $`\beta ^{}`$ decay rates which is often dominated by the back-resonances under these conditions . We have therefore supplemented the contribution of the low-lyin states by the back-resonance contributions which can be derived from the low-lying contributions in the inverse process, i.e. the states populated by electron capture on ($`\beta ^{}`$ decay of) low-lying states became the back-resonances in the $`\beta ^{}`$-decay (electron capture). The back-resonance contribution defined this way does not exhaust the total GT strength built on this excited state. In particular, the capture of high energy electrons in the back-resonance states will lead to states in the daughter which are not included in our model. To correct for these missing transitions we have employed the Brink hypothesis, i.e. we calculate the total GT strength and the centroid $`E_c`$ for the parent ground state and place the strength of the back-resonance state at an energy $`E_i+E_c`$, where $`E_i`$ is the energy of the back-resonance state in the parent.
Fig. 1 illustrates the various contributions to the two sums in the rate formulae. In evaluating these sums we typically consider several hundred states in both the parent and the daughter nucleus. The partition function is consistently derived from the same parent states. We do not introduce a cut-off of levels at the particle separation thresholds .
To demonstrate the convergence of our rates we will explicitly discuss the pair of nuclei <sup>63</sup>Co and <sup>63</sup>Ni. Due to Ref. , <sup>63</sup>Co is among the most important $`\beta `$-decaying nuclei in a presupernova collapse at densities around $`10^8`$ g/cm<sup>3</sup>, while electron capture on <sup>63</sup>Ni plays a moderate role at the same astrophysical conditions. The $`Q_\beta `$ value for this pair of nuclei is 3.672(20) MeV. Thus under laboratory conditions <sup>63</sup>Co $`\beta `$-decays to <sup>63</sup>Ni, leading dominantly to the excited $`5/2`$ state at 87 keV with an $`\mathrm{log}ft`$ value of 4.8(1). Our shell model calculation agrees with the data.
Our calculation of the stellar electron capture (and $`\beta ^+`$ decay) rate explicitly considers the two lowest $`1/2^{}`$ and $`3/2^{}`$ states and the lowest $`5/2^{}`$ state in <sup>63</sup>Ni, which comprises the experimentally known spectrum upto an excitation energy of 1 MeV. Furthermore we include the back-resonances from the inverse reaction which introduces a total of 6 states in the excitation energy interval between 1 and 2 MeV, while experimentally 8 states are known in this energy regime. Between 2 and 5 MeV, we include 16 more states which, however, are probably not fully converged within our Lanczos procedure and thus represent ‘averaged GT states’ rather than physical states.
Table I demonstrates the convergence of the stellar <sup>63</sup>Ni electron capture rate with the number of initial states. We have calculated the rates for various densities between $`\rho Y_e=10^7`$ and $`10^{10}`$ mol/cm<sup>3</sup>. The temperatures have been chosen from the FFN temperature/density grid to be the closest to the expected stellar trajectory in a supernova collapse . The calculations have been performed considering only the ground state, the lowest 2 and 3 states, all 5 states for which shell model $`GT_+`$ distributions have been explicitly calculated and finally for our full procedure including individual states and back-resonances.
The calculation performed by restricting the sum over initial states to only the ground state resembles the application of ‘Brink’s shift hypothesis’, as with this assumption the nuclear matrix elements and the phase space factors loose their dependence on the parent state and the sum over initial states cancels the partition function . (We point out that this calculation is, however, not the same as those in Refs. as we adopt the shell model GT<sub>+</sub> strength distribution, while the other authors had used an empirical parametrization of the GT strength (see below).) As expected, the application of the Brink hypothesis is not a good approximation at low temperatures and densities where the rate is sensitive to low-lying transitions which can vary strongly between various initial states. The assumption becomes, however, quite acceptable at higher densities where enough high-energy electrons are available to effectively reach the centroid of the GT distribution in the daughter. As stated above, Brink’s shift hypothesis works well if centroids are compared. To demonstrate this quantitatively we have calculated the GT centroids $`(E_{GT}`$) for the 5 initial states. A measure for the validity of the Brink hypothesis is then given by the difference $`E_{GT}E_x`$, where $`E_x`$ is the shell model excitation energy of the initial state. If measured relative to the <sup>63</sup>Ni ground state, this difference is 13.7 MeV for the ground state, while we find 13.7 MeV ($`5/2^{}`$), 13.7 MeV ($`3/2^{}`$), 13.9 MeV (excited $`3/2^{}`$) and 14.1 MeV (excited $`1/2^{}`$) for the other states.
In Table I we also observe that, even at low densities, a convergence is rather fast achieved if the rate comprises a thermal average over a few states.
The <sup>63</sup>Co $`\beta `$-decay rate has been calculated by explicitly considering the GT<sub>-</sub> distributions for the lowest $`7/2^{}`$ (ground state), $`3/2^{}`$ (at 0.995 MeV), $`5/2^{}`$ (at 1.437 MeV) and $`1/2^{}`$ (at 1.889 MeV) states. Only the $`1/2^{}`$ state has a definitive spin assignment, the spin for the other states has been assigned based on our calculations. These contributions are then supplemented by the back-resonances obtained from the GT<sub>+</sub> distributions of the inverse reaction. These include another 4 states in the excitation energy interval between 1 and 2 MeV and 18 (average) states between 2 and 5 MeV. Due to their construction, the back-resonances have only transitions to the 5 lowest levels in <sup>63</sup>Ni. The missing decay channels of these states are, however, significantly suppressed due to the strong $`Q_\beta `$ dependence.
In Table II we study the convergence of the <sup>63</sup>Co $`\beta ^{}`$ decay rate. The full rate is compared to rates in which the contributions from the 4 individual levels are kept, but the back-resonance contributions are cut at 5 MeV and 3 MeV in the parent nucleus. Additionally we have calculated the rates only from the GT<sub>-</sub> distributions of the lowest 4, 2, and 1 states, totally neglecting the back-resonances.
We find that at low temperature/densities the rate can be calculated solely from the individual levels in a good approximation; even the decay rate determined from the ground state alone is already a fair approximation. At moderate and higher densities the back-resonances become increasingly more important. This is easily understood by the fact that at these high densities the Fermi energy of the electrons gets so high that decays from low-lying states are effectively blocked. Correspondingly the $`\beta `$ decay rates decrease with increasing density. But we also note from Table II that the rate still converges rather rapidly and that considering the back-resonances upto 5 MeV excitation energy gives a sufficient approximation.
We mention that, due to , at high densities nuclei in the supernova environment are expected to be more neutron-rich than <sup>63</sup>Co. Thus the relevant $`Q_\beta `$ values for $`\beta `$ decay increase making the final-state blocking by electrons less effective and reducing the importance of back-resonant states relative to the low-lying individual states which we have considered.
## III Stellar weak rates
We have calculated the stellar weak interaction rates (electron and positron capture, $`\beta ^{}`$ and $`\beta ^+`$ decay) for more than 100 nuclei in the mass range $`A=45`$-65. The rates have been calculated for the same temperature and density grid as the standard FFN compilations . An electronic table of our rates is available from the present authors upon request. We have also prepared a table in which the electron capture rates are presented in terms of the ‘effective rates’ introduced and defined by Fuller et al. which allow a more reliable interpolation.
Examples of our rates are shown in figures 2 and 3 using the pairs of nuclei (<sup>63</sup>Co, <sup>63</sup>Ni) and (<sup>56</sup>Fe,<sup>56</sup>Co) as typical examples. The latter pair includes an even-even and odd-odd nucleus. The $`Q_\beta `$ value for these nuclei is negative and in the laboratory <sup>56</sup>Co decays to <sup>56</sup>Fe by electron capture. To calculate the electron capture rate we have considered the 5 states in <sup>56</sup>Co below 1 MeV excitation energy and the lowest $`1^+`$ state (at 1.72 MeV) explicitly, supplemented by the back-resonances. The <sup>56</sup>Fe $`\beta `$ decay rate can be calculated from the back-resonances due to the negative $`Q`$ value.
The electron capture rates on both nuclei <sup>63</sup>Ni and <sup>56</sup>Co increase with temperature and density. Due to the negative $`Q_\beta `$ value, electron capture is possible from all states in <sup>56</sup>Co and thus the increase with temperature is rather mild. However, in the case of <sup>63</sup>Ni electron capture is quite sensitive to temperature (at low densities), as it has to overcome a threshold of nearly 4 MeV which at the low densities ($`\rho Y_e=10^7`$ and $`10^{10}`$ g/cm<sup>3</sup>) is mainly achieved by thermal population of excited states in the parent nucleus, as the Fermi energies of the electrons (1.2 MeV and 2.4 MeV, respectively for $`T_9=1`$) is still noticeably smaller than the $`Q_\beta `$ value of 3.67 MeV. However, at the higher densities electrons with energies above $`Q_\beta `$ are sufficiently available to allow for efficient capture. In this case, the rate becomes only slightly dependent on temperature.
The <sup>56</sup>Fe $`\beta `$-decay rate shows a very steep temperature dependence and decreases with density. Both effects are readily explained. Due to the threshold of about 4.5 MeV, $`\beta `$ decay is only possible from moderately excited states which have to be populated thermally leading to the strong temperature dependence. As the electron Fermi energy increases with density, an increasingly larger part of the phase space gets Pauli-blocked. Consequently the $`\beta `$-decay rate decreases with increasing density. Note that the centroid of the GT<sub>+</sub> strength distributions of the <sup>56</sup>Co ground state is at an excitation energy of around 8 MeV in <sup>56</sup>Fe. Thus at densities larger than $`\rho Y_e=10^9`$ mol/cm<sup>3</sup> (corresponding to an electron Fermi energy of about 5 MeV for $`T_9=5`$), the strong transitions associated with the centroid of the back-resonances are getting Pauli-blocked explaining the larger decrease with density even at high temperatures.
<sup>63</sup>Co can $`\beta `$ decay from all states and indeed already the ground state has a strong GT transition to the excited state in <sup>63</sup>Ni at 87 keV. Furthermore, the first excited state is at nearly 1 MeV excitation energy. Consequently, the <sup>63</sup>Co $`\beta `$-decay rate shows only a mild temperature dependence at low densities. Pauli-blocking by the electrons in the final state becomes, however, important at higher densities introducing effectively a threshold for the $`\beta `$ decay which has to be overcome by thermal population of excited states in the parent. As a result, the rate develops an increasing sensitivity to temperature. The centroid of the GT<sub>+</sub> strength distribution of the <sup>63</sup>Ni ground state is at an excitation energy of around 2.5 MeV in <sup>63</sup>Co. Consequently Pauli blocking by electrons becomes increasingly important for densities above $`10^9`$ g/cm<sup>3</sup>.
The positron distribution does not play a role for the $`\beta ^+`$ decay rate, which is virtually independent on density for both nuclei <sup>63</sup>Ni and <sup>56</sup>Co (this is already apparent from the FFN rates ). The <sup>56</sup>Co $`\beta ^+`$ rate depends only mildly on temperature. This is different for <sup>63</sup>Ni where a threshold has to be overcome by thermal population in the parent. For both nuclei the $`\beta ^+`$ decay rate is noticeably smaller than the electron capture rate which generally dominates the weak rates for charge-decreasing nuclear transitions under supernova conditions.
The positron capture rate decreases with density, but increases with temperature. Both dependencies are caused by the positron distribution where an increasing number of high-energy positrons gets available by raising the temperature or lowering the density. The latter is caused by the fact that the degeneracy parameter $`\mu /kT`$ is negative for positrons. Due to its threshold for positron capture, the rate on <sup>56</sup>Fe shows the steeper temperature dependence. Again, the positron capture rates are usually smaller than the competing $`\beta ^{}`$ rates under supernova conditions for the nuclei of interest here.
The most interesting question clearly is: How do the shell model rates compare to the FFN rates?
To answer this question, we have calculated the ratio $`\lambda _{\text{FFN}}/\lambda _{\text{SM}}`$, where $`\lambda _{\text{FFN}}`$ and $`\lambda _{\text{SM}}`$ are the FFN and shell model rates, respectively. The FFN rates are taken from the electronic file available at . For the comparison we choose 4 different temperature and density grid points $`(T_9,\mathrm{log}(\rho Y_e)`$): (3,7), (5,8), (5,9) and (10,10). Ratios for the two important weak processes, electron capture and $`\beta ^{}`$ decay, are plotted in figures 4 and 5 for 4 different chains of isotones equally spanning the mass range between $`A=50`$-60.
To understand the differences observed in figures 4 and 5 we have to recall how the FFN rates have been derived. At first, these authors considered experimental data for discrete transitions, whenever available (like we do in the present shell model rates). The main contribution to the FFN rates usually comes from the so-called GT resonance which they parametrized on the basis of the independent particle model and which represents the total GT strength by a single state. Here it is not so important that the authors did not explicitly consider the quenching of the GT strength with respect to the independent particle model<sup>*</sup><sup>*</sup>*The quenching in the GT<sub>+</sub> strength had not been established at the time FFN calculated the rates. In later discussions these authors point to this effect and showed a way how to incorporate quenching effectively into the rates.. More relevant is where FFN placed the GT resonance. Here we will concentrate on the electron capture. The differences in the $`\beta ^{}`$ decay rates follow then from a discussion of the back-resonance contributions.
FFN estimated the GT resonance energy $`E_{GTR}`$ from 3 distinct contributions:
$$E_{GTR}=\mathrm{\Delta }E_{sp}+\mathrm{\Delta }E_{ph}+\mathrm{\Delta }E_{pair}.$$
(27)
The single particle term is calculated as follows. Starting with the independent particle model wave functions for the ground states of the parent and daughter nucleus, protons are acted on with the GT<sub>+</sub> operator leading to final neutron states, which, within the independent particle model, correspond to 1p-1h excitations of the ground state (or is the ground state). The corresponding excitation energy is readily calculated, where FFN used the single particle energies of Seeger . If the GT<sub>+</sub> operation can lead to several different final states the excitation energy of the resonance is computed taking the weighted average of the different transitions. $`\mathrm{\Delta }E_{ph}`$ is the particle-hole repulsion energy which has to be supplied to pull a neutron out of the daughter ground state. For simplicity, FFN put $`\mathrm{\Delta }E_{ph}=2`$ MeV for all nuclei. Finally, FFN argued that there is a penalty energy which has to be paid to break a neutron pair if there is an even number of neutrons in the daughter ground state. When applicable, this pairing energy is approximated by 2 MeV for all nuclei.
In previous publications we have already pointed out that the shell model rates for important electron-capturing nuclei along the stellar trajectory (due to the ranking given in these are generally odd-$`A`$ and odd-odd nuclei) are usually smaller than the FFN rates. As one potential reason for this difference we have noted that the GT centroids for odd-$`A`$ and odd-odd nuclei are usually at higher energies than assumed by FFN. We will discuss this difference and its potential origin in details below, but we note here that there are two other important ingredients (low lying transitions and $`Q_\beta `$ values) which can lead to differences between the shell model and FFN electron capture rates. In fact, for <sup>51</sup>Ti and <sup>51</sup>V we find from fig. 4 that the shell model rates are larger than the FFN rates at low temperature/density. For these cases the difference is due to the fact that the shell model predicts low-lying strength for the ground states (in <sup>51</sup>V to the second excited $`5/2`$ state in <sup>51</sup>Ti, in <sup>51</sup>Ti to the lowest $`1/2`$ state in <sup>51</sup>Sc) which are larger than the standard assignment ($`\mathrm{log}ft=5`$) used in for experimentally not known transitions. At larger temperatures/densities the low-lying strengths becomes less important as the capture proceeds mainly to the GT resonance; consequently the FFN rates are then larger than the shell model rates due to differences in the position of the centroid. (Note that the GT<sub>+</sub> strength distribution for <sup>51</sup>V has been measured and it agrees nicely with the shell model results .)
The nuclei <sup>57</sup>Mn and <sup>60</sup>Fe serve as examples for another source of differences between the shell model and FFN rates; the latter being noticeably smaller than the shell model rates at low temperatures/densities. This is due to the use of different $`Q_\beta `$ values. FFN had to rely on the systematics available at the time, while modern compilations indicate that the $`Q_\beta `$ values for these nuclei are about 950 keV (<sup>57</sup>Mn) and 1.7 MeV (<sup>60</sup>Fe) smaller than adopted by FFN. Obviously the too large $`Q`$ value suppressed the electron capture at low temperatures/densities. With increasing temperature/density the electron Fermi energy grows strongly reducing the sensitivity to differences in the $`Q`$ value.
More generally, one expects that the electron capture rates become less dependent on details of the GT strength distributions with increasing electron Fermi energies. This explains why the deviations between the FFN and shell model rates reduce with increasing temperature/density. In this limit, the FFN rates should be still slightly larger than the shell model rates due to the neglect of the quenching of the total GT strength in .
From the above discussion about the various contributions to the rates, one might distinguish 3 different temperature/density regimes along a stellar trajectory. At low $`(T,\rho )`$ specific low-lying transitions can be quite important, supplementing the rate contribution from the GT resonance. This is particularly the case for electron capture, if the $`Q`$ value only allows capture of high-energy electrons from the tail of the Fermi-Dirac distribution. At intermediate $`(T,\rho )`$ the rates are usually dominated by the strong transitions involving the GT resonance. At high $`(T,\rho )`$ (when $`E_e`$ is large compared to $`Q_{ij}`$ for transitions to the GT centroid) the rate becomes insensitive to the energy dependence of the GT distribution and hence the rate depends only on the total GT strength.
Differences between the shell model results and the FFN assumptions in the 3 ingredients (GT centroid energy, low-lying strength, $`Q`$ values) lead also to differences in the $`\beta ^{}`$ decay rates, as is shown in figure 5. Although the FFN $`\beta `$ decay rates are usually somewhat larger than the shell model rates, no general picture emerges in this comparison, as the rates are usually given by the sum of low-lying transitions and contributions from the GT<sub>-</sub> distribution as well as of the back-resonances. As is discussed in the misplacement of the GT<sub>+</sub> centroid effects the contribution of the back-resonances to the $`\beta `$-decay rates. In particular, the back-resonances in odd-odd parents (the GT<sub>+</sub> centroids of even-even nuclei have been often placed at too high energies by FFN) can be thermally excited more easily than assumed by FFN resulting in slightly larger $`\beta `$-decay rates for these nuclei. Examples are the odd-odd nuclei <sup>60</sup>Mn and <sup>60</sup>Cu. As FFN did not consider the quenching of the GT<sub>+</sub> strength, the contribution of the back-resonances is somewhat overestimated in FFN explaining the slightly larger FFN $`\beta `$-decay rates for <sup>54</sup>V or <sup>54</sup>Mn. Differences in the adopted Q-values effect mainly neutron-rich nuclei. An example here is the $`\beta `$-decay of <sup>57</sup>Cr, where FFN used the Q-value of 6.56 MeV rather than 5.60 MeV.
The $`pf`$-shell nuclei discussed here have not too extreme $`Y_e`$ values and are therefore important at the earlier stages of the presupernova collapse involving low and intermediate ($`T,\rho `$) values. As in these regimes the energy position of the GT centroid plays an essential role, we will now investigate in details the differences between the placement of this centroid in the FFN compilation with the shell model rates (and the data).
In we have pointed out that there are systematic differences between the placement of the GT centroid in the FFN compilations and the shell model results (and data, if available). It has been noted that the differences apparently depend on the pairing structure of the parent nucleus. For even-even parents, the GT<sub>+</sub> centroid is calculated at slightly smaller energies than assumed by FFN, while it has been noticed that for odd-$`A`$ and odd-odd nuclei the centroid is at higher excitation energies than parametrized by FFN. The consequences for the electron capture and $`\beta `$-decay rates are obvious. If the kinematics is such that electron capture is dominated by transitions to the GT resonance, the FFN rates should be larger than the shell model rates as, for given temperature and density, less electrons are available to capture to the centroid if it resides at higher energies. This effect is strongest for odd-odd nuclei where the differences between the FFN and shell model rates can be larger than 2 orders of magnitude, i.e. for <sup>60</sup>Co (fig. 4) which is usually considered to be among the most effective electron-capturing nuclei along the collapse trajectory of a supernova.
Also for the $`\beta `$-decay rates the ratios systematically depend on the pairing structure of the parent. Here, however, the shell model rates are similar to the FFN rates for odd-odd parents (they are even often slightly larger), while they are smaller for odd-A and even-even nuclei. The reduction is usually largest for even-even nuclei.
The systematics assumed by FFN for the GT resonance energy in the daughter is most easily illustrated for parent nuclei with only $`f_{7/2}`$ protons and more than 28 neutrons (so that the $`f_{7/2}`$ orbital is blocked for GT<sub>+</sub> transitions). Then the single particle contribution to the GT resonance energy is about 1.8 MeV, if the neutron number is smaller $`N32`$, or 0, if $`N>32`$. Thus one finds $`E_{GTR}3.8`$ (2.0) MeV for even-even parent nuclei and 5.8 (4.0) MeV for odd-odd parents. For odd-$`A`$ parents one has $`E_{GTR}=3.8`$ (2.0) MeV if the neutron number in the parent is even and 5.8 (4.0) MeV, if it is odd. Here the numbers in parentheses refer to parent nuclei with $`N>32`$ for which the $`p_{3/2}`$ neutron orbitals are completely occupied.
Figure 6 compares the shell model GT centroids with the FFN estimates of the GT resonance energy for about 45 nuclei with proton numbers $`Z28`$ for which the above given systematic of the FFN estimates apply. Indeed one clearly observes that the FFN GT resonance energies cluster around 2, 4, and 6 MeV. Clearly one expects that the shell model GT centroid energies are more scattered as the residual interaction fragments the GT strength and structure effects will also effect the GT distributions. But a more striking result is found if we compare the GT centroids for even-even, odd-$`A`$ and odd-odd parent nuclei separately. Here we find that, compared to the shell model centroids, FFN places the GT resonance energy usually at too high an energy for even-even parents and often at too low an energy for odd-odd parents. The situation is more interesting and also more telling for odd-$`A`$ parents. Note that all those nuclei, for which FFN estimated the GT resonance energy by about 6 MeV, have parent nuclei with an odd number of neutrons and thus require an additional pairing energy in the FFN estimate. Compared to the shell model GT centroids the FFN estimates for these nuclei are too high. Then compare the nuclei with an even neutron number in the parent. They do not acquire the additional pairing energy in the FFN estimate. Compared to the shell model estimate, the FFN GT resonance energies are usually too low.
Thus it is obvious from this comparison that there is a different dependence on the pairing structure of the parent ground state between the FFN assumptions and the shell model results. But, which is correct? Experimentally the GT<sub>+</sub> strength distribution has been studied for several even-even (<sup>54,56</sup>Fe, <sup>58,60,62,64</sup>Ni) and 3 odd-$`A`$ nuclei (<sup>51</sup>V, <sup>55</sup>Mn, <sup>59</sup>Co) in this mass range. As pointed out in the GT centroid for the even-even parents are generally at lower excitation energies in the daughter than for the odd-$`A`$ nuclei. If the experimental centroids are compared to the FFN estimates one finds the same trend as discussed above for the comparison with the shell model centroids. Here we have calculated the experimental centroids from the measured GT distributions upto 8 MeV. For <sup>62,64</sup>Ni, however, we only consider the peak in the GT distribution corresponding to the GT resonance. The tail of the experimental distribution (see Fig. 1 in ), if real, is most likely due to states outside of our present model space. As demonstrated in Table III, the FFN GT resonance energy is usually at too high an energy for even-even parents, while it is at too low an energy for the 3 odd-$`A`$ nuclei, investigated experimentally. We note, however, that these 3 nuclei all have an even neutron number in the parent and just do not allow to explore the assumptions which FFN made concerning the pairing energy contribution to the GT resonance energy. We stress that our shell model centroids are generally in good agreement with the data, as in fact the shell model calculations reproduce all measured GT<sub>+</sub> strength distributions quite satisfactory.
The differences in placement of the GT centroids explain the differences between the FFN and shell model weak interaction rates. As FFN assumes the GT resonance energy for odd-odd and odd-$`A`$ parent nuclei with an even neutron number at lower energies than placed by the shell model, electron capture to these strong transitions is easier and hence the FFN electron capture rate is significantly larger than the shell model rate for these nuclei. For electron capture on even-even nuclei and for odd-$`A`$ nuclei with an odd neutron number, FFN have generally placed the GT resonance energy at lower daughter energies than predicted by the shell model (or the data). This effect alone would make the FFN rates smaller than the shell model rates. However, it is largely compensated by the fact that FFN did not consider the quenching of the GT strength and by their consideration of experimentally known transitions at low excitation energies. Taken together, the FFN rates are also for these parent nuclei usually somewhat smaller than the shell model rates, with the notable exception of <sup>56</sup>Ni . For reasons which will become apparent in the next section, the FFN rates on very neutron-rich odd-$`A`$ nuclei with odd neutron number are also often smaller than the shell model rates.
Remembering the importance of the back-resonances for the $`\beta ^{}`$ decay rates, the effect of the different placements of the GT centroid is obvious. In even-even nuclei and odd-$`A`$ nuclei with even neutron number the shell model studies place the back-resonances at higher excitation energies than assumed by FFN. Correspondingly, its thermal population becomes less likely and hence the contribution of the back-resonances to the $`\beta ^{}`$ decay rates decreases. On the contrary, experimental data and the shell model calculations indicate that the back-resonances reside actually at lower excitation energies in odd-odd nuclei than assumed by FFN. Consequently, the contribution of the back-resonances to the $`\beta ^{}`$ decay rate of odd-odd parent nuclei should be larger than assumed in the FFN rates, which is indeed the fact for several nuclei like <sup>54,56</sup>Mn and <sup>58</sup>Co. The effect of the misplacement of the GT centroids on the $`\beta ^{}`$ rates has already been discussed in .
In the next section we will argue why the systematics of the shell model GT centroids is correct. Furthermore, in connection with the well-established systematics of the GT centroids for the GT<sub>-</sub> transitions, we will give a rather simple parametrization for these quantities. Although these arguments still have to be delivered, we will close this section pointing out that the present shell model rates are more reliable than the FFN ones and in fact should represent a fairly accurate description of the nuclear structure problem required to derive these rates. Then the weak interaction rates adopted in supernova simulations should be revised. We will speculate briefly below about possible consequences which the shell model rates might have for the presupernova core collapse.
## IV Systematics of the GT centroid energies
We begin our discussion by recalling that the systematics of the GT centroid energy $`E_{GT}`$ is well understood for GT<sub>-</sub> transitions. In fact, one finds in a very good approximation
$$E_{GT}E_{IAS}=a+b\frac{(NZ)}{A}.$$
(28)
The constants $`a,b`$ can be derived by fit to measured GT<sub>-</sub> strengths .
In Fig. 7 we demonstrate that the centroids of our shell model GT<sub>-</sub> strength distributions indeed exhibit this $`(NZ)/A`$ dependence. Our results show a spread of about 1 MeV which can be interpreted as the uncertainty introduced by nuclear structure effects. In passing we note that for nuclei with large neutron excess the GT<sub>-</sub> centroid energy can be below the IAS energy. As the figure is compiled for the isotope chains with $`Z=2528`$ it comprises all 3 different types of parent nuclei: even-even, odd-odd and odd-$`A`$. Clearly no systematic dependence on the pairing structure is found. Obviously such a dependence shows up if the GT centroid energies are plotted as measured relatively to the daughter ground state energy (lower panel of figure 7). It is trivially introduced by the differences in pairing energy between the various parent and daughter nuclei. As a consequence GT<sub>-</sub> centroids form now 3 distinguished bands: one for even-even nuclei, one for odd-$`A`$ nuclei, and one for odd-odd nuclei the latter two shifted up in energy by about twice or four times the pairing energy, respectively.
As we will show now the same behavior is found for the centroids of the GT<sub>+</sub> strength distributions. Before we do so, however, it is useful to recall the origin of the $`(NZ)/A`$ dependence of the GT<sub>-</sub> centroids. Here we will follow the nice discussion given by Bertsch and Esbensen . Then the average excitation energy of the GT operator is given by
$$E_{GT}=_0^{\mathrm{}}𝑑EES(E)=\frac{𝝈𝒕_{}[H,𝝈𝒕_\pm ]}{𝝈𝒕_{}𝝈𝒕_\pm }$$
(29)
where the expression is valid for both GT<sub>-</sub> and GT<sub>+</sub> operators. Several pieces of the Hamiltonian do not commute with the GT operator. While the most of these contributions are cancelled in building the difference with the IAS energy, the $`v_{\sigma \tau }𝝈_1𝝈_2𝝉_1𝝉_2`$ residual interaction gives rise to an energy shift that in the Tamm-Dancoff approximation is given by
$$\mathrm{\Delta }E_{\sigma \tau }=\frac{v_{\sigma \tau }\rho 2S_\beta }{3A}$$
(30)
where $`v_{\sigma \tau }\rho `$ is the product of the integrated strength and the averaged ground state density. (In building the difference with the IAS energy a similar contribution arising from the $`v_\tau 𝝉_1𝝉_2`$ interaction has to be subtracted.) $`S_\beta `$ is the total GT strength, which for the GT<sub>-</sub> operator and neutron-rich nuclei, can be approximated by the Ikeda sumrule, $`S_\beta ^{}=3(NZ)`$. Upon substitution into (30), one finds the desired $`(NZ)/A`$ dependence.
For the GT<sub>+</sub> operator one derives at the same expression for $`\mathrm{\Delta }E_{\sigma \tau }`$, however, now considering $`S_{\beta ^+}`$. If one measures the GT<sub>+</sub> centroid from the parent ground state, the contribution from the other terms of the Hamiltonian are largely cancelled and one has upto a constant (reflecting for example the spin-orbit splitting) $`E_{GT}=\text{const}+E_{\sigma \tau }`$. The problem just reduces to find an appropriate parametrization of the total GT<sub>+</sub> strength. As has been pointed out in Ref. , the presently available data for $`pf`$ shell nuclei suggest a scaling of the total GT<sub>+</sub> strength like
$$S_{\beta ^+}=aZ_v(20N_v)$$
(31)
where $`Z_v,N_v`$ are the number of valence protons and neutrons in the $`pf`$ shell, respectively. This dependence corresponds to a generalized BCS model with pure proton and neutron pairing .
We have calculated the $`GT_+`$ centroids for about 75 nuclei in the $`pf`$ shell and if we plot these energies with respect to the parent ground state energies, they closely follow the $`Z_v(20N_v)/A`$ rule. Importantly, like for the case of the GT<sub>-</sub> centroids, no dependence on the pairing structure of the parent nucleus is observed. However, such a dependence, as we have seen above for the GT<sub>-</sub> centroids, is introduced if one measures the GT centroids with respect to the daughter ground state energies. This is again demonstrated in Fig. 8. Here we have chosen to plot the centroid energies as function of $`(NZ)`$ which is the dominating dependence in the parent-daughter mass splitting and is stronger than the $`Z_v(20N_v)`$ dependence of $`S_{\beta ^+}`$. Like for GT<sub>-</sub>, the centroids now group according to the pairing structure of the parent ground state. Again the centroids are lowest for even-even parents and the centroids for the odd-$`A`$ and odd-odd parents are shifted up in energy by about 3 and 6 MeV, resp.
We note that the same pairing shifts of the $`S_{\beta ^+}`$ strength has already been suggested by Hansen in a general discussion of the $`\beta `$ strength in nuclei .
The dependence of the GT<sub>+</sub> distribution on the proton and neutron number is nicely visualized in fig. 9 for the odd-$`A=61`$ isotone chain. For comparison we note that the independent particle model, as assumed by FFN, places the GT<sub>+</sub> centroids at excitation energies of 4 MeV for <sup>61</sup>Fe and <sup>61</sup>Ni (the daughter nuclei have an even neutron number) and at 2 MeV for <sup>61</sup>Co. <sup>61</sup>Cu has 9 valence protons, thus allowing also for a $`p_{3/2}`$ proton being changed into a $`p_{1/2}`$ neutron. Relatedly, the GT<sub>+</sub> centroid is shifted slightly to 2.1 MeV. As has already been visible in fig. 6, the shell model shows quite a different dependence of the GT<sub>+</sub> distributions. At first, we observe that in all cases the strength is concentrated in an energy region of about 3-4 MeV width. Further, the centroid of this region decreases with increasing neutron excess. However, we stress that this decrease is basically due to the $`(NZ)`$ dependence of the mass difference between parent and daughter nucleus, as the GT<sub>+</sub> centroid energy increases slightly with $`(NZ)`$ if measured with respect to the parent ground state. The figure clearly shows no distinct dependence of the GT<sub>+</sub> centroid energy on the neutron pair configuration. We find the shell model centroids at excitation energies of 2.1 MeV (<sup>61</sup>Fe), 3.7 MeV (<sup>61</sup>Co), 4.7 MeV (<sup>61</sup>Ni), and 6.7 MeV (<sup>61</sup>Cu). Clearly the total GT<sub>+</sub> strength decreases with increasing neutron excess in the isotone chain due to the decreasing number of valence protons and the increasing Pauli blocking of the neutrons.
Finally we remark that the figure also shows that the thermal excitation of the strong backresonance transitions becomes easier with increasing neutron excess, as these transitions move to lower excitations energies.
## V Conclusions
Bethe and collaborators had, more than two decades ago, focussed the attention on the importance played by the weak interaction in a supernova collapse. Subsequently about twenty years ago Fuller, Fowler and Newman (FFN) outlined in their seminal work the theory to calculate stellar weak interaction rates. After this pioneering step the problem had been reduced to solve the related nuclear structure physics. While FFN understood the relevant physics correctly, due to lack of data and computational resources they were forced to estimate the relevant weak interaction rates on nuclei in the mass range $`A=4560`$ phenomenologically. Over the years experimental findings about the fragmentation and positioning of the GT strength in these nuclei indicated the need for refinements of the rates and it became obvious that the interacting shell model is the method of choice for this endeavour. First steps towards this goal have been undertaken using the shell model Monte Carlo technique , but it became clear that shell model diagonalization is the better suited tool to calculate reliable stellar rates. Impressive progress in both shell model programming (in particular due to the work by E. Caurier) and hardware development allows now for virtually converged calculations of the GT strength in $`pf`$ shell nuclei, as they play a fundamental role during the presupernova collapse. In fact, Caurier et al. have demonstrated that shell model diagonalization is able to reproduce all measured GT<sub>+</sub> and GT<sub>-</sub> strength distributions on nuclei around $`A60`$ and simultaneously describe the spectra and lifetimes of these nuclei also sufficiently well. As this is the relevant input to reliably calculate stellar weak interaction rates, it has been concluded that the shell model diagonalization approach of Ref. has the necessary predictative power to calculate the rates. In this manuscript we have followed this conclusion and have derived stellar weak interaction rates based on state-of-the-art shell model diagonalization. The calculation has been performed for more than 100 nuclei in the mass range $`A=4565`$ and covers the temperature and density regime expected in supernova physics. The rates have been compiled in a file using the same format as is customary for the FFN rates. The electronic version of the file can be received from the authors upon request. The files are also available in the effective rates formalism as derived in .
Differences between the shell model and the FFN rates are usually related to differences in the placement of the GT resonance energies. In analogy to the wellknown systematics of the GT<sub>-</sub> centroid energies we have derived a similar systematics for the GT<sub>+</sub> resonance energies. In particular we have shown that the GT<sub>+</sub> centroid energies, if measured with respect to the parent ground state energy, are not dependent on the pairing structure of the parent nucleus. If the centroids are, however, measured with respect to the daughter ground state energy, the wellknown pairing energy contributions to the mass splitting between parent and daughter nuclei enters and the positions of the GT centroids are pushed up in energy for odd-$`A`$ and odd-odd parents by twice and four-times the pairing energy, respectively. This systematic has not quite been considered in previous estimates of the weak interaction rates .
The shell model rates are usually smaller than the FFN rates. This is particularly the case for the electron capture rate on odd-odd nuclei and to a lesser extent on odd-$`A`$ nuclei. This can be examplified for the nuclei <sup>55</sup>Co, <sup>57</sup>Co, <sup>54</sup>Mn, <sup>60</sup>Co and <sup>58</sup>Mn which the compilation of subsequently ranks as the most effective electron capturing nuclei in the density regime $`\rho =10^710^{10}`$ g/cm<sup>3</sup>. For these nuclei the shell model rates are smaller than the FFN rates by factors 39, 12, 10, 346, and 19, respectively, where the comparison is made for those temperatures and densities where Ref. lists the respective nucleus as most important. Already this comparison suggests that stellar electron capture rates are noticeably smaller than previously assumed. As speculated in , due to the smaller electron capture rates the core should radiate less energy away by neutrino emission, keeping the core on a trajectory with higher temperature and entropy.
Electron capture has to compete with $`\beta `$ decay in the stellar environment. For even-even and odd-$`A`$ nuclei, the shell model $`\beta `$-decay rates are generally also noticeably smaller than the FFN rates. But for odd-odd nuclei shell model and FFN rates are about the same. As the $`\beta `$ decay of odd-odd nuclei is expected to contribute significantly to the total $`\beta `$ decay rate during a collapse, the total $`\beta `$-decay rate should change less in supernova simulations than the electron capture rate, if the FFN compilation is replaced by the shell model results.
Obviously collapse calculations which use the shell model stellar weak interaction rates are desired and those studies are already initiated. Definite conclusions have to wait for the results of these simulations, but we can here update one interesting finding put forward in . These authors argued that during the collapse the $`\beta `$ decay rate will exceed the electron capture rate for a certain range of electron-to-baryon ratios $`Y_e`$. As a consequence the core can radiate energy away, (as the neutrinos can still leave the star without interaction) without lowering the $`Y_e`$ value. This should have some interesting consequences for the size of the homologous core.
In the regime in which the $`\beta `$-decay rate exceeds the electron capture rate has been estimated on the basis of shell model rates for a limited set of nuclei. Here we update this comparison by adopting the full set of shell model rates. To do so, we follow Ref. and define the change of $`Y_e`$ due to $`\beta `$ decay (this increases the charge by one unit) and electron capture (which reduces the charge by one unit) as
$$\dot{Y}_e^{ec(\beta )}=\frac{dY_e^{ec(\beta )}}{dt}=(+)\underset{k}{}\frac{X_k}{A_k}\lambda _k^{ec(\beta )}$$
(32)
where the sum runs over all nuclear species present in the core. and $`\lambda _k^{ec}`$ and $`\lambda _k^\beta `$ are the electron capture and $`\beta `$ decay rates of nucleus $`k`$. The mass fraction is given by nuclear statistical equilibrium .
As in we will follow the stellar trajectory as given in Ref. , although this is expected to change somewhat if the FFN rates are replaced by the shell model rates in the collapse simulation. Fig. 10 compares $`\dot{Y}_e^{ec}`$ and $`\dot{Y}_e^\beta `$ along the stellar trajectory where $`Y_e`$ reduces here with time. Confirming the results of the full set of shell model rates also reveals that the $`\beta `$ decay rates are larger than the electron capture rates for $`Y_e=0.420.455`$. This might have important consequences for the core collapse possibly leading to cooler cores and larger $`Y_e`$ values at the formation of the homologuous core.
Thielemann and collaborators have reported first attempts to explore the role of the shell model electron capture rates in type Ia supernovae. They find that the composition of the matter in the center is less neutron-rich than previously assumed. If the FFN rates are replaced by the shell model ones the overproduction of the neutron-rich Cr, Ti, and Fe isotopes which has been encountered in previous type Ia simulations with otherwise the same physics input , is removed. As the present shell model rates likely reduce the uncertainties related to the stellar electron capture rates, it is expected that type Ia simulations with the new shell model electron capture rates will serve as strict tests for the models and their parametrizations. Such comprehensive studies are in progress.
###### Acknowledgements.
It is a pleasure to thank E. Caurier, F. Nowacki and A. Poves who have supplied us with the effective interaction used in the our shell model calculations. We also like to thank D. Arnett, G.E. Brown, G.M. Fuller, F.-K. Thielemann and S.E. Woosley for valuable discussions about the astrophysical aspects of the weak interaction rates. This work was supported in part by the Danish Research Council. Computational resources were provided by the Center for Advanced Computational Research at Caltech. |
warning/0001/hep-ph0001200.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In the heavy quark ($`Q=c,b`$) infinite mass limit ($`m_Q\mathrm{}`$) Quantum Chromodynamics exhibits symmetries that are not present in the finite mass theory: heavy quark spin and flavour symmetries , as well as the velocity superselection rule . These approximate symmetries allow to organize the spectrum of physical states comprising one light antiquark and one heavy quark in multiplets of definite parity $`P`$ and total angular momentum $`s_{\mathrm{}}`$ of the light degrees of freedom.
The lowest lying multiplet consists in the meson doublet with $`s_{\mathrm{}}^P=\frac{1}{2}^{}`$, corresponding to the vector $`1^{}`$ and the pseudoscalar $`0^{}`$ state. The doublet can be described by a $`4\times 4`$ Dirac matrix
$$H=\frac{(1+\text{v}/)}{2}[P_\mu ^{}\gamma ^\mu P\gamma _5]$$
(1)
where $`v`$ is the heavy meson velocity, $`P_a^\mu `$ and $`P_a`$ are annihilation operators of the $`1^{}`$ and $`0^{}`$ $`Q\overline{q}_a`$ mesons ($`a=1,2,3`$ for $`u,d`$ and $`s`$); for charm, they are $`D^{}`$ and $`D`$, respectively. <sup>2</sup><sup>2</sup>2The operators in (1) have dimension $`\frac{3}{2}`$ since they contain a factor $`\sqrt{m_P}`$ in their definition.
The nearest mass multiplets are the $`s_{\mathrm{}}^P=\frac{1}{2}^+`$ doublet, comprising the positive parity $`1^+`$ and $`0^+`$ states, and the $`s_{\mathrm{}}^P=\frac{3}{2}^+`$ doublet which includes the positive parity $`1^+`$ and $`2^+`$ states. In the charm sector three of such states have been identified: the state $`D_2(2460)`$ is the narrow $`2^+`$ meson with $`s_{\mathrm{}}^P=\frac{3}{2}^+`$; moreover, there are two $`1^+`$ mesons with masses $`m_{D_1^0}=(2422.2\pm 1.8)`$ MeV and $`m_{D_1^0}=(2461_{34}^{+41}\pm 10\pm 32)`$ MeV ; they can be identified with members of the multiplets predicted by the Heavy Quark Effective Theory , including some mixing between them. Evidence for such states has also been collected in the beauty sector . From the theoretical viewpoint these states have been the subject of intense scrutiny: the role of the $`\frac{1}{2}^+`$ doublet $`(0^+,\mathrm{\hspace{0.33em}1}^+)`$ in some applications of chiral perturbation theory has been considered in and in ; their properties have been studied both by QCD sum rules and quark models .
In this letter we investigate some properties of the next heavy meson multiplets, the $`s_{\mathrm{}}^P=\frac{3}{2}^{}`$ doublet including two mesons with $`J^P=1^{}`$ and $`2^{}`$, and the $`s_{\mathrm{}}^P=\frac{5}{2}^{}`$ doublet which comprises the states with $`J^P=2^{}`$ and $`3^{}`$. We estimate the universal form factors describing, in the infinite heavy quark mass limit, the semileptonic $`B`$ decays into such multiplets, and consider the contribution of these processes to the inclusive semileptonic $`B`$ decay width <sup>3</sup><sup>3</sup>3A review on the problems related to inclusive and exclusive semileptonic B decays can be found in ref...
We follow the QCD sum rule approach , which has been applied to similar problems in the past <sup>4</sup><sup>4</sup>4For a review see .. However, as discussed in the following, in the application of the method to high-spin states several difficulties appear in identifying the range of parameters needed in the sum rule analyses, due to the peculiar features of the considered states and of their interpolating currents. In order to overcome such difficulties, we make use of information coming from other theoretical approaches, namely constituent quark models predicting the heavy meson spectrum. The final result, although affected by a sizeable theoretical uncertainty, nevertheless is useful for assessing the role of high-spin meson doublets in constituting part of the charm inclusive semileptonic B decay width.
## 2 Effective meson operators and quark currents
The effective operators describing the $`s_{\mathrm{}}^P=\frac{3}{2}^{}`$ and $`s_{\mathrm{}}^P=\frac{5}{2}^{}`$ meson doublets are given respectively by :
$`H^\mu `$ $`=`$ $`{\displaystyle \frac{1+\text{v}/}{2}}[D_2^{\mu \nu }\gamma _5\gamma _\nu \sqrt{{\displaystyle \frac{3}{2}}}D_1^\nu (g_\nu ^\mu {\displaystyle \frac{\gamma _\nu }{3}}(\gamma ^\mu +v^\mu )]`$ (2)
$`H^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1+\text{v}/}{2}}\left[D_3^{\mu \nu \sigma }\gamma _\sigma \sqrt{{\displaystyle \frac{5}{3}}}\gamma _5D_2^{\alpha \beta }\left(g_\alpha ^\mu g_\beta ^\nu {\displaystyle \frac{\gamma _\alpha }{5}}g_\beta ^\nu (\gamma ^\mu v^\mu ){\displaystyle \frac{\gamma _\beta }{5}}g_\alpha ^\mu (\gamma ^\nu v^\nu )\right)\right],`$ (3)
where $`D_i^{}`$ represent annihilation operators of the mesons with appropriate quantum numbers. In order to implement the QCD sum rule programme, we need quark currents with non-vanishing projection on these states. They have been investigated in ref. and are given by the following expressions:
$`s_{\mathrm{}}^P=({\displaystyle \frac{3}{2}})^{};J^P=1^{}`$ $`:J^\alpha =\overline{h}_v\sqrt{{\displaystyle \frac{3}{4}}}[D_t^\alpha {\displaystyle \frac{\gamma _t^\alpha }{3}}\text{D}/_t]q`$ (4)
$`s_{\mathrm{}}^P=({\displaystyle \frac{3}{2}})^{};J^P=2^{}`$ $`:J^{\alpha \beta }=T^{\alpha \beta ,\mu \nu }\overline{h}_v\left[{\displaystyle \frac{1}{\sqrt{2}}}\gamma _5\gamma _{t\mu }D_{t\nu }\right]q`$ (5)
$`s_{\mathrm{}}^P=({\displaystyle \frac{5}{2}})^{};J^P=2^{}`$ $`:\stackrel{~}{J}^{\alpha \beta }=\sqrt{{\displaystyle \frac{5}{6}}}T^{\alpha \beta ,\mu \nu }\overline{h}_v\gamma _5[D_{t\mu }D_{t\nu }{\displaystyle \frac{2}{5}}D_{t\mu }\gamma _{t\nu }\text{D}/_t]q`$ (6)
$`s_{\mathrm{}}^P=({\displaystyle \frac{5}{2}})^{};J^P=3^{}`$ $`:J^{\alpha \beta \lambda }=T^{\alpha \beta \lambda ,\mu \nu \sigma }\overline{h}_v\left[{\displaystyle \frac{i}{\sqrt{2}}}\gamma _{t\mu }D_{t\nu }D_{t\sigma }\right]q,`$ (7)
where $`D^\mu `$ is the covariant derivative: $`D^\mu =^\mu igA^\mu `$, and $`G_t^\mu `$ represents the transverse component of the four-vector $`G^\mu `$ with respect to the heavy quark velocity $`v`$: $`G_t^\mu =G^\mu (Gv)v^\mu `$. The tensors $`T^{\alpha \beta ,\mu \nu }`$ and $`T^{\alpha \beta \lambda ,\mu \nu \sigma }`$ are needed to symmetrize indices and are given by
$`T^{\alpha \beta ,\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(g^{\alpha \mu }g^{\beta \nu }+g^{\alpha \nu }g^{\beta \mu }\right){\displaystyle \frac{1}{3}}g_t^{\alpha \beta }g_t^{\mu \nu }`$ (8)
$`T^{\alpha \beta \lambda ,\mu \nu \sigma }`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(g^{\alpha \mu }g^{\beta \nu }g^{\lambda \sigma }+g^{\alpha \nu }g^{\beta \mu }g^{\lambda \sigma }+g^{\alpha \sigma }g^{\beta \nu }g^{\lambda \mu }\right)`$ (9)
$``$ $`{\displaystyle \frac{1}{3}}\left(g_t^{\alpha \beta }g_t^{\mu \nu }g_t^{\lambda \sigma }+g_t^{\alpha \lambda }g_t^{\mu \nu }g_t^{\beta \sigma }+g_t^{\beta \lambda }g_t^{\mu \nu }g_t^{\alpha \sigma }\right),`$
with $`g_t^{\alpha \beta }=g^{\alpha \beta }v^\alpha v^\beta `$.
As discussed in , in the $`m_Q\mathrm{}`$ limit the currents in eqs.(4)-(7) have non-vanishing projection only to the corresponding states of the HQET, without mixing with states of the same quantum number but different $`s_{\mathrm{}}`$ content. Therefore, we can define a set of one-particle-current couplings as follows:
$`s_{\mathrm{}}^P=({\displaystyle \frac{3}{2}})^{};J^P=1^{}`$ $`:<D_1^{}(v,ϵ)|J^\alpha |0>=f_1\sqrt{m_{D_1^{}}}ϵ^\alpha `$ (10)
$`s_{\mathrm{}}^P=({\displaystyle \frac{3}{2}})^{};J^P=2^{}`$ $`:<D_2^{}(v,ϵ)|J^{\alpha \beta }|0>=f_2\sqrt{m_{D_2^{}}}ϵ^{\alpha \beta }`$ (11)
$`s_{\mathrm{}}^P=({\displaystyle \frac{5}{2}})^{};J^P=2^{}`$ $`:<D_2^{}(v,ϵ)|\stackrel{~}{J}^{\alpha \beta }|0>=\stackrel{~}{f}_2\sqrt{m_{D_2^{}}}ϵ^{\alpha \beta }`$ (12)
$`s_{\mathrm{}}^P=({\displaystyle \frac{5}{2}})^{};J^P=3^{}`$ $`:<D_3^{}(v,ϵ)|\stackrel{~}{J}^{\alpha \beta \lambda }|0>=f_3\sqrt{m_{D_3^{}}}ϵ^{\alpha \beta \lambda },`$ (13)
where $`ϵ`$ are the meson polarization tensors. The couplings $`f_i`$ are low-energy parameters, determined by the dynamics of the light degrees of freedom. Since the two pairs $`(f_1,f_2)`$ and $`(\stackrel{~}{f}_2,f_3)`$ are related by the spin symmetry, in the sequel we only consider $`f_1`$ and $`\stackrel{~}{f}_2`$.
## 3 Two-point function sum rules
To evaluate the parameters $`f_1`$ and $`\stackrel{~}{f}_2`$ let us consider the two-point correlators
$`i{\displaystyle }d^4xe^{i\omega vx}<0|T(J^\alpha (x)J^\beta (0)|0>`$ $`=`$ $`\mathrm{\Pi }_1(\omega )g_t^{\alpha \beta }`$ (14)
$`i{\displaystyle }d^4xe^{i\omega vx}<0|T(\stackrel{~}{J}^{\alpha \beta }(x)\stackrel{~}{J}^{\mu \nu }(0)|0>`$ $`=`$ $`\mathrm{\Pi }_2(\omega )\left(g_t^{\alpha \mu }g_t^{\beta \nu }+g_t^{\alpha \nu }g_t^{\beta \mu }{\displaystyle \frac{2}{3}}g_t^{\alpha \beta }g_t^{\mu \nu }\right)`$
given in terms of $`\mathrm{\Pi }_1`$ and $`\mathrm{\Pi }_2`$, scalar functions of the variable $`\omega `$.
As extensively discussed in the literature, the QCD sum rule method amounts to evaluate the correlators in two equivalent ways. On one side the Operator Product Expansion (OPE) is applied for negative values of $`\omega `$; the expansion produces an asymptotic series, whose leading term is the perturbative contribution (computed in HQET), followed by subleading terms parameterized by non perturbative quantities, such as the quark condensate: $`<\overline{q}q>`$, the gluon condensate: $`<\alpha _sG_{\mu \nu }G^{\mu \nu }>`$, the mixed quark-gluon condensate, etc. On the other side, one evaluates the correlators by writing down dispersion relations (DR) for the scalar functions $`\mathrm{\Pi }_1(\omega )`$ and $`\mathrm{\Pi }_2(\omega )`$; they get contributions by the hadronic states, in particular by the low-lying resonances with appropriate quantum numbers. To get rid of radial excitations and multiparticle states, one performs a Borel transform on both sides of the sum rule, which enhances the low mass contribution of the spectrum; moreover, assuming quark-hadron duality, one identifies, from some effective continuum threshold $`\omega _c`$, the hadronic side of the sum rules with the perturbative result obtained by the OPE. In the final sum rule, only the contributions from the physical to the continuum threshold appear: the low mass resonance on one side, the OPE truncated at $`\omega _c`$ on the other.
Applying the method to the correlators (14) and (3) we get two borelized sum rules for the parameters $`f_1`$ and $`\stackrel{~}{f}_2`$:
$`f_1^2e^{\mathrm{\Delta }_1/E}`$ $`=`$ $`{\displaystyle \frac{2}{\pi ^2}}{\displaystyle _0^{\omega _{1c}}}𝑑\sigma \sigma ^4e^{\sigma /E}+{\displaystyle \frac{<\overline{q}\sigma Gq>}{16}}`$ (16)
$`\stackrel{~}{f}_2^2e^{\mathrm{\Delta }_2/E^{}}`$ $`=`$ $`{\displaystyle \frac{16}{5\pi ^2}}{\displaystyle _0^{\omega _{2c}}}𝑑\sigma \sigma ^6e^{\sigma /E^{}}.`$ (17)
Here the parameters $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ are defined by the formulae: $`\mathrm{\Delta }_1=m_{D_1^{}}m_c`$ and $`\mathrm{\Delta }_2=m_{D_2^{}}m_c`$, $`m_c`$ being the charm quark mass; therefore, the parameters $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ represent the binding energy of the states $`D_1^{}`$ and $`D_2^{}`$, which is finite in the infinite heavy quark mass limit. On the other hand, $`\omega _{1c}`$ and $`\omega _{2c}`$ represent the effective thresholds separating the low-lying resonances from the continuum; $`E`$ and $`E^{}`$ are parameters introduced by the Borel procedure. Relations for the mass parameters $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ can be obtained by taking derivatives of the sum rules (16) and (17):
$`\mathrm{\Delta }_1`$ $`=`$ $`{\displaystyle \frac{{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _0^{\omega _{1c}}}𝑑\sigma \sigma ^5e^{\sigma /E}}{{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _0^{\omega _{1c}}}𝑑\sigma \sigma ^4e^{\sigma /E}+{\displaystyle \frac{<\overline{q}\sigma Gq>}{32}}}}`$ (18)
$`\mathrm{\Delta }_2`$ $`=`$ $`{\displaystyle \frac{{\displaystyle _0^{\omega _{2c}}}𝑑\sigma \sigma ^7e^{\sigma /E^{}}}{{\displaystyle _0^{\omega _{2c}}}𝑑\sigma \sigma ^6e^{\sigma /E^{}}}}.`$ (19)
There is an important point deserving a discussion, and it concerns the high dimensionality of the interpolating currents $`J^\alpha `$ and $`\stackrel{~}{J}^{\alpha \beta }`$, which has two consequences on the structure of the sum rules (16)-(17) and (18)-(19). First, the spectral functions in eqs.(16)-(17) and (18)-(19) have large powers, and therefore the perturbative contributions in the sum rules are very sensitive to the continuum thresholds $`\omega _{1c}`$ and $`\omega _{2c}`$. The second effect consists in the absence of the contributions from low-dimensional condensates, which implies (neglecting high-dimensional condensates) complete duality between the perturbative and the hadronic contributions to the sum rules. Such two effects cannot be avoided in our analysis, and are typical of the sum rule approach to high spin states . In our case they have the main consequence of not allowing to determine simultaneously the couplings $`f_i`$ and the mass parameters $`\mathrm{\Delta }_i`$, due to the critical dependence on the continuum thresholds. Therefore, we adopt the strategy of getting the values of the mass parameters from other determinations, and then to fix the thresholds from eqs.(18)-(19) and computing $`f_i`$ from (16)-(17). Admittedly, this is a hybrid procedure, which nevertheless allows us to estimate both the current-particle matrix elements and the universal semileptonic form factors, as discussed in the next Section.
While experimental information on the $`s_{\mathrm{}}^P=\frac{3}{2}^{}`$ and $`s_{\mathrm{}}^P=\frac{5}{2}^{}`$ doublets are not available so far, there are studies concerning such states based on constituent quark models . They suggest that the mass of the $`3^{}`$ $`(c\overline{u})`$ state $`D_3`$ is $`m_{D_3}=2.83`$ GeV or $`m_{D_3}=2.76`$ GeV, whereas the mass of the corresponding $`(b\overline{u})`$ state is $`m_{B_3}=6.11`$ GeV. Assuming a spin splitting of $`40`$ MeV in the charm sector, as suggested by the same models, we can give to the mass of the $`\frac{5}{2}^{}`$ state the value of $`2.78`$ GeV, e.g. nearly $`0.8`$ GeV above the $`0^{}`$ doublet (the same value comes from the analysis of the beauty meson spectrum). This implies for the parameter $`\mathrm{\Delta }_2`$ a value in the range $`\mathrm{\Delta }_2[1.21.4]`$ GeV, considering the determination of the analogous binding energy of $`B`$ and $`D`$ mesons . As for $`\mathrm{\Delta }_1`$, we fix it to $`\mathrm{\Delta }_1[1.21.4]`$ GeV, according to similar considerations.
Let us consider $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ related to the thresholds $`\omega _i`$ and to the Borel parameters $`E_i`$ by eqs.(18)-(19). There is a range of Borel parameters and thresholds where the chosen binding energies can be obtained. In particular, while the dependence of $`\mathrm{\Delta }_i`$ on the Borel parameters is quite mild, so that the range $`E_i=[11.5]`$ GeV can be chosen, the dependence on the thresholds, as expected, is critical: one has to choose $`\omega _i`$ in a quite narrow range $`[1.61.8]`$ GeV to obtain $`\mathrm{\Delta }_i`$. However, this choice is not unappropriate, since it suggests that the continuum threshold is above the mass of the corresponding resonance by nearly the mass of one pion.
After having fixed $`\mathrm{\Delta }_i`$ and the ranges of $`E_i`$ and of $`\omega _i`$, from eqs.(16)-(17) we can obtain the values of the couplings $`f_i`$: $`f_1=[0.60.8]`$ GeV$`^{\frac{5}{2}}`$ and $`\stackrel{~}{f}_2=[1.21.6]`$ GeV$`^{\frac{7}{2}}`$. Notice that, at odds, e.g., with the leptonic constants related to the matrix elements of the quark axial currents on the $`0^{}`$ state, the couplings $`f_i`$ do not have an immediate physical meaning, as they represent the projections of the interpolating currents on the orbitally excited meson states. Nevertheless, they play an important role in the determination of the form factors, as we discuss in the next Section.
## 4 Universal form factors from three-point sum rules
There are two universal form factors describing the semileptonic $`B`$ decays into the excited negative parity charmed resonances with $`s_{\mathrm{}}=\frac{3}{2}^{}`$ and $`s_{\mathrm{}}=\frac{5}{2}^{}`$. The first one, $`\tau _1`$, governs the decays
$`BD_1^{}\mathrm{}\nu _{\mathrm{}}`$ (20)
$`BD_2^{}\mathrm{}\nu _{\mathrm{}}`$ (21)
in the heavy quark limit. The second one, $`\tau _2`$, describes in the same limit the decays
$`BD_2^{}\mathrm{}\nu _{\mathrm{}}`$ (22)
$`BD_3\mathrm{}\nu _{\mathrm{}}.`$ (23)
It is straightforward to write down the semileptonic matrix elements for the transitions (20)-(23), by applying, e.g., the trace formalism . One obtains:
$`<D_1^{}(v^{},ϵ)|(VA)^\mu |B(v)>`$ $`=`$ $`\sqrt{m_Bm_{D_1^{}}}\tau _1(y)\sqrt{{\displaystyle \frac{3}{2}}}[(ϵ^{}v)(v^\mu v^\mu +{\displaystyle \frac{1y}{3}}v^\mu )`$ (24)
$``$ $`{\displaystyle \frac{1y^2}{3}}ϵ^\mu +i{\displaystyle \frac{1y}{3}}ϵ^{\mu \lambda \rho \sigma }ϵ_\lambda ^{}v_\rho ^{}v_\sigma ],`$
$`<D_2^{}(v^{},ϵ)|(VA)^\mu |B(v)>`$ $`=`$ $`\sqrt{m_Bm_{D_2^{}}}\tau _1(y)ϵ_{\lambda \nu }^{}v^\lambda [g^{\mu \nu }(y1)v^\nu v^\mu `$ (25)
$`+`$ $`iϵ^{\alpha \beta \nu \mu }v_\alpha ^{}v_\beta ]`$
for the decays (20) and (21), while for the decays (22) and (23) the relevant matrix elements can be written as:
$`<D_2^{}(v^{},ϵ)|(VA)^\mu |B(v)>`$ $`=`$ $`\sqrt{{\displaystyle \frac{5}{3}}}\sqrt{m_Bm_{D_2^{}}}\tau _2(y)ϵ_{\alpha \beta }^{}v^\alpha [{\displaystyle \frac{2(1y^2)}{5}}g^{\mu \beta }v^\beta v^\mu `$ (26)
$`+`$ $`{\displaystyle \frac{2y3}{5}}v^\beta v^\mu +i{\displaystyle \frac{2(1+y)}{5}}ϵ^{\mu \lambda \beta \rho }v_\lambda v_\rho ^{}],`$
$`<D_3(v^{},ϵ)|(VA)^\mu |B(v)>`$ $`=`$ $`\sqrt{m_Bm_{D_3}}\tau _2(y)ϵ_{\alpha \beta \lambda }^{}v^\alpha v^\beta [g^{\mu \lambda }(1+y)v^\lambda v^\mu `$ (27)
$`+`$ $`iϵ^{\mu \lambda \rho \tau }v_\rho v_\tau ^{}].`$
In these equations the weak current is $`(VA)^\mu =\overline{c}\gamma ^\mu (1\gamma _5)b`$, $`y=vv^{}`$ and $`\tau _1(y)`$, $`\tau _2(y)`$ are the universal form factors.
At the zero-recoil point $`v=v^{}`$ the matrix elements in (24)-(27) vanish, as expected by the heavy quark symmetry. As a matter of fact, for $`B`$ decays into spin 2 and spin 3 states, at least one index of the final meson polarization tensor is contracted by the $`B`$ four-velocity $`v`$, and therefore the product vanishes for $`v=v^{}`$. The spin symmetry requirement being verified in the matrix elements, the Isgur-Wise form factors $`\tau _1`$ and $`\tau _2`$ are not required to vanish at $`vv^{}=1`$.
One can attempt an estimate of the form factors $`\tau _{1,2}`$ by three-point function sum rules, considering the correlators (relevant for the matrix elements (24) and (26)):
$`i^2{\displaystyle d^4xd^4z}`$ $`e^{i(\omega vx\omega ^{}v^{}z)}<0|T(J^\alpha (z)(VA)^\mu (0)J_5(x)|0>=`$ (28)
$`=`$ $`iϵ^{\mu \alpha \beta \lambda }v_\beta v_\lambda ^{}\mathrm{\Omega }_1(\omega ,\omega ^{})+\mathrm{\Xi }_1(\omega ,\omega ^{})w^\alpha v^\mu +\mathrm{}`$
$`i^2{\displaystyle d^4xd^4z}`$ $`e^{i(\omega vx\omega ^{}v^{}z)}<0|T(\stackrel{~}{J}^{\alpha \beta }(z)(VA)^\mu (0)J_5(x)|0>=`$ (29)
$`=`$ $`iϵ^{\mu \sigma \tau \rho }v_\tau v_\rho ^{}(w^\alpha g_\sigma ^\beta +w^\beta g_\sigma ^\alpha )\mathrm{\Omega }_2(\omega ,\omega ^{})+w^\alpha w^\beta v^\mu \mathrm{\Xi }_2(\omega ,\omega ^{})+\mathrm{}`$
where $`w^\alpha =v^\alpha yv^\alpha `$, $`J_5=\overline{q}i\gamma _5b`$; the dots represent other Lorentz structures which are not relevant for the subsequent analysis, since we only consider $`\mathrm{\Omega }_1`$ and $`\mathrm{\Omega }_2`$.
Since the scalar functions $`\mathrm{\Omega }_j`$ depend on two variables, one has to perform double DRs and double Borel transforms, which introduces, for each sum rule, two Borel parameters $`E`$ and $`E^{}`$. The resulting equations read:
$`\tau _1(y)`$ $`=`$ $`{\displaystyle \frac{9}{2\sqrt{2}\pi ^2f_1\widehat{F}}}e^{\mathrm{\Delta }/E+\mathrm{\Delta }_1/E^{}}{\displaystyle _0^{\omega _c}}{\displaystyle _0^{\omega _{1c}}}𝑑\sigma 𝑑\sigma ^{}e^{\sigma /E\sigma /E^{}}h_1(\sigma ,\sigma ^{})\theta (\sigma ,\sigma ^{})`$ (30)
$`\tau _2(y)`$ $`=`$ $`{\displaystyle \frac{3}{\sqrt{2}\pi ^2\stackrel{~}{f}_2\widehat{F}}}e^{\mathrm{\Delta }/E+\mathrm{\Delta }_2/E^{}}{\displaystyle _0^{\omega _c}}{\displaystyle _0^{\omega _{2c}}}𝑑\sigma 𝑑\sigma ^{}e^{\sigma /E\sigma /E^{}}h_2(\sigma ,\sigma ^{})\theta (\sigma ,\sigma ^{})`$ (31)
where
$`h_1(\sigma ,\sigma ^{})`$ $`=`$ $`{\displaystyle \frac{1}{(y^21)^{3/2}}}\left[{\displaystyle \frac{\sigma ^2+\sigma ^22y\sigma \sigma ^{}}{2(y1)}}+{\displaystyle \frac{\sigma ^{}(\sigma +\sigma ^{})}{3}}\right]`$
$`h_2(\sigma ,\sigma ^{})`$ $`=`$ $`{\displaystyle \frac{1}{(y+1)(y^21)^{5/2}}}\left[5\sigma ^33\sigma ^{}\sigma ^2(4y1)+(2y^22y+1)(\sigma ^3+3\sigma \sigma ^2)\right],`$
and
$$\chi (\sigma ,\sigma ^{})=\mathrm{\Theta }(\sigma ^2+\sigma ^{\mathrm{\hspace{0.17em}2}}2y\sigma \sigma ^{}),$$
(33)
with $`\mathrm{\Theta }(x)`$ the step function.
In eqs.(30) and (31) the parameter $`\mathrm{\Delta }`$ represents the mass difference between the low lying multiplet $`s_{\mathrm{}}=\left(\frac{1}{2}\right)^{}`$ and the heavy quark. The integration region can be expressed in terms of the variables
$`\sigma _+`$ $`=`$ $`{\displaystyle \frac{\sigma +\sigma ^{}}{2}}`$
$`\sigma _{}`$ $`=`$ $`{\displaystyle \frac{\sigma \sigma ^{}}{2}}`$
and one can choose the triangular region defined by the bounds:
$`0`$ $`\sigma _+`$ $`\omega (y)`$ (34)
$`\sqrt{{\displaystyle \frac{y1}{y+1}}}\sigma _+`$ $`\sigma _{}`$ $`+\sqrt{{\displaystyle \frac{y1}{y+1}}}\sigma _+.`$ (35)
As to the upper limit in the integration interval for $`\omega _+`$ we adopt
$$\omega (y)=\frac{\omega _{1c}+\omega _c}{2\left(1+\sqrt{\frac{y1}{y+1}}\right)}$$
(36)
for the two cases studied in this letter (we use, according to the two-point sum rule analysis $`\omega _{c\mathrm{\hspace{0.17em}1}}=\omega _{c\mathrm{\hspace{0.17em}2}}`$).
We use the value $`\widehat{F}=0.21`$ GeV<sup>3/2</sup>, which is obtained by QCD sum rules with $`\alpha _s=0`$ (the same order which we consider in the present analysis). Moreover, we use $`\mathrm{\Delta }=0.5`$ GeV, with the threshold in the $`B`$ channel $`\omega _c=0.7`$ GeV. As for the charm channel, we use $`\omega _{1c}=\omega _{2c}=1.61.8`$ GeV.
We can now numerically determine the form factors $`\tau _i`$, using the above equations. The result for the universal function $`\tau _1(y)`$, obtained within the uncertainties discussed above, is that this function, in the whole kinematical region relevant for the decays (20)-(21), is less than $`10^4`$, which implies that, in the infinite heavy quark mass limit, the semileptonic $`B`$ transitions into the $`s_{\mathrm{}}=\frac{3}{2}^{}`$ doublet have a very small decay width. The situation is different for the universal function $`\tau _2(y)`$, which is depicted in fig.1 where the shaded region corresponds to the results obtained by varying the parameters $`\mathrm{\Delta }`$, $`\mathrm{\Delta }_2`$, $`\omega _c`$ and $`\omega _{2c}`$ in the ranges quoted above. The form factor $`\tau _2`$, at the zero recoil point $`y=1`$, is in the range $`\tau _2(1)=0.100.20`$, with a mild $`y`$dependence that can be neglected, within the accuracy of the sum-rule method. Although it is difficult to reliably assess the theoretical accuracy of this result, it is interesting to observe that a form factor in the range quoted above implies that the semileptonic channel is experimentally accessible.
## 5 Semileptonic decay rates
Using the parameterization of the $`B`$ matrix elements in eqs.(26) and (27) we can work out the expressions of the widths of the decay modes (22) and (23), which are respectively given by:
$$\frac{d\mathrm{\Gamma }}{dy}(BD_2^{}\mathrm{}\nu _{\mathrm{}})=\frac{G_F^2V_{cb}^2m_B^2m_{D_2^{}}^3}{720\pi ^3}(\tau _2(y))^2(y1)^{\frac{5}{2}}(y+1)^{\frac{7}{2}}[(1+r^2)(7y3)2r(4y^23y+3)]$$
(37)
$$\frac{d\mathrm{\Gamma }}{dy}(BD_3\mathrm{}\nu _{\mathrm{}})=\frac{G_F^2V_{cb}^2m_B^2m_{D_3}^3}{720\pi ^3}(\tau _2(y))^2(y1)^{\frac{5}{2}}(y+1)^{\frac{7}{2}}[(1+r^2)(11+3y)2r(11y+3)]$$
(38)
with $`r=\frac{m_{D_i}}{m_B}`$. Using $`m_{D_3}=2.78`$ GeV, $`m_{D_2^{}}=2.74`$ GeV and $`\tau _2(y)=0.15`$, we get
$$\mathrm{\Gamma }(BD_2^{}\mathrm{}\nu _{\mathrm{}})\mathrm{\Gamma }(BD_3\mathrm{}\nu _{\mathrm{}})4\times 10^{18}\mathrm{GeV}$$
(39)
and
$$B(BD_2^{}\mathrm{}\nu _{\mathrm{}})B(BD_3\mathrm{}\nu _{\mathrm{}})1\times 10^5.$$
(40)
Therefore, although small, semileptonic $`B`$ decays to the $`\frac{5}{2}^{}`$ doublet are within the reach of the running $`B`$ factories, and could be experimentally observed, since the final mesons, as discussed in the next Section, are expected to be rather narrow.
As for $`B`$ decays to the $`\frac{3}{2}^{}`$ doublet, due to the small value of the universal function $`\tau _1`$, the semileptonic widths turn out to be negligible at the leading order in the $`\frac{1}{m_Q}`$ expansion (a discussion of the role of next-to-leading corrections for semileptonic $`B`$ decays to excited charm mesons can be found in ).
## 6 Remarks on strong decays of orbitally excited charm states
One might expect that the states in the multiplets $`s_{\mathrm{}}^P=\frac{3}{2}^{}`$ and $`\frac{5}{2}^{}`$, being significantly higher in mass than the low-lying $`s_{\mathrm{}}^P=\frac{1}{2}^{}`$ multiplet, are rather broad. However this should be only true for the $`s_{\mathrm{}}^P=\frac{3}{2}^{}`$ states. As a matter of fact, the $`J^P=2^{}`$ and $`J^P=1^{}`$ states can decay into the $`0^{}`$ or $`1^{}`$ heavy meson plus one pion by $`P`$wave transitions, which implies a kinematical suppression of the order of $`{\displaystyle \frac{|\stackrel{}{p}_\pi |^3}{\mathrm{\Lambda }_\chi ^3}}`$, where $`\mathrm{\Lambda }_\chi 1`$ GeV is the typical chiral symmetry breaking scale. Taking into account that, for the charmed mesons, $`|\stackrel{}{p}_\pi |0.68`$ GeV, we expect a kinematical phase space suppression, for this decay channel, of $`0.3`$.
On the other hand, for the mesons belonging to the multiplet $`s_{\mathrm{}}^P=\frac{5}{2}^{}`$, the decay into the low lying heavy meson and one pion occurs by $`F`$wave transitions: the kinematical suppression is $`{\displaystyle \frac{|\stackrel{}{p}_\pi |^7}{\mathrm{\Lambda }_\chi ^7}}`$, which numerically means a reducing factor $`0.07`$. Since the decay mode with one pion in the final state is expected to dominate the decay width, one may guess that the $`3^{}`$ and $`2^{}`$ mesons belonging to the $`s_{\mathrm{}}^P=\frac{5}{2}^{}`$ doublet are rather narrow <sup>5</sup><sup>5</sup>5Similar conclusions are reached in ..
To render these conclusions more quantitative, let us consider the effective lagrangian describing, in the chiral effective theory for heavy mesons , the strong couplings of the multiplet $`H^{\mu \nu }`$ to the pion and the multiplet $`H`$:
$$=\frac{1}{\mathrm{\Lambda }_\chi ^2}Tr\left\{\overline{H}H^{\mu \nu }\left[k_1\{D_\mu ,D_\nu \}𝒜_\lambda +k_2\left(D_\mu D_\lambda 𝒜_\nu +D_\nu D_\lambda 𝒜_\mu \right)\right]\gamma ^\lambda \gamma _5\right\}+h.c.$$
(41)
where $`H`$ is the $`s_{\mathrm{}}^P=\frac{1}{2}^{}`$ multiplet containing the $`0^{}`$ and $`1^{}`$ low-lying states, and $`k_{1,2}`$ effective couplings; moreover
$$𝒜_\lambda =\frac{1}{2}[\xi ^{}_\lambda \xi \xi _\lambda \xi ^{}]$$
(42)
and $`\xi =\mathrm{exp}[i\frac{\stackrel{}{\pi }\stackrel{}{\tau }}{f_\pi }]`$. Putting $`\stackrel{~}{k}=k_1+k_2`$, one obtains for the two-body decay widths:
$`\mathrm{\Gamma }(D_3D\pi )`$ $`=`$ $`{\displaystyle \frac{6\stackrel{~}{k}^2|\stackrel{}{p}_\pi |^7}{35\pi f_\pi ^2\mathrm{\Lambda }_\chi ^4}}{\displaystyle \frac{m_D}{m_{D_3}}}`$ (43)
$`\mathrm{\Gamma }(D_3D^{}\pi )`$ $`=`$ $`{\displaystyle \frac{8\stackrel{~}{k}^2|\stackrel{}{p}_\pi |^7}{35\pi f_\pi ^2\mathrm{\Lambda }_\chi ^4}}{\displaystyle \frac{m_D^{}}{m_{D_3}}}`$ (44)
$`\mathrm{\Gamma }(D_2^{}D\pi )`$ $`=`$ $`0`$ (45)
$`\mathrm{\Gamma }(D_2^{}D^{}\pi )`$ $`=`$ $`{\displaystyle \frac{2\stackrel{~}{k}^2|\stackrel{}{p}_\pi |^7}{5\pi f_\pi ^2\mathrm{\Lambda }_\chi ^4}}{\displaystyle \frac{m_D^{}}{m_{D_2^{}}}}`$ (46)
with $`f_\pi 132`$ MeV. The value of $`\stackrel{~}{k}`$ is unknown; however, on the basis of QCD sum rule results for similar couplings , one may assume $`\stackrel{~}{k}[0.25,0.5]`$. In correspondence to the lower bound in this range we get
$`\mathrm{\Gamma }(D_3(D,D^{})\pi )`$ $``$ $`32\mathrm{MeV}`$ (47)
$`\mathrm{\Gamma }(D_2^{}D^{}\pi )`$ $``$ $`15\mathrm{MeV}`$ (48)
where we have assumed the mass splitting of $`40`$ MeV between the $`3^{}`$ and the $`2^{}`$ mesons in the multiplet. There are other decay channels contributing to the full widths, but the corresponding partial widths are expected to be much smaller: for the decay modes with one pion and an excited positive parity $`D`$ resonance in the final state, occuring by $`D`$wave transitions, we estimate a width of 1-2 MeV; for the decay modes with two pions and a heavy meson in the final state we expect, in the infinite heavy quark mass limit, a negligible contribution.
We can therefore conclude that reasonable estimates for the full widths of the $`s_{\mathrm{}}=\frac{5}{2}^{}`$ resonances are as follows:
$`\mathrm{\Gamma }(D_3)`$ $`=`$ $`35140\mathrm{MeV}`$ (49)
$`\mathrm{\Gamma }(D_2^{})`$ $`=`$ $`1770\mathrm{MeV},`$ (50)
a consideration which suggests the presence of a not too broad peak in the $`D\pi `$ and $`D^{}\pi `$ channel in the region of $`2.8`$ GeV.
This conclusion, together with the result of a branching fraction of semileptonic $`B`$ decays to the $`\frac{5}{2}^{}`$ doublet of the order of $`10^5`$, encourages the experimental investigation at the currently running $`B`$-factories as well as at the hadronic facilities.
Acknowledgments
We thank Prof. R. Gatto and Prof. N. Paver for discussions and collaboration at an early stage of this work. (FDF) also acknowledges Département de Physique Théorique, Université de Genève, Switzerland, for hospitality, and “Fondazione Angelo Della Riccia” for financial support. |
warning/0001/hep-ex0001015.html | ar5iv | text | # TUHEP-2000-01PDK-744 Search for Nucleon Decay with Final States ℓ⁺𝜂⁰, 𝜈̄𝜂⁰, and 𝜈̄𝜋^{+,0} Using Soudan 2
## I Introduction
### A SUSY predictions for nucleon decay
The decay of the nucleon is a possible experimental window into fundamental processes at high mass scales. Calculations carried out in supersymmetric (SUSY) grand unified theories (GUTs), such as SUSY SU(5) and SUSY SO(10), have become increasingly more detailed, and predicted lifetimes are within a range which may be accessible to experiment. In contrast to their non-SUSY precursors, SUSY GUT models generally favor decay modes with final state K<sup>0</sup> or K<sup>+</sup> mesons. Some of these models also predict that other decay modes may exhibit a significant branching fraction. The latter modes include the lepton plus eta meson and the $`\overline{\nu }\pi `$ modes. In SUSY SU(5) models, lifetimes predicted for $`\mathrm{}^+\eta `$ and $`\overline{\nu }\eta `$ are longer than those for $`\overline{\nu }`$K or $`\overline{\nu }\pi `$ modes by factors which vary from 2-3 to one or two orders of magnitude. Eta mode lifetimes which are hundreds of times longer than $`\overline{\nu }`$K or $`\mathrm{}^+`$K lifetimes have also been predicted in SUSY SO(10) . However, it has been proposed that in SUSY GUTs such as SO(10), there exists a new set of color triplets and thereby a new source of $`d`$=5 operators which may allow p $`\mathrm{}^+\eta `$ to become prominent (along with $`\overline{\nu }`$K<sup>+</sup> and $`\overline{\nu }\pi ^+`$). In SUSY GUTs the $`\overline{\nu }\pi `$ modes are usually predicted to have decay lifetimes which are longer than $`\overline{\nu }K`$ modes. In specific models, however, it is possible for interference between third and second generation amplitudes to alter this situation so that $`\overline{\nu }\pi `$ modes become dominant .
We have previously searched for nucleon decay final states with strangeness using the Soudan 2 iron tracking calorimeter and reported the results as lifetime lower limits . In this work, we extend our investigations to include the $`\mathrm{}^+\eta ^0`$, $`\overline{\nu }\eta ^0`$, $`\overline{\nu }\pi ^0`$, and $`\overline{\nu }\pi ^+`$ final states.
### B Previous searches for $`\mathrm{}^+\eta ,\overline{\nu }\eta ^0,`$ and $`\overline{\nu }\pi `$ modes
Two-body $`\mathrm{}^{+,0}\eta `$ and $`\overline{\nu }\pi `$ decays of nucleons were regarded as interesting in the context of non-SUSY GUT models, and experimental searches were reported at various times during the past two decades. Multiple ring topologies were investigated for $`\mathrm{}^+\eta `$, $`\overline{\nu }\eta `$, and $`\overline{\nu }\pi ^0`$ final states by the IMB and Kamiokande water Cherenkov experiments . In the HPW water Cherenkov experiment, events exhibiting a two muon decay signature were examined for compatibility with p $`\mu ^+\eta `$, with $`\eta `$ decaying to $`\pi ^+\pi ^{}\pi ^0`$ or $`\pi ^+\pi ^{}\gamma `$ . The $`\mathrm{}^+\eta `$, $`\overline{\nu }\eta `$, and $`\overline{\nu }\pi `$ modes were also investigated using the planar iron tracking calorimeter of Fréjus . More recently, substantial improvement of lifetime limits for the two-body eta modes has been reported, based upon the 7.6 kton-year exposure of the IMB-3 water Cherenkov detector . Generally, these experiments observed zero or modest numbers of candidate events. Understandably, the more loosely constrained n $`\overline{\nu }\eta `$ and n $`\overline{\nu }\pi ^0`$ modes were found to exhibit more background and consequently to yield less stringent lifetime lower limits.
## II Detector and event samples
### A Central Detector and Active Shield
Soudan 2 is a massive 963 (809 fiducial) metric-ton iron tracking calorimeter. It operates as a slow-drift, fine-grained, time projection chamber of honeycomb-lattice geometry and with $`dE/dx`$ imaging of tracks and showers. As such, it differs considerably from water Cherenkov detectors and from planar iron tracking calorimeters.
The construction and performance of the Soudan calorimeter are described in previous publications . In brief, charged particles are imaged via one meter long, slightly conductive, plastic drift tubes. Electrons liberated by throughgoing charged particles drift to the tube ends under the action of a voltage gradient applied along the tubes. The tubes are sandwiched between mylar sheets so as to comprise a “bandolier” assembly. Corrugated steel sheets with interleaved bandolier are then stacked to form a massive lattice. A stack is packaged with wireplanes and cathode pickup strips at the drift tube ends and surrounded by thin steel skins which provide the gas enclosure. The resulting assemblies are $`1\times 1\times 2.5`$ m, 4.3 ton calorimeter modules. The tracking calorimeter is constructed building-block fashion, with contiguous “walls” which are two modules high and eight modules wide. The calorimeter is surrounded on all sides by a double-layer, cavern-liner proportional tube active shield of 1700 m<sup>2</sup> total tracking area . Shield augmentations in the form of additional single layers and a double-layer top cover of proportional tubes have been operational since 1995.
For the task of searching for nucleon decay in a variety of final states, the Soudan 2 calorimeter provides imaging of non-relativistic as well as relativistic tracks, and its systematics are different from those of other experiments. The detector is located at a depth of 713 meters (2070 mwe) in the Tower-Soudan Underground Mine State Park in northern Minnesota. Data-taking is still underway, having commenced in April 1989 when the total mass was 275 tons, and continued as more modules were installed. Operation with the calorimeter at full mass was first achieved in November 1993. The analysis reported in this work is based on a total (fiducial) exposure of 5.52 (4.41) kiloton-years, obtained with data taken through October 1998.
### B Data and Monte Carlo event samples
Four distinct event samples have been assembled for this analysis; two of the samples are generated as Monte Carlo (MC) simulations with full detector response, and two are comprised of data events recorded in the experiment. These samples, details of which have been presented elsewhere , are:
* Nucleon decay MC: For each of the nucleon decay processes investigated, we use MC simulations which track all final state particles through the detector geometry. Electronic hits are generated, and detector noise is included, in the same format as with real data.
* Atmospheric neutrino MC: Events are generated representing charged current and neutral current reactions which are initiated by the flux of atmospheric neutrinos. The neutrino MC program is based upon the flux calculation of the Bartol group for the Soudan site . The neutrino MC sample analyzed here corresponds to an exposure of 24.0 fiducial kton-years.
* Rock data: We analyze events for which the veto shield recorded coincident, double-layer hits. Such events originate with inelastic cosmic-ray muon interactions in the cavern rock surrounding the detector. These shield-tagged “rock” events provide a reference sample by which to gauge cosmic-ray induced background events which are included in the “gold data”. The latter events arise either from shield inefficiency or from instances where an energetic neutral particle emerged from the cavern walls with no accompanying charged particles.
* Gold data: Data events for which the cavern-liner active shield array was quiet during the allowed time window comprise our “gold event” sample. These events are mostly reactions initiated by atmospheric neutrinos but may contain nucleon decays, as well as the muon induced rock events with no shield hits (described above). The events of interest for our study are those with a “multiprong” topology, having two or more particles (other than recoil nucleons) emerging from the primary vertex. They are distinct from the more populous single-track and single-shower events which originate predominantly from neutrino quasi-elastic reactions.
Events of all four samples are required to be fully contained in a fiducial volume which is everywhere 20 cm or more from the outer surfaces of the calorimeter. In order for an event to be included in any of the above four samples it must survive the selections of a standard processing chain. At the head of the chain are the requirements imposed by the hardware trigger; events satisfying these requirements are subjected to a containment filter code. Events which survive are subjected to two successive scanning passes carried out by physicists; each pass involves three complete, independent scans. In the first scan pass, events with multiprong topologies used in this study are found with an overall efficiency of $`0.98_{0.04}^{+0.02}`$. Descriptions of our hardware and software selections, and of our scanning procedures are given elsewhere . Our procedures ensure that MC simulation events pass through identical or otherwise equivalent (e.g. the hardware trigger is implemented via software for MC events) steps in the chain .
Events which emerge from the second scan pass with a multiprong topology assignment are then reconstructed using an interactive graphics package. The set of reconstructed tracks and showers which comprises each event is subsequently entered into an event summary file from which kinematic quantities are calculated.
### C Background from rock events and from neutrino interactions
Among the fully contained, multiprong events of our gold data sample, a small contribution may arise from cosmic ray induced rock events. These are events initiated by neutrons emerging from the cavern rock which impinge upon the central detector and which are unaccompanied by coincident hits in the surrounding shield array. In contrast to neutrino interactions or to nucleon decay, these shield-quiet rock events tend to occur at relatively shallow penetration depths into the calorimeter. Their depth distribution, and their distribution in visible energy and in other variables, can be inferred from rock events tagged by coincident shield hits. To estimate the amount of zero-shield-hit rock background in our gold multiprong sample, event distributions of gold data have been fitted to neutrino MC and shield-tagged rock samples using a multivariate discriminant analysis . We find that, the fraction $`f`$ of all multiprong rock events which have at least one shield hit is $`f=0.94\pm 0.04`$.
For each individual nucleon decay channel, the same event selections applied to data multiprongs are also applied to the shield-tagged rock multiprongs. The zero-shield-hit rock background is then estimated as the product $`(1f)/f=0.064`$ times the number of shield-tagged rock events which satisfy the channel selections.
To calculate rates for background events in our nucleon decay search which arise from interactions of atmospheric neutrinos in the detector, we use our realistic neutrino MC simulation which is based upon atmospheric fluxes with null oscillations. The neutrino Monte Carlo program has been described in previous publications .
During the past decade, evidence for depletion of the atmospheric muon-neutrino flux as described by $`\nu _\mu \nu _x`$ oscillations has become increasingly extensive; especially compelling are observations by Super-Kamiokande of zenith angle distortions in fluxes of both sub-GeV and multi-GeV muon neutrinos . The disappearance of $`\nu _\mu `$ flavor neutrinos by oscillations effectively reduces background in our search arising from ($`\nu _\mu +\overline{\nu }_\mu `$) charged-current reactions, and so a correction for this effect to our null oscillation estimates is warranted. To implement a correction we assume, as indicated by recent data, that $`\nu _x`$ is an active neutrino which is not $`\nu _e`$ (i.e. $`\nu _x=\nu _\tau `$) . Then, atmospheric neutrino oscillations do not affect background arising from ($`\nu _e+\overline{\nu }_e`$) charged-current reactions, nor do they affect background from neutral current reactions (initiated by any flavor). Consequently, to correct for $`\nu _\mu `$ flavor disappearance, we simply scale the number of ($`\nu _\mu +\overline{\nu }_\mu `$) charged-current background events estimated from the null oscillation MC for each nucleon decay channel by the $`\nu _\mu /\nu _e`$ flavor ratio $`R`$ measured in the Soudan 2 experiment: $`R=0.64\pm 0.13`$ . As noted below in Sections IV and V, and in Table II, this correction yields small reductions in null oscillation background rates for p $`\mu ^+\eta `$ and p $`\overline{\nu }\pi ^+`$ final states. For p $`\mathrm{e}^+\eta `$ and n $`\overline{\nu }\pi ^0`$ channels however, the neutrino oscillation correction has negligible effect.
## III Nucleon decay simulation and search method
### A Event generation
For each nucleon decay final state, a Monte Carlo sample is created and processed as described in Section II B. This sample is then used to determine the topological and kinematic properties that differentiate it from the atmospheric neutrino and the rock event backgrounds.
For each final state, about 500 events are generated and embedded into pulser trigger events from the detector which are taken at regular intervals throughout the exposure. In this way, the detector’s evolving size and the background from natural radioactivity and cosmic rays are accurately incorporated into the simulation.
For two-body decay of a nucleon at rest, the final state momenta are uniquely determined. However, Fermi motion within parent iron and other nuclei of the calorimeter medium smears these momenta and thereby complicates final state identification. In our simulations, Fermi motion effects are modelled according to the parameterization of Ref. .
A Monte Carlo event for p $`\mu \eta `$, $`\eta \gamma \gamma `$, which illustrates the search topology for this mode, is shown in Fig. 1. Here, the $`\mu ^+`$ appears as a single non-scattering track. The two gammas from $`\eta `$ decay give rise to two showers which are spatially well separated and which point to the event vertex which is also the origin of the muon. The $`\mu ^+`$ endpoint decay - discernible in approximately 60% of events - appears in Fig. 1 as extra ionization “hits” (tube crossings) in the vicinity of the track’s range-out point.
In each nucleon decay mode, the meson can undergo intranuclear rescattering within the parent nucleus. For nuclei which have interior as well as surface nucleons ($`A12`$), there is significant probability for event final states to be altered. For final state pions (in neutrino MC interactions as well as in nucleon decay), intranuclear rescattering is treated using a phenomenological cascade model . Parameters of the model were set by requiring that the threshold pion production observed in $`\nu _\mu `$–deuteron ($`A=2`$) and $`\nu _\mu `$–neon ($`A=20`$) reactions be reproduced . To account for the intranuclear rescattering of $`\eta `$ mesons within iron nuclei we have adopted the survival fraction of 0.57 estimated by the Fréjus collaboration using a detailed balance calculation. This value for the $`\eta ^0`$ survival is similar to the survival fraction of 0.52 which we calculate for the $`\pi ^0`$ of n $`\overline{\nu }\pi ^0`$ in iron nuclei. We note that a recent analysis of $`\eta `$ meson photoproduction in nuclei finds the in-medium $`\eta `$N cross-section to be nearly independent of $`\eta `$ momentum between 0 and 500 MeV/$`c`$.
### B Search contour in the $`𝑴_{𝒊𝒏𝒗}`$ versus $`\mathbf{\left|}\stackrel{\mathbf{}}{𝒑}_{𝒏𝒆𝒕}\mathbf{\right|}`$ plane
Two quantities that are useful for selection of nucleon decay candidates and the rejection of backgrounds are the invariant mass, $`M_{inv}`$, and the magnitude of the net three–momentum, $`\left|\stackrel{}{p}_{net}\right|`$, of the reconstructed final state.
We create a scatter plot of invariant mass versus net event momentum for the reconstructed final states for each simulation. Then we choose a region in this plane whose boundary defines a kinematical selection which can be applied to the data and to the background samples. We observe that, for most nucleon decay final states, event distributions in each of these variables are approximately Gaussian. Consequently, the density distribution of points on the invariant mass versus momentum plane can be well represented by a bi–variate Gaussian probability distribution function. A detailed description of this construction is given elsewhere .
Projections of bi–variate Gaussian surfaces onto the $`M_{inv}`$ versus $`\left|\stackrel{}{p}_{net}\right|`$ plane for the eta modes of this search are shown in Figs. 2 – 7. In these figures, the distribution of a nucleon decay event population is depicted using five nested, elliptical boundaries. Proceeding outward from the innermost contour, the bounded regions contain respectively 10%, 30%, 50%, 70%, and 90% of the MC nucleon decay sample. From the five regions delineated we choose the 90%-of-sample contour - the outermost, solid-curve ellipse in Figs. 2–7 - to define our “primary” kinematic selection. That is, a candidate nucleon decay event has reconstructed ($`M_{inv}`$, $`\left|\stackrel{}{p}_{net}\right|`$) values which lie within the outer contour. The interior contours (dashed ellipses in Figs. 2–7) are helpful to gauge whether an event sample as a whole exhibits the kinematics of nucleon decay, and for this reason we display them. For our search involving the $`\eta \gamma \gamma `$ decay, containment within the 90% contour is our sole kinematic constraint; no subsidiary condition, such as a cut on the $`\gamma \gamma `$ invariant mass, has been used.
All nucleon decay simulation events are subjected to the triggering requirements, the detector containment requirements, and to the scanning and topology cuts. Subsequently, kinematic cuts and additional topology cuts, designed to reduce the background on a mode–by–mode basis, are applied. The cumulative effect of these selections is to reduce the overall detection efficiency significantly. Typically, the product of the triggering, containment, and scanning selections reduces the survival fraction to below 30% for any mode. Table I shows the successive survival fractions (including $`\eta `$ decay branching ratios) for all modes studied. Note that the effects of intranuclear rescattering processes (INR) are included in the survival fractions listed in Table I. For comparison, the rightmost column of Table I shows our estimates of $`ϵ\times `$BR in the absence of INR within the iron and lighter nuclei (atomic masses 12 to 56) of the calorimeter medium.
Sections IV and V below describe the analysis for each nucleon decay mode that we studied. In each case, the particular characteristics of the decay are reviewed and the kinematic cuts designed to eliminate background are presented. The signal and background events which pass the cuts are then tallied. Then, using the mode detection efficiency and detector total exposure, a lifetime limit $`\tau /B`$ at 90% confidence level is calculated.
## IV Search for nucleon decay into $`\mathbf{}𝜼`$ and $`\overline{𝝂}𝜼`$
### A Search for p $`\mathbf{}\mathbf{}^\mathbf{+}𝜼`$
We have searched for proton decay into $`\mu ^+\eta `$ and e$`{}_{}{}^{+}\eta `$ and for neutron decay into $`\overline{\nu }\eta `$. The decay sequences involving the two largest branching modes of the $`\eta `$, namely $`\eta \gamma \gamma `$ and $`\eta \pi ^0\pi ^0\pi ^0`$, have been investigated. The results from both of these $`\eta `$ decay modes are included in the calculation of the limits for all three nucleon decay modes. We also explored the possibility of inclusion of $`\eta \pi ^+\pi ^{}\pi ^0`$ and $`\eta \pi ^+\pi ^{}\gamma `$ into our search, but we found the resulting events to be difficult to identify with topology criteria. Since the potential gain is modest, we have not included these processes.
To calculate partial lifetime lower limits, $`\tau /B`$, we use a formalism common to previous analyses by us and by the Fréjus tracking calorimeter experiment . The mode p $`\mu ^+\eta `$, the first to be discussed below and which involves two daughter processes for the $`\eta `$, provides an example whose generalization is straightforward:
$$(\tau /B)_{\mathrm{p}\mu ^+\eta ^0}>N_p\times T_f\times \frac{[ϵ_1\times B{}_{1}{}^{}(\eta )+ϵ_2\times B{}_{2}{}^{}(\eta )]}{\mu _1+\mu _2}.$$
(1)
Here $`N_{p(n)}=2.87(3.15)\times 10^{32}`$ protons (neutrons) in a kiloton of the Soudan 2 detector, $`T_f=5.52`$ kiloton years is the full detector exposure, and $`ϵ_i\times B{}_{i}{}^{}(\eta )`$ are the selection efficiencies given in Table I. The $`\mu _i`$ are the constrained 90% CL upper limits on the numbers of observed events, and are found by solving the equation
$$0.10=\frac{_{n_1=0}^{n_{ev;1}}_{n_2=0}^{n_{ev;2}}P(n_1,b_1+\mu _1)P(n_2,b_2+\mu _2)}{_{n_1=0}^{n_{ev;1}}_{n_2=0}^{n_{ev;2}}P(n_1,b_1)P(n_2,b_2)}$$
(2)
subject to the constraint
$$\frac{ϵ_1\times B{}_{1}{}^{}(\eta )}{\mu _1}=\frac{ϵ_2\times B{}_{2}{}^{}(\eta )}{\mu _2}=\frac{_{i=1}^2ϵ_i\times B{}_{i}{}^{}(\eta )}{_{i=1}^2\mu _i}.$$
(3)
In Eq. (2), $`P(n,\mu )`$ is the Poisson function, $`e^\mu \mu ^n/n!`$, and the $`b_i`$ are the estimated backgrounds.
#### p $`\mathbf{}𝝁^\mathbf{+}𝜼`$
We have searched for proton decay into $`\mu ^+\eta `$, where the $`\eta `$ decays into two photons or into three $`\pi ^0`$ mesons. With final states involving either of these $`\eta `$ decays, the $`\mu ^+`$ is easily distinguished from the $`\eta `$ decay products in the Soudan 2 tracking calorimeter (see Fig. 1). For the p $`\mu ^+\eta `$ mode, the $`\mu ^+`$ momentum is 296 MeV/$`c`$ in the proton rest frame. In the laboratory frame, $`\mu ^+`$ momenta are smeared about the two-body nominal value as a result of the Fermi motion of bound protons.
For p $`\mu ^+\eta `$, $`\eta \gamma \gamma `$, the kinematic region in the invariant mass versus net momentum plane which contains 90% of the reconstructed MC proton decay events, is delineated by the outer contour displayed in Fig. 2. Since the entire final state is visible, the invariant mass will approximate the nucleon mass and the net event momentum will be distributed in accordance with the convolution of Fermi motion with detector resolution. Fig. 2 shows the distribution of events within this plane, for the proton decay simulation sample, for the atmospheric neutrino MC sample, and for the rock and gold data samples. The total background which arises from neutrino interactions and from the cosmic ray induced rock events is 0.9 + 0.1 = 1.0 events. The neutrino background originates from assorted multiple pion production channels which, after correction for $`\nu _\mu `$ oscillations, is comprised of equal portions of $`\nu _\mu `$ and $`\nu _e`$ inelastic charged-current events.
No events are observed to pass the primary kinematic contour. Due to the small background expectation, no additional kinematic constraints (e.g. on the momentum of the $`\eta `$ or the $`\mu ^+`$) were applied. With an overall detection efficiency of 6.9% we establish a limit of $`\tau /B>48\times 10^{30}`$ years at 90% CL for this decay sequence.
In the other decay sequence of p $`\mu ^+\eta `$, namely $`\eta \pi ^0\pi ^0\pi ^0`$, we search for a decay signature of one track and three to six decay showers from the three $`\pi ^0`$s. The vertex is defined as the end of the track from which the showers emerge. In this case, the rate of the rock background is small and the background expectation of 0.5 events arises almost entirely from atmospheric neutrino interactions. Fig. 3 shows the kinematic search regions in the $`M_{inv}`$ versus $`\left|\stackrel{}{p}_{net}\right|`$ plane, together with the event distributions from the four samples. The detection efficiency for this decay sequence is 5.9%. No data events are observed to pass the kinematic cuts. The limit for this decay sequence is calculated to be $`\tau /B>41\times 10^{30}`$ years at 90% CL. Combining the two daughter processes we obtain an overall limit of $`\tau /B>89\times 10^{30}`$ years at 90% CL.
#### p $`\mathbf{}𝐞^\mathbf{+}𝜼`$
For proton decay into e$`{}_{}{}^{+}\eta `$ with $`\eta \gamma \gamma `$, we searched for an event topology of three distinct showers emanating from a common vertex. We found it was not advantageous to distinguish the primary positron shower from the decay photons of the $`\eta `$; rather, an overall search in the $`M_{inv}`$ versus $`\left|\stackrel{}{p}_{net}\right|`$ plane was conducted. Fig. 4 shows all three-shower events and their relation to the kinematic cut region for the proton decay MC, atmospheric neutrino Monte Carlo, rock, and gold data samples. The total background estimate is 0.9 events, of which 0.7 events are calculated to be initiated by atmospheric neutrinos. The background events are mostly due to $`\nu _e`$ and $`\overline{\nu }_e`$ inelastic charged current interactions. The number of nucleon decay candidates observed is one event. From this we deduce a partial lifetime limit of $`\tau /B>38\times 10^{30}`$ years at 90% CL.
For the $`\eta \pi ^0\pi ^0\pi ^0`$ mode, the signal topology is taken to be four to seven showers, all emerging from a common vertex. The detection efficiency is calculated to be 6.5%. As with $`\eta \gamma \gamma `$, no attempt is made to identify which of the several showers in the event was from the prompt positron. Distributions for this mode are depicted in Fig. 5. Most of the background expectation of 0.6 events can be attributed to $`\nu _e`$ charged current multiple $`\pi ^0`$ production. No data events were observed to pass the kinematic cuts for this mode, and we obtain a limit of $`\tau /B>48\times 10^{30}`$ years at 90% CL. Combining the two $`\eta `$ decay modes gives an overall limit for p $``$ e$`{}_{}{}^{+}\eta `$ of $`\tau /B>81\times 10^{30}`$ years at 90% CL.
#### n $`\mathbf{}\overline{𝝂}𝜼`$
Neutron decay n $`\overline{\nu }\eta `$ with $`\eta \gamma \gamma `$ involves a two–shower final state originating from a “sharp” invariant mass of 547 MeV/$`c^2`$. We define for n $`\overline{\nu }\eta `$, $`\eta \gamma \gamma `$, a kinematically–allowed elliptical region in the $`m_{\gamma \gamma }`$ versus $`\left|\stackrel{}{p}_{net}\right|`$ plane, as shown in Fig. 6. The four diplots of Fig. 6 show the effect of the kinematic contour selection on the neutron decay simulation (Fig. 6a) and on the two-shower events from the atmospheric neutrino MC, from the rock event sample, and from the gold data. The kinematic contour selection is satisfied by 90% of the MC $`\overline{\nu }\eta `$ events, whereas the neutrino and rock backgrounds are almost entirely eliminated. With the loss due to intranuclear rescattering, our detection efficiency for n $`\overline{\nu }\eta `$, $`\eta \gamma \gamma `$ becomes 7%. For this mode, there are no candidate events. The background from neutrino and from rock events is estimated to be 1.7 events. Nearly half of the neutrino-induced background arises from neutral-current production of $`\eta `$ and $`\pi ^0`$’s. A significant contribution also arises from $`\nu _e`$ charged current single $`\pi ^0`$ production events in which one of the showers is not discernible in scanning. For n $`\overline{\nu }\eta _{\gamma \gamma }`$ we obtain a partial lifetime lower limit of $`\tau /B>53\times 10^{30}`$ years at 90% CL.
For the other $`\eta `$ decay mode considered, $`\eta \pi ^0\pi ^0\pi ^0`$, the signal topology is four to six showers emerging from a common vertex. The detection efficiency for n $`\overline{\nu }\eta _{\pi ^0\pi ^0\pi ^0}`$ is 5.4% including the intranuclear correction. The distributions in the plane of $`M_{inv}`$ versus $`\left|\stackrel{}{p}_{net}\right|`$ are depicted in Fig. 7. From Fig. 7b, the total neutrino background is estimated to be 1.5 events, of which nearly half is $`\nu _e`$ charged current interactions with multiple pion production. The remaining background is due to inelastic neutral current interactions. Another 0.6 events are expected from rock events, bringing the total background expectation to 2.0 events. We observe two data events and this gives a partial lifetime limit of $`\tau /B>22\times 10^{30}`$ years at 90% CL. Combining the two submodes together yields a limit for n $`\overline{\nu }\eta `$ of $`\tau /B>71\times 10^{30}`$ years at 90% CL.
## V SEARCH FOR $`𝐧\mathbf{}\overline{𝝂}𝝅^\mathrm{𝟎}`$ AND $`𝐩\mathbf{}\overline{𝝂}𝝅^\mathbf{+}`$
We have searched for the two-body nucleon decay modes which yield a final-state
(anti-)neutrino together with a $`\pi `$–meson. For the neutron decay into $`\overline{\nu }\pi ^0`$, the observable final state consists of two photon showers having a restricted invariant mass, and discrimination from background can be carried out similarly to n $`\overline{\nu }\eta `$, $`\eta \gamma \gamma `$.
For proton decay into $`\overline{\nu }\pi ^+`$, the observable final state is simply a single charged track which can scatter and/or range to stopping with an endpoint decay ($`\pi ^+\mu ^+\mathrm{e}^+`$). A restricted allowed range of pion momentum is implied by the two–body nature of this proton decay. However, the background from quasi–elastic $`\nu _\mu `$ and $`\overline{\nu }_\mu `$ neutrinos with unobserved proton and neutron recoils is substantial, since muon tracks are indistinguishable from $`\pi ^+`$ tracks in the Soudan calorimeter, unless of course a distinct scatter is present. Consequently, for the p $`\overline{\nu }\pi ^+`$ search reported below, we require that an endpoint decay be present on candidate single track events. This requirement discriminates against the background from quasi–elastic $`\nu _\mu \mathrm{n}\mu ^{}\mathrm{p}`$ reactions (though $`\overline{\nu }_\mu \mathrm{p}\mu ^+\mathrm{n}`$ background still remains).
#### n $`\mathbf{}\overline{𝝂}𝝅^\mathrm{𝟎}`$
Neutron decay into $`\overline{\nu }\pi ^0`$ yields a two–shower final state. The invariant mass values obtained by reconstructing event shower pairs from the nucleon decay MC simulation comprise the $`y`$-coordinates of the events shown in Fig. 8a. The $`\gamma \gamma `$ mass distribution peaks close to the $`\pi ^0`$ mass, however it is rather broad (a mean of 142 MeV/$`c^2`$ with a sigma of 45 MeV/$`c^2`$ from a Gaussian fit). For $`\overline{\nu }\pi ^0`$, a bi–variate Gaussian does not provide a good characterization of the event distribution in the $`M_{inv}`$ versus $`\left|\stackrel{}{p}_{net}\right|`$ plane. For the purpose of accommodating the data, a two–dimensional Gaussian was multiplied by a sigmoid function (a smoothed step function). In fitting the data, parameters governing the orientation of the sigmoid and the slope of its step were allowed to vary, in addition to the parameters of the Gaussian. The result of this fit is the set of contours shown in Fig. 8. As an additional constraint, we require that the two showers have an opening angle less than $`90^{}`$. Events which are thereby eliminated are shown as open circles in Fig. 8.
In our n $`\overline{\nu }\pi ^0`$ simulation, 86% of events lie within the outer contour of Fig. 8a and also satisfy the $`\gamma \gamma `$ opening angle requirement. The overall detection efficiency for this mode is 11%. For a simulation in which the intranuclear effects are not included we find a detection efficiency of 21%. The bulk of the INR losses can be attributed to intranuclear absorption and inelastic scattering processes which lower the trigger rate for the simulation from 87% to 45%. A similar INR effect is observed for p $`\overline{\nu }\pi ^+`$.
For n $`\overline{\nu }\pi ^0`$ we calculate that 3.8 background events are expected, with 0.9 events from rock processes and 2.9 events from neutrino background. Inspection of the neutrino background reveals that 75% of the events are neutral-current inelastic single $`\pi ^0`$ production events in which the recoil baryon is either a neutron that escapes detection or a proton that is produced below threshold. The remaining 25% of the background is due to $`\nu _e`$ charged-current single charged pion production events in which the pion is misidentified as a shower and recoil baryons are undetected. In the gold data we observe 4 candidate events. The background–subtracted lifetime lower limit at 90% CL is then $`\tau /B>39\times 10^{30}`$ years.
#### p $`\mathbf{}\overline{𝝂}𝝅^\mathbf{+}`$
The two–body decay p $`\overline{\nu }\pi ^+`$, of an unbound stationary proton would produce a $`\pi ^+`$ with a momentum of 459 MeV/$`c`$. In the Soudan 2 calorimeter, however, protons are mostly to be found within iron nuclei. Pions which are created inside such a nucleus can undergo intranuclear rescattering before they emerge; and, even if they emerge with their identity intact, the $`\pi ^+`$ mesons traverse a dense medium where they can undergo (further) large energy degradation due to scattering processes. The net result is that $`\pi ^+`$ mesons of this decay mode exhibit only half of their initial momentum on average, as can be seen from the result of our full simulation shown in Fig. 9a. For our search we require candidate events to have one and only one track (no recoil proton or neutron) with ionization compatible with a pion or muon mass assignment. The pion momentum as reconstructed from range is required to fall within 140 to 420 MeV/$`c`$. Additionally, the track is required to have a visible endpoint decay consisting of two or more decay shower hits. These cuts reduce the final-state detection efficiency by roughly 50% but remove enough of the neutrino background rate to make a search feasible. The total detection efficiency for this mode is 4.6%.
To gauge the effects on efficiency of intranuclear rescattering within the parent nuclei of the calorimeter medium, a proton decay simulation that does not include intranuclear effects has been compared with the full simulation. We observe that the trigger efficiency increases from 47% to 72% in the absence of intranuclear effects. Additionally, the average momentum of the reconstructed pions of the simulation increases from 284 MeV/$`c`$ to 356 MeV/$`c`$. Evidently, part of the discrepancy between the predicted two body decay momentum of 459 MeV/$`c`$ and the average momentum of the reconstructed pion tracks of the simulation can be attributed to intranuclear scattering. Hadronic scattering processes in the detector medium account for the remaining difference. Finally, in the absence of intranuclear effects, the overall efficiency for p $`\overline{\nu }\pi ^+`$ would be increased from 4.6% to 8.8%.
With the cuts optimized as described above, we observe 6 candidate events and we estimate the background to be 10.5 events in the absence of oscillations by atmospheric neutrinos. However, in the presence of atmospheric $`\nu _\mu \nu _\tau `$ oscillations, our background estimate must be scaled by the Soudan-2 flavor ratio (see Section IIC) and is thereby reduced to 7.7 events. The lifetime lower limit at 90% CL is then $`\tau /B>16\times 10^{30}`$ years.
## VI Uncertainties and lifetime limits
The lifetime lower limits reported here are affected by statistical and systematic uncertainties which arise with detection of each nucleon decay final state and with background estimation. The various error sources, and the corresponding fractional variation $`\mathrm{\Delta }\tau _N/\tau _N`$ thereby introduced, are similar to those detailed for our lepton + K<sup>0</sup> modes search in Soudan 2 (see Ref. , Sect. V). The one exception lies with treatment of intranuclear rescattering losses within parent nuclei for the $`\eta `$ and $`\pi `$ modes studied here. In contrast to produced K<sup>0</sup>s (strangeness = +1), eta mesons and pions may have sizeable rescattering probability for which there is also significant uncertainty. Based upon uncertainties which arise in our phenomenological cascade model , with extrapolation to heavier nuclei of pion production observed in $`\nu _\mu `$ deuteron ($`A=2`$) and $`\nu _\mu `$ neon ($`A=20`$) reactions , we estimate an uncertainty of 30% for our rescattering treatment. This error is to be added in quadrature to the errors (see below) listed for individual channel detection efficiencies, $`ϵ\times BR`$, in Table I. As can be seen from equation (1), the INR uncertainty enters directly into $`\mathrm{\Delta }\tau _N/\tau _N`$ via the detection efficiencies $`ϵ_i`$.
For each channel there is accumulated error on the survival efficiency through selections imposed by triggering, software filtering, scanning, and kinematic cuts; this can be as large as 18%, as indicated by the next-to-rightmost column in Table I. For the $`\overline{\nu }\pi `$ modes, and also for $`\overline{\nu }\eta `$, errors enter the lifetime limit through the estimates of background from atmospheric neutrino events and from cosmic ray induced rock events. Propagation of background errors through relations (1), (2), and (3) for individual channels gives $`\mathrm{\Delta }\tau _N/\tau _N20\%`$. We conclude that the uncertainty $`\mathrm{\Delta }\tau _N/\tau _N`$ on the lifetime lower limits reported in this work may be as large as 40%. Of course, comparable uncertainties also apply to other published limits on the nucleon lifetime.
## VII Summary and conclusions
A search for five distinct lepton + $`\eta (\pi )`$ nucleon decay channels has been carried out using a fiducial exposure of 4.4 kiloton–years recorded by the Soudan 2 fine-grained iron tracking calorimeter. The modes considered are among those proposed in supersymmetric grand unified models. For each mode, cuts have been designed which minimize cosmic-ray neutrino–, photon– and hadron–induced background while maintaining sufficient detection efficiency to allow a sensitive search. From among all of the lepton + pseudoscalar meson modes investigated, zero or small numbers of candidate events are observed; in every case the occurrence of candidates is compatible with expectations for background. A summary of our partial lifetime lower limits $`\tau /B`$ at 90% CL obtained with each channel is given in Table II.
A comparison of our current Soudan 2 limits with results published by the Fréjus, Kamiokande, and IMB-3 experiments is presented in Table III. For the two-body lepton-plus-eta decay modes p $`\mu ^+\eta `$, p $`\mathrm{e}^+\eta `$, and n $`\overline{\nu }\eta `$, we observe zero, one, and two candidates respectively, with comparable expectations for background processes. Our resulting lifetime lower limits are compatible with those listed by the Particle Data Group and are the most stringent limits achieved using iron calorimeters.
## Acknowledgements
This work was supported by the U.S. Department of Energy, the U.K. Particle Physics and Astronomy Research Council, and the State and University of Minnesota. We wish to thank the Minnesota Department of Natural Resources for allowing us to use the facilities of the Soudan Underground Mine State Park. |
warning/0001/math-ph0001017.html | ar5iv | text | # 1 Introduction.
## 1 Introduction.
Our initial motivation is the study of integrable systems. Consider an integrable system with $`2n`$ degrees of freedom, by definition it possesses $`n`$ integrals in involution. The levels of these integrals are $`n`$-dimensional tori. This is a general description, but the particular examples of integrable models that we meet in practice are much more special. Let us explain how they are organized.
The phase space $``$ is embedded algebraically into the space $`^N`$. The integrals are algebraic functions of coordinates in this space. This situation allows complexification, the complexified phase space $`^{}`$ is an algebraic affine variety embedded into $`^N`$. The levels of integrals in the complexified case allow the following beautiful description. The systems that we consider are such that with every one of them one can identify an algebraic curve $`X`$ of genus $`n`$ whose moduli are defined by the integrals of motion. On the Jacobian $`J(X)`$ of this curve there is a particular divisor $`D`$ (in this paper we consider the case when this divisor coincides with the theta divisor, but more complicated situations are possible). The level of integrals is isomorphic to the affine variety $`J(X)D`$. The real space $`^N^N`$ intersects with every level of integrals by a compact real sub-torus of $`J(X)D`$.
This structure explains why the methods of algebraic geometry are so important in application to integrable models. Closest to the present paper account of these methods is given in the Mumfords’s book .
Let us describe briefly the results of the present paper. We study the structure of the ring $`𝐀`$ of algebraic functions (observables) on the phase space of certain integrable model. The curve $`X`$ in our case is hyper-elliptic. As is clear from the description given above this ring of algebraic functions is, roughly, a product of the functions of integrals of motion by the affine ring of hyper-elliptic Jacobian. The commuting vector fields defined by taking Poisson brackets with the integrals of motion are acting on $`𝐀`$. We shall show that by the action of these vector-fields the ring $`𝐀`$ is generated from finite number of functions corresponding to the highest nontrivial cohomology group of the affine Jacobian. We conjecture the form of the cohomology groups in every degree and demonstrate the consistence of our conjectures with the structure of the ring $`𝐀`$.
Finally we would like to say that this relation to cohomology groups became clear analyzing the results of papers and which deal with quantum integrable models. Very briefly the reason for that is as follows. The quantum observables are in one-to-one correspondence with the classical ones. Consider a matrix element of some observable between two eigen-functions of Hamiltonians. An eigen-functions written in “coordinate” representation (for “coordinates” we take the angles on the torus) must be considered as proportional to square-root of the volume form on the torus. The matrix element is written as integral with respect to “coordinates”, the product of two eigen-functions gives a volume form on the torus, and the operator itself can be considered, at least semi-classically, as a multiplier in front of this volume form, i.e. as coefficient of some differential top form on the torus which is the same as the form of one-half of maximal dimension on the phase space. Further, those operators which correspond to “exact form” have vanishing matrix elements. This is how the relation to the cohomologies appears.
The paper, after the introduction, consists of five sections and six appendices which contain technical details and some proofs.
In section 2 we recall the standard construction of the Jacobi variety which is valid for any Riemann surface.
An algebraic construction of the affine Jacobi variety $`J(X)\mathrm{\Theta }`$ of a hyper-elliptic curve $`X`$ is reviewed in section 3 following the book vol.II. This construction is specific to hyper-elliptic curves or more generally spectral curves .
In section 4 we study the affine ring of $`J(X)\mathrm{\Theta }`$ using the description in section 3. The main ingredient here is the character of the affine ring. To be precise we consider the ring $`𝐀_0`$ corresponding to the most degenerate curve $`y^2=z^{2g+1}`$. The ring $`𝐀`$ and the affine ring $`𝐀_f`$ of $`J(X)\mathrm{\Theta }`$ for a non-singular $`X`$ can be studied using $`𝐀_0`$. It is important that $`𝐀_0`$ is a graded ring and the character $`\text{ch}(𝐀_0)`$ is defined. We calculate it by determining explicitly a $``$-basis of $`𝐀_0`$. The relation between $`𝐀_0`$ and $`𝐀_f`$ for a non-singular $`X`$ is given in Appendix E.
A set of commuting vector fields acting on $`𝐀`$ is introduced in section 5. This action descends to the quotients $`𝐀_0`$ and $`𝐀_f`$. The action of the vector fields coincides with the action of invariant vector fields on $`J(X)`$. With the help of these vector fields we define the de Rham type complexes $`(𝐂^{},d)`$, $`(𝐂_0^{},d)`$, $`(𝐂_f^{},d)`$ with the coefficients in $`𝐀`$, $`𝐀_0`$, $`𝐀_f`$ respectively. The complex $`(𝐂_f^{},d)`$ is nothing but the algebraic de Rham complex of $`J(X)\mathrm{\Theta }`$ whose cohomology groups are known to be isomorphic to the singular cohomology groups of $`J(X)\mathrm{\Theta }`$. What is interested for us is the cohomology groups of $`(𝐂_0^{},d)`$. We calculate the $`q`$-Euler characteristic of $`(𝐂_0^{},d)`$ and show that it coincides with the quotient of $`\text{ch}(𝐀_0)`$ by the character $`\text{ch}(𝒟)`$ of the space of commuting vector fields. Then, by the Euler-Poincaré principle, $`\text{ch}(𝐀_0)/\text{ch}(𝒟)`$ is found to be expressible as the alternating sum of the characters of cohomology groups of $`(𝐂_0^{},d)`$. Decomposing independently the explicit formula of $`\text{ch}(𝐀_0)`$ into the alternating sum, we make conjectures on the cohomology groups of $`(𝐂_0^{},d)`$ which are formulated in the next section.
In section six and in Appendix B we study the singular homology and cohomology groups of $`J(X)\mathrm{\Theta }`$. The Riemann bilinear relation plays an important role here. We formulate conjectures on the cohomology groups of $`(𝐂^{},d)`$, $`(𝐂_0^{},d)`$, $`(𝐂_f^{},d)`$.
Acknowledgements. This work was begun during the visit of one of the authors (A.N.) to LPTHE of Université Paris VI and VII in 1998-1999. We express our sincere gratitude to this institution for generous hospitality. A.N thanks K. Cho for helpful discussions.
## 2 Hyper-elliptic curves and their Jacobians.
Consider the hyper-elliptic curve $`X`$ of genus $`g`$ described by the equation:
$`y^2=f(z),`$
where
$`f(z)=z^{2g+1}+f_1z^{2g}+\mathrm{}+f_{2g+1}.`$ (1)
The hyper-elliptic involution $`\sigma `$ is defined by
$`\sigma (z,y)=(z,y).`$
The Riemann surface $`X`$ can be realized as two-sheeted covering of the $`z`$-sphere with the quadratic branch points which are zeros of the polynomial $`f(z)`$ and $`\mathrm{}`$.
A basis of holomorphic differentials is given by:
$$\mu _j=z^{gj}\frac{dz}{y},j=1,\mathrm{},g.$$
Choose a canonical homology basis of $`X`$: $`\alpha _1,\mathrm{},\alpha _g`$ , $`\beta _1,\mathrm{},\beta _g`$ . The basis of normalized differentials is defined as
$$\omega _i=\underset{j=1}{\overset{g}{}}(M^1)_{ij}\mu _j,$$
where the matrix $`M`$ consists of $`\alpha `$-periods of holomorphic differentials $`\mu _i`$:
$`M_{ij}={\displaystyle \underset{\alpha _j}{}}\mu _i,i,j=1\mathrm{},g.`$ (2)
The period matrix
$$B_{ij}=\underset{\beta _i}{}\omega _j$$
defines a point $`B`$ in the Siegel upper half space:
$$B_{ij}=B_{ji},\text{Im}(B)>0.$$
The Jacobi variety of $`X`$ is a $`g`$-dimensional complex torus:
$$J(X)=\frac{^g}{^g+B^g}.$$
The Riemann theta function associated with $`J(X)`$ is defined by
$$\theta (\zeta )=\underset{m^g}{}\text{exp}2\pi i\left(\frac{1}{2}{}_{}{}^{t}mBm+{}_{}{}^{t}m\zeta \right),$$
where $`\zeta ^g`$. The theta function satisfies
$$\theta (\zeta +m+Bn)=\text{exp}2\pi i\left(\frac{1}{2}{}_{}{}^{t}nBn{}_{}{}^{t}n\zeta \right)\theta (\zeta ),$$
for $`m,n^g`$.
Consider the symmetric product of $`X`$, the quotient of the product space by the action of the symmetric group:
$$X(n)=X^n/S_n.$$
The Abel transformation defines the map
$$X(g)\stackrel{a}{}J(X)$$
explicitly given by
$`w_j={\displaystyle \underset{k=1}{\overset{g}{}}}{\displaystyle \underset{\mathrm{}}{\overset{p_k}{}}}\omega _j+\mathrm{\Delta },`$
where $`p_1,\mathrm{},p_g`$ are points of $`X`$, $`\mathrm{\Delta }`$ is the Riemann characteristic corresponding to the choice of $`\mathrm{}`$ for the reference point. In the present case $`\mathrm{\Delta }`$ is a half-period because $`\mathrm{}`$ is a branch point .
The divisor $`\mathrm{\Theta }`$ is the $`(g1)`$-dimensional subvariety of $`J(X)`$ defined by
$`\mathrm{\Theta }=\{w|\theta (w)=0\}.`$ (3)
The main subject of our study is the ring $`A`$ of meromorphic functions on $`J(X)`$ with singularities only on $`\mathrm{\Theta }`$. The simple way to describe this ring is provided by theta functions:
$`A={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{\mathrm{\Theta }_k(w)}{\theta (w)^k}}\right),`$ (4)
where $`\mathrm{\Theta }_k`$ is the space of theta functions of order $`k`$ i.e. the space of regular functions on $`^g`$ satisfying
$$\theta _k(w+m+Bn)=\text{exp}2k\pi i\left(\frac{1}{2}{}_{}{}^{t}nBn{}_{}{}^{t}nw\right)\theta _k(w).$$
There are $`k^g`$ linearly independent theta functions of order $`k`$.
Let us discuss the geometric meaning of the ring $`A`$. It is well known that with the help of theta functions one can embed the complex torus $`J(X)`$ into the complex projective space as a non singular algebraic subvariety. It can be done, for example, using theta functions of third order:
1. $`3^g`$ theta functions of third order define an embedding of $`J(X)`$ into the complex projective space $`^{3^g1}`$,
2. a set of homogeneous algebraic equations for these theta functions can be written, which allows to describe this embedding as algebraic one.
Now consider the functions
$$\frac{\mathrm{\Theta }_3(w)}{\theta (w)^3}.$$
Obviously, with the help of these functions, we can embed the non-compact variety $`J(X)\mathrm{\Theta }`$ into the complex affine space $`^{3^g1}`$. Denote the coordinates in this space by $`x_1,\mathrm{},x_{3^g1}`$, the affine ring of $`J(X)\mathrm{\Theta }`$ is defined as the ring
$$[x_1,\mathrm{},x_{3^g1}]/(g_\alpha ),$$
where $`(g_\alpha )`$ is the ideal generated by the polynomials $`\{g_\alpha \}`$ such that $`\{g_\alpha =0\}`$ defines the embedding. It is known that the affine ring is the characteristic of the non-compact variety $`J(X)\mathrm{\Theta }`$ independent of a particular embedding of this variety into affine space. Obviously the ring $`A`$ defined above is isomorphic to the affine ring. We remark that the above argument on the embedding $`J(X)\mathrm{\Theta }`$ into an affine space is valid if $`(J(X),\mathrm{\Theta })`$ is replaced by any principally polarized abelian variety.
Consider $`X(g)`$ which is mapped to $`J(X)`$ by the Abel map $`a`$. The Riemann theorem says that
$$\theta (w)=0\text{iff}w=\underset{j=1}{\overset{g1}{}}\underset{\mathrm{}}{\overset{p_j}{}}\omega +\mathrm{\Delta }$$
which allows to describe $`\mathrm{\Theta }`$ in terms of the symmetric product. One easily argues that the preimage of $`\mathrm{\Theta }`$ under the Abel map is described as
$`D:=D_{\mathrm{}}D_0,`$
where
$`D_{\mathrm{}}=\{(p_1,\mathrm{},p_g)X(g)|p_i=\mathrm{}\text{ for some}i\},`$ (5)
$`D_0=\{(p_1,\mathrm{},p_g)X(g)|p_i=\sigma (p_j)\text{ for some}ij\}.`$
The Abel map is not one-to-one, and the compact varieties $`J(X)`$ and $`X(g)`$ are not isomorphic. However, the affine varieties $`J(X)\mathrm{\Theta }`$ and $`X(g)D`$ are isomorphic since the Abel map
$$X(g)D\stackrel{a}{}J(X)\mathrm{\Theta }$$
is an isomorphism. In what follows we shall study the affine variety $`X(g)DJ(X)\mathrm{\Theta }`$.
## 3 Affine model of hyperelliptic Jacobian.
Consider a traceless $`2\times 2`$ matrix
$`m(z)=\left(\begin{array}{cc}a(z)& b(z)\\ c(z)& a(z)\end{array}\right),`$
where the matrix elements are polynomials of the form:
$`a(z)=a_{\frac{3}{2}}z^{g1}+a_{\frac{5}{2}}z^{g2}+\mathrm{}+a_{g+\frac{1}{2}},`$ (6)
$`b(z)=z^g+b_1z^{g1}+\mathrm{}+b_g,`$
$`c(z)=z^{g+1}+c_1z^g+c_2z^{g1}+\mathrm{}+c_{g+1}.`$
Later we shall set $`b_0=c_0=1`$. Consider the affine space $`^{3g+1}`$ with coordinates $`a_{\frac{3}{2}},\mathrm{},a_{\frac{g+1}{2}}`$, $`b_1,\mathrm{},b_g`$, $`c_1,\mathrm{},c_{g+1}`$. Fix the determinant of $`m(z)`$:
$`a^2(z)+b(z)c(z)=f(z),`$ (7)
where the polynomial $`f(z)`$ is the same as used above (1). Comparing each coefficient of $`z^i`$ $`(i=0,1,\mathrm{},2g)`$ of (7) one gets $`2g+1`$ different equations. In fact the equations (7) define g-dimensional sub-variety of $`^{3g+1}`$. This algebraic variety is isomorphic to $`J(X)\mathrm{\Theta }`$ as shown in the book . We shall briefly recall the proof.
Consider a matrix $`m(z)`$ satisfying (7). Take the zeros of $`b(z)`$:
$$b(z)=\underset{j=1}{\overset{g}{}}(zz_j)$$
and set
$$y_j=a(z_j).$$
Obviously $`z_j,y_j`$ satisfy the equation
$$y_j^2=f(z_j),$$
which defines the curve $`X`$. So, we have constructed a point of $`X(g)`$ for every $`m(z)`$ which satisfies the equations (7). Conversely, for a point $`(p_1,\mathrm{},p_g)`$ of $`X(g)`$, construct the matrix $`m(z)`$ as
$`b(z)={\displaystyle \underset{j=1}{\overset{g}{}}}(zz_j),a(z)={\displaystyle \underset{j=1}{\overset{g}{}}}y_j{\displaystyle \underset{kj}{}}\left({\displaystyle \frac{zz_k}{z_jz_k}}\right),`$
$`c(z)={\displaystyle \frac{a(z)^2+f(z)}{b(z)}},`$
where $`z_j=z(p_j)`$ is the $`z`$-coordinate of $`p_j`$. Considering the function $`b(z)`$ as a function on $`X(g)`$ one finds that it has singularities when one of $`z_j`$ equals $`\mathrm{}`$. The function $`a(z)`$ is singular at $`z_j=\mathrm{}`$ and also at the points where $`z_i=z_j`$ but $`y_i=y_j`$. This is exactly the description of the variety $`D`$. The functions $`a(z)`$ and $`c(z)`$ do not add new singularities. Thus we have the embedding of the affine variety $`X(g)D`$ into the affine space:
$`X(g)D^{3g+1}.`$
Therefore we can profit from the wonderful property of the hyper-elliptic Jacobian: it allows an affine embedding into a space of very small dimension equal to $`3g+1`$ (compare with $`3^g1`$ which we have for any Abelian variety). Actually, the space $`^{3g+1}`$ occurs foliated with generic leaves isomorphic to the affine Jacobians.
## 4 Properties of affine ring.
Consider the free polynomial ring $`𝐀`$:
$$𝐀=[a_{\frac{3}{2}},\mathrm{},a_{g+\frac{1}{2}},b_1,\mathrm{},b_g,c_1,\mathrm{},c_{g+1}].$$
On the ring $`𝐀`$ one can naturally introduce a grading. Prescribe the degree $`j`$ to any of generators $`a_j`$, $`b_j`$, $`c_j`$ and extend this definition to all monomials in $`𝐀`$ by
$$\text{deg}(xy)=\text{deg}(x)+\text{deg}(y).$$
Every monomial of the ring has positive degree (except for $`1`$ whose degree equals $`0`$). Thus, as a linear space, $`𝐀`$ splits into
$$𝐀=\underset{2p_+}{}𝐀^{(p)},$$
where $`𝐀^{(j)}`$ is the subspace of degree $`j`$ and $`_+=\{0,1,2,\mathrm{}\}`$. Define the character of $`𝐀`$ by
$$\text{ch}(𝐀)=\underset{2p_+}{}q^p\text{dim}(𝐀^{(p)}).$$
Since the ring $`𝐀`$ is freely generated by $`a_p`$, $`b_p`$, $`c_p`$ one easily finds
$`\text{ch}(𝐀)={\displaystyle \frac{\left[\frac{1}{2}\right]}{\left[g+\frac{1}{2}\right]![g]![g+1]!}},`$ (8)
where, for $`k_+`$,
$$[k]=1q^k,[k]!=[1]\mathrm{}[k],\left[k+\frac{1}{2}\right]!=\left[\frac{1}{2}\right]\left[\frac{3}{2}\right]\mathrm{}\left[k+\frac{1}{2}\right].$$
This important formula allows to control the size of the ring $`𝐀`$.
The relation of the ring $`𝐀`$ to the affine ring $`A`$ is obvious. The latter is the quotient of $`𝐀`$ by the ideal generated by the relations $`\text{det}(m(z))=f(z)`$ where the coefficients of $`f`$ are considered fixed constants.
From the point of view of integrable models, it is more natural to see $`f_1,\mathrm{},f_{2g+1}`$ as variables than complex numbers. If we assign degree $`j`$ to the variables $`f_j`$, all the equations in (7) are homogeneous. Consider the polynomial ring
$$𝐅=[f_1,\mathrm{},f_{2g+1}].$$
The ring $`𝐅`$ is graded and its character is
$$\text{ch}(𝐅)=\frac{1}{[2g+1]!}.$$
The ring $`𝐅`$ acts on $`𝐀`$, that is, $`f(z)`$ acts by the multiplication of the left hand side of (7). Consider the space $`𝐀_0`$ which consists of $`𝐅`$-equivalence classes:
$$𝐀_0=𝐀/(𝐅^\times 𝐀),𝐅^\times =\underset{i=1}{\overset{2g+1}{}}𝐅f_i.$$
Since $`𝐅^\times 𝐀`$ is a homogeneous ideal of $`𝐀`$, $`𝐀_0`$ is a graded vector space:
$$𝐀_0=\underset{2p_+}{}𝐀_0^{(p)}.$$
One can consider the space $`𝐀_0`$ as a subspace of $`𝐀`$ taking a set of homogeneous representatives of the equivalence classes (being homogeneous they are automatically of smallest possible degree). Consider any homogeneous $`x𝐀`$. One can write $`x`$ as
$$x=x^{(0)}+\underset{i=1}{\overset{2g+1}{}}f_ix_i,$$
where $`x^{(0)}𝐀_0`$ and $`x_i`$ is a homogeneous element in $`𝐀`$ satisfying $`\text{deg}x_i=\text{deg}xi`$. Since the degree of $`x_i`$ is less than the degree of $`x`$, repeating the same procedure for $`x_i`$ one arrives, by finite number of steps, at
$`x={\displaystyle h_jx_j^{(0)}},`$ (9)
where $`x_j^{(0)}𝐀_0`$, $`h_i𝐅`$ and the summation is finite. There is an $`𝐅`$-linear map:
$$𝐅_{}𝐀_0\stackrel{m}{}𝐀,$$
which corresponds to multiplying the elements of $`𝐀_0`$ by elements from $`𝐅`$ and taking linear combinations. The above reasoning shows that $`\text{Im}(m)=𝐀`$. Hence
$`\text{ch}(𝐀_0){\displaystyle \frac{\text{ch}(𝐀)}{\text{ch}(𝐅)}}.`$ (10)
The equality takes place iff $`\text{Ker}(m)=0`$. We shall see that this is indeed the case. Informally the equality $`\text{Ker}(m)=0`$ is a manifestation of the fact that the space $`^{3g+1}`$ is foliated into $`g`$-dimensional sub-varieties, the coordinates $`f_j`$ describe transverse direction. The pure algebraic proof of this fact is given by the following proposition. Proposition 1. The set of elements
$`{\displaystyle \underset{j=1}{\overset{g}{}}}u_{\frac{1+j}{2}}^{i_j}{\displaystyle \underset{k=1}{\overset{g}{}}}u_{\frac{g+1+k}{2}}^{l_k},`$
where
$$u_p=\{\begin{array}{cc}\hfill a_p,& p=\text{half-integer}\hfill \\ \hfill b_p,& p=\text{integer},\hfill \end{array}$$
is a basis of $`𝐀_0`$ as a vector space, where $`i_1,\mathrm{},i_g`$ are non-negative integers and $`l_1,\mathrm{},l_g`$ are $`0`$ or $`1`$.
The proof of Proposition 1 is given in Appendix A. Proposition 1 shows that
$`\text{ch}(𝐀_0)={\displaystyle \underset{j=1}{\overset{g}{}}}{\displaystyle \frac{1}{\left[\frac{1+j}{2}\right]}}{\displaystyle \underset{k=1}{\overset{g}{}}}\left(1+q^{\frac{g+1+k}{2}}\right)={\displaystyle \frac{\left[\frac{1}{2}\right][2g+1]!}{\left[g+\frac{1}{2}\right]![g]![g+1]!}}={\displaystyle \frac{\text{ch}(𝐀)}{\text{ch}(𝐅)}},`$ (11)
which means that $`\text{Ker}(m)=0`$. We summarize this in the following: Proposition 2. As an $`𝐅`$ module, $`𝐀`$ is a free module, $`𝐀𝐅_{}𝐀_0`$. In other words every element $`x𝐀`$ can be uniquely presented as a finite sum:
$`x={\displaystyle h_jx_j^{(0)}},`$
where $`\{x_j^{(0)}\}`$ is a basis of the $``$-vector space $`𝐀_0`$ and $`h_j𝐅`$.
## 5 Poisson structure and cohomology groups.
The affine model of hyper-elliptic Jacobian is interesting for its application to integrable models. The ring $`𝐀`$ that we introduced in the previous section can be supplied with Poisson structure. This fact is also important because introducing the Poisson structure is the first step towards the quantization. The Poisson structure in question is described in r-matrix formalism as follows:
$`\{m(z_1)I,Im(z_2)\}=[r(z_1,z_2),m(z_1)I][r(z_2,z_1),Im(z_2)].`$ (12)
The r-matrix acting in $`^2^2`$ is
$$r(z_1,z_2)=\frac{z_2}{z_1z_2}\left(\frac{1}{2}\sigma ^3\sigma ^3+\sigma ^+\sigma ^{}+\sigma ^{}\sigma ^+\right)+z_2\sigma ^{}\sigma ^{},$$
where $`\sigma ^3`$, $`\sigma ^\pm `$ are Pauli matrices.
The variables $`z_1,\mathrm{},z_g`$ (zeros of $`b(z)`$) and $`y_j=a(z_j)`$ have dynamical meaning of separated variables . The Poisson brackets (12) imply the following Poisson brackets for the separated variables:
$$\{z_i,y_j\}=\delta _{i,j}z_i.$$
The determinant $`f(z)`$ of the matrix $`m(z)`$ generates Poisson commutative subalgebra:
$$\{f(z_1),f(z_2)\}=0.$$
It can be shown that the coefficients $`f_1,f_2,\mathrm{},f_g`$ and $`f_{2g+1}`$ belongs to the center of Poisson algebra. The Poisson commutative coefficients $`f_{g+1},\mathrm{},f_{2g}`$ are the integrals of motion. Introduce the commuting vector-fields
$$D_ih=\{f_{g+i},h\},i=1,\mathrm{}g.$$
For completeness let us describe explicitely the action of these vector-fields on $`m(z)`$. Define
$$D(z)=\underset{j=1}{\overset{g}{}}z^{j1}D_{g+1j}.$$
Then the Poisson brackets (12) imply:
$$D(z_1)m(z_2)=\frac{1}{z_1z_2}[m(z_1),m(z_2)][\sigma ^{}m(z_1)\sigma ^{},m(z_2)].$$
One can think of these commuting vector-fields as $`D_j=\frac{}{\tau _j}`$ where $`\tau _j`$ are ”times” corresponding to the integrals of motion $`f_{g+j}`$. The ”times” $`\tau _j`$ are coordinates on the Jacobi variety, they are related to $`w`$ as follows
$$\tau =\frac{1}{2}Mw,$$
where $`M`$ is the matrix defined in (2). We remark that $`D_i`$ here coincides with $`2D_i`$ in the Mumford’s book vol.II. Earlier we have introduced a gradation on the ring $`𝐀`$. We can prescribe the degrees to the vector-fields $`D_j`$ as $`\text{deg}\left(D_j\right)=j\frac{1}{2}`$ because it can be shown that:
$$D_j𝐀^{(p)}𝐀^{(p+j\frac{1}{2})}.$$
Consider the differential forms
$`f_{i_1\mathrm{}i_k}d\tau _{i_1}\mathrm{}d\tau _{i_k},`$ (13)
with $`f_{i_1,\mathrm{},i_k}𝐀`$. These forms span the linear spaces $`𝐂^k`$ for $`k=0,\mathrm{},g`$. The differential
$$d=\underset{j=1}{\overset{g}{}}d\tau _jD_j,$$
acts from $`𝐂^k`$ to $`𝐂^{k+1}`$ . As usual applying $`d`$ we first apply the vector fields $`D_j`$ to the coefficients of the differential form and then take exterior product with $`d\tau _j`$. We have the complex
$$0𝐂^0\stackrel{d}{}𝐂^1\stackrel{d}{}\mathrm{}\stackrel{d}{}𝐂^{g1}\stackrel{d}{}𝐂^g\stackrel{d}{}0.$$
The $`k`$-th cohomology group of this complex is denoted by $`H^k(𝐂^{})`$. Consider the problem of grading of the spaces $`𝐂^j`$. Clearly we have to prescribe the degree to $`d\tau _j`$ as
$$\text{deg}(d\tau _j)=j+\frac{1}{2}$$
in order that $`d`$ has degree zero.
Consider the spaces $`𝐂_0^k`$ spaned by (13) with $`f_{i_1\mathrm{}i_k}𝐀_0`$. Since the elements of $`𝐅`$ are “constants” (commute with $`D_i`$), $`D_i`$ acts on $`𝐀_0`$. So, we have the complex $`𝐂_0^{}`$:
$$0𝐂_0^0\stackrel{d}{}𝐂_0^1\stackrel{d}{}\mathrm{}\stackrel{d}{}𝐂_0^{g1}\stackrel{d}{}𝐂_0^g\stackrel{d}{}0.$$
This complex is graded. One easily calculates that
$`\text{ch}(𝐂_0^{gj})=q^{\frac{1}{2}(j^2g^2)}\left[\begin{array}{c}g\\ j\end{array}\right]\text{ch}\left(𝐀_0\right),`$ (14)
where the q-binomial coefficient is defined as
$$\left[\begin{array}{c}g\\ j\end{array}\right]=\frac{[g]!}{[j]![gj]!}.$$
The differential $`d`$ respects the grading. In this case the $`q`$-Euler characteristic can be introduced
$`\chi _q\left(𝐂_0^{}\right)=\text{ch}\left(𝐂_0^0\right)\text{ch}\left(𝐂_0^1\right)+\mathrm{}+(1)^g\text{ch}\left(𝐂_0^g\right),`$ (15)
which possesses all the essential properties of the usual Euler characteristic. Using the formula (14) one finds
$`\chi _q\left(𝐂_0^{}\right)`$ $`=(1)^gq^{\frac{1}{2}g^2}\left[\frac{2g1}{2}\right]!\text{ch}\left(𝐀_0\right)`$ (16)
$`=(1)^gq^{\frac{1}{2}g^2}{\displaystyle \frac{[2g+1]![\frac{1}{2}]}{[g+\frac{1}{2}][g]![g+1]!}}.`$
Consider the cohomology groups $`H^k(𝐂_0^{})`$. The vector spaces $`H^k(𝐂_0^{})`$ inherit a grading from $`𝐂_0^j`$. Then
$`\chi _q(𝐂_0^{})=\text{ch}(H^0(𝐂_0^{}))\text{ch}(H^1(𝐂_0^{}))+\mathrm{}+(1)^g\text{ch}(H^g(𝐂_0^{})).`$
The $`q`$-number in (16) has finite limit for $`q1`$:
$`\underset{q1}{lim}\chi _q(𝐂_0^{})=(1)^g{\displaystyle \frac{(2g)!}{(g)!(g+1)!}}=(1)^g\left(\left(\genfrac{}{}{0pt}{}{2g}{g}\right)\left(\genfrac{}{}{0pt}{}{2g}{g1}\right)\right).`$ (17)
Certainly the fact that the $`q`$-Euler characteristic has a finite limit does not mean that cohomology groups are finite-dimensional, but we believe that this is the case. So, we put forward Conjecture 1. The spaces $`H^k(𝐂_0^{})`$ are finite-dimensional. More explicitly the cohomology groups will be discussed in the next section.
In the situation under consideration there is an important connection between the algebra $`𝐀`$ and the highest cohomology group $`H^g(𝐂_0^{})`$. Proposition 3. Consider some homogeneous representatives of a basis of the space $`H^g(𝐂_0^{})`$:
$$h_\alpha d\tau _1\mathrm{}d\tau _g.$$
Arbitrary $`x𝐀_0`$ can be presented in the form
$`x={\displaystyle \underset{\alpha }{}}P_\alpha (D_1,\mathrm{}D_g)h_\alpha ,`$ (18)
where $`P_\alpha (D_1,\mathrm{}D_g)`$ are polynomials in $`D_1,\mathrm{},D_g`$ with $``$-number coefficients. Proof. For $`x𝐀_0`$ construct
$$\mathrm{\Omega }=xd\tau _1\mathrm{}d\tau _g𝐂_0^g.$$
By the definition of cohomology group we have
$$\mathrm{\Omega }=\mathrm{\Omega }_0+d\mathrm{\Omega }^{},\mathrm{\Omega }_0H^g(𝐂_0^{}),\mathrm{\Omega }^{}𝐂_0^{g1},$$
which implies that
$$x=h+D_ix_i,$$
with $`h`$ such that $`\mathrm{\Omega }_0=hd\tau _1\mathrm{}d\tau _g`$, $`x_i𝐀_0`$. Apply the same procedure to $`x_i`$ and go on along the same lines. The resulting representation (18) will be achieved in finite number of steps for the reason of grading. QED.
Let us introduce the notation
$$𝒟=[D_1,\mathrm{},D_g].$$
We shall call the expressions of the type (18) the $`𝒟`$-descendents of $`\{h_\alpha \}`$. The interesting question concerning the formula (18) is whether such representation is unique for any $`x`$. The answer is that it is not the case, and to understand why it is so we have to return to the formula (16) which can be rewritten as follows:
$`q^{\frac{1}{2}g^2}\text{ch}\left(𝐀_0\right)={\displaystyle \frac{1}{\left[g\frac{1}{2}\right]!}}\text{ch}(H^g(𝐂_0^{}))`$
$`{\displaystyle \frac{1}{\left[g\frac{1}{2}\right]!}}\text{ch}(H^{g1}(𝐂_0^{}))+{\displaystyle \frac{1}{\left[g\frac{1}{2}\right]!}}\text{ch}(H^{g2}(𝐂_0^{}))\mathrm{}.`$ (19)
Obviously, the first term in the RHS represents the character of the space of all $`𝒟`$-descendents of $`\{h_\alpha \}`$ (recall that the degree of $`D_j`$ equals $`j\frac{1}{2}`$). This is equivalent to saying that the first term has the same character as the space generated freely over $`𝒟`$ by $`H^g(𝐂_0^{})`$:
$$\frac{1}{\left[g\frac{1}{2}\right]!}\text{ch}(H^g(𝐂_0^{}))=\text{ch}(𝒟)\text{ch}(H^g(𝐂_0^{}))=\text{ch}\left(𝒟_𝐂H^g(𝐂_0^{})\right).$$
The existence of the second term of the RHS of (19) implies that, in $`𝐀_0`$, there are linear relations among $`𝒟`$-descendents of $`\{h_\alpha \}`$ and they are parametrized by the second term. The third term explains that there are relations among linear relations counted by the second term of the RHS of (19) and so on. This is nothing but the usual argument of constructing a resolution of a module. In the present case it is actually possible to construct a free resolution of $`𝐀_0`$ as a $`𝒟`$ module assuming some conjectures. The construction of the free resolution is given in Appendix F.
Combining Proposition 2 and Proposition 3 one arrives at Proposition 4. Let $`\{h_\alpha \}`$ be the same as in Proposition 3. Then every $`x𝐀`$ can be presented as
$`x={\displaystyle \underset{\alpha }{}}𝐏_\alpha (D_1,\mathrm{},D_g)h_\alpha ,`$ (20)
where $`𝐏_\alpha (D_1,\mathrm{},D_g)`$ are polynomials in $`D_1`$,…,$`D_g`$ with coefficients from $`𝐅`$. Proof. We shall prove the proposition by the induction on the degree of $`x`$. Since $`𝐀^{(p)}=\{0\}`$ for $`p<0`$, the beginning of induction obviously holds. Suppose that the proposition is true for all elements of degree less than $`\text{deg}(x)`$. By Proposition 2, there exist $`x_j`$ such that
$$x=x_0+\underset{i=1}{\overset{2g+1}{}}f_ix_i,x_j𝐀_0,$$
where $`\text{deg}(x)=\text{deg}(x_0)`$ and $`\text{deg}(x_i)=\text{deg}(x)i<\text{deg}(x)`$ for $`i>0`$. By Proposition 3, there exist polynomials $`P_\alpha (D_1,\mathrm{},D_g)`$ with the coefficients in $``$ such that
$$x_0=P_\alpha (D_1,\mathrm{},D_g)h_\alpha +\underset{i=1}{\overset{2g+1}{}}f_iy_i,y_i𝐀,$$
where $`\text{deg}y_i=\text{deg}x_0i`$. Since $`\text{deg}(y_i)<\text{deg}(x_0)`$, $`x`$ can be written in the form (20) by the induction hypothesis. QED.
Proposition 4 represents the most important result of this paper. The possibility of presenting every algebraic function on the phase space of the integrable model in the form (20) starting from finite number of functions $`\{h_\alpha \}`$, which are representatives of the highest cohomology group, is important both in classical and in quantum case. The description of null-vectors follows from the one given above because $`D_i`$ commute with $`f_i`$.
## 6 Conjectures on cohomology groups.
In the previous section we have seen that the cohomology group $`H^g(𝐂_0^{})`$ is important for describing the algebra $`𝐀`$. This cohomology group is rather exotic, since the complex $`𝐂_0^{}`$ corresponds to the case when the algebraic curve $`X`$ is singular, that is, $`y^2=z^{2g+1}`$. In this section we first discuss the relation between $`H^k(𝐂_0^{})`$ and the singular cohomology groups of the non-singular affine Jacobi variety $`J(X)\mathrm{\Theta }`$. For a set of complex numbers $`f^0=(f_1^0,\mathrm{},f_{2g+1}^0)`$ we set
$`𝐀_{f^0}=𝐀_𝐅_{f^0},_{f^0}=𝐅/{\displaystyle \underset{i=1}{\overset{2g+1}{}}}𝐅(f_if_i^0),`$
and $`f^0(z)=z^{2g+1}+f_1^0z^{2g}+\mathrm{}+f_{2g+1}^0`$. In the case when all $`f_i^0=0`$, $`𝐀_{f^0}=𝐀_0`$. If the curve $`X`$: $`y^2=f^0(z)`$ is non-singular, $`𝐀_{f^0}`$ is isomorphic to the affine ring of $`J(X)\mathrm{\Theta }`$. Since $`d`$ commutes with $`𝐅`$, the complex $`(𝐂^{},d)`$ induces the complex $`(𝐂_{f^0}^{},d)`$, where
$$𝐂_{f^0}^k=𝐂^k_𝐅_{f^0}=\underset{i_1<\mathrm{}<i_k}{}𝐀_{f^0}d\tau _{i_1}\mathrm{}d\tau _{i_k}.$$
Recall that
$`H^g(𝐂^{})={\displaystyle \frac{𝐂^g}{d𝐂^{g1}}},H^g(𝐂_{f^0}^{})={\displaystyle \frac{𝐂_{f^0}^g}{d𝐂_{f^0}^{g1}}}.`$
Thus, tensoring $`_{f^0}`$ to the exact sequence
$$𝐂^{g1}\stackrel{d}{}𝐂^gH^g(𝐂^{})0,$$
we have
$$H^g(𝐂^{})_𝐅_{f^0}H^g(𝐂_{f^0}^{}),$$
for any $`f^0`$. By Proposition 4 we have
$$H^g(𝐂^{})=\underset{\alpha }{}𝐅\mathrm{\Omega }_\alpha ,$$
where $`\{\mathrm{\Omega }_\alpha \}`$ are representatives of $`H^g(𝐂_0^{})`$ in $`𝐂^g`$. In other words there is a surjective map of $`𝐅`$-modules:
$$𝐅_{}H^g(𝐂_0^{})H^g(𝐂^{}).$$
We conjecture that this map is in fact injective. In general we put forward the following conjecture.
Conjecture 2. (1) $`H^k(𝐂^{})`$ is a free $`𝐅`$-module for any $`k`$.
(2) $`H^k(𝐂^{})_𝐅_{f^0}H^k(𝐂_{f^0}^{})`$ for any $`k`$ and $`f^0`$.
Notice that Conjecture 2 implies, in particular, that
$$H^k(𝐂^{})𝐅_{}H^k(𝐂_0^{}).$$
It is known, by the algebraic de Rham theorem (cf. ), that, if $`X`$ is non-singular,
$$H^k(𝐂_{f^0}^{})H^k(J(X)\mathrm{\Theta },),$$
where the RHS is the singular cohomology group of $`J(X)\mathrm{\Theta }`$. Thus we have
Corollary of Conjecture 2.There is an isomorphism:
$$H^k(𝐂_0^{})H^k(𝐂_{f^0}^{}),$$
for any $`f^0`$. In particular, for any non-singular hyper-elliptic curve $`X`$,
$$H^k(𝐂_0^{})H^k(X(g)D,).$$
Notice that Conjecture 1 follows from Conjecture 2 because the singular cohomology groups of a non-singular affine variety are finite-dimensional. We shall comment more on Conjecture 2 later, for the moment let us concentrate on the singular cohomology groups of $`X(g)D`$ for a non-singular $`X`$.
Consider the affine curve $`X_{\text{aff}}=X\{\mathrm{}\}`$ and its symmetric powers:
$$X_{\text{aff}}(n)=X_{\text{aff}}^n/S_n.$$
Since $`X_{\text{aff}}`$ is affine and connected,
$$H^p(X_{\text{aff}},)=0,p2,\text{dim}H^0(X_{\text{aff}},)=1.$$
The cohomology group $`H^1(X_{\text{aff}},)`$ is $`2g`$ dimensional and it is generated by
$$\mu _j=z^{gj}\frac{dz}{y},j=g+1,\mathrm{},g,$$
in the algebraic de Rham cohomology description of $`H^1(X_{\text{aff}},)`$. On $`H^1(X_{\text{aff}},)`$ there is a skew-symmetric bilinear form:
$$\lambda _1\lambda _2=\text{res}_{p=\mathrm{}}\left(\lambda _1(p)^p\lambda _2\right).$$
Canonical basis $`\nu _j`$, $`j=g+1,\mathrm{},\nu _g`$, with respect to this form, is defined as one satisfying
$$\nu _i\nu _j=\frac{4}{ji}\delta _{i+j,1}.$$
A particular example of such basis is given in Appendix B.
As in the case of the compact curve $`X`$, the cohomology groups of the symmetric products $`X_{\text{aff}}(n)`$ is described as the $`S_n`$ invariants, $`H^{}(X_{\text{aff}}(n),)H^{}(X_{\text{aff}}^n,)^{S_n}`$ (cf. (1.2) in ). If we define
$`\stackrel{~}{\mu }_i=\mu _i^{(1)}+\mathrm{}+\mu _i^{(n)},`$ (21)
$`\mu _i^{(k)}=1\mathrm{}\stackrel{k}{\stackrel{˘}{\mu _i}}\mathrm{}1H^{}(X_{\text{aff}},)^n,`$
then they generate the cohomology ring $`H^{}(X_{\text{aff}}(n),)`$. Obviously
$`H^1(X_{\text{aff}}(n),)\stackrel{~}{\mu }_{g+1}\mathrm{}\stackrel{~}{\mu }_g,`$
$`H^k(X_{\text{aff}}(n),){\displaystyle \stackrel{k}{}}H^1(X_{\text{aff}}(n),).`$ (22)
Recall that $`D=D_0D_{\mathrm{}}`$. Obviously, $`X_{\text{aff}}(g)=X(g)D_{\mathrm{}}`$. Hence there is a map from $`H^k(X_{\text{aff}}(g),)`$ to $`H^k(X(g)D,)`$. In the Appendix B we prove the following: Proposition 5. Consider the natural map:
$$H^k(X_{\text{aff}}(g),)\stackrel{i^{}}{}H^k(X(g)D,).$$
The kernel of this map is described as follows:
$$\text{Ker}(i^{})=\omega H^{k2}(X_{\text{aff}}(g),),$$
where
$`\omega =\frac{1}{4}\underset{k=1}{\overset{g}{}}(2k1)\stackrel{~}{\nu }_k\stackrel{~}{\nu }_{k+1}.`$ (23)
We remark that $`\omega `$ does not depend on the choice of the canonical basis $`\{\nu _j\}`$. By Proposition 5 the map $`i^{}`$ induces an injective map:
$`W^k:=H^k(X_{\text{aff}}(g),)/\left(\omega H^{k2}(X_{\text{aff}}(g),)\right)H^k(X(g)D,).`$ (24)
We can make $`W^k`$ a graded vector space by prescribing the degrees to differential forms as
$$\text{deg}(\stackrel{~}{\mu }_j)=j+\frac{1}{2},\text{deg}(\omega )=0.$$
From (22) one easily finds:
$`\text{ch}(W^k)=R_kR_{k2},`$
$`R_k=q^{\frac{1}{2}k(k2g)}\left[\begin{array}{c}2g\\ k\end{array}\right].`$
Now we put forward the strong conjecture that the map (24) is in fact surjective and the character of $`W^k`$ defined here coincides with the character of $`H^k(𝐂_0^{})`$: Conjecture 3. (1) $`W^kH^k(X(g)D,)`$ for $`0kg`$.
(2) $`\text{ch}(W^k)=\text{ch}(H^k(𝐂_0^{}))`$. What does it mean? The divisor $`D`$ consists of $`D_{\mathrm{}}`$ and $`D_0`$. The forms from $`W^k`$ describe the part of cohomology groups with singularities on $`D_{\mathrm{}}`$ only. Our conjecture is that this part exhausts the whole space of the cohomology groups, i.e. that adding exact forms one can move singularities of any form from $`D_0`$ to $`D_{\mathrm{}}`$. This is a strong statement which is rather difficult to prove. The first non-trivial case is $`g=3`$ for which we were able to prove Conjecture 3. The details of it will be published elsewhere.
For $`k=1`$ we can prove Conjecture 3 (1) for any $`g`$. The proof is given in Appendix D.
Let us now present a simple calculation which shows that Conjectures 2, 3 are consistent with the calculation of $`q`$-Euler characteristic of $`𝐂_0^{}`$. Indeed
$`\text{ch}(W^0)\text{ch}(W^1)+\text{ch}(W^2)\mathrm{}+(1)^g\text{ch}(W^g)`$
$`=`$ $`(R_0)(R_1)+(R_2R_0)(R_3R_1)+\mathrm{}+(1)^g(R_gR_{g2})`$
$`=`$ $`(1)^g(R_gR_{g1})=\chi _q(𝐂_0^{}).`$
This calculation was actually the starting point for Conjectures 2, 3. Certainly it does not prove anything, but it shows remarkable consistence between different calculations performed in this paper.
In order to understand the magic of the hyper-elliptic case it is instructive to compare it with the case of an Abelian variety in generic when the divisor $`\mathrm{\Theta }`$ is non-singular (which rarely the case for Jacobians of algebraic curves). As explained in the Appendix C in the latter case the following can be proven:
$`W^kH^k(J\mathrm{\Theta },),kg1,`$
$`W^gH^g(J\mathrm{\Theta },).`$
Actually for $`g3`$ the space $`H^g(J\mathrm{\Theta },,)`$ is bigger than $`W^g`$, the difference of dimensions being
$$\text{dim}H^g(J\mathrm{\Theta },)\text{dim}W^g=g!\frac{(2g)!}{g!(g+1)!}.$$
We would conjecture that the equality $`H^g(J\mathrm{\Theta },)W^g`$ specifies hyper-elliptic Jacobians.
## 7 Appendix A. Proof of Proposition 1
We have to determine the basis of $`𝐀_0`$. Recall that
$$𝐀_0𝐀/\underset{j=1}{\overset{2g+1}{}}f_j𝐀.$$
Write the equations $`f_1=\mathrm{}=f_{2g+1}=0`$ explicitly:
$`c_k+{\displaystyle \underset{i+j=k,jk}{}}b_ic_j+{\displaystyle \underset{i+j=k1}{}}a_{i+\frac{1}{2}}a_{j+\frac{1}{2}}=0,1kg+1,`$ (25)
$`{\displaystyle \underset{i+j=k}{}}b_ic_j+{\displaystyle \underset{i+j=k1}{}}a_{i+\frac{1}{2}}a_{j+\frac{1}{2}}=0,g+2k2g+1.`$ (26)
From (25) $`c_k`$ $`(1kg+1)`$ can be solved by $`b_i`$, $`a_j`$. It is sometimes convenient to use the following notation;
$`u_{\frac{g}{2}+1}^{m_1}\mathrm{}u_{g+\frac{1}{2}}^{m_g}=[m_1,\mathrm{},m_g],`$
$`B_0=[u_1,u_{\frac{3}{2}},\mathrm{},u_{\frac{g+1}{2}}].`$
We use both this bracket notation and the $`u_j`$ notation to denote a monomial. The ring $`B_0`$ is considered as a coefficient in the sequel.
Let us first prove Proposition A. In the ring $`A_0`$ any monomial $`[m_1,\mathrm{},m_g]`$ can be written as a linear combination of monomials of the form $`[n_1,\mathrm{},n_g]`$, $`n_1,\mathrm{},n_g=0,1`$ with the coefficient in $`B_0`$. Proof. Define the degree of $`[m_1,\mathrm{},m_g]`$ as that of the monomial:
$`\text{deg}[m_1,\mathrm{},m_g]={\displaystyle \underset{k=1}{\overset{g}{}}}m_k{\displaystyle \frac{g+1+k}{2}}.`$
We define a total order on the set of monomials $`\{[m_1,\mathrm{},m_g]\}`$ by the following rule. Let $`P=[m_1,\mathrm{},m_g]`$, $`P^{}=[m_1^{},\mathrm{},m_g^{}]`$.
If $`\text{deg}(P)<\text{deg}(P^{})`$, then $`P<P^{}`$.
If $`\text{deg}(P)=\text{deg}(P^{})`$, compare $`P`$ and $`P^{}`$ by the lexicographical order from the left.
Notice that the product of two elements $`P=[m_1,\mathrm{},m_g]`$ and $`P^{}=[m_1^{},\mathrm{},m_g^{}]`$ is expressed as
$`PP^{}=[(m_1+m_1^{}),\mathrm{},(m_g+m_g^{})].`$
The following property obviously holds. Lemma A 1. For monomials $`P_1,P_2,P_3`$, if $`P_1<P_2`$ then $`P_1P_3<P_2P_3`$. From (25)
$`c_k=u_k+\mathrm{},1kg+1,`$
where $`\mathrm{}`$ part does not contain $`u_k`$. Then from (26)
$`u_{\frac{k}{2}}^2=\mathrm{},g+2k2g+1.`$ (27)
The next lemma describes what kind of monomials appear in the right hand side of (27). Lemma A2. The right hand side of (27) is a linear combination of elements of the form $`u_l`$, $`u_lu_m`$, $`u_lu_mu_n`$ with the coefficients in $`B_0`$. Proof. It is sufficient to show that the term like $`xu_{i_1}\mathrm{}u_{i_r}`$, $`r4`$, $`xB_0`$ does not appear in the expression. Since (25), (26) are homogeneous, if $`x0`$ and homogeneous, then
$`\text{deg}(xu_{i_1}\mathrm{}u_{i_r})=k,`$
where we take into account the degree of $`x`$. Since $`i_1,\mathrm{},i_rg/2+1`$ and $`2g+1k`$,
$`\text{deg}(xu_{i_1}\mathrm{}u_{i_r})\text{deg}(u_{i_1}\mathrm{}u_{i_r})=i_1+\mathrm{}+i_r4\left({\displaystyle \frac{g}{2}}+1\right)>k.`$
Thus $`x=0`$. QED. Lemma A3. In each of the cases in Lemma A2 we have the following statements, where $`x`$ is a homogeneous element in $`B_0`$.
If $`u_{k/2}^2=xu_l+\mathrm{}`$, then $`u_{k/2}^2>u_l`$.
If $`u_{k/2}^2=xu_lu_m+\mathrm{}`$, then $`u_{k/2}^2>u_lu_m`$.
If $`u_{k/2}^2=xu_lu_mu_n+\mathrm{}`$, then $`u_{k/2}^2>u_lu_mu_n`$.
Proof. 1. Since $`\text{deg}(u_{k/2}^2)=kg+2>g+1/2l=\text{deg}(u_l)`$,the claim follows.
2. If $`k>l+m`$, there is nothing to be proved. Suppose that $`k=l+m`$. Then $`l<k<m`$. Thus comparing by the lexicographical order we have $`u_{k/2}^2>u_lu_m`$. The statement of 3 is similarly proved. QED.
Starting from any element $`P=[m_1,\mathrm{},m_g]`$ we shall show that $`P`$ can be reduced to the desired form. If some $`m_j2`$, then rewrite it using $`(\text{27})`$. By Lemma A3 every term in the resulting expression is less than $`P`$. Repeating this procedure we finally arrive at the linear combinations of $`[n_1,\mathrm{},n_g]`$, $`n_1,\mathrm{},n_g=0,1`$ with the coefficients in $`B_0`$. Thus Proposition A is proved. QED.
By Proposition A we have
$`\text{ch}(𝐀_0){\displaystyle \underset{j=1}{\overset{g}{}}}{\displaystyle \frac{1}{\left[\frac{1+j}{2}\right]}}{\displaystyle \underset{k=1}{\overset{g}{}}}\left(1+q^{\frac{g+1+k}{2}}\right)={\displaystyle \frac{\left[\frac{1}{2}\right][2g+2]!}{\left[g+\frac{1}{2}\right]![g]![g+1]!}}={\displaystyle \frac{\text{ch}(𝐀)}{\text{ch}(𝐅)}}.`$ (28)
Thus from (10) we conclude
$$\text{ch}(𝐀_0)=\frac{\text{ch}(𝐀)}{\text{ch}(𝐅)}$$
which completes the proof of Proposition 1. QED.
## 8 Appendix B. Proof of Proposition 5.
We define $`W^k`$ by the LHS of (24):
$$W^k=H^k(X_{\text{aff}}(g),)/\left(\omega H^{k2}(X_{\text{aff}}(g),)\right).$$
We first show that the map
$$i^{}:H^k(X_{\text{aff}}(g),)H^k(X(g)D,)$$
satisfies
$$i^{}\left(\omega H^{k2}(X_{\text{aff}}(g),)\right)=0$$
and thereby it induces the map
$$i^{}:W^kH^k(X(g)D,).$$
Next we shall construct a subspace $`W_k`$ of the homology group $`H_k(X(g)D,)`$ such that the pairing between $`W_k`$ and $`i^{}(W^k)`$ is non-degenerate. This proves Proposition 5.
Let us study the properties of the differential form $`\omega `$ defined in (23). Consider some differentials $`\lambda _j`$ from $`H^1(X_{\text{aff}},)`$, $`j=1,\mathrm{},k2`$, and construct the $`g`$-form:
$`\mathrm{\Omega }=d\left(\stackrel{~}{\kappa }\stackrel{~}{\lambda }_1\mathrm{}\stackrel{~}{\lambda }_{k2}\right)`$ (29)
where the one form $`\stackrel{~}{\kappa }`$ is given by
$`\stackrel{~}{\kappa }`$ $`={\displaystyle \underset{i<j}{}}\kappa ^{(ij)},\kappa ^{(ij)}=\frac{1}{4}\frac{y_iy_j}{z_iz_j}\left(\frac{dz_i}{y_i}+\frac{dz_j}{y_j}\right)`$
The form under $`d`$ in RHS of (29) belongs to $`𝐂_f^{k1}`$, that is, it has singularity on the divisor $`D=D_0D_{\mathrm{}}`$, but after the differential is applied the singularities on $`D_0`$ disappear. Indeed, one easily shows that
$`d\kappa ^{(ij)}=\frac{1}{4}\underset{k=1}{\overset{g}{}}(2k1)\left(\nu _k^{(j)}\nu _{k+1}^{(i)}\nu _k^{(i)}\nu _{k+1}^{(j)}\right),`$ (30)
where $`\nu _j`$ are defined as
$$\nu _j=q_j(z)\frac{dz}{y},j=(g1),\mathrm{},g1,g,$$
and $`q_j`$ is the following polynomial of degree $`gj`$:
$$q_j(z)=\text{res}_{p_1=\mathrm{}}\left(\frac{y_1z_1^j}{z_1z}d\sqrt{z_1}\right).$$
The differentials $`\nu _j`$ are normalized at infinity as
$$\nu _j2\left(z^j+O(z^{g1})\right)d\sqrt{z}\text{for}p\mathrm{}.$$
The differentials $`\nu _j`$ for $`j=1,\mathrm{},g`$ are holomorphic and $`\nu _j`$ for $`j=g+1,\mathrm{},0`$ are of the second kind. It is easy to verify that
$$\nu _i\nu _j=\frac{4}{ji}\delta _{i+j,1}.$$
This means, in particular, that, for two cycles $`\gamma _1`$, $`\gamma _2`$ on $`X`$
$`{\displaystyle _{\gamma _1\times \gamma _2}}𝑑\kappa ^{(12)}`$ $`=`$ $`\frac{1}{4}\underset{k=1}{\overset{g}{}}(2k1)\left(_{\gamma _1}\nu _{k+1}_{\gamma _2}\nu _k_{\gamma _2}\nu _{k+1}_{\gamma _1}\nu _k\right)`$ (31)
$`=`$ $`\gamma _1\gamma _2,`$
due to Riemann bilinear relation, where $`\gamma _1\gamma _2`$ is the intersection number. This is an important property of $`d\kappa ^{(ij)}`$.
The equation (30) means that
$`\mathrm{\Omega }=d\left(\stackrel{~}{\kappa }\stackrel{~}{\lambda }_1\mathrm{}\stackrel{~}{\lambda }_{k2}\right)=\omega \stackrel{~}{\lambda }_1\mathrm{}\stackrel{~}{\lambda }_{k2}`$
where we have to remind that
$$\omega =\frac{1}{4}\underset{k=1}{\overset{g}{}}(2k1)\stackrel{~}{\nu }_k\stackrel{~}{\nu }_{k+1}.$$
This proves that $`i^{}\left(\omega H^{k2}(X_{\text{aff}}(g),)\right)=0.`$
Consider the homology groups of $`X_{\text{aff}}(g)`$. Taking dual to the relation (22) we obtain a similar relation for the homology groups:
$`H_k(X_{\text{aff}}(g),){\displaystyle \stackrel{k}{}}H_1(X_{\text{aff}}(g),).`$
The first homology group $`H_1(X_{\text{aff}}(g),)`$ is isomorphic to $`H_1(X_{\text{aff}},)`$. To have an element $`\stackrel{~}{\delta }`$ from $`H_1(X_{\text{aff}}(g),)`$ one takes a cycle $`\delta `$ from $`H_1(X_{\text{aff}},)`$ and symmetrizes it over $`g`$ copies of $`X_{\text{aff}}`$. In other words, if we fix a point $`p_0`$ in $`X_{\text{aff}}`$, then
$`\stackrel{~}{\delta }=\delta ^{(1)}+\mathrm{}+\delta ^{(g)},`$
$`\delta ^{(i)}=p_0\mathrm{}\delta \mathrm{}p_0H_0^{(i1)}H_1H_0^{(gi)}H_1(X_{\text{aff}}^g,),`$
where $`H_j=H_j(X_{\text{aff}},)`$.
There is an obvious embedding $`X(g)D`$ into $`X_{\text{aff}}(g)`$. It induces a map between the homology groups
$`H_k(X(g)D,)\stackrel{i}{}H_k(X_{\text{aff}}(g),).`$ (32)
The meaning of this map is simple: every cycle on $`X(g)D`$ is at the same time a cycle on $`X_{\text{aff}}(g)`$. There are two subtleties:
1. Nontrivial cycle on $`X(g)D`$ can be trivial on $`X_{\text{aff}}(g)`$ i.e. the map (32) can have kernel.
2. On $`X_{\text{aff}}(g)`$ there are cycles that intersect with $`D_0`$ which means that they are not cycles on $`X(g)D`$, so, the map (32) can have cokernel.
Let us study the image of the map (32). A $`k`$-cycle from $`H_k(X_{\text{aff}}(g),)`$ is a linear combination of elements of the form:
$$\mathrm{\Delta }=\stackrel{~}{\delta }_1\mathrm{}\stackrel{~}{\delta }_k,$$
where $`\delta _jH_1(X_{\text{aff}},)`$. The product
$$\mathrm{\Delta }^{}=\delta _1\times \mathrm{}\times \delta _k\times p_0\times \mathrm{}\times p_0$$
defines an element of $`H_k(X_{\text{aff}}^g,)`$. Let $`\pi `$ be the projection map $`X_{\text{aff}}^gX_{\text{aff}}(g)`$ and $`\pi _{}`$ the induced map on the homology groups, $`\pi _{}:H_k(X_{\text{aff}}^g,)H_k(X_{\text{aff}}(g),)`$. Then $`\mathrm{\Delta }=k!\left(\genfrac{}{}{0pt}{}{g}{k}\right)\pi _{}(\mathrm{\Delta }^{})`$ in $`H_k(X_{\text{aff}}(g),)`$.
Thus the cycle $`\mathrm{\Delta }`$ belongs to $`\text{Im}(i)`$ if $`\mathrm{\Delta }^{}`$ does not intersect $`\pi ^1(D)`$. Recall that $`D=D_0D_{\mathrm{}}`$. By construction $`\mathrm{\Delta }^{}`$ has no intersection with $`\pi ^1(D_{\mathrm{}})`$. One easily realizes that $`\mathrm{\Delta }^{}`$ does not intersect with $`\pi ^1(D_0)`$ iff
$$\delta _i\sigma (\delta _j)=0i,j.$$
It is rather obvious property of the hyper-elliptic involution that
$$\delta _i\sigma (\delta _j)=\delta _i\delta _j.$$
Hence we come to the following Proposition B. The $`\text{Im}(i)`$ contains linear combination of cycles
$$\mathrm{\Delta }=\stackrel{~}{\delta }_1\mathrm{}\stackrel{~}{\delta }_k,\delta _1,\mathrm{},\delta _kH_1(X_{\text{aff}},),$$
such that
$$\delta _i\delta _j=0i,j.$$
Let $`W_k`$ denote the space obtained as $``$-linear span of cycles in $`H_k(X(g)D,)`$ corresponding to $`\mathrm{\Delta }`$’s in this proposition.
Take a canonical cycles $`\alpha _i`$, $`\beta _j`$ and set
$$A_i=\stackrel{~}{\alpha }_i,A_{i+g}=\stackrel{~}{\beta }_i,1ig.$$
Define
$`V_{}=H_1(X_{\text{aff}},)=_{i=1}^{2g}A_i,V_{}=H_1(X_{\text{aff}},)=_{i=1}^{2g}A_i.`$
The symplectic form on $`V_{}`$ is defined by
$$A_iA_j=\pm \delta _{j,i\pm g}.$$
By definition
$$i(W_k)=\text{Span}_{}(U_k),U_k=\{\gamma _1\mathrm{}\gamma _k|\gamma _1,\mathrm{},\gamma _kV_{},\gamma _i\gamma _j=0i,j\}.$$
Define
$$\stackrel{~}{W}_k=\text{Span}_{}(\stackrel{~}{U}_k),\stackrel{~}{U}_k=\{\gamma _1\mathrm{}\gamma _k|\gamma _1,\mathrm{},\gamma _kV_{},\gamma _i\gamma _j=0i,j\}.$$
Consider the map
$`\phi _k`$ $`:`$ $`^kV_{}^{k2}V_{},`$
$`\phi _k`$ $`(\gamma _1\mathrm{}\gamma _k)={\displaystyle \underset{i<j}{}}(1)^{i+j1}(\gamma _i\gamma _j)\gamma _{\{ij\}},`$ (33)
where $`\gamma _{\{ij\}}`$ is obtained from $`\gamma _1\mathrm{}\gamma _k`$ removing $`\gamma _i`$ and $`\gamma _j`$. It is known that, for $`kg`$, $`\phi _k`$ is surjective and its kernel $`\text{Ker}\phi _k`$ is isomorphic to the $`k`$-th fundamental irreducible representation of $`\text{Sp}(2g,)`$ (cf. Theorem 17.5 ). In particular
$`d_k:=\text{dim}\text{Ker}(\phi _k)=\left(\genfrac{}{}{0pt}{}{2g}{k}\right)\left(\genfrac{}{}{0pt}{}{2g}{k2}\right).`$
The following lemma can be easily proved.
Lemma B.Suppose that $`kg`$. Then
$$i(W_k)=\stackrel{~}{W}_k=\text{Ker}(\phi _k).$$
As a consequence of the lemma one has in particular
$`\text{dim}W_k\text{dim}i(W_k)=\left(\genfrac{}{}{0pt}{}{2g}{k}\right)\left(\genfrac{}{}{0pt}{}{2g}{k2}\right).`$ (34)
Let us show that $`W_k`$ and $`i^{}(W^k)`$ pairs completely. The pairings
$`<,>_1:H_k(X(g)D,)H^k(X(g)D,)`$ (35)
and
$`<,>_2:^kH_1(X_{\text{aff}}(g),)^kH^1(X_{\text{aff}}(g),)`$ (36)
are related by
$`<\gamma ,i^{}(\eta )>_1=<i(\gamma ),\eta >_2,`$
for $`\gamma H_k(X(g)D,)`$, $`\eta ^kH^1(X_{\text{aff}}(g),)`$. The pairing (36) is given by the integral:
$`<\stackrel{~}{\gamma }_1\mathrm{}\stackrel{~}{\gamma }_k,\stackrel{~}{\eta }_1\mathrm{}\stackrel{~}{\eta }_k>_2`$
$`=`$ $`{\displaystyle _{\stackrel{~}{\gamma }_1\mathrm{}\stackrel{~}{\gamma }_k}}\stackrel{~}{\eta }_1\mathrm{}\stackrel{~}{\eta }_k=k!\left(\genfrac{}{}{0pt}{}{g}{k}\right)\text{det}({\displaystyle _{\gamma _i}}\eta _j)_{1i,jk}.`$
By (31) we have
$$<i(W_k),\omega ^{k2}H^1(X_{\text{aff}}(g),)>_2=0.$$
Thus the pairing (35), (36) induce pairings
$`<,>_1:W_ki^{}(W^k)`$ (37)
$`<,>_2:i(W_k)W^k.`$ (38)
Since (36) is non-degenerate and $`\text{dim}i(W_k)=\text{dim}W^k`$, the pairing (38) is non-degenerate. It easily follows from this that the pairing (37) is also non-degenerate. Thus we have proved Proposition 5. QED.
Corollary B. We have $`W_ki(W_k)`$. In particular
$$\text{dim}W_k=\left(\genfrac{}{}{0pt}{}{2g}{k}\right)\left(\genfrac{}{}{0pt}{}{2g}{k2}\right).$$
## 9 Appendix C. The case of generic Abelian variety.
Let $`(J,\mathrm{\Theta })`$ be a principally polarized Abelian variety such that $`\mathrm{\Theta }`$ is non-singular. Then
Proposition C. The dimensions of cohomology groups of $`J\mathrm{\Theta }`$ are given by
$`\text{dim}H^k(J\mathrm{\Theta },)`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{2g}{k}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{2g}{k2}}\right),kg1,`$
$`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{2g}{g}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{2g}{g2}}\right)+g!{\displaystyle \frac{(2g)!}{g!(g+1)!}},k=g,`$
$`=`$ $`0,k>g.`$
Proof. Consider the inclusions $`\mathrm{\Theta }J(X,J)`$ and the induced homology exact sequence:
$`\mathrm{}H_k(\mathrm{\Theta },)H_k(J,)H_k(J,\mathrm{\Theta })H_{k1}(\mathrm{\Theta },)\mathrm{}.`$
Taking the dual sequence of this and using the Poincare-Lefschetz duality we get
$`\mathrm{}H_{k1}(\mathrm{\Theta },)H_k(J\mathrm{\Theta },)`$ $``$ $`H_k(J,)`$ (39)
$``$ $`H_{k2}(\mathrm{\Theta },)\mathrm{}.`$
Since $`J\mathrm{\Theta }`$ is affine
$$H_k(J\mathrm{\Theta },)=0,k>g.$$
Then we have
$$H_k(\mathrm{\Theta },)H_{k+2}(J,),kg,H_k(\mathrm{\Theta },)H_k(J,),kg2.$$
It is easy to check that, for $`kg`$, the dual map of
$`H_k(J,)H_{k2}(\mathrm{\Theta },)`$
is given by wedging the fundamental class $`[\mathrm{\Theta }]`$ of $`\mathrm{\Theta }`$:
$`[\mathrm{\Theta }]:H^{k2}(\mathrm{\Theta },)H^{k2}(J,)H^k(J,).`$ (40)
Using the representation theory of $`sl_2`$ as in the proof of the hard Lefschetz theorem (c.f.), the map (40) is injective for $`kg`$. Thus by (39) the following exact sequences hold:
$`0H^{k2}(\mathrm{\Theta },)\stackrel{[\mathrm{\Theta }]}{}H^k(J,)H^k(J\mathrm{\Theta },)0,k<g,`$
$`0H^{g2}(\mathrm{\Theta },)\stackrel{[\mathrm{\Theta }]}{}H^g(J,)H^g(J\mathrm{\Theta },)`$
$`H^{g1}(\mathrm{\Theta },)H^{g+1}(J,)0.`$
Proposition C follows from these exact sequences and the fact
$$\chi (\mathrm{\Theta })=(1)^{g1}g!.$$
QED. By Proposition F 3 the fundamental class of $`\mathrm{\Theta }`$ coincides with $`\omega `$ in Proposition 5 in the hyper-elliptic case. Thus, if we define $`W^k`$ in a similar formula to (24), we have
$`W^kH^k(J\mathrm{\Theta },),kg1,`$
$`W^gH^g(J\mathrm{\Theta },).`$
## 10 Appendix D. The proof of Conjecture 3 for $`k=1`$
Notice that
$$H^k(X_{\text{aff}}(g),)^kH^1(X,)^kH^1(J(X),),$$
and $`X(g)DJ(X)\mathrm{\Theta }`$. In particular $`W^1H^1(J(X),)`$.
Proposition D. For any principally polarized Abelian variety $`(J,\mathrm{\Theta })`$ such that $`\mathrm{\Theta }`$ is irreducible we have the isomorphism
$$H^1(J,)H^1(J\mathrm{\Theta },).$$
Proof. Following we shall use the following notations:
$`𝒪(n\mathrm{\Theta }):`$ the sheaf of meromorphic functions on $`J`$ which have poles only on $`\mathrm{\Theta }`$ of order at most $`n`$,
$`𝒪(\mathrm{\Theta }):`$ the sheaf of meromorphic functions on $`J`$ which have poles only on $`\mathrm{\Theta }`$,
$`\mathrm{\Omega }^k(n\mathrm{\Theta }):`$ the sheaf of meromorphic $`k`$-forms on $`J`$ which have poles only on $`\mathrm{\Theta }`$ of order at most $`n`$,
$`\mathrm{\Omega }^k(\mathrm{\Theta }):`$ the sheaf of meromorphic $`k`$-forms on $`J`$ which have poles only on $`\mathrm{\Theta }`$,
$`\mathrm{\Phi }^k(n\mathrm{\Theta }):`$ the sheaf of closed meromorphic $`k`$-forms on $`J`$ which have poles only on $`\mathrm{\Theta }`$ of order at most $`n`$,
$`\mathrm{\Phi }^k(\mathrm{\Theta }):`$ the sheaf of closed meromorphic $`k`$-forms on $`J`$ which have poles only on $`\mathrm{\Theta }`$,
$`R^k(n\mathrm{\Theta })=\mathrm{\Phi }^k(n\mathrm{\Theta })/d\left(\mathrm{\Omega }^{k1}((n1)\mathrm{\Theta })\right),R^k(\mathrm{\Theta })=\mathrm{\Phi }^k(\mathrm{\Theta })/d\left(\mathrm{\Omega }^{k1}(\mathrm{\Theta })\right).`$
In particular
$$\mathrm{\Omega }^0(n\mathrm{\Theta })=𝒪(n\mathrm{\Theta }),\mathrm{\Omega }^0(\mathrm{\Theta })=𝒪(\mathrm{\Theta }).$$
We first recall the description of $`H^1(J,)`$ in terms of the differentials of the first and second kinds. Consider the sheaf exact sequence:
$`0𝒪(\mathrm{\Theta })\stackrel{d}{}d\left(𝒪(\mathrm{\Theta })\right)0.`$
Since
$$H^k(J,𝒪(\mathrm{\Theta }))=0,k1,$$
we have
$`H^1(J,)H^0(J,d𝒪(\mathrm{\Theta }))/dH^0(J,𝒪(\mathrm{\Theta })).`$ (41)
The numerator in the right hand side of (41) is nothing but the space of differential one forms of the first and the second kinds on $`J`$ and the denominator is the space of globally exact meromorphic one forms.
On the other hand, by the algebraic de Rham theorem, the first cohomology group of the affine variety $`J\mathrm{\Theta }`$ is described as
$`H^1(J\mathrm{\Theta },)H^0(J,\mathrm{\Phi }^1(\mathrm{\Theta }))/dH^0(J,𝒪(\mathrm{\Theta })).`$ (42)
Comparing (41) and (42) what we have to prove is
$`H^0(J,d𝒪(\mathrm{\Theta }))H^0(J,\mathrm{\Phi }^1(\mathrm{\Theta })).`$ (43)
Consider the exact sequence
$$0d𝒪(\mathrm{\Theta })\mathrm{\Phi }^1(\mathrm{\Theta })R^1(\mathrm{\Theta })0.$$
The cohomology sequence of this is
$$0H^0(J,d𝒪(\mathrm{\Theta }))H^0(\mathrm{\Phi }^1(\mathrm{\Theta }))H^0(R^1(\mathrm{\Theta }))\mathrm{}.$$
From this what should be proved is that the map
$`H^0(\mathrm{\Phi }^1(\mathrm{\Theta }))H^0(R^1(\mathrm{\Theta }))`$
is a $`0`$-map. To study this map we refer the lemma from .
Lemma D.(Lemma 8 )
$`R^1(\mathrm{\Theta })_\mathrm{\Theta }`$, where $`_\mathrm{\Theta }`$ is the constant sheaf on $`\mathrm{\Theta }`$ and the isomorphism is given by
$$[\frac{d\theta }{\theta }][1_\mathrm{\Theta }]$$
at any stalk.
$`R^1(\mathrm{\Theta })R^1(n\mathrm{\Theta })`$, $`n=1,2,\mathrm{}`$.
In the proof of Lemma D (1) we use our assumption that $`\mathrm{\Theta }`$ is irreducible.
Using this lemma we reduce the problem from ”$`\mathrm{\Theta }`$” to ”$`n\mathrm{\Theta }`$” with finite $`n`$.
Consider the exact sequence
$`0d𝒪(n\mathrm{\Theta })\mathrm{\Phi }^1((n+1)\mathrm{\Theta })R^1(\mathrm{\Theta })0,n=0,1,\mathrm{}.`$ (44)
From the cohomology sequence of it we have the map
$$H^0(J,R^1(\mathrm{\Theta }))H^1(J,d𝒪(n\mathrm{\Theta }))$$
which we denote by $`\pi _n`$. Let us prove
$$\text{Ker}\pi _n=0,n=0,1,2,\mathrm{}.$$
To this end we study $`H^1(J,d𝒪(n\mathrm{\Theta }))`$. Using the exact sequence
$$0𝒪(n\mathrm{\Theta })\stackrel{d}{}d𝒪(n\mathrm{\Theta })0,$$
we easily have
$`H^1(J,d𝒪(n\mathrm{\Theta }))H^2(J,),n1,`$ (45)
$`H^1(J,d𝒪)H^2(J,).`$ (46)
The natural maps
$$d𝒪(n\mathrm{\Theta })d𝒪((n+1)\mathrm{\Theta }),\mathrm{\Phi }^1(n\mathrm{\Theta })\mathrm{\Phi }^1((n+1)\mathrm{\Theta }),R^1(n\mathrm{\Theta })R^1((n+1)\mathrm{\Theta }),$$
and the sequence (44) induce a commutative diagram of cohomology groups. It follows from this commutative diagram and (45), (46) that $`\text{Ker}\pi _0=0`$ implies $`\text{Ker}\pi _n=0`$ for $`n1`$. Now $`\text{Ker}\pi _0=0`$ follows from
$$H^0(J,d𝒪)H^0(J,\mathrm{\Omega }^1),H^0(J,\mathrm{\Phi }^1(\mathrm{\Theta }))H^0(J,\mathrm{\Omega }^1).$$
The second isomorphism follows from the fact that a meromorphic function on $`J`$ which has poles only on $`\mathrm{\Theta }`$ of order at most one is a constant. Thus the Proposition D is proved. QED.
## 11 Appendix E.
Recall that, for a set of complex numbers $`f^0=(f_1^0,\mathrm{},f_{2g+1}^0)`$, the ring $`𝐀_{f^0}`$ is defined by
$`𝐀_{f^0}=𝐀_𝐅_{f^0}={\displaystyle \frac{𝐀}{_{i=1}^{2g+1}𝐀(f_if_i^0)}},`$
where $`f_i`$ is the coefficient of $`f(z)`$. If all $`f_i^0=0`$, then $`𝐀_{f^0}=𝐀_0`$. The ring $`𝐀_0`$ is graded while $`𝐀_{f^0}`$ is not graded unless all $`f_i=0`$. Instead $`𝐀_{f^0}`$ is a filtered ring for any $`f^0`$. Let $`𝐀_{f^0}(n)`$ be the set of elements of $`𝐀_{f^0}`$ represented by $`_{kn}𝐀^{(n)}`$. Then
$$𝐀_{f^0}=_{n0}𝐀_{f^0}(n),𝐀_{f^0}(0)=𝐀_{f^0}\left(\frac{1}{2}\right)𝐀_{f^0}(1)\mathrm{}.$$
Consider the graded ring associated with this filtration:
$$\text{gr}𝐀_{f^0}=\text{gr}_n𝐀_{f^0},\text{gr}_n𝐀_{f^0}=\frac{𝐀_{f^0}(n)}{𝐀_{f^0}(n\frac{1}{2})}.$$
Since $`\text{deg}(f_i^0)=0`$, $`\text{gr}𝐀_{f^0}`$ becomes a quotient of $`𝐀_0`$. In other words there is a surjective ring homomorphism
$`𝐀_0\text{gr}𝐀_{f^0}.`$ (47)
We shall prove that this map is injective.
Proposition E. There is an isomorphism of graded rings:
$$𝐀_0\text{gr}𝐀_{f^0}.$$
Proof. Notice that the map (47) respects the grading and it is surjective at each grade. By Proposition 2, $`𝐀𝐅_{}𝐀_0`$ as a $``$-vector space. Thus we have $`𝐀_0𝐀_{f^0}`$ as a $``$-vector space for any $`f^0`$. In particular the basis of $`𝐀_0`$ given in Proposition 1 is also a basis of $`𝐀_{f^0}`$. Denote by $`\{x_j^{(n)}\}`$ the basis of the degree $`n`$ part $`𝐀_0^{(n)}`$. Let us prove that $`\{x_j^{(n)}\}`$ are linearly independent in $`\text{gr}𝐀_{f^0}`$ by the induction on $`n`$. For $`n=0`$ the statement is obvious. We assume that the statement is true for all $`m`$ satisfying $`m<n`$. This means that $`\{x_j^{(m)}\}`$ is a basis of the degree $`m`$ part of $`\text{gr}𝐀_{f^0}`$ for all $`m<n`$. In particular $`\{x_j^{(m)}|m<n\}`$ is a basis of $`𝐀_{f^0}(n\frac{1}{2})`$. Suppose that the relation
$$\underset{j}{}\alpha _jx_j^{(n)}𝐀_{f^0}(n\frac{1}{2}).$$
holds, where some $`\alpha _j0`$. Then this means that $`\{x_j^{(m)}|mn\}`$ are linearly dependent in $`𝐀_{f^0}`$. This contradicts the fact that $`\{x_j^{(k)}\}`$ is a basis of $`𝐀_{f^0}`$. Thus $`\{x_j^{(n)}\}`$ are linearly independent in $`\text{gr}𝐀_{f^0}`$. QED.
## 12 Appendix F. Construction of a free resolution of $`𝐀_0`$
Recall that
$$𝒟=[D_1,\mathrm{},D_g]$$
is the polynomial ring generated by the commuting vector fields $`D_1,\mathrm{},D_g`$. Then $`𝐀`$, $`𝐀_0`$ and $`𝐀_{f^0}`$ are $`𝒟`$ modules. We shall construct a free $`𝒟`$-resolution of $`𝐀_0`$ assuming Conjecture 2 and 3. To avoid the notational confusion we shall describe the space $`W^k`$ using the abstract vector space $`V`$ of dimension $`2g`$ with a basis $`v_i`$, $`\xi _i`$ ($`1ig`$):
$$V=_{i=1}^gv_i_{i=1}^g\xi _i.$$
Set
$`\omega ={\displaystyle \underset{i=1}{\overset{g}{}}}v_i\xi _i^2V`$
and define
$`W^k={\displaystyle \frac{^kV}{\omega ^{k2}V}}.`$ (48)
Assign degrees to the basis elements by
$`\text{deg}(v_i)=(i\frac{1}{2}),\text{deg}(\xi _i)=i\frac{1}{2}.`$
Then $`W^k`$ defined by (48) has the same character as $`W^k`$ defined in Section 6. This justifies the use of the same symbol. Consider the free $`𝒟`$-module $`𝒟_{}W^k`$ generated by $`W^k`$. We shall construct an exact sequence of $`𝒟`$-modules of the form
$`0𝐀_0d\tau _1\mathrm{}d\tau _g𝒟_{}W^g\stackrel{d}{}𝒟_{}W^{g1}\stackrel{d}{}\mathrm{}\stackrel{d}{}𝒟_{}W^00.`$
Define the map
$`𝒟_{}^kV\stackrel{d}{}𝒟_{}^{k+1}V,`$
by
$`d(Pv_I\xi _J)={\displaystyle \underset{i=1}{\overset{g}{}}}D_iPv_iv_I\xi _J,`$
where for $`I=(i_1,\mathrm{},i_r)`$, $`v_I=v_{i_1}\mathrm{}v_{i_r}`$ etc., $`P𝒟`$ and $`D_iP`$ is the product of $`D_i`$ and $`P`$ in $`𝒟`$. Since the map $`d`$ commutes with the map taking the wedge with $`Q\omega `$ for any $`Q𝒟`$:
$$d(QP\omega v_I\xi _J)=\underset{i=1}{\overset{g}{}}QD_iP\omega v_iv_I\xi _J=(Q\omega )d(Pv_I\xi _J),$$
it induces a map
$$𝒟_{}W^k\stackrel{d}{}𝒟_{}W^{k+1}.$$
It is easy to check that the map $`d`$ satisfies $`d^2=0`$.
Proposition F 1. The complex
$`0𝒟_{}W^g\stackrel{d}{}𝒟_{}W^{g1}\stackrel{d}{}\mathrm{}\stackrel{d}{}𝒟_{}W^00`$ (49)
is exact at $`𝒟_{}W^k`$ except $`k=g`$. Proof. Notice that the following two facts:
1. The following complex is exact at $`𝒟^kV`$ except $`kg`$:
$`0𝒟_{}^gV\stackrel{d}{}\mathrm{}\stackrel{d}{}𝒟_{}V\stackrel{d}{}𝒟0.`$ (50)
2. The map $`\omega :^kV^{k+2}V`$ is injective for $`kg2`$.
The property 1 is the well known property of the Koszul complex. The property 2 is also well known and easily proved using the representation theory of $`sl_2`$.
Now suppose that $`x𝒟_{}^kV`$, $`k<g`$ and $`dx=\omega y`$ for some $`y𝒟_{}^{k2}V`$. Then $`\omega dy=0`$ and thus $`dy=0`$ by the property 2. Then $`y=dz`$ for some $`z`$ by the property 1. Thus we have $`d(x\omega z)=0`$ and $`x=dw+\omega z`$ for some $`w`$ again by the property 1. QED.
Next we shall define a map from $`𝒟_{}W^g`$ to $`𝐀_0d\tau _1\mathrm{}d\tau _g`$. To this end we need to identify $`W^k`$ in this section and that of Section 6, which is defined as the quotient of the cohomology groups of a Jacobi variety. For this purpose we describe the cohomology groups of a Jacobi variety in terms of theta functions.
Define
$`\zeta _i(w)=D_i\mathrm{log}\theta (w)={\displaystyle \frac{}{\tau _i}}\mathrm{log}\theta (w).`$
Then, for each $`i`$, the differential $`d\zeta _i(w)`$ defines a meromorphic differential form on $`J(X)`$ which has double poles on $`\mathrm{\Theta }`$ and which is locally exact. This means that $`d\zeta _i`$ is a second kind differential on $`J(X)`$. By (41) first and second kinds differential one forms define elements of $`H^1(J(X),)`$. The pairing with $`H_1(J(X),)`$ is given by integration. The following proposition can be easily proved by calculating periods.
Proposition F 2.The first and the second kinds differentials $`d\tau _1`$,…,$`d\tau _g`$, $`d\zeta _1`$,…,$`d\zeta _g`$ give a basis of the cohomology group $`H^1(J(X),)`$.
Thus we can identify $`V`$ with $`H^1(J(X),)H^1(X_{\text{aff}}(g),)`$ by
$`v_i=d\tau _i,\xi _i=d\zeta _i.`$
The next proposition can be easily proved by calculating integrals over two cycles in a similar way to (vol.I, p188).
Proposition F 3. Let $`\omega `$ be defined in Proposition 5. Then we have
$$\frac{1}{2\pi \sqrt{1}}\underset{i=1}{\overset{g}{}}d\tau _id\zeta _i=\omega $$
as elements in $`^2H^1(J(X),)`$. Moreover $`\omega `$ represents the fundamental class of the theta divisor $`\mathrm{\Theta }`$ in $`H^2(J(X),)`$.
From this proposition it is possible to identify $`W^k`$ in this section and that in the previous sections. Define the map
$`^gV𝐀_{f^0}d\tau _1\mathrm{}d\tau _g,`$
$`v_I\xi _Jd\tau _Id\zeta _J,`$
where for $`I=(i_1,\mathrm{},i_r)`$, $`d\tau _I=d\tau _{i_1}\mathrm{}d\tau _{i_r}`$ etc. and $`f^0`$ is any set of complex numbers such that $`y^2=f^0(z)`$ defines a non-singular curve $`X`$.
This map extends to the map of $`𝒟`$ modules
$`𝒟_{}^gV𝐀_{f^0}d\tau _1\mathrm{}d\tau _g,`$
in the following manner. Let $`P𝒟`$ and consider $`P(v_I\xi _J)`$. Write $`d\zeta _J=_KF_J^Kd\tau _K`$, $`F_J^K𝐀_{f^0}`$. Then we define
$`P(v_I\xi _J){\displaystyle P(F_J^K)d\tau _I}d\tau _K.`$
Since, as a meromorphic differential form on $`J(X)`$,
$`{\displaystyle \underset{i=1}{\overset{g}{}}}d\tau _id\zeta _i={\displaystyle \underset{i,j=1}{\overset{g}{}}}{\displaystyle \frac{^2\mathrm{log}\theta (w)}{\tau _i\tau _j}}d\tau _id\tau _j=0,`$
the above map induces the map
$$𝒟_{}W^g\stackrel{ev}{}𝐀_{f^0}d\tau _1\mathrm{}d\tau _g.$$
Denote by $`(𝒟_{}W^g)_n`$ the subspace of elements with degree $`n`$ and by $`ev_n`$ the restriction of $`ev`$ to $`(𝒟_{}W^g)_n`$. By the definition, for $`x(𝒟_{}W^g)_n`$, $`ev_n(x)𝐀_{f^0}(n+g^2/2)`$. By Proposition E, there is a natural isomorphism $`𝐀_0\text{gr}𝐀_{f^0}`$ (see Appendix E for the filtration of $`𝐀_{f^0}`$). Composing the map $`ev_n`$ with the natural projection map $`𝐀_{f^0}(k)\text{gr}_k𝐀_{f^0}𝐀_0^{(k)}`$ we obtain the map, which we denote by $`ev_n`$ too,
$`(𝒟_{}W^g)_n\stackrel{ev_n}{}(𝐀_0d\tau _1\mathrm{}d\tau _g)_n,`$
where the RHS means the degree $`n`$ subspace. Taking the sum of $`ev_n`$ we finally have the map
$`ev=_nev_n:𝒟_{}W^g𝐀_0d\tau _1\mathrm{}d\tau _g,`$
which we also denote by the symbol $`ev`$.
If we assume Conjecture 2 and 3, $`H^k(𝐂_0^{})W^k`$. If this holds, then $`ev`$ is surjective by Proposition 3.
Lemma F. Suppose that Conjecture 2 and 3 are true. Then the kernel of $`ev`$ is given by
$$\text{Ker}(ev)=d\left(𝒟W^{g1}\right).$$
Proof. It is easy to check that
$$\text{Ker}(ev)d\left(𝒟W^{g1}\right).$$
Since $`ev`$ is surjective and
$$\text{ch}(𝐀_0)=\text{ch}\left(\frac{𝒟_{}W^g}{d\left(𝒟_{}W^{g1}\right)}\right),$$
the claim of the lemma follows. QED.
We summarize the result as
Theorem F. Suppose that Conjecture 2, 3 are true. Then the following complex gives a resolution of $`𝐀_0d\tau _1\mathrm{}d\tau _g`$ as a $`𝒟`$-module:
$`0𝐀_0d\tau _1\mathrm{}d\tau _g\stackrel{ev}{}𝒟_{}W^g\stackrel{d}{}\mathrm{}\stackrel{d}{}𝒟_{}W^00.`$ |
warning/0001/nucl-th0001012.html | ar5iv | text | # The Δ𝐼=1/2 rule in non-mesonic weak decay of Λ-hypernuclei
## Abstract
By employing recent data on non-mesonic decay of $`s`$-shell $`\mathrm{\Lambda }`$-hypernuclei we study, within the phenomenological model of Block and Dalitz, the validity of the $`\mathrm{\Delta }I=1/2`$ rule in the $`\mathrm{\Lambda }NNN`$ process. Due to the low experimental precision, a possible violation of this rule can be neither proved nor excluded at present with sufficient accuracy: a pure $`\mathrm{\Delta }I=1/2`$ transition amplitude is excluded at 40% confidence level.
The $`\mathrm{\Delta }I=1/2`$ rule has been first established from the experimental observation of the free $`\mathrm{\Lambda }`$ decay rates into the two pionic channels:
$$\mathrm{\Lambda }\begin{array}{cc}\pi ^{}p\hfill & (\mathrm{\Gamma }_\pi ^{}^{\mathrm{f}ree}/\mathrm{\Gamma }_\mathrm{\Lambda }^{\mathrm{f}ree}=0.639)\hfill \\ \pi ^0n\hfill & (\mathrm{\Gamma }_{\pi ^0}^{\mathrm{f}ree}/\mathrm{\Gamma }_\mathrm{\Lambda }^{\mathrm{f}ree}=0.358),\hfill \end{array}$$
(1)
the total lifetime being $`\tau _\mathrm{\Lambda }^{\mathrm{free}}\mathrm{}/\mathrm{\Gamma }_\mathrm{\Lambda }^{\mathrm{free}}=2.63210^{10}`$ sec. The experimental ratio of the above widths, $`(\mathrm{\Gamma }_\pi ^{}^{\mathrm{free}}/\mathrm{\Gamma }_{\pi ^0}^{\mathrm{free}})_{\mathrm{Exp}}1.78`$, as well as the $`\mathrm{\Lambda }`$ polarization observables are suggestive of a change in isospin of $`\mathrm{\Delta }I=1/2`$, which also holds true for other non–leptonic strangeness changing processes, like the decay of the $`\mathrm{\Sigma }`$ hyperon and pionic kaon decays.
Actually this rule is slightly violated in the $`\mathrm{\Lambda }`$ decay, since (taking the same phase space for both channels and neglecting the final state interactions) it predicts $`\mathrm{\Gamma }_\pi ^{}^{\mathrm{free}}/\mathrm{\Gamma }_{\pi ^0}^{\mathrm{free}}=2`$, a value which is slightly larger than the experimental one. Nevertheless, the ratio $`A_{1/2}/A_{3/2}`$ between the $`\mathrm{\Delta }I=1/2`$ and the $`\mathrm{\Delta }I=3/2`$ transition amplitudes for the decay $`\mathrm{\Lambda }\pi N`$ is very large (of the order of $`30`$).
This isospin rule is based on experimental observations, but its dynamical origin is not yet understood on theoretical grounds: indeed the free $`\mathrm{\Lambda }`$ decay in the Standard Model can occur through both $`\mathrm{\Delta }I=1/2`$ and $`\mathrm{\Delta }I=3/2`$ transitions, with comparable strengths. Moreover, the effective 4-quark weak interaction derived from the Standard Model including perturbative QCD corrections gives too small $`A_{1/2}/A_{3/2}`$ ratios ($`3÷4`$, as calculated at the hadronic scale of about $`1`$ GeV by using renormalization group techniques). One can guess that non–perturbative QCD effects at low energy (such as hadron structure and reaction mechanism) and/or final state interactions could be responsible for the enhancement of the $`\mathrm{\Delta }I=1/2`$ amplitude and/or for the suppression of the $`\mathrm{\Delta }I=3/2`$ one. Unfortunately these low energy effects are more difficult to handle: for example chiral perturbation theory, which is frequently employed for describing hadronic phenomena in the low energy regime, even if used together with perturbative QCD corrections, is not able to reproduce the hyperon non–leptonic weak decay rates.
Let us turn now to the weak decay of hypernuclei: here the mesonic decay is disfavoured by the Pauli principle, particularly in heavy systems, as the momentum of the final nucleon in (1) is only about 100 MeV/c (much smaller than the average Fermi momentum). Yet, it is the dominant decay channel in $`s`$-shell hypernuclei. From theoretical calculations and measurements there is evidence that in nuclei the ratio $`\mathrm{\Gamma }_\pi ^{}/\mathrm{\Gamma }_{\pi ^0}`$ strongly oscillates around the value 2 predicted by the $`\mathrm{\Delta }I=1/2`$ rule in a symmetric nucleus ($`N=Z`$). However, these oscillations are essentially due to nuclear shell effects and might not be directly related to the weak process itself.
In all but the lightest hypernuclei, the dominant weak decay mode is the non–mesonic one, induced by the interaction of the hyperon with one or more nucleons, e.g.
$$\mathrm{\Lambda }NNN(\mathrm{\Gamma }_1),$$
(2)
$$\mathrm{\Lambda }NNNNN(\mathrm{\Gamma }_2).$$
(3)
In this letter we wish to explore the validity of the $`\mathrm{\Delta }I=1/2`$ rule in the non–mesonic (one–nucleon induced) $`\mathrm{\Lambda }`$–decay: since this process can only occur in nuclei, its analysis is complicated by nuclear structure effects, which can alter the simple balance of the isospin change based on angular momentum couplings.
The one–nucleon induced mechanism concerns the following isospin channels:
$`\mathrm{\Lambda }n`$ $``$ $`nn(\mathrm{\Gamma }_n),`$ (4)
$`\mathrm{\Lambda }p`$ $``$ $`np(\mathrm{\Gamma }_p),`$ (5)
where, in the average, the final nucleons have large momenta (about 420 MeV). Although the two–nucleon stimulated decay (which has not been detected yet) is non–negligible (for $`p`$–shell to heavy hypernuclei $`\mathrm{\Gamma }_2`$ is about 15% of the total rate, while for $`s`$–shell hypernuclei its contribution is $`5`$% ), in the following we shall consider the process $`\mathrm{\Lambda }NNN`$ only.
Direct measurements of the $`\mathrm{\Lambda }NNN`$ process are very difficult to perform, due to the short lifetime of the hyperons, which gives flight paths limited to less than 10 cm. The inverse reaction $`pnp\mathrm{\Lambda }`$ in free space is now under investigation at COSY and KEK. Nevertheless, only the precise measurement of the non–mesonic width $`\mathrm{\Gamma }_{NM}=\mathrm{\Gamma }_n+\mathrm{\Gamma }_p`$ in $`s`$-shell hypernuclei is nowadays, at least potentially, a good tool to study the spin and isospin dependence and the validity of the $`\mathrm{\Delta }I=1/2`$ rule in the $`\mathrm{\Lambda }NNN`$ weak interaction. In $`s`$–shell hypernuclei all the nucleons are confined (as the hyperon) into the $`s`$–level (hence, only the relative orbital angular momentum $`L=0`$ is present in the $`\mathrm{\Lambda }N`$ initial state), while complications arise with increasing mass number, due to the appearance of more $`\mathrm{\Lambda }N`$ states and of the nucleons’ rescattering inside the nucleus, which complicates the kinematic of the measured nucleons.
Nowadays, the main problem concerning the weak decay of $`\mathrm{\Lambda }`$–hypernuclei is to reproduce the experimental values for the ratio $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p`$ between the neutron– and the proton–induced widths (on the contrary, the total non–mesonic widths are well explained by the available models ). The theoretical calculations underestimate the central data points for all considered hypernuclei, although the large experimental error bars do not permit any definitive conclusion. The data are quite limited and not precise since it is difficult to detect the products of the non–mesonic decays, especially for the neutron–induced one. Moreover, the present experimental energy resolution for the detection of the outgoing nucleons does not allow to identify the final state of the residual nucleus in the processes $`{}_{\mathrm{\Lambda }}{}^{A}\mathrm{Z}{}_{}{}^{A2}\mathrm{Z}+nn`$ and $`{}_{\mathrm{\Lambda }}{}^{A}\mathrm{Z}{}_{}{}^{A2}(\mathrm{Z}1)+np`$. As a consequence, the measurements supply decay rates averaged over several nuclear final states.
In order to solve the $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p`$ puzzle, many attempts have been made up to now, but without success. Among these we recall the introduction of mesons heavier than the pion in the $`\mathrm{\Lambda }NNN`$ transition potential , the inclusion of interaction terms that explicitly violate the $`\mathrm{\Delta }I=1/2`$ rule and the description of the short range baryon–baryon interaction in terms of quark degrees of freedom (by using a hybrid quark model in and a direct quark mechanism in ), which automatically introduce $`\mathrm{\Delta }I=3/2`$ contributions.
As we shall see in the following, the analysis of the non–mesonic decays in $`s`$–shell hypernuclei is important both for the solution of the $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p`$ puzzle and for testing the validity of the related $`\mathrm{\Delta }I=1/2`$ rule. Let us start by considering the possible $`\mathrm{\Lambda }NNN`$ transitions in $`s`$–shell hypernuclei: since the $`\mathrm{\Lambda }N`$ pair is in a state with relative orbital angular momentum $`L=0`$, the only possibilities are the following ones (we use the spectroscopic notation $`{}_{}{}^{2S+1}L_{J}^{}`$):
$`{}_{}{}^{1}S_{0}^{}`$ $``$ $`{}_{}{}^{1}S_{0}^{}(I_f=1)`$ (6)
$``$ $`{}_{}{}^{3}P_{0}^{}(I_f=1)`$ (7)
$`{}_{}{}^{3}S_{1}^{}`$ $``$ $`{}_{}{}^{3}S_{1}^{}(I_f=0)`$ (8)
$``$ $`{}_{}{}^{1}P_{1}^{}(I_f=0)`$ (9)
$``$ $`{}_{}{}^{3}P_{1}^{}(I_f=1)`$ (10)
$``$ $`{}_{}{}^{3}D_{1}^{}(I_f=0).`$ (11)
The $`\mathrm{\Lambda }nnn`$ process has final states with isospin $`I_f=1`$ only, while for $`\mathrm{\Lambda }pnp`$ both $`I_f=1`$ and $`I_f=0`$ are allowed.
Classically, the interaction probability of a particle which crosses an infinite homogeneous system of thickness $`ds`$ is $`dP=ds/\lambda `$, where $`\lambda =1/(\sigma \rho )`$ is the mean free path of the particle, $`\sigma `$ is the relevant cross section and $`\rho `$ is the density of the system. The width $`\mathrm{\Gamma }_{NM}=dP/dt`$ for the process $`\mathrm{\Lambda }NNN`$, is then given by:
$$\mathrm{\Gamma }_{NM}=v\sigma \rho ,$$
(12)
$`v`$ being the $`\mathrm{\Lambda }`$ velocity in the rest frame of the homogeneous system. For a finite nucleus, one can weight its density $`\rho (\stackrel{}{r})`$, within the semi-classical approximation, by the $`\mathrm{\Lambda }`$ wave function in the hypernucleus, $`\psi _\mathrm{\Lambda }(\stackrel{}{r})`$:
$$\mathrm{\Gamma }_{NM}=v\sigma 𝑑\stackrel{}{r}\rho (\stackrel{}{r})\psi _\mathrm{\Lambda }(\stackrel{}{r})^2,$$
(13)
where $``$ denotes an average over spin and isospin states. In the above equation the nuclear density is normalized to the mass number $`A=N+Z`$, hence the integral gives the average nucleon density $`\rho _{A+1}`$ at the position of the $`\mathrm{\Lambda }`$ particle. In this scheme, the non–mesonic width of the hypernucleus $`{}_{\mathrm{\Lambda }}{}^{A+1}Z`$ is then:
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^{A+1}Z)=\frac{N\overline{R}_n+Z\overline{R}_p}{A}\rho _{A+1}\mathrm{\Gamma }_n(_\mathrm{\Lambda }^{A+1}Z)+\mathrm{\Gamma }_p(_\mathrm{\Lambda }^{A+1}Z),$$
(14)
where $`\overline{R}_n`$ ($`\overline{R}_p`$) denotes the spin–averaged rate for the neutron–induced (proton–induced) process appropriate for the considered hypernucleus.
Then, by introducing the rates $`R_{NJ}`$ for spin–singlet ($`R_{n0}`$, $`R_{p0}`$) and spin–triplet ($`R_{n1}`$, $`R_{p1}`$) interactions, the non–mesonic decay widths of $`s`$–shell hypernuclei are :
$`\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^3\mathrm{H})=(3R_{n0}+R_{n1}+3R_{p0}+R_{p1}){\displaystyle \frac{\rho _3}{8}},`$ (15)
$`\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^4\mathrm{H})=(R_{n0}+3R_{n1}+2R_{p0}){\displaystyle \frac{\rho _4}{6}},`$ (16)
$`\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^4\mathrm{He})=(2R_{n0}+R_{p0}+3R_{p1}){\displaystyle \frac{\rho _4}{6}},`$ (17)
$`\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^5\mathrm{He})=(R_{n0}+3R_{n1}+R_{p0}+3R_{p1}){\displaystyle \frac{\rho _5}{8}},`$ (18)
where we have taken into account that the hypernuclear total angular momentum is 0 for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$H and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He and 1/2 for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{3}`$H and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{5}`$He. In terms of the rates associated to the partial–wave transitions (6), the $`R_{NJ}`$’s of eq. (15) are:
$`R_{n0}`$ $`=`$ $`R_n(^1S_0)+R_n(^3P_0),`$ (19)
$`R_{p0}`$ $`=`$ $`R_p(^1S_0)+R_p(^3P_0),`$ (20)
$`R_{n1}`$ $`=`$ $`R_n(^3P_1),`$ (21)
$`R_{p1}`$ $`=`$ $`R_p(^3S_1)+R_p(^1P_1)+R_p(^3P_1)+R_p(^3D_1),`$ (22)
the quantum numbers of the $`NN`$ final state being reported in brackets.
If we assume that the $`\mathrm{\Lambda }NNN`$ weak interaction occurs with a change $`\mathrm{\Delta }I=1/2`$ of the isospin, the following relations (simply derived by angular momentum coupling coefficients) hold among the rates for transitions to isospin 1 final states:
$$R_n(^1S_0)=2R_p(^1S_0),R_n(^3P_0)=2R_p(^3P_0),R_n(^3P_1)=2R_p(^3P_1),$$
(23)
then:
$$\frac{R_{n1}}{R_{p1}}\frac{R_{n0}}{R_{p0}}=2.$$
(24)
For pure $`\mathrm{\Delta }I=3/2`$ transitions, the factor 2 in the right hand side of eqs. (23), (24) should be replaced by 1/2.
Let us now introduce the ratios:
$$r=\frac{I_f=1A_{1/2}I_i=1/2}{I_f=1A_{3/2}I_i=1/2}$$
(25)
between the $`\mathrm{\Delta }I=1/2`$ and $`\mathrm{\Delta }I=3/2`$ $`\mathrm{\Lambda }NNN`$ transition amplitudes for isospin 1 final states ($`r`$ being real, as required by time reversal invariance) and:
$$\lambda =\frac{I_f=0A_{1/2}I_i=1/2}{I_f=1A_{3/2}I_i=1/2}.$$
(26)
Then, for a general $`\mathrm{\Delta }I=1/2`$$`\mathrm{\Delta }I=3/2`$ mixture, we have:
$$\frac{R_{n1}}{R_{p1}}=\frac{4r^24r+1}{2r^2+4r+2+6\lambda ^2}\frac{R_{n0}}{R_{p0}}=\frac{4r^24r+1}{2r^2+4r+2}.$$
(27)
By using equations (15) and (27) together with the available experimental data, it is possible to extract the spin and isospin behavior of the $`\mathrm{\Lambda }NNN`$ interaction without resorting to a detailed knowledge of the interaction mechanism. It is worth pointing out that, according to the above relations, the value of $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p`$ is not a universal function of the ratios $`R_{nJ}/R_{pJ}`$: it rather depends upon the spin, isospin and structure of the considered hypernucleus. A ratio $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p<2`$ does not necessarily imply that the $`\mathrm{\Delta }I=1/2`$ rule is valid; on the contrary the presence of $`\mathrm{\Delta }I=3/2`$ transitions can even lower this ratio. The opposite situation, $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p>2`$, cannot be simply explained through a violation of the $`\mathrm{\Delta }I=1/2`$ rule, and more complicated reaction mechanisms, including the two–nucleon induced decay and the nucleons final state interactions, are likely to play a role.
We must notice that this analysis makes use of several assumptions. For example, the decay is treated incoherently on the stimulating nucleons, within a simple 4–barions point interaction model, and the nucleon final state interactions are neglected. Moreover, the calculation requires the knowledge of the nuclear density at the hyperon position (here, in particular, the same density is employed for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$H and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He). Since the available data have large error bars, the above approximations can be considered as satisfactory. This phenomenological model was introduced by Block and Dalitz . More recently, the analysis has been updated by other authors . These works suggested a sizeable violation of the $`\mathrm{\Delta }I=1/2`$ rule, although the authors pointed out the need for more precise data to draw definitive conclusions.
Here we shall use more recent data (which are summarized in table I) and we shall employ a different analysis. Unfortunately, no data are available on the non–mesonic decay of hyper-triton. We use the BNL data for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{5}`$He together with the reference value of table I for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$H. This last number is the average of the previous estimates of refs. , which have not been obtained from direct measurements but rather by using theoretical constraints.
We have then 5 independent data which allow to fix, from eq. (15), the 4 rates $`R_{N,J}`$ and $`\rho _4`$. Instead, the density $`\rho _5`$ also entering into eq. (15), has been estimated to be $`\rho _5=0.045`$ fm<sup>-3</sup> by employing the $`\mathrm{\Lambda }`$ wave function of ref. (obtained through a quark model description of the $`\mathrm{\Lambda }N`$ interaction) and the Gaussian density for <sup>4</sup>He that reproduces the experimental mean square radius of the nucleus. For $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$H and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He no realistic hyperon wave function is available and we can obtain the value of $`\rho _4`$ from the data of table I, by imposing that \[see eq. (15)\]:
$$\frac{\mathrm{\Gamma }_p(_\mathrm{\Lambda }^5\mathrm{He})}{\mathrm{\Gamma }_p(_\mathrm{\Lambda }^4\mathrm{He})}=\frac{3}{4}\frac{\rho _5}{\rho _4}.$$
(28)
This yields $`\rho _4=0.026`$ fm<sup>-3</sup>. Furthermore, the best determination of the rates $`R_{N,J}`$ is obtained from the relations for the observables:
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^4\mathrm{H}),\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^4\mathrm{He}),\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^5\mathrm{He}),\frac{\mathrm{\Gamma }_n}{\mathrm{\Gamma }_p}(_\mathrm{\Lambda }^4\mathrm{He}),$$
(29)
which have the smallest experimental uncertainties. Solving these equations we extracted the following partial rates (the decay rates of eq. (15) are considered in units of the free $`\mathrm{\Lambda }`$ decay width):
$`R_{n0}`$ $`=`$ $`(4.7\pm 2.1)\mathrm{fm}^3,`$ (30)
$`R_{p0}`$ $`=`$ $`(7.9_{7.9}^{+16.5})\mathrm{fm}^3,`$ (31)
$`R_{n1}`$ $`=`$ $`(10.3\pm 8.6)\mathrm{fm}^3,`$ (32)
$`R_{p1}`$ $`=`$ $`(9.8\pm 5.5)\mathrm{fm}^3,`$ (33)
The errors have been obtained with the standard formula:
$$\delta [O(r_1,..,r_N)]=\sqrt{\underset{i=1}{\overset{N}{}}\left(\frac{O}{r_i}\delta r_i\right)^2},$$
(34)
namely by treating the data as independent and uncorrelated ones. Due to the large relative errors implied in the extraction of the above rates, the Gaussian propagation of the uncertainties has to be regarded as a poor approximation.
For the ratios of eq. (27) we have then:
$$\frac{R_{n0}}{R_{p0}}=0.6_{0.6}^{+1.3},$$
(35)
$$\frac{R_{n1}}{R_{p1}}=1.0_{1.0}^{+1.1}.$$
(36)
while the ratios of the spin–triplet to the spin–singlet interaction rates are:
$$\frac{R_{n1}}{R_{n0}}=2.2\pm 2.1,$$
(37)
$$\frac{R_{p1}}{R_{p0}}=1.2_{1.2}^{+2.7}.$$
(38)
The large uncertainties do not allow to drawn definite conclusions about the possible violation of the $`\mathrm{\Delta }I=1/2`$ rule and the spin–dependence of the transition rates. Eqs. (35) and (36) are still compatible with eq. (24), namely with the $`\mathrm{\Delta }I=1/2`$ rule, although the central value in eq. (35) is more in agreement with a pure $`\mathrm{\Delta }I=3/2`$ transition ($`r0`$) or with $`r2`$ \[see eq. (27)\]. Actually, eq. (35) is compatible with $`r`$ in the range $`1/4÷40`$, while the ratio $`\lambda `$ of eq. (27) is completely undetermined.
By using the results of eqs. (30)-(33) into eq. (15) we can predict the neutron to proton ratio for hyper-triton, which turns out to be:
$$\frac{\mathrm{\Gamma }_n}{\mathrm{\Gamma }_p}(_\mathrm{\Lambda }^3\mathrm{H})=0.7_{0.7}^{+1.1},$$
(39)
and, by using $`\rho _3=0.001`$ fm<sup>-3</sup> ,
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^3\mathrm{H})=0.007\pm 0.006.$$
(40)
The latter is of the same order of magnitude of the detailed 3-body calculation of ref. , which provides a non-mesonic width equal to 1.7% of the free $`\mathrm{\Lambda }`$ width.
The compatibility of the data with the $`\mathrm{\Delta }I=1/2`$ rule can be exploited in a different way. By assuming this rule, $`R_{n0}/R_{p0}=2`$; then one can use the three observables (instead of the four in eq. (29)):
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^4\mathrm{He}),\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^5\mathrm{He}),\frac{\mathrm{\Gamma }_n}{\mathrm{\Gamma }_p}(_\mathrm{\Lambda }^4\mathrm{He}),$$
(41)
to extract the following partial rates:
$`R_{n0}`$ $`=`$ $`(4.7\pm 2.1)\mathrm{fm}^3,`$ (42)
$`R_{p0}R_{n0}/2`$ $`=`$ $`(2.3\pm 1.0)\mathrm{fm}^3,`$ (43)
$`R_{n1}`$ $`=`$ $`(10.3\pm 8.6)\mathrm{fm}^3,`$ (44)
$`R_{p1}`$ $`=`$ $`(11.7\pm 2.4)\mathrm{fm}^3.`$ (45)
These values are compatible with the ones in eqs. (30)-(33) (actually $`R_{n0}`$ and $`R_{n1}`$ are unchanged with respect to the above derivation). For pure $`\mathrm{\Delta }I=1/2`$ transitions the spin–triplet interactions seem to dominate over the spin–singlet ones:
$$\frac{R_{n1}}{R_{n0}}=2.2\pm 2.1,$$
(46)
$$\frac{R_{p1}}{R_{p0}}=5.0\pm 2.4.$$
(47)
Moreover, since:
$$\frac{R_{n1}}{R_{p1}}=0.9\pm 0.8,$$
(48)
from eq. (27) one obtains the following estimate for the ratio between the $`\mathrm{\Delta }I=1/2`$ amplitudes:
$$\left|\frac{\lambda }{r}\right|\left|\frac{I_f=0A_{1/2}I_i=1/2}{I_f=1A_{1/2}I_i=1/2}\right|\frac{1}{3.7}÷2.3.$$
(49)
Finally, the other independent observable (which has not been utilized here) is predicted to be:
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^4\mathrm{H})=0.17\pm 0.11,$$
(50)
in good agreement with the experimental data of table I, within $`0.6\sigma `$ deviation. This implies that the data are consistent with the $`\mathrm{\Delta }I=1/2`$ rule at the level of 60%. Or, in other words, the $`\mathrm{\Delta }I=1/2`$ rule is excluded at the 40% confidence level.
The phenomenological model of Block and Dalitz can be extended to hypernuclei beyond the $`s`$–shell; for the sake of illustration we consider here $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{12}`$C. In table II the data on the non–mesonic decay of this hypernucleus are quoted.
Within the present framework, the relevant decay rate can be written in the following form:
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^{12}\mathrm{C})=\frac{\rho _{12}^s}{\rho _5}\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^5\mathrm{He})+\frac{\rho _{12}^p}{7}[3\overline{R}_n(P)+4\overline{R}_p(P)],$$
(51)
where $`\rho _{12}^s`$ ($`\rho _{12}^p`$) is the average $`s`$–shell ($`p`$–shell) nucleon density at the hyperon position, while $`\overline{R}_n(P)`$ \[$`\overline{R}_p(P)`$\] is the spin–averaged $`P`$–wave neutron–induced (proton–induced) rate. By using the previous results from $`s`$–shell hypernuclei and the average values in tab. II, we obtain:
$`\overline{R}_n(P)`$ $`=`$ $`(18.3\pm 10.7)\mathrm{fm}^3,`$ (52)
$`\overline{R}_p(P)`$ $`=`$ $`(3.6_{3.6}^{+12.6})\mathrm{fm}^3.`$ (53)
The densities $`\rho _{12}^s`$ ($`=0.064`$ fm<sup>-3</sup>) and $`\rho _{12}^p`$ ($`=0.043`$ fm<sup>-3</sup>) have been calculated from the appropriate $`s`$– and $`p`$–shell Woods–Saxon nucleon wave functions. The $`s`$– and $`p`$–shell contributions in eq. (51) are $`0.58\pm 0.20`$ and $`0.43\pm 0.24`$, respectively. The former is calculated starting from the experimental non–mesonic decay width for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{5}`$He, the latter by subtracting the $`s`$–shell contribution from the average value of table II for $`\mathrm{\Gamma }_{NM}`$. The central values quoted above are in disagreement with the detailed calculation of refs. , where the contribution of the $`P`$ partial wave to $`\mathrm{\Gamma }_{NM}`$ is estimated to be only $`5÷10`$% in $`p`$–shell hypernuclei. However, due to the large uncertainties, at the $`2\sigma `$ level our result is compatible with a negligible $`P`$–wave contribution. Moreover, we must notice that in eq. (51) the contribution of $`S`$–wave $`\mathrm{\Lambda }N`$ relative states originating from the interaction with $`p`$–shell nucleons is neglected. It is possible to include this contribution by changing $`\rho _{12}^s\rho _{12}^s+\alpha \rho _{12}^p`$ in the first term in the right hand side of eq. (51), $`\alpha `$ being the fraction of $`1p`$ nucleons which interact with the $`\mathrm{\Lambda }`$ in $`S`$ relative wave. In order to reproduce a 10% contribution of the $`P`$-wave interaction to $`\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^{12}\mathrm{C})`$ \[second term in the right hand side of eq. (51)\], a large $`\alpha `$ is required: $`\alpha 0.8`$.
Other applications can be considered in heavier hypernuclei, providing one neglects $`\mathrm{\Lambda }N`$ interactions in $`D,F,`$ etc waves; then, by using the description and results of eqs. (51)-(53), we can easily predict, e.g., the non–mesonic rate for $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{56}`$Fe, with the result:
$$\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^{56}\mathrm{Fe})=\frac{\rho _{56}^s}{\rho _5}\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^5\mathrm{He})+\frac{\rho _{56}^p}{2}[\overline{R}_n(P)+\overline{R}_p(P)]=1.48_{0.45}^{+0.59},$$
(54)
where $`\rho _{56}^s=0.087`$ fm<sup>-3</sup> ($`\rho _{56}^p=0.063`$ fm<sup>-3</sup>) now embodies the contributions from both the $`1s`$ and $`2s`$ ($`1p`$ and $`2p`$) nucleon levels. The central value of eq. (54) overestimates the KEK result , which measured a total width $`\mathrm{\Gamma }_T=1.22\pm 0.08`$ (note that for iron the mesonic rate is negligible at this level of accuracy), but the two numbers are compatible at the $`1\sigma `$ level. Notice that, should we use the prescription (suggested above for <sup>12</sup>C) $`\rho _{56}^s\rho _{56}^s+0.8\rho _{56}^p`$, eq. (54) would yield about the same result for $`\mathrm{\Gamma }_{NM}(_\mathrm{\Lambda }^{56}\mathrm{Fe})`$ (1.39), but with a different balance of the $`S`$– and $`P`$–wave terms and a smaller $`\mathrm{\Gamma }_n/\mathrm{\Gamma }_p`$ ratio (1.09 instead of 1.85).
In concluding this letter we wish to stress that the phenomenological model of Block and Dalitz employed here, in spite of its relative simplicity, allows to set rather precise constraints on the partial contributions to the non–mesonic decay width of $`s`$–shell hypernuclei. From the available experimental data we have found some limits on the ratio between $`\mathrm{\Delta }I=1/2`$ and $`\mathrm{\Delta }I=3/2`$ transition amplitudes. A violation of the $`\mathrm{\Delta }I=1/2`$ rule in the one–nucleon induced non–mesonic decay seems to be present at 40% confidence level. Unfortunately the experimental uncertainties are still too large to allow any definitive conclusion. Similar considerations hold valid in heavier systems, in which however the present analysis requires more severe approximations and must be applied with some caution.
We acknowledge financial support from the MURST. This work was supported in part by the EEC through TMR Contract CEE-0169. |
warning/0001/nlin0001036.html | ar5iv | text | # Poisson Algebras associated with Constrained Dispersionless Modified KP Hierarchies
## I Introduction
The dispersionless integrable hierarchies can be viewed as the quasi-classical limit of the ordinary integrable systems . A typical example is the dispersionless Kadomtsev-Petviashvili (dKP) hierarchy which has played an important role in theoretical and mathematical physics (see, for example, and references therein). The Lax formulation of the dKP hierarchy can be constructed by replacing the pseudo-differential Lax operator of KP with the corresponding Laurent series. On the other hand, an analogue construction can be made for the modified KP (mKP) hierarchy and thus leads to the dmKP hierarchy.
In the previous work , we established the Miura map between the dKP and dmKP hierarchies, which turns out to be canonical in the sense that the bi-Hamiltonian structure of the dmKP hierarchy is mapped to the bi-Hamiltonian of the dKP hierarchy . We also studied the solution structure of the dmKP hierarchy using the twistor construction . In this paper we turn to the Poisson algebras of the bi-Hamiltonian structures associated with the dmKP hierarchy and, particularly, its reductions. For the ordinary mKP hierarchy the reductions are quite limited . However, in the dispersionless limit, we show that the Lax operator of the dmKP hierarchy can be truncated to any finite order and their associated bi-Hamiltonian structures can be obtained via the Dirac reduction. To proceed the formulation of the dmKP hierarchy, we recall some basic facts about the algebra of Laurent series in the following.
Let $`\mathrm{\Lambda }`$ be an algebra of Laurent series of the form
$`\mathrm{\Lambda }=\{A|A={\displaystyle \underset{i=\mathrm{}}{\overset{N}{}}}a_ip^i\},`$with coefficients $`a_i`$ depending on an infinite set of variables $`t_1x,t_2,t_3,\mathrm{}`$. The algebra $`\mathrm{\Lambda }`$ can be decomposed into the subalgebras as
$`\mathrm{\Lambda }=\mathrm{\Lambda }_k\mathrm{\Lambda }_{<k},`$where
$`\mathrm{\Lambda }_k`$ $`=`$ $`\{A\mathrm{\Lambda }|A={\displaystyle \underset{ik}{}}a_ip^i\}`$ (1)
$`\mathrm{\Lambda }_{<k}`$ $`=`$ $`\{A\mathrm{\Lambda }|A={\displaystyle \underset{i<k}{}}a_ip^i\}`$ (2)
and using the notations : $`\mathrm{\Lambda }_+=\mathrm{\Lambda }_0`$ and $`\mathrm{\Lambda }_{}=\mathrm{\Lambda }_{<0}`$ for short. Although $`\mathrm{\Lambda }`$ form a commutative and associative algebra under multiplication, we can define a Lie-bracket associated with $`\mathrm{\Lambda }`$ such that
$`\left[[A,B]\right]={\displaystyle \frac{A}{p}}{\displaystyle \frac{B}{x}}{\displaystyle \frac{A}{x}}{\displaystyle \frac{B}{p}},A,B\mathrm{\Lambda }`$which can be regarded as the Poisson bracket defined in the 2-dimensional phase space $`(x,p)`$. For a given Laurent series $`A`$ we define its residue as
$`\text{res}A=a_1`$and its trace as
$`\text{tr}A={\displaystyle \text{res}A}.`$For any two Laurent series $`A=_ia_ip^i`$ and $`B=_ib_ip^i`$ we have
$`\text{res}\left[[A,B]\right]={\displaystyle \underset{i}{}}i(a_ib_i)^{}`$which implies
$`\text{tr}\left[[A,B]\right]=0,`$and
$`\text{tr}(A\left[[B,C]\right])=\text{tr}(\left[[A,B]\right]C).`$Finally, given a functional $`F(A)=f(a)`$ we define its gradient as
$`{\displaystyle \frac{\delta F}{\delta A}}={\displaystyle \underset{i}{}}{\displaystyle \frac{\delta f}{\delta a_i}}p^{i1}`$where the variational derivative is defined by
$`{\displaystyle \frac{\delta f}{\delta a_k}}={\displaystyle \underset{i}{}}(1)^i\left(^i{\displaystyle \frac{f}{a_k^{(i)}}}\right),`$with $`a_k^{(i)}(^ia_k),/x`$.
This paper is organized as follows: In section II, we will derive the bi-Hamiltonian structures of constrained dmKP hierarchies from the one of the dmKP hierarchy by the Dirac reduction. In section III, we will investigate the conformal property of the second Poisson brackets associated with constrained dmKP hierarchies. In section IV, the free-field realizations of these Poisson algebras will be given through the corresponding Kupershmidt-Wilson (KW) theorem. We will give some examples to illustrate the obtained results in section V. Section VI contains some concluding remarks.
## II bi-Hamiltonian structures
The (generalized) dmKP hierarchy is defined by the Lax operator of the form
$`K_n=p^n+v_{n1}p^{n1}+\mathrm{},(n>0)`$which satisfies the equations of motion
$$\frac{dK_n}{dt_k}=\left[[B_k,K_n]\right],B_k=(K_n^{k/n})_1$$
(3)
or zero-curvature conditions
$$\frac{B_k}{t_l}\frac{B_l}{t_k}+\left[[B_k,B_l]\right]=0.$$
(4)
For $`n=1`$, the first nontrivial flows ($`t_2=y,t_3=t`$) of (4) are given by
$`v_{1x}`$ $`=`$ $`{\displaystyle \frac{3}{2}}v_{0y}{\displaystyle \frac{3}{2}}(v_0^2)_x,`$ (5)
$`v_{1y}`$ $`=`$ $`2v_{0t}{\displaystyle \frac{3}{2}}(v_0^2)_y2v_1v_{0x}.`$ (6)
which, by eliminating $`v_1`$, yields the dmKP equation
$`v_{0t}={\displaystyle \frac{3}{2}}v_0^2v_{ox}+{\displaystyle \frac{3}{2}}v_{0x}_x^1v_{0y}+{\displaystyle \frac{3}{4}}_x^1v_{0yy}.`$The Hamiltonian structures associated with $`K_n`$ have been obtained by Li using the classical $`r`$-matrix formulation. Especially, the second structure can be expressed as
$`\{F,G\}(K_n)={\displaystyle \text{res}\left(J_2^{(n)}\left(\frac{\delta F}{\delta K_n}\right)\frac{\delta G}{\delta K_n}\right)}`$where the Hamiltonian map $`J_2^{(n)}`$ is defined by
$$J_2^{(n)}(X)=\left[[K_n,X]\right]_1K_n\left[[K_n,(K_nX)_1]\right]$$
(7)
with $`X=_ix_ip^{i1}`$. It is quite natural to define the conserved quantities as
$`H_k={\displaystyle \frac{n}{k}}\text{tr}K_n^{k/n},`$then the Lax flows (3) can be described by the Hamiltonian equations
$`{\displaystyle \frac{dK_n}{dt_k}}=\{H_k,K_n\}_2^{(n)}(K_n)=J_2^{(n)}\left({\displaystyle \frac{\delta H_k}{\delta K_n}}\right).`$Based on the above results, we would like to consider reductions of the dmKP hierarchy and their associated Hamiltonian structures. Let us consider truncations of the Lax operator $`K_n`$ as follows
$$K_{(n,m)}=p^n+v_{n1}p^{n1}+\mathrm{}+v_mp^m,mZ/\{0\}.$$
(8)
It is quite easy to show that these are consistent truncations with respect to the Lax flows (3). Thus for each pair $`(n,m)`$, the Lax operator $`K_n`$ with infinitely many coefficient functions is reduced to a finite-dimensional one $`K_{(n,m)}`$ which we refer to the constrained dmKP hierarchy. However, the Hamiltonian map (7) can not preserve the form of $`dK_{(n,m)}/dt_k`$ since the lowest order term of $`J_2^{(n)}(\delta H/\delta K_{(n,m)})`$ in $`p`$ is $`p^{m1}`$. Hence we shall consider the Lax operator $`\overline{K}_{(n,m)}=K_{(n,m)}+\mu p^{m1}`$ and then impose the constraint $`\mu =0`$ by the Dirac reduction. It turns out that Hamiltonian flows for $`\overline{K}_{(n,m)}`$ under the condition $`\mu =0`$ gives the second class constraint:
$$\left(\text{res}\left[[\overline{K}_{(n,m)},\frac{\delta H}{\delta \overline{K}_{(n,m)}}]\right]\right)_{\mu =0}=0$$
(9)
where
$`{\displaystyle \frac{\delta H}{\delta \overline{K}_{(n,m)}}}={\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}+{\displaystyle \frac{\delta H}{\delta \mu }}p^m.`$That means the function $`\delta H/\delta \mu `$ should be in terms of $`\delta H/\delta v_i,i=m,m+1,\mathrm{},n1`$. Solving the constraint (9), we obtain
$`v_m{\displaystyle \frac{\delta H}{\delta \mu }}={\displaystyle \frac{1}{m}}{\displaystyle ^x}\text{res}\left[[K_{(n,m)},{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}]\right]`$which implies
$`J_2^{(n)}\left({\displaystyle \frac{\delta H}{\delta \overline{K}_{(n,m)}}}\right)`$ $`=`$ $`\left[[K_{(n,m)},{\displaystyle \frac{\delta H}{\delta \overline{K}_{(n,m)}}}]\right]_1K_{(n,m)}\left[[K_{(n,m)},\left(K_{(n,m)}{\displaystyle \frac{\delta H}{\delta \overline{K}_{(n,m)}}}\right)_1]\right],`$ (10)
$`=`$ $`\left[[K_{(n,m)},{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}]\right]_1K_{(n,m)}\left[[K_{(n,m)},\left(K_{(n,m)}{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}\right)_1]\right]`$ (12)
$`+\left[[K_{(n,m)},v_m{\displaystyle \frac{\delta H}{\delta \mu }}]\right],`$
$`=`$ $`\left[[K_{(n,m)},{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}]\right]_+K_{(n,m)}\left[[K_{(n,m)},\left(K_{(n,m)}{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}\right)_+]\right]`$ (15)
$`+\left[[K_{(n,m)},\left(K_{(n,m)}{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}\right)_0]\right]+\left[[K_{(n,m)},{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}]\right]_1K_{(n,m)}`$
$`+{\displaystyle \frac{1}{m}}\left[[K_{(n,m)},{\displaystyle ^x}\text{res}\left[[K_{(n,m)},{\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}]\right]]\right],`$
$``$ $`J_2^{(n,m)}\left({\displaystyle \frac{\delta H}{\delta K_{(n,m)}}}\right).`$ (16)
We note that the above modified Hamiltonian map for $`m=\pm 1`$ are just the classical limit of the second structures of mKP hierarchies obtained in . Besides, when $`m\mathrm{}`$, $`J_2^{(n,\mathrm{})}`$ recovers the Hamiltonian map $`J_2^{(n)}`$, as expected.
Finally, we would like to remark that the first Poisson structure of the constrained dmKP hierarchies can be defined as a deformation of $`J_2^{(n,m)}`$ by shifting $`K_{(n,m)}K_{(n,m)}+\lambda `$ by a constant parameter $`\lambda `$. Then the second structure induces a linear term $`J_2^{(n,m)}J_2^{(n,m)}+\lambda J_1^{(n,m)}`$ with
$$J_1^{(n,m)}\left(\frac{\delta H}{\delta K_{(n,m)}}\right)=\left[[K_{(n,m)},\frac{\delta H}{\delta K_{(n,m)}}]\right]_1\left[[K_{(n,m)},\left(\frac{\delta H}{\delta K_{(n,m)}}\right)_1]\right]$$
(17)
which, by definition, is compatible with the second structure and is a Laurent series of order at most $`n1`$. It turns out that (17) is nothing but the first Poisson structure defined in . Note that the Hamiltonian map $`J_1^{(n,m)}`$ is consistent with the Lax flows (3) for $`m>0`$ but not for $`m<0`$ due to the fact that the lowest order term of $`J_1^{(n,m)}(\delta H/\delta K_{(n,m)})`$ in $`p`$ is $`p^1`$, not $`p^{|m|}`$. Hence, just like the second structure, we require the use of Dirac’s theory of constraints to obtain the consistent result. This will be done in the next section.
## III Poisson algebras
Having constructed the Hamiltonian map of the constrained dmKP hierarchies, we are now ready to calculate the Poisson brackets of the coefficient functions $`v_i`$ in (8). Before doing that, we would like to show that the complicated form of the modified Hamiltonian map $`J_2^{(n,m)}`$ defined by $`K_{(n,m)}`$ can be transformed to the familiar Gelfand-Dickey (GD) type structures via the following identification
$`K_{(n,m)}=L_{n+m}p^m=(p^{n+m}+u_{n+m1}p^{n+m1}+\mathrm{}+u_0)p^m`$where
$$v_i=u_{i+m},i=m,m+1,\mathrm{},n1.$$
(18)
On the other hand, from the variation
$`\delta F={\displaystyle \text{res}\left(\delta K_{(n,m)}\frac{\delta F}{\delta K_{(n,m)}}\right)}={\displaystyle \text{res}\left(\delta L_{n+m}\frac{\delta F}{\delta L_{n+m}}\right)}`$we have
$`{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}=p^m{\displaystyle \frac{\delta F}{\delta L_{n+m}}}.`$Using the above relations, some terms in (10) can be rewritten as
$`\left[[K_{(n,m)},{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}]\right]_+K_{(n,m)}`$ $`=`$ $`p^m\left[[L_{n+m},{\displaystyle \frac{\delta F}{\delta L_{n+m}}}]\right]_+L_{n+m}`$ (21)
$`mK_{(n,m)}p^1\left(K_{(n,m)}{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}\right)_+^{}`$
$`mK_{(n,m)}p^1\left(K_{(n,m)}{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}\right)_0^{},`$
$`\left[[K_{(n,m)},\left(K_{(n,m)}{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}\right)_+]\right]`$ $`=`$ $`p^m\left[[L_{n+m},\left(L_{n+m}{\displaystyle \frac{\delta F}{\delta L_{n+m}}}\right)_+]\right]`$ (23)
$`mp^1K_{(n,m)}\left(K_{(n,m)}{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}\right)_+^{},`$
$`{\displaystyle \frac{1}{m}}\left[[K_{(n,m)},{\displaystyle ^x}\text{res}\left[[K_{(n,m)},{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}]\right]]\right]`$ $`=`$ $`{\displaystyle \frac{1}{m}}p^m\left[[L_{n+m},{\displaystyle ^x}\text{res}\left[[L_{n+m},{\displaystyle \frac{\delta F}{\delta L_{n+m}}}]\right]]\right]`$ (27)
$`p^1K_{(n,m)}\text{res}\left[[K_{(n,m)},{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}]\right]`$
$`\left[[K_{(n,m)},\left(K_{(n,m)}{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}\right)_0]\right]`$
$`mp^1K_{(n,m)}\left(K_{(n,m)}{\displaystyle \frac{\delta F}{\delta K_{(n,m)}}}\right)_0^{},`$
which imply
$`\{F,G\}_2^{(n,m)}(K_{(n,m)})`$ $`=`$ $`{\displaystyle \text{res}\left(J_2^{(n,m)}\left(\frac{\delta F}{\delta K_{(n,m)}}\right)\frac{\delta G}{\delta K_{(n,m)}}\right)},`$ (28)
$`=`$ $`{\displaystyle \text{res}\left(\mathrm{\Theta }_{2+3}^{GD}\left(\frac{\delta F}{\delta L_{n+m}}\right)\frac{\delta G}{\delta L_{n+m}}\right)},`$ (29)
$`=`$ $`\{F,G\}_{2+3}^{GD}(L_{n+m})`$ (30)
where the Hamiltonian map $`\mathrm{\Theta }_{2+3}^{GD}\mathrm{\Theta }_2^{GD}+\frac{1}{m}\mathrm{\Theta }_3^{GD}`$ with
$`\mathrm{\Theta }_2^{GD}(X)`$ $`=`$ $`\left[[L_{n+m},X]\right]_+L_{n+m}\left[[L_{n+m},(L_{n+m}X)_+]\right],`$ (31)
$`\mathrm{\Theta }_3^{GD}(X)`$ $`=`$ $`\left[[L_{n+m},{\displaystyle ^x}\text{res}\left[[L_{n+m},X]\right]]\right].`$ (32)
Besides the standard second GD structure $`\mathrm{\Theta }_2^{GD}`$, (32) is called the third GD bracket which is compatible with the second one. Hence, under the identification (18), the modified Hamiltonian structure (10) has been mapped to the sum of the second and the third GD structures defined by the polynomial $`L_{n+m}`$.
Since the Poisson algebras associated with the second GD structure have been obtained , we only need to treat the third one. Therefore, by (28), we can now use (31) and (32) instead of (10) to read off the Poisson brackets $`\{v_i(x),v_j(y)\}_2^{(n,m)}=\left(J_2^{(n,m)}(v)\right)_{ij}\delta (xy)`$ where the operators $`\left(J_2^{(n,m)}(v)\right)_{ij}`$ are taken at the point $`x`$. After some straightforward algebras we have
$`\left(J_2^{(n,m)}\right)_{n1,n1}`$ $`=`$ $`{\displaystyle \frac{n(n+m)}{m}},`$ (33)
$`\left(J_2^{(n,m)}\right)_{i,n1}`$ $`=`$ $`{\displaystyle \frac{n(i+m+1)}{m}}v_{i+1},`$ (34)
$`\left(J_2^{(n,m)}\right)_{n1,j}`$ $`=`$ $`{\displaystyle \frac{n(j+m+1)}{m}}v_{j+1},`$ (35)
$`\left(J_2^{(n,m)}\right)_{i,j}`$ $`=`$ $`(ni1)v_{i+j+2n}+(nj1)v_{i+j+2n}`$ (38)
$`+{\displaystyle \underset{k=j+2}{\overset{n1}{}}}[(ki1)v_{i+j+2k}v_k+(kj1)v_kv_{i+j+2k}]`$
$`+{\displaystyle \frac{(i+m+1)(j+1)}{m}}v_{i+1}v_{j+1}`$
where $`i,j=m,m+1,\mathrm{},n2`$ and $`v_{i<m}=0`$. We refer the above Poisson algebra to $`w^{(n,m)}`$-algebra.
For the Poisson algebra associated with the first structure, it can be directly obtained from the Hamiltonian map (17) for the case of $`m>0`$ as follows:
$`\left(J_1^{(n,m>0)}\right)_{ij}=\{\begin{array}{cc}(i+1)v_{i+j+2}+(j+1)v_{i+j+2},\hfill & 1i,jn1\hfill \\ (i+1)v_{i+j+2}(j+1)v_{i+j+2},\hfill & mi,j2\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}`$However the case for $`m<0`$ requires the Dirac reduction and turns out to be
$`\left(J_1^{(n,m<0)}\right)_{ij}=\left(J_1^{(n,1)}\right)_{ij}{\displaystyle \underset{k,l=1}{\overset{|m|1}{}}}\left(J_1^{(n,1)}\right)_{ik}\left(J_1^{(n,1)}\right)_{kl}^1\left(J_1^{(n,1)}\right)_{lj},|m|i,jn1.`$Note that the bi-Hamiltonian structures of constrained dmKP hierarchies can be cast into the following recursive formula:
$`\left(J_1^{(n,m)}\right)_{ij}{\displaystyle \frac{\delta H_{k+n}}{\delta v_j}}=\left(J_2^{(n,m)}\right)_{ij}{\displaystyle \frac{\delta H_k}{\delta v_j}}.`$Next, let us focus on the algebraic structures of the $`w^{(n,m)}`$-algebra (33). The first few of them are
$`\{v_{n1}(x),v_{n1}(y)\}_2^{(n,m)}`$ $`=`$ $`{\displaystyle \frac{n(n+m)}{m}}\delta (xy),`$ (39)
$`\{v_{n1}(x),v_{n2}(y)\}_2^{(n,m)}`$ $`=`$ $`{\displaystyle \frac{n(n+m1)}{m}}v_{n1}(x)\delta (xy),`$ (40)
$`\{v_{n2}(x),v_{n2}(y)\}_2^{(n,m)}`$ $`=`$ $`\left[v_{n2}(x)+v_{n2}(x)+{\displaystyle \frac{(n1)(n+m1)}{m}}v_{n1}(x)v_{n1}(x)\right]\delta (xy).`$ (41)
In spite of the fact that $`v_{n1}`$ satisfies the $`U(1)`$-Kac-Moody algebra, the algebraic structure shown above is still unclear. However, if we define
$$w_2(x)=v_{n2}(x)\frac{n1}{2n}v_{n1}^2(x)$$
(42)
then the second and the third equations in (40) can be rewritten as
$`\{v_{n1}(x),w_2(y)\}_2^{(n,m)}`$ $`=`$ $`[v_{n1}(x)+v_{n1}^{}(x)]\delta (xy),`$ (43)
$`\{w_2(x),w_2(y)\}_2^{(n,m)}`$ $`=`$ $`[2w_2(x)+w_2^{}(x)]\delta (xy)`$ (44)
where $`w_2`$, being a generator, is a Diff$`S^1`$ tensor with weight 2 and $`v_{n1}`$ a tensor of weight 1. In fact, using (33) and (42) we have
$`\{v_{ni}(x),w_2(y)\}_2^{(n,m)}=[iv_{ni}(x)+v_{ni}^{}(x)]\delta (xy)`$that means, except $`v_{n2}`$, each coefficient $`v_{ni}`$ in the Lax operator $`K_{(n,m)}`$ , with respect to the generator $`w_2`$, is already a Diff$`S^1`$ tensor with weight $`i`$. Hence the Poisson algebra $`w^{(n,m)}`$ defined in (33) is isomorphic to $`w_{(n+m)}`$-$`U(1)`$-$`Kac`$-$`Moody`$-algebra generated by the primary fields
$`w_1v_{n1},w_2v_{n2}{\displaystyle \frac{n1}{2n}}v_{n1}^2,w_iv_{ni},(3in+m)`$Note that the Diff$`S^1`$ flows can be viewed as the Hamiltonian flows generated by the Hamiltonian $`ϵ(x)h_1`$ due to the fact that $`h_1=n\text{res}(K_{(n,m)})^{1/n}=w_2`$. That is the reason why the $`w`$-algebraic structure is encoded in the constrained dmKP hierarchy. Finally when we take the limit $`m\mathrm{}`$, (42) still holds and the Poisson algebra (33) recovers to $`w^{(n,\mathrm{})}w_{dmKP}^{(n)}`$ defined by the Lax operator $`K_n`$.
## IV KW theorem and free-field realizations
It has been shown that the second GD structure defined by (31) has nice properties with respect to the factorization of the associated Lax operator. For example, if we factorize $`L=L_1L_2`$, then
$$\{F,G\}_2^{GD}(L)=\{F,G\}_2^{GD}(L_1)+\{F,G\}_2^{GD}(L_2).$$
(45)
On the other hand, if $`L=L_1^\alpha ,\alpha N`$ then we have
$$\{F,G\}_2^{GD}(L)=\frac{1}{\alpha }\{F,G\}_2^{GD}(L_1).$$
(46)
Eqs.(45) and (46) are just the corresponding KW theorem for the classical limit of the second GD bracket. More generally, we shall consider the factorization of the polynomial $`L_{n+m}`$ of the form
$$L_{n+m}=\underset{i=1}{\overset{l}{}}(p+\varphi _i)^{\alpha _i},\underset{i=1}{\overset{l}{}}\alpha _i=n+m,$$
(47)
where the Miura variables $`\varphi _i`$ are zeros of $`L_{n+m}`$ with multiplicities $`\alpha _i`$, then (45) and (46) imply that
$$\{F,G\}_2^{GD}(L_{n+m})=\underset{i=1}{\overset{l}{}}\frac{1}{\alpha _i}\left(\frac{\delta F}{\delta \varphi _i}\right)^{}\left(\frac{\delta G}{\delta \varphi _i}\right).$$
(48)
To complete the discussion of the KW theorem we have to treat the third GD structure under the factorization (47). In fact, we can show that the third GD structure enjoys the following property \[for the proof, see Appendix A\]:
$$\{F,G\}_3^{GD}(L_1^\alpha L_2)=\{F,G\}_3^{GD}(L_1L_2).$$
(49)
That means the multiplicities $`\alpha _i`$ do not involve in the KW theorem with respect to the third GD structure. Hence,
$`\{F,G\}_3^{GD}(L_{n+m})`$ $`=`$ $`\{F,G\}_3^{GD}({\displaystyle \underset{i=1}{\overset{l}{}}}(p+\varphi _i)),`$ (50)
$`=`$ $`{\displaystyle \underset{i,j=1}{\overset{l}{}}}{\displaystyle \left(\frac{\delta F}{\delta \varphi _i}\right)^{}\left(\frac{\delta G}{\delta \varphi _j}\right)}.`$ (51)
Combining (48) and (50) we have
$`\{F,G\}_{2+3}^{GD}(L_{n+m})={\displaystyle \underset{i,j=1}{\overset{l}{}}}\left({\displaystyle \frac{1}{\alpha _i}}\delta _{ij}{\displaystyle \frac{1}{m}}\right){\displaystyle \left(\frac{\delta F}{\delta \varphi _i}\right)^{}\left(\frac{\delta G}{\delta \varphi _j}\right)}.`$Among other things, the fundamental brackets for the Miura variables $`\varphi _i`$ are
$`\{\varphi _i(x),\varphi _j(y)\}_2^{(n,m)}(K_{(n,m)})`$ $`=`$ $`\{\varphi _i(x),\varphi _j(y)\}_{2+3}^{GD}(L_{n+m})`$ (52)
$`=`$ $`\left({\displaystyle \frac{1}{\alpha _i}}\delta _{ij}{\displaystyle \frac{1}{m}}\right)\delta (xy)`$ (53)
where $`i,j=1,2,\mathrm{},l`$.
Since the above Poisson matrix is symmetric and hence can be diagonalized by linearly combining the Miura variables $`\varphi _i`$ to obtain the free fields. For example, suppose all zeros are simple, i.e. $`\alpha _i=1,i=1,2,\mathrm{},n+m`$, then $`v_i=S_{ni}(\varphi _j)`$ being the symmetric functions of $`\{\varphi _j\}`$ and the Poisson matrix (53) becomes $`P_{2+3}=\mathrm{𝟏}\frac{1}{m}\mathrm{𝐡𝐡}^T`$ where $`T`$ denotes the transpose operation, $`\mathrm{𝟏}`$ is a $`(n+m)\times (n+m)`$ identity matrix and $`𝐡^T=(1,\mathrm{},1)`$. It is quite easy to construct $`n+m1`$ orthonormal eigenvectors $`𝐡_i`$ as follows
$`𝐡_1^T`$ $`=`$ $`(1,1,0\mathrm{},0)/\sqrt{2},`$ (54)
$`𝐡_2^T`$ $`=`$ $`(1,1,2\mathrm{},0)/\sqrt{6},`$ (55)
$`\mathrm{}`$ (56)
$`𝐡_{n+m1}^T`$ $`=`$ $`(1,1,\mathrm{},1,nm+1)/\sqrt{(n+m)(n+m1)}`$ (57)
which satisfy $`P_{2+3}𝐡_i=𝐡_i`$ and hence have eigenvalue $`+1`$. Finally, from orthogonality, the remaining orthonormal eigenvector has the form
$`𝐡_{n+m}^T=(1,1,\mathrm{},1)/\sqrt{n+m}`$with eigenvalue $`n/m`$. Now if we rewrite the Miura variables $`\varphi ^T=(\varphi _1,\varphi _2,\mathrm{},\varphi _{n+m})`$ as $`\varphi =\mathrm{𝐇𝐞}`$ where $`𝐇`$ is a $`(n+m)\times (n+m)`$ matrix defined by $`𝐇=[𝐡_1,𝐡_2,\mathrm{},𝐡_{n+m}]`$, then
$$\{e_i(x),e_j(y)\}_2^{(n,m)}=\lambda _i\delta (xy)$$
(58)
with $`\lambda _i=1`$ $`(i=1,2,\mathrm{},n+m1)`$, $`\lambda _{n+m}=n/m`$. Therefore (58) provides a free-field realization of the $`w^{(n,m)}`$-algebras (33) and the Lax operator $`K_{(n,m)}`$ can be expressed as
$`K_{(n,m)}={\displaystyle \underset{i=1}{\overset{n+m}{}}}(p+(\mathrm{𝐇𝐞})_i)p^m,`$where the free fields $`e_i`$ satisfy the Hamiltonian flows
$`{\displaystyle \frac{e_i}{t_k}}=\lambda _i\left({\displaystyle \frac{\delta H_k}{\delta e_i}}\right)^{}.`$In the case of $`m\mathrm{}`$, the Poisson matrix of (53) becomes diagonal, which provides the free-field realization of the $`w_{dmKP}^{(n)}`$-algebra.
## V Examples
Example 1 : For the Lax operator $`K_{(2,1)}=p^2+v_1p+v_0+v_1p^1`$ the first nontrivial equations are given by
$`{\displaystyle \frac{d}{dt_2}}\left(\begin{array}{c}v_1\\ v_0\\ v_1\end{array}\right)`$ $`=`$ $`\left(\begin{array}{c}2v_{0x}\\ v_1v_{0x}+2v_{1x}\\ (v_1v_1)_x\end{array}\right),`$ (65)
$`8{\displaystyle \frac{d}{dt_3}}\left(\begin{array}{c}v_1\\ v_0\\ v_1\end{array}\right)`$ $`=`$ $`\left(\begin{array}{c}3v_1^2v_{1x}+12(v_0v_1)_x+24v_{1x}\\ 12v_{1x}v_1+24v_1v_{1x}+12v_0v_{0x}+3v_1^2v_{0x}\\ 12(v_0v_1)_x+3(v_1^2v_1)_x\end{array}\right)`$ (72)
which are first equations of the generalized Benney hierarchy. The first Hamiltonians of these hierarchy flows are given by
$`H_1`$ $`=`$ $`{\displaystyle \left(v_0\frac{1}{4}v_1^2\right)},`$ (73)
$`H_2`$ $`=`$ $`{\displaystyle v_1},`$ (74)
$`H_3`$ $`=`$ $`{\displaystyle \left(\frac{1}{2}v_1v_1+\frac{1}{4}v_0^2\frac{1}{8}v_0v_1^2+\frac{1}{64}v_1^4\right)},`$ (75)
$`H_4`$ $`=`$ $`{\displaystyle v_0v_1},`$ (76)
$`H_5`$ $`=`$ $`{\displaystyle \left(\frac{1}{512}v_1^6+\frac{3}{128}v_1^4v_0\frac{1}{16}v_1^3v_1\frac{3}{32}v_1^2v_0^2+\frac{3}{4}v_1v_0v_1+\frac{1}{8}v_0^3+\frac{3}{4}v_1^2\right)}.`$ (77)
Then the Lax flows can be rewritten as Hamiltonian flows as follows:
$`{\displaystyle \frac{d}{dt_2}}𝐯`$ $`=`$ $`J_1^{(2,1)}{\displaystyle \frac{\delta H_4}{\delta 𝐯}}=J_2^{(2,1)}{\displaystyle \frac{\delta H_2}{\delta 𝐯}}`$ (78)
$`{\displaystyle \frac{d}{dt_3}}𝐯`$ $`=`$ $`J_1^{(2,1)}{\displaystyle \frac{\delta H_5}{\delta 𝐯}}=J_2^{(2,1)}{\displaystyle \frac{\delta H_3}{\delta 𝐯}}`$ (79)
where $`𝐯^T=(v_1,v_0,v_1)`$, $`(\delta H_i/\delta 𝐯)^T=(\delta H_i/\delta v_1,\delta H_i/\delta v_0,\delta H_i/\delta v_1)`$ and
$`J_1^{(2,1)}`$ $`=`$ $`\left(\begin{array}{ccc}0& 0& 2\\ 0& 2& v_1\\ 2& v_1& 0\end{array}\right),`$ (83)
$`J_2^{(2,1)}`$ $`=`$ $`\left(\begin{array}{ccc}6& 4v_1& 2v_0\\ 4v_1& v_0+v_0+2v_1v_1& 2v_1+v_1+v_1v_0\\ 2v_0& v_1+2v_1+v_0v_1& v_1v_1+v_1v_1\end{array}\right).`$ (87)
On the other hand, the Lax operator $`K_{(2,1)}`$ can be expressed in terms of primary fields as
$`K_{(2,1)}=p^2+w_1p+(w_2+{\displaystyle \frac{1}{4}}w_1^2)+w_3p^1`$where $`w_i`$ satisfy the $`w_3`$-U(1)-Kac-Moody-algebra
$`\{w_1(x),w_1(y)\}_2^{(2,1)}`$ $`=`$ $`6\delta (xy),`$ (88)
$`\{w_1(x),w_2(y)\}_2^{(2,1)}`$ $`=`$ $`[w_1(x)+w_1^{}(x)]\delta (xy),`$ (89)
$`\{w_1(x),w_3(y)\}_2^{(2,1)}`$ $`=`$ $`[(2w_2(x)+{\displaystyle \frac{1}{2}}w_1^2(x))+(2w_2(x)+w_1^2(x))^{}]\delta (xy),`$ (90)
$`\{w_2(x),w_2(y)\}_2^{(2,1)}`$ $`=`$ $`[2w_2(x)+w_2^{}(x)]\delta (xy),`$ (91)
$`\{w_3(x),w_2(y)\}_2^{(2,1)}`$ $`=`$ $`[3w_3(x)+w_3^{}(x)]\delta (xy),`$ (92)
$`\{w_3(x),w_3(y)\}_2^{(2,1)}`$ $`=`$ $`[2w_1(x)w_3(x)+(w_1(x)w_3(x))^{}]\delta (xy).`$ (93)
The free-field realization of the above algebra is given by
$`w_1`$ $`=`$ $`\sqrt{3}e_3,`$ (94)
$`w_2`$ $`=`$ $`e_3^2{\displaystyle \frac{1}{2}}e_2^2{\displaystyle \frac{1}{2}}e_1^2,`$ (95)
$`w_3`$ $`=`$ $`{\displaystyle \frac{1}{2\sqrt{3}}}(e_1^2+e_2^2)e_3+{\displaystyle \frac{1}{\sqrt{6}}}(e_1^2{\displaystyle \frac{1}{3}}e_2^2)e_2+{\displaystyle \frac{1}{3\sqrt{3}}}e_3^3`$ (96)
with
$`\{e_1(x),e_1(y)\}_2^{(2,1)}`$ $`=`$ $`\{e_2(x),e_2(y)\}_2^{(2,1)}=\delta (xy),`$ (97)
$`\{e_3(x),e_3(y)\}_2^{(2,1)}`$ $`=`$ $`2\delta (xy).`$ (98)
Example 2 : For the Lax operator $`K_{(3,1)}=p^3+v_2p^2+v_1p`$, the first nontrivial Lax equations are
$`3{\displaystyle \frac{d}{dt_2}}\left(\begin{array}{c}v_2\\ v_1\end{array}\right)`$ $`=`$ $`\left(\begin{array}{c}6v_{1x}2v_2v_{2x}\\ 2v_2v_{1x}2v_{2x}v_1\end{array}\right),`$ (103)
$`81{\displaystyle \frac{d}{dt_4}}\left(\begin{array}{c}v_2\\ v_1\end{array}\right)`$ $`=`$ $`\left(\begin{array}{c}(5v_2^436v_2^2v_1+54v_1^2)_x\\ 4v_2^3v_{1x}+12v_2^2v_{2x}v_136v_{2x}v_1^2\end{array}\right)`$ (108)
which are first equations of the dispersionless modified KdV hierarchy. The Hamiltonian flows are defined by
$`{\displaystyle \frac{d}{dt_2}}𝐯`$ $`=`$ $`J_1^{(3,1)}{\displaystyle \frac{\delta H_5}{\delta 𝐯}}=J_2^{(3,1)}{\displaystyle \frac{\delta H_2}{\delta 𝐯}}`$ (109)
$`{\displaystyle \frac{d}{dt_3}}𝐯`$ $`=`$ $`J_1^{(3,1)}{\displaystyle \frac{\delta H_7}{\delta 𝐯}}=J_2^{(3,1)}{\displaystyle \frac{\delta H_4}{\delta 𝐯}}`$ (110)
with the first Hamiltonians
$`H_1`$ $`=`$ $`{\displaystyle \left(v_1\frac{1}{3}v_2^2\right)},`$ (111)
$`H_2`$ $`=`$ $`{\displaystyle \left(\frac{2}{27}v_2^3\frac{1}{3}v_2v_1\right)},`$ (112)
$`H_4`$ $`=`$ $`{\displaystyle \left(\frac{2}{243}v_2^5+\frac{5}{81}v_2^3v_1\frac{1}{9}v_2v_1^2\right)},`$ (113)
$`H_5`$ $`=`$ $`{\displaystyle \left(\frac{7}{2187}v_2^6\frac{7}{243}v_2^4v_1+\frac{2}{27}v_2^2v_1^2\frac{1}{27}v_1^3\right)},`$ (114)
$`H_7`$ $`=`$ $`{\displaystyle \left(\frac{11}{19683}v_2^8+\frac{44}{6561}v_2^6v_1\frac{20}{729}v_2^4v_1^2+\frac{10}{243}v_2^2v_1^3\frac{1}{81}v_1^4\right)}`$ (115)
and
$`J_1^{(3,1)}`$ $`=`$ $`\left(\begin{array}{cc}9v_2v_1^1v_1^1+9v_1^1v_2v_1^1& 9v_1^1+6v_2v_1^1v_2v_1^1+6v_1^1v_2^2v_1^1\\ 9v_1^1+6v_2v_1^1v_2v_1^1+6v_2^2v_1^1v_1^1& 6v_2v_1^16v_2v_1^1+8v_2v_1^1v_2v_1^1\end{array}\right),`$ (118)
$`J_2^{(3,1)}`$ $`=`$ $`\left(\begin{array}{cc}6& 3v_2\\ 3v_2& v_1+v_12v_2v_2\end{array}\right).`$ (121)
Rewriting the Lax operator $`K_{(3,1)}`$ in terms of $`w_i`$ yields
$`K_{(3,1)}=p^3+w_1p^2+(w_2+{\displaystyle \frac{1}{3}}w_1^2)p`$where $`w_1`$ and $`w_2`$ satisfy the (centerless-)Virasoro-U(1)-Kac-Moody algebra, namely,
$`\{w_1(x),w_1(y)\}_2^{(3,1)}`$ $`=`$ $`6\delta (xy),`$ (122)
$`\{w_1(x),w_2(y)\}_2^{(3,1)}`$ $`=`$ $`[w_1(x)+w_1^{}(x)]\delta (xy),`$ (123)
$`\{w_2(x),w_2(y)\}_2^{(3,1)}`$ $`=`$ $`[2w_2(x)+w_2^{}(x)]\delta (xy).`$ (124)
The free-field realization of the above algebra can be easily obtained as
$`w_1`$ $`=`$ $`\sqrt{2}e_2,`$ (125)
$`w_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}e_1^2{\displaystyle \frac{1}{6}}e_2^2`$ (126)
with
$`\{e_1(x),e_1(y)\}_2^{(3,1)}`$ $`=`$ $`\delta (xy),`$ (127)
$`\{e_2(x),e_2(y)\}_2^{(3,1)}`$ $`=`$ $`3\delta (xy).`$ (128)
## VI Concluding remarks
We have studied the constrained dmKP hierarchies from the dmKP hierarchy by truncating the Lax operator $`K_n`$ to any finite order. We have obtained the compatible bi-Hamiltonian structures of constrained dmKP hierarchies via the Dirac reduction and written down their associated Poisson algebras explicitly. We show that the second Poisson algebra $`w^{(n,m)}`$ turns out to be the $`w_{(n+m)}`$-$`U(1)`$-$`Kac`$-$`Moody`$-algebra. Its free-field realization can be obtained via the corresponding KW theorem. Several examples including the generalized Benney hierarchy have been used to illustrate the obtained results.
We would like to remark that the bi-Hamiltonian structures obtained in this paper are of hydrodynamic type , i.e. the Hamiltonian operators can be expressed as \[for convention, we have to rewrite the Hamiltonian operators as contravariant tensors \]
$`J^{ij}(v)=g^{ij}(v)\mathrm{\Gamma }_k^{ij}(v)v_x^k`$where, under the non-degenerate condition $`det(g_{ij}(v))0`$, $`g_{ij}(v)(g^{ij})^1`$ can be viewed as a (pseudo-) Riemannian metric and $`\mathrm{\Gamma }_{ij}^k(v)g_{il}\mathrm{\Gamma }_j^{kl}`$ are the components of the Levi$``$Cività connection defined by $`g_{ij}(v)`$. Moreover, the Jacobi identity of the Hamiltonian structures implies that the metric is flat. This can be easily checked for the illustrated examples. On the other hand, it was pointed out that the third (or higher) Hamiltonian structures may induce non-local Hamiltonian operators which also possess nontrivial geometrical interpretations and thus deserve more investigations.
Acknowledgements
We would like to thank Prof. J.C Shaw for helpful discussions. J.H.Chang thanks for the support of the Academia Sinica and M.H.Tu thanks for the support of the National Science Council of Taiwan under Grant No. NSC 89-2112-M194-018.
## A A proof of (4.5)
Let $`L=L_1^\alpha L_2`$ then the variation
$`\delta F={\displaystyle \text{res}\left(\delta L\frac{\delta F}{\delta L}\right)}={\displaystyle \text{res}\left(\delta L_1\frac{\delta F}{\delta L_1}+\delta L_2\frac{\delta F}{\delta L_2}\right)}`$gives the relations
$`{\displaystyle \frac{\delta F}{\delta L_1}}=\alpha L_1^{\alpha 1}L_2{\displaystyle \frac{\delta F}{\delta L}},{\displaystyle \frac{\delta F}{\delta L_2}}=L_1^\alpha {\displaystyle \frac{\delta F}{\delta L}}.`$Hence
$`\{F,G\}_3^{GD}(L)`$ $`=`$ $`{\displaystyle \text{res}\left(\left[[L_1^\alpha L_2,^x\text{res}\left[[L_1^\alpha L_2,\frac{\delta F}{\delta L}]\right]]\right]\frac{\delta G}{\delta L}\right)},`$ (A1)
$`=`$ $`{\displaystyle \text{res}\left(\left[[L_1^\alpha L_2,^x\text{res}\left(\left[[L_1,\frac{\delta F}{\delta L_1}]\right]+\left[[L_2,\frac{\delta F}{\delta L_2}]\right]\right)]\right]\frac{\delta G}{\delta L}\right)},`$ (A2)
$`=`$ $`{\displaystyle }\text{res}\left(\left[[L_1,{\displaystyle ^x}\text{res}(\left[[L_1,{\displaystyle \frac{\delta F}{\delta L_1}}]\right]+\left[[L_2,{\displaystyle \frac{\delta F}{\delta L_2}}]\right])]\right]{\displaystyle \frac{\delta G}{\delta L_1}}\right)+(12).`$ (A3)
Now define $`\widehat{L}=L_1L_2`$ then
$`{\displaystyle \frac{\delta F}{\delta L_1}}={\displaystyle \frac{\delta F}{\delta \widehat{L}}}L_2,{\displaystyle \frac{\delta F}{\delta L_2}}={\displaystyle \frac{\delta F}{\delta \widehat{L}}}L_1`$and
(A1) $`=`$ $`{\displaystyle }\text{res}\left(L_2\left[[L_1,{\displaystyle ^x}\text{res}\left[[\widehat{L},{\displaystyle \frac{\delta F}{\delta \widehat{L}}}]\right]]\right]{\displaystyle \frac{\delta G}{\delta \widehat{L}}}\right)+(12),`$ (A5)
$`=`$ $`{\displaystyle \text{res}\left(\left[[\widehat{L},^x\text{res}\left[[\widehat{L},\frac{\delta F}{\delta \widehat{L}}]\right]]\right]\frac{\delta G}{\delta \widehat{L}}\right)},`$ (A6)
$`=`$ $`\{F,G\}_3^{GD}(L_1L_2).\mathrm{}`$ (A7) |
warning/0001/hep-ph0001302.html | ar5iv | text | # Weak-Singlet Fermions: Models and Constraints
## 1 Introduction
The origins of electroweak and flavor symmetry breaking remain unknown. The Standard Model of particle physics describes both symmetry breakings in terms of the Higgs boson. Electroweak symmetry breaking occurs when the Higgs spontaneously acquires a non-zero vacuum expectation value; flavor symmetry breaking is implicit in the non-universal couplings of the Higgs to the fermions. However, the gauge hierarchy and triviality problems imply that the Standard Model is only an effective field theory, valid below some finite momentum cutoff. The true dynamics responsible for the origin of mass must therefore involve physics beyond the Standard Model. This raises the question of whether the two symmetry breakings might be driven by different mechanisms. Many theories of non-Standard physics invoke separate origins for electroweak and flavor symmetry breaking, and place flavor physics at higher energies in order to satisfy constraints from precision electroweak test and flavor-changing neutral currents.
In this paper, we explore the possibility that flavor symmetry breaking and fermion masses may be connected with the presence of weak-singlet fermions mixing with the ordinary Standard Model fermions. Specifically, we consider theories in which some of the observed fermions’ masses arise through a seesaw mechanism that results in the presence of two mass eigenstates for each affected flavor: a lighter mass eigensate whose left-handed component is predominantly weak-doublet, and a heavier one that is mostly weak-singlet. Such seesaw mass structures involving either third-generation fermions or all fermions have played a prominent role in recent work on dynamical symmetry breaking.
This work uses published experimental data to elicit constraints on the masses and mixing strengths of the exotic fermions. We both interpret our findings within the context of several specific models and indicate where our results can be applied more widely. Our initial approach is to study Z-pole and low-energy data for signs that the known fermions include a non-Standard, weak-singlet component. Previous limits of this type have found that the mixing fraction $`\mathrm{sin}^2\theta _{mix}`$ can be at most a few percent for any given fermion species. As a complementary test we also look for evidence that new heavy fermions with a large weak-singlet component are being pair-produced in high-energy collider experiments. This can provide a direct lower bound on the mass of the new fermions. Most recent limits on production of new fermions focus on sequential fermions (LH doublets and RH singlets), mirror fermions (RH doublets and LH singlets), and vector fermions (LH and RH doublets) . These limits need not apply directly to weak singlet fermions, as their production cross-sections and decay paths can differ significantly from those of the other types of fermions.
We take as our benchmark a model in which each ordinary fermion flavor mixes with a separate weak-singlet fermion; this allows us to consider the diverse phenomenological consequences of the singlet partners for quarks and leptons of each generation. The low-energy spectrum is completely specified, so that it is possible to calculate branching ratios and precision effects. Electroweak symmetry breaking is caused by a scalar, $`\mathrm{\Phi }`$, with flavor-symmetric couplings to the fermions. Flavor symmetry breaking arises from physics at higher scales that manifests itself at low energies in the form of soft symmetry-breaking mass terms linking ordinary and weak-singlet fermions. The fermions’ chiral symmetries enforce a GIM mechanism and ensure that the flavor structure is preserved under renormalization. Due to recent interest in using weak singlets to explain the mass of the top quark , we also analyze variants of our benchmark model in which only the third-generation fermions have weak-singlet partners. Furthermore, we indicate how our results can be applied to other theories with weak-singlet fermions.
Since our benchmark model includes a scalar boson, it should be considered as the low-energy effective theory of a more complete dynamical model; specifically, at some finite energy scale, the scalar $`\mathrm{\Phi }`$, like the Higgs boson of the Standard Model, would reveal itself to be composite. That more complete model would be akin to dynamical top seesaw models , which include composite scalars, formed by new strong interactions among quarks, and also have top and bottom quarks’ masses created or enhanced by mixing with weak-singlet states. Those particular top seesaw models generally have multiple composite scalars when more than one fermion has a weak-singlet partner; these tend to be heavier than the single scalar in our models. Moreover, in the “flavor-universal” versions generation-symmetry-breaking masses for the weak singlet fermions are the source of the differences between the masses of, say, the up and top quarks; the flavor structure of our models is different. Despite these differences, most of our phenomenological results are relevant to the top seesaw models.
In the next section, we review the structure of our benchmark model, focusing on the masses, mixings, and couplings of the fermions. Section 3 discusses our fit to precision electroweak data and the resulting general limits on the mixing angles between ordinary and weak-singlet fermions. We then use the constraints on mixing angles to find lower bounds on the masses of the new heavy fermion eigenstates. Section 5 discusses the new fermions’ decay modes and extracts lower bounds on the fermion masses from LEP II and Tevatron data. Oblique corrections are discussed in section 6 and our conclusions are summarized in the final section.
## 2 The Model
At experimentally accessible energies, the models we consider have the gauge group of the Standard Model: $`SU(3)_C\times SU(2)_W\times U(1)_Y`$. The gauge eigenstate fermions include three generations of ordinary quarks and leptons, which are left-handed weak doublets and right-handed weak singlets
$`\psi _L`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{U}{D}}\right)_L,U_R,D_RU(u,c,t),D(d,s,b),`$
$`L_L`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{\nu _{\mathrm{}}}{\mathrm{}}}\right)_L,\mathrm{}_R\mathrm{}(e,\mu ,\tau ).`$ (2.1)
In our general, benchmark model to each ‘ordinary’ charged fermion there corresponds a ‘primed’ weak-singlet fermion with the same electric charge<sup>1</sup><sup>1</sup>1In principle, one could include weak singlet partners for the neutrinos as well. The neutrino phenomenology is largely separate from the issues treated here and will not be considered in this paper.
$$U_{L,R}^{},D_{L,R}^{},\mathrm{}_{L,R}^{}.$$
(2.2)
We will also discuss the phenomenology of more specialized models in which only third-generation fermions have ‘primed’ weak-singlet partners.
The gauge symmetry allows bare mass terms for the weak-singlet fermions
$$M_U\overline{U}_L^{}U_R^{}+M_D\overline{D}_L^{}D_R^{}+M_{\mathrm{}}\overline{\mathrm{}}_L^{}\mathrm{}_R^{}$$
(2.3)
and we take each of these mass matrices $`M_f`$ to be proportional to the identity matrix.
The model includes a scalar doublet field
$$\mathrm{\Phi }=\left(\genfrac{}{}{0pt}{}{\mathrm{\Phi }^+}{\mathrm{\Phi }^0}\right)$$
(2.4)
whose VEV breaks the electroweak symmetry. This scalar has Yukawa couplings that link left-handed ordinary to right-handed primed fermionic gauge eigenstates
$$\lambda _U\overline{\psi }_L\stackrel{~}{\mathrm{\Phi }}U_R^{}+\lambda _D\overline{\psi }_L\mathrm{\Phi }D_R^{}+\lambda _{\mathrm{}}\overline{L}_L\mathrm{\Phi }\mathrm{}_R^{}.$$
(2.5)
The coupling matrices $`\lambda _f`$ are taken to be proportional to the identity matrix. The mass of the scalar is assumed to be small enough that the scalar’s contributions will prevent unitarity violation in scattering of longitudinal weak vector bosons.
Finally, there are mass terms connecting left-handed primed and right-handed ordinary fermions
$$\overline{U}_L^{}\text{m}_UU_R+\overline{D}_L^{}\text{m}_DD_R+\overline{\mathrm{}}_L^{}\text{m}_{\mathrm{}}\mathrm{}_R.$$
(2.6)
which break the fermions’ flavor symmetries. We shall require the flavor-symmetry violation to be small: any mass $`\text{m}_f`$ should be no greater than the corresponding mass $`M_f`$. This allows our model to incorporate the wide range of observed fermion masses without jeopardizing universality .
As discussed in reference , this flavor structure is stable under renormalization. On the one hand, the flavor-symmetry-breaking mass terms (2.6) are dimension-three and cannot renormalize the flavor-symmetric dimension-four Yukawa terms (2.5). On the other, because all dimension-four terms (including the Yukawa couplings (2.5)) respect the full set of global chiral symmetries,
$`SU(3)_{\psi _L,U_R^{},D_R^{}}`$ $`\times `$ $`SU(3)_{U_L^{}}\times SU(3)_{D_L^{}}\times SU(3)_{U_R}\times SU(3)_{D_R}\times `$ (2.7)
$`SU(3)_{L_L,l_R^{}}\times SU(3)_{l_L^{}}\times SU(3)_{l_R}`$
they do not mix the mass terms (2.3) and (2.6) which break those symmetries differently. Furthermore, the global symmetries of this model lead to a viable pattern of inter-generational mixing among the fermions. Including the $`M_f`$ terms (2.3) breaks the flavor symmetries to a form
$$SU(3)_{\psi _L,U^{},D^{}}\times SU(3)_{U_R}\times SU(3)_{D_R}\times SU(3)_{L_L,l^{}}\times SU(3)_{l_R}$$
(2.8)
nearly identical to that of the Standard Model with massless fermions. Once the flavor-symmetry-breaking masses of equation (2.6) are added, the quarks’ flavor symmetries are completely broken, leading to the presence of a CKM-type quark mixing matrix and an associated GIM mechanism that suppresses flavor-changing neutral currents. The lepton sector retains the $`U(1)`$’s corresponding to conservation of three separate lepton numbers.
The ordinary and primed fermions mix to form mass eigenstates; for each type of charged fermion ($`f`$ $`U`$, $`D`$, $`\mathrm{}`$) the mass matrix in the gauge basis is of the form
$$\left(\overline{f}\overline{f}^{}\right)_L\left(\begin{array}{cc}0& v\lambda _f\\ \text{m}_f& M_f\end{array}\right)\left(\genfrac{}{}{0pt}{}{f}{f^{}}\right)_R.$$
(2.9)
This is diagonalized by performing separate rotations on the left-handed and right-handed fermion fields. The phenomenological issues we shall examine will depend almost exclusively on the mixing among the left-handed fermions. Hence, our discussion related to fermion mixing and its effects will focus on the left-handed fermion fields. For brevity, we omit “left” subscripts on the left-handed mixing angles and fields; we include “right” subscripts in the few instances where the right-handed mixings play a role.
To evaluate the degree of mixing among the left-handed weak-doublet and weak-singlet fields, we diagonalize the mass-squared matrix $`(M^{}M)`$. The rotation angle among left-handed fermions is given by<sup>2</sup><sup>2</sup>2To study the rotation angle among right-handed fermions, one diagonalizes $`(MM^{})`$ and obtains analogous results.
$`\mathrm{sin}^2\varphi _f=1{\displaystyle \frac{B^2}{2A^2+2B^22A\sqrt{A^2+B^2}}}B`$ $`=`$ $`2v\lambda _fM_f`$ (2.10)
$`A`$ $`=`$ $`M_f^2+\text{m}_f^2v^2\lambda _f^2`$
and the mass-squared eigenvalues are
$$\mathrm{\Lambda }_f^\pm =\frac{1}{2}\left(M_f^2+\text{m}_f^2+v^2\lambda _f^2\right)\left(1\pm \sqrt{1(4v^2\lambda _f^2\text{m}_f^2)/(M_f^2+\text{m}_f^2+v^2\lambda _f^2)^2}\right).$$
(2.11)
Due to the matrix’s seesaw structure, one mass eigenstate ($`f^L`$) has a relatively small mass, while the mass of the other eigenstate ($`f^H`$) is far larger. The lighter eigenstate, which has a left-handed component dominated by the ordinary weak-doublet state,
$$f^L=\mathrm{cos}\varphi _ff\mathrm{sin}\varphi _ff^{},$$
(2.12)
corresponds to one of the fermions already observed by experiment. Its mass is approximately given by (for $`v\lambda _f<M_f`$ and $`\text{m}_fM_f`$)
$$(m_f^L)^2\frac{(v\lambda _f\text{m}_f)^2}{M_f^2+(v\lambda _f)^2+\text{m}_f^2}.$$
(2.13)
The heavier eigenstate, whose left-handed component is largely weak-singlet,
$$f^H=\mathrm{sin}\varphi _ff+\mathrm{cos}\varphi _ff^{}$$
(2.14)
has a mass of order
$$(m_f^H)^2M_f^2+(v\lambda _f)^2+\text{m}_f^2(m_f^L)^2.$$
(2.15)
The interactions of the mass eigenstates with the weak gauge bosons differ from those in the Standard Model because the primed fermions lack weak charge<sup>3</sup><sup>3</sup>3For a general discussion of fermion mixing and gauge couplings in the presence of exotic fermions, see .. The coupling of $`f^L`$ ($`f^H`$) to the W boson is proportional to $`\mathrm{cos}\varphi _f`$ ($`\mathrm{sin}\varphi _f)`$; the right-handed states are purely weak-singlet and do not couple to the $`W`$ boson. Thus the couplings of left-handed leptons to the $`W`$ boson look like (since we neglect neutrino mixing)
$$\frac{ie}{\mathrm{sin}\theta _W}\left(\mathrm{}^L\gamma _\mu \overline{\nu _{\mathrm{}}}\mathrm{cos}\varphi _{\mathrm{}}+\mathrm{}^H\gamma _\mu \overline{\nu _{\mathrm{}}}\mathrm{sin}\varphi _{\mathrm{}}\right)W^\mu $$
(2.16)
When weak-singlet partners exist for all three generations of quarks, the left-handed quarks’ coupling to the $`W`$ bosons is of the form
$$\frac{ie}{\mathrm{sin}\theta _W}(\overline{U^L},\overline{U^H})\gamma _\mu V_{UD}\left(\begin{array}{c}D^L\\ D^H\end{array}\right)W^\mu $$
(2.17)
The $`6\times 6`$ non-unitary matrix $`V_{UD}`$ is related to the underlying $`3\times 3`$ unitary matrix $`A_{UD}`$ that mixes quarks of different generations
$$V_{UD}=\left(\begin{array}{cc}C_UA_{UD}C_D& C_UA_{UD}S_D\\ S_UA_{UD}C_D& S_UA_{UD}S_D\end{array}\right)$$
(2.18)
through diagonal matrices of mixing factors
$`C_Udiag(\mathrm{cos}\varphi _u,\mathrm{cos}\varphi _c,\mathrm{cos}\varphi _t),`$ $`C_Ddiag(\mathrm{cos}\varphi _d,\mathrm{cos}\varphi _s,\mathrm{cos}\varphi _b),`$
$`S_Udiag(\mathrm{sin}\varphi _u,\mathrm{sin}\varphi _c,\mathrm{sin}\varphi _t),`$ $`S_Ddiag(\mathrm{sin}\varphi _d,\mathrm{sin}\varphi _s,\mathrm{sin}\varphi _b).`$
The unitary mixing matrix $`A_{UD}`$, like the CKM matrix in the Standard Model, is characterized by three real angles and one CP-violating phase. But it is the elements of $`V_{UD}`$ which are directly accessible to experiment. While $`V_{UD}`$ is non-unitary, any two columns (or rows) are still orthogonal.
The coupling of left-handed mass-eigenstate fermions to the $`Z`$ boson is of the form
$$\frac{ie}{\mathrm{sin}\theta _W\mathrm{cos}\theta _W}(\overline{f^L},\overline{f^H})\gamma _\mu \left(\begin{array}{cc}\mathrm{cos}^2\varphi _fT_3Q\mathrm{sin}^2\theta _W& \mathrm{cos}\varphi _f\mathrm{sin}\varphi _fT_3\\ \mathrm{cos}\varphi _f\mathrm{sin}\varphi _fT_3& \mathrm{sin}^2\varphi _fT_3Q\mathrm{sin}^2\theta _W\end{array}\right)\left(\begin{array}{c}f^L\\ f^H\end{array}\right)Z^\mu $$
(2.19)
where $`T_3`$ and $`Q`$ are the weak and electromagnetic charges of the ordinary fermion. The right-handed states, being weak singlets, couple to the $`Z`$ exactly as Standard Model right-handed fermions would.
The scalar boson $`\mathrm{\Phi }`$ couples to the mass-eigenstate fermions according to the Lagrangian term
$$\lambda _f(\overline{f^L},\overline{f^H})_{left}\left(\begin{array}{cc}\mathrm{cos}\varphi _f\mathrm{sin}\varphi _{f,right}& \mathrm{cos}\varphi _f\mathrm{cos}\varphi _{f,right}\\ \mathrm{sin}\varphi _f\mathrm{sin}\varphi _{f,right}& \mathrm{sin}\varphi _f\mathrm{cos}\varphi _{f,right}\end{array}\right)\left(\begin{array}{c}f^L\\ f^H\end{array}\right)_{right}\mathrm{\Phi }+h.c.$$
(2.20)
where $`\varphi _{f,right}`$ is the mixing angle for right-handed fermions.
A few notes about neutral-current physics are in order. Flavor-conserving neutral-current decays of the heavy states into light ones are possible (e.g. $`\mu ^H\mu ^L\nu _\mu \overline{\nu }_\mu `$). This affects the branching ratios in heavy fermion decays and will be important in discussing searches for the heavy states in Section 5. Flavor-changing neutral (FCNC) processes are absent at tree-level and highly-suppressed at higher order in the benchmark model, due to the GIM mechanism mentioned earlier. For example, we have evaluated the fractional shift in the predicted value of $`\mathrm{\Gamma }(bs\gamma )`$ by adapting the results in . As we shall see in sections 3 and 4, electroweak data already constrain the mixings between ordinary and singlet fermions to be small and the masses of the heavy up-type fermion eigenstates to be large (so that the Wilson coefficients $`c_7(m_f)`$ that enter the calculation of $`\mathrm{\Gamma }(bs\gamma )`$ are all in the high-mass asymptotic regime). The shift in $`\mathrm{\Gamma }(bs\gamma )`$ is therefore at most a few percent, which is well within the 10% - 30% uncertainty of the Standard Model theoretical predictions and experimental observations .
## 3 General limits on mixing angles
Precision electroweak measurements constrain the degree to which the observed fermions can contain an admixture of weak-singlet exotic fermions. The mixing alters the couplings of the light fermions to the $`W`$ and $`Z`$ from their Standard Model values, as discussed above, and the shift in couplings alters the predicted values of many observables. Using the general approach of reference , we have calculated how inclusion of mixing affects the electroweak observables listed in Table 1. The resulting expressions for these leading (tree-level) alterations are given in the Appendix as functions of the mixing angles. We then performed a global fit to the electroweak precision data to constrain the mixing angles between singlet and ordinary fermions. The experimental values of the observables used in the fit and their predicted values in the Standard Model are listed in Table 1.
To begin, we considered the benchmark scenario (called Case A, hereafter) in which all electrically charged fermions have weak-singlet partners . All of the electroweak observables given in Table 1 receive corrections from fermion mixings in this case. We performed a global fit for the values of the 8 mixing angles of the fermions light enough to be produced at the Z-pole: the 3 leptons, 3 down-type quarks and 2 up-type quarks. At 95% (90%) confidence level, we obtain the following upper bounds on the mixing angles:
$`\mathrm{sin}^2\varphi _e0.0024(0.0020),\mathrm{sin}^2\varphi _\mu `$ $``$ $`0.0030(0.0026),\mathrm{sin}^2\varphi \tau 0.0030(0.0025)`$
$`\mathrm{sin}^2\varphi _d0.015(0.013),\mathrm{sin}^2\varphi _s`$ $``$ $`0.015(0.011),\mathrm{sin}^2\varphi _b0.0025(0.0019)`$
$`\mathrm{sin}^2\varphi _u0.013(0.011),\mathrm{sin}^2\varphi _c`$ $``$ $`0.020(0.017).`$ (3.1)
The 90% c.l. limits are included to allow comparison with the slightly weaker limits resulting from the similar analysis of earlier data in reference .
The limits on the mixing angles are correlated to some degree. For example, most observables that are sensitive to $`d`$ or $`s`$ quark mixing depend on $`\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s`$. Indeed, repeating the global fit using the linear combinations $`(\mathrm{sin}^2\varphi _d\pm \mathrm{sin}^2\varphi _s)/2`$ yields a slightly stronger limit for the sum $`(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s)/2.0094`$ and a slightly looser one for the difference $`0.0071<(\mathrm{sin}^2\varphi _d\mathrm{sin}^2\varphi _s)/2.0195`$. This turns out not to affect our use of the mixing angles to set mass limits in the next section of the paper: limits on the $`d^H`$ and $`s^H`$ masses arise from the more tightly-constrained $`b`$-quark mixing factor $`\mathrm{sin}^2\varphi _b`$ instead.
We, similarly, placed limits on the relevant mixing angles for three scenarios in which only third-generation fermions have weak-singlet partners. In Case B where the top quark, bottom quark and tau lepton have partners, the 12 sensitive observables are $`\mathrm{\Gamma }_Z,\sigma _h,R_{b,c,e,\mu ,\tau },A_{FB}^{b,\tau },𝒜_b,`$ and $`R_{e\tau ,\mu \tau }`$. The resulting 95% (90%) confidence level limits on the bottom and tau mixing angles are
$$\mathrm{sin}^2\varphi _\tau 0.0018(0.0014),\mathrm{sin}^2\varphi _b0.0013(0.00084)$$
(3.2)
In Case C, where only the top and bottom quarks have partners, the nine affected quantities are $`\mathrm{\Gamma }_Z,\sigma _h,R_{b,c,e,\mu ,\tau },A_{FB}^b,`$ and $`𝒜_b`$. The sole constraint is
$$\mathrm{sin}^2\varphi _b\mathrm{\hspace{0.17em}0.0013}(0.00084)$$
(3.3)
In Case D, where only the tau leptons have partners, only the six quantities $`\mathrm{\Gamma }_Z,\sigma _h,`$ $`R_\tau ,A_{FB}^\tau ,`$ and $`R_{e\tau ,\mu \tau }`$ are sensitive, and the limit on the tau mixing angle is
$$\mathrm{sin}^2\varphi _\tau 0.0020(0.0016)$$
(3.4)
These upper bounds on the mixing angles depend only on which fermions have weak partners, and not on other model-specific details. They apply broadly to theories in which the low-energy spectrum is that of the Standard Model plus weak-singlet fermions.
## 4 From mixing angles to mass limits
The constraints on the mixing between the ordinary and exotic fermions imply specific lower bounds on the masses of the heavy fermion mass eigenstates (2.15). We will extract mass limits from mixing angle limits first in the general case in which all charged fermions have singlet partners, and then in scenarios where only the third generation fermions do.
### 4.1 Case A: all generations mix with singlets
Because the heavy fermion masses $`m_f^H`$ depend on $`v\lambda _f`$, $`M_f`$, and $`\text{m}_f`$, we must determine the allowed values of all three of these quantities in order to find lower bounds on the $`m_f^H`$. For the three fermions of a given type, (e.g. $`e`$, $`\mu `$, $`\tau `$), the values of $`\lambda _f`$ and $`M_f`$ are common. The different values of $`m_f^L`$ arise from differences among the $`\text{m}_f`$, and the form of equation (2.13) makes it clear that larger values of $`\text{m}_f`$ correspond to larger values of $`m_f^L`$.
How can we ensure that the third-generation fermion in the set gets a large enough mass ? If we set $`\text{m}_f`$ to the largest possible value, $`\text{m}_f=M_f`$, there is a minimum value of $`v\lambda _f`$ required to make $`m_f^L`$ large enough. A smaller value of $`\text{m}_f`$ would require a still larger value of $`v\lambda _f`$ to arrive at the same $`m_f^L`$. In other words, starting from (2.13), and recalling $`v\lambda _f<M_f`$ we find
$$v\lambda _f\sqrt{2}m_{f3}^L$$
(4.1)
where “$`f3`$” denotes the third-generation fermion of the same type as “$`f`$” (e.g. if “$`f`$” is the electron, “$`f3`$” is the tau lepton). The specific limits for the three types of charged fermions are:
$$v\lambda _{\mathrm{}}2.5\mathrm{GeV},v\lambda _D6.0\mathrm{GeV}v\lambda _U247\mathrm{GeV}$$
(4.2)
Knowing this allows us to obtain a rough lower bound on the heavy fermion mass eigenstates. Since we require $`M_fv\lambda _f`$ and since the smallest possible value of $`\text{m}_f`$ is zero, we can immediately apply (4.1) to (2.15) and find
$$(m_f^H)^2\stackrel{>}{}4(m_{f3}^2)(m_f^L)^2$$
(4.3)
For instance, the mass of the heavy top eigenstate must be at least
$$m_t^H\stackrel{>}{}\sqrt{3}m_t^L300\mathrm{G}\mathrm{e}\mathrm{V}$$
(4.4)
We can improve on these lower bounds in the following way. Because $`(m_f^H)^2`$ is a monotonically increasing function of $`(v\lambda )^2`$, the minimum $`v\lambda _f`$, found above, yields the lowest possible value of $`m_f^H`$. Thus, if we know what value of $`\text{m}_f`$ should be used self-consistently with the smallest $`v\lambda _f`$, we can use (2.15) to obtain a more stringent lower bound on $`m_f^H`$. The appropriate values
$`\text{m}_f`$ $`=`$ $`M_f(3\mathrm{r}\mathrm{d}\mathrm{generation})`$ (4.5)
$`\text{m}_f`$ $`=`$ $`m_f^L\sqrt{{\displaystyle \frac{M_f^2+v^2\lambda _f^2}{v^2\lambda _f^2(m_f^L)^2}}}(1\mathrm{s}\mathrm{t}\mathrm{or}2\mathrm{nd}\mathrm{generation})`$ (4.6)
follow from our previous discussion and from inverting equation (2.13), respectively. Because $`\text{m}_f<<M_f`$ for the first and second generation fermions, our previous lower bound on $`m_f^H`$ for those generations is not appreciably altered. For the third generation we obtain the more restrictive
$$(m_f^H)^2\stackrel{>}{}5(m_{f3}^L)^2$$
(4.7)
so that, for example,
$$m_t^H\stackrel{>}{}\sqrt{5}m_t^L390\mathrm{GeV}.$$
(4.8)
We can do still better by invoking our precision bounds on the mixing angles $`\mathrm{sin}\varphi _f`$. Recalling $`v\lambda _f<M_f`$ and $`\text{m}_fM_f`$, allows us to approximate our expression (2.10) for the mixing angle as
$$\mathrm{sin}\varphi _f\frac{v\lambda _fM_f}{M_f^2+\text{m}_f^2v^2\lambda _f^2}.$$
(4.9)
Further simplification of this relation depends on the generation to which fermion $`f`$ belongs. For example, among the charged leptons, $`\text{m}_e`$ and $`\text{m}_\mu `$ are far smaller than $`M_{\mathrm{}}`$, while $`\text{m}_\tau `$ could conceivably be of the same order as $`M_{\mathrm{}}`$. Thus the limits on the leptons’ mixing angles imply
$$M_{\mathrm{}}\mathrm{Max}[\frac{v\lambda _{\mathrm{}}}{2\mathrm{sin}\varphi _\tau },\frac{v\lambda _{\mathrm{}}}{\mathrm{sin}\varphi _\mu },\frac{v\lambda _{\mathrm{}}}{\mathrm{sin}\varphi _e}]$$
(4.10)
The strongest bound on $`M_{\mathrm{}}`$ comes from $`\mathrm{sin}\varphi _e`$; that for $`M_D`$, from $`\mathrm{sin}\varphi _b`$; that for $`M_U`$, from $`\mathrm{sin}\varphi _u`$:
$$M_{\mathrm{}}\frac{v\lambda _{\mathrm{}}}{\mathrm{sin}\varphi _e}51\mathrm{GeV},M_U\frac{v\lambda _U}{\mathrm{sin}\varphi _u}2.2\mathrm{TeV},M_D\frac{v\lambda _D}{2\mathrm{sin}\varphi _b}60\mathrm{GeV}$$
(4.11)
Combining those stricter lower limits on $`M_f`$ with our bounds (4.1) on $`v\lambda _f`$ and our expression for the heavy fermion mass (2.15) gives us a lower bound on the $`m_f^H`$ for each fermion flavor. For the third generation fermions we use (4.5) for the value of $`\text{m}_f`$ and obtain the 95% c.l. lower bounds
$`m_\tau ^H`$ $``$ $`m_\tau ^L\sqrt{1+4/\mathrm{sin}^2\varphi _e}73\mathrm{GeV}`$ (4.12)
$`m_t^H`$ $``$ $`m_t^L\sqrt{1+4/\mathrm{sin}^2\varphi _u}3.1\mathrm{TeV}`$ (4.13)
$`m_b^H`$ $``$ $`m_b^L\sqrt{1+1/\mathrm{sin}^2\varphi _b}86\mathrm{GeV}.`$ (4.14)
For the lighter fermions, we use equation (4.6) for the $`\text{m}_f`$. Since $`\text{m}_f<<M_f`$ in these cases, we find
$`m_e^H,m_\mu ^H`$ $`\stackrel{>}{}`$ $`m_\tau ^L\sqrt{2+2/\mathrm{sin}^2\varphi _e}51\mathrm{GeV}`$ (4.15)
$`m_u^H,m_c^H`$ $`\stackrel{>}{}`$ $`m_t^L\sqrt{2+2/\mathrm{sin}^2\varphi _u}2.2\mathrm{TeV}`$ (4.16)
$`m_d^H,m_s^H`$ $`\stackrel{>}{}`$ $`m_b^L\sqrt{2+1/2\mathrm{sin}^2\varphi _b}61\mathrm{GeV}.`$ (4.17)
The mass limits for the heavy leptons and down-type quarks are also represented graphically in figures 1 and 2. In figure 1, which deals with the leptons, the axes are the flavor-universal quantities $`M_{\mathrm{}}`$ and $`v\lambda _{\mathrm{}}`$. The shaded region indicates the experimentally allowed region of the parameter space. The lower edge of the allowed region is delimited by the lower bound on $`v\lambda _{\mathrm{}}`$ of equation (4.2), as represented by the horizontal dotted line. The left-hand edge of the allowed region is demarked by the upper bound on the electron mixing factor, $`\mathrm{sin}^2\varphi _e`$, as shown by the dashed curve with that label. The form of this curve, $`\mathrm{sin}^2\varphi _e(M_{\mathrm{}},v\lambda _{\mathrm{}})=0.0024`$, was obtained numerically by using equation (2.11) for $`m_e^L`$ to put the unknown $`\text{m}_e`$ in terms of $`M_{\mathrm{}}`$, $`v\lambda _{\mathrm{}}`$ and the observed mass of the electron ($`m_e^L=.511`$ MeV) and inserting the result into equation (2.10). The curves for the muon and tau mixing angles were obtained similarly, but provide weaker limits on the parameter space (as shown by the dashed curves labeled $`\mathrm{sin}^2\varphi _\mu `$, and $`\mathrm{sin}^2\varphi _\tau `$). The lowest allowed values of the heavy fermion masses $`m_{e,\mu }^H`$ and $`m_\tau ^H`$ are those whose curves intersect the tip of the allowed region; these are shown by the solid curves, obtained numerically by using equation (2.11) to replace the unknown $`\text{m}_e,\text{m}_\tau `$ by the known $`m_e^L,m_\tau ^L`$ in our expressions for $`m_e^H`$ and $`m_\tau ^H`$. Figure 2 shows the analogous limits on the mixing angles and heavy-eigenstate masses for the down-type quarks.
We can also construct a plot of the allowed region of $`M_U`$ vs. $`v\lambda _U`$ parameter space. The lower edge comes from the lower bound on $`v\lambda _U`$ and the left-hand edge, from the upper bound on $`\mathrm{sin}\varphi _u`$. We can then use the known value of $`m_t^L`$ to calculate the size of the top quark mixing factor $`\mathrm{sin}^2\varphi _t`$ at any given point in the allowed region. Numerical evaluation reveals
$$\mathrm{sin}^2\varphi _t0.013(0.011)$$
(4.18)
at 95% (90%) c.l. This is a limit on top quark mixing imposed by self-consistency of the model.
In section 5, we will compare the mass limits just extracted from precision data with those derived from searches for direct production of new fermions at the LEP II and Tevatron colliders. The lower bounds on the masses of the heavy down-type quarks or charged leptons admit the possibility of those particles’ being produced at current experiments. The heavy up-type quarks are too massive to be even singly produced at existing colliders.
### 4.2 Cases B, C, and D: third-generation fermions mix with singlets
If only third-generation fermions have weak-singlet partners, there are a few differences in the analysis that yields lower bound on heavy eigenstate masses. All follow from the fact that the lower bounds on the $`M_f`$ (as in equation (4.10)) can no longer come from precision limits on the mixing angles of 1st or 2nd generation fermions (since those fermions no longer mix with weak singlets).
To obtain the precision bounds on the masses of $`b^H`$ and $`\tau ^H`$, we start by writing the lower limits on $`M_{\mathrm{}}`$ and $`M_D`$ that come from the mixing angles:
$$M_{\mathrm{}}\frac{v\lambda _{\mathrm{}}}{2\mathrm{sin}\varphi _\tau },M_D\frac{v\lambda _Dl}{2\mathrm{sin}\varphi _b}.$$
(4.19)
The factor of 2 in the denominator arises because the mixing angles belong to a third-generation fermion (so that $`\text{m}_f=M_f`$). We therefore find
$`m_\tau ^H`$ $``$ $`m_\tau ^L\sqrt{1+1/\mathrm{sin}^2\varphi _\tau }`$ (4.20)
$`m_b^H`$ $``$ $`m_b^L\sqrt{1+1/\mathrm{sin}^2\varphi _b}.`$ (4.21)
In Case B where all third-generation fermions mix with weak-singlet fermions, the mixing angle limits (3.2) based on the twelve sensitive observables yield 95% c.l. lower bounds
$`m_\tau ^H`$ $``$ $`42\mathrm{GeV}`$ (4.22)
$`m_b^H`$ $``$ $`119\mathrm{GeV}`$ (4.23)
In Case C, where only third-generation quarks have partners, (3.3) which was obtained by a fit to the nine aaffected observables, gives
$$m_b^H119\mathrm{GeV}$$
(4.24)
while in Case D, where only tau leptons have partners, (3.4) based on six affected precision electroweak quantities implies
$$m_\tau ^H40\mathrm{GeV}$$
(4.25)
Compared with the limits in Case A, we see that the lower bound on $`m_b^H`$ is strengthened because the precision limit (3.2, 3.3) on $`\mathrm{sin}^2\varphi _b`$ is more stringent. In contrast, the lower bound on $`m_\tau ^H`$ is weakened because the bound now depends on a third-generation instead of a first-generation mixing angle: equation (4.20) is approximately $`m_\tau ^Hm_\tau ^L/\mathrm{sin}\varphi _\tau `$ whereas equation (4.12) was roughly $`m_\tau ^H2m_\tau ^L/\mathrm{sin}\varphi _e`$.
Note that in theories where the top is the only up-type quark to have a weak-singlet partner, such as Cases B and C, the only bound on $`m_t^H`$ comes from equation (4.8). While this is far weaker than the limit in Case A, it still ensures that the heavy top eigenstate is too massive to have been seen in existing collider experiments, even if singly produced.
## 5 Limits on direct production of singlet fermions
While interpreting the general mixing angle limits in terms of mass limits requires specifying an underlying model structure, it is also possible to set more general mass limits by considering searches for direct production of the new fermions. The LEP experiments have published limits on new sequential charged leptons ; the Tevatron experiments have done the same for new quarks . In this section, we adapt the limits to apply to scenarios in which the new fermions are weak singlets rather than sequential.
### 5.1 Decay rates of heavy fermions
A heavy fermion decays preferentially to a light fermion<sup>4</sup><sup>4</sup>4Even where a heavy fermion is kinematically allowed to decay to another heavy fermion, the rate is doubly-suppressed by small mixing factors $`(\mathrm{sin}\varphi _f)`$ and, consequentially, negligible. plus a Z, W, or $`\mathrm{\Phi }`$ boson which subsequently decays to a fermion-antifermion pair (see figure 3) <sup>5</sup><sup>5</sup>5In this section we confine our analysis to relatively light scalars, with mass below 130 GeV. For heavier scalar one should include the scalar decays to W and Z pairs and the resulting 5-fermion final states of heavy fermion decays. We expect this to yield only a small change in the results of our quark-sector analysis and essentially no alteration in our results for heavy lepton decays, due to the large kinematic suppression when $`m_\mathrm{\Phi }>>m_{\mathrm{}}^HM_W`$.
At tree-level, and neglecting final state light fermion masses, we obtain the following partial rates for vector boson decay modes of the heavy fermions
$`\mathrm{\Gamma }(f_i^Hf_j^LV)`$ $`=`$ $`{\displaystyle \underset{k,l}{}}\mathrm{\Gamma }(f_i^Hf_j^LVf_j^Lf_k^Lf_l^L)`$
$`=`$ $`{\displaystyle \underset{k,l}{}}{\displaystyle \frac{(c_{ij}^Vc_{kl}^V)^2}{3\pi ^3\mathrm{\hspace{0.17em}2}^8}}m_{f_i}^HF[\left({\displaystyle \frac{m_{f_i}^H}{M_V}}\right)^2,{\displaystyle \frac{\mathrm{\Gamma }_V}{M_V}}]`$
where V represents a Z or W boson, while $`\mathrm{\Gamma }_V`$ and $`M_V`$ are, respectively, the vector boson’s decay rate and mass. Function $`F(x,y)`$ is presented in appendix B. The vertex factors $`c_{ij}^V`$ ($`c_{kl}^V`$) are, as shown in figure 3, the $`f_i^Hf_j^LV`$ ($`f_k^Lf_l^LV`$) couplings which may be read from equations (2.16) – (2.19).
Our results for the charged-current decay mode agree with those presented in integral form in . Moreover, equation yields the standard asymptotic behaviors in the limit of heavy fermion masses far above or far below the electroweak bosons’ masses (see appendix B). Since some of our heavy fermions can, instead, have masses of order 80-90 GeV, we use the full result (5.1) in our evaluation of branching fractions and search potentials.
Similarly, we find the partial rate for the scalar decay mode to be
$`\mathrm{\Gamma }(f_i^Hf_j^L\mathrm{\Phi })`$ $`=`$ $`{\displaystyle \underset{k,l}{}}\mathrm{\Gamma }(f_i^Hf_j^L\mathrm{\Phi }f_j^Lf_k^Lf_l^L)`$
$`=`$ $`{\displaystyle \underset{k,l}{}}{\displaystyle \frac{(c_{ij}^\mathrm{\Phi }c_{kl}^\mathrm{\Phi })^2}{\pi ^3\mathrm{\hspace{0.17em}2}^{10}}}m_{f_i}^HG[\left({\displaystyle \frac{m_{f_i}^H}{M_\mathrm{\Phi }}}\right)^2,{\displaystyle \frac{\mathrm{\Gamma }_\mathrm{\Phi }}{M_\mathrm{\Phi }}}]`$
where $`\mathrm{\Gamma }_\mathrm{\Phi }`$ and $`M_\mathrm{\Phi }`$ are the decay rate and the mass of the scalar boson, $`\mathrm{\Phi }`$. Function $`G(x,y)`$ and additional details are given in appendix B. The vertex factors $`c_{ij}^\mathrm{\Phi }`$ ($`c_{kl}^\mathrm{\Phi }`$) are, as indicated in figure 3, the $`f_i^Hf_j^L\mathrm{\Phi }`$ ($`f_k^Lf_l^L\mathrm{\Phi }`$) couplings which may be read off of equation (2.20).
We have numerically evaluated the couplings of the light fermions to the scalar<sup>6</sup><sup>6</sup>6To evaluate the mixing among right-handed fermions which appears in the fermion-scalar couplings, we derive a relation analogous to (2) and apply equation 2.13 so that $`\mathrm{sin}^2\varphi _{f,right}`$ is written in terms of known light fermion masses, the $`M_f`$ and the $`v\lambda _f`$., Z, and W as functions of the $`M_f`$ and the $`v\lambda _f`$. In the region of the model parameter space that is allowed by precision electroweak measurements, we find that these couplings are within 1% of their Standard Model values. Therefore, in this section of the paper, we approximate the $`\mathrm{\Phi }ff`$ and $`Vff`$ couplings for the light fermions by the Standard Model values. This allows us to express our results for branching fractions and searches in the simple $`M_f`$ vs. $`v\lambda _f`$ planes for the up, down, and charged-lepton sectors. In this approximation, the recent LEP lower bound on the mass of the Higgs boson , $`M_H95.3`$ GeV, applies directly to the mass of the $`\mathrm{\Phi }`$ scalar in our model:
$$M_\mathrm{\Phi }95.3\mathrm{GeV}$$
(5.3)
The branching ratios for the decays of the heavy leptons are effectively flavor-universal, i.e. the same for $`e^H`$, $`\mu ^H`$, and $`\tau ^H`$. The charged-current decay mode dominates; decays by $`Z`$ emission are roughly half as frequent and decays by $`\mathrm{\Phi }`$ emission contribute negligibly for $`m_f^HM_\mathrm{\Phi }`$. In the limit where the heavy lepton masses $`m_{\mathrm{}}^H`$ are much larger than any boson mass, the branching ratios for decays to W, Z, and $`\mathrm{\Phi }`$ approach $`60.5\%`$, $`30.5\%`$, and $`9\%`$, respectively. The branching fractions for heavy lepton decays are shown in figure 4 as a function of heavy lepton mass $`m_{\mathrm{}}^H`$, with $`M_\mathrm{\Phi }`$ fixed at 100 GeV and $`v\lambda _{\mathrm{}}`$ set equal to $`2m_3^L`$. As the branching ratios have little dependence on the small mixing factors $`\mathrm{sin}\varphi _f`$ (as we argue in more detail in the following subsection), they are also insensitive to the value of $`v\lambda _f`$.
The branching fractions for decays of the heavy down-type quarks display a significant flavor-dependence. Those for the $`d^H`$ and $`s^H`$ are essentially identical and resemble the branching fractions for the heavy leptons. However, charged-current decays of $`b^H`$ with a mass less than 255 GeV (the threshold for decay to an on-shell top and W) are doubly Cabbibo-suppressed, so that the $`b^H`$ branching ratios do not resemble those of the other down-type quarks. Generally speaking, a $`b^H`$ of relatively low mass decays almost exclusively by the process $`b^HZb^L`$. For $`m_H^b`$ larger than 255 GeV, the decay $`b^Ht^LW`$ dominates and the Z-mode branching fraction is only about half as large. If $`m_b^H`$ is above $`M_\mathrm{\Phi }+m_b^L`$ but below 255 GeV, the scalar decay mode becomes significant (in agreement with reference ). If the scalar mass lies above 255 GeV, the scalar decay mode is much less important. In the asymptotic regime, where $`m_D^H`$ is much greater than $`m_t`$ or any boson’s mass, the branching ratios for decays to W, Z, and $`\mathrm{\Phi }`$ approach $`49\%`$, $`25\%`$, and $`26\%`$, respectively.
### 5.2 Heavy leptons at LEP II
The LEP II experiments have searched for evidence of new sequential leptons, working under the assumptions that the new neutral lepton $`N`$ is heavier than its charged partner $`L`$ and that $`L`$ decays only via charged-current mixing with a Standard Model lepton (i.e. $`B(L\nu _{\mathrm{}}W^{})=`$ 100%). Recent limits from the OPAL experiment at $`\sqrt{s}=172`$ GeV and from the DELPHI experiment at $`\sqrt{s}=183`$ GeV each set a lower bound of order 80 GeV on the mass of a sequential charged lepton.
To illustrate how the LEP limits may be applied to our weak-singlet fermions, we review OPAL’s analysis. The OPAL experiment searched for pair-produced charged sequential leptons undergoing charged-current decay:
$$e^+e^{}L^+L^{}\nu _{\mathrm{}}\overline{\nu _{\mathrm{}}}W^+W^{}$$
(5.4)
Their cuts selected final states in which at least one of the $`W^{}`$ bosons decayed hadronically. Events with no isolated lepton were required to have at least 4 jets and substantial missing transverse momentum; those with one or more isolated leptons were required to have at least 3 jets, less than 100 GeV of visible energy, and substantial missing transverse momentum. The efficiencies for selecting signal events were estimated at 20-25% by Monte Carlo. With 1 candidate event in the data set and the expectation of 3 Standard Model background events, OPAL excluded, at 95% c.l., sequential leptons of mass less than 80.2 GeV, as these would have contributed least 3 signal events to the data.
The heavy leptons in the models we are studying have different weak quantum numbers than those OPAL sought. This alters both the production rate and the decay paths of the leptons. The production rate of the $`\mathrm{}^H`$ should be larger than that for the sequential leptons. The pure QED contribution is the same, as the heavy leptons have standard electric charges; the weak-electromagnetic interference term is enhanced since the coupling to the $`Z`$ is roughly $`\mathrm{sin}^2\theta _W>0`$ rather than $`\mathrm{sin}^2\theta _W0.5<0`$ as in the Standard Model. By adapting the results of reference to include the couplings appropriate to our model, we have evaluated the production cross-section for heavy leptons at LEP II. Our results are shown in figure 6 as a function of heavy lepton mass for several values of $`\sqrt{s}`$ and lepton mixing angle.
On the other hand, the likelihood that our heavy leptons decay to final states visible to OPAL is less than it would be for heavy sequential leptons. In events where both of the produced $`\mathrm{}^H`$ decay via charged-currents, about 90% of the subsequent (standard) decays of the $`W`$ bosons lead to the final states OPAL sought – just as would be true for sequential leptons. But the heavy leptons in our model are not limited to charged-current decays. In events where one or both of the produced $`\mathrm{}^H`$ decay through neutral currents, the result need not be a final state visible to OPAL. If there is one W and one Z in the intermediate state, about 36% of the events should yield final states with sufficient jets, isolated leptons and missing energy to pass the OPAL cuts. At the other extreme, if both $`\mathrm{}^H`$ decay by $`\mathrm{\Phi }`$ emission, there will be virtually no final states with sufficient missing energy, since $`\mathrm{\Phi }`$ decays mostly to $`b\overline{b}`$. The other decay patterns lie in between; for intermediate $`ZZ`$ ($`\mathrm{\Phi }Z`$, $`\mathrm{\Phi }W`$) we expect 28% (19%, 30%) of the events to be visible to OPAL. The total fraction of pair-produced heavy leptons that yield appropriate final states is the sum of these various possibilities:
$`B_{decay}`$ $`=`$ $`0.896(B_W)^2+0.280(B_Z)^2+2(\mathrm{\hspace{0.17em}0.361}B_WB_Z`$ (5.5)
$`+`$ $`0.190B_ZB_\mathrm{\Phi }+\mathrm{\hspace{0.17em}0.306}B_\mathrm{\Phi }B_W)`$
where $`B_W`$, $`B_Z`$, and $`B_\mathrm{\Phi }`$ are the heavy lepton branching fractions for the W, Z and scalar decay modes respectively, as calculated in section 5.1 (and shown in Figure 4).
In models (cases B and D) where there is only one species of heavy lepton ($`\tau ^H`$), setting a mass limit is straightforward. We note that
$$\sigma _{production}B_{decay}=N_{events}/ϵ$$
(5.6)
where, as in OPAL’s analysis, the integrated luminosity is $`=10.3pb^1`$, the signal detection efficiency<sup>7</sup><sup>7</sup>7Our use of OPAL’s 20% signal efficiency is conservative. OPAL considered pair-production of sequential leptons that decay via charged currents. About one-tenth of the time, both W’s decay leptonically; these $`\mathrm{}\mathrm{}\nu \nu \nu \nu `$ final states would be rejected by OPAL’s cuts. In considering cases where one or both of our heavy leptons decay via neutral currents, we have not included the analogous $`\mathrm{}\mathrm{}\nu \nu \nu \nu `$ events. Thus a higher fraction of the events we did include should pass OPAL’s cuts. is $`ϵ20\%`$, and the number of (unseen) signal events is $`N_{events}3`$. Thus an upper bound on the number of signal events implies an upper bound on $`\sigma _{production}B_{decay}`$. Inserting the branching fraction for $`\mathrm{}^H\mathrm{}^H`$ pairs to visible final states, $`B_{decay}`$, as in equation (5.5) yields an upper bound on the production cross-section. Since we have already calculated the cross-section ($`\sigma _{production}(\sqrt{s}=172\mathrm{GeV})`$) as a function of heavy lepton mass, we can convert the bound on $`\sigma _{production}`$ into a a $`95\%`$ c.l. lower bound on $`m_\tau ^H`$:
$$m_\tau ^H>79.8\mathrm{GeV}.$$
(5.7)
This is a great improvement over the bounds of order 40 GeV, (4.22) and (4.25), we obtained earlier from precision electroweak data in cases B and D where the tau is the only lepton to have a weak-singlet partner.
Our new lower bound on $`m_\tau ^H`$ further constrains the allowed region of the $`M_{\mathrm{}}`$vs.$`v\lambda _{\mathrm{}}`$ parameter space, as illustrated in figure 7. Contours on which the heavy tau mass takes on the values $`m_\tau ^H=70,\mathrm{\hspace{0.17em}79.8}`$ and $`92`$ GeV are shown as a reference and to indicate how a tighter mass bound would affect the size of the allowed region.
In case A, where $`e`$, $`\mu `$, and $`\tau `$ all have singlet partners, the contributions from all three heavy leptons to the signal have to be taken into account. While the $`e^H`$ and $`\mu ^H`$ have nearly identical masses and decays, the $`\tau ^H`$ has slightly different properties. By adding the contributions from all three flavors of heavy lepton, drawing the contour corresponding to $`N_{events}=3`$ on the $`M_{\mathrm{}}`$vs.$`v\lambda _{\mathrm{}}`$ parameter space, and comparing this with contours of constant $`m_{\mathrm{}}^H`$ for each species, we obtain the 95% c.l. lower bounds on all three heavy lepton masses, as shown in figure 8
$$m_{e,\mu }^H>84.9\mathrm{GeV}$$
(5.8)
$$m_\tau ^H>93.9\mathrm{GeV}.$$
(5.9)
Note that the bound on $`m_\tau ^H`$ comes simply from internal consistency of the model (the values of $`v\lambda _{\mathrm{}}`$ and $`M_{\mathrm{}}`$ are flavor-universal), since it lies above OPAL’s pair-production threshold. These bounds are a significant improvement over those we obtained from precision data, i.e. (4.15) and (4.12).
While calculating the lower limits on the $`m_{\mathrm{}}^H`$ required us to assume a value for $`M_\mathrm{\Phi }`$ (to evaluate $`B_{decay}`$), the result is insensitive to the precise value chosen. As noted in section 5.1, in the allowed region of the $`v\lambda _{\mathrm{}}`$ vs. $`M_{\mathrm{}}`$ plane, LEP’s lower bound on the Higgs boson’s mass applies to $`\mathrm{\Phi }`$ so that min($`m_{\mathrm{}}^H`$) $``$ min($`M_\mathrm{\Phi }`$). In this case, $`B(\mathrm{}^H\mathrm{\Phi }\mathrm{}^L)`$ is negligible.
Our limits are also insensitive to the precise values of the small lepton mixing angles $`\mathrm{sin}\varphi _{\mathrm{}}`$. The production rate has little dependence on $`\mathrm{sin}\varphi _{\mathrm{}}`$ because the $`\mathrm{}^H\mathrm{}^HZ`$ coupling (2.19) is dominated by the “$`Q\mathrm{sin}^2\theta `$” term. What little dependence there is on $`\mathrm{sin}\varphi _{\mathrm{}}`$ decreases as $`2m_{\mathrm{}}^H`$ approaches $`\sqrt{s}`$, and the mass limits tend to be set quite close to the production threshold. Moreover, the branching fractions for the vector boson decays of the $`\mathrm{}^H`$ have only a weak dependence on $`\mathrm{sin}\varphi _{\mathrm{}}`$. Both the charged- and neutral-current decay rates are proportional to $`\mathrm{sin}^2\varphi _{\mathrm{}}`$ (and the rate for decay via Higgs emission is negligible), so that the mixing angle dependence in the branching ratio comes only through factors of $`\mathrm{cos}^2\varphi _{\mathrm{}}`$ which are nearly equal to 1. As a result, our lower bounds on the heavy fermion masses will stand even if improved electroweak measurements tighten constraints on the mixing angles.
Because the mass limit tracks the pair-production threshold, stronger mass limits can be set by data taken at higher center-of-mass energies. Figure 6 shows $`\sigma _{production}`$ as a function of the heavy lepton mass for several values of $`\sqrt{s}`$ and $`\mathrm{sin}^2\varphi _{\mathrm{}}`$. As data from higher energies provides a new, more stringent upper bound on $`\sigma _{production}B_{decay}`$, one can read an improved lower bound on the heavy lepton mass from figure 6.
More generally, one can infer a lower mass limit on a heavy mostly-weak-singlet lepton from other models using the same data by inserting the appropriate factor of $`B_{decay}`$ in equation (5.6). For models in which the mixing angles between ordinary and singlet leptons are small and in which $`B(\mathrm{}^H\mathrm{\Phi }\mathrm{}^L)`$ is small, our results apply directly. This would be true, for example, of some of the heavy leptons in the flavor-universal top seesaw models .
Since the lower bound the LEP II data sets on the mass of the heavy leptons is close to the kinematic threshold for pair production, it seems prudent to investigate whether single production
$$e^+e^{}\mathrm{}^H\mathrm{}^L$$
(5.10)
would give a stronger bound. Single production proceeds only through $`Z`$ exchange (the $`\gamma f^Hf^L`$ coupling is zero). Moreover, equation (2.19) shows that the $`Z\mathrm{}^H\mathrm{}^L`$ coupling is suppressed by a factor of $`\mathrm{sin}\varphi _{\mathrm{}}`$; given the existing upper bounds on the mixing angles (3.1)-(3.4), the suppression is by a factor of at least 10. As a result, only a fraction of a single-production event is predicted to have occurred (let alone have been detected) in the 10 pb<sup>-1</sup> of data each LEP detector has collected – too little for setting a limit.
### 5.3 Heavy quarks at the Tevatron
New quarks decaying via mixing to an ordinary quark plus a heavy boson would contribute to the dilepton events used by the Tevatron experiments to measure the top quark production cross-section . We will use the results of the existing top quark analysis and see what additional physics is excluded. If evidence of new heavy fermions emerges in a future experiment, it will be necessary to do a combined analysis that includes both the top quark and the new fermions and that examines multiple decay channels.
Here, we use the dilepton events observed at Run I to set limits on direct production of new largely-weak-singlet quarks (our $`q^H`$). These new quarks are color triplets and would be produced with the same cross-section as sequential quarks of identical mass. However, their weak-singlet component would allow the new states to decay via neutral-currents as well as charged-currents. This affects the branching fraction of the produced quarks into the final states to which the experimental search is sensitive.
The DØ and CDF experiments searched for top quark events in the reaction
$$p\overline{p}Q\overline{Q}qW\overline{q}Wq\overline{q}\mathrm{}\nu _{\mathrm{}}\mathrm{}^{}\nu _{\mathrm{}^{}}$$
(5.11)
by selecting the final states with dileptons, missing energy, and at least two jets. Di-electron and di-muon events in which the dilepton invariant mass was close to the Z mass were rejected in order to reduce Drell-Yan background. The top quark was assumed to have essentially 100% branching ratio to an ordinary quark (q) plus a W, as in the Standard Model. The DØ (CDF) experiment observed 5 (9) dilepton events, as compared with 1.4 $`\pm `$ 0.4 (2.4 $`\pm `$ 0.5) events expected from Standard model backgrounds and 4.1 $`\pm `$ 0.7 (4.4 $`\pm `$ 0.6) events expected from top quark production. Thus, DØ (CDF) measured the top production cross-section to be 5.5 $`\pm `$ 1.8 pb ($`8.2_{3.4}^{+4.4}`$ pb).
In using this data to provide limits on the production of heavy quarks in our models, we consider dilepton events arising from top quark decays to be part of the background. Hence, from DØ (CDF), we have 5 (9) dilepton events as compared with a background of 5.5 $`\pm `$ 0.8 (6.8 $`\pm `$ 0.8) events. At 95% confidence level, this implies an upper limit of 5.8 (9.6) on the number of additional events that could have been present due to production and decays of new heavy quarks.
How many $`q^H`$ would be produced and seen ? The $`q^H`$ have the same QCD production cross-section as a Standard Model quark of the same mass. The $`q^H`$ can decay by the same route as the top quark (5.11). About 10% of the charged-current decays of pair-produced $`q^H`$ would yield final states to which the FNAL dilepton searches were sensitive. The neutral current decays of the $`q^H`$ reduce the charged-current branching fraction $`B(q^Hq^LW)`$, but will not, themselves, contribute significantly<sup>8</sup><sup>8</sup>8A Higgs-like scalar with a mass of order 130-150 GeV could have a relatively large branching fraction to two $`W`$ bosons . This might allow some neutral-current decays of $`q^H`$ to contribute to the dilepton sample and change our mass bounds slightly. to the dilepton sample since dileptons from $`Z`$ decays are specifically rejected and the $`\mathrm{\Phi }`$ couplings to $`e`$ and $`\mu `$ are extremely small. Then we estimate the fraction of heavy quark pair events that would contribute to the dilepton sample as
$$B_{decay}=B_{\mathrm{}\mathrm{}}(B_W)^2$$
(5.12)
where $`B_{\mathrm{}\mathrm{}}`$ is the fraction of $`W`$ pairs in which both bosons decay leptonically and $`B_WB(q^Hq^LW)`$ is calculated in section 5.1 and shown in figure 5.
The number of dilepton events expected in a heavy-quark production experiment with luminosity $``$ and detection efficiency for dilepton events $`ϵ`$ is
$$N^{q^H}=\sigma ^{q^H}ϵB_{decay}$$
(5.13)
Similarly in top searches the total number of events is
$$N^t=\sigma ^tϵB_{cc}B_{\mathrm{}\mathrm{}}$$
(5.14)
where $`B_{cc}`$ is the fraction of top quark pairs decaying via charged currents.
In comparing the number of events expected for produced top quarks with those for $`q^H`$ pairs, the values of $`ϵ`$ and $``$ are the same; furthermore, $`B_{cc}`$ of equation (5.14) is essentially 100% . Therefore we may write
$$\sigma ^{q^H}(B_W)^2=\sigma ^t\frac{N^{q^H}}{N^t}$$
(5.15)
Using the values which the CDF and DØ experiments have determined for the three quantities on the right-hand side (cf. previous discussion), we find
$`\sigma ^{q^H}(B_W)^2`$ $``$ $`7.8\mathrm{pb}(\mathrm{DO})`$ (5.16)
$``$ $`12.0\mathrm{pb}(\mathrm{CDF}).`$
The dilepton sample at the Tevatron is sensitive only to the presence of the $`d^H`$ or $`s^H`$ quarks in our models. The $`u^H`$, $`c^H`$ and $`t^H`$ are, according to equations (4.8), (4.13) and (4.16), too heavy to be produced, while the $`b^H`$ decay dominantly by neutral instead of charged currents, due to Cabibbo suppression. Hence, this search tests only the models of case A, in which the light ordinary fermions have weak-singlet partners.
Since the pair-production cross-section for $`q^H`$ is the same as that for a heavy ordinary quark, we use the cross-section plots of reference and our calculated branching fraction $`B_{decay}`$ (5.12) to translate equation (5.16) into lower bounds on heavy fermion masses. For Case A, in which both the $`d^H`$ and $`s^H`$ quarks can contribute to the dilepton sample, we find (with $`M_\mathrm{\Phi }=100`$ GeV):
$`m_d^H,m_s^H`$ $``$ $`153\mathrm{GeV}(\mathrm{DO})`$
$``$ $`143\mathrm{GeV}(\mathrm{CDF})`$
$`m_b^H`$ $``$ $`171\mathrm{GeV}(\mathrm{DO})`$ (5.17)
$``$ $`161\mathrm{GeV}(\mathrm{CDF}).`$
which are significantly stronger than those obtained from low-energy data in section 4 and also stronger than the published limits on a fourth-generation sequential quark . Note that since the $`b^H`$ decays almost exclusively via neutral-currents due to Cabbibo suppression of the charged-current mode, the lower bound on $`m_b^H`$ is, once again, an indirect limit implied by internal consistency of the model. In the scenarios where only third-generation fermions have weak partners (Cases B and C), we can obtain no limit on $`m_b^H`$.
More generally, one can use the same data to infer an upper limit on the pair-production cross-section for heavy mostly-weak-singlet quarks from other models by inserting the appropriate factor of $`B_W`$ in equation (5.16). After taking into account the number of heavy quarks contributing, one can use the cross-section vs. mass plots of to determine lower bounds for the heavy quark masses. For example, our cross-section limits (5.16) apply directly to the heavy mostly-singlet quarks in the dynamical top-seesaw models that are kinematically unable to decay to scalars and decay primarily by charged-currents. The corresponding mass limit depends on how many such quarks are in the model.
## 6 Oblique Corrections
The presence of new singlet fermions present in our models will shift the $`S`$ and $`T`$ parameters from their Standard Model values. In this section, we evaluate these changes and explore the limits they impose on the fermion masses and couplings and the mass of the scalar, $`\mathrm{\Phi }`$. This analysis of one-loop oblique corrections turns out to complement the analysis of tree-level effects on precision data performed in section 3: the oblique corrections most strongly limit the top quark mixing angle which the earlier analysis could not directly constrain.
In calculating the values of $`S`$ and $`T`$ predicted by our models, we started from the results of , which cite the experimental values of $`S`$ and $`T`$ relative to the reference point \[$`m_t=173.9`$ GeV, $`m_H=300`$ GeV, $`\alpha ^1(M_Z)=128.9`$\]. We included the appropriately weighted variations of $`m_t`$ and $`\alpha ^1`$ and obtained the minimal combined $`\chi ^2`$ field on the $`SS_{ref}`$ vs $`TT_{ref}`$ plane; we simultaneously obtained the corresponding $`m_t(S,T)`$ and $`\alpha ^1(S,T)`$ that minimize $`\chi ^2`$ for each pair of S and T parameters. The minimal combined $`\chi ^2`$ is presented in in figure 10; the solid ellipses represent joint 68.3%, 90%, and 95.4% c.l. limits on S and T with variations in $`m_t`$ and $`\alpha ^1`$ included. Next, within the Standard Model we allowed the Higgs mass to vary from 40 GeV to 1 TeV in steps of 10 GeV and obtained the “best fit Higgs curve” shown in figure 10; the circled points are at 100, 200, 300, 400, and 500 GeV (smaller masses to the left). The dotted ellipses in the figure are contours of constant minimal combined $`\chi ^2`$ whose intersections with the “best fit Higgs curve” define the best fit value and 68.3%, 90%, and 95.4% c.l. limits on Higgs mass. These values are respectively 80 GeV (in good agreement with ), 190 GeV, 310 GeV, and 400 GeV.
We then added the effects of the extra fermions on $`S`$ and $`T`$. The contribution of the singlet fermions to S was calculated numerically using the formalism described in . The contribution to $`T`$ was found analytically by summing the vacuum-polarization diagrams containing the heavy and light mass-eigenstate fermions present in the model of interest. For example, in models containing weak-singlet partners for only the $`t`$ and $`b`$ quarks, we find that the contribution of the $`t^H`$, $`t^L`$, $`b^H`$ and $`b^L`$ states to the $`T`$ parameter is (in agreement with )
$`\alpha T`$ $``$ $`\alpha T_H={\displaystyle \frac{3G_F}{8\pi ^2\sqrt{2}}}[m_{t}^{L}{}_{}{}^{2}c_t^4+m_{b}^{L}{}_{}{}^{2}c_b^4+m_{t}^{H}{}_{}{}^{2}s_t^4+m_{b}^{H}{}_{}{}^{2}s_b^4`$
$``$ $`2m_{t}^{L}{}_{}{}^{4}c_t^2\left({\displaystyle \frac{c_t^2}{m_{t}^{L}{}_{}{}^{2}}}+{\displaystyle \frac{c_b^2}{m_{t}^{L}{}_{}{}^{2}m_{b}^{L}{}_{}{}^{2}}}{\displaystyle \frac{s_t^2}{m_{t}^{L}{}_{}{}^{2}m_{t}^{H}{}_{}{}^{2}}}+{\displaystyle \frac{s_b^2}{m_{t}^{L}{}_{}{}^{2}m_{b}^{H}{}_{}{}^{2}}}\right)\mathrm{ln}(m_{t}^{L}{}_{}{}^{2})`$
$``$ $`2m_{b}^{L}{}_{}{}^{4}c_b^2\left(+{\displaystyle \frac{c_t^2}{m_{b}^{L}{}_{}{}^{2}m_{t}^{L}{}_{}{}^{2}}}{\displaystyle \frac{c_b^2}{m_{b}^{L}{}_{}{}^{2}}}+{\displaystyle \frac{s_t^2}{m_{b}^{L}{}_{}{}^{2}m_{t}^{H}{}_{}{}^{2}}}{\displaystyle \frac{s_b^2}{m_{b}^{L}{}_{}{}^{2}m_{b}^{H}{}_{}{}^{2}}}\right)\mathrm{ln}(m_{b}^{L}{}_{}{}^{2})`$
$``$ $`2m_{t}^{H}{}_{}{}^{4}s_t^2\left({\displaystyle \frac{c_t^2}{m_{t}^{H}{}_{}{}^{2}m_{t}^{L}{}_{}{}^{2}}}+{\displaystyle \frac{c_b^2}{m_{t}^{H}{}_{}{}^{2}m_{b}^{L}{}_{}{}^{2}}}{\displaystyle \frac{s_t^2}{m_{t}^{H}{}_{}{}^{2}}}+{\displaystyle \frac{s_b^2}{m_{t}^{H}{}_{}{}^{2}m_{b}^{H}{}_{}{}^{2}}}\right)\mathrm{ln}(m_{t}^{H}{}_{}{}^{2})`$
$``$ $`2m_{b}^{H}{}_{}{}^{4}s_b^2(+{\displaystyle \frac{c_t^2}{m_{b}^{H}{}_{}{}^{2}m_{t}^{L}{}_{}{}^{2}}}{\displaystyle \frac{c_b^2}{m_{b}^{H}{}_{}{}^{2}m_{b}^{L}{}_{}{}^{2}}}+{\displaystyle \frac{s_t^2}{m_{b}^{H}{}_{}{}^{2}m_{t}^{H}{}_{}{}^{2}}}{\displaystyle \frac{s_b^2}{m_{b}^{H}{}_{}{}^{2}}})\mathrm{ln}(m_{b}^{H}{}_{}{}^{2})]`$
where $`T_H`$ is the Higgs contribution, and $`c_f`$ ($`s_f`$) is an abbreviation for $`\mathrm{cos}\varphi _f`$ ($`\mathrm{sin}\varphi _f`$). To isolate the extra contribution caused by the presence of the weak-singlet partners for the $`t`$ and $`b`$ quarks, we must subtract off the amount which $`t`$ and $`b`$ contribute in the Standard Model :
$$\alpha T\alpha T_H=\frac{3G_F}{8\pi ^2\sqrt{2}}\left[m_{t}^{L}{}_{}{}^{2}+m_{b}^{L}{}_{}{}^{2}\frac{2m_{t}^{L}{}_{}{}^{2}m_{b}^{L}{}_{}{}^{2}}{m_{t}^{L}{}_{}{}^{2}m_{b}^{L}{}_{}{}^{2}}\mathrm{ln}\left(\frac{m_{t}^{L}{}_{}{}^{2}}{m_{b}^{L}{}_{}{}^{2}}\right)\right]$$
(6.2)
Note that (6) correctly reduces to (6.2) in the limit where singlet and ordinary fermions do not mix ($`\mathrm{sin}^2\varphi _t,\mathrm{sin}^2\varphi _b0`$). From the form of equation (6), we see that experimental bounds on the magnitude of $`T`$ will constrain relatively heavy extra fermions to have small mixing angles.
To illustrate how oblique effects constrain non-standard fermions, we begin by including a weak-singlet partner only for the top quark; that is, we send $`\mathrm{sin}^2\varphi _b0`$ in equation (6). For a given scalar mass $`m_\mathrm{\Phi }`$, we add to the Standard Model $`S`$ and $`T`$, the additional contribution caused by mixing of an ordinary and weak-singlet top quark. For the $`T`$ parameter, this extra contribution is the difference between expressions (6) and (6.2) with $`\mathrm{sin}^2\varphi _b=0`$. By construction, for $`s_t^20`$ the new contributions to the S and T parameters both go to zero (i.e. $`\delta S=\delta T=0`$). When mixing is present ($`s_t^20`$), one has $`\delta S<0`$ and $`\delta T>0`$, and the predicted values of $`S`$ and $`T`$ lie above the “best fit Higgs curve”
We deem “allowed” the values of $`m_t^H`$ and $`\mathrm{sin}^2\varphi _t`$ for which the final values of $`S`$ and $`T`$ fall inside the dotted ellipse labeled $`\mathrm{\Delta }\chi ^2`$ = 5.25 – the 90% c.l. ellipse for the Standard Model alone. In other words, we require that the model including new physics agree with experiment at least as well as the Standard Model. This allows us to trace out a region of allowed heavy top mass and mixing for different values of $`m_\mathrm{\Phi }`$, as illustrated in figure 11. Note that the presence of non-zero mixing of ordinary and singlet top quarks enables a heavier scalar to be consistent with the data<sup>9</sup><sup>9</sup>9 For a discussion of related issues for the Standard Model Higgs boson see ..
As a complementary limit on $`m_t^H`$ and $`\mathrm{sin}^2\varphi _t`$, we note that the discussion in section 4 requires
$$m_t^Hm_t^L\sqrt{1+1/\mathrm{sin}^2\varphi _t}.$$
(6.3)
That is, for a given amount of mixing, the heavy top mass must lie above some minimum value. Combining these limits yields the allowed region in the mixing vs. mass space in figure 11. For example,
$`\mathrm{For}m_\varphi =100\mathrm{G}\mathrm{e}\mathrm{V},m_t^H`$ $`\stackrel{>}{}`$ $`1450\mathrm{G}\mathrm{e}\mathrm{V}`$ (6.4)
$`\mathrm{sin}^2\varphi _t`$ $`\stackrel{<}{}`$ $`.015`$
$`\mathrm{For}m_\varphi =350\mathrm{G}\mathrm{e}\mathrm{V},m_t^H`$ $`\stackrel{>}{}`$ $`1040\mathrm{G}\mathrm{e}\mathrm{V}`$ (6.5)
$`\mathrm{sin}^2\varphi _t`$ $`\stackrel{<}{}`$ $`.031`$
As illustrated in figure 11, if the scalar’s mass, $`M_\mathrm{\Phi }`$, rises above 520 GeV, the regions of top mass and mixing allowed by oblique corrections by equation (6.3) cease to intersect; this provides an upper bound on the scalar mass.
To apply oblique-correction constraints to our models, we need to include weak-singlet partners for quarks other than the top quark. Since these fermions contribute little to $`S`$ , we can illustrate the effects of including other singlet fermions by showing how they affect the $`T`$ parameter. First, we include the singlet partner for the $`b`$ quark, as in equation (6). We can interpret the result using figure 12, which shows the value of $`T`$ within the coupling-mass plane for the up-sector quarks. For reference, dotted nearly-vertical curves of constant heavy top mass $`m_t^H`$ are shown. The main contents of the figure are the three sets of curves labeled $`\delta T`$ = \[0.3, 0.1, 0\], where $`\delta T`$ is the contribution due to mixing between ordinary and singlet fermions. Within each set, the separate curves correspond to different values of the heavy b mass and mixing. The solid curve obtains for $`m_b^H=5`$ TeV and $`\mathrm{sin}^2\varphi _b=0.00090`$; the dashed curve, for $`m_b^H=5`$ TeV and $`\mathrm{sin}^2\varphi _b=0.00040`$; the doted curve, for $`m_b^H=0.55`$ TeV and $`\mathrm{sin}^2\varphi _b=0.00027`$. Looking at the region where $`m_t^H`$ is of order a few TeV, we see that the influence of the b-quark is small. Including the effects of partners for the other fermions yields a generalized version of equation 6 and similar results. Thus the lower bounds on $`m_t^H`$ we found earlier by considering only mixing for the top quark will not be much altered by including mixing for the other quarks, as in our models A, B, and C.
## 7 Conclusions
Precision electroweak data constrains the mixing between the ordinary standard model fermions and new weak-singlet states to be small; our global fit to current data provides upper bounds on those mixing angles. Even when the mixing angles are small, it is possible for most of the exotic mass eigenstates which are largely weak-singlets to be light enough to be accessible to collider searches for new fermions. We have analyzed in detail a class of models in which flavor-symmetry breaking is conveyed to the ordinary fermions by soft symmetry-breaking mass terms connecting them to new weak-singlet fermions; such models have a natural GIM mechanism and a flavor structure that is stable under renormalization. By calculating the branching rates for the decays of the heavy mass-eigenstates (which are significantly influenced by their being primarily weak-singlet in nature) we have been able to adapt results from searches for new sequential fermions to further constrain our models. We find that direct searches at LEP II now imply that the heavy leptons $`\mathrm{}^H`$ must have masses in excess of 80-90 GeV; those limits are not sensitive to the precise values of the small mixing angles. Current Tevatron data indicates that heavy quark states $`d^H`$ and $`s^H`$ could be as light as about 140-150 GeV, while the mostly-weak-singlet $`b^H`$ must weigh at least 160-170 GeV. In addition, the new fermions’ contributions to the oblique corrections allow the scalar $`\mathrm{\Phi }`$ to have a relatively large mass (up to about 500 GeV) while remaining consistent with the data. Oblique corrections also constrain the mixing and mass of the the heavy top state which is mostly weak-singlet; in particular, $`m_t^H`$ must be at least 1 TeV. Finally, we have indicated how our phenomenological results may be generalized to related models, including the dynamical top-seesaw theories.
## Appendix A Appendix: Mixing effects on electroweak observables
This appendix contains the expressions for the leading-order (in mixing angles) changes to electroweak observables in the presence of fermion mixing. The expressions were derived using equations (2.162.19) and the general approach of reference .
$`\mathrm{\Delta }\mathrm{\Gamma }_Z/\mathrm{\Gamma }_Z^{SM}`$ $`=`$ $`0.603(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )0.072\mathrm{sin}^2\varphi _\tau `$
$``$ $`0.3535(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s+\mathrm{sin}^2\varphi _b)0.287(\mathrm{sin}^2\varphi _u+\mathrm{sin}^2\varphi _c)`$
$`\mathrm{\Delta }\sigma _h/\sigma _h^{SM}`$ $`=`$ $`1.409\mathrm{sin}^2\varphi _e+0.736\mathrm{sin}^2\varphi _\mu +0.072\mathrm{sin}^2\varphi _\tau `$
$``$ $`0.1515(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s+\mathrm{sin}^2\varphi _b)0.124(\mathrm{sin}^2\varphi _u+\mathrm{sin}^2\varphi _c)`$
$$\mathrm{\Delta }A_\tau (P_\tau )=\mathrm{\Delta }A_e(P_\tau )=\mathrm{\Delta }A_{LR}=0.5180\mathrm{sin}^2\varphi _e+1.2870\mathrm{sin}^2\varphi _\mu $$
(A.3)
$`\mathrm{\Delta }R_b/R_b^{SM}`$ $`=`$ $`0.0295(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )+0.505(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s)`$ (A.4)
$``$ $`1.78\mathrm{sin}^2\varphi _b+0.411(\mathrm{sin}^2\varphi _u+\mathrm{sin}^2\varphi _c)`$
$`\mathrm{\Delta }R_c/R_c^{SM}`$ $`=`$ $`0.0605(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )+0.505(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s+\mathrm{sin}^2\varphi _b)`$ (A.5)
$`+`$ $`0.411\mathrm{sin}^2\varphi _u1.999\mathrm{sin}^2\varphi _c`$
$$\mathrm{\Delta }A_{FB}^b=0.3300\mathrm{sin}^2\varphi _e+0.8500\mathrm{sin}^2\varphi _\mu 0.0161\mathrm{sin}^2\varphi _b$$
(A.6)
$$\mathrm{\Delta }A_{FB}^c=0.1785\mathrm{sin}^2\varphi _e+0.6665\mathrm{sin}^2\varphi _\mu 0.0875\mathrm{sin}^2\varphi _c$$
(A.7)
$$\mathrm{\Delta }𝒜_b=0.1052(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )0.1472\mathrm{sin}^2\varphi _b$$
(A.8)
$$\mathrm{\Delta }𝒜_c=0.5719(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )0.7997\mathrm{sin}^2\varphi _c$$
(A.9)
$$\mathrm{\Delta }Q_W(Cs)=72.7663\mathrm{sin}^2\varphi _e0.7239\mathrm{sin}^2\varphi _\mu +211.0024\mathrm{sin}^2\varphi _d187.9988\mathrm{sin}^2\varphi _u$$
(A.10)
$$\mathrm{\Delta }Q_W(Tl)=111.396\mathrm{sin}^2\varphi _e4.920\mathrm{sin}^2\varphi _\mu +327\mathrm{sin}^2\varphi _d285\mathrm{sin}^2\varphi _u$$
(A.11)
$`\mathrm{\Delta }R_e/R_e^{SM}`$ $`=`$ $`2.275\mathrm{sin}^2\varphi _e+0.130\mathrm{sin}^2\varphi _\mu 0.505(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s+\mathrm{sin}^2\varphi _b)`$ (A.12)
$``$ $`0.411(\mathrm{sin}^2\varphi _u+\mathrm{sin}^2\varphi _c)`$
$`\mathrm{\Delta }R_\mu /R_\mu ^{SM}`$ $`=`$ $`0.130\mathrm{sin}^2\varphi _e+2.275\mathrm{sin}^2\varphi _\mu 0.505(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s+\mathrm{sin}^2\varphi _b)`$ (A.13)
$``$ $`0.411(\mathrm{sin}^2\varphi _u+\mathrm{sin}^2\varphi _c)`$
$`\mathrm{\Delta }R_\tau /R_\tau ^{SM}`$ $`=`$ $`0.130(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )+2.145\mathrm{sin}^2\varphi _\tau `$
$``$ $`0.505(\mathrm{sin}^2\varphi _d+\mathrm{sin}^2\varphi _s+\mathrm{sin}^2\varphi _b)0.411(\mathrm{sin}^2\varphi _u+\mathrm{sin}^2\varphi _c)`$
$$\mathrm{\Delta }A_{FB}^e=0.1230\mathrm{sin}^2\varphi _e+0.3070\mathrm{sin}^2\varphi _\mu $$
(A.15)
$$\mathrm{\Delta }A_{FB}^\mu =0.0920(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )$$
(A.16)
$$\mathrm{\Delta }A_{FB}^\tau =0.0920\mathrm{sin}^2\varphi _e+0.3070\mathrm{sin}^2\varphi _\mu 0.2150\mathrm{sin}^2\varphi _\tau $$
(A.17)
$$\mathrm{\Delta }A_{FB}^s=0.3300\mathrm{sin}^2\varphi _e+0.8500\mathrm{sin}^2\varphi _\mu 0.0161\mathrm{sin}^2\varphi _s$$
(A.18)
$$\mathrm{\Delta }M_W/M_W^{SM}=0.1065(\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu )$$
(A.19)
$$\mathrm{\Delta }g_{eV}(\nu e\nu e)=0.1720\mathrm{sin}^2\varphi _e0.3650\mathrm{sin}^2\varphi _\mu $$
(A.20)
$$\mathrm{\Delta }g_{eA}(\nu e\nu e)=0.5000\mathrm{sin}^2\varphi _e0.5060\mathrm{sin}^2\varphi _\mu $$
(A.21)
$$\mathrm{\Delta }g_L^2(\nu N\nu X)=0.1220\mathrm{sin}^2\varphi _e+0.7260\mathrm{sin}^2\varphi _\mu 0.4280\mathrm{sin}^2\varphi _d0.3445\mathrm{sin}^2\varphi _u$$
(A.22)
$$\mathrm{\Delta }g_R^2(\nu N\nu X)=0.0425\mathrm{sin}^2\varphi _e+0.0179\mathrm{sin}^2\varphi _\mu $$
(A.23)
$$\mathrm{\Delta }R_\pi /R_\pi ^{SM}=\mathrm{sin}^2\varphi _e+\mathrm{sin}^2\varphi _\mu \mathrm{where}R_\pi \frac{\mathrm{\Gamma }(\pi e\overline{\nu }_e)}{\mathrm{\Gamma }(\pi \mu \overline{\nu }_\mu )}$$
(A.24)
$$\mathrm{\Delta }R_{e\tau }/R_\tau ^{SM}=\mathrm{sin}^2\varphi _\mu \mathrm{sin}^2\varphi _\tau \mathrm{where}R_{e\tau }\frac{\mathrm{\Gamma }(\tau e\overline{\nu }_e\nu _\tau )}{\mathrm{\Gamma }(\mu e\overline{\nu }_e\nu _\mu )}$$
(A.25)
$$\mathrm{\Delta }R_{\mu \tau }/R_{\mu \tau }^{SM}=\mathrm{sin}^2\varphi _e\mathrm{sin}^2\varphi _\tau \mathrm{where}R_{\mu \tau }\frac{\mathrm{\Gamma }(\tau \mu \overline{\nu }_\mu \nu _\tau )}{\mathrm{\Gamma }(\mu e\overline{\nu }_e\nu _\mu )}$$
(A.26)
## Appendix B Appendix: Details of heavy fermion decays
This appendix contains details relevant to the heavy fermion decays discussed in section 5.1.
At tree-level and neglecting final-state light fermion masses, the kinematic factors F(x,y) and G(x,y) referred to in the text have the following form:
$`F(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{x^2}}\{2x(2x)+[3(x1)+y^2]A(x,y)`$
$`+`$ $`[(x1)^2(x+2)+3y^2(x2)]B(x,y)\}`$
$`G(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{x^2}}\{x(4x3)+[x(4x)3+y^2]A(x,y)`$
$`+`$ $`2[(x1)^2+y^2(2x3)]B(x,y)\}`$
where A and B are given by
$`A(x,y)=\mathrm{ln}\left[1{\displaystyle \frac{x(x2)}{(x1)^2+y^2}}\right]`$ (B.3)
$`B(x,y)={\displaystyle \frac{1}{y}}\left[\mathrm{tan}^1\left({\displaystyle \frac{1}{y}}\right)\mathrm{tan}^1\left({\displaystyle \frac{1x}{y}}\right)\right]`$ (B.4)
To check our general expressions for the decay rates, we evaluated their behavior in the limiting cases where the decaying heavy fermion is either much more massive or much less massive than the vector or scalar boson involved in its decay. Equations 5.1 and B for vector-boson decays yield asymptotic behavior
$$\mathrm{\Gamma }(f_i^Hf_j^LV)\stackrel{m_{f_i}^HM_V}{}\frac{(c_{ij}^V)^2}{32\pi }\frac{m_{f_i}^{H}{}_{}{}^{3}}{M_{V}^{}{}_{}{}^{2}}\left(1\frac{M_{V}^{}{}_{}{}^{2}}{m_{f_i}^{H}{}_{}{}^{2}}\right)^2\left(1+2\frac{M_{V}^{}{}_{}{}^{2}}{m_{f_i}^{H}{}_{}{}^{2}}\right)$$
(B.5)
$`\mathrm{\Gamma }(f_i^Hf_j^LVf_j^Lf_k^Lf_l^L)\stackrel{m_{f_i}^HM_V}{}`$ (B.6)
$`{\displaystyle \frac{(c_{ij}^Vc_{kl}^V)^2}{3\pi ^3\mathrm{\hspace{0.17em}2}^9}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{5}}{M_V^4}}(1`$ $`+`$ $`{\displaystyle \frac{3}{5}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{2}}{M_V^2}}+{\displaystyle \frac{2}{5}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{4}}{M_V^4}}+{\displaystyle \frac{2}{7}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{6}}{M_V^6}}+\mathrm{})`$
where V may be either Z or W. Equations 5.1 and B for scalar-boson decays yield
$$\mathrm{\Gamma }(f_i^Hf_j^L\mathrm{\Phi })\stackrel{m_{f_i}^HM_\mathrm{\Phi }}{}\frac{(c_{ij}^H)^2}{32\pi }\frac{m_{f_i}^{H}{}_{}{}^{3}}{M_\mathrm{\Phi }^2}\left(1\frac{M_\mathrm{\Phi }^2}{m_{f_i}^{H}{}_{}{}^{2}}\right)^2$$
(B.7)
$`\mathrm{\Gamma }(f_i^Hf_j^L\mathrm{\Phi }f_j^Lf_k^Lf_l^L)\stackrel{m_{f_i}^HM_\mathrm{\Phi }}{}`$ (B.8)
$`{\displaystyle \frac{(c_{ij}^Hc_{kl}^H)^2}{3\pi ^3\mathrm{\hspace{0.17em}2}^{11}}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{5}}{M_\mathrm{\Phi }^4}}(1`$ $`+`$ $`{\displaystyle \frac{4}{5}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{2}}{M_\mathrm{\Phi }^2}}+{\displaystyle \frac{3}{5}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{4}}{M_\mathrm{\Phi }^4}}+{\displaystyle \frac{16}{35}}{\displaystyle \frac{m_{f_i}^{H}{}_{}{}^{6}}{M_\mathrm{\Phi }^6}}+\mathrm{}).`$
Acknowledgments
The authors thank R.S. Chivukula, G. Burdman, C. Hoelbling, K. Lane, and K. Lynch for useful conversations. E.H.S. thanks the Aspen Center for Physics for hospitality during the completion of a portion of the work. E.H.S. acknowledges the support of an NSF Faculty Early Career Development (CAREER) award and an DOE Outstanding Junior Investigator award. This work was supported in part by the National Science Foundation under grant PHY-9501249, and by the Department of Energy under grant DE-FG02-91ER40676. |
warning/0001/hep-ph0001150.html | ar5iv | text | # Chiral Expansion at Energy Scale of 𝜌-Mass
## I Introduction
Although at very low energy the chiral perturbative theory(ChPT) provides an excellent description on interaction of pseudoscalar mesons as well as perturbative QCD works in high energy, it has to be recognized that, so far, we only have a little knowledges concerning underlying dynamical detail at low energy. In particular, in energy region between ChPT($`\mu 500`$MeV) and chiral symmetry spontaneously broken(CSSB) scale($`\mathrm{\Lambda }_{\mathrm{CSSB}}1.2`$GeV), we do not know how to perform rigorous calculation based on underlying dynamics or symmetry at all, since those well-defined QCD expansion($`\alpha _s`$ expansion, low energy expansion, etc.) converge slowly or even diverge here. Therefore, some phenomenological models(e.g., hidden local symmetry model, antisymmetry tensor model, WCCWZ model) are constructed for capturing the physics in this energy region. All of these models base on chiral symmetry and only include the lowest order coupling between vector meson resonances and pseudoscalar mesons, i.e., all couplings are momentum-independent and those coupling constants are determined by experiment instead of underlying dynamics. It is obvious that these models only provide very rough physical picture on the lowest vector meson resonances. In general, if a well-defined effective field theory indeed exists at this energy scale, all couplings should be momentum-dependent instead of constants, or these couplings can yield convergence momentum expansion. Since vector meson masses are much larger than pseudoscalar mesons, it is different from ChPT that high order correction of the chiral expansion plays important role here. The purpose of this paper is to provide a possible method to systematically study the chiral expansion at $`\rho `$-mass scale.
Another fact inspires us to perform this research that the energy scale of CSSB is larger than masses of the lowest vector meson resonances. Therefore, if the chiral expansion is in powers of $`p^2/\mathrm{\Lambda }_{CSSB}^2(pm_\rho )`$, it converges slowly. Obviously, in this case contribution from high order terms of momentum expansion plays an important role. However, since we do not know how to derive a low energy effective field theory from QCD directly, we have to construct the low energy effective theory in terms of some approaches with features of low energy QCD. In general, there are two different approaches for studying dynamics of light-flavor $`0^{}`$ and $`1^{}`$ mesons in framework of effective field theory: One is the method of ChPT, which only needs to assume a certain realization of chiral symmetry for vector mesons(it is standard for symmetry realization of pseudoscalar mesons). The effective lagrangian is written based on these symmetrical reqiurement and is expanded in powers of external momentum. The hidden local symmetry model et. al. belong to this approach. A recent review is in. In principle, this method can be treated as approximate symmetry pattern of QCD and it’s symmetry spontaneously breaking if symmetrical realization of vector mesons is right. Unfortunately, the method of ChPT is impractical here since our calculation in this paper must go beyond the lowest order, and number of free parameters will increase very rapidly. Another approach is method of chiral quark model(ChQM). The Manohar-Georgi(MG) model and Extend Nambu-Jona-Lasinio(ENJL) model et. al. all belong to this approach. In chiral quark model, the vector meson fields are coupling to quark fields. There are no kinetic terms for vector mesons. Therefore they are treated as composited fields of quarks instead of independent degrees of freedom. Effective lagrangian describing dynamics of vector mesons is yielded via quark loop effects. The ChQM approach has some advantages which are try to reflect some underlying dynamical constrains and provide elegant description on some features of low-energy QCD. The main advantage is that number of free parameters does not increase with expansion order rising. So that it is possible to investigate high order correction of momentum expansion systematically. Of course, the ChQM approach is only treated as model instead of rigorous theory, since due to lack of knowledge on QCD low energy behavior, one has to add quark-meson coupling or more undelying four fermion coupling handly according to requirement of symmetry. Although this is a disadvantage of the ChQM approach, the ChQM and its extension- have been studied continually during the last two decades and got great successes in different aspects of phenomenological predictions in hadron physics. In this paper, following spirit shown in MG model, we will construct the chiral constituent quark model(ChCQM) for the lowest vector meson resonances, and provide systematic investigation on dynamics of on-shell $`\rho \pi \pi `$ and $`\rho e^+e^{}`$ decays.
The simplest version of ChQM which was originated by Weinberg, and developed by Manohar and Georgi provides a QCD-inspired description on the simple constituent quark model. In view of this model, in the energy region between the CSSB scale and the confinement scale ($`\mathrm{\Lambda }_{QCD}0.10.3GeV`$), the dynamical field degrees of freedom are constituent quarks(quasi-particle of quarks), gluons and Goldstone bosons associated with CSSB(it is well-known that these Goldstone bosons correspond to lowest pseudoscalar octet). In this quasiparticle description, the effective coupling between gluon and quarks is small and the important interaction is the coupling between quarks and Goldstone bosons. Simultaneously, this simple model provide a very rough configuration about baryons, which is baryons can be treated as bound states of three constituent quarks. Thus, from baryon masses, masses of constituent quarks are approximately estimated as 360MeV for u,d flavor and 540MeV for s flavor. We notice that the masses for u,d flavor are very close to $`m_\rho /2`$. In addition, the binding energy of nucleons is expected to be large due to stability of nucleons. It implies that true masses of constituent quarks are larger than our above estimation even $`m_\rho /2`$. Naturally, it is allowed to treat the lowest vector meson resonances as composite fields of constituent quark and antiquarks instead of independent dynamical degree of freedom. Thus, dynamics of vector mesons will be generated by constituent quark loops. This approach is foundation of our study in this paper.
Furthermore, we must point out that, role of pseudoscalar meson fields in constituent quark model is different from other two kinds of ChQM: ENJL model and chiral current quark model. In the latter the pseudoscalar mesons are composited fields of current quark and antiquarks. So that they are not independent dynamical field degree of freedom of these models and dynamics of $`0^{}`$ mesons is generated by current quark loops. However, in the former the pseudoscalar mesons are independent dynamics degree of freedom instead of bound states of constituent quarks. This implies that the model is ”part renormalizatable”(for kinetic term of $`0^{}`$ mesons). There is no so called double counting problem in this model due to the following two reasons: 1) The constituent quark fields and pseudoscalar mesons(as Goldstone bosons) are generated simultaneously by CSSB. 2) Phenomenologically, the masses of constituent quarks are much larger than of $`0^{}`$ mesons. Therefore, if pseudoscalar fields are bound states of constituent quarks, such large binding energy is anti-intuitive. Although ENJL model or chiral current model provide a possibility to probe underly dynamics structure on pseudoscalar mesons, they are failed to touch the goal of this paper, since these models can not yield a sufficient large paramter consistently to make the chiral expansion at energy scale $`\mu m_\rho `$ be convergent.
It has been known that, there are some rather different forms on low energy effective lagrangian including spin-1 meson resonances, and the different types of couplings contained in them. Every approach corresponds to a different chioce of fields for the spin-1 mesons, and they are in principle equivalent. From the viewpoint of chiral symmetry only, an alternative scheme for incorporating spin-1 mesons was suggested by Weinberg and developed further by Callan, Coleman et. al. In this treatment, all spin-1 meson resonances transform homogeneously under a non-linear realizations of chiral $`SU(3)`$, which are uniquely determined by the known transformation properties under the vectorial subgroup $`SU(3)_V`$(octets and singlet). This is an attractive symmetry property on meson resonances and quite nature in ChCQM, since in this model all dynamical field degree of freedom are associated with CSSB so that lagrangian is explicitly invariant under local $`SU(3)_V`$ transformation. Of course, it is not necessary to describe the degrees of freedom of vector and axial-vector mesons by antisymmetric tensor fields, and there are other phenomenological successful attempts to introduce spin-1 meson resonances as massive Yang-Mills fields. We will show that, in ChCQM, vector representation for vector mesons is nature and more convenient than tensor representation.
In past thirties years, various approachs have been attempted to predict hadron phenomenology. Many of these approachs on vector mesons are motivated by phenomenologically successful ideas of vector-meson dominance(VMD) and universal coupling. In ChCQM, we only need start from bound states approachs for vector meson resonances and transformation properties of their vector repsentation. The VMD and universal coupling will be naturally predicted by the model in stead of input. Consequently, other phenomenological relation, such as KSRF sum rules are yielded too. This is anthor advantage of ChCQM. It should be noted that, in making comparisons between ChCQM and other approachs, we need carefully distinguish features coming from the choice of field from those coming from phenomenological requirments. The former are not physical, controlling merely the off-shell behaviour of scattering amplitudes. The later do have physical consequences, such as relations between on-shell amplitudes for different processes. Furthermore, for purpose of this paper, a nature problem appears: Can phenomenological results obtained in leading order still be kept when high order of momentum expansion are considered? This problem will be carelly study in this paper.
It can be known from ChPT, if an effective field theory is constructed in powers of momentum expansion, loop graphs of this field theory which comes from lower order terms will contribute to higher order terms. A nature agruement is loop graphs of effective field theory of QCD are suppressed by $`1/N_c`$ expansion. However, for physical value $`N_c=3`$, this suppression is not suficiently small, so that we can not omit contribution from hadron loop graphs in our calculation(especially, one-loop graph). Due to large mass gap between pseudoscalar mesons and vector meson, it is reasonable assumption that dominant contribution comes from one-loop graphs of pseduoscalar meson. The dynamics including one-loop contribution is very different from one of leading order, for instance, imaginary of $`𝒯`$-matrix of this effective theory will be yielded. Naturally, it is very difficult to deal with ultraviolet(UV) divergence from hadron loops in a framework of non-renormalizable field theory. Fortunately, loop effects of pseudoscalar meson cause $`\varphi \omega `$ mixing which will destory OZI rule if this contribution is large. Thus we can cancel all UV divergence from $`0^{}`$ meson loops in terms of OZI rule.
It is different from some approachs that, according to proposition of this paper, physics about axial-vector meson resonances, $`a_1`$(1260), can not be studied here. Since the chiral expansion in this energy region is not convergent. In fact, this problem exists in all approachs including axial-vector meson resonances. Of course, from alternative viewpoint, those approachs can be understood and only be understood as phenomenological models in the leading order. In this paper, since we will provide a rigorous treatment on the chiral expansion, we only focus our attention on vector mesons.
The paper is organized as follows. In sect. 2 the chiral constituent quark model with vector meson resonances are constructed, and the effective lagrangian at leading order are derived. This effective lagranguan is equivalent to WCCWZ lagrangian given by Brise. In sect. 3 we will calculate effective vertices for $`\rho \gamma `$ mixing, $`\rho \pi \pi `$, $`\gamma \pi \pi `$ and four-pseudoscalar meson coupling. Those effective vertices is generated by constituent quark loops, and include all orders correction of momentum expansion. In sect. 4, one-loop correction generated by pseudoscalar mesons is calculated systematically. Our goal is to estimate hadronic one-loop contribution in $`\rho e^+e^{}`$ and $`\rho \pi \pi `$ decay amplitude. The Breit-Wigner formula for $`\rho `$-propagator is obtained. The unitarity of this effective theory is also examined explicitly. The numerical result is in sect. 5 and sect. 6 is devoted to summary.
## II ChCQM with Vector Meson Resonances
### A Construction of ChCQM
The QCD lagrangian with three flavour current quark fields $`\overline{\psi }=(\overline{u},\overline{d},\overline{s})`$ is,
$`_{QCD}(x)=_{QCD}^0+_\mathrm{f},`$ (2.1)
$`_\mathrm{f}=\overline{\psi }(\gamma v+\gamma a\gamma _5)\psi \overline{\psi }(si\gamma _5p)\psi .`$ (2.2)
For our purpose we only pay attention to $`_\mathrm{f}`$. Here the fields $`v_\mu ,a_\mu `$ and $`p`$ are $`3\times 3`$ matrices in flavour space and denote respectively vector, axial-vector and pseudoscalar external fields. $`s=+s_{_{\mathrm{external}}}`$, where $`s_{_{\mathrm{external}}}`$ is scalar external fields and $``$=diag($`m_u,m_d,m_s`$) is current quark mass matrix with three flavors.
The introduction of external fields $`v_\mu `$ and $`a_\mu `$ allows for the global symmetry of the lagrangian to be invariant under local $`SU(3)_L\times SU(3)_R`$, i.e., with $`g_L,g_RSU(3)_L\times SU(3)_R`$, the explicit transformations of the different fields are
$`\psi (x)g_R(x){\displaystyle \frac{1}{2}}(1+\gamma _5)\psi (x)+g_L(x){\displaystyle \frac{1}{2}}(1\gamma _5)\psi (x),`$ (2.4)
$`l_\mu v_\mu a_\mu g_L(x)l_\mu g_L^{}(x)+ig_L(x)_\mu g_L^{}(x),`$ (2.5)
$`r_\mu v_\mu +a_\mu g_R(x)r_\mu g_R^{}(x)+ig_R(x)_\mu g_R^{}(x),`$ (2.6)
$`s+ipg_R(x)(s+ip)g_L^{}(x).`$ (2.7)
Now let energy descend until chiral symmetry is spontanoeusly broken. Below this energy scale, the coupling becomes strong and perturbative QCD can no longer be done, so that we need some effective models(quark model, pole model, Skyrme model…) to approach low energy behaviours of QCD. A successful attempt is achieved by non-linear realization of spontanoeusly broken global chiral symmetry introduced by Weinberg. This realization is obtained by specifying the action of global chiral group $`G=SU(3)_L\times SU(3)_R`$ on element $`\xi (\mathrm{\Phi })`$ of the coset space $`G/SU(3)__V`$:
$$\xi (\mathrm{\Phi })g_R\xi (\mathrm{\Phi })h^{}(\mathrm{\Phi })=h(\mathrm{\Phi })\xi (\mathrm{\Phi })g_L^{},h(\mathrm{\Phi })H=SU(3)__V.$$
(2.8)
Explicit form of $`\xi (\mathrm{\Phi })`$ is usually taken
$$\xi (\mathrm{\Phi })=\mathrm{exp}\{i\lambda ^a\mathrm{\Phi }^a(x)/2\},$$
(2.9)
where the Goldstone boson $`\mathrm{\Phi }^a`$ are treated as pseudoscalar meson octet. The compensating $`SU(3)__V`$ transformation $`h(\mathrm{\Phi })`$ defined by Eq.( 2.8) is the wanted ingredent for a non-linear realization of G. In practice, we shall be interested in transformations of constituent quark fields and spin-1 meson resonances under $`SU(3)__V`$. The constituent quarks $`\overline{q}=(\overline{q}_u,\overline{q}_d,\overline{q}_s)`$ are defined as fields whose quantum numbers are same as current quarks $`\overline{\psi }`$. The $`q,\overline{q}`$ transform as matter fields of $`SU(3)__V`$:
$$qh(\mathrm{\Phi })q,\overline{q}\overline{q}h^{}(\mathrm{\Phi }).$$
(2.10)
The spin-1 meson resonances transform homogeneously as octets and singlets under $`SU(3)_V`$. Denoting the multiplets generically be $`O_\mu `$(octet) and $`O_{1\mu }`$(singlet), the non-linear realization of G is given by
$$𝒪_\mu h(\mathrm{\Phi })𝒪_\mu h^{}(\mathrm{\Phi }),𝒪_{1\mu }𝒪_{1\mu }.$$
(2.11)
More convenience, due to OZI rule, the vector and axial-vector octets and singlets are combined into a single “nonet” matrix
$$N_\mu =𝒪_\mu +\frac{I}{\sqrt{3}}𝒪_{1\mu },N_\mu =V_\mu ,A_\mu ,$$
where
$$V_\mu (x)=\lambda 𝐕_\mu =\sqrt{2}\left(\begin{array}{ccc}\frac{\rho _\mu ^0}{\sqrt{2}}+\frac{\omega _\mu }{\sqrt{2}}& \rho _\mu ^+& K_\mu ^+\\ \rho _\mu ^{}& \frac{\rho _\mu ^0}{\sqrt{2}}+\frac{\omega _\mu }{\sqrt{2}}& K_\mu ^0\\ K_\mu ^{}& \overline{K}_\mu ^0& \varphi _\mu \end{array}\right).$$
(2.12)
As momentioned in Introduction, in this formalism we can not study physics at axial-vector meson mass scale consistently, but there is no problem when axial-vector mesons appear as off-shell fields. Thus axial-vector meson resonances $`A_\mu `$ will affect low energy dynamics of pseudoscalar fields through $`A_\mu _\mu \mathrm{\Phi }`$ mixing. Therefore we still remain fields $`A_\mu `$ here. But it should be remembered that $`A_\mu `$ only appear as intermediate states, and in this paper we will remove them after we diagonize $`A_\mu _\mu \mathrm{\Phi }`$ mixing.
Due to introduction of external fields $`v_\mu `$ and $`a_\mu `$, the model can be extended to be invariant under $`G_{\mathrm{glocal}}\times G_{\mathrm{local}}`$. So that it is convenient to put pseudoscalar fields and external vector and axial-vector fields in $`SU(3)__V`$ invariant field gradients
$$\mathrm{\Delta }_\mu =\frac{1}{2}\{\xi ^{}(_\mu ir_\mu )\xi \xi (_\mu il_\mu )\xi ^{}\},$$
(2.13)
and connection
$$\mathrm{\Gamma }_\mu =\frac{1}{2}\{\xi ^{}(_\mu ir_\mu )\xi +\xi (_\mu il_\mu )\xi ^{}\}.$$
(2.14)
Under non-linear realization of chiral SU(3) $`\mathrm{\Gamma }_\mu `$ transforms as follow:
$$\mathrm{\Gamma }_\mu h\mathrm{\Gamma }_\mu h^{}+h_\mu h^{}.$$
(2.15)
Without external fields, $`\mathrm{\Gamma }_\mu `$ is the usual natural connection on coset space. Since the above transformation is local we are led to define a covariant derivative
$$d_\mu 𝒪=_\mu 𝒪+[\mathrm{\Gamma }_\mu ,𝒪],$$
(2.16)
ensuring the proper transformation
$$d_\mu 𝒪h(\mathrm{\Phi })d_\mu 𝒪h^{}(\mathrm{\Phi }).$$
(2.17)
In addition, when we want going beyond chiral limit, the current quark mass enter dynamics by means of the following $`SU(3)__V`$ invariant form
$$\frac{1}{4B_0}(\xi \chi ^{}\xi +\xi ^{}\chi \xi ^{})+\frac{1}{4B_0}\kappa (\xi \chi ^{}\xi \xi ^{}\chi \xi ^{})\gamma _5,$$
(2.18)
with $`\chi =2B_0(s+ip)`$.
By using on similar discussion, Manahor and Georgi provide a simple pattern of ChCQM for understanding the physics between CSSB scale and quark confinement scale. The MG model are described by the following chiral constituent quark lagrangian
$$_{\mathrm{MG}}=i\overline{q}\gamma (+\mathrm{\Gamma }+g__A\mathrm{\Delta }\gamma _5)qm\overline{q}q+\frac{F^2}{16}<_\mu U^\mu U^{}>,$$
(2.19)
where $`U(\mathrm{\Phi })=\xi ^2(\mathrm{\Phi })`$, $`g__A`$ is coupling constant of axial-vector current whose value $`g__A0.75`$ can be fitted by $`npe^{}\overline{\nu }_e`$ decay. The $`<\mathrm{}>`$ denotes trace in SU(3) flavour space and covariant derivative is defined as follows:
$`_\mu U`$ $`=`$ $`_\mu Uir_\mu U+iUl_\mu =2\xi \mathrm{\Delta }_\mu \xi ,`$ (2.20)
$`_\mu U^{}`$ $`=`$ $`_\mu U^{}il_\mu U^{}+iU^{}r_\mu =2\xi ^{}\mathrm{\Delta }_\mu \xi ^{}.`$ (2.21)
In lagrangian( 2.19), mass of constituent quarks $`m`$ is a paramter relating to CSSB. Here we treat that mass difference of constituent quarks for different flavors are caused by current quark masses. According to the discussions presented in the Introduction, it is theoretically self-consistent when kinetic term of pseudoscalar mesons is introduced initially. Thus MG model is renormalizable for kinetic term and the lowest order interaction term of pseudoscalar meson. The high order interaction for $`0^{}`$ mesons will be generated by both of loop effects of quarks and loop effects of the lowest order interaction of mesons. By means of M-G model, the quark mass-independent low energy coupling constants have been derived in Refs.. It is remarkable that the predictions of this simple model are in agreement with the phenomenological values of $`L_i`$ in ChPT. This means the low energy limit M-G model is compatible with ChPT in chiral limit. In the baryon physics, the skyrmion calculations show also that the predictions from M-G model are reasonable.
This simple model provides an useful description on physics between CSSB scale ($`\mu 1.2`$GeV) and quark confinement scale ($`\mu 0.10.3`$GeV). That is if we live in a world with this energy region only, perhaps we will not think about what is quark confinement very much, or even can not discover what QCD is at all. We can construct a consistent “field theory” in terms of Goldstone bosons and those “fake element particles”-constituent quarks. We will be perfectly satisfied with perturbative theory of this ”field theory”. Now let us return from these philosophical discussiones. It should be remembered constituent quark is only virtual field here. In real world, its kinetic degree of freedom is contained by its composited states, e.g., the lowest order meson resonances and nucleon. Since scalar octet and singlet of chiral SU(3) are not confirmed by experiment, we will ignore them in this paper.
According to provious discussion on spin-1 meson resonances, the MG model is easily to extended to include spin-1 meson resonances,
$`_\chi `$ $`=`$ $`i\overline{q}\gamma (+\mathrm{\Gamma }+\stackrel{~}{g}__A\mathrm{\Delta }\gamma _5)q+\overline{q}\gamma (V+A\gamma _5)qm\overline{q}q{\displaystyle \frac{1}{4B_0}}\overline{q}(\xi \chi ^{}\xi +\xi ^{}\chi \xi ^{})q`$ (2.23)
$`{\displaystyle \frac{1}{4B_0}}\kappa \overline{q}(\xi \chi ^{}\xi \xi ^{}\chi \xi ^{})\gamma _5q+{\displaystyle \frac{F^2}{16}}<_\mu U^\mu U^{}>+{\displaystyle \frac{1}{4}}m_0^2<V_\mu V^\mu +A_\mu A^\mu >.`$
Although we have introduced current quark mass in lagrangian ( 2.23), the pseudoscalar fields are still massless since they are GoldStone bosons associated CSSB. The masses of pseudoscalar mesons are generated via loop effects of constituent quarks. In addition, $`A_\mu ^\mu \mathrm{\Phi }`$ mixing are also caused by constituent quark loops. The symmetry requires this mixing to appear according to form $`<A_\mu \mathrm{\Delta }^\mu >`$. Thus this mixing can be diagnolized via field shift
$$A_\mu A_\mu ic\mathrm{\Delta }_\mu .$$
(2.24)
This field shift is nothing but to modify axial-vector current coupling constant $`\stackrel{~}{g}__A`$ in Eq.( 2.23), i.e., $`g__A=\stackrel{~}{g}__Ac`$. Recalling axial-vector meson resonances appear only as intermediate states, therefore, in fact, we can get rid of axial-vector meson fields in lagrangian ( 2.23) and chiral lagrangian ( 2.23) is rewirtten
$`_\chi `$ $`=`$ $`i\overline{q}\gamma (+\mathrm{\Gamma }+g__A\mathrm{\Delta }\gamma _5iV)qm\overline{q}q{\displaystyle \frac{1}{4B_0}}\overline{q}(\xi \chi ^{}\xi +\xi ^{}\chi \xi ^{})q`$ (2.26)
$`{\displaystyle \frac{1}{4B_0}}\kappa \overline{q}(\xi \chi ^{}\xi \xi ^{}\chi \xi ^{})\gamma _5q+{\displaystyle \frac{F^2}{16}}<_\mu U^\mu U^{}>+{\displaystyle \frac{1}{4}}m_0^2<V_\mu V^\mu >.`$
Here it should be rememberd that the experimental value $`g__A0.75`$ has included the effect of $`A_\mu ^\mu \mathrm{\Phi }`$ mixing.
### B Effective lagrangian
In this subsection, we like to derive the lowest order effective lagrangian describing the coupling between vector meson resonances and pseudoscalar mesons.
A review for chiral gauge theory is in . The effective lagrangian of mesons in ChQM can be obtained in Euclidian space by means of integrating over degrees of freedom of fermions in lagrangian( 2.26)
$$\mathrm{exp}\{d^4x_{eff}\}=𝒟\overline{q}𝒟q\mathrm{exp}\{d^4x_\chi \}.$$
(2.27)
Then we have
$$_{eff}=\mathrm{ln}\mathrm{det}𝒟,$$
(2.28)
with
$$𝒟=\gamma ^\mu (_\mu +\mathrm{\Gamma }_\mu +g_A\mathrm{\Delta }_\mu \gamma _5iV_\mu )+m\frac{1}{4B_0}(\xi \chi ^{}\xi +\xi ^{}\chi \xi ^{})\frac{1}{4B_0}\kappa (\xi \chi ^{}\xi \xi ^{}\chi \xi ^{})\gamma _5.$$
(2.29)
The effective lagrangian is separated into two parts
$`_{eff}=_{eff}^{Re}+_{eff}^{Im}`$ (2.30)
$`_{eff}^{Re}={\displaystyle \frac{1}{2}}\mathrm{ln}\mathrm{det}(𝒟𝒟^{}),_{eff}^{Im}={\displaystyle \frac{1}{2}}\mathrm{ln}\mathrm{det}[(𝒟^{})^1𝒟]`$ (2.31)
where
$$𝒟^{}=\gamma _5\widehat{𝒟}\gamma _5,$$
(2.32)
and $`\widehat{B}=\frac{1}{2}(1+\gamma _5)B_L+\frac{1}{2}(1\gamma _5)B_R`$ for arbitrarily operator $`B=\frac{1}{2}(1\gamma _5)B_L+\frac{1}{2}(1+\gamma _5)B_R`$. The effective lagrangian $`_{eff}^{Re}`$ describes the physical processes with normal parity and $`_{eff}^{Im}`$ the processes with anomal parity. In the present paper we focus our attention on $`_{eff}^{Re}`$. The discussion of $`_{eff}^{Im}`$ can be found in Refs.. In terms of Schwenger’s proper time method , $`_{eff}^{Re}`$ is written as
$$_{eff}^{Re}=\frac{1}{2\delta (0)}d^4x\frac{d^4p}{(2\pi )^4}Tr_0^{\mathrm{}}\frac{d\tau }{\tau }(e^{\tau 𝒟^{}𝒟^{}}e^{\tau \mathrm{\Delta }_0})\delta ^4(xy)|_{yx}$$
(2.33)
with
$`𝒟^{}=𝒟i\gamma p,𝒟^{}=𝒟^{}+i\gamma p,`$ (2.34)
$`\mathrm{\Delta }_0=p^2+M^2.`$ (2.35)
where M is an arbitrary parameter with dimension of mass. The Seeley-DeWitt coefficients or heat kernel method have been used to evaluate the expansion series of Eq.( 2.34). In this paper we will use dimensional regularization. After completing the integration over $`\tau `$, the lagrangian $`_{eff}^{Re}`$ reads
$$_{eff}^{Re}=\frac{\mu ^ϵ}{2\delta (0)}d^Dx\frac{d^Dp}{(2\pi )^D}\underset{i=1}{\overset{\mathrm{}}{}}\frac{1}{n\mathrm{\Delta }_0^n}Tr(𝒟^{}𝒟^{}\mathrm{\Delta }_0)^n\delta ^D(xy)|_{yx},$$
(2.36)
where trace is taken over the color, flavor and Lorentz space. This effective lagrangian can be expanded in powers of derivatives,
$$_{Re}=_2+_4+\mathrm{}.$$
(2.37)
At order $`p^2`$, we will encounter logarithmic and quadratic divergences in effective lagrangian generated by quark loops. The logarithmic divergence can be canceled via renormalization of kinetic term of pseudoscalar mesons. However, the quadratic divergence can not be renormalized. Thus we need to define a constant $`B_0`$ to factorize the quadratic divergence(or equivalently, to introduce a cut-off to truncate the divergence). Explicitly, $`_2`$ reads
$$_2=\frac{F_0^2}{16}<_\mu U^\mu U^{}+\chi U^{}+U\chi ^{}>+\frac{1}{4}m_0^2<V_\mu V^\mu >,$$
(2.38)
where
$`{\displaystyle \frac{F_0^2}{16}}`$ $`=`$ $`{\displaystyle \frac{F^2}{16}}+{\displaystyle \frac{N_c}{(4\pi )^{D/2}}}({\displaystyle \frac{\mu ^2}{m^2}})^{ϵ/2}\mathrm{\Gamma }(2{\displaystyle \frac{D}{2}})g_A^2m^2,`$ (2.39)
$`{\displaystyle \frac{F_0^2}{16}}B_0`$ $`=`$ $`{\displaystyle \frac{N_c}{(4\pi )^{D/2}}}({\displaystyle \frac{\mu ^2}{m^2}})^{ϵ/2}\mathrm{\Gamma }(1{\displaystyle \frac{D}{2}})m^3.`$ (2.40)
In chiral limit, it is known that $`F_0`$ just is decay constants of $`\pi `$ mesons, $`F_0=f_\pi =185`$MeV. The lagrangian ( 2.38) yields equation of motion of pseudoscalar mesons
$$_\mu (U^\mu U^{})+\frac{1}{2}(\chi U^{}U\chi ^{})=0.$$
(2.41)
Up to order $`p^4`$, all pseudoscalar meson fields satisfy this equation.
At order $`p^4`$ the effective lagrangian generated by quark loops reads
$`_4^{(q)}`$ $`=`$ $`[{\displaystyle \frac{g^2}{8}}{\displaystyle \frac{\gamma }{12}}]<L_{\mu \nu }L^{\mu \nu }+R_{\mu \nu }R^{\mu \nu }>{\displaystyle \frac{\gamma }{6}}<L_{\mu \nu }R^{\mu \nu }>`$ (2.44)
$`{\displaystyle \frac{i\gamma }{3}}g_A^2<_\mu U_\nu U^{}\xi R^{\mu \nu }\xi ^{}+_\mu U^{}_\nu U\xi ^{}L^{\mu \nu }\xi >+{\displaystyle \frac{\gamma }{12}}g_A^4<_\mu U_\nu U^{}^\mu U^\nu U^{}>`$
$`+\theta _1g_A^2<_\mu U^\mu U^{}(\chi U^{}+\chi ^{}U)>+\theta _2<\chi U^{}\chi U^{}+\chi ^{}U\chi ^{}U>`$
where
$`{\displaystyle \frac{3}{8}}g^2`$ $`=`$ $`{\displaystyle \frac{N_c}{(4\pi )^{D/2}}}({\displaystyle \frac{\mu ^2}{m^2}})^{ϵ/2}\mathrm{\Gamma }(2{\displaystyle \frac{D}{2}}),\gamma ={\displaystyle \frac{N_c}{(4\pi )^2}},\theta _1=({\displaystyle \frac{3}{8}}g^2\gamma ){\displaystyle \frac{m}{2B_0}},`$ (2.45)
$`\theta _2`$ $`=`$ $`{\displaystyle \frac{F_0^2}{128B_0m}}(3\kappa ^2)+{\displaystyle \frac{3m}{64B_0}}g^2({\displaystyle \frac{m}{B_0}}\kappa g__A+{\displaystyle \frac{g__A^2}{2}}){\displaystyle \frac{\gamma }{24}}g_A^2,`$ (2.46)
$`L_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(1+g_A)\xi F_{\mu \nu }^L\xi ^{}+{\displaystyle \frac{1}{2}}(1g_A)\xi ^{}F_{\mu \nu }^R\xi +V_{\mu \nu }i(1g_A^2)[\mathrm{\Delta }_\mu ,\mathrm{\Delta }_\nu ]g_A([\mathrm{\Delta }_\mu ,V_\nu ]+[V_\mu ,\mathrm{\Delta }_\nu ]),`$ (2.47)
$`R_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(1+g_A)\xi ^{}F_{\mu \nu }^R\xi +{\displaystyle \frac{1}{2}}(1g_A)\xi F_{\mu \nu }^L\xi ^{}+V_{\mu \nu }i(1g_A^2)[\mathrm{\Delta }_\mu ,\mathrm{\Delta }_\nu ]+g_A([\mathrm{\Delta }_\mu ,V_\nu ]+[V_\mu ,\mathrm{\Delta }_\nu ]),`$ (2.48)
with
$`F_{\mu \nu }^{R.L}`$ $`=`$ $`_\mu (v_\nu \pm a_\nu )_\mu (v_\nu \pm a_\nu )i[v_\mu \pm a_\mu ,v_\nu \pm a_\nu ].`$ (2.49)
$`V_{\mu \nu }`$ $`=`$ $`d_\mu V_\nu d_\nu V_\mu i[V_\mu ,V_\nu ].`$ (2.50)
Here an universal coupling constant $`g`$ of the effective field theory absorbs logarithmic divergences in Eq. (2.44).
From the kinetic terms of meson fields in lagrangians ( 2.38) and ( 2.44) we can see that meson fields are not physical. The physical meson fields can be defined via the following field rescaling in effective lagrangian which make the kinetic terms of meson fields into the standard form
$$V_\mu \frac{1}{g}V_\mu ,\mathrm{\Phi }\frac{2}{f_\mathrm{\Phi }}\mathrm{\Phi }.$$
(2.51)
where $`\mathrm{\Phi }=\pi ,K,\eta `$.
### C Vector meson dominant and KSRF sum rules
The direct coupling between photon and vector meson resonances is also yielded by the effects of quark loops. Therefore, if vector meson resonances are treated as bound states of constituent quarks, vector meson dominant will be yielded naturally instead of input. At isovector channel it reads from lagrangian ( 2.44)
$$_{\rho \gamma }=\frac{1}{4}eg(^\mu 𝒜^\nu ^\nu 𝒜^\mu )(_\mu \rho _\nu ^0_\nu \rho _\mu ^0),$$
(2.52)
where $`𝒜_\mu `$ is photon fields. Above equation is just the expression of VMD proposed by Sakurai. Similarly, at isoscalar channel they read
$`_{\omega \gamma }`$ $`=`$ $`{\displaystyle \frac{1}{12}}eg(^\mu 𝒜^\nu ^\nu 𝒜^\mu )(_\mu \omega _\nu _\nu \omega _\mu ),`$ (2.53)
$`_{\varphi \gamma }`$ $`=`$ $`{\displaystyle \frac{1}{6}}eg(^\mu 𝒜^\nu ^\nu 𝒜^\mu )(_\mu \varphi _\nu _\nu \varphi _\mu ).`$ (2.54)
It is well known that the KSRF(I) sum rule
$$g_{\rho \gamma }(q^2)=\frac{1}{2}f_{\rho \pi \pi }(q^2)f_\pi ^2$$
(2.55)
is the result of current algebra and PCAC. So that it is expected to be available at the leading order of momentum expansion. The $`g_{\rho \gamma }(q^2)`$ is obtained from experssion ( 2.52)
$$g_{\rho \gamma }(q^2)=\frac{1}{2}gq^2$$
(2.56)
In addition, if we set $`m_u=m_d=0`$, the lowest order $`\rho \pi \pi `$ vertex reads
$`_{\rho \pi \pi }`$ $`=`$ $`f_{\rho \pi \pi }(q^2)ϵ^{ijk}\rho _i^\mu \pi _j_\mu \pi _k,`$ (2.57)
$`f_{\rho \pi \pi }(q^2)`$ $`=`$ $`{\displaystyle \frac{q^2}{gf_\pi ^2}}[g^2(g^2{\displaystyle \frac{N_c}{3\pi ^2}})g_A^2].`$ (2.58)
From Eqs. (2.56) and (2.57) we can find that $`g=\sqrt{\frac{N_c}{3}}\frac{1}{\pi }`$ satisfy KSRF(I) sum rule exactly. Therefore, $`g\sqrt{\frac{N_c}{3}}\frac{1}{\pi }`$ (especially, $`g\pi ^1`$ for $`N_c=3`$) is favorite choice for the universal constant of the model.
The interaction of vector meson resonances in the effective lagrangian (2.44) is similar to WCCWZ lagrangian given by Brise. It is of an expected result since the symmetry realization of vector mesons in our model is the same as one in WCCWZ approch. In addition, those phenomenological requirements, such as VMD and univesal coupling are also satisfied in this lowest order effective lagrangian. It implies that ChCQM is legitimate approch on vector meson resonances. However, the above $`f_{\rho \pi \pi }(m_\rho ^2)`$ and $`g_{\rho \gamma }(m_\rho ^2)`$ yield that the widths of two on-shell decays are $`\mathrm{\Gamma }(\rho \pi \pi )=125`$MeV and $`\mathrm{\Gamma }(\rho e^+e^{})=4.35`$KeV. Comparing with experiment data, the error bars of those theoretical widths are about $`15\%`$ and $`35\%`$ respectively. It can be naturally understood since the contributions from high order terms of momentum expansion are droped here. Thus we expect that these droped contributions could make the theoretical prediction close to data.
### D Low energy limit
It is well known that, at very low energy, ChPT is a rigorous consequence of the symmetry pattern of QCD and its spontaneous breaking. So that the low energy limit of ChCQM must match with ChPT. The low energy limit of this model can be obtained via integrating over vector meson resonances. It means that, at very low energy, the dynamics of vector mesons are replaced by pseudoscalar meson fields. Since there are no interaction of vector mesons in $`_2`$, at very low energy, the equation of motion $`\delta /\delta V_\mu =0`$ yields classics solution for vector mesons are follow
$$V_\mu =\frac{1}{m__V^2}\times O(p^3)\mathrm{terms},$$
(2.59)
where $`p`$ is momentum of pseudoscalar at very low energy. Therefore, in lagrangian ( 2.44), the terms involving vector meson resonances are $`O(p^6)`$ at very low energy and do not contribute to $`O(p^4)`$ low energy coupling constants, $`L_i(i=1,2,\mathrm{},10)`$. The low energy coupling constants yielded by ChCQM(besides of $`L_7`$) can be directly obtained from lagrangian (2.44)
$`L_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}L_2={\displaystyle \frac{\gamma }{24}},L_3={\displaystyle \frac{\gamma }{4}}+{\displaystyle \frac{\gamma }{12}}g_A^4,`$ (2.60)
$`L_4`$ $`=`$ $`L_6=0,L_5={\displaystyle \frac{\gamma m}{2B_0}}g_A^2`$ (2.61)
$`L_8`$ $`=`$ $`{\displaystyle \frac{F_0^2}{128B_0m}}(3\kappa ^2)+{\displaystyle \frac{3m}{64\pi ^2B_0}}({\displaystyle \frac{m}{B_0}}\kappa g__A+{\displaystyle \frac{g__A^2}{2}}){\displaystyle \frac{1}{128\pi ^2}}g_A^2,`$ (2.62)
$`L_9`$ $`=`$ $`{\displaystyle \frac{\gamma }{3}},L_{10}={\displaystyle \frac{\gamma }{3}}+{\displaystyle \frac{\gamma }{6}}g_A^2.`$ (2.63)
The constants $`L_7`$ has been known to get dominant contribution from $`\eta _0`$ and this contribution is suppressed by $`1/N_c`$. If we ignore the $`\eta \eta ^{}`$ mixing, we have
$$L_7=\frac{f_\pi ^2}{128m_\eta ^{}^2}.$$
(2.64)
Thus the five free parameters, $`g`$(it has been fitted by KSRF sum rule), $`g__A`$(it has been fitted by $`npe^{}\overline{\nu }_e`$ decay), $`\kappa `$, $`m`$ and $`m_\eta ^{}`$ determine all ten low energy coupling constants of ChPT. It reflects the dynamics constraints between those low energy coupling constants. Here if we take $`m_u+m_d10`$MeV, we can obtain $`B_0=\frac{m_\pi ^2}{m_u+m_d}2`$GeV. Inputting experimental values of $`L_5`$ and $`L_8`$, we obtain $`m480`$MeV and $`\kappa 0.2`$. The numerical results for these low energy constants are in table 1. We can find that all of them agree with experimental data well. Here the constituent quark mass $`m>m_\rho /2`$, which is the same as out expectation. In next section we will see that it is a necessary condition for yielding a convergence expansion at $`\rho `$ mass scale.
## III Diagram Analysis and Chiral Expansion at $`\rho `$ Mass Scale
In previous section, we have derived the leading order effective lagrangian of mesons via integrating out constituent quark fields in original lagrangian. This path integral analysis is equivalent to calculate the one-loop contribution of constituent quarks. The advantage of path integral method is that we can derive an united effective lagrangian of mesons, which is invariant under chiral transformation for every orders of momentum expansion. However, it is disadvantage of path integral method that it is hard to calculate high order contribution of momentum expansion. This shortage can be compensated through calculating one-loop graphs of constituent quarks directly. In this section we will derive effective vertices for $`\gamma \pi \pi `$, $`\rho \pi \pi `$, 4-pseudoscalar mesons and $`\rho \gamma `$ coupling via diagram analysis. All calculations will be performed at chiral limit.
We start with lagrangian( 2.26). The effective action can be obtained via integrating over degrees of freedom of fermions,
$$e^{iS_{\mathrm{eff}}}𝒟\overline{q}𝒟qe^{i{\scriptscriptstyle d^4x_\chi (x)}}=<vac,out|in,vac>^{V,\mathrm{\Gamma },\mathrm{\Delta }},$$
(3.1)
where $`<vac,out|in,vac>^{V,\mathrm{\Gamma },\mathrm{\Delta }}`$ is vacuum expectation value in presence of external source $`V_\mu `$, $`\mathrm{\Gamma }_\mu `$ and $`\mathrm{\Delta }_\mu `$. In interaction picture, the above equation is rewritten as follow
$`e^{iS_{\mathrm{eff}}}`$ $`=`$ $`<0|𝒯_qe^{i{\scriptscriptstyle d^4x_\chi ^\mathrm{I}(x)}}|0>`$ (3.2)
$`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}i{\displaystyle d^4p_1\frac{d^4p_2}{(2\pi )^4}\mathrm{}\frac{d^4p_n}{(2\pi )^4}\stackrel{~}{\mathrm{\Pi }}_n(p_1,\mathrm{},p_n)\delta ^4(p_1p_2\mathrm{}p_n)}`$ (3.3)
$``$ $`i\mathrm{\Pi }_1(0)+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}i{\displaystyle \frac{d^4p_1}{(2\pi )^4}\mathrm{}\frac{d^4p_{n1}}{(2\pi )^4}\mathrm{\Pi }_n(p_1,\mathrm{},p_{n1})},`$ (3.4)
where $`𝒯_q`$ is time-order product of constituent quark fields, $`_\chi ^\mathrm{I}`$ is interaction part of lagrangian( 2.26), $`\stackrel{~}{\mathrm{\Pi }}_n(p_1,\mathrm{},p_n)`$ is one-loop effects of constituent quarks with $`n`$ external sources(hereafter we call it as $`n`$-point effective vertex in momentum space), $`p_1,p_2,\mathrm{},p_n`$ are momentums of n external sources respectively and
$$\mathrm{\Pi }_n(p_1,\mathrm{},p_{n1})=d^4p_n\stackrel{~}{\mathrm{\Pi }}_n(p_1,\mathrm{},p_n)\delta ^4(p_1p_2\mathrm{}p_n).$$
(3.5)
To get rid of all disconnected diagrams, we have
$`S_{\mathrm{eff}}`$ $`=`$ $`{\displaystyle d^4x_{\mathrm{eff}}(x)}=\mathrm{\Pi }_1(0)+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d^4p_1}{(2\pi )^4}\mathrm{}\frac{d^4p_{n1}}{(2\pi )^4}\mathrm{\Pi }_n(p_1,\mathrm{},p_{n1})}`$ (3.6)
$``$ $`_{\mathrm{eff}}(x)={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle d^4p_1\frac{d^4p_2}{(2\pi )^4}\mathrm{}\frac{d^4p_n}{(2\pi )^4}e^{i(p_1p_2\mathrm{}p_n)x}\stackrel{~}{\mathrm{\Pi }}_n(p_1,\mathrm{},p_n)}.`$ (3.7)
### A Two-point effective vertex
There is no tapole diagram contribution of fermions, i.e., $`\mathrm{\Pi }_1(0)0`$. Thus we start calculating two-point effective vertex $`\mathrm{\Pi }_2(p)`$ generated by fermion loop in figure(3.1). Due to parity conservation, here both of two external sources are vector external sources $`(V_\mu +i\mathrm{\Gamma }_\mu )`$, or axial-vector external sources $`g_A\mathrm{\Delta }_\mu `$.
Employing the completeness relation of generators $`\lambda ^a(a=1,2,\mathrm{},N^21)`$ of SU(N) group
$`<\lambda ^aA\lambda ^aB>={\displaystyle \frac{2}{N}}<AB>+2<A><B>,`$ (3.8)
$`<\lambda ^aA><\lambda ^aB>=2<AB>{\displaystyle \frac{2}{N}}<A><B>,`$ (3.9)
the two-point effective action is easily to obtain
$`S_2`$ $`=`$ $`{\displaystyle \frac{f_\pi ^2}{16}}{\displaystyle d^4x<_\mu U^\mu U^{}>}`$ (3.11)
$`{\displaystyle \frac{d^4p}{(2\pi )^4}\frac{A(p^2)}{4}(\delta _{\mu \nu }p^2p_\mu p_\nu )<(V^\mu (p)+i\mathrm{\Gamma }^\mu (p))(V^\nu (p)+i\mathrm{\Gamma }^\nu (p))>},`$
where
$$A(p^2)g^2\frac{N_c}{\pi ^2}_0^1𝑑xx(1x)\mathrm{ln}(1\frac{x(1x)p^2}{m^2}).$$
(3.12)
From Eq.( 3.12) we can see that unitarity of the effective theory requires $`4m^2>p^2`$. This requirement also ensures that the momentum expansion is convergent. Here we must point out that we can not work in chiral limit simply if we want to study on-shell $`K^{}(892)`$ physics or on-shell $`\varphi (1020)`$ physics. The reason is that $`4m^2>p^2m_\rho ^2`$ can not ensure $`4m^2>p^2m_K^{}^2`$ or $`4m^2>p^2m_\varphi ^2`$. If we set $`m_u=m_d=0`$ but $`m_s0`$, the unitarity and convergence of momentum expansion require that $`4m(m+m_s)>p^2`$ for $`p^2m_K^{}^2`$, and $`4(m+m_s)^2>p^2`$ for $`p^2m_\varphi ^2`$. Those requirements are satisfied indeed for $`4m^2>m_\rho ^2`$ and usual value of strange quark mass, i.e., $`m_s150`$MeV. Therefore, strange quark mass can not be omitted when we study chiral expansion in $`m__K^{}`$ or $`m_\varphi `$ scale. In this paper, since we work in $`\rho `$-meson scale, chiral limit is a good approximation.
In the following, we derive those effective vertices from Eq.( 3.11) which relate to the purposes of this paper. The free field lagrangian of $`\rho `$-meson reads
$$_{\mathrm{kin}}^{(\rho )}=\frac{1}{4}\rho _{\mu \nu }^i\rho ^{i\mu \nu }+\frac{1}{2}m_\rho ^2\rho _\mu ^i\rho ^{i\mu }.$$
(3.13)
where $`\rho _{\mu \nu }^i=(_\mu \rho _\nu ^i_\nu \rho _\mu ^i)`$. The above lagrangian yields the classic equation of motion of $`\rho `$-meson in momentum space as follow
$$\frac{1}{2}(p^2\delta _{\mu \nu }p_\mu p_\nu m_\rho ^2\delta _{\mu \nu })\rho ^\mu =0$$
(3.14)
Since in the present paper, all $`\rho `$-fields are treated at tree level, they should obey the above equation of motion.
The two-point vertex $`\rho `$-meson reads
$$_{\rho \rho }=\frac{1}{4}[\frac{A(p^2)}{g^2}1]\rho _{\mu \nu }^i\rho ^{i\mu \nu },$$
(3.15)
where $`p^2`$ defined by $`p^2\rho _\nu =^2\rho _\nu `$ is operator in coordinate space. Using this equation of motion in Eq.( 3.14), we have
$$m_\rho ^2=\frac{m_0^2}{g^2}+\frac{N_c}{\pi ^2g^2}m_\rho ^2_0^1𝑑xx(1x)\mathrm{ln}(1\frac{x(1x)m_\rho ^2}{m^2}).$$
(3.16)
The experimental data $`m_\rho =770`$MeV yields $`m_0=288`$MeV.
The effective vertex describing $`\rho \gamma `$ coupling reads
$$_{\rho \gamma }=\frac{1}{8}A(p^2)<\rho _{\mu \nu }(\xi \gamma ^{\mu \nu }\xi ^{}+\xi ^{}\gamma ^{\mu \nu }\xi )>,$$
(3.17)
where
$$\gamma _{\mu \nu }=e𝒬(_\mu 𝒜_\nu _\nu 𝒜_\mu ),$$
(3.18)
with $`𝒬=\mathrm{diag}\{2/3,1/3,1/3\}`$ is charge operator of quark fields. Comparing effective vertices ( 3.17) with leading order effective lagrangian ( 2.44), we can see that the couplings in Eqs.( 3.17) is momentum-dependent.
### B Contribution of triangle diagram
There are two triangle diagrams(figure (3.2)) which also concern the 4-pseudoscalar meson, $`\gamma \phi \phi `$ and $`\rho \phi \phi `$ vertices. The calculation on figure (3.2) is well-known,
$`\mathrm{\Pi }_3(p,q)={\displaystyle \frac{1}{2}}g_A^2B(p^2)p^\mu <(V_\nu (p)+i\mathrm{\Gamma }_\nu (p))[\mathrm{\Delta }_\mu (pq),\mathrm{\Delta }_\nu (q)]>,`$ (3.19)
where
$$B(p^2)=g^2+\frac{N_c}{2\pi ^2}_0^1𝑑xx_0^1𝑑y(1xy)[1+\frac{m^2}{m^2f(p^2)}+\mathrm{ln}(1\frac{f(p^2)}{m^2})],$$
(3.20)
where $`g^2`$ absorbes the logarithmic divergence from loop integral, and $`f(p^2)=x(1x)(1y)p^2`$.
Since high order diagrams(e.g., box diagram) do not contribute to $`\rho \gamma `$, $`\gamma \phi \phi `$ and $`\rho \phi \phi `$ vertices, we do not calculate them here. Then due to Eqs.( 3.11) and ( 3.19), the effective lagrangian describing vector-$`\phi \phi `$ vertices is follow
$`_{V\pi \pi }`$ $`=`$ $`{\displaystyle \frac{i}{16}}gf_\pi ^2b(p^2)<(\rho _{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )`$ (3.22)
$`+\gamma _{\mu \nu }(^\mu U^{}^\nu U+^\mu U^\nu U^{})>.`$
where
$$b(p^2)=\frac{1}{gf_\pi ^2}[A(p^2)+g_A^2B(p^2)].$$
(3.23)
Similarly, since
$$\mathrm{\Gamma }_{\mu \nu }=\frac{i}{2}(\xi \gamma _{\mu \nu }\xi ^{}+\xi ^{}\gamma _{\mu \nu }\xi )[\mathrm{\Delta }_\mu ,\mathrm{\Delta }_\nu ],$$
the quark-loop effects from figure(3.1) and (3.2) also contribute to four pseudoscalar meson vertex. The result is
$`_{4P}^{}`$ $`=`$ $`{\displaystyle \frac{1}{16}}f_\pi ^2C(p^2)<\mathrm{\Omega }_{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>`$ (3.24)
$`=`$ $`{\displaystyle \frac{1}{64}}f_\pi ^2C(p^2)<_\mu U_\nu U^{}^\mu U^\nu U^{}_\mu U^\mu U^{}_\nu U^\nu U^{}>,`$ (3.25)
where
$`C(p^2)`$ $`=`$ $`={\displaystyle \frac{1}{2f_\pi ^2}}[A(p^2)+2g__A^2B(p^2)]`$ (3.26)
$`\mathrm{\Omega }_\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\xi _\mu \xi ^{}+\xi ^{}_\mu \xi ),`$ (3.27)
$`\mathrm{\Omega }_{\mu \nu }`$ $`=`$ $`_\mu \mathrm{\Omega }_\nu _\nu \mathrm{\Omega }_\mu =[\mathrm{\Delta }_\mu ,\mathrm{\Delta }_\nu ],`$ (3.28)
and $`p`$ is momentum operator of $`\mathrm{\Omega }`$. In fact, the box diagram also contributes to four-pseudoscalar meson vertex. However, in Eq.( 2.60) the $`L_3`$ tell us that this contribution is suppressed by $`g__A^4/30.1`$ at least. Thus here we omit the box diagram contribution. Then Eq.( 3.24) together with Eq.( 3.11) include all four-pseudoscalar vertices.
### C What can break KSRF(I) sum rule
Now let us calculate $`\rho e^+e^{}`$ decay and $`\rho \pi \pi `$ decay in which $`\rho `$-meson is on-shell($`p^2=m_\rho ^2`$). Taking $`m=480`$MeV which is fitted by coupling constants of ChPT in sect. 2.4, we obtain $`A(m_\rho ^2)=0.139`$ and $`B(m_\rho ^2)=0.026`$. Then we have $`\mathrm{\Gamma }(\rho \pi \pi )=182`$MeV and $`\mathrm{\Gamma }(\rho e^+e^{})=7.76`$KeV. Recalling the leading order results in sect. 2.3, 125MeV and 4.32KeV respectively, we can see that the high order terms of the chiral expansion yield very important contribution at $`m_\rho `$-scale. It is not surprising since we have pointed out that the chiral expansion is slowly convergence in this energy region. However, those theoretical values are much larger than expertimental data 150MeV and 6.77KeV respectively. Thus how can we understand these results? In addition, since $`g_A^2B(m_\rho ^2)`$ is much smaller than $`A(m_\rho ^2)`$, the KSRF(I) sum rule is still kept well here. It is well-known that theoretcial predictions of $`\mathrm{\Gamma }(\rho \pi \pi )`$ and $`\mathrm{\Gamma }(\rho e^+e^{})`$ can not match with data simultaneously if KSRF(I) sum rule is satisfied. Thus what can break KSRF(I) sum rule? In next two sections we will show that, contribution from meson loops also plays important role at this scale. It provides a nature mechanism to break KSRF(I) sum rule, and makes theoretical predicitions(on-shell decay of vertor mesons, form factor of $`\pi `$, etc.) agree with experimental data very well.
## IV One-loop Graphs of Mesons
A natural agruement is that the contribution from meson loops is suppressed by $`N_c^1`$ expansion. However, for $`N_c=3`$ in real world, this suppression is not large enough so that we can not omit the contribution from meson loop. Moreover, the unitarity implies that the imaginary part of $`𝒯`$-matrix is large at vector meson mass scale, but the imaginary part of $`𝒯`$-matrix is generated by meson loops only in this formalism. Thus at energy scale of vector meson masses, the meson loop effects must be evaluated. Due to $`N_c^1`$ expansion, the dominant contribution of meson loops is from one-loop graphs. Furthermore, since there is large gap between vector meson mass and pseudoscalar meson mass, the one-loop graphs of pseudoscalar mesons yield the most important contribution here. This point is also shown from that only the one-loop graphs of pseudoscalar mesons can yield the imaginary part of $`𝒯`$-matrix in this energy region. Therefore, in this section we will calculate one-loop effects of pseudoscalar mesons, which correct $`\rho \gamma `$, $`\gamma \pi \pi `$ and $`\rho \pi \pi `$ vertices.
There are several remarks relating to our calculation, 1) Since $`m_\pi ^2m__K^2<m_\rho ^2`$, we treat pion as massless particle but $`m__K0`$ in interal line. Moreover, since difference between $`m_{\eta _8}`$ and $`m__K`$ is small, we set $`m_{\eta _8}=m__K`$ in this section. 2) Since we focus our attention on $`m_\rho `$-energy scale, we set current quark masses are zero in the following. 3) There are only two diagrams relating to our calcuation on all potential irreducible one-loop graphs. They are tadpole diagram(figure 4.1-a) and diagram including one-loop with two external source(see figure(4.1-b), hereafter we call contribution generate by this kinds of diagrams as two-point corrector).
### A Four pseudoscalar meson vertex
The four pseudoscalar meson vertex relates to our following calculation which can be obtained from Eqs.( 3.11) and ( 3.24). Recalling $`m_\pi ^2=0`$ but $`m_{\eta _8}^2=m__K^20`$, we can see that only $`K`$ and $`\eta _8`$ mesons can yields non-zero contribution of tadpole diagram, since in dimensional regularization, $`d^Dk(k^2+iϵ)^10`$. Obviously, the tadpole diagram contributes a factor which is proportional to $`m__K^2`$ and momentum-independent. Thus tadpole-loop correction generated by $`_2`$ is nothing other than renormalization of $`f_\pi `$. Here we calculate the tadpole-loop correction generated by $`_{4P}^{}`$. The calculation on two-point corrector of four pseudoscalar meson vertex will be included in the following section so that we need not calculate it here.
It is convenient to calculate meson loops in terms of background field method. To expand pseudoscalar meson fields around their classic solution
$$U(x)=\overline{\xi }(x)e^{i\phi }\overline{\xi }(x),\overline{U}(x)=\overline{\xi }^2(\mathrm{\Phi }),$$
(4.1)
where background $`\overline{U}(x)`$ is solution of classic motion of pseudoscalar mesons, $`\delta /\delta U(x)=0`$, $`\phi (x)`$ is quantum fluctuation fields around this classic solution. Inserting Eq.( 4.1) into the effective lagrangian in sect. 3 and retain terms to quadratic form of quantum fields, the one-loop effects of pseudoscalar meson can be obtained via integrating over ths quantum fields.
Then tadpole-loop contribution to 4-pseudoscalar meson vertex can be obtained via the following intregral
$$\mathrm{\Pi }_{\mathrm{tad}}^{(4P)}=i\frac{d^4k}{(2\pi )^4}\frac{i}{k^2m__K^2+iϵ}\frac{C(p^2)}{4}^{aa},$$
(4.2)
where
$$^{aa}[SU(3)/SU(2)]=\frac{11}{6}<\mathrm{\Omega }_{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>.$$
(4.3)
Substituenting Eq.( 4.3) into Eq.( 4.2), we obtain the tadpole-loop contribution to 4-pseudoscalar vertex as follow
$$\mathrm{\Pi }_{\mathrm{tad}}^{(4P)}=\frac{11}{24}\frac{\lambda }{(4\pi )^2}m__K^2C(p^2)<\mathrm{\Omega }_{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>.$$
(4.4)
where we define a parameter $`\lambda `$ to absorbe quadratic divergence from loop integral
$$\lambda =(\frac{4\pi \mu ^2}{m__K^2})^{ϵ/2}\mathrm{\Gamma }(1\frac{D}{2}).$$
(4.5)
For calculating all potential tadpole diagrams contribution, we need to sum over all diagrams in figure(4.2). Comparing Eq.( 4.4) with Eq.( 3.24), we can see every tadpole-loop in figure(4.2) contributes a factor
$$\frac{11}{3}\zeta ,(\zeta =\frac{2\lambda }{(4\pi )^2}\frac{m__K^2}{f_\pi ^2}).$$
(4.6)
Then to sum over all diagrams in figure(4.2), we obtain
$$_{4P}^{}=\frac{1}{16}\frac{f_\pi ^2C(p^2)}{1+11\zeta /3}<\mathrm{\Omega }_{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>.$$
(4.7)
For the sake of convenience of calculation on two-point corrector in the following subsections, we like to divid quantum pseudoscalar fields from lagrangian $`_2`$ and $`_{4P}^{}`$ in terms of background field method. Those quantum pseudoscalar fields contract to internal lines in figure(4.1-b).
Inserting Eq.( 4.1) in to lagrangian $`_2`$ and retaining terms to quadratic form of quantum fields we obtain
$$_2=\overline{}_2+\frac{f_\pi ^2}{16}<d_\mu \phi d^\mu \phi [\mathrm{\Delta }_\mu ,\phi ][\mathrm{\Delta }^\mu ,\phi ]>.$$
(4.8)
Then interaction vertices including two quantum fields is
$$\delta _2=\frac{1}{4}<2\mathrm{\Gamma }_\mu [\phi ,^\mu \phi ]+[\mathrm{\Gamma }_\mu ,\phi ][\mathrm{\Gamma }^\mu ,\phi ][\mathrm{\Delta }_\mu ,\phi ][\mathrm{\Delta }^\mu ,\phi ]>,$$
(4.9)
where quantum field has been normalized, and only background fields are included in $`\mathrm{\Gamma }_\mu `$ and $`\mathrm{\Delta }_\mu `$,
$$\mathrm{\Gamma }_\mu =i\gamma _\mu +\mathrm{\Omega }_\mu =i\gamma _\mu +\frac{1}{8}[\mathrm{\Phi },_\mu \mathrm{\Phi }]+\mathrm{},\gamma _\mu =e𝒬A_\mu ,$$
(4.10)
where $`\mathrm{\Phi }`$ is background fields. In lagrangian( 4.9), only first term relates to our following calculation.
Inserting Eq.( 4.1) into Eq.( 4.7) and retaining terms to quadratic form of quantum fields we have
$$\delta _{4P}^{}(p^2)=\frac{1}{2}\frac{C(p^2)}{1+11\zeta /3}<\mathrm{\Omega }_{\mu \nu }[^\mu \phi ,^\nu \phi ]>,$$
(4.11)
where $`p`$ is momentum of $`\mathrm{\Omega }_\mu `$ and independent of loop integral. This is only term which survives when coupled to conserved current or on-shell vector mesons. Eq.( 4.11) together with Eq.( 4.9) lead to all 4-pseudoscalar meson vertex which relates to our the following calculation,
$$\delta _{4P}=\frac{1}{2}[\delta _{\mu \nu }+\frac{C(p^2)}{1+11\zeta /3}(p^2\delta _{\mu \nu }p_\mu p_\nu )]<\mathrm{\Omega }^\mu [\phi ,^\nu \phi ]>.$$
(4.12)
### B Correction to $`\gamma \pi \pi `$ vertex
#### 1 Tadpole diagram
The effective lagrangian can generate non-trivial tadpole-loop contribution, which corrects to $`\gamma \phi \phi `$ vertex(see figure(4.3)). Obviously, the correction of tadpole diagram is proportional to $`m__K^2`$ and momentum-independent. Thus tadpole-loop correction generated by $`_2`$ is nothing other than renormalization of $`f_\pi `$. Here we calculate the tadpole-loop correction generated by $`^{}`$. In terms of background method, we can insert Eq.( 4.1) into lagrangian ( 3.22) and retain terms to quadratic form of quantum fields. Then we obtain
$`\delta _{\mathrm{tad}}`$ $`=`$ $`{\displaystyle \frac{i}{2}}b(p^2)<(\xi \gamma ^{\mu \nu }\xi ^{}+\xi ^{}\gamma ^{\mu \nu }\xi )(\mathrm{\Delta }_\mu \phi \mathrm{\Delta }_\nu \phi +\phi \mathrm{\Delta }_\mu \mathrm{\Delta }_\nu \phi +\phi \mathrm{\Delta }_\mu \phi \mathrm{\Delta }_\nu `$ (4.14)
$`{\displaystyle \frac{3}{2}}\mathrm{\Delta }_\mu \mathrm{\Delta }_\nu \{\phi ,\phi \})>,`$
where $`\phi `$ has been normailzed.
Due to completeness relation of generators of SU(N) group ( 3.8), we have
$`\mathrm{\Pi }_{\mathrm{tad}}^{\gamma \phi \phi }={\displaystyle \frac{3i}{4}}{\displaystyle \frac{\lambda }{(8\pi )^2}}m__K^2gb(p^2)<\gamma _{\mu \nu }(^\mu U^{}^\nu U+^\mu U^\nu U^{})>.`$ (4.15)
Comparing Eq.( 4.15) with Eq.( 3.22), we can see that every tadpole-loop in figure(4.3) yields a factor $`3\zeta `$. To sum over all diagrams in figure(4.3), we obtain the $`\gamma \phi \phi `$ vertex with tadpole diagram correction as follow
$$_{\gamma \phi \phi }^{(1)}=\frac{i}{2}<\gamma _\mu [\phi ,^\mu \phi ]>\frac{i}{4}\frac{gb(p^2)}{1+3\zeta }<\gamma _{\mu \nu }[^\mu \phi ,^\nu \phi ]>,$$
(4.16)
where the quantum field $`\phi `$ has been normalized.
#### 2 Two-point corretor
$`\gamma \phi \phi `$ vertex generated by $`_2`$
In this case, the tree level $`\gamma \phi \phi (\phi =\pi ,K)`$ vertex reads from the first term of Eq.( 4.16), and 4-$`\phi `$ vertices is given in Eq.( 4.12). The calculation is straightforward
$`G_1(p)`$ $`=`$ $`{\displaystyle \frac{i}{4}}<\gamma _\mu [\lambda ^a,\lambda ^b]><\mathrm{\Omega }^\alpha [\lambda ^a,\lambda ^b]>[\delta _{\alpha \beta }+{\displaystyle \frac{C(p^2)}{1+11\zeta /3}}(p^2\delta _{\alpha _\beta }p_\alpha p_\beta )]`$ (4.18)
$`\times {\displaystyle }{\displaystyle \frac{d^4k}{(2\pi )^4}}{\displaystyle \frac{i}{k^2m_\phi ^2+iϵ}}{\displaystyle \frac{i}{(k+p)^2m_\phi ^2+iϵ}}k^\mu (2k+p)^\beta ,`$
where $`p`$ is momentum of photon. Employing completeness relation of generators of SU(N) group ( 3.8), we obtain
$$<A[\lambda ^a,\lambda ^b]><B[\lambda ^a,\lambda ^b]>=8N<AB>+8<A><B>.$$
(4.19)
Then recalling massless pion and U(1)<sub>e.m.</sub> guage invariant, we obtain SU(2) correction of Eq.( 4.18) as follow
$`G_1[SU(2)]`$ $`=`$ $`{\displaystyle \frac{i}{2}}(p^2\delta _{\mu \nu }p_\mu p_\nu )<\gamma ^\mu [\mathrm{\Phi },^\nu \mathrm{\Phi }]>\{[{\displaystyle \frac{\lambda }{96\pi ^2}}+{\displaystyle \frac{1}{16\pi ^2}}{\displaystyle _0^1}dxx(1x)\mathrm{ln}{\displaystyle \frac{x(1x)p^2}{m__K^2}}`$ (4.22)
$`+{\displaystyle \frac{i}{96\pi ^2}}Arg(1)\theta (p^24m_\pi ^2)]{\displaystyle \frac{C(p^2)}{1+11\zeta /3}}{\displaystyle \frac{p^2}{(4\pi )^2}}[{\displaystyle \frac{\lambda }{6}}`$
$`+{\displaystyle _0^1}dxx(1x)\mathrm{ln}{\displaystyle \frac{x(1x)p^2}{m__K^2}}+{\displaystyle \frac{i}{6}}Arg(1)\theta (p^24m_\pi ^2)]\},`$
where
$`Arg(1)`$ $`=`$ $`(1+2k)\pi ,k=0,\pm 1,\pm 2,\mathrm{},`$ (4.23)
$`\theta (xy)`$ $`=`$ $`\{{\displaystyle \genfrac{}{}{0pt}{}{1;x>y}{0.xy}}`$ (4.24)
We can see that one-loop of pion contributes to a large imaginary part of $`𝒯`$-matrix.
Since in this paper we pay our attention on energy scale $`p^2<4m^24m__K^2`$, there is no imaginary part yielded by $`K`$-loop. Then we can obtain SU(3)/SU(2) correction of Eq.( 4.18) as follow
$`G_1[SU(3)/SU(2)]`$ (4.25)
$`=`$ $`{\displaystyle \frac{i}{4}}(p^2\delta _{\mu \nu }p_\mu p_\nu )<\gamma ^\mu [\mathrm{\Phi },^\nu \mathrm{\Phi }]>\{[{\displaystyle \frac{\lambda }{96\pi ^2}}{\displaystyle \frac{1}{16\pi ^2}}{\displaystyle _0^1}x(1x)\mathrm{ln}(1{\displaystyle \frac{x(1x)p^2}{m__K^2}})]`$ (4.27)
$`{\displaystyle \frac{C(p^2)}{1+11\zeta /3}}{\displaystyle \frac{1}{(4\pi )^2}}[\lambda ({\displaystyle \frac{p^2}{6}}m__K^2){\displaystyle _0^1}dx[m__K^2x(1x)p^2]\mathrm{ln}(1{\displaystyle \frac{x(1x)p^2}{m__K^2}})]\}.`$
Defining
$`D(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2f_\pi ^2}}\{\lambda +{\displaystyle _0^1}dxx(1x)\mathrm{ln}[(1{\displaystyle \frac{x(1x)p^2}{m__K^2}})({\displaystyle \frac{x(1x)p^2}{m__K^2}})^2]`$ (4.29)
$`+{\displaystyle \frac{2}{3}}Arg(1)\theta (p^24m_\pi ^2),`$
$`\mathrm{\Sigma }_0(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2f_\pi ^2}}\{\lambda ({\displaystyle \frac{p^2}{2}}m__K^2){\displaystyle _0^1}dx[m__K^2x(1x)p^2]\mathrm{ln}(1{\displaystyle \frac{x(1x)p^2}{m__K^2}})`$ (4.31)
$`+2p^2{\displaystyle _0^1}dxx(1x)\mathrm{ln}{\displaystyle \frac{x(1x)p^2}{m__K^2}}+p^2{\displaystyle \frac{i\pi }{3}}Arg(1)\theta (p^24m_\pi ^2)\},`$
we obtain that two-point corrector of $`\gamma \phi \phi `$ vertex which generated by $`_2`$ as follow
$`G_1^{\gamma \phi \phi }`$ $`=`$ $`{\displaystyle \frac{i}{8}}f_\pi ^2[D(p^2)+{\displaystyle \frac{C(p^2)\mathrm{\Sigma }_0(p^2)}{1+11\zeta /3}}](p^2\delta _{\mu \nu }p_\mu p_\nu )<\gamma ^\mu [\mathrm{\Phi },^\nu \mathrm{\Phi }]>`$ (4.32)
$``$ $`{\displaystyle \frac{i}{8}}f_\pi ^2[D(p^2)+{\displaystyle \frac{C(p^2)\mathrm{\Sigma }_0(p^2)}{1+11\zeta /3}}]<\gamma _{\mu \nu }(^\mu U^{}^\nu U+^\mu U^\nu U^{})>.`$ (4.33)
This effective vertex is $`O(p^4)`$ at least.
$`\gamma \phi \phi `$ vertex generated by high order lagrangian
Since Eq.( 4.32) and the second term of Eq.( 4.16) are same level in momentum expasion, we can calculate two-point corrector generated by them simultaneously. Combining Eqs.( 4.32) and the second term of ( 4.16), we have
$$^{}=\frac{i}{2}b_\gamma (p^2)<\gamma _{\mu \nu }[^\mu \phi ,^\nu \phi ]>,$$
(4.34)
where
$$b_\gamma (p^2)=\frac{gb(p^2)}{2(1+3\zeta )}D(p^2)\frac{C(p^2)\mathrm{\Sigma }_0(p^2)}{1+11\zeta /3}.$$
(4.35)
Then we obtain two-point corrector generated by $`^{}`$ as follow
$`G_2^{\gamma \phi \phi }(p)`$ $`=`$ $`{\displaystyle \frac{N}{2}}b_\gamma (p^2)<\gamma _{\mu \nu }[\mathrm{\Phi },^\alpha \mathrm{\Phi }]>[\delta _{\alpha \beta }+{\displaystyle \frac{C(p^2)}{1+11\zeta /3}}(p^2\delta _{\alpha _\beta }p_\alpha p_\beta )]`$ (4.37)
$`\times {\displaystyle _0^1}dx{\displaystyle }{\displaystyle \frac{d^4k}{(2\pi )^4}}{\displaystyle \frac{p^\mu k^\nu k^\beta }{[k^2m_\phi ^2+x(1x)p^2+iϵ]^2}}.`$
In case of SU(2), the above equation is rewritten as follow
$`G_2[SU(2)]`$ $`=`$ $`{\displaystyle \frac{i}{2}}b_\gamma (p^2)[1+{\displaystyle \frac{p^2C(p^2)}{1+11\zeta /3}}]<\gamma _{\mu \nu }[^\mu \mathrm{\Phi },^\nu \mathrm{\Phi }]>{\displaystyle \frac{p^2}{(4\pi )^2}}`$ (4.39)
$`\times \{{\displaystyle \frac{\lambda }{6}}+{\displaystyle _0^1}𝑑xx(1x)\mathrm{ln}{\displaystyle \frac{x(1x)p^2}{m__K^2}}+{\displaystyle \frac{i}{6}}Arg(1)\theta (p^24m_\pi ^2)\}.`$
For massive $`K`$-meson, two-point corrector in SU(3)/SU(2) sector reads
$`G_2[SU(3)/SU(2)]`$ $`=`$ $`{\displaystyle \frac{i}{4}}b_\gamma (p^2)[1+{\displaystyle \frac{p^2C(p^2)}{1+11\zeta /3}}]<\gamma _{\mu \nu }[^\mu \mathrm{\Phi },^\nu \mathrm{\Phi }]>{\displaystyle \frac{1}{(4\pi )^2}}\{\lambda ({\displaystyle \frac{p^2}{6}}m__K^2)`$ (4.41)
$`{\displaystyle _0^1}dx[m__K^2x(1x)p^2]\mathrm{ln}(1{\displaystyle \frac{x(1x)p^2}{m__K^2}})\}.`$
Eqs.( 4.41) together with Eq.( 4.39) given one-loop correction to $`\gamma \mathrm{\Phi }\mathrm{\Phi }`$ vertex. Defining
$$\mathrm{\Sigma }(p^2)=(1+\frac{p^2C(p^2)}{1+11\zeta /3})\mathrm{\Sigma }_0(p^2),$$
(4.42)
we obtain
$$G_2^{\gamma \phi \phi }=\frac{i}{8}b_\gamma (p^2)f_\pi ^2\mathrm{\Sigma }(p^2)<\gamma _{\mu \nu }[^\mu \mathrm{\Phi },^\nu \mathrm{\Phi }]>.$$
(4.43)
To sum over all diagrams in chain approximation(figure(4.4)), we can obtain the complete $`\gamma \pi \pi `$ vertex. Comparing Eq.( 4.43) with Eq.( 4.34), we can see that every one-loop in figure(4.4) yields a factor ($`\mathrm{\Sigma }(p^2)`$). Thus to sum over all diagrams in figure(4.4) and together with the lowest order term, we can obtain the complete $`\gamma \pi \pi `$ vertex as follow
$$_{\gamma \pi \pi }^c=\frac{i}{2}<\gamma _\mu [\pi ,^\mu \pi ]>\frac{i}{2}\frac{b_\gamma (p^2)}{1+\mathrm{\Sigma }(p^2)}<\gamma _{\mu \nu }[^\mu \pi ,^\nu \pi ]>,$$
(4.44)
where $`\pi `$ field has been normalized. The eq. (4.44) is important for studies on $`\omega `$ physics and pion form factor in elsewhere.
### C Correction to $`\rho \pi \pi `$ vertex
In leading order of $`N_c^1`$ expansion, the $`\rho \phi \phi `$ vertex read from(with physical $`\rho `$-field)
$$_{\rho \phi \phi }=\frac{i}{16}b(p^2)f_\pi ^2<\rho _{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>.$$
(4.45)
Thus the calculation in this subsection is similar to one in section 4.2.2.
Tadpole diagram
In this case, $`\xi `$ and $`\xi ^{}`$ in lagrangian ( 4.45) include quantum fields only, i.e., $`\xi =\mathrm{exp}\{i\phi /2\}`$. Then inserting Eq.( 4.1) and the above $`\xi ,\xi ^{}`$ into lagrangian ( 4.45), and retaining terms to quadratic form of quantum fields, we obtain
$`\delta _{\mathrm{tad}}=={\displaystyle \frac{N}{4}}ib(p^2)\phi ^a\phi ^a<\rho _{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>,`$ (4.46)
where quantum fields $`\phi ^a`$ have been normalized. From Eq.( 4.46), it is easily to obtain tadpole-loop contribution which is yielded by pseudoscalar mesons of SU(3)/SU(2) sector,
$`\mathrm{\Pi }_{\mathrm{tad}}^{\rho \phi \phi }={\displaystyle \frac{i}{4}}{\displaystyle \frac{\lambda }{(4\pi )^2}}m__K^2b(p^2)<\rho _{\mu \nu }(\xi ^\mu U^{}^\nu U\xi ^{}+\xi ^{}^\mu U^\nu U^{}\xi )>.`$ (4.47)
Therefore, every tadpole-loop contributes a factor ($`2\zeta `$) to $`\rho \phi \phi `$ vertex. To sum over all potential tadpole diagram correction, we obtain
$$_{\rho \phi \phi }^{(1)}=\frac{i}{4}\frac{b(p^2)}{1+2\zeta }<\rho _{\mu \nu }[^\mu \phi ,^\nu \phi ]>.$$
(4.48)
where $`\phi `$ field has been normalized.
Two-point corrector
To replace $`b(p^2)/(1+2\zeta )`$ in Eq.( 4.48) by $`b_\gamma (p^2)`$ in Eq.( 4.34), we can see that the calculation on two-point corrector of $`\rho \phi \phi `$ vertex will be the same as one in section 4.2.2. The result can be obtained from Eq.( 4.43) directly,
$$G^{\rho \pi \pi }=\frac{i}{4}\frac{b(p^2)}{1+2\zeta }\mathrm{\Sigma }(p^2)<\rho _{\mu \nu }[^\mu \pi ,^\nu \pi ]>.$$
(4.49)
To sum over all diagrams of chain approxiamtion in figure(4.4), we obtain the complete $`\rho \pi \pi `$ vertex,
$$_{\rho \pi \pi }^c=\frac{i}{4}g_{\rho \pi \pi }(p^2)<\rho _{\mu \nu }[^\mu \pi ,^\nu \pi ]>,$$
(4.50)
where
$$g_{\rho \pi \pi }(p^2)=\frac{b(p^2)}{(1+2\zeta )(1+\mathrm{\Sigma }(p^2))}.$$
(4.51)
### D Correction to $`\rho \gamma `$ vertex
The complete one-loop correction to $`\rho \gamma `$ vertex contains two different ingrendients:
1) The effective lagrangian( 3.17) will generate tadpole diagram. For obtaining complete tadpole-loop correction, we need to sum over all tadpole-loop diagrams in figure(4.5).
2) The chain approximation correction in figure(4.6). Here these loop graphs are generated by $`\rho \phi \phi `$, 4-pseudoscalar and $`\gamma \phi \phi `$ vertices. All vertices should include correction of all potential tadpole diagrams. These corrections have been obtained in section 4.1, 4.2 and 4.3.
Note that Only pseudoscalar mesons in SU(3)/SU(2) sector yield tadpole-loop contribution. Then fig.(4.5) and fig.(4.6) lead to complete $`\rho \gamma `$ coupling vertex as follow
$$_{\rho \gamma }^c=\frac{b_{\rho \gamma }(p^2)}{4}<\rho _{\mu \nu }\gamma ^{\mu \nu }>,$$
(4.52)
where
$$b_{\rho \gamma }(p^2)=\frac{A(p^2)}{g(1+\zeta )}f_\pi ^2b(p^2)\frac{\mathrm{\Sigma }_0(p^2)}{1+2\zeta }[1+\frac{p^2b_\gamma (p^2)}{1+\mathrm{\Sigma }(p^2)}].$$
(4.53)
### E Unitarity and propagator of $`\rho `$-meson
The unitarity must be staified for every reliable theory. In this subsection we will examine unitarity of this present formalism via forward scattering of $`\rho `$-meson. The examination on other processes can be performed similarly. We define $`S`$-matrix and $`𝒯`$-matrix as usual,
$$<\beta |S(=Te^{i{\scriptscriptstyle d^4x(x)}})|\alpha >=S_{\beta ,\alpha }=\delta _{\beta ,\alpha }+i\delta ^{(4)}(p_\beta p_\alpha )𝒯_{\beta ,\alpha }.$$
(4.54)
The unitarity requires
$$\mathrm{Im}𝒯_{\beta ,\alpha }=\frac{1}{2}𝑑\mathrm{\Psi }\delta ^{(4)}(p_\mathrm{\Psi }p_\alpha )𝒯_{\mathrm{\Psi },\alpha }^{}𝒯_{\mathrm{\Psi },\beta },$$
(4.55)
where $`\mathrm{\Psi }`$ is all potential physics states. For the case of $`\alpha =\beta =\rho `$, $`<\mathrm{\Psi }|=<\pi \pi |`$ is dominant. Then for forward scattering of $`\rho `$-meson, Eq.( 4.45) becomes
$$\mathrm{\Gamma }(\rho \pi \pi )=\frac{2}{(2\pi )^4}\mathrm{Im}𝒯_{\rho \rho }.$$
(4.56)
The width $`\mathrm{\Gamma }(\rho \pi \pi )`$ can be obtained from the complete vertex( 4.50),
$$\mathrm{\Gamma }(\rho \pi \pi )=\frac{|g_{\rho \pi \pi }(m_\rho ^2)|^2m_\rho ^5}{48\pi }(1\frac{4m_\pi ^2}{m_\rho ^2})^{3/2}.$$
(4.57)
For obtaining $`\mathrm{Im}𝒯_{\rho \rho }`$, we need to calculate chain-approximation correction of pseudoscalar loops for two-point vertex of $`\rho `$-meson. The calculation is similar to one in section 4.3. To use the equation of motion of $`\rho `$-meson, eq. (3.14), and renormalize the mass of $`\rho `$-meson, we have
$$_{\rho \rho }^{1\mathrm{loop}}=i\mathrm{Im}[\mathrm{\Sigma }_0(m_\rho ^2)\frac{f_\pi ^2m_\rho ^4b^2(m_\rho ^2)}{g^2(1+2\zeta )^2(1+\mathrm{\Sigma }(m_\rho ^2))}]\rho _\mu ^i\rho ^{i\mu }.$$
(4.58)
where $`\rho `$-field has been normalized.
Since Im$`(\mathrm{\Sigma }_0\mathrm{\Sigma })0`$, we obtain
$$\frac{2}{(2\pi )^4}\mathrm{Im}𝒯_{\rho \rho }=2[\mathrm{Im}\mathrm{\Sigma }_0(m_\rho ^2)]\frac{f_\pi ^2m_\rho ^3g^2b^2(m_\rho ^2)}{(1+2\zeta )^2|1+\mathrm{\Sigma }(m_\rho ^2)|^2}.$$
(4.59)
Setting $`Arg(1)=\pi `$ in Eq.( 4.62), we have
$`\mathrm{Im}\mathrm{\Sigma }_0(m_\rho ^2)={\displaystyle \frac{m_\rho ^2}{24\pi f_\pi ^2}}\theta (m_\rho ^24m_\pi ^2){\displaystyle \frac{m_\rho ^2}{24\pi f_\pi ^2}}.`$ (4.60)
Inserting Eq.( 4.60) into Eq.( 4.59) and comparing with Eq.( 4.57), we can see unitary condition (4.56) is satisfied at the limit of massless pion. In addition, the difference between Eqs.( 4.57) and (4.60) implies that we can perform the following replacement
$`\theta (m_\rho ^24m_\pi ^2)(1{\displaystyle \frac{4m_\pi ^2}{m_\rho ^2}})^{3/2}.`$ (4.61)
This replacement will compensate for the approximation of massless pion. In terms of similar method, we can also prove unitarity on $`\rho ^0\gamma e^+e^{}`$ decay.
Finally, the complete propagator of $`\rho `$-meson can be obtained via chain approximation in figure(4.7), where every “$``$” denotes a two-point vertex ( 4.58). The result is
$$\mathrm{\Delta }_{\mu \nu }^{(\rho )}(p^2)=\frac{i}{p^2m_\rho ^2+im_\rho \mathrm{\Gamma }_\rho }(\delta _{\mu \nu }(\frac{p_\mu p_\nu }{m_\rho ^2})\mathrm{term}).$$
(4.62)
where the width $`\mathrm{\Gamma }_\rho \mathrm{\Gamma }(\rho \pi \pi )`$ which is given in Eq.( 4.57). In this paper since we treat $`\rho `$-meson at tree level, the $`(p_\mu p_\nu /m_\rho ^2)`$ term in the propagator is unimportant. Then the propagator( 4.62) is just well-know Breit-Wigner formula for resonances.
### F Cancellation of divergence
From the above calculations we can find that there is only quadratic divergence appears in one-loop contribution of pseudoscalar mesons. Since the present model is a non-renormalizable effective theory, these divergences have to be factorized, i.e., the parameter $`\lambda `$ has to be determined phenomenologically. Fortunately, this parameter can be fitted by Zweig rule.
The on-shell decay $`\varphi \pi \pi `$ is forbidden by G parity conservation and Zweig rule. Experiment also show that branching ratios of this decay is very small, $`B(\varphi \pi \pi )=(8\genfrac{}{}{0pt}{}{+5}{4})\times 10^5`$. Theoretically, this decay can occur through photon-exchange or $`K`$-loop(figure(4.8)). The latter two diagrams yield non-zero imagnary part of decay amplitude. Thus the real part yielded by the latter two diagrams should be very small. We can determine $`\lambda `$ due to this requirement(the chiral expansion in powers of $`\varphi `$-mass will be studied in other papers, but it do not affect us to fit $`\lambda `$ here). From the calculation in the above section, we see that the result yielded by the latter two diagrams is proportional to a factor
$$\lambda (\frac{p^2}{2}m__K^2)_0^1𝑑x[m__K^2x(1x)p^2]\mathrm{ln}(1\frac{x(1x)p^2}{m__K^2})|_{p^2=m_\varphi ^2}.$$
(4.63)
Since we only focus our attention on real part of the above equation, $`m_\varphi ^2=4m__K^2`$ is a enough approximation. Then Zweig rule requires that
$$\lambda (\frac{p^2}{2}m__K^2)Re\{_0^1𝑑x[m__K^2x(1x)p^2]\mathrm{ln}(1\frac{x(1x)p^2}{m__K^2})\}|_{p^2=4m__K^2}0.$$
(4.64)
Form the above equation, we obtain
$$\lambda \frac{2}{3}.$$
(4.65)
## V Numerical Results and Discussion
In this section we will calculate on-shell $`\rho \pi \pi `$ and $`\rho ^0e^+e^{}`$ decay numerically. The following parameters will relate to our calculation: The constituent quark mass $`m480`$MeV is fitted by chiral coupling constants of ChPT at $`p^4`$. The universal coupling constant $`g=\pi ^1`$ is determined by KSRF(I) sum rule and $`\lambda \frac{2}{3}`$ is determined by Zweig rule. Other parameters $`f_\pi =185`$MeV, $`m_\rho =770`$MeV and $`m__K=495`$MeV are fitted by experimental data. The formula for $`\rho \pi \pi `$ decay width has been given in Eq.( 4.57), and the width of $`\rho ^0e^+e^{}`$ decay is given as follow
$$\mathrm{\Gamma }(\rho ^0e^+e^{})=\frac{4\pi }{3m_\rho ^3}|g_{\rho \gamma }(m_\rho ^2)|^2\alpha ^2,$$
(5.1)
with
$$g_{\rho \gamma }(p^2)=\frac{b_{\rho \gamma }(p^2)}{2g}p^2,$$
(5.2)
where $`b_{\rho \gamma }`$ was given in Eq.( 4.53). Then we obtain $`\mathrm{\Gamma }(\rho \pi \pi )`$=146MeV and $`\mathrm{\Gamma }(\rho ^0e^+e^{})`$=7.0MeV. These value agree with data excellently.
In table 2 we compare the widths of $`\rho \pi \pi `$ and $`\rho e^+e^{}`$ decays for three different cases. It clearly shows that, both of the high order terms of the momentum expansion and pseudoscalar meson-loop play very important role in chiral expansion at $`m_\rho `$-scale. The reason is obvious, that at this energy scale, the momentum expansion converge slowly, and it is not enough to merely consider the leading order terms of $`N_c^1`$ expansion(or meson-loop expansion). Thus in a reliable and consistent field theory describing physics at vector meson energy scale, the leading order theoretical prediction must not agree with experimental data. Otherwise the important high order correction will become incomprehensible in logic and phenomenology. For example, from table 2 we can see that the correction of meson-loop is about $`20\%`$. It is agree with $`N_c^1`$ expansion for $`N_c=3`$ very well. In particular, we can not understand the unitarity of this model at all if our studies are limited to capture merely the leading order effects of large $`N_c`$ expansion.
In table 2 we also show how KSRF(I) sum rule is broken. We can see that both of high power terms of momentum expansion and meson-loop break KSRF(I) sum rule. This mechanism is agree with experiment very well.
## VI Summary
The physics on vector meson resonances has been studied continually by various chiral models during the last two decades. It is well known, however, that all past studies on this sort of chrial models suffer two difficulties: 1) The convergence of the chiral expansiom in the models is unclear. 2) There is no well-defined way to calculate the next to leading order. This makes the model’s calculations being not controlled approximations in that there is no well-defined way to put error bars on the predictions. In this present paper, we have provided a self-consistent pattern to overcome the difficuties mentioned above, that is the ChCQM formalism. The chiral constituent quark model with vector meson fields is formulated only by two basic ideas: One is transformation properties of relevant fields under SU(3)$`__V`$ and another one is to treat vector mesons as composited fields of constituent quarks. Employing ChCQM, we have provided a systematical method to investigate the chiral expansion up to all order, and to perform the calculation to the next leading order of $`N_c^1`$ expansion. The results are factorized in $`f_\pi `$, $`m_0(m_\rho )`$, $`B_0`$, $`g_A(=0.75`$, $`\beta `$ decay of neutron), $`g(=\pi ^1`$, KSRF(I) sum rule), $`m(=480`$MeV, chiral coupling constants at $`p^4`$) and $`\lambda (=2/3`$, Zweig rule). There are no adjustable parameters in the theoretical calculations presented in this formalism. By using this method, $`\rho \pi \pi `$ and $`\rho e^+e^{}`$ decays are calculated. The predictions are in quite well agreement with the data.
Consequently, we conclude that, in ChCQM formalism we can derive a self-consistent effective field theory with the lowest vector meson resonances, and the calculation pattern presented in this paper is legitimat.
The investigation of this paper reveals the following important features of effective field theory with the lowest vector meson resonances:
i) The chiral expansion at this energy scale is convergent. The convergence of chiral expansion is the most important criterion to examine whether a chiral model including meson resonances can construct a consistent effective field theory. From this point, many approachs can only be thought of phenomenological models available at the leading order of the chiral expansion, since in those models it is diffcult to yield convergent chiral expansion at vector mesom energy scale.
ii) The chiral expansion at this energy scale converge slowly. Theoretically, it has been shown by agurement in ChPT, that the chiral expansion at energy scale $`\mu `$ should be in powers of $`\mu ^2/\mathrm{\Lambda }_{\mathrm{CSSB}}^2`$. Therefore, at $`\mu m_\rho `$, complete theoretical predictions have to include high order terms of the chiral expansion, and the method of ChPT becomes impratical. Thus in this paper, we studied the chiral expansion in powers of $`m_\rho `$ systematically by means of the approach of the chiral constituent quark model. The advantage of this approach is that we can study the chiral expansion up to all orders but without extra free parameters. Although the number of parameters is even less than $`O(p^4)`$ ChPT, this theory’s prediction potential is quite powerful.
iii) The large $`N_c`$ expansion argues that both of width of meson resonances and loop effects of mesons are suppressed. For example, in those processes relating to $`\rho `$-resonance, the contribution from meson loops is about $`\mathrm{\Gamma }_\rho /m_\rho 20\%`$. This arguement is comfirmed by unitarity of the chiral theory(e.g., see Eq.( 4.56)). Thus the loop effects of mesons also play important role in a chiral effective theory. In this paper, we study one-loop effects of pseudoscalar mesons systematically. The logarithmic divergence and quadratic divergence from meson loops are cancelled by $`O(p^4)`$ coupling constants of ChPT and Zweig rule respectively. The contribution from meson loops is about $`20\%30\%`$, which agree with large $`N_c`$ arguement very well. More important, unitarity of this chiral effective theory is examined explicitly, and the one-loop correction of pseudoscalar mesons make theoretical predition close to experiment. It shows that calculation on one-loop graphs of mesons is self-consistent. All of these imply that precise prediction of a chiral meson effective theory must include the contribution from meson loops.
iv) The low energy limit of this model agree with ChPT very well. It means that at very low energy, this effective model will return to ChPT.
v) Those phenomenological successful ideas, such as VMD and universal coupling for vector meson resonances, can be predicted by this effective theory. It is quite nature in the formalism of ChCQM.
Finally, the calculation on $`\rho `$-meson in this paper can be easily extend to cases including $`K^{}(892)`$ and $`\varphi (1020)`$. The difference is that the strange quark mass play important role in the chiral expansion at $`m__K^{}`$ or $`m_\varphi `$-scale. These studies will be found elsewhere.
ACKNOWLEDGMENTS
We would like to thank Prof. D.N. Gao and Dr. J.J. Zhu for their helpful discussion. This work is partially supported by NSF of China through C. N. Yang and the Grant LWTZ-1298 of Chinese Academy of Science. |
warning/0001/hep-ph0001072.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Large extra dimensions may help in understanding the hierarchy between the Planck and weak scales . In the present paper we will concentrate on the hierarchy of the fermion masses which is another mystery in the standard model (SM). One possible approach relies on (spontaneously broken) flavor symmetries. But this does not really answer the question, rather brings it at a different level. Instead of explaining the hierarchy of the Yukawa couplings, now one has to explain the hierarchy of the breaking scales.
In the present paper we will adopt a different attitude. We assume that three SM families are identical, the difference in their masses is simply because they happen to live in different places in the extra space. More precisely, we assume that the original higher dimensional theory admits, as its solution, a brane with localized fermions with quantum numbers of one SM generation. Multiple brane states will then generate $`\nu `$ identical copies of fermions, $`\nu `$ generations of the standard model. Due to obvious reasons we will take $`\nu =3`$ in our discussion. It is clear that if the quarks and leptons are to come from different branes, then the gauge fields must freely propagate in the interbrane space. The transverse volume covered by gauge fields may be a world-volume of a “fatter” brane, or simply a compactified dimension. In any case there is an upper bound on a linear scale associated with this volume, $`L1/(1`$TeV).
The crucial question in this picture is where does the electroweak symmetry breaking happens? We postulate that the vacuum expectation value (VEV) of the Higgs field is induced due to the presence of a separate brane. The latter acts as a source for the Higgs VEV in the perpendicular direction, so that the Higgs VEV decays exponentially away from the source,
$$H\mathrm{e}^{r/r_0},$$
(1)
where $`r`$ is the distance from the source brane.
Thus, there is a nonzero Higgs profile in the bulk, and this will generate masses of the SM fermions localized on other branes. In this way the mass of the SM fermions will be determined by the overlap of its wave function (squared) with the Higgs profile. This can be of order one for the nearest brane, but exponentially suppressed for more distant neighbors.
Note that there is no need to postulate a hierarchy of distances between immediate neighbors. In any case, the hierarchy of the fermion masses is guaranteed. Note also that there is an inevitable correlation between the masses and mixings. The mixing between the fermions is suppressed by the overlap of two (distinct) wave functions with the Higgs profile. As a result the nearest neighbors will mix stronger than the next-to-nearest, and so on. This pattern is well-known experimentally.
Other input assumptions are more or less standard for the approach with the large (compact) extra dimensions. Yet it is worth discussing them in brief.
We will consider one extra dimension, so that the space has the topology of $`M_4\times S`$. The size of the extra dimension $`L`$ is assumed to be much larger than $`M_{\mathrm{Pl}}^1`$ and the brane width $`\delta `$. Gravity is weak at these distances, and plays essentially no role provided there are other (passive) extra dimensions in which our construction is embedded. <sup>1</sup><sup>1</sup>1The graviphoton is eliminated by the overall zero mode associated with the breaking of the translational invariance in the fifth direction. A microscopic Planckean theory descends to distances $`L`$ in the form of some field theory and the given geometry of space-time. This field theory is responsible for the build-up of the branes, with the zero modes as discussed above. The field(s) that “build” the walls are distinct from the matter and Higgs fields, they have to be introduced for the wall-building purpose.
Presumably, the characteristic size of our extra dimension, should be somewhat smaller than inverse TeV, due to reasons associated with the flavor violation. In the theories with a low fundamental scale ($`M_{\mathrm{Pf}}`$), there is a potential danger of higher-dimensional operators that lead to a flavor violation in the low-energy processes through the higher dimensional operators suppressed by powers of $`M_{\mathrm{Pf}}`$. These can be, in principle, controlled by gauging non-Abelian flavor symmetries in the bulk . Flavor-violating exchange by the bulk flavor gauge fields or by the scalar flavons can be adequately suppressed . In our framework, however, there can be an additional source of flavor violation due to the exchange of the ordinary gauge fields . <sup>2</sup><sup>2</sup>2This is in contrast to other (unbroken) global symmetries of the standard model (such as the baryon number), which, in principle, can be protected by separating quarks from leptons in the extra space . This exchange is suppressed by the size of extra dimension versus the localization width of the fermions, and may require the size of extra dimension to be below $`1/(1000`$TeV). In our discussion, we will assume this bound to be satisfied, and keep the size as a free parameter. Of course, making $`L`$ small implies increasing the cutoff of the theory, and at some point it will reintroduce the hierarchy problem. Therefore, the issue of the low-energy supersymmetry (broken at the scale $`M_{\mathrm{Pf}}`$) may become important in our framework .
In this respect it is interesting that localization of families on the identical branes may automatically lead to a novel mechanism of the exponentially weak supersymmetry breaking, provided that each individual family brane is a BPS state, whereas their combination is not. (Supersymmetry breaking on non-BPS branes was suggested in .) In Sec. 6 we will formulate a general sufficient condition for such a breaking.
Before proceeding to a more detailed consideration let us summarize crucial differences of our scenario from the existing alternative high-dimensional mechanisms of the fermion mass generation. In the hierarchy of the fermion masses was generated by invoking global flavor symmetries broken on a set of distant branes. Each of the distant branes was responsible for the breaking of a particular subgroup of the full flavor group. This breaking then was communicated (“shined”) to the standard model fermions via a set of bulk messenger fields, in some representation of the flavor group. Although the SM fields were localized on the same brane, the resulting pattern of flavor symmetry breaking can still be hierarchical if the branes responsible for different breakings are located at different distances.
Note that in this picture it is essential to have a flavor symmetry, as well as a set of the flavor-breaking branes with a variety of sets of the VEV’s, plus a sector of the bulk messenger fields charged under the flavor group. In our scenario there is no need to postulate any flavor symmetry at all. No messenger fields are needed. The only Higgs field that acquires an expectation value is the standard model electroweak Higgs. It is impossible to avoid the hierarchical pattern of fermion masses, except for the unlikely case when all the three branes are stabilized right on top of each other. As will be discussed below, such stabilization is very difficult to achieve in practice, unless an unnatural distinction among the family branes is introduced.
## 2 Fermion Hierarchies from extra dimensions
In this section we will discuss some model-independent features of the fermion masses in our framework and show why a hierarchical pattern is inevitable. Although this will not be crucial for our purposes, for simplicity and economy, we assume that all the standard model fermions are generated from a single progenitor family in the original five-dimensional theory. The corresponding Yukawa couplings in the five-dimensional action are
$$S=d^5xg_fH\overline{f}f_c$$
(2)
where $`H`$ is the five-dimensional Higgs field and $`f`$ and $`f_c`$ are the five-dimensional fermions which give rise to the four-dimensional chiral $`SU(2)U(1)`$-doublet and singlet fermions, respectively.
Now, the fact that the SM fermions are localized zero modes on the branes, means that the five-dimensional fermionic fields allow for the expansion of the form
$$f=\underset{i}{}\mathrm{\Omega }_i(yy_i)f_i(x_\mu )+\mathrm{}$$
(3)
where $`y`$ is the fifth coordinate and $`\mathrm{\Omega }_i(yy_i)`$ are localized functions at $`y_i`$, with an exponentially decaying profile. (It is assumed that $`|y_iy_j|L`$. At $`|yy_i|(L/2)`$ the exponential decay regime changes, see below.)
The functions $`f_i`$ are zero modes of the four-dimensional Dirac operator. In this way the expansion (3) describes the zero-mode fermions of three standard model generations localized at the hyperspaces $`y=y_i`$ in the bulk.
However, because of the finite distance between the branes these states are not completely orthogonal – there is a nonzero overlap between the wave functions. This amounts to a nonzero but small mixing between the fermions. What is interesting, there is a nontrivial correlation between the fermion mixing and their masses. This is clear from the way they are generated. The source of the masses is the expectation value of the Higgs field, which we assume is induced on a separated “source” brane, located at some point $`y=0`$. The Higgs VEV is maximal at the brane and decays exponentially in the bulk. Outside the Higgs VEV-generating brane, i.e. at $`|y|>\delta `$
$$H(y)=v\left(2e^{L/2}\right)\mathrm{cosh}\left[a\left(y\frac{L}{2}\right)\right]$$
(4)
where $`a`$ is the mass scale defining the inverse brane “thickness” and $`v`$ is the Higgs VEV on the brane. Assuming that all three family branes sit in the domain of the exponential decay of $`H(y)`$, the fermion masses will be determined by the overlap of the fermion wave functions with the exponential Higgs tail in the extra dimension, and, thus, by the distance from the source brane. Consider a situation when the family branes are located on the same side from the source brane (i.e. the Higgs VEV-generating brane). Then, even if they are placed in equal intervals, the hierarchical pattern of masses and mixings is guaranteed.
For illustrative purposes we can approximate fermionic wave-functions by exponential profiles
$$\mathrm{\Omega }_i=\mathrm{exp}\left(|yy_i|b\right),$$
(5)
where as in the case of the Higgs field, $`b`$ is a mass scale that sets the “thickness” of the fermionic profile(s), and we assume that all fermionic branes are identical (we neglect a small distortion of the wave functions because of the non-zero overlap). Then, the fermion masses are given by the following overlap integrals:
$$m_{ij}=𝑑yv\mathrm{exp}\left\{b\left(|y|\frac{a}{b}+|yy_i|+|yy_j|\right)\right\}.$$
(6)
Note that, equivalently, we could have obtained the same result by going to the effective low-energy picture. The existence of the Higgs profile (4) means that there is a four-dimensional Higgs state localized on the brane. This mode corresponds to vibrations of the condensate and, therefore, is localized on the source brane. Thus, integrating out the extra dimension we will be left with a SM-like pattern, with the hierarchically suppressed Yukawa interactions.
## 3 Higgs profiles
In this and the next sections we will consider some technical details such as the generation of the Higgs condensate on a brane as well as the embedding of the multiple fermionic branes in the compact dimension. The generation of the Higgs condensates on the brane is a frequent phenomenon, whenever there is a nontrivial coupling of the bulk scalars with the brane. For instance, we will consider a simple example of the domain wall studied in . In this example there is a domain wall created by a real scalar field $`\chi `$, and another field $`H`$ charged under the gauge group $`G`$. In our case this will be assumed to be electroweak $`SU(2)U(1)`$. It is essential that the Lagrangian contains interaction among these fields. In the simplest form the (scalar sector) of the five-dimensional action can be taken as
$$S=d^5x\left[|D_\mu H|^2+|_\mu \chi |^2\left(a(\chi ^2\mu ^2)^2+(b\chi ^2m^2)|H|^2+|H|^4\right)\right].$$
(7)
For $`b\mu ^2>m^2`$ the system has two ground states, with $`\chi =\pm \mu `$ (and $`H=0`$ for both). Due to simple topological arguments there is a wall (brane) interpolating between the two. For $`H=0`$ the wall profile has a simple form
$$\chi =\mu \mathrm{tanh}(y\mu \sqrt{4a}).$$
(8)
Since $`\chi `$ goes through zero in the middle of the wall, $`H`$ can become unstable and condense on the brane. This can be simply seen by examining small perturbations $`H=H\mathrm{e}^{i\omega t}`$ in the wall background. The linearized Schrödinger equation takes the form
$$_y^2H\left(b\mu ^2\mathrm{tanh}^2(y\mu \sqrt{4a})m^2\right)H=\omega ^2H$$
(9)
which clearly has an unstable eigenmode (with imaginary $`\omega `$) for some range of parameters.
Thus, the SM symmetry is spontaneously broken on the brane but is restored in the bulk in the infinite volume limit. For the finite extra dimension, the gauge fields will get nonzero masses by interacting with the brane condensate, and the gauge symmetry will be spontaneously broken in the effective low-energy theory.
Finally, let us remark on a technical point regarding the embedding of a brane (or several branes, as opposed to the antibrane) in the compact extra dimension. This issue was discussed in great detail in . The wall one may have on the cylinder is slightly different from the standard kink in the non-compact space, which interpolates between distinct vacua of the theory. To have walls on the cylinder one must assume that the fields of which the walls are built are defined on manifolds with noncontractible cycles. For instance assume that $`\chi `$ is an angular variable (an “axionic” type field), defined modulo $`2\pi `$. The appropriate interaction potential is
$$V=2M^4\mathrm{cos}\chi +(b\mathrm{sin}\chi m^2)|H|^2+|H|^4$$
(10)
The resulting brane is a sine-Gordon soliton
$$\chi =4\mathrm{t}\mathrm{a}\mathrm{n}^1\mathrm{exp}(ym),$$
(11)
and can be embedded in the compact space. Since $`\chi `$ changes by $`2\pi `$ through the soliton, sin$`\chi `$ becomes zero and destabilizes $`H`$, much in the same way as for the kink.
Moreover, as it was shown in , the isolated wall on the cylinder may be BPS saturated, i.e. leading to supersymmetric low-energy theory of the zero modes. But we have several branes: three “fermion” and one Higgs VEV-generating. It is natural to assume that, being considered in isolation, each wall is BPS saturated. Taken all together they need not necessarily be BPS. Hence, one can get a supersymmetry breaking exponentially small in the parameter $`|y_iy_j|/\delta `$ where $`\delta `$ is the wall “thickness.” In this way, one gets an exponential suppression of the SUSY breaking scale without any input hierarchy.
To reiterate, had we just one generation, supersymmetry will be unbroken. It is the intergenerational (interbrane) interference that makes the wall configuartion non-BPS, and breaks SUSY.
This effect is independent of the other arguments presented above regarding the fermion mass hierarchy. The original masslessness of the fermions is not due to SUSY, but, rather, due to the topological property of the brane (or due to a mechanism to be discussed in Sec. 4). Note that the matter fields need not be chiral at distances $`L`$, when our intermediate field theory flows to a fundamental one. The chirality of the trapped zero modes occurs as a result of the winding of the solution under consideration in the extra dimension. In this picture it is natural that the matter fermions are lighter than the sfermions.
## 4 Multiple branes in compact spaces
The fermionic fields must be localized on a number of identical stable branes, admitting the fermionic zero modes. Stability of such branes, in general, is due to some charge $`Q`$. This may be either a topological charge (e.g. in the case of the kink or soliton) or a charge with respect to some higher forms (e.g. as in the case of $`D`$ branes). The corresponding flux then guarantees the stability of the brane. The same flux conservation then often forbids the embedding of the branes in the compact space, since the flux can end nowhere. One is then forced to introduce antibranes on which the flux lines may end, to balance the total charge. In our scenario we would like to avoid antibranes.
One possible way out then is to consider topological charges compatible with the compact boundary conditions, as above (see ). For instance, we can put arbitrary number of solitonic branes of the form (11) in the compact space.
Here we will consider an alternative way for dealing with this issue in the cases when the flux conservation is incompatible with periodicity of the space. Let such charge be $`Q`$. Then, instead of introducing an antibrane with the charge $`Q`$, we can assume that the charge in question is Higgsed. Then the flux lines will be absorbed by the “medium,” much in the same way as the conductor absorbs the electric flux.
Let us consider the issue of the stability of such a system. As a prototype toy model consider a brane which is a source of a massless scalar field $`\varphi `$. The corresponding coupling of $`\varphi `$ to the world-volume of the brane is
$$Q𝑑x_\alpha dx_\beta dx_\gamma dx_\delta ϵ_{\alpha \beta \gamma \delta }\varphi .$$
(12)
In this way the brane “shines” a massless scalar field. If there are no lighter states in the theory charged under $`Q`$, the brane will be stable due to the flux conservation. The massless field $`\varphi `$ satisfies the classical equation with the delta-function source in the fifth coordinate $`y`$ (transverse to the brane)
$$_y^2\varphi =Q\delta (y).$$
(13)
The solution of the above equation is evident,
$$\varphi =Q|y|.$$
(14)
This solution shows that it is impossible to put such field on the cylinder.
Imagine now that we give a small mass $`m`$ to the scalar field. This will guarantee that the flux is screened at large distances $`ym^1`$ as
$$\varphi Q\mathrm{exp}(m|y|).$$
(15)
The exponential solution above is valid for the noncompact fifth dimension. If it is compactified (a circle), the solution with the appropriate boundary conditions rather takes the form
$$\varphi Q\mathrm{cosh}\left[m\left(y\frac{L}{2}\right)\right]0yL.$$
(16)
The existence of such a brane is compatible with compactification.
Let us consider the issue of the fermionic zero modes on such branes. Consider the following coupling of a bulk fermion to $`\varphi `$
$$g(_A\varphi )\overline{\psi }\gamma _A\psi .$$
(17)
This creates a $`\theta (y)`$ function type mass term, which chages the sign across the brane
$$gQ\theta (y)\overline{\psi }\gamma _5\psi .$$
(18)
Due to the index theorem there is a localized zero mode on the brane, which at $`|y|L/2`$ takes the form
$$\psi =f(x_\mu )\mathrm{exp}(g|y|Q).$$
(19)
This zero mode will persist for the nonzero mass of the $`\varphi `$ as well.
Note that in the above discussion we could have used antisymmetric $`4`$-form field $`A_{\alpha \mathrm{}\beta }`$ instead of the scalar $`\varphi `$. (Such fields are present in many brane constructions (e.g. see ). To the best of our knowledge, however, this is the first attempt of using them for localizing the chiral fermionic zero modes). The whole discussion would go through, except that the fermion couplings now would be modified as follows. The coupling to the brane is
$$Q𝑑x_\alpha dx_\beta dx_\gamma dx_\delta A_{\alpha \beta \gamma \delta },$$
(20)
and the fermions now couple to the $`5`$-form field strength
$$F_{\alpha \beta \gamma \delta \omega }=_{[\alpha }A_{\beta \gamma \delta \omega ]}$$
(21)
which changes the sign across the brane $`F\theta (y)`$. The fermions coupled to $`F`$
$$F_{\alpha \beta \gamma \delta \omega }ϵ^{\alpha \beta \gamma \delta \omega }\overline{\psi }\psi $$
(22)
will develop a zero mode on the brane.
## 5 Prototype Model
Now we are in a position to write down a simple prototype five-dimensional Lagrangian giving rise to the desired structure. The important interaction terms are
$$L=|\mathrm{\Lambda }X^3|^2+2M^4\mathrm{cos}\chi +(b\mathrm{sin}\chi m^2)|H|^2+|H|^4+X^2r_f\overline{f}f+X^2r_{f_c}\overline{f_c}f_c+g_fH\overline{f}f_c$$
(23)
plus the standard kinetic and gauge terms. Here $`X`$ is a gauge-singlet scalar that breaks $`Z_3`$ symmetry and produces three walls on a compactified dimension. $`X`$ changes the phase by $`2\pi /3`$ through each of the walls and creates a single zero mode from each species of fermions $`f,f_c`$. These fermions have quantum numbers of one SM generation. Moreover, $`f`$ stands for $`SU(2)U(1)`$-doublet, while $`f_c`$ stands for $`SU(2)U(1)`$-singlet states, respectively. The Yukawa couplings with $`H`$ and $`X`$ are assumed to have the $`SU(2)U(1)`$ doublet and singlet structures, respectively. In conventional notations the zero modes coming from $`f`$ are the left-handed quark and lepton doublets $`Q,L`$ and the ones coming from $`f_c`$ are the left-handed antisinglets $`u_c,d_c,e_c`$. The precise form of the interaction terms between $`X`$ and $`\chi `$ is not very important, provided that the $`\chi `$-wall gets stabilized on top of one of the $`X`$-walls. This can be achieved, for instance, by adding
$$(b^{}\mathrm{sin}\chi )|X|^2$$
(24)
with a positive $`b^{}`$. The above Lagrangian reproduces all the desired features discussed above. It has three identical branes compatible with periodic boundary condition, with one SM generation localized per brane. Plus a separate brane that breaks the electroweak symmetry.
## 6 Hierarchical SUSY Breaking from Multiple <br>Branes
In this section we will argue that the presence of the identical “family branes” may result to an exponentially weak supersymmetry breaking, even though each individual brane, in isolation, may be supersymmetry preserving (i.e. BPS saturated). This is the case if the multiple-brane state is a non-BPS configuration. The idea that the observable SUSY breaking may be due to the fact that we live on a non-BPS brane, was first put forward in . Here we show that in the present circumstances this breaking may be exponentially weak.
Before formulating a very general sufficient condition for such weak supersymmetry breaking, let us illustrate the main point in a toy example. We are looking for a model that gives rise to a BPS brane, but in which the states with two (or more) such branes are are non-BPS. The simplest model of this type is the one with the spontaneously broken $`R`$ symmetry (the symmetry is $`Z_N`$). In four-dimensions the superpotential can be chosen as
$$W=\mathrm{\Lambda }X\frac{cX^{N+1}}{N+1}$$
(25)
where $`X`$ is a chiral superfield.
This theory has stable domain wall solutions across which the phase of $`X`$ changes by $`2\pi /N`$. Clearly, having $`N`$ such domain walls is compatible with periodicity of the transverse coordinate. Because the superpotential changes through the wall, this system admits a nontrivial central extension ; it can be shown that the elementary wall is BPS saturated. For $`N\mathrm{}`$, the corresponding solutions can be found explicitly . However, the $`N`$-wall state on the cylinder is not BPS saturated, generally speaking.<sup>3</sup><sup>3</sup>3Note, however, that the central charge can still be defined, it does not vanish for $`N`$-wall states . Due to this reason, in particular, the junction of $`N`$ domain walls (in the noncompactified space) can be BPS saturated . Thus, the $`N`$-wall state, breaks all supersymmetries.
Let us assume that the transverse coordinate is compactified on a circle of radius $`R(=L/2\pi )`$. The equilibrium state in such a case corresponds to $`N`$ branes around the circle at equal distances between the neighbors. What is the strength of the resulting supersymmetry breaking? It is exponentially suppressed by the inter-brane distance
$$e^{Rm}$$
(26)
where $`m`$ is a mass of the $`X`$ quanta, the scale that sets the width of the brane (we ignore factors of order $`N`$, which may be important, however, in the large $`N`$ case). This weakness is not difficult to understand. The wall is a field configuration, that approaches the vacuum state exponentially rapidly in the transverse coordinate. Thus, unless there are massless fields that can “carry away” the message about its presence, all the influence of the brane is exponentially suppressed at large distances. So is the resulting supersymmetry breaking.
This gives us a very general sufficient condition for exponentially suppressed supersymmetry breaking:
1) the presence of the BPS brane, whose stability is not due to massless fields in the theory;
2) the $`N`$-brane states should not be BPS saturated.
Note that it is very important that the stability of the brane is due to the topological charge, which is not a source of any massless bulk field. If this stability were due to some other charge coupled to some massless bulk field (e.g. as in the $`D`$ brane case), the corresponding field would serve as a messenger between the branes, and the resulting SUSY breaking would be power suppressed.
This is the crucial difference which differentiates our mechanism from the conventional schemes, in which the SUSY breaking gets transmitted between the branes by some bulk messenger interactions (e.g. see ,).
Once again, it is important to understand that massless fields in question are those coupled to the stabilizing charge, and not other massless fields. For instance, in any realistic theory, there is at least one massless field, the graviton, coupled to the energy-momentum tensor of the brane. This, however, will not serve as a messenger for the SUSY breaking, since individually all branes are SUSY preserving, and only their exponentially suppressed interaction brakes supersymmetry.
Acknowledgments
We would like to thank Savas Dimopoulos, Gregory Gabadadze, Alex Pomarol and Massimo Porrati for useful discussions. A part of this work was done at ITP, Santa Barbara, where we were participants of the program “Supersymmetric Gauge Dynamics and String Theory.” We are grateful to the ITP staff for hospitality. This work was supported in part by DOE under Grant No. DE-FG02-94ER40823, by National Science Foundation under Grant No. PHY94-07194, and by David and Lucile Packard Foundation Fellowship for Science and Engineering. |
warning/0001/astro-ph0001241.html | ar5iv | text | # Low Mass Density Wide Field Far-IR/Submillimeter Telescope Systems
## 1. INTRODUCTION
Progress in observational astrophysics parallels the development of telescope technology and the associated instrumentation. The problem of constructing telescopes using polished metal mirrors has a long history tracing back to Gregory(1663), Newton(1672), and Cassegrain. The first successful mirrors with silver reflecting surfaces on a glass substrate were constructed in the late 1850’s by von Steinheil and Foucault (King 1979). Current state-of-the-art reflectors can trace their roots back to this technology.
The function of the substrate is to support the thin layer of high reflectivity material; the glass or metal substrate is formable into a shape that has useful optical properties. In current state-of-the-art telescopes the mass of the substrate is $`10^310^6`$ times the mass of the reflecting layer. Clearly, new perspectives on telescope systems are necessary to reduce the cost and mass of the primary element.
The technology described in this $`letter`$ achieves a significant reduction in mass by minimizing the thickness of the substrate. The telescope systems described use reflectors whose three dimensional shapes and curvatures are formed by the bending or stretching of a membrane over an appropriate boundary. The membrane is deformed by this process, with the result that the surface assumes a shape that concentrates electromagnetic radiation. If the field of view needs to be larger than can be afforded by a single primary reflector, subsequent optics can correct the aberrations intrinsic to the primary. In either case, a diffraction limited system will result. By using suitable materials for the membrane and other structures, systems with very low areal mass density ($`1`$kg/m$`{}_{}{}^{2})`$ that are scalable to large apertures ($``$10 to 20 meters) are constructable.
A number of designs for two and three mirror systems have been developed, resulting in systems that have large focal surfaces (Schroeder 1987). The systems described are generally on-axis, where the secondary and tertiary optics obstruct the primary reflector. Scattering and diffraction of the incident electromagnetic radiation by the secondary optics and its support structure reduces the performance of the overall system. This is particularly problematic for observations of low-contrast objects, or in communications systems where cross-talk between nearby antennas is undesirable.
The solution is to use an unobstructed, off-axis design. Unfortunately, the field-of-view of such a system is limited unless steps are taken to control the new set of off-axis aberrations. A solution using confocal conic reflectors was devised by Dragone (1982). Other designs, such as the aplanatic Gregorian or the Schwarzschild (1905; Claydon 1975) solution have lower distortion and provide a wider field-of-view for off-axis systems at the expense of greater complexity of the surface shapes.
A wide field-of-view off-axis three element design is discussed, in which the secondary forms an image of the primary on a third reflector. The combination of the secondary and tertiary gives a wide field and also corrects for aberrations and defects intrinsic to the primary reflector.
## 2. AREAL DENSITY
Current technology millimetric telescopes have densities of order 10kg/m$`^2,`$ a factor of $`10^3`$ between the mass of the reflecting layer and that of the support structure. For optical telescopes the situation is much worse where the current state-of-the art has density of order 150 kg/m<sup>2</sup>, the supporting substrate $`10^6`$ times more massive than the reflecting layer.
The areal density of the reflecting layer is given by $`\sigma _r=\rho _rt`$ with $`t`$ the thickness of the reflecting layer, and $`\rho _r`$ the density. The thickness of the reflecting layer of a high electrical conductivity metallic film can be determined, to good approximation for a specific reflecting material, by considering the skin depth
$$\delta =1/\sqrt{\pi c\mu \sigma _e/\lambda },$$
where $`\sigma _e`$is the conductivity of the reflecting surface, $`\lambda `$ is the wavelength, and $`\mu =400\pi `$nH/m. With a thickness of $`t=7\delta `$, the surface is opaque and the wave is reflected with low loss. For a very good conductor such as copper $`\sigma _e=5.7\times 10^7(\mathrm{\Omega }`$m$`)^1`$. In the case of optical light ($`\lambda =0.5\mu `$m) the film only has to be $`50`$nm thick to reflect the incident light; for millimeterwaves ($`\lambda =1000\mu `$m) a $`1\mu `$m thickness is required. This gives an areal density $`\sigma _r8\times 10^3`$kg/m<sup>2</sup> in distinct contrast to the areal density of the substrate material, which can be many orders of magnitude greater.
By examining existing telescopes one finds that the areal mass density of the supporting substrate (generally some form of glass) is $`\sigma d^{0.5},`$ where $`d`$ is the aperture diameter. This is independent of the technology used, or the epoch when the telescope was constructed. In comparison, the areal density of a membrane reflector system scales differently, and is straightforward to calculate. For the reflective membrane
$$\sigma _r=\rho _rt_r.$$
For the supporting boundary
$$\sigma _b=4\rho _bh(d)\mathrm{\Delta }d/d$$
where $`h(d)`$ is the functional dependence of the boundary thickness with diameter, and $`\mathrm{\Delta }d`$ is the width of the boundary. The total density is simply the sum
$$\sigma =\sigma _r+\sigma _b=\rho _rt_r+4\rho _bh(d)\mathrm{\Delta }d/d.$$
It is instructive to note two cases, $`h(d)=h`$ (a constant height ring), and $`h(d)=h_o(d/d_o)^{1/3}`$ (a constant stiffness ring). In both cases the areal density decreases with aperture. Only if the ring has $`h(d)=h_o(d/d_o)^\alpha `$ with $`\alpha >1`$ does $`\sigma `$ grow with $`d,`$
$$\sigma =\rho _rt_r+4\rho _b(h_o/d_o)(d/d_o)^{\alpha 1}\mathrm{\Delta }d.$$
This is in distinct contrast to the scaling relationship for existing telescopes, $`\sigma d^{0.5}.`$ Thus, not only is a membrane reflector less massive to begin with, but the areal density can actually decrease with larger apertures if the ring and membrane are appropriately chosen. Clearly, the areal density of a telescope system can be reduced by orders of magnitude if the relativly massive supporting substrate can be minimized while maintaining the desired reflective surface.
## 3. Membrane Surfaces
Deformable surfaces are naturally categorized by their Gaussian curvature, an intrinsic property of any surface. All surfaces can be broadly categorized as 1) those that have zero Gaussian curvature, and 2) all others. As is well known from differential geometry the Gaussian curvature is given by $`K=\kappa _1`$ $`\kappa _2`$, where $`\kappa _1`$ and $`\kappa _2`$ are the principal curvatures at a given point on the surface. Membrane surfaces with both zero and non-zero Gaussian curvature can be constructed and are considered in turn.
### 3.1. Category 1: $`K=0`$
A surface with zero Gaussian curvature is either flat or has the shape of a trough, so that one of the principal curvatures is always zero. Such a surface can be formed by bending along only one axis. If the shape of the surface in the curved direction is a parabola, then a line focus results for an incident plane wave. To produce a point focus, a system of two trough-shaped reflectors properly oriented with respect to each other must be used. A perspective view of such a system is presented in Fig 1.
In order for this system to focus and have a completely unobstructed aperture the focal lengths of the two individual reflectors must be unequal. The aberrations of the system are identical to those of an off-axis paraboloid with focal length $`f_1`$ in the direction which the first reflector focuses, and $`f_2`$ in the orthogonal direction, with the subscripts referring to the first or second reflector. For the specific system displayed in figure 1, the extent of the focal surface is $`30\times 30`$ diffraction limited pixels independent of wavelength. The Airy disk is not circular, but has eccentricity
$$e=(1(f_2/f_1)^2)^{1/2}.$$
The parabolic-cylindrical surfaces are formed by tensioning a reflective foil over a frame which has a parabolic contour along one axis and is rigid enough to support the tensioning. The alignment of the two reflectors is critical to the performance of the system. An arrangement of six adjustable rigid struts connecting the two reflectors completely constrains all degrees of freedom while allowing the adjustment of the relative orientation of the two reflectors (Stewart 1965).
### 3.2. Category 2: $`K0`$
Surfaces with non-zero Gaussian curvature can only be formed by stretching or deforming a membrane along both axes. The shape and curvature the surface assumes depends sensitively upon the boundary over which the membrane is stretched, the pressure, and the mechanical material properties of the membrane. If the boundary is circular an axisymetric reflector results. However, the boundary need not be circular, nor planer; the only requirement is that it is described by a space curve that closes upon itself. The surface constructed has the useful optical property that it can concentrate electromagnetic radiation.
If the elastic limit of the material composing the membrane is exceeded, the deformation is permanent and the pressure may be released resulting in a self supporting reflector. If the elastic limit is not exceeded, a means of maintaining tension in the membrane is necessary to hold the membrane in the stretched state. The tensioning of the membrane is accomplished by keeping a constant pressure differential on the surface. This results in a membrane structure that has uniform or continuous support over the entire surface.
## 4. Plastically Deformed Membranes
A pressurized membrane takes on a shape that minimizes the total energy of the system consisting of the membrane, the gas and the structure rigidly holding the membrane. There are three distinct shapes that can form, depending upon how the surface tension, $`\gamma ,`$ in the membrane distributes itself. Soap films, elastically deformed membranes, and plastically deformed membranes are discussed.
### 4.1. Modeling the membrane’s shape
Soap films take on shapes that minimize the energy of the film. Since the energy of the film is proportional to the surface area, the question of finding the minimal energy surface reduces to finding the surface of minimal area satisfying the boundary conditions. The problem of finding minimal surfaces is known as Plateau’s problem, after the Belgian physicist who studied the problem using soap films (Almgren 1969; Isenberg 1992). An unpressurized soap film is a minimal surface and has zero mean curvature $`H=(\kappa _1+\kappa _2)/2=0`$. A pressurized soap film has non-zero constant mean curvature ($`H0`$).
By choosing the appropriate curve for the boundary and pressurizing the film so that it bulges out from the frame, convex or concave surfaces can be formed. In the simplest incarnation the boundary can be chosen so that the film is a segment of a torus, with the degenerate case being a circular boundary which yields a spherical surface. This is both interesting and useful because a segment of any surface with non-zero mean curvature can be approximated to some degree by a toroidal segment (a surface that has two radii of curvature). An off-axis segment of an ellipse or parabola can be fit quite well by a toroidal segment (Cardona-Nunez et al. 1987).
The soap film is the special case of a membrane where the material can redistribute itself so that the tension $`\gamma `$ is everywhere constant. Next is a rigid membrane that remains elastic, but has considerable deformation. Here $`\gamma (r,\theta ),`$ is not constant as can easily be seen by noting that the at the boundary, where the membrane is clamped, the tension is fixed; however, in the free radial direction the tension can change (i.e. $`\gamma (r,\theta )=\gamma (r)`$). The third case is that of plastic deformation. Again $`\gamma (r,\theta )`$ is not constant, but when the pressure is released, the membrane does not return to its original state. This is the situation of the membrane reflectors. A variational analysis can be performed for the elastic and plastic flow cases (Murphy 1987; Weil and Newmark 1955), with the result that the shape of the membrane is well approximated as a conic section with higher order polynomial deviations.
The model used to predict the shape of the deformed surface is that of the soap bubble, where the metallic membrane has been sufficiently deformed so that this is a good approximation. The governing equation for the surface $`u(x,y)`$ is
$$\left(\frac{u}{\sqrt{1+|u|^2}}\right)=p/2\gamma =\left(\frac{1}{r_1}+\frac{1}{r_2}\right),$$
where $`r_1`$ and $`r_2`$ are the two radii of curvature of the surface, and $`p`$ is the pressure difference between the inside and outside of the membrane (Bateman 1932; Struik 1961). This non-linear equation may be solved numerically given the geometrical boundary, the pressure, and the surface tension.
### 4.2. Fabrication and Characterization
A rigid volume is capped with a thin, flat, reflective, and stretchable material (the membrane). The volume is pressurized with a gas, similar to inflating a balloon or soap bubble. The resulting membrane surface is analytically represented by a conic section with polynomial correction terms.
The surface profile of a free standing plastically deformed membrane was measured using a non-contacting laser displacement sensor. The data were fit to a parabola in order to evaluate the magnitude of the wavefront error that needs to be corrected. The residuals of the fit are plotted in fig 2.
The membrane is a $`50\mu `$m rolled stainless steel foil with fabricated surface finish of $`8\mu `$m RMS. This is the same value measured after the surface measurements were fit to a parabolic + 8th order polynomial. The reflector as constructed is suitable for use in the far-infrared/submillimeter: the small scale surface roughness having a value of $`\lambda /25`$, and the global wavefront error of $`\pm 1\lambda `$ is correctable as outlined below. Copper, silver, and nickel membranes have also been used and give similar results.
## 5. Secondary and Tertiary Reflectors
In the case of a parabolic primary it is well known that an elliptical (Gregorian) or hyperbolic (Cassegrain) secondary results in a telescope system with an improved field-of-view. Even better performance can be achieved by adjusting the conic constants of the primary and secondary so that the Abbe sine condition is minimally violated. This conic approximation is the basis of the Ritchey-Chretien solution. Schwarzschild (1905) solved the problem of finding the analytic form of the surfaces that exactly satisfy the sine condition. In the following sections algorithms are given that generate the shapes needed for corrective secondary and tertiary reflectors.
### 5.1. One Reflector Correction
A solution to the problem of correcting a spherical reflector with a single secondary is given by Head (1957) and Geruni (1964). The results are generalizable to non-spherical primary reflectors. Since only the secondary is adjustable the field-of-view of this system is smaller than that of either the classical Gregorian or the Ritchey-Chretion.
### 5.2. Two Reflector Correction
An aplanatic system is free of both astigmatism and comma, and has the widest focal surface of any design. An algorithm to generate aplanatic surfaces is described by Lundberg (1964). This algorithm can be generalized to generate corrective secondary and tertiary reflectors with a given primary reflector. Two conditions on the ray paths through the system are (Figure 3): 1) the Abbe sine condition
$$\frac{h}{sin(\theta )}=k=|x_2x_1|+|x_2x_3|+((x_3x_4)^2+y_4^2)^{1/2};$$
2) constant path lengths for each ray from the entrance aperture to the focal point
$$l=k+|x_0x_1|.$$
The surfaces $`M2(x)`$ and $`M3(x)`$ are generated recursively by tracing rays through the system. The rays hit $`M1`$ and are deflected towards $`M2`$ and $`M3`$; $`M2`$ is adjusted so that the path length condition is satisfied while $`M3`$ is adjusted so that the sine condition is meet. A visualization is provided by considering individual rays as strings of constant length. Where they contact a reflective surface the angles must satisfy the reflection law. With this procedure $`M2(x)`$ and $`M3(x)`$ are generated.
The best performance is obtained when tertiary M3 is located near the image of the primary produced by M2. This location is ideal for correcting the shape imperfections of the primary reflector. This can be seen by noting that a region on the primary is imaged to a region on the tertiary via the secondary reflector. Thus, by distorting the tertiary opposite to the shape imperfection of the primary a corrective system is produced. This applies to all scales of spatial imperfections, with the large scales being the easiest to correct.
### 5.3. Tertiary Scanning
A complementary use for the tertiary is to allow fast scanning or tracking of an observation point by rotating the tertiary about an axis orthogonal to the optical axis. Since the tertiary is located at an image of the primary, this is optically equivalent to rotating the primary. Rotation of the tertiary effects a change in the observing direction without changing the illumination of the primary reflector. The tertiary is smaller than the primary, so the scanning or tracking is accomplished with high performance.
## 6. Summary and Conclusions
This letter describes arrangements of reflectors that concentrate electromagnetic radiation with the primary reflecting surface formed by either stretching or tensioning a membrane over a suitable boundary. The systems are constructed so that the resulting telescopes have very low areal mass density ($`1`$kg/m<sup>2</sup>) and are scalable to large apertures with diffraction limited performance.
I wish to thank my CARA, JPL, NSF, and STACEE colleagues for their criticisms and suggestions. Former students B. Crone and R. Leheany assisted in the initial stages of this work; G.H. Marion and A.K. George assisted with the construction and characterization of the plastically deformed reflector. This work was supported by NSF, the McDonnell foundation, NASA, and the Fullahm award of the Dudley observatory. |
warning/0001/hep-ph0001225.html | ar5iv | text | # Experimental Signatures of Split Fermions in Extra Dimensions**footnote *Work supported by the Department of Energy under contract DE-AC03-76SF00515
## 1 Introduction
The smallness and hierarchy of the fermion masses and mixing angles are the most puzzling features of fermion parameters. They suggest that there exist a more fundamental theory that generate these properties in a natural way. Traditionally, (spontaneously broken) flavor symmetries were assumed. Recently, with the developments in constructing models based on compact “large” dimensions, new solutions which exploits the new space in the extra dimensions has been proposed.<sup>?</sup>
One particularly interesting framework is due to Arkani-Hamed and Schmaltz (AS).<sup>?</sup> The idea is to separate the various fermion fields in the extra dimension. Consider for example a model where the SM gauge and Higgs fields live in the bulk of one extra compact dimension of radius of order TeV<sup>-1</sup> while the SM fermions are localized at different positions with narrow wavefunctions in the extra dimension. (The gauge fields may also be confined to a brane of thickness of about an inverse TeV in much larger extra dimensions. Then the fermions would be stuck to thin parallel “layers” within the brane.) This separation of the fermion fields suppresses the Yukawa couplings. The reason is that the Yukawa couplings are proportional to the direct couplings between the two fermion fields (e.g., $`e_L`$ and $`e_R`$ for the electron Yukawa coupling). When fermion fields are separated the direct couplings between them is exponentially suppressed by the overlap of their wavefunctions. Actually, any interaction in this setup is proportional to the overlap of the wavefunctions of the fields involved. For example, higher dimensional operators such as $`QQQL`$ which lead to proton decay can be suppressed to safety by separating the quarks and lepton fields.
In this talk we present model independent experimental signature of this scenario which follows simply from locality in the extra dimensions: At energies above a TeV, the large angle scattering cross section for fermions which are separated in the extra dimensions falls off exponentially with energy. This is understood from the fact that the fermion separation in the extra dimension implies a minimum impact parameter of order TeV<sup>-1</sup>. At energies corresponding to shorter distances the large angle cross section falls off exponentially because the particles “miss” each other. The amplitude involves a Yukawa propagator for the exchanged gauge boson where the four dimensional momentum transfer acts as the mass in the exponential. More precisely, any $`t`$ and $`u`$ channel scattering of split fermions has an exponential suppression. However, $`s`$ channel exchange is time-like, and therefore the fermion separation in space does not force an exponential suppression. Nevertheless, $`s`$ channel processes also lead to interesting signatures as the interference of the SM amplitude with Kaluza Klein (KK) exchange diagrams depends on the fermion separation.
## 2 The AS Framework
In this section we briefly describe the AS framework.<sup>?</sup> Our starting point is the observation that simple compactifications of higher dimensional theories typically do not lead to chiral fermions. The known mechanisms which do lead to chiral spectra usually break translation invariance in the extra dimensions and the chiral fermions are localized at special points in the compact space. Examples include twisted sector fermions stuck at orbifold fixed points in string theory, chiral states from intersecting D-branes, or zero modes trapped to defects in field theory. Given that fermions generically are localized at special points in the extra dimensions we are motivated to consider the possibility of having different locations for the different SM fermions. In such a scenario locality in the higher dimensions forbids direct couplings between fermions which live at different places.
To be specific we concentrate on the field theoretical model of AS. Consider a theory with one infinite spatial dimension. We introduce a scalar field ($`\mathrm{\Phi }`$) where we assume its expectation value to have the shape of a domain wall transverse to the extra dimension centered at $`x_5=0`$. Moreover, we use the linear approximation for the vev in the vicinity of zero $`\mathrm{\Phi }(x_5)=2\mu ^2x_5`$. The action for a five dimensional fermion $`\mathrm{\Psi }`$ coupled to the background scalar is then
$$S=\mathrm{d}^4𝐱dx_5\overline{\mathrm{\Psi }}[i\overline{)}_4+i\gamma ^5_5+\mathrm{\Phi }(x_5)]\mathrm{\Psi }.$$
(1)
Performing the KK reduction one find the left handed fermion zero mode wavefunction
$$\psi _L(x_5)=Ne^{\mu ^2x_{5}^{}{}_{}{}^{2}},N^2=\frac{\mu }{\sqrt{\pi /2)}}.$$
(2)
One also finds a right handed fermion zero mode, but for an infinite $`x_5`$ this mode cannot be normalizable.
We can easily generalize Eq. (1) to the case of several fermion fields. We simply couple all 5-d Dirac fields to the same scalar $`\mathrm{\Phi }`$
$$S=\mathrm{d}^5x\underset{i,j}{}\overline{\mathrm{\Psi }}_i[i\overline{)}_5+\lambda \mathrm{\Phi }(x_5)m]_{ij}\mathrm{\Psi }_j.$$
(3)
Here we allowed for general Yukawa couplings $`\lambda _{ij}`$ and also included masses $`m_{ij}`$ for the fermion fields. Mass terms for the five-dimensional fields are allowed by all the symmetries and should therefore be present in the Lagrangian. In the case that we will eventually be interested in – the standard model – the fermions carry gauge charges. This forces the couplings $`\lambda _{ij}`$ and $`m_{ij}`$ to be block-diagonal, with mixing only between fields with identical gauge quantum numbers.
When we set $`\lambda _{ij}=\delta _{ij}`$, $`m_{ij}`$ can be diagonalized with eigenvalues $`m_i`$, and the resulting wave functions are Gaussians with offset centers
$$\psi _L^i(x_5)=Ne^{\mu ^2(x_5x_5^i)^2},x_5^i=\frac{m_i}{2\mu ^2}.$$
(4)
When $`\lambda _{ij}`$ is not proportional to the unit matrix, $`m_{ij}`$ and $`\lambda _{ij}`$ cannot be diagonalized simultaneously. Nevertheless, even in that case the picture is not dramatically altered. While the wave functions are no longer Gaussians, they keep the important property to our purpose, namely, they are still narrowly peaked at different points. Actually, the wave functions can be approximated by Gaussians with slowly varying $`x_5^i`$. Near the peaks they resemble Gaussians with $`x_5^i=m_i/2\mu ^2`$ where $`m_i`$ are the eigenvalues of $`m_{ij}`$. At the tails, they look like Gaussians with $`x_5^i=m_{ii}/2\mu ^2`$ where $`m_{ii}`$ are the diagonal values of $`m_{ij}`$ in the basis where $`\lambda _{ij}`$ is diagonal.
Eventually, we need to be working with a finite $`x_5`$. While most of the above results hold also for finite volume, there are some problems. First, in the simplest compactification scenarios an anti-domain wall has to be introduced. This is a problem since the domain wall and the anti-domain wall will prefer to annihilate each other. Namely, the ground state is flat. Without getting into details, we only mention that more complicated models can be constructed where anti-domain wall does not have to be introduced,<sup>?</sup> or when the domain wall/anti-domain wall configuration is stable.<sup>?</sup> The second problem is that for finite volume the right handed zero modes are normalizable and they are localized at the anti-domain wall or at the boundaries of the extra dimension. Clearly, since we did not observe them, such “mirror” fermions have to be much heavier then the SM quarks and leptons. Moreover, the electroweak precision measurements,<sup>?</sup> and in particular the bound from the $`S`$ parameter, disfavor mirror families. This constrain can be avoided if there are extra, negative contribution to the $`S`$ parameter. While the exact new contribution form the KK modes in the AS model has not been calculated, some of them do have a negative contribution.<sup>?</sup>
Now we are in the position to calculate the Yukawa coupling. We demonstrate it for the electron case. In the five dimensional theory the Yukawa interaction is giving by
$$S_Y=d^5x\kappa H\overline{L}E.$$
(5)
We assume that the relevant massless zero mode from $`L`$ is localized at $`x_5=0`$ and that from $`E`$ at $`x_5=r`$. For simplicity, we will assume that the Higgs is delocalized inside the wall.
We now determine what effective four-dimensional interactions between the light fields results from the Yukawa coupling in eq. (5). To this end we replace $`L`$, $`E`$ and the Higgs field $`H`$ by their lowest Kaluza-Klein modes. We obtain for the Yukawa coupling
$$S_Y=\mathrm{d}^4𝐱\kappa h(𝐱)l(𝐱)e(𝐱)dx_5\psi _l(x_5)\psi _e(x_5).$$
(6)
The zero-mode wave functions for the lepton doublet and singlet, $`\psi _l(x_5)`$ and $`\psi _e(x_5)`$, are Gaussian centered at $`x_5=0`$ and $`x_5=r`$ respectively. Overlap of Gaussians is itself a Gaussian and we find
$$dx_5\psi _l(x_5)\psi _e(x_5)=\frac{\sqrt{2}\mu }{\sqrt{\pi }}dx_5e^{\mu ^2x_5^2}e^{\mu ^2(x_5r)^2}=e^{\mu ^2r^2/2}.$$
(7)
We found that the Yukawa coupling is highly suppressed once $`r`$ is not much smaller than $`\mu ^1`$. We finally note that a concrete model that reproduced the observed quark and lepton parameters has been worked out in.<sup>?</sup>
## 3 Scattering of fermions localized at different places
We now discuss scattering of fermions localized at different places at the extra dimension.<sup>?</sup> Let us imagine colliding fermions which are localized at two different places in a circular extra dimension of radius $`R`$. For concreteness we consider the scattering of right handed electrons on left handed electrons. In the context of our model there are three potentially relevant mass scales for this collision: the momentum transfer of the $`t`$-channel scattering $`\sqrt{t}`$, the inverse of the quark-lepton separation $`d^1`$ which we take to be of order of the inverse thickness $`R^1`$ of the extra dimension, and the inverse width of the fermion wave functions $`\sigma ^1`$. However, we will approximate the fermion wave functions by delta functions for the calculation. The corrections which arise from the finite width of the wave functions were calculated and found to be negligible for practical purposes.<sup>?</sup>
To calculate the scattering through intermediate bulk gauge fields we need the five-dimensional propagator. In momentum space it is $`(tp_5^2m^2)^1`$ where we separated out the five dimensional momentum transfer $`p_5`$. As we are interested in propagation between definite positions in the fifth dimension it is convenient to Fourier transform in the fifth coordinate
$$P_d(t)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{e^{ind/R}}{t(n/R)^2m^2},$$
(8)
where $`d=x_Lx_R`$ and $`x_L(x_R)`$ is the location of $`e_L(e_R)`$ in the extra dimension. The Fourier transform is a sum and not an integral since momenta in the fifth coordinate are quantized in units of $`1/R`$. This propagator can also be understood in the four dimensional (4d) language as arising from exchange of the 4d gauge boson and its infinite tower of KK excitations.<sup>?</sup> This propagator can be simplified by performing the sum. We find<sup>?</sup>
$$P_d(t)=\frac{\pi R}{\sqrt{t+m^2}}\frac{\mathrm{cosh}[(d\pi R)\sqrt{t+m^2}]}{\mathrm{sinh}[\pi R\sqrt{t+m^2}]}.$$
(9)
The Feynman rules for diagrams involving exchange of bulk gauge fields are now identical to the usual four dimensional SM Feynman rules except for the replacement of 4d gauge boson propagators by the corresponding 5d propagators. Before we proceed with calculating cross sections we note a few properties of the above propagator.
It is easy to understand the two limits $`\sqrt{t}R^1`$ and $`\sqrt{t}R^1`$. In the former case we obtain
$$P_d(t)\frac{\pi R}{\sqrt{t}}e^{\sqrt{t}d},$$
(10)
which vanishes exponentially with the momentum transfer in the process as we anticipated from five dimensional locality. In the limit of small momentum transfer we obtain
$$P_d(t)\frac{1}{tm^2}R^2\left(\frac{d^2}{2R^2}\frac{d\pi }{R}+\frac{\pi ^2}{3}\right),$$
(11)
which is the four dimensional $`t`$-channel propagator plus a correction term whose sign and magnitude depends on the fermion separation. For small separation $`d<\pi R(11/\sqrt{3})`$ the correction enhances the magnitude of the amplitude, while for larger separation it reduces it.
It is also instructive to expand the propagator in exponentials (ignoring the mass $`m`$)
$$P_d(t)=\frac{\pi R}{\sqrt{t}}\left(e^{\sqrt{t}d}+e^{\sqrt{t}(d2\pi R)}\right)\left(1+e^{\sqrt{t}2\pi R}+e^{\sqrt{t}4\pi R}+\mathrm{}\right),$$
(12)
which can be understood as a sum of contributions from five dimensional propagators. The two terms in the first parenthesis correspond to propagation from $`x_L`$ to $`x_R`$ in clockwise and counter–clockwise directions, and the series in the other parenthesis adds the possibility of also propagating an arbitrary number of times around the circle.
The expression for the $`u`$-channel KK-tower propagator $`P_d(u)`$ is identical to eq. (9) with the obvious replacement $`tu`$, and $`P_d(s)`$ is obtained by analytic continuation
$$P_d(s)=\frac{\pi R}{\sqrt{sm^2}}\frac{\mathrm{cos}[(d\pi R)\sqrt{sm^2}]}{\mathrm{sin}[R\pi \sqrt{sm^2}]}.$$
(13)
The poles at $`\sqrt{sm^2}=n/R`$ are not physical and can be avoided by including a finite width.
Armed with this propagator it is easy to evaluate any KK boson exchange diagram in terms of its SM counterpart. For example, a pure $`t`$ channel exchange diagram becomes
$$=(tm^2)P_d(t)\times |_{SM},$$
(14)
where $`|_{SM}`$ is the SM amplitude and the factor $`(tm^2)P_d(t)`$ replaces the SM gauge boson propagator $`1/(tm^2)`$ by the 5d propagator $`P_d(t)`$.
## 4 Collider signatures
Having calculated the 5d propagator, the calculation of differential cross sections is a simple generalization of SM results.<sup>?</sup> We start by considering the predictions of our model for high energy $`e^+e^{}`$ or $`\mu ^+\mu ^{}`$ machines. We assume that the separation of left and right handed fields is responsible for at least part of the suppression of the muon and electron Yukawa couplings. Therefore, we consider a case where the doublet and singlet components of the charged leptons are split by a distance $`d`$ in the extra dimensions. We start by looking into a pure $`t`$ channel exchange which is (in principle) possible at a lepton collider with polarizable beams $`l_L^+l_R^{}l_L^+l_R^{}`$. To compute the differential cross section we sum over contributions from neutral current exchange (photon and $`Z`$ plus KK towers). In the formulae in this section we neglect $`m_Z`$. It is easy to reintroduce it, and in our numerical plots we keep it. Happily, each term in the sum is simply equal to the SM term times $`tP_d(t)`$ which can be factored so that our final expression for the differential cross section becomes
$$r_\sigma ^t\frac{d\sigma /dt}{d\sigma /dt|_{\mathrm{SM}}}=\left|tP_d(t)\right|^2,$$
(15)
where $`P_d(t)`$ is given in eq. (9). The effect of the KK tower would be seen as a dramatic reduction of the cross section at large $`|t|`$. To illustrate this point in Fig. 1 we plot the ratio $`r_\sigma ^t`$ of eq. (15) as a function of $`t`$ for $`R=1`$ TeV<sup>-1</sup> and representative values of $`d`$.
Experimental Signatures of Split Fermions in Extra Dimensions We can get more information on the values on $`d`$ and $`R`$ by combining the above with the processes $`e_N^+e_N^{}\mu _N^+\mu _N^{}`$ ($`N=L`$ or $`R`$). (The same considerations also apply to scattering into quark pairs, but this case is more difficult to study experimentally.) This process is a pure $`s`$ channel between unseparated fermions so that
$$r_\sigma ^{sN}\frac{d\sigma /dt}{d\sigma /dt|_{\mathrm{SM}}}=\left|sP_0(s)\right|^2.$$
(16)
For $`\sqrt{s}`$ small compared to the inverse size of the extra dimension the cross section is reduced independently of $`d`$. An extra dimensional theory without fermion separation predicts $`r_\sigma ^{sN}<1`$ and $`r_\sigma ^t>1`$. Thus, a measurement of $`r_\sigma ^{sN}<1`$ together with $`r_\sigma ^t<1`$ would be evidence for fermion separation in the extra dimension.
Another interesting probe of $`d`$ using $`s`$ channel has been suggested by Rizzo.<sup>?</sup> Suppose that the first KK mode has been produced and its mass $`1/R`$ measured. The case of $`d=0`$ can be distinguished from $`d0`$ by looking at the cross-section at lower energies. In particular, for $`d=0`$, the first KK exchange exactly cancels the SM amplitude at $`\sqrt{s}=1/(\sqrt{2}R)`$, whereas for $`d0`$ the cross-section can still be large. Therefore, a beam scan at energies beneath the first resonance can be an efficient probe of $`d`$.
Even if beam polarization is not available, one can still probe the nature of the extra dimensions by looking at several processes and using angular information. Consider an unpolarized $`e^+e^{}\mathrm{}^+\mathrm{}^{}`$ scattering. (The same holds for incoming muons.) We get the tree level cross section
$$\frac{d\sigma }{dt}=\frac{\pi \alpha ^2}{s^2}\left[\left(1+\frac{1}{16\mathrm{sin}^4\theta _w}\right)\frac{u^2(P_0(s)+P_0(t))^2}{\mathrm{cos}^4\theta _w}+\frac{t^2P_d^2(s)+s^2P_d^2(t)}{2\mathrm{cos}^4\theta _w}\right].$$
(17)
When $`\mathrm{}=e`$ both $`s`$ and $`t`$ channels are possible, while for $`\mathrm{}e`$ only the $`s`$ channel is present, and in the above formula one should set $`P_d(t)=P_0(t)=0`$. We also define, as before, the ratio of the 5d cross section to the SM one as $`r_\sigma ^s`$ ($`r_\sigma ^{st}`$) for the $`e^+e^{}\mu ^+\mu ^{}`$ ($`e^+e^{}e^+e^{}`$) reaction. In Fig. 2 we presented $`r_\sigma ^{st}`$ as a function of the scattering angle. As we can see, the cross sections depend in a non trivial way on the separation. This is because the helicity changing amplitude depends on $`d`$, while the helicity conserving one does not. By looking at angular distributions, one can separate the different contributions, and extract both $`R`$ and $`d`$.
Another interesting collider mode which allows a very clean measurement of fermion separations is $`e^{}e^{}`$ scattering. The advantage of this mode is that both beams can be polarized to a high degree which allows for a clean separation of the interesting $`t`$ and $`u`$ channels from $`s`$ channel. We find for $`e_L^{}e_R^{}`$ scattering to $`e^{}e^{}`$ (summed over final polarizations)
$$r_\sigma ^+\frac{d\sigma /dt}{d\sigma /dt|_{\mathrm{SM}}}=\frac{u^2|P_d(t)|^2+t^2|P_d(u)|^2}{u^2/t^2+t^2/u^2}.$$
(18)
Higher sensitivity to $`d`$ can be achieved by changing the electron polarization. Consider $`e^{}e^{}`$ scattering where one electron if left handed and the other has polarization $`p`$ which can vary between $`1`$ and $`1`$. We find
$$r_\sigma ^p12R^2(|t|+|u|)\left[\frac{1+p}{2}\left(\frac{d^2}{R^2}\frac{2\pi d}{R}\right)+\frac{2\pi ^2}{3}\right]$$
(19)
Varying $`p`$ one could, in principle, determined both $`d`$ and $`R`$.
While an exponential suppression of the cross section would be an unambiguous signal of fermion separation in the extra dimension, we can still probe $`d`$ if a small deviation of $`r_\sigma `$ from unity is found. The sensitivity can estimated from eq. (11). Assuming maximum separation, $`d=\pi R`$, there is a reduction in the cross-section ($`r_\sigma ^t<1`$), and we obtain a sensitivity
$$R\sqrt{\frac{3\mathrm{\Delta }r_\sigma ^a}{\pi ^2Q^2}},$$
(20)
where $`\mathrm{\Delta }r_\sigma ^a`$ is the combined theoretical and experimental error on $`r_\sigma ^a`$. For $`d=0`$ one should find $`r_\sigma ^t>1`$ with a factor of $`\sqrt{2}`$ higher sensitivity. Assuming $`\mathrm{\Delta }r_\sigma 1\%`$ and using eq. (20) we conclude that we get sensitivity down to $`R(27`$TeV$`)^1`$ at a $`1.5`$TeV linear collider.
## 5 Conclusion
Fermion separation in extra dimension is a useful model building tool. It can explain the smallness and hierarchy of the Yukawa couplings in the SM and suppress proton decay in models with low fundamental scale. A model independent prediction of this framework is that the space-like exchange amplitudes between split fermions falls off exponentially. If the inverse size of the extra dimension is not much larger then 10 TeV, we can see this fall off. The NLC, and in particular the combination of the $`e^+e^{}`$ and $`e^{}e^{}`$ options, is very promising in this respect.
References |
warning/0001/astro-ph0001073.html | ar5iv | text | # Distribution functions for evolved stars in the inner galactic Plane
## 1 Introduction
Methods to analyse observational data almost always fall into one of two classes, “direct” and “indirect” methods. The former seek to derive (deproject) the desired quantities in a direct manner from the observed quantities, the latter to predict the observables from a purely theoretical model and then accept or reject the model by comparing the predictions to the observations.
In the field of modelling galactic stellar dynamics, two types of indirect methods prevail. One is to construct models via N–body simulation (eg. Fux 1997), the other via the (semi–direct) Schwarzschild method (Schwarzschild 1979, eg. Zhao 1996). In this paper we will use an indirect, Schwarzschild–type method to model the stellar dynamics of the inner Milky Way Galaxy. We test assumed dynamical distribution functions for their ability to reproduce the distribution of our sample of evolved, intermediate–mass stars (Sevenster et al. 1997a,b, S97A,S97B). This sample is representative of a large fraction of the stellar content of the Galaxy, but does not sample the old, spherical Bulge or the Halo. Therefore, it is justified to consider its dynamical distribution in a global, fixed potential, unlike most Schwarzschild models. Rather than trying to build self–consistent models from an unsuitable sample, we constrain the model gravitational potential with a variety of other recent observations. The goal is to find the dynamical characteristics of the inner Galaxy and whether there are clearly distinct dynamical components.
In Sect. 2 and Sect. 3 we describe the method and its detailed implementation, in particular the choice of the potential. In Sect. 4 we discuss the resulting two–integral model and its errors and stability. We present a three–integral model in Sect. 5 and a two–integral model for a galactic–centre sample in Sect. 6. We interpret the results in Sect. 7 and we end with conclusions in Sect. 8.
## 2 Method
The distribution function of a stellar system is a function of at most three isolating integrals of motion $`I_\mathrm{i}`$ , according to Jeans’ theorems. It gives the density of stars in the full six–dimensional phase–space (x,V). Integrating over all velocities, we get the true $`n^{\mathrm{th}}`$–order moments $`M^{(\mathrm{n})}`$ of the distribution function according to :
$$M^{(\mathrm{n})}\rho (\underset{\mathrm{k}=1}{\overset{\mathrm{n}}{}}V_\mathrm{k})=(\underset{\mathrm{k}=1}{\overset{\mathrm{n}}{}}V_\mathrm{k})f(𝐈)\mathrm{d}^3𝐕n=0,1,\mathrm{}V_\mathrm{k}(V_\mathrm{x},V_\mathrm{y},V_\mathrm{z})$$
$`1`$
leaving out the dependencies on (x). There are one zeroth–order moment ($`M^{(0)}`$), three first–order moments ($`M^{(1)}`$), nine second–order moments ($`M^{(2)})`$ (six of which are independent) and so on. The method we use to model the distribution function of a galactic stellar sample was developed by Dejonghe (1989). For details we refer to that article; here we discuss the method only briefly. In a given gravitational potential, a distribution function is built from a library of orbital components that are (analytic) functions of the integrals of motion in that potential. By minimizing the quadratic differences $`D`$ between moments of the model distribution ($`M_\mathrm{M}`$) and the observed distribution ($`M_\mathrm{O}`$),
$$D\underset{\mathrm{sky}}{}[(w_0(M_\mathrm{O}^{(0)}M_\mathrm{M}^{(0)})/M_\mathrm{M}^{(0)})^2+(w_1(M_\mathrm{O}^{(1)}M_\mathrm{M}^{(1)})/M_\mathrm{M}^{(1)})^2+(w_2(M_\mathrm{O}^{(2)}M_\mathrm{M}^{(2)})/M_\mathrm{M}^{(2)})^2+\mathrm{}..],$$
$`2`$
it determines, sequentially, the best combination of components and the corresponding coefficients. The moments can have different weights $`w_\mathrm{i}`$ in the determination of $`D`$ according to the importance they should have in the fit. Because of its quadratic–programming character we will use “QP” to refer to the modelling program. There is no true $`\chi ^2`$ connected to the fit, because there is no optimization of free parameters in the strict sense: the parameter $`D`$ can be used only to compare the goodness of fit between models with the same potential and input data. To compare different potentials or data sets, the ratio of the initial to the converged value of $`D`$ might be used.
## 3 Implementation
In this paper, we use QP with an axisymmetric potential. The Galaxy’s density distribution is not axisymmetric, but the probably small eccentricity of the potential and the not too–strongly barlike inner stellar kinematics (see Sevenster 1999) indicate that the non–axisymmetric part of the potential is negligible in a first approach. The influence of the third integral is not negligible, in any case not for the galactic Disk (eg. Oort 1965). After starting our investigations with two–integral (2I) models, that are easier to interpret, we construct a three–integral (3I) axisymmetric model to try and overcome the limitations of the 2I model.
In the models presented in this paper, we include the first three projected moments of distribution functions in the fit. The moments used for the comparison between model distribution function and observations are hence $`\mathrm{\Sigma }`$ (the surface–number density), $`\mathrm{\Sigma }V_{\mathrm{los}}`$ and $`\mathrm{\Sigma }V_{\mathrm{los}}^2`$ . The weights $`w_i`$ in Eq. 2 are all equal to 1 in the models presented in this paper. In the figures we will mostly show the more commonly–used derived moments $`\mathrm{\Sigma }`$, $`V_{\mathrm{los}}`$ and $`\sigma _{\mathrm{los}}`$.
### 3.1 Data
The data were acquired specifically to constrain optimally dynamical models of the galactic Plane (S97A, S97B). The sample consists of positions on the sky (accuracy $``$$`0^{\prime \prime }.5)`$ and line–of–sight velocities (accuracy $``$1 $`\mathrm{km}\mathrm{s}^1`$) with respect to the local standard of rest (LSR) of OH/IR stars; oxygen–rich, asymptotic–giant–branch (AGB) stars in the thermally–pulsing phase. These stars form a partly relaxed population (0.5–7.5 Gyr, Sevenster 1999) and trace the dominant mass distribution (Frogel 1988). The region covered in galactic coordinates is $`45^{}<\mathrm{}<10^{}`$ and $`|b|<3^{}`$. In total 507 objects were found, forming the AOSP (Australia telescope Ohir Survey of the Plane) sample used in this paper. The QP program will correct the velocities for the motion of the LSR, assuming the LSR is on a circular orbit at $`\mathrm{R}_{}`$$``$ 8 kpc in the model potential.
In Table 1 we give the dispersions, using all stars in the sample, in the distribution of separations in all three coordinates for different numbers of nearest neighbours $`N_{\mathrm{nn}}`$ (on the sky). The average velocity difference between stars does not change with number of nearest neighbours. Since the velocity profile sampled by the stars has to change with position on the sky, this means that the velocities of neighbouring stars are completely independent. Therefore, we use adaptive–kernel smoothing to grid the data on the sky (Merritt & Tremblay 1994), but treat the velocity coordinate separately (cf. their equation 40).
First, the data are smoothed with initial gaussian kernels of 1$`\times `$1$`\times `$30 $`\mathrm{km}\mathrm{s}^1`$. (These initial–kernel sizes were optimized to retain the scales of the large–scale distribution without showing individual stars, cf. Table 1.) Then, for each star, the spatial kernel is adapted according to the surface density and the mean velocity and velocity dispersion are determined from the velocity profile thus created at its position on the sky (so, the ratio of the spatial–kernel sizes was kept constant). Finally, the surface density, mean velocity and velocity dispersion are calculated on a regular grid, still using gaussian distributions in all three dimensions, with these final parameters.
In Fig. 1a–d we compare the resulting surface density with that of the COBE–DIRBE observations (Dwek et al. 1995). In the same figure, we show the surface density resulting from smoothing the data with elongated kernels, to reflect the possible difference between the vertical and the radial density scale. The COBE– and the AOSP surface densities clearly trace a similar population (the evolved late–type stars) and The round kernels provide slightly better agreement with the COBE data and are also favoured by the results give in Table 1. We thus use the round–kernel surface density for our standard model, but also give results for the elongated–kernel surface density.
### 3.2 Potential
To model the galactic potential, we use so–called Stäckel (S) potentials (see de Zeeuw 1985), because for those three integrals of motion are known analytically. The specific form of the S–potentials used in this work is that of a multiple, axisymmetric Kuzmin–Kutuzov (KK) potential (see Dejonghe & de Zeeuw 1988). The Galaxy is thus simulated by a small number of separate, axisymmetric components with different flattenings, but the same focal lengths to keep the over–all potential in Stäckel form, ie. separable in ellipsoidal coordinates. Batsleer & Dejonghe (1994) give values for the parameters that optimize the fit of a double S-KK potential to the large–scale rotation curve of the Galaxy, with the two components representing a (dark) halo and a disk (BD2, Table 2).
In Fig. 2, we show the longitude–velocity diagram of the AOSP sample, together with the rotation curves for the two–component potentials from Table 2. The BD2 potential has little mass in the central regions of the Galaxy; the rotation curve is shallower than the $`R^{0.1}`$ curve determined for the inner Galaxy (Allen et al. 1983; see Fig. 3 and the AX2 potential in Fig. 2). The circular velocity at intermediate longitudes (10 to 20) is too high; the extreme stellar velocities should be somewhat larger than the circular velocity, give or take statistical fluctuations, because the line–of–sight dispersion is larger than the asymmetric drift ($`\sigma _\mathrm{R}^2/120`$$`\mathrm{km}\mathrm{s}^1`$ in the Disk). In test runs we found that these short–comings inhibit the construction of realistic models for the AOSP sample, that is dominated by the Bulge potential. We therefore tried to find an S-KK potential that has more mass in the central regions, yields a realistic rotation curve and gives acceptable values for important parameters such as the local circular velocity and the Oort constants.
In Table 2, we list the values for these parameters for three double and two triple S-KK potentials. These potentials were constructed to fit various rotation curves for the Galaxy (Fig. 3). The columns in Table 2 give the total mass of the Galaxy $`M_{\mathrm{tot}}`$, Oort’s constants $`A`$ and $`B`$, the local circular velocity $`V_{\mathrm{LSR}}`$, the common combination $`2AR_{}`$, the first radial derivative of the circular velocity $`dV/dR`$ ($`R_{}dV/dR=V_{\mathrm{LSR}}2AR_{}`$), the local density $`\rho _{}`$ , surface density $`\mathrm{\Sigma }_{}`$ and local epicyclic frequency $`\kappa _{}`$, the flattening of the halo $`q_{\mathrm{halo}}`$, the flattening of the second (third) component $`q_{\mathrm{d},\mathrm{b}}`$, the fraction of the mass in the second (third) component $`f_{\mathrm{d},\mathrm{b}}`$ and the square of the “focal length” $`\mathrm{\Delta }^2`$. For all details on these S-KK potentials and the parameters see Batsleer & Dejonghe (1994).
In Table 3 we list observed values for some of the quantities in Table 2, determined by various authors. The total mass of the Galaxy, the mass fractions of the Disk and Bulge and the flattenings of the components are not well established observationally and treated as mere parameters for the potentials rather than physical quantities. Even for the double KK potentials there is considerable freedom to create rotation curves of all sorts and at the same time obtain very realistic values for the important parameters. HI2 and HI3 are based on the assumption that the HI gas follows purely circular orbits, which is probably not the case in the inner Galaxy. They are therefore not likely to be realistic, but it is interesting that the HI–rotation curve as well as local parameters can be reproduced with so simple a potential.
An obvious limitation is that $`\mathrm{\Delta }`$ has to be the same for all components, in order to keep the total potential in Stäckel form. This means that all components simultaneously become more compact when increasing the contribution of the inner regions of the Galaxy. Therefore, all five potentials listed in Table 2 give quite acceptable values for all observational constants except $`\rho _{}`$. Accordingly, the vertical forces at larger radii ($`RR_{}`$) are not in agreement with observations (eg. Kuijken & Gilmore 1989a). Related results should be viewed with care; we will give most attention to the inner Galaxy, $`R`$
<
<\mathrel{\mathchoice{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \textstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}}5 kpc, where the potential is realistic and also the observations sample the distribution optimally (Fig. 5)
We will use the potential AX2, for which we deem the rotation curve most realistic. Its kinematic parameters, especially $`\kappa _{}`$, $`V_{\mathrm{LSR}}`$, $`2AR_{}`$, $`dV/dR`$ and $`B`$, are best in agreement with observations. AX2 does not have a constant outer rotation curve, consistent with recent claims (Rohlfs et al. 1986; Binney & Dehnen 1997; Feast & Whitelock 1997; Honma & Sofue 1997). The self–consistent density for the AX2 potential is positive everywhere. Its central scalelength (200 pc) and scaleheight (120 pc) are of the order of those found for the density distribution of the AOSP sample (Sevenster 1999).
### 3.3 Two–integral orbital components
We use two families of 2I orbital components – full distribution functions in themselves – to build the total distribution function; the first has infinite extent (“bulge–like”), the second is limited in the vertical direction (“disky”). Their functional forms are:
$$F1(\alpha ,\beta ,i_\mathrm{s})=E^\alpha \left(EL_\mathrm{z}^2/2\right)^\beta \mathrm{for}i_\mathrm{s}L_\mathrm{z}0\mathrm{and}F1=0\mathrm{otherwise},$$
$`3`$
$$F2(\alpha ,\beta ,\gamma ,z_0,i_\mathrm{s})=S^\alpha \left(2SL_\mathrm{z}^2\right)^\beta [(ES)/(S_0S)]^\gamma \mathrm{for}i_\mathrm{s}L_\mathrm{z}0\mathrm{and}F2=0\mathrm{otherwise},$$
$`4`$
with $`E`$ the total energy and $`L_\mathrm{z}`$ the angular momentum, the two classical integrals in axisymmetric systems. $`S`$ is the energy of an orbit that reaches just to $`z_0`$ out of the plane and $`S_0`$ the energy of a circular orbit in the plane, both for a given $`L_\mathrm{z}`$. We will discuss the properties of F1 and F2 briefly and refer to Batsleer & Dejonghe (1995) for a thorough treatment of components of these types. The F1 and F2 components are all even in $`L_\mathrm{z}`$; to get rotation, the parameter $`i_s`$ is introduced. If $`i_s=1`$ only the co–rotating half of phase space is populated, for $`i_s=1`$ only the counter–rotating half and for $`i_s=0`$ the full possible range of angular momenta is populated. Components with $`i_s=0`$ are therefore non–rotating. An impression of the appearance of those families of components can be obtained by considering their parameters one by one. The parameter $`\alpha `$ indicates the degree of central concentration and $`\beta `$ the degree of rotation in both families. For non–zero $`\beta `$, the density distributions become toroidal. For the second family (F2) $`z_0`$ is the absolute vertical cut–off for the component and $`\gamma `$ determines the vertical scaleheight. The larger $`\gamma `$, the faster the density falls off with increasing height above the plane. A smooth transition for $`\rho `$0 at $`z_0`$ for all $`R`$ is ensured by the functional form of the second family.
The program QP reads the allowed values for all parameters from an input library. For each component it determines the coefficient $`C`$ for which the value of $`D`$ (Eq. 2) is minimized. The component with smallest $`D`$ is then chosen as the first in the series that forms the total distribution function. Subsequently, all the remaining components are checked for the smallest value of $`D`$ in combination with the first component. The coefficient of the first component does not have to remain fixed; it can even become zero in the process of converging. The sum of the first $`N`$ components has to be positive for all $`N`$, so that the series gives a valid distribution function - positive everywhere in phase space - at any instant in the convergence, but individual $`C`$’s can be negative in principle. In fact, one may use the negative coefficients to test if the model components have any physical meaning; when positive coefficients alternate with negative ones in successive components, the model is similar to a power–series development and thus a purely mathematic construct. This means that none of the components indivually match the data well and one may want to consider a new component library. We demand that all coefficients be positive for all our models, but test the final library allowing also negative coefficients.
The best solution, for given input library, is reached when the value of $`D`$ (Eq. 2) has converged to within a few percent. The number of components in the converged solution is mostly of the order of $`M_c=5`$ for the models in this paper. We ran QP with a great variety of input libraries, starting with one that spans a wide range for the parameters and fine tuning toward preferred solutions. For example, if $`\alpha =20`$ is selected from a library with $`\alpha =(3,10,20,30)`$ then the next library will have $`\alpha =(15,20,25)`$. These libraries are relatively small, with $`N_c60`$ components, to reduce the computing time ($`tN_c!/(N_cM_c)!`$). One should be careful not to exclude non–preferred values for the parameters once and for all, because QP seeks out the best combination of components. It may be that in the first trial runs, for example, F2 components with $`\alpha >10`$ are never used. After the fine–tuning process, such components could nevertheless improve the solution when combined with the final components. We therefore always ran QP with a large library ($`N_c250`$), that combined the best library with earlier ones, as a final test. Mostly, the solution in these final runs did not differ from that obtained with the best (small) library.
In Fig. 4 we show how orbits populate different regions of phase space. The energies and angular momenta that an orbit can have are determined by the potential. A detailed explanation is given in the figure caption.
The components are integrated out to a predefined limit. For the models using the whole AOSP sample we use a horizon at 13 kpc; in every direction the model is integrated out to 13 kpc from the position of the observer (Fig. 5). This limit is chosen somewhat larger than the observational limit (Sevenster 1999). All galactic radii smaller than 5 kpc are thus sampled twice at each line of sight at $`|\mathrm{}|<`$ 39 and best constrained; radii between 6 kpc and 8 kpc are sampled at once or twice per line of sight (Fig. 5). Radii larger than 8 kpc are sampled only once for lines of sight at $`|\mathrm{}|>`$ 36. At the largest longitude used in the modelling, 45, the horizon lies at a galactic radius 9.2 kpc. In models for only low–outflow sources we use a horizon at 11 kpc, as these have a smaller observation limit (Sevenster 1999).
## 4 Results
The best 2I distribution function (DFA) was obtained using the component library given in Table 4. Table 5 gives the components of DFA with their coefficients, $`C`$, as well as the masses, $`M_\mathrm{w}`$, of the components in the region $`R<`$8 kpc and $`|z|<`$4 kpc . The total DFA is the sum of $`C_\mathrm{n}F_\mathrm{n}`$, but the actual relative contribution of component $`F_\mathrm{n}`$ to DFA is $`C_\mathrm{n}M_{\mathrm{w},\mathrm{n}}`$. In Fig. 6 we show the phase–space density of DFA. The combined projected moments (Sect. 3) of DFA and of the data are shown in Fig. 7 and the true projected moments (as used in the fit) in Fig. A1 (Appendix A). At the inclusion of the fifth component, the value of $`D`$ (Eq. 2) has converged to within 2%, to 22% of the initial value. As explained in Sect. 3.3, we did not allow negative coefficients for the components in the model distribution function. We tested that the outcome (Table 5) is not dependent upon this; exactly the same results are obtained when negative coefficients are allowed. The small–scale (non–axisymmetric) features are, correctly, mostly neglected by QP. Apart from this, the main discrepancies between data and model are seen in the scaleheight (Fig. 7c,k), the central dispersion (Fig. 7g,h) and the vertical rotation profile at $`|\mathrm{}|8^{}`$ (Fig. 7f).
The underlying reason is the same for all these discrepancies: the dispersion is too high to be explained by a 2I model that fits the other moments. The line of sight to the galactic Centre is parallel to the radial direction, so the observed central dispersion $`\sigma _0`$ depends on the radial dispersion $`\sigma _\mathrm{R}`$ only. Since the scaleheight $`h_\mathrm{z}\sigma _\mathrm{z}^2`$ and in 2I distributions $`\sigma _\mathrm{R}\sigma _\mathrm{z}`$, a component that increases $`\sigma _0`$ will increase inevitably, via $`\sigma _\mathrm{R}`$ and $`\sigma _\mathrm{z}`$, the scaleheight at $`\mathrm{}`$ = 0. The bad reproduction of the vertical kinematic profiles arises because components that give cylindrical rotation (mainly F2) have low dispersion. Components that give vertically–constant dispersion profiles (mainly F1), as observed for $`|\mathrm{}|>15^{}`$, do not have cylindrical rotation. Note that the flatness, high central dispersion and cylindrical rotation are all signs of the barred central Galaxy (eg. Kormendy 1993).
For oversmoothed data (with a kernel twice as large as the optimal kernel discussed in Sect. 3.1), the surface–density vertical profiles are fitted much better (Fig. A2c,k,l). Accordingly, the model $`\sigma _0`$ is indeed higher (Fig. A2g,h) and the model rotation is more cylindrical (Fig. A2f). The fit to the dispersion is better as well, because the central dispersion is no longer so sharply peaked.
In Fig. A3 we present the model derived for the data smoothed with elongated kernels (see Sect. 3.1). The central scaleheight is now very small and the vertical surface–density profile is only fitted above $`|b|=1^{}`$. Therefore, the central dispersion could be fitted well; it is also lower than in the standard–smoothed data because the (central) disk contributes more, decreasing the dispersion in the plane. For $`|b|>1^{}`$, the minor–axis surface–density profile is modelled well at the cost of the modelled minor–axis dispersion. In Fig. A4 we show the best model using the BD2 potential (Sect. 3.2). The global rotation and dispersion are not fitted well, as expected from the discrepancy between potential and data (Fig. 2).
### 4.1 Errors, biases and stability
To estimate the errors in the input data and in the distribution function, we applied the “bootstrap” method (Press et al. 1992). New samples were created by drawing randomly 507 stars from the data sample (consisting of 507 stars) “with replacement”. This means that the same star can appear in the sample more than once. We are allowed to do this, because the sample is virtually free of any biases (S97A, S97B). These 25 new samples were smoothed and modelled in exactly the same way as the original data. The mean of and the scatter in the results provide biases and error bars on the input gridded data as well as on the model distribution function and its moments (Fig. 7,A1): bootstrap measurements have the same distribution with respect to the original measurement as the original measurement has with respect to the “true” value. The errors arising from the gridding are small and, as expected, the data are free of bias, except for some small latitude–dependent bias (S97A, S97B; most notable in Fig. 7f). For the model, the small errors and biases indicate that the distribution function is in general well–constrained by the data and close to the “true” distribution function, given the limitation of being a two–integral model.
Some of the model moments are considerably biased, though (Fig. 7, A1). The mean vertical profiles in Fig. 7j,l are actually closer to the data than the best–fit model. This means that these deviations between the DFA moments and the data are not due to an intrinsic limitation of our modelling technique, but that for some reason the data cause the model to be biased, eg. via the inevitable limitations of observational sampling. One should be careful not to think that the “average model” is closer to the “true” distribution function than DFA is; it only means that DFA is not close to the “true” distribution function for $`|\mathrm{}|`$
>
>\mathrel{\mathchoice{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \textstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}} 35.
On the other hand, the biases on the model in Fig. 7c,i are away from the data. Hence the modelling technique really cannot provide good results here; one might guess using only two integrals is the inhibiting factor here. There is also a small bias ($`1\sigma `$) away from the data on the longitude model profiles in Fig. 7a,b ; this could be due to the obvious non–axisymmetric features present in the data and thus the limitation of our axisymmetric model. Similarly, the bias at larger longitudes on the model dispersion profiles (Fig. 7g,h) could be caused by the limitations of our model potential that is not quite adequate at larger radii. So, although globally the 2I model reproduces the observed moments well and with small uncertainties, it is presented with real problems by the vertical profiles at $`\mathrm{}`$=0 (Fig. 7c,i), as well as by the cylindrical rotation at $`|\mathrm{}|=8^{}`$ (Fig. 7f).
We created an N–particle realization (N=5000) of the distribution function (see eg. van der Marel et al. 1997) and evolved it, in the global potential used in QP, to show that DFA is numerically stable, as it should be as a valid function of the integrals of motion. The realization is shown in Fig. 8, where we plot 1000 particles in the ($`x,y`$) plane and in the ($`x,z`$) plane. As criteria for stability we checked the total radial and vertical cumulative–density profiles and the total energy. To quantify the stability of the density profiles we use the Kolmogorov–Smirnov (KS) test described by Press et al. (1992). The radial and vertical profiles pass the KS–test very well; the differences between the initial distribution and that after ten galactic revolutions are entirely negligible (Fig. 9, KS probability
>
>\mathrel{\mathchoice{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \textstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}}95%). The total energy shows no variations other than of the order of the accuracy of the integration ($`10^6`$).
## 5 Third integral
The problems of the 2I fit, mentioned in Sect. 4, may be overcome by the use of three–integral (3I) models, as for these the radial and vertical dispersions do not have to be the same and therefore the radial and vertical distributions are not coupled. For axisymmetric Stäckel potentials three integrals of motion – $`E`$, $`I_2`$ ($`0.5L_\mathrm{z}^2`$) and $`I_3`$ – are known analytically (de Zeeuw 1985). We use QP with three types of 3I orbital components; two are derived from the components in Eq. 3,4. The third–type components are axisymmetric Abel components (Dejonghe & Laurent 1991). Using the same input data as for DFA we obtain the distribution shown in Fig. 10. The 3I distribution function comprises a few components with small, negative coefficients. The problems of the fit in DFA (Fig. 7) are largely solved; in the inner regions, the dispersion is 20 $`\mathrm{km}\mathrm{s}^1`$ higher for all latitudes and at the same time the minor–axis surface–density profile is fitted better. Also the cylindrical rotation at intermediate longitudes (Fig. 10f vs. Fig. 7f) is reproduced better; the deviation of the model rotation from the data at $`b=`$ 3 is only half that in the 2I model. The components of the 3I distribution function are only truly 3I inside $``$ 4 kpc; outside that the dependency on the third integral decreases until it disappears at the solar radius. It is well known, however, that also in the Disk a third integral is needed to describe the distribution of most populations, because the local vertical dispersion does not equal the radial dispersion (eg. Wielen 1977). We will not draw conclusions about the third integral in the Disk, as the AX2 potential does not represent properly the gravitational forces outside radii of $``$5 kpc. Clearly, in the inner regions a third integral is needed to model the observed high dispersion and small scaleheight. An upcoming counterpart to the AOSP survey covering positive longitudes (see S97A,B) will enable us to construct a proper triaxial, three–integral model. The observed positive–negative–longitude asymmetries in stellar kinematics, in combination with the known asymmetries in the stellar surface density, will be essential to do this.
## 6 The central 100 pc
In Sevenster et al. (1995; SDH) a sample of 134 stars in approximately the inner square degree of the Galaxy (Lindqvist et al. 1992) was modelled using the BD2 potential (Table 2), with an additional Plummer potential truncated at 100 pc. With the AX2 potential we obtain virtually the same results, this time without an additional Plummer potential. For the same data gridding as in SDH, over 20 nearest neighbours, there are co– and counter–rotating F2 components of similar extent (ie. similar $`\alpha `$) and more concentrated co–rotating or fully isotropic F1 components.
It is difficult to determine the correct way to smooth this small sample and the exact results are dependent upon the smoothing. The model we give in Fig. 11 (Table 6) is obtained from the data averaged over 30 nearest neighbours. In this case no counter–rotating components are found by QP. The value of $`D`$ (Eq. 2) has converged to within 1% at the inclusion of the fifth component (Table 6), but the final value of $`D`$ is 60% of the initial. The latter indicates that this fit can be improved upon; there are only components with $`\alpha =200`$ and $`\alpha =900`$ in the input library so this may have been crude. The radial scale of the $`\alpha =200`$ components is roughly 200 pc; that of the $`\alpha =900`$ components 50 pc. The rotation in the inner 100 pc comes from the F1 components.
This is even more pronounced if we use only the 10 nearest neighbours to calculate the moments. In this case the observed dispersion at $`b`$=0 increases from 50 $`\mathrm{km}\mathrm{s}^1`$ at $`\mathrm{}`$ = 0 to 120 $`\mathrm{km}\mathrm{s}^1`$ at $`\mathrm{}`$ = $`0^\mathrm{o}\mathrm{.\hspace{0.17em}6},`$ which is the observed value for the AOSP sample (Fig. 7). The $`\alpha =200`$ are co– and counter–rotating, respectively, as in found in other runs, mainly to fit this increasing dispersion. All rotation comes from $`\alpha =900`$ F1 components in this case.
Possibly the $`\alpha =200`$ components are connected to a part of the GC sample that forms the innermost extension of the Bulge; the kinematics, radial scale and large vertical scale ($`z_0`$ = 1 kpc) fit in well with that. The counter–rotation in these components found for a range of inputs is used to increase the dispersion artificially; possibly the central concentration of the potential is not fully adequate; or a third integral, that reproduced the large AOSP central dispersion, is needed also in this model. The $`\alpha =900`$ components may form the true GC sample (SDH; Sjouwerman et al. 1998a,b; Sevenster 1999), judging from their high rotation and small radial and vertical scales. These components are probably formed mainly by high–outflow sources.
## 7 Discussion
### 7.1 Density
For the 2I as well as the 3I model, the scalelength and scaleheight at $`R=6`$ kpc are 2.5 kpc and 200-250 pc, respectively. At $`R=0`$ kpc, they are 200–220 pc and 150 pc. These scales are very similar to those found for the same sample in an analysis of the surface density only (Sevenster 1999), except for the scalelength that is smaller but still large with respect to most determinations of the scalelength (see Sackett 1997), although Binney, Gerhard & Spergel (1997) also find a scalelength of 2.5 kpc from fitting COBE data.
### 7.2 Orbits
The fractions of co–rotating and of eccentric orbits, respectively, can be defined by the following formulae :
$$F_{\mathrm{corot}}_{L_{\mathrm{max}}}^0f(E,L_\mathrm{z})dL_\mathrm{z}/_{L_{\mathrm{max}}}^{+L_{\mathrm{max}}}f(E,L_\mathrm{z})dL_\mathrm{z}$$
$`5`$
$$F_{\mathrm{ecc}}_{0.5L_{\mathrm{max}}}^{+0.5L_{\mathrm{max}}}f(E,L_\mathrm{z})dL_\mathrm{z}/_{L_{\mathrm{max}}}^{+L_{\mathrm{max}}}f(E,L_\mathrm{z})dL_\mathrm{z}$$
$`6`$
where $`L_{\mathrm{max}}`$ is the absolute value of the angular momentum of a circular orbit with energy $`E`$. In Fig. 12a these fractions are shown for DFA. In the centre ($`E/E_0>0.95`$, which coincides for circular orbits with $`R_{\mathrm{cir}}<`$ 160 pc, for radial orbits with $`R_{\mathrm{rad}}<`$ 230 pc, Fig. 4) the distribution function is isotropic to within 1%. For $`E/E_0<0.5`$ ( $`R_{\mathrm{cir}}>`$ 2.5 kpc, $`R_{\mathrm{rad}}>`$ 4 kpc) more than 99% of the mass is on almost–circular, co–rotating orbits. The biases and errorbars indicate that the distribution function at high binding energies is not very well–constrained. This can be seen in the moments only for the surface density, for which the errorbars near the galactic Centre are large (Fig. 7a,b,c).
There is considerable bias on the fraction of DFA on eccentric orbits, which means that this fraction is not close to the “true” fraction of eccentric orbits in the central Galaxy. The fraction of co–rotating orbits is less biased and always larger than 50% (in the mean), so there is no significant net counter rotation in the AOSP sample.
There is a turn–over in the energy distributions in Fig. 12a at $`E/E_00.7`$ ($`R_{\mathrm{cir}}`$= 840 pc, $`R_{\mathrm{rad}}`$= 1.4 kpc) and the fractions of eccentric orbits and of counter–rotating orbits decrease quickly outside this radius. Around $`R`$ = 800 pc, the rotation curve of the F1 component (Fig. 12b) reaches its maximum (31.5 $`\mathrm{km}\mathrm{s}^1`$). The rotation is continued fairly smoothly by the F2 component, though. A disky and a bulge–like regime can be identified in energy, but not so clearly in radius, although a mild transition can be seen at a radius 2.5 kpc (Fig. 9). There is an “isotropic–rotator” regime inside $`1`$ kpc outside which the disk starts. Between 1 kpc and 4 kpc the isotropic components contribute to a non–negligible fraction of mass on eccentric and counter–rotating orbits. The rotation is almost linear out to 2.5 kpc, outside 4 kpc the regime is purely disky. This is in agreement with arguments that barred bulges do not extend beyond their co–rotation radius (eg. Contopoulos & Grosbøl 1986; Elmegreen & Elmegreen 1985), which in the Galaxy is at 4 to 5 kpc.
### 7.3 Dispersions
The dispersions that derive from DFA are obviously biased by the fact that $`\sigma _\mathrm{R}`$$``$$`\sigma _\mathrm{z}`$. At the solar radius, DFA yields ($`\sigma _\mathrm{R}`$,$`\sigma _\varphi `$,$`\sigma _\mathrm{z}`$) = (11 $`\mathrm{km}\mathrm{s}^1`$, 22 $`\mathrm{km}\mathrm{s}^1`$, 11 $`\mathrm{km}\mathrm{s}^1`$) so $`\sigma _\mathrm{p}`$ $`\sqrt{(}\sigma _\varphi ^2+\sigma _\mathrm{R}^2)=25`$ $`\mathrm{km}\mathrm{s}^1`$(Fig. 13a). This $`\sigma _\mathrm{p}`$ agrees with a population of $``$ 1.5 Gyr for which the observed full velocity ellipsoid is (19 $`\mathrm{km}\mathrm{s}^1`$, 15 $`\mathrm{km}\mathrm{s}^1`$, 10 $`\mathrm{km}\mathrm{s}^1`$) (Wielen 1977). So $`\sigma _\varphi `$ is forced to reproduce most of $`\sigma _{\mathrm{los}}`$ as $`\sigma _\mathrm{R}`$ cannot be larger than $`\sigma _\mathrm{z}`$, that in turn is limited by the scaleheight. In the 3I model, the local dispersions are all 13 $`\mathrm{km}\mathrm{s}^1`$. For young stars ($`<`$ 0.5 Gyr), the three dispersions are observed to be almost equal, but have a much lower value. The 3I dispersions yield $`\sigma _\mathrm{p}`$ = 18 $`\mathrm{km}\mathrm{s}^1`$, equivalent to observations of stars of $``$ 1 Gyr, for which the full velocity ellipsoid is (14 $`\mathrm{km}\mathrm{s}^1`$, 11 $`\mathrm{km}\mathrm{s}^1`$, 8 $`\mathrm{km}\mathrm{s}^1`$) (Wielen 1977). Despite the decoupling from $`\sigma _\mathrm{z}`$, $`\sigma _\mathrm{R}`$ is still not larger than $`\sigma _\varphi `$. As we already noted in Sect. 5, the 3I model does not contain 3I components at radii larger than $``$ 4 kpc. Although individually $`\sigma _\mathrm{R}`$ and $`\sigma _\varphi `$ do not match observations, the dispersion in the plane $`\sigma _\mathrm{p}`$ has the value expected for a population of the average age of the OH/IR stars in the Disk ($``$ 1.5 Gyr, Sevenster 1999). Keeping in mind that our model potential is not fully adequate at radii larger than 5 kpc, the “deviant” model–dispersion ratios may indicate that a significant number of OH/IR stars is not on epicyclic orbits.
A well–observed dispersion is the line–of–sight dispersion toward Baade’s window ($`\mathrm{}=1^{},b=4^{}`$) of 113$`{}_{5}{}^{}{}_{}{}^{+6}`$ $`\mathrm{km}\mathrm{s}^1`$ (Sharples et al. 1990). DFA yields 107 $`\mathrm{km}\mathrm{s}^1`$ and the 3I model 113 $`\mathrm{km}\mathrm{s}^1`$, hence the observed dispersion, even at the higher latitude of Baade’s window, is matched somewhat better by the 3I model. The proper–motion dispersions toward Baade’s window are ($`\sigma _{\mathrm{}},\sigma _b`$) = (3.2$`\pm `$0.1 $`\mathrm{mas}\mathrm{yr}^1`$,2.8$`\pm `$0.1 $`\mathrm{mas}\mathrm{yr}^1`$) (Spaenhauer et al. 1992). DFA and the 3I model yield (1.6,1.5) and (3.5,2.4), respectively (taking the detectability of sources inversely proportional to the distance squared and integrating out to 8 kpc).
### 7.4 Disk versus Bulge
Imagine that the total distribution function, DFA, indeed fully describes the stellar dynamics of the Galaxy. Each OH/IR star can be thought of as a random realization of DFA – more specifically, as drawn from one of the DFA components. The probability, then, that a star S is drawn from, say, component DFA1, is the conditional probability (S$``$DFA1$`|`$S$``$DFA). This, according to Bayes’ rule, is proportional to the density of the component at the position of S. Hence, the component with the highest density, integrated over the unmeasured coordinates, at the position of a star, is most likely to have “generated” that star.
In Fig. 14 we show this by plotting for each component of Table 5 the longitude–latitude diagram and longitude–velocity diagram of the stars for which this component gives greatest probability. Although one should be careful to interpret the components of the distribution function exactly as physical components of the Galaxy, it is clear that the first component DFA1 forms the main galactic Disk and DFA2–4 are connected with a slowly rotating isotropic bulge. The role of DFA5 is difficult to assess. The fraction of stars with longitudes below $`20`$ that connect to DFA5 is 25%. However, the mass fraction of this component is of the order of 2% for radii larger than 2.5 kpc (Fig. 12). The Disk stars connected to DFA5 are probably mainly those that make up the local features that are not fitted by DFA (Fig. A1). As those stars have rather deviant velocities, they fit in best with DFA5, because it has very high velocity dispersion ($``$100 $`\mathrm{km}\mathrm{s}^1`$). This does not mean that those stars instigated the inclusion of DFA5 in DFA, after all they are not properly represented by the fit. DFA5 may represent the tail of the Bulge, that apparently protrudes to $`R`$4 kpc (cf. Fig. 12a). Indeed the stars connected to DFA5 have the lowest total probability to be connected to DFA, supporting the idea that they were not really fitted very well. The most probable component is DFA4, followed by DFA1. The star with the lowest probability to come from DFA is the one in the extreme lower right corner of Fig. 14e,f,k,l .
We tentatively connect the F1 components to the Bulge and the F2 component to the Disk. As DFA1 is well constrained by stars in regions where only the Disk is contributing, we may conclude that also at lower longitudes it represents the (foreground) Disk, as is supported by Fig. 14a,g. This means that 50% of the AOSP sample is identified with the Disk and that the fraction of Disk stars at $`|\mathrm{}|<`$5 is 20%.
### 7.5 Young versus Old
In Fig. 14 different symbols are used for high–outflow, low–outflow and single–peaked sources, respectively. OH/IR stars with high outflow velocities are in general younger than those with low outflow velocities (see Sevenster 1999 and references therein). The single–peaked sources can be either (very) young or (very) old; we will not include them in this discussion. All F1 components of DFA have more low–outflow– than high–outflow sources (4:3) connected to them. For the F2 component this is exactly the other way around, as expected from the fact that it connects to Disk sources mainly. We can assess further the age–dependence of the distribution function by modelling the two groups, separated in outflow velocity at 14 $`\mathrm{km}\mathrm{s}^1`$ (excluding single–peaked sources), individually, with the same potential and library we used to obtain DFA. The results are given in Table 7 and Table 8, respectively.
The main disk (DFA1) and the rotating–bulge component DFA3 return for both the low–outflow– and the high–outflow sources. DFA4 returns for the high–outflow sources only and DFA2 for the low–outflow sources. These components are the main Bulge components, a younger and an older (more extended), respectively, forming the “isotropic rotator” together with DFA3 (Sect. 7.2). The high–outflow sources have an extra F2 component with the same vertical extent as the main DFA disk, but more centrally concentrated and less strongly rotating. This may be the youngest part of the Bulge that is not massive enough to be seen in DFA. The low–outflow sources have an extra F2 component that has the same radial extent and rotation ($`\beta `$) as the main DFA disk, but is less concentrated toward the plane ($`h_\mathrm{z}`$=300 pc). This may be the older Disk, heated from the flatter Disk. Again it is not massive enough to appear in DFA.
In Fig. A5&A6 we show the fits of DFA and the distribution function of Table 8, respectively, to a sample of OH/IR stars that reaches higher latitudes than the AOSP sample but is incomplete in the plane ($`|b|<`$ 3; te Lintel Hekkert et al. 1991). The coefficients for the components of DFA and Table 8 are redetermined for this sample. We use the horizon that optimizes the fit to the surface density (13 kpc). Clearly, a thicker disk component such as seen in the low–outflow sources is essential to explain the still cylindrical rotation in the Lintel sample; in fact the coefficient for the F2 component with $`\gamma =6`$ is zero for the fit in Fig. A6 (as this flat component would be severely undersampled by the Lintel sample). At the higher latitudes of the Lintel sample the stars are on average older, like the low–outflow AOSP sources, and these older stars apparently need a thicker disk component, primarily to describe their kinematics. The transition between the Disk and the Bulge (Fig. 12), at least at higher latitudes, is more continuous than suggested by DFA (Fig. A5e vs. Fig. A6e; see discussion in Sect. 7.2).
In summary, it seems that there are no distinct dynamical components such as a Bulge or a thick Disk. In fact, the young Bulge has a part that in vertical extent is very similar to the Disk, in radial extent to the more isotropic older Bulge and intermediate in its degree of rotation. The older Disk is very similar in radial extent and rotation to the younger disk, only a little thicker and as such connecting even more smoothly to the Bulge. We do not sample the very old Bulge (
>
>\mathrel{\mathchoice{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \textstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}{\lower 1.5pt\vbox{\halign{$\mathsurround 0pt \scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr}}}}10 Gyr), that may be the inner halo or “$`r^{3.5}`$ spheroid” and was found to be dynamically different from the younger “nuclear Bulge” by Rich(1990).
The connection we find between Bulge and Disk, especially their similar vertical extent for the younger stars, is in agreement with the notion that the Bulge is triaxial and that this Bar formed via disk instability (see Sevenster 1999). Of course, we have already seen several signatures of the existence of the Bar, in the need for a third integral to explain the dynamics in the central degrees and the the cylindrical rotation (see discussion in Kormendy 1993).
Note that in this case, the fraction of foreground disk stars we estimated earlier for the central 10 (20%) may be too high, as part of the disk–like Bar stars would probably be modelled by DFA1 as Disk stars.
## 8 Conclusions
Using a simple, axisymmetric potential we construct a stable two–integral distribution function (DFA) that gives a very good global fit, in the first three projected moments, to our “AOSP” sample of OH/IR stars in the plane. Some detailed discrepancies between the model DFA and the data indicate that the distribution of OH/IR stars is influenced by the barred potential in the inner regions of the Galaxy. A three–integral model improves the fit for the inner regions considerably, even with the same axisymmetric potential. Durand et al. (1996) also concluded there is a need for a third integral, from similar work on distribution functions, using planetary nebulae.
The energies of stars in the plane seem to separate into a bulge–like and a disky regime at $`E/E_00.7`$. This separation, as seen in DFA, is too distinct, however, when compared to the kinematics of an OH/IR star sample at higher latitudes. We conclude there is no evidence for discrete large components in the inner plane. On the contrary, models of several subsamples of younger and older OH/IR stars suggest that the Disk and the Bulge are very similar. We confirm the result of Sevenster et al. (1995) that a sample of galactic–centre OH/IR stars may consist of the inner–most part of the Bulge plus an extra component. The latter is the only truly distinct dynamical component in the inner galactic plane.
###### Acknowledgements.
We thank Tim de Zeeuw and Agris Kalnajs for many useful suggestions and Prasenjit Saha for advice about statistical issues.
Appendix A Figures for derived models
In this appendix we show the figures of the cuts in longitude and latitude for a variety of models discussed in the main text. |
warning/0001/hep-th0001196.html | ar5iv | text | # 1 Introduction.
## 1 Introduction.
Our world has besides the ordinary space-time the internal space of spins and charges. Without the internal space, no matter would exist and accordingly no complexity, which is needed for the life to exist. We have shown how a space of anticommuting coordinates can be used to describe spins and charges of not only fermions but also of bosons, unifying spins and charges for either fermions or for bosons and that gravity in d dimensions manifests after appropriate break of symmetry in $`d=4`$ dimensional subspace as ordinary gravity and all known gauge fields. Kähler has shown how to use differential forms to describe the spin of fermions. In the present talk we point out the analogy and nice relations between the two different ways of achieving the appearance of spin one half degrees of freedom when starting from pure vectors and tensors. We comment the necessity of appearance of four copies of Dirac fermions in both approaches. This work was done together with H. B. Nielsen. Comparing carefully the two approaches we generalize the Kähler approach to describe also integer spins as well as charges for either spinors or vectors, unifying spins and charges.
We present the possible Lagrange function for a free particle and the canonical quantization of anticommuting coordinates. Introducing vielbeins and spin connections, we demonstrate how the spontaneous break of symmetry may lead to the symmetries of the Standard model. In this part of the talk (it has been done together with A. Borštnik), we follow, how the break of symmetries from $`SO(1,13)`$ to symmetries of the Standard model manifests on canonical momentum. We show how the symmetry of the group $`SO(1,13)`$ breaks to $`SO(1,7)`$ (leading to multiplets with left handed $`SU(2)`$ doublets and right handed $`SU(2)`$ singlets) and $`SO(6)`$, which then leads to the $`SO(1,3)\times SU(2)\times U(1)\times SU(3)\times U(1)`$. The two $`U(1)`$ symmetries enable besides the hypercharge, needed in the Standard model, additional hypercharge, which is nonzero for right handed $`SU(2)`$ singlet neutrino. For the pedagogical reasons we comment the break of symmetry on the canonical momentum for the Standard model, that is from $`SU(2)\times U(1)`$ to $`U(1)`$ as well.
## 2 Dirac equations in Grassmann space.
What we call quantum mechanics in Grassmann space is the model for going beyond the Standard Model with extra dimensions of ordinary and anticommuting coordinates, describing spins and charges of either fermions or bosons in an unique way.
In a $`d`$-dimensional space-time the internal degrees of freedom of either spinors or vectors and scalars come from the odd Grassmannian variables $`\theta ^a,a\{0,1,2,3,5,,d\}`$.
We write wave functions describing either spinors or vectors in the form
$$<\theta ^a|\mathrm{\Phi }>=\underset{i=0,1,..,3,5,..,d}{}\underset{\{a_1<a_2<\mathrm{}<a_i\}\{0,1,..,3,5,..,d\}}{}\alpha _{a_1,a_2,\mathrm{},a_i}\theta ^{a_1}\theta ^{a_2}\mathrm{}\theta ^{a_i},$$
(1)
where the coefficients $`\alpha _{a_1,a_2,\mathrm{},a_i}`$ depend on commuting coordinates $`x^a,a\{0,1,2,3,5,..,d\}.`$ The wave function space spanned over Grassmannian coordinate space has the dimension $`2^d`$. Completely analogously to usual quantum mechanics we have the operator for the conjugate variable $`\theta ^a`$ to be
$$p_a^\theta =i\stackrel{}{}_a.$$
(2)
The right arrow tells, that the derivation has to be performed from the left hand side. These operators then obey the odd Heisenberg algebra, which written by means of the generalized commutators
$$\{A,B\}:=AB(1)^{n_{AB}}BA,$$
(3)
where
$$n_{AB}=\{\begin{array}{cc}\hfill +1,\text{if A and B have Grassmann odd character}& \\ \hfill 0,\text{otherwise,}& \end{array}$$
takes the form
$$\{p^{\theta a},p^{\theta b}\}=0=\{\theta ^a,\theta ^b\},\{p^{\theta a},\theta ^b\}=i\eta ^{ab}.$$
(4)
Here $`\eta ^{ab}`$ is the flat metric $`\eta =diag\{1,1,1,\mathrm{}\}`$.
We may define the operators
$$\stackrel{~}{a}^a:=i(p^{\theta a}i\theta ^a),\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}:=(p^{\theta a}+i\theta ^a),$$
(5)
for which we can show that the $`\stackrel{~}{a}^a`$’s among themselves fulfill the Clifford algebra as do also the $`\stackrel{~}{\stackrel{~}{a}}^a`$’s, while they mutually anticommute:
$$\{\stackrel{~}{a}^a,\stackrel{~}{a}^b\}=2\eta ^{ab}=\{\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\},\{\stackrel{~}{a}^a,\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\}=0.$$
(6)
We could recognize formally
$$\mathrm{either}\stackrel{~}{a}^ap_a|\mathrm{\Phi }>=0,\mathrm{or}\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}p_{a}^{}|\mathrm{\Phi }>=0$$
(7)
as the Dirac-like equation, because of the above generalized commutation relations. Applying either the operator $`\stackrel{~}{a}^ap_a`$ or $`\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}p_{a}^{}`$ on the two equations we get the Klein-Gordon equation $`p^ap_a|\mathrm{\Phi }>=0`$, where we define $`p_a=i\frac{}{x^a}`$.
One can check that none of the two equations (7) have solutions which would transform as spinors with respect to the generators of the Lorentz transformations, when taken in analogy with the generators of the Lorentz transformations in ordinary space ($`L^{ab}=x^ap^bx^bp^a`$)
$$S^{ab}:=\theta ^ap^{\theta b}\theta ^bp^{\theta a}.$$
(8)
But we can write these generators as the sum
$$S^{ab}=\stackrel{~}{S}^{ab}+\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab},\stackrel{~}{S}^{ab}:=\frac{i}{4}[\stackrel{~}{a}^a,\stackrel{~}{a}^b],\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab}:=\frac{i}{4}[\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}],$$
(9)
with $`[A,B]:=ABBA`$ and recognize that the solutions of the two equations (7) now transform as spinors with respect to either $`\stackrel{~}{S}^{ab}`$ or $`\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab}.`$
One also can easily see that the untilded, the single tilded and the double tilded $`S^{ab}`$ obey the $`d`$-dimensional Lorentz generator algebra
$$\{M^{ab},M^{cd}\}=i(M^{ad}\eta ^{bc}+M^{bc}\eta ^{ad}M^{ac}\eta ^{bd}M^{bd}\eta ^{ac}),$$
(10)
when inserted for $`M^{ab}`$.
We shall present our approach in more details in section 4 when pointing out the similarities between this approach and the Kähler approach and generalizing the Kähler approach. In section 6 we shall present the Lagrange function, which leads after canonical quantization in both spaces, the ordinary one and the space of anticommuting coordinates, to operators and equations presented in this section.
## 3 Kähler formulation of spinors.
Kähler formulated spinors in terms of wave functions which are superpositions of the p-forms in the $`d=4`$ \- dimensional space. The 0-forms are scalars, the 1-forms are defined as dual vectors to the (local) tangent spaces, the higher p-forms are defined as antisymmetrized Cartesian (exterior ($``$)) products of the one-form spaces. A general linear combination of forms is then written
$$u=u_0+u_1+\mathrm{}+u_d,u_p=\underset{i_1<i_2\mathrm{}<i_p}{}a_{i_1i_2\mathrm{}i_p}dx^{i_1}dx^{i_2}dx^{i_3}\mathrm{}dx^{i_p}.$$
(11)
The exterior product has the property of making the product of a p-form and a q-form to be a (p+q)-form, if a p-form and a q-form have no common differentials. One can define also the Clifford product ($``$) among the forms. The Clifford product $`dx^a`$ on a p-form is either a $`p+1`$ form, if a p-form does not include a one form $`dx^a`$, or a $`p1`$ form, if a one form $`dx^a`$ is included in a p-form.
Kähler found how the Dirac equation could be written in terms of differential forms
$$i\delta u=mu,\mathrm{with}\delta u=\underset{i=1}{\overset{3}{}}dx^i\frac{u}{x^i}dt\frac{u}{t}.$$
(12)
with $`u`$ defined in Eq.(11). The symbol $`\delta `$ denotes the inner differentiation, $`a\{0,1,2,3\}`$ and $`m`$ means the electron mass.
For a free massless particle living in a d dimensional space-time Eq.(12) can be rewritten in the form
$$dx^ap_au=0,a=0,1,2,3,5,\mathrm{},d.$$
(13)
The wave function describing the state of the spin one half particle is packed into the exterior algebra function $`u`$.
## 4 Parallelism between the two approaches.
We demonstrate the parallelism between the Kähler and our approach in steps, first paying attention on spin $`\frac{1}{2}`$ only, as Kähler did. Using simple and transparent definitions of the exterior and interior product in Grassmann space, we generalize the Kähler approach first by defining the two kinds of $`\delta `$ (Eq.(12)) operators on the space of p-forms and accordingly three kinds of the generators of the Lorentz transformations, two of the spinorial and one of the vectorial character. We try to put clearly forward how the spinorial degrees of freedom emerge out of vector objects like the 1-forms or $`\theta ^a`$’s. We then generalize the p-forms to describe not only spins but also charges of spin $`\frac{1}{2}`$ and spin 0 and 1 objects, unifying also in the space of forms spins and charges, separately for fermions and separately for bosons.
### 4.1 Dirac-Kähler equation and Dirac equation in Grassmann space for massless particles.
We present here, side by side, the operators in the space of differential forms and in Grassmann space: the ”exterior” product
$$dx^adx^b\mathrm{},\theta ^a\theta ^b\mathrm{},$$
(14)
the operator of ”differentiation”
$$ie^a,p^{\theta a}=i\stackrel{}{}^a=i\frac{\stackrel{}{}}{\theta _a},$$
(15)
and the two superpositions
$`dx^a\stackrel{~}{}:=dx^a+e^a,\stackrel{~}{a}^a:=i(p^{\theta a}i\theta ^a),`$
$`dx^a\stackrel{~}{\stackrel{~}{}}:=i(dx^ae^a),\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}:=(p^{\theta a}+i\theta ^a).`$ (16)
The superposition, which we signed by $`\stackrel{~}{}`$ is the one used by Kähler (Eqs.(12)).
One easily finds (see Eqs.(5,6)) the commutation relations, understood in the generalized sense of Eq.(3)
$`\{dx^a\stackrel{~}{},dx^b\stackrel{~}{}\}=2\eta ^{ab},\{\stackrel{~}{a}^a,\stackrel{~}{a}^b\}=2\eta ^{ab},`$
$`\{dx^a\stackrel{~}{\stackrel{~}{}},dx^b\stackrel{~}{\stackrel{~}{}}\}=2\eta ^{ab},\{\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\}=2\eta ^{ab}.`$ (17)
Since $`\{e^a,dx^b\}=\eta ^{ab}`$ and $`\{e^a,e^b\}=0=\{dx^a,dx^b\}`$, while $`\{ip^{\theta a},\theta ^b\}=\eta ^{ab}`$ and $`\{p^{\theta a},p^{\theta b}\}=0=\{\theta ^a,\theta ^b\}`$, it is obvious that $`e^a`$ plays in the p-form formalism the role of the derivative with respect to a differential $`1`$form, similarly as $`ip^{\theta a}`$ does with respect to a Grassmann coordinate.
We find for both approaches the Dirac-like equations:
$`dx^a\stackrel{~}{}p_au=0,\stackrel{~}{a}^ap_a\mathrm{\Phi }(\theta ^a)=0,`$
$`dx^a\stackrel{~}{\stackrel{~}{}}p_au=0,\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}p_{a}^{}\mathrm{\Phi }(\theta ^a)=0.`$ (18)
Taking into account the above definitions it follows that
$$dx^a\stackrel{~}{}p_adx^b\stackrel{~}{}p_bu=p^ap_au=0,\stackrel{~}{a}^ap_a\stackrel{~}{a}^bp_b\mathrm{\Phi }(\theta ^b)=p^ap_a\mathrm{\Phi }(\theta ^b)=0.$$
(19)
We see that either $`dx^a\stackrel{~}{}p_au=0`$ or $`dx^a\stackrel{~}{\stackrel{~}{}}p_au=0,`$ similarly as either $`\stackrel{~}{a}^ap_a\mathrm{\Phi }(\theta ^a)=0`$ or $`\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}p_{a}^{}\mathrm{\Phi }(\theta ^a)=0`$ can represent the Dirac-like equation.
Both, $`dx^a\stackrel{~}{}`$ and $`dx^a\stackrel{~}{\stackrel{~}{}}`$ define the algebra of the $`\gamma ^a`$ matrices and so do both $`\stackrel{~}{a}^a`$ and $`\stackrel{~}{\stackrel{~}{a}}^a`$. One would thus be tempted to identify
$$\gamma _{\text{naive}}^a:=dx^a\stackrel{~}{},\text{ or }\gamma _{\text{naive}}^a:=\stackrel{~}{a}^a.$$
(20)
But there is a large freedom in defining what to identify with the gamma-matrices, because except when using $`\gamma ^0`$ as a parity operation, one has an even number of gamma matrices occurring in the physical applications such as construction of currents $`\overline{\psi }\gamma ^a\psi `$ or for the Lorentz generators on spinors $`\frac{i}{4}[\gamma ^a,\gamma ^b]`$. Then all the gamma matrices can be multiplied by some factor provided it does disturb neither their algebra nor their even products. This freedom might be used to solve, what seems a problem:
Having an odd Grassmann character, neither $`\stackrel{~}{a}^a`$ nor $`\stackrel{~}{\stackrel{~}{a}}^a`$ and similarly neither $`dx^a\stackrel{~}{}`$ nor $`dx^a\stackrel{~}{\stackrel{~}{}}`$ should be recognized as the Dirac $`\gamma ^a`$ operators, since they would change, when operating on polynomials of $`\theta ^a`$ or on superpositions of p-form, objects of an odd Grassmann character to objects of an even Grassmann character. One would, however, expect - since Grassmann odd fields second quantize to fermions, while Grassmann even fields second quantize to bosons - that the $`\gamma ^a`$ operators do not change the Grassmann character of wave functions so that the canonical quantization of Grassmann odd fields then automatically assures the anticommuting relations between the operators of the fermionic fields.
We may propose that accordingly
$$\mathrm{either}\stackrel{~}{\gamma }^a:=idx^0\stackrel{~}{\stackrel{~}{}}dx^a\stackrel{~}{},\mathrm{or}\stackrel{~}{\gamma }^a=i\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{0}\stackrel{~}{a}_{}^{a}$$
(21)
are recognized as the Dirac $`\gamma ^a`$ operators operating on the space of $`p`$-forms or polynomials of $`\theta ^a`$’s, respectively, since they both have an even Grassmann character and they both fulfill the Clifford algebra $`\{\stackrel{~}{\gamma }^a,\stackrel{~}{\gamma }^b\}=2\eta ^{ab}.`$ ( The role of $`\stackrel{~}{}`$ and $`\stackrel{~}{\stackrel{~}{}}`$ can in either the Kähler case or the case of polynomials in Grassmann space, be exchanged. )
The two definitions of gamma-matrices ((21), (20)) make only a difference when $`\gamma ^0`$-matrix is used alone. This $`\gamma ^0`$-matrix has to simulate the parity reflection which is
$$\mathrm{either}\stackrel{}{dx}\stackrel{}{dx},\mathrm{or}\stackrel{}{\theta }\stackrel{}{\theta }.$$
(22)
The ”ugly” gamma-matrix identifications (21) indeed perform this operation.
Kähler did not connect evenness and oddness of the forms with the statistics. He used the ”naive” gamma-matrix identifications (20). The same can be said for the Becher-Joos () paper.
### 4.2 Generators of Lorentz transformations.
We are presenting the generators of the Lorentz transformations of spinors for both approaches
$$M^{ab}=L^{ab}+𝒮^{ab},L^{ab}=x^ap^bx^bp^a.$$
(23)
The two approaches differ in the definition of the generators of the Lorentz transformations in the internal space $`𝒮^{ab}`$. While Kähler suggested the definition for spin $`\frac{1}{2}`$ particles
$$𝒮^{ab}=dx^adx^b,𝒮^{ab}u=\frac{1}{2}((dx^adx^b)uu(dx^adx^b)),$$
(24)
in the Grassmann case the two kinds of the operators $`𝒮^{ab}`$ for spinors can be defined, presented in Eqs.(9), with the properties
$$[\stackrel{~}{S}^{ab},\stackrel{~}{a}^c]=i(\eta ^{ac}\stackrel{~}{a}^b\eta ^{bc}\stackrel{~}{a}^a),[\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{c}]=i(\eta ^{ac}\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\eta ^{bc}\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}),[\stackrel{~}{S}^{ab},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{c}]=0=[\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab},\stackrel{~}{a}^c].$$
(25)
Following the approach in Grassmann space one can also in the Kähler case define two kinds of the Lorentz generators for spinors, which (both) simplify Eq.(24)
$`\stackrel{~}{𝒮}^{ab}={\displaystyle \frac{i}{4}}[dx^a+e^a,dx^b+e^b],\stackrel{~}{\stackrel{~}{𝒮}}{}_{}{}^{ab}={\displaystyle \frac{i}{4}}[dx^ae^a,dx^be^b],`$
$`\stackrel{~}{𝒮}^{ab}={\displaystyle \frac{i}{4}}[\stackrel{~}{\gamma }^a,\stackrel{~}{\gamma }^b].`$ (26)
The above definition enables us to define also in the Kähler case the generators of the Lorentz transformations of the vectorial character
$$𝒮^{ab}=\stackrel{~}{S}^{ab}+\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab}=i(dx^ae^bdx^be^a),𝒮^{ab}=\stackrel{~}{S}^{ab}+\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab}=\theta ^ap^{\theta b}\theta ^bp^{\theta a}.$$
(27)
The operator $`𝒮^{ab}=i(dx^ae^bdx^be^a),`$ being applied on differential p-forms, transforms vectors into vectors.
### 4.3 Scalar product.
In our approach the scalar product between the two functions $`<\theta ^a|\mathrm{\Phi }_1>`$ and $`<\theta ^a|\mathrm{\Phi }_2>`$ is defined
$$<\mathrm{\Phi }_1|\mathrm{\Phi }_2>=d^d\theta (\omega <\theta ^a|\mathrm{\Phi }_1>)<\theta ^a|\mathrm{\Phi }_2>$$
(28)
and $`\omega `$ is a weight function
$$\omega =\underset{i=0,1,..,d}{}(\theta ^i+\stackrel{}{}^i),$$
which operates on only the first function $`<\theta ^a|\mathrm{\Phi }_1>`$ and
$$𝑑\theta ^a=0,d^d\theta \theta ^0\theta ^1\mathrm{}\theta ^d=1,d^d\theta =\theta ^d\mathrm{}\theta ^1\theta ^0.$$
According to the above definition and Eq.(1) it follows
$$<\mathrm{\Phi }^{(1)}|\mathrm{\Phi }^{(2)}>=\underset{0,d}{}\underset{\alpha _1<\alpha _2<..<\alpha _d}{}\alpha _{\alpha _1..\alpha _i}^{(1)}\alpha _{\alpha _1..\alpha _i}^{(2)}$$
(29)
in complete analogy with the usual definition of the scalar product in ordinary space. Kähler defined the scalar product of two p-forms (Eq.(11)) as
$$<u^{(1)}|u^{(2)}>=\underset{0,d}{}\underset{\alpha _1<\alpha _2<..<\alpha _d}{}\alpha _{\alpha _1..\alpha _i}^{(1)}\alpha _{\alpha _1..\alpha _i}^{(2)},$$
(30)
which agrees with Eq.(29).
### 4.4 Four copies of Weyl bi-spinors in Kähler or in approach in Grassmann space and vector representations.
In the case of $`d=4`$ one may arrange the space of $`2^d`$ vectors into four copies of two Weyl spinors, one left ( $`<\stackrel{~}{\mathrm{\Gamma }}^{(4)}>=1,\mathrm{\Gamma }^{(4)}=i\frac{(2i)^2}{4!}ϵ_{abcd}𝒮^{ab}𝒮^{cd}`$ ) and one right ( $`<\stackrel{~}{\mathrm{\Gamma }}^{(4)}>=1`$) handed (we have made a choice of $`\stackrel{~}{}`$ ), in such a way that they are at the same time the eigen vectors of the operators $`\stackrel{~}{S}^{12}`$ and the $`\stackrel{~}{S}^{03}`$ and have either an odd or an even Grassmann character. These vectors are in the Kähler approach the superpositions of p-forms and in our approach the polynomials of $`\theta ^m`$’s, $`m(0,1,2,3)`$. The two Weyl vectors of one copy of the Weyl bi-spinors are connected by the $`\stackrel{~}{\gamma }^m`$ (Eq.(21)) operators, while the two copies of different Grassmann character are connected by $`\stackrel{~}{a}^a`$ or $`dx^a\stackrel{~}{}`$, respectively. The two copies of an even Grassmann character are connected by the ( a kind of a time reversal operation) $`\theta ^0\theta ^0`$ or equivalently $`dx^0dx^0.`$
We present in Table I four copies of the Weyl two spinors as polynomials of $`\theta ^a`$. Replacing $`\theta ^a`$’s by $`dx^a`$ the presentation for differential forms follow. Eigenstates are orthonormalized according to the scalar product of Eq.(29)
| a | i | $`<\theta |{}_{}{}^{a}\mathrm{\Phi }_{i}^{}>`$ | $`\stackrel{~}{S}^{12}`$ | $`\stackrel{~}{S}^{03}`$ | $`\stackrel{~}{\mathrm{\Gamma }}^{(4)}`$ | family | Grass. cha. |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^1i\stackrel{~}{a}^2)(\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| 1 | 2 | $`\frac{1}{2}(1+i\stackrel{~}{a}^1\stackrel{~}{a}^2)(1\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| | | | | | | I | even |
| 2 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^1i\stackrel{~}{a}^2)(\stackrel{~}{a}^0+\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| 2 | 2 | $`\frac{1}{2}(1+i\stackrel{~}{a}^1\stackrel{~}{a}^2)(1+\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| 3 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^1i\stackrel{~}{a}^2)(1\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| 3 | 2 | $`\frac{1}{2}(1+i\stackrel{~}{a}^1\stackrel{~}{a}^2)(\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| | | | | | | II | odd |
| 4 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^1i\stackrel{~}{a}^2)(1+\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| 4 | 2 | $`\frac{1}{2}(1+i\stackrel{~}{a}^1\stackrel{~}{a}^2)(\stackrel{~}{a}^0+\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| 5 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^1\stackrel{~}{a}^2)(\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| 5 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^1+i\stackrel{~}{a}^2)(1\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| | | | | | | III | odd |
| 6 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^1\stackrel{~}{a}^2)(\stackrel{~}{a}^0+\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| 6 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^1+i\stackrel{~}{a}^2)(1+\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| 7 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^1\stackrel{~}{a}^2)(1\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| 7 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^1+i\stackrel{~}{a}^2)(\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | 1 | | |
| | | | | | | IV | even |
| 8 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^1\stackrel{~}{a}^2)(1+\stackrel{~}{a}^0\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
| 8 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^1+i\stackrel{~}{a}^2)(\stackrel{~}{a}^0+\stackrel{~}{a}^3)`$ | $`\frac{1}{2}`$ | $`\frac{i}{2}`$ | -1 | | |
Table I: The polynomials of $`\theta ^m`$, representing the four times two Weyl spinors, are written. For each state the eigenvalues of $`\stackrel{~}{S}^{12},\stackrel{~}{S}^{03},\stackrel{~}{\mathrm{\Gamma }}^{(4)}:=i\stackrel{~}{a}^0\stackrel{~}{a}^1\stackrel{~}{a}^2\stackrel{~}{a}^3`$ are written. The Roman numerals tell the possible family number. We use the relation $`\stackrel{~}{a}^a|0>=\theta ^a`$.
Analyzing the irreducible representations of the group $`SO(1,3)`$ with respect to the generator of the Lorentz transformations of the vectorial type (Eqs.( 27)) one finds for d = 4 two scalars ( a scalar and a pseudo scalar), two three vectors (in the $`SU(2)\times SU(2)`$ representation of $`SO(1,3)`$ denoted by $`(1,0)`$ and $`(0,1)`$ representation, respectively, with $`<\mathrm{\Gamma }^{(4)}>=\pm 1`$) and two four vectors. One can find the polynomial representation for this case in ref..
### 4.5 Generalization to extra dimensions.
It has been suggested that the Lorentz transformations in the space of $`\theta ^a`$’s in $`d4`$ dimensions manifest themselves as generators for charges observable for the four dimensional particles. Since both the extra dimension spin degrees of freedom and the ordinary spin degrees of freedom originate from the $`\theta ^a`$’s or the forms we have a unification of these internal degrees of freedom.
Let us take as an example the model which has $`d=14`$ and at first - at the high energy level - $`SO(1,13)`$ Lorentz group, but which should be broken ( in two steps ) to first $`SO(1,7)\times SO(6)`$ and then to $`SO(1,3)\times SU(3)\times SU(2)`$. We shall comment on this model in section 8.
## 5 Appearance of spinors.
One of course wonders about how it is at all possible that the Dirac equation appears for a spinor field out of models with only scalar, vector and tensor objects! It only can be done by exchanging the Lorentz generators $`𝒮^{ab}`$ by the $`\stackrel{~}{S}^{ab}`$ say ( or the $`\stackrel{~}{\stackrel{~}{S}}^{ab}`$ if we choose them instead), see equations (9, 26). This indeed means that one of the two kinds of operators fulfilling the Clifford algebra and anticommuting with the other kind - it has been made a choice of $`dx^a\stackrel{~}{\stackrel{~}{}}`$ in the Kähler case and $`\stackrel{~}{\stackrel{~}{a}}^a`$ in our approach - are put to zero in the operators of the Lorentz transformations; as well as in all the operators representing physical quantities. The use of $`dx^0\stackrel{~}{\stackrel{~}{}}`$ or $`\stackrel{~}{\stackrel{~}{a}}^0`$ in the operator $`\stackrel{~}{\gamma }^0`$ is the exception, only used to simulate the Grassmann even parity operation $`\stackrel{}{dx}^a\stackrel{}{dx}^a`$ and $`\stackrel{}{\theta }\stackrel{}{\theta },`$ respectively.
We shall argue away () the $`\stackrel{~}{\stackrel{~}{a}}^a`$’s in section 6 on the ground of the action.
## 6 Lagrange function for a free massless particle in ordinary and Grassmann space and canonical quantization.
We present in this section the Lagrange function for a particle which lives in a d-dimensional ordinary space of commuting coordinates and in a d-dimensional Grassmann space of anticommuting coordinates $`X^a\{x^a,\theta ^a\}`$ and has its geodesics parametrized by an ordinary Grassmann even parameter ($`\tau `$) and a Grassmann odd parameter($`\xi `$). We derive the Hamilton function and the corresponding Poisson brackets and perform the canonical quantization, which leads to the Dirac equation with operators presented in sections 2, 4.
$`X^a=X^a(x^a,\theta ^a,\tau ,\xi )`$ are called supercoordinates. We define the dynamics of a particle by choosing the action $`I=\frac{1}{2}𝑑\tau 𝑑\xi EE_A^i_iX^aE_B^j_jX^b\eta _{ab}\eta ^{AB},`$ where $`_i:=(_\tau ,\stackrel{}{}_\xi ),\tau ^i=(\tau ,\xi )`$, while $`E_A^i`$ determines a metric on a two dimensional superspace $`\tau ^i`$ , $`E=det(E_A^i)`$ . We choose $`\eta _{AA}=0,\eta _{12}=1=\eta _{21}`$, while $`\eta _{ab}`$ is the Minkowski metric with the diagonal elements $`(1,1,1,1,`$ $`\mathrm{},1)`$. The action is invariant under the Lorentz transformations of supercoordinates: $`X^{}{}_{}{}^{a}=\mathrm{\Lambda }^a{}_{b}{}^{}X_{}^{b}`$. Since a supermatrix $`E^i_A`$ transforms as a vector in a two-dimensional superspace $`\tau ^i`$ under general coordinate transformations of $`\tau ^i`$, $`E^i{}_{A}{}^{}\tau _{i}^{}`$ is invariant under such transformations and so is $`d^2\tau E`$. The action is locally supersymmetric. The inverse matrix $`E^A_i`$ is defined as follows: $`E^i{}_{A}{}^{}E_{}^{B}{}_{i}{}^{}=\delta ^B_A`$.
Taking into account that either $`x^a`$ or $`\theta ^a`$ depend on an ordinary time parameter $`\tau `$ and that $`\xi ^2=0`$ , the geodesics can be described as a polynomial of $`\xi `$ as follows: $`X^a=x^a+\epsilon \xi \theta ^a`$. We choose $`\epsilon ^2`$ to be equal either to $`+i`$ or to $`i`$ so that it defines two possible combinations of supercoordinates. Accordingly we also choose the metric $`E^i_A`$ : $`E^1{}_{1}{}^{}=1,E^1{}_{2}{}^{}=\epsilon M,E^2{}_{1}{}^{}=\xi ,E^2{}_{2}{}^{}=N\epsilon \xi M`$, with $`N`$ and $`M`$ Grassmann even and odd parameters, respectively. We write $`\dot{A}=\frac{d}{d\tau }A`$, for any $`A`$.
If we integrate the above action over the Grassmann odd coordinate $`d\xi `$, the action for a superparticle follows:
$$𝑑\tau (\frac{1}{N}\dot{x}^a\dot{x}_a+\epsilon ^2\dot{\theta }^a\theta _a\frac{2\epsilon ^2M}{N}\dot{x}^a\theta _a).$$
(31)
Defining the two momenta
$$p_a^\theta :=\frac{\stackrel{}{}L}{\dot{\theta }^a}=ϵ^2\theta ^a,p_a:=\frac{L}{\dot{x}^a}=\frac{2}{N}(\dot{x}_aMp^{\theta a}),$$
(32)
the two Euler-Lagrange equations follow:
$$\frac{dp^a}{d\tau }=0,\frac{dp^{\theta a}}{d\tau }=\epsilon ^2\frac{M}{2}p^a.$$
(33)
Variation of the action (Eq.(31)) with respect to $`M`$ and $`N`$ gives the two constraints
$$\chi ^1:=p^aa_a^\theta =0,\chi ^2=p^ap_a=0,a_a^\theta :=ip_a^\theta +\epsilon ^2\theta _a,$$
(34)
while $`\chi ^3{}_{a}{}^{}:=p_a^\theta +ϵ^2\theta _a=0`$ (Eq.(32)) is the third type of constraints of the action(31). For $`\epsilon ^2=i`$ we find that $`a^\theta {}_{a}{}^{}=\stackrel{~}{a}^a,`$ which agrees with Eq.(5), while $`\chi ^3{}_{a}{}^{}=\stackrel{~}{\stackrel{~}{a}}_a=0,`$, which makes a choice between $`\stackrel{~}{a}^a`$ and $`\stackrel{~}{\stackrel{~}{a}}^a`$.
We find the generators of the Lorentz transformations for the action(31) to be
$$M^{ab}=L^{ab}+S^{ab},L^{ab}=x^ap^bx^bp^a,S^{ab}=\theta ^ap^{\theta b}\theta ^bp^{\theta a}=\stackrel{~}{S}^{ab}+\stackrel{~}{\stackrel{~}{S}}{}_{}{}^{ab},$$
(35)
which agree with definitions in Eq.(9) and show that parameters of the Lorentz transformations are the same in both spaces.
We define the Hamilton function:
$$H:=\dot{x}^ap_a+\dot{\theta }{}_{}{}^{a}p_{}^{\theta }{}_{a}{}^{}L=\frac{1}{4}Np^ap_a+\frac{1}{2}Mp^a(\stackrel{~}{a}_a+i\stackrel{~}{\stackrel{~}{a}}{}_{a}{}^{})$$
(36)
and the corresponding Poisson brackets
$$\{A,B\}_p=\frac{A}{x^a}\frac{B}{p_a}\frac{A}{p_a}\frac{B}{x^a}+\frac{\stackrel{}{A}}{\theta ^a}\frac{\stackrel{}{B}}{p_a^\theta }+\frac{\stackrel{}{A}}{p_a^\theta }\frac{\stackrel{}{B}}{\theta ^a},$$
(37)
which fulfill the algebra of the generalized commutators of Eq.(3).
If we take into account the constraint $`\chi ^3{}_{a}{}^{}=\stackrel{~}{\stackrel{~}{a}}{}_{a}{}^{}=0`$ in the Hamilton function (which just means that instead of H the Hamilton function $`H+_i\alpha ^i\chi ^i+_a\alpha ^3{}_{a}{}^{}\chi _{}^{3}^a`$ is taken, with parameters $`\alpha ^i,i=1,2`$ and $`\alpha ^3{}_{a}{}^{}=\frac{M}{2}p_a,a=0,1,2,3,5,..,d`$ chosen on such a way that the Poisson brackets of the three types of constraints with the new Hamilton function are equal to zero) and in all dynamical quantities, we find:
$$H=\frac{1}{4}Np^ap_a+\frac{1}{2}Mp^a\stackrel{~}{a}_a,\chi ^1=p^ap_a=0,\chi ^2=p^a\stackrel{~}{a}_a=0,$$
(38)
$$\dot{p}_a=\{p_a,H\}_P=0,\dot{\stackrel{~}{a}}{}_{a}{}^{}=\{\stackrel{~}{a}_a,H\}_P=iMp_a,$$
which agrees with the Euler Lagrange equations (33).
We further find
$$\dot{\chi }^i=\{H,\chi ^i\}_P=0,i=1,2,\dot{\chi }^3{}_{a}{}^{}=\{H,\chi ^3{}_{a}{}^{}\}_P=0,a=0,1,2,3,5,..,d,$$
which guarantees that the three constraints will not change with the time parameter $`\tau `$ and that $`\dot{\stackrel{~}{M}}{}_{}{}^{ab}=0`$, with $`\stackrel{~}{M}{}_{}{}^{ab}=L^{ab}+\stackrel{~}{S}^{ab}`$, saying that $`\stackrel{~}{M}^{ab}`$ is the constant of motion.
The Dirac brackets, which can be obtained from the Poisson brackets of Eq.(37) by adding to these brackets on the right hand side a term $`\{A,\stackrel{~}{\stackrel{~}{a}}^c\}_P`$ $`(\frac{1}{2i}\eta _{ce})`$ $`\{\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{e},B\}_P`$, give for the dynamical quantities, which are observables, the same results as the Poisson brackets. This is true also for $`\stackrel{~}{a}^a,`$ ( $`\{\stackrel{~}{a}^a,\stackrel{~}{a}^b\}_D=i\eta ^{ab}=\{\stackrel{~}{a}^a,\stackrel{~}{a}^b\}_P`$), which is the dynamical quantity but not an observable since its odd Grassmann character causes supersymmetric transformations. We also find that $`\{\stackrel{~}{a}^a,\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\}_D=0=\{\stackrel{~}{a}^a,\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\}_P`$ . The Dirac brackets give different results only for the quantities $`\theta ^a`$ and $`p^{\theta a}`$ and for $`\stackrel{~}{\stackrel{~}{a}}^a`$ among themselves: $`\{\theta ^a,p^{\theta b}\}_P=\eta ^{ab},\{\theta ^a,p^{\theta b}\}_D=\frac{1}{2}\eta ^{ab}`$, $`\{\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\}_P=2i\eta ^{ab},\{\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a},\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{b}\}_D=0`$. According to the above properties of the Poisson brackets, we suggested that in the quantization procedure the Poisson brackets (37) rather than the Dirac brackets are used, so that variables $`\stackrel{~}{\stackrel{~}{a}}^a`$, which are removed from all dynamical quantities, stay as operators. Then $`\stackrel{~}{a}^a`$ and $`\stackrel{~}{\stackrel{~}{a}}^a`$ are expressible with $`\theta ^a`$ and $`p^{\theta a}`$ (Eq.(5)) and the algebra of linear operators introduced in sections 2, 4 can be used. We shall show, that suggested quantization procedure leads to the Dirac equation, which is the differential equation in ordinary and Grassmann space and has all desired properties.
In the proposed quantization procedure $`i\{A,B\}_p`$ goes to either a commutator or to an anticommutator, according to the Poisson brackets (37). The operators $`\theta ^a,p^{\theta a}`$ ( in the coordinate representation they become $`\theta ^a\theta ^a,p_a^\theta i\frac{\stackrel{}{}}{\theta ^a}`$) fulfill the Grassmann odd Heisenberg algebra, while the operators $`\stackrel{~}{a}^a`$ and $`\stackrel{~}{\stackrel{~}{a}}^a`$ fulfill the Clifford algebra (Eq.(6)).
The constraints (Eqs.(34)) lead to the Weyl-like and the Klein-Gordon equations
$$p^a\stackrel{~}{a}_a|\stackrel{~}{\mathrm{\Phi }}>=0,p^ap_a|\stackrel{~}{\mathrm{\Phi }}>=0,\mathrm{with}p^a\stackrel{~}{a}_ap^b\stackrel{~}{a}_b=p^ap_a.$$
(39)
Trying to solve the eigenvalue problem $`\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}|\stackrel{~}{\mathrm{\Phi }}>=0,a=(0,1,2,3,5,\mathrm{},d),`$ we find that no solution of this eigenvalue problem exists, which means that the third constraint $`\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}=0`$ can’t be fulfilled in the operator form (although we take it into account in the operators for all dynamical variables in order that operator equations would agree with classical equations). We can only take it into account in the expectation value form
$$<\stackrel{~}{\mathrm{\Phi }}|\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}|\stackrel{~}{\mathrm{\Phi }}>=0.$$
(40)
Since $`\stackrel{~}{\stackrel{~}{a}}^a`$ are Grassmann odd operators, they change monomials (Eq.(1)) of an Grassmann odd character into monomials of an Grassmann even character and opposite, which is the supersymmetry transformation. It means that Eq.(40) is fulfilled for monomials of either odd or even Grassmann character and that superpositions of the Grassmann odd and the Grassmann even monomials are not solutions for this system.
We define the projectors
$$P_\pm =\frac{1}{2}(1\pm \sqrt{()^{\stackrel{~}{\mathrm{{\rm Y}}}\stackrel{~}{\stackrel{~}{\mathrm{{\rm Y}}}}}}\stackrel{~}{\mathrm{{\rm Y}}}\stackrel{~}{\stackrel{~}{\mathrm{{\rm Y}}}}),(P_\pm )^2=P_\pm ,$$
(41)
where $`\stackrel{~}{\mathrm{{\rm Y}}}`$ and $`\stackrel{~}{\stackrel{~}{\mathrm{{\rm Y}}}}`$ are the two operators defined for any dimension d as follows $`\stackrel{~}{\mathrm{{\rm Y}}}=i^\alpha `$ $`_{a=0,1,2,3,5,..,d}\stackrel{~}{a}^a`$ $`\sqrt{\eta ^{aa}},`$ $`\stackrel{~}{\stackrel{~}{\mathrm{{\rm Y}}}}=i^\alpha _{a=0,1,2,3,5,..,d}`$ $`\stackrel{~}{\stackrel{~}{a}}{}_{}{}^{a}\sqrt{\eta ^{aa}},`$ with $`\alpha `$ equal either to $`d/2`$ or to $`(d1)/2`$ for even and odd dimension $`d`$ of the space, respectively. It can be checked that $`(\stackrel{~}{\mathrm{{\rm Y}}})^2=1=(\stackrel{~}{\stackrel{~}{\mathrm{{\rm Y}}}})^2`$.
We can use the projector $`P_\pm `$ of Eq.(41) to project out of monomials either the Grassmann odd or the Grassmann even part. Since this projector commutes with the Hamilton function $`(\{P_\pm ,H\}=0)`$, it means that eigenfunctions of $`H`$, which fulfil the Eq.(40), have either an odd or an even Grassmann character. In order that in the second quantization procedure fields $`|\stackrel{~}{\mathrm{\Phi }}>`$ would describe fermions, it is meaningful to accept in the fermion case Grassmann odd monomials only. (See discussions in ref.().)
## 7 Particles in gauge fields.
The dynamics of a point particle in gauge fields, the gravitational in $`d`$-dimensions, which then, as we shall show, manifests in the subspace $`d=4`$ as ordinary gravity and all the Yang-Mills fields, can be obtained by transforming vectors from a freely falling to an external coordinate system . To do this, supervielbeins $`𝐞^a_\mu `$ have to be introduced, which in our case depend on ordinary and on Grassmann coordinates, as well as on two types of parameters $`\tau ^i=(\tau ,\xi )`$. The index a refers to a freely falling coordinate system ( a Lorentz index), the index $`\mu `$ refers to an external coordinate system ( an Einstein index).
We write the transformation of vectors as follows $`_iX^a=𝐞^a{}_{\mu }{}^{}_{i}^{}X^\mu ,_iX^\mu =𝐟^\mu {}_{a}{}^{}_{i}^{}X^a,_i`$ $`=(_\tau ,_\xi ).`$ From here it follows that $`𝐞^a{}_{\mu }{}^{}𝐟_{}^{\mu }{}_{b}{}^{}=\delta ^a{}_{b}{}^{},𝐟^\mu {}_{a}{}^{}𝐞_{}^{a}{}_{\nu }{}^{}=\delta ^\mu {}_{\nu }{}^{}.`$
Again we make a Taylor expansion of vielbeins with respect to $`\xi ,`$ $`𝐞^a{}_{\mu }{}^{}=e^a{}_{\mu }{}^{}+\epsilon ^2\xi \theta ^be^a{}_{\mu b}{}^{},𝐟^\mu _a`$ $`=f^\mu {}_{a}{}^{}\epsilon ^2\xi \theta ^bf^\mu {}_{ab}{}^{}.`$
Both expansion coefficients again depend on ordinary and on Grassmann coordinates. Having an even Grassmann character $`e^a_\mu `$ will describe the spin 2 part of a gravitational field. The coefficients $`e^a_{\mu b}`$ define the spin connections.
It follows that $`e^a{}_{\mu }{}^{}f_{}^{\mu }{}_{b}{}^{}=\delta ^a{}_{b}{}^{},f^\mu {}_{a}{}^{}e_{}^{a}{}_{\nu }{}^{}=\delta ^\mu {}_{\nu }{}^{},e^a{}_{\mu b}{}^{}f_{}^{\mu }{}_{c}{}^{}=e^a{}_{\mu }{}^{}f_{}^{\mu }{}_{cb}{}^{}.`$
We find the metric tensor $`𝐠_{\mu \nu }=𝐞^a{}_{\mu }{}^{}𝐞_{a\nu }^{},𝐠^{\mu \nu }=𝐟^\mu {}_{a}{}^{}𝐟_{}^{\nu a}`$.
Rewriting the action from section 6 in terms of an external coordinate system, using the Taylor expansion of supercoordinates $`X^\mu `$ and superfields $`𝐞^a_\mu `$ and integrating the action over the Grassmann odd parameter $`\xi `$, the action follows
$`I={\displaystyle }d\tau \{{\displaystyle \frac{1}{N}}g^{\mu \nu }\dot{x}^\mu \dot{x}^\nu \epsilon ^2{\displaystyle \frac{2M}{N}}\theta _ae^a{}_{\mu }{}^{}\dot{x}_{}^{\mu }+\epsilon ^2{\displaystyle \frac{1}{2}}(\dot{\theta }^\mu \theta _a\theta _a\dot{\theta }^\mu )e^a{}_{\mu }{}^{}+`$
$`+\epsilon ^2{\displaystyle \frac{1}{2}}(\theta ^b\theta _a\theta _a\theta ^b)e^a{}_{\mu b}{}^{}\dot{x}_{}^{\mu }\},`$ (42)
which defines the two momenta of the system $`p_\mu =\frac{L}{\dot{x}^\mu }=p_{0\mu }+\frac{1}{2}\stackrel{~}{S}^{ab}e_{a\mu b},p_\mu ^\theta =i\theta _ae^a_\mu `$ ( $`\epsilon ^2=i`$ ). Here $`p_{0\mu }`$ are the canonical (covariant) momenta of a particle. For $`p_a^\theta =p_\mu ^\theta f^\mu _a`$, it follows that $`p_a^\theta `$ is proportional to $`\theta _a`$. Then $`\stackrel{~}{a}_a=i(p_a^\theta i\theta _a),`$ while $`\stackrel{~}{\stackrel{~}{a}}_a=0`$. We may further write
$$p_{0\mu }=p_\mu \frac{1}{2}\stackrel{~}{S}^{ab}e_{a\mu b}=p_\mu \frac{1}{2}\stackrel{~}{S}^{ab}\omega _{ab\mu },\omega _{ab\mu }=\frac{1}{2}(e_{a\mu b}e_{b\mu a}),$$
(43)
which is the usual expression for the covariant momenta in gauge gravitational fields. One can find the two constraints
$$p_0^\mu p_{0\mu }=0=p_{0\mu }f^\mu {}_{a}{}^{}\stackrel{~}{a}_{}^{a}.$$
(44)
We shall comment on the break of symmetries which leads in $`d=4`$ dimensional subspace as ordinary gravity and all the gauge field in section 8.
## 8 Breaking $`SO(1,13)`$ through $`SO(1,7)\times SO(6)`$ to $`SO(1,3)\times SU(2)\times U(1)\times SU(3)`$.
In this section, we shall first discuss a possible break of symmetry, which leads from the unified theory of only spins and gravity in d dimensions to spins and charges and to the symmetries and assumptions of the Standard model, on the algebraic level (8.1). We shall then comment on the break of symmetries on the level of canonical momentum, first for the Standard model case (8.2.1), to only demonstrate the way of the break, and then for the general case, that is for the particle in the presence of the gravitational field (8.2).
We shall present as well the possible explanation for that postulate of the Standard model, which requires that only left handed weak charged massless doublets and right handed weak charged massless singlets exist, and accordingly connect spins and charges of fermions.
### 8.1 Algebraic considerations of symmetries.
The algebra of the group $`SO(1,d1)`$ or $`SO(d)`$ contains $`n`$ subalgebras defined by operators $`\tau ^{Ai},A=1,n;i=1,n_A`$, where $`n_A`$ is the number of elements of each subalgebra, with the properties
$$[\tau ^{Ai},\tau ^{Bj}]=i\delta ^{AB}f^{Aijk}\tau ^{Ak},$$
(45)
if operators $`\tau ^{Ai}`$ can be expressed as linear superpositions of operators $`M^{ab}`$
$$\tau ^{Ai}=c^{Ai}{}_{ab}{}^{}M_{}^{ab},c^{Ai}{}_{ab}{}^{}=c^{Ai}{}_{ba}{}^{},A=1,n,i=1,n_A,a,b=1,d.$$
(46)
Here $`f^{Aijk}`$ are structure constants of the ($`A`$) subgroup with $`n_A`$ operators. According to the three kinds of operators $`𝒮^{ab}`$, two of spinorial and one of vectorial character, there are three kinds of operators $`\tau ^{Ai}`$ defining subalgebras of spinorial and vectorial character, respectively, those of spinorial types being expressed with either $`\stackrel{~}{S}^{ab}`$ or $`\stackrel{~}{\stackrel{~}{S}}^{ab}`$ and those of vectorial type being expressed by $`S^{ab}`$. All three kinds of operators are, according to Eq.(45), defined by the same coefficients $`c^{Ai}_{ab}`$ and the same structure constants $`f^{Aijk}`$. From Eq.(45) the following relations among constants $`c^{Ai}_{ab}`$ follow
$$4c^{Ai}{}_{ab}{}^{}c_{}^{Bjb}{}_{c}{}^{}\delta ^{AB}f^{Aijk}c^{Ak}{}_{ac}{}^{}=0.$$
(47)
When we look for coefficients $`c^{Ai}_{ab}`$ which express operators $`\tau ^{Ai}`$, forming a subalgebra $`SU(n)`$ of an algebra $`SO(2n)`$ in terms of $`M^{ab}`$, the procedure is rather simple . We find:
$$\tau ^{Am}=\frac{i}{2}(\stackrel{~}{\sigma }^{Am})_{jk}\{M^{(2j1)(2k1)}+M^{(2j)(2k)}+iM^{(2j)(2k1)}iM^{(2j1)(2k)}\}.$$
(48)
Here $`(\stackrel{~}{\sigma }^{Am})_{jk}`$ are the traceless matrices which form the algebra of $`SU(n)`$. One can easily prove that operators $`\tau ^{Am}`$ fulfill the algebra of the group $`SU(n)`$ for any of three choices for operators $`M^{ab}:S^{ab},\stackrel{~}{S}^{ab},\stackrel{~}{\stackrel{~}{S}}^{ab}`$.
While the coefficients are the same for all three kinds of operators, the representations depend on the operators $`M^{ab}`$. After solving the eigenvalue problem for invariants of subgroups, the representations can be presented as polynomials of coordinates $`\theta ^a,`$ or $`dx^a,`$ $`a=0,1,2,3,5,..,14`$. The operators of spinorial character define the fundamental representations of the group and the subgroups, while the operators of vectorial character define the adjoint representations of the groups. We shall from now on, for the sake of simplicity, refer to the polynomials of Grassmann coordinates only.
We first analyze the space of $`2^d`$ vectors for $`d=14`$ with respect to commuting operators (Casimirs) of subgroups $`SO(1,7)`$ and $`SO(6)`$, so that polynomials of $`\theta ^0,\theta ^1,\theta ^2,\theta ^3,\theta ^5,\theta ^6,\theta ^7`$ and $`\theta ^8`$ are used to describe states of the group SO(1,7) and then polynomials of $`\theta ^9,\theta ^{10},\theta ^{11},\theta ^{12},\theta ^{13}`$ and $`\theta ^{14}`$ further to describe states of the group $`SO(6)`$. The group $`SO(1,13)`$ has the rank equal to $`r=7`$, since it has $`7`$ commuting operators (namely for example $`𝒮^{01},𝒮^{12},𝒮^{35},\mathrm{},𝒮^{\mathrm{13\hspace{0.33em}14}}`$), while the ranks of the subgroups $`SO(1,7)`$ and $`SO(6)`$ are accordingly $`r=4`$ and $`r=3`$, respectively. We may further decide to arrange the basic states in the space of polynomials of $`\theta ^0,\mathrm{},\theta ^8`$ as eigenstates of $`4`$ Casimirs of the subgroups $`SO(1,3),SU(2),`$ and $`U(1)`$ (the first has $`r=2`$, the second and the third have $`r=1`$) of the group $`SO(1,7)`$, and the basic states in the space of polynomials of $`\theta ^9,\mathrm{},\theta ^{14}`$ as eigenstates of $`r=3`$ Casimirs of subgroups $`SU(3)`$ and $`U(1)`$ ( with $`r=2`$ and $`r=1`$, respectively) of the group $`SO(6)`$.
We presented in Table I the eight Weyl spinors, two by two - one left ( $`\stackrel{~}{\mathrm{\Gamma }}^{(4)}=1`$) and one right ( $`\stackrel{~}{\mathrm{\Gamma }}^{(4)}=1`$) handed - connected by $`\stackrel{~}{\gamma }^m,m=0,1,2,3`$ into Weyl bi-spinors. Half of vectors have Grassmann odd (odd products of $`\theta ^m`$ ) and half Grassmann even character. The two four vectors of the same Grassmann character are connected by the discrete time reversal operation $`\theta ^0\theta ^0`$ ( ref.()), while the two four vectors, which differ in Grassmann character, are connected by the operation of $`\stackrel{~}{a}^a`$.
According to Eqs.(45,46, 47), one can express the generators of the subgroups $`SU(2)`$ and $`U(1)`$ of the group $`SO(1,7)`$ in terms of the generators $`𝒮^{ab}`$.
We find (since the indices $`0,1,2,3`$ are reserved for the subgroup $`SO(1,3)`$)
$`\tau ^{31}:={\displaystyle \frac{1}{2}}(𝒮^{58}𝒮^{67}),\tau ^{32}:={\displaystyle \frac{1}{2}}(𝒮^{57}+𝒮^{68}),\tau ^{33}:={\displaystyle \frac{1}{2}}(𝒮^{56}𝒮^{78}).`$ (49)
One also finds
$$\tau ^{41}:=\frac{1}{2}(𝒮^{56}+𝒮^{78}).$$
(50)
The algebra of Eq.(45) follows<sup>2</sup><sup>2</sup>2Since the operators $`\tau ^{Ai}`$ have an even Grassmann character, the generalized commutation relations agree with the usual commutators, denoted by $`[,]`$.
$$\{\tau ^{3i},\tau ^{3j}\}=iϵ_{ijk}\tau ^{3k},\{\tau ^{41},\tau ^{3i}\}=0.$$
(51)
One notices that $`\tau ^{51}:=\frac{1}{2}(𝒮^{58}+𝒮^{67})`$ and $`\tau ^{52}:=\frac{1}{2}(𝒮^{57}𝒮^{68})`$ together with $`\tau ^{41}`$ form the algebra of the group $`SU(2)`$ and that the generators of this group commute with $`\tau ^{3i}`$.
We present in Table II the eigenvectors of the operators $`\stackrel{~}{\tau }^{33}`$ and $`(\stackrel{~}{\tau }^3)^2=(\stackrel{~}{\tau }^{31})^2+(\stackrel{~}{\tau }^{32})^2+(\stackrel{~}{\tau }^{33})^2`$, which are at the same time the eigenvectors of $`\stackrel{~}{\tau }^{41}`$, for spinors. We find, with respect to the group $`SU(2)`$, two doublets and four singlets of an even and another two doublets and four singlets of an odd Grassmann character.
| a | i | $`<\theta |\mathrm{\Phi }^a{}_{i}{}^{}>`$ | $`\stackrel{~}{\tau }^{33}`$ | $`\stackrel{~}{\tau }^{41}`$ | Grassmann |
| --- | --- | --- | --- | --- | --- |
| | | | | | character |
| 1 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^5\stackrel{~}{a}^6)(1+i\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| 1 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^5+i\stackrel{~}{a}^6)(\stackrel{~}{a}^7i\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| 2 | 1 | $`\frac{1}{2}(1+i\stackrel{~}{a}^5\stackrel{~}{a}^6)(1i\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| 2 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^5i\stackrel{~}{a}^6)(\stackrel{~}{a}^7+i\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| | | | | | even |
| 3 | 1 | $`\frac{1}{2}(1+i\stackrel{~}{a}^5\stackrel{~}{a}^6)(1+i\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 4 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^5+i\stackrel{~}{a}^6)(\stackrel{~}{a}^7+i\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 5 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^5\stackrel{~}{a}^6)(1i\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 6 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^5i\stackrel{~}{a}^6)(\stackrel{~}{a}^7i\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 7 | 1 | $`\frac{1}{2}(1+i\stackrel{~}{a}^5\stackrel{~}{a}^6)(\stackrel{~}{a}^7i\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| 7 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^5i\stackrel{~}{a}^6)(1+\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| 8 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^5\stackrel{~}{a}^6)(\stackrel{~}{a}^7+i\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| 8 | 2 | $`\frac{1}{2}(\stackrel{~}{a}^5+i\stackrel{~}{a}^6)(1i\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | $`\frac{1}{2}`$ | $`0`$ | |
| | | | | | odd |
| 9 | 1 | $`\frac{1}{2}(1i\stackrel{~}{a}^5\stackrel{~}{a}^6)(\stackrel{~}{a}^7i\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 10 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^5+i\stackrel{~}{a}^6)(1+\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 11 | 1 | $`\frac{1}{2}(1+i\stackrel{~}{a}^5\stackrel{~}{a}^6)(\stackrel{~}{a}^7+i\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
| 12 | 1 | $`\frac{1}{2}(\stackrel{~}{a}^5i\stackrel{~}{a}^6)(1\stackrel{~}{a}^7\stackrel{~}{a}^8)`$ | 0 | $`\frac{1}{2}`$ | |
Table II: The eigenstates of the operators $`\stackrel{~}{\tau }^{33},\stackrel{~}{\tau }^{41}`$ are presented. We find two doublets and four singlets of an even Grassmann character and two doublets and four singlets of an odd Grassmann character. One sees that complex conjugation transforms one doublet of either odd or even Grassmann character into another of the same Grassmann character changing the signum of the value of $`\stackrel{~}{\tau }^{33}`$, while it transforms one singlet into another singlet of the same Grassmann character and of the opposite value of $`\stackrel{~}{\tau }^{41}`$. One can check that $`\stackrel{~}{a}^h,h(5,6,7,8)`$, transforms the doublets of an even Grassmann character into singlets of an odd Grassmann character.
One sees that $`\stackrel{~}{\tau }^{5i},i=1,2`$, transform doublets into singlets (which can easily be understood if taking into account that $`\stackrel{~}{\tau }^{5i}`$ close together with $`\tau ^{41}`$ the algebra of $`SU(2)`$ and that the two $`SU(2)`$ groups are isomorphic to the group $`SO(4)`$).
One also sees the following very important property of representations of the group $`SO(1,7)`$: If applying the operators $`\stackrel{~}{S}^{ab}`$, $`a,b=0,1,2,3,5,6,7,8`$ on the direct product of polynomials of Table I and Table II, which forms the representations of the group $`SO(1,7)`$, one finds that a multiplet of $`SO(1,7)`$ exists, which contains left handed $`SU(2)`$ doublets and right handed $`SU(2)`$ singlets. It exists also another multiplet which contains left handed $`SU(2)`$ singlets and right handed $`SU(2)`$ doublets. It turns out that the operators $`\stackrel{~}{S}^{mh}`$, with $`m=0,1,2,3`$ and $`h=5,6,7,8`$, although having an even Grassmann character, change the Grassmann character of that part of the polynomials which belong to Table I and Table II, respectively, keeping the Grassmann character of the products of the two types of polynomials unchanged. This can be understood if taking into account that $`\stackrel{~}{S}^{mh}=\frac{i}{2}\stackrel{~}{a}^m\stackrel{~}{a}^h`$ and that the operator $`\stackrel{~}{a}^m`$ changes the polynomials of an odd Grassmann character of Table I, into an even polynomial, transforming a left handed Weyl spinor of one family into a right handed Weyl spinor of another family, while $`\stackrel{~}{a}^h`$ changes simultaneously the $`SU(2)`$ doublet of an even Grassmann character into a singlet of an odd Grassmann character.
The symmetry, called the mirror symmetry, presented in this approach, is not broken, as none of the symmetry is broken. We only have arranged basic states to demonstrate possible symmetries.
We can express the generators of subgroups $`SU(3)`$ and $`U(1)`$ of the group $`SO(6)`$ in terms of the generators $`𝒮^{ab}`$ (according to Eq.(46)).
We find (since the indices $`9,10,11,12,13,14`$ are reserved for the subgroup $`SO(6)`$)
$`\tau ^{61}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{9\hspace{0.33em}12}}𝒮^{\mathrm{10\hspace{0.33em}11}}),\tau ^{62}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{9\hspace{0.33em}11}}+𝒮^{\mathrm{10\hspace{0.33em}12}}),\tau ^{63}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{9\hspace{0.33em}10}}𝒮^{\mathrm{11\hspace{0.33em}12}}),`$
$`\tau ^{64}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{9\hspace{0.33em}14}}𝒮^{\mathrm{10\hspace{0.33em}13}}),\tau ^{65}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{9\hspace{0.33em}13}}+𝒮^{\mathrm{10\hspace{0.33em}14}}),\tau ^{66}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{11\hspace{0.33em}14}}𝒮^{\mathrm{12\hspace{0.33em}13}}),`$
$`\tau ^{67}:={\displaystyle \frac{1}{2}}(𝒮^{\mathrm{11\hspace{0.33em}13}}+𝒮^{\mathrm{12\hspace{0.33em}14}}),\tau ^{68}:={\displaystyle \frac{1}{2\sqrt{3}}}(𝒮^{\mathrm{9\hspace{0.33em}10}}+𝒮^{\mathrm{11\hspace{0.33em}12}}2𝒮^{\mathrm{13\hspace{0.33em}14}}).`$ (52)
(53)
One finds in addition
$$\tau ^{71}:=\frac{1}{3}(𝒮^{\mathrm{9\hspace{0.33em}10}}+𝒮^{\mathrm{11\hspace{0.33em}12}}+𝒮^{\mathrm{13\hspace{0.33em}14}}).$$
(54)
The algebra for the subgroups $`SU(3)`$ and $`U(1)`$ follows from the algebra of the Lorentz group $`SO(1,13)`$
$$\{\tau ^{6i},\tau ^{6j}\}=if_{ijk}\tau ^{6k},\{\tau ^{71},\tau ^{6i}\}=0,\mathrm{for}\mathrm{each}\mathrm{i}.$$
(55)
The coefficients $`f_{ijk}`$ are the structure constants of the group $`SU(3)`$.
We can find the eigenvectors of the Casimirs of the groups $`SU(3)`$ and $`U(1)`$ for spinors as polynomials of $`\theta ^h`$, $`h=9,\mathrm{},14`$. The eigenvectors, which are polynomials of an even Grassmann character, can be found in ref.(). We shall present here only not yet published () polynomials of an odd Grassmann character.
| a | i | $`<\theta |\mathrm{\Phi }^a{}_{i}{}^{}>`$ | $`\stackrel{~}{\tau }^{63}`$ | $`\stackrel{~}{\tau }^{68}`$ | $`\stackrel{~}{\tau }^{71}`$ |
| --- | --- | --- | --- | --- | --- |
| 1 | 1 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 1 | 2 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 1 | 3 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 2 | 1 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 2 | 2 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 2 | 3 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 3 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 3 | 2 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 3 | 3 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 4 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 4 | 2 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 4 | 3 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 5 | 1 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 5 | 2 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 5 | 3 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 6 | 1 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 6 | 2 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 6 | 3 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 7 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 7 | 2 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 7 | 3 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 8 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 8 | 2 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`\frac{1}{2}`$ | $`\frac{1}{2\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 8 | 3 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`\frac{1}{\sqrt{3}}`$ | $`\frac{1}{6}`$ |
| 9 | 1 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 10 | 1 | $`\frac{1}{\sqrt{2^3}}(1+i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 11 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(1+i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1+i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 12 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}+i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9+i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}+i\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 13 | 1 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 14 | 1 | $`\frac{1}{\sqrt{2^3}}(1i\stackrel{~}{a}^{13}\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 15 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(1i\stackrel{~}{a}^9\stackrel{~}{a}^{10})(1i\stackrel{~}{a}^{11}\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
| 16 | 1 | $`\frac{1}{\sqrt{2^3}}(\stackrel{~}{a}^{13}i\stackrel{~}{a}^{14})(\stackrel{~}{a}^9i\stackrel{~}{a}^{10})(\stackrel{~}{a}^{11}i\stackrel{~}{a}^{12})`$ | $`0`$ | $`0`$ | $`\frac{1}{2}`$ |
Table III: The eigenstates of the operators $`\stackrel{~}{\tau }^{63},\stackrel{~}{\tau }^{68},\stackrel{~}{\tau }^{71}`$ are presented for odd Grassmann character polynomials. We find four triplets, four antitriplets and eight singlets. One sees that complex conjugation transforms one triplet into antitriplet, while $`\stackrel{~}{\tau }^{8i}`$ transform triplets into antitriplets or singlets.
One finds four triplets and four antitriplets as well as eight singlets. Besides the eigenvalues of the commuting operators $`\stackrel{~}{\tau }^{63}`$ and $`\stackrel{~}{\tau }^{68}`$ of the group $`SU(3)`$ also the eigenvalue of $`\stackrel{~}{\tau }^{71}`$ forming $`U(1)`$, is presented. The operators $`\stackrel{~}{\tau }^{81}:=\frac{1}{2}(\stackrel{~}{S}^{\mathrm{9\hspace{0.33em}12}}+\stackrel{~}{S}^{\mathrm{10\hspace{0.33em}11}}),\tau ^{82}:=\frac{1}{2}(\stackrel{~}{S}^{\mathrm{9\hspace{0.33em}11}}\stackrel{~}{S}^{\mathrm{10\hspace{0.33em}12}}),\tau ^{83}:=\frac{1}{2}(\stackrel{~}{S}^{\mathrm{9\hspace{0.33em}14}}+\stackrel{~}{S}^{\mathrm{10\hspace{0.33em}13}}),\tau ^{84}:=\frac{1}{2}(𝒮^{\mathrm{9\hspace{0.33em}13}}𝒮^{\mathrm{10\hspace{0.33em}14}}),\tau ^{85}:=\frac{1}{2}(\stackrel{~}{S}^{\mathrm{11\hspace{0.33em}14}}+\stackrel{~}{S}^{\mathrm{12\hspace{0.33em}13}}),\tau ^{86}:=\frac{1}{2}(\stackrel{~}{S}^{\mathrm{11\hspace{0.33em}13}}\stackrel{~}{S}^{\mathrm{12\hspace{0.33em}14}}),`$ which transform triplets of the group $`SU(3)`$ into antitriplets and singlets with respect to the group $`SU(3)`$.
The spinorial representations of the group $`SO(1,13)`$ are the direct product of polynomials of Table I, Table II and Table III.
We can find all the members of a spinorial multiplet of the group $`SO(1,13)`$ by applying $`\stackrel{~}{S}^{ab}`$ on any initial Grassmann odd product of polynomials, if one polynomial is taken from Table I, another from Table II and the third from Table III. In the same multiplet there are triplets, singlets and antitriplets with respect to $`SU(3)`$, which are doublets or singlets with respect to $`SU(2)`$, and are left and right handed with respect to $`SO(1,3)`$.
We can arrange in the same sense also eigenstates of operators of vectorial character, with bosonic character. In this paper we shall not do that.
### 8.2 Dynamical arrangement of representations of $`SO(1,13)`$ with respect to subgroups $`SO(1,7)`$ and $`SO(6)`$.
To see how Yang-Mills fields enter into the theory, we shall rewrite the Weyl-like equation in the presence of the gravitational field (44) in terms of components of fields which determine gravitation in the four dimensional subspace and of those which determine gravitation in higher dimensions, assuming that the coordinates of ordinary space with indices higher than four stay compacted to unmeasurable small dimensions (or can not at all be noticed for some other reason). Since Grassmann space only manifests itself through average values of observables, compactification of a part of Grassmann space has no meaning. However, since parameters of Lorentz transformations in a freely falling coordinate system for both spaces have to be the same, no transformations to the fifth or higher coordinates may occur at measurable energies. Therefore, at low energies, the four dimensional subspace of Grassmann space with the generators defining the Lorentz group $`SO(1,3)`$ is (almost) decomposed from the rest of the Grassmann space with the generators forming the (compact) group $`SO(d4)`$, because of the decomposition of ordinary space. This is valid on the classical level only.
According to the previous subsection, the break of symmetry of $`SO(1,13)`$ should, however, appears in steps, first through $`SO(1,7)\times SO(6)`$ and later to the final symmetry, which is needed in the Standard model for massless particles.
We shall comment on possible ways of spontaneously broken symmetries by studying the Weyl equation in the presence of gravitational fields in d dimensions for massless particles (Eqs.(43, 44))
$$\stackrel{~}{\gamma }^ap_{0a}=0,p_{0a}=f^\mu {}_{a}{}^{}p_{0\mu }^{},p_{0\mu }=p_\mu \frac{1}{2}\stackrel{~}{S}^{ab}\omega _{ab\mu }.$$
(56)
#### 8.2.1 Standard model case.
To make discussions more transparent we shall first comment on the well known case of the Standard model. Before the break of the symmetry $`SU(3)\times SU(2)\times U(1)`$ into $`SU(3)\times U(1)`$, the canonical momentum $`p_{0\alpha }`$ ($`\alpha =0,1,2,3`$ and $`d=4`$) includes the gauge fields, connected with the groups $`SU(3)`$, $`SU(2)`$ and $`U(1)`$. We shall pay attention on only the groups $`SU(2)`$ and $`U(1)`$, which are involved in the break of symmetry
$$p_{0\alpha }=p_\alpha g\tau ^iA^i{}_{\alpha }{}^{}g^{}YB_\alpha ,$$
(57)
where $`g`$ and $`g^{}`$ are the two coupling constants. Introducing $`\tau ^\pm =\tau ^1\pm i\tau ^2`$, the superposition follows $`A^\pm {}_{\alpha }{}^{}=A^1{}_{\alpha }{}^{}iA^2_\alpha `$. If defining $`A^3{}_{\alpha }{}^{}=\frac{g/g^{}}{\sqrt{1+(g/g^{})^2}}Z_\alpha +\frac{1}{\sqrt{1+(g/g^{})^2}}A_\alpha `$ and $`B_\alpha =\frac{1}{\sqrt{1+(g/g^{})^2}}Z_\alpha +\frac{g/g^{}}{\sqrt{1+(g/g^{})^2}}A_\alpha `$, so that the transformation is orthonormalized, one can easily rewrite Eq.(57) as follows
$$p_{0\alpha }=p_\alpha \frac{g}{2}(\tau ^+A^+{}_{\alpha }{}^{}+\tau ^{}A^{}{}_{\alpha }{}^{})+\frac{gg^{}}{\sqrt{g^2+g^2}}QA_\alpha +\frac{g^2}{\sqrt{g^2+g^2}}Q^{}Z_\alpha .$$
(58)
with
$$Q=\tau ^3+Y,Q^{}=\tau ^3(\frac{g^{}}{g})^2Y.$$
(59)
In the Standard model $`<Q>`$ is conserved quantity and $`<Q^{}>`$ is not, due to the fact that $`<Q>`$ is zero for the Higgs fields in the ground state, while $`<Q^{}>`$ is nonzero ( $`<Q^{}>=\frac{1}{2}(1+(\frac{g^{}}{g})^2)`$).
We further see that in the case that $`g=g^{}`$, it follows that $`Q=\tau ^3+Y`$ and $`Q^{}=\tau ^3Y`$. If no symmetry is spontaneusly broken, that is if no Higgs breaks symmetry by making a choice for his ground state symmetry, the only thing which has been done by introducing linear superpositions of fileds, is the rearrangement of fields, which always can be done without any consequence, except that it may help to better see the symmetries.
Spontaneusly broken symmetries couse the nonconservation of quantum numbers, as well as massive clusters of fields.
#### 8.2.2 Spin connections and gauge fields leading to the Standard model.
We shall rewrite the canonical momentum of Eq.(56) to manifest possible ways of breaking symmetries of $`SO(1,13)`$ down to the symmetries of the Standard model. We first write
$$\stackrel{~}{\gamma }^ap_{0a}=0=\stackrel{~}{\gamma }^af^\mu {}_{a}{}^{}p_{0\mu }^{}=(\stackrel{~}{\gamma }^mf^\alpha {}_{m}{}^{}+\stackrel{~}{\gamma }^hf^\alpha {}_{h}{}^{})p_{0\alpha }+(\stackrel{~}{\gamma }^mf^\sigma {}_{m}{}^{}+\stackrel{~}{\gamma }^hf^\sigma {}_{h}{}^{})p_{0\sigma },$$
(60)
with $`\alpha ,m\{0,1,2,3\}`$ and $`\sigma ,h\{5,\mathrm{},14\}`$ to separate the $`d=4`$ dimensional subspace out of $`d=14`$ dimensional space. We may further rearrange the canonical momentum $`p_{0\mu }`$
$$p_{0\mu }=p_\mu \frac{1}{2}\stackrel{~}{S}^{h_1h_2}\omega _{h_1h_2\mu }\frac{1}{2}\stackrel{~}{S}^{k_1k_2}\omega _{k_1k_2\mu }\frac{1}{2}\stackrel{~}{S}^{h_1k_1}\omega _{h_1k_1\mu },$$
(61)
with $`h_i\{0,1,..,8\}`$ and $`k_i\{9,\mathrm{},14\}`$ so that $`\stackrel{~}{S}^{h_1h_2}`$ define the algebra of the subgroup $`SO(1,7)`$, while $`\stackrel{~}{S}^{h_1h_2}`$ define the algebra of the subgroup $`SO(6)`$. The generators $`\stackrel{~}{S}^{h_1k_1}`$ rotate states of a multiplet of the group $`SO(1,13)`$ into each other.
Taking into account subsection 8.1 we may rewrite the generators $`\stackrel{~}{S}^{ab}`$ in terms of the corresponding generators of subgroups $`\stackrel{~}{\tau }^{Ai}`$ and accordingly, similarly to the Standard model case, introduce new fields (see subsection 8.2.1), which are superpositions of the old ones
$`gA^{31}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{58\mu }\omega _{67\mu }),gA^{32}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{57\mu }+\omega _{68\mu }),gA^{33}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{56\mu }\omega _{78\mu }),`$ (62)
$`gA^{41}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{56\mu }+\omega _{78\mu }),`$
$`gA^{51}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{58\mu }+\omega _{67\mu }),gA^{52}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{57\mu }\omega _{68\mu }).`$ (63)
It follows then
$$\frac{1}{2}\stackrel{~}{S}^{h_1h_2}\omega _{h_1h_2\mu }=g\stackrel{~}{\tau }^{Ai}A^{Ai}{}_{\mu }{}^{},$$
(64)
where for $`A=3`$, $`i=1,2,3`$, for $`A=4`$, $`i=1`$ and for $`A=5`$ $`i=1,2`$. Accordingly, the fields $`A^{Ai}\mu `$ are the gauge fields of the group $`SU(2)`$, if $`A=3`$ and of $`U(1)`$ if $`A=4`$. Since $`\stackrel{~}{\tau }^{41}`$ and $`\stackrel{~}{\tau }^{5i}`$ form the group $`SU(2)`$ as well, the corresponding fields could be the gauge fields of this group. The break of symmetry should make a choice between the gauge groups $`U(1)`$ and $`SU(2)`$.
We leave the notation for spin connection fields in the case that $`h_i\{0,1,2,3\}`$ unchanged. We also leave unchanged the spin connection fields for the case, that $`h_1=0,1,2,3`$ and $`h_2=5,6,7,8`$ as well as for the case, that $`h_1\{0,1\mathrm{},8\}`$ and $`k_1\{9,..,14\}`$, while we arrange terms with $`k_i\{8,\mathrm{},14\}`$ to demonstrate the symmetry $`SU(3)`$ and $`U(1)`$
$`gA^{61}_\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\omega _{\mathrm{9\hspace{0.33em}12}\mu }\omega _{\mathrm{10\hspace{0.33em}11}\mu }),gA^{62}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{\mathrm{9\hspace{0.33em}11}\mu }+\omega _{\mathrm{10\hspace{0.33em}12}\mu }),gA^{63}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{\mathrm{9\hspace{0.33em}10}\mu }\omega _{\mathrm{11\hspace{0.33em}12}\mu }),`$
$`gA^{64}_\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\omega _{\mathrm{9\hspace{0.33em}14}\mu }\omega _{\mathrm{10\hspace{0.33em}13}\mu }),gA^{65}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{\mathrm{9\hspace{0.33em}13}\mu }+\omega _{\mathrm{10\hspace{0.33em}14}\mu }),gA^{66}{}_{\mu }{}^{}={\displaystyle \frac{1}{2}}(\omega _{\mathrm{11\hspace{0.33em}14}\mu }\omega _{\mathrm{12\hspace{0.33em}13}\mu }),`$
$`gA^{67}_\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\omega _{\mathrm{11\hspace{0.33em}13}\mu }+\omega _{\mathrm{12\hspace{0.33em}14}\mu }),gA^{68}{}_{\mu }{}^{}={\displaystyle \frac{1}{2\sqrt{3}}}(\omega _{\mathrm{9\hspace{0.33em}10}\mu }+\omega _{\mathrm{11\hspace{0.33em}12}\mu }2\omega _{\mathrm{13\hspace{0.33em}14}\mu }),`$ (65)
$`gA^{71}_\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\omega _{\mathrm{9\hspace{0.33em}10}\mu }+\omega _{\mathrm{11\hspace{0.33em}12}\mu }+\omega _{\mathrm{13\hspace{0.33em}14}\mu }).`$ (66)
We may accordingly define fields $`gA^{81}{}_{\mu }{}^{}=\frac{1}{2}(\omega _{\mathrm{9\hspace{0.33em}12}\mu }+\omega _{\mathrm{10\hspace{0.33em}11}\mu }),gA^{82}{}_{\mu }{}^{}=\frac{1}{2}(\omega _{\mathrm{9\hspace{0.33em}11}\mu }\omega _{\mathrm{10\hspace{0.33em}12}\mu }),`$ $`gA^{83}{}_{\mu }{}^{}=\frac{1}{2}(\omega _{\mathrm{9\hspace{0.33em}14}\mu }+\omega _{\mathrm{10\hspace{0.33em}13}\mu }),gA^{84}{}_{\mu }{}^{}=\frac{1}{2}(\omega _{\mathrm{9\hspace{0.33em}13}\mu }\omega _{\mathrm{10\hspace{0.33em}14}\mu }),gA^{85}{}_{\mu }{}^{}=\frac{1}{2}(\omega _{\mathrm{11\hspace{0.33em}14}\mu }+\omega _{\mathrm{12\hspace{0.33em}13}\mu }),`$ $`gA^{86}{}_{\mu }{}^{}=\frac{1}{2}(\omega _{\mathrm{11\hspace{0.33em}13}\mu }\omega _{\mathrm{12\hspace{0.33em}14}\mu })`$, so that it follows
$$\frac{1}{2}\stackrel{~}{S}^{k_1k_2}\omega _{k_1k_2\mu }=g\stackrel{~}{\tau }^{Ai}A^{Ai}{}_{\mu }{}^{},$$
(67)
with $`A=6,7,8`$. While $`A^{6i}{}_{\mu }{}^{},i\{1,..,8\}`$, form the gauge field of the group $`SU(3)`$ and $`A^{71}_\mu `$ corresponds to the gauge group $`U(1)`$, terms $`g\stackrel{~}{\tau }^{7i}A^{7i}_\mu `$ transform $`SU(3)`$ triplets into singlets and antitriplets. Again, without additional requirements, all the coupling constants $`g`$ are equal. To be in agreement with what the Standard model needs as an input, we further rearrange the gauge fields belonging to the two $`U(1)`$ fields, one coming from the subgroup $`SO(1,7)`$ the other from the subgroup $`SO(6)`$. We therefore define
$$Y_1=(\tau ^{41}+\tau ^{71}),Y_2=(\tau ^{41}\tau ^{71})$$
(68)
and accordingly similarly to the Standard model case of subsection 8.2.1
$$A^1{}_{\mu }{}^{}=\frac{1}{2}(A^{41}{}_{\mu }{}^{}+A^{71}{}_{\mu }{}^{}),A^2{}_{\mu }{}^{}=\frac{1}{2}(A^{41}{}_{\mu }{}^{}A^{71}{}_{\mu }{}^{}).$$
(69)
The rearrangement of fields demonstrates all the symmetries of the massless particles of the Standard model and more.
Taking into account Tables I, II and III one finds for the quantum numbers of spinors, which belong to a multiplet of $`SO(1,7)`$ with left handed $`SU(2)`$ doublets and right handed $`SU(2)`$ singlets and which are triplets or singlets with respect to $`SU(3)`$, the ones, presented on Table IV. We use the names of the Standard model to denote triplets and singlets with respect to $`SU(3)`$ and $`SU(2)`$.
| | | SU(2) doublets | | | | | | SU(2) singlets | | | | | |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| | | $`\stackrel{~}{\tau }^{33}`$ | $`\stackrel{~}{\tau }^{41}`$ | $`\stackrel{~}{\tau }^{71}`$ | $`\stackrel{~}{Y}_1`$ | $`\stackrel{~}{Y}_2`$ | $`\stackrel{~}{\mathrm{\Gamma }}^{(4)}`$ | $`\stackrel{~}{\tau }^{33}`$ | $`\stackrel{~}{\tau }^{41}`$ | $`\stackrel{~}{\tau }^{71}`$ | $`\stackrel{~}{Y}_1`$ | $`\stackrel{~}{Y}_2`$ | $`\stackrel{~}{\mathrm{\Gamma }}^{(4)}`$ |
| SU(3) triplets | | | | | | | | | | | | | |
| $`\stackrel{~}{\tau }^{\mathrm{6\hspace{0.33em}3}}`$ = | $`u_i`$ | 1/2 | 0 | 1/6 | 1/6 | 1/6 | \- 1 | 0 | 1/2 | 1/6 | 2/3 | -1/3 | 1 |
| ( $`\frac{1}{2},`$ $`\frac{1}{2},`$ $`0`$ ) | | | | | | | | | | | | | |
| $`\stackrel{~}{\tau }^{\mathrm{6\hspace{0.33em}8}}`$ = | $`d_i`$ | -1/2 | 0 | 1/6 | 1/6 | 1/6 | -1 | 0 | -1/2 | 1/6 | -1/3 | 2/3 | 1 |
| ( $`\frac{1}{2\sqrt{3}},`$ $`\frac{1}{2\sqrt{3}},`$ $`\frac{1}{\sqrt{3}}`$ ) | | | | | | | | | | | | | |
| SU(3) singlets | | | | | | | | | | | | | |
| $`\stackrel{~}{\tau }^{\mathrm{6\hspace{0.33em}3}}=0`$ | $`\nu _i`$ | 1/2 | 0 | -1/2 | -1/2 | -1/2 | -1 | 0 | 1/2 | -1/2 | 0 | -1 | 1 |
| $`\stackrel{~}{\tau }^{\mathrm{6\hspace{0.33em}8}}=0`$ | $`e_i`$ | -1/2 | 0 | -1/2 | -1 | -1 | -1 | 0 | -1/2 | -1/2 | -1 | 0 | 1 |
Table IV: Expectation values for generators $`\stackrel{~}{\tau }^{63}`$ and $`\stackrel{~}{\tau }^{68}`$ of the group $`SU(3)`$ and the generator $`\stackrel{~}{\tau }^{71}`$ of the group $`U(1)`$, the two groups are subgroups of the group $`SO(6)`$, and of generators o $`\stackrel{~}{\tau }^{33}`$ of the group $`SU(2)`$ , $`\stackrel{~}{\tau }^{41}`$ of the group $`U(1)`$ and $`\stackrel{~}{\mathrm{\Gamma }}^{(4)}`$ of the group $`SO(1,3)`$, the three groups are subgroups of the group $`SO(1,7)`$ for the multiplet (with respect to $`SO(1,7)`$), which contains left handed ($`<\mathrm{\Gamma }^{(4)}>=1`$) $`SU(2)`$ doublets and right handed ($`<\mathrm{\Gamma }^{(4)}>=1`$) $`SU(2)`$ singlets. In addition, values for $`\stackrel{~}{Y}_1`$ and $`\stackrel{~}{Y}_2`$ are also presented. Index $`i`$ of $`u_i,d_i,\nu _i`$ and $`e_i`$ runs over four families presented in Table I.
We see that, besides $`\stackrel{~}{Y}_2`$, this are just the quantum numbers needed for massless fermions of the Standard model. The value for the additional hyper charge $`\stackrel{~}{Y}_2`$ is nonzero for the right handed neutrinos, as well as for other states, except right handed electrons.
Since no symmetry is broken yet, all the gauge fields are of the same strength. To come to the symmetries of massless fields of the Standard model, surplus symmetries should be broken so that all the coupling constants connected with the fields $`\omega _{ab\mu }`$ which do not determine the fields $`A_\mu ^{Ai}`$, $`A=3,6`$ (Eqs.(62,65)) and $`A_\mu ^1`$ (Eq.(69)) should be small and yet the coupling constants of these three fields should not be equal. Accordingly also the operator $`\stackrel{~}{Y}_2`$ could, similarly to the case of Eq.(59), depend on the coupling constants.
The mirror symmetry should be broken so that multiplets of $`SO(1,7)`$ with right handed $`SU(2)`$ doublets and left handed $`SU(2)`$ singlets become very massive. All the surplus multiplets, either bosonic or fermionic should become of large enough masses not to be measurable yet.
The proposed approach predicts four rather than three families of fermions.
Although in this paper, we shall not discuss possible ways of appearance of spontaneously broken symmetries, bringing the symmetries of the group $`SO(1,13)`$ down to symmetries of the Standard model, we still would like to know, whether there are terms in the Weyl equation (Eq.60) which may behave like the Yukawa couplings. We see that indeed the term $`\stackrel{~}{\gamma }^hf^\sigma {}_{h}{}^{}p_{0\sigma }^{}`$, with $`h\{5,6,7,8\}`$ and $`\sigma \{5,6,..\}`$ really may, if operating on a right handed $`SU(2)`$ singlet transform it to a left handed $`SU(2)`$ doublet. We also can find among scalars the terms with quantum numbers of Higgs bosons (which are $`SU(2)`$ doublets with respect to operators of the vectorial character.) All this is in preparation and not yet finished or fully understood.
## 9 Concluding remarks.
In this paper, we demonstrated that if assuming that the space has $`d`$ commuting and $`d`$ anticommuting coordinates, then, for $`d14`$, all spins in $`d`$ dimensions, described in the vector space spanned over the space of anticommuting coordinates, demonstrate in four dimensional subspace as spins and all charges, unifying spins and charges of fermions and bosons independently, although the supersymmetry, which means the same number of fermions and bosons, is a manifesting symmetry. The anticommuting coordinates can be represented by either Grassmann coordinates or by the Kähler differential forms.
We demonstrated that either our approach or the approach of differential forms suggest four families of quarks and leptons, rather than three.
We have shown that starting (in any of the two approaches) with the Lorentz symmetry in the tangent space in $`d14`$, spins degrees of freedom ( described by dynamics in the space of anticommuting coordinates) manifests in four dimensional subspace as spins and colour, weak and hyper charges, with one additional hyper charge, in a way that only left handed weak charge doublets together with right handed weak charge singlets appear, if the symmetry is spontaneously broken from $`SO(1,13)`$ first to $`SO(1,7)`$ and $`SO(6)`$, so that a multiplet of $`SO(1,7)`$ with only left handed $`SU(2)`$ doublets and right handed $`SU(2)`$ singlets survive, while the mirror symmetry is broken, and then to $`SO(1,3),SU(2),SU(3)`$ and $`U(1).`$
We have demonstrated that the gravity in D dimensions manifests as ordinary gravity and all gauge fields in four dimensional subspace, after the break of symmetry and the accordingly changed coupling constant. We also have shown that there are terms in the Weyl equations, which in four dimensional subspace manifest as yukawa couplings.
The two approaches, the Kähler one after the generalization, which we have been suggested, and our, lead to the same results.
## Acknowledgment
This work was supported by Ministry of Science and Technology of Slovenia. The author would like to acknowledge the work done together with Anamarija Borštnik, which is the breaking of the SO(1,13) symmetry. |
warning/0001/math0001175.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In an effort to study the way real people shuffle cards, Bayer and Diaconis \[BaD\] performed a definitive analysis of the Gilbert-Shannon-Reeds model of riffle shuffling. For an integer $`k1`$, a $`k`$-shuffle can be described as follows. Given a deck of $`n`$ cards, one cuts it into $`k`$ piles with probability of pile sizes $`j_1,\mathrm{},j_k`$ given by $`\frac{\left(\genfrac{}{}{0pt}{}{n}{j_1,\mathrm{},j_k}\right)}{k^n}`$. Then cards are dropped from the packets with probability proportional to the pile size at a given time (thus if the current pile sizes are $`A_1,\mathrm{},A_k`$, the next card is dropped from pile $`i`$ with probability $`\frac{A_i}{A_1+\mathrm{}+A_k}`$). It was proved in \[BaD\] that $`\frac{3}{2}log_2n`$ shuffles are necessary and suffice for a $`2`$-shuffle to achieve randomness (the paper \[A\] had established this result asymptotically in $`n`$). It was proved in \[DMP\] that if $`k=q`$ is a prime power, then the chance that a permutation distributed as a $`q`$-shuffle has $`n_i`$ $`i`$-cycles is equal to the probability that a uniformly chosen monic degree $`n`$ polynomial over the field $`F_q`$ factors into $`n_i`$ irreducible polynomials of degree $`i`$.
A very natural question is to study the effects of cuts on the results of the previous paragraph. For example, it is shown in \[F6\] that performing the process of “a riffle shuffle followed by a cut at a uniform position” also gets random in $`\frac{3}{2}log_2n`$ steps. This can be contrasted with a result of Diaconis \[D\], who proves that although shuffling by doing random tranpositions gets random in $`\frac{1}{2}nlog(n)`$ steps, the use of cuts at each stage drops the convergence time to $`\frac{3}{8}nlog(n)`$ steps. The main result of this note is that if $`k=q`$ is a prime power, then the chance that a permutation distributed as a $`q`$-shuffle has $`n_i`$ $`i`$-cycles is equal to the probability that a uniformly chosen monic degree $`n`$ polynomial over the field $`F_q`$ with non-zero constant term factors into $`n_i`$ irreducible polynomials of degree $`i`$. The result is proved by showing it to be completely equivalent to representation theoretic results of Whitehouse \[W\].
Before jumping into the proof, we remark that the theory of riffle shuffling appears in numerous parts of mathematics. Among these are:
1. Cyclic and Hochschild homology \[H\],\[GerS\],\[L\]
2. Hopf algebras, Poincaré-Birkhoff-Witt theorem (Chapter 3.8 of \[SSt\])
3. Representation theory of the symmetric group \[Sta\]
4. Dynamical systems \[BaD\],\[La1\],\[La2\],\[F5\]
5. Free Lie algebras \[Ga\]
6. Random matrices \[Sta\]
7. Algebraic number theory (speculative) \[F3\],\[F5\]
8. Potential theory \[F7\]
A survey paper describing these connections, to be titled “Riffle shuffling: a unifying theme” is in preparation.
In the past few years interesting combinatorial generalizations of riffle shuffling have emerged. Roughly, they can be classified as
1. Biased riffle shuffles \[DFP\],\[F1\],\[Sta\]
2. Other Coxeter groups \[BaD\], \[BeBe\], \[F2\]
3. Hyperplane arrangements \[BiHR\], \[F2\]
4. Affine shuffles \[Ce1\],\[Ce2\],\[F5\],\[F6\]
5. Riffle shuffles with cuts \[BaD\], \[Ce3\], \[F6\]
The point is that since riffle shuffles are related to so many parts of mathematics, these generalizations should be interesting too. In particular, as is clear from \[DMP\] and the papers of the author just cited (see also \[Sta\] for connections with quasi-symmetric functions and extensions to infinite support) for these generalizations the induced distribution on conjugacy classes seems to have lovely properties. This note gives further support to that philosophy.
We remark that the Whitehouse module also appears in interesting mathematical contexts (\[HS\],\[RW\], \[LeSo\]). Richard Stanley’s MIT website contains transparencies from an illuminating talk about the Whitehouse module.
The structure of this note is as follows: Section 2 gives the main result, and Section 3 suggests two open problems.
## 2 Main Result
To begin some notation is necessary. Recall that an element $`w`$ of $`S_n`$ is said to have a descent at position $`i`$ (with $`1in1`$) if $`w(i)>w(i+1)`$, and a cyclic descent at position $`n`$ if $`w(n)>w(1)`$. One lets $`d(w)`$ be the number of descents of $`w`$ and defines $`cd(w)`$ to be $`d(w)`$ if $`w`$ has no cyclic descent at $`n`$, and to be $`d(w)+1`$ if $`w`$ has a cyclic descent at $`n`$. Thus $`cd(w)`$ can be thought of as the total number of descents of $`w`$, viewed cyclically.
Now we use representation theory to obtain a formula for the cycle structure of a riffle shuffle followed by a cut. To begin we recall the following result which gives a formula for the chance of a permutation $`w`$ after a $`k`$-riffle shuffle followed by a cut.
###### Theorem 1
(\[F6\]) The chance of obtaining a permutation $`w`$ after a $`k`$-riffle shuffle followed by a cut is
$$\frac{1}{nk^{n1}}\left(\genfrac{}{}{0pt}{}{n+kcd(w^1)1}{n1}\right).$$
It is useful to recall the notion of a cycle index associated to a character of the symmetric group. Letting $`n_i(w)`$ be the number of $`i`$-cycles of a permutation $`w`$ and $`N`$ be a subgroup of $`S_n`$, one defines $`Z_N(\chi )`$ as
$$Z_N(\chi )=\frac{1}{|N|}\underset{wN}{}\chi (w)\underset{i}{}a_i^{n_i(w)}.$$
The cycle index stores complete information about the character $`\chi `$. For a proof of the following attractive property of cycle indices, see \[Fe\].
###### Lemma 1
Let $`N`$ be a subgroup of $`S_n`$ and $`\chi `$ a class function on $`N`$. Then
$$Z_{S_n}(Ind_N^{S_n}(\chi ))=Z_N(\chi ).$$
Next, recall that an idempotent $`e`$ of the group algebra of a finite group $`G`$ defines a character $`\chi `$ for the action of $`G`$ on the left ideal $`KGe`$ of the group algebra of $`G`$ over a field $`K`$ of characteristic zero. For a proof of Lemma 2, which will serve as a bridge between representation theory and computing measures over conjugacy classes, see \[H\]. For its statement, let $`e<w>`$ be the coefficient of $`w`$ in the idempotent $`e`$.
###### Lemma 2
Let $`C`$ be a conjugacy class of the finite group $`G`$, and let $`\chi `$ be the character associated to the idempotent $`e`$. Then
$$\frac{1}{|G|}\underset{wC}{}\chi (w)=\underset{wC}{}e<w>.$$
It is also convenient to define
$$Z_{S_n}(e)=\underset{wS_n}{}e<w>\underset{i}{}a_i^{n_i(w)},$$
which makes sense for any element $`e`$ of the group algebra. Note that one does not divide by the order of the group. When $`e`$ is idempotent and $`\chi `$ is the associated character, Lemma 2 can be rephrased as
$$Z_{S_n}(\chi )=Z_{S_n}(e).$$
To proceed recall the Eulerian idempotents $`e_n^j`$, $`j=1,\mathrm{},n`$ in the group algebra $`QS_n`$ of the symmetric group over the rationals. These can be defined \[GerS\] as follows. Let $`s_{i,ni}=w`$ where the sum is over all $`\left(\genfrac{}{}{0pt}{}{n}{i}\right)`$ permutations $`w`$ such that $`w(1)<\mathrm{}<w(i)`$, $`w(i+1)<\mathrm{}<w(n)`$ and let $`s_n=_{i=1}^{n1}s_{i,ni}`$. Letting $`\mu _j=2^j2`$, the $`e_n^j`$ are defined as
$$e_n^j=\underset{ij}{}\frac{s_n\mu _i}{(\mu _j\mu _i)}.$$
They are orthogonal idempotents which sum to the identity.
The following result, which we shall need, is due to Hanlon. The symbol $`\mu `$ denotes the Moebius function of elementary number theory.
###### Theorem 2
(\[H\])
$$1+\underset{n=1}{\overset{\mathrm{}}{}}\underset{i=1}{\overset{n}{}}k^iZ_{S_n}(e_n^i)=\underset{i1}{}(1a_i)^{(1/i)_{d|i}\mu (d)k^{i/d}}.$$
###### Theorem 3
(\[Ga\])
$$\underset{i=1}{\overset{n}{}}k^ie_n^i=\underset{wS_n}{}\left(\genfrac{}{}{0pt}{}{n+kd(w)1}{n}\right)w.$$
Remark: Combining Lemma 2 and Theorem 3, one sees that the formula for the cycle structure of a riffle shuffle \[DMP\] and Theorem 2 imply each other. It is interesting that both proofs used a bijection of Gessel and Reutenauer \[GesR\].
To continue, we let $`\overline{e_n^j}`$ denote the idempotent obtained by multiplying the coefficient of $`w`$ in $`e_n^j`$ by $`sgn(w)`$. Let $`\lambda _{n+1}`$ be the $`n+1`$ cycle $`(\mathrm{1\; 2}\mathrm{}n+1)`$ and $`\mathrm{\Lambda }_{n+1}=\frac{1}{n+1}_{i=0}^n(sgn\lambda _{n+1}^i)\lambda _{n+1}^i`$. Viewing $`\overline{e_n^j}`$ as in the group algebra of $`S_{n+1}`$, Whitehouse \[W\] proves that for $`j=1,\mathrm{},n`$ the element $`\mathrm{\Lambda }_{n+1}\overline{e_n^j}`$ is an idempotent in the group algebra $`QS_{n+1}`$, which we denote by $`f_{n+1}^j`$. Whitehouse’s main result is the following:
###### Theorem 4
(\[W\]) Let $`F_{n+1}^j,\overline{E_n^j}`$ be the irreducible modules corresponding to the idempotents $`f_{n+1}^j`$ and $`\overline{e_n^j}`$. Then
$$F_{n+1}^j\underset{i=1}{\overset{j}{}}\overline{E_{n+1}^i}=\underset{i=1}{\overset{j}{}}Ind_{S_n}^{S_{n+1}}\overline{E_n^i}.$$
As final preparation for the main result of this section, we link the idempotent $`\mathrm{\Lambda }_{n+1}\overline{e_n^j}`$ with riffle shuffles followed by a cut.
###### Lemma 3
The coefficient of $`w`$ in $`_{j=1}^nk^j\mathrm{\Lambda }_{n+1}\overline{e_n^j}`$ is $`sgn(w)\frac{1}{n+1}\left(\genfrac{}{}{0pt}{}{k+ncd(w)}{n}\right)`$.
Proof: Given Theorem 3, this is an elementary combinatorial verification. $`\mathrm{}`$
Theorem 5 now derives the cycle structure of a permutation distributed as a shuffle followed by a cut. So as to simplify the generating functions, recall that $`_{d|i}\mu (d)`$ vanishes unless $`i=1`$.
###### Theorem 5
$`1+{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_{n+1}}{}}{\displaystyle \frac{1}{(n+1)k^{n+1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)}{n}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`1{\displaystyle \frac{1}{k1}}{\displaystyle \frac{a_1}{k}}+{\displaystyle \frac{1}{k1}}{\displaystyle \underset{i1}{}}(1{\displaystyle \frac{a_i}{k^i}})^{1/i_{d|i}\mu (d)(k^{i/d}1)}.`$
If $`k=q`$ is the size of a finite field, this says that the cycle type of a permutation distributed as a shuffle followed by the cut has the same law as the factorization type of a monic degree $`n`$ polynomial over $`F_q`$ with non-vanishing constant term.
Proof: Replacing $`a_i`$ by $`a_ik^i(1)^{i+1}`$, it is enough to show that
$`1+{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_{n+1}}{}}sgn(w){\displaystyle \frac{1}{(n+1)}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)}{n}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`1{\displaystyle \frac{1}{k1}}a_1+{\displaystyle \frac{1}{k1}}{\displaystyle \underset{i1}{}}(1(1)^{i+1}a_i)^{1/i_{d|i}\mu (d)(k^{i/d}1)}.`$
Using Lemmas 1, 2, 3 and Theorem 4, one sees that
$`1+{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_{n+1}}{}}sgn(w){\displaystyle \frac{1}{(n+1)}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)}{n}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{j=1}{\overset{n}{}}}k^jZ_{S_{n+1}}(f_n^j)`$
$`=`$ $`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{j=1}{\overset{n}{}}}k^j{\displaystyle \underset{i=1}{\overset{j}{}}}Z_{S_{n+1}}(Ind_{S_n}^{S_{n+1}}(\overline{e_n^i})){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{j=1}{\overset{n}{}}}k^j{\displaystyle \underset{i=1}{\overset{j}{}}}Z_{S_{n+1}}(\overline{e_{n+1}^i})`$
$`=`$ $`1+a_1{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=1}{\overset{n}{}}}Z_{S_n}(\overline{e_n^i})({\displaystyle \frac{k^{n+1}k^i}{k1}}){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=1}{\overset{n}{}}}Z_{S_{n+1}}(\overline{e_{n+1}^i})({\displaystyle \frac{k^{n+1}k^i}{k1}})`$
$`=`$ $`1+a_1kZ_{S_1}(\overline{e_1})+{\displaystyle \frac{a_1k1}{k1}}{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}k^n{\displaystyle \underset{i=1}{\overset{n}{}}}Z_{S_n}(\overline{e_n^i})+{\displaystyle \frac{1a_1}{k1}}{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=1}{\overset{n}{}}}k^iZ_{S_n}(\overline{e_n^i}).`$
To simplify things further, recall that $`_{i=1}^nZ_{S_n}(\overline{e_n^i})`$ is $`a_1^n`$ since the $`\overline{e_n^i}`$’s sum to the identity. The above then becomes
$$1\frac{1}{k1}a_1+\frac{1a_1}{k1}(1+\underset{n=1}{\overset{\mathrm{}}{}}\underset{i=1}{\overset{n}{}}k^iZ_{S_n}(\overline{e_n^i})),$$
so the sought result follows from Theorem 2. $`\mathrm{}`$
Before continuing, we observe that a combinatorial proof of Theorem 5 (which must exist) would give a new proof of Theorem 4, by reversing the steps.
Upon hearing about Theorem 5, Persi Diaconis immediately asked for the expected number of fixed points after a $`k`$-riffle shuffle followed by a cut, suggesting that it should be smaller than for a $`k`$ riffle shuffle. Using the methods of Section 5 of \[DMP\], one can readily derive analogs of all of the results there. As an illustrative example, Corollary 1 shows that the expected number of fixed points after a $`k`$-riffle shuffle followed by a cut is the same as for a uniform permutation, namely 1 (the answer for $`k`$-riffle shuffles is $`1+1/k+\mathrm{}+1/k^{n1}`$). Two other examples are worth mentioning and will be treated in Corollary 2.
###### Corollary 1
The expected number of fixed points after a $`k`$-riffle shuffle followed by a cut is 1.
Proof: The case $`n=1`$ is obvious. Multiplying $`a_i`$ by $`u`$ in the statement of Theorem 5 shows that
$`1+{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_{n+1}}{}}u^{n+1}{\displaystyle \frac{1}{(n+1)k^{n+1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)}{n}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`1{\displaystyle \frac{1}{k1}}{\displaystyle \frac{ua_1}{k}}+{\displaystyle \frac{1}{k1}}{\displaystyle \underset{i1}{}}(1{\displaystyle \frac{u^ia_i}{k^i}})^{1/i_{d|i}\mu (d)(k^{i/d}1)}.`$
To get the generating function in $`u`$ (for $`n1`$) for the expected number of fixed points in a riffle shuffle followed by a cut, one multiplies the right hand side by $`k`$, sets $`a_2=a_3=\mathrm{}=1`$, differentiates with respect to $`a_1`$, and then sets $`a_1=1`$. Doing this yields the generating function
$$u+u\underset{i1}{}(1\frac{u^i}{k^i})^{1/i_{d|i}\mu (d)k^{i/d}}.$$
The result now follows from the identity
$$\underset{i1}{}(1\frac{u^i}{k^i})^{1/i_{d|i}\mu (d)k^{i/d}}=\frac{1}{1u},$$
which is equivalent to the assertion that a monic degree $`n`$ polynomial over $`F_q`$ has a unique factorization into irreducibles, since $`1/i_{d|i}\mu (d)k^{i/d}`$ is the number of irreducible polynomials of degree $`i`$ over the field $`F_k`$. $`\mathrm{}`$
###### Corollary 2
Fix $`u`$ with $`0<u<1`$. Let $`N`$ be chosen from $`\{0,1,2,\mathrm{}\}`$ according to the rule that $`N=0`$ with probability $`\frac{1u}{1u/k}`$ and $`N=n1`$ with probability $`\frac{(k1)(1u)u^n}{ku}`$. Given $`N`$, let $`w`$ be the result of a random $`k`$ shuffle followed by a cut. Let $`N_i`$ be the number of cycles of $`w`$ of length $`i`$. Then the $`N_i`$ are independent and $`N_i`$ has a negative binomial distribution with parameters $`1/i_{d|i}\mu (d)(k^{i/d}1)`$ and $`(u/k)^i`$. Consequently, for fixed $`k`$ as $`n\mathrm{}`$, the joint distribution of the number of $`i`$ cycles after a $`k`$-shuffle followed by a cut converges to independent negative binomials with parameters $`1/i_{d|i}\mu (d)(k^{i/d}1)`$ and $`(1/k)^i`$.
Proof: Theorem 5 and straightforward manipulations give that
$`1+{\displaystyle \frac{k1}{k}}{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_n}{}}{\displaystyle \frac{u^n}{nk^{n1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)1}{n1}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`{\displaystyle \underset{i1}{}}(1{\displaystyle \frac{a_iu^i}{k^i}})^{1/i_{d|i}\mu (d)(k^{i/d}1)}.`$
Setting all $`a_i=1`$ gives the equation
$$1+\frac{(k1)u}{k(1u)}=\underset{i1}{}(1\frac{u^i}{k^i})^{1/i_{d|i}\mu (d)(k^{i/d}1)}.$$
Taking reciprocals and multiplying by the first equation gives
$`({\displaystyle \frac{1u}{1u/k}})+{\displaystyle \frac{(k1)(1u)}{ku}}{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_n}{}}{\displaystyle \frac{u^n}{nk^{n1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)1}{n1}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`{\displaystyle \underset{i1}{}}({\displaystyle \frac{1\frac{u^i}{k^i}}{1\frac{a_iu^i}{k^i}}})^{1/i_{d|i}\mu (d)(k^{i/d}1)},`$
proving the first assertion of the corollary.
For the second assertion there is a technique simpler than that in \[DMP\]. Rearranging the last equation gives that
$`({\displaystyle \frac{1u}{11/k}})+{\displaystyle \underset{n1}{}}{\displaystyle \underset{wS_n}{}}{\displaystyle \frac{(1u)u^n}{nk^{n1}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n+kcd(w)1}{n1}}\right){\displaystyle \underset{i}{}}a_i^{n_i(w)}`$
$`=`$ $`{\displaystyle \frac{1u/k}{11/k}}{\displaystyle \underset{i1}{}}({\displaystyle \frac{1\frac{u^i}{k^i}}{1\frac{a_iu^i}{k^i}}})^{1/i_{d|i}\mu (d)(k^{i/d}1)}.`$
Letting $`g(u)`$ be a generating function with a convergent Taylor series, the limit coefficient of $`u^n`$ in $`\frac{g(u)}{1u}`$ is simply $`g(1)`$. This proves the second assertion. $`\mathrm{}`$
## 3 Open problems
To finish the paper, we mention two open problems. The most interesting is to prove the conjecture from \[F5\] that the cycle structure of an affine $`q`$-shuffle is given by the factorization type of a monic degree $`n`$ polynomial over $`F_q`$ with constant term 1. For the identity conjugacy class, it amounts to the $`m=0`$ case of the following observation.
Corollary (loc. cit.): For any positive integers $`x,y`$, the number of ways (disregarding order and allowing repetition) of writing $`m`$ (mod $`y`$) as the sum of $`x`$ integers of the set $`0,1,\mathrm{},y1`$ is equal to the number of ways (disregarding order and allowing repetition) of writing $`m`$ (mod $`x`$) as the sum of $`y`$ integers of the set $`0,1,\mathrm{},x1`$.
More generally, let $`f_{n,k,d}`$ be the coefficient of $`z^n`$ in $`(\frac{z^k1}{z1})^d`$ and let $`\mu `$ be the Moebius function. Let $`n_i(w)`$ be the number of $`i`$-cycles in a permutation $`w`$. Then (loc. cit.) the conjecture is equivalent to the truly bizarre assertion (which we intentionally do not simplify) that for all $`n,k`$,
$`{\displaystyle \underset{m=0modn}{}}Coef.ofq^mu^nt^kin{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u^n}{(1tq)\mathrm{}(1tq^n)}}{\displaystyle \underset{wS_n}{}}t^{cd(w)}q^{maj(w)}{\displaystyle x_i^{n_i(w)}}`$
$`=`$ $`{\displaystyle \underset{m=0modk1}{}}Coef.ofq^mu^nt^kin{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}t^k{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}({\displaystyle \frac{1}{1q^mx_iu^i}})^{1/i_{d|i}\mu (d)f_{m,k,i/d}}.`$
This assertion is bizarre because on one side the summation is taken mod $`n`$, and on the other side it is taken mod $`k1`$!
A second problem, considered in \[F6\] is to determine whether or not the following statement is true. Recall that the major index of a permutation is the sum of the positions of its descents.
Statement: For $`n1`$, let $`t`$ be the largest divisor of $`n`$ such that $`gcd(cd1,t)=1`$. Then for every conjugacy class $`C`$ of $`S_n`$, the set of permutations in $`C`$ with $`cd`$ cyclic descents has its major index equidistributed mod $`t`$.
## 4 Acknowledgements
This research was supported by an NSF Postdoctoral Fellowship. |
warning/0001/hep-th0001071.html | ar5iv | text | # Supersymmetry and the Brane World
## 1 Introduction
One of the most interesting recent trends in particle physics and cosmology is the investigation of the possibility that we live on a 4-dimensional brane in a higher-dimensional universe, see e.g. . This is a very exciting new development, and the number of new papers on this subject grows rapidly. Some of these papers investigate phenomenological consequences of the new paradigm, some study possible changes in cosmology. However, in addition to investigating the new phenomenology it would be desirable to find a compelling theoretical realization of the new set of ideas. Here the situation remains somewhat controversial.
In this paper we will discuss a very interesting possibility, discovered by Randall and Sundrum (RS) . They have found that if two domains of 5-dimensional anti-de Sitter space with the same (negative) value of vacuum energy (cosmological constant) are divided by a thin (delta-functional) domain wall, then under certain conditions the metric for such a configuration can be represented as
$$ds^2=e^{2A(r)}dx^\mu dx^\nu \eta _{\mu \nu }+dr^2.$$
(1)
Here $`A(r)=k|r|`$, $`k>0`$, $`r`$ is the coordinate corresponding to the fifth dimension. An amazing property of this solution is that, because of the exponentially rapid decrease of the factor $`e^{2A(r)}e^{k|r|}`$ away from the domain wall, gravity in a certain sense becomes localized near the brane . Instead of the 5d Newton law $`F1/R^3`$, where $`R`$ is the distance along the brane, one finds the usual 4d law $`F1/R^2`$. Therefore, if one can ensure confinement of other fields on the brane, which is difficult, but perhaps not as difficult as confining gravity, one may obtain higher-dimensional space, which effectively looks like 4d space without the Kaluza-Klein compactification.
However, this scenario was based on the assumption of the existence of delta-functional domain walls with specific properties. It would be nice to make a step from phenomenology and obtain the domain wall configuration described in as a classical solution of some supersymmetric theory. Very soon after this goal was formulated, several authors claimed that they have indeed obtained a supersymmetric realization of the RS scenario. Then some of them withdrew their statements, whereas many others continued making this claim. Some of the authors did not notice that they obtained solutions with $`A(r)=+k|r|`$, growing at large $`r`$, which does not lead to localization of gravity on the brane. Some others obtained the desirable regime $`A(r)=k|r|`$ because of a sign error in their equations. Several authors used functions $`W`$, which they called ‘superpotentials’, but they have chosen functions which cannot appear in supergravity. As a result, the situation became rather confusing; the standard lore is that there are many different realizations of the RS scenario in supersymmetric theories, see e.g. a discussion of this issue in . The purpose of our paper is to clarify the world-brane–supersymmetry relation, in a large class of supersymmetric theories.
The simplest supersymmetric theory in 5d space with AdS vacuum is $`N=2`$ $`U(1)`$ gauged supergravity . The critical points of this theory have been studied in . It can be naturally formulated in AdS, so one would expect that this theory is the best candidate for implementing the RS scenario. To investigate this issue it was necessary to find at least two different critical points (different AdS vacua) with equal negative values of vacuum energy, to verify their stability (which involves investigation of the sign of kinetic terms of vector and scalar fields) and to find domain wall solutions interpolating between two different stable AdS vacua.
The first important step in this direction was made by Behrndt and Cvetič . They found two different AdS vacuum states where the scalar fields have correct kinetic terms, and obtained an interpolating domain wall solution. However, it was not clear whether the sign of the kinetic terms of the vector fields is correct. More importantly, vacuum energies (cosmological constants) of the two AdS solutions obtained in were different, so they were not suitable for the RS scenario describing a wall surrounded by two AdS spaces with equal values of vacuum energy. Originally, Behrndt and Cvetič claimed that their domain wall solution has properties similar to those of the RS domain wall, with $`A(r)k|r|`$ at large $`|r|`$, but later they found that this was not the case: the solution was singular at $`r=0`$, and $`A(r)`$ was growing as $`+k|r|`$ at large $`|r|`$.
Soon after that, in our paper with Shmakova we found a model that admits a family of different AdS spaces with equal values of the vacuum energy and with proper signs of kinetic energy for the scalar and vector fields. At first glance, it seemed that this provided a proper setting for the realization of the RS scenario in supersymmetric theories. Indeed, we found a domain wall configuration separating two different AdS spaces with equal vacuum energies. This configuration has the metric (1). However, instead of $`A(r)=k|r|`$, which is necessary for the localization of gravity on the wall, we have found that $`A(r)+k|r|`$ at large $`|r|`$. At small $`|r|`$ the function $`A(r)`$ and the curvature tensor are singular, just as in the model of . Instead of localization of gravity near $`r=0`$ on a smooth domain wall, there is a naked singularity at $`r0`$. We explained in that this is a generic result which should be valid in any version of $`N=2`$ $`U(1)`$ gauged massless supergravity with one moduli. It was also shown in that the desirable regime $`A(r)=k|r|`$ is impossible not only for supersymmetric (BPS) configurations, but for any other domain wall solutions that may exist in this theory.
In this paper we will study $`N=2`$ $`U(1)`$ gauged massless supergravity with many moduli. To understand the possibilities to find the brane-world in such theories it is sufficient to study the behavior of the system near the critical points with the help of the supersymmetric flow equations.
This analysis will explain the main results obtained in , and generalize them for the theories with an arbitrary number of moduli. We will discuss the known theories with hypermultiplets and tensor multiplets included. We will also analyze the recent results obtained in other 5d supergravity theories and will show that none of the solutions that have been obtained so far lead to localization of gravity on a brane. All known examples of thick domain wall solutions with decreasing warp factor have been obtained by introducing non-supersymmetric ‘superpotentials’, which cannot appear in the framework of a supersymmetric theory.
We do hope that it is not really necessary to make a choice between the RS scenario and supersymmetry. However, we were unable so far to find any simple resolution of this problem. It remains a challenge to find a supersymmetric extension of the RS scenario or to prove that it does not exist.
## 2 BPS solutions near the critical points of massless $`d=5`$, $`N=2`$ gauged supergravity interacting with abelian vector multiplets
The most clear analysis of the situation can be given for $`N=2`$, $`d=5`$ gauged supergravity interacting with an arbitrary number of vector multiplets, i.e. with arbitrary number of moduli. These theories have critical points where the moduli are constant and the metric is an AdS one.
The energy functional for static $`r`$-dependent configurations in these theories can be presented as follows :
$$E=\frac{1}{2}_{\mathrm{}}^+\mathrm{}𝑑ra^4\left\{[f_i^a(\varphi ^i)^{}3f^{ai}_iW]^212[\frac{a^{}}{a}\pm W]^2\right\}\pm 3_{\mathrm{}}^+\mathrm{}𝑑r\frac{}{r}[a^4W].$$
(2)
Here $`_iW\frac{_iW}{\varphi ^i}`$. We have used the ansatz for the metric in the form
$$ds^2=a^2(r)dx^\mu dx^\nu \eta _{\mu \nu }+dr^2,$$
(3)
where the scale factor $`a(r)`$ can be represented as $`e^{A(r)}`$. The energy, apart from the surface term, depends on one complete square with positive sign and another one with negative sign. Here the moduli $`\varphi ^i`$ depend on $`r`$ and $`W[\varphi ]`$ is a superpotential defined in supergravity via the moduli fields $`h^I(\varphi )`$ constrained to a cubic surface $`C_{IJK}h^Ih^Jh^K=6`$. The moduli live in a very special geometry with the metric $`g_{ij}(\varphi )=f_i^af_j^b\eta _{ab}`$ where $`f_i^a`$ are the vielbeins of the very special geometry. The critical points of the superpotential were studied in , where it was also shown that they are analogous to the critical points of the central charge, defining the black hole entropy. The supersymmetric flow equations, which follow from this form of the energy functional, are given by
$$(\varphi ^i)^{}=\pm 3g^{ij}_jW,\frac{a^{}}{a}=W.$$
(4)
The warp factor of the metric decreases at large positive $`r`$ under the condition that $`H_r\frac{a^{}}{a}`$ is negative. Note that $`H_r`$ is the space analog of the Hubble constant in the FRW cosmology, where $`ds^2=dt^2+a^2(t)d\stackrel{}{x}^2`$ and $`H=\frac{\dot{a}}{a}`$. When $`H>0`$ the FRW universe is expanding, when $`H<0`$ the FRW universe is collapsing. In our case, the warp factor is increasing if $`H_r>0`$, and decreasing if $`H_r<0`$.
It is important to stress here that the sign of the superpotential $`W`$ is not a deciding factor for establishing the sign of $`H_r`$ since there are two different sets of equations, either
$$i)(\varphi ^i)^{}=+3g^{ij}_jW,\frac{a^{}}{a}=W.$$
(5)
or
$$ii)(\varphi ^i)^{}=3g^{ij}_jW,\frac{a^{}}{a}=+W.$$
(6)
We are interested in critical points of the supersymmetric flow equations where all moduli take some finite fixed values $`\varphi _{}^i`$
$$(\varphi _{cr}^i)^{}=0\left(_iW\right)_{cr}=0.$$
(7)
As a result, the superpotential $`W`$ acquires some non-vanishing constant value defining the absolute value of the ‘Hubble constant’ $`H_r`$ at the critical point where the moduli are fixed.
$$H_r(\varphi _{}^i)=\left(\frac{a^{}}{a}\right)_{\varphi _{}^i}=\pm W(\varphi _{}^i)=\mathrm{const}.$$
(8)
We have to find out whether it is possible under some condition to find a solution where $`\frac{a^{}}{a}`$ is negative at the fixed points of the moduli .
It is useful to rewrite the supersymmetric flow equations (4) using the chain rule $`a\frac{}{a}\varphi ^i=a\frac{r}{a}\frac{\varphi ^i}{r}=\frac{a}{a^{}}(\varphi ^i)^{}`$. It follows that for any choice of equations i) or ii) we get
$$a\frac{}{a}\varphi ^i=3g^{ij}\frac{_jW}{W}\beta ^i(\varphi ).$$
(9)
This equation defines the beta functions for the supersymmetric flow equations reinterpreted as renormalization group equations. At the critical point $`\varphi _{}^i`$ the $`\beta `$-function vanishes, $`\beta ^i(\varphi _{})=0`$. This form of equations cannot be used near the vanishing values of the superpotential $`W`$. However we will use these equations near the critical points where the moduli are fixed at finite values $`\varphi _{}^i`$ and $`W(\varphi _{})0`$. To analyze the critical point we need to find out whether $`\frac{\beta }{\varphi }`$ is positive or negative near $`\varphi _{}`$.
The universality of the critical point in this class of theories follows from the very special geometry in the moduli space, which allows the calculation of the $`\beta `$-function near the critical point. The basic relation following from the very special geometry at the critical point<sup>1</sup><sup>1</sup>1The analogous equation was for the first time derived in $`d=4`$ supergravity in , which has allowed us to prove that the entropy of the supersymmetric black holes is a minimum of the BPS mass. was derived in
$$(_i_jW)_{cr}=\frac{2}{3}g_{ij}W_{cr}.$$
(10)
We find out that near the critical point
$$\frac{\beta ^i}{\varphi ^j}(\varphi _{})=2\delta _j^i.$$
(11)
This means that near the critical point $`\varphi ^i=\varphi _{}^i+\delta \varphi ^i`$ the behavior of the moduli is
$$a\frac{}{a}\varphi ^i=(\varphi ^j\varphi _{}^j)\frac{\beta ^j}{\varphi ^i}=2(\varphi ^i\varphi _{}^i).$$
(12)
Therefore if the system starts at some values of moduli $`\varphi `$ below the fixed value $`\varphi _{}`$, it will be driven to the larger values of moduli towards the fixed point. If it starts at values of moduli $`\varphi `$ above $`\varphi _{}`$, it will be driven back to smaller values of moduli till it will reach the fixed value. We can also solve this equation near the fixed moduli $`\varphi _{}^i`$ (which are $`a`$-independent) :
$$\varphi ^i(a)=\varphi _{}^i+c^ia^2.$$
(13)
Here $`c^i`$ are some arbitrary, undefined constants. This corresponds to a UV fixed point in quantum field theory; at large values of the scale parameter $`a`$, when $`a+\mathrm{}`$, the system is driven towards the fixed point. It follows that the stable critical point of moduli requires that the scale factor of the metric in the direction towards the fixed point grows.
As we see, Eq. (13) is completely universal, does not depend on the number of moduli, choice of the cubic surface, etc. It also shows that the warp factor at the critical points, where the moduli are fixed, is always increasing as the ‘Hubble constant” $`H_r`$ is positive. We have thus established that in $`d=5`$, $`N=2`$ $`U(1)`$-gauged massless supergravities with an arbitrary number of vector multiplets and any choice of the cubic surface, the ‘Hubble constant’ $`H_r`$ is always positive at the supersymmetric critical points, where all scalars are fixed, and the warp factor is therefore always increasing at $`|r|+\mathrm{}`$:
$$H_r(\varphi _{})=\left(\frac{a^{}}{a}\right)_\varphi _{}=|W_{cr}|>0.$$
(14)
This is a prediction that, in all particular cases, if one starts solving the system of equations (4), for each sign of $`W`$, the consistent solution for $`r>0`$ will be only possible in case i) for $`W<0`$ and in case ii) for $`W>0`$. In one moduli case where the relevant solutions were presented in and this was indeed the case: it was impossible to get the decreasing warp factor in BPS domain walls of massless gauged $`d=5`$ $`N=2`$ supergravity.
Here we have shown (see also ) that the deep reason for this is related to the fact that the second derivative of the superpotential must have the same sign as the superpotential at the fixed point of moduli, as shown in eq. (10). This leads to the UV fixed point universally for this class of theories.
## 3 Multivalued Nature of the Superpotential in $`N=2`$ supergravity
The investigation performed in the previous section is sufficient to show, even without a detailed study of the structure of domain walls in $`d=5`$, $`N=2`$ supergravity, that BPS states with gravity localization do not appear in this theory. However, it is still interesting to find out exactly what kind of vacua and interpolating solutions are possible in this theory.
The existence of the disconnected branches of the moduli space (different AdS vacua) in $`d=5`$, $`N=2`$ supergravity interacting with vector multiplets was discovered in and studied more recently in , and . The existence of the disconnected branches of the moduli space leads to a possibility to use two different branches of the moduli space and therefore two different superpotentials on each side of the wall. This property allows in principle a solution to be found for the scalars interpolating between two branches of the moduli space. However, the space-time metric has naked singularities and the warp factor always increases away from the wall.
Here we will explain first of all why different branches of moduli space are quite natural in $`d=5`$, $`N=2`$ supergravity interacting with vector multiplets. The ‘kinky supergravity’ of Günaydin, Sierra and Townsend has the following set up. The theory is defined by a cubic form
$$\frac{1}{6}C_{IJK}h^Ih^Jh^K=F,F=1,$$
(15)
and a linear form
$$W=h^IV_I.$$
(16)
The constants $`C_{IJK}`$ define the cubic surface and the constants $`V_I`$ define the superpotential. The independent scalar fields $`\varphi ^i`$ are coordinates on the cubic hypersurface $`F`$. The restrictions on $`C_{IJK}`$ is such that the metric defining the coupling of vector fields $`a_{IJ}_I_JF`$ for $`F>0`$ and the metric, induced on the surface, $`g_{ij}=a_{IJ}h_{,i}^Ih_{,j}^J`$ are positive definite. There exists one point at the surface where $`a_{IJ}`$ is simply an Euclidean metric $`\delta _{IJ}`$. This is a so called ‘basepoint’. The existence of the ‘basepoint’ has allowed the authors of Ref. to prove that in the one-modulus case the following constants can be chosen:
$$C_{000}=1,C_{011}=\frac{1}{2},C_{001}=0,C_{111}=C.$$
(17)
The most general case of arbitrary $`C_{IJK}`$ for $`I=1,2`$ can be reduced to this one. The cubic polynomial takes the following form (for $`\varphi =\frac{h^0}{h^1}`$)
$$F(h^1)^3\left(\varphi ^3\frac{3}{2}\varphi +C\right).$$
(18)
The discriminant of the cubic polynomial
$$\mathrm{\Delta }=C^2\frac{1}{2}$$
(19)
can be positive, zero or negative. In these three cases one has 1, 2 or 3 branches of the moduli space, respectively, i.e. the curves $`F=1`$ have 1, 2 or 3 branches. In this form the metric of the moduli space is known only at the ‘basepoint’. Thus, a priori one may have expected that some of the branches can be excluded if the metric is not positive there.
In more recent studies of the branches of the moduli space related to domain walls a somewhat different set up was taken. The main emphasis was to find the disconnected branches of the moduli space such that the scalar and the vector metric are positive-definite; between branches the metric may be infinite, however. The expression for the moduli space metric is
$$g_{\varphi \varphi }=\alpha \left[(C_{100}^2C_{110}C_{000})\varphi ^2(C_{111}C_{000}C_{110}C_{001})\varphi +C_{110}^2C_{000}C_{100}\right],$$
(20)
where $`\alpha >0`$. For the case (17) we get
$$g_{\varphi \varphi }=\frac{1}{2}\alpha (\varphi ^22C\varphi +\frac{1}{2}).$$
(21)
The condition that the metric is everywhere positive is that
$$\mathrm{\Delta }=C^2\frac{1}{2}<0.$$
(22)
When we combine the information from the two approaches, in and in , we find that the case with 3 branches of the moduli space defined in automatically leads to the positive metric, whereas in cases when $`\mathrm{\Delta }>0`$ or $`\mathrm{\Delta }=0`$ there are parts of the moduli space where the metric is not positive. To have positive and negative superpotentials in different branches of the moduli space turns out to be a necessary condition for the positivity of the vector space metric . Thus in $`d=5`$, $`N=2`$ supergravity interacting with vector multiplets with the same values of $`C_{IJK}`$ and $`V_I`$ it is possible to find two distinct stable AdS critical points.
The stability of different AdS vacua is a necessary but not a sufficient condition for the realization of the RS scenario. One must find values of the parameters $`C_{IJK}`$ and $`V_I`$ that allow the existence of different stable AdS vacua with equal vacuum energy density. This problem is rather non-trivial, but fortunately one can find several continuous families of parameters that satisfy this condition . Once this problem is solved, one may try to find an interpolating domain wall solution separating two different stable AdS vacua with equal values of the vacuum energy.
One such solution of Eqs. (6) was found in ; it is represented here in Fig.1. As we see, the scalar field grows from its negative critical value $`\varphi =0.2`$ at $`r\mathrm{}`$ to a positive value $`\varphi =1`$ at $`r+\mathrm{}`$. The superpotential discontinuously changes its sign from negative to positive at $`r=0`$. At large $`r`$ the function $`A(r)`$ grows as $`|r|`$ rather than decreases as $`|r|`$. Thus, just as we expected, there is no gravity localization in this scenario.
Even though the solution for the scalar field $`\varphi `$ smoothly interpolates between the two attractor solutions, the function $`A(r)`$ is singular. It behaves as $`\mathrm{log}|r|`$ at $`|r|0`$. Metric near the domain wall is given by
$$ds^2=r^2dx^\mu dx^\nu \eta _{\mu \nu }+dr^2.$$
(23)
This implies the existence of a naked singularity at $`r=0`$, which separates the universe into two parts corresponding to the two different attractors.
In the same theory there is also a second BPS solution, which corresponds to the different choice of sign of the pair of equations, as in Eq. (5). The solution is shown in Fig. 2. This configuration has a negative superpotential at large positive $`r`$ and decreasing field $`\varphi `$, but both solutions have the same warp factor. This illustrates the statement made in the previous section that the flow equation and the resulting geometry of BPS states does not depend on the choice between the two equations (5) and (6).
We conclude that one can find more than one stable AdS critical point in $`N=2`$ $`d=5`$ supergravity. However, this does not lead to localization of gravity on the domain wall separating two different AdS vacua.
## 4 Non-BPS solutions near the critical points of massless <br>gauged supergravity
Until now we were looking only for supersymmetric solutions, and found that they do not have the desirable behavior $`a0`$ at the points where scalars are stabilized (e.g. at $`|r|\mathrm{}`$). One may wonder whether one can find more general, non-supersymmetric solutions with the asymptotic $`a0`$. The answer to this question is also negative. Indeed, the relevant equation of motion for the scalars in the background metric is
$$(\varphi ^i)^{\prime \prime }+4H_r(\varphi ^i)^{}+g^{ij}g_{jl,k}(\varphi ^k)^{}(\varphi ^l)^{}6g^{ij}_jV=0,$$
(24)
where at the critical points $`V_{,ij}`$ is negative-definite. The potential is defined as $`V=6(W^2(3/4)g^{ij}W_iW_j)`$. For all massless $`d=5`$, $`N=2`$ gauged supergravities under discussion the second derivative of the potential is proportional to the potential, that is negative at the critical point:
$$(_i_jV)_{cr}=\frac{2}{3}g_{ij}V_{cr}.$$
(25)
Let us assume that the solution of this equation asymptotically approaches an attractor point $`\varphi _{}`$ at large $`r>0`$, so that $`g_{ij}(\varphi _{})`$ and $`g_{ij,k}(\varphi _{})`$ become constant, and $`(\varphi ^i)^{}`$ gradually vanishes at large $`r`$. We will assume that $`H_r`$ is negative near the critical point since we are looking for solutions with decreasing warp factor. Then the deviation $`\delta \varphi ^i`$ of the field $`\varphi ^i`$ from its asymptotic value $`\varphi _{}^i`$ at large positive $`r`$ satisfies the following equation:
$$(\delta \varphi ^i)^{\prime \prime }4|H_r|(\delta \varphi ^i)^{}=4|V|\delta \varphi ^i.$$
(26)
Thus for each scalar field we have the same equation as for a harmonic oscillator with a negative friction term $`|A^{}|\delta \varphi ^{}`$. Solutions of this equation describe oscillations of $`\delta \varphi `$ with the amplitude blowing up at large $`r>0`$, which contradicts our assumptions. Let us explain this argument in a more detailed way. We are looking for asymptotic solutions of this equation at large $`r`$. In this limit all parameters of this equation take some constant values: $`2|H_r|=C_1`$, $`4|V|=C_2`$, where $`C_i>0`$. Then Eq. (26) reads:
$$(\delta \varphi ^i)^{\prime \prime }2C_1(\delta \varphi ^i)^{}+C_2\delta \varphi ^i=0.$$
(27)
Solutions of this equation can be represented as $`\delta \varphi ^i=e^{i\omega r}`$, where $`\omega `$ may take complex values. Then this equation implies that
$$\omega ^2+i2C_1\omega C_2=0,$$
(28)
which yields
$$\omega =i(C_1\pm \sqrt{C_1^2C_2}),$$
(29)
and
$$\delta \varphi ^i=e^{i\omega r}=\mathrm{exp}\left[(C_1\pm \sqrt{C_1^2C_2})r\right].$$
(30)
Thus at large $`r`$ Eq. (26) has two independent solutions. Both solutions grow exponentially in the limit $`r\mathrm{}`$. This means that our assumption that the solution can asymptotically approach a constant value is incompatible with the condition that $`H_r<0`$. In this proof it was essential also that at the critical points $`V_{,ij}`$ is negative-definite (which means that the curvature of the effective potential is negative). Indeed, for $`V_{,ij}>0`$ one would have $`C_2<0`$, and one of the two solutions given in Eq. (30) would exponentially decrease at infinity, which is the required regime. But this regime is impossible in massless $`U(1)`$-gauged supergravity where $`V_{,ij}`$ is always negative near the attractor.
## 5 Solutions of other supergravity theories with AdS critical points
Here we will give a short overview of the possibilities.
1. We start with a comment on $`d=5`$, $`N=8`$ gauged supergravities. For these theories one finds out that, in known cases of supersymmetric flow equations presented in the literature , the first order BPS-type equations have the form $`H_r=\frac{1}{3}W`$ and the superpotential at all known critical points is negative. Some of these critical points with maximal unbroken supersymmetry have a UV fixed point behavior, some have saddle points with smaller supersymmetry unbroken and have a IR point behavior. However since the superpotential is negative at all known critical points one cannot realize the situation that $`H_r`$ is positive at $`r+\mathrm{}`$, which would correspond to a decreasing warp factor away from the wall in the positive $`r`$ direction. No such theory seems to be available in the literature.
2. A version of 5d supergravity interacting with the vector multiplets and the so-called universal hypermultiplet was found in . If the hypermultiplet is gauged, there is a contribution to the potential, which does not allow an AdS vacuum in this theory. If the gauging of the universal hypermultiplets is removed, the AdS critical points are possible, however, they are defined by the vector multiplets exclusively. The problem is reduced to the one that was studied before and there is no world-brane BPS walls with decreasing warp factor.
3. The recently discovered $`N=2`$, $`d=5`$ gauged supergravity with vector and tensor multiplets has a new type of a potential:
$$V=2g^2W^{\stackrel{~}{a}}W^{\stackrel{~}{a}}+g_R^2(P_0^2+P^{\stackrel{~}{a}}P^{\stackrel{~}{a}}).$$
(31)
The scalars from vector multiplets give the usual contribution, proportional to $`g_R^2`$; here $`P_0`$ is a superpotential and $`P^{\stackrel{~}{a}}`$ is proportional to the derivative of the superpotential over the moduli. The new potential has an additional contribution, proportional to $`g^2`$, due to tensor multiplets, which is manifestly non-negative. The BPS form of the action consists of 3 full squares, i. e. in addition to all terms in eq. (2) there is a positive contribution to the energy $`2g^2W^{\stackrel{~}{a}}W^{\stackrel{~}{a}}`$.
To understand the situation near the critical points in this class of theories, consider the supersymmetry transformations (with vanishing fermions)
$`\delta \psi _\mu ^i`$ $`=`$ $`_\mu ϵ^i+{\displaystyle \frac{i}{2\sqrt{6}}}g_RP_0(\varphi )\mathrm{\Gamma }_\mu \delta ^{ij}ϵ_j,`$
$`\delta \lambda ^{i\stackrel{~}{a}}`$ $`=`$ $`{\displaystyle \frac{i}{2}}f_{\stackrel{~}{x}}^{\stackrel{~}{a}}\mathrm{\Gamma }^\mu (𝒟_\mu \varphi ^{\stackrel{~}{x}})ϵ^i+gW^{\stackrel{~}{a}}ϵ^i+{\displaystyle \frac{1}{\sqrt{2}}}g_RP^{\stackrel{~}{a}}(\varphi )\delta ^{ij}ϵ_j.`$ (32)
At the critical point where the moduli are constant the unbroken supersymmetry requires that
$`\delta \lambda ^{i\stackrel{~}{a}}=gW^{\stackrel{~}{a}}ϵ^i+{\displaystyle \frac{1}{\sqrt{2}}}g_RP^{\stackrel{~}{a}}(\varphi )\delta ^{ij}ϵ_j=0.`$ (33)
If the full $`N=2`$ supersymmetry is unbroken at the critical point, we have to require that <sup>2</sup><sup>2</sup>2We have learned that M. Günaydin has found the same condition for the supersymmetric fixed points in this theory (private communication)..
$$gW^{\stackrel{~}{a}}(\varphi _{})=\frac{1}{\sqrt{2}}g_RP^{\stackrel{~}{a}}(\varphi _{})=0.$$
(34)
Without tensor multiplets near the critical point where the scalars are not fixed, the $`r`$-derivative of scalars is proportional to the derivative of the superpotential and only 1/2 of supersymmetry is unbroken. In presence of tensor multiplets we may try to relax the condition for the critical point and request that $`gW^{\stackrel{~}{a}}(\varphi )0`$. One can verify that this is not possible if any supersymmetry is unbroken. Consider a condition that all 3 bosonic terms in the gaugino supersymmetry transformation are not vanishing:
$$\varphi ^{}W^\varphi P^\varphi .$$
(35)
We have to find a projector specifying the Killing spinor. Under such condition the Killing spinors in addition to the usual constraint $`i\mathrm{\Gamma }^rϵ^i=\pm \delta ^{ij}ϵ_j`$ have to satisfy the following condition:
$$ϵ^i=ϵ^{ij}ϵ_j=\pm \delta ^{ij}ϵ_j.$$
(36)
It can be verified that this is possible only if $`ϵ_i=0`$, which means that supersymmetry is completely broken. However if we request that
$$\varphi ^{}P^\varphi ,W^\varphi =0$$
(37)
we find the usual Killing spinor projector for 1/2 of unbroken supersymmetry which is also consistent with the gravitino transformation. Also the gravitino transformation rules have integrability condition for the existence of Killing spinors; this tells us, as in the case of vector multiplets only, that the AdS curvature is defined by the value of the superpotential $`P_0^2(\varphi _{})`$.
This brings us back to the previously studied situation with vector multiplets only, where we know that $`H_r>0`$ at positive $`r`$. Therefore we conclude that the supersymmetric critical points of $`N=2`$, $`d=5`$ gauged supergravity with vector and tensor multiplets have the same nature as the ones without tensor multiplets and therefore will not support the supersymmetric brane-world scenario.
The non-supersymmetric solutions in this theory require an additional investigation.
5. Dilatonic domain walls were studied by Youm in the context of the brane-world scenario. It was found that the warp factor in the spacetime metric increases as one moves away from the domain wall for all the supersymmetric dilatonic domain wall solutions obtained from the (intersecting) BPS branes in string theories through toroidal compactifications.
6. An interesting development was pursued recently in the framework of the massive gauged supergravity in . A short summary of the situation is the following. The model has one AdS critical point with the fixed scalars. It has an IR behavior since at the critical point, in notation of , the $`\beta `$-function in the supersymmetric flow equations has the opposite sign from that of $`W`$ and
$$(_i_jW)_{cr}=\frac{2}{3}W_{cr},$$
(38)
and therefore one finds that $`\varphi =\varphi _{}+a^4`$. Since $`W`$ is negative at this critical point, it gives a decreasing warp factor at $`r\mathrm{}`$. The second AdS critical point is absent: there is only a run-away dilaton behavior. Therefore this solution does not lead to the localization of gravity.
## 6 Non-supersymmetric choice of the ‘superpotential’
In addition to supersymmetric theories, one may consider non-supersymmetric theories with potentials that can be represented in a form $`V=\frac{1}{3}W^2+\frac{C}{8}W_\varphi ^2`$. This resembles potentials in supersymmetric theories with superpotential $`W`$, where the constant $`C`$ depends on the choice of the theory . Then one may choose the ‘superpotential’ $`W`$ in a way that the brane world scenario has the desirable solution with decreasing warp factor away from the wall in both directions. As follows from our analysis, one should find in the examples of this kind two IR critical points with the opposite signs of the ‘superpotential’. This means that on the wall the ‘superpotential’ must vanish. The second derivative of the ‘superpotential’ must be positive (negative) when the ‘superpotential’ is negative (positive). This is indeed the property of the solutions found in . For example, in
$`W(\varphi )=3\mathrm{sin}\sqrt{{\displaystyle \frac{2}{3}}}\varphi ,\varphi (r)=\sqrt{6}\mathrm{arctan}(\mathrm{tanh}r/2),a(r)=e^A={\displaystyle \frac{1}{2\mathrm{cosh}r}}.`$ (39)
At the right critical point at $`r+\mathrm{}`$, $`W`$ is positive but $`W_{\varphi \varphi }`$ is negative. At the left critical point at $`r\mathrm{}`$, $`W`$ is negative but $`W_{\varphi \varphi }`$ is positive. Therefore at both critical points (with $`H_r=W/3`$ and $`\varphi ^{}=W_{,\varphi }/2`$) one has
$$(_\varphi _\varphi W)_{cr}=\frac{2}{3}W_{cr},\varphi \varphi _{}a.$$
(40)
At both critical points, $`a0`$ is a stable point where the scalar field reaches a fixed value. At $`r=0`$ the ‘superpotential’ vanishes, so that to the right from the wall it is positive and to the left it is negative.
The solution for the ‘superpotential’ proposed in has the same basic features as the one in
$`W(\varphi )=2(\varphi {\displaystyle \frac{1}{3}}\varphi ^3),\varphi (r)=\mathrm{tanh}r.`$ (41)
$$(_\varphi _\varphi W)_{cr}=3W_{cr},\varphi \varphi _{}a^{9/2}.$$
(42)
We plot this solution on Fig. 3. Note that the function $`A(r)`$ has a desirable behavior at large $`|r|`$.
It may be useful to compare these solutions with the BPS ones in Figs.1, 2. One observes that in the non-supersymmetric case in Fig. 3 the ‘superpotential’ vanishes at $`r=0`$ and changes its sign there. Meanwhile in the supersymmetric case, Fig.1 and 2, the true superpotential changes sign on the wall, but it goes through a discontinuity.
Thus, in those cases where the brane-world scenario can be realized the ‘superpotential’ has the following basic features (with the choice of flow equations $`H_r=W/3`$ and $`\varphi ^{}=W_{,\varphi }/2`$):
$$W_{r=0}=0,$$
(43)
and also
$`W_r\mathrm{}`$ $`<`$ $`0,W_{r+\mathrm{}}>0,`$
$`(_\varphi ^2W)_r\mathrm{}`$ $`>`$ $`0,(_\varphi ^2W)_{r+\mathrm{}}<0.`$ (44)
Note that in both cases discussed above, at both critical points, $`(_\varphi _\varphi W)_{cr}`$ and $`W_{cr}`$ have opposite signs, which is impossible in massless gauged supergravity. No supersymmetric embedding have been found for such ‘superpotentials’ so far. Thus the use of the word ‘superpotential’ is not quite appropriate here since it makes an incorrect impression that the theory with the ‘superpotentials’ described above is supersymmetric.
The study of non-linear perturbations around such non-supersymmetric solutions was performed in , where it was found that some ‘pp curvature’ singularities appear at large $`r`$. Interestingly, these singularities at large $`r`$ do not appear when the proper supersymmetric superpotentials are used. A closely related singularity at the AdS horizon was discussed in , where the study of the black holes on domain walls was performed. These issues require further investigation.
Another problem is related to quantum effects. Usually, after taking into account one-loop corrections, the effective potential in non-supersymmetric theories cannot be represented in the form $`V=\frac{1}{3}W^2+\frac{C}{8}W_\varphi ^2`$. Therefore the notion of ‘superpotential’ becomes irrelevant and, instead of solving first-order equations for BPS-type states, one should investigate solutions of the usual second-order Lagrange equations.
In conclusion we would like to point out that the analysis performed here shows that the brane world is not yet realized as a BPS or non-BPS configuration of supersymmetric theory. We cannot exclude, however, that some supersymmetric theory can be found where such brane world may exist, providing a consistent alternative to compactification. As the present investigation shows, it may be rather non-trivial to find such a theory, if it exists, since the most general 5-dimensional supergravity theories have not been constructed yet. Since the main result depends on the specific sign of the beta function (in two critical points), one would not like to miss the existence of the correct theory. It was non-trivial to replace the positive $`\beta `$-function in QED by a negative $`\beta `$-function in non-abelian gauge theories. We hope that the analysis performed here will help to make a final conclusion on the compatibility of supersymmetry with the brane world scenario.
We are grateful to E. Bergshoeff, A. Brandhuber, S. Ferrara, G. Gibbons, M. Günaydin, J. March-Russell, R. Myers, K. Stelle, P. Townsend, A. Van Proeyen and D. Youm for discussions. This work was supported in part by NSF grant PHY-9870115. |
warning/0001/cond-mat0001061.html | ar5iv | text | # 1 Introduction and model Hamiltonian
## 1 Introduction and model Hamiltonian
The problem of relaxational dynamics of wave packets in molecular systems is one of the up-to-date physical problems supported by femtosecond-time-scale spectroscopic facilities as well as by single molecule spectroscopy. Numerous theoretical investigations of the problem appeal to different approaches. Due to the complexity of molecular relaxational dynamics a derivation of an exactly solving model for the problem has not been obtained yet. In this paper we investigate one of the models based on a master equation approach.
We will start from the general potential for a single molecule interacting with a bath of harmonic oscillators. After the derivation of the general master equation we will proceed to the specific example of harmonic potential for the model, which admits an exact solution.
The molecule interacting with a heat bath is separated into relevant system of diabatic vibronic levels $`E_\mu `$ and the environment of the heat bath modes $`\xi `$ with frequency $`\omega _\xi `$, and creation operator $`b_\xi ^+`$. It is modelled by the Hamiltonian $`H=H^S+H^E+H^{SE}`$, with
$$\begin{array}{ccc}H^S\hfill & =& _\mu E_\mu d_{\mu \mu }+\mathrm{}_{\mu \nu }v_{\mu \nu }d_{\mu \nu }\hfill \\ H^E\hfill & =& _\xi \mathrm{}\omega _\xi \left(b_\xi ^+b_\xi +1/2\right),\hfill \\ H^{SE}\hfill & =& _{\mu \nu }\mathrm{}\left(r_{\mu \nu }+r_{\mu \nu }^+\right)d_{\mu \nu },\hfill \end{array}$$
(1)
where $`d_{\mu \nu }=|\mu \nu |`$ is the transition operator of the system; $`r_{\mu \nu }=_\xi 𝒦_{\mu \nu }^\xi b_\xi `$ is annihilation operator of the bath including the matrix elements $`K_{\mu \nu }^\xi `$ of interaction function $`K^\xi `$. This model was discussed previously and an equation of motion for the reduced density matrix $`\sigma `$ was derived taking the system-environment coupling into account by perturbation theory. In our approach to the reduced density matrix equation we use the cumulant expansion method. The applicability of this method is rather wide because it does not appeals to perturbation theories motivation but relates to the statistical aspects of the influences of the heat bath.
## 2 Master equation and its reduced form for the harmonic potential
The second order cumulant expansion gives
$$\begin{array}{ccc}\hfill \dot{\sigma }& =\hfill & \frac{i}{\mathrm{}}[H^S,\sigma ]+\mathrm{exp}(\frac{i}{\mathrm{}}H^St)\dot{𝐊}exp(\frac{i}{\mathrm{}}H^St)\sigma ,\hfill \\ \hfill \dot{𝐊}\sigma & =\hfill & (\frac{i}{\mathrm{}})^2_0^t𝑑\tau [\stackrel{~}{H}^{ES}(t),[\stackrel{~}{H}^{ES}(\tau ),\sigma ]],\hfill \end{array}$$
(2)
where angle brackets mean averaging over environment and $`\stackrel{~}{H}^{ES}`$ is the Hamiltonian in interaction picture. This approach allows us to describe non-Markovian processes, when such factors as $`\mathrm{exp}i\omega _{k\lambda }\left(\tau t\right)`$ (where $`\omega _{k\lambda }=H_{k\lambda }^S/\mathrm{}`$) contain memory effects. We obtain for the matrix elements
$$\begin{array}{cc}\dot{\sigma }_{\mu \nu }=\frac{i}{\mathrm{}}[H_0^S,\sigma ]_{\mu \nu }\underset{0}{\overset{t}{}}𝑑\tau \underset{k\lambda }{}\hfill & [(r_{\mu \kappa }(t)r_{\kappa \lambda }^+(\tau )+r_{\mu \kappa }^+(t)r_{\kappa \lambda }(\tau ))e^{i\omega _{k\lambda }(\tau t)}\sigma _{\lambda \nu }\hfill \\ & (r_{\lambda \nu }(\tau )r_{\mu \kappa }^+(t)+r_{\lambda \nu }^+(\tau )r_{\mu \kappa }(t))\sigma _{\kappa \lambda }e^{i\omega _{\lambda \nu }(\tau t)}\hfill \\ & (r_{\lambda \nu }(t)r_{\mu \kappa }^+(\tau )+r_{\lambda \nu }^+(t)r_{\mu \kappa }(\tau ))e^{i\omega _{\mu \lambda }(\tau t)}\sigma _{\kappa \lambda }\hfill \\ & +(r_{\kappa \lambda }(\tau )r_{\lambda \nu }^+(t)+r_{\kappa \lambda }^+(\tau )r_{\lambda \nu }(t))\sigma _{\mu \kappa }e^{i\omega _{k\lambda }(\tau t)}].\hfill \end{array}$$
Using the Markov approximation the master equation reads
$$\begin{array}{cc}\dot{\sigma }_{\mu \nu }=\frac{i}{\mathrm{}}[H_0^S,\sigma ]_{\mu \nu }\pi \underset{\kappa \lambda }{}\underset{\xi }{}\hfill & [𝒦_{\mu k}^\xi 𝒦_{k\lambda }^\xi \{(1+n_\xi )\delta (\omega _{k\lambda }+\omega _\xi )+n_\xi \delta (\omega _{k\lambda }\omega _\xi )\}\sigma _{\lambda \nu }\hfill \\ & 𝒦_{\lambda \nu }^\xi 𝒦_{\mu \kappa }^\xi \left\{\left(1+n_\xi \right)\delta \left(\omega _{\lambda \nu }\omega _\xi \right)+n_\xi \delta \left(\omega _{\lambda v}+\omega _\xi \right)\right\}\sigma _{\kappa \lambda }\hfill \\ & 𝒦_{\lambda \nu }^\xi 𝒦_{\mu \kappa }^\xi \left\{\left(1+n_\xi \right)\delta \left(\omega _{\mu \lambda }+\omega _\xi \right)+n_\xi \delta \left(\omega _{\mu \lambda }\omega _\xi \right)\right\}\sigma _{k\lambda }\hfill \\ & +𝒦_{\kappa \lambda }^\xi 𝒦_{\lambda \nu }^\xi \{(1+n_\xi )\delta (\omega _{k\lambda }\omega _\xi )+n_\xi \delta (\omega _{k\lambda }+\omega _\xi )\}\sigma _{\mu \kappa }].\hfill \end{array}$$
In the following we apply this approach to a system with a harmonic oscillator potential. In the interacrion picture the respective Hamiltonian of interaction reads
$$\begin{array}{ccc}\hfill \stackrel{~}{H}^{ES}\left(t\right)& =& _\xi K^\xi \left(b_\xi ^+\left(t\right)+b_\xi \left(t\right)\right)\left(a^+\left(t\right)+a\left(t\right)\right).\hfill \end{array}$$
(3)
We also suggested , that there are no negative frequencies in bath. Returning to the Schrödinger picture we can finally write the master equation for a damped harmonic oscillator
$$\begin{array}{cc}\dot{\sigma }=i\omega [a^+a,\sigma ]\hfill & +\gamma n\left([\left(a^++a\right),\sigma a]+[a^+\sigma ,\left(a^++a\right)]\right)\hfill \\ & +\gamma (n+1)\left([\left(a^++a\right),\sigma a^+]+[a\sigma ,\left(a^++a\right)]\right),\hfill \end{array}$$
(4)
with damping rate $`\gamma n=\pi \left(K^\xi \right)^2\rho \left(\omega \right)n\left(\omega \right)`$, $`\rho `$ means density of bath states. It should be noted that this master equation differs from the usual form of the master equation for the damped harmonic oscillator. The differences are the result of the full form of the molecule-bath interaction. Usually rotating wave approximation form of this Hamiltonian is used. The presence of the counter-rotating terms in the Hamiltonian leads to the phase-dependent terms in the master equation which connect diagonal matrix elements $`\sigma _{nn}`$ and non-diagonal ones $`\sigma _{mn}`$. The later describes the phase-dependent effects.
## 3 Method of solution and analytical results
The solution is based on an application of the characteristic function $`F(\lambda ,\lambda ^{},t)=Sp\left(f\sigma \right)`$, where $`f=e^{\lambda a^+}e^{\lambda ^{}a}.`$ Evaluating as usually commutators like $`[a,\mathrm{exp}(\lambda a^+)]`$ one finds: $`Sp([a^+a,\sigma ]f)=\left(\lambda ^{}_\lambda ^{}\lambda _\lambda \right)F`$ , $`Sp([a^+,\sigma a]f)=\lambda \left(_\lambda ^{}\lambda \right)F`$ , $`Sp([a^+,\sigma a^+]f)=\lambda ^{}_\lambda F`$, and etc. This allows us to transfer the operator equation (4) into the c-number differential equation with partial derivatives
$$\dot{F}=\left(\left(i\omega \lambda ^{}+\gamma \left(\lambda ^{}+\lambda \right)\right)_\lambda ^{}+\left(i\omega \lambda \gamma \left(\lambda ^{}+\lambda \right)\right)_\lambda \gamma n\left\{\lambda +\lambda ^{}\right\}^2\right)F.$$
(5)
The solution of the equation is obvious. We solve it by expanding $`F(\lambda ,\lambda ^{},t)=\mathrm{exp}\left(_{m,n}K_{mn}\left(t\right)\lambda ^m\left(\lambda ^{}\right)^n\right)`$. Substitution $`F`$ in this form into (5) gives a set of independent systems of differential equations (SODE) for functions $`K_{mn}`$ with $`m+n=N`$ being a fixed number. The first two systems are:
$`\begin{array}{cc}\begin{array}{c}\dot{K}_{10}=\left(i\omega \gamma \right)K_{10}+\gamma K_{01},\\ \dot{K}_{01}=\gamma K_{10}+\left(i\omega \gamma \right)K_{01},\end{array}& \begin{array}{c}\dot{K}_{11}=2\gamma \left(nK_{11}\right)+2\gamma \left(K_{02}+K_{20}\right),\\ \dot{K}_{20}=\gamma \left(nK_{11}\right)+2\left(i\omega \gamma \right)K_{20},\\ \dot{K}_{02}=\gamma \left(nK_{11}\right)2\left(i\omega +\gamma \right)K_{02}.\end{array}\end{array}`$For a wide class of initial states (coherent, thermal, squeezed, etc.) the consideration can be restricted by these two systems, because all higher-order elements of $`K_{mn}`$ are zero. Below we choose the coherent state as initial one. For this initial state the solutions of these SODEs read
$$\begin{array}{ccc}\hfill K_{10}+K_{01}& =& Q_0e^{\gamma t}\left[(\gamma /\stackrel{~}{\omega })\mathrm{sin}\stackrel{~}{\omega }t+\mathrm{cos}\stackrel{~}{\omega }t\right],\hfill \\ \hfill K_{11}+K_{20}+K_{02}& =& nne^{2\gamma t}\left[1+(\gamma /\stackrel{~}{\omega })^2(1\mathrm{cos}2\stackrel{~}{\omega }t)+(\gamma /\stackrel{~}{\omega })\mathrm{sin}2\stackrel{~}{\omega }t\right],\hfill \end{array}$$
(6)
where $`\stackrel{~}{\omega }=\sqrt{\omega ^2\gamma ^2}`$, $`n=(\mathrm{exp}(\mathrm{}\omega /k_BT)1)^1`$ and $`Q_0`$ is initial coherent state coordinate. The distribution of interest in coordinate space is $`P(Q,t)`$=
$`\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\lambda e^{i\lambda Q}\chi (\lambda ,t)`$, where $`\chi (\lambda ,t)=Sp\left(e^{i\lambda \left(a^++a\right)}\sigma (t)\right)`$ =$`e^{\frac{1}{2}\lambda ^2}F(i\lambda ,i\lambda ,t)`$. Integration yields
$$P(Q,t)=\frac{2}{\sqrt{\pi \left(\frac{1}{2}+K_{20}+K_{02}+K_{11}\right)}}\mathrm{exp}\left\{\frac{\left(QK_{10}K_{01}\right)^2}{\frac{1}{2}+K_{20}+K_{02}+K_{11}}\right\}.$$
(7)
The obtained exact solution $`P(Q,t)`$ shows some kind of classical squeezing
because the width of the wave packet slightly oscillates in time instead of it’s monotone increasing for usual damping processes. This squeezing which is displayed in Fig.1 has not been derived previously. It should be stressed that this is not quantum squeezing because this width is never smaller than the ground state width. Eq.6 demonstrates a decrease of the effective harmonic oscillator frequency due to the phase-dependent interaction with the bath. This prediction is also new.
The consideration of more complex potentials on the basis of proposed generalized master equations is now in progress.
## References |
warning/0001/astro-ph0001435.html | ar5iv | text | # The MACHO Project 9 Million Star Color-Magnitude Diagram of the Large Magellanic Cloud
## 1 Introduction
The Large Magellanic Cloud (LMC) is a nearby galaxy with one spiral arm and a bar (de Vaucouleurs 1954). The LMC exhibits a disk-like exponential surface brightness profile. The surface brightness profile of the LMC bar, unlike typical galactic bars, is also exponential (Bothun & Thompson 1988). The study of the resolved stellar populations in the LMC bar is challenging because the surface density of stars is quite high. However, the proximity of the LMC otherwise favors detailed observations. It is important to study the stellar populations of nearby galaxies like the LMC in order to understand the processes of galaxy evolution. In particular, the formation of exponential disks is an outstanding problem in cosmogony (e.g. Freeman 1970, Fall & Efstathiou 1980, Dalcanton et al. 1997).
Butcher’s (1977) seminal study of the main sequence luminosity function in the LMC showed that the star formation histories of the LMC disk and the solar neighborhood Galactic disk are different. Butcher (1977) concluded that the bulk of LMC field stars formed $``$3-5 Gyr ago rather than $``$10 Gyr ago, when the Galactic disk appeared to have formed (Salpeter 1955). Numerous subsequent studies of LMC field stars have supported this initial claim (Bertelli et al. 1992, Westerlund 1997, van den Bergh 1998). For example, Geha et al. (1998) found that roughly half of the stars in outer disk fields of the LMC formed before and after 4 Gyrs ago. Recent stellar populations studies, such as those made with the Hubble Space Telescope (e.g. Geha et al. 1998, Olsen 1999, Holtzman et al. 1999), are now beginning to probe the spatial variations of the LMC star formation history in detail. Holtzman et al. (1999) argue that the LMC bar has a larger relative component of older stars than the outer disk fields.
The first color-magnitude diagram (CMD) study of the LMC bar was made by Tifft and Snell (1971). Their CMD contained $``$1000 stars to a limiting magnitude of $`V18`$ mag. Tifft and Snell (1971) first observed the tip of the red giant branch (RGB) in the LMC bar, thus identifying an old stellar population. Hardy et al. (1984) obtained a CMD of the LMC bar with $``$18000 stars to a limiting magnitude of $`V21`$ mag. They argued that the dominant stellar population in the bar formed $``$1-3 Gyr ago, and concluded that an older population in their CMD was only a weak component. Elson et al. (1998) reached a similar conclusion. They analyzed a Hubble Space Telescope CMD of an “inner disk” field (close to the bar) and argued that the bar formed $``$1 Gyr ago and the disk formed $``$3 Gyr ago. Olsen (1999) and Holtzman et al. (1999) have contested the relatively young disk and bar advocated by Elson et al. (1997).
In this paper, we present a 9 million star color-magnitude diagram (9M CMD) of the LMC bar. Our fields cover almost the entire LMC bar (10 square degrees) to a limiting magnitude of $`V22`$ mag. These are the same fields extensively analysed for microlensing by Alcock et al. (1997). The 9M CMD is assembled from MACHO Project two-color instrumental photometry calibrated to the standard Kron-Cousins $`V`$ and $`R`$ system (Alcock et al. 1999). For these 9 million stars, the precision of the photometric calibration is $`\sigma _V`$ = $`\sigma _R`$ = 0.02 mag. In addition to the sheer number of stars, near total spatial coverage of the bar, and high precision calibration, each star in the 9M CMD is represented by a 6-year lightcurve consisting of $``$1000 two-color photometric measurements. Variable stars are easily identified with these time-sampled data. The 9M CMD is the product of wide-field imaging array detector technology and a dedicated, ground-based, 1-m class survey telescope.
In order to discuss the taxonomy of the 9M CMD, we begin with a “tour.” The tour is intended to give the reader an overall impression and introduce key features which are the subject of more detailed discussions that follow. After the tour, we turn our attention to the young LMC stellar populations. The core helium-burning red and blue supergiants and Cepheid variable stars are particularly interesting examples of the late stages of stellar evolution of intermediate-mass stars. Supergiants in the LMC have a long history as testing grounds for the theory of stellar evolution, although past attempts to study these rare stars have sometimes proven difficult for the small samples available (e.g. Maeder & Meynet 1989, Langer & Maeder 1995). The 9M CMD represents the largest homogeneous sample of non-variable supergiants and Cepheids ever assembled, thus allowing for new and precise comparisons with theory.
Next, we examine the old LMC stellar populations. The metallicities and ages of these stars are not well-known, which is an obstacle to the sort of detailed comparisons with theory we make with the young stellar populations. Therefore, a model for the old LMC stellar populations is first constructed. In order to minimize the dependence of this analysis on purely theoretical results, we rely primarily on the comparison of major features in the 9M CMD and the properties of variable stars with their counterparts in clusters. Clusters are useful because they serve as “template” populations, or building blocks for the composite 9M CMD. Our simple model for the old LMC populations is intended to serve as a check of more sophisticated, but isochrone-dependent, analyses of the LMC star formation history. In many respects, we repeat our analysis of the intermediate-mass supergiants and Cepheids, but for the low-mass helium-burning giants. By studying the low-mass RR Lyrae variables, we make inferences to the nature of the old and metal-poor LMC field population. This elusive LMC population probes the formation epoch of the LMC, with general implications for cosmogony.
## 2 Tour of the 9 Million Star Color-Magnitude Diagram
### 2.1 Construction
The MACHO photometry data and transformation of these data to the Kron-Cousins $`V`$ and $`R`$ standard system are discussed extensively by Alcock et al. (1999), to which the reader is referred for further details. These calibrated photometry data may be properly compared to other data on the Kron-Cousins standard system. Moreover, we may infer accurate effective temperatures and bolometric luminosities with consideration of stellar atmospheres convolved with the standard $`V`$ and $`R`$ passbands, thus allowing for direct comparisons of stars in the 9M CMD with theoretical results. Unless otherwise noted, the photometry data analysed here are derived from single observations; they are not time-averaged magnitudes and colors.
The 9 million stars analysed in this paper are distributed throughout 22 MACHO Project survey fields. A map of these fields overlayed on a wide-field image of the LMC (Bothun and Thompson 1988) is presented in Alcock et al. (1997; their Figure 1). Coordinates of the field centers are also provided. For each of the 22 fields, we bin the photometry data into a Hess diagram. A Hess diagram is a CMD that also contains information on the number of stars as a function of color and magnitude. We use a bin size of 0.01 mag in $`(VR)`$ and 0.02 mag in $`V`$ with axes running from $`0.5<(VR)<1.5`$ and $`22<V<12`$ mag. We make the final 9M CMD “image” by summing the 22 individual field CMDs using standard IRAF<sup>1</sup><sup>1</sup>1The Image Reduction and Analysis Facility, v2.10.2, operated by the National Optical Astronomy Observatories. image processing routines.
### 2.2 The Tour
We present the 9M CMD in Figure 1. The image is log-scaled and color coded. The log of the number of stars in each pixel increases following the sequence: $`bluegreenyellowred`$. Important stellar evolutionary phases occur over three orders of magnitude in stellar number density. The highest pixel value in this image is $``$3.5 dex, which is found at the peak of the red horizontal branch clump (feature C in Fig. 1). This single high pixel therefore represents $``$3000 stars with the same $`(VR)`$ color and $`V`$ mag to within the resolution of our adopted pixel/bin size. Figure 1 is designed to give an overall impression of the 9M CMD data. A small number of stars brighter than $`V=12`$ mag are not shown; this is above the saturation limit of the MACHO image data for the LMC anyway. Incompleteness is clearly evident for $`V>21`$ mag. For example, the number density of main sequence sequence stars would still be increasing at this brightness if not for incompleteness in the data (Alcock et al. 1999). We will restrict our analyses to the brighter stars in the 9M CMD. We have labeled nine features with the letters (A) through (I) in Figure 1. These are identified as follows.
(A) The main sequence. These stars are primarily core hydrogen-burners (Maeder & Meynet 1989). The majority of main sequence stars visible in the 9M CMD have either O, B, or A spectral types. The ridge line of the main sequence is not exactly vertical, but instead runs slightly from blue to red with decreasing brightness. There are almost no stars blueward of the upper main sequence. The stars bluer than the main sequence ridge line and increasing in number at progressively fainter magnitudes are consistent with our photometric errors and the total numbers of stars found on the main sequence. The range of brightnesses on the main sequence may be interpreted as a range of initial masses. The bright upper main sequence stars indicate recent star formation in the LMC bar; these stars only live $``$20 Myr (Maeder & Meynet 1989).
(B) The giant branch. The stars on the giant branch are old, but in a mix of different evolutionary phases. Most of these stars are on the first-ascent red giant branch (RGB); they have degenerate helium cores and hydrogen-burning shells (Schwarzschild 1958). The base of the RGB (i.e. the subgiant branch) is not visible in the 9M CMD (it is too faint). However, the termination, or “tip” of the RGB is seen at feature (E). Stars at the tip of the RGB ignite helium in their cores and evolve very rapidly to the horizontal branch, near feature (C). Some of the stars on the giant branch are also on the asymptotic giant branch (AGB). These stars are helium shell-burners, and are in an evolutionary state more advanced than the horizontal branch. For many stars in the 9M CMD, the AGB begins at (D), continues past (E) and into region (F). We do not resolve the RGB and AGB in the 9M CMD. Stars located redward of the giant branch ridge line are affected by differential reddening or photometric errors. In addition, some of these stars are foreground stars (in our Galaxy), and some are galaxies behind the LMC.
The association of the LMC bar giant branch with an “old” population was first made by Tifft and Snell (1971). This is more precisely defined as a population older than $``$1 Gyr, a characteristic age also known as the RGB phase transition (Sweigart et al. 1990). The initial mass of stars at this transition is likely $``$2 $`M_{}`$ (Bertelli et al. 1985, Sweigart et al. 1990), which sets a lower limit on the age of a stellar population with a fully developed (extended) giant branch.
(C) The horizontal branch red clump. The stars in the horizontal branch (HB) red clump are primarily core helium-burners older than $``$1 Gyr (Seidel et al. 1987), although some of these stars may be in different evolutionary phases. The red HB clump is very prominent in the 9M CMD. Note the elongation along the reddening vector due to differential reddening in the LMC (like some of the stars redward of the giant branch ridge line). There are also brighter and bluer red HB clump stars, visible as a faint extension of the red HB clump running toward label (A). These are unresolved blends<sup>2</sup><sup>2</sup>2The chance superposition of two stars on the sky which we are unable to resolve with our ground-based image data. Some of these may be binary systems, also unresolved in our data. of red clump and main sequence stars. Although confused with the giant branch, clump-clump and clump-giant branch blends are likely present in similar numbers in the 9M CMD.
The ages and metallicities of the red HB clump giants in the LMC are surprisingly ill-constrained. Hardy et al. (1984) argued that the red HB clump giants in the LMC bar are most likely $``$1 to 3 Gyrs old. However, their upper age limit is based on uncertain subgiant branch starcounts. In this work, we will constrain the ages and metallicities of the red HB clump giants using other stellar evolutionary features in the 9M CMD, such as the giant branch (B), the AGB-bump (D), and the properties of the field RR Lyrae variable stars.
It is useful to compare the red HB clump giants to the RR Lyrae variable stars in the 9M CMD because they are closely related in a stellar evolutionary sense, and the characteristic ages of RR Lyraes are known. RR Lyraes are believed to be very old, having been found only in very old clusters ($`\stackrel{>}{}`$9 Gyr). In the LMC, RR Lyrae are also known to be metal-poor (see Olszewski et al. 1996 for a review). We find the red HB clump is $`\mathrm{\Delta }V=0.28`$ mag brighter than the mean brightness of the RR Lyraes in the 9M CMD (the RR Lyraes are not distinct in Figure 1, but see §4.2 of this paper). This brightness difference is larger than expected on theoretical grounds for an old, coeval HB (e.g. Fusi Pecci et al. 1996). However, this alone is not proof that the RR Lyraes and red HB clump giants in the LMC bar have different ages. The luminosity predictions of stellar evolution theory are very difficult to test at this high level of precision (Alves & Sarajedini 1999). If we estimate the mean metallicity of the red HB clump giants in the LMC bar, and assume that $`age`$ is the so-called second parameter influencing HB morphology (Sandage & Wiley 1966, Stetson et al. 1996), then the color, brightness, and number of red HB clump giants may give an indication to their age (Lee et al. 1994, Sarajedini et al. 1995, Hatzidimtriou 1991).
The analog of red HB clump stars for populations younger than the RGB phase transition are also present here. These stars populate a feature in the 9M CMD that has been called the VRC, for vertically-extended red clump (Zaritsky & Lin 1997). The VRC has been observed in other local group galaxies, such as Carina (Smecker-Hane et al. 1994) and Fornax (Saviane et al. 1999). If we define the VRC as a CMD feature populated by stars in the same stellar evolutionary phase, then the VRC in the LMC is composed of $``$2 to 4 $`M_{}`$ core helium-burning red giants (Corsi et al. 1994). The VRC is the high-mass extension of the red HB clump and the low-mass extension of the red supergiants, feature (I). The VRC is visible in the 9M CMD just to the left (blueward) of the label (B) in Figure 1. At this brightness, the giant branch is beginning to “turn over” to redder colors which makes it easier to distinguish the VRC sequence.
VRC stars with initial masses very close to the RGB phase transition may actually be up to $``$0.5 mag fainter than the peak concentration of the red HB clump in the 9M CMD (Corsi et al. 1994, Girardi 1998). Bica et al. (1998) and Piatti et al. (1999) have probably observed this “sub-clump” in several outer disk fields of the LMC. After reaching a minimum brightness, progressively younger stars in this evolutionary phase will then be brighter.
The density of stars along the VRC sequence will depend on the lifetimes of red giants of different initial masses, and also on the recent star formation history of the LMC. The theoretical lifetimes of VRC stars are very sensitive to the parameterization of convective overshoot, which may depend on initial mass and metallicity in a non-trivial manner (Schroder et al. 1997). Stochastic star formation throughout the LMC disk may also cause variations in the density of stars along the VRC, complicating comparisons with theory. Bica et al. (1998; but see Piatti et al. 1999) and Zaritsky and Lin (1997) have attributed stellar density variations along the VRC to extragalactic stellar populations. The VRC as defined here is a well-known stellar evolutionary branch in CMDs representing mixed-age populations, and should not be confused with the fluctuations in stellar density along this branch that have lead to claims of new stellar populations in front (or behind) the LMC.
(D) The asymptotic giant branch bump. We find a small concentration of stars on the giant branch approximately one mag brighter than the horizontal branch. This feature was first observed by Hardy et al. (1984) in their CMD of the LMC bar. It is the AGB-bump, a slight evolutionary pause marking the transition from core to shell helium-burning (Castellani, Chieffi & Pulone 1991). The AGB-bump is the “base” of the AGB. The AGB-bump stars in the 9M CMD are likely the same old population as the RR Lyrae stars, otherwise this feature would be much brighter (Alves & Sarajedini 1999).
(E) The tip of the red giant branch. The tip of the red giant branch is defined by ignition of the degenerate helium core in old (low-mass) stars, an event known as the helium flash (Renzini & Fusi Pecci 1993). In the 9M CMD, some stars at the blue edge of the tip of the RGB are likely unresolved blends of two giant branch stars. These blends “puff up” the tip of the RGB.
(F) The asymptotic giant branch. These bright and very red stars are on the AGB. The AGB consists of two major helium shell-burning evolutionary phases: the “early AGB”, during which the outer hydrogen shell is extinguished, and the “thermal-pulsing AGB,” marked by the reignition of the hydrogen shell (Iben & Renzini 1983). The transition from the early AGB to the thermal-pulsing AGB is theoretically predicted to occur near the tip of the RGB, and may be associated with the onset of pulsation in these stars (Alves et al. 1998, Wood et al. 1998). The AGB stars brighter or redder than the tip of the RGB are all likely experiencing thermal pulses. The label (F) in Figure 1 marks the upper envelope of where most of the AGB stars are found. The AGB stars populate the region between the label & arrow (E) and up to the label (F). At the red edge of the AGB region (where the most highly-evolved AGB stars reside), the 9M CMD reveals a bimodal structure, which we will examine in detail.
(G) The blue supergiants. These are $`4\stackrel{<}{}M\stackrel{<}{}`$ 9 $`M_{}`$ core helium-burning stars. They spend most of their post-main sequence lifetimes as either blue or red supergiants (Maeder & Meynet 1989). While “looping” between the red and blue phases, these supergiants cross the instability strip and become Cepheid variable stars. The blue supergiants therefore define the “tips” of the blue loops. This is the lowest density stellar evolution feature we identify in the 9M CMD. The sequence runs from red to blue with increasing brightness and is visible between the main sequence and feature (H), the foreground Galactic disk stars.
(H) The foreground Galactic disk stars. The wide-field coverage of the 9M CMD results in significant “contamination” by Galactic foreground stars. The foreground Galactic disk stars lie along sequence (H) in the 9M CMD. The Galactic spheroid and thick disk make a small contribution at this brightness in the 9M CMD (Yoshii & Rodgers 1989). The moderately low Galactic latitude of the LMC ($`b30^{}`$) increases the number of foreground disk stars relative to halo and thick disk stars over the case of starcounts at the Galactic poles.
(I) The red supergiants. These are the $`4\stackrel{<}{}M\stackrel{<}{}`$ 9 $`M_{}`$ core helium-burning red giant stars associated with the blue supergiants and the Cepheid variables. They are also the high-mass extension of the VRC. Inspection of Figure 1 shows that there are more red than blue supergiants in the LMC bar. We will quantify this observation in the next section.
## 3 Young Stellar Populations: Supergiants and Cepheids
The supergiant and VRC sequences in the 9M CMD are collectively known as “intermediate-mass” stars. Intermediate-mass stars ignite helium non-degenerately, but develop a highly electron-degenerate carbon-oxygen core after exhaustion of helium. The exact mass range depends on chemical composition, but is likely $``$2 to 9 $`M_{}`$ (Bertelli et al. 1985). After these stars leave the main sequence and evolve rapidly to become red giants (or supergiants, depending on the initial mass of the star), helium ignites in the core and a hydrogen shell burns outward. This shell eventually approaches a chemical composition discontinuity left by the furthest extent of the convective envelope during core hydrogen-burning, which triggers rapid movement of the star back to the blue side of the CMD (Lauterborn et al. 1971, Stothers & Chin 1991, but see also Renzini et al. 1992). Subsequently, these stars evolve back to the red side of the CMD, which marks the end of the first “blue loop.” The helium shell ignites (double shell-burning), and these stars may make a second blue loop (Becker 1981). Second blue loops are even less well understood than first blue loops (Hoeppner et al. 1978), but are theoretically predicted to last $``$10% of the lifetime of the first blue loop, if they occur at all.
The first blue loop is sometimes called the Cepheid loop, because it is the longer of the two loops and most Cepheids are believed to be in this phase of evolution (Becker 1981). Even during the first blue loop, these stars evolve very quickly between the tip of the blue loop and the red supergiant sequence. This rapid evolution manifests as a “gap” in CMDs representing young stellar populations, also known as the Hertzsprung gap. Blue loops tend to become shorter in lower mass stars until no loops occur (Maeder & Meynet 1989). This stellar evolutionary trend is clearly confirmed by the blue supergiant sequence in the 9M CMD, which becomes redder at lower luminosities. We observe the red supergiants making blue loops, but not the VRC stars. The blue supergiant sequence in the 9M CMD represents the outer-envelope of intermediate-mass stars on blue loops.
While stellar evolution theory for intermediate-mass stars successfully predicts the major observational characteristics of supergiants and Cepheids, the models may fail to match observation in detail (Renzini et al. 1992; Langer & Maeder 1995). Therefore, it is worth examining the supergiants in the 9M CMD and making a comparison with theory for the possibility of advancing the theory. We assume that the intermediate-mass stars in the LMC bar have similar, moderately subsolar metallicities ($`[Fe/H]=0.4`$ dex; Westerlund 1997, see also Luck et al. 1998). In this case, the 9M CMD represents the largest homogeneous sample of non-variable supergiants and Cepheids ever assembled.
### 3.1 Isolating the Supergiants
We present two different versions of the 9M CMD in Figure 2. In these diagrams, we adopt a bin size of 0.03 mag in $`(VR)`$ and $`V`$ with axes running from $`0.3<(VR)<1.5`$ and $`17<V<14.5`$ mag. The scale and bin size are chosen to show the two supergiant sequences clearly. Intensity and contours (1.0 to 2.5 dex in 0.25 steps) indicate the logarithmic number of stars (number per 0.03 mag square color-mag bin). Panel (B) is a subset of panel (A), where we have removed all variable stars. The variable stars are identified by poor fits to constant-brightness 4-year lightcurves.
There are only small regions in the 9M CMD where the supergiant sequences are free from contamination by other major features. This is particularly true for the blue supergiants. The foreground Galactic disk stars are the most serious interloper we must confront. In panel (B) of Figure 2, we indicate two “apertures” with white rectangles. These are used to count the (non-variable) blue and red supergiants. The apertures are centered on $`(VR),V`$ = 0.18, 15.25 and 0.66, 15.75 mag, respectively. The aperture sizes are $`\mathrm{\Delta }(VR),\mathrm{\Delta }V`$ = 0.2, 0.5 mag. There are clearly more red then blue supergiants in these apertures. We also draw attention to the gradients in number density with increasing brightness within the apertures. While the number density of blue supergiants is nearly constant, the number density of red supergiants is visibly decreasing. In this work, we restrict our analysis to the average properties of supergiants in these two apertures<sup>3</sup><sup>3</sup>3We have calculated the ratio of blue and red supergiants in 88 quarter-field regions of the 9M CMD (including variables) and find a mean value $`0.504\pm 0.033`$ and a median value of 0.44, excluding one region with an exceptionally high degree of differential reddening. This analysis reassures us that the mean ratio of non-variable blue and red supergiants described in the text is representative of the young LMC bar population..
In Figure 3, we present color-frequency histograms of the bright stars in the 9M CMD (shown as solid line histograms). These give the number of stars per 0.1 mag color bin and $`V\pm 0.25`$ mag, where $`V`$ is labeled in the upper right corner of each panel. The shaded histogram is a model prediction for Galactic disk foreground stars along the line of sight toward the LMC bar. The Galaxy model is briefly summarized in the next paragraph. The agreement between the 9M CMD data and the model is comparable to other well-studied lines of sight (for a recent modeling of starcount data along multiple lines-of-sight, see Ng et al. 1997). The detailed disagreement between the model and 9M CMD starcounts may be due to the normalization of the local disk luminosity function and assumptions regarding the local disk giant branch (see below). This is not critical to our analysis. This model comparison unambiguously identifies feature H in Figure 1 with foreground stars. In addition, the color distribution of foreground Galactic disk stars shows a sharp blue edge, and thus blue LMC supergiants may be isolated with an appropriate color cut. The fractional contamination of the red LMC supergiants by foreground Galactic disk stars is estimated to be $``$10% in the brightness range of interest ($`V=15.75`$ mag).
Our Galaxy model consists of two components, a standard double-exponential disk and a spheroid. However, the spheroid is a minor contributor to the starcounts at the brightnesses we are concerned with in this work (Bahcall & Soneira 1980), and this component is not described here. We do not include extinction in our model. Our local disk luminosity function is adopted from Yoshii et al. (1987), but is re-binned into (no. stars) $`\times `$ (0.5 mag)<sup>-1</sup> $`\times `$ pc<sup>-3</sup>. We predict a local spatial density of $`n`$ = 0.036 stars pc<sup>-3</sup>, which projects to a column density at the solar radius of 47 $`M_{}`$ pc<sup>-2</sup>. We adopt a CMD for the disk stars consistent with the $`z=0.008`$ isochrones of Bertelli et al. (1994). This slightly subsolar metallicity accounts for radial and vertical metallicity gradients in the disk, and dilution from thick disk stars in an average manner. We have explicitly tested the effect of disk metallicity gradients of the forms given by Yoshii et al. (1987), and find a negligible effect on the star count colors for the models relevant to this investigation. We do not include a giant branch in our model. We assume a Galactocentric solar radius R = 8 kpc and a disk radial scale length R<sub>D</sub> = 3.8 kpc (Yoshii & Rodgers 1989). Our vertical scale heights ($`H_Z`$), are a function of $`M_V`$, running from $`H_Z=90`$ for $`M_V<1`$ mag to $`H_Z=400`$ pc for $`M_V>5`$ mag. This function is consistent with the data summarized in Bahcall and Soneira (1980). We have tested our Galaxy model against starcount data along lines of sight toward the North Galactic pole (Yoshii et al. 1987), the South Galactic pole (Reid & Gilmore 1982), and the Galactic anti-center (Ojha et al. 1994), and find satisfactory agreement in all cases.
In Figure 4, we present a CMD also showing a parallelogram connecting the non-variable supergiant apertures used to count Cepheids. We plot the time-averaged magnitude and colors of 1720 Cepheids identified in the 9M CMD as small open circles (not all of these are within the limits of Figure 4). The smattering of very blue or red Cepheids may be attributed to photometric blends or differential reddening and do not affect this analysis. We assume the catalog of Cepheids is complete at this brightness. We also plot fiducial sequences for the non-variable supergiants as bold circles. These fiducial marks are calculated by assembling all stars within a 30 arcsecond radius of each Cepheid into color-frequency histograms, and adopting the center of the highest bin. The contrast of supergiants relative to the foreground Galactic disk stars is high because many Cepheids and non-variable supergiants are grouped in clusters and loose associations. As a check, we also perform a statistical subtraction of foreground stars predicted by our Galaxy model and remake the color-frequency histograms. The fiducial marks derived in this manner are consistent. The supergiant fiducial marks are listed in Table 1, along with other marks to be described later.
Also plotted in Figure 4 are two $`z=0.008`$, $`M=5M_{}`$ stellar evolution model tracks. These are projected into the observable plane ($`V`$,$`VR`$) with analytic approximations to the Bertelli et al. (1994) isochrone data. The tracks have been shifted to “fit” the supergiant fiducial sequences and also the color of the main sequence turn-off (not shown). The fit is judged by eye. For a fixed metallicity, the color difference between the red and blue supergiants is a function of initial mass. The color difference between the main sequence and red supergiants is also a function of initial mass (at a fixed metallicity). Thus, we are confident that the adopted apertures isolate supergiants with $`5M_{}`$ initial masses. The shifts are needed to place the model tracks “in the LMC,” i.e. to account for distance and reddening. We disregard the sloping initial mass function in this analysis because the time $`5M_{}`$ stars spend as helium-burning supergiants is small compared to their main sequence lifetimes. Although the model tracks extend outside of the apertures (notably the red aperture), the time spent outside is very small compared to the time spent inside. The model which enters in the lower right of the red aperture is from Schaerer et al. (1993), while the other model is from Fagatto et al. (1994). The Schaerer et al. (1993) model crosses the Cepheid aperture at a brighter magnitude than the Fagatto et al. (1994) model. Both models have a metal abundance $`z=0.008`$ and use the same Livermore opacity tables. The Schaerer et al. (1993) model has a helium abundance $`y=0.265`$, while the Fagatto et al. (1994) model has $`y=0.250`$. The treatments of convection (including overshooting) and mass loss are similar, but may differ in some details.
### 3.2 Counting Supergiants and Comparison with Theory
The numbers of non-variable red supergiants, blue supergiants, and Cepheids are $`r=2064`$, $`b=805`$, and $`c=280`$, respectively. If we make a 10% correction to $`r`$ for foreground stars, the blue to red supergiant ratio is $`b/r`$ = 0.43 and the ratio of Cepheids to non-variable supergiants is $`c/(b+r)=0.105`$. We estimate an uncertainty of 10%, allowing primarily for the uncertainty in our foreground star correction. The blue edge of the Cepheid instability strip in our aperture is at $`(VR)=0.30\pm 0.02`$ mag and the red edge is at $`(VR)=0.47\pm 0.02`$ mag. Shifting the theoretical models to match the fiducial supergiant sequences in the 9M CMD provides a self-consistent color-temperature calibration for these stars. Using this calibration, we find the blue and red edges are $`\mathrm{log}(T)=3.77\pm 0.01`$ and $`3.70\pm 0.01`$ dex, respectively. We adopt the blue edge of the red aperture as $`\mathrm{log}(T)=3.68`$ dex.
Adopting the red edge of the blue aperture and the blue edge of the red aperture to demark the red and blue supergiant phases, the Schaerer et al. (1993) model predicts $`b/r=0.31`$ while the Fagatto et al. (1994) model predicts $`b/r=1.02`$. We use the same segments of the model tracks as shown in Figure 4. Adopting the instability strip as derived above, we find $`c/(b+r)=0.096`$ and 0.109 for the Schaerer et al. (1993) and Fagatto et al. (1994) models, respectively. The agreement between our measurement and the single mass model predictions for $`c/(b+r)`$ is quite good. This consistency is strong support for these models accurately representing the physical processes by which these stars evolve. Once evolution across the Hertzsprung gap for the first blue loop is initiated in these models, it may proceed through the instability strip on a time scale that is fairly insensitive to the detailed differences in model input physics<sup>4</sup><sup>4</sup>4This would make sense for the the first, or the fourth and fifth crossings (Becker 1981), because these proceed on the thermal (Kelvin-Helmholtz) time scale of the envelope. However, the first blue loop proceeds on a nuclear time scale of the core (Kippenhahn & Weigert 1990), which might be just as sensitive to model input physics as evolution at the each end of the blue loop.. In contrast, it would appear that evolution at each end of the blue loop is quite sensitive to differences in the model input physics. The nearly equal number of red and blue supergiants predicted by the Fagatto et al. (1994) model is difficult to reconcile with our measured ratio. We speculate that subtle differences in the parameterized treatments of convection may be the cause of this discrepancy between models.
The agreement between our measured $`c/(b+r)`$ ratio for $`5M_{}`$ supergiants and the model predictions has several interesting implications. If the instability strip crossing time is nearly independent of model input physics, we infer that the models accurately predict the total time these stars spend as helium-burning supergiants. Since the ratio of hydrogen to helium-burning lifetimes for intermediate-mass stars is sensitive to the treatment of convective overshooting (Lattanzio et al. 1991), our result lends support to the overall amount of parameterized convective overshoot in these two models examined, despite the detailed differences found.
There are additional implications for the Cepheids. A theoretical Cepheid period-frequency histogram calculated by assuming a constant star formation rate and a Salpeter (1955) initial mass function predicts fewer $`5M_{}`$ Cepheids than observed in the LMC bar, which has been interpreted as a short duration “burst” of star formation $``$100 Myr ago (Alcock et al. 1998b). The inference of a burst is likely a model-independent result because the time spent in the instability strip is very nearly the same for the two $`5M_{}`$ models examined here. However, we caution that results pertaining to the peak of the Cepheid period-frequency histogram in Alcock et al. (1998b) are strongly model dependent, since the peak number of Cepheids in a period-frequency histogram corresponds to the time spent at the tips of those blue loops that enter the instability strip ($`M<5M_{}`$ in the LMC). Finally, we note that neither of the two $`5M_{}`$ models examined here have second blue loops. However, the uncertainty of our measured $`c/(b+r)`$ ratio is too large to rule out or confirm the existence of a small number of Cepheids on second blue loops.
An additional interesting implication of the $`c/(b+r)`$ ratio in the 9M CMD pertains to the discovery of $``$600 Cepheids with $`V\stackrel{>}{}17`$ mag and periods $`\stackrel{<}{}`$ 2.5 day (Alcock et al. 1998b, see also Alves et al. 1998). These Cepheids clearly lie below the observed blue supergiant sequence in the 9M CMD, implying evolution via a “non-standard” channel. Alcock et al. (1998b) propose that the faint Cepheids are merged binaries, formerly two $``$1.5 $`M_{}`$ stars. Indeed, these stars may be ubiquitous if a major burst of star formation occurred $``$3 Gyr ago. The number of merged $``$2.5 $`M_{}`$ stars that produce $``$5 $`M_{}`$ Cepheids is calculated by scaling from the faint Cepheids, as follows. We assume a Salpeter (1955) initial mass function, vis. $`dN/dM=M^{2.35}`$, and a constant star formation rate over the period of time during which 1.5 to 2.5 $`M_{}`$ Cepheids are born in the LMC. In this case, the number of $`5M_{}`$ Cepheids produced by binary mergers would be $`n600\times (1.5/2.5)^{2.35}180`$. Adding this to the number of Cepheids predicted from the number of red and blue supergiants yields $`c`$ = 460, which compares with $`c`$ = 280 observed.
It may be difficult to reconcile the binary merger hypothesis for the origin of the low luminosity Cepheids with the $`c/(b+r)`$ ratio for $``$5 $`M_{}`$ Cepheids. First, it is unlikely that merged binaries will follow single star evolution paths through the red and blue supergiant phases if the Cepheid loop is triggered by the discontinuity in the chemical profile of the envelope as suggested by theory. There is no obvious mechanism by which the necessary envelope discontinuity would form during, or after, a binary merger. Therefore, merged binaries would not produce the correct numbers of Cepheids and non-variable red and blue supergiants. Second, while it is possible that the star formation history of the LMC conspired to produce very few 2.5 $`M_{}`$ stars (thus avoiding the problem of too many $``$5 $`M_{}`$ merged-binary Cepheids), this requires very fine tuning of the star formation history. If the 5 $`M_{}`$ models are to be trusted, we conclude either (1) the probability of binary mergers is much lower for higher mass LMC stars, and thus only low luminosity Cepheids are produced from binary mergers, or (2) binary mergers are not responsible for the curious low luminosity Cepheids.
## 4 Old Stellar Populations: The Data
### 4.1 9M CMD Fiducial Marks
Fiducial marks on the giant branch are defined as the peak of color-frequency histograms in $`\mathrm{\Delta }V`$ = 0.5 mag bins centered on the values listed in Table 1 ($`V`$ = 16.75, 17.25 17.75, 18.25, and 19.75 mag). The fiducial marks were measured separately for each of 22 MACHO survey fields<sup>5</sup><sup>5</sup>5Although it is beyond the scope of this work to provide a detailed comparative analysis of these 22, $``$0.4 million star CMDs, we remark on a few outstanding field giant branches (see Alcock et al. 1997, their Fig. 1). Fields 11 and 82 appear to suffer from notably large amounts of differential reddening. Fields 3, 77, and 80 are quite red (these are adjacent, running North from near the center of the bar). We speculate that there is a higher degree of foreground reddening for these fields (i.e. possibly a foreground dust cloud). Field 7 had the bluest giant branch (it is adjacent and South of field 77), and we suspect a particularly small degree of foreground reddening. included in the 9M CMD (see Alcock et al. 1997). In some cases, no clear peak was evident at $`V`$ = 19.75 mag (fields 11, 15, and 81), and these fields were excluded when calculating this average mark. The average marks should accurately represent the shape (i.e. curvature) of the giant branch in the 9M CMD; they are listed in Table 1. We find a standard deviation for each of the mean RGB fiducial marks of $`\sigma _{VR}`$ = 0.04 mag, which gives an indication of the natural width of the giant branch (due possibly to superposed RGBs and AGBs, but also differential reddening throughout the bar).
In the top panel of Figure 5, we plot as small circles a random $``$10k stars from the 9M CMD located near the tip of the RGB (tip-RGB). In the middle panel, we show a different $``$10k sample of stars, where we have now excluded all candidate variable stars. The horizontal lines in these two panels are the giant branch fiducial marks (these show $`\pm 0.04`$ mag in color). The angled mark corresponds to $`W_{3.3}=V3.3(VR)=13.62`$ mag for $`0.80<VR<0.95`$ mag. The derivation of this fiducial mark is illustrated in the bottom panel. Here, we plot histograms of all stars in this region of the 9M CMD (not just the $``$10k subsets shown in the upper two panels) projected along the $`W_{3.3}=V3.3(VR)`$ vector. The bin-size is 0.02 mag. The solid line shows all stars, while the dotted line shows all non-variable stars. The luminosity functions fall off at large $`W_{3.3}`$ because we only count stars within the limits of $`(V,VR)`$ shown in the upper two panels. The slope of the $`W_{3.3}`$ vector was chosen by eye. (Trials with different slopes did not change the result.) We calculate the difference in height between consecutive bins, divided by the square root of the mean number of stars in the two bins as a measure of the “step” which occurs at the tip-RGB. Both histograms yield $`W_{3.3}`$ = 13.62 as the most significant step, which is marked with an arrow in the bottom panel of Figure 6. However, the lack of a well-defined tip-RGB is the most notable feature of these $`W_{3.3}`$ luminosity functions. This may be due to photometric blends, differential reddening, mixed age and metallicity LMC populations on the giant branch, or a combination of these effects. In Table 1, we list the blue and red tip-RGB at $`(VR)`$ = 0.80 and 0.95 mag, $`W_{3.3}`$ = 13.62 mag.
In Figure 6, we show a log-scaled Hess diagram of the region around the horizontal branch in the 9M CMD. Axes run from $`(VR)=0.1`$ to 0.7 mag and $`V`$ = 20 to 18 mag. Bin size is $`\mathrm{\Delta }(VR)`$ = 0.01 mag and $`\mathrm{\Delta }V`$ = 0.02 mag. We plot logarithmic contours at 1.8, 2.0, 2.2, 2.4, 2.6, 2.7 (near the AGB-bump), 2.8, 3.0, 3.2 (near the red HB clump), 3.3 and 3.4 dex. On the right-hand axis of Figure 6 and in order of decreasing brightness, we mark the fiducial $`V`$ magnitudes for the AGB-bump, red HB clump, and field RR Lyrae variables. These brightnesses and associated colors are also listed in Table 1. For the first two, we adopt the peak pixel value from smoothed versions of the 9M CMD. Two-dimensional gaussian profile fitting to these “bumps” yielded consistent results. The derivation of the median brightness of RR Lyraes is described in the next section.
### 4.2 RR Lyrae Sample Selection
The sample of RR Lyraes was selected as follows. We used a period–amplitude diagram from the one-year variable star catalog<sup>6</sup><sup>6</sup>6This catalog consists of all LMC variables identified with poor fits to constant-brightness one-year MACHO lightcurves and includes phasing information. to identify candidate type “ab” RR Lyrae (RRab) with periods between 0.46 and 0.71 day and amplitudes between 0.1 and 1.7 mag (MACHO instrumental blue photometry). Four-year lightcurves were then extracted for 3728 stars, excluding candidates in 6 fields covering the central region of the LMC bar<sup>7</sup><sup>7</sup>7Exlcuded fields are 1, 7, 9, 77, 78 and 79 (see Alcock et al. 1997, their Figure 1). These are “Round-1” fields with a different naming convention in the year-one catalog and the four-year lightcurve database.. Next, approximately 185 candidate RRab were then eliminated for poor lightcurve quality and uncertain periods (periods were derived with a “supersmoother”; Reimann 1994). We sorted the individual photometric measurements in each lightcurve by increasing brightness and adopted the 3rd and 97th percentiles as maximum and minimum light, which yielded pulsation amplitudes (a procedure robust against outlying measurements and also small errors in the periods). A few stars with suspect amplitude ratios ($`A_V`$/$`A_R`$) were discarded (a cut designed to remove eclipsing binaries in the sample; Minniti et al. 1996). Time-averaged, flux-weighted mean magnitudes and colors were then calculated, and a small number of stars with very red colors ($`VR>0.55`$ mag) were also discarded. The final sample contains 3454 RRab stars.
The completeness of this RRab catalog is uncertain. Preliminary artificial star tests suggest that we are 50–90% complete for stars at the mean brightness of the LMC RRab. Furthermore, these tests demonstrate that our photometry is relatively unaffected by Malmquist bias. If we detect an RRab in our image data, then we will likely identify it as a variable because of the typically large pulsation amplitudes. Other effects, such as period aliasing in the MACHO photometry data (i.e. at 0.5 day), will tend to lower the completeness. There is no reason to suspect that this RRab catalog suffers from any spatially-dependent incompleteness bias. We emphasize that the 16 fields analysed here do not include the most crowded fields in the very center of the bar. A modest degree of spatially-uniform incompleteness in this RRab catalog will not affect the results of this paper.
We define two subsamples of the RRab catalog in order to calculate different mean properties. The first subsample we define is for consideration of the period-amplitude diagram, which we will refer to as the Bailey diagram sample. We begin with the $``$35% least crowded<sup>8</sup><sup>8</sup>8For each photometric measurement in the full MACHO database, there is a “crowding parameter” which gives the percentage flux inside the PSF fit box contributed by neighboring stars. It is useful to think of the least crowded stars as living in “empty” patches of sky scattered througout the otherwise crowded LMC bar., or about 1280 RRab. Next, we make strict cuts in magnitude $`19.7<V<19.2`$, eliminating highly reddened stars (whose amplitudes may be underestimated because of Malmquist bias at minimum light), the numerous blended stars (whose amplitudes will certainly be underestimated because of the contaminating flux), and foreground RR Lyrae (Alcock et al. 1997b). This cut is similar to a “sigma-clip,” and leaves 935 RRab.
Next, we define a CMD RRab sample. We remove the sigma-clip to guard against a possible bias in our estimate of the median color and brightness of the RRab. However, we tighten the crowding cut to exclude all but the $``$20% least crowded, or about 680 RRab. Without the sigma-clip, this sample contains a few bright RRab blended with blue (main sequence) and red (giant branch or clump) stars in the CMD. Some of the brighter stars may also be evolving off of the “zero-age” horizontal branch. There are also fainter and redder RRab which are most likely affected by differential reddening in the LMC. The median color and magnitude of this RRab subsample is $`V`$ = 19.45, $`(VR)`$ = 0.31 mag, which is listed in Table 1.
The ancient LMC clusters NGC 1835 and NGC 1898 each reside in one of the 6 fields excluded from the RRab catalog described above. Therefore, we have identified a few RRab in these clusters by culling through the MACHO database “by hand.” No effort was made to identify complete samples. Variables lying within $``$1 arcmin of each cluster center are assumed to be members. We identify 8 RRab in NGC 1835 and 5 RRab in NGC 1898. This is the first report of RR Lyrae in NGC 1898. Walker (1993) and Graham and Ruiz (1977) have also discovered RR Lyraes in NGC 1835. The properties of the RRab in these two LMC bar clusters are summarized in Tables 2 and 3. We assume the mean colors and magnitudes are representative of each cluster.
Last, we refer to Alcock et al. (1997c) for the discovery of 75 multimode (RRd) stars in all 22 of these fields. The calibration of MACHO photometry to Kron-Cousins $`V`$ and $`R`$ described in Alcock et al. (1999) supersedes the calibration used in Alcock et al. (1997c). Mean properties of these RRd are now: $`<V>=19.327\pm 0.021`$ and $`<VR>=0.259\pm 0.006`$ mag.
### 4.3 AGB Sample Selection
In order to study the AGB in the 9M CMD, we begin with the $``$88000 candidates in the four-year LMC variable star catalog. Each lightcurves is calibrated to $`V`$ and $`R`$ and time-averaged, flux-weighted mean magnitudes and colors are calculated. The statistical cuts used to identify candidate variable stars are looser in this four-year catalog than those used to generate the one-year catalog (the latter was used to select the RRab). We remind the reader that the MACHO variable star catalogs are a by-product of the microlensing searches (Alcock et al. 1997), and subject to the designs of those analyses, not the present one. In order to “clean-up” the relatively loose-cut four-year variable star catalog, we calculate a Welch-Stetson variability index (Welch & Stetson 1993) and several lightcurve quality statistics. Applying cuts with these statistics, we reduce the catalog to a sample of $``$19000 of the most significantly variable stars, including only those with the highest quality lightcurve data. The AGB variables in this “clean” sample are analysed in the next section.
## 5 Old Stellar Populations: Analysis
Simple theories of galactic chemical evolution predict that progressively younger stellar populations will be more metal-rich. Analyses of planetary nebulae confirm that the young stellar populations in the LMC are more metal-rich than the old stellar populations (Dopita et al. 1997). Age–metallicity data for LMC clusters show the same trend (Da Costa 1998), although comparing the field and cluster histories may not be strictly appropriate (van den Bergh 1998). If two old populations are required to account for features in the 9M CMD, we assume that the younger population is relatively more metal-rich.
### 5.1 The AGB
In Figure 7, we plot the clean sample of AGB variables with small circles. We show the tip-RGB as the steeply-angled mark running from $`0.80<VR<0.95`$ mag. The thin solid line corresponds to $`W_{2.0}=V2.0(VR)=13.5`$ mag, which runs approximately parallel to the extended sequences of AGB stars. AGB variables from the LMC clusters NGC 1898 (bold dots) and NGC 1783 (bold circles) are also shown. The data for these cluster AGB variables are summarized in Table 4 (see Alves et al. 1998 for lightcurves).
NGC 1783 is a $``$2 Gyr old cluster located well outside of the LMC bar (Mould et al. 1989). The MACHO photometry data for this outer disk LMC field are transformed to Kron-Cousins $`V`$ and $`R`$ by comparison with the standard stars of Alvarado et al. (1995). Finding charts and original AGB star identifications are found in Lloyd Evans (1980), near-infrared photometry and $`m_{bol}`$ are assembled from Frogel et al. (1990), and spectral types from Mould et al. (1989). The spectroscopic metallicity of NGC 1783 is \[Fe/H\] = $`0.5`$ dex (Cohen 1982). NGC 1898 is an ancient LMC cluster located in the bar (Olsen et al. 1998). The spectroscopic metallicity is \[Fe/H\] = $`1.4`$ dex (Olszewski et al. 1991). Finding charts, near-infrared photometry, and $`m_{bol}`$ for these AGB stars are given in Aaronson and Mould (1985).
The AGB in Figure 7 shows a rich morphology. We draw attention to the concentration of AGB variables lying near to the tip-RGB. Offset from this concentration are two extended sequences, both running approximately parallel to the $`W_{2.0}`$ = 13.5 line. The fainter sequence is the most prominent. The variables from NGC 1783 lie along the brighter sequence, showing that the variables on the brighter AGB sequence are consistent with an “intermediate-age” LMC bar population (like NGC 1783). The variables from NGC 1898 lie in the concentration near the tip-RGB, and not along the either of the extended sequences. We conclude that the concentration of AGB variables near the tip-RGB are consistent with an old and metal-poor LMC bar population (like NGC 1898).
Figure 8 shows four $`W_{2.0}=V2.0(VR)`$ luminosity functions. Three of these histograms represent different color cuts through the AGB variables shown in Figure 7. The dotted line represents $`0.8<VR<1.1`$ mag, the solid line with open circles shows $`1.1<VR<1.4`$ mag, and the solid line with solid circles shows $`1.4<VR<2.0`$ mag. These $`W_{2.0}`$ luminosity functions have bin sizes of 0.1 mag; the left axis gives the number of stars in each bin. The $`W_{2.0}`$ luminosity function for 266 known carbon stars (Blanco, McCarthy, & Blanco 1985) is indicated with the shaded histogram (the bin size is also 0.1 mag). The number of carbon stars is given on the right axis. We mark $`W_{2.0}`$ = 13.5 with an arrow, which corresponds to the thin solid line in Figure 7.
First, consider the 9M CMD stars in the two histograms with the reddest colors (open circles and solid circles in Fig. 7). These clearly show the bimodality of the AGB. We note that the ratio of the number of stars on the faint AGB sequence to those on the bright AGB sequence is higher in the intermediate color-cut histogram (open circles) than in the reddest color-cut histogram (filled circles), an effect primarily due to the relatively more rapid decrease in the number of stars along the faint sequence.
The distribution of carbon stars rises sharply at $`W_{2.0}`$ 13.5 mag, coincident with the rise in the number of AGB variables. We do not know the completeness of this sample of carbon stars identified in the 9M CMD. However, if the true carbon star luminosity function does not rise dramatically (i.e., a second peak in $`W_{2.0}`$), we conclude that the majority of stars on the faint AGB sequence and those concentrated near the tip-RGB (dotted line) are likely oxygen-rich, not carbon-rich. Note that the AGB variables in the clusters are mostly located along one or the other AGB sequence. This suggests how AGB stars from different age populations evolve through the 9M CMD. Intermediate-age populations produce both carbon and oxygen-rich AGB stars, but very old populations produce only oxygen-rich AGB stars. Surveys for carbon stars in clusters tell us that the characteristic transition age for a stellar population to begin producing carbon stars increases with decreasing metallicity. This transition age may be $``$3 Gyr for solar metallicity, but is much older for low metallicities, i.e. $``$10 Gyr at $`[Fe/H]1.5`$ dex (Bessell, Wood, & Lloyd Evans 1983). No ancient LMC clusters have carbon stars (Frogel et al. 1990). Therefore, if we assume that the two extended AGB sequences arise from distinct populations, and assume that the population responsible for the faint AGB sequence does not produce carbon stars, then if the AGB variables on the faint sequence are metal-poor, they are likely quite old.
In summary, most of the highly-evolved AGB stars in the 9M CMD are variable. Some of the AGB variables concentrate near the tip-RGB. These stars are consistent with being old and metal-poor, like AGB variables in the cluster NGC 1898. Offset from this concentration are two extended AGB sequences, both running approximately parallel to the vector $`W_{2.0}=V2.0(VR)`$. The AGB variables on the bright sequence are consistent with being $``$2 Gyrs old and having a metallicity $`[Fe/H]0.5`$, like AGB variables in NGC 1783. The majority of AGB variables on the faint sequence and in the concentration near the tip-RGB are likely oxygen-rich, not carbon-rich. This may imply they are quite old, if they are fairly metal-poor. We caution that the latter inference depends on the completeness of the Blanco, McCarthy, and Blanco (1985) carbon star survey data in the MACHO fields analyzed here.
Stellar evolution theory relies heavily on observations of AGB stars in the LMC to tune various free parameters in AGB star models. For example, the models are tuned to reproduce the carbon star luminosity function in the LMC and SMC (Marigo et al. 1996). Therefore, logical inferences from these models regarding the detailed make-up of the LMC stellar populations would be disconcertingly circular. However, we note that our discussion about which stellar populations produce carbon stars, and what path of AGB evolution is followed through the 9M CMD is consistent with extant theory. It would be particularly interesting to use the numbers of AGB stars along the extended sequences to derive stellar evolutionary lifetimes and test the AGB models. In addition, analysis of the pulsation properties of these many AGB variables will be very important to the accurate interpretation of their ages and metallicities.
### 5.2 The RR Lyrae
Figure 9 is the Bailey period-amplitude diagram, which shows the RRab from the 9M CMD (small circles), those from NGC 1898 (bold circles), and those from NGC 1835 (bold triangles). In the inset, we plot RRab from the Galactic globular cluster M3 (Kaluzny et al. 1998). The axes of the inset are the same as those in the main panel. We define a reduced period,
$$\mathrm{log}(PA)=\mathrm{log}(P)+0.15A_V$$
(1)
and calculate the median value for M3, $`\mathrm{log}(PA)_{M3}=0.1116`$. This line is plotted in the inset, and again in the main panel. The median reduced period of the RRab in the 9M CMD is $`\mathrm{log}(PA)_{9M}=0.1110`$. Although the 9M CMD RRab define a prominent ridge line, their distribution is asymmetric. They form a “cloud” to the right of the ridge line with larger amplitudes and longer periods.
The reduced period correlates with metallicity. We derive the following calibration using high-quality $`V`$-band lightcurves of RRab in the Galactic globular clusters M3, M5, and M15. Data for M5 are assembled from Reid (1996), M3 from Carretta et al. (1998), and M15 from Silbermann and Smith (1995), from which we calculate median reduced periods: $`\mathrm{log}(PA)_{M5}=0.1352`$, $`\mathrm{log}(PA)_{M3}=0.1117`$, $`\mathrm{log}(PA)_{M15}=0.0646`$. We adopt metallicities of $`[Fe/H]=1.4`$, $`1.6`$, and $`2.1`$ taken from Sandquist et al. (1996), Carretta et al. (1998), and Silbermann and Smith (1995) for M5, M3, and M15, respectively. These yield a calibration,
$$[Fe/H]=8.85\mathrm{log}(PA)2.60$$
(2)
As a check of this calibration, we assemble $`A_V`$, $`\mathrm{log}(P)`$, and spectroscopic $`[Fe/H]`$ data for 86 nearby Galactic field RRab from Jurscik and Kovacs (1996). We shift the Jurscik and Kovacs (1996) metallicity scale by $`0.2`$ dex to place it on the scale of our clusters. Our calibration predicts the metallicity of these RRab with an accuracy of $`\sigma _{[Fe/H]}=0.31`$ per star.
The median metallicity of RRab in the 9M CMD is $`[Fe/H]=1.6`$, which agrees with the mean spectroscopic metallicity of 15 field RRab presented by Alcock et al. (1996), $`[Fe/H]=1.7\pm 0.2`$ dex on the scale of Zinn and West (1984). For the NGC 1898 and NGC 1835 cluster RRab, we find $`[Fe/H]=1.58\pm 0.10`$ and $`1.95\pm 0.09`$ dex, respectively (errors are statistical only). Our metallicity for NGC 1835 agrees with the spectroscopic value ($`1.8\pm 0.2`$ dex) from Olszewski et al. (1991) and Walker’s (1993) estimate of $`1.8`$ dex. Our metallicity for NGC 1898 is slightly lower than the spectroscopic metallicity ($`1.4\pm 0.2`$ dex) found by Olszewski et al. (1991). Following the discussion of Kaluzny et al. (1998) for M3, the metallicity of RRab in the 9M CMD may be $`[Fe/H]1.4`$ on the scale of Carretta and Gratton (1997).
The RRab in the LMC bar define a prominent ridge line in the Bailey diagram similar to the ridge line defined by RRab in M3, which we interpret as indicating similar mean metallicities. The 9M CMD RRab with higher amplitudes and longer periods are consistent with a tail in the metallicity distribution to lower values. Observational evidence strongly suggests that some RR Lyraes in the LMC have metallicities as low as $`2.3`$ dex (Walker 1992, Alcock et al. 1996). However, we caution that the distribution of RRab in the Bailey diagram is subject to evolutionary effects, and perhaps also population effects (i.e. age), which we have neglected here.
### 5.3 The Giant Branch and AGB-Bump
When cluster ages are the same to within a few Gyr, the dereddened colors of their giant branches yield accurate relative metallicities (Sandage & Smith 1966, Da Costa & Mould 1986, Sarajedini 1994). Each panel in Figure 10 compares the 9M CMD horizontal branch and the giant branch fiducial marks with CMD data for three different clusters. The 9M CMD fiducial marks are as follows. The median color and brightness of the RRab are indicated with an open triangle, the red HB clump with a large open circle, and the AGB-bump with a small open circle. Dash marks show the giant branch and the tip-RGB.
In the top panel of Figure 10, we plot the CMD of M5 (Sandquist et al. 1996). In the middle panel, we plot the CMD data of M3 (Ferraro et al. 1997). In these two cases, we have transformed their photometry using $`(VR)=0.557(BV)+0.019`$, which follows from Alcock et al. (1997c; see also Bessell 1990). Next, we calculate shifts to match the mean magnitudes and colors of the cluster RRab with the 9M CMD fiducial mark. For M5, we assemble $`(BV)`$ data for 11 RRab from Storm, Carney, and Beck (1991; see also Sandquist et al. 1996) and calculate $`<BV>_{M5}=0.292`$ and $`<V>_{M5}=15.057`$ mag, yielding shifts of $`\mathrm{\Delta }(VR)_{M5}=0.13`$ and $`\mathrm{\Delta }V_{M5}=4.39`$ mag to place this cluster “in the LMC.” Using the sample of M3 RRab from Carretta et al. (1997), we find $`<BV>_{M3}=0.376`$ and $`<V>_{M3}=15.688`$ mag, and shifts of $`\mathrm{\Delta }(VR)_{M3}=0.08`$ and $`\mathrm{\Delta }V_{M3}=3.76`$ mag. In the bottom panel of Figure 10, we show the SMC cluster NGC 411, which is 1.5 Gyr old and has a metallicity of $`[Fe/H]=0.7`$ (Alves & Sarajedini 1999). With the NGC 411 data transformed to $`(VR)`$ as above, they are shifted $`\mathrm{\Delta }(VR)_{N411}=0.06`$ and $`\mathrm{\Delta }V_{N411}=0.22`$ mag to match the location of the 9M CMD red HB clump (the fit is by eye).
Figure 10 shows that the color of the giant branch in the 9M CMD is well-matched by the giant branch of M3. If the difference in color between the RRab and the giant branch, $`\delta (VR)_{GB}^{RRab}`$, depends only on metallicity, this may imply that the metallicity of the old field population in the bar is similar to that of M3. However, this interpretation ignores the influence of the second parameter (Sandage & Wildey 1967, Stetson et al. 1996) and the finite width of the fundamental mode instability strip (Bono et al. 1997). Although we avoided making numerous assumptions about the distance and reddening to the LMC and these clusters by registering the RRab, metallicity and the second parameter are degenerate in this comparison.
Consider $`\delta (VR)_{GB}^{RRab}`$ for the classical second-parameter pair of Galactic globular clusters, M3 and M13. We assemble the photometry of Guarnieri et al. (1993) for M13 and the photometry of Pike and Meston (1977) for the one RRab in this cluster. We find $`\delta (VR)_{GB}^{RRab}=0.36`$ mag for M13, which compares to $`\delta (VR)_{GB}^{RRab}=0.233`$ mag for M3. Using the HB morphology index<sup>9</sup><sup>9</sup>9This index is defined as the number difference between blue ($`b`$) and red ($`r`$) HB stars, divided by the total number of HB stars, including the number of RR Lyrae ($`v`$). We use lower case to distinguish from magnitudes, i.e. $`B`$ $`V`$ $`R`$. The index runs from $`1`$ to 1 for completely red and blue HBs, respectively. of Lee et al. (1994), these clusters have $`(br)/(b+v+r)`$ = +0.08 and +0.97, respectively (Catelan & de Freitas Pacheco 1995). The cluster with the redder HB morphology has redder RRab (although M13 has only one RRab). For comparison, a spline fit to the giant branch fiducial marks yields $`\delta (VR)_{GB}^{RRab}=0.207`$ for the 9M CMD, which is close to the value for M3.
Figure 10 also shows that the giant branch and red HB clump in the 9M CMD are consistent with an NGC 411-like population. An “intermediate age” population in the LMC bar older than $``$1.5 Gyr and more metal-rich than $`[Fe/H]=0.7`$ dex is unlikely to contribute significantly to the 9M CMD giant branch. This is somewhat more metal-poor (and younger) than often suggested for the intermediate age population in the LMC, but is consistent with other recent analyses (e.g. Bica et al. 1998). It is unlikely that an NGC 411-like population accounts for all of the red HB clump stars in the 9M CMD unless the main-sequence luminosity function analysis of Hardy et al. (1984) is seriously in error. Finally, we note that an M3-like HB is not responsible for the bright red HB clump in the 9M CMD.
We have drawn arrows in Figure 10 indicating the AGB-bumps in M3 and M5. The cluster AGB-bumps have similar brightnesses to the AGB-bump in the 9M CMD, which supports our identification of this feature (see also Gallart 1998), and our association of the AGB-bump with an old and metal-poor population. However, the AGB-bump in M3 is distinctly bluer than the AGB-bump in the 9M CMD. At a constant metallicity, the AGB-bump will appear redder for progressively more massive HB progenitor stars, until the AGB-bump lies near the Hayashi line. At this point, even more massive HB stars will populate similar color AGB-bumps, but with higher luminosities (Castellani, Chieffi, & Pulone 1991). The AGB-bump for a population as young as NGC 411 would be $``$0.7 mag brighter than the AGB-bump in the 9M CMD (Alves & Sarajedini 1999). In summary, the brightness of the AGB-bump in the 9M CMD associates this feature with an old population, while the color of the AGB-bump strongly suggests a red HB morphology.
### 5.4 The Horizontal Branch and AGB-Bump
In Figure 11, the 9M CMD fiducial marks for the RRab, red HB clump, the AGB-bump, and giant branch are plotted with the same symbols used in Figure 10 (except that the red HB clump and AGB-bump are now filled circles). We plot individual RRab stars as small open circles. The mean magnitudes and colors of the RRab in the clusters NGC 1898 and NGC 1835 are shown with error bars. We additionally plot twenty-four candidate post-HB variables (large open circles), also known as BL Hers<sup>10</sup><sup>10</sup>10 BL Hers are related to the W Virginis (Type II Cepheids) and RV Tauri variables (Alcock et al. 1998).. These post-HB variables were found in a search of the four-year catalog (see §4.3) for stars with $`17.5<V<18.8`$ mag, $`0.15<(VR)<0.75`$ mag, and periods in the range of $`0.73<P<5`$ day. No effort was made to identify a complete sample. The post-HB variables help define the instability strip (IS) for the old and metal-poor population in the 9M CMD.
We also plot the $`M=0.70`$ and 0.75 $`M_{}`$, $`z`$=0.0004, scaled-solar HB models of Castellani, Chieffi, and Pulone (1991) in Figure 11 with solid lines. The lower mass model begins on the zero-age HB near the center of the instability strip (dashed lines). Both of the HB model tracks are truncated at their mean AGB-bump luminosity. The color-temperature calibration is the same analytic approximation to the Bertelli et al. (1994) isochrone data used throughout this paper. In this analysis, we shift the end-points of these two HB model tracks to match the location of the AGB-bump in the 9M CMD, which re-calibrates color and temperature to account for the LMC distance and reddening. We show the prediction of Bono et al. (1997) for the fundamental blue and red edge of the instability strip (IS), for a mass $`M=0.725M_{}`$. The good agreement between the theoretical IS and the distribution of these 9M CMD variables over several magnitudes in brightness strongly supports our color-temperature calibration, and the theoretically-predicted IS for the fundamental mode pulsators (Bono et al. 1997).
Figure 11 shows that the 9M CMD field RRab lie very close to the red edge of the IS. The tail of RRab fainter and redder than the theoretical IS are likely due to differential reddening in the LMC bar. The median brightness and color of the 9M CMD field RRab are consistent with the mean color and brightness of RRab in NGC 1898, and significantly redder than the mean color and brightness of RRab in NGC 1835. The HB morphology indices for NGC 1835 and NGC 1898 are $`(br)/(b+v+r)`$ = $`+0.48\pm 0.05`$ and $`0.08\pm 0.10`$, respectively (Olsen et al. 1998). As for the case of M3 and M13, these relative mean RRab colors correlate with the overall HB morphology<sup>11</sup><sup>11</sup>11The LMC clusters NGC 1898 and NGC 1835 have different metallicities, which is not the case for M3 and M13. Thus, the LMC clusters are not necessarily showing second parameter effects.. Thus, we infer an HB morphology for the old and metal-poor field population in the 9M CMD that is at least “as red” as the HB in NGC 1898. Specifically, this comparison suggests an HB morphology index of $`(br)/(b+v+r)`$ $`\stackrel{<}{}`$ 0.
Next, we consider the HB morphology index for the two HB models shown in Figure 11. For the $`M=0.70M_{}`$ model, the time spent in the IS is $``$90 Myr, while the time spent in the AGB-bump is $``$4 Myr. This model predicts a ratio of AGB-bump to HB stars $`a/(b+v+r)0.05`$. This model would correspond to the case of $`(br)/(b+v+r)0`$ because the model track begins near the middle of the IS. The $`M=0.75M_{}`$ model predicts $``$22 Myr in the IS, $``$65 Myr redward of the IS, and $``$4 Myr in the AGB-bump. This model also predicts $`a/(b+v+r)0.05`$. If we assume $`b<<(v+r)`$, the $`M=0.75M_{}`$ model predicts $`r/v3`$, $`a/v0.2`$, and $`(br)/(b+v+r)0.75`$. This is a plausible HB morphology for this model given the red color of the zero-age HB and assuming a small HB mass dispersion, as used for model HB constructions (e.g. Lee et al. 1994). In summary, the $`M=0.70M_{}`$ model should have $`(br)/(b+v+r)0`$ while the $`M=0.75M_{}`$ model should have $`(br)/(b+v+r)0.75`$.
Assuming that our RRab catalog is 50% complete, correcting for the 6 excluded fields (22/16), and accounting for type “c” variables with a ratio of RRab/RRc = 3/2 (Kinman et al. 1991), we estimate the total number of RR Lyraes in the 9M CMD to be $`v15000`$ stars. We count the number of AGB-bump stars as follows. First, we fit a power-law to a differential luminosity function of the giant branch (the number of stars with $`(VR)>0.4`$ mag per 0.02 mag bin, and with $`V`$ 17 mag). We extrapolate the fit to fainter magnitudes and subtract it from the data. This reveals a clear “excess” of stars on the giant branch totaling $`a22000`$ stars. The observed ratio of AGB-bump to RR Lyrae stars in the 9M CMD is $`a/v1.5`$, which is nearly eight times the $`M=0.75M_{}`$ model prediction.
Adopting the ratio of AGB-bump to HB stars $`a/(b+v+r)0.05`$ from the models and assuming $`b<<(v+r)`$, the ratio $`a/v1.5`$ yields $`r/v30`$, or $`(br)/(b+v+r)0.97`$. We compare this HB morphology index to those of ancient LMC clusters in the next section. Scaled by the number of RR Lyrae variables, this HB morphology predicts $`r455000`$ red HB clump giants, which is probably uncertain by a factor of 2. In any case, $`r`$ is a very large number. Finally, we estimate the total number of red HB clump stars in the 9M CMD to be $`r900000`$ (the measurement procedure was similar to that described for the AGB-bump). By inspection of Figure 6, we conclude that $``$455000 red HB clump giants associated with the old and metal-poor field population could only lie under the main peak of the observed red HB clump, which therefore likely indicates their mean brightness.
### 5.5 Summary and Discussion of Old Populations
The field of the LMC bar is composed, in part, of an old population that produces RR Lyrae variable stars. This population appears to have a metallicity of $`[Fe/H]=1.6`$, as evidenced by spectroscopy of RRab (Alcock et al. 1996), the distribution of RRab in the Bailey diagram, and the color of the giant branch in the 9M CMD. In some respects, the Galactic globular cluster M3 is a satisfactory template for this old and metal-poor population. However, M3 does not have enough bright red HB clump stars, and its AGB-bump is bluer than the AGB-bump in the 9M CMD. It is likely that some of the bright red HB clump stars in the LMC bar represent an intermediate-age population. We suggest that the 1.5 Gyr old, $`[Fe/H]=0.7`$ cluster NGC 411 is a suitable template for this population. The AGB-bump for an NGC 411-like population<sup>12</sup><sup>12</sup>12An AGB-bump in NGC 411 has not been observed, which is probably consistent with the small number of bright giant branch stars in the cluster. would be redder than the AGB-bump in M3, but much brighter than the AGB-bump in the 9M CMD. Thus, while a simple model for old populations in the 9M CMD might consist of two components similar to the clusters M3 and NGC 411, we find some discrepancies in detail.
The highly-evolved AGB in the 9M CMD shows three prominent features: (1) a concentration of stars near the tip-RGB consistent with an old and metal-poor population like NGC 1898, (2) an extended faint sequence which lacks carbon stars, and (3) an extended bright sequence which runs parallel in the 9M CMD to the more prominent faint sequence. The bright sequence is consistent with an intermediate-age population like NGC 1783 (or NGC 411). The population associated with this bright AGB sequence may account for the majority of LMC carbon stars. We suggest that the multiple AGB sequences in the 9M CMD represent discrete old populations in the LMC bar. The concentration of stars near the tip-RGB and those on the faint sequence may be old and metal-poor, while those on the bright AGB-sequence may be significantly younger, and relatively more metal-rich. However, inferring the nature of stellar populations from the AGB is difficult because the predictions of stellar evolution theory are uncertain for these highly evolved stars, and few AGB stars are observed in suitable template clusters.
There are several indications that the old and metal-poor field population in the 9M CMD has a red HB morphology: the AGB-bump is quite red, the field RRab lie close to the red edge of the instability strip, and the number ratio of AGB-bump to RR Lyrae stars is quite large. For an HB morphology of $`(br)/(b+v+r)0.97`$, the ratio $`a/v1.5`$ associates $``$50% of the red HB clump stars in the 9M CMD with an old and metal-poor population (the same population responsible for the RR Lyrae).
The red HB clump giants in the 9M CMD are distinctly brighter than the red HB stars in M3 relative to the RR Lyraes, which may suggest the relative youth of the former. If we adopt a canonical brightness difference between RRab and a red HB of $`0.1`$ mag, as found for globular clusters (Fusi Pecci et al. 1996), then the red HB clump in the 9M CMD is about $`0.2`$ mag brighter than a typical, ancient red HB. If ancient clusters are $``$13 Gyrs old, theoretical calibrations of the age-dependent red HB clump luminosity predict that the old and metal-poor field population in the bar is $``$5 Gyrs old (Alves & Sarajedini 1999, Sarajedini et al. 1995). A systematic uncertainty in this estimate may arise from the possible coupling of age and metallicity effects on the theoretical red HB clump luminosity-age calibration, the nature of which is poorly constrained by observation.
In addition to the brightness of the red HB clump, the inferred HB morphology index of $`(br)/(b+v+r)\stackrel{<}{}0.97`$ may also indicate the relative youth of the metal-poor field population. For $`[Fe/H]=1.6`$ dex, the Lee et al. (1994) models predict that the field population is at least $``$2 Gyr younger than the oldest LMC clusters (Olsen et al. 1998). It is worth noting the magnitude of the age difference inferred from the Lee et al. (1994) models depends sensitively on a variety of theoretical assumptions (Catelan & de Freitas Pacheco 1993). Nevertheless, the weight of evidence supports a scenario whereby the majority of old and metal-poor field stars in the bar formed after the oldest LMC clusters.
The brightness difference between the red HB clump and AGB-bump in the 9M CMD, $`\mathrm{\Delta }V_{Clump}^{Bump}0.8`$ mag, does not agree well with observations of old and metal-poor clusters (e.g. Ferraro et al. 1999), or theoretical predictions. If the old and metal-poor field population is as young as $``$5 Gyr, the disagreement with theory is even worse (Alves & Sarajedini 1999). However, we find that the brightness difference between the AGB-bump and RRab in the 9M CMD is in good agreement with observations of globular clusters and with theory. Therefore, while the brightnesses of the RRab and AGB-bump conform to expectations, the red HB clump appears too bright.
To review, we find that the brightness difference between the AGB-bump and RR Lyraes is consistent with the luminosity predictions of stellar evolution theory for an old and metal-poor population. The observed ratio of AGB-bump stars to RR Lyraes and the lifetime predictions of stellar evolution theory lead us to associate a significant fraction of the observed red HB clump giants with this old and metal-poor population, which in turn, allows us to infer their mean brightness. However, these red HB clump giants appear to be brighter relative to the AGB-bump and RR Lyraes than predicted by stellar evolution theory. We have argued that the old and metal-poor field population is probably younger on average than the truly ancient LMC clusters. However, this only worsens the disagreement with theory.
Have we incorrectly associated a large fraction of the bright red HB clump giants in the 9M CMD with an old and metal-poor population? One possibility is that an RGB-bump of an intermediate-age population may also populate the region of the giant branch near the AGB-bump in the 9M CMD. A young RGB-bump like this may have been observed in NGC 411, and is predicted by theory (Alves & Sarajedini 1999). If we have overestimated the number of AGB-bump stars, we would expect a smaller number of old, faint red HB clump giants in the 9M CMD. (These old, faint red HB clump giants may be overwhelmed by a much larger number of young red HB clump giants.) However, this scenario probably requires far too many $``$1.5 Gyr old stars populating a very bright RGB-bump (Hardy et al. 1984). In addition, we do not observe a bright AGB-bump, which would be expected if a $``$1.5 Gyr population dominated the 9M CMD giant branch.
Are the HB models missing a parameter other than age that would produce bright red HB clumps in old and metal-poor populations? In this case, the hypothesized parameter would not appear to affect the luminosities of the AGB-bump or RR Lyraes. A second possibility is that the luminosity of the red HB clump has a very strong dependence on age in metal-poor populations (i.e., a strong coupling of the age and metallicity dependencies of the red HB clump luminosity). This trend is seen in the HB models of Sarajedini et al. (1995), but the effect is probably too small to account for the $``$0.2 mag found here. In either of these scenarios, the old and metal-poor field population in the LMC bar may still be younger than the oldest clusters, but the currently available HB models would not yield accurate estimates of the age difference. Finally, we note that the inferred brightness of these old and metal-poor red HB clump giants follows directly from the lifetime and luminosity predictions of stellar evolution theory for the AGB-bump. The possibility that these predictions are flawed seems unlikely given the good agreement between the observed and theoretically-predicted values of $`\mathrm{\Delta }V_{RRab}^{Bump}`$. New theoretical models and further observational detections of AGB-bumps in clusters might help clarify this situation.
## 6 The Old LMC Disk
We conclude this work with a brief examination of the spatial density profile of RRab. In Figure 12, we plot the logarithm of the number of RRab per square degree as a function of true LMC radius. We assume the LMC disk is inclined ($`i=35`$ degrees), with a line-of-nodes running North-South, and a center near the optical center (Westerlund 1997). MACHO data for 16 fields are shown as filled circles (no corrections for completeness). We plot data for six additional fields from Kinman et al. (1991) as open circles (error bars are $`\sigma _S=2S^{1/2}`$). A fit to all of the data (dotted line) and a fit excluding the Kinman et al. (1991) data (solid line) are also shown. We report a radial scale length of $`\mathrm{\Lambda }=1.6\pm 0.1`$ kpc (statistical error only), which is the same as derived from surface brightness data (Bothun & Thompson 1989). For the purposes of this work, we need only illustrate the good fit of the exponential profile. Fits with analytic King (1962) models (not shown) are worse than the exponentials. The King models tend toward vanishingly small core radii, and are poor representations of the Kinman et al. (1991) data points. Future work might include a more thorough exploration of the model parameter space (i.e., accounting for uncertainties in the LMC center, inclination, and line-of-nodes), and corrections for RR Lyrae completeness as estimated from artificial star tests (Alcock et al. 2000). In any case, the data shown here strongly suggest that the majority of the old and metal-poor LMC field stars lie in a disk, and not in a spheroid.
A lower limit for the age of the LMC disk is set by the age of the youngest RR Lyrae, which may be $``$ 9 Gyr following the discussion of Olszweski et al. (1996). An upper limit is set by the old and metal-poor LMC field population forming after the oldest LMC clusters (as we have argued here), and the absolute ages of those clusters. We suggest a plausible range of $`9\stackrel{<}{}\tau _{disk}\stackrel{<}{}12`$ Gyr for the formation epoch of the LMC disk. The Milky Way disk is estimated to be $``$9 Gyr old (Leggett et al. 1998, Salaris & Weiss 1998) from white dwarf cooling times and the ages of disk clusters. Therefore, we conclude that the LMC disk is quite old, and may have formed contemporaneously with the Milky Way disk.
## 7 Conclusion
We have presented a 9 million star color-magnitude diagram of the LMC bar. By assembling a variety of theoretical results, carefully selected samples of MACHO-discovered variable stars, and extant observational data for clusters (Galactic, LMC, & SMC), we have investigated the stellar populations of the LMC bar. After an examination of the young LMC stellar populations, we turned our attention to the less well-understood old stellar populations. Regarding the old and metal-poor LMC field population, we found a typical metallicity of $`[Fe/H]=1.6`$, and argued that this population likely formed a few Gyr after the oldest LMC clusters. We showed that this population lies in a disk. Our results are consistent with isochrone-dependent parametric studies of stellar populations in the LMC disk (Geha et al. 1998), which do not rule out a substantial $``$10 Gyr old and metal-poor population. We are also consistent with recent suggestions that the LMC bar harbors a relatively larger component of old stars than the outer regions of the LMC disk (Holtzman et al. 1999).
As emphasized by others (Butcher 1977, Hardy et al. 1984), the LMC disk appears to have a different star formation history than the solar neighborhood Milky Way disk. The key difference hinges on a major “event” of star formation which apparently took place a few Gyr ago in the LMC. The details of this event and the prior evolutionary history of the LMC are the subject of some debate (Bertelli et al. 1992, Olszweski et al. 1996, Elson et al. 1997, Geha et al. 1998, Holtzman et al. 1999). We have suggested that the bimodal AGB in the 9M CMD arises from discrete old populations, which is consistent with the occurence of a major star formation event in the LMC. These discrete populations may be due to either a distinguishing “dip” in the star formation rate prior to the event, or a “burst” coincident with the event. In addition, we showed that the red HB clump, giant branch, and AGB in the 9M CMD are consistent with the so-called burst population having a metallicity and age similar to the clusters NGC 411 and NGC 1783, which is somewhat younger and more metal-poor than others have suggested.
Although our results are consistent with the occurence of a star formation event a few Gyrs ago in the LMC, we do not constrain the intensity of the event. Consider the following simple calculation. If $``$50% of the red HB clump giants are old and metal-poor, we assume that the remaining $``$50% are born in the event/burst. Adopting equal red HB clump lifetimes (Vassiliadis & Wood 1993), a Salpeter (1955) initial mass function, and representative initial masses of 0.8 and 1.6 $`M_{}`$ for the old and intermediate-age populations, respectively, the roughly equal numbers of red HB clump giants from the two populations imply relative star formation rates of $`SFR_{1.6}/SFR_{0.8}(0.8/1.6)^{2.35}5`$. If the number of old and metal-poor clump giants is uncertain by a factor of $``$2, and the total number of red HB clump giants is fixed, the ratio of star formation rates may range from 1 to 10.
Finally, we have shown that the old and metal-poor field population in the LMC bar lies in a disk. This contradicts suggestions that the LMC disk formed only a few Gyr ago, during the star formation event (Hardy et al. 1984, Elson et al. 1997). Instead, we find that the LMC disk is at probably as old as the Milky Way disk, $`\tau _{disk}9`$ Gyr. The Milky Way and the LMC have absolute visual magnitudes of $`M_V20.4`$ and $`18.4`$ mag, and masses of $`M6\times 10^{10}`$ and $`3\times 10^9`$ $`M_{}`$, respectively (Bahcall & Soneira 1980, de Vaucouleurs 1954, Bothun & Thompson 1988, Kim et al. 1998). Thus, we conclude that very different mass galactic disks may form at similar and quite early cosmological epochs, a new clue which may help constrain the physical processes governing their formation. It is interesting to note that the kinematics of the ancient LMC clusters do not reveal a halo, but rather a disk (Freeman, Illingworth & Oemler 1983). The existence of a bonafide spheroidal or halo stellar population in the LMC is not ruled out by our analyses. The metal-poor RR Lyraes in the tail of the metallicity distribution are likely good candidates for this LMC population. Identifying this population will be important for probing the pre-disk/collapse era of galaxy evolution in the LMC (Eggen, Lynden-Bell & Sandage 1962).
## 8 Acknowledgements
This paper is excerpted from the Ph.D. dissertation by David Alves for the Department of Physics, University of California, Davis. David Alves thanks his graduate advisors, Dr. Kem Cook and Prof. Robert Becker. The MACHO collaboration thanks the skilled support by the technical staff at MSSSO. Work at LLNL supported by DOE contract W7405-ENG-48. Work at CfPA supported by NSF AST-8809616 and AST-9120005. Work at MSSSO supported by the Australian Dept. of Industry, Technology and Regional Development. WJS thanks PPARC Advanced Fellowship, KG thanks DOE OJI, Sloan, and Cottrell awards, CWS thanks Sloan and Seaver Foundations. |
warning/0001/cond-mat0001183.html | ar5iv | text | # EFFECTIVE SURFACE IMPEDANCE OF POLYCRYSTALS UNDER CONDITIONS OF ANOMALOUS SKIN-EFFECT
## I INTRODUCTION
In recent years there has been considerable interest on the part of theorists and experimentalists in the study of macroscopic properties of inhomogeneous solids. A special, but very widespread case of an inhomogeneous solid medium is a polycrystal whose inhomogeneity is due to the misorientation of discrete single crystal grains. Since polycrystals are the usual state of crystalline media, the calculation of their properties is an actual problem.
Macroscopic properties of polycrystalline solids can be described in the framework of different models of an effective isotropic medium. The problem is to calculate characteristics of such an isotropic medium when the corresponding parameters of single crystalline grains are known. For example, let $`\sigma _i`$ $`(i=1,2,3)`$ be the principal values of the single crystal static conductivity tensor. By proceeding from this information we would like to calculate the scalar effective conductivity $`\sigma _{ef}`$ of the polycrystal.
In our opinion the most accurate and physically meaningful method of calculation of an effective characteristic of a polycrystal goes back to the pioneering works of I.M.Lifshitz et al . In the framework of this method it is assumed that the polycrystalline medium can be described as an effective isotropic medium that is perturbed by random spatial fluctuations caused by the orientational fluctuations of the grains. Generally, an effective characteristic of a polycrystal is not a function of its value in the single crystal only (in our example $`\sigma _{ef}`$ is not a function of $`\sigma _i`$ only), but depends on the geometric statistics of the grains, reflecting directly the macroscopic properties of the medium they compose. The statistical properties of the medium are described by the multipoint correlators of the characteristic. These correlators, in turn, depend on the shape, the mutual location, and the misorientation of crystallographic axes of constituent single crystal grains.
For the sake of being definite, let’s assume that $`\widehat{\psi }`$ is any tensor macroscopic characteristic of a polycrystal. Let $`𝐟`$ be a vector field. We have equations, which are associated with this field, and the characteristic $`\widehat{\psi }`$ is a coefficient of these equations (for example, if $`\widehat{\psi }`$ is the conductivity tensor, $`𝐟`$ is the electromagnetic field and the differential equations are Maxwell’s equations). Let us be interested in the calculation of the field $`<𝐟>`$, which is the field $`𝐟`$ averaged over realizations of the polycrystalline structure. Let’s measure the elements of the tensor $`\widehat{\psi }`$ in the laboratory coordinate system. In each single crystal grain their values depend on the orientation of the crystallographic axes of this particular grain with respect to the laboratory axes. Thus, in the polycrystal the elements of the tensor $`\widehat{\psi }`$ are functions of position $`𝐱`$ in the medium. If the crystallographic axes of the grains are rotated randomly with respect to each other, $`\widehat{\psi }(𝐱)`$ is a stochastic tensor. Our problem is to define the effective characteristic of the medium $`\widehat{\psi }_{ef}`$, which provides the correct value of the averaged field $`<𝐟>`$.
In the general case, when calculating $`\widehat{\psi }_{ef}`$, the geometric statistics of the grains (the spatial fluctuations of $`\widehat{\psi }(𝐱)`$) can be taken into account accurately only under the assumption of small anisotropy of the characteristic $`\widehat{\psi }`$ in the original single crystal. Let $`\overline{\widehat{\psi }}`$ be the tensor $`\widehat{\psi }`$, whose elements are averaged over all possible orientations of crystallites. If the spatial fluctuations $`\widehat{\psi }(𝐱)\overline{\widehat{\psi }}`$ are small, the perturbation theory is applicable. The zero order term of the perturbation series gives $`\widehat{\psi }_{ef}\overline{\widehat{\psi }}`$.
The general way providing the correct result for $`\widehat{\psi }_{ef}`$ with regard to its spatial fluctuations was given in . According to these papers, the starting point of the calculation is the derivation of the equations for the averaged field $`<𝐟>`$. To this end we present the field $`𝐟`$ as a sum of the averaged field and a stochastic addition $`\delta 𝐟`$. Averaging the exact stochastic equations and calculating the stochastic field $`\delta 𝐟`$ considering the averaged field $`<𝐟>`$ as known, we obtain a system of closed equations for the averaged field. By proceeding from these equations the value $`\widehat{\psi }_{ef}`$ can be defined and calculated. The correction to $`\overline{\widehat{\psi }}`$ can be obtained as an expansion in correlators $`<(\widehat{\psi }(𝐱_1)\overline{\widehat{\psi }})(\widehat{\psi }(𝐱_2)\overline{\widehat{\psi }})>`$, $`<(\widehat{\psi }(𝐱_1)\overline{\widehat{\psi }})(\widehat{\psi }(𝐱_2)\overline{\widehat{\psi }})(\widehat{\psi }(𝐱_3)\overline{\widehat{\psi }})>`$ and so on; angular brackets $`<\mathrm{}>`$ denote an average over the ensemble of realizations of the polycrystalline structure (see, for example, ref. ). These correlators can be calculated for a model polycrystal, or they are assumed to be known characteristics of the medium. Only rarely the series of the correlators can be summed. That is the reason why, in the general case, the problem of calculation of effective polycrystal characteristics has not been solved yet.
We would like to note that the procedure described above, involves the calculation of random fields $`\delta 𝐟`$. Consequently, the calculation of effective characteristics of an unbounded polycrystal is simpler than the calculation of effective characteristics related to phenomena, where the sample surface must be taken into account. In the former case the problem is reduced to an algebraic problem, while in the latter one an integral equation must be solved (for details see ). The calculation of the effective surface impedance of a weakly anisotropic metal polycrystals carried out in the framework of perturbation theory was presented in .
The exact solutions, which allow to consider polycrystals with strong anisotropy can be found very rarely. One of such examples is the calculation of the effective static conductivity of a two-dimensional isotropic polycrystal, where, due to a specific symmetry transformation allowed by the equations of the problem, the exact result has been obtained for arbitrary values of two principal conductivities . It must be pointed out that this result does not depend on the geometric statistics of the grains (on the correlators of the conductivity in different points of the polycrystal).
The other example is quite a new result for the effective surface impedance of a polycrystalline metal associated with the reflection of an averaged electromagnetic wave . It is valid in the frequency region of the impedance (the Leontovich) boundary conditions applicability , i.e. when the penetration depth of electromagnetic field into a metal $`\delta `$ is much less than a characteristic length $`a`$ related to the surface inhomogeneity. In the case of a polycrystalline metal with the flat surface, $`a`$ is of the order of the mean size of a grain.
This result is a nonperturbative one with respect to the inhomogeneity amplitude. It is exact up to the limits of the impedance boundary conditions applicability, i.e. up to the terms of the order of $`\delta /a`$. Although under the conditions of strong skin effect ($`\delta a`$) the electromagnetic problem seems to resemble a two-dimensional problem, the structure and the reason of the exact result existence are different from the ones in the two-dimensional static problem. E.L.Feinberg obtained a similar result while calculating the effective dielectric constant for radio waves propagating along the earth surface . We would like to mention that the same approach to the effective surface impedance calculation can be used when the surface inhomogeneity is due to the surface roughness .
The method of the effective impedance calculation, proposed in , is suitable both for the conditions of normal and anomalous skin effect. The conditions of normal skin-effect correspond to the low frequency region when $`l\delta ,\omega \tau 1`$. Here $`l`$ is the electron mean free path, $`\omega `$ is the frequency of the incident wave, $`\tau `$ is the electron relaxation time. In this limiting case the relation between the current density $`𝐣`$ and the electric field strength $`𝐄`$ is local, and the conductivity tensor is an ordinary tensor (a multiplying operator). For an isotropic metal with a scalar conductivity $`\sigma `$ under the conditions of normal skin effect $`\delta =c/\sqrt{2\pi \sigma \omega }`$.
In sufficiently clean metals, skin effect clearly shows an anomalous character when the temperature is low and the electron mean free path $`l`$ exceeds the penetration depth $`\delta `$. Moreover, over a wide range of frequencies of radio waves the condition $`l\delta `$ is easily fulfilled. This is the range of extremely anomalous skin effect. At the same time, the frequency $`\omega `$ can be much less than $`1/\tau `$. Everywhere in what follows we assume that both the inequalities ($`l\delta `$ and $`\omega \tau 1`$) are fulfilled. We would like to emphasize that these conditions are not burdensome: when the temperature is low, as a rule, anomalous skin effect takes place for radio waves whose wavelengths range in value from centimeters to many meters. It is easy to verify that the inequalities $`l\delta `$ and $`\omega \tau 1`$ are consistent if
$$\left(\frac{\delta _p}{l}\right)^2\omega \tau 1;\delta _p=\frac{c}{\omega _p},$$
where $`\omega _p`$ is the electronic plasma frequency, given by $`\omega _p^2=4\pi ne^2/m^{}`$; $`n`$ is the electron number density, $`e`$ is the magnitude of the electronic charge, and $`m^{}`$ is the effective mass of the charge carriers. Consequently, the electron mean free path $`l`$ must exceed the plasma penetration depth $`\delta _p10^510^6\mathrm{cm}`$. This inequality must be taken into account when the relation between $`l`$ and the mean size of a grain $`a`$ is discussed (see below).
Under the conditions of anomalous skin effect the relation between the current $`𝐣`$ and the electric field strength $`𝐄`$ is non-local. In this case, Maxwell’s equations turn into the system of integro-differential equations. Let’s note that in the papers of I.M.Lifshitz et al , as well as in the following studies<sup>*</sup><sup>*</sup>*Recently the effective characteristics of inhomogeneous media were calculated by a lot of authors. Not pretending to give the full list of references, for an example we cite the papers ., the calculation of effective characteristics of polycrystals was based on the solution of differential equations with stochastic coefficients. The study of anomalous skin effect in polycrystals appears to be the first example of an analysis of stochastic integro-differential equations with regard to the theory of polycrystals.
One of distinctive features of anomalous skin effect is the possibility to pass to the limit $`l\mathrm{}`$. In particular this means that under the conditions of anomalous skin effect, the impedance does not depend on temperature .
The impedance is a macroscopic characteristic of the metal surface sensitive to the orientation of the crystal surface with respect to its crystallographic axes. In other words, it depends on the vector $`𝐧`$, which is the unit vector directed along the normal to the metal surface. Next, under the conditions of normal skin effect the value of the impedance of a crystal is defined by the conductivity tensor; under the conditions of anomalous skin effect it depends on the geometry of the Fermi surface of the metal. The difference becomes especially evident in the case of cubic crystals. When calculating the conductivity, a cubic crystal is the same as an isotropic solid: the conductivity tensor degenerates into a scalar. Then under the conditions of normal skin effect the impedance of a cubic crystal does not depend on $`𝐧`$. Moreover, the impedance does not depend on the structure of the sample: it is the same for crystal and polycrystal samples. But the Fermi surfaces of cubic crystals are rather complex. Consequently, under the conditions of anomalus skin effect the impedance of a cubic crystal is a complex function of $`𝐧`$ defined by the structure of the Fermi surface.
In the effective impedance of various strongly anisotropic polycrystalline media has been calculated under the conditions of normal skin effect. In the same works, under the conditions of anomalous skin, effect only polycrystals composed of single crystal grains whose Fermi surfaces were uniaxial ellipsoids were studied. In the present publication we have to find out whether the effective impedance of polycrystals under the conditions of anomalous skin effect depends on the geometry of the Fermi surface.
It is well known that the Fermi surfaces of real metals are extremely complex and differ significantly for different metals . Let $`\epsilon (𝐩)=\epsilon _F`$ be the equation of the Fermi surface: $`\epsilon _F`$ is the Fermi energy, $`𝐩`$ is the Fermi electron momentum (or rather, its quasi-momentum). The Fermi surface is periodic in $`𝐩`$. In certain metals it breaks up into individual identical surfaces, each of which is situated in its respective cell of the reciprocal lattice. Such Fermi surfaces are called closed Fermi surfaces. The ellipsoidal Fermi surface, discussed in , is an example of a closed Fermi surface. In other metals the Fermi surfaces are open, passing through the whole momentum space.
Due to the degeneracy (the temperature $`T\epsilon _F`$) only electrons whose energy is equal to $`\epsilon _F`$ take part in the metal conductivity. They are the electrons on the Fermi surface. Under the conditions of extremely anomalous skin effect the inequality $`l\delta `$, or $`kl1`$ ($`𝐤`$ is the electromagnetic field wave vector), selects electrons from ”the belt” $`\mathrm{𝐤𝐯}_F=0`$; $`𝐯_F=\epsilon (𝐩)/𝐩`$ is the velocity of the electron on the Fermi surface. Other electrons are ineffective .
On the other hand, when calculating the impedance of a polycrystal, an averaging over the direction of $`𝐧`$ has to be done (see below). When the direction of the normal to the metal surface changes, ”the belt” moves along the Fermi surface. Thus, the impedance of the polycrystal is defined by all the electrons from the Fermi surface even under the conditions of extremely anomalous skin effect. The averaging leads to an isotropization. It is usual to think of an isotropic metal as of a metal with the shperical Fermi surface. The question is, if this evidently model assumption is correct for the description of anomalous skin effect in polycrystals. Our results show that being a characteristic of a medium which is isotropic on the average, the effective impedance of a polycrystal composed of single crystal grains with complex Fermi surface depends on the details of the geometry of the Fermi surface.
As it is shown below, the calculation of the effective impedance of polycrystals involves two steps. The first step is the calculation of the impedance of the crystal metal for an arbitrary orientation of the crystallographic axes with respect to the metal surface. And the second step is the averaging over all possible orientations of the crystallographic axes. The first step requires the definition of electrons providing the maximal contribution to the conductivity when $`kl1`$. It is well known, the more the conductivity, the less the impedance. The second step (the averaging) selects the calculated impedances choosing the maximal. Thus, the required impedance is the result of the solution of a nontrivial mini-max problem.
The outline of this paper is as follows. Following ref. in Section II we present the algorithm of the effective surface impedance calculation suitable in the case of strongly anisotropic polycrystals. In Section III the applicability of this approach to polycrystals under the conditions of anomalous skin effect is discussed. Based on the results of Section II, we obtain the general expression for the effective impedance of a polycrystal metal composed of single crystal grains with a complex dispersion relation of conduction electrons, i.e. with a complex Fermi surface. In the case of Fermi surfaces which are arbitrary surfaces of revolution, the result is presented in the form which allows analytical analyses of the influence of the shape of the Fermi surface on the effective impedance value. In Section IV we use the obtained formulae to calculate the effective impedance for polycrystals composed of the grains with different model Fermi surfaces. In Section V we investigate the effect of the change of the topology of the Fermi surface on the value of the effective impedance of polycrystals and present two examples of its behavior in the vicinity of the electronic topological transition.
## II THE EFFECTIVE IMPEDANCE CALCULATION
It is well known that to solve an electrodynamic problem external with respect to the metal, it is sufficient to know the tangential components of the electric $`𝐄`$ and magnetic $`𝐇`$ vectors at the metal surface . Only the relation between $`𝐄_t`$ and $`𝐇_t`$ depends on the metal properties:
$$𝐄_t=\widehat{\zeta }[𝐧,𝐇_t],$$
$`(1)`$
the subscript ”t” denotes the tangential components of the vectors. The two-dimensional tensor $`\widehat{\zeta }`$ is the surface impedance tensor of the metal. Its real and imaginary parts define respectively the absorption of an incident wave and the phase shift of the reflected wave.
Because of a very high conductivity the character of the reflection of an electromagnetic wave from a metal surface practically does not depend on the shape of the incident field, in particular, on the angle of incidence. Then, to calculate the surface impedance, it is sufficient to investigate normal incidence of an electromagnetic wave onto the metal half-space. The explicit form of the elements of $`\widehat{\zeta }`$ depends on the frequency of the incident wave $`\omega `$ as well as on the metal characteristics . In the order of magnitude $`|\zeta _{\alpha \beta }|\delta /\lambda 1`$; $`\lambda `$ is the vacuum wave length, $`\alpha ,\beta =1,2`$.
When the tensor $`\widehat{\zeta }`$ is known, Eqs.(1) play the role of boundary conditions for the electromagnetic fields in the region outside the metal. If a metal surface is an inhomogeneous one, and skin effect is strong, i.e. $`\delta a`$ ($`a`$ is the characteristic size of the inhomogeneity), Eqs.(1) are local up to the terms of the order of $`\delta /a`$. In other words, in Eqs.(1) $`\widehat{\zeta }`$ is an ordinary multiplying operator, but the elements of $`\widehat{\zeta }`$ depend on position at the surface. In this case Eqs.(1) are called the local Leontovich (impedance) boundary conditions . Then to solve an external electrodynamic problem it is necessary to know the surface impedance tensor at every point of the metal surface. When the surface inhomogeneity is strong, the solution requires cumbersome numerical calculations.
Sometimes it is sufficient to know the reflected electromagnetic wave averaged over the surface inhomogeneities. The general way providing the correct result is to derive equations for the averaged electromagnetic fields both in the metal half-space and in the medium over the metal (we assume it to be vacuum), as well as the boundary conditions for these fields at the metal-vacuum interface. By proceeding from these equations we obtain the relation between the tangential components of the averaged electric and magnetic vectors at the metal surface and, consequently, the effective impedance tensor $`\widehat{\zeta }_{ef}`$. Just this calculation procedure has been outlined in Introduction.
But when $`\delta a`$ the problem is simplified because we can examine the fields in the vacuum side of the system only. Since in the vacuum Maxwell’s equations do not contain any inhomogeneous parameters, the averaging of these equations gives the standard set of Maxwell’s equations. Therefore the main problem is to obtain the boundary conditions for the averaged fields from the exact Eqs.(1). This can be done without the direct solution of the complete electrodynamic problem.
The conception of the effective surface impedance is valid if the characteristic size of the surface inhomogeneity $`a`$ is small compared with the vacuum wave length $`\lambda =2\pi c/\omega `$. Since the stochastic fields are damped out at a distance of the order of $`a`$ from the metal surface, beginning with a distances $`d`$, $`ad\lambda `$, the total electromagnetic field equals to its averaged value. Then the problem is reduced to the calculation of the electromagnetic fields reflected from the flat surface whose surface impedance is $`\widehat{\zeta }_{ef}`$.
For polycrystals, the surface inhomogeneity is due to the misorientaion of the crystallographic axes of the grains at the metal surface, and the characteristic length $`a`$ is of the order of the mean size of a grain. In what follows we assume that
$$\delta a\lambda .$$
$`(2)`$
Let an electromagnetic wave be incident normally from the vacuum onto the planar surface $`x_3=0`$ of a polycrystalline metal which occupies the region $`x_3<0`$. By analogy with Eq.(1), we define the effective surface impedance tensor by the equation
$$<𝐄_t>=\widehat{\zeta }_{ef}[𝐧,<𝐇_t>],$$
$`(3)`$
where $`𝐧`$ coincides with $`𝐞_3`$; $`𝐞_3`$ is the unit vector directed along the axis 3 of the laboratory coordinate system. The laboratory coordinate system is related to the metal surface. The angular brackets denote an average over the ensemble of realizations of the polycrystalline structure.
We assume that the polycrystalline medium we are concerned with is statistically homogeneous, i.e. that the ensemble averages are independent of position. The only property of the medium that affects the one-point average, for example, $`<𝐄_t(𝐱)>`$, is the rotation of the crystallographic axes of the grain containing point $`𝐱`$ with respect to the laboratory coordinate system. If the polycrystal is an untextured one, i.e. it is composed of single crystal grains randomly rotated with respect to each other, in Eq.(3) $`<\mathrm{}>`$ correspond to the averaging over all possible rotations of the crystallographic axes of a grain at the surface.
To start the calculation, we would like to remind that since elements of the tensor $`\widehat{\zeta }`$ are of the order of the ratio $`\nu =\delta /\lambda 1`$, the tangential components of the electric vector at the metal surface are always much less than the tangential components of the magnetic vector. In the lowest (the zeroth) order in $`\nu `$, the magnetic field strength at the metal surface is equal to the magnetic vector $`𝐇_t^{per}`$ at the surface of a perfect conductor. In the zeroth approximation in $`\nu `$ the vector $`𝐄_t`$ is equal zero. The first nonvanishing term in the expansion of $`𝐄_t`$ in powers of $`\nu `$ can be calculated with the aid of the local Leontovich boundary conditions (1):
$$𝐄_t^1=\widehat{\zeta }[𝐧,𝐇_t^{per}].$$
$`(4)`$
To obtain the averaged tangential components of the vectors $`<𝐇_t>`$ and $`<𝐄_t>`$ in the lowest orders in powers of $`\nu `$ (the zeroth and the first respectively) we need to know the vector $`𝐇_t^{per}`$ only:
$$<𝐇_t>=<𝐇_t^{per}>;$$
$`(4.1)`$
$$<𝐄_t>=<𝐄_t^1>=<\widehat{\zeta }[𝐧,𝐇_t^{per}]>.$$
$`(4.2)`$
If the vectors $`<𝐄_t>`$ and $`<𝐇_t>`$ are known, Eq.(3) defines the effective surface impedance $`\widehat{\zeta }_{ef}`$.
Now it is almost obvious that when the surface of an inhomogeneous metal is flat, the effective surface impedance tensor $`\widehat{\zeta }`$ is
$$\widehat{\zeta }_{ef}=<\widehat{\zeta }>.$$
$`(5)`$
Indeed, in the case of normal incidence of an electromagnetic wave onto the flat surface $`x_3=0`$ of a perfect conductor the magnetic vector at the surface is $`𝐇_t^{per}=2𝐇_0`$, where $`𝐇_0`$ is the magnetic vector in the incident wave, and it does not depend on position at the surface. Next, the normal $`𝐧`$ to the surface $`x_3=0`$ is also independent of position. Thus, from Eqs.(4.1,2) we have:
$$<𝐇_t>=2𝐇_0;$$
$`(6.1)`$
$$<𝐄_t>=2<\widehat{\zeta }>[𝐧,𝐇_0].$$
$`(6.2)`$
Comparing Eqs.(6) with Eq.(3) we obtain the above mentioned Eq.(5).
In Eq.(5) was obtained according to the general scheme and the first correction $`\zeta _{ef}^1`$ to the effective impedance due to the local impedance fluctuations was calculated. It has been shown that if the impedance depends on position at the surface,
$$\zeta _{\alpha \beta }=<\zeta >[\delta _{\alpha \beta }+d_{\alpha \beta }(𝐱_{})];<d_{\alpha \beta }(𝐱_{})>=0,$$
where $`𝐱_{}`$ is the two dimensional position vector at the surface $`x_3=0`$, the correction $`\zeta _{ef}^1`$ is of the order of
$$\zeta _{ef}^1\zeta \frac{\delta }{a}d^2\frac{\delta ^2}{a\lambda }d^2;$$
$`d^2=<d_{\alpha \beta }^2(𝐱_{})>`$. However, the Leontovich boundary conditions (1) leads to the correct result for the amplitude of the reflected wave only if $`\delta /a1`$. The terms of the order of $`(\delta /a)^2`$ are outside of the framework of the Leontovich boundary conditions applicability. Then the correction term $`\zeta _{ef}^1`$ has to be omitted within the accuracy of the initial equations, Eqs.(1). Thus, Eq.(5) gives the value of the effective surface impedance which can’t be improved in the framework of the Leontovich boundary conditions applicability. The result is a nonperturbative one with respect to the inhomogeneity amplitude. It allows to calculate the effective impedance of strongly anisotropic polycrystals.
## III EFFECTIVE IMPEDANCE OF POLYCRYSTAL UNDER CONDITIONS OF ANOMALOUS SKIN EFFECT
To make use of Eq.(5), we need to know the local impedance of a polycrystal under the conditions of anomalous skin effect ($`\delta l,\omega \tau 1`$). In this case the current density $`𝐣`$ and the electric field strength $`𝐄`$ are related by non-local integral equations:
$$j_i=\widehat{\sigma }_{ik}\{E_k\},$$
$`(7)`$
where $`\widehat{\sigma }_{ik}`$ is the matrix of linear integral operators; the braces $`\{\mathrm{}\}`$ denote that $`𝐣`$ is a functional of $`𝐄`$. To calculate this operator the kinetic theory must be used .
For polycrystals the conductivity tensor $`\widehat{\sigma }_{ik}`$ is a random operator. Since the crystallographic axes of the anisotropic single crystal grains are rotated randomly with respect to each other, the electromagnetic wave crossing the boundary between adjacent grains in effect moves from one anisotropic medium into a different one.
Firstly, this means that when solving the kinetic equation, it must be taken into account that though the electron dispersion relation $`\epsilon =\epsilon (𝐩)`$ is the same for all the grains, the Fermi surfaces of the adjacent grains are rotated with respect to each other in the $`𝐩`$-space. Then the nonscalar parameters relating to the Fermi surface written with respect to a fixed set of laboratory axes differ for different grains. In particular, the electron velocity $`𝐯=\epsilon (𝐩)/𝐩`$ is not a function of the momentum $`𝐩`$ only, but it depends on position $`𝐱`$ too: $`𝐯=𝐯(𝐩;𝐱)`$. (Naturally, the volume of the Fermi surface and the total area of its surface are independent of $`𝐱`$.)
Secondly, we need to specify the boundary conditions at the interfaces of the grains. If the thickness of the grains interfaces is of the order of the atomic spacing, the random functions are step functions across the interfaces. In the model of the ”spread” interfaces all the stochastic parameters across the interfaces vary smoothly over the distances, which are much greater than the atomic spacing, but much less than the mean size of the grain. Next, to simplify the problem the relaxation time approximation (the $`\tau `$-approximation) for the collision integral in the kinetic equation can be used . It is known, that this approximation is sufficient in the limiting case $`l\delta `$. In our analysis we use the ”spread” interfaces model. Then the scattering at the grains interfaces has to be included in the electron relaxation (mean free) time $`\tau `$, and $`\tau `$ itself is a random function of position $`𝐱`$.
Finally, boundary conditions at the metal surface $`(x_3=0)`$ and far from the surface $`(x_3\mathrm{})`$ have to be specified. It is evident that the calculation of the conductivity tensor for a polycrystal is a separate and a very difficult problem.
To get a proper starting point for our calculation, we first of all assume that the grains are sufficiently large and the mean size of the grains is much larger than the electron mean free pathAs it was mentioned in Introduction $`l\delta _p`$, where $`\delta _p10^510^6\mathrm{cm}`$ is the plasma penetration depth. Usually the mean size of a polycrystalline grain $`a10^4\mathrm{cm}`$. $`l`$,
$$al.$$
$`(8)`$
Since $`l`$ is of the order of the distance over which the electric field $`𝐄`$ differs significantly, when Eq.(8) is fulfilled, the current density $`𝐣`$ in a grain is nearly the same as in the single crystal rotated with respect to the laboratory axes in the same way as the given particular grain.
When calculating, we assume that the relaxation time $`\tau `$ is a constant. It is not so essential, since usually when $`\delta l`$ the relaxation time does not enter the leading term of the expression for the surface impedance . In addition, as an excuse, we would like to note that if the relaxation time depend on the electron energy only, $`\tau =\tau (\epsilon )`$, it does the same for all the grains.
For single crystals the boundary conditions on the real surface of the metal and the influence of these conditions on the impedance were analyzed by a lot of authors (see, for example, ref. ). It has been shown that under the conditions of anomalous skin effect, the value of the surface impedance is not very sensitive to the character of the reflection of electrons from the sample surface. Therefore, we use the simplest boundary conditions and assume the specular reflection of conductive electrons from the metal surface.
Under all these assumptions it is clear that, the local surface impedance at a point $`𝐱`$ on the surface of the polycrystal approximately equals to the surface impedance of the single crystal whose crystallographic axes are rotated with respect to the laboratory axes in the same way as the ones of the grain at the point $`𝐱`$. Let’s write down the elements of the local impedance tensor.
### A The local surface impedance calculation
As we have mentioned above, from the theory of skin effect in single crystal metals it follows that under the conditions of extremely anomalous skin effect the assumption of the specular reflection of conductive electrons from the metal surface is sufficient. Then the Fourier method is efficient for the surface impedance calculation . The elements of the surface impedance tensor are expressed through their Fourier coefficients $`\zeta _{\alpha \beta }(k)`$:
$$\zeta _{\alpha \beta }=\frac{1}{\pi }_0^{\mathrm{}}\zeta _{\alpha \beta }(k)𝑑k.$$
$`(9)`$
The two-dimensional tensor $`\zeta _{\alpha \beta }(\alpha ,\beta =1,2)`$ is defined in the laboratory coordinate system related to the metal surface. The axes $`1`$ and $`2`$ of this coordinate system are placed on the metal surface and the axis $`3`$ is directed along the normal $`𝐧`$ to the surface. The Fourier coefficients $`\zeta _{\alpha \beta }(k)`$ are expressed in terms of the elements of the tensor $`\widehat{\zeta }^1(k)`$ reciprocal to $`\zeta _{\alpha \beta }(k)`$:
$$\zeta _{\alpha \beta }^{}{}_{}{}^{1}(k)=\frac{c}{2i\omega }[k^2\delta _{\alpha \beta }\frac{4\pi i\omega }{c^2}\sigma _{\alpha \beta }(k)].$$
$`(10)`$
The explicit form of the elements of the tensor $`\zeta _{\alpha \beta }(k)`$ is:
$$\zeta _{11}(k)=\zeta _{22}^{}{}_{}{}^{1}(k)/Z(k);\zeta _{12}(k)=\zeta _{12}^{}{}_{}{}^{1}(k)/Z(k);\zeta _{22}(k)=\zeta _{11}^{}{}_{}{}^{1}(k)/Z(k),$$
$`(11)`$
where $`Z(k)=\zeta _{11}^{}{}_{}{}^{1}(k)\zeta _{22}^{}{}_{}{}^{1}(k)[\zeta _{12}^{}{}_{}{}^{1}(k)]^2`$, or
$$Z(k)=\left(\frac{c}{2\omega }\right)^2\left\{k^4\frac{4\pi i\omega }{c^2}k^2(\sigma _{11}(k)+\sigma _{22}(k))+\left(\frac{4\pi i\omega }{c^2}\right)^2[\sigma _{11}(k)\sigma _{22}(k)\sigma _{12}^2(k)]\right\}.$$
$`(12)`$
In equations (10) and (12) $`\sigma _{ik}(k)`$ are the Fourier coefficients of the elements of the conductivity tensor calculated for the unbounded single crystal metal. In the $`\tau `$-approximation
$$\sigma _{ik}(𝐤)=\frac{2e^2\tau }{(2\pi \mathrm{})^3}\frac{v_iv_k}{v[1+i\mathrm{𝐤𝐯}\tau ]}𝑑S,$$
$`(13)`$
where the integration is carried out over the Fermi surface in a single cell of the momentum space; $`v=|𝐯(𝐩)|`$. The Fermi surface is defined by the equation $`\epsilon (𝐩)=\epsilon _F`$; $`\epsilon _F`$ is the Fermi energy. Taking into account that every Fermi surface has an inversion center, Eq.(13) can be rewritten as
$$\sigma _{ik}(𝐤)=\frac{4e^2\tau }{(2\pi \mathrm{})^3}\frac{v_iv_k}{v[1+(\mathrm{𝐤𝐯}\tau )^2]}𝑑S;$$
$`(13.1)`$
the integration is carried out over part of the Fermi surface where $`\mathrm{𝐤𝐯}>0`$. The last equation shows that the elements of the tensor $`\sigma _{ik}(𝐤)`$ are real. When calculating the surface impedance the wave vector $`𝐤`$ is supposed to be directed along the normale to the metal surface, i.e. with respect to the laboratory coordinate system $`𝐤=(0,0,k)`$.
To avoid awkwardness, in Eqs.(10) - (12) we do not indicate explicitly the dependence of the elements of the conductivity tensor on the direction of the wave vector $`𝐤`$ with respect to the orientation of the crystallographic axes, but since we are interested just in the orientational dependence of the surface impedance, it is necessary to have this dependence in mind.
In what follows we use Eq.(13) under the conditions of extremely anomalous skin effect. The integral (nonlocal) relation between the electric field and the current is manifested in the dependence of the conductivity tensor $`\sigma _{ik}`$ on the wave vector $`𝐤`$ when $`kll/\delta 1`$; $`\delta `$ is the characteristic penetration depth of electromagnetic field into the metal and $`lv\tau `$. If $`kl1`$, usually only the transverse with respect to the vector $`𝐤`$ elements of the conductivity tensor contribute to the current density. They are the functionals of the Fermi surface Gaussian curvature at the points where $`\mathrm{𝐤𝐯}=0`$ (see refs. ).
It is of interest that in the limit $`kl1`$ in spite of such complicated dependence of $`\sigma _{ik}(𝐤)`$ on the Fermi surface geometry, for a given vector $`𝐤`$ the conductivity tensor averaged over all orientations of the crystallographic axes is given by a very simple expression :
$$<\sigma _{ik}(𝐤)>=\sigma _a(\delta _{ik}k_ik_k/k^2),$$
$`(14.1)`$
$$\sigma _a=\frac{\pi e^2S_F}{2(2\pi \mathrm{})^3k},$$
$`(14.2)`$
$`S_F`$ is the total area of the Fermi surface. We see that, as it must be, the dependence of $`<\sigma _{ik}(𝐤)>`$ on the direction of the vector $`𝐤`$ is the same as for an isotropic metal.
For slightly anisotropic polycrystals under the conditions of extremely anomalous skin-effect Eqs.(14) define the surface impedance of the polycrystal in the zeroth approximation with respect to anisotropy. Apparently, the small anisotropy means either that the Fermi surface is regularly close to a sphere (for example, it is an ellipsoid with nearly equal principal axes), or the ”weight” of the regions where the Fermi surface deviates from the sphere is small. It has been shown in ref. that with regard to the effective surface impedance calculation the Fermi surface anisotropy can be considered small, if
$$\mathrm{\Delta }^2=\frac{4}{\pi S_F^2}\frac{dS_1dS_2(\stackrel{}{\nu }_1\stackrel{}{\nu }_2)^2}{\sqrt{1(\stackrel{}{\nu }_1\stackrel{}{\nu }_2)^2}}1\mathrm{\hspace{0.33em}1}.$$
$`(15)`$
In Eq.(15) the double integration is carried out over the Fermi surface; $`\stackrel{}{\nu }=𝐯(𝐩)/v(𝐩)`$ is the unit vector normal to the Fermi surface in the point $`𝐩`$.
If inequality (15) is fulfilled, we can replace the true Fermi surface by a sphere whose surface area is $`S_F`$. The surface impedance of such an isotropic conductor is $`\zeta _{\alpha \beta }=\zeta _a\delta _{\alpha \beta }`$, where
$$\zeta _a=\frac{2(1i\sqrt{3})}{3\sqrt{3}}\left(\frac{\omega \delta _a}{c}\right),\delta _a=\left(\frac{4\pi c^2\mathrm{}^3}{\omega e^2S_F}\right)^{1/3};$$
$`(16)`$
$`\delta _a`$ is the relevant electric field penetration depth . Equation (16) gives the leading term of the expression for the effective impedance. The first correction to $`\zeta _a`$ is proportional to $`\mathrm{\Delta }^2`$ (see ref. ).
When anisotropy is strong, equations (14) and (16) are inapplicable. In what follows, we use Eq.(5) to calculate the effective impedance of polycrystals with an arbitrary anisotropy. The difference between $`\zeta _{ef}`$ and $`\zeta _a`$ shows the dependence of the effective impedance on the Fermi surface geometry and exhibits the difference between the polycrystal and an isotropic conductor with the spherical Fermi surface.
Here we would like to mention that strictly speaking the averaged conductivity (14.1) has no specific physical meaning. We use $`\sigma _a`$ defined by Eq.(14.2) only as a characteristic value of the conductivity relating to the given Fermi surface. In just the same way we use $`\zeta _a`$ and $`\delta _a`$ (see Eq.(16)) as the characteristic values of the surface impedance and the penetration depth respectively.
To calculate $`\zeta _{ef}`$ we need to know the elements of the local impedance tensor $`\zeta _{\alpha \beta }`$. With regard to the arguments presented above, we use Eq.(9). The Fourier coefficients $`\zeta _{\alpha \beta }(k)`$ in Eq.(9) are expressed in terms of the elements of the conductivity tensor $`\sigma _{ik}(𝐤)`$ (see Eq.(13)). Thus, the first step of our calculation is to obtain the elements of this tensor for an arbitrary orientation of the wave vector $`𝐤`$ with respect to the crystallographic axes. (We remind: $`𝐤𝐧`$.)
As a rule, under the conditions of extremely anomalous skin effect ($`kl1`$) when calculating the elements of the conductivity tensor the leading terms in the expressions for the elements of $`\sigma _{ik}(𝐤)`$ can be written in the form
$$\sigma _{ik}(𝐤)=\sigma _a(k)S_{ik};$$
$`(17.1)`$
where $`\sigma _a`$ is given by Eq.(14.2) and the elements of the dimensionless tensor $`S_{ik}`$ depend on the Fermi surface geometry and the orientation of the vector $`𝐤`$ only:
$$S_{ik}=\frac{4}{S_F}\nu _i\nu _k\delta (\mathrm{𝐤𝐯}/kv)𝑑S,$$
$`(17.2)`$
$`\nu _i=v_i(𝐩)/v(𝐩)`$ and $`\delta (x)`$ is the delta-function.
Usually it is most covenient to calculate the elements of the conductivity tensor with respect to the crystallographic axes. Let us introduce two sets of coordinate axes: a fixed set of laboratory axes related to the surface of the polycrystal and the crystallographic axes, which are rotated with respect to the laboratory axes. Let $`𝐞_i`$ be the unit vectors along the laboratory axes ($`𝐞_3𝐧`$) and $`𝐚_i`$ be the unit vectors along the crystallographic axes. Let $`\gamma `$ denote the rotation of the crystallographic axes through the Euler angles $`\theta _k,\psi _k,\phi _k`$. We introduce the rotation matrix
$$\alpha _{ik}(\gamma )=(𝐞_i𝐚_k).$$
$`(18)`$
The explicit form of the elements of the rotation matrix (18) is presented in Appendix 1.
Since the wave vector $`𝐤`$ written with respect to the laboratory coordinate system is $`𝐤=(0,0,k)`$, its components written with respect to the crystallographic axes depend on $`\gamma `$: $`k_i^{(a)}(\gamma )=k\alpha _{3i}`$. (In what follows the superscript $`(a)`$ denotes vectors and tensors written with respect to crystallographic coordinate system.) Then according to Eqs.(17) the elements of the tensor $`\sigma _{ik}^{(a)}(𝐤)`$ are functions of the Euler angles too. Finally, the elements of the conductivity tensor with respect to the laboratory axes areWe do not use special superscripts to indicate the laboratory coordinate system. Up to the end of this Section, vectors and tensors without superscripts are written with respect to the laboratory coordinate system.:
$$\sigma _{ik}(k;\gamma )=\sigma _a(k)S_{ik}(\gamma );S_{ik}(\gamma )=\alpha _{ip}(\gamma )\alpha _{kq}(\gamma )S_{pq}^{(a)}(\gamma ).$$
$`(19.1)`$
From Eqs.(17) it follows that usually the tangential elements of the tensor $`S_{ik}(\gamma )`$ are of the order of unity and
$$\sigma _{\alpha \beta }(k;\gamma )=\sigma _a(k)S_{\alpha \beta }(\gamma );\alpha ,\beta =1,2.$$
$`(19.2)`$
In the same approximation the elements $`S_{i3}(\gamma )=0;i=1,2,3`$. When in Eqs.(13) the next terms in the small parameter $`1/kl`$ are taken into account, it can be shown that
$$\sigma _{13}\sigma _{23}\sigma _{33}\frac{1}{kl}\sigma _a,$$
$`(19.3)`$
If by any reason the tangential elements $`S_{\alpha \beta }`$ of the tensor $`\widehat{S}`$ are equal to zero, all the elements of the tensor $`\sigma _{ik}(k)`$ are of the order of $`\sigma _a/kl`$. In Section IV we examine several examples of such extraordinary situations, but here we restrict ourselves to Eqs.(19.2).
Now we can calculate the elements of the local impedance tensor. We rewrite Eqs.(10)-(12) for the Fourier coefficients $`\zeta _{\alpha \beta }(k)`$ in terms of the dimensionless tensor $`S_{\alpha \beta }(\gamma )`$. Then
$$Z(k;\gamma )=\frac{1}{\delta _a^4k^2}\left(\frac{c}{2\omega }\right)^2z(x;\gamma ),$$
$`(20.1)`$
where $`x=k\delta _a`$, and $`\delta _a`$ is given by Eq.(16);
$$z(x;\gamma )=x^6ix^3(S_{11}(\gamma )+S_{22}(\gamma ))[S_{11}(\gamma )S_{22}(\gamma )S_{12}^2(\gamma )].$$
$`(20.2)`$
And the Fourier coefficients of the elements of the surface impedance tensor are
$$\zeta _{11}(x;\gamma )=i\frac{2\omega \delta _a}{c}\delta _ax[x^3iS_{22}(\gamma )]/z(x;\gamma );$$
$`(21.1)`$
$$\zeta _{12}(x;\gamma )=\frac{2\omega \delta _a}{c}\delta _axS_{12}(\gamma )/z(x;\gamma );$$
$`(21.2)`$
$$\zeta _{22}(x;\gamma )=i\frac{2\omega \delta _a}{c}\delta _ax[x^3iS_{11}(\gamma )]/z(x;\gamma ),$$
$`(21.3)`$
We substitute Eqs.(21) into Eq.(9). To carry out the integration, we rewrite Eq.(20.2) for the function $`z(x;\gamma )`$ in the form
$$z(x;\gamma )=(x^3iS_1(\gamma ))(x^3iS_2(\gamma )),$$
$`(22.1)`$
where the functions $`S_1(\gamma )`$ and $`S_2(\gamma )`$ are the principal values of the two-dimensional tensor $`S_{\alpha \beta }(\gamma )`$:
$$S_{1,2}(\gamma )=\frac{1}{2}[(S_{11}(\gamma )+S_{22}(\gamma )\pm R(\gamma )],R(\gamma )=\sqrt{(S_{11}(\gamma )S_{22}(\gamma ))^2+4S_{12}^2(\gamma )}.$$
$`(22.2)`$
Equation (22.1) defines the poles of the integrand in the expressions (9) for the elements of the local impedance tensor $`\zeta _{\alpha \beta }(\gamma )`$ (The method of calculation of the integrals is given, for example, in ref. .)
After the integration is carried out, we obtain the elements of the local impedance tensor as functions of $`\gamma `$:
$$\zeta _{11}(\gamma )=\frac{1}{2}\zeta _a\{(S_{1}^{}{}_{}{}^{1/3}(\gamma )+S_{2}^{}{}_{}{}^{1/3}(\gamma ))+s(\gamma )(S_{1}^{}{}_{}{}^{1/3}(\gamma )S_{2}^{}{}_{}{}^{1/3}(\gamma ))\},$$
$`(23.1)`$
$$\zeta _{22}(\gamma )=\frac{1}{2}\zeta _a\{(S_{1}^{}{}_{}{}^{1/3}(\gamma )+S_{2}^{}{}_{}{}^{1/3}(\gamma ))s(\gamma )(S_{1}^{}{}_{}{}^{1/3}(\gamma )S_{2}^{}{}_{}{}^{1/3}(\gamma ))\},$$
$`(23.2)`$
with $`\zeta _a`$ from Eq.(16) and
$$s(\gamma )=\frac{(S_{11}(\gamma )S_{22}(\gamma ))}{R(\gamma )}.$$
$`(23.3)`$
In Eqs.(20)-(23) the dependence of all the terms on the Euler angles (on the set $`\gamma `$) is shown explicitly. We do not write down the expression for $`\zeta _{12}`$, since that element of the surface impedance tensor does not contribute to $`\zeta _{ef}`$.
### B The effective surface impedance calculation
Now we are ready for the second step of our calculation. In accordance with Eq.(5) the elements of the effective surface impedance tensor are the averages over the rotations $`\gamma `$ of the local impedance tensor (23). The averaging includes the integration over all of the three Euler angles $`\theta _k,\psi _k,\phi _k`$ (see Eq.(A1.2)). With regard to our definition of the Euler angles (see Appendix 1) the direct calculation shows that in equations (23.1) and (23.2) the Euler angle $`\phi _k`$ enters only the expression for the function $`s(\gamma )`$. The structure of this function is: $`s(\gamma )=S(\theta _k,\psi _k)\mathrm{sin}2\phi _k+C(\theta _k,\psi _k)\mathrm{cos}2\phi _k`$. We also showed that the nondiagonal element $`S_{12}`$ of the tensor $`\widehat{S}(\gamma )`$ depended on the angle $`\phi _k`$ in the same way as the function $`s(\gamma )`$. (In Appendix 2 we present the elements of the tensor $`\widehat{S}(\gamma )`$ calculated for an axially symmetric Fermi surface.) Then, after the integration over the angle $`\phi _k`$, it is evident that
$$\widehat{\zeta }_{ef}=\zeta _{ef}\widehat{I},$$
$`(24.1)`$
$`\widehat{I}`$ is the two-dimensional unit matrix, and
$$\zeta _{ef}=\frac{1}{2}\zeta _a<S_1^{1/3}(\theta _k,\psi _k)+S_2^{1/3}(\theta _k,\psi _k)>,$$
$`(24.2)`$
where
$$<\mathrm{}>=\frac{1}{4\pi }_0^\pi \mathrm{sin}\theta _kd\theta _k_0^{2\pi }\mathrm{}𝑑\psi _k.$$
$`(24.3)`$
With the aid of Eqs.(24), the effective surface impedance of a polycrystalline metal can be calculated (at least numerically), if the equation of the Fermi surface of the original single crystal is known.
Here we would like to note, that according to Eq.(24.2) if the average $`<S_{1}^{}{}_{}{}^{1/3}+S_{2}^{}{}_{}{}^{1/3}>`$ is not extremely large or small, $`\zeta _{ef}`$ in the order of magnitude is the same as $`\zeta _a`$. We remind, that $`\zeta _a`$ is the surface impedance of an isotropic conductor with the spherical Fermi surface, whose area is equal $`S_F`$. Then the difference between $`\zeta _{ef}`$ and $`\zeta _a`$ is in a numerical factor which can be calculated with regard to Eqs.(24). Next, since in Eq.(24.2) the functions $`S_{1(2)}(\theta _k,\psi _k)`$ are real, the relation between the real and the imaginary parts of $`\zeta _{ef}`$ is given by the factor $`(1i\sqrt{3})`$ in the expression for $`\zeta _a`$ (see Eq.(16)). Under the conditions of anomalous skin effect the same factor appears usually in the expressions for the elements of the impedance tensor . It is defined by the poles of the type $`k^3iC`$ in the expressions for the Fourier coefficients of the elements of the impedance tensor (see Eqs. (21) and (22)). Several examples of the Fermi surfaces for which this general rule is not true are presented below in Subsections IV.B and IV.C.
Equations (24) are rather formal. In what follows we present the formulae obtained from Eqs.(24) for a Fermi surface which is a surface of revolution. The derivation of Eqs.(25) is presented in Appendix 2.
Let the rotation axis of the Fermi surface coincide with the crystallographic axis $`z`$. (For axially symmetric Fermi surfaces by axis $`z`$ we mean the rotation axis and use a subscript $``$ for the vectors in the plane perpendicular to the axis $`z`$.) Let the equation of the Fermi surface written with respect to the crystallographic axes be $`\epsilon _F=\epsilon (𝐩)=\epsilon (p_{},p_z)`$, $`p_{}=|𝐩_{}|`$. We introduce the transverse speed of an electron on the Fermi surface $`v_{}=\epsilon (p_{},p_z)/p_{}`$ and the projection of an electron velocity on the axis $`z`$: $`v_z=\epsilon (p_{},p_z)/p_z`$.
As it is shown in Appendix 2, in this case the functions $`S_{1,2}`$ (see Eqs.(22)), depend not on the three Euler angles composing the rotation $`\gamma `$, but on the spherical angle $`\theta _k`$ only:
$$S_1=\frac{16}{S_F\mathrm{sin}\theta _k\mathrm{tan}\theta _k}p_{}\mathrm{\Phi }(p_{},\mathrm{tan}\theta _k)𝑑p_{};$$
$`(25.1)`$
$$S_2=\frac{16\mathrm{tan}\theta _k}{S_F\mathrm{sin}^3\theta _k}p_{}\frac{dp_{}}{\mathrm{\Phi }(p_{},\mathrm{tan}\theta _k)},$$
$`(25.2)`$
where
$$\mathrm{\Phi }(p_{},\mathrm{tan}\theta _k)=\sqrt{\frac{v_{}^2\mathrm{tan}^2\theta _kv_z^2}{v_z^2}}.$$
$`(25.3)`$
We do not use the superscript $`(a)`$ here, but we have in mind that $`p_{},p_z`$ and $`v_{},v_z`$ are calculated with respect to the crystallographic coordinate system. In Eqs.(25) the integration is carried out over the part of the Fermi surface inside one cell of the momentum space, where $`v_z>0`$ and the radicand of the function $`\mathrm{\Phi }(p_{},\mathrm{tan}\theta _k)`$ is positive. We would like to mention, that if the Fermi surface is a multiply connected surface, the integration is spread over all of its parts.
Next, when the Fermi surface is an axially symmetric surface the function $`s(\gamma )=\mathrm{cos}2\phi _k`$ (see Eq.(A2.6b)). Consequently, in accordance with the general Eqs.(24) we have:
$$\zeta _{ef}\delta _{\alpha \beta }=\frac{1}{4\pi }_0^\pi \mathrm{sin}\theta _k\mathrm{d}\theta _k_0^{2\pi }d\phi _k\zeta _{\alpha \beta }(\theta _k,\phi _k).$$
$`(26)`$
And after integration over $`\phi _k`$ our result is:
$$\zeta _{ef}=\frac{1}{2}\zeta _a<S_{1}^{}{}_{}{}^{1/3}+S_{2}^{}{}_{}{}^{1/3}>,$$
$`(27.1)`$
where
$$<S_{\alpha }^{}{}_{}{}^{1/3}>=_0^{\pi /2}\mathrm{sin}\theta _kS_{\alpha }^{}{}_{}{}^{1/3}\mathrm{d}\theta _k;\alpha =1,2.$$
$`(27.2)`$
It is easy to see, that for an isotropic metal with a spherical Fermi surface $`S_1=S_2=1`$ and $`\zeta _{ef}=\zeta _a`$.
In conclusion of this Section we would like to point out that the obtained Eqs.(27) are rather simple. Under the conditions of anomalous skin effect they allow us to calculate the effective surface impedance of a polycrystal if the dispersion relation of the conduction electrons (in other words, the equation of the Fermi surface) is known for the original single crystal metal. Moreover, Eqs.(27) allow to investigate the influence of the Fermi surface geometry on the value of the effective surface impedance.
## IV EFFECTIVE SURFACE IMPEDANCE OF POLYCRYSTALS COMPOSED OF THE GRAINS WITH SOME MODEL FERMI SURFACES
In this Section, we present some examples of the effective surface impedance calculation for different model polycrystals. We assume that Fermi surfaces of original single crystals have rather simple forms. Although the examples discussed below cannot be directly related to real metals, they allow us to solve the problem accurately (up to the numerical factors) and to show clearly the dependence of the effective impedance on the geometry of the Fermi surface.
### A An ellipsoidal Fermi surface
Let the Fermi surface be an uniaxial ellipsoid. Such a surface is the simplest example of a closed nonspherical Fermi surface. With respect to the crystallographic axes, the equation of the Fermi surface is
$$\epsilon _F=\frac{1}{2m_{}}p_{}^2+\frac{1}{2m_z}p_z^2;$$
$`(28)`$
We introduce
$$p_{}=(2m_{}\epsilon _F)^{1/2};\mu =m_z/m_{}.$$
$`(29)`$
If $`\mu 1`$, the Fermi surface is close to a disk; if $`\mu 1`$, it is a needle-shaped one. If $`\mu =1`$, Eq.(28) corresponds to an isotropic conductor with spherical Fermi surface. The total area $`S_F`$ of the surface (28) in terms of $`p_{}`$ and $`\mu `$ is:
$$S_F=4\pi p_{}^2Q(\mu ),$$
$$Q(\mu )=\frac{1}{2}\left\{1+\frac{\mu }{2\sqrt{1\mu }}\mathrm{ln}\left[\frac{1+\sqrt{1\mu }}{1\sqrt{1\mu }}\right]\right\},\mathrm{if}\mu <1;$$
$`(30)`$
$$Q(\mu )=\frac{1}{2}\left\{1+\frac{\mu }{\sqrt{\mu 1}}\mathrm{arcsin}\sqrt{\frac{\mu 1}{\mu }}\right\},\mathrm{if}\mu >1.$$
With regard to Eq.(27.1) to calculate the effective impedance we have to calculate the functions $`S_{1,2}(\theta _k)`$ defined by Eqs.(25)<sup>§</sup><sup>§</sup>§We remind that $`S_{1,2}`$ are the principal values of the tensor $`S_{\alpha \beta }`$.. Since the radicand of the function $`\mathrm{\Phi }(p_{},\mathrm{tan}\theta _k)`$ (see Eq.(25.3)) is positive when $`p_{}/\sqrt{1+\mu \mathrm{tan}^2\theta _k}<p_{}<p_{}`$, just this interval is the domain of integration in equations (25.1) and (25.2). Then
$$S_1(\theta _k;\mu )=\frac{\mu }{Q(\mu )\sqrt{\mathrm{cos}^2\theta _k+\mu \mathrm{sin}^2\theta _k}};S_2(\theta _k;\mu )=\frac{\mu }{Q(\mu )[\mathrm{cos}^2\theta _k+\mu \mathrm{sin}^2\theta _k]^{3/2}}.$$
$`(31.1)`$
For the following, let’s write down $`S_{1,2}`$ for nearly disk-shaped ($`\mu 1`$) and needle-shaped ($`\mu 1`$) ellipsoids, i.e in the cases of strongly anisotropic Fermi surfaces (28). From equations (30) and (31.1) we obtain:
$$S_1\frac{2\mu }{|\mathrm{cos}\theta _k|};S_2\frac{2\mu }{|\mathrm{cos}^3\theta _k|},\mathrm{when}\mu 1.$$
$`(31.2)`$
$$S_1\frac{4}{\pi \mathrm{sin}\theta _k};S_2\frac{4}{\pi \mu \mathrm{sin}^3\theta _k},\mathrm{when}\mu 1.$$
$`(31.3)`$
Thus, in these limiting cases at least one of the principle values of the tensor $`S_{\alpha \beta }`$ is singularly small. In other words, at least one of the principle conductivities is singularly small compared with the averaged conductivity $`\sigma _a`$ (see Eq.(19.2)).
Now with regard to Eqs.(27), the effective impedance is
$$\zeta _{ef}^{(el)}=\zeta _aZ(\mu ),$$
$`(32.1)`$
where $`\zeta _a`$ is defined by Eq.(16) and
$$Z(\mu )=\frac{1}{2}\left(\frac{Q(\mu )}{\mu }\right)^{1/3}_0^1𝑑xM^{1/6}(x;\mu )[1+M^{1/3}(x;\mu )];M(x;\mu )=x^2+\mu (1x^2).$$
$`(32.2)`$
The function $`Z(\mu )`$ is presented in Fig.1. It can be shown, that
$$Z(\mu )\frac{5}{8}\left(\frac{1}{2\mu }\right)^{1/3},\mathrm{if}\mu 1\mathrm{and}Z(\mu )\frac{\pi }{8}\left(\frac{\pi \mu }{4}\right)^{1/3},\mathrm{if}\mu 1.$$
$`(32.3)`$
When the anisotropy is strong, the function $`Z(\mu )1`$. Consequently, in these cases the effective impedance $`\zeta _{ef}^{(el)}\zeta _a`$.
We can rewrite Eq.(32.1) for $`\zeta _{ef}`$ in the form similar to Eq.(16) for $`\zeta _a`$ introducing an effective area of the Fermi surface $`S_{ef}`$. Comparing equations (16) and (32.1) we obtain:
$$\zeta _{ef}=\frac{2(1i\sqrt{3})}{3\sqrt{3}}\left(\frac{\omega \delta _{ef}}{c}\right),\delta _{ef}=\left(\frac{4\pi c^2\mathrm{}^3}{\omega e^2S_{ef}}\right)^{1/3},S_{ef}=S_FZ^3(\mu ).$$
$`(33.1)`$
For strongly anisotropic Fermi surfaces (28) the effective area $`S_{ef}`$ is much less than $`S_F`$. In terms of the effective masses $`m_{}`$ and $`m_z`$ we have
$$S_{ef}\epsilon _Fm_z;\mathrm{if}m_zm_{}(\mathrm{or}\mu 1);$$
$`(33.2)`$
$$S_{ef}\epsilon _Fm_{}\sqrt{\frac{m_{}}{m_z}};\mathrm{if}m_zm_{}(\mathrm{or}\mu 1);$$
$`(33.3)`$
The last two equations are in agreement with the results of for strongly flattened and strongly elongated ellipsoids.
We can also present our result, Eqs.(32), in a form showing the dependence of the effective impedance on the electron number density $`n`$. Since $`n=2V_F/(2\pi \mathrm{})^3`$, where $`V_F`$ is the volume of the Fermi surface, we can express $`S_F`$ in terms of $`n`$ and $`\mu `$. Then, with regard to Eqs.(33.1) we have
$$\zeta _{ef}=\frac{2(1i\sqrt{3})}{3\sqrt{3}}\left(\frac{\omega ^2\mathrm{}}{e^2c}\right)^{1/3}\left(\frac{1}{3\pi ^2n}\right)^{2/9}\stackrel{~}{Z}(\mu );\stackrel{~}{Z}(\mu )=\frac{\mu ^{1/9}}{Q(\mu )^{1/3}}Z(\mu ).$$
$`(34.1)`$
If the anisotropy is strong, with regard to the definition (30) the function $`\stackrel{~}{Z}(\mu )`$ is
$$\stackrel{~}{Z}(\mu )\frac{5}{8}\mu ^{2/9},\mathrm{if}\mu 1\mathrm{and}\stackrel{~}{Z}(\mu )\frac{\pi }{8}\mu ^{5/18},\mathrm{if}\mu 1.$$
$`(34.2)`$
Our calculation shows, that although usually $`\zeta _a`$ can be used as an estimate of the effective impedance of a polycrystal, there are situations when $`\zeta _{ef}`$ differs from $`\zeta _a`$ significantly. They are those ”extraordinary situations” which were mentioned in Section III when discussing the dependence of the elements of the conductivity tensor $`\sigma _{ik}(𝐤)`$ on the value of $`kl`$. Let’s clarify the situation.
Let’s assume that the Fermi surface is a thin disk. Then everywhere at the surface the electron velocity $`𝐯=(0,0,v)`$, and the condition $`\mathrm{𝐤𝐯}=0`$ can be fulfilled only if the wave vector $`𝐤`$ is situated at the plane of the disk ($`\theta _k=\pi /2`$). In other words, for an arbitrary directed vector $`𝐤`$ there are no ”belts” on the disk-shaped Fermi surface providing the terms of the order of $`\sigma _a`$ in the series expansion of the elements of the conductivity tensor $`\sigma _{ik}(k)`$ in powers of the small parameter $`1/kl`$ (see Eqs.(17)). In the case of the disk-shaped Fermi surface, the series expansions of all the elements of the conductivity tensor $`\sigma _{ik}(𝐤)`$ begin with the terms of the order of $`\sigma _a/kl\sigma _a`$. It is known, the less the conductivity, the greater the impedance. Thus, the effective impedance of a polycrystal composed of the grains with the disk-shaped Fermi surface has to be much greater than $`\zeta _a`$.
When the Fermi surface is not a thin disk but a strongly flattened ellipsoid ($`\mu 1`$), for an arbitrary direction of the wave vector $`𝐤`$ there are ”the belts” on the Fermi surface. For an ellipsoid the equation of ”the belt” is
$$p_{}=\frac{p_{}}{\sqrt{1+\mu \mathrm{cos}^2\phi \mathrm{tan}^2\theta _k}},$$
where $`\phi `$ is the polar angle in the plane perpendicular to the rotation axis and $`p_{}/\sqrt{1+\mu \mathrm{tan}^2\theta _k}<p_{}<p_{}`$. If $`\mu 1`$, almost all ”the belts” are placed near the vertexes of the ellipsoid related to its major diameter. However, ”the belts” are very small: along ”the belts” the Gaussian curvature of the Fermi surfaceUsually in textbooks of electron theory of metals the elements of the conductivity tensor $`\sigma _{\alpha \beta }(k)`$ are written as functionals of the Gaussian curvature of the Fermi surface along ”the belt” $`\mathrm{𝐤𝐯}=0`$ (see, for example, ref.). The greater the curvature of the belt, the less the conductivity. is much greater than $`1/p_{}^2`$. This is the reason why both principle values of the tensor $`S_{\alpha \beta }`$ are much less than unity (see Eq.(31.2)) and, consequently, the effective impedance is much greater than $`\zeta _a`$.
The case of a strongly elongated ellipsoid ($`\mu 1`$) is alike, but not exactly the same as the one discussed above. Here almost everywhere at the Fermi surface $`v_{}v_z`$. When the angle $`\theta _k`$ is not very small ($`\mathrm{tan}\theta _k1/\sqrt{\mu }`$), ”the belts” are placed mainly near the vertexes of the ellipsoid related to the rotation axis $`z`$. Again, for almost all the angles $`\phi `$, the Gaussian curvature of the Fermi surface along ”the belts” is much greater than $`1/p_{}^2`$. As a result one of the principle values of the tensor $`S_{ik}`$, namely $`S_2`$ (see Eq.(31.3)), is much less than unity, and, consequently, $`\zeta _{ef}\zeta _a`$. An elongated ellipsoid resembles a cylinder. The case of an open cylindrical Fermi surface is discussed in the next Subsection.
### B Open cylindrical Fermi surface
The simplest model of an open Fermi surface is an infinitely long cylindrical tube. Let the axis $`z`$ of the crystallographic coordinate system be the cylindrical axis. The equation of such a surface in a cell of the momentum space is
$$\epsilon _F=\frac{p_{}^2}{2m};p_m<p_z<p_m,$$
$`(35)`$
where $`2p_m`$ is the length of a single cell along the direction $`z`$. In terms of the electron number density $`n`$ we have $`p_m=n\pi ^2\mathrm{}^3/m\epsilon _F`$.
For the cylindrical Fermi surface (35), the electron velocity $`𝐯`$ is in the plane perpendicular to the axis $`z`$. Since $`v_z=0`$, when calculating the effective impedance we cannot use Eqs.(25) -(27). We have to repeat the calculation beginning from the derivation of the proper expressions for the elements $`\sigma _{\alpha \beta }(k;\gamma )`$ of the conductivity tensor.
First of all let’s make use of Eqs.(17) and calculate the elements of the conductivity tensor in the limit $`kl\mathrm{}`$. As before, we begin with the calculation of the conductivity tensor with respect to the crystallographic axes and use Eqs.(19.1) to calculate the tensor $`\sigma _{ik}(k;\gamma )`$ with respect to the laboratory coordinate system. Again the result of the calculation can be written as $`\sigma _{ik}(k;\gamma )=\sigma _a(k)S_{ik}`$ with $`\sigma _a`$ defined by Eq.(14.2), where $`S_F=4\pi p_m\sqrt{2m\epsilon _F}`$ is the lateral area of the cylinderThe validity of the expression (14.1) for the averaged conductivity in the case of an open cylindrical Fermi surface (35) can be easily verified by averaging Eqs.(36) with respect to the Euler angles $`\phi _k`$ and $`\theta _k`$.. And the elements of the tensor $`S_{ik}`$ are
$$S_{11}=\frac{4}{\pi \mathrm{sin}\theta _k}\mathrm{sin}^2\phi _k,S_{12}=\frac{2}{\pi \mathrm{sin}\theta _k}\mathrm{sin}2\phi _k,S_{22}=\frac{4}{\pi \mathrm{sin}\theta _k}\mathrm{cos}^2\phi _k.$$
$`(36.1)`$
and
$$S_{13}=S_{23}=S_{33}=0;$$
$`(36.2)`$
From Eqs.(36.1) it follows that in this approximation $`\sigma _{11}\sigma _{22}\sigma _{12}^20`$. With regard to Eqs.(22.2) this means that one of the principal values of the tensor $`S_{\alpha \beta }`$, namely $`S_2`$, is equal zero. Next, if $`S_2=0`$, the denominator in the expressions (21) for the Fourier coefficients of the elements of the impedance tensor is $`z(x=k\delta _a;\gamma )=x^3(x^3iS_1(\gamma ))`$ (see Eq.(22.1)), and the integrals (9) defining the local impedance $`\zeta _{\alpha \beta }`$ diverge.
Thus we have shown, that for an open cylindrical Fermi surface in the limit $`kl\mathrm{}`$ the conductivity tensor has only one nonzero principal value. As a result for such Fermi surfaces when calculating the surface impedance, we cannot use the conductivity tensor (36). Consequently, we have to calculate the tangential conductivities $`\sigma _{\alpha \beta }(k;\gamma )`$ up to the terms of the order of $`1/kl`$.
We use Eq.(13) and by analogy with Eq.(17.1) we write the elements of the conductivity tensor in the form
$$\sigma _{ik}=\sigma _a(k)S_{ik}(\gamma ;1/kl).$$
$`(37)`$
The simple form of the Fermi surface allows us to calculate the elements of the tensor $`S_{ik}(\gamma ;1/kl)`$ for an arbitrary value of the parameter $`1/kl`$. With this result in hand it is easy to calculate the required principle values $`S_1(\gamma ;1/kl)`$ and $`S_2(\gamma ;1/kl)`$ up to the terms of the order of $`1/kl`$. We omit the interim formulae and write down only the final result:
$$S_1=\frac{4}{\pi \mathrm{sin}\theta _k}\left[1\frac{1}{kl\mathrm{sin}\theta _k}\right];S_2=\frac{4}{\pi kl}\mathrm{cot}^2\theta _k.$$
$`(38)`$
The anomalously small conductivity $`\sigma _2=\sigma _aS_2`$ contributes to the leading terms in the expressions for the elements the local impedance tensor $`\zeta _{\alpha \beta }`$. We use Eqs.(20) and Eqs.(21) to calculate the Fourier coefficients of $`\zeta _{\alpha \beta }(x;\gamma )`$. It can be shown that the additional small factor $`1/kl`$ in the expression for $`S_2`$ results in the additional big factor $`(l/\delta _a)^{1/4}`$ in the expressions for the elements of the local impedance tensor. Next, due to the same small factor, the poles of the integrand of Eq.(9) are not the roots of the third-degree equations (see Eq.(22.1)), but of the 4th-degree equation $`x^44i\mathrm{cot}^2\theta _k/\pi =0`$ (compare with the expression (38) for $`S_2`$). As a result, for the cylindrical Fermi surface the relation between the real and the imaginary parts of the surface impedance is not defined by the usual factor $`(1i\sqrt{3})`$.
Taking into account the aforemention remarks, after calculating and consequent averaging of the elements of the local impedance tensor with respect to all possible rotations of the crystallographic axes, we obtain the effective impedance for the cylindrical Fermi surface:
$$\zeta _{ef}^{(cyl)}=\frac{1}{8}\left(\frac{\omega \delta _a}{c}\right)\left(\frac{l}{4\pi \delta _a}\right)^{1/4}e^{3i\pi /8}\mathrm{\Gamma }^2(1/4),$$
$`(39).`$
where $`\mathrm{\Gamma }(x)`$ is the gamma-function and $`\delta _a`$ is given by Eq.(16) with $`S_F=4\pi p_m\sqrt{2m\epsilon _F}`$
We see that the absolute value of $`\zeta _{ef}^{(cyl)}`$ is much greater than the typical value $`|\zeta _a|`$:
$$\zeta _{ef}^{(cyl)}\frac{\omega \delta _a}{c}\left(\frac{l}{\delta _a}\right)^{1/4}\zeta _a\frac{\omega \delta _a}{c}.$$
$`(40)`$
We would like to point out that, as it was mentioned in the Introduction, usually under the conditions of extremely anomalous skin effect, the elements of the surface impedance tensor do not depend on the mean free path $`l`$. This general conclusion is inapplicable for some specific Fermi surfaces. Our result shows that it fails for an open cylindrical Fermi surface. The unusual factor $`e^{3i\pi /8}`$ in Eq.(39) is due to the aforemention unusual poles of the integrand of Eq.(9).
In the next Subsection, we show that in the case of a cubic Fermi surface (or more generally, when the Fermi surface is a polyhedron ) the surface impedance exhibits the same specific character.
### C Cubic Fermi surface
Let the Fermi surface be a cube. Let the origin of the set of the crystallographic axes be at the center of the cube. With respect to crystallographic axes the sides of the cube are the planes
$$p_i^{(a)}=\pm p_F(i=1,2,3);$$
$`(41)`$
the edges of the cube are the intersections of the planes (41). At the sides of the cube the velocity $`v_i^{(a)}=\pm v_F`$ (on the opposite sides the directions of the vector $`𝐯`$ are opposite); the Fermi energy is $`\epsilon _F=\mathrm{𝐯𝐩}`$.
The surface (41) is not the surface of revolution and, consequently, Eqs.(27) are not applicable. Moreover, it is evident, that for an arbitrary direction of the wave vector $`𝐤`$ there are no ”belts” on the cubic Fermi surface where $`\mathrm{𝐤𝐯}=0`$. This means that the approximation (17) for $`\sigma _{ik}(k;\gamma )`$, as well as Eqs.(24), are not applicable either. So, in this case, the starting point of our calculation is the general expression (13) for the Fourier coefficients of the elements of the conductivity tensor.
When the Fermi surface is a cube for an arbitrary value of the parameter $`kl=kv_F\tau `$, it is very easy to perform the integration in Eq.(13) with respect to crystallographic coordinate system. It is evident that the only nonzero elements of the tensor $`\sigma _{ik}^{(a)}`$ are its diagonal elements:
$$\sigma _{qq}^{(a)}=\frac{4kl}{3\pi }\sigma _a\frac{1}{[1+\alpha _{3q}^2(kl)^2]},q=1,2,3.$$
$`(42.1)`$
$`\sigma _a`$ is given by Eq.(14.2) with $`S_F`$ being the lateral area of the cube: $`S_F=24p_F^2`$. From Eq.(42.1) it is clearly seen that in this case, the anisotropy of the conductivity tensor is due to the spatial dispersion only: when $`kl=0`$, the conductivity is a scalar. Next, the elements of the tensor $`\sigma _{ik}(k;\gamma )`$ with respect to the laboratory coordinate system are
$$\sigma _{ik}(k;\gamma )=\sigma _aS_{ik}(kl;\gamma ),S_{ik}(kl;\gamma )=\frac{4kl}{3\pi }\underset{q=1}{\overset{3}{}}\frac{\alpha _{iq}\alpha _{kq}}{[1+(kl)^2\alpha _{3q}^2]};$$
$`(42.2)`$
the elements of the rotation matrix $`\alpha _{ik}`$ are given by Eqs.(A1.1).
When $`kl1`$ from Eqs.(42) it follows, that for almost all the Euler angles the first nonvanishing terms of the series expansion of all the elements of $`S_{ik}`$ in powers of the small parameter $`1/kl`$ are
$$S_{ik}(k;\gamma )|_{kl1}=\frac{4}{3\pi }\frac{1}{kl}\stackrel{~}{F}_{ik};\stackrel{~}{F}_{ik}=\underset{q=1}{\overset{3}{}}\frac{\alpha _{iq}\alpha _{kq}}{\alpha _{3q}^2}.$$
$`(43)`$
Thus, when $`kl1`$, for the cubic Fermi surface all the elements of the conductivity tensor have the additional factor $`1/kl`$ and are much less than the characteristic conductivity $`\sigma _a`$.
It worth to be mentioned, that nevertheless the elements of the averaged conductivity $`<\sigma _{ik}(𝐤)>`$ as before are given by Eqs.(14). The point is that when averaging, Eqs.(43) lead to divergent integrals. In other words, when averaging we cannot neglect $`1`$ in the denominator of the expression (42) for $`S_{ik}`$. So, we have to use the general Eqs.(42) for an arbitrary $`kl`$ to calculate the averaged conductivity and pass to the limit $`kl\mathrm{}`$ after the integration is carried out.
However, no divergence occurs when Eqs.(43) are used to calculate the surface impedance (9). Then, with regard to Eqs.(10) - (12) we obtain the following expressions for the Fourier coefficients of the local surface impedance:
$$\zeta _{\alpha \beta }(x;\gamma )=2i\delta _a\left(\frac{\omega \delta _a}{c}\right)\frac{x^2(x^4\delta _{\alpha \beta }i\nu f_{\alpha \beta })}{(x^4i\nu F_1)(x^4i\nu F_2)},$$
$`(44.1)`$
where $`x=k\delta _a`$, $`\delta _a`$ is given by Eq.(16), $`\nu =4\delta _a/3\pi l1`$ and
$$f_{11}=\stackrel{~}{F}_{22};f_{12}=\stackrel{~}{F}_{12};f_{22}=\stackrel{~}{F}_{11};$$
$`(44.2)`$
$$F_{1,2}=\frac{1}{2}\left[\stackrel{~}{F}_{11}+\stackrel{~}{F}_{22}\pm \sqrt{(\stackrel{~}{F}_{11}\stackrel{~}{F}_{22})^2+4\stackrel{~}{F}_{12}^2}\right].$$
$`(44.3)`$
(compare with the equations (21) and (22)). We present Eqs.(44) to show that here, as in the case of an open cylindrical Fermi surface, the poles of the Fourier coefficients $`\zeta _{\alpha \beta }(x;\gamma )`$ are the roots of 4th degree equations $`x^4i\nu F_{1(2)}=0`$. In addition, we would like to mention, that the Fourier coefficients (44) depend on all of the three Euler angles.
When Eqs.(44) are substituted in Eq.(9) and the integration is carried out, after the averaging with respect to the Euler angles we obtain the effective impedance for the cubical Fermi surface:
$$\zeta _{ef}^{(cube)}=\frac{N}{4}\left(\frac{\omega \delta _a}{c}\right)\left(\frac{3\pi l}{\delta _a}\right)^{1/4}e^{3i\pi /8},N=<F_1^{1/4}+F_2^{1/4}>.$$
$`(45)`$
Numerical evaluation of the factor $`N`$ gives $`N=0.892`$. We remind that $`\delta _a`$ is defined by Eq.(16) with $`S_F=24p_F^2`$.
Of course, there are no cubic Fermi surfaces in real life. But there are metals whose Fermi surfaces are close to polyhedrons (see, for example, ref. ). In this connection, let’s estimate when smoothing of the edges and the vertexes of the cube does not lead to a substantial change of the result (45). Since the value of the local surface impedance (and, consequently, the value of the effective impedance) is defined by the elements of the conductivity tensor $`\sigma _{ik}(𝐤)`$, it is sufficient to estimate when the contribution to $`\sigma _{ik}(𝐤)`$ from the smoothing regions is much less than the contribution from the sides of the cube. We remind that the contribution to the conductivity from the sides of the cube is given by Eq.(42.2) and Eq.(43) with $`\sigma _a`$ from Eq.(14.2). When $`kl1`$ the elements of the conductivity tensor (42.2) are of the order of $`\sigma ^{(cube)}`$,
$$\sigma ^{(cube)}\frac{e^2p_F^2}{k(kl)\mathrm{}^3}.$$
Let’s estimate the contribution to the conductivity due to the smoothing of the vertexes of the cube. Suppose $`\delta p_v`$ is the characteristic size of the smoothing region, then with regard to Eqs.(17) the contribution to the conductivity from the regions near the vertexes is of the order of $`\delta \sigma ^{(v)}`$
$$\delta \sigma ^{(v)}\frac{e^2(\delta p_v)^2}{k\mathrm{}^3}.$$
Let’s estimate the contribution to the conductivity due to the smoothing of the edges of the cube. Here the characteristic size of the smoothing region in the direction along an edge is of the order of $`p_F`$. Let $`\delta p_{ed}`$ be the characteristic size of the smoothing region in the direction perpendicular to the edge. Then with regard to Eqs.(17) the contribution to the conductivity from the regions near the edges is of the order of $`\delta \sigma ^{(ed)}`$
$$\delta \sigma ^{(ed)}\frac{e^2p_F\delta p_{ed}}{k\mathrm{}^3}.$$
For a polycrystal with nearly cubic Fermi surface the effective impedance is given by Eq.(45) when $`\delta \sigma ^{(v)},\delta \sigma ^{(ed)}\sigma ^{(cube)}`$. Then, if $`\delta p_{ed}\delta p_v\delta p`$, the value of $`\delta p`$ is limited by the inequality $`\delta \sigma ^{(ed)}\sigma ^{(cube)}`$, or
$$\delta p\frac{p_F}{kl}.$$
$`(46)`$
Our result for the cubic Fermi surface, Eq.(45), is similar to Eq.(39) that is the effective impedance in the case of the cylindrical Fermi surface. We have shown that in both cases the value of the surface impedance is defined by small conductivities of the order of $`\sigma _a/kl`$. Then the effective impedance depends on the mean-free path $`l`$ and significantly exceeds the characteristic value $`|\zeta _a|`$: $`|\zeta _{ef}|(l/\delta _a)^{1/4}|\zeta _a|`$. In both cases the relation between the real and the imaginary parts of the effective impedance is defined by unusual factor $`\mathrm{exp}(3i\pi /8)`$.
The unusual dependence of the surface impedance on the value of the mean-free path $`l`$ obtained for the metals with cubic or cylindrical Fermi surfaces under the conditions of extremely anomalous skin effect, is the result of direct calculations. So, formally no further explanations are needed, but the calculations are rather tedious and therefore the answer is not obvious. To visualize the obtained result we use the Pippard method . A.B.Pippard called it the method of ineffective electrons.
Under the conditions of anomalous skin effect when calculating the surface impedance the integral relation (7) between the current density $`𝐣`$ and the electric field strength $`𝐄`$ has to be used instead of the Ohm low. According to Pippard, in the case of extremely anomalous skin effect the correct result for the surface impedance can be obtained in the same way as under the conditions of normal skin effect, if we take into account the fact that the most part of the electrons at the Fermi surface is ineffective. Only a small part of the electrons that is $`\delta /l`$ times less than in the case of normal skin effect takes part in the reflection of electromagnetic waves. A.B.Pippard used the standard local Ohm law, where the conductivity $`\sigma ne^2l/p_F`$ was replaced by the effective value $`\sigma _P\sigma (\delta /l)`$. In this way the presence of ”the belts” on the Fermi surface was taken into account. Suppose, the introduction of the effective conductivity $`\sigma _P`$ exhausts all the changes in the description of the extremely anomalous skin effect compared with the case of normal skin effect. Then we can calculate the penetration depth $`\delta `$ and the surface impedance $`\zeta `$ with the aid of the standard equations substituting $`\sigma _P`$ for $`\sigma `$.
In other words, due to ”the belts” on the Fermi surface, we cannot simply omit $`1`$ in the denominator of the expression (13.1) for the conductivity $`\sigma _{ik}(𝐤)`$. Now let’s suppose that under the conditions of extremely strong skin effect when calculating the principal values of the transverse conductivity $`\sigma _{\alpha \beta }(𝐤)`$ for a given direction of the wave vector $`𝐤`$, we can neglect $`1`$ without the divergence of the integrals over the Fermi surface at least for one of the principal values. Since the impedance is defined by the smaller of the principal conductivities, the additional small factor $`\delta /l`$ appears in the effective conductivity $`\sigma _P`$: $`\sigma _P\sigma (\delta /l)^2`$. When the Pippard method is used, namely this effective conductivity provides the correct value of the impedance. Now it is evident that
$$\delta \frac{c}{\sqrt{i\sigma _P\omega }}\left(\frac{c^2l^2}{i\sigma \omega }\right)^{1/4};\zeta \frac{\omega \delta }{c}.$$
Then, with regard to the last equation $`\zeta l^{1/4}`$. Note that the Pippard method allows us to define all the dimensional factors correctly, as well as the relation between real and imaginary parts of the impedance.
If for a single crystal metal this situation takes place for a finite interval of the directions of the wave vector $`𝐤`$ (or, in other words, for a finite interval of the Euler angles $`\gamma `$), the relation $`\zeta l^{1/4}`$ remains valid for the polycrystal too. The last is true since when averaging the leading term is defined by the Euler angles corresponding to the maximal values of the local impedance. Since all the conditions mentioned above are realized for polycrystals composed of the single crystal grains with cubic or cylindrical Fermi surfaces, their impedance has to be proportional to $`l^{1/4}`$. The last conclusion is consistent with Eq.(39) and Eq.(45).
## V EFFECTIVE IMPEDANCE IN VICINITY OF ELECTRONIC TOPOLOGICAL TRANSITION
The possibility to observe the effect of a change of the topology of the Fermi surface on the properties of electrons was predicted by I.M.Lifshitz . The change of the topology of the Fermi surface takes place when the Fermi energy equals to one of the critical values $`\epsilon _c`$ determined by band edges, local maxima and minima of the function $`\epsilon (𝐩)`$ and the Van Hove singularities. If the Fermi surface is found in the vicinity of a critical point, it can be slightly ”corrected” by some external effect (e.g. applying pressure or adding some impurities). The change in the Fermi surface topology is called the electronic topological transition. As a consequence of such a change, the properties of a metal determined by the Fermi surface electrons, exhibit the singularities with different critical exponents. In particular, the singular addition to the thermodynamic potential at zero temperature is of the order of $`|\epsilon _F\epsilon _c|^{5/2}`$. This allowed I.M.Lifshitz to call the electronic topological transition as the $`2\frac{1}{2}`$ order phase transition in accordance with Ehrenfest’s terminology.
Two basic types of topological transitions are possible depending on the type of the critical point that the Fermi surface passes through. They are:
1. the formation of a new void of the Fermi surface or the disappearance of an existing void when the critical point corresponds to an extremum of the function $`\epsilon (𝐩)`$;
2. the creation or the disruption of a neck when the critical point corresponds to a conic point of the Fermi surface.
Some exotic cases are also possible. For example, the critical points form a curve in the momentum space. This situation takes place for wurzite type crystals (see Subsection V.B below). An attempt to review theoretical papers devoted to the electronic topological transition has been done in ref. . Here the detailed bibliography on the subject can also be found.
Kinetic properties of metals are especially sensitive to the Fermi surface structure. For example, the conductivity exhibits anomalies near the topological transition. The analysis shows (see ref. ) that if the spatial dispersion of the conductivity is of no importance, the main influence of the topological transition on the value of the conductivity is indirect: the anomaly is related to the variation in the electron mean free path $`l`$. This is not the case under the conditions of extremely anomalous skin effect, when the electron scattering is less important than the specifics of the motion of free electrons with complicated dispersion relation. In this case, the sensitivity of the kinetic properties to the structure of the Fermi surface defines their strong dependence on the parameter $`\epsilon _F\epsilon _c`$.
There are papers, where under the conditions of anomalous skin effect the surface impedance has been calculated for single crystal metals with complex Fermi surfaces (see, for example, refs. ). Also there are investigations of the surface impedance of single crystals in the vicinity of the electronic topological transition. The question we are investigating in this Section is: whether the singularities related to the electronic topological transition ”survive” in polycrystals, which, in effect, are isotropic metals. In what follows we show that the singularities do ”survive”: the effective surface impedance of the polycrystal exhibits nontrivial behavior in the vicinity of the electronic topological transition.
Even without the calculation it is easy to understand that when a new little void of the Fermi surface appears, the derivative of the effective impedance has a jump. Really, suppose we examine a single crystal metal in the vicinity of a critical point corresponding to an extremum of the function $`\epsilon (𝐩)`$. Then the newly appearde void is an ellipsoid. When calculating the singularity of the surface impedance under the conditions of extremely strong skin effect, it is usual to assume that even for electrons of the small void the mean free path $`l\mathrm{}`$. Next, the surface impedance is proportional to $`S_F^{1/3}`$; $`S_F`$ is the total area of the Fermi surface. After the formation of the new void $`S_F=S_0+S_v`$, where $`S_0`$ is the area of the main part of the Fermi surface and $`S_v`$ is the area of the new ellipsoidal void: $`S_v|\epsilon _F\epsilon _c|`$. Consequently, in the vicinity of the critical point the impedance $`\zeta =\zeta _0+\delta \zeta `$, where $`\delta \zeta =0`$ until the formation of the void, and $`\delta \zeta S_v`$ is the addition to the impedance caused by the appearance of the new void. Thus, in the case of single crystal metal, the derivative of the impedance has a jump when $`\epsilon _F=\epsilon _c`$.
When calculating the effective impedance of the polycrystal, we have to average the surface impedance of a single crystal with respect to all possible rotations of the crystallographic axes with respect to the fixed set of laboratory axes. Since in the vicinity of the topological transition the singular addition to the surface impedance caused by the formation of a new ellipsoidal void has the same sign and is of the same order for all the directions of the crystallographic axes, the averaging does not change the result and the derivative of $`\zeta _{ef}`$ also has a jump when $`\epsilon _F=\epsilon _c`$.
If the topological transition leads to the creation or the disruption of a neck of the Fermi surface, the character of the effective impedance singularity cannot be obtained without the calculation. The point is that the orientation of the neck defines ”a preferred direction”, and the averaging strongly affects the value of the surface impedance. In what follows, we examined a polycrystal composed of the single crystal grains with the Fermi surface of a goffered cylinder type. This example provides a rather general description of the singularity near the conic point. Usually under the topological transition, the singularities of thermodynamic and kinetic characteristics depend only on the structure of the Fermi surface in the vicinity of the point where the change of the topology occurs. Our calculation does not contradict this rule. As we showed, the singular addition to the effective impedance depends only on the ratio of the effective masses at the point of the topological transition.
The other example we examined was the polycrystal composed of the single crystal grains with the Fermi surface of a wurzite crystal type; the Fermi energy is close to the critical value corresponding to the disappearance of the toroidal hole of the Fermi surface and the appearance of the new ovaloid void. This example is an exotic one. It has been chosen following ref. because of the relative simplicity of analytical analysis.
In conclusion of this Subsection one remark must be done. If the external pressure is used to observe the effect, it must be taken into account that in a polycrystalline sample, the stresses can be different in different grains. Then the transition would be blurred. It is better to use polycrystals where the inhomogeneity of the stresses is minimal. May be the results of ref. will be useful for the choice of such polycrystals.
### A Fermi surface of goffered cylinder type
Let the polycrystal be composed of single crystal grains whose Fermi surface with regard to the crystallographic axes is defined by the equation
$$\epsilon _F=\frac{p_{}^2}{2m_{}}+\epsilon _c\mathrm{cos}\frac{\pi p_z}{p_m},$$
$`(47)`$
The length of the unit cell in the direction $`z`$ is $`2p_m`$. For the crystallographic axes we choose the origin of coordinates at the point $`p_z=0`$, then $`p_m<p_z<p_m`$. The topology of the Fermi surface changes at the point $`p_z=0`$ when $`\epsilon _F`$ equals to the critical value $`\epsilon _c`$. Namely,
1) if $`\epsilon _F<\epsilon _c`$, the Fermi surface is a closed surface (under our choice of the unit cell, in each cell there are two separated parts belonging to two different closed surfaces, Fig.2.a);
2) if $`\epsilon _F=\epsilon _c`$, the Fermi surface has a conic point and a neck is formed (see Fig.2.b);
3) if $`\epsilon _F>\epsilon _c`$, the Fermi surface is an open one (see Fig.2.c).
Having in mind to calculate the change of the effective surface impedance in the vicinity of the electronic topological transition, we set
$$\epsilon _F/\epsilon _c=1+\delta \epsilon .$$
$`(48)`$
The cases $`\delta \epsilon <0`$ and $`\delta \epsilon >0`$ must be examined separately.
Since the area of the Fermi surface $`S_F`$ varies under the variation of the Fermi energy $`\epsilon _F`$, it is not convenient to use $`\zeta _a`$ (see Eq.(16)) as the characteristic value of the surface impedance. Let us introduce new characteristics of the Fermi surface:
$$p_c=\frac{m_{}\epsilon c}{p_m};S_c=4\pi p_c^2;\gamma =\pi ^2\frac{p_c}{p_m},$$
$`(49)`$
The values of $`p_c,S_c`$ and $`\gamma `$ do not depend on the Fermi energy. Now we rewrite Eqs.(27) for the effective impedance in the form:
$$\zeta _{ef}=\zeta _gZ(\delta \epsilon ;\gamma ).$$
$`(50.1)`$
Here, by analogy with Eq.(16) we introduce
$$\zeta _g=\frac{2(1i\sqrt{3})}{3\sqrt{3}}\left(\frac{\omega \delta _g}{c}\right),\delta _g=\left(\frac{4\pi c^2\mathrm{}^3}{\omega e^2S_c}\right)^{1/3}.$$
$`(50.2)`$
It is evident that $`\zeta _g`$ does not depend on $`\epsilon _F`$ either. In other words, in the vicinity of the conic point the value of $`\zeta _g`$ is fixed. Next, if instead of the Euler angle $`\theta _k`$ we introduce $`w=\mathrm{tan}^2\theta _k/\gamma `$, from Eq.(27.2) it follows that the function $`Z(\delta \epsilon ;\gamma )`$ is
$$Z(\delta \epsilon ;\gamma )=\frac{\gamma }{24\pi ^{1/3}}\underset{0}{\overset{\mathrm{}}{}}\frac{[\stackrel{~}{S}_1^{1/3}+\stackrel{~}{S}_2^{1/3}]}{(1+\gamma w)^{3/2}}𝑑w.$$
$`(50.3)`$
In Eq.(50.3) the functions $`\stackrel{~}{S}_{1(2)}`$ depend on $`w,\gamma `$ and $`\delta \epsilon `$. They are the renormolized functions $`S_1`$ and $`S_2`$ defined by Eq.(25.1) and Eq.(25.2) respectively. If, when integrating over $`p_{}`$ in Eqs.(25) the dimensionless variable $`x=p_{}/\pi p_c`$ is used, we obtain
$$\stackrel{~}{S}_1(w;\gamma ,\delta \epsilon )=\frac{\sqrt{1+w\gamma }}{w\gamma }x\mathrm{\Phi }(x;w,\delta \epsilon )𝑑x;\stackrel{~}{S}_1(w;\gamma ,\delta \epsilon )=\frac{(1+w\gamma )^{3/2}}{w\gamma }\frac{xdx}{\mathrm{\Phi }(x;w,\delta \epsilon )},$$
where
$$\mathrm{\Phi }(x;w,\delta \epsilon ))=\sqrt{\frac{\gamma wx^2}{1(1+\delta \epsilon \gamma x^2/2)^2}1}.$$
$`(50.4)`$
The requirement for the radicand of Eq.(50.4) to be positive combined with inequalities defining the intervals of $`x`$ variation on the Fermi surface give the region of integration.
Let $`S_{1(2)}^{(c)}`$ be the functions $`\stackrel{~}{S}_{1(2)}`$ for $`\delta \epsilon =0`$ (the Fermi energy corresponds to the conic point). Let $`\zeta _{ef}^{(c)}`$ be the effective impedance relevant to this Fermi energy. According to Eqs.(50) we have
$$\zeta _{ef}^{(c)}=\zeta _gZ_c(\gamma );Z_c(\gamma )=Z(\delta \epsilon =0;\gamma ).$$
$`(51)`$
The function $`Z_c(\gamma )`$ is presented in Fig.3.
Let $`\delta \zeta _{ef}`$ be the difference between the value of the effective impedance when $`\delta \epsilon 0`$ and $`\zeta _{ef}^{(c)}`$: $`\delta \zeta _{ef}(\delta \epsilon )=\zeta _{ef}(\delta \epsilon )\zeta _{ef}^{(c)}`$. It is evident that if $`|\delta \epsilon |1`$ in the main approximation
$$\delta \zeta _{ef}(\delta \epsilon )=\zeta _g[\delta z_1+\delta z_2];$$
$`(52.1)`$
$$\delta z_\alpha (\delta \epsilon )\frac{\gamma }{6(4\pi )^{1/3}}\underset{0}{\overset{\mathrm{}}{}}\frac{dw}{(1+\gamma w)^{3/2}}\frac{\mathrm{\Delta }\stackrel{~}{S}_\alpha }{[S_\alpha ^{(c)}]^{4/3}},\alpha =\mathrm{\hspace{0.33em}1},2;$$
$`(52.2)`$
and
$$\mathrm{\Delta }\stackrel{~}{S}_\alpha =S_\alpha ^{(c)}(w;\gamma )\stackrel{~}{S}_\alpha (w;\gamma ,\delta \epsilon ).$$
$`(52.3)`$
Below we present the results obtained when calculating $`\delta \zeta _{ef}(\delta \epsilon )`$ for $`\delta \epsilon <0`$ and $`\delta \epsilon >0`$. The details of the calculation are straightforward, but rather lengthy and tedious. In Appendix 3 we outline the main steps of the calculation and write down the main interim results. The expressions for $`\delta \zeta _{ef}(\delta \epsilon )`$ are different depending on the sign of $`\delta \epsilon `$. In what follows we use the superscript $`(<)`$ to mark all the values calculated for $`\delta \epsilon <0`$ and the superscript $`(>)`$ to show that $`\delta \epsilon >0`$.
So, when $`|\delta \epsilon |1`$ our final result for $`\delta \zeta _{ef}^{(<)}`$ is
$$\delta \zeta _{ef}^{(<)}\frac{\zeta _g}{3}\left(\frac{\gamma }{2\pi }\right)^{5/3}\frac{\alpha ^{(<)}}{(1+\gamma )^2}(|\delta \epsilon |/2)^{3/4}\mathrm{ln}|\delta \epsilon |,$$
$`(53.1)`$
where
$$\alpha ^{(<)}=\underset{0}{\overset{1}{}}\frac{(1+x^4)dx}{\sqrt{1x^4}}.$$
$`(53.2)`$
Numerical evaluation gives $`\alpha ^{(<)}1.75`$.
When $`\delta \epsilon >0`$ our final result for $`\delta \zeta _{ef}^{(>)}`$ is
$$\delta \zeta _{ef}^{(>)}\frac{\zeta _g\gamma }{3}\left(\frac{\gamma }{2\pi }\right)^{5/3}\frac{\alpha ^{(>)}}{(1+\gamma )^2}(\delta \epsilon /2)^{3/4}\mathrm{ln}\delta \epsilon ,$$
$`(54.1)`$
where
$$\alpha ^{(>)}=\underset{0}{\overset{1}{}}\frac{(1x^4)dx}{\sqrt{1+x^4}}.$$
$`(54.2)`$
Numerical evaluation gives $`\alpha ^{(>)}.77`$.
The equations (53) and (54) describe the singularity of the effective impedance of polycrystals in the vicinity of the electronic topological transition when the Fermi surface passes through the conic point (Fig.4). Firstly, we would like to note, that the dependence of $`\zeta _{ef}`$ on the parameter $`\delta \epsilon =\epsilon _F/\epsilon _c1`$ is nontrivial: $`\delta \zeta _{ef}|\delta \epsilon |^{3/4}\mathrm{ln}|\delta \epsilon |`$. Thus, in the case under consideration, the sigularity of the effective impedance is stronger than when a new void appears: at the conic point the derivative $`\zeta _{ef}/\epsilon _F`$ has the infinitely large jump.
In conclusion, let us show that the character of the singularity, the value of the ratio $`\delta \zeta _{ef}/\zeta _g`$, depends on the structure of the Fermi surface near the conic point only. Indeed, let’s introduce the effective masses $`m_{}^{ef}=^2\epsilon (𝐩)/p_{}^2`$ and $`m_z^{ef}=^2\epsilon (𝐩)/p_z^2`$. It is evident that everywhere at the Fermi surface $`m_{}^{ef}=m_{}`$. In our case, the change of the topology takes place in the point $`𝐩=0`$ of the momentum space. Here $`m_z^{ef}=p_m^2/\pi ^2\epsilon _c`$. In the small vicinity of the point $`𝐩=0`$ we can expand the expression (47) and write the equation of the Fermi surface as
$$\epsilon _F\epsilon _c=\frac{p_{}^2}{2m_{}}\frac{p_z^2}{2m_z^{ef}}.$$
Next, with regard to Eq.(49) the parameter $`\gamma `$ in the expressions (53) and (54) for $`\delta \zeta _{ef}/\zeta _g`$ is simply the ratio of the effective masses: $`\gamma =m_{}/m_z^{ef}`$ at the point $`𝐩=0`$. Consequently, only the local geometry of the Fermi surface in the vicinity of the conic point affects the singularity of the effective impedance.
### B Fermi surface of wurzite type crystals
Let the polycrystal be composed of single crystal grains with an energy spectrum of wurzite type crystals . The dispersion relation for such crystals written down with respect to the crystallographic coordinate system is
$$\epsilon ^\pm (𝐩)=\frac{1}{2m_{}}(p_{}\pm p_0)^2+\frac{1}{2m_z}p_z^2,$$
$`(55)`$
where the effective masses $`m_{}`$ and $`m_z`$ are positive.
There are two critical energies $`\epsilon _c^\pm `$ corresponding to the change of topology of the equienergy surface (55). The first critical value of the energy $`\epsilon _c^{}`$ (we set $`\epsilon _c^{}=0`$) corresponds to the appearance of a new void of the equienergy surface related to minus sign in Eq.(55). When $`\epsilon _F=\epsilon _c^{}`$, the critical points $`p_{}=p_0`$ form the curve in the momentum space. If $`0<\epsilon <\epsilon _c^+`$, where $`\epsilon _c^+=p_0^2/2m_{}`$, the equienergy surfaces are toroids with elliptical crossection in the planes containing the axis $`p_z`$ (Fig.5.a). When the energy equals to the second critical value $`\epsilon _c^+`$, the hole in the toroid disappears and a new void of ovaloid shape related to plus sign in Eq.(64) appears (Fig.5.b) at the point $`p_{}=p_z=0`$. Thus, the point $`p_{}=p_z=0`$ is an isolated critical point.
In what follows for $`0<\epsilon _F<\epsilon _c^+`$ we calculate $`\zeta _{ef}=\zeta _{ef}^{(<)}`$ as a function of $`\epsilon _F/\epsilon _c^+`$. For $`\epsilon _F>\epsilon _c^+`$ we write down the value of the effective impedance $`\zeta _{ef}^{(>)}`$ as a sum:
$$\zeta _{ef}^{(>)}(\epsilon _F/\epsilon _c^+)=\zeta _{ef}^{(<)}(\epsilon _F/\epsilon _c^+)+\mathrm{\Delta }\zeta .$$
$`(56)`$
Here $`\zeta _{ef}^{(<)}(\epsilon _F/\epsilon _c^+)`$ is the extension of the function $`\zeta _{ef}^{(<)}`$ to the region $`\epsilon _F/\epsilon _c^+>1`$, and $`\mathrm{\Delta }\zeta `$ describes the singularity of the effective impedance in the vicinity of the topological transition related to the critical energy $`\epsilon _c^+`$.
We performed the calculation with the aid of Eqs.(25) - (27). Some main interim formulae are presented in Appendix 4. As in the previous Subsection, here it is reasonable to introduce a characteristic impedance $`\zeta _w`$ which does not change with the change of the Fermi energy. With regard to the equation of the Fermi surface (55) we set
$$\zeta _w=\frac{2(1i\sqrt{3})}{3\sqrt{3}}\left(\frac{\omega \delta _w}{c}\right),\delta _w=\left(\frac{\pi c^2\mathrm{}^3}{\omega e^2m_{}\epsilon _c^+}\right)^{1/3}.$$
$`(57)`$
Let’s begin with the case $`0<\epsilon _F<\epsilon _c^+`$. Then the Fermi surface is the toroid $`\epsilon _F=\epsilon ^{}(𝐩)`$ (see Eq.(55)). The direct calculations show that for such values of the Fermi energy the effective impedance is
$$\zeta _{ef}^{(<)}(\epsilon _F/\epsilon _c^+)=\zeta _w\left(\frac{\epsilon _c^+}{\epsilon _F}\right)^{1/6}B\left(\frac{m_z}{m_{}}\right),$$
$`(58.1)`$
where the function $`B(z)`$ is defined by Eqs.(A4.3) of Appendix 4. For $`z1`$ and $`z1`$ we have
$$B(z)\frac{5}{16}\left(\frac{4}{\pi z}\right)^{1/3},\mathrm{if}z1$$
$$B(z)\frac{\pi }{8}\frac{z^{1/6}}{\mathrm{ln}z},\mathrm{if}z1.$$
$`(58.2)`$
We see that the effective impedance increases if the Fermi energy $`\epsilon _F`$ decreases. According to Eq.(58.1) $`\zeta _{ef}^{(<)}\zeta _w`$, when $`\epsilon _F0`$. We remind that we have chosen the first critical value of the energy, $`\epsilon _c^{}`$, to be equal to zero. When $`\epsilon _F=0`$, the Fermi surface is not a three dimensional surface, but the ring $`p_{}=p_0;p_z=0`$. Evidently, on such a surface there are no ”belts”, where the condition $`\mathrm{𝐤𝐯}=0`$ is fulfilled. Consequently, the conductivity is unusualy small and the impedance is extremely large. Next, the effective impedance increases significantly in the cases of strongly flattened ($`m_z/m_{}1`$) or strongly elongated ($`m_z/m_{}1`$) toroids. The situation is very similar the one discussed in Subsection IV.A, where we have shown that the effective impedance is extremely large in the cases of strongly flattened and strongly elongated ellipsoids. Generally it can be stated that the surface impedance increases significantly, when ”the dimension” of the Fermi surface decreases.
When $`\epsilon _F>\epsilon _c^+`$, the Fermi surface consists of two parts: the external one is defined by the equation $`\epsilon _F=\epsilon ^{}(𝐩)`$, and it is a part of the toroid; the internal one is given by the equation $`\epsilon _F=\epsilon ^+(𝐩)`$, and it is a part of the ovaloid (see Eq.(55)).
With regard to Eq.(56) the straightforward calculation of the function $`\mathrm{\Delta }\zeta `$ shows that near the point of the topological transition, i.e. when $`0<\delta \epsilon =(\epsilon _F\epsilon _c^+)/\epsilon _c^+1`$, we have
$$\mathrm{\Delta }\zeta =\zeta _w\delta \epsilon ^{3/2}C\left(\frac{m_3}{m_{}}\right),$$
$`(59.1)`$
where the function $`C(z)`$ is defined by Eqs.(A4.5) of Appendix 4. For $`z1`$ and $`z1`$ we have
$$C(z)\frac{1}{36\sqrt{\pi }z^{5/6}}\left(\frac{1}{2\pi }\right)^{1/3}\frac{\mathrm{\Gamma }(1/6)}{\mathrm{\Gamma }(2/3)},\mathrm{if}z1;$$
$$C(z)\frac{1}{120z^{1/6}},\mathrm{if}z1;$$
$`(59.2)`$
$`\mathrm{\Gamma }(x)`$ is the gamma-function.
Equations (59) describe the singularity of the effective surface impedance related to the disappearance of the hole of the toroidal Fermi surface and the appearance of a new ovaloid void. We would like to note that the singularity related to the new void formation at the isolated critical point $`\epsilon _c^+`$ (see Eq.(59.1)), is weaker than in the case of a neck formation (see Eqs. (53.1), (54.1)). It is also weaker than in the case of the new void appearance in the vicinity of an extremum of the function $`\epsilon (𝐩)`$.
## VI CONCLUSIONS
The calculation of the surface impedance of polycrystalline metals is a logical result of the development of electron theory of metals. The possibility to calculate the surface resistance of a polycrystalline metal with high accuracy (in fact, exactly) when the impedance (the Lentovich) boundary conditions are valid , was a stimulus to investigate all the kinds of different physically meaningful situations. Anomalous skin effect is on of these situations. The present investigation together with refs. and refs. completes the theory of skin effect in polycrystals.
Polycrystals are inhomogeneous solids, and all inhomogeneous media greatly interested scientists in the past years. A distinctive feature of a polycrystal is its grains. The grains, being the structural elements of polycrystals are macroscopic formations. The inhomogeneity of polycrystals is due to random orientation of the crystallographic axes of the grains with respect to each other. As a result, when electron properties of single crystal grains out of which the polycrystal is composed are known, not is it only possible to set up a problem of the effective impedance calculation, but also to solve it too. The region of the obtained results application is very wide. They are applicable when the surface resistance is of interest. For example, if the reflectance and absorbtion of metallic mirrors, which are elements of modern devices and systems, are under investigation.
Suppose the impedance of an individual single crystal grain is its phenomenological characteristic corresponding to a flat metal-vacuum interface, then Eq.(5) has to be considered as the final formula of the theory. For metallic polycrystals this formula has been obtained in ref. ; with regard to the radio waves propagation along the earth surface, a similar result has been obtained by E.L.Feinberg as far back as in the mid forties. Comparison of Eq.(5) with other formulae obtained for effective characteristics with the aid of the method of I.M.Lifshitz and L.N.Rosenzweig , shows the principal difference from the formula for the effective impedance obtained in the framework of the Leontovich boundary conditions applicability. The point is that the spatial correlators of the random characteristics of the polycrystal do not enter Eq.(5). Taking account of these correlators falls outside the limits of the accuracy of the Leontovich boundary conditions. This allows us to consider Eq.(5) as an exact formula.
To start the calculation with the aid of Eq.(5), it is necessary to know the impedance of the single crystal metal for an arbitrary orientation of the crystallographic axes with respect to the metal surface. Without simplifying assumptions the impedance of single crystals can be calculated in two limiting cases only. Namely, under the conditions of normal skin effect (the impedance is expressed in terms of the elements of the conductivity tensor ) and under the conditions of extremely strong skin effect. In the last case the impedance is expressed in terms of integrals over the Fermi surface, and usually it does not depend on dissipative characteristics of the metal <sup>\**</sup><sup>\**</sup>\**We would like to note, that in the intermediate case, when $`\delta `$ is of the order of $`l`$, an analytic expression for the impedance can be obtained only after rather significant simplifications (see, for example, )..
Under the conditions of extremely strong skin effect Eqs.(24) together with Eq.(17.2) solve the problem of the effective impedance calculation. Later on (except for Section V) Eqs.(24) are analyzed for some model or ”exotic” Fermi surfaces. If for the given Fermi surface all the principle values of the tensor (17.2) are of the order of unity, the values of the impedance of the single crystal, calculated for an arbitrary orientation of the sample surface, are of the same order. The effective impedance is of the same order too. In this case the obtained results do not change the picture of the anomalous skin effect qualitatively. But we must take into account that the averaging (the angular brackets in Eq.(24.2)) changes the value of the impedance quantitatively.
Often the results of the measurement of the impedance under the conditions of extremely strong skin effect are used to calculate the electron mean free path in polycrystals. The calculation is carried out in the following way. Suppose the polycrystal is an isotropic conductor with a spherical Fermi surface $`S_F^{(a)}`$, then its impedance is defined by Eq.(16). The measurement of the impedance allows us to calculate $`S_F^{(a)}`$. Next, the static conductivity of an isotropic conductor is $`\sigma S_F^{(s)}l`$, where $`S_F^{(s)}`$ is again the area of the Fermi surface. Suppose $`S_F^{(a)}S_F^{(s)}`$, then the value of the mean free path $`l`$ can be calculated after the measurement of the specific resistance $`\rho =1/\sigma `$.
Of course, this method can be used, if the anisotropy of the single crystal grains is small. However, if the anisotropy is strong, the results of the measurements must be handled with care. First of all, our results shows that the area $`S_F^{(a)}`$ is not the real area of the Fermi surface: the averaging in Eqs.(24) gives a numerical factor that can significantly differ from unity. Then the measured value of $`S_F^{(a)}`$ is the effective area of the Fermi surface related to anomalous skin effect. Next, the effective static conductivity of a strongly anisotropic polycrystal does not equal to the static conductivity, averaged over all possible rotations of the grains. The difference can be very big (see ref. ). Then $`S_F^{(s)}`$ that enters the equation for the static condudtivity is an effective area defined with regard to the static conductivity. Of course, $`S_F^{(s)}S_F^{(a)}`$ (see ref. , where the effective static conductivity of two-dimensional polycrystals has been compared with the effective conductivity related to normal skin effect), and this difference has to be taken into account when estimating the electron mean free path in polycrystals.
When the Fermi surface is an axially symmetric surface, the expression for the effective impedance is much simpler, since the explicit form of the principal values $`S_1`$ and $`S_2`$ of the tensor $`S_{ik}`$ (see Eq.(17)) can be obtained (see Eqs. (25-27)).
We would like to point out that the Fermi surfaces of the majority of real metals are extremely complex. They have many voids of different shapes and symmetry. If one of the voids is axially symmetric, but not all the others, Eqs.(25)-(27) are inapplicable. We can use Eqs.(25-27) only if the Fermi surface is axially symmetric as a whole.
When calculating the effective impedance for some different model Fermi surfaces (Section IV), several problems were the object of our investigation. First of all, the analysis of an ellipsoidal Fermi surface is the first necessary step, when after the analysis of an isotropic conductor (the conductor with the spherical Fermi surface), we turn to the investigation of real anisotropic polycrystals, but the results of Subsection IV.A also can be applied to bismuth type semimetals and some degenerate semiconductors. In this case, however, these results have to be generalized, since as a rule the Fermi surfaces of semimetals and degenerate semiconductors are the sets of ellipsoids. The discussed cases of extremely anisotropic ellipsoids, besides being an illustration of the change of the effective area of the Fermi surface (see Eq.(33.2) and Eq.(33.3)), can be helpful when low-dimensional systems are analyzed: Eq.(31.2) and the following ones where $`\mu 1`$ are relevant for the description of quasionedimensional conductors; Eq.(31.3) and the following ones where $`\mu 1`$ are relevant for the description of quasitwodimensional conductors.
The analysis of metals with cylindrical (Subsection IV.B) and cubic (Subsection IV.C) Fermi surfaces shows that the effective impedance of polycrystals can differ from the impedance of an isotropic metal qualitatively. By a qualitative difference we mean the dependence of $`\zeta _{ef}`$ on the mean free path $`l`$ under the conditions of extremely anomalous skin effect (see Eq.(39) and Eq.(45)). On the other hand, the results of Section IV can be used as the first approximation under the description of real polycrystals. In particular, the Fermi surfaces of quasitwodimensional metals are slightly goffered cylinders. Eq.(39) can be applicable to such metals if the binding of the conducting planes is weak and the goffering can be neglected. Or, if the goffering can be considered as a perturbation, Eq.(39) is the zeroth term of the perturbation theory.
We do not know whether there are metals whose Fermi surfaces are close to a cube as a whole. Apparently, there are metals with a nearly cubic main void of the Fermi surface (see ref. ). By a main void we mean the one where electrons providing the conductivity of the metal are found. Under the conditions of extremely strong anomalous skin effect such metals in the single crystal state, as well as in the polycrystalline state, must have the impedance depending on the electron mean free path (see Eq.(45)). In this case we also must pay attention to the unusual relation between the imaginary and real parts of the effective impedance. Possibly just this fact will be helpful for the search of metals with the impedance (45).
One of the most important phenomena related to the geometry of the Fermi surface is the electronic topological transition manifesting itself in the change of electronic properties of the metal due to the change of the topology of the Fermi surface . In fact, all properties of the metal are ”sensitive” to the topological transition (see ref. ), but when characteristics of the phenomenon do not depend on the electron mean free path, the influence of the topological transition is particularly clear. Extremely anomalous skin effect is one of such phenomena. Our analysis shows that polycrystals also have singularities of the effective impedance due to the topological transition (the singularities ”survive” in polycrystals). When the value of the impedance of the single crystal metal is not very sensitive to the orientation of the crystallographic axes with respect to the metal surface, the character of the singularity of the effective impedance of the polycrystal is the same as in the single crystal. If the value of the impedance of the single crystal metal depends on the orientation of the crystallographic axes essentially (as it takes place for the formation of a neck of the Fermi surface, for example, of the goffered cylinder type), the character of the singularity can change (see Eqs.(53) and Eqs.(54)).
The results of Sections IV and V confirm the following conclusion: if the anisotropy of the Fermi surface is essential, the averaging necessary when calculating the effective impedance of polycrystals does not liquidate the influence of the geometry of the Fermi surface. In other words, it is not sufficient to think about a polycrystal as of a metal with an effective spherical Fermi surface, since in this case, some characteristic features of extremely anomalous skin effect in polycrystals can be missed.
ACKNOWLEDGEMENT
The authors are grateful to Professor A.M.Dykhne in cooperation with whom the results of Section II have been obtained. We would also like to thank him for helpful comments during the course of this work. Also we are grateful to M.Litinskaia for her help in preparation of this manuscript to publication. The work of I.M.K. was supported by RBRF Grant No. 99-02-16533.
APPENDIX 1
Let $`\gamma `$ denote a rotation about the three Euler angles $`\theta _k,\phi _k,\psi _k`$ which transforms the set of laboratory unit vectors $`𝐞_i`$ into the set of crystallographic unit vectors $`𝐚_i`$. There are some different ways of the Euler angles definition . To define concretely the elements of the rotation matrix (18), we have to specify the definition of the Euler angles used in the present paper. We assume that the set of crystallographic unit vectors is obtained from the set $`𝐞_i`$ in the following way:
1.We rotate the vector $`𝐞_1`$ about the angle $`\phi _k`$ at the plane $`(1,2)`$. The rotation results in the set of unit vectors $`𝐞_{}^{}{}_{i}{}^{}`$.
2.Then we rotate the vector $`𝐞_{}^{}{}_{3}{}^{}`$ about the angle $`\theta _k`$ at the plane $`(1^{},3^{})`$ and obtain the set of unit vectors $`𝐞_{}^{\prime \prime }{}_{i}{}^{}`$.
3.The last rotation which transfers the vectors $`𝐞_{}^{\prime \prime }{}_{i}{}^{}`$ into the vectors $`𝐚_i`$ is the rotation of the vector $`𝐞_{}^{\prime \prime }{}_{i}{}^{}`$ about the angle $`\psi _k`$ at the plane $`(1^{\prime \prime },2^{\prime \prime })`$.
Then the elements of the rotation matrix are:
$$\alpha _{11}=[\mathrm{cos}\theta _k\mathrm{cos}\phi _k\mathrm{cos}\psi _k\mathrm{sin}\phi _k\mathrm{sin}\psi _k];$$
$$\alpha _{12}=[\mathrm{cos}\theta _k\mathrm{cos}\phi _k\mathrm{sin}\psi _k+\mathrm{sin}\phi _k\mathrm{cos}\psi _k];$$
$$\alpha _{21}=[\mathrm{cos}\theta _k\mathrm{sin}\phi _k\mathrm{cos}\psi _k+\mathrm{cos}\phi _k\mathrm{sin}\psi _k];$$
$$\alpha _{22}=[\mathrm{cos}\theta _k\mathrm{sin}\phi _k\mathrm{sin}\psi _k+\mathrm{cos}\phi _k\mathrm{cos}\psi _k];$$
$$\alpha _{13}=\mathrm{sin}\theta _k\mathrm{cos}\phi _k;\alpha _{31}=\mathrm{sin}\theta _k\mathrm{cos}\psi _k;$$
$$\alpha _{23}=\mathrm{sin}\theta _k\mathrm{sin}\phi _k;\alpha _{32}=\mathrm{sin}\theta _k\mathrm{sin}\psi _k;$$
$$\alpha _{33}=\mathrm{cos}\theta _k.$$
$`(A1.1)`$
The averaging over the three Euler angles is defined as follows
$$<\mathrm{}>=\frac{1}{8\pi ^2}_0^\pi \mathrm{sin}\theta _kd\theta _k_0^{2\pi }𝑑\phi _k_0^{2\pi }\mathrm{}𝑑\psi _k.$$
$`(A1.2)`$
APPENDIX 2
Let the Fermi surface of a single crystal metal be a surface of revolution, and let the equation of this surface written with respect to the crystallographic coordinate system be $`\epsilon _F=\epsilon (p_{},p_3)`$. To calculate the functions $`S_{1,2}(\gamma )`$, which enter Eq.(23.1) for the local surface impedance, first of all we have to calculate the tensor $`S_{\alpha \beta }(\gamma )`$ defined by Eq.(17.2). Usually (see, for example, ref. ) the elements of this tensor are expressed as the functionals of the Gaussian curvature of the points at the Fermi surface belonging to ”the belt” that is the geometric locus of the points where $`\mathrm{𝐤𝐯}=0`$. For our purpose it is more convenient to write this tensor in a different form.
We start with writing the elements of the tensor $`\widehat{S}`$ with respect to crystallographic axes. We use the polar coordinates $`p_{},\varphi `$ to calculate the integrals in the expression (17.2) for $`S_{ik}^{(a)}`$. Since with respect to the crystallographic axes the electron velocity $`𝐯^{(a)}=(v_{}\mathrm{cos}\varphi ,v_{}\mathrm{sin}\varphi ,v_z)`$ and the wave vector $`𝐤^{(a)}=k(\mathrm{sin}\theta _k\mathrm{cos}\psi _k,\mathrm{sin}\theta _k\mathrm{sin}\psi _k,\mathrm{cos}\theta _k)`$, we have $`\delta (\mathrm{𝐤𝐯}/kv)=(v/v_{}\mathrm{sin}\theta _k)\delta (v_z\mathrm{cot}\theta _k/v_{}\mathrm{cos}(\psi _k+\varphi ))`$. Now the expressions for the elements of the tensor $`S_{ik}^{(a)}`$ are
$$\sigma _{ik}^{(a)}(\theta _k,\psi _k)=\frac{4\sigma _a}{S_F\mathrm{sin}\theta _k}\frac{v_iv_k}{v_{}|v_z|}\delta (\frac{v_z}{v_{}}\mathrm{cot}\theta _k\mathrm{cos}(\varphi +\psi _k))p_{}dp_{}d\varphi .$$
$`(A2.1)`$
Carrying out the integration with respect to the angle $`\varphi `$, we obtain the elements of the tensor $`\widehat{S}^{(a)}(\gamma )`$:
$$S_{11}^{(a)}(\gamma )=\frac{8}{S_F\mathrm{sin}\theta _k}\{F_1+\mathrm{cos}2\psi _k[2\mathrm{cot}^2\theta _kF_2F_1]\};$$
$`(A2.2a)`$
$$S_{12}^{(a)}(\gamma )=\frac{8\mathrm{sin}2\psi _k}{S_F\mathrm{sin}\theta _k}[2\mathrm{cot}^2\theta _kF_2F_1];$$
$`(A2.2b)`$
$$S_{13}^{(a)}(\gamma )=\frac{16\mathrm{cos}\psi _k\mathrm{cot}\theta _k}{S_F\mathrm{sin}\theta _k}F_2;$$
$`(A2.2c)`$
$$S_{22}^{(a)}(\gamma )=\frac{8}{S_F\mathrm{sin}\theta _k}\{F_1\mathrm{cos}2\psi _k[2\mathrm{cot}^2\theta _kF_2F_1]\};$$
$`(A2.2d)`$
$$S_{23}^{(a)}(\gamma )=\frac{16\mathrm{sin}\psi _k\mathrm{cot}\theta _k}{S_F\mathrm{sin}\theta _k}F_2;$$
$`(A2.2e)`$
$$S_{33}^{(a)}(\gamma )=\frac{16}{S_F\mathrm{sin}\theta _k}F_2;$$
$`(A2.2f)`$
Here the functions $`F_1(\theta _k)`$ and $`F_2(\theta _k)`$ are:
$$F_1(\theta _k)=\frac{v_{}^2p_{}dp_{}}{v_z\sqrt{v_{}^2v_z^2\mathrm{cot}^2\theta _k}},$$
$`(A2.3a)`$
$$F_2(\theta _k)=\frac{v_zp_{}dp_{}}{\sqrt{v_{}^2v_z^2\mathrm{cot}^2\theta _k}}.$$
$`(A2.3b)`$
The integration is carried out over the region of the Fermi surface inside one cell of the momentum space, where $`v_z>0`$ and the radicand under the integral sign is positive.
When Eqs.(A1.1) and (A2.2) are used to calculate the elements of the tensor $`S_{ik}(\gamma )=\alpha _{ip}(\gamma )\alpha _{kq}(\gamma )S_{pq}^{(a)}(\gamma )`$ with respect to the laboratory coordinate system we obtain:
$$S_{11}(\gamma )=\frac{8}{S_F\mathrm{sin}\theta _k}[F(\theta _k)\mathrm{cos}2\phi _k\mathrm{\Phi }(\theta _k)];$$
$`(A2.4a)`$
$$S_{12}(\gamma )=\frac{8\mathrm{sin}2\phi _k}{S_F\mathrm{sin}\theta _k}\mathrm{\Phi }(\theta _k);$$
$`(A2.4b)`$
$$S_{22}=\frac{8}{S_F\mathrm{sin}\theta _k}[F(\theta _k)+\mathrm{cos}2\phi _k\mathrm{\Phi }(\theta _k)];$$
$`(A2.4c)`$
and
$$S_{i3}(\gamma )=0;i=1,2,3.$$
$`(A2.4d)`$
Here we introduced the functions
$$F(\theta _k)=F_1(\theta _k)+F_1(\theta _k);$$
$$\mathrm{\Phi }(\theta _k)=F_1(\theta _k)\frac{(1+\mathrm{cos}^2\theta _k)}{\mathrm{sin}^2\theta _k}F_2(\theta _k).$$
$`(A2.5)`$
We use Eqs.(A2.4) to calculate the functions $`S_\pm (\gamma )`$, $`s(\gamma )`$ and $`R(\gamma )`$ which enter Eqs.(22) for the local surface impedance. We obtain:
$$S_+(\gamma )=\frac{16}{S_F\mathrm{sin}\theta _k}F(\theta _k),S_{}(\gamma )=\frac{16\mathrm{cos}2\phi _k}{S_F\mathrm{sin}\theta _k}\mathrm{\Phi }(\theta _k),$$
$`(A2.6a)`$
$$R(\gamma )=\frac{16}{S_F\mathrm{sin}\theta k}\mathrm{\Phi }(\theta _k),s(\gamma )=\mathrm{cos}2\phi _k.$$
$`(A2.6b)`$
The expressions for the functions $`S_{1,2}(\theta _k)`$ (see Eqs.(25)) follow directly from the substitution of Eqs.(A2.6) into Eqs.(23).
APPENDIX 3
Here we present the formulae, useful when calculating the effective impedance of polycrystals composed of the grains whose Fermi surface is of the goffered cylinder type (47). We start with the definition of the domain of integration in Eqs.(50.4). When Eqs.(50.4) are used to calculate $`\stackrel{~}{S}_{1(2)}`$ we must have in mind that the interval of integration depends both on $`w`$ and $`\delta \epsilon `$. If we introduce
$$x_\pm ^2=\frac{2}{\gamma }[(1w)+\delta \epsilon \pm \mathrm{\Delta }(w;\delta \epsilon )];\mathrm{\Delta }(w;\delta \epsilon )=\sqrt{(1w)^22\delta \epsilon w},$$
$`(A3.1)`$
it can be shown that:
1. if $`\delta \epsilon <0`$ for all $`w`$ ,
$$x_+<x<\sqrt{\frac{2}{\gamma }(2+\delta \epsilon )};$$
$`(A3.2a)`$
2. if $`\delta \epsilon =0`$,
$$2\sqrt{\frac{1w}{\gamma }}<x<\frac{2}{\sqrt{\gamma }},\mathrm{when}w<1,0<x<\frac{2}{\sqrt{\gamma }},\mathrm{when}w>1;$$
$`(A3.2b)`$
3. if $`\delta \epsilon >0`$,
$$0<x<x_{}\mathrm{and}x_+<x<\sqrt{\frac{2}{\gamma }(2+\delta \epsilon )},\mathrm{when}\mathrm{\hspace{0.33em}0}<w<w_{};$$
$$\sqrt{\frac{2}{\gamma }\delta \epsilon }<x<\sqrt{\frac{2}{\gamma }(2+\delta \epsilon )},\mathrm{when}w_{}<w<w_+;$$
$$x_+<x<\sqrt{\frac{2}{\gamma }(2+\delta \epsilon )},\mathrm{when}w_+<w.$$
$`(A3.2c)`$
Here $`w_\pm =1+\delta \epsilon \pm \sqrt{\delta \epsilon (2+\delta \epsilon )}`$.
Let’s begin with the case $`\delta \epsilon <0`$. When calculating the functions $`\mathrm{\Delta }\stackrel{~}{S}_\alpha (w;\delta \epsilon )`$ (see Eq.(50.4) and Eq.(52.3)), the cases $`w<1`$ and $`w>1`$ have to be examined separately. The point is that when $`\delta \epsilon 1`$, the expansions of the function $`\mathrm{\Delta }^{(<)}(w;\delta \epsilon )`$ in the vicinity of the point $`\delta \epsilon =0`$ are different for $`w<1`$ and $`w>1`$. When $`0<w<1`$, we write the expression for $`\mathrm{\Delta }^{(<)}(w<1;\delta \epsilon )`$ as
$$\mathrm{\Delta }^{(<)}(w<1;\delta \epsilon )=\sqrt{(1w)^2+2w|\delta \epsilon |}=(1w)+2\delta (w;|\delta \epsilon |),$$
$`(A3.3a)`$
where $`\delta (w;|\delta \epsilon |)\sqrt{2|\delta \epsilon |}`$ for all $`w<1`$ and $`|\delta \epsilon |1`$. We showed that up to the terms of the order of $`\delta `$
$$\mathrm{\Delta }\stackrel{~}{S}_1^{(<)}(w<1)=\pi \frac{\sqrt{1+\gamma w}}{\gamma ^2w}\delta (w;|\delta \epsilon |)\sqrt{1w},$$
$`(A3.3b)`$
$$\mathrm{\Delta }\stackrel{~}{S}_2^{(<)}(w<1)=\pi \frac{(1+\gamma w)^{3/2}}{\gamma ^2w}\frac{\delta (w;|\delta \epsilon |)}{\sqrt{1w}},$$
$`(A3.3c)`$
When $`w>1`$, we set
$$\mathrm{\Delta }^{(<)}(w>1)=\sqrt{(w1)^2+2w|\delta \epsilon |}=(w1)+2\eta ^{(<)}(w;|\delta \epsilon |),$$
$`(A3.4a)`$
where $`\eta ^{(<)}(w;|\delta \epsilon |)1`$ for all $`w>1`$ and $`|\delta \epsilon |1`$: $`|\delta \epsilon |/2\eta ^{(<)}(w;|\delta \epsilon |)\sqrt{|\delta \epsilon |/2}`$. For $`\mathrm{\Delta }\stackrel{~}{S}_{1(2)}^{(<)}(w>1)`$ up to the leading terms in $`\eta ^{(<)}`$ we have
$$\mathrm{\Delta }\stackrel{~}{S}_1^{(<)}(w>1)=\frac{1}{\gamma ^2}\sqrt{\frac{1+\gamma w}{w}}\sqrt{\frac{w1}{w}}\eta ^{(<)}(w;|\delta \epsilon |)\mathrm{ln}\eta ^{(<)}(w;|\delta \epsilon |),$$
$`(A3.4b)`$
$$\mathrm{\Delta }\stackrel{~}{S}_2^{(<)}(w>1)=\frac{1}{\gamma ^2}\left(\frac{1+\gamma w}{w}\right)^{3/2}\sqrt{\frac{w}{w1}}\eta ^{(<)}(w;|\delta \epsilon |)\mathrm{ln}\eta ^{(<)}(w;|\delta \epsilon |).$$
$`(A3.4c)`$
We used Eqs.(A3.3) and Eqs.(A3.4) to obtain the functions $`\delta z_{1(2)}^{(<)}(\delta \epsilon )`$ defined by Eq.(52.2). When calculating we divided the region of integration into two intervals: $`0<w<1`$ and $`1<w<\mathrm{}`$. We showed that the leading term in $`|\delta \epsilon |`$ of the sum $`\delta z_1^{(<)}(\delta \epsilon )+\delta z_2^{(<)}(\delta \epsilon )`$ which entered the expression (52.1) for $`\delta \zeta _{ef}^{(<)}(\delta \epsilon )`$, was defined by the interval $`1<w<\mathrm{}`$. The result of the calculation is given by Eqs.(53).
Now we start with the case $`\epsilon _F/\epsilon _c>1`$ that is $`\delta \epsilon >0`$. Here, according to Eq.(A3.2c), three intervals of $`w`$ variation, namely: $`0<w<w_{}`$, $`w_{}<w<w_+`$ and $`w_+<w<\mathrm{}`$, have to be examined separately. We showed that when $`\delta \epsilon 1`$, only $`w`$ from the interval $`w_+<w<\mathrm{}`$ contributed to the leading term of the expression for $`\delta \zeta _{ef}^{(>)}(\delta \epsilon )`$.
For $`w_+<w`$ we introduced $`\eta ^{(>)}(w;\delta \epsilon )1`$ according to the formula
$$\mathrm{\Delta }^{(>)}(w>w_+;\delta \epsilon )=\sqrt{(w1)^22w\delta \epsilon }=(w1)2\eta ^{(>)}(w;\delta \epsilon ),$$
$`(A3.5a)`$
(compare with Eq.(A3.4a)). The leading terms in $`\delta \epsilon `$ of the expansions of $`\mathrm{\Delta }\stackrel{~}{S}_{1(2)}^{(>)}(w>w_+)`$ were given by the equations (A3.b) and (A3.c) where $`\eta ^{(>)}(w;|\delta \epsilon |)`$ was substituted for $`\eta ^{(<)}(w;\delta \epsilon )`$ and the signs changed. In this case the calculation of the functions $`\delta z_{1(2)}^{(>)}(\delta \epsilon )`$ was reduced to the calculation of the integral (52.2) over the the region $`w_+<w<\mathrm{}`$. The difference in the numerical factors $`\alpha ^{(<)}`$ and $`\alpha ^{(>)}`$ entering the expressions (53.1) and (54.1) for $`\delta \zeta _{ef}^{(<)}`$ and $`\delta \zeta _{ef}^{(>)}`$ respectively, arises from this last integration.
APPENDIX 4
When Eqs.(25) - (27) are used to calculate the effective impedance of a polycrystal composed of single crystal grains whose energy spectrum is defined by Eq.(55) (the wurzite type single crystals), it is convenient to use
$$f(\theta _k)=\frac{\mathrm{cot}\theta _k}{\sqrt{m_z/m_{}+\mathrm{cot}^2\theta _k}}.$$
$`(A4.1a)`$
in place of the Euler angle $`\theta _k`$. Then the averaging in Eq.(27.1) corresponds to integration with respect to $`f`$:
$$<\mathrm{}>=\sqrt{\frac{m_z}{m_{}}}\underset{0}{\overset{1}{}}\frac{(\mathrm{})df}{[1+f^2(m_z/m_{}1)]^{3/2}}.$$
$`(A4.1b)`$
Also in place of the momentum $`p_{}`$ it is convenient to introduce the dimensionless variable $`x=(p_{}p_0)/\sqrt{2m_{}\epsilon _F}`$.
When $`0<\epsilon _F<\epsilon _c^+`$, the Fermi surface is the toroid $`\epsilon _F=\epsilon ^{}(𝐩)`$. If the momentum $`p_{}`$ is on the Fermi surface, $`x`$ belongs to the interval $`1<x<1`$. Next, the function $`\mathrm{\Phi }(p_{},\mathrm{tan}\theta _k)`$, which enters the integrands of Eqs.(25), can be written as the function of $`x`$ and $`f`$:
$$\mathrm{\Phi }(x,f)=\frac{1}{f}\sqrt{\frac{x^2f^2}{1x^2}}.$$
$`(A4.2)`$
The radicand of Eq.(A4.2) is positive when $`f^2<x^2<1`$. Since $`f<1`$, the last inequality defines the domain of integration in Eqs.(25). After these comments our result for the effective impedance $`\zeta _{ef}^{(<)}`$, Eq.(58.1), can be easily obtained. The function $`B(z)`$ in Eq.(58.1) is
$$B(z)=\frac{z^{1/3}}{4}\underset{0}{\overset{1}{}}\frac{df}{[1+f^2(z1)]^{5/3}}\left\{B_1(f)+\left[\frac{z}{1+f^2(z1)}\right]^{1/3}B_2(f)\right\},$$
$`(A4.3a)`$
and
$$B_1(f)=\left[\frac{E(\sqrt{1f^2})f^2K(\sqrt{1f^2})}{1f^2}\right]^{1/3};B_2(f)=\left[\frac{K(\sqrt{1f^2})E(\sqrt{1f^2})}{1f^2}\right]^{1/3};$$
$`(A4.3b)`$
$`K(k)`$ and $`E(k)`$ are full elliptic integrals of the first and the second kind respectively.
When $`\epsilon _F>\epsilon _c^+`$, the Fermi surface consists of the external toroidal part ($`\epsilon _F=\epsilon ^{}(𝐩)`$) and the internal ovaloid part ($`\epsilon _F=\epsilon ^+(𝐩)`$). It worth to be mentioned, that in this case, in Eqs.(25) not only an additional domain of integration related to the internal part of the Fermi surface appears, but the domain of integration related to the external part of the Fermi surface also changes.
Calculating the functions $`S_{1,2}`$ according to Eqs.(25), we used the defined above variable $`x`$ when integration was carried out over the toroidal part of the Fermi surface. We introduced $`y=(p_{}+p_0)/\sqrt{2m_{}\epsilon _F}`$, when integrating over its ovaloid part. It can be easily seen that the domains of integration are:
$$\sqrt{\epsilon _c^+/\epsilon _F}<x<f\mathrm{and}f<x<1,\mathrm{if}\mathrm{\hspace{0.33em}0}<f<\sqrt{\epsilon _c^+/\epsilon _F}$$
$$f<x<1,\mathrm{if}\sqrt{\epsilon _c^+/\epsilon _F}<f<1;$$
$`(A4.4a)`$
and
$$\sqrt{\epsilon _c^+/\epsilon _F}<y<1,\mathrm{if}\mathrm{\hspace{0.33em}0}<f<\sqrt{\epsilon _c^+/\epsilon _F};$$
$$f<y<1,\mathrm{if}\sqrt{\epsilon _c^+/\epsilon _F}<f<1.$$
$`(A4.4b)`$
We used Eq.(58.1) and Eqs.(A4.3) to calculate $`\zeta _{ef}^{(>)}(\epsilon _F/\epsilon _c^+)`$ for an arbitrary value of the parameter $`\delta \epsilon =(\epsilon _F\epsilon _c^+)/\epsilon _c^+>0`$. Near the point of the topological transition, $`0<\delta \epsilon 1`$, our result for $`\mathrm{\Delta }\zeta (\delta \epsilon )`$ is given by Eq.(59.1), where the function $`C(z)`$ is
$$C(z)=\frac{z^{1/3}}{36}\underset{0}{\overset{1}{}}\frac{[B_1(f)]^4df}{[1+f^2(z1)]^{5/3}\sqrt{1f^2}}.$$
$`(A4.5)`$
The function $`B_1(f)`$ is again given by Eq.(A4.3b).
List of Figures:
Fig.1. The function $`Z=Z(\mu )`$ defined by Eq.(32.2). Fig.2. The crossection of the Fermi surface of a goffered cylinder type: a) $`\epsilon _F<\epsilon _c`$, the Fermi surface is a closed surface; b) $`\epsilon _F=\epsilon _c`$, the Fermi surface has a conic point; c) $`\epsilon _F>\epsilon _c`$, the Fermi surface is an open surface. Fig.3. The function $`Z=Z_c(\gamma )`$ defining the effective impedance when the Fermi surface (47) has the conic point. Fig.4. The singularity of the effective impedance in the vicinity of the electronic topological transition for the case of the neck formation. Fig.5. The equienergy surfaces (55) are obtained by rotation about the axis $`p_z`$ of the curves shown in the figure (a) for the energies $`0<\epsilon <\epsilon _c^+`$ and (b) for the energies $`\epsilon >\epsilon _c^+`$. |
warning/0001/astro-ph0001083.html | ar5iv | text | # Observation of Microlensing towards the Galactic Spiral Arms. EROS II 3 year survey This work is based on observations made at the European Southern Observatory, La Silla, Chile.
## 1 Introduction
Extensive photometric surveys, triggered by Paczyński’s suggestion (1986), have led to the observation of microlensing effects towards the Magellanic clouds (EROS, Aubourg et al. (1993); MACHO, Alcock et al. (1993) ) and the Galactic bulge (OGLE, Udalski et al. (1994); MACHO, Alcock et al. (1995)).
The few hundred events observed towards the Galactic Centre (Udalski et al. (1994); Alcock et al. (1997)) have strengthened the hypothesis of a barred structure. The early suggestion of de Vaucouleurs (1964) that the Galaxy is barred is now supported by many other observations including photometric measurements (Dwek et al. (1995)), studies of gas (Weiner et al. (1999)), stellar kinematics (Zhao et al. (1996)) and star counts (Stanek et al. (1994)). Nevertheless, the bar parameters (shape, size, mass …) are not yet precisely known.
In order to improve our knowledge of the Galactic structure, EROS started a dedicated observation program towards the Galactic Spiral Arms (GSA) in 1996. Four regions of the Galactic plane located at large angles from the Galactic Centre are now being monitored to disentangle the disc, bar and halo contributions to the optical depths. Three events with long Einstein crossing time have already been published, based on two year (1996-97) EROS observations (Derue et al. 1999b , hereafter paper I). Because of their long duration, they are more easily interpreted as lensing events due to disc objects, rather than to halo deflectors. We present in this paper an analysis of the three-year data set (1996-1998).
## 2 Experimental setup and observations
The telescope, camera and observations, as well as the operations and data reduction are described in paper I and references therein. Four different directions are being monitored in the Galactic plane, corresponding to a total of 29 fields with high stellar densities, covering a wide range of Galactic longitude. The three year data set contains 9.1 million light curves : 2.1 towards $`\beta \mathrm{Sct}`$, 1.8 towards $`\gamma \mathrm{Sct}`$, 3.0 towards $`\gamma \mathrm{Nor}`$ and 2.2 towards $`\theta \mathrm{Mus}`$. The observations span the period between July 1996 and November 1998, except for $`\theta \mathrm{Mus}`$ which is being monitored only since January 1997. An average of 100 measurements per field were obtained in each of the $`R_{EROS}`$ and $`V_{EROS}`$ bands, which are close to Cousins I and Johnson R to $`\pm 0.3`$ magnitudes. As indicated in paper I, the distance distribution of our source stars is not precisely known. We adopt an average distance for source stars of $`7`$ kpc for the discussion presented in this paper.
## 3 The search for lensed stars
### 3.1 Data analysis selection results
The data analysis is similar to that of the first two years, except that no rejection criteria based on the colour-magnitude diagram were applied. This was made possible by the longer time coverage, allowing a better rejection against variable stars. The first step of the event selection filter requires the presence of a single bump, simultaneous in the two EROS colours. To reject ordinary variable stars, we use the combined $`\chi _{mlout}^2`$ of the microlensing fit from light curves in both colours, estimated outside the peak (i.e. restricted to periods where the fitted magnification is lower than 10%). We retain high signal-to-noise ratio events by requiring a significant improvement of the microlensing fit (ml) over a constant flux fit (cst):
$`\mathrm{\Delta }={\displaystyle \frac{\chi _{cst}^2\chi _{ml}^2}{\chi _{ml}^2/N_{dof}}}{\displaystyle \frac{1}{\sqrt{2N_{dof}}}}>\mathrm{\Delta }_{min}(=15)`$
where $`N_{dof}`$ is the number of degrees of freedom.
Seven light curves satisfy all the requirements and are labelled GSA1 to 7. Fig. 1 shows the distribution of $`\mathrm{log}_{10}(\chi _{mlout}^2)`$ versus $`\mathrm{log}_{10}(\mathrm{\Delta })`$ for lightcurves satisfying all the other selection criteria. The seven candidates are located in a region of the diagram corresponding to lightcurves with a magnification well described by a microlensing fit and constant outside the peak. The upper right side of the diagram is populated by variable stars, mostly red and bright.
Table 1 contains the characteristics of the 7 candidates. GSA1 & 2 have been studied in detail in paper I leading to additional constraints on lens masses and distances. None of the new candidates shows any noticeable deviation from standard microlensing curves. Finding charts and lightcurves can be found in Derue et al. 1999b (see also our WWW server).
### 3.2 The analysis efficiency
To determine the efficiency of each selection criterion, we have applied them to Monte-Carlo generated light curves, obtained from a representative sample of the observed light curves on which we superimpose randomly generated microlensing effects.
The microlensing parameters are uniformly drawn in the following intervals: impact parameter expressed in units of the Einstein radius $`u_0`$ $``$ $`[0,2]`$, maximum magnification time in a search period $`T_{obs}`$ starting 150 days before the first observation and ending 150 days after the last observation, and Einstein radius crossing time $`\mathrm{\Delta }t`$ $``$ $`[1,250]`$ days. As in paper I, the analysis efficiency (or sampling efficiency) $`ϵ(\mathrm{\Delta }t)`$ reported in Table 2 is relative to a set of unblended stars, normalised to $`u_0<1`$.
## 4 Galaxy model, optical depth and event timescale
We have computed the expected optical depth (probability of observing a magnification larger than 1.34 for a pointlike source) using a three component model for the deflectors : a bulge, described by a barlike triaxial distribution, a thin disc, and a standard isotropic and isothermal halo (same as model 1 in paper I). The expected optical depth averaged over the four directions is $`0.60\times 10^6`$ for this model. Fig. 2 shows the optical depth up to $`7\mathrm{kpc}`$ as a function of Galactic longitude for two values of the bar semi-major axis ($`a=1.5\mathrm{kpc}`$ as in paper I and $`a=3\mathrm{kpc}`$), at the average latitude of our fields $`b=2.5^{}`$. Note that at this Galactic latitude, the bulge and disc contributions are already reduced by a factor $`2`$ with respect to zero latitude; moreover, the bulge contribution also changes dramatically with the distance to the target (here assumed to be at 7 kpc, while the Galactic centre is at 8.5 kpc).
Assuming a standard halo completely made of compact objects would lead to a halo contribution of less than 10% to the GSA optical depth. Moreover the EROS measurements towards the LMC (Ansari et al. (1996); Alcock et al. (1998); Lasserre (1999)) and the SMC (Afonso et al. (1999)) suggest that no more than 40% of this halo can be made of MACHOs lighter than $`0.5M_{}`$ . Thus, for the sake of clarity, we will neglect the halo contribution in the following discussion.
Fig. 3 shows the expected event duration distribution towards $`\gamma \mathrm{Sct}`$. The durations for the five events observed toward $`\gamma \mathrm{Sct}`$ are also indicated. The predicted distribution is obtained using the kinematic characteristics and mass functions given in paper I. As the disc lenses have a low velocity relative to the line of sight, disc-disc events have longer timescales ($``$ $`60`$ days) than bar-disc events ($``$ $`20`$ days).
## 5 Optical depth estimation
For a given target, an estimate of the optical depth or a limit (when $`N_{evt}=0`$) can be computed using the expression:
$`\tau ={\displaystyle \frac{1}{N_{obs}T_{obs}}}{\displaystyle \frac{\pi }{2}}{\displaystyle \underset{events}{}}{\displaystyle \frac{\mathrm{\Delta }t}{ϵ(\mathrm{\Delta }t)}},`$
where $`N_{obs}`$ is the number of monitored stars in the target and $`T_{obs}`$ the duration of the search period (1170 days for this 3 year analysis, except 990 days towards $`\theta \mathrm{Mus}`$).
We compute an average optical depth $`\overline{\tau }`$ by a weighted mean ($`w=N_{obs}\times T_{obs}`$) over the four directions. We find the value $`\overline{\tau }=0.45_{0.11}^{+0.24}\times 10^6`$, in agreement with expectations.
In Fig. 2 we report for each target the measured optical depth. The quoted errors include only Poisson fluctuations and indicate the bayesian 68% confidence intervals. In the case of $`\beta \mathrm{Sct}`$ and $`\theta \mathrm{Mus}`$, where no events were observed, we have computed a 95% confidence level upper limit, assuming a mean event duration of 50 days : $`\tau (\theta \mathrm{Mus})<0.60\times 10^6`$ and $`\tau (\beta \mathrm{Sct})<1.08\times 10^6`$.
The two targets $`\gamma \mathrm{Sct}`$ and $`\gamma \mathrm{Nor}`$ are located at nearly symmetric longitudes with respect to the Galactic Centre. Yet, we find an optical depth toward $`\gamma \mathrm{Sct}`$ ($`1.82\times 10^6`$) significantly higher (at more than $`2\sigma `$) than toward $`\gamma \mathrm{Nor}`$ ($`0.27\times 10^6`$). In addition, the average measured event timescale toward $`\gamma \mathrm{Sct}`$ is 40 days, half of that observed for $`\gamma \mathrm{Nor}`$. These features suggest a significant contribution from the bar toward $`\gamma \mathrm{Sct}`$. Although an asymmetry is expected from the bar contribution in model I, our observations indicate a larger difference in optical depths. Indeed we find a deficit in the event rate toward $`\gamma \mathrm{Nor}`$ and an excess toward $`\gamma \mathrm{Sct}`$, compared to our model’s predictions, as can be seen in figure 2.
Provided that this is not due to a statistical fluctuation, at least two simple hypotheses could explain the observed asymmetry:
\- An increase in the bar length parameter enhances the asymmetric contribution to the optical depth. Changing this parameter from $`a=1.5`$ to $`a=3`$ kpc leads to an optical depth toward $`\gamma \mathrm{Sct}`$ $`\tau (\gamma \mathrm{Sct})=1.40\times 10^6`$.
\- The optical depth is very sensitive to the poorly known distance distribution of the monitored source stars, which depends on the star number density and the extinction along the line of sight. For example, changing the $`\gamma \mathrm{Sct}`$ source star distances from 7 kpc to 9 kpc (resp 11 kpc) increases the expected optical depth from $`0.75\times 10^6`$ to $`1.3\times 10^6`$ (resp. $`1.93\times 10^6`$). However, this hypothesis alone cannot account for the shorter event durations observed toward $`\gamma \mathrm{Sct}`$.
## 6 Conclusion
We have searched for microlensing events with durations ranging from a few days to a few months in four Galactic disc zones lying at $`18^{}`$ to $`55^{}`$ from the Galactic Centre. We find seven events that can be interpreted as microlensing effects due to massive compact objects. The estimated average optical depth is compatible with expectations from simple Galactic models. However, we observe variations of the event rate with the Galactic longitude which differ from these models predictions. Additional data is needed to confirm the reported discrepancy and to shed light on its interpretation.
###### Acknowledgements.
We are grateful to D. Lacroix and the technical staff at the Observatoire de Haute Provence and to A. Baranne for their help in refurbishing the MARLY telescope and remounting it in La Silla. We are also grateful for the support given to our project by the technical staff at ESO, La Silla. We thank J.F. Lecointe for assistance with the online computing. We wish to thank also C. Nitschelm for his contribution to the data taking. |
warning/0001/hep-th0001194.html | ar5iv | text | # References
Partial supersymmetry breaking in Multidimensional N=4 SUSY QM.
E. E. Donets,<sup>*</sup><sup>*</sup>*E-mail: edonets@sunhe.jinr.ru
JINR – Laboratory of High Energies, 141980 Dubna, Moscow region, Russia,
A. Pashnev,E-mail: pashnev@thsun1.jinr.dubna.su J.J.Rosales,E-mail: rosales@thsun1.jinr.dubna.su and M. Tsulaia<sup>§</sup><sup>§</sup>§E-mail: tsulaia@thsun1.jinr.dubna.su
JINR–Bogoliubov Theoretical Laboratory,
141980 Dubna, Moscow Region, Russia
## Abstract
The multidimensional $`N=4`$ supersymmetric quantum mechanics (SUSY QM) is constructed and the various possibilities for partial supersymmetry breaking are discussed. It is shown that quantum mechanical models with one quarter, one half and three quarters of unbroken(broken) supersymmetries can exist in the framework of the multidimensional $`N=4`$ SUSY QM.
Talk given at the International Workshop SQS99 in Dubna.
The supersymmetric quantum mechanics (SUSY QM), being first introduced in for the $`N=2`$ case, turns out to be a convenient tool for investigating problems of supersymmetric field theories, since it provides the simple and, at the same time, quite adequate understanding of various phenomena arising in relativistic theories.
The important question of all modern theories of fundamental interactions, including superstrings and M – theory, is the problem of spontaneous breaking of supersymmetry. Supersymmetry, as a fundamental symmetry of the nature, if exists, has to be spontaneously broken at low energies since particles with all equal quantum numbers, except the spin, are not observed experimentally.
The problem of spontaneous breaking of supersymmetry could be investigated in the framework of the supersymmetric quantum mechanics as well. The one – dimensional $`N=4`$ SUSY QM was constructed first in . Partial breaking of supersymmetry, caused by the presence of the central charges in the corresponding superalgebra, was also discussed in . It was the first example of partial breaking of supersymmetry in the framework of SUSY QM and the corresponding mechanism is in full analogy with that in in the field theory. The main point is that the presence of central charges in the superalgebra allows the partial supersymmetry breaking, whereas according to Witten’s theorem , no partial supersymmetry breaking is possible if the SUSY algebra includes no central charges. The main goal of our paper is further generalization of the construction, proposed in to the multidimensional case and investigation of partial breaking of supersymmetry under consideration.
Consideration of the supersymmetric algebra with central charges is of particular importance for several reasons. First, it provides a good tool to study dyon solutions of quantum field theory since in such theories the mass and electric and magnetic charges turns out to be the central charges . Second, the central charges produce the rich structure of supersymmetry breaking. Namely, it is possible to break part of all supersymmetries retaining all others exact . In fact, the invariance of a state with respect to the supersymmetry transformation means saturation of the Bogomol’ny bound, and this situation takes place in $`N=2`$ and $`N=4`$ supersymmetric Yang – Mills theory as well as in the theories of extended supergravity .
The investigation of supersymmetric properties of branes in the M – theory has also revealed that partial breaking of supersymmetry takes place. Namely, the ordinary branes break half of the supersymmetries, while “intersecting” and rotating branes can leave only $`1/4`$, $`1/8`$, $`1/16`$ or $`1/32`$ of the supersymmetries unbroken .
The main characteristic features of partial SUSY breaking in the field theories with the extended supersymmetry can be revealed in supersymmetric QM, since in the both cases partial supersymmetry breakdown is provided by the central charges in the SUSY algebra. Therefore the detailed study of partial supersymmetry breakdown in supersymmetric quantum mechanics can lead to the deeper understanding of analogous effect in supersymmetric field theories.
Let us describe a general formalism of the $`D`$ – dimensional ($`D1`$) $`N=4`$ supersymmetric quantum mechanics . The physical content of the theory is: the bosonic fields $`\varphi ^i`$ and fermionic fields $`\psi ^{ai}`$ and $`\overline{\psi }_a^i`$, where $`i=1,\mathrm{},D`$ and index $`a=1,2`$ is $`SU(2)`$ group index.<sup>1</sup><sup>1</sup>1Our conventions for spinors are as follows: $`\psi _a=\psi ^b\epsilon _{ba},\psi ^a=\epsilon ^{ab}\theta _b,\overline{\psi }_a=\overline{\psi }^b\epsilon _{ba},\overline{\psi }^a=\epsilon ^{ab}\overline{\psi }_b,\overline{\psi }_a=(\psi ^a)^{},\overline{\psi }^a=(\psi _a)^{},\epsilon ^{12}=1,\epsilon _{12}=1`$. The hamiltonian and the supercharges, desribing the multidimensional N=4 SUSY QM have the form:
$$\overline{Q}_a=\overline{\psi }_a^iR_i2i\overline{\psi }_a^im^j(_{ij}^2A)+2i\psi _a^in^j(_{ij}^2A)\frac{1}{2}i\lambda _{ai}^c\overline{\psi }_c^i,$$
(1)
$$Q^b=L_i\psi ^{bi}+2i\psi ^{bi}m^j(_{ij}^2A)+2i\overline{\psi }^{bi}\overline{n}^j(_{ij}^2A)+\frac{1}{2}i\lambda _{di}^b\psi ^{di},$$
(2)
$`H_{quant.}`$ $`=`$ $`{\displaystyle \frac{1}{2}}L_i(_{ij}^2A)^1R_j+{\displaystyle \frac{1}{16}}\lambda _{bi}^a\lambda _{aj}^b(_{ij}^2A)^1+2(_{ij}^2A)(m^im^j+n^i\overline{n}^j)+`$ (3)
$`+`$ $`(_{ijk}^3A)([\overline{\psi }_a^i\psi ^{aj}]m^k+\psi ^{ai}\psi _a^jn^k+\overline{\psi }_a^i\overline{\psi }^{aj}\overline{n}^k)`$
$``$ $`{\displaystyle \frac{1}{4}}\lambda _{bp}^a(_{pk}^2A)^1(_{ijk}^3A)[\overline{\psi }_a^i,\psi ^{bj}]+{\displaystyle \frac{1}{2}}(_{ijkl}^4A)(\overline{\psi }_a^i\overline{\psi }^{ja})(\psi ^{bk}\psi _b^l)`$
$``$ $`(_{pk}^2A)^1((_{ikp}^3A)(_{qjl}^3A)+(_{ijp}^3A)(_{qkl}^3A))\overline{\psi }_a^j\overline{\psi }_b^k\psi ^{bl}\psi ^{ai},`$
where $`m^i`$ is a set of real constants, $`n^i`$ and $`\overline{n}^i`$ are mutually complex conjugated constants, $`\lambda _{bi}^a`$ is a set of $`SU(2)`$ – valued constant matrices, $`A(\varphi ^i)`$ is an arbitrary function, called the superpotential and
$`L_i`$ $`=`$ $`p_i+i\overline{\psi }_a^j\psi ^{ak}(_{ijk}^3A){\displaystyle \frac{i}{2}}(_{jk}^2A)^1(_{ijk}^3A),`$
$`R_i`$ $`=`$ $`p_ii\overline{\psi }_a^j\psi ^{ak}(_{ijk}^3A)+{\displaystyle \frac{i}{2}}(_{jk}^2A)^1(_{ijk}^3A).`$ (4)
The momentum operators are Hermitean with respect to the integration measure $`d^D\varphi \sqrt{|det(_{ij}^2A)|}`$ if they have the following form:
$$p_i=i\frac{}{\varphi ^i}\frac{i}{4}\frac{}{\varphi ^i}ln(|det(_{ik}^2)A|)2i\omega _{i\alpha \beta }\overline{\psi }_a^\alpha \psi ^{a\beta },$$
(5)
with the new fermionic variables $`\overline{\psi }_a^\alpha `$ and $`\psi ^{a\beta }`$ connected with the old ones via the tetrad $`e_i^\alpha `$ ($`e_i^\alpha e_j^\beta \eta _{\alpha \beta }=_{ij}^2A`$)
$$\overline{\psi }_a^\alpha =e_i^\alpha \overline{\psi }_a^i\text{and}\psi _a^\alpha =e_i^\alpha \psi _a^i,$$
(6)
and $`\omega _{i\alpha \beta }`$ in (5) is the spin connection, which corresponds to the metric $`_{ij}^2A`$. These operators form the following N = 4 SUSY algebra with the central charges
$$\{\overline{Q}_a,Q^b\}=\delta _a^bH_{quant.}+\lambda _{ai}^bm^i,$$
$$\{\overline{Q}_a,\overline{Q}_b\}=\lambda _{abi}n^i,\{Q^a,Q^b\}=\lambda _i^{ab}\overline{n}^i,$$
(7)
with respect to the (anti)commutators
$$[\varphi ^i,p_j]=i\delta _j^i,\{\psi ^{ai},\overline{\psi }_b^j\}=\frac{1}{2}\delta _b^a(_{ij}^2A)^1$$
$$[\psi ^{ai},p_j]=\frac{i}{2}\psi ^{ap}(_{pmj}^3A)(_{mi}^2A)^1,[\overline{\psi }_a^i,p_j]=\frac{i}{2}\overline{\psi }_a^p(_{pmj}^3A)(_{mi}^2A)^1$$
and
$$[p_i,p_j]=\frac{1}{2}(_{pq}^2A)^1((_{ikp}^3A)(_{qjl}^3A)(_{ilp}^3A)(_{qjk}^3A))\overline{\psi }_a^k\psi ^{al}$$
Let us investigate in detail the question of partial supersymmetry breaking in the framework of the constructed $`N=4`$ SUSY QM in an arbitrary number of dimensions $`D`$. We shall see that in contrast with the one – dimensional $`N=4`$ SUSY QM, the multidimensional one provides also possibilities when either only one quarter of all supersymmetries is exact (for $`D2`$), or one quarter of all supersymmetries is broken (for $`D3`$).
In order to study partial SUSY breaking it is convenient to introduce a new set of real – valued supercharges
$$S^a=\overline{Q}_a+Q^a,$$
$$T^a=i(\overline{Q}_aQ^a).$$
and the label “a” has now to be considered just as the number of supercharges denoted by $`S`$ and $`T`$.
The new supercharges form the following $`N=4`$ superalgebra with the central charges
$`\{S^a,S^b\}`$ $`=`$ $`H(\delta _b^a+\delta _a^b)+(\lambda _{bi}^a+\lambda _{ai}^b)m^i+(\lambda _{abi}n^i\lambda _i^{ab}\overline{n}^i),`$ (8)
$`\{T^a,T^b\}`$ $`=`$ $`H(\delta _b^a+\delta _a^b)+(\lambda _{bi}^a+\lambda _{ai}^b)m^i(\lambda _{abi}n^i\lambda _i^{ab}\overline{n}^i),`$ (9)
$`\{S^a,T^b\}`$ $`=`$ $`i(\lambda _{bi}^a\lambda _{ai}^b)m^i+i(\lambda _{abi}n^i+\lambda _i^{ab}\overline{n}^i),`$ (10)
where $`\lambda _{bi}^a=(\sigma _I)_b^a\mathrm{\Lambda }_i^I`$ and $`\mathrm{\Lambda }_i^I`$ are real parameters.
The algebra (8) – (10) is still nondiagonal. However, some particular choices of the constant parameters $`m^i,n^i`$ and $`\mathrm{\Lambda }_i^I`$ bring the algebra to the standard form, i.e., to the form when the right – hand side of (10) vanishes and the right – hand sides of (8) and (9) are diagonal with respect to the indices “a” and “b”.
Now we consider several cases separately.
Four supersymmetries exact / Four supersymmetries broken. If we put equal to zero all central charges, appearing in the algebra, then no partial breaking of supersymmetry is possible. In this case, all supersymmetries are exact, if the energy of the ground state is zero; otherwise all of them are broken. This statement is obviously independent of the number of dimensions $`D`$.
Two supersymmetries exact. The case of partial supersymmetry breaking, when the half of supersymmetries are exact, have been considered earlier in the framework of one-dimensional $`N=4`$ SUSY QM, but we shall describe it for completeness as well. Consider the one – dimensional ($`D=1`$) $`N=4`$ SUSY QM and put all the constants entering into the right – hand sides of (8) – (10) equal to zero, except $`m^1`$ and $`\mathrm{\Lambda }_1^3`$. Then, the algebra (8) – (10) takes the form
$`\{S^1,S^1\}`$ $`=`$ $`\{T^1,T^1\}=2H+2m^1\mathrm{\Lambda }_1^3,`$
$`\{S^2,S^2\}`$ $`=`$ $`\{T^2,T^2\}=2H2m^1\mathrm{\Lambda }_1^3,`$ (11)
It means that if the energy of the ground state is equal to $`m^1\mathrm{\Lambda }_1^3`$ and the last-mentioned product is positive, then $`S^2`$ and $`T^2`$ supersymmetries are exact, while the other two are broken. If $`m^1\mathrm{\Lambda }_1^3`$ is negative, then $`S^1`$ and $`T^1`$ supersymmetries are exact provided the energy of the ground state is equal to $`m^1\mathrm{\Lambda }_1^3`$.
One supersymmetry exact The case of the three – quarters breaking of supersymmetry is possible if the dimension of $`N=4`$ SUSY QM is at least two ($`D2`$). Indeed, for $`D=2`$ let us keep the following set of parameters nonvanished: $`\mathrm{\Lambda }_1^3,\mathrm{\Lambda }_2^1,m^1`$$`Re(n^2)N^2`$ . After the further choice $`m^1\mathrm{\Lambda }_1^3=\mathrm{\Lambda }_2^1N^2`$ one obtains
$$\{S^1,S^1\}=\{S^2,S^2\}=2H$$
$$\{T^1,T^1\}=2H+4m^1\mathrm{\Lambda }_1^3\{T^2,T^2\}=2H4m^1\mathrm{\Lambda }_1^3$$
(12)
Therefore only $`T^2`$ supersymmetry is exact, while all others are broken if the energy of the ground state is equal to $`2m^1\mathrm{\Lambda }_1^3`$, and $`m^1\mathrm{\Lambda }_1^3>0`$. If $`m^1\mathrm{\Lambda }_1^3`$ is negative, then $`T^1`$ is exact provided the energy of the ground state is equal to $`m^1\mathrm{\Lambda }_1^3`$.
Three supersymmetries exact The situation of the one – quarter breaking of supersymmetry can exist, if we add to the consideration one more dimension, i.e., consider the three – dimensional $`D=3`$ $`N=4`$ supersymmetric quantum mechanics.
Keeping the following set of the parameters nonvanished $`\mathrm{\Lambda }_1^3,\mathrm{\Lambda }_2^1,\mathrm{\Lambda }_3^2,m^1,N^2`$ and $`Im(n^3)M^3`$, under the conditions $`m^1\mathrm{\Lambda }_1^3=\mathrm{\Lambda }_2^1N^2=\mathrm{\Lambda }_3^2M^3`$ and $`m^1\mathrm{\Lambda }_1^3<0`$ we have
$$\{S^1,S^1\}=\{S^2,S^2\}=\{T^1,T^1\}=2H+2m^1\mathrm{\Lambda }_1^3$$
$$\{T^2,T^2\}=2H6m^1\mathrm{\Lambda }_1^3,$$
(13)
then $`T^2`$ supersymmetry is broken, while all others are exact under the condition that the energy of the ground state is equal to $`m^1\mathrm{\Lambda }_1^3`$. If the last – mentioned product is positive, then $`T^2`$ supersymmetry is exact, while all others are broken provided that the energy of the ground state is $`3m^1\mathrm{\Lambda }_1^3`$ and we arrive at the three-dimensional generalization of the case of three quarter breaking of supersymmetry. It is obvious that all these cases can be obtained from the higher dimensional ($`D3`$) $`N=4`$ supersymmetric quantum mechanics.
To summarize one should note that according to the given general analysis of partial SUSY breaking in the $`N=4`$ multidimensional SUSY QM, there exist possibilities of constructing the models with $`\frac{1}{4}`$, $`\frac{1}{2}`$ and $`\frac{3}{4}`$ supersymmetries unbroken, as well as models with totally broken or totally unbroken supersymmetries. However, the answer to the question which of these possibilities can be realized for the considered system, crucially depends on the form of the chosen superpotential and on the imposed boundary conditions of the quantum mechanical problem.
The problem left opened is finding of the class of superpotentials $`A(\varphi ^i)`$ which lead to N=4 supersymmetric Calogero and Calogero – Moser models , which are related to the RN black hole quantum mechanics and to $`D=2`$ SYM theory . Another topic – the application of the given technique of N=4 SUSY QM to the description of the particle dynamics on AdS metric will be given in subsequent publication.
We would like to thank E. A. Ivanov for the helpful and stimulating discussions and A. V. Gladyshev and C. Sochichiu for some comments. Work of A. P. was supported in part by INTAS Grant 96-0538 and by the Russian Foundation for Basic Research, Grant 99-02-18417. Work of M. T. was supported in part by INTAS Grant 96-0308. J. J. R. would like to thank CONACyT for the support under the program: Estancias Posdoctorales en el Extranjero, and Bogoliubov Laboratory of JINR for hospitality. |
warning/0001/hep-ph0001101.html | ar5iv | text | # Four–Neutrino Oscillation Solutions of the Solar Neutrino Problem
## I Introduction
Solar neutrinos were first detected already three decades ago in the Homestake experiment and from the very beginning it was pointed out the puzzling issue of the deficit in the observed rate as compared to the theoretical expectation based on the standard solar model with the implicit assumption that neutrinos created in the solar interior reach the Earth unchanged, i.e. they are massless and have only standard properties and interactions. This discrepancy led to a change in the original goal of using solar neutrinos to probe the properties of the solar interior towards the study of the properties of the neutrino itself and it triggered an intense activity both theoretical as well as experimental, with new measurements being proposed in order to address the origin of the deficit.
On the theoretical side, enormous progress has been done in the improvement of solar modeling and calculation of nuclear cross sections. For example, helioseismological observations have now established that diffusion is occurring and by now most solar models incorporate the effects of helium and heavy element diffusion . ¿From the experimental point of view the situation is now much richer. Four additional experiments to the original Chlorine experiment at Homestake have also detected solar neutrinos: the radiochemical Gallium experiments on $`pp`$ neutrinos, GALLEX and SAGE , and the water Cerenkov detectors Kamiokande and Super–Kamiokande . The latter have been able not only to confirm the original detection of solar neutrinos at lower rates than predicted by standard solar models, but also to demonstrate directly that the neutrinos come from the sun by showing that recoil electrons are scattered in the direction along the sun-earth axis. Moreover, they have also provided us with good information on the time dependence of the event rates during the day and night, as well as a measurement of the recoil electron energy spectrum. After 825 days of operation, Super–Kamiokande has also presented preliminary results on the seasonal variation of the neutrino event rates, an issue which will become important in discriminating the MSW scenario from the possibility of neutrino oscillations in vacuum . At the present stage, the quality of the experiments themselves and the robustness of the theory give us confidence that in order to describe the data one must depart from the Standard Model (SM) of particle physics interactions by endowing neutrinos with new properties. In theories beyond the SM, neutrinos may naturally have new properties, the most generic of which is the existence of mass. It is undeniable that the most popular explanation of the solar neutrino anomaly is in terms of neutrino masses and mixing leading to neutrino oscillations either in vacuum or via the matter-enhanced MSW mechanism .
On the other hand, together with the results from the solar neutrino experiments we have two more evidences pointing out towards the existence of neutrino masses and mixing: the atmospheric neutrino data and the LSND results. The first one can be summarize in the existence of a long-standing anomaly between the predicted and observed $`\nu _\mu /\nu _e`$ ratio of the atmospheric neutrino fluxes . In this respect it has been of crucial relevance the confirmation by the Super–Kamiokande collaboration of the atmospheric neutrino zenith-angle-dependent deficit, which strongly indicates towards the existence of $`\nu _\mu `$ conversion. In addition to the solar and atmospheric neutrino results from underground experiments, there is also the indication for neutrino oscillations in the $`\overline{\nu }_\mu \overline{\nu }_e`$ channel by the LSND experiment . All these experimental results can be accommodated in a single neutrino oscillation framework only if there are at least three different scales of neutrino mass-squared differences. The simplest case of three independent mass-squared differences requires the existence of a light sterile neutrino, i.e. one whose interaction with standard model particles is much weaker than the SM weak interaction, so it does not affect the invisible Z decay width, precisely measured at LEP .
In this paper we present an analysis of the neutrino oscillation solutions of the solar neutrino problem in the framework of four–neutrino mixing where a sterile neutrino is added to the three standard ones. We perform a fit of the full data set corresponding to the 825-day Super–Kamiokande data sample as well as the data of the Chlorine, GALLEX and SAGE experiments. In our analysis we use all measured total event rates and all Super–Kamiokande data on the zenith angle dependence and the recoil electron energy spectrum. We consider both transitions via the Mikheyev–Smirnov–Wolfenstein (MSW) mechanism as well as oscillations in vacuum (just-so) and find the allowed solutions for different values of the additional mixing angles. Our analysis contains as limiting cases the pure $`\nu _e`$–active and $`\nu _e`$–sterile neutrino oscillations. We discuss the maximum allowed values of the additional mixing angles for which the different solutions are allowed.
The outline of the paper is as follows. In Sec. II we summarize the main expressions for the neutrino oscillation formulas that we use in the analysis of solar neutrino data which take into account matter effects in the case of the MSW solution of the solar neutrino problem. We also present some improvement concerning the calculation of the regeneration of solar $`\nu _e`$’s in the Earth in Appendix A. Section III contains the summary of our calculations for the predictions of the different observables. Our quantitative results for the analysis of the four–neutrino oscillation parameters are given in Sec. IV. Finally in Sec. V we summarize and discuss briefly our conclusions.
## II Four–Neutrino Oscillations
In this paper we consider the two four-neutrino schemes that can accommodate the results of all neutrino oscillation experiments :
$$\text{(A)}\underset{\mathrm{\Delta }m_{\text{SBL}}^2}{\underset{}{(\stackrel{\mathrm{\Delta }m_{\text{sun}}^2}{\stackrel{}{m_1<m_2}})>(\stackrel{\mathrm{\Delta }m_{\text{atm}}^2}{\stackrel{}{m_3<m_4}})}},\text{(B)}\underset{\mathrm{\Delta }m_{\text{SBL}}^2}{\underset{}{(\stackrel{\mathrm{\Delta }m_{\text{sun}}^2}{\stackrel{}{m_1<m_2}})<(\stackrel{\mathrm{\Delta }m_{\text{atm}}^2}{\stackrel{}{m_3<m_4}})}}.$$
(1)
In both these mass spectra there are two pairs of close masses separated by a gap of about 1 eV which gives the mass-squared difference $`\mathrm{\Delta }m_{\text{SBL}}^2=\mathrm{\Delta }m_{41}^2`$ responsible for the short-baseline (SBL) oscillations observed in the LSND experiment (we use the common notation $`\mathrm{\Delta }m_{kj}^2m_k^2m_j^2`$). We have ordered the masses in such a way that in both schemes $`\mathrm{\Delta }m_{\text{sun}}^2=\mathrm{\Delta }m_{21}^2`$ produces solar neutrino oscillations and $`\mathrm{\Delta }m_{\text{atm}}^2=\mathrm{\Delta }m_{43}^2`$ is responsible for atmospheric neutrino oscillations. With this convention, the data of solar neutrino experiments can be analyzed using the neutrino oscillation formalism presented in Ref. , that takes into account matter effects. In this section we present the neutrino oscillation formulas that we use in the analysis of solar neutrino data. The transition probabilities that take into account matter effects in the case of the MSW solution of the solar neutrino problem have been derived in Ref. . Here we present some improvement concerning the calculation of the regeneration of solar $`\nu _e`$’s in the Earth (see the Appendix A).
In four-neutrino schemes the flavor neutrino fields $`\nu _{\alpha L}`$ ($`\alpha =e,s,\mu ,\tau `$) are related to the fields $`\nu _{kL}`$ of neutrinos with masses $`m_k`$ by the relation
$$\nu _{\alpha L}=\underset{k=1}{\overset{4}{}}U_{\alpha k}\nu _{kL}(\alpha =e,s,\mu ,\tau ),$$
(2)
where $`U`$ is a $`4\times 4`$ unitary mixing matrix, for which we choose the parameterization
$$U=U_{34}U_{24}U_{23}U_{14}U_{13}U_{12},$$
(3)
where
$$(U_{ij})_{ab}=\delta _{ab}+\left(\mathrm{cos}\vartheta _{ij}1\right)\left(\delta _{ia}\delta _{ib}+\delta _{ja}\delta _{jb}\right)+\mathrm{sin}\vartheta _{ij}\left(\delta _{ia}\delta _{jb}\delta _{ja}\delta _{ib}\right)$$
(4)
represents a rotation in the $`i`$-$`j`$ $`2\times 2`$ sector by an angle $`\vartheta _{ij}`$. In the parameterization (3) we have neglected, for simplicity, the possible presence of CP-violating phases.
Since the negative results of the Bugey $`\overline{\nu }_e`$ disappearance experiment imply that $`|U_{e3}|^2+|U_{e4}|^23\times 10^2`$ for $`\mathrm{\Delta }m_{\text{SBL}}^2`$ in the LSND-allowed region $`0.2\text{eV}^2\mathrm{\Delta }m_{\text{SBL}}^22\text{eV}^2`$, in the study of solar neutrino oscillations the matrices $`U_{13}`$ and $`U_{14}`$ can be approximated with the unit matrix (i.e. $`\vartheta _{13}=\vartheta _{14}=0`$) and we obtain
$$U=U_{34}U_{24}U_{23}U_{12}.$$
(5)
Explicitly, we have
$$U=\left(\begin{array}{cccc}c_{12}& s_{12}& 0& 0\\ s_{12}c_{23}c_{24}& c_{12}c_{23}c_{24}& s_{23}c_{24}& s_{24}\\ s_{12}\left(c_{23}s_{24}s_{34}+s_{23}c_{34}\right)& c_{12}\left(s_{23}c_{34}+c_{23}s_{24}s_{34}\right)& c_{23}c_{34}s_{23}s_{24}s_{34}& c_{24}s_{34}\\ s_{12}\left(c_{23}s_{24}c_{34}s_{23}s_{34}\right)& c_{12}\left(s_{23}s_{34}c_{23}s_{24}c_{34}\right)& \left(c_{23}s_{34}+s_{23}s_{24}c_{34}\right)& c_{24}c_{34}\end{array}\right),$$
(6)
where $`\vartheta _{12}`$, $`\vartheta _{23}`$, $`\vartheta _{24}`$, $`\vartheta _{34}`$ are four mixing angles and $`c_{ij}\mathrm{cos}\vartheta _{ij}`$ and $`s_{ij}\mathrm{sin}\vartheta _{ij}`$.
Since solar neutrino oscillations are generated by the mass-square difference between $`\nu _2`$ and $`\nu _1`$, it is clear from Eq. (6) that the survival of solar $`\nu _e`$’s mainly depends on the mixing angle $`\vartheta _{12}`$, whereas the mixing angles $`\vartheta _{23}`$ and $`\vartheta _{24}`$ determine the relative amount of transitions into sterile $`\nu _s`$ or active $`\nu _\mu `$ and $`\nu _\tau `$. Let us remind the reader that $`\nu _\mu `$ and $`\nu _\tau `$ cannot be distinguished in solar neutrino experiments, because their matter potential and their interaction in the detectors are equal, due only to neutral-current weak interactions. The active/sterile ratio and solar neutrino oscillations in general do not depend on the mixing angle $`\vartheta _{34}`$, that contribute only to the different mixings of $`\nu _\mu `$ and $`\nu _\tau `$, and depends on the mixing angles $`\vartheta _{23}`$ $`\vartheta _{24}`$ only through the combination $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$. Indeed, from Eq. (6) one can see that the mixing of $`\nu _s`$ with $`\nu _1`$ and $`\nu _2`$ depends only on $`\vartheta _{12}`$ and the product $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$. Moreover, instead of $`\nu _\mu `$ and $`\nu _\tau `$, one can consider the linear combinations
$$\left(\begin{array}{c}\nu _a\hfill \\ \nu _b\hfill \end{array}\right)=\left(\begin{array}{cc}\mathrm{sin}\vartheta & \mathrm{cos}\vartheta \\ \mathrm{cos}\vartheta & \mathrm{sin}\vartheta \end{array}\right)\left(\begin{array}{cc}\mathrm{sin}\vartheta _{34}& \mathrm{cos}\vartheta _{34}\\ \mathrm{cos}\vartheta _{34}& \mathrm{sin}\vartheta _{34}\end{array}\right)\left(\begin{array}{c}\nu _\mu \hfill \\ \nu _\tau \hfill \end{array}\right),$$
(7)
with
$$\mathrm{tan}\vartheta =\frac{\mathrm{sin}\vartheta _{24}}{\mathrm{tan}\vartheta _{23}}.$$
(8)
The mixing of $`\nu _a`$ and $`\nu _b`$ with $`\nu _1`$ and $`\nu _2`$ is given by
$$U_{a1}=s_{12}\sqrt{1c_{23}^2c_{24}^2},U_{a2}=c_{12}\sqrt{1c_{23}^2c_{24}^2},U_{b1}=U_{b2}=0.$$
(9)
Therefore, the oscillations of solar neutrinos depend only on $`\vartheta _{12}`$ and the product $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$. If $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}1`$, solar $`\nu _e`$’s can transform in the linear combination $`\nu _a`$ of active $`\nu _\mu `$ and $`\nu _\tau `$. We distinguish the following limiting cases:
* If $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}=0`$ then $`U_{s1}=U_{s2}=0`$, $`U_{a1}=\mathrm{sin}\vartheta _{12}`$, $`U_{a2}=\mathrm{cos}\vartheta _{12}`$, corresponding to the limit of pure two-generation $`\nu _e\nu _a`$ transitions.
* If $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}=1`$ then $`U_{s1}=\mathrm{sin}\vartheta _{12}`$, $`U_{s2}=\mathrm{cos}\vartheta _{12}`$ and $`U_{a1}=U_{a2}=0`$ and we have the limit of pure two-generation $`\nu _e\nu _s`$ transitions.
Since the mixing of $`\nu _e`$ with $`\nu _1`$ and $`\nu _2`$ is equal to the one in the case of two-generations (with the mixing angle $`\vartheta _{12}`$), the mixing of $`\nu _s`$ with $`\nu _1`$ and $`\nu _2`$ is equal to the one in the case of two-generations times $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$ and the mixing of $`\nu _a`$ with $`\nu _1`$ and $`\nu _2`$ is equal to the one in the case of two-generations times $`\sqrt{1\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}}`$, it is clear that in the general case of simultaneous $`\nu _e\nu _s`$ and $`\nu _e\nu _a`$ oscillations the corresponding probabilities are given by
$`P_{\nu _e\nu _s}^{\text{Sun}}=\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\left(1P_{\nu _e\nu _e}^{\text{Sun}}\right),`$ (10)
$`P_{\nu _e\nu _a}^{\text{Sun}}=\left(1\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\right)\left(1P_{\nu _e\nu _e}^{\text{Sun}}\right).`$ (11)
These expressions satisfy the relation of probability conservation $`P_{\nu _e\nu _e}^{\text{Sun}}+P_{\nu _e\nu _s}^{\text{Sun}}+P_{\nu _e\nu _a}^{\text{Sun}}=1`$.
If $`\mathrm{\Delta }m_{21}^2`$ is in the MSW region ($`10^8\text{eV}^2\mathrm{\Delta }m_{21}^23\times 10^4\text{eV}^2`$), the survival probabilities of solar $`\nu _e`$’s is given by
$$P_{\nu _e\nu _e}^{\text{Sun}}=\frac{1}{2}+\left(\frac{1}{2}P_c\right)\mathrm{cos}2\vartheta _{12}\mathrm{cos}2\vartheta _{12}^M.$$
(12)
Here the angle $`\vartheta _{12}^M`$ is the effective mixing angle in matter corresponding to the vacuum mixing angle $`\vartheta _{12}`$ and given by
$$\mathrm{tan}2\vartheta _{12}^M=\frac{\mathrm{tan}2\vartheta _{12}}{1A/\mathrm{\Delta }m_{21}^2\mathrm{cos}2\vartheta _{12}},$$
(13)
with
$$AA_{CC}+\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}A_{NC}.$$
(14)
The quantities $`A_{CC}`$ and $`A_{NC}`$ describe the matter effects and are given by
$$A_{CC}=2\sqrt{2}G_FEN_e,A_{NC}=\sqrt{2}G_FEN_n,$$
(15)
where $`N_e`$ and $`N_n`$ are, respectively, the number densities of electrons and neutrons in the medium, $`E`$ is the neutrino energy and $`G_F`$ is the Fermi constant. The effective mixing angle $`\vartheta _{12}^M`$ in Eqs. (12) and (10) must be evaluated at the point of neutrino production inside of the Sun. The quantity $`P_c`$ in Eq. (12) is the crossing probability given by the usual two-generation formula (see ) and the replacement of the two-generation expression for $`A`$ with that given in Eq. (14).
During the night solar neutrinos cross the Earth before reaching the detector and regeneration of $`\nu _e`$’s is possible . In the four-neutrino schemes under consideration, the probabilities of $`\nu _e\nu _e`$ and $`\nu _e\nu _s`$ transitions after crossing the Earth are given by
$$P_{\nu _e\nu _e}^{\text{Sun+Earth}}=P_{\nu _e\nu _e}^{\text{Sun}}+\frac{\left(12P_{\nu _e\nu _e}^{\text{Sun}}\right)\left(P_{\nu _2\nu _e}^{\text{Earth}}\mathrm{sin}^2\vartheta _{12}\right)}{\mathrm{cos}2\vartheta _{12}},$$
(16)
$$P_{\nu _e\nu _s}^{\text{Sun+Earth}}=P_{\nu _e\nu _s}^{\text{Sun}}+\frac{\left(2P_{\nu _e\nu _s}^{\text{Sun}}\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\right)\left(P_{\nu _2\nu _s}^{\text{Earth}}\mathrm{cos}^2\vartheta _{12}\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\right)}{\mathrm{cos}2\vartheta _{12}\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}}.$$
(17)
The probability of $`\nu _e\nu _a`$ transitions is given by the conservation of probability: $`P_{\nu _e\nu _a}^{\text{Sun+Earth}}=1P_{\nu _e\nu _e}^{\text{Sun+Earth}}P_{\nu _e\nu _s}^{\text{Sun+Earth}}`$.
The probabilities $`P_{\nu _2\nu _e}^{\text{Earth}}`$ and $`P_{\nu _2\nu _s}^{\text{Earth}}`$ in Eqs. (16) and (17) can be calculated by integrating numerically the differential equation that describes the evolution of neutrino flavors in the Earth (see ) or by using the analytical solution assuming a step-function profile of the Earth matter density (see ) . However, we notice that the probabilities $`P_{\nu _2\nu _e}^{\text{Earth}}`$ and $`P_{\nu _2\nu _s}^{\text{Earth}}`$ are not independent, because, as shown in the Appendix A, they are related by
$$P_{\nu _2\nu _s}^{\text{Earth}}=\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\left(1P_{\nu _2\nu _e}^{\text{Earth}}\right).$$
(18)
Therefore, in the analysis of solar neutrino data we need to calculate only $`P_{\nu _2\nu _e}^{\text{Earth}}`$.
If $`\mathrm{\Delta }m_{21}^2`$ is in the range of the vacuum oscillation solution of the solar neutrino problem ($`10^{11}\text{eV}^2\mathrm{\Delta }m_{21}^210^9\text{eV}^2`$), the survival probability of solar $`\nu _e`$ is given by the two-generation formula
$$P_{\nu _e\nu _e}^{\text{Sun}}=1\mathrm{sin}^22\vartheta _{12}\mathrm{sin}^2\frac{\mathrm{\Delta }m_{21}^2L}{4E},$$
(19)
where $`E`$ is the neutrino energy and $`L`$ is the Sun–Earth distance, whose seasonal variations must be taken into account. In this case there is no matter effect during neutrino propagation in the Earth.
## III Data and Techniques
In order to study the possible values of neutrino masses and mixing for the oscillation solution of the solar neutrino problem, we have used data on the total event rates measured in the Chlorine experiment at Homestake , in the two Gallium experiments GALLEX and SAGE and in the water Cerenkov detectors Kamiokande and Super–Kamiokande shown in Table I. Apart from the total event rates, we have in this last case the zenith angle distribution of the events and the electron recoil energy spectrum, all measured with their recent 825-day data sample . Although, as discuss in Ref. the inclusion of Kamiokande results does not affect the shape of the regions, because of the much larger precision of the Super–Kamiokande measurement, it is convenient to introduce it as in this way the number of degrees of freedom for the fit of the rates only is $`43=1`$ (instead of zero degrees of freedom), that allows the construction of a well–defined $`\chi _{min}^2`$ confidence level.
For the calculation of the theoretical expectations we use the BP98 standard solar model of Ref. . The general expression of the expected event rate in the presence of oscillations in experiment $`i`$ in the four–neutrino framework is given by $`R_i^{th}`$ :
$`R_i^{th}`$ $`=`$ $`{\displaystyle \underset{k=1,8}{}}\varphi _k{\displaystyle }dE_\nu \lambda _k(E_\nu )\times [\sigma _{e,i}(E_\nu )P_{\nu _e\nu _e}`$ (21)
$`+\sigma _{x,i}(E_\nu )(1P_{\nu _e\nu _e}P_{\nu _e\nu _s})].`$
where $`E_\nu `$ is the neutrino energy, $`\varphi _k`$ is the total neutrino flux and $`\lambda _k`$ is the neutrino energy spectrum (normalized to 1) from the solar nuclear reaction $`k`$ with the normalization given in Ref. . Here $`\sigma _{e,i}`$ ($`\sigma _{x,i}`$) is the $`\nu _e`$ ($`\nu _x`$, $`x=\mu ,\tau `$) interaction cross section in the Standard Model with the target corresponding to experiment $`i`$. For the Chlorine and Gallium experiments we use improved cross sections $`\sigma _{\alpha ,i}(E)`$ $`(\alpha =e,x)`$ from Ref. . For the Kamiokande and Super–Kamiokande experiment we calculate the expected signal with the corrected cross section as explained below. $`P_{\nu _e\nu _\alpha }`$ is the time–averaged $`\nu _e`$ survival probability. In case of MSW transitions $`P_{\nu _e\nu _e}`$ and $`P_{\nu _e\nu _s}`$ are given in Eqs.(16) and (17) respectively.
For vacuum oscillations we must include the effect of the Earth orbit eccentricity. The yearly averaged probability is obtained by averaging Eq.(19) with $`L(t)=L_0[1\epsilon \mathrm{cos}2\pi \frac{t}{T}]`$:
$$P_{\nu _e\nu _e}=P_{\nu _e\nu _e}^{\text{Sun}}=2\mathrm{sin}^22\vartheta _{12}\left[1\mathrm{cos}\left(\frac{\mathrm{\Delta }m_{21}^2L_0}{2E}\right)J_0\left(\frac{\epsilon \mathrm{\Delta }m_{21}^2L_0}{2E}\right)\right],$$
(22)
where $`\epsilon `$ is the orbit eccentricity ($`0.0167`$), $`L_0`$ is the average Earth orbit radius ($`1.496\times 10^8`$ km) and $`J_0(x)`$ is the Bessel function. We have also included in the fit the experimental results from the Super–Kamiokande Collaboration on the zenith angle distribution of events taken on 5 night periods and the day averaged value, which we graphically reduced from Ref. . For MSW oscillations we compute the expected event rate in the period $`a`$ in the presence of oscillations as,
$`R_{sk,a}^{th}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Delta }\tau _a}}{\displaystyle _{\tau (\mathrm{cos}\mathrm{\Phi }_{min,a})}^{\tau (\mathrm{cos}\mathrm{\Phi }_{max,a})}}d\tau {\displaystyle \underset{k=1,8}{}}\varphi _k{\displaystyle }dE_\nu \lambda _k(E_\nu )\times [\sigma _{e,sk}(E_\nu )P_{\nu _e\nu _e}(\tau )`$ (24)
$`+\sigma _{x,sk}(E_\nu )(1P_{\nu _e\nu _e}(\tau )P_{\nu _e\nu _s}(\tau ))],`$
where $`\tau `$ measures the yearly averaged length of the period $`a`$ normalized to 1, so $`\mathrm{\Delta }\tau _a=\tau (\mathrm{cos}\mathrm{\Phi }_{max,a})\tau (\mathrm{cos}\mathrm{\Phi }_{min,a})=`$ .500, .086, .091, .113, .111, .099 for the day and five night periods. Notice that for vacuum oscillations there is no matter effect during neutrino propagation in the Earth. In this case $`R_{sk,a}^{th}=R_{sk}^{th}`$, as given in Eq.(21). The Super–Kamiokande Collaboration has also presented the results on the day-night variation in the form of a day-night asymmetry. Since the information included in the zenith angle dependence already contains the day-night asymmetry, we have not added the asymmetry as an independent observable in our fit.
The Super-Kamiokande Collaboration has also measured the recoil electron energy spectrum. In their published analysis after 504 days of operation they present their results for energies above 6.5 MeV using the Low Energy (LE) analysis in which the recoil energy spectrum is divided into 16 bins, 15 bins of 0.5 MeV energy width and the last bin containing all events with energy in the range 14 MeV to 20 MeV. Below 6.5 MeV the background of the LE analysis increases very fast as the energy decreases. Super–Kamiokande has designed a new Super Low Energy (SLE) analysis in order to reject this background more efficiently so as to be able to lower their threshold down to 5.5 MeV. In their 825-day data they have used the SLE method and they present results for two additional bins with energies between 5.5 MeV and 6.5 MeV. In our study we use the experimental results from the Super–Kamiokande Collaboration on the recoil electron spectrum divided in 18 energy bins, including the results from the LE analysis for the 16 bins above 6.5 MeV and the results from the SLE analysis for the two low energy bins below 6.5 MeV. The general expression of the expected rate in a bin in the presence of oscillations, $`R^{th}`$, is similar to that in Eq.(21), with the substitution of the cross sections with the corresponding differential cross sections folded with the finite energy resolution function of the detector and integrated over the electron recoil energy interval of the bin, $`T_{\text{min}}TT_{\text{max}}`$:
$$\sigma _{\alpha ,sk}(E_\nu )=_{T_{\text{min}}}^{T_{\text{max}}}𝑑T_0^{\frac{E_\nu }{1+m_e/2E_\nu }}𝑑T^{}Res(T,T^{})\frac{d\sigma _{\alpha ,sk}(E_\nu ,T^{})}{dT^{}}.$$
(25)
The resolution function $`Res(T,T^{})`$ is of the form :
$$Res(T,T^{})=\frac{1}{\sqrt{2\pi }(0.47\sqrt{T^{}\text{(MeV)}})}\mathrm{exp}\left[\frac{(TT^{})^2}{0.44T^{}(\text{MeV})}\right],$$
(26)
and we take the differential cross section $`d\sigma _\alpha (E_\nu ,T^{})/dT^{}`$ from .
In the statistical treatment of all these data we perform a $`\chi ^2`$ analysis for the different sets of data, following closely the analysis of Ref. with the updated uncertainties given in Refs. , as discussed in Ref. . We thus define a $`\chi ^2`$ function for the three set of observables $`\chi _{\text{rates}}^2`$, $`\chi _{\text{zenith}}^2`$, and $`\chi _{\text{spectrum}}^2`$ where in both $`\chi _{\text{zenith}}^2`$, and $`\chi _{\text{spectrum}}^2`$ we allow for a free normalization in order to avoid double-counting with the data on the total event rate which is already included in $`\chi _{\text{rates}}^2`$. In the combinations of observables we define the $`\chi ^2`$ of the combination as the sum of the different $`\chi ^2`$’s. In principle such analysis should be taken with a grain of salt as these pieces of information are not fully independent; in fact, they are just different projections of the double differential spectrum of events as a function of time and energy. Thus, in our combination we are neglecting possible correlations between the uncertainties in the energy and time dependence of the event rates.
## IV Results
As explained in Sec. II, for the mass scales invoked in the explanation of the atmospheric and LSND data and after imposing the strong constraints from the Bugey and CHOOZ reactor experiments, the relevant parameter space for solar neutrino oscillations in the framework of four–neutrino mixing is a three dimensional space in the variables $`\mathrm{\Delta }m_{21}^2`$, $`\vartheta _{12}`$ and $`\mathrm{cos}^2(\vartheta _{23})\mathrm{cos}^2(\vartheta _{24})c_{23}^2c_{24}^2`$. As shown in Section II, the case $`c_{23}^2c_{24}^2=0`$ corresponds to the usual two–neutrino oscillations $`\nu _e\nu _a`$ where $`\nu _a`$ is the admixture of $`\nu _\mu `$ and $`\nu _\tau `$ given in Eq. (7), thus an active neutrino. The other extreme case $`c_{23}^2c_{24}^2=1`$ corresponds to the usual two–neutrino oscillations of $`\nu _e`$ into a pure sterile neutrino.
In our choice of ordering the neutrino masses in the two schemes (1) the mass-squared difference $`\mathrm{\Delta }m_{21}^2`$ is positive. The mixing angle $`\vartheta _{12}`$ can vary in the interval $`0\vartheta _{12}\frac{\pi }{2}`$. In the case of vacuum oscillations, the transition probabilities are symmetric under the change $`\vartheta _{12}\frac{\pi }{2}\vartheta _{12}`$ and each allowed value of $`\mathrm{sin}^2(2\vartheta _{12})`$ corresponds to two allowed values of $`\vartheta _{12}`$. On the other hand, in the case of the MSW solutions the transition probabilities are not invariant under the change $`\vartheta _{12}\frac{\pi }{2}\vartheta _{12}`$ and resonant transitions are possible only for values of $`\vartheta _{12}`$ smaller than $`\frac{\pi }{4}`$. In the analysis of the observable rates, we present the results in the common plot of $`\mathrm{sin}^2(2\vartheta _{12})`$ due to the fact that the allowed region does not extend to $`\vartheta _{12}>\frac{\pi }{4}`$. But, when we include the rest of observables we remark that this is not the case, and we present the results as a function of $`\mathrm{sin}^2(\vartheta _{12})`$ (see ) showing that there is a portion of the space of parameters in the second octant of $`\vartheta _{12}`$ allowed at 99 % CL. This enlarged parameter space is also used in Ref. .
We first present the results of the allowed regions in the three–parameter space for the different combination of observables. In building these regions, for a given set of observables, we compute for any point in the parameter space of four–neutrino oscillations the expected values of the observables and with those and the corresponding uncertainties we construct the function $`\chi ^2(\mathrm{\Delta }m_{12}^2,\vartheta _{12},c_{23}^2c_{24}^2)_{obs}`$. We find its minimum in the full three-dimensional space considering as a unique framework both MSW and vacuum oscillations. The allowed regions for a given CL are then defined as the set of points satisfying the condition:
$$\chi ^2(\mathrm{\Delta }m_{12}^2,\vartheta _{12},c_{23}^2c_{24}^2)_{obs}\chi _{min,obs}^2\mathrm{\Delta }\chi ^2\text{(CL, 3 dof)}$$
(27)
where, for instance, $`\mathrm{\Delta }\chi ^2(`$CL, 3 dof)=6.25, 7.83, and 11.36 for CL=90, 95, and 99 % respectively. In Figs. 17 we plot the sections of such volume in the plane ($`\mathrm{\Delta }m_{21}^2,\mathrm{sin}^2(2\vartheta _{12})`$) or ($`\mathrm{\Delta }m_{21}^2,\mathrm{sin}^2(\vartheta _{12})`$) for different values of $`c_{23}^2c_{24}^2`$.
Figures 1 and 2 show the results of the fit to the observed total rates only. We find that both at 90 and 99% CL, the three–dimensional allowed volume is composed of three separated three-dimensional regions in the MSW sector of the parameter space (Fig. 1), which we denote as SMA, LMA and LOW solutions following the usual two–neutrino oscillation picture and a “tower” of regions in the vacuum oscillations sector (Fig. 2). The values of the minimum of the $`\chi ^2`$ in the different regions are given in Table II. The global minimum used in the construction of the volumes lies in the SMA region and for a non–vanishing value of $`c_{23}^2c_{24}^2=0.3`$, although, as can be seen in the first panel in Fig. 8, this is of very little statistical significance as $`\mathrm{\Delta }\chi ^2`$ for the SMA solution is very mildly dependent on $`c_{23}^2c_{24}^2`$ ($`\mathrm{\Delta }\chi ^20.5`$ for $`c_{23}^2c_{24}^20.5`$).
As seen in Fig. 1, the SMA region is always a valid solution for any value of $`c_{23}^2c_{24}^2`$. This is expected as in the two–neutrino oscillation picture this solution holds both for pure active–active and pure active–sterile oscillations<sup>*</sup><sup>*</sup>* Notice, however, that the statistical analysis is different: in the two–neutrino picture the pure active–active and active–sterile cases are analyzed separately, whereas in the four–neutrino picture they are taken into account simultaneously in a consistent scheme that allows to calculate the allowed regions with the prescription given in Eq. (27). We think that the agreement between the results of the analyses with two and four neutrinos indicate that the physical conclusions are quite robust. . On the other hand, both the LMA and LOW solutions disappear for a value of the mixing $`c_{23}^2c_{24}^20.5(0.3)`$. Unlike active neutrinos which lead to events in the water Cerenkov detectors by interacting via neutral current with the electrons, sterile neutrinos do not contribute to the Kamiokande and Super–Kamiokande event rates. Therefore a larger survival probability for $`{}_{}{}^{8}B`$ neutrinos is needed to accommodate the measured rate. As a consequence a larger contribution from $`{}_{}{}^{8}B`$ neutrinos to the Chlorine and Gallium experiments is expected, so that the small measured rate in Chlorine can only be accommodated if no $`{}_{}{}^{7}Be`$ neutrinos are present in the flux. This is only possible in the SMA solution region, since in the LMA and LOW regions the suppression of $`{}_{}{}^{7}Be`$ neutrinos is not enough.
In Table III we give the maximum values of $`c_{23}^2c_{24}^2`$ for which the different solutions are allowed at the 90 and 99% CL according to different statistical criteria which we discuss below. In Fig. 2 we plot the corresponding sections in the vacuum oscillation sector. As seen in the figure, as $`c_{23}^2c_{24}^2`$ grows, the vacuum oscillation solution becomes more restricted in the allowed values of mass splittings till becoming a narrow band at $`\mathrm{\Delta }m_{21}^210^{10}`$ eV<sup>2</sup> for the pure sterile case.
Figure 3 shows the regions allowed by the fit of both total rates and the Super–Kamiokande zenith angular distribution in the MSW sector of the parameter space. In the vacuum oscillation section no day–night variation is expected. Also plotted is the excluded region at 99 % CL from the zenith angular measurement. This exclusion volume is built as the corresponding three–degree–of–freedom region for the $`\chi ^2`$ of the zenith angular data with respect to the minimum value $`\chi _{min,zen}^2=0.8`$ which occurs at $`\mathrm{\Delta }m_{21}^2=2.7\times 10^6`$ eV<sup>2</sup>, $`\mathrm{sin}^2(\vartheta _{12})=0.85`$, and $`c_{23}^2c_{24}^2=0.0`$. We remark that this minimum is placed in the second octant and this was not included in past analysis of two-flavor MSW solutions although it leads to little effect in the final results of the allowed regions. As seen in the figure and also in Table III, the main effect of the inclusion of the day–night variation data is to cut down the lower part of the LMA region and to push towards slightly higher values the maximum $`c_{23}^2c_{24}^2`$ for which the LMA and the LOW solutions are still valid.
In Figs. 4 and 5 we plot the regions allowed by the fit of both total rates and the Super–Kamiokande energy spectrum. Also plotted is the excluded region at 99 % CL from the spectrum data which is obtained as the corresponding three–degree–of–freedom region for the $`\chi ^2`$ of the spectrum data with respect to the minimum value $`\chi _{min,spec}^2=15.1`$ which occurs in the vacuum solution sector at $`\mathrm{\Delta }m_{21}^2=6.3\times 10^{10}`$ eV<sup>2</sup> and $`\mathrm{sin}^2(2\vartheta _{12})=1`$, and it is almost independent of $`c_{23}^2c_{24}^2`$. As seen in the figure and also in Table III, the main effect of the inclusion of the spectrum data in the MSW regions is also to push towards slightly higher values the maximum $`c_{23}^2c_{24}^2`$ for which the LMA and the LOW solutions are still valid. Figure 4 shows that the LMA region at 99 % CL extends to high values of $`\mathrm{\Delta }m_{21}^2`$, even above $`10^3\text{eV}^2`$ for $`c_{23}^2c_{24}^20.1`$. Since the atmospheric mass squared difference $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ lies between $`10^3`$ and $`10^2\text{eV}^2`$ (see ), one may wonder if the solar and atmospheric mass squared differences may coincide and three massive neutrinos may be enough for the explanation of solar, atmospheric and LSND data. The answer to this question is negative, because in the high–$`\mathrm{\Delta }m_{21}^2`$ part of the 99 % CL LMA region the mixing angle $`\theta _{21}`$ is large, $`0.3\mathrm{sin}^2(\theta _{21})0.7`$, and in this case disappearance of $`\overline{\nu }_e`$’s should be observed in long-baseline reactor experiments, contrary to results of the CHOOZ experiment. In other words, the results of the CHOOZ experiment, that have not been taken into account in the present analysis, forbid the part of the 99 % CL LMA region that extends above $`\mathrm{\Delta }m_{21}^210^3\text{eV}^2`$. For this reason we cut the plots at this value. For the vacuum sector, once the spectrum data is included the higher $`\mathrm{\Delta }m_{21}^2`$ are favored but we find no region at the 90% CL for any value of $`c_{23}^2c_{24}^20.2`$ and at the 99% CL the region totally disappears for $`c_{23}^2c_{24}^20.8`$.
Figures 6 and 7 show the results from the global fit of the full set of data. The values of the minimum $`\chi ^2`$ in the different regions are given in Table II. The global minimum used in the construction of the volumes lies in the LMA region and for vanishing $`c_{23}^2c_{24}^2`$ corresponding to pure $`\nu _e`$–active neutrino oscillations.
In Table III we give the maximum values of $`c_{23}^2c_{24}^2`$ for which the different solutions are allowed at the 90 and 99% CL according to different statistical criteria. The use of each criteria depends on the physics scenario to which the result of our analysis is to be applied.
* Criterion 1 (C1): The maximum allowed value of the mixing $`c_{23}^2c_{24}^2`$ at a given CL for a given solution is defined as the value for which the corresponding region of the allowed three–dimensional volume defined as a 3-d.o.f shift with respect to the global minimum in the full parameter space, disappears. In the first row in Fig. 8 we plot the values of $`\mathrm{\Delta }\chi ^2`$ defined in this way for the different solutions as a function of $`c_{23}^2c_{24}^2`$ for the fit of the total rates only (left panels) and for the global analysis (right panels). This criterion is the one used in building the regions in Figs. 17. It is applicable to models where no region of the parameter space MSW-SMA, MSW-LMA, MSW-LOW or vacuum is favored.
* Criterion 2 (C2): The maximum allowed value of the mixing $`c_{23}^2c_{24}^2`$ at a given CL for a given solution is defined as the value for which the corresponding allowed three dimensional region defined as a 3-d.o.f shift with respect to the local minimum in the corresponding region, disappears. In the second row in Fig. 8 we plot the values of $`\mathrm{\Delta }\chi ^2`$ defined in this way for the different solutions as a function of $`c_{23}^2c_{24}^2`$ for the fit to the total rates only (left panels) and for the global analysis (right panels). This criterion holds for models where only a certain solution, MSW-SMA, MSW-LMA, MSW-LOW or vacuum is possible and it yields less restrictive limits.
* Criterion 3 (C3): The maximum allowed value of the mixing $`c_{23}^2c_{24}^2`$ at a given CL is obtained calculating the two-dimensional allowed regions in the $`\mathrm{sin}^2\theta _{12}`$$`\mathrm{\Delta }m_{12}^2`$ plane for each fixed value of $`c_{23}^2c_{24}^2`$. These allowed regions are defined through the 2-d.o.f shift with respect to the global minimum in the plane $`\mathrm{sin}^2\theta _{12}`$$`\mathrm{\Delta }m_{12}^2`$ (this is the analogous of Criterion 1 for two parameters). For each solution, the maximum allowed value of $`c_{23}^2c_{24}^2`$ is that for which the corresponding two dimensional region in the $`\mathrm{sin}^2\theta _{12}`$$`\mathrm{\Delta }m_{12}^2`$ disappears. This criterion is the equivalent to the usual two-neutrino analysis but with $`\nu _e`$ oscillating into a state which is a given superposition of active and sterile neutrino.
In the third row in Fig. 8 we plot the difference $`\mathrm{\Delta }\chi ^2`$ between the local minimum of $`\chi ^2`$ for each solution and the global minimum in the plane $`\mathrm{sin}^2\theta _{12}`$$`\mathrm{\Delta }m_{12}^2`$ as a function of $`c_{23}^2c_{24}^2`$. Notice that for the analysis of rates only the minimum in the plane $`\mathrm{sin}^2\theta _{12}`$ and $`\mathrm{\Delta }m_{12}^2`$ occurs always in the MSW-SMA region for any value of $`c_{23}^2c_{24}^2`$. Thefore the curve for the MSW-SMA solution corresponds to the horizontal $`\mathrm{\Delta }\chi ^2=0`$ line and it is not shown. For the global analysis, when $`c_{23}^2c_{24}^2<0.1`$ the minimum in the plane occurs for the MSW-LMA (dashed line) solution while for $`c_{23}^2c_{24}^2>0.1`$ it moves to the MSW-SMA (full line). For this reason the curve for the MSW-SMA (MSW-LMA) solution is only seen for $`c_{23}^2c_{24}^2<0.1`$ ($`>0.1`$) while for $`c_{23}^2c_{24}^2>0.1`$ ($`<0.1`$) it coincides with the $`\mathrm{\Delta }\chi ^2=0`$ line. In general this criterion is applicable for models where the additional mixing $`c_{23}^2c_{24}^2`$ is fixed a priori to some value, so that the model in fact contains only two free parameters (if $`c_{23}^2c_{24}^2`$ is larger than the maximum allowed for a given solution, it means that that solution is not allowed in the specific model).
## V Summary and Discussion
At present, the Standard Model assumption of massless neutrinos is under question due to the important results of underground experiments. Altogether they provide solid evidence for the existence of anomalies in the solar and atmospheric neutrino fluxes which could be accounted for in terms of neutrino oscillations $`\nu _e\nu _x`$ and $`\nu _\mu \nu _x`$, respectivelyly. Together with these results there is also the indication of neutrino oscillations in the $`\overline{\nu }_\mu \overline{\nu }_e`$ channel obtained in the LSND experiment. All these experimental results can be accommodated in a single neutrino oscillation framework only if there are at least three different scales of neutrino mass-squared differences. The simplest way to open the possibility of incorporating the LSND scale to the solar and atmospheric neutrino scales is to invoke a sterile neutrino, i.e. one whose interaction with Standard Model particles is much weaker than the SM weak interaction, so that it does not affect the invisible Z decay width, precisely measured at LEP. The sterile neutrino must also be light enough in order to participate in the oscillations involving the three active neutrinos. After imposing the present constrains from the negative searches at accelerator and reactor neutrino oscillation experiments one is left with two possible mass patterns which can be included in a single four–neutrino framework as described in Sec. II.
In this paper we have performed an analysis of the neutrino oscillation solutions to the solar neutrino problem in the framework of four–neutrino mixing. We consider both transitions via the Mikheyev–Smirnov–Wolfenstein (MSW) mechanism as well as oscillations in vacuum. In what solar neutrinos is concerned our formalism contains one additional parameter as compared to the pure two–neutrino case: $`\mathrm{cos}^2(\vartheta _{23})\mathrm{cos}^2(\vartheta _{24})`$, where $`\vartheta _{23}`$ and $`\vartheta _{24}`$ give the projections of the sterile neutrino into each of the two heavier states responsible for explanation to the atmospheric neutrino anomaly. In this way, the formalism permits transitions into active or sterile neutrino controlled by the additional parameter and contains as limiting cases the pure $`\nu _e`$–active and $`\nu _e`$–sterile neutrino oscillations.
We have studied the evolution of the different solutions to the solar neutrino problem in this three parameter space when the different set of observables are included. In Figs. 17 we plot the sections of such volume in the plane ($`\mathrm{\Delta }m_{21}^2,\mathrm{sin}^2(2\vartheta _{12})`$) or ($`\mathrm{\Delta }m_{21}^2,\mathrm{sin}^2(\vartheta _{12})`$) for different values of $`c_{23}^2c_{24}^2`$. As a particularity, we also show that for MSW transitions there are solutions at 99 % CL at $`\vartheta _{12}`$ mixing angles greater than $`\frac{\pi }{4}`$ and that the best fit point for the zenith angle distribution is in the second octant.
Our results show that the SMA region is always a valid solution for any value of $`c_{23}^2c_{24}^2`$. This is expected as in the two–neutrino oscillation picture this solution holds both for pure active–active and pure active–sterile oscillations. On the other hand, the LMA, LOW and vacuum solutions become worse as the additional mixing $`c_{23}^2c_{24}^2`$ grows and they get to disappear for large values of the mixing. The main quantitative results of our analysis are summarized in Table III and Fig. 8 where we give the maximum values of $`c_{23}^2c_{24}^2`$ for which the different solutions are allowed at the 90 and 99% CL according to different statistical criteria which depend on the physics scenario to which the result of our analysis is to be applied.
###### Acknowledgements.
M. C. G.-G. is thankful to the CERN theory division for their kind hospitality during her visit. This work was supported by Spanish DGICYT under grant PB95-1077, by the European Union TMR network ERBFMRXCT960090.
## A Derivation of the relation between $`P_{\nu _2\nu _e}^{\text{Earth}}`$ and $`P_{\nu _2\nu _s}^{\text{Earth}}`$
In this appendix we derive the relation (18) between $`P_{\nu _2\nu _e}^{\text{Earth}}`$ and $`P_{\nu _2\nu _s}^{\text{Earth}}`$. In order to see the reason of this relation, it is useful to consider the most general $`4\times 4`$ mixing matrix (without CP-violating phases) given in Eq. (3), that can be written as
$$U=U^{}U_{12},$$
(A1)
with
$$U^{}=U_{34}U_{24}U_{23}U_{14}U_{13}.$$
(A2)
Let us define the neutrino states
$$|\nu _r^{}=\underset{\alpha =e,s,\mu ,\tau }{}U_{\alpha r}^{}|\nu _\alpha (r=1,2,3,4).$$
(A3)
The amplitudes of $`\nu _k\nu _\alpha `$ transitions in the Earth for $`k=1,2`$ are given by
$$A_{\nu _k\nu _\alpha }^{\text{Earth}}=\nu _\alpha |𝒮|\nu _k=\underset{r=1}{\overset{4}{}}\nu _\alpha |\nu _r^{}\nu _r^{}|𝒮|\nu _k=\underset{r=1}{\overset{4}{}}U_{\alpha r}^{}S_{rk}^{},$$
(A4)
where the unitary operator $`𝒮`$ describes the evolution inside the Earth and $`S_{rk}^{}\nu _r^{}|𝒮|\nu _k`$.
It has been shown in Ref. that the matter effects inside the Earth can generate only transitions between $`\nu _1,\nu _2`$ and $`\nu _1^{},\nu _2^{}`$. Then, we have
$`A_{\nu _k\nu _\alpha }^{\text{Earth}}=U_{\alpha 1}^{}S_{1k}^{}+U_{\alpha 2}^{}S_{2k}^{}`$ $`(k=1,2),`$ (A5)
$`A_{\nu _k\nu _\alpha }^{\text{Earth}}=U_{\alpha k}^{}=U_{\alpha k}`$ $`(k=3,4),`$ (A6)
and the transition probabilities are given by
$`P_{\nu _k\nu _\alpha }^{\text{Earth}}=U_{\alpha 1}^2|S_{1k}^{}|^2+U_{\alpha 2}^2|S_{2k}^{}|^2+2U_{\alpha 1}^{}U_{\alpha 2}^{}\text{Re}[S_{1k}^{}S_{2k}^{}]`$ $`(k=1,2),`$ (A7)
$`P_{\nu _k\nu _\alpha }^{\text{Earth}}=U_{\alpha k}^2`$ $`(k=3,4).`$ (A8)
Since the evolution operator $`𝒮`$ is unitary, the matrix $`S^{}`$ is unitary and we have the relations
$$|S_{12}^{}|^2=|S_{21}^{}|^2P_{12}^{},|S_{11}^{}|^2=|S_{22}^{}|^2=1P_{12}^{},S_{11}^{}S_{21}^{}+S_{12}^{}S_{22}^{}=0,$$
(A9)
where $`P_{12}^{}`$ is the probability of $`\nu _2\nu _1^{}`$ transitions, that is equal to the probability of $`\nu _1\nu _2^{}`$ transitions. It is easy to check that the unitarity constraints (A9) are equivalent to the probability conservation relations
$$\underset{k=1}{\overset{4}{}}P_{\nu _k\nu _\alpha }^{\text{Earth}}=1,\underset{\alpha =e,s,\mu ,\tau }{}P_{\nu _k\nu _\alpha }^{\text{Earth}}=1.$$
(A10)
Let us notice that by construction the matrix $`U^{}`$ is such that
$$U_{e2}^{}=0,$$
(A11)
and the probability of $`\nu _k\nu _e`$ transitions inside the Earth depend only on $`U_{e1}^2=\mathrm{cos}\vartheta _{13}^2\mathrm{cos}\vartheta _{14}^2`$ and $`P_{12}^{}`$:
$$P_{\nu _1\nu _e}^{\text{Earth}}=U_{e1}^2\left(1P_{12}^{}\right)P_{\nu _2\nu _e}^{\text{Earth}}=U_{e1}^2P_{12}^{}.$$
(A12)
On the other hand, in general, for a given mixing matrix $`U`$, the transition probabilities $`P_{\nu _k\nu _\alpha }^{\text{Earth}}`$ with $`\alpha =s,\mu ,\tau `$ depend on two independent quantities, $`P_{12}^{}`$ and $`\text{Arg}[S_{11}^{}S_{21}^{}]`$. Hence, in general the probabilities $`P_{\nu _k\nu _e}^{\text{Earth}}`$ and $`P_{\nu _k\nu _s}^{\text{Earth}}`$ must be calculated independently. However, if
$$U_{\alpha 1}^{}U_{\alpha 2}^{}=0(\alpha =s,\mu ,\tau ),$$
(A13)
also $`P_{\nu _k\nu _\alpha }^{\text{Earth}}`$ depends only on the elements of the mixing matrix and $`P_{12}^{}`$:
$$P_{\nu _1\nu _\alpha }^{\text{Earth}}=U_{\alpha 1}^2\left(1P_{12}^{}\right)+U_{\alpha 2}^2P_{12}^{},P_{\nu _2\nu _\alpha }^{\text{Earth}}=U_{\alpha 1}^2P_{12}^{}+U_{\alpha 2}^2\left(1P_{12}^{}\right),$$
(A14)
for $`\alpha =s,\mu ,\tau `$.
In the approximation $`\vartheta _{13}=\vartheta _{14}=0`$ that we use in the analysis of solar neutrino data, we have
$$U_{e1}^{}=1U_{\alpha 1}^{}=0(\alpha =s,\mu ,\tau ).$$
(A15)
Therefore, the condition (A13) is satisfied and we obtain
$`P_{\nu _1\nu _e}^{\text{Earth}}=1P_{12}^{}P_{\nu _2\nu _e}^{\text{Earth}}=P_{12}^{}`$ (A16)
$`P_{\nu _1\nu _\alpha }^{\text{Earth}}=U_{\alpha 2}^2P_{12}^{},P_{\nu _2\nu _\alpha }^{\text{Earth}}=U_{\alpha 2}^2\left(1P_{12}^{}\right).`$ (A17)
Eliminating $`P_{12}^{}`$ from the relations (A16) and (A17), we obtain
$$P_{\nu _k\nu _\alpha }^{\text{Earth}}=U_{\alpha 2}^2\left(1P_{\nu _k\nu _e}^{\text{Earth}}\right)(k=1,2;\alpha =s,\mu ,\tau ).$$
(A18)
In particular, for $`k=2`$ and $`\alpha =s`$, we obtain the useful relation (18) between $`P_{\nu _2\nu _s}^{\text{Earth}}`$ and $`P_{\nu _2\nu _e}^{\text{Earth}}`$.
In general, considering the possibility of small but non-zero $`\vartheta _{13}`$ and/or $`\vartheta _{14}`$, if the mixing angles are such that $`U_{\alpha 1}^{}=0`$ for $`\alpha =s,\mu ,\tau `$, we have the relation
$$P_{\nu _k\nu _\alpha }^{\text{Earth}}=U_{\alpha 2}^2\left(1\frac{P_{\nu _k\nu _e}^{\text{Earth}}}{U_{e1}^2}\right)(\alpha =s,\mu ,\tau ),$$
(A19)
whereas if $`U_{\alpha 2}^{}=0`$ we obtain the relation
$$P_{\nu _k\nu _\alpha }^{\text{Earth}}=\frac{U_{\alpha 1}^2}{U_{e1}^2}P_{\nu _k\nu _e}^{\text{Earth}}(\alpha =s,\mu ,\tau ).$$
(A20) |
warning/0002/hep-th0002078.html | ar5iv | text | # hep-th/0002078 SLAC-PUB-8348 UCLA/00/TEP/4 HUTP-00/A002 SWAT-00-250 UFIFT-HEP-00-01 On Perturbative Gravity and Gauge TheoryThis research was supported by the US Department of Energy under grants DE-FG03-91ER40662, DE-AC03-76SF00515 and DE-FG02-97ER41029.
## 1 Introduction
In this talk we describe recent work on perturbative relations between gravity and gauge theories. Although gauge and gravity theories are similar in that they both have a local symmetry, their dynamical behavior is quite different. For example, in four dimensions gauge theories are renormalizable and exhibit asymptotic freedom, neither of which property is shared by gravity. The structures of the Lagrangians are also rather different: the Yang-Mills Lagrangian contains only up to four-point interactions while the Einstein-Hilbert Lagrangian contains infinitely many interactions. Nevertheless, in the context of perturbation theory, it turns out that tree-level gravity amplitudes can, roughly speaking, be expressed as a sum of ‘squares’ of gauge theory amplitudes. These tree-level (classical) relations between gravity and gauge theory amplitudes follow from the Kawai, Lewellen and Tye (KLT) relations between open and closed string tree amplitudes. When combined with the $`D`$-dimensional unitarity methods described in refs. , it provides a useful tool for investigating the ultra-violet behavior of gravity field theories. The unitarity methods have also been applied to QCD loop computations of phenomenological interest and to supersymmetric gauge theory computations .
Ultraviolet properties are one of the central issues for perturbative gravity. Although gravity is non-renormalizable by power counting, no divergence has, in fact, been established by a direct calculation for any supersymmetric theory of gravity in four dimensions. Explicit calculations have established that non-supersymmetric theories of gravity with matter generically diverge at one loop , and pure gravity diverges at two loops . However, in any supergravity theory in $`D=4`$, supersymmetry Ward identities forbid all possible one-loop and two-loop counterterms. Thus, at least a three-loop calculation is required to definitively address the question of divergences in four-dimensional supergravity. There is a candidate counterterm at three loops for all supergravities including the maximally extended version ($`N=8`$. However, no explicit three loop (super) gravity calculations have appeared. It is in principle possible that the coefficient of a potential counterterm can vanish, especially if the full symmetry of the theory is taken into account. In ref. it was argued that this may indeed be the case for the potential three-loop counterterm of $`N=8`$ $`D=4`$ supergravity. For there to be cancellations of divergences beyond this, the theory would require a symmetry which we do not fully understand yet.
With traditional perturbative approaches to performing explicit calculations, as the number of loops increases the number of algebraic terms proliferates rapidly beyond the point where computations are practical. Consider the five-loop diagram in fig. 1 (which, as described below, is of interest for ultraviolet divergences in $`N=8`$ $`D=4`$ supergravity). In de Donder gauge the pure graviton diagram contains twelve vertices, each of the order of a hundred terms, and sixteen graviton propagators, each with three terms. When expanded, this yields a total of roughly $`10^{30}`$ terms, even before performing any loop integrations. Needless to say, this is well beyond what can be reasonably implemented on any computer.
Our approach for dealing with this is to reformulate the quantization of gravity in the context of perturbation theory using the KLT relations together with $`D`$-dimensional unitarity.
The final topic of this talk will cover some recent progress in understanding the KLT relations from a Lagrangian point of view . It turns out that with an appropriate choice of field variables one can separate the Lorentz indices appearing in the Lagrangian into ‘left’ and ‘right’ classes , mimicking the similar separation that occurs in string theory. Moreover, with further field redefinitions and a non-linear gauge choice it is possible to arrange the off-shell three graviton vertex so that it is expressible in terms of a sum of squares of Yang-Mills three gluon vertices.
## 2 Method for Investigating Perturbative Gravity
Our formulation of perturbative quantum gravity is based on two ingredients:
1. The Kawai, Lewellen and Tye relations between closed and open string tree-level S-matrices .
2. The observation that the $`D`$-dimensional tree amplitudes contain all information necessary for building the complete perturbative $`S`$-matrix to all loop orders .
### 2.1 The KLT tree-level relations.
In the field theory limit ($`\alpha ^{}0`$) the KLT relations for the four- and five-point amplitudes are
| $`M_4^{\mathrm{tree}}(1,2,3,4)=`$ |
| --- |
| $`is_{12}A_4^{\mathrm{tree}}(1,2,3,4)A_4^{\mathrm{tree}}(1,2,4,3),`$ |
| $`M_5^{\mathrm{tree}}(1,2,3,4,5)=`$ |
| $`is_{12}s_{34}A_5^{\mathrm{tree}}(1,2,3,4,5)A_5^{\mathrm{tree}}(2,1,4,3,5)`$ |
| $`+is_{13}s_{24}A_5^{\mathrm{tree}}(1,3,2,4,5)A_5^{\mathrm{tree}}(3,1,4,2,5),`$ |
$`(1)`$
where the $`M_n`$’s are the amplitudes in a gravity theory stripped of couplings, the $`A_n`$’s are the color-ordered sub-amplitudes in a gauge theory and $`s_{ij}(k_i+k_j)^2`$. We suppress all $`\epsilon _j`$ polarizations and $`k_j`$ momenta, but keep the ‘$`j`$’ labels to distinguish the external legs. Full gauge theory amplitudes are given in terms of the partial amplitudes $`A_n`$, via
| $`𝒜_n^{\mathrm{tree}}`$ | $`(1,2,\mathrm{}n)=g^{(n2)}{\displaystyle \underset{\sigma S_n/Z_n}{}}`$ |
| --- | --- |
| | $`\mathrm{Tr}\left(T^{a_{\sigma (1)}}\mathrm{}T^{a_{\sigma (n)}}\right)A_n^{\mathrm{tree}}(\sigma (1),\mathrm{},\sigma (n)),`$ |
where $`S_n/Z_n`$ is the set of all permutations, but with cyclic rotations removed, and $`g`$ is the gauge theory coupling constant. The $`T^{a_i}`$ are fundamental representation matrices for the Yang-Mills gauge group $`SU(N_c)`$, normalized so that $`Tr(T^aT^b)=\delta ^{ab}`$. For states coupling with the strength of gravity, the full amplitudes including the gravitational coupling constant are,
$$_n^{\mathrm{tree}}(1,\mathrm{}n)=\left(\frac{\kappa }{2}\right)^{(n2)}M_n^{\mathrm{tree}}(1,\mathrm{}n),$$
where $`\kappa ^2=32\pi G_N`$. The KLT equations generically hold for any closed string states, using their Fock space factorization into pairs of open string states.
Berends, Giele and Kuijf exploited the KLT relations ($`(1)`$) and their $`n`$-point generalizations to obtain an infinite set of maximally helicity violating (MHV) graviton tree amplitudes, using the known MHV Yang-Mills amplitudes . Cases of gauge theory coupled to gravity have very recently been discussed in ref. . Interestingly, the color charges associated with any gauge fields appearing in gravity theories are represented through the KLT equations as flavor charges carried either by scalars or fermions. For example, by applying the KLT equations the three-gluon one-graviton amplitude may be expressed as
| $`_4^{\mathrm{tree}}(1_g^{},2_g^{},3_g^+,4_h^+)=ig{\displaystyle \frac{\kappa }{2}}s_{12}`$ |
| --- |
| $`\times A_4^{\mathrm{tree}}(1_g^{},2_g^{},3_g^+,4_g^+)\times A_4^{\mathrm{tree}}(1_s,2_s,4_g^+,3_s)`$ |
| $`=g{\displaystyle \frac{\kappa }{2}}{\displaystyle \frac{\mathrm{1\hspace{0.17em}2}^4}{\mathrm{1\hspace{0.17em}2}\mathrm{2\hspace{0.17em}3}\mathrm{3\hspace{0.17em}4}\mathrm{4\hspace{0.17em}1}}}\times \sqrt{2}f^{a_1a_2a_3}{\displaystyle \frac{\left[\mathrm{4\hspace{0.17em}3}\right]\mathrm{3\hspace{0.17em}2}}{\mathrm{2\hspace{0.17em}4}}},`$ |
where the $`\pm `$ superscripts denote the helicities and the subscripts $`h`$, $`g`$ and $`s`$ denote whether a given leg is a graviton, gluon or scalar. On the right-hand side of the equation, the group theory indices are flavor indices for the scalars. On the left-hand side they are reinterpreted as color indices for gluons. For simplicity, the amplitudes have been expressed in terms of $`D=4`$ spinor inner products (see e.g. ref. ), although the factorization of the amplitude into purely gauge theory amplitudes holds in any dimension. The spinor inner products are denoted by $`ij=i^{}|j^+`$ and $`\left[ij\right]=i^+|j^{}`$, where $`|i^\pm `$ are massless Weyl spinors of momentum $`k_i`$, labeled with the sign of the helicity. They are antisymmetric, with norm $`|ij|=|\left[ij\right]|=\sqrt{s_{ij}}`$.
### 2.2 Cut Construction of Loop Amplitudes
We now outline the use of the KLT relations for computing multi-loop gravity amplitudes, starting from gauge theory amplitudes. Although the KLT equations hold only at the classical tree-level, $`D`$-dimensional unitarity considerations can be used to extend them to the quantum level. The application of $`D`$-dimensional unitarity has been extensively discussed for the case of gauge theory amplitudes so here we describe it only briefly.
The unitarity cuts of a loop amplitude can be expressed in terms of amplitudes containing fewer loops. For example, the two-particle cut of a one-loop four-point amplitude in the channel carrying momentum $`k_1+k_2`$, as shown in fig. 2, can be expressed as the cut of,
| $`{\displaystyle \underset{\mathrm{states}}{}}`$ | $`{\displaystyle \frac{d^DL_1}{(4\pi )^D}\frac{i}{L_1^2}_4^{\mathrm{tree}}(L_1,1,2,L_3)}`$ |
| --- | --- |
| | $`\times {\displaystyle \frac{i}{L_3^2}}_4^{\mathrm{tree}}(L_3,3,4,L_1)|_{\mathrm{cut}},`$ |
$`(2)`$
where $`L_3=L_1k_1k_2`$, and the sum runs over all states crossing the cut. We label $`D`$-dimensional momenta with capital letters and four-dimensional ones with lower case. We apply the on-shell conditions $`L_1^2=L_3^2=0`$ to the amplitudes appearing in the cut even though the loop momentum is unrestricted; only functions with a cut in the given channel under consideration are reliably computed in this way.
Complete amplitudes are found by combining all cuts into a single function with the correct cuts in all channels. If one works with an arbitrary dimension $`D`$ in eq. ($`(2)`$), and takes care to keep the full analytic behavior as a function of $`D`$, then the results will be free of subtraction ambiguities that are commonly present in cutting methods . (The regularization scheme dependence remains, of course.)
An important advantage of the cutting approach is that the gauge-invariant amplitudes on either side of the cut may be simplified before attempting to evaluate the cut integral .
## 3 Recycling Gauge Theory Into Gravity Loop amplitudes
Consider the one-loop amplitude with four identical helicity gravitons and a scalar in the loop . The cut in the $`s_{12}`$ channel is
| $`{\displaystyle \frac{d^DL_1}{(2\pi )^D}}`$ | $`{\displaystyle \frac{i}{L_1^2}}M_4^{\mathrm{tree}}(L_1^s,1^+,2^+,L_3^s){\displaystyle \frac{i}{L_3^2}}`$ |
| --- | --- |
| | $`\times M_4^{\mathrm{tree}}(L_3^s,3^+,4^+,L_1^s)|_{\mathrm{cut}},`$ |
where the superscript $`s`$ indicates that the cut lines are scalars. Using the KLT expressions ($`(1)`$) we may replace the gravity tree amplitudes appearing in the cuts with products of gauge theory amplitudes. The required gauge theory tree amplitudes, with two external scalar legs and two gluons, are relatively simple to obtain using Feynman diagrams and are,
| $`A_4^{\mathrm{tree}}(L_1^s,1^+,2^+,L_3^s)=i{\displaystyle \frac{\mu ^2\left[\mathrm{1\hspace{0.17em}2}\right]}{\mathrm{1\hspace{0.17em}2}[(\mathrm{}_1k_1)^2\mu ^2]}},`$ |
| --- |
| $`A_4^{\mathrm{tree}}(L_1^s,1^+,L_3^s,2^+)=i{\displaystyle \frac{\mu ^2\left[\mathrm{1\hspace{0.17em}2}\right]}{\mathrm{1\hspace{0.17em}2}}}`$ |
| $`\times \left[{\displaystyle \frac{1}{(\mathrm{}_1k_1)^2\mu ^2}}+{\displaystyle \frac{1}{(\mathrm{}_1k_2)^2\mu ^2}}\right],`$ |
where $`L_1=\mathrm{}_1+\mu `$. The gluon momenta are four-dimensional, but the scalar momenta are allowed to have a $`(2ϵ)`$-dimensional component $`\stackrel{}{\mu }`$, with $`\stackrel{}{\mu }\stackrel{}{\mu }=\mu ^2>0`$. The overall factor of $`\mu ^2`$ appearing in these tree amplitudes means that they vanish in the four-dimensional limit, in accord with a supersymmetry Ward identity . In the KLT relation ($`(1)`$), one of the propagators cancels, leaving
| $`M_4^{\mathrm{tree}}(L_1^s,1^+,2^+,L_3^s)=i\left({\displaystyle \frac{\mu ^2\left[\mathrm{1\hspace{0.17em}2}\right]}{\mathrm{1\hspace{0.17em}2}}}\right)^2`$ |
| --- |
| $`\times \left[{\displaystyle \frac{1}{(\mathrm{}_1k_1)^2\mu ^2}}+{\displaystyle \frac{1}{(\mathrm{}_1k_2)^2\mu ^2}}\right].`$ |
By symmetry, the tree amplitudes appearing in any of the other cuts are the same up to relabelings.
Combining all three cuts into a single function that has the correct cuts in all channels yields
| $`M_4^{1\text{-}\mathrm{loop}}(1^+,2^+,3^+,4^+)=2{\displaystyle \frac{\left[\mathrm{1\hspace{0.17em}2}\right]^2\left[\mathrm{3\hspace{0.17em}4}\right]^2}{\mathrm{1\hspace{0.17em}2}^2\mathrm{3\hspace{0.17em}4}^2}}`$ |
| --- |
| $`\times (_4^{1\text{-}\mathrm{loop}}[\mu ^8](s,t)+_4^{1\text{-}\mathrm{loop}}[\mu ^8](s,u)`$ |
| $`+_4^{1\text{-}\mathrm{loop}}[\mu ^8](t,u)),`$ |
$`(3)`$
where $`s=s_{12},t=s_{14},u=s_{13}`$ are the usual Mandelstam variables and
| $`_4^{1\text{-}\mathrm{loop}}[𝒫](s,t)={\displaystyle \frac{d^DL}{(2\pi )^D}}`$ |
| --- |
| $`\times {\displaystyle \frac{𝒫}{L^2(Lk_1)^2(Lk_1k_2)^2(L+k_4)^2}}`$ |
$`(4)`$
is the scalar box integral depicted in fig. 3 with the external legs arranged in the order 1234. In eq. ($`(3)`$) the numerator $`𝒫`$ is $`\mu ^8`$. The two other scalar integrals that appear correspond to the two other distinct orderings of the four external legs. The spinor factor $`\left[\mathrm{1\hspace{0.17em}2}\right]^2\left[\mathrm{3\hspace{0.17em}4}\right]^2/(\mathrm{1\hspace{0.17em}2}^2\mathrm{3\hspace{0.17em}4}^2)`$ in eq. ($`(3)`$) is actually completely symmetric, although not manifestly so. By rewriting this factor and extracting the leading $`𝒪(ϵ^0)`$ contribution from the integral, the final one-loop $`D=4`$ result after reinserting the gravitational coupling is
| $`_4^{1\text{-}\mathrm{loop}}`$ | $`(1^+,2^+,3^+,4^+)={\displaystyle \frac{i}{(4\pi )^2}}\left({\displaystyle \frac{\kappa }{2}}\right)^4`$ |
| --- | --- |
| | $`\times \left({\displaystyle \frac{st}{\mathrm{1\hspace{0.17em}2}\mathrm{2\hspace{0.17em}3}\mathrm{3\hspace{0.17em}4}\mathrm{4\hspace{0.17em}1}}}\right)^2{\displaystyle \frac{s^2+t^2+u^2}{120}},`$ |
$`(5)`$
in agreement with a previous calculation .
This can be extended to an arbitrary number of external legs. Using the cutting methods we have also calculated the five- and six-point amplitudes. By demanding that the amplitudes have the correct factorization properties as momenta become either soft or collinear we have found an ansatz for the one-loop maximally helicity violating amplitudes for an arbitrary number of external legs,
| $`_n^{1\text{-}\mathrm{loop}}(1^+,2^+,\mathrm{},n^+)={\displaystyle \frac{i}{(4\pi )^2960}}\left({\displaystyle \frac{\kappa }{2}}\right)^n`$ |
| --- |
| $`\times {\displaystyle \underset{\genfrac{}{}{0pt}{}{1a<bn}{M,N}}{}}h(a,M,b)h(b,N,a)tr^3[aMbN],`$ |
$`(6)`$
where $`a`$ and $`b`$ are massless legs, and $`M`$ and $`N`$ are two sets forming a distinct nontrivial partition of the remaining $`n2`$ legs. Also, $`tr[aMbN]tr[\text{/}k_a\text{/}K_M\text{/}k_b\text{/}K_N]`$, where $`K_M`$ is the sum of momenta of the legs in the set $`M`$. The rational function $`h`$ is a bit more complicated and may be found in refs. .
These amplitudes are not ultraviolet divergent and thus do not depend on a cutoff. By unitarity considerations any fundamental theory of gravity must therefore necessarily yield the one-loop amplitudes ($`(5)`$) and ($`(6)`$) in the low energy limit. (The tree amplitude can, however, have a contribution of the same dimension as that of the one-loop amplitude; this contribution would depend on the details of the underlying fundamental theory.) The ability to obtain exact expressions for gravity loop amplitudes demonstrates the utility of this approach for investigating quantum properties of gravity theories. As our next example, we turn to the divergence properties of maximally supersymmetric theories.
## 4 Maximal Supergravity
Maximal $`N=8`$ supergravity can be expected to be the least divergent of the four-dimensional supergravity theories due to its high degree of symmetry. Moreover, from a technical viewpoint maximally supersymmetric $`N=8`$ amplitudes are by far the easiest to deal with in our formalism because of spectacular supersymmetric cancellations. For these reasons it is logical to re-investigate the divergence properties of this theory first . It should be possible to apply similar methods to theories with less supersymmetry.
### 4.1 Cut Construction
Again we obtain supergravity amplitudes by recycling gauge theory calculations. For the $`N=8`$ case, we factorize each of the 256 states of the multiplet into a tensor product of $`N=4`$ super-Yang-Mills states. The key equation for obtaining the two-particle cuts is,
| $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{N=8}{\mathrm{states}}}{}}M_4^{\mathrm{tree}}(L_1,1,2,L_3)\times M_4^{\mathrm{tree}}(L_3,3,4,L_1)`$ |
| --- |
| $`=s^2{\displaystyle \underset{\genfrac{}{}{0pt}{}{N=4}{\mathrm{states}}}{}}A_4^{\mathrm{tree}}(L_1,1,2,L_3)\times A_4^{\mathrm{tree}}(L_3,3,4,L_1)`$ |
| $`\times {\displaystyle \underset{\genfrac{}{}{0pt}{}{N=4}{\mathrm{states}}}{}}A_4^{\mathrm{tree}}(L_3,1,2,L_1)\times A_4^{\mathrm{tree}}(L_1,3,4,L_3),`$ |
$`(7)`$
where the sum on the left-hand side runs over all states in the $`N=8`$ supergravity multiplet. On the right-hand side the two sums run over the states of the $`N=4`$ super-Yang-Mills multiplet: a gluon, four Weyl fermions and six real scalars. Given the corresponding $`N=4`$ Yang-Mills two-particle sewing equation ,
| $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{N=4}{\mathrm{states}}}{}}A_4^{\mathrm{tree}}(L_1,1,2,L_3)\times A_4^{\mathrm{tree}}(L_3,3,4,L_1)`$ |
| --- |
| $`=istA_4^{\mathrm{tree}}(1,2,3,4){\displaystyle \frac{1}{(L_1k_1)^2}}{\displaystyle \frac{1}{(L_3k_3)^2}},`$ |
it is a simple matter to evaluate eq. ($`(7)`$), yielding
| | $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{N=8}{\mathrm{states}}}{}}M_4^{\mathrm{tree}}(L_1,1,2,L_3)\times M_4^{\mathrm{tree}}(L_3,3,4,L_1)`$ |
| --- | --- |
| | $`=istuM_4^{\mathrm{tree}}(1,2,3,4)\left[{\displaystyle \frac{1}{(L_1k_1)^2}}+{\displaystyle \frac{1}{(L_1k_2)^2}}\right]`$ |
| | $`\times \left[{\displaystyle \frac{1}{(L_3k_3)^2}}+{\displaystyle \frac{1}{(L_3k_4)^2}}\right].`$ |
$`(8)`$
The sewing equations for the $`t`$ and $`u`$ channels are similar to that of the $`s`$ channel.
A remarkable feature of the cutting equation ($`(8)`$) is that the external-state dependence of the right-hand side is entirely contained in the tree amplitude $`M_4^{\mathrm{tree}}`$. This fact allows us to iterate the two-particle cut algebra to all loop orders! Although this is not sufficient to determine the complete multi-loop four-point amplitudes, it does provide a wealth of information.
Applying eq. ($`(8)`$) at one loop to each of the three channels yields the one-loop four graviton amplitude of $`N=8`$ supergravity,
| $`_4^{1\text{-}\mathrm{loop}}(1,2,3,4)=i\left({\displaystyle \frac{\kappa }{2}}\right)^4stuM_4^{\mathrm{tree}}(1,2,3,4)`$ |
| --- |
| $`\times \left(_4^{1\text{-}\mathrm{loop}}(s,t)+_4^{1\text{-}\mathrm{loop}}(s,u)+_4^{1\text{-}\mathrm{loop}}(t,u)\right),`$ |
in agreement with previous results . We have reinserted the gravitational coupling $`\kappa `$ in this expression. The scalar integrals are defined in eq. ($`(4)`$) with $`𝒫=1`$.
At two loops, the two-particle cuts are given by a simple iteration of the one-loop calculation. The three-particle cuts can be obtained by recycling the corresponding cuts for the case of $`N=4`$ super-Yang-Mills. It turns out that the three-particle cuts introduce no other functions than those already detected in the two-particle cuts. Combining all the cuts into a single function yields the $`N=8`$ supergravity two-loop amplitude ,
| $`_4^{2\text{-}\mathrm{loop}}(1,2,3,4)=\left({\displaystyle \frac{\kappa }{2}}\right)^6stuM_4^{\mathrm{tree}}(1,2,3,4)`$ |
| --- |
| $`\times (s^2_4^{2\text{-}\mathrm{loop},\mathrm{P}}(s,t)+s^2_4^{2\text{-}\mathrm{loop},\mathrm{P}}(s,u)`$ |
| $`+s^2_4^{2\text{-}\mathrm{loop},\mathrm{NP}}(s,t)+s^2_4^{2\text{-}\mathrm{loop},\mathrm{NP}}(s,u)`$ |
| $`+\text{cyclic}),`$ |
$`(9)`$
where ‘$`+`$ cyclic’ instructs one to add the two cyclic permutations of legs (2,3,4), and $`_4^{2\text{-}\mathrm{loop},\mathrm{P}/\mathrm{NP}}`$ are depicted in fig. 4.
We comment that using the two-loop amplitude ($`(9)`$), Green, Kwon and Vanhove provided an explicit demonstration of the non-trivial M theory duality between $`D=11`$ supergravity and type II string theory. Here the finite parts of the amplitudes are most important, particularly their dependence on the radii of one or two compactified dimensions.
### 4.2 Divergence Properties of $`N=8`$ Supergravity
Since the two-loop $`N=8`$ supergravity amplitude ($`(9)`$) has been expressed in terms of scalar integrals, it is straightforward to extract the divergence properties. The scalar integrals diverge only for $`D7`$; hence the two-loop $`N=8`$ amplitude is manifestly finite in $`D=5`$ and $`6`$, contrary to earlier expectations based on superspace power-counting arguments . The discrepancy between the above explicit results and the earlier superspace power counting arguments may be understood in terms of an unaccounted higher dimensional gauge symmetry. Once this symmetry is accounted for, superspace power counting gives the same degree of divergence as the explicit calculation .
The manifest $`D`$-independence of the cutting algebra allowed us to extend the calculation to $`D=11`$, even though there is no corresponding $`D=11`$ super-Yang-Mills theory. The result ($`(9)`$) then explicitly demonstrates that $`N=1`$ $`D=11`$ supergravity diverges. In dimensional regularization there are no one-loop divergences so the first potential divergence is at two loops. The $`D=11`$ two-loop divergence may be extracted from the amplitude in eq. ($`(9)`$) yielding ,
| $`_4^{2\text{-}\mathrm{loop},D=112ϵ}|_{\mathrm{pole}}={\displaystyle \frac{1}{ϵ(4\pi )^{11}}}{\displaystyle \frac{1}{48}}{\displaystyle \frac{\pi }{\mathrm{5\hspace{0.17em}791\hspace{0.17em}500}}}`$ |
| --- |
| $`\times \left(438(s^6+t^6+u^6)53s^2t^2u^2\right)`$ |
| $`\times \left({\displaystyle \frac{\kappa }{2}}\right)^6\times stuM_4^{\mathrm{tree}}.`$ |
Further work on the structure of the $`D=11`$ counterterm has been carried out in ref. .
Since the two-particle cut sewing equation iterates to all loop orders, one can compute all contributions which can be assembled solely from two-particle cuts. (The five-loop integral in fig. 1, for example, falls into this category.) Counting powers of loop momenta in these contributions suggests the simple finiteness formula, $`L<10/(D2)`$ (with $`L>1`$), where $`L`$ is the number of loops. This formula indicates that $`N=8`$ supergravity is finite in some other cases where the previous superspace bounds suggest divergences , e.g. $`D=4`$, $`L=3`$. The first $`D=4`$ counterterm detected via the two-particle cuts of four-point amplitudes occurs at five, not three loops. (A recent improved superspace power count is, however, in agreement with this finiteness formula .) Further evidence that the finiteness formula is correct stems from the MHV contributions to $`m`$-particle cuts, in which the same supersymmetry cancellations occur as for the two-particle cuts . However, further work would be required to prove that other contributions do not alter the two-particle cut power counting. A related open question is whether one can prove that the five-loop divergence encountered in the two-particle cuts does not cancel against other contributions.
## 5 Implications for the Einstein-Hilbert Lagrangian
Consider the Einstein-Hilbert and Yang-Mills Lagrangians,
$$L_{\mathrm{EH}}=\frac{2}{\kappa ^2}\sqrt{g}R,L_{\mathrm{YM}}=\frac{1}{4}F_{\mu \nu }^aF^{a\mu \nu }.$$
The Einstein-Hilbert Lagrangian does not exhibit any obvious factorization property that might explain the KLT relations. We now outline some recent work in interpreting the KLT relations in terms of the Lagrangians. (See also ref. .)
One of the key properties exhibited by the KLT relations ($`(1)`$) is the separation of graviton Lorentz indices into ‘left’ and ‘right’ sets. Consider the graviton field, $`h_{\mu \nu }`$. The KLT relations suggest that it should be possible to assign one Lorentz index as being associated with a ‘left’ gauge theory and the other to a ‘right’ one. Of course, since $`h_{\mu \nu }`$ is a symmetric tensor it does not matter which index is assigned to the left or to the right, but once the choice is made we would like to rearrange the gravity Lagrangian so that left indices only contract with left ones and right ones only with right ones. Using the KLT relations we can systematically find a Lagrangian with the desired properties order-by-order in the perturbative expansion by reversing the usual procedure of obtaining $`S`$-matrix elements from a Lagrangian. In ref. , an appropriate field redefinition for connecting this Lagrangian to the standard Einstein-Hilbert one was described.
In conventional gauges, the difficulty of factorizing the Einstein-Hilbert Lagrangian into left and right parts is already apparent in the kinetic terms. In de Donder gauge, the quadratic part of the Lagrangian is
$$L_2=\frac{1}{2}h_{\mu \nu }^2h_{\mu \nu }+\frac{1}{4}h_{\mu \mu }^2h_{\nu \nu },$$
$`(10)`$
so that the propagator is,
| $`P_{\mu \alpha ;\nu \beta }=`$ |
| --- |
| $`{\displaystyle \frac{1}{2}}\left[\eta _{\mu \nu }\eta _{\alpha \beta }+\eta _{\mu \beta }\eta _{\nu \alpha }{\displaystyle \frac{2}{D2}}\eta _{\mu \alpha }\eta _{\nu \beta }\right]{\displaystyle \frac{i}{k^2+iϵ}}.`$ |
The appearance of the trace $`h_{\mu \mu }`$ in eq. ($`(10)`$) is unacceptable since it contracts a ‘left’ and ‘right’ index. (In Minkowski space, one of any two contracted indices should be raised using $`\eta ^{\mu \nu }`$, but this is suppressed here.) Moreover, the propagator contains explicit dependence on the dimension $`D`$, which must somehow cancel from the tree-level $`S`$-matrix elements since there is no such dependence in the KLT relations or in the gauge theory amplitudes.
In order for the kinematic term to be consistent with the KLT equations, all terms which contract a ‘left’ Lorentz index with a ‘right’ one should be eliminated. In ref. a dilaton field was introduced to allow for a field redefinition that removes the graviton trace from the quadratic terms in the Lagrangian. The appearance of the dilaton as an auxiliary field to help rearrange the Lagrangian is motivated by string theory which requires the presence of such a field. Following the discussion of refs. , consider the Lagrangian for gravity coupled to a dilaton,
$$L_{\mathrm{EH}}=\frac{2}{\kappa ^2}\sqrt{g}R+\sqrt{g}^\mu \varphi _\mu \varphi .$$
Since the auxiliary dilaton field is quadratic in the Lagrangian, it does not appear in any tree diagrams involving only external gravitons . It therefore does not alter the tree $`S`$-matrix of purely external gravitons. (For theories containing dilatons one can simply allow the dilaton to be an external physical state.) In de Donder gauge, for example, taking $`g_{\mu \nu }=\eta _{\mu \nu }+\kappa h_{\mu \nu }`$, the quadratic part of the Lagrangian including the dilaton is
$$L_2=\frac{1}{2}h_{\mu \nu }^2h_{\mu \nu }+\frac{1}{4}h_{\mu \mu }^2h_{\nu \nu }\varphi ^2\varphi .$$
The term involving $`h_{\mu \mu }`$ can be eliminated with the field redefinitions,
| $`h_{\mu \nu }h_{\mu \nu }+\eta _{\mu \nu }\sqrt{{\displaystyle \frac{2}{D2}}}\varphi ,`$ |
| --- |
| $`\varphi {\displaystyle \frac{1}{2}}h_{\mu \mu }+\sqrt{{\displaystyle \frac{D2}{2}}}\varphi ,`$ |
$`(11)`$
yielding
$$L_2\frac{1}{2}h_{\mu \nu }^2h_{\mu \nu }+\varphi ^2\varphi .$$
One might be concerned that the field redefinition ($`(11)`$) would alter the gravity $`S`$-matrix. However, the graviton $`S`$-matrix is guaranteed to be invariant under non-linear field redefinitions or under linear ones that do not alter the coupling to external traceless tensors.
Of course, the rearrangement of the quadratic terms is only the first step. In order to make the Einstein-Hilbert Lagrangian consistent with the KLT factorization a set of field variables should exist where all Lorentz indices can be separated into ‘left’ and ‘right’ classes. To do so, all terms of the form
$$h_{\mu \mu },h_{\mu \nu }h_{\nu \lambda }h_{\lambda \mu },\mathrm{},Tr[h^{2m+1}],$$
$`(12)`$
where $`Tr[h^n]h_{\mu _1\mu _2}h_{\mu _2\mu _3}\mathrm{}h_{\mu _n\mu _1}`$, need to be eliminated. A field redefinition which accomplishes this is,
| $`g_{\mu \nu }`$ | $`=e^{\sqrt{\frac{2}{D2}}\kappa \varphi }e^{\kappa h_{\mu \nu }}`$ |
| --- | --- |
| | $`e^{\sqrt{\frac{2}{D2}}\kappa \varphi }\left(\eta _{\mu \nu }+\kappa h_{\mu \nu }+{\displaystyle \frac{\kappa ^2}{2}}h_{\mu \rho }h_{\rho \nu }+\mathrm{}\right).`$ |
As verified in ref. through $`𝒪(h^6)`$, this choice eliminates all terms ($`(12)`$) which mix left and right Lorentz indices, even before gauge fixing.
It turns out that one can do better by performing further field redefinitions and choosing a particular non-linear gauge. With this gauge it is possible to express the off-shell three graviton vertex in terms of Yang-Mills three vertices ,
| $`i`$ | $`G_3^{\mu \alpha ,\nu \beta ,\rho \gamma }(k,p,q)`$ |
| --- | --- |
| | $`={\displaystyle \frac{i}{2}}\left({\displaystyle \frac{\kappa }{2}}\right)[V_{\mathrm{GN}}^{\mu \nu \rho }(k,p,q)\times V_{\mathrm{GN}}^{\alpha \beta \gamma }(k,p,q)`$ |
| | $`+V_{\mathrm{GN}}^{\nu \mu \rho }(p,k,q)\times V_{\mathrm{GN}}^{\beta \alpha \gamma }(p,k,q)],`$ |
where
$$V_{\mathrm{GN}}^{\mu \nu \rho }(1,2,3)=i\sqrt{2}\left(k_1^\rho \eta ^{\mu \nu }+k_2^\mu \eta ^{\nu \rho }+k_3^\nu \eta ^{\rho \mu }\right)$$
is the color ordered Gervais-Neveu Yang-Mills three vertex, from which the color factor has been stripped. This is not the only possible reorganization of the three vertex which respects the KLT factorization. The main reason for using the above vertex is its simplicity.
This represents some initial steps in reorganizing the Einstein-Hilbert Lagrangian so that it respects the KLT relations. A complete derivation of the KLT expressions starting from the Einstein-Hilbert Lagrangian is, however, still lacking.
## 6 Conclusions
In this talk we described progress in understanding perturbative quantum gravity thorough use of the Kawai-Lewellen-Tye string relations and $`D`$-dimensional unitarity . This provides an alternative way to perturbatively quantize gravity theories, without direct reference to their Lagrangians or Hamiltonians, and leads to a relatively efficient organization of the gravity $`S`$-matrix. Known gauge theory tree amplitudes can be recycled into gravity tree amplitudes which can then be recycled into gravity loop amplitudes.
Using this approach, we described the argument of ref. that $`D=4`$ $`N=8`$ supergravity is less divergent than had been previously believed. Moreover, we outlined the computation of the two-loop four-point amplitude in maximal supergravity given in ref. . Using this result, it is straightforward to show that $`N=1`$ $`D=11`$ supergravity diverges and is not protected by any ‘magic’ of M theory. (Further elaboration of the structure of the counterterm may be found in ref. .) The two-loop supergravity amplitude ($`(9)`$) has also been used by Green, Kwon and Vanhove to verify a non-trivial M theory duality.
There are a number of interesting open questions. For example, the methods described here have been used to investigate only maximal supergravity. It would be interesting to systematically re-examine the divergence structure of non-maximal theories. (Some very recent work on this may be found in ref. .) Using the methods described in this talk it might, for example, be possible to systematically determine finiteness conditions order-by-order in the loop expansion. A direct derivation of the Kawai-Lewellen-Tye decomposition of gravity amplitudes in terms of gauge theory ones starting from the Einstein-Hilbert Lagrangian perhaps would lead to a useful reformulation of gravity. Connected with this is the question of whether the heuristic notion that gravity is the square of gauge theory can be given meaning outside of perturbation theory. It would also be interesting to know whether it is possible to relate more general solutions of the classical equations of motion for gravity to those for gauge theory.
In summary, in this talk we discussed how the heuristic notion that gravity $``$ (gauge theory)<sup>2</sup> can be exploited to develop a better understanding of perturbative gravity. |
warning/0002/hep-th0002170.html | ar5iv | text | # LMU-TPW 007UAHEP002hep-th/0002170 Four-point Functions of Lowest Weight CPOs in 𝒩=4 SYM4 in Supergravity Approximation
## 1 Introduction
The AdS/CFT duality provides a remarkable way to approach the problem of studying correlation functions in certain conformal field theories. For $`𝒩=4`$ supersymmetric Yang-Mills theory in four dimensions (SYM<sub>4</sub>) this duality allows one to find the generating functional of Green functions of some composite gauge invariant operators at large $`N`$ and at strong ‘t Hooft coupling $`\lambda `$ by computing the on-shell value of the type IIB supergravity action on $`AdS_5\times S^5`$ background .
Thus, the knowledge of type IIB supergravity action up to n-th order in perturbation of fields near their background values is a necessary starting point for computing $`n`$-point correlation functions of corresponding operators in SYM<sub>4</sub>. At present the quadratic and cubic actions for physical fields of type IIB supergravity are available that allows one to determine normalizations for many two- and three-point functions.
With four-point functions the situation is much more involved -. So far the only known examples here are the 4-point functions of operators $`\mathrm{tr}(F^2+\mathrm{})`$ and $`\mathrm{tr}(F\stackrel{~}{F}+\mathrm{})`$ that on the gravity side correspond to massless modes of dilaton and axion fields, where the relevant part of the gravity action was known. These operators are rather complicated, in particular, in representation of the supersymmetry algebra they appear as descendents of the primary operators $`O_2^I=\mathrm{tr}(\varphi ^{(i}\varphi ^{j)})`$, where $`\varphi ^i`$ are Yang-Mills scalars transforming in the fundamental representation of the $`R`$-symmetry group $`SO(6)`$. The descendent nature of these operators brings considerable complications both in perturbative analysis of the correlation functions, and in study of their Operator Product Expansion (OPE) from AdS gravity .
More generally in $`𝒩=4`$ SYM<sub>4</sub> there are chiral multiplets generated by (single-trace) chiral primary operators (CPO): $`O_k^I=\mathrm{tr}(\varphi ^{(i_1}\mathrm{}\varphi ^{i_k)})`$, transforming in the $`k`$-traceless symmetric representation of $`SO(6)`$. Eight from sixteen supercharges annihilate $`O_k^I`$ while the other eight generate, under supersymmetry transformations, the chiral multiplets. A fundamental property of CPOs is that they have conformal dimensions protected against quantum corrections. Thus, they may be viewed as BPS states preserving 1/2 of the supersymmetry. In particular, the lowest component CPOs $`O_2^I`$ comprise together with their descendents a multiplet containing the stress-energy tensor and the $`R`$-symmetry current.
Recently we have found the quartic effective 5d action for scalar fields $`s^I`$ that correspond at linear order to chiral primary operators $`O^I`$ . We have also shown that the found action admits a consistent Kaluza-Klein (KK) truncation to fields from the massless graviton multiplet. This multiplet represents a field content of the gauged $`𝒩=8`$, $`d=5`$ supergravity and by the AdS/CFT correspondence it is dual to the Yang-Mills stress-energy multiplet.
Clearly, these results provide a possibility to find four-point functions of any CPOs<sup>1</sup><sup>1</sup>1The fields $`s^I`$ correspond to extended CPOs involving single- and multi-trace CPOs and their descendents, see . However, for generic values of conformal dimensions CPOs and extended CPOs have the same correlation functions. in supergravity approximation. In this paper as the first step in this direction we compute the simplest four-point correlation functions for all lowest weight CPOs $`O_2^I`$. Hopefully, this will further extend our understanding of the OPE in $`𝒩=4`$ SYM<sub>4</sub> at strong coupling. The detailed study of the OPE of two lowest weight CPOs will be the subject of a separate paper.
We start by showing that the quartic action found by compactifying IIB supergravity on the $`AdS_5\times S^5`$ with the further reduction to the massless multiplet coincides after some additional field redefinitions with relevant part of the action for the gauged $`𝒩=8`$ five-dimensional supergravity on $`AdS_5`$. This fact together with consistency of the KK reduction demonstrates, in particular, that within the supergravity approach, four-point correlation functions for fields from the YM stress-energy multiplet are completely determined by the 5d gauged supergravity, i.e., they do not receive any contributions from higher KK modes.
The gauged $`𝒩=8`$ five-dimensional supergravity has 42 scalars with 20 of them forming a singlet of the global invariance group $`SL(2,𝐑)`$. These 20 scalars $`s^I`$ comprise the 20 irrep. of $`SO(6)`$ and correspond to CPOs $`O^I=C_{ij}^I\mathrm{tr}(\varphi ^i\varphi ^j)`$, where $`C_{ij}^I`$ is a traceless symmetric tensor of $`SO(6)`$. As we will see the only fields that appear in Feynman exchange diagrams describing the contribution to the 4-point function of $`O^I`$ are the scalars $`s^I`$, the graviton and the massless vector fields. There are also contributions of contact diagrams corresponding to quartic couplings of $`s^I`$ with two-derivatives and without derivatives.
The paper is organized as follows. In Section 2 we summarize the results of the KK reduction obtained in and put the action in a form suitable for comparison with the action of gauged 5d supergravity. In Section 3 we employ an explicit parametrization for the coset space $`SL(6,𝐑)/SO(6)`$ to write down the relevant part of the action for gauged 5d supergravity. We then decompose this action near $`AdS_5`$ background solution and after an additional field redefinition find an exact agreement with the action obtained by the KK reduction. Finally in Section 3 we combine our knowledge of the action with the technique of computing exchange Feynman diagrams over the AdS space and give an answer for the 4-point function of lowest weight CPOs in terms of universal $`D`$-functions. Some technical details are relegated to two Appendices.
## 2 Results of the reduction
As was discussed in the Introduction, the computation of a four-point function of arbitrary CPOs requires the construction of the effective 5d gravity action with all cubic terms involving two fields $`s^I`$ and with all $`s^I`$-dependent quartic terms, the problem that has been completely solved in . For the simplest case of lowest weight CPOs the corresponding gravity fields are 20 scalars $`s^I`$ with the lowest AdS-mass $`m^2=4`$ and they are in the massless graviton multiplet. If we restrict our attention to these fields $`s^I`$ then the relevant part of the action may be written in the form :
$`S(s)={\displaystyle \frac{4N^2}{(2\pi )^5}}{\displaystyle d^5x\sqrt{g_a}}`$ $`(`$ $`_2(s)+_2(\phi _{\mu \nu })+_2(A_\mu )`$ (2.1)
$`+`$ $`_3(s)+_3(\phi _{\mu \nu })+_3(A_\mu )+_4^{(0)}+_4^{(2)}),`$
where $`g_a`$ denotes the determinant of the AdS metric with the signature $`(1,1,\mathrm{},1)`$:
$$ds^2=\frac{1}{z_0^2}(dz_0^2+\eta _{ij}dx^idx^j).$$
The quadratic actions for the scalars $`s^I`$, the graviton and the massless vector fields on the AdS space are given by
$`_2(s)`$ $`=`$ $`{\displaystyle \frac{2^8}{3}}{\displaystyle \underset{I}{}}\left({\displaystyle \frac{1}{2}}_\mu s^I^\mu s^I{\displaystyle \frac{1}{2}}m^2s_I^2\right),`$ (2.2)
$`_2(\phi _{\mu \nu })`$ $`=`$ $`{\displaystyle \frac{1}{4}}_\rho \phi _{\mu \nu }^\rho \phi ^{\mu \nu }+{\displaystyle \frac{1}{2}}_\mu \phi ^{\mu \rho }^\nu \phi _{\nu \rho }{\displaystyle \frac{1}{2}}_\mu \phi _\rho ^\rho _\nu \phi ^{\mu \nu }`$ (2.3)
$`+`$ $`{\displaystyle \frac{1}{4}}_\rho \phi _\mu ^\mu ^\rho \phi _\nu ^\nu +{\displaystyle \frac{1}{2}}\phi _{\mu \nu }\phi ^{\mu \nu }+{\displaystyle \frac{1}{2}}(\phi _\mu ^\mu )^2,`$
$`_2(A_\mu )`$ $`=`$ $`{\displaystyle \frac{1}{12}}{\displaystyle \underset{I}{}}(F_{\mu \nu }(A^I))^2.`$ (2.4)
Here the field strength $`F_{\mu \nu }(A^I)`$ is defined by $`F_{\mu \nu }(A^I)=_\mu A_\nu ^I_\nu A_\mu ^I`$, where $`A_\mu ^I`$ with $`I=1,\mathrm{},15`$ represent 15 massless vectors that correspond to the Killing vectors of $`S^5`$. All these fields occur in the bosonic part of the massless graviton multiplet of compactified type IIB supergravity on $`AdS_5\times S^5`$.
The relevant cubic terms can be easily extracted from , and they are given by
$`_3(s)={\displaystyle \frac{52^{11}}{3^3}}a_{I_1I_2I_3}s^{I_1}s^{I_2}s^{I_3},`$ (2.5)
$`_3(\phi _{\mu \nu })={\displaystyle \frac{2^7}{3\pi ^{3/2}}}\left(^\mu s^I^\nu s^I\phi _{\mu \nu }{\displaystyle \frac{1}{2}}\left(^\mu s^I_\mu s^I4s^Is^I\right)\phi _\nu ^\nu \right)`$ (2.6)
$`_3(A_\mu )={\displaystyle \frac{2^8}{3^2}}t_{I_1I_2I_3}s^{I_1}^\mu s^{I_2}A_\mu ^{I_3}.`$ (2.7)
Here the summation over $`I_1,I_2,I_3`$ running over the basis of irrep. 20 of $`SO(6)`$ is assumed, and we use the following notations
$`a_{I_1I_2I_3}={\displaystyle Y^{I_1}Y^{I_2}Y^{I_3}},t_{I_1I_2I_3}={\displaystyle ^\alpha Y^{I_1}Y^{I_2}Y_\alpha ^{I_3}},`$
where the scalar $`Y^I`$ and the vector $`Y_\alpha ^I`$ spherical harmonics <sup>2</sup><sup>2</sup>2In this Section $`\alpha `$ is used to denote the index of $`S^5`$. of $`S^5`$ satisfy $`_\alpha ^2Y^I=12Y^I`$, $`(_\gamma ^24)Y_\alpha ^I=8Y_\alpha ^I`$. We also assumed that the spherical harmonics of different types are orthonormal, i.e. $`Y^IY^J=\delta ^{IJ}`$ and $`Y_\alpha ^IY_\alpha ^J=\delta ^{IJ}`$.
Finally, in the following values of the quartic couplings of the 2-derivative vertex
$`_4^{(2)}`$ $`=`$ $`{\displaystyle \frac{5^22^9}{27}}{\displaystyle \underset{I_5}{}}a_{I_1I_2I_5}a_{I_3I_4I_5}_\mu (s^{I_1}s^{I_2})^\mu (s^{I_3}s^{I_4})+{\displaystyle \frac{2^{13}}{27\pi ^3}}_\mu (s^{I_1}s^{I_1})^\mu (s^{I_2}s^{I_2})`$ (2.8)
and of the non-derivative vertex
$`_4^{(0)}={\displaystyle \frac{5^22^{11}}{9}}{\displaystyle \underset{I_5}{}}a_{I_1I_2I_5}a_{I_3I_4I_5}s^{I_1}s^{I_2}s^{I_3}s^{I_4}`$ (2.9)
were found.
The quartic action can be further simplified by substituting the integrals of spherical harmonics for their explicit value via $`C`$-tensors (see Appendix A). Indeed, by using (5.1) together with summation formula (5.3) one gets
$`{\displaystyle \underset{I_5}{}}a_{I_1I_2I_5}a_{I_3I_4I_5}={\displaystyle \frac{2^43}{5^2\pi ^3}}\left(C^{I_1I_2I_3I_4}+C^{I_1I_2I_4I_3}{\displaystyle \frac{1}{3}}\delta ^{I_1I_2}\delta ^{I_3I_4}\right).`$ (2.10)
where the shorthand notation $`C^{I_1I_2I_3I_4}=C_{i_1i_2}^{I_1}C_{i_2i_3}^{I_2}C_{i_3i_4}^{I_3}C_{i_4i_1}^{I_4}`$ for the trace product of four matrices $`C^I`$ was introduced.
By using this formula, the two-derivative Lagrangian may be reduced to the following form:
$`_4^{(2)}`$ $`=`$ $`{\displaystyle \frac{2^{14}}{3^2\pi ^3}}C_{I_1I_2I_3I_4}_\mu (s^{I_1}s^{I_2})^\mu (s^{I_3}s^{I_4}).`$ (2.11)
From the cubic couplings one can see that except the self-interaction, the scalars from the massless multiplet interact only via exchange by the massless graviton $`\phi _{\mu \nu }`$ and by the massless vector fields $`A_\mu ^I`$. Introduce a concise notation
$`S(s)={\displaystyle \frac{N^2}{8\pi ^2}}{\displaystyle d^5x\sqrt{g_a}_{red}},`$ (2.12)
where the subscript in $`_{red}`$ stands to remind that action $`S`$ is obtained by dimensional reduction, and we have emphasized the 5-dimensional gravitational coupling $`2\kappa _5^2=\frac{8\pi ^2}{N^2}`$.
Substituting in (2.5)-(2.7) explicit values (5.1) of $`a_{I_1I_2I_3}`$ and $`t_{I_1I_2I_3}`$, using for $`_4^{(0)}`$ summation formula (2.10), and rescaling the fields as
$$s^I\frac{3^{1/2}\pi ^{3/2}}{2^{9/2}}s^I,A_\mu ^I6^{1/2}\pi ^{3/2}A_\mu ^I,\phi _{\mu \nu }\pi ^{3/2}\phi _{\mu \nu },$$
we get the Lagrangian
$`_{red}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(_\mu s^I^\mu s^I4s^Is^I\right)+{\displaystyle \frac{1}{3}}C_{I_1I_2I_3}s^{I_1}s^{I_2}s^{I_3}`$
$`+`$ $`{\displaystyle \frac{1}{4}}\left(^\mu s^I^\nu s^I\phi _{\mu \nu }{\displaystyle \frac{1}{2}}\left(^\mu s^I_\mu s^I4s^Is^I\right)\phi _\nu ^\nu \right)`$
$`+`$ $`{\displaystyle \frac{1}{2^4}}C_{I_1I_2I_3I_4}_\mu (s^{I_1}s^{I_2})^\mu (s^{I_3}s^{I_4}){\displaystyle \frac{3}{2^2}}C_{I_1I_2I_3I_4}s^{I_1}s^{I_2}s^{I_3}s^{I_4}+{\displaystyle \frac{1}{2^3}}s^{I_1}s^{I_1}s^{I_2}s^{I_2}`$
$`+`$ $`T_{I_1I_2I_3}s^{I_1}^\mu s^{I_2}A_\mu ^{I_3}{\displaystyle \frac{1}{2}}F_{\mu \nu }^IF^{\mu \nu I}+_2(\phi _{\mu \nu })`$
that will be used in Section 4 to compute the 4-point functions of the lowest weight CPOs.
Finally we put this Lagrangian in the form most suitable for comparison with the relevant part of the action of the gauged $`𝒩=8`$ 5d supergravity. Introducing the matrices
$`\mathrm{\Lambda }=(\mathrm{\Lambda })_{ij}=C_{ij}^Is^I,A_\mu =(A_\mu )_{ij}=C_{i;j}^IA_\mu ^I,`$
where $`C_{ij}^I`$ and $`C_{i;j}^I`$ are described in the Appendix A, one obtains
$`_{red}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{tr}\left(_\mu \mathrm{\Lambda }^\mu \mathrm{\Lambda }4\mathrm{\Lambda }^2\right)+{\displaystyle \frac{1}{3}}\mathrm{tr}\mathrm{\Lambda }^3`$
$`+`$ $`{\displaystyle \frac{1}{4}}\left(\mathrm{tr}_\mu \mathrm{\Lambda }_\nu \mathrm{\Lambda }{\displaystyle \frac{1}{2}}g_{\mu \nu }\mathrm{tr}\left(_\gamma \mathrm{\Lambda }^\gamma \mathrm{\Lambda }4\mathrm{\Lambda }^2\right)\right)\phi ^{\mu \nu }`$
$`+`$ $`{\displaystyle \frac{1}{2^4}}\mathrm{tr}\left(_\mu \mathrm{\Lambda }^2^\mu \mathrm{\Lambda }^2\right){\displaystyle \frac{3}{2^2}}\mathrm{tr}\mathrm{\Lambda }^4+{\displaystyle \frac{1}{2^3}}\left(\mathrm{tr}\mathrm{\Lambda }^2\right)^2`$
$`+`$ $`{\displaystyle \frac{1}{2}}\mathrm{tr}F_{\mu \nu }F^{\mu \nu }2\mathrm{tr}\left(^\mu \mathrm{\Lambda }\mathrm{\Lambda }A_\mu \right)+_2(\phi _{\mu \nu }),`$
where $`\mathrm{tr}F_{\mu \nu }F^{\mu \nu }=F_{\mu \nu }^{ij}F^{\mu \nu ij}`$ and normalization condition (5.2) was used.
## 3 Lagrangian of gauged 5d supergravity
Gauged $`𝒩=8`$ five-dimensional supergravity was constructed in by gauging abelian vector fields of the $`𝒩=8`$ Poincaré supergravity. The gauged theory has a local non-abelian $`SO(6)`$ symmetry, a local composite $`USp(8)`$ symmetry and a global $`SL(2,𝐑)`$ symmetry. The bosonic field content is given by graviton, fifteen real vector fields $`A_{\mu ij}`$, $`i,j=1,\mathrm{}6`$ transforming in the adjoint representation of $`SO(6)`$, 12 antisymmetric tensors of the second rank and by 42 scalars that in the ungauged theory parametrize the non-compact manifold $`E_{6(6)}/USp(8)`$. In what follows we adopt the conventions of .
Let $`A,B,\mathrm{}=1,\mathrm{}8`$ be the indices of the representation $`\mathrm{𝟐𝟕}`$ of $`E_{6(6)}`$ and $`a,b,\mathrm{}`$ be $`USp(8)`$ indices that are raised and lowered with the symplectic metric $`\mathrm{\Omega }_{ab}`$. Explicitly, an element of $`E_{6(6)}/USp(8)`$ can be described by the scalar vielbein $`V_{AB}^{ab}`$ which is $`27\times 27`$. In the gauged theory minimal couplings of the connection $`A_{\mu ij}`$ responsible for the local $`SO(6)`$ symmetry are introduced to all the fields transforming linearly under $`SO(6)`$. The transformation properties of the fields under $`SO(6)`$ are then uniquely specified by the embedding of $`SO(6)`$ into the group $`SL(6,𝐑)`$, the latter being a subgroup of $`E_{6(6)}`$. Recall that under the subgroup $`SL(6,𝐑)\times SL(2,𝐑)`$ the representation $`\mathrm{𝟐𝟕}`$ of $`E_{6(6)}`$ is decomposed as $`27=(15,1)+(6,2)`$. The components of the vielbein are then denoted as $`V_{ij}^{ab}`$ and $`V_{i\alpha }^{ab}`$, where $`i,j=1,\mathrm{}6`$ are $`SL(6,𝐑)`$ and $`\alpha =1,2`$ are $`SL(2,𝐑)`$ indices.
The relevant bosonic part<sup>3</sup><sup>3</sup>3We put all antisymmetric fields to zero, and changed the overall normalization of the Lagrangian in comparison to . of the Lagrangian of the gauged 5d gravity is of the form
$`=R{\displaystyle \frac{1}{6}}P_{\mu abcd}P_\mu ^{abcd}P{\displaystyle \frac{1}{2}}F_{\mu \nu ;ij}F^{\mu \nu ;ij}.`$ (3.1)
Here $`F_{\mu \nu ;ij}`$ is a $`SO(6)`$-covariant Yang-Mills field strength, $`P`$ is a scalar potential and the tensor $`P_{\mu abcd}`$ is given by
$`P_{\mu ab}^{cd}=(V^1)^{cdAB}_\mu V_{ABab}+2Q_{\mu [a}^{[c}\delta _{b]}^{d]}2g(V^1)^{cdij}A_{\mu i}^kV_{kjab}g(V^1)^{cdi\alpha }A_{\mu i}^jV_{j\alpha ab}`$
and it represents a coset element in the decomposition of the $`E_{6(6)}`$ Lie algebra into an $`USp(8)`$ and a coset part. In particular, matrix $`Q_{\mu [a}^{[c}\delta _{b]}^{d]}=_{k=1}^{36}B_\mu ^k(T^k)_{ab}^{cd}`$ is an $`USp(8)`$-connection responsible for the local $`USp(8)`$ symmetry. Recall that $`USp(8)`$-connection $`B_\mu ^k`$ is non-dynamical since it does not have a kinetic term. Therefore, it can be excluded by using its equation of motion as in fact is done below. The dimension of $`USp(8)`$ is 36 and $`T^k`$ is a basis of the $`\mathrm{𝟐𝟕}`$ irrep. of the $`USp(8)`$ Lie algebra, $`g`$ is the Yang-Mills coupling constant.
Eq.(3.1) is our starting point to find the action for scalars $`s^I`$ on the $`AdS_5`$ background. Since the potential for $`s^I`$ was already found in studying the critical points the only missing piece is an explicit construction of the kinetic term.
To build the kinetic term we need an explicit parametrization of the scalar vielbein in terms of $`20`$ scalar fields that are neutral under $`SL(2,𝐑)`$. We then employ the parametrization of , in which 42 scalars are represented by two real symmetric traceless matrices $`\mathrm{\Lambda }_i^j`$ and $`\mathrm{\Lambda }_\alpha ^\beta `$, $`\alpha ,\beta =1,2`$ and by a real completely antisymmetric in $`i,j,k`$ tensor $`\varphi _{ijk\alpha }`$ obeying the self-duality condition
$$\varphi _{ijk\alpha }=\frac{1}{6}\epsilon _{\alpha \beta }\epsilon _{ijklmn}\varphi _{lmn\beta }.$$
Since only $`\mathrm{\Lambda }`$ is a singlet under $`SL(2,𝐑)`$ in what follows we put $`\mathrm{\Lambda }_\alpha ^\beta `$ and $`\varphi _{ijk\alpha }`$ to zero. Turning off these fields is allowed in our specific problem of constructing the action for $`s^I`$ because the existence of the cubic terms containing two $`SL(2,𝐑)`$-singlets $`s^I`$ and one doublet field is forbidden by the $`SL(2,𝐑)`$ symmetry. In fact, from the point of view of the dimensional reduction of type IIB supergravity matrix $`\mathrm{\Lambda }_\alpha ^\beta `$ describes zero modes of axion and dilaton fields while $`\varphi _{ijk\alpha }`$ encodes the scalars arising from the reduction of the antisymmetric tensor fields.
With this parametrization at hand we get the following expression for the vielbein $`V_{AB}^{ab}`$ in the $`SL(6,𝐑)\times SL(2,𝐑)`$ basis:
$`V^{ijab}`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{\Gamma }_{kl})^{ab}S_k^iS_l^j,(V^1)_{ijcd}={\displaystyle \frac{1}{4}}(\mathrm{\Gamma }_{kl})_{cd}(S^1)_i^k(S^1)_j^l,`$
$`V_{i\alpha }^{ab}`$ $`=`$ $`{\displaystyle \frac{1}{2^{3/2}}}(\mathrm{\Gamma }_{k\alpha })^{ab}S_i^k,(V^1)_{cd}^{i\alpha }={\displaystyle \frac{1}{2^{3/2}}}(\mathrm{\Gamma }_{k\alpha })_{cd}(S^1)_k^i,`$ (3.2)
where $`\mathrm{\Gamma }`$ are $`SO(6)`$ $`\mathrm{\Gamma }`$-matrices (see Appendix A) and $`S`$ is given by $`S=e^\mathrm{\Lambda }`$ with $`\mathrm{\Lambda }`$ being the traceless symmetric $`6\times 6`$-matrix comprising $`20`$ scalars.
It is convenient to introduce a matrix $`R_\mu `$:
$`R_\mu =_\mu SS^1+gSA_\mu S^1.`$ (3.3)
Since $`\mathrm{\Lambda }`$ is traceless and $`A_{\mu i}^j`$ is antisymmetric this matrix appears to be traceless: $`R_{\mu i}^i=0`$.
The scalar kinetic part of Lagrangian (3.1) in parametrization (3.2) is then computed in the Appendix A and the result looks as follows
$`P_{\mu abcd}P_\mu ^{abcd}`$ $`=`$ $`{\displaystyle \frac{3}{2}}\mathrm{tr}\left(R_\mu +R_\mu ^t\right)^2.`$
Substituting the potential found in , we get the final answer for the Lagrangian (for simplicity we omit for the moment the gravity and the gauge terms):
$`={\displaystyle \frac{1}{4}}\mathrm{tr}\left(R_\mu +R_\mu ^t\right)^2+{\displaystyle \frac{g^2}{8}}\left((\mathrm{tr}SS)^22\mathrm{tr}(SSSS)\right).`$ (3.4)
Scalar fields $`\mathrm{\Lambda }_i^j`$ transform in the $`\mathrm{𝟐𝟎}`$ of $`SO(6)`$. We are interested in the maximally supersymmetric vacuum with only non-trivial bosonic fields, which implies that the background solution is invariant under $`SO(6)`$. Thus, at the $`SO(6)`$ invariant critical point $`P_0`$ of the potential the scalar fields should acquire some expectation values that are invariant under $`SO(6)`$. Clearly, the only possibility for that is to take $`\mathrm{\Lambda }_i^j=0`$, i.e., to put $`S`$ to be the unit matrix. The value of the potential is then $`P_0=\frac{3}{4}g^2`$ that leads to the equation of motion:
$$R_{\mu \nu }=\frac{4}{3}P_0=g^2g_{\mu \nu }.$$
Thus, the background solution is the anti-de Sitter space with the cosmological constant $`\lambda =\frac{3}{2}g^2`$ and with vanishing scalars $`\mathrm{\Lambda }_i^j`$. Decomposition of Lagrangian (3.4) near this background is then easily obtained by decomposing $`S=e^\mathrm{\Lambda }`$ around $`\mathrm{\Lambda }=0`$.
We find up to the cubic order
$`_\mu SS^1`$ $`=`$ $`_\mu \mathrm{\Lambda }{\displaystyle \frac{1}{2}}(_\mu \mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Lambda }_\mu \mathrm{\Lambda }){\displaystyle \frac{1}{2}}\mathrm{\Lambda }_\mu \mathrm{\Lambda }\mathrm{\Lambda }+{\displaystyle \frac{1}{6}}_\mu \mathrm{\Lambda }^3,`$
$`(_\mu SS^1)^t`$ $`=`$ $`_\mu \mathrm{\Lambda }+{\displaystyle \frac{1}{2}}(_\mu \mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Lambda }_\mu \mathrm{\Lambda }){\displaystyle \frac{1}{2}}\mathrm{\Lambda }_\mu \mathrm{\Lambda }\mathrm{\Lambda }+{\displaystyle \frac{1}{6}}_\mu \mathrm{\Lambda }^3.`$
By using these formulae, one then gets
$`R_\mu +R_\mu ^t=2_\mu \mathrm{\Lambda }\mathrm{\Lambda }_\mu \mathrm{\Lambda }\mathrm{\Lambda }+{\displaystyle \frac{1}{3}}_\mu \mathrm{\Lambda }^3+2g[\mathrm{\Lambda },A_\mu ].`$ (3.5)
The terms quadratic in $`\mathrm{\Lambda }`$ cancelled and, therefore, the action does not contain cubic in $`\mathrm{\Lambda }`$ terms with two derivatives.
Analogously, for the potential we find
$`{\displaystyle \frac{g^2}{8}}\left((\mathrm{tr}SS)^22\mathrm{tr}(SSSS)\right)=g^2\left(3+\mathrm{tr}\mathrm{\Lambda }^2{\displaystyle \frac{2}{3}}\mathrm{tr}\mathrm{\Lambda }^3{\displaystyle \frac{5}{3}}\mathrm{tr}\mathrm{\Lambda }^4+{\displaystyle \frac{1}{2}}(\mathrm{tr}\mathrm{\Lambda }^2)^2\right).`$
To compare action (3.1) with the one from the previous Section we have to fix the coupling constant $`g`$. It is fixed to be $`g^2=4`$ by the requirement to have the vacuum solution defined by the equation $`R_{\mu \nu }=4g_{\mu \nu }`$. Namely this background solution was used to obtain the action (2) by compactifying ten-dimensional type IIB supergravity.
Thus, for Eq.(3.4) up to the fourth order in $`\mathrm{\Lambda }`$ we get
$``$ $`=`$ $`12\mathrm{tr}\left(_\mu \mathrm{\Lambda }^\mu \mathrm{\Lambda }4\mathrm{\Lambda }^2\right){\displaystyle \frac{2}{3}}\mathrm{tr}(_\mu \mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Lambda }^\mu \mathrm{\Lambda }\mathrm{\Lambda }_\mu \mathrm{\Lambda }\mathrm{\Lambda }^\mu \mathrm{\Lambda })`$
$``$ $`{\displaystyle \frac{8}{3}}\mathrm{tr}\mathrm{\Lambda }^3{\displaystyle \frac{20}{3}}\mathrm{tr}\mathrm{\Lambda }^4+2(\mathrm{tr}\mathrm{\Lambda }^2)^28\mathrm{tr}\left(^\mu \mathrm{\Lambda }\mathrm{\Lambda }A_\mu \right)`$
It is then useful to perform the following field redefinition
$`\mathrm{\Lambda }\mathrm{\Lambda }+r\mathrm{\Lambda }^3`$
under which the Lagrangian transforms into
$``$ $`=`$ $`R+12\mathrm{tr}\left(_\mu \mathrm{\Lambda }^\mu \mathrm{\Lambda }4\mathrm{\Lambda }^2\right)`$
$``$ $`4\mathrm{tr}\left(\left({\displaystyle \frac{1}{6}}+r\right)_\mu \mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Lambda }^\mu \mathrm{\Lambda }+\left({\displaystyle \frac{r}{2}}{\displaystyle \frac{1}{6}}\right)\mathrm{\Lambda }_\mu \mathrm{\Lambda }\mathrm{\Lambda }^\mu \mathrm{\Lambda }\right)`$
$``$ $`{\displaystyle \frac{8}{3}}\mathrm{tr}\mathrm{\Lambda }^3+4\left({\displaystyle \frac{5}{3}}+2r\right)\mathrm{tr}\mathrm{\Lambda }^4+2(\mathrm{tr}\mathrm{\Lambda }^2)^2`$
$`+`$ $`{\displaystyle \frac{1}{2}}\mathrm{tr}F_{\mu \nu }F^{\mu \nu }8\mathrm{tr}\left(^\mu \mathrm{\Lambda }\mathrm{\Lambda }A_\mu \right),`$
where we have restored the gravity and gauge terms. Let us choose $`r`$ to be $`r=2/3`$. Then taking into account that
$$\mathrm{tr}\left(_\mu \mathrm{\Lambda }^2^\mu \mathrm{\Lambda }^2\right)=2\mathrm{tr}\left(_\mu \mathrm{\Lambda }\mathrm{\Lambda }\mathrm{\Lambda }_\mu \mathrm{\Lambda }+\mathrm{\Lambda }_\mu \mathrm{\Lambda }\mathrm{\Lambda }_\mu \mathrm{\Lambda }\right),$$
and making the rescaling $`\mathrm{\Lambda }\frac{1}{2}\mathrm{\Lambda }`$, we find
$``$ $`=`$ $`R+12{\displaystyle \frac{1}{4}}\mathrm{tr}\left(_\mu \mathrm{\Lambda }^\mu \mathrm{\Lambda }4\mathrm{\Lambda }^2\right)+{\displaystyle \frac{1}{3}}\mathrm{tr}\mathrm{\Lambda }^3`$
$`+`$ $`{\displaystyle \frac{1}{2^4}}\mathrm{tr}\left(_\mu \mathrm{\Lambda }^2^\mu \mathrm{\Lambda }^2\right){\displaystyle \frac{3}{2^2}}\mathrm{tr}\mathrm{\Lambda }^4+{\displaystyle \frac{1}{2^3}}\left(\mathrm{tr}\mathrm{\Lambda }^2\right)^2`$
$`+`$ $`{\displaystyle \frac{1}{2}}\mathrm{tr}F_{\mu \nu }F^{\mu \nu }2\mathrm{tr}\left(^\mu \mathrm{\Lambda }\mathrm{\Lambda }A_\mu \right).`$
Note that $`6`$ is the cosmological constant in the action $`d^{d+1}x\sqrt{g}(R2\lambda )`$, $`\lambda =\frac{1}{2}d(d1)`$ for $`d=4`$ that appears in the reduction from ten dimensions.
Multiplying (3) by $`\sqrt{g}`$, and decomposing the metric $`g_{\mu \nu }=g_{\mu \nu }^0+\phi _{\mu \nu }`$ near the background AdS solution $`g_{\mu \nu }^0`$, one immediately finds
$$=_{red}.$$
Thus, we have shown that the action for the scalars $`s^I`$ obtained by compactification of type IIB supergravity on $`AdS_5\times S^5`$ with further reduction to the fields from the massless graviton multiplet coincides with the relevant part of the action of the gauged $`𝒩=8`$ five-dimensional supergravity on $`AdS_5`$ background.
## 4 4-point function of lowest weight CPOs
The normalized lowest weight CPOs in $`𝒩=4`$ SYM<sub>4</sub> are operators of the form
$$O^I(\stackrel{}{x})=\frac{2^{3/2}\pi ^2}{\lambda }C_{ij}^I\mathrm{tr}(:\varphi ^i\varphi ^j:).$$
By using the following propagator $`\varphi _a^i\varphi _b^j=\frac{g_{YM}^2\delta _{ab}\delta ^{ij}}{(2\pi )^2x_{12}^2}`$, where $`a,b`$ are color indices and $`x_{ij}=\stackrel{}{x}_i\stackrel{}{x}_j`$, one finds in the free approximation and at leading order in $`1/N`$ the following expressions for 2-, 3- and 4-point functions of $`O^I`$:
$`O^{I_1}(\stackrel{}{x}_1)O^{I_2}(\stackrel{}{x}_2)={\displaystyle \frac{\delta ^{I_1I_2}}{x_{12}^2}},`$
$`O^{I_1}(\stackrel{}{x}_1)O^{I_2}(\stackrel{}{x}_2)O^{I_3}(\stackrel{}{x}_3)={\displaystyle \frac{1}{N}}{\displaystyle \frac{2^{3/2}C^{I_1I_2I_3}}{x_{12}^2x_{13}^2x_{23}^2}},`$ (4.1)
$`O^{I_1}(\stackrel{}{x}_1)O^{I_2}(\stackrel{}{x}_2)O^{I_3}(\stackrel{}{x}_3)O^{I_4}(\stackrel{}{x}_4)={\displaystyle \frac{\delta ^{I_1I_2}\delta ^{I_3I_4}}{x_{12}^4x_{34}^4}}+{\displaystyle \frac{1}{N^2}}{\displaystyle \frac{4C_{I_1I_2I_3I_4}}{x_{12}^2x_{14}^2x_{23}^2x_{34}^2}}+\text{permutations},`$
where the first term in the 4-point function represents the contribution of disconnected diagrams.
In this Section we compute 4-point functions of $`O^I`$ from AdS supergravity. The starting point is action (2). We will work with the Euclidean version of $`AdS_5`$ that amounts to changing in (2) an overall sign, so that
$`_{red}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(_\mu s^I^\mu s^I4s^Is^I\right){\displaystyle \frac{1}{3}}C_{I_1I_2I_3}s^{I_1}s^{I_2}s^{I_3}`$
$``$ $`{\displaystyle \frac{1}{4}}\left(^\mu s^I^\nu s^I\phi _{\mu \nu }{\displaystyle \frac{1}{2}}\left(^\mu s^I_\mu s^I4s^Is^I\right)\phi _\nu ^\nu \right)`$
$``$ $`{\displaystyle \frac{1}{2^4}}C_{I_1I_2I_3I_4}_\mu (s^{I_1}s^{I_2})^\mu (s^{I_3}s^{I_4})+{\displaystyle \frac{3}{2^2}}C_{I_1I_2I_3I_4}s^{I_1}s^{I_2}s^{I_3}s^{I_4}{\displaystyle \frac{1}{2^3}}s^{I_1}s^{I_1}s^{I_2}s^{I_2}`$
$``$ $`T_{I_1I_2I_3}s^{I_1}^\mu s^{I_2}A_\mu ^{I_3}+{\displaystyle \frac{1}{2}}F_{\mu \nu }^IF^{\mu \nu I}_2(\phi _{\mu \nu })`$
It is convenient to introduce the following currents
$`T_{\mu \nu }`$ $`=`$ $`_\mu s^I_\nu s^I{\displaystyle \frac{1}{2}}g_{\mu \nu }\left(^\rho s^I_\rho s^I4s^Is^I\right),`$
$`J_\mu ^{I_3}`$ $`=`$ $`T_{I_1I_2I_3}(s^{I_1}_\mu s^{I_2}s^{I_2}_\mu s^{I_1}),`$
both of them are conserved on-shell: $`^\mu T_{\mu \nu }=^\mu J_\mu ^I=0`$.
From (4) we get the following equations of motion:
1. for scalars $`s^I`$:
$`(_\mu ^2m^2)s^I=2C_{IJK}s^Js^K;`$ (4.3)
2. for vector fields $`A_\mu ^I`$:
$`^\nu (_\nu A_\mu ^I_\mu A_\nu ^I)={\displaystyle \frac{1}{4}}J_\mu ^I;`$ (4.4)
3. for the graviton $`\phi _{\mu \nu }`$:
$`W_{\mu \nu }^{\rho \lambda }\phi _{\rho \lambda }={\displaystyle \frac{1}{4}}\left(g_{\mu \mu ^{}}g_{\nu \nu ^{}}+g_{\mu \nu ^{}}g_{\nu \mu ^{}}{\displaystyle \frac{2}{3}}g_{\mu \nu }g_{\mu ^{}\nu ^{}}\right)T^{\mu ^{}\nu ^{}},`$ (4.5)
where $`W_{\mu \nu }^{\rho \lambda }`$ is the Ricci operator
$`W_{\mu \nu }^{\rho \lambda }\phi _{\rho \lambda }=_\rho ^2\phi _{\mu \nu }+_\mu ^\rho \phi _{\rho \nu }+_\nu ^\rho \phi _{\rho \mu }_\mu _\nu \phi _\rho ^\rho 2(\phi _{\mu \nu }g_{\mu \nu }\phi _\rho ^\rho ).`$
Introduce the scalar $`G`$ , the vector $`G_{\mu \nu }`$ and the graviton $`G_{\mu \nu \rho \lambda }`$ propagators
$`(_a^2m^2)G(u)=\delta (z,w),`$
$`^\rho (_\rho G_{\mu \nu }^I_\mu G_{\nu \rho }^I)=g_{\mu \nu }\delta (z,w),`$
$`W_{\mu \nu }^{\rho \lambda }G_{\rho \lambda \mu ^{}\nu ^{}}=\left(g_{\mu \mu ^{}}g_{\nu \nu ^{}}+g_{\mu \nu ^{}}g_{\nu \mu ^{}}{\displaystyle \frac{2}{3}}g_{\mu \nu }g_{\mu ^{}\nu ^{}}\right)\delta (z,w)`$
being the functions of the invariant AdS-distance $`u`$:
$$u=\frac{(zw)^2}{2z_0w_0},(zw)^2=\delta _{\mu \nu }(zw)_\mu (zw)_\nu .$$
Represent the solution to the equations of motion in the form
$$s=s^0+s^1,A_\mu =A_\mu ^0+A_\mu ^1,\phi _{\mu \nu }=\phi _{\mu \nu }^0+\phi _{\mu \nu }^1,$$
where $`s^0`$, $`A_\mu ^0`$ and $`\phi _{\mu \nu }^0`$ are solutions of the linearized equations with fixed boundary conditions and $`s^1`$, $`A_\mu ^1`$ and $`\phi _{\mu \nu }^1`$ are the corrections with vanishing boundary conditions. Then by perturbation theory for $`s^1`$, $`A_\mu ^1`$ and $`\phi _{\mu \nu }^1`$ one gets
$`s_I^1(w)=2C_{IJK}{\displaystyle \frac{d^5z}{z_0^5}G(u)s^J(z)s^K(z)},`$
$`A_\mu ^{1I}(w)={\displaystyle \frac{1}{4}}{\displaystyle }{\displaystyle \frac{d^5z}{z_0^5}}G_\mu {}_{}{}^{\nu }(u)J_\nu ^I(z),`$ (4.6)
$`\phi _{\mu \nu }^1(w)={\displaystyle \frac{1}{4}}{\displaystyle \frac{d^5z}{z_0^5}G_{\mu \nu \mu ^{}\nu ^{}}(u)T^{\mu ^{}\nu ^{}}(z)},`$
where the r.h.s. depends only on $`s^0`$, $`A_\mu ^0`$ and $`\phi _\mu ^0`$ and from now on we omit the superscript $`0`$ unless we want to indicate explicitly that we deal with solutions of the linearized equations of motion.
It is worth noting that not only the interaction terms but also the quadratic action $`_{quad}`$ gives a contribution to the on-shell value of action (2) depending quartically on $`s_0`$:
$`_{quad}={\displaystyle \frac{1}{2}}C_{IJK}s_0^Is_0^Js_1^K+{\displaystyle \frac{1}{8}}\phi _{\mu \nu }^1T^{\mu \nu }+{\displaystyle \frac{1}{4}}A_\mu ^{1I}J^{\mu I}.`$
Taking into account the summation formula
$`{\displaystyle \underset{I_5}{}}T_{I_1I_2I_5}T_{I_3I_4I_5}=2\left(C_{I_1I_2I_4I_3}C_{I_1I_2I_3I_4}\right),`$ (4.7)
that follows from (5.4) and using (4.3) we arrive at the following expression for the on-shell value of (4):
$`_{red}`$ $`=`$ $`{\displaystyle \frac{1}{4}}C_{I_1I_2I_3I_4}{\displaystyle \frac{d^5z}{z_0^5}s^{I_1}}\stackrel{}{^\mu }s^{I_2}(w)G_{\mu \nu }(u)s^{I_3}\stackrel{}{^\nu }s^{I_4}(z)`$
$``$ $`{\displaystyle \frac{1}{2^5}}{\displaystyle \frac{d^5z}{z_0^5}T^{\mu \nu }(w)G_{\mu \nu \rho \lambda }(u)T^{\rho \lambda }(z)}`$
$``$ $`\left(C_{I_1I_2I_3I_4}{\displaystyle \frac{1}{6}}\delta _{I_1I_2}\delta _{I_3I_4}\right){\displaystyle \frac{d^5z}{z_0^5}G(u)s^{I_1}(w)s^{I_2}(w)s^{I_3}(z)s^{I_4}(z)}`$
$``$ $`{\displaystyle \frac{1}{2^4}}C_{I_1I_2I_3I_4}_\mu (s^{I_1}s^{I_2})^\mu (s^{I_3}s^{I_4})+{\displaystyle \frac{3}{4}}C_{I_1I_2I_3I_4}s^{I_1}s^{I_2}s^{I_3}s^{I_4}{\displaystyle \frac{1}{8}}s^{I_1}s^{I_1}s^{I_2}s^{I_2}.`$
On the language of the Feynman diagrams the first three terms here involving $`z`$-integrals describe the exchange by the gauge boson, by the graviton and by the scalar fields respectively. The other contributions correspond to contact diagrams. $`z`$-integrals are easily computed by the technique of and in the Appendix B we list the corresponding results. It is worthwhile to note that since we compute the on-shell value of the gravity action, we take into account only the connected $`AdS`$ graphs.
Recall that the solution of the Dirichlet boundary problem for the scalar field $`s^I`$ of mass $`m^2=4`$ on $`AdS_5`$ reads as
$`s^I(z,\stackrel{}{x})={\displaystyle \frac{1}{2\pi ^2}}{\displaystyle d^4\stackrel{}{x}K_2(w,\stackrel{}{x})s^I(\stackrel{}{x})},`$ (4.8)
where $`s^I(\stackrel{}{x})`$ is a boundary value and
$`K_\mathrm{\Delta }(w,\stackrel{}{x})=\left({\displaystyle \frac{w_0}{w_0^2+(\stackrel{}{w}\stackrel{}{x})^2}}\right)^\mathrm{\Delta }.`$
With this normalization of the bulk-to-boundary propagator the two-point function of corresponding boundary operators appears to be finite in the limit when the AdS cut-off $`\epsilon `$ tends to zero (see Appendix B for details).
Introducing the notation
$`D_{\mathrm{\Delta }_1\mathrm{\Delta }_2\mathrm{\Delta }_3\mathrm{\Delta }_4}={\displaystyle \frac{d^5w}{w_0^5}K_{\mathrm{\Delta }_1}(w,\stackrel{}{x}_1)K_{\mathrm{\Delta }_2}(w,\stackrel{}{x}_2)K_{\mathrm{\Delta }_3}(w,\stackrel{}{x}_3)K_{\mathrm{\Delta }_4}(w,\stackrel{}{x}_4)}`$ (4.9)
and using identities for $`D`$-functions (see Appendix B) we find the following on-shell value for (2):
$`S={\displaystyle \frac{N^2}{8\pi ^2}}{\displaystyle }d^4x_1d^4x_2d^4x_3d^4x_4s^{I_1}(\stackrel{}{x}_1)s^{I_2}(\stackrel{}{x}_2)s^{I_3}(\stackrel{}{x}_3)s^{I_4}(\stackrel{}{x}_4)(`$ (4.10)
$`{\displaystyle \frac{1}{2^7\pi ^8}}C_{I_1I_2I_3I_4}^{}{\displaystyle \frac{1}{x_{12}^2x_{34}^2}}\left(2(x_{13}^2x_{24}^2x_{14}^2x_{23}^2)D_{2222}x_{24}^2D_{1212}x_{13}^2D_{2121}+x_{14}^2D_{2112}+x_{23}^2D_{1221}\right)`$
$`{\displaystyle \frac{1}{2^7\pi ^8}}\delta ^{I_1I_2}\delta ^{I_3I_4}\left({\displaystyle \frac{1}{2x_{34}^2}}D_{2211}+{\displaystyle \frac{(x_{13}^2x_{24}^2+x_{14}^2x_{23}^2x_{12}^2x_{34}^2)}{x_{34}^2}}D_{3322}+{\displaystyle \frac{3}{2}}D_{2222}\right)`$
$`{\displaystyle \frac{1}{2^6\pi ^8}}C_{I_1I_2I_3I_4}^+({\displaystyle \frac{1}{x_{34}^2}}D_{2211}+4x_{34}^2D_{2233}3D_{2222})),`$
where $`C_{I_1I_2I_3I_4}^\pm =\frac{1}{2}(C_{I_1I_2I_3I_4}\pm C_{I_2I_1I_3I_4})`$. The expression under the integral represents the contribution of the s-channel since it possesses the s-channel symmetries $`12`$, $`34`$ and $`(12)(34)`$. In the expression for the 4-point function the t-channel contribution is obtained from this one by the interchange $`14`$ and the u-channel one by $`13`$.
Taking into account the normalization of the quadratic part of (4) and formula (6.3) from the Appendix B, we get the 2-point function of unnormalized CPOs $`𝒪^I`$:
$`𝒪^I(\stackrel{}{x}_1)𝒪^J(\stackrel{}{x}_2)={\displaystyle \frac{N^2}{2^5\pi ^4}}{\displaystyle \frac{\delta ^{IJ}}{x_{12}^4}}.`$ (4.11)
Introducing then the normalized CPOs as $`O^I=\frac{(2^5\pi ^4)^{1/2}}{N}𝒪^I`$, we obtain from (4.10) the following 4-point function of the normalized CPOs:
$`O^{I_1}(\stackrel{}{x}_1)O^{I_2}(\stackrel{}{x}_2)O^{I_3}(\stackrel{}{x}_3)O^{I_4}(\stackrel{}{x}_3)={\displaystyle \frac{8}{N^2\pi ^2}}\times `$ (4.12)
$`(C_{I_1I_2I_3I_4}^{}{\displaystyle \frac{1}{x_{12}^2x_{34}^2}}(2(x_{13}^2x_{24}^2x_{14}^2x_{23}^2)D_{2222}x_{24}^2D_{1212}x_{13}^2D_{2121}+x_{14}^2D_{2112}+x_{23}^2D_{1221})`$
$`+\delta ^{I_1I_2}\delta ^{I_3I_4}\left({\displaystyle \frac{1}{2x_{34}^2}}D_{2211}+{\displaystyle \frac{(x_{13}^2x_{24}^2+x_{14}^2x_{23}^2x_{12}^2x_{34}^2)}{x_{34}^2}}D_{3322}+{\displaystyle \frac{3}{2}}D_{2222}\right)`$
$`+2C_{I_1I_2I_3I_4}^+({\displaystyle \frac{1}{x_{34}^2}}D_{2211}+4x_{34}^2D_{2233}3D_{2222})+t+u),`$
where $`t`$ and $`u`$ stand for the above discussed contributions of the $`t`$\- and $`u`$-channels. Due to the conformal behaviour of the $`D`$-functions Eq.(4.12) represents a correct conformally covariant expression for a 4-point function of operators with conformal dimension $`\mathrm{\Delta }=2`$.
This set of 4-point functions allows one to approach the problem of finding the OPE of the simplest CPOs in $`𝒩=4`$ SYM<sub>4</sub> that will be the subject of our further study.
## 5 Appendix A
Integrals of spherical harmonics
Considering the action for the fields $`s^I`$, we need the following explicit expressions for the integrals $`a_{I_1I_2I_3}`$ and $`t_{I_1I_2I_3}`$ involving the scalar spherical harmonics $`Y^I`$ <sup>4</sup><sup>4</sup>4They describe a basis of irrep. 20 of $`SO(6)`$. and Killing vectors $`Y_a^I`$ :
$`a_{I_1I_2I_3}={\displaystyle \frac{2^26^{1/2}}{5\pi ^{3/2}}}C_{I_1I_2I_3}t_{I_1I_2I_3}={\displaystyle \frac{6^{1/2}}{\pi ^{3/2}}}T_{I_1I_2I_3}.`$ (5.1)
If we introduce a basis $`C_{ij}^I`$ in the space of symmetric traceless second rank tensors of $`SO(6)`$ and a basis $`C_{i;j}^I`$ in the space of antisymmetric tensors with normalization conditions
$`C_{ij}^IC_{ij}^J=\delta ^{IJ},C_{i;k}^IC_{j;k}^J={\displaystyle \frac{1}{6}}\delta ^{IJ}\delta _{ij}`$ (5.2)
then the tensors $`C_{I_1I_2I_3}`$ and $`T_{I_1I_2I_3}`$ are given by
$`C^{I_1I_2I_3}=C_{ij}^{I_1}C_{jk}^{I_2}C_{ki}^{I_3},T^{I_1I_2I_3}=C_{ik}^{I_1}C_{kj}^{I_2}C_{i;j}^{I_3}C_{jk}^{I_1}C_{ki}^{I_2}C_{i;j}^{I_3},`$
where we have written tensor $`T^{I_1I_2I_3}`$ to be explicitly antisymmetric in indices $`I_1,I_2`$.
One can easily establish the following summation formula
$`{\displaystyle \underset{I}{}}C_{ij}^IC_{kl}^I={\displaystyle \frac{1}{2}}\delta _{ik}\delta _{jl}+{\displaystyle \frac{1}{2}}\delta _{il}\delta _{jk}{\displaystyle \frac{1}{6}}\delta _{ij}\delta _{kl}`$ (5.3)
that steams from the fact that the l.h.s. of the expression above is a fourth rank tensor of $`SO(6)`$, symmetric and traceless both in $`(ij)`$ and $`(kl)`$ indices with the normalization condition $`C_{ij}^IC_{ij}^I=20`$.
Analogously one finds
$`{\displaystyle \underset{I}{}}C_{m;l}^IC_{n;s}^I={\displaystyle \frac{1}{2}}(\delta _{mn}\delta _{ls}\delta _{ms}\delta _{nl})`$ (5.4)
since this time the l.h.s. of (5.4) is a traceless and antisymmetric in $`m,l`$ and in $`n,s`$ indices fourth rank tensor of $`SO(6)`$ that agrees with the normalization (5.2).
Some properties of $`SO(6)`$ $`\mathrm{\Gamma }`$-matrices
In studying the action of the gauged supergravity, we need an identity that follows from the completeness condition for $`SO(6)`$ $`\mathrm{\Gamma }`$-matrices and may be found in . To make the treatment self-contained we recall its derivation here.
Consider the Clifford algebra in $`d=6`$ Euclidean dimensions:
$$\{\mathrm{\Gamma }_i,\mathrm{\Gamma }_j\}=2\delta _{ij},i,j,k,l,n=1,\mathrm{},6.$$
The $`\mathrm{\Gamma }`$-matrices can be represented by hermitian skew-symmetric $`8\times 8`$ matrices $`(\mathrm{\Gamma }_i)_a^b`$. Indices $`a,b=1,\mathrm{},8`$ are raised or lowered by the symmetric charge conjugation matrix $`C_{ab}`$ that in the chosen representation coincides with $`\delta _{ab}`$. Thus, we do not distinguish the upper and lower indices.
Clearly, the matrices
$`\mathrm{\Gamma }_i,i\mathrm{\Gamma }_i\mathrm{\Gamma }_0,\mathrm{\Gamma }_{ij},\mathrm{\Gamma }_0=i\mathrm{\Gamma }_1\mathrm{\Gamma }_2\mathrm{\Gamma }_3\mathrm{\Gamma }_4\mathrm{\Gamma }_5\mathrm{\Gamma }_6`$ (5.5)
are skew-symmetric. Their number is $`6+6+15+1=28`$ and it coincides with a total number $`87/2=28`$ of independent skew-symmetric matrices among all $`8\times 8`$ matrices. Therefore, any skew-symmetric matrix $`A_{ab}`$ can be decomposed over the basis (5.5):
$`A_{ab}=\alpha _1^i(\mathrm{\Gamma }_i)_{ab}+\alpha _2^i(i\mathrm{\Gamma }_i\mathrm{\Gamma }_0)_{ab}+{\displaystyle \frac{1}{2}}\alpha _3^{ij}(\mathrm{\Gamma }_{ij})_{ab}+\alpha _4(\mathrm{\Gamma }_0)_{ab}.`$ (5.6)
Here in the third term we assume the summation over the whole set of indices - not just over $`i<j`$. We also use the convention that $`\alpha _3^{ij}=\alpha _3^{ji}`$. The coefficients are easy to compute
$$\alpha _1^i=\frac{1}{8}tr(A\mathrm{\Gamma }_i),\alpha _2^i=\frac{i}{8}tr(A\mathrm{\Gamma }_i\mathrm{\Gamma }_0),\alpha _3^{ij}=\frac{1}{8}tr(A\mathrm{\Gamma }_{ij}),\alpha _4=\frac{1}{8}tr(A\mathrm{\Gamma }_0).$$
Substituting these coefficients back in (5.6), and using the fact that Eq.(5.6) should hold for any skew-symmetric matrix $`A_{ab}`$, we find an identity:
$`{\displaystyle \frac{1}{16}}(\mathrm{\Gamma }_{ij})_{ab}(\mathrm{\Gamma }_{ij})_{cd}{\displaystyle \frac{1}{8}}(\mathrm{\Gamma }_i)_{ab}(\mathrm{\Gamma }_i)_{cd}{\displaystyle \frac{1}{8}}(i\mathrm{\Gamma }_i\mathrm{\Gamma }_0)_{ab}(i\mathrm{\Gamma }_i\mathrm{\Gamma }_0)_{cd}={\displaystyle \frac{1}{2}}(\delta _{ac}\delta _{bd}\delta _{ad}\delta _{bc}){\displaystyle \frac{1}{8}}(i\mathrm{\Gamma }_0)_{ab}(i\mathrm{\Gamma }_0)_{cd},`$
the term with $`\alpha _4`$ was written in the l.h.s..
If one introduces the symplectic metric $`\mathrm{\Omega }^{ab}=i(\mathrm{\Gamma }_0)^{ab}=\mathrm{\Omega }_{ab}`$ and matrices $`\mathrm{\Gamma }_{i\alpha }=(\mathrm{\Gamma }_i,i\mathrm{\Gamma }_i\mathrm{\Gamma }_0)`$ for $`\alpha =1,2`$ then the last indentity reads as follows :
$`{\displaystyle \frac{1}{16}}(\mathrm{\Gamma }_{ij})_{ab}(\mathrm{\Gamma }_{ij})^{cd}{\displaystyle \frac{1}{8}}(\mathrm{\Gamma }_{i\alpha })_{ab}(\mathrm{\Gamma }_{i\alpha })^{cd}={\displaystyle \frac{1}{2}}(\delta _a^c\delta _b^d\delta _a^d\delta _b^c)+{\displaystyle \frac{1}{8}}\mathrm{\Omega }_{ab}\mathrm{\Omega }^{cd}.`$ (5.7)
Here in the l.h.s. we have written some indices up since the r.h.s. represents now a tensor of $`USp(8)`$. It is as well to note that except the symmetric charge conjugation matrix that is just the unit matrix one can also raise and lower indices with the $`USp(8)`$ metric $`\mathrm{\Omega }_{ab}`$.
We also summarize the trace formulae needed in the paper
$`\mathrm{tr}(\mathrm{\Gamma }_{ij}\mathrm{\Gamma }_{kl})=8(\delta _{il}\delta _{kj}\delta _{ik}\delta _{jl}),`$ (5.8)
$`\mathrm{tr}(\mathrm{\Gamma }_{in}\mathrm{\Gamma }_{jn}\mathrm{\Gamma }_{kl})=32(\delta _{ik}\delta _{jl}\delta _{il}\delta _{jk}),`$ (5.9)
$`\mathrm{tr}(\mathrm{\Gamma }_{i\alpha }\mathrm{\Gamma }_{j\alpha }\mathrm{\Gamma }_{kl})=16(\delta _{il}\delta _{jk}\delta _{ik}\delta _{jl}).`$ (5.10)
Note that matrices $`\mathrm{\Gamma }_i`$ are hermitian while $`\mathrm{\Gamma }_0`$, $`\mathrm{\Gamma }_{ij}`$ and $`i\mathrm{\Gamma }_i\mathrm{\Gamma }_0`$ are antihermitian. It follows from here that $`\mathrm{\Gamma }_{ij}`$ and $`i\mathrm{\Gamma }_i\mathrm{\Gamma }_0`$ are real.
Scalar kinetic part of the lagrangian of the gauged 5d supergravity
By using (5.7), one can check the following relation:
$`(V^1)_{cd}^{AB}V_{AB}^{ab}=(V^1)_{cdij}V^{ijab}+(V^1)_{cd}^{i\alpha }V_{i\alpha }^{ab}={\displaystyle \frac{1}{2}}(\delta _a^c\delta _b^d\delta _a^d\delta _b^c)+{\displaystyle \frac{1}{8}}\mathrm{\Omega }_{ab}\mathrm{\Omega }^{cd}`$ (5.11)
that is an $`USp(8)`$ analog of $`VV^1=I`$. The properties of the $`\mathrm{\Gamma }`$-matrices, in particular, (5.8) imply the further relations:
$$(V^1)_{abkl}V^{ijab}=\frac{1}{2}(\delta _k^i\delta _l^j\delta _k^j\delta _l^i),(V^1)_{ab}^{i\alpha }V_{j\beta }^{ab}=\delta _i^j\delta _\alpha ^\beta $$
and also
$$(V^1)_{ab}^{i\alpha }V_{kl}^{ab}=(V^1)_{abkl}V^{i\alpha ab}=0.$$
In the $`SL(6,𝐑)\times SL(2,𝐑)`$ basis the element $`P_{\mu ab}^{cd}`$ is given by
$`P_{\mu ab}^{cd}`$ $`=`$ $`(V^1)_{ij}^{cd}_\mu V_{ab}^{ij}+(V^1)^{cdi\alpha }_\mu V_{i\alpha ab}`$ (5.12)
$`+`$ $`2Q_{\mu [a}^{[c}\delta _{b]}^{d]}+gA_{\mu i}^j\left(2V_{ab}^{ik}(V^1)_{jk}^{cd}(V^1)^{cdi\alpha }V_{j\alpha ab}\right).`$
If we now require that $`P_{\mu ab}^{cd}`$ is in the coset space $`E_6/USp(8)`$, then the trace $`P_{\mu ab}^{cb}`$ should be equal to zero. This allows one to solve $`Q_{\mu [a}^{[c}\delta _{b]}^{d]}`$ via the vielbein:
$`Q_{\mu a}^b={\displaystyle \frac{1}{3}}((V^1)^{bcAB}_\mu V_{ABac}+gA_{\mu i}^j(2V_{ac}^{ik}(V^1)_{jk}^{bc}V_{j\alpha ac}(V^1)^{bci\alpha })`$ (5.13)
Substitution of the explicit expressions (3.2) yields
$`Q_{\mu a}^b`$ $`=`$ $`{\displaystyle \frac{1}{24}}\left(\mathrm{\Gamma }_{in}\mathrm{\Gamma }_{jn}\mathrm{\Gamma }_{i\alpha }\mathrm{\Gamma }_{j\alpha }\right)_a^b(_\mu SS^1+gSA_\mu S^1)_i^j,`$ (5.14)
where on the r.h.s. the expression for the matrix $`R_\mu `$ defined by (3.3) appeared.
It is useful to note the following summation formula for $`\mathrm{\Gamma }`$-matrices:
$$\mathrm{\Gamma }_{in}\mathrm{\Gamma }_{jn}\mathrm{\Gamma }_{i\alpha }\mathrm{\Gamma }_{j\alpha }=6\mathrm{\Gamma }_{ij}7\delta _{ij}I.$$
Upon substituting this in (5.14), the term with $`\delta _{ij}`$ vanishes due to the tracelessness of $`R_\mu `$. Thus, we finally get
$`Q_{\mu a}^b`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{\Gamma }_{ij})_a^bR_{\mu i}^j.`$ (5.15)
It is easy to see that $`Q_{\mu a}^b`$ is an antihermitian matrix indeed being an element of $`Usp(8)`$ Lie algebra, i.e., obeying the condition
$$Q_{\mu a}^b=\mathrm{\Omega }^{bc}Q_{\mu c}^d\mathrm{\Omega }_{da}.$$
For the element $`P_{\mu ab}^{cd}`$ we, therefore, get
$`P_{\mu ab}^{cd}={\displaystyle \frac{1}{8}}\left((\mathrm{\Gamma }_{in})^{cd}(\mathrm{\Gamma }_{jn})_{ab}(\mathrm{\Gamma }_{i\alpha })^{cd}(\mathrm{\Gamma }_{j\alpha })_{ab}\right)R_{\mu i}^j+2Q_{\mu [a}^{[c}\delta _{b]}^{d]}.`$ (5.16)
Since tensor $`P_{\mu ab}^{cd}`$ is completely fixed by the condition of the vanishing trace one now can check that (5.16) is indeed an element orthogonal to $`USp(8)`$-part of the Lie algebra of $`E_{6(6)}`$ w.r.t. to the Killing metric. Orthogonality means the following relation
$`P_{\mu ab}^{cd}U_{cd}^{ab}=0,`$ (5.17)
where $`U_{cd}^{ab}=Q_{\mu [c}^{[a}\delta _{d]}^{b]}`$ is an element of the $`USp(8)`$ Lie algebra. Formula (5.17) then easily follows from (5.8), (5.9) and the relation
$`2Q_{\mu [a}^{[c}\delta _{b]}^{d]}Q_{\mu [c}^{[a}\delta _{d]}^{b]}=3Q_{\mu a}^cQ_{\mu c}^a={\displaystyle \frac{3}{2}}(R_{\mu i}^jR_{\mu i}^jR_{\mu i}^jR_{\mu j}^i).`$
We also need $`(P_\mu )_{cd}^{ab}=\mathrm{\Omega }^{aa^{}}\mathrm{\Omega }^{bb^{}}\mathrm{\Omega }_{cc^{}}\mathrm{\Omega }_{dd^{}}P_{\mu a^{}b^{}}^{c^{}d^{}}`$:
$`(P_\mu )_{cd}^{ab}={\displaystyle \frac{1}{8}}\left((\mathrm{\Gamma }_{in})_{cd}(\mathrm{\Gamma }_{jn})^{ab}(\mathrm{\Gamma }_{i\alpha })_{cd}(\mathrm{\Gamma }_{j\alpha })^{ab}\right)R_{\mu j}^i2Q_{\mu [c}^{[a}\delta _{d]}^{b]}.`$
Now we are ready to compute the scalar kinetic part of Lagrangian (3.1). By using the orthogonality condition (5.17) we can write it in the form
$`P_{\mu abcd}P_\mu ^{abcd}`$ $`=`$ $`\left({\displaystyle \frac{1}{8}}\left((\mathrm{\Gamma }_{in})^{cd}(\mathrm{\Gamma }_{jn})_{ab}(\mathrm{\Gamma }_{i\alpha })^{cd}(\mathrm{\Gamma }_{j\alpha })_{ab}\right)R_{\mu j}^i+2Q_{\mu [a}^{[c}\delta _{b]}^{d]}\right)`$
$`\times `$ $`\left({\displaystyle \frac{1}{8}}\left((\mathrm{\Gamma }_{km})_{cd}(\mathrm{\Gamma }_{lm})^{ab}(\mathrm{\Gamma }_{k\beta })_{cd}(\mathrm{\Gamma }_{l\beta })^{ab}\right)R_{\mu l}^k\right).`$
After some algebra we arrive at the answer
$`P_{\mu abcd}P_\mu ^{abcd}`$ $`=`$ $`3R_{\mu i}^j(R^\mu )_i^j+3R_{\mu i}^j(R^\mu )_j^i={\displaystyle \frac{3}{2}}\mathrm{tr}\left(R_\mu +R_\mu ^t\right)^2.`$ (5.18)
Note that the r.h.s. of the scalar kinetic term appears to be manifestly positive in an Euclidean signature space as it should be.
## 6 Appendix B
z-integrals
$`z`$-integrals are computed by using the technique by . We list here the corresponding results:
$`{\displaystyle \frac{d^5z}{z_0^5}G_\mathrm{\Delta }(u)s^{I_3}(z)s^{I_4}(z)}={\displaystyle \frac{1}{2^4\pi ^4}}{\displaystyle d^4x_3d^4x_4\frac{s^{I_3}(\stackrel{}{x}_3)s^{I_4}(\stackrel{}{x}_4)}{x_{34}^2}K_1(w,\stackrel{}{x}_3)K_1(w,\stackrel{}{x}_4)},`$
$`{\displaystyle \frac{d^5z}{z_0^5}G_{\mu \nu }(u)s^{I_3}}\stackrel{}{^\nu }s^{I_4}(z)={\displaystyle \frac{1}{2^4\pi ^4}}{\displaystyle d^4x_3d^4x_4\frac{s^{I_3}(\stackrel{}{x}_3)s^{I_4}(\stackrel{}{x}_4)}{x_{34}^2}K_1(w,\stackrel{}{x}_3)}\stackrel{}{_\mu }K_1(w,\stackrel{}{x}_4),`$
$`{\displaystyle \frac{d^5z}{z_0^5}G_{\mu \nu \rho \lambda }(u)T^{\rho \lambda }(z)}={\displaystyle \frac{1}{2^4\pi ^4}}{\displaystyle d^4x_3d^4x_4\frac{s^I(\stackrel{}{x}_3)s^I(\stackrel{}{x}_4)}{x_{34}^2}}`$
$`\left(g_{\mu \mu ^{}}g_{\nu \nu ^{}}+g_{\mu \nu ^{}}g_{\nu \mu ^{}}{\displaystyle \frac{2}{3}}g_{\mu \nu }g_{\mu ^{}\nu ^{}}\right)^\mu ^{}K_1(w,\stackrel{}{x}_3)^\nu ^{}K_1(w,\stackrel{}{x}_4).`$
Note that computing the last integral, we have used the gauge freedom in the definition of the graviton propagator to obtain the answer in the simplest covariant form.
Two-point function of lowest weight CPOs
As was noted in , a correct way to compute a two-point correlation function of operators in the boundary CFT, which is compatible with the Ward identitites, consists of two steps. First one uses the prescription by for posing the Dirichlet boundary problem on gravity fields. Then one computes the two-point function in the momentum space and transform it further to the $`x`$-space. Below we undertake this procedure to find the two-point function of the lowest weight CPOs.
For a scalar field of the AdS-mass $`m^2=4`$ with the conventionally normalized quadratic action, the solution of the Dirichlet boundary problem reads as
$`K(z,k)=\left({\displaystyle \frac{z_0}{\epsilon }}\right)^2{\displaystyle \frac{K_0(kz_0)}{K_0(k\epsilon )}}`$
with the Fourier transform defining the following bulk-to-boundary propagator
$`K(z,\stackrel{}{x})={\displaystyle \frac{1}{2\pi ^2\epsilon ^2\mathrm{ln}\epsilon }}\left({\displaystyle \frac{z_0}{z_0^2+|\stackrel{}{x}|^2}}\right)^2={\displaystyle \frac{1}{2\pi ^2\epsilon ^2\mathrm{ln}\epsilon }}K_2(z,\stackrel{}{x}).`$ (6.1)
For the two-point correlation function in the momentum space we then have :
$`O(\stackrel{}{k})O(\stackrel{}{k}^{})=\epsilon ^3\delta (\stackrel{}{k}+\stackrel{}{k}^{})\underset{z_0\epsilon }{lim}_{z_0}\left(\left({\displaystyle \frac{z_0}{\epsilon }}\right)^2{\displaystyle \frac{K_0(kz_0)}{K_0(k\epsilon )}}\right)=\delta (\stackrel{}{k}+\stackrel{}{k}^{}){\displaystyle \frac{k}{\epsilon ^3}}{\displaystyle \frac{K_1(k\epsilon )}{K_0(k\epsilon )}}.`$
where a nonessential local term $`1/\epsilon ^4`$ was omitted and $`k`$ denotes $`|\stackrel{}{k}|`$. Decomposing the result in power series, one gets
$`O(\stackrel{}{k})O(\stackrel{}{k}^{})`$ $`=`$ $`\delta (\stackrel{}{k}+\stackrel{}{k}^{}){\displaystyle \frac{k}{\epsilon ^3}}{\displaystyle \frac{\frac{1}{k\epsilon }+_{n=0}^{\mathrm{}}\frac{(k\epsilon /2)^{2n+1}}{n!(n+1)!}\left(\mathrm{ln}\frac{k\epsilon }{2}\frac{1}{2}\psi (k+1)\frac{1}{2}\psi (k+2)\right)}{\mathrm{ln}\epsilon \mathrm{ln}k+\mathrm{ln}2\psi (k+1)+\epsilon (\mathrm{})}}`$
$`=\delta (\stackrel{}{k}+\stackrel{}{k}^{}){\displaystyle \frac{1}{\epsilon ^4\mathrm{ln}\epsilon }}\left(1{\displaystyle \frac{\mathrm{ln}k}{\mathrm{ln}\epsilon }}+{\displaystyle \frac{k^2\epsilon ^2}{2}}\mathrm{ln}k+\mathrm{}\right).`$
The most singular relevant term here is the second one, so modulo local terms one finds
$`O(\stackrel{}{k})O(\stackrel{}{k}^{})`$ $`=`$ $`\delta (\stackrel{}{k}+\stackrel{}{k}^{}){\displaystyle \frac{1}{\epsilon ^4\mathrm{ln}^2\epsilon }}\mathrm{ln}k.`$
Performing the Fourier transform, we finally get
$`O(\stackrel{}{x}_1)O(\stackrel{}{x}_2)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2\epsilon ^4\mathrm{ln}^2\epsilon x_{12}^4}}.`$ (6.2)
In order to have a finite 2-point function in the limit $`\epsilon 0`$ one has to rescale the boundary operator as $`O(\stackrel{}{x})\frac{1}{\epsilon ^2\mathrm{ln}\epsilon }O(\stackrel{}{x})`$, so that
$`O(\stackrel{}{x}_1)O(\stackrel{}{x}_2)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2x_{12}^4}}.`$ (6.3)
To preserve the scale-invariance of the interaction term $`d^4xO(\stackrel{}{x})s(\stackrel{}{x})`$, where $`s(\stackrel{}{x})`$ is the boundary value of the bulk supergravity scalar $`s(z)`$ we then need to rescale the $`s(\stackrel{}{x})`$ in a way $`s(\stackrel{}{x})\epsilon ^2\mathrm{ln}\epsilon s(\stackrel{}{x})`$. After this rescaling the solution of the Dirichlet boundary problem reads as (4.8).
Some identitites for $`D`$ functions
As soon as $`z`$-integrals are performed, one is left with contact diagrams involving different numbers of derivatives. By using the identity
$`_\mu K_{\mathrm{\Delta }_1}(w,\stackrel{}{x}_1)^\mu K_{\mathrm{\Delta }_2}(w,\stackrel{}{x}_2)=\mathrm{\Delta }_1\mathrm{\Delta }_2\left(K_{\mathrm{\Delta }_1}(w,\stackrel{}{x}_1)K_{\mathrm{\Delta }_2}(w,\stackrel{}{x}_2)2x_{12}^2K_{\mathrm{\Delta }_1+1}(w,\stackrel{}{x}_1)K_{\mathrm{\Delta }_2+1}(w,\stackrel{}{x}_2)\right)`$
all the contact diagrams are then reduced to the sum of different $`D`$-functions.
In some identities involving different $`D`$-functions were proved. We made use of the following ones:
$`x_{24}^2D_{2312}+x_{23}^2D_{2321}=D_{2211}2x_{12}^2D_{3311},`$
$`2x_{12}^2D_{3311}={\displaystyle \frac{1}{2}}x_{34}^2D_{2222}+{\displaystyle \frac{1}{2}}D_{2211},`$
$`x_{24}^2D_{1212}=x_{13}^2D_{2121},x_{14}^2D_{2112}=x_{23}^2D_{1221}`$
$`x_{13}^2x_{12}^2D_{3221}+x_{24}^2x_{34}^2D_{1223}={\displaystyle \frac{1}{2}}(x_{12}^2x_{34}^2+x_{13}^2x_{23}^2)D_{2222}`$
$`{\displaystyle \frac{3}{2}}x_{14}^2D_{2112}+2x_{14}^4D_{3113}+{\displaystyle \frac{1}{2}}B.`$
and identities obtained from these by different permutations of indices to reduce the number of possible $`D`$-functions appearing in the 4-point function of the lowest weight CPOs to the minimal set giving by $`D_{1212}`$, $`D_{2233}`$ (with different permutations of indices) and $`D_{2222}`$. Here $`B`$ is a generating function for $`D_{\mathrm{\Delta }_1\mathrm{\Delta }_2\mathrm{\Delta }_3\mathrm{\Delta }_4}`$ and it is given by
$$B=\frac{\pi ^2}{2}\frac{d\alpha _j\delta (\alpha _j1)}{(\alpha _k\alpha _lx_{kl}^2)^2}.$$
ACKNOWLEDGMENT
G.A. is grateful to S. Theisen, S. Kuzenko and to A. Petkou, and S.F. is grateful to A. Tseytlin and S. Mathur for valuable discussions. The work of G.A. was supported by the Alexander von Humboldt Foundation and in part by the RFBI grant N99-01-00166, and the work of S.F. was supported by the U.S. Department of Energy under grant No. DE-FG02-96ER40967 and in part by RFBI grant N99-01-00190. |
warning/0002/astro-ph0002050.html | ar5iv | text | # A Test of the Collisional Dark Matter Hypothesis from Cluster Lensing
## 1 Introduction
The Cold Dark Matter (CDM) model of structure formation in the universe has been tremendously successful in accounting for a huge variety of available observations (e.g., the Cosmic Background fluctuations, the abundances of clusters of galaxies, peculiar velocity fields, the Ly$`\alpha `$ forest), provided that the mean density of matter is only a fraction $`\mathrm{\Omega }_m0.3`$ of the critical density, and the existence of vacuum energy with a negative pressure equation of state is allowed to make the universe spatially flat (e.g., Knox & Page (2000); Perlmutter, Turner, & White (1999); Bahcall et al. (1999); Strauss & Willick (1995); Eke, Cole, & Frenk (1996); Croft et al. (1999)).
A possible problem of this model has emerged when comparing the density profiles of dark matter halos predicted in numerical simulations, with observations of the rotation curves in dwarf galaxies (Moore (1994); Flores & Primack (1994); Navarro, Frenk, & White (1996); Moore et al. (1998); Kravtsov et al. (1998); Moore et al. 1999b ). Whereas the observations show linearly rising rotation curves out to core radii greater than $`1\mathrm{kpc}`$ in certain dwarf galaxies where the density is dominated by dark matter everywhere (indicating that the dark matter has a constant density core), the simulations predict that the collapse of collisionless particles of cold dark matter produces cuspy halo density profiles, with a logarithmic slope $`d\mathrm{log}\rho /d\mathrm{log}r>1`$ down to the smallest resolved radius. A second problem is that the number of dwarf galaxies observed in the Local Group is much smaller than the total number predicted from numerical simulations (Klypin et al. (1999); Moore et al. 1999b ).
A solution to this discrepancy has been proposed by Spergel & Steinhardt (2000): if the dark matter is self-interacting, with large enough cross section to make most particles in the inner core of a dwarf galaxy interact among themselves over a Hubble time, then an isothermal core will be produced. A clear prediction of this hypothesis is that when most of the particles of a halo within some radius $`r_c`$ have interacted, then the halo should be close to spherical inside $`r_c`$, or else be supported by rotation, because the velocity dispersion tensor should become isotropic. This paper examines the consequence of this prediction for the inner parts of rich clusters of galaxies, where highly magnified images of background galaxies are occasionally observed. We will find that severe restrictions on the collisional dark matter hypothesis are obtained.
## 2 The Collisional Radius in Dwarf Galaxies and in Galaxy Clusters
We assume that a halo of self-interacting dark matter has an initial density profile equal to the one for the case of collisionless dark matter, and is thereafter modified by the effects of the collisions. Numerical simulations of collisionless CDM models have shown that halos have a characteristic density profile, with a logarithmic slope that increases gradually with radius (Navarro, Frenk, & White 1996, 1997; Moore et al. 1999b). We define the radius $`r_h`$ where the logarithmic slope is equal to 2, so that $`|d\mathrm{log}\rho /d\mathrm{log}r|<2`$ at $`r<r_h`$, and $`|d\mathrm{log}\rho /d\mathrm{log}r|>2`$ at $`r>r_h`$. The particles closest to the center will be the first ones to collide, owing to the higher density. We define the collisional radius, $`r_c`$, as the radius within which more than half the particles have interacted. The effects of the collisions will be to change the velocity distribution of the particles inside the collisional radius toward a Maxwellian distribution, with constant velocity dispersion. This implies that the density profile within the collisional radius will be altered toward that of an isothermal sphere with finite core. The core radius produced by the collisions can obviously not be larger than the collisional radius, but it can be much smaller than the collisional radius if the initial slope of the halo profile inside $`r_c`$ was already close to isothermal, because the total energy needs to be conserved. Several numerical simulations have recently been done to model this effect (e.g., Burkert 2000, Yoshida et al. 2000, Davé et al. 2001).
In the initial density profile, the velocity dispersion should clearly decrease toward the center at $`r<r_h`$: as long as the density profile has a central power-law cusp, and the orbits are not all highly radial near the center, then $`\sigma ^2(r)\rho (r)r^2`$. The collisions will therefore transport heat to the colder central particles from the hotter exterior, destroying the cusp and slowly increasing the core of the isothermal sphere as the collisional radius increases. However, the particles at $`r>r_h`$ should have a decreasing velocity dispersion with radius in their initial configuration, so when $`r_c>r_h`$ heat starts to be transported outward and the isothermal core shrinks as more particles are slung to the outer parts of the halo (or to unbound orbits), leading eventually to core collapse. As discussed by Spergel & Steinhardt (2000), the cross section should be low enough so that the core collapse of the dark matter has not taken place in any halos up to the present time.
How should the collisional radius vary with the velocity dispersion of a dark matter halo? We assume that the cross section for the elastic collisions in the dark matter is independent of velocity, as expected in the low energy limit when the cross section is dominated by the s-wave contribution (e.g., Landau & Lifshitz 1977). Then, the rate of interaction of a particle is proportional to the dark matter density, $`\rho `$, times the velocity dispersion $`\sigma `$. Hence, $`\rho \sigma t=\mathrm{constant}`$, where $`t`$ is the age of the halo (or the time since the last merger which determined an initial density profile). Assuming that the core of the halo is not larger than the collisional radius, dynamical equilibrium implies $`\rho (r_c)\sigma ^2/r_c^2`$, and therefore,
$$r_c\sigma ^{3/2}t^{1/2}.$$
(1)
This implies that if the core radii in dwarf galaxies are caused by dark matter collisions within a larger collisional radius, then all the galactic and cluster dark matter halos should have much larger collisional radii as their velocity dispersion increases.
Typically, the constant density cores of dwarf galaxy halos measured from the kinematics of the HI gas extend out to a few kpc, and a typical velocity dispersion is $`50\mathrm{km}\mathrm{s}^1`$. As a few examples, the rotation curves of the dwarfs DDO 154, DDO 170, and DDO 236 yield fits for their dark matter halos with velocity dispersion $`\sigma =(28,52,45)\mathrm{km}\mathrm{s}^1`$, and core radii $`(3,2.5,6)\mathrm{kpc}`$ (Carignan & Beaulieu (1989); Lake, Schommer, & van Gorkom (1990); Jobin & Carignan (1990)), with assumed distances of $`(4,15,1.7)\mathrm{Mpc}`$, respectively.
If we wish to explain the sizes of these dark matter cores in dwarf galaxies as the result of collisional dark matter, then the collisional radii of the halos of these dwarfs must be larger than the observed core radii, and the collisional radii in rich clusters of galaxies must be much larger, according to (1). Using the conservative values of $`r_c=2\mathrm{kpc}`$ and $`\sigma =50\mathrm{km}\mathrm{s}^1`$ for a typical dwarf galaxy, and assuming that a typical rich cluster is about a third as old as a dwarf galaxy (since massive halos have collapsed more recently than dwarf galaxies; see Fig. 10 of Lacey & Cole 1993), we infer that the collisional radius of a typical rich cluster with velocity dispersion $`\sigma =1000\mathrm{km}\mathrm{s}^1`$ should be at least $`r_c>100\mathrm{kpc}`$.
Within the collisional radius, the halo potential should be very nearly spherical because the collisions should make the velocity dispersion tensor of the dark matter particles isotropic (unless the core is rapidly rotating, which is highly unlikely as will be discussed in §4). This is most easily seen for a finite system, using the tensor virial theorem: the potential energy tensor (which reflects the shape of the mass distribution) will become diagonal over the same timescale as the kinetic energy tensor. The next section discusses the evidence from gravitational lensing showing that cluster cores are elliptical in their inner parts, focusing in particular on the example of MS2137-23.
## 3 The core of the cluster MS2137-23 is elliptical
Highly magnified images of background galaxies (or “arcs”) produced by gravitational lensing have been observed in many clusters of galaxies. In general, models that reproduce the positions and shapes of these images assume the presence of elliptical clumps of dark matter centered on the most luminous galaxies in the cluster, with the ellipticity being oriented along the same axis as the optical light. Examples of clusters that have been modeled in this way include A370 (Kneib et al. (1993)), A2218 (Kneib et al. (1995)), MS2137-23 (Mellier, Fort, & Kneib (1993)), and A2390 (Pierre et al. (1996)). It should be noted that the optical isophotes of the central cluster galaxies generally extend out to the radius where the gravitationally lensed images are observed, where the potential is strongly dominated by the dark matter. The regular elliptical isophotes of the distribution of stars implies that the gravitational potential has the same shape, and this is confirmed by the lensing models that reproduce the positions and shapes of the multiple images of background galaxies.
We note here the intriguing fact that the isophotes of central cluster galaxies tend to show a decrease of the ellipticity toward the center, within radii $`10\mathrm{kpc}`$ (Porter et al. 1991). This might plausibly be an indication of the effects of self-interacting dark matter at this small radius, making the potential more spherical; however, other dynamical effects associated with the formation of these galaxies from mergers might also explain this if the dark matter is collisionless. In this paper, we will discuss the evidence that if there is self-interacting dark matter, the collisional radius in rich clusters of galaxies should be smaller than $`100`$ kpc, leaving the question of whether there might a smaller collisional radius for future work.
Here, we shall focus on the cluster MS2137-23. This cluster has several characteristics that make it particularly useful for our purpose. First, the central region of the cluster appears to be well relaxed as shown from both the optical image, dominated by the central galaxy, and the X-ray emission, centered on the galaxy and with an ellipticity and position angle similar to that of the central galaxy (Hammer et al. (1997)). In clusters with substructure, the presence of multiple mass clumps requires models of the mass distribution with many parameters, making it difficult to constrain the ellipticity of each mass clump. Second, a total of five gravitationally lensed images arising from two sources are observed in MS2137-23, providing many constraints for the lensing model. Although redshifts for these five images have not yet been measured, their morphologies and colors provide strong evidence for the lensing interpretation (Hammer et al. (1997)). One source produces a long, tangential arc and two other arclets, and the second source gives rise to a radially elongated image near the center and another arclet (where “arclet” refers to images that are not magnified by very large factors, but still show a characteristic stretching effect due to lensing).
The positions and relative sizes and shapes of these five images can be reproduced in an extremely simple model: an elliptical mass clump centered on the central galaxy, with the same ellipticity and position angle (Mellier, Fort, & Kneib (1993); Miralda-Escudé (1995)). This model needs only two free parameters for the radial density profile (the velocity dispersion of the cluster and the core radius). Since the positions of the five images alone already provide 6 constraints (ten coordinates of the five images minus 4 for the unknown positions of the two sources), and in addition the relative sizes and orientations of each image are also reproduced, this should be considered as strong evidence that the potential of the dark matter is elliptical, just like the stellar isophotes, and has not been significantly circularized by dark matter collisions at the radius where the images are observed. This radius is 15” for the longest tangential arc, which corresponds to 70 kpc (for $`H_0=70\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$). The radially elongated image is only 5” from the cluster center; however, if the potential became spherical only at this small radius, this radial image would not be significantly altered.
Could other perturbations to the potential, arising from substructure (which causes external shear), mimic the effect of ellipticity if the true potential was spherical within $`100`$ kpc? There are two arguments against this possibility. First, an external shear would be roughly constant within the region of the multiple images, whereas an elliptical potential causes a variable shear and convergence that depend on the density profile (see eqs. 2 to 8 below). Second, there would be no reason why the external shear should be aligned with the major axis of the galaxy. While substructure is common in many clusters, the central parts of MS2137-23 appear relaxed, as discussed above.
Although the fact that the simple elliptical potential, with constant ellipticity as a function of radius, fits the observed positions and shapes of the five images can already be considered as persuasive evidence that the potential cannot be spherical within $`100\mathrm{kpc}`$, it will be useful to show analytically why an ellipticity is required in a model-independent manner. We will focus here on the radial image and its counterimage. These two images of the same source are labeled as A1 and A5 in Mellier et al. (1993), and in Figure 1 of Miralda-Escudé (1995), and as AR and A5 in the HST image presented in Hammer et al. (1997).
A schematic representation of the lensing of the source on the radial caustic is shown in Figure 1, which defines the notation that will be used here. The point labeled $`C`$ is the center of the cluster, and $`S`$ is the position of the source that gives rise to the radial image at $`R`$ and the counterimage at $`I`$ (the entire lensing configuration in this system, with the critical lines and caustics of a simple elliptical potential, is shown in Fig. 1 of Miralda-Escudé 1995). We use polar coordinates on the image plane: $`\theta `$, the angular distance from the center $`C`$, and $`\varphi `$, the azimuthal angle. The light ray observed at $`R`$ is deflected by an angle $`\alpha _{\theta R}`$ in the radial direction, and $`\alpha _{\varphi R}`$ in the azimuthal direction, and the same for the light ray observed at $`I`$.
The specific observed quantity that we will relate to the ellipticity of the potential is the angle $`\gamma `$ of misalignment between the images $`R`$ and $`I`$, relative to the center of the lens. In a spherical potential, the images $`R`$ and $`I`$ should lie on a straight line passing through $`C`$. The observed angle is $`\gamma =19^{}`$, indicating that the potential is elliptical. In principle, this misalignment could also be caused by substructure in the cluster, but this is unlikely in view of the relaxed appearance of the cluster.
We now relate the angle $`\gamma `$ to the ellipticity and the density profile of the potential. If the ellipticity $`ϵ`$ is small, the projected potential is adequately approximated with a quadrupole term (e.g., Miralda-Escudé (1995)),
$$\psi (\theta ,\varphi )=\psi _0(\theta )\frac{ϵ}{2}\psi _1(\theta )\mathrm{cos}(2\varphi ),$$
(2)
where
$$\psi _0(\theta )=_0^\theta 𝑑\theta ^{}\alpha _0(\theta ^{}),$$
(3)
$$\alpha _0(\theta )=\frac{2}{\theta }_0^\theta ^{}𝑑\theta ^{}\theta ^{}\kappa _0(\theta ^{})\theta \overline{\kappa }_0(\theta ^{}),$$
(4)
$$\psi _1(\theta )=\frac{2}{\theta ^2}_0^\theta 𝑑\theta ^{}\theta ^3\kappa _0(\theta ^{}),$$
(5)
and where the surface density of the lens is
$$\kappa (\theta ,\varphi )=\kappa _0(\theta )\frac{ϵ}{2}\theta \frac{d\kappa _0}{d\theta }\mathrm{cos}(2\varphi ).$$
(6)
Here, $`\kappa _0(\theta )`$ is the azimuthally averaged surface density profile, and $`\overline{\kappa }_0(\theta )`$ is the averaged surface density within $`\theta `$. The deflection angle is given by the gradient of the potential,
$$\alpha _\theta =\theta \overline{\kappa }_0(\theta )+\theta \left[\kappa _0(\theta )+\frac{\psi _1(\theta )}{\theta ^2}\right]ϵ\mathrm{cos}(2\varphi ),$$
(7)
$$\alpha _\varphi =\frac{\psi _1(\theta )}{\theta }ϵ\mathrm{sin}(2\varphi ).$$
(8)
In the limit of a small ellipticity of the potential, the angle of misalignment $`\gamma `$ is given by (using the notation in Fig. 1),
$$\gamma =\beta _I\frac{\alpha _{\theta I}}{\theta _I\alpha _{\theta I}}+\beta _R\frac{\alpha _{\theta R}}{\alpha _{\theta R}\theta _R}=\frac{\alpha _{\varphi I}}{\theta _I\alpha _{\theta I}}+\frac{\alpha _{\varphi R}}{\alpha _{\theta R}\theta _R}.$$
(9)
Using the condition that the rays at images $`R`$ and $`I`$ are deflected to the same position $`S`$, which is simply $`\theta _i\alpha _{\theta I}=\alpha _{\theta R}\theta _R`$ (the ellipticity introduces only second order corrections here), we obtain
$$\gamma =\left[\frac{\psi _1(\theta _R)}{\theta _R}+\frac{\psi _1(\theta _I)}{\theta _I}\right]\frac{ϵ\mathrm{sin}(2\varphi _I)}{\theta _I\alpha _{\theta I}}.$$
(10)
We now want to find a lower limit to the ellipticity necessary to generate the observed angle $`\gamma `$. For this purpose, it will be convenient to replace the function $`\psi _1(\theta )/\theta )`$ by an upper limit. Using equation (5), we find that if the $`\kappa _0`$ is constant within $`\theta `$, then $`\psi _1(\theta )/\theta =\theta \overline{\kappa }_0(\theta )/2`$, while in any profile where $`\kappa _0`$ decreases with radius, we have $`\psi _1(\theta )/\theta <\theta \overline{\kappa }_0(\theta )/2`$, because the integral of equation (5) weights more heavily the surface density near $`\theta `$ than at smaller angular radius. Therefore,
$$\gamma <\frac{\left[\theta _R\overline{\kappa }_0(\theta _R)+\theta _I\overline{\kappa }_0(\theta _I)\right]ϵ\mathrm{sin}(2\varphi _I)}{2\theta _I\left[1\overline{\kappa }(\theta _I)\right]}=\frac{(1+\theta _R/\theta _I)ϵ\mathrm{sin}(2\varphi _I)}{2\left[1\overline{\kappa }(\theta _I)\right]}.$$
(11)
We can now substitute the observed values $`\theta _I=22^{\prime \prime }.5`$ (Fort et al. (1992)), and $`\theta _R=5^{\prime \prime }.2`$ (Hammer et al. (1997)):
$$\gamma <0.62\frac{ϵ\mathrm{cos}(2\varphi _I)}{1\overline{\kappa }_0(\theta _I)}.$$
(12)
To obtain a lower limit to $`ϵ`$, we need to assume an upper limit for $`1\overline{\kappa }(\theta _I)`$. Because the two images $`R`$ and $`I`$ result from radial (rather than tangential) magnification, there is no reason why $`\overline{\kappa }`$ needs to be particularly close to unity at either image. Given the relation $`[\overline{\kappa }_0(\theta _R)1]/[1\overline{\kappa }_0(\theta _I)]=\theta _I/\theta _R=4.3`$, the quantity $`1\overline{\kappa }(\theta _I)`$ could be very small only if the surface density profile was very flat between the angular radii $`\theta _R`$ and $`\theta _I`$. This is very unlikely because the velocity dispersion implied for the cluster for an Einstein radius close to $`\theta _I=22^{\prime \prime }.5`$ is already larger than $`1000\mathrm{km}\mathrm{s}^1`$ (see Miralda-Escudé (1995), Figs. 8 and 9), and it would increase to a much higher value at large radius if the slope of the density profile was much shallower than isothermal at $`\theta \theta _I`$.
As a reasonable limit on how flat the $`\overline{\kappa }`$ profile could be from $`\theta _R`$ to $`\theta _I`$, we will assume here $`\overline{\kappa }(\theta _R)/\overline{\kappa }(\theta _I)>2`$ (remember that $`\theta _I/\theta _R=4.3`$). This corresponds to $`1\overline{\kappa }_0(\theta _I)>0.16`$, implying that the image $`I`$ is not tangentially magnified by more than a factor 6, which is reasonable given the length of the image $`I`$ (called A5 in Hammer et al. (1997)), $`3^{\prime \prime }`$, and its axis ratio of $`3`$.
With this condition, and using also $`\mathrm{cos}(2\varphi _I)0.7`$ (e.g., Mellier et al. 1993; we assume the major axis of the potential is aligned with that of the central galaxy), and $`\gamma =0.33`$, the lower limit on the ellipticity from equation (12) is
$$ϵ>0.77[1\overline{\kappa }(\theta _I)]0.1.$$
(13)
This is only a lower limit that we have obtained using only one observational constraint, the misalignment of two images relative to the center. The models that reproduce also the three images of the other source require an ellipticity $`ϵ0.2`$.
There are other clusters that show little substructure in their inner parts and are well modelled by an elliptical potential with the major axis coinciding with that of the central galaxy: one is A2218 (Kneib et al. 1995), which requires two clumps in the model, but with the dominant agreeing in position and ellipticity with the central cluster galaxy. Another is A963, which shows two tangential arcs around the central giant elliptical (Lavery & Henry 1988). In the case of A963 the ellipticity is difficult to constrain because there are only two images which could be from the same source or two different sources.
## 4 Discussion
The modeling of multiple images of background galaxies produced by gravitational lensing in clusters of galaxies require elliptical models of the mass distribution in order to reproduce their positions and magnifications successfully (Kneib et al. (1993); Mellier, Fort, & Kneib (1993); Kneib et al. (1995)). The last section discussed the specific example of MS2137-23, where the misalignment in the position of two images relative to the cluster center can be used to constrain the ellipticity in a model-independent way: the ellipticity of the dark matter halo around the central galaxy must be greater than $`0.1`$ within the image $`I`$, which is at $`22^{\prime \prime }.5`$ from the cluster center, corresponding to a distance of $`65h^1\mathrm{kpc}`$. The fact that the dark matter halos of galaxy clusters are elliptical within this small radius implies that the dark matter particles have not collided over the age of the cluster. As shown in §2, this also implies that the observed cores of the dark matter halos in dwarf galaxies are too big to have been caused by dark matter self-interaction, as proposed by Spergel & Steinhardt (2000).
Further evidence supporting that cluster dark matter halos are elliptical at radii $`100`$ kpc comes from the similarity with the ellipticity of the optical isophotes of the central cluster galaxies in both the magnitude of the ellipticity and the orientation of the major axis (Mellier, Fort, & Kneib (1993); Kneib et al. (1993); Kneib et al. (1995)). If the underlying dark matter distribution became spherical due to the collisions, the ellipticity of the stellar distribution would be reduced (although not eliminated, owing to the anisotropy in the velocity dispersion tensor). According to Hammer et al. (1997), the central galaxy in MS2137-23 has ellipticity $`ϵ=0.16\pm 0.02`$ beyond the radius of the radial arc, and the best fit ellipticity for the lens model is $`ϵ=0.18`$ (see also Kneib et al. (1995) for similar conclusions obtained in the cluster A2218). We note again that the ellipticities of the optical isophotes decline at a radius smaller than that probed by gravitational lensing (Porter et al. 1991).
The ellipticity of the cluster halo can be used to place an upper limit on the interaction rate of the dark matter, in terms of the cross section $`s_x`$ and mass $`m_x`$ of the dark matter particle. We assume here that the collisional radius must be smaller than the distance from the center to the long tangential arc and two other arclets (these images are A01-A02, A2 and A4 in Hammer et al. (1997), and they also require an ellipticity similar to that of the central galaxy in the lensing models), which is about $`70\mathrm{kpc}`$. The dark matter density at this radius is $`\rho \mathrm{\Sigma }_{crit}/2r`$, where the critical surface density is $`\mathrm{\Sigma }_{crit}1\mathrm{g}\mathrm{cm}^2`$ for a source at $`z_s=1`$. Assuming also a cluster velocity dispersion $`\sigma =1000\mathrm{km}\mathrm{s}^1`$ (roughly the minimum value required given the Einstein radius of the cluster), and a cluster age $`t_c=5\times 10^9`$ years, we obtain the upper limit
$$\frac{s_x}{m_x}<\frac{1}{\rho \mathrm{\hspace{0.17em}2}^{1/2}\sigma t_c}10^{25.5}\frac{\mathrm{cm}^2}{m_p}0.02\frac{\mathrm{cm}^2}{\mathrm{g}}.$$
(14)
For the dwarf galaxies DDO 154, DDO 170, and DDO 236 mentioned in §2, with velocity dispersion $`\sigma =(28,52,45)\mathrm{km}\mathrm{s}^1`$, and core radii $`(3,2.5,6)\mathrm{kpc}`$, the time it would take for the collisional radius to reach the value of their core radii if $`s_x/m_x`$ were equal to the above upper limit is $`t=(40,5,40)\times 10^{10}`$ years, respectively \[where we have used the relation $`t\sigma ^3/r_c^2`$, from eq. (1) \].
The limit we have obtained on the self-interaction of the dark matter also rules it out as an explanation for the low abundance of dwarf galaxies in the Local Group, compared to the predictions of halo satellites abundances from numerical simulations (Klypin et al. (1999); Moore et al. 1999a ). In order to strike out the dark matter particles, the satellite halos must be moving in an orbit inside the collisional radius. For example, in the Milky Way halo (with $`\sigma 150\mathrm{km}\mathrm{s}^1`$), the collisional radius cannot be greater than about $`6\mathrm{kpc}`$, if $`r_c<100\mathrm{kpc}`$ in a cluster with $`\sigma =1000\mathrm{km}\mathrm{s}^1`$ (where we use the scaling $`r_c\sigma ^{3/2}`$).
Finally, we mention three ways by which the collisional dark matter hypothesis might still remain viable as an explanation of the constant density cores observed in some dwarf galaxies. A first possibility is that the presence of substructure in the mass distribution of MS2137-23, or of other massive structures projected on the line of sight of the cluster, introduces an external shear that would modify the positions of the images. However, this seems unlikely as discussed in §3, because elliptical models fit the observed positions and shapes of the images remarkably well with fewer model parameters than observational constraints, and an external shear induces a lensing potential different than a constant ellipticity, and would not generally be aligned with the major axis of the galaxy. The second possibility is that the ellipticity of the dark matter could be supported by rotation, instead of anisotropic velocity dispersion. However, halos formed by collisionless collapse are known to rotate very slowly (Barnes & Efstathiou (1987); Warren et al. (1992)), and the collisions would further slow down the rotation of the central parts of the halo by enforcing solid body rotation. Finally, there is the possibility that the cross section for the dark matter interaction decreases with velocity. Here we have assumed the cross section to be constant; if it were proportional to $`v^1`$ (see, e.g., Firmani et al. 2000), then the constraints we have used here from gravitational lensing in clusters of galaxies would allow a large enough collisional radius in dwarfs to explain their dark matter core radii.
I am grateful to Andy Gould, Paul Steinhardt and David Weinberg for discussions and for their encouragement. |
warning/0002/physics0002046.html | ar5iv | text | # Cosmological Models with “Some” Variable Constants
## I Introduction.
In a recent paper (see ) a study was carried out of the behaviour of $`G`$ and $`\mathrm{\Lambda }`$ “constants” in the framework described by a cosmological model with flat FRW symmetries and whose moment-energy tensor was described by a perfect fluid whose state equation is : $`(p=\omega \rho `$ / $`\omega =const.)`$ taking into account the conservation principle. In light of coincidences encountered with O’Hanlon and Tam’s work (see ) it was decided to demonstrate that we could also reach the same results as those of the authors in the case of a model describing a Universe with predominance of matter. With the hypothesis carried out in previous work (see ) i.e. the only real constants taken into consideration are the speed of light $`c`$ and the Boltzmann constant $`k_B.`$ In this work the “constants” $`G,\mathrm{},a,e,m_i`$ and $`\mathrm{\Lambda }`$ are considered as scalar functions dependent on time showing that one of our models reaches the same results of those of O’Hanlon and Tam. It should also be pointed out how the use of Dimensional Analysis (DA) enables us to find in a trivial way, a set of solutions to this type of models with $`k=0`$ y taking into account the conservation principle, as it will be seen that the different equations posed are not trivially integrable, but “without going overboard” as the method has certain limitations. The numerical calculations carried out show that the results obtained are not discordant with those presently observed for cosmological parameters, however, the model seems irreconcilable with electromagnetic and quantum quantities. The idea of being able to unite in one field both gravitation and the rest of the forces has been, since the beginning of the century, a very active field of work. The inconsistencies observed in our model makes us think “momentaneously” that the approach to the problem is inadequate, that is to say, that we are working with faulty hypothesis from the start.
The paper is organized as follows: In the second section the equations of the model are presented and some small considerations on the dimensional method followed are made. In the third section, use is made of dimensional analysis to obtain a solution to the main quantities appearing in the model. In the fourth section two specific models are studied - one with radiation predominance and the other with matter predominance and finally in the fifth section a brief summary and concise conclusions are made.
## II The model.
The modified field equations are as follows:
$$R_{ij}\frac{1}{2}g_{ij}R\mathrm{\Lambda }(t)g_{ij}=\frac{8\pi G(t)}{c^4}T_{ij}$$
(1)
and it is imposed that:
$$div(T_{ij})=0$$
where $`\mathrm{\Lambda }(t)`$ represent the cosmological “constant”. The basic ingredient of the model are:
1. The line element defined by:
$$ds^2=c^2dt^2+f^2(t)\left[\frac{dr^2}{1kr^2}+r^2\left(d\theta ^2+\mathrm{sin}{}_{}{}^{2}\theta d\varphi ^2\right)\right]$$
we only consider here the case $`k=0.`$
2. The energy-momentum tensor defined by:
$$T_{ij}=(\rho +p)u_iu_jpg_{ij}p=\omega \rho $$
where $`\omega `$ is a numerical constant such that $`\omega [0,1]`$
Whit this supposition the equation that govern the model are as follows:
$$2\frac{f^{\prime \prime }}{f}+\frac{(f^{})^2}{f^2}=\frac{8\pi G(t)}{c^2}p+c^2\mathrm{\Lambda }(t)$$
(2)
$$3\frac{(f^{})^2}{f^2}=\frac{8\pi G(t)}{c^2}\rho +c^2\mathrm{\Lambda }(t)$$
(3)
$$div(T_{ij})=0\text{ }\rho ^{}+3(\omega +1)\rho \frac{f^{}}{f}=0$$
(4)
integrating equation (4) it is obtained the well-known relationship.
$$\rho =A_\omega f^{3(\omega +1)}$$
(5)
where $`f`$ represent the scale factor that appear in the metric and $`A_\omega `$ is the constant of integration that has different dimensions and physical meaning depending on the state equation imposed i.e. depends on $`\omega `$.
Following the Kalligas et al‘s work (see ), if we derive equation (3) and it is simplified with (2) it is obtained the relationship:
$$G\rho ^{}+3(1+\omega )\rho G\frac{f^{}}{f}+\rho G^{}+\frac{\mathrm{\Lambda }^{}c^4}{8\pi }=0$$
(6)
From equations (6) and (4) we obtain the next equation that relate $`G`$ with $`\mathrm{\Lambda }`$
$$G^{}=\frac{\mathrm{\Lambda }^{}c^4}{8\pi \rho }$$
(7)
from all these relationship it is obtained the following differential equation that it is not immediately integrated (see ):
$$\frac{\rho ^{}\rho ^{\prime \prime }}{\rho ^2}\left(\frac{\rho ^{}}{\rho }\right)^3=12\pi (\omega +1)^2\frac{G\rho ^{}}{c^2}$$
(8)
for this reason we utilize the dimensional method. This equation also we can integrate through similarity and dimensional method following a well- established way to integrate pde and odes. This last option is studied in other paper (see ). In this case we work a naive Dimensional Analysis.
The followed dimensional method needs to make these distinctions. It is necessary to know beforehand the set of fundamental quantities together with one of the unavoidable constant (in the nomenclature of Barenblatt designated as governing parameters). In this case the only fundamental quantity is the cosmic time $`t`$ as can be easily deduced from the homogeneity and isotropy supposed for the model. The set of unavoidable constant are in this case the speed of light $`c,`$ the integration constant $`A_\omega `$ (obtained from equation (5) that depending on the state equation will have different dimensions and physical meaning) and the Boltzman constant $`k_B`$ that will be taking into account to relate thermodynamics quantities
In a previous paper (see ) the dimensional base was calculated for this type of models, being this $`B=\{L,M,T,\theta \}`$ where $`\theta `$ stands for dimensions of temperature. The dimensional equations of each of the governing parameters is:
$$\left[t\right]=T\left[c\right]=LT^1\left[A_\omega \right]=L^{2+3\omega }MT^2$$
$$\left[k_B\right]=L^2MT^2\theta ^1$$
All the derived quantities will be calculated in function of these governing parameters, that is say, in function of the cosmic time $`t`$ and the set of unavoidable constants $`c,`$ $`k_B`$ and $`A_\omega `$ with respect to the dimensional base $`B=\{L,M,T,\theta \}.`$
## III Solutions through D.A.
We are going to calculate through dimensional analysis D.A. i.e. applying the Pi Theorem, the variation of $`G(t)`$ in function on $`t`$ and temperature $`\theta ,`$ $`G(\theta )`$ (see ), the Planck’s constant $`\mathrm{}(t),`$the radiation constant $`a(t),`$ the charge of the electron $`e(t),`$ the mass of an elementary particle $`m_i(t)`$, the variation of the cosmological “constant” $`\mathrm{\Lambda }(t),`$ the energy density $`\rho (t),`$ the matter density $`\rho _m(t),`$ the radius of the universe $`f(t),`$ the temperature $`\theta (t)`$, the entropy $`S(t)`$ and finally the entropy density $`s(t)`$
### A Calculation of $`𝐆(𝐭)`$.
As we have indicated above, we are going to accomplish the calculation of the variation of $`G`$ applying the Pi theorem. The quantities that we consider are: $`G=G(t,c,A_\omega ).`$ with respect to the dimensional base $`B=\{L,M,T,\theta \}.`$ We know that $`\left[G\right]=L^3M^1T^2`$
Through a direct aplication of Pi Theorem we obtain a single monomial that leads to the following expression for $`G`$
$$G(t)\frac{t^{1+3\omega }c^{5+3\omega }}{A_\omega }$$
(9)
If we want to relate $`G`$ with $`\theta `$ (see ) the solution that DA give us is: $`G=G(t,c,A_\omega ,a,\theta ).`$ We need to introduce a new dimensional “constant” $`a`$, in this case thermodynamics, to relate the temperature whit the rest of quantities. The same result is obtained if we consider $`k_B.`$
$$G(\theta )A_\omega ^{\frac{1}{3(\omega +1)}}c^4\left(a\theta ^4\right)^{\frac{\omega 1}{3(\omega +1)}}$$
(10)
### B Calculation of the Planck’s constant $`\mathrm{}(t):`$
$`\mathrm{}=\mathrm{}`$ $`(t,c,A_\omega )`$ where its dimensional equation is $`\left[\mathrm{}\right]=L^2MT^1`$
$$\mathrm{}(t)A_\omega c^{3\omega }t^{13\omega }$$
(11)
### C Calculation of the radiation “constant” $`𝐚(𝐭)`$:
$`a=a(t,c,A_\omega ,k_B)`$ where its dimensional equation is $`\left[a\right]=L^1MT^2\theta ^4`$
$$k_B^4a(t)A_\omega ^3c^{9\omega 3}t^{9\omega 3}$$
(12)
### D Calculation of the electron charge $`𝐞(𝐭):`$
$`e=e(t,c,A_\omega ,ϵ_0)`$ where its dimensional equation is $`\left[e^2ϵ_0^1\right]=L^3MT^2`$
$$e^2(t)ϵ_0^1A_\omega c^{13\omega }t^{13\omega }$$
(13)
### E Calculation of the mass of an elementary particle $`m_i(t):`$
$`m_i=m_i(t,c,A_\omega )`$ where its dimensional equation is $`\left[m_i\right]=M`$
$$m_i(t)A_\omega c^{23\omega }t^{3\omega }$$
(14)
### F Calculation of the cosmological “constant” $`\mathrm{\Lambda }(t).`$
$`\mathrm{\Lambda }=\mathrm{\Lambda }(t,c,A_\omega )`$ where $`\left[\mathrm{\Lambda }\right]=L^2`$
$$\mathrm{\Lambda }(t)\frac{1}{c^2t^2}$$
(15)
it is observed that not depends on $`A_\omega `$ i.e. it is not depends on state equation. This solution will be valid for both models.
### G Calculation of the energy density $`\rho (t)`$
$`\rho =\rho (t,c,A_\omega )`$ with respect to the base $`B`$ its dimensional equation is: $`\left[\rho \right]=L^1MT^2`$
$$\rho (t)A_\omega \left(ct\right)^{3(\omega +1)}$$
(16)
### H Calculation of the radius of the Universe $`f(t).`$
$`f=f(t,c,A_\omega )`$ where its dimensional equation is $`\left[f\right]=L`$
$$f(t)ct$$
(17)
it is observed that no depends on $`A_\omega `$ i.e. is not depend on state equation. This solution is valid for both models. Then:
$$q=\frac{f^{\prime \prime }f}{\left(f^{}\right)^2}=0$$
$$H=\frac{f^{}}{f}=\frac{1}{t}$$
$$d_H=ct\underset{t_00}{lim}_{t_0}^t\frac{dt^{}}{f(t^{})}=\mathrm{}$$
i.e. there is no horizon problem, since $`d_H`$ diverge when $`t_00.`$
### I Calculation of the temperature $`\theta (t).`$
$`\theta =\theta (t,c,A_{\omega ,}a)`$ where $`\left[\theta \right]=\theta `$
$$a^{\frac{1}{4}}\theta (t)A_\omega ^{\frac{1}{4}}\left(ct\right)^{\frac{3}{4}(1+\omega )}$$
(18)
we can too calculate it in function of $`k_B`$ i.e. $`\theta =\theta (t,c,A_{\omega ,}k_B)`$
$$k_B\theta (t)A_\omega c^{3\omega }t^{3\omega }$$
(19)
we may check that this relationship is verified:
$$\rho =a\theta ^4=A_\omega (ct)^{3(\omega +1)}=A_\omega (f)^{3(\omega +1)}$$
### J Calculation of the entropy $`𝐒(t).`$
$`S=S(c,A_{\omega ,}a)`$ where $`\left[S\right]=L^2MT^2\theta ^1`$
$$S(t)\left(A_\omega ^3a(ct)^{3(13\omega )}\right)^{\frac{1}{4}}$$
(20)
### K Entropy density $`𝐬(t).`$
$`s=s(t,c,A_{\omega ,}a)`$ where $`\left[s\right]=L^1MT^2\theta ^1`$
$$s(t)\left(A_\omega ^3a\right)^{\frac{1}{4}}\left(ct\right)^{\frac{9}{4}(1+\omega )}$$
(21)
## IV Different Cases.
All the following cases can be calculated without difficulty. Two specific models are studied: in first place a universe with radiation predominance which corresponds to the imposition of $`\omega =1/3`$ in the state equation; and in second place a model describing a universe with matter predominance corresponding to the imposition of $`\omega =0`$ as state equation.
### A Model with radiation predominance
In this case the behaviour of the “constants” obtained is the following:
$$G(t)A_\omega ^1t^2c^6Gt^2$$
$$Gc^4\left(A_\omega a\right)^{\frac{1}{2}}\theta ^2G\theta ^2$$
$$\mathrm{}A_\omega c^1t^0\mathrm{}const.$$
$$ak_B^4A_\omega ^3c^0t^0aconst.$$
$$e^2ϵ_0^1A_\omega c^0t^0e^2ϵ_0^1const.$$
$$m_iA_\omega c^3t^1m_it^1$$
$$\mathrm{\Lambda }c^2t^2\mathrm{\Lambda }t^2$$
While the result obtained for the rest of quantities is:
$$fctft$$
$$\rho A_\omega \left(ct\right)^4\rho t^4$$
$$\theta k_B^1A_\omega c^1t^1\theta t^1$$
$$S\left(A_\omega ^3a\right)^{\frac{1}{4}}Sconst.$$
$$s\left(A_\omega ^3a\right)^{\frac{1}{4}}\left(ct\right)^3st^3$$
In the first place it should be pointed out that with regard to the values obtained for $`G,\mathrm{\Lambda },f,\rho `$ and $`\theta `$ the same were obtained as those already found in literature (see ,, and ) demonstrating in this way that DA is a good tool for dealing with these types of problems. In the same way the result obtained for $`G(\theta )\theta ^2`$ coincides with that obtained by Zee (see ). It is proven, amazingly, that the result obtained for the remainder of the “constants” is that these are constant in the model in spite of considering them as variable, with the exception of the mass of an elemental particle which varies as $`m_it^1`$. Observe that with regards to the “indissoluble” relationship $`e^2ϵ_0^1const.`$ it can be said that $`e^2ϵ_0`$ in such a way that the product $`e^2ϵ_0^1const.`$ remains constant. If Moller and Landau et al ‘s observations (see ) are taken into account, in which the following relation $`ϵ_0f(t)`$ is shown , in our case $`ϵ_0f(t)t`$ we therefore find that $`e^2ϵ_0t`$ of the relation $`c^2=(1/ϵ_0\mu _0)`$ we obtain $`ϵ_0\mu _0^1`$. In the same way the following coincidences can be observed: $`\mathrm{}A_\omega c^1`$being and $`a\frac{k_B^4}{c^3h^3}`$ if substituted the expression obtained though D.A. i.e. $`ak_B^4A_\omega ^3`$ can be recovered and results consistent. On the other hand, from the relation $`e^2ϵ_0^1A_\omega `$ and $`\mathrm{}A_\omega c^1`$ it can be seen that $`e^2ϵ_0^1\mathrm{}c`$ a relation known by all. All these results are coherent with the behaviour of all energies, as $`E=k_B\theta t^1`$ , $`E=mc^2t^1`$if not this relation would be constant ¡! $`E=\mathrm{}\gamma t^1`$ and the total Borh energy $`E_{TB}=\frac{me^4}{ϵ_0^2\mathrm{}^2}t^1.`$
It will now be checked if the results obtained are compatible with the observational data available.
From the equation (5) the value of the constant $`A_\omega `$ is obtained (as in this model $`\omega =1/3`$ thus the denomination henceforth will be as $`A_1`$). It is known that $`\rho 10^{13.379}Jm^3`$ and $`f10^{28}m`$ with this data $`A_110^{100.5}m^3kgs^2`$ is obtained. With this value of $`A_1`$ it is checked whether the value of $`G`$ predicted by our model is obtained. As $`G(t)A_\omega ^1t^2c^6`$ where $`c10^{8.47}ms^1`$ and $`t10^{20}s`$
$$G(t)A_\omega ^1t^2c^610^{10.17}m^3kg^1s^2$$
i.e. our model is capable of recovering the value presently accepted of the “constant$`G`$. If we proceed in the same way with the formula for $`G(\theta )`$ a value for $`G`$ about $`G10^{9.562}m^3kg^1s^2`$ is obtained i.e. a little below that presently observed. With regards to the cosmological “constant” it is observed that : if $`t10^{20}s`$ and $`c10^{8.4}ms^1`$ $`\mathrm{\Lambda }10^{56}m^2`$ which corresponds to that presently accepted.
If the value obtained for $`A_1`$ is taken into account it can be seen with ease that the following value of the cosmic background radiation temperature is obtained i.e $`\theta 10^{0.4361}K`$ if the “constant” $`a`$ takes a value of $`a10^{15.1211}Jm^3K^4`$ in the expression $`a^{\frac{1}{4}}\theta (t)A_\omega ^{\frac{1}{4}}\left(ct\right)^1`$ i.e. we can also deduce through this result the value presently accepted of the cosmic background radiation temperature also recovering the expression for energy density $`\rho =a\theta ^4`$. Finally it should be pointed out that our model is without the nominated problem of horizon although it is not yet rid of the problem of entropy, also constant here.
For the moment , we can see that the model works well (fantastic) but we shall now see how it functions with respect to the electromagnetic and quantum constants. With the values calculated previously we observe, much to our disappointment, that we do not obtain (with the expressions indicated) any of the values presently accepted for each of these “constants”. For example we see that $`\mathrm{}A_1c^110^{91.5}Js^{1\text{ }}`$while for the radiation constant $`ak_B^4A_\omega ^310^{300}`$ $`m^1kgs^2K^4`$ and $`e^2ϵ_0^1A_110^{100.5}`$ $`m^3kgs^2`$ i.e. we are obtaining totally “preposterous results”. We can see that we are unable to reconcile our results with the present values of the said “constants”.
Let us think now in a different way: from the relation $`e^2ϵ_0^1A_1`$ we obtain the value of the constant $`A_1`$which we shall now call $`A_1^{}`$ to avoid as far as possible confusion through excessive notation. The value of this new constant is in the region of $`A_1^{}10^{26}m^3kgs^2`$.so with this value of $`A_1^{}`$ we can recover the present values both of $`\mathrm{}`$ and $`a`$ but none of the cosmological parameters such as $`G,\rho `$ etc. how strange.
We can see that even if by one path we can perfectly describe the cosmological parameters $`G,`$ $`f,`$ $`\rho ,`$ $`\theta `$ and $`\mathrm{\Lambda }`$ we cannot recover the values of $`\mathrm{},`$ $`a,`$ $`e,`$ $`ϵ_0`$ etc. and vice versa. This makes us think that this approach (I can now dare to qualify it as simplistic as it is indeed a “toy model”) is not correct and that previous hypothesis should be taken into account or perhaps create an adequate theoretical framework capable of describing both worlds … ( I think we have rediscovered America!).
However, the approach displayed here is not totally wild for the following reasons: J.A. Wheeler (see ) stated that if the constants of Physics must vary, these would do so in function of universal time. This time is our universal time function which we can define in our model as we have built it through a FRW metric type i.e. that our ST space-time can be foliated in 3-spaces and these are different from one another in the value of slice-labeling i.e. $`trK`$. The uranian mine in Gabon has given the evidence necessary to be able to affirm that the masses and charges of particles have changed with time, but which time? Proper or universal? One can suddenly think that we are talking about proper time as changes of masses and charges are proper ones! The collapse syndrome puts a limit in the region of $`10^{37}/year`$ on the variation of the charge of the electron $`e`$ (with respect to proper time). A more thorough analysis of this last section shows a series of difficulties “the collapse syndrome” hindered by Pauli’s exclusion principle. The idea expressed by Wheeler is, therefore, that the “constants” vary with respect to universal time and not proper time. This argument sets universal time in a place of privilege in the argument about the “change” in microphysics on cosmological scales. On the other hand, as previously indicated, Moller and Landau et al (see )) have shown a relation, now firmly established , by which $`ϵ_0`$ should vary according to the radius of the universe, $`ϵ_0f(t)`$ .
For all these reasons we have decided to carry out a similar study (i.e. it seems our suppositions are not completely preposterous) however, the results obtained surprise us.
### B Model with matter predominance.
In this case the behaviour of the “constants” obtained is the following:
$$G(t)A_\omega ^1c^5tGt$$
$$\mathrm{}A_\omega c^0t\mathrm{}t$$
$$ak_B^4A_\omega ^3c^3t^3at^3$$
$$e^2ϵ_0^1A_\omega cte^2ϵ_0^1t$$
$$m_iA_\omega c^2t^0m_iconst.$$
$$\mathrm{\Lambda }c^2t^2\mathrm{\Lambda }t^2$$
While the result obtained for the rest of quantities is:
$$fctft$$
$$\rho A_\omega \left(ct\right)^3\rho t^3$$
$$\theta k_B^1A_\omega c^0t^0\theta const.$$
$$S\left(A_\omega ^3a(ct)^3\right)^{\frac{1}{4}}St^3$$
$$s\left(A_\omega ^3a\right)^{\frac{1}{4}}\left(ct\right)^{9/4}st^{9/4}$$
In the same way as for the previous model it is seen that with respect to quantities $`G,`$ $`f,`$ $`\rho `$ and $`\mathrm{\Lambda }`$ the same results found in literature (see , and ) are obtained. With regards to the rest of “constants” studied we see that in this case they do vary.
In particular regarding $`G,`$ $`\mathrm{},`$ $`e`$ and $`\rho `$ the same results as O’Hanlon et al (see ) are obtained. These authors set out from the Dirac model , its LNH, and by means of some pertinent modifications five dimensionless numbers are obtained, in the same way as that of the Dirac model, but this time reaching totally different results. With their five dimensionless numbers together with the hypothesis that the mass of the universe is constant (we do not need to make a similar hypothesis, the model tells us $`m_iconst.`$) they are brought to the only way in which $`G,`$ $`e^2`$ and $`\mathrm{}`$ vary. The $`\rho `$ average density of the universe mass varies thus $`\rho t^{3\text{ }}`$ while $`Gt`$, $`e^2t`$ and $`\mathrm{}t`$ while energy is conserved. This models responds, at the same time, to the axioms of Milne’s Kinematic Relativity (see ).
If $`\rho `$ is considered as mass density then $`A_\omega `$ (constant denoted by $`A_0`$) $`\left[A_0\right]=M`$ represents the universe mass, and the expression $`G(t)`$ remains thus:
$$GA_\omega c^3tGt$$
verifying the Sciama formula $`\rho Gt^21`$ (on inertia). Furthermore if we take into account the numeric values of the constant and the quantity $`t`$ we obtain the present value of $`G10^{10.1757}m^3kg^1s^2`$ i.e. $`t10^{20}s,`$ $`c10^{8.5}ms^1`$ and $`A_010^{56}kg.`$ This result was already obtained by Milne in 1935 (see ). In the same way as in the previous case we are capable (with the value obtained of $`A_0)`$ of recovering all the cosmological quantities but not those corresponding to electromagnetism and the Planck “constant”. And vice versa. With regards to the cosmological “constant” in the same way as in the previous case we see that if $`t10^{20}s`$ and $`c10^{8.4}ms^1`$ $`\mathrm{\Lambda }10^{56}m^2`$ a value which corresponds to that presently accepted.
## V Summary and conclusions.
We have resolved through Dimensional Analysis DA a flat FRW model i.e. with $`k=0`$ whose energy-momentum tensor is described by a perfect fluid and taking into account the conservation principle for said tensor i.e. $`div(T_{ij})=0`$ in which some constants are considered as variable i.e. as scalar functions dependent on time. It has been proven that the dimensional technique used resolves in a trivial manner the problem posed and that the results reached correspond to those already existing in literature. New solutions have been contributed as our model is more general as the variation of the “constants” $`\mathrm{},`$ $`e,`$ $`a,`$ $`ϵ_0`$ , $`\mu _0`$ and $`m_i`$ is contemplated.
In the two models studied it is proven that the solutions obtained are coherent with reference to cosmological parameters while for electromagnetic and quantum quantities our model is not capable of adjusting itself to data presently accepted for these. “At this time” we believe that the approach is erroneous, an unsettling question under revision.
With regards to the model with matter predominance it is seen that it is capable of theoretically justifying the O’Hanlon et al model, as we obtain their same results without having to resort to any assumption or precise numerological coincidence, even if it is based on the Dirac hypothesis. |
warning/0002/hep-ex0002028.html | ar5iv | text | # UPPER LIMITS IN THE CASE THAT ZERO EVENTS ARE OBSERVED: AN INTUITIVE SOLUTION TO THE BACKGROUND DEPENDENCE PUZZLE
## 1 INTRODUCTION
The study of a new phenomenon in science often ends up in a null result. However it might be of great importance to set upper limits, as this will help our understanding by eliminating some of the theories proposed.
The determination of upper limits is presently a hotly debated issue in several fields of physics. Many papers have been devoted to this problem and different solutions have been proposed. In particular the problem has been discussed in paper (“unified approach”) and, more recently, in papers , based on the Bayes’ theory. The use of the “unified approach” (FC) to set upper limits or confidence intervals is recommended by the PDG . The “unified” and the Bayesian approaches are very different, not only in the sense that they lead to different numerical results but more radically in the meaning they attribute to the quantities involved. These differences lead to intrinsic problems in any comparison of their separate results. The purpose of this letter is to try to throw some light on this contentious and important issue. We shall show that the Bayesian approach is the correct one. If our argument is accepted by the scientific community, many debates about upper limits will be clarified.
## 2 THE BACKGROUND DEPENDENCE PUZZLE
According to the (FC) “unified approach” the upper limit is calculated using a revised version of the classical Neyman construction for confidence intervals. This approach is usually referred to as the “unified approach to the classical statistical analysis”, and it aims to unify the treatment of upper limits and confidence intervals. On the Bayes side, according to , the upper limit may be calculated using a function $``$ that is proportional to the likelihood. This function is called the ”relative belief updating ratio” and has already been used to analyse data in papers . The procedure has been extensively described by G. D’ Agostini in .
Comparison between the two approaches is difficult for the general case. But we have noticed a special case which is easier to discuss. In this case the greater efficacy of one approach compared to the other one seems clear. This case is when the experiment gave no events, even in the presence of a background greater than zero.
When there are zero counts, the predictions obtained with the two methods are different and both are -intuitively- quite disturbing. Our intuition would, in fact, be satisfied by an upper limit that increases with the background level, and this is, in general, the case when the observation gives a number of events of the order of the background. However, when zero events are observed, the “unified approach” upper limit decreases if the background increases (a noisier experiment puts a better upper limit than a less noisy one, which seems absurd) while the Bayesian approach leads to the predictions that a constant upper limit will be found (the upper limit does not depend on the noise of the experiment). Various papers have been devoted to the problem of solving some intrinsic difficulties with the ”unified” approach: in particular to solving the problem of ”enhancing the physical significance of frequentist confidence intervals”, or to imposing ”stronger classical confidence limits”. In this latter article the proposed method ”gives limits that do not depend on background in the case of no observed events” (that is the Bayesian result !).
In what follows we will give an explanation for the two results.
We remind the reader that the physical quantity for which a limit must be found is the events rate (i.e. a gravitational wave burst rate) $`r`$. Here we will assume stationary working conditions. For a given hypothesis $`r`$, the number of events which can be observed in the observation time $`T`$ is described by a Poisson process which has an intensity equal to the sum of that due to background and that due to signal.
In general, the main ingredients in our problem are that:
* we are practically sure about the expected rate of background events $`r_b=n_b/T`$ but not about the number of events that will actually be observed (which will depend on the Poissonian statistics). $`T`$ is the observation time;
* we have observed a number $`n_c`$ of events but, obviously, we do not know how many of these events have to be attributed to background and how many (if any) to true signals.
Under the stated assumptions, the likelihood is
$$f(n_c|r,r_b)=\frac{e^{(r+r_b)T}((r+r_b)T)^{n_c}}{n_c!},$$
(1)
We will now concentrate on the solution given by the Bayesian approach.
The “relative belief updating ratio” $``$ is defined as:
$$(r;n_c,r_b,T)=\frac{f(n_c|r,r_b)}{f(n_c|r=0,r_b)},$$
(2)
This function is proportional to the likelihood and it allows us to infer the probability that $`rT`$ signals will be observed for given priors (using the Bayes’s theorem).
Under the hypothesis $`r_b>0`$ if $`n_c>0`$, $``$ becomes
$$(r;n_c,r_b,T)=e^{rT}\left(1+\frac{r}{r_b}\right)^{n_c}.$$
(3)
The upper limit, or -more properly- ”standard sensitivity bound” , can then be calculated using the $``$ function: it is the value $`r_{ssb}`$ obtained when
$$(r_{ssb};n_c;r_b;T)=0.05$$
(4)
We remark that 5% does not represent a probability, but is a useful way to put a limit independently of the priors.
Eq. 3 when no events are observed, that is, when $`n_c`$=0, becomes:
$$(r)=e^{rT}$$
(5)
Thus putting $`n_c=0`$ in Eq. 4 we find $`r_{ssb}=2.99`$, independently of the value of the background $`n_b`$.
We will not describe the well known (FC) procedure here, but we would just observe that, according to this procedure, for $`n_c=0`$ and $`n_b=0`$, the upper limit is 3.09 (numerically almost identical to the Bayes’ one) $`but`$ it decreases as $`n_b`$ increases (e.g. for $`n_c=0`$ and $`n_b=15`$ the upper (FC) limit at 95% CL is 1.47).
In an attempt to understand such different behaviour we will now discuss some particular cases. Suppose we have $`n_c=0`$ and $`n_b0`$. This certainly means that the number of accidentals, whose average value can be determined with any desired accuracy, has undergone a fluctuation. The larger the $`n_b`$ values, the smaller is the $`apriori`$ probability that such fluctuations will occur. Thus one could reason that it is less likely that a number $`n_{gw}`$ of real signals could have been associated with a large value of $`n_b`$, since the observation gave $`n_c=0`$.
According to the Bayesian approach, instead, one cannot ignore the fact that the observation $`n_c=0`$ has already being made at the time the estimation of the upper limit comes to be calculated. The Bayesian approach requires that, given $`n_c=0`$ and $`n_b0`$, one evaluates the $`chance`$ that a number $`n_{gw}`$ of signals exists. This $`chance`$ of a possible signal is applied to the observation that has already been made.
Suppose that we have estimated the average background with a high degree of accuracy, for example $`n_b`$=10. In the absence of signals, the a priori probability of observing zero events, due just to a background fluctuation, is given by
$$f_n=f(n_c=0|n_b=10)=e^{n_b}=4.510^5$$
(6)
Now, suppose that we have measured zero events, that is $`n_c`$=0. In general $`n_c=(n_b+n_{gw})`$. It is now nonsense to ask what the probability that $`n_c`$=0 is, since the experiment has already been made and the probability is 1.
We may ask how the a priori probability would be changed if $`n_{gw}`$ signals were added to the background. We get
$$f_{sn}=f(n_c=0|n_b=10,n_{gw})=e^{(n_b+n_{gw})}$$
(7)
It is obvious that $`f_{sn}`$ can only decrease relative to $`f_n`$, since we are considering models in which signal events can only add to noise events<sup>1</sup><sup>1</sup>1 In a gravitational wave experiment signals may add up to the noise with the same phase, thus increasing the energy of the combined effect, or with a phase opposite to that of the noise, thus reducing the energy. They can in particular add up also to noise events, even if we expect this to happen with a very low probability, as we know that the events due to the signal are very “rare” compared to the events due to the noise. Anyway, in principle, the presence of this fact will lead to the prediction of a signal rate that increases with the background: in fact the probability that one background event be cancelled by a signal event increases, as $`n_b`$ increases. Thus, if we, at least in part, attribute the observation of $`n_c`$=0 to a cancellation of background events due to the signal the final limit on $`r`$ should increase. In the modelling we usually, as reasonable, consider this effect be negligible. If this is not the case then it must be properly modelled in the likelihood..
The right answer is guaranteed if the question is well posed. Given all the previous comments, the most obvious question at this point is: what is that signal $`n_{gw}`$ which would have reduced the probability $`f_n`$ by a constant factor, for example 0.05 ?
$$f_{sn}=f_n0.05=e^{n_b}e^{n_{gw}}$$
(8)
Using Eqs. 6, 7 and 8 the solution is:
$$e^{n_{gw}}=0.05$$
(9)
that is:
$$n_{gw}=2.99$$
(10)
Now suppose another situation, $`n_b`$=20, thus $`f_n=2.110^9`$. Repeating the previous reasoning we still get the limit 2.99.
The meaning of the Bayesian result is now clear: we do not care about the absolute value of the a priori probability of getting $`n_c=0`$ in the presence of noise alone. The observation of $`n_c=0`$ means that the background gave zero counts by chance. Even if the a priori probability is very small, its value has no meaning once it has happened. The fact that the single background measurement turned out to be zero, either due to a zero average background or due to the observation of a low (a priori) probability event, must not change our prediction concerning possible signals.
For $`n_c=0`$ we are certain that the number of events due to the background is zero. Clearly this particular situation gives more information about the possible signals. In the case $`n_c0`$, instead, it is not possible to distinguish between background and signal. The mathematical aspect of this is that the Poisson formula when $`n_c=0`$ reduces to the exponential term only, and thus it is possible to separate the two contributions, of the signal (unknown) and of the noise (known).
We note that the different behaviour of the limit in the unified approach is due to the non-Bayesian character of the reasoning. In such an approach an event that has already occurred is considered “improbable”: given the observation of $`n_c=0`$ they still consider that the probability
$$f_{sn}=f(n_c=0|n_b,n_{gw})=e^{(n_b+n_{gw})}$$
(11)
decreases as $`n_b`$ increases. As a consequence they deduce that to a larger $`n_b`$ corresponds a smaller upper limit $`n_{gw}`$.
Given the previous considerations, we must now admit that our intuition to expect an upper limit that increases with increasing background, even when $`n_c=0`$, was wrong. We should have expected to predict a constant signal rate, as a consequence of the observation of zero events, independently of the background level.
## 3 CONCLUSION
We have compared the upper limits obtained with the (FC) “unified” and with the Bayesian procedures, in the case of zero observed events.
We believe that the greater efficacy of the Bayesian approach compared to the (FC) method, demonstrated for the case $`n_c=0`$, is a strong indication that the Bayesian method -natural, simple and intuitive- is the correct one. Thus we agree with the proposal in that this method should be adopted by the scientific community for upper limit calculations (see, for example, on upper limits in gravitational wave experiments). |
warning/0002/astro-ph0002465.html | ar5iv | text | # 𝛿 Scuti stars in stellar systems: on the variability of HD 220392 and HD 220391 Based on observations done at La Silla (ESO, Chile) and on data obtained by the Hipparcos astrometry satellite
## 1 Introduction
The very wide double star CCDM 23239-5349 is an interesting study case of a pulsating star within a common origin pair or wide binary. The detailed investigation of the difference in variability and physical parameters between two components of a physical couple is particularly worthwhile when both stars are located in the same area of the colour-magnitude diagram, in this case both components are in the $`\delta `$ Scuti instability strip. The aim of such a study is to search for clues to understand what factors determine the pulsation characteristics such as modes and amplitudes among $`\delta `$ Scuti stars in general.
The Hipparcos satellite measurements confirm what was already hinted by the ground-based astrometric data in the Washington Double Star Catalogue (WDS 1996.0, Worley & Douglass wor97 (1997)), namely that the wide angular separation of 26.5 ″of the system is accompanied by a very small relative proper motion ($`\mathrm{\Delta }\mu _{\alpha _{BA}^{}}2.44`$ milli-arcsec/yr (mas/yr), $`\mathrm{\Delta }\mu _{\delta _{BA}}+1.57`$ mas/yr with errors of the same order). The new parallaxes are furthermore compatible to better than $`1.5\sigma `$. This may indicate a common origin if not a true physical association (Sect. 4.1).
Regular short-period light variations on a time scale of $``$ 5 hr have been detected for the brightest component of this visual double star (Lampens lam92 (1992)). We describe the available observations and the reduction methods in Sect. 2. The results of the period analyses are presented in Sect. 3. Also included is the analysis of a selection of the Hipparcos Epoch Photometry data. We discuss the nature of the association and of the variability in Sect. 4. Finally we draw our conclusions in Sect. 5 and we explain why additional observations for both stars of the system would be highly desirable.
## 2 Observations and reductions
The photometric data have been gathered during three campaigns at La Silla, Chile. For the A-component HD 220392, 7 nights of measurements were made in June 1990, 11 nights were obtained in September 1991 and 3 in October 1992. For the B-component HD 220391, only observations made in September 1991 and October 1992 are available. The June 1990 and September 1991 campaigns have been performed by P. Lampens with the Swiss 0.7m telescope of the Geneva Observatory while the October 1992 data were obtained with the ESO 0.5m telescope by D. Sinachopoulos. We have collected a total of 396 data for the brightest component HD 220392 and 245 for HD 220391. The characteristics of these data are mentioned in Table 1. Standard and additional programme stars have also been observed during these nights. All Geneva measurements are absolute measurements in the filters UBVB<sub>1</sub>B<sub>2</sub>V<sub>1</sub>G obtained through a centralized reduction scheme at the Geneva observatory (Rufener ruf88 (1988)). This centralized Swiss processing has not been applied to the ESO data taken in the UBV photometric system. The reduction of the October data implied using a check-star HD 220729 \[F4V, V=5.52, B-V=+0.40\] whose measurements were interpolated between the two other ones. We have verified the constancy of this star in the Hipparcos catalogue ($`H_p=5.6197`$mag,$`\sigma _{H_p}=0.0005`$mag) and we have fitted a 5th degree polynomial to the check-star data for each night separately. Then we have subtracted this polynomial from the data of both programme stars in order to suppress as well as possible common variations. The ESO data are thus being interpreted as differential measurements relative to HD 220729 only. We kept the differential data acquired at the end of the nights at relatively large airmasses ($`F_z>`$ 1.6) though they are affected by larger noise, after some trials with various combinations. Our results will thus be based on the largest available datasets. In addition we made use of the data provided in the Hipparcos Epoch Photometry Catalogue (ESA esa97 (1997)).
## 3 Period analyses
### 3.1 HD 220392
#### 3.1.1 Geneva data
The block of 124 data for HD 220392 covers an interval of 464 days (Table 1). We used the frequency step of $`\mathrm{5.8\hspace{0.17em}10}^5`$ cpd ($`1/20\mathrm{T}`$) with the PERIOD98 software (Sperl spe98 (1998)). After Fourier analysis of the visual magnitudes, m<sub>V</sub>, the frequencies, amplitudes and phases were improved by a least squares fit that gave a main frequency around 4.679 cpd, the same one as previously reported by Lampens (lam92 (1992)). The standard deviation dropped by more than 28 % after prewhitening for this frequency. Since the theoretically expected noise level of 0.006 mag for a bright constant star observed in the Geneva Photometric System (Rufener ruf88 (1988)) was not yet reached, a search for a second frequency in the prewhitened data was performed, revealing either 5.520 or 6.520 cpd. The (1 day)<sup>-1</sup> ambiguity due to the spectral window in the search for the second frequency is obvious (called ”leakage effect” in Bloomfield blo76 (1976), see Sect. 3.1.2 below). The second highest amplitude was found for a two-frequency fit with 5.520 cpd: results of the simultaneous fits are presented in Table 2(b).
After prewhitening for the frequencies 4.679 and 5.520 cpd, the residual standard deviation falls to 0.0085 mag, still larger than expected. However, there is very clear evidence from the plots of the phase diagrams that the 7 data points on JD 2448518 have a level that is about 0.01 mag off compared to the rest of the data. This accounts for an extra 0.001 mag residual dispersion. A last Fourier analysis was done, giving 4.32 cpd and a standard deviation of 0.0073 mag after a third prewhitening. Evidence for this frequency is small (Sect. 3.1.2). Similar results are found for the Geneva m<sub>U</sub> and m<sub>B</sub> magnitudes. The fitted amplitudes for a two-frequency fit (preference was given to 5.520 cpd) are also listed in Table 2(a).
#### 3.1.2 <br>ESO and Geneva data
The combination of data was done in the V filter only, as the signal-to-noise ratio of the ESO B data is not as good as that of the V data and because there are fewer ESO U data. To this effect we adjusted for both stars the mean V values of the ESO (differential) data to the corresponding mean Geneva V magnitudes of the September 91 set. Thus adding the ESO data taken in October 1992 to the Geneva observations, a total of 396 V data with a time base of 866 days is available. We have tried different combinations with the datasets that confirm the results obtained with the Geneva data (Table 3). The number of nights (Nights) and the resolution per dataset (Resol.) are given as well. After prewhitening for 4.67 cpd, a new spectral analysis gives peaks at 6.52 or 6.38 cpd for all datasets, except for the complete set of 21 nights which gives 5.52 cpd. These frequencies are shown in brackets on Table 3. Among them, we have preferred 5.52 cpd for three reasons. First, it is the second dominant frequency in the largest dataset. Second, amplitudes for $`f_2`$ given by the least squares fit are always larger with 5.52 than with 6.52 cpd while standard deviations of the residuals are generally smaller after prewhitening with 5.52 cpd than in the case with 6.52 cpd. Third, an analysis made with the synthetic wave $`0.0136\mathrm{sin}(2\pi t\mathrm{\hspace{0.17em}4.664})+0.0092\mathrm{sin}(2\pi t\mathrm{\hspace{0.17em}5.52})`$ using the time window of September 1991/October 1992 gives as main frequencies 4.664 and 6.52 cpd, occulting the one of 5.52 cpd. This phenomenon is illustrated by Fig. 1 and is due to the ”leakage effect” induced by the night/day alternation. Using these same arguments, we found that the frequency of 6.38 cpd as observed with the October and September/October datasets is also due to leakage, caused by a gap in the October 1992 campaign.
On Fig. 1, there is an additional peak at 9.37 cpd but a least squares fit gives 4.32 cpd as a result for all datasets. However, evidence for this frequency is small as slight changes in the datasets do not confirm its existence: e.g. if we remove the data of only one night of Geneva photometry (JD 8518) this peak disappears. The frequencies for a double-frequency fit were determined by minimization of a subset of 321 data with no quality degradation (i.e. we removed the data of JD 8518 and the high-airmass data obtained at ESO). The results of the final fit for all 396 data are found in Table 2(c). The best match is obtained with the set of frequencies (4.67439,5.52234). We present both mean light curves in Figs. 2 and 3: the first one shows all the data plotted against a frequency of 4.67439 cpd after having taken the 5.52 cpd variation into account while the latter one shows the same but this time against a frequency of 5.52234 cpd. The dispersion around both light curves is fair as it amounts to respectively 0.009 and 0.006 mag. Some 60 % of the initial standard deviation is thus removed.
#### 3.1.3 <br>HIPPARCOS data
The Hipparcos Epoch Photometry Catalogue contains 183 measurements of HD 220392 (HIP 115510). The note in the Main Catalogue however mentions that the ”data are inadequate for confirmation of the period from Ref. 94.191” (ESA esa97 (1997)). The reason is that all the quality flags are equal to or larger than 16, meaning ”possibly interfering object in either field of view”. The effective width of the aperture (called Instantaneous-Field-of-View) is 38 arcsec, so companions at angular separations between 10 and 30 arcsec may interfere significantly during the measurement. We selected 177 data with a value of the quality flag not worse than 18, with a transit error on the (dc) magnitude not larger than 0.015 mag (2 data have not) and with good agreement between the (ac) and the (dc) magnitudes (1 datum has not) (ESA esa97 (1997), Vol. 1, Appendix A). In addition, we had to eliminate one more datum, the brightest one. The mean of the remaining data is 6.204 mag with a standard deviation of 0.024 mag. Fourier analysis between 0. and 23. cpd shows a peak at 4.6743 $`\pm `$ 0.0001 cpd, i.e. the same main frequency as found in all former datasets. The corresponding phase diagram is illustrated in Fig. 4: the amplitude associated with $`f_1`$ is 0.013 mag large. The second frequency (5.52 or 6.52 cpd) is below detection: prewhitening for the main frequency still leaves a (large) dispersion of 0.021 mag. A double-frequency simultaneous fit attributes an amplitude of 0.013 mag to $`f_1`$ but only 0.003 mag to $`f_2`$.
### 3.2 HD 220391
#### 3.2.1 <br>ESO and Geneva data
245 observations were obtained during the last two seasons only, spanning 14 nights. Again the data obtained on JD 8518 are conspicuously ”low”: the same effect as in the former data analysis was detected, implying an artificial increase in standard deviation of about 0.001 mag. We note the much smaller standard deviation of 0.0061 mag in the rest of the measurements. A frequency search was performed in a similar way as for HD 220392: only one peak at the frequency 0.42 cpd was found. However, the associated amplitude is below the expected noise level and the reduction of the standard deviation is very low (Table 4). Additional observation campaigns should be undertaken to investigate the reality of this frequency.
#### 3.2.2 <br>HIPPARCOS data
The Hipparcos Epoch Photometry Catalogue contains 182 measurements of HD 220391 (HIP 115506). As in the first case, all quality flags are equal to or larger than 16. We selected 172 data with a value of the quality flag not worse than 18, with a transit error on the (dc) magnitude not larger than 0.020 mag (6 data have not) and with good agreement between the (ac) and the (dc) magnitudes (3 data have not). The mean of these is 7.227 mag with a standard deviation equal to 0.026 mag. Fourier analysis between 0. and 23. cpd displays a peak at $``$ 11 cpd (with an associated amplitude of 0.013 mag!), an artefact frequency of order $`2\mathrm{h}\mathrm{r}^1`$, introduced by the rotation period of the satellite and very conspicuous in the spectral window Fouriergrams.
## 4 Astrophysical considerations
### 4.1 The nature of the association
From the mean colour indices in the Geneva Photometric System and the corresponding calibrations for A-F type stars (Hauck hau73 (1973), Künzli et al. kun97 (1997)), we derive the physical parameters presented in the upper part of Table 5. An estimation of the masses is obtained utilising the calibrations from Kobi & North (kob90 (1990)) and North (private comm.). Spectral types were determined by Gray & Garrison (gra89 (1989)). Rotational velocities are from Levato (lev75 (1975)). Bolometric corrections have been taken from Flower (flo96 (1996)). In addition, we have the Hipparcos trigonometric parallaxes and proper motions, useful to establish the nature of the association between both stars: the values of the parallaxes differ by only 1 to 1.5 $`\sigma _\pi `$ and the resemblance of the proper motions is striking (bottom part of Table 5)(ESA esa97 (1997)). A very small relative proper motion of magnitude 0.0029″/yr in the direction of 315 accompanies the large angular separation of 26.5″, which is the reason of its classification as a common proper motion pair. For this reason and because both parallaxes are in reasonable agreement, the physical association of the pair is probable (van de Kamp vdk82 (1982)). The fact that both stars share the same location in space augments the probability that they were formed at the same time from the same parent cloud. Adopting the mean of both values as the system’s parallax ($`\pi _{\mathrm{AB}}`$ = $`7.99\pm 2.\mathrm{mas}`$, in good agreement with $`\pi _{\mathrm{phot}}`$), we obtain a real separation of the order of 3300 AU between the two components (neglecting the $`\mathrm{\Delta }\pi `$ effect). For a mass sum of 4.1 M, the orbital period is very long, $``$ $`10^5`$ years. Both stars also share the same projected rotational velocity. We checked for radial velocity data as a further evidence of the wide association (i.e. we expect a small radial velocity difference). Grenier et al. (gre99 (1999)) published radial velocities for both stars only very recently: they determined 17.2 $`\pm `$ 0.69 km/s for HD 220392 and 10.75 $`\pm `$ 4.06 km/s for HD 220391 (while Barbier-Brossat et al. bar94 (1994) listed +6.7 km/s for HD 220392). Thus, not only is there a good agreement between both values, in addition it seems that component B has a variable radial velocity (No further conclusion can be drawn for the latter component as this is based on three measurements only). Again making use of the Hipparcos parallax and of the definition of distance modulus, one can derive an absolute magnitude, $`M_{\mathrm{V}^{(2)}}`$, but - due to the relative error of 20-25% on the parallaxes - the absolute magnitudes thus derived are too imprecise.
We give preference to the absolute magnitudes derived from the photometric calibration, $`M_{\mathrm{V}^{(1)}}`$, to fit a model of stellar evolution of solar chemical composition (Schaller et al. sch92 (1992)) in a theoretical H-R diagram. The same isochrone with an estimated age of $``$ $`10^9`$ years for the system appears to fit both stars well (Fig. 5), as was also verified by Tsvetkov (tse93 (1993)). We conclude that both stars form a common origin pair and probably even a true binary system.
### 4.2 The effects of rotation
In this section we want to investigate whether rotation could have an influence on the derived physical quantities from Table 5 and on the previously determined age and evolutionary phases. Both stars indeed seem to present rapid rotation and their photometric indices might be affected by the rotation effects such as described by Pérez Hernández et al. (per99 (1999)) (hereafter PH99). In some cases these effects appear to be larger than the errors from the calibration: corrections for rotation have been considered by Michel et al. (mic99 (1999)) when analysing several fast rotating $`\delta `$ Scuti stars of the Praesepe cluster.
We recall here that the calibration of the multicolour Geneva colour indices in terms of various physical stellar parameters rests on a large sample of stars with well known spectroscopic characteristics (i.e. with known abundances, vsini, spectral classification, etc) that have been measured in this photometric system. Such calibrations are therefore in the first place empirical (Golay gol80 (1980)). They are based on real stars and do not exactly correspond to non-physical objects (such as zero-rotating stars). Spectroscopically calibrated parameters (such as T<sub>eff</sub> and log g) will not suffer too much from the effects of rotation however, mainly because slow rotators will preferentially be chosen as reference objects because of a higher precision of the stellar parameters. On the other hand, one must also recall that the mean rotational velocity of normal A9V and F0IV stars is $``$ 130 km/s (Schmidt-Kaler sch82 (1982)). When we thus wish to correct the photometric indices for the effects of rotation, we will not need to apply the full range of proposed colour differences: the true correction in the sense observed minus reference object will be smaller than the corrections computed by comparing a uniformly rotating model (represented by the observed star) to a non-rotating model (represented by the zero-rotation ”copartner”).
Because our targets have such similar properties, both in temperature and in projected rotational velocity, we determined the corrections for the secondary (a MS star) and applied identical corrections to the more evolved component. To do this, we have estimated the break-up velocity and the rate of rotation for each of them. Using $`\nu _{\mathrm{break}}=\frac{\mathrm{\Omega }_c}{2\pi }`$ and Eq. (27) (PH99) with a polar radius R<sub>p</sub>= 1.5 R we find that $`\nu _{\mathrm{break},\mathrm{A}}\nu _{\mathrm{break},\mathrm{B}}`$ = 41-42 $`\mu `$Hz. Since $`\mathrm{vsin}i_A`$ = 165 km/s and $`\mathrm{vsin}i_B`$ = 140 km/s, we determine a rotation rate $`\omega `$ = $`\nu _{\mathrm{rot}}`$/$`\nu _{\mathrm{break}}`$ smaller than 40% for both. In addition, we may deduce that the inclination is probably $`>30^{}`$. We applied the (excessive) colour differences corresponding to $`\omega `$ = 50%, i = $`90^{}`$, log g<sub>e</sub> = 4.34 and log T<sub>e</sub> = 3.89, where
$$\mathrm{g}_\mathrm{e}\frac{\mathrm{G}}{\mathrm{R}_{\mathrm{p}}^{}{}_{}{}^{2}}\mathrm{and}\mathrm{T}_{\mathrm{e}}^{}{}_{}{}^{4}\frac{\mathrm{L}}{4\pi \sigma \mathrm{R}_{\mathrm{p}}^{}{}_{}{}^{2}}$$
(Eqs. (21) and (22) in PH99). The (over)corrected photometric parameters then are:
B<sub>2</sub>-V<sub>1</sub>=0.042,d=1.335, m<sub>2</sub>=-0.489 for star A and B<sub>2</sub>-V<sub>1</sub>=0.031,d=1.281, m<sub>2</sub>=-0.492 for star B.
The corresponding new locations of both stars in the H-R diagram are represented by the filled symbols in Fig. 5. The differences are of the order of the respective errors but somewhat larger in T<sub>eff</sub>: 0.04-0.05 dex in log g (or -0.03 to -0.07 in M<sub>bol</sub>) and 100 K in temperature. One may therefore safely state that the application of realistic corrections for the rotation of both stars does not really affect the previous conclusions re their physical properties, their age and evolutionary phases.
### 4.3 The nature of the variability
The mean (d, B<sub>2</sub>-V<sub>1</sub>)-values place both stars well within the $`\delta `$ Scuti instability strip as observed in the Geneva Photometric System. We note the interesting situation that two stars having such similar characteristics behave quite differently from the variability point-of-view. In the previous sections we have shown that the brighter component has a $`\delta `$ Scuti type of variability with a total amplitude of 0.05 mag while the fainter component presents no short-period variability of amplitude larger than 0.01 mag. What could the cause(s) be for this observed difference in variability? From the Geneva colour indices, it appears that the brightest component has $`\mathrm{\Delta }d>0.100`$, thus it is more evolved than its companion. From the isochrone fit, one may also notice the probable core hydrogen burning evolutionary phase of HD 220391 and the overall contraction or shell hydrogen burning phase of the brighter component, HD 220392. Evolution appears here to be the most probable cause for the diversity in variability (in period and/or amplitude) between the two stars.
Many $`\delta `$ Scuti stars are evolved objects (e.g. North et al. nor97 (1997)). It is further known that many $`\delta `$ Scuti stars in the advanced shell H burning stage showing single or double-mode pulsation with high amplitudes (semi-amplitude $`\mathrm{\Delta }V>0.1`$ mag) are confined to the cooler part of the instability strip (Andreasen and83 (1983)). In addition, these are slow rotators. We here have a case of an evolved $`\delta `$ Scuti star of low amplitude (with a semi-amplitude of 0.014 mag if one considers only the main frequency - which is disputable), presenting the signature of multiple frequencies and of rapid axial rotation. This is not surprising since low-amplitude pulsators cover the entire instability strip (Liu et al. liu97 (1997)). We might conjecture that, in this case, the amplitude of the pulsation could be limited due to fast rotation. In fact, from the point-of-view of pulsation versus rotation, Solano & Fernley (sol97 (1997)) tend to believe that fast rotation favours the $`\delta `$ Scuti type of pulsation. One could wonder why there is no evidence for short-period variability of this type in the less evolved companion star. (A possible explanation might be that the companion is an even faster rotator with a different (smaller) inclination than the more evolved star and that the amplitude(s) of the pulsation are further damped, possibly beyond photometric detectability.)
Can we identify any pulsation mode for HD 220392? Expected values for a $``$ 2 $`M_{}`$ standard Population I model are 0.033 days (F), 0.025 days (1H), 0.020 days (2H) or 0.017 days (3H) in the case of radial modes (l=0). For non-radial pressure modes (l=1), these values may be slightly larger: 0.036 days (f), 0.029 days (p1), 0.022 days (p2) …(Fitch fit81 (1981); Andreasen et al. ane83 (1983)). The physical parameters of Table 5 may be used for the computation of the pulsation constant Q:
log Q = log($`f^1`$) + 0.5 log($`M/M_{}`$) + 0.3 $`M_{\mathrm{bol}}`$ \+ 3 log($`T_{\mathrm{eff}}`$) -12.697, where $`f`$ is the frequency in cpd.
The propagation of errors shows that the error on the pulsation constant is of order 0.003 days (0.07 on $`\mathrm{\Delta }(logQ)`$). The results are given in Table 6. The values thus computed are on the high side for a definitive mode identification: one could draw the conclusion that the frequency $`f_2`$ possibly corresponds to the fundamental radial mode (F). We wish to remark that non-radial g modes as well as undetected binarity are possible reasons for higher values of Q (There is however no indication for the latter from the Hipparcos results). The frequency ratio f<sub>2</sub>/f<sub>1</sub>, 0.84, is not very helpful in this case. We stress the fact that additional photometric observations for this interesting couple of stars are highly recommended. The obtained data are not sufficiently numerous to allow unambiguous solutions nor to solve for the multiple frequencies. Radial velocities would be needed too.
## 5 Conclusion
Binary and multiple systems with pulsating variable components offer a unique opportunity of coupling the information obtained by astrometric means (association type - parallax - total mass) to the astrophysical quantities gained from the photometry /spectroscopy (luminosity ratio - colours - pulsation characteristics)(see Lampens & Boffin lam00 (2000) for a review of $`\delta `$ Scuti stars in stellar systems). The detailed investigation of the differences in variability and simultaneously in physical properties between two components of a binary system may provide clues with respect to the pulsation: differences in origin and age can be ruled out as well as differences in overall chemical composition. Stronger constraints exist for the determination of the position of the components in the H-R diagram, there is therefore less ambiguity in determining the evolutionary status and the mass than in the case of single variable stars. This is important when one of the components is located in the zone where evolutionary tracks are bent (e.g. near the end of the core hydrogen burning phase).
A relevant question is what factors determine the pulsation characteristics (the amplitudes and the modes) in the $`\delta `$ Scuti instability strip? We addressed this from the point-of-view of two bright A/F-type stars that are both located in the $`\delta `$ Scuti instability strip and that are shown to be physically associated, i.e. they either form a common origin pair or they are the components of a true wide binary system. In this case, evolution (and mass) is the most pronounced physical difference between both stars and it is very probable that this is the cause for the observed difference in variability behaviour. Further observations are needed, the more that, since there is no evidence for any metal lines in the spectra, a comprehensive variability analysis of this system might also help explaining the presence of non-variable, non-metallic stars in the instability strip.
In the light of the discussion by Solano & Fernley (sol97 (1997)) on the relation between rotational velocity and amplitude, we noted the remarkable similarity of the projected rotational velocities: both stars are rather fast rotators. If fast rotation favours pulsation of the $`\delta `$ Scuti type, we expect to find short-period variability for the B-component as well! Since it is less evolved than its brighter companion, smaller amplitudes are expected. This is another reason why intensive monitoring of this southern system is certainly worthwhile. In our example it was very easy to identify the short-period pulsating component and the information obtained from the astrometry could be coupled to the astrophysical parameters of each component individually. Even better would be to investigate these characteristics in a close visual binary for which information on the orbital motion can also be derived. This will allow to obtain a direct estimation of the stellar mass, independent from the choice of modelisation. The derivation of the pulsation constant will be more straightforward (the error on the mass defines the accuracy of Q). More cases like this one should be looked into (see Frandsen et al. fra95 (1995)).
With this application in mind, we made a crossidentification between the Annex of Variable Stars and the Annex of Double and Multiple Stars from the Hipparcos Catalogue (ESA esa97 (1997)). Some 2500 systems with at least one variable component have been identified. But the description of the variability or the light curve in the Annex always refer to the combined magnitudes. Additional observations should help identify which component is variable and which are the binaries that offer the opportunity of coupling the information obtained by astrometric means to the physical properties in order to obtain a consistent picture of the system and its components.
Acknowledgements We thank the Geneva team (especially Dr. G. Burki) for the telescope time put at our disposal in June 1990 and September 1991. Dr. Sperl is kindly acknowledged for making the programme Period98 available for this application. We appreciate the help of Dr. L. Eyer (Geneva Observatory) in the selection of the Hipparcos Epoch Photometry data. We thank our colleague, Dr. J. Cuypers, for a critical reading and the referee, Dr. P. North, for constructive comments on this manuscript. The Geneva data can be requested from the Geneva photometry team. The ESO data are available on request from the authors. This work has made use of the Simbad database, operated by the Centre de Données astronomiques de Strasbourg (France). |
warning/0002/cond-mat0002079.html | ar5iv | text | # Trapped atomic condensates with anisotropic interactions
## Abstract
We study the ground state properties of trapped atomic condensates with electric field induced dipole-dipole interactions. A rigorous method for constructing the pseudo potential in the spirit of ladder approximation is developed for general non-spherical (polarized) particles interacting anisotropically. We discuss interesting features not previously considered for currently available alkali condensates. In addition to provide a quantitative assessment for controlling atomic interactions with electric fields, our investigation may also shed new light into the macroscopic coherence properties of the Bose-Einstein condensation (BEC) of dilute interacting atoms.
03.75.Fi,34.10.+x,32.80.Cy
The success of atomic Bose-Einstein condensation (BEC) has stimulated great interest in the properties of trapped quantum gases. In standard treatments of interacting quantum gases, realistic inter-atomic potentials $`V(\stackrel{}{R})`$ are replaced by contact forms $`u_0\delta (\stackrel{}{R})`$ in the so-called shape independent approximation (SIA) . Such an approximation results in tremendous simplification. To date, the SIA has worked remarkably well as recent theoretical investigations have successfully accounted for almost all experimental observations .
Currently available degenerate quantum gases are cold and dilute, with interactions dominated by low energy binary collisions. When realistic interatomic potentials are assumed to be isotropic and short ranged, i.e. decreasing faster than $`1/R^3`$ asymptotically for large interatomic separations $`R`$, the properties of a complete two body collision is described by just one atomic parameter: $`a_{\mathrm{sc}}`$, the s-wave scattering length. The scattering amplitude is isotropic and energy-independent: $`f(\stackrel{}{k},\stackrel{}{k}^{})=4\pi a_{\mathrm{sc}}`$ for collisions involving incident momentum $`\stackrel{}{k}`$ scattering into $`\stackrel{}{k}^{}`$. Effective physical mechanisms exist for control of the atom scattering lengths . If implemented, these control ‘knobs’ allow for unprecedented comparison between theory and experiment over a wide range of interaction strength. Indeed, very recently several groups have successfully implemented Feshbach resonance , thus enabling a control knob on $`a_{\mathrm{sc}}`$ through the changing of an external magnetic field. Other physical mechanisms also exist for modifying atom-atom interactions, e.g. the shape resonance due to anisotropic dipole interactions inside an external electric field .
Although fermions with anisotropic interactions are well studied within the context of <sup>3</sup>He fluid and in d-wave high $`T_c`$ superconductors, anisotropically interacting bosons have not been studied in great detail. In particular, we are not aware of any systematic approach for constructing an anistropic pseudo potential .
In this paper, we study the ground state properties of trapped condensates with dipole interactions. A rigorous method is developed for constructing the anisotropic pseudo potential that can also be applied to future polar molecular BEC . This Letter is organized as follows. First we briefly review the SIA pseudo-potential approximation. We then construct an analogous effective low energy anisotropic pseudo-potential. Numerical results are then discussed for <sup>87</sup>Rb inside the external E-field in the JILA TOP trap. We conclude with a brief discussion of prospects for realistic experiments.
For $`N`$ trapped spinless bosonic atoms in a potential $`V_t(\stackrel{}{r})`$, the second quantized Hamiltonian is given by
$``$ $`=`$ $`{\displaystyle 𝑑\stackrel{}{r}\widehat{\mathrm{\Psi }}^{}(\stackrel{}{r})\left[\frac{\mathrm{}^2}{2M}^2+V_t(\stackrel{}{r})\mu \right]\widehat{\mathrm{\Psi }}(\stackrel{}{r})}`$ (1)
$`+{\displaystyle \frac{1}{2}}{\displaystyle 𝑑\stackrel{}{r}𝑑\stackrel{}{r}^{}\widehat{\mathrm{\Psi }}^{}(\stackrel{}{r})\widehat{\mathrm{\Psi }}^{}(\stackrel{}{r}^{})V(\stackrel{}{r}\stackrel{}{r}^{})\widehat{\mathrm{\Psi }}(\stackrel{}{r}^{})\widehat{\mathrm{\Psi }}(\stackrel{}{r})},`$ (2)
where $`\widehat{\mathrm{\Psi }}(\stackrel{}{r})`$ and $`\widehat{\mathrm{\Psi }}^{}(\stackrel{}{r})`$ are atomic (bosonic) annihilation and creation fields. The chemical potential $`\mu `$ guarantees the atomic number $`\widehat{N}=𝑑\stackrel{}{r}\widehat{\mathrm{\Psi }}^{}(\stackrel{}{r})\widehat{\mathrm{\Psi }}(\stackrel{}{r})`$ conservation.
The bare potential $`V(\stackrel{}{R})`$ in (2) needs to be renormalized for a meaningful perturbation calculation. For bosons, the usual treatment is based on field theory and is rather involved . Physically the SIA can be viewed as a valid low energy and low density renormalization scheme. The physics involved is rather simple: one simply replaces the bare potential $`V(\stackrel{}{R})`$ by the pseudo potential $`u_0\delta (\stackrel{}{R})`$ such that whose first order Born scattering amplitude reproduces the complete scattering amplitude ($`a_{\mathrm{sc}}`$). This requires $`u_0=4\pi \mathrm{}^2a_{\mathrm{sc}}/M`$.
When an electric field is introduced along the positive z axis, an additional dipole interaction
$`V_E(\stackrel{}{R})`$ $`=u_2{\displaystyle \frac{Y_{20}(\widehat{R})}{R^3}},`$ (3)
appears, where $`u_2=4\sqrt{(\pi /5)}\alpha (0)\alpha ^{}(0)^2`$, with $`\alpha (0)`$ being the polarizability, and $``$ the electric field strength. As was shown in Ref. , this modification results in a completely new low-energy scattering amplitude
$`f(\stackrel{}{k},\stackrel{}{k}^{})|_{k=k^{}0}=4\pi {\displaystyle \underset{lm,l^{}m^{}}{}}t_{lm}^{l^{}m^{}}()Y_{lm}^{}(\widehat{k})Y_{l^{}m^{}}(\widehat{k}^{}),`$ (4)
with $`t_{lm}^{l^{}m^{}}()`$ the reduced T-matrix elements. They are all energy independent and act as generalized scattering lengths. The anisotropic $`V_E`$ causes the dependence on both incident and scattered directions: $`\widehat{k}`$ and $`\widehat{k}^{}=\widehat{R}`$.
A general anisotropic pseudo potential can be constructed according to
$`V_{\mathrm{eff}}(\stackrel{}{R})=u_0\delta (\stackrel{}{R})+{\displaystyle \underset{l_1>0,m_1}{}}\gamma _{l_1m_1}{\displaystyle \frac{Y_{l_1m_1}(\widehat{R})}{R^3}},`$ (5)
whose first Born amplitude is then given by
$`f_{\mathrm{Born}}(\stackrel{}{k},\stackrel{}{k}^{})=(4\pi )^2a_{\mathrm{sc}}Y_{00}^{}(\widehat{k})Y_{00}(\widehat{k}^{}){\displaystyle \frac{M}{4\pi \mathrm{}^2}}{\displaystyle \underset{l_1m_1}{}}\gamma _{l_1m_1}(4\pi )^2{\displaystyle \underset{lm}{}}{\displaystyle \underset{l^{}m^{}}{}}𝒯_{lm}^{l^{}m^{}}(l_1,m_1)Y_{lm}^{}(\widehat{k})Y_{l^{}m^{}}(\widehat{k}^{}),`$ (6)
with $`𝒯_{lm}^{l^{}m^{}}(l_1,m_1)=(i)^{l+l^{}}_l^l^{}I_{lm}^{l^{}m^{}}(l_1,m_1).`$ Both
$`I_{lm}^{l^{}m^{}}(l_1m_1)`$ $`=Y_{l^{}m^{}}|Y_{l_1m_1}|Y_{lm},\mathrm{and}`$ (7)
$`_l^l^{}`$ $`={\displaystyle _0^{\mathrm{}}}𝑑R{\displaystyle \frac{1}{R}}j_l(kR)j_l^{}(k^{}R),`$ (8)
can be computed analytically . The $`1/R^3`$ form in Eq. (5) assures all $`_l^l^{}`$ to be $`k=k^{}`$ independent \[by a change of variable to $`x=kR`$ in the integral\]. Putting
$`f_{\mathrm{Born}}(\stackrel{}{k},\stackrel{}{k}^{})=f(\stackrel{}{k},\stackrel{}{k}^{}),`$ (9)
one can solve for the $`\gamma _{l_1m_1}()`$ as $`t_{lm}^{l^{}m^{}}()`$ are known numerically . This reduces to the linear equations
$`{\displaystyle \frac{M}{4\pi \mathrm{}^2}}{\displaystyle \underset{l_1m_1}{}}\gamma _{l_1m_1}(4\pi )𝒯_{lm}^{l^{}m^{}}(l_1,m_1)t_{lm}^{l^{}m^{}},`$ (10)
for all ($`lm`$) and ($`l^{}m^{}`$) with $`l,l^{}0`$, and separately $`a_{\mathrm{sc}}()=t_{00}^{00}()`$. The problem simplifies further for Bosons (fermions) as only even (odd) $`(l,l^{})`$ terms are needed to match. Figure 1 displays result of $`a_{\mathrm{sc}}()`$ for the triplet state of <sup>87</sup>Rb. The Born amplitude for the dipole term $`V_E`$ is
$`f_{\mathrm{Born}}(\stackrel{}{k},\stackrel{}{k}^{})`$ $`=u_2{\displaystyle \frac{M}{4\pi \mathrm{}^2}}(4\pi )^2𝒯_{00}^{20}{\displaystyle \underset{lm,l^{}m^{}}{}}\overline{𝒯}_{lm}^{l^{}m^{}}Y_{lm}^{}(\widehat{k})Y_{l^{}m^{}}(\widehat{k}^{}),`$ (11)
with $`𝒯_{00}^{20}=0.023508`$. $`\overline{𝒯}_{lm}^{l^{}m^{}}=𝒯_{lm}^{l^{}m^{}}(2,0)/𝒯_{00}^{20}`$ are tabulated below for small $`(l,l^{})`$.
We found that away from shape resonances, Table (I) agrees ($``$ a few per cent) with the same ratios $`t_{lm}^{l^{}m^{}}()/t_{00}^{20}()`$ from the numerical multi-channel calculations . This interesting observation applies for all bosonic alkali triplet states we computed: <sup>7</sup>Li, <sup>39,41</sup>K, and <sup>85,87</sup>Rb, for up to a field strength of $`3\times 10^6`$ (V/cm) . Physically, this implies that effect of $`V_E`$ is perturbative as $``$ remains small in atomic units. What is remarkable is that $`𝒯_{00}^{20}()`$ and $`t_{00}^{20}()`$ also agree in absolute values . For <sup>87</sup>Rb, we found
$`u_2{\displaystyle \frac{M}{4\pi \mathrm{}^2}}(4\pi )^2𝒯_{00}^{20}=1.495\times 10^{10}\overline{}^2(a_0),`$ (12)
with $`\overline{}`$ in atomic units ($`5.142\times 10^9`$ V/cm). $`a_0`$ is the Bohr radius. While multi-channel scattering gives
$`(4\pi )t_{00}^{20}=1.512\times 10^{10}\overline{}^2(a_0).`$ (13)
The cause of this slight difference (1%) is not entirely clear and but is within numerical error.
We can thus approximate Eq. (5) by keeping only the $`l_1=2,m_1=0`$ term in the sum
$`V_{\mathrm{eff}}(\stackrel{}{R})=u_0\delta (\stackrel{}{R})u_2Y_{20}(\widehat{R})/R^3,`$ (14)
away from the shape resonance. At zero temperature the condensate wave function $`\psi (\stackrel{}{r},t)=\widehat{\mathrm{\Psi }}(\stackrel{}{r},t)`$ then obeys the following nonlinear Schrodinger equation
$`i\mathrm{}{\displaystyle \frac{d}{dt}}\psi (\stackrel{}{r},t)`$ $`=[{\displaystyle \frac{\mathrm{}^2}{2M}}^2+V_t(\stackrel{}{r})\mu +u_0|\psi (\stackrel{}{r},t)|^2`$ (16)
$`u_2{\displaystyle }d\stackrel{}{r}^{}{\displaystyle \frac{Y_{20}(\widehat{R})}{R^3}}|\psi (\stackrel{}{r}^{},t)|^2]\psi (\stackrel{}{r},t),`$
with $`\psi (\stackrel{}{r},t)`$ normalized to $`N`$. The ground state is found by steepest descent through propagation of Eq. (16) in imaginary time $`(it)`$. For a cylindrical symmetric trap $`V_\mathrm{t}(\stackrel{}{r})=M(\omega _{}^2x^2+\omega _{}^2y^2+\omega _z^2z^2)/2`$, the ground state also possesses azimuthal symmetry. Therefore the non-local term simplifies to
$`{\displaystyle }d\stackrel{}{r}^{}|\psi (\rho ^{},z^{})|^2{\displaystyle \frac{Y_{20}(\widehat{R})}{R^3}}={\displaystyle }dz^{}d\rho ^{}𝒦(.,.;.)|\psi (\rho ^{},z^{})|^2,`$ (17)
with the kernel $`𝒦(\rho ,\rho ^{};zz^{})`$ expressed in terms of the standard Elliptical integrals $`\mathrm{E}[.]`$ and $`\mathrm{K}[.]`$. The kernel is divergent at $`\stackrel{}{r}=\stackrel{}{r}^{}`$, so a cut-off radius $`R_c`$ is chosen such that $`𝒦(\rho ^{},\rho ,z^{}z)=0`$ whenever $`|\stackrel{}{r}\stackrel{}{r}^{}|<R_c`$. We typically $`R_c50(a_0)`$, much smaller than the grid size, to minimize numerical errors. Technical details for numerical computations and for handling the singular rapid variation of the kernel over small length scale will be discussed elsewhere .
Figure 2 presents $`\psi (\rho ,z)`$ along $`\rho =0`$ (a) and $`z=0`$ (b) cuts respectively for <sup>87</sup>Rb ($`a_{\mathrm{sc}}=5.4`$ nm) at several different $``$. We note the condensate shrinks radially while stretches along z-axis to minimize the dipole interaction $`V_E`$. The top-right corner inserts shows electric field polarized atoms in (radially) repulsive (a) and (longitudinally) attractive (b) configurations. An elongated condensate along the z-axis reduces the total energy. The same mechanism could cause spontaneous alignment of polar molecular condensates inside isotropic traps . For better insights we try a variation ansatz
$`\psi _T(\rho ,z)={\displaystyle \frac{\kappa ^{1/2}}{\pi ^{3/4}d^{3/2}}}\mathrm{exp}\left[{\displaystyle \frac{1}{2d^2}}(\rho ^2+\kappa ^2z^2)\right],`$ (18)
with parameters $`d`$ and $`\kappa `$. In dimensionless units for length ($`a_{}=\sqrt{\mathrm{}/M\omega _{}}`$), energy ($`\mathrm{}\omega _{}`$), and $`\lambda =\omega _z/\omega _{}`$, we obtain
$`E[\psi _T]`$ $`=(1+{\displaystyle \frac{\lambda ^2}{2\kappa ^2}})d^2+(1+{\displaystyle \frac{\kappa ^2}{2}}){\displaystyle \frac{1}{d^2}}+{\displaystyle \frac{4N\kappa }{\sqrt{2\pi }}}{\displaystyle \frac{a_{\mathrm{sc}}^{\mathrm{eff}}}{a_{}}}{\displaystyle \frac{1}{d^3}},`$ (19)
with the effective scattering length $`a_{\mathrm{sc}}^{\mathrm{eff}}=a_{\mathrm{sc}}[1b(\kappa )u_2/u_0]`$, and
$`b(\kappa )={\displaystyle \frac{\sqrt{5\pi }}{3(\kappa ^21)}}\left(2\kappa ^21+{\displaystyle \frac{3\kappa ^2\mathrm{tanh}^1\sqrt{1\kappa ^2}}{\sqrt{1\kappa ^2}}}\right).`$ (20)
The $`b(\kappa )`$ is monotonically decreasing, and bounded between $`b(0)=\sqrt{5\pi }/3`$ and $`b(\mathrm{})=2\sqrt{5\pi }/3`$. $`a_{\mathrm{sc}}^{\mathrm{eff}}`$ is shown in Fig. 3 as a function of $``$ for several different values of $`\kappa `$. For increasing electric field $``$, variational calculation results in decreasing $`\kappa `$, eventually $`\kappa `$ becomes less than one, i.e. the condensate changes from oblate (pancake) shaped at zero field (for the TOP trap) to prolate (cigar) shaped. We also note that $`b(\kappa )0`$ for $`\kappa 1`$, therefore $`a_{\mathrm{sc}}^{\mathrm{eff}}`$ becomes negative at certain field value $`_c`$ in the case of a positive $`a_{\mathrm{sc}}(=0)`$, causing the collapse of the condensate. This is indeed what we found as illustrated in Fig. 4. A detailed discussion of the collapse and other interesting features will be given elsewhere .
We note the energy of dipole alignment
$`E_P`$ $`(2\pi )1\times 10^{18}\times \overline{}^2(\mathrm{Hz}),`$ (21)
becomes much larger than the trap depth at the proposed $``$ values for <sup>87</sup>Rb. Therefore spatial homogeneity for $`(\stackrel{}{r})`$ is required. At $`5\times 10^5`$ (V/cm) \[$`\overline{}10^4`$\] with a spatial gradient $`<10^4`$/cm<sup>3</sup>, the corresponding force is smaller than the magnetic trapping force for typical traps at $`100`$ (Hz). For comparison, the magnetic field gradient is $`10^6`$/cm<sup>3</sup> inside the Penning trap magnets. Although the proposed electric field \[$`10^5`$ (V/cm) $`<<10^6`$ (V/cm)\] is large, it can be created through careful laboratory techniques as breakup is fundamentally limited by field ionization, which typically occurs at $`>10^7`$ (V/cm) . Recently a $``$ field of upto $`1.25\times 10^5`$ (V/cm) was used successfully to decelerate a molecular beam .
In conclusion, we have developed a general scheme for constructing effective pseudo-potentials for anisotropic interactions. Our scheme guarantees that the first order Born scattering amplitude from the pseudo-potential reproduces the complete scattering amplitude obtained from a multi-channel computation including the anisotropic dipole-interaction, thus contains no energy dependence at low temperatures of the trapped atomic gases . Our scheme is thus more pleasing than the standard Skyrme type velocity dependent effective potentials commonly adopted in nuclear physics . We also presented results for both the electric field modified atomic scattering parameters and the induced changes to the condensate for <sup>87</sup>Rb in the JILA TOP trap. Our theory can be directly extended to systems involving magnetic dipole interaction of atoms/molecules in a static magnetic trap and systems of trapped molecules with permanent electric dipoles . For alkali atoms, typical magnetic dipole interaction is weak since a Bohr magneton ($`\mu _B=e\mathrm{}/2mc`$) only corresponds to an electric dipole of $`(1/2\alpha _f)(ea_0)`$ (fine structure constant $`\alpha _f1/137`$), which is equivalent to the induced electric dipole at $`=6\times 10^4`$ (V/cm) for <sup>87</sup>Rb. Other atoms with larger magnetic dipole moments will display clearer anisotropic effects. Typical hetero-nuclear diatomic molecules have a permanent electric dipole moment of $`(ea_0)`$, corresponding to an induced moment in <sup>87</sup>Rb at $`=1.6\times 10^7`$ (V/cm) . Trapped molecules with aligned permanent electric dipoles (by an external E-field) would give similar results. However, magnetic trapped molecules with unaligned electric dipoles interacting with the spin axis represents an interesting extension that requires further investigation.
We thank Dr. M. Marinescu for helpful discussions during the early stages of this work. This work is supported by the U.S. Office of Naval Research grant No. 14-97-1-0633 and by the NSF grant No. PHY-9722410. |
warning/0002/astro-ph0002193.html | ar5iv | text | # A Theoretical Review of Axion11footnote 1Talk presented at cosmo-99, ICTP, Trieste, Italy, 28 September 1999.
## 1 The Strong CP Problem
The standard model $`SU(3)\times SU(2)\times U(1)`$ describes the weak and electromagnetic interactions very successfully. The strong interaction part, quantum chromodynamics, is proven to be successful at perturbative level, but the study of nonperturbative effects are not so successful. Because of the lack of a calculational tool of the nonperturbative effects, the frequently used method for the study of QCD at low energy is the symmetry principle. At energy scales below the confinement and chiral symmetry breaking scale, some symmetries of QCD are manifest in strong interaction dynamics. Baryon number is known to be conserved. Chiral symmetry is broken.
Discrete symmetries are believed to be conserved in the process of confinement. Here we are interested in CP. If QCD conserves CP, the CP symmetry will be preserved in strong interactions at low energy. If QCD violates CP, its effect will be shown in low energy strong interaction dynamics. QCD before 1975 was described by
$$=\frac{1}{2g^2}\mathrm{Tr}F_{\mu \nu }F^{\mu \nu }+\overline{q}(iD/M_q)q$$
(1)
where $`q`$ and $`M_q`$ are quark and quark mass matricies, respectively. After the discovery of the instanton solution in non-Abelian gauge theories, it is known that the $`\theta `$-term must be considered,
$$_\theta =\frac{\theta }{16\pi ^2}\mathrm{Tr}F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }.$$
(2)
Note that $`_\theta `$ is odd uner P or T discrete transformation. Therefore, this term violates the CP invariance. Thus QCD contains a term violating CP symmetry. If QCD violates the CP symmetry, it must be revealed in strong interaction dynamics. For example, we may expect a CP violating static property of neutron, the electric dipole moment of neutron $`d_n`$. The experimental upper limit of $`d_n`$ is known to be $`0.63\times 10^{25}e`$cm. On the other hand, if strong interaction violates the CP invariance at the full strength, then we expect $`d_n10^{14}e`$cm. Therefore, the vacuum angle is restricted to a tiny region
$$|\theta |<10^9.$$
(3)
The question, $`\mathrm{`}\mathrm{`}`$Why is the vacuum angle so small”, is the strong CP problem. If we treat $`\theta `$ as O(1) parameter, then the above observation excludes QCD as the theory of strong interactions. In this case, different $`\theta `$’s describe different universes. Since QCD is known to be so successful except for the strong CP problem, it is better to keep QCD as the theory of strong interactions. It is desirable to resolve the strong CP problem with QCD untouched.
There have been several attempts toward the solution of the strong CP problem, one even incorrectly asserting that there is no strong CP problem.<sup>2</sup><sup>2</sup>2This reference starts with an assumption on CPT invariant $`|n`$ vacua and obtains the CPT odd $`|\theta `$ vacuum. But in Yang-Mills theories, $`|n`$ vacua are not CPT invariant, and the $`|\theta `$ vacuum is CPT invariant.
One class of solutions employs CP symmetry at the Lagrangian level, and require the induced vacuum angle (in the process of introducing weak CP violation) sufficiently small. These are called natural solutions. Here, the weak CP violation is through spontaneous symmetry breaking or soft breaking. Namely, the Kobayashi-Maskawa type weak CP violation is not possible except for the Nelson-Barr type. The reason for a possible Kobayashi-Maskawa weak CP violation in the Nelson-Barr type strong CP solution is that the spontaneous CP violation here is introduced at a super high energy scale and hence at the electroweak scale CP is already violated as in the Kobayashi-Maskawa model. In this class of models, at tree level $`\theta =0`$, which implies $`ArgDetM_q=0`$. This is attained by assuming a CP invariant Lagrangian including the $`\theta `$ term and specific symmetries. Possible symmetries used for this purpose are: left-right symmetry, $`U(1)`$ gauge symmetry, permutation symmetry, and other discrete symmetries.
The other solutions are the $`m_u=0`$ solution and the axion solution.
Here, the most attractive solution is the axion solution, making $`\theta `$ a dynamical variable. A dynamical $`\theta `$ is equivalent to a pseudoscalar field which we call axion. If the axion has a potential, then in the evolving universe the minimum of the vacuum will be chosen. The axion solution guarantees that $`\theta =0`$ is the minimum of the $`\theta `$ potential, which is discussed below.
## 2 The Peccei-Quinn Solution
The axion solution is a dynamical solution. Peccei and Quinn showed that $`\theta =0`$ at the point $`dV/d\theta =0`$, which has been shown later by Vafa and Witten,
$$=\frac{1}{4}F^2+\overline{q}(iD/M_q)q+\theta \frac{g^2}{32\pi ^2}F\stackrel{~}{F}$$
(4)
where we suppressed the Greek indices for space-time in $`F`$. Let us treat $`\theta `$ as a coupling. After integrating the quark fields out, the generating functional in the Euclidian space is given by
$$[dA_\mu ]\underset{i}{}\mathrm{Det}(D/+m_i)\mathrm{exp}\{d^4x[\frac{1}{4g^2}F^2i\theta \frac{1}{32\pi ^2}F\stackrel{~}{F}]\}.$$
(5)
Note that the resulting functional has a specific form of the $`\theta `$ dependence. In the Euclidian space, corresponding to the eigenstate $`\psi `$ of $`iD/`$, $`iD/\psi =\lambda \psi `$, there corresponds to the other eigenstate of $`iD/`$, $`iD/(\gamma _5\psi )=\lambda (\gamma _5\psi )`$. Thus, the nonzero real eigenvalues of $`iD/`$ are paired with opposite sign and the identical magnitude. For $`N_0`$ number of zero modes, we can show that
$$\mathrm{Det}(D/+m_i)=\underset{i}{}(i\lambda +m_i)=m_i^{N_0}(m_i^2+\lambda ^2)>0.$$
(6)
Thus, the generating functional is bounded by usung the Schwarz inequality in view of Eq. (6),
$`\mathrm{exp}[{\displaystyle }d^4xV[\theta ]]|{\displaystyle }[dA_\mu ]{\displaystyle }\mathrm{Det}(D/+m_i)\mathrm{exp}({\displaystyle }d^4x)|`$
$`{\displaystyle }[dA_\mu ]|{\displaystyle }\mathrm{Det}(D/+m_i)\mathrm{exp}({\displaystyle }d^4x)|`$
$`=|{\displaystyle }[dA_\mu ]{\displaystyle }\mathrm{Det}(D/+m_i)\mathrm{exp}[{\displaystyle }d^4x(\theta =0)]|`$ (7)
$`=\mathrm{exp}({\displaystyle d^4xV[0]})`$
where $`=(1/4g^2)F^2i\theta \{F\stackrel{~}{F}\}`$, and the simplified notation $`\{\}`$ includes a factor $`1/32\pi ^2`$. The above inequality guarantees
$$V[\theta ]V[0].$$
(8)
Instanton solutions have integer values for $`d^4x\{F\stackrel{~}{F}\}`$, hence $`V[\theta ]`$ is periodic with the $`\theta `$ period of $`2\pi `$, $`\theta \theta +2n\pi `$. The above agument is for a nonzero up quark mass. If $`m_u=0`$, $`\theta `$ is unphysical and there is no strong CP problem.
As a coupling, any $`\theta `$ defines a good theory (or universe). The shape of $`V`$ as a function of $`\theta `$ is
Fig. 1. Shape of $`V[\theta ]`$. The KM weak CP introduces $`|\theta |10^{16}`$.
Here, the axion solution of the strong CP problem is transparent. If we identify $`\theta `$ as a pseudoscalar field,
$$\theta =\frac{a}{F_a}$$
(9)
the vacuum angle is chosen at $`\theta 0`$, realizing the almost CP invariant QCD vacuum. Note the key ingredients of this axion solution. Firstly, the theory introduces an axion coupling $`a\{F\stackrel{~}{F}\}`$. Second, there is no axion potential except that coming from the $`F\stackrel{~}{F}`$ term, otherwise our proof does not go through. Third, there necessarily appears a mass parameter $`F_a`$, the so-called axion decay constant. One possible example for the axion is to introduce a Goldstone boson, using a global $`U(1)`$ symmetry. As explained above Peccei-Quinn showed that $`\theta =0`$ is the minimum of the potential, which is meaningful only if there is a dynamical field $`a`$. Later, Weinberg and Wilczek explicitly showed that the model contains the axion. It was immediately known that the PQWW axion does not exist, and hence there soon appeared a flurry of natural solutions.
To have the anomalous coupling, the global symmetry must have a triangle anomaly in $`U(1)_{\mathrm{global}}\times SU(3)_c\times SU(3)_c`$. This anomalous coupling introduces an axion decay constant which can be large for the very light axion models. Soon after the invention of the very light axion, it has been known that the astrophysical and cosmological bounds restrict the axion decay constant in the region, $`10^9\mathrm{GeV}F_a10^{12}\mathrm{GeV}`$. Also, it was known that a more ambitious composite axion can be constructed.
Another interesting possibility is that there results an axion with the above properties from a more fundamental theory such as from the string theory. This possibility introduces a nonrenormalizable interaction $`aF\stackrel{~}{F}`$. Indeed, superstring models have a host of moduli fields which do not have potentials at the compactification scale. But some of the moduli have the desired anomalous couplings, and becomes the axion. In this case, the so-called superstring axions are expected to have the decay constant near the Planck scale. But the exact magnitude depends on the details of the model.
The mass of the very light axion is an important parameter in the evolving universe. The allowed range of the decay constant gives tens of micro-eV axion mass,
$$m_a=0.6\times 10^7\frac{\mathrm{eV}}{F_a^{\mathrm{GeV}}}$$
(10)
where $`F_a^{\mathrm{GeV}}=F_a/\mathrm{GeV}`$.
The neutron electric dipole moment in the $`\theta `$ vacuum is given by
$$\frac{d_n}{e}=O(1)\frac{m_u\mathrm{sin}\theta }{f_\pi ^2[2Z\mathrm{cos}\theta +(1+Z)^2]^{1/2}}$$
(11)
where $`Z=m_u/m_d`$ is the ratio of the current quark masses. For $`m_u<2\times 10^{13}`$ GeV, the neutron electric dipole moment is satisfied even for O(1) $`\theta `$.
The very light axion physics is closely connected to the study of the evolution of the universe. The domain wall problem must be studied in specific models. Usually, inflation needed in supergravity models with the condition on the reheating temperature $`T_R<10^9`$ GeV does not lead to the axionic domain wall problem.
Theoretically, the introduction of the Peccei-Quinn U(1) global symmetry is ad hoc. It is better if the axion arises from a fundamental theory. In this spirit, it is most important to draw a very light axion from superstring theory. If we cannot, how can we understand the strong CP problem?
## 3 Embedding the Very Light Axion in Superstring
The pseudoscalar moduli fields in D=10 superstring is $`B_{MN}(M,N=0,\mathrm{},9)`$ among the bosonic fields $`G_{MN},B_{MN}`$ and the dilaton. Upon compactification to D=4, $`B_{\mu \nu }(\mu ,\nu =0,\mathrm{},3)`$ turns out to be a pseudoscalar field. Dual transformation of $`B_{\mu \nu }`$ defines a pseudoscalar $`a`$ as
$$^\sigma aϵ^{\mu \nu \rho \sigma }H_{\mu \nu \rho };H_{\mu \nu \rho }=\mathrm{field}\mathrm{strength}\mathrm{of}B_{\mu \nu }ϵ_{\mu \nu \rho \sigma }^\sigma a.$$
(12)
Of course, $`B_{\mu \nu }`$ does not have renormalzable couplings to matter fields, hence there is no potential for $`a`$ since the possible derivative coupling $`^\mu a\psi \gamma _\mu \gamma _5\psi `$ does not lead to a potential term. If we consider a field strenth $`H_{\mu \nu \rho }`$ to obtain couplings, it is invariant under a shift $`aa+c`$. This consideration does not lead to an anomalous coupling needed for an axion.
However, the gauge invariant D=10 field strength of $`B_{MN}`$ is not $`H=dB`$,<sup>3</sup><sup>3</sup>3In this paragraph we use the differential form. but is
$$H=dB+\omega _{3Y}^0\omega _{3L}^0$$
(13)
where the Yang-Mills Chern-Simmons form is tr$`(AFA^3/3)`$ and the Lorentz Chern-Simmons form is tr$`(\omega R\omega ^3/3)`$. The Chern-Simmons forms satisfy $`d\omega _{3Y}^0=\mathrm{tr}F^2`$ and $`d\omega _{3L}^0=\mathrm{tr}R^2`$. Therefore,
$$dH=\mathrm{tr}F^2+\mathrm{tr}R^2,$$
(14)
and the equation of motion for $`a`$ is
$$\mathrm{}a=\frac{1}{M}[\mathrm{Tr}F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }\mathrm{Tr}R_{\mu \nu }\stackrel{~}{R}^{\mu \nu }]$$
(15)
which implies $`aF\stackrel{~}{F}`$ coupling which is needed for the axion interpretation of $`a`$. This is the so-called model-independent axion. Here, $`M`$ is about the compactification scale suppressed by a factor and corresponds to the axion decay constant.
To cancel the Yang-Mills anomaly, one should introduce the Green-Schwarz term, $`S_{GS}(B\mathrm{tr}F^4+\mathrm{})`$. The Green-Schwarz term gives the needed anomalous coupling for pseudoscalars $`B_{ij}(i,j=4,\mathrm{},9)`$
$$B_{ij}ϵ^{\mu \nu \rho \sigma }F_{\mu \nu }F_{\rho \sigma }F_{kl}F_{pq}ϵ^{ijklpq}.$$
(16)
Here, we have model-dependent axions $`a_kϵ_{ijk}B_{ij}`$, the number of which is the second Betti number. Unlike the model-independent axion, the model-dependent axions receive nonvanishing superpotential terms from the world-sheet instanton effect,
$$_{\mathrm{\Sigma }_J}d^2z\omega _{ij}^I(X^i\underset{¯}{}X^{\underset{¯}{j}}\underset{¯}{}X^iX^{\underset{¯}{j}})=2\alpha ^{}\delta _{IJ}$$
(17)
where $`\alpha ^{}`$ is the string tension, and $`\omega =4\pi ^2\mathrm{Re}(T_I)\omega ^I`$. The internal space volume is given by $`V_6=(1/3!)\omega \omega \omega (1/6)(4\pi ^2\mathrm{Re}T)^3(2\alpha ^{})^3`$. So the model-dependent axion cannot be a candidate for the low energy QCD axion unless the potential is sufficiently suppressed.
Thus, the model-independent axion is a good candidate for the QCD axion. However, it has two serious problems:
(A) The decay constant problem– $`F_a`$ is too large, $`10^{16}`$ GeV, and
(B) The hidden sector problem– We need a hidden sector confining force for supersymmetry breaking around $`10^{1013}`$ GeV. If so, the dominant contribution to the model-independent axion comes from the hidden sector anomaly,
Fig. 2. The almost flat axion potential.
$`m_a\mathrm{\Lambda }_h^2/F_a`$. Then, this cannot be the needed axion for the strong CP problem. With two confining forces with scales of $`\mathrm{\Lambda }_h`$ and $`\mathrm{\Lambda }_{QCD}`$, the potential can be written as
$$V\mathrm{\Lambda }_{QCD}^4\mathrm{cos}(\theta +\alpha )\mathrm{\Lambda }_h^4\mathrm{cos}(\theta _h+\beta )$$
(18)
where $`\alpha `$ and $`\beta `$ are constants, and $`\mathrm{\Lambda }_h\mathrm{\Lambda }_{QCD}`$. To settle both $`\theta _h`$ and $`\theta `$ dynamically at zero, we need two axions. But as shown above, we have only one axion for this purpose, the model-independent axion.
Both of the above problems are difficult to circumvent.<sup>4</sup><sup>4</sup>4See, however, Lalak et al.
The approximate global symmetries may be a way out from this dilemma. Discrete symmetries may forbid sufficiently many terms so that the Peccei-Quinn symmetry violating terms can appear only at $`d9`$. One such example is $`Z_N`$ symmetry (e.g. $`N=3`$) in theories without hidden sector quarks.
## 4 Cosmology with Axion
In the hot cores of stellar objects, the axion production can occur through $`\gamma +e(\mathrm{or}Z)a+e(\mathrm{or}Z)`$, $`n+nn+n+a`$, $`\gamma +ea+e`$, $`e^++e^{}a+\gamma `$, etc. For a sufficiently large $`F_a`$, axions produced in the stellar core can escape the star since the rescattering cross section is small. If its production rate is too large $`(1/F_a^2)`$, it takes out too much energy from the core. Thus, there results the upper bounds on $`F_a`$ from star evolutions. The best bound is obtained from the study of supernovae. Thus, the solar axion search may not succeed which needs $`F_a10^7`$ GeV.
The lifetime of $`a`$ is extremely long and hence can be treated in most cases as a stable particle. The classical coherent states of $`a`$ will oscillate around the minimum $`a=0`$. When can this happen? It is around $`T_11`$ GeV, not around the axion scale of $`F_a`$ since the axion potential is extremely flat. Its existence is felt when the expansion rate is smaller than the oscillation rate of the classical axion field, viz. $`3H<m_a`$. For $`T<T_1`$, the classical axion field $`a`$ begins to roll down the hill. After this happens, the Hubble expansion is negligible and the $`a`$ equation leads to a conserved $`m_aA^2`$ (where $`A`$ is the amplitude of the classical axion field) in the comoving volume. This coherent axion field carries energy density behaving like nonrelativistic particles and its
Fig. 3. Axion search experiments. The model predictions are shown.
contribution to cosmic energy is
$$\mathrm{\Omega }_ah^20.13\times 10^{\pm 0.4}\mathrm{\Lambda }_{200}^{0.7}f(\theta _1)\left(\frac{10^5\mathrm{eV}}{m_a}\right)^{1.18}N_{DW}^2$$
(19)
where $`\theta _1`$ is the $`\theta `$ value at the cosmic temperature $`T_1`$. These considerations restrict $`F_a`$ as
$$10^9\mathrm{GeV}F_a10^{12}\mathrm{GeV}.$$
(20)
In this scenario, cold axions are packed around us , for which the axion search experiments are performed. In this search one probes the axion–electromagnetic coupling of $`a𝐄𝐁`$. The current status is exhibited in Fig. 3.
Depending on models, there can exist domain walls, but in supersymmetric models the requirement of $`T_{RH}<10^9`$ GeV gives a sufficient dilution of the dangerous domain walls. Also there can exist hot axions produced by vibrations of axionic strings when they are formed around $`TF_a`$. These hot axions are also diluted by inflation with $`T_{RH}<10^9`$ GeV.
Quintessence idea Recently, there is an evidence that the cosmological constant is very tiny, which is another difficult problem for the cosmological constant. Since the axion potential is almost flat, there may be a mechanism to have a very small cosmological constant within the axion idea. We start with the assumption that at the minimum of the potential the cosmological constant is zero.
We note that the massless quark solution of the strong CP problem leads to a flat $`\theta _h`$ direction. Eventually, we will identify this $`\theta _h`$ direction as the hidden sector(h-sector) axion direction. If we break the global symmetry by a tiny h-sector quark mass, the degeneracy is broken feebly. A random value of $`\theta _h`$ will give a generic value of the potential determined by the nonvanishing h-quark mass. This generic value of the potential energy is expected to be $`(0.003\mathrm{eV})^4`$ so that it explains the Type 1a data. If $`\theta _h`$ is a coupling, then the random value of $`\theta _h`$ gives a true cosmological constant, i.e. it is zero. If $`\theta _h`$ is a dynamical field such as an axion, then the cosmological constant is nonzero like in axion models. We will call this dynamical $`\theta _h`$ with a currently interesting cosmological constant a quintessence. The axion quintessence needs a potential height of order $`10^{47}`$ GeV<sup>4</sup> and $`F_aM_P`$, i.e. $`m_a10^{33}`$ eV, for it to dominate the mass density of the universe recently. In terms of the known scales, $`M_P=2.44\times 10^{18}`$ GeV and $`v247`$ GeV, we obtain a small energy density $`v^{n+4}/M_P^n`$. For $`n=3`$,
$$\frac{v^7}{M_P^3}4\times 10^{39}\mathrm{GeV}^4$$
(21)
which can be a reasonable candidate for the vacuum energy with a further suppression by coupling constants. How can one forbid $`n=1,2`$ but allow $`n=3`$ in supergravity?
With a (almost) massless h-quark, the h-sector instanton potential is almost flat. Then the axion corresponding to the h-sector can be a quintessence. For this idea to work, we must introduce at least one model-dependent axion so that two axions survive. If two axions are present with $`F_1`$ and $`F_2`$ and two explicit scales $`\mathrm{\Lambda }_1`$ and $`\mathrm{\Lambda }_2`$ break the symmetries, the larger $`F`$ corresponds to the smaller $`\mathrm{\Lambda }`$. Because the h-sector instanton potential is made almost flat by almost massless h-quark, the smaller symmetry breaking scale $`(v^7/M_P^3)^{1/4}`$ corresponds to the larger $`F`$, i.e. the Planck scale decay constant. This solves the axion decay constant problem by lowering the decay constant of the QCD axion to $`10^{12}`$ GeV.
Now the problem is how to save a model-dependent axion. For this we have to assume that many singlets do not develop vacuum expectation values.
## 5 Conclusion
We have shown that:
i) The strong CP problem is a serious problem.
ii) But there are solutions, natural and automatic.
iii) The very light axion solution is the most attractive one. Here, the
weak CP violation is of the Kobayashi-Maskawa type.
iv) The very light axion can close the universe, and can be detected.
v) Superstring models have two problems housing the very light axion. One
possible scenario with quintessence is also discussed.
## Acknowledgments
This work is supported in part by the Korea Research Foundation, Korea Science and Engineering Foundation, and the BK21 program of the Ministry of Education.
## References |
warning/0002/astro-ph0002406.html | ar5iv | text | # Polaris: astrometric orbit, position, and proper motion
## 1 Introduction
Polaris ($`\alpha `$ Ursae Minoris, HR 424, HD 8890, ADS 1477, FK 907, HIP 11767) is a very interesting and important object, both from the astrophysical point of view and from the astrometric one. For astrophysics, the most remarkable feature of the multiple stellar system Polaris is the fact that its main component, namely $`\alpha `$ UMi A, is a Cepheid variable with a very unusual behaviour. In astrometry, Polaris is one of the most frequently and accurately observed objects, mainly because it is located so close to the North celestial pole and can be used for calibration purposes.
Up to now, the binary nature of Polaris was essentially neglected in ground-based fundamental astrometry, e.g in the FK5 (Fricke et al. 1988). This was justified by the limited accuracy reached by the meridian-circle observations. Now, the high-precision astrometric measurements carried out with the HIPPARCOS satellite (ESA 1997) require strongly to take into account the binary nature of Polaris in order to obtain an adequate astrometric description of $`\alpha `$ UMi. Similar procedures are required for many other binaries among the fundamental stars in order to be included properly into the Sixth Catalogue of Fundamental Stars (FK6; Part I: Wielen et al. 1999c; see also Wielen et al. 1998).
The main purpose of the present paper is to obtain a reliable astrometric orbit for Polaris, and to use this astrometric orbit for obtaining high-precision values for the position and proper motion of Polaris. This is done by combining the known spectroscopic orbit of Polaris with ground-based astrometric data given in the FK5 and with the HIPPARCOS results. Before doing so in the Sects. 3 and 4, we present in Sect. 2 an overview of the Polaris system.
## 2 Overview of the Polaris System
Polaris is a multiple stellar system, which consists of a close pair, $`\alpha `$ UMi A and $`\alpha `$ UMi P (= $`\alpha `$ UMi a), and a distant companion, $`\alpha `$ UMi B, and two distant components, $`\alpha `$ UMi C and $`\alpha `$ UMi D. We use here the designation ’P’ for a close companion of A, which was used in the IDS and was adopted by the CCDM and by the HIPPARCOS Input Catalogue, rather than the traditional version ’a’, which is used e.g. by the WDS and by CHARA).
### 2.1 The Cepheid $`\alpha `$ UMi A
The main component of Polaris is a low-amplitude Cepheid with a pulsational period of about 3.97 days. This period is increasing with time (e.g. Kamper & Fernie 1998). According to Feast & Catchpole (1997), $`\alpha `$ UMi A is a first-overtone pulsator (rather than a fundamental one), since $`\alpha `$ UMi A is too luminous for a fundamental pulsator, if they apply their period-luminosity relation (for fundamental pulsators) to Polaris. The fundamental period of $`\alpha `$ UMi A would follow as $`P_0=5.64`$ days, if the observed period is the first-overtone period $`P_1`$ (using the relation between $`P_1`$ and $`P_0`$ derived by Alcock et al. (1995) for Galactic Cepheids). An extraordinary property of $`\alpha `$ UMi A among the Cepheids is that the amplitude of its pulsation has been dramatically declined during the past 100 years, as seen both in the light curve and in the radial-velocity curve (Arellano Ferro 1983, Kamper & Fernie 1998, and other references given therein). The full amplitude was about 0 .$`^m`$12 in $`m_\mathrm{V}`$ and about 6 km/s in radial velocity before 1900, and seems now to be rather constant at a level of only 0 .$`^m`$03 in $`m_\mathrm{V}`$ and at 1.6 km/s in radial velocity. An earlier prediction (Fernie et al. 1993) that the pulsation should cease totally in the 1990s was invalid. A discussion of the HIPPARCOS parallax and of the absolute magnitude of $`\alpha `$ UMi A is given in the next Sect. 2.2 .
### 2.2 The spectroscopic-astrometric binary $`\alpha `$ UMi AP
The Cepheid $`\alpha `$ UMi A is a member of the close binary system $`\alpha `$ UMi AP. This duplicity was first found from the corresponding variations in the radial velocity of $`\alpha `$ UMi A. However, the interpretation of the radial velocities of $`\alpha `$ UMi A in terms of a spectroscopic binary is obviously complicated by the fact that $`\alpha `$ UMi A itself is pulsating and that this pulsation varies with time. We use in this paper the spectroscopic orbit derived by Kamper (1996), which is based on radial velocity observations from 1896 to 1995. Kamper (1996) took into account changes in the amplitude of the pulsation and in the period of pulsation, but used otherwise a fixed sinusoid for fitting the pulsation curve. In an earlier paper, Roemer (1965) considered even ‘annual’ changes in the form of the pulsation curve. In Table 4, we list the elements of the spectroscopic orbit of A in the pair AP given by Kamper (1996, his Table III, DDO + Lick Data). The orbital period of $`\alpha `$ UMi AP is 29.59 $`\pm `$ 0.02 years, and the semi-amplitude is $`K_\mathrm{A}=3.72`$ km/s. The value of $`a_\mathrm{A}\mathrm{sin}i=2.934`$ AU corresponds to about 22 milliarcsec (mas), using the HIPPARCOS parallax.
Attempts to observe the secondary component $`\alpha `$ UMi P directly or in the integrated spectrum of $`\alpha `$ UMi AP have failed up to now. Burnham (1894) examined Polaris in 1889 with the 36-inch Lick refractor and found no close companion to $`\alpha `$ UMi A (nor to $`\alpha `$ UMi B). Wilson (1937) claimed to have observed a close companion by means of an interferometer attached to the 18-inch refractor of the Flower Observatory. Jeffers (according to Roemer (1965) and to the WDS Catalogue) was unable to confirm such a companion with an interferometer at the 36-inch refractor of the Lick Observatory. HIPPARCOS (ESA 1997) has not given any indication for the duplicity of Polaris. Speckle observations were also unsuccessful (McAlister 1978). All these failures to detect $`\alpha `$ UMi P directly are not astonishing in view of the probable magnitude difference of A and P of more than 6<sup>m</sup> and a separation of A and P of less than 0 .”2 (see Sect. 3.2.5). Roemer and Herbig (Roemer 1965) and Evans (1988) searched without success for light from $`\alpha `$ UMi P in the combined spectrum of $`\alpha `$ UMi AP. From IUE spectra, Evans (1988) concluded that a main-sequence companion must be later than A8V. This is in agreement with our results for $`\alpha `$ UMi P, given in Table 5. A white-dwarf companion is ruled out by the upper limit on its effective temperature derived from IUE spectra and by considerations on its cooling age, which would be much higher than the age of the Cepheid $`\alpha `$ UMi A (Landsman et al. 1996).
After Polaris had become known as a long-period spectroscopic binary (Moore 1929), various attempts have been made to obtain an astrometric orbit for the pair $`\alpha `$ UMi AP. Meridian-circle observations were discussed by Gerasimovic (1936) and van Herk (1939). While van Herk did not find a regular variation with a period of 30 years, Gerasimovic claimed to have found such a modulation. However, the astrometric orbit of the visual photo-center of $`\alpha `$ UMi AP determined by Gerasimovich (1936) is most probably spurious, since he found for the semi-major axis of the orbit $`a_{\mathrm{ph}(\mathrm{AP})}110`$ mas, which is much too high in view of our present knowledge ($`a_{\mathrm{ph}(\mathrm{AP})}=29`$ mas). More recent meridian-circle observations gave no indications of any significant perturbation. This is not astonishing in view of the small orbital displacements of the photo-center of AP of always less than 0 .”04. Long-focus photographic observations have been carried out at the Allegheny Observatory (during 1922–1964), the Greenwich Observatory, and the Sproul Observatory (during 1926–1956), mainly with the aim to determine the parallax of Polaris. The discussion of this material by Wyller (1957, Sproul data) and by Roemer (1965, Allegheny data) did not produce any significant results. The Allegheny plates were later remeasured and rediscussed by Kamper (1996), using his new spectroscopic orbital elements. Kamper also rediscussed the Sproul plates. While the Sproul data gave no relevant results for $`\alpha `$ UMi AP, the Allegheny data gave just barely significant results, such as $`a_{\mathrm{ph}(\mathrm{AP})}=19.5\pm 6.5`$ mas. For our purpose (see Sect. 3.2.3), the most important implication derived by Kamper (1996) from the Allegheny data is that the astrometric orbit of AP is most probably retrograde, not prograde.
In Sect. 3 we shall present a more reliable astrometric orbit of $`\alpha `$ UMi AP by combining ground-based FK5 data with HIPPARCOS results, using Kamper’s (1996) spectroscopic orbit as a basis.
The HIPPARCOS astrometric satellite has obtained for $`\alpha `$ UMi AP a trigonometric parallax of $`p_\mathrm{H}=7.56\pm 0.48`$ mas, which corresponds to a distance from the Sun of $`r_\mathrm{H}=132\pm 8`$ pc. In the data reduction for HIPPARCOS, it was implicitely assumed that the photo-center of the pair AP moves linearly in space and time, i.e. a ‘standard solution’ was adopted. This is a fairly valid assumption, since the deviations from a linear fit over the period of observations by HIPPARCOS, about 3 years, are less than 1 mas (see Sect. 4.2). Hence the HIPPARCOS parallax obtained is most probably not significantly affected by the curvature of the orbit of AP. Nevertheless, it may be reassuring to repeat the data reduction of HIPPARCOS for $`\alpha `$ UMi, adopting the astrometric orbit derived here for implementing the curvature of the orbit of the photo-center of $`\alpha `$ UMi AP.
The mean apparent visual magnitude of the combined components A and P is $`m_{\mathrm{V},\mathrm{AP}}=1.982`$ (Feast & Catchpole 1997). This agrees fairly well with the HIPPARCOS result (ESA 1997) $`m_{\mathrm{V},\mathrm{AP}}=1.97`$. In accordance with most authors we assume that the reddening $`E_{\mathrm{B}\mathrm{V}}`$ and the extinction $`A_\mathrm{V}`$ of the Polaris system are essentially zero ( e.g., Turner 1977, Gauthier & Fernie 1978), within a margin of $`\pm 0.02`$ in $`E_{\mathrm{B}\mathrm{V}}`$ and $`\pm 0.06`$ in $`A_\mathrm{V}`$. Using the HIPPARCOS parallax, we find for the mean absolute magnitude of AP $`M_{\mathrm{V},\mathrm{AP}}=3.63\pm 0.14`$. If we use our results of Table 5 for component P, i.e. $`M_{\mathrm{V},\mathrm{P}}+2.9`$, and subtract the light of P from $`M_{\mathrm{V},\mathrm{AP}}`$, then the absolute magnitude of the Cepheid component A is $`M_{\mathrm{V},\mathrm{A}}=3.62\pm 0.14`$. Unfortunately, the pecularities in the pulsation of $`\alpha `$ UMi A are certainly not very favourable for using this nearest Cepheid as the main calibrator of the zero-point of the period-luminosity relation of classical Cepheids.
### 2.3 The visual binary $`\alpha `$ UMi (AP) – B
Already in 1779, W. Herschel (1782) discovered the visual-binary nature of Polaris. The present separation between AP and B is about 18 .”2. This separation corresponds to 2400 AU or 0.012 pc, if B has the same parallax as AP. Kamper (1996) has determined the tangential and radial velocity of B relative to AP. Both velocities of B agree with those of AP within about 1 km/s. Hence Kamper (1996) concludes that B is most probably a physical companion of AP, and not an optical component. The physical association between AP and B is also supported by the fair agreement between the HIPPARCOS parallax of AP ($`r_\mathrm{H}=132\pm 8`$ pc) and the spectroscopic parallax of B (114 pc, as mentioned below).
The spectral type of B is F3V. The magnitude difference between B and the combined light of AP is $`\mathrm{\Delta }m_\mathrm{V}=6.61\pm 0.04`$ (Kamper 1996). Using $`m_{\mathrm{V},\mathrm{AP}}=1.98`$, this implies for B an apparent magnitude of $`m_{\mathrm{V},\mathrm{B}}=8.59\pm 0.04`$. Adopting the HIPPARCOS parallax (and no extinction), we obtain for B an absolute magnitude of $`M_{\mathrm{V},\mathrm{B}}=+2.98\pm 0.15`$. The standard value of $`M_\mathrm{V}`$ for an F3V star on the zero-age main sequence is $`+3.3`$. If we use this standard value for $`M_\mathrm{V}`$, we obtain for B a spectroscopic distance of $`r=114`$ pc. Similar values of the spectroscopic distance were derived (or implied) by Fernie (1966), Turner (1977), and Gauthier & Fernie (1978). These authors were interested in the absolute magnitude (and hence in the distance) of B in order to calibrate the absolute magnitude of the Cepheid A. Now the use of the HIPPARCOS trigonometric parallax is, of course, better suited for this purpose.
The typical mass of an F3V star is $`_\mathrm{B}=1.5_{}`$. If we use for the masses of A and P the values adopted in Table 5 ($`6.0+1.54_{}`$), we obtain for the triple system a total mass of $`_{\mathrm{tot}}=9.0_{}`$). We derive from $`\rho _{\mathrm{B}\mathrm{AP}}=18.`$$`2`$ and the statistical relation $`a=1.13\rho `$ an estimate for the semi-major axis of the orbit of B relative to AP of $`a_{\mathrm{B}\mathrm{AP}}21`$” or 2700 AU. From Kepler’s Third Law, we get then an estimate of the orbital period of B, namely $`P_\mathrm{B}\mathrm{50\hspace{0.17em}000}`$ years.
From the data given above, we can estimate the acceleration $`g_{\mathrm{AP}}`$ of the center-of-mass of the pair $`\alpha `$ UMi AP due to the gravitational attraction of $`\alpha `$ UMi B. If we project this estimate of $`g_{\mathrm{AP}}`$ on one arbitrarly chosen direction, we get for AP a typical ‘one-dimensional’ acceleration of about 0.003 (km/s)/century or 0.4 mas/century<sup>2</sup>. Therefore, we should expect neither in the radial velocity nor in the tangential motion of AP a significant deviation from linear motion due to the gravitational force of B during the relevant periods of the observations used. For all present purposes, it is fully adequate to assume that the center-of-mass of the pair $`\alpha `$ UMi AP moves linearly in space and time. The same is true for the motion of B.
A modulation of the relative position of B with respect to the photo-center of AP with a period of about 30 years is not seen in the available observations of B. This is in accordance with our determination of the motion of the photo-center of AP with respect to the cms of AP, given in Table 7. The expected amplitude of the modulation is less than 0 .”04 and is obviously not large enough with respect to the typical measuring errors in the relative position of B.
The contribution of the orbital motion of the center-of-mass (cms) of AP, due to B, to the total space velocity of AP is of the order of a few tenth of a km/s. The expected value of the velocity of B relative to the cms of AP is of the order of 1 km/s.
### 2.4 $`\alpha `$ UMi C and $`\alpha `$ UMi D
In 1884 and 1890, Burnham (1894) measured two faint stars in the neighbourhood of $`\alpha `$ UMi AB. In 1890.79, the component C had a separation of 44 .”68 from A, and the component D 82 .”83. According to the WDS Catalogue, the apparent magnitudes of C and D are 13 .$`^m`$1 and 12 .$`^m`$1.
The nature of the components C and D is unclear. The probability to find by chance a field star of the corresponding magnitude with the observed separation around $`\alpha `$ UMi A (galactic latitude $`b=+26.^{}46`$ (Wielen 1974)) is of the order of 10 percent for each component. This favours on statistical grounds a physical relationship of the components C and D with A. If C and D are physical members of the Polaris system (instead of being optical components), their absolute magnitudes in V would be + 7 .$`^m`$5 and + 6 .$`^m`$5. Due to the low age of the Polaris system of about 70 million years (deduced from the Cepheid $`\alpha `$ UMi A), they would either just have reached the zero-age main sequence, or they may still be slightly above this sequence (i.e. pre-main-sequence objects, Fernie 1966).
## 3 Astrometric orbit of $`\alpha `$ UMi AP
In this section we determine the astrometric orbit of the photo-center of the pair $`\alpha `$ UMi AP (i.e. essentially of A) with respect to the center-of-mass of AP. We adopt all the elements of the spectroscopic orbit of A in the system AP, derived by Kamper (1996). The remaining elements, i.e. the orbital inclination $`i`$ and the nodal length $`\mathrm{\Omega }`$, are basically obtained from the following considerations:
The observed difference $`\mathrm{\Delta }\mu `$ between the instantaneous proper motion of $`\alpha `$ UMi A, provided by HIPPARCOS for an epoch $`T_{\mathrm{c},\mathrm{H}}1991.31`$, and the mean proper motion of $`\alpha `$ UMi A, provided by long-term, ground-based observations, summarized in the FK5, is equal to the tangential component of the orbital velocity of A with respect to the center-of-mass of the pair AP. Using the spectroscopic orbit of A and the HIPPARCOS parallax, we can predict $`\mathrm{\Delta }\mu `$ for various adopted values of $`i`$ and $`\mathrm{\Omega }`$. Comparing the predicted values of $`\mathrm{\Delta }\mu `$ with the observed difference $`\mathrm{\Delta }\mu `$, we find $`i`$ and $`\mathrm{\Omega }`$. The length of the two-dimensional vector of $`\mathrm{\Delta }\mu `$ gives us the inclination $`i`$; the direction of $`\mathrm{\Delta }\mu `$ fixes then the ascending node $`\mathrm{\Omega }`$. Unfortunately, two values of $`i`$, namely $`i`$ and 180$`{}_{}{}^{}i`$, predict the same value for $`\mathrm{\Delta }\mu `$ (see Fig. 1). This ambiguity corresponds to the fact that $`\mathrm{\Delta }\mu `$ itself does not allow us to differentiate between a prograde orbit and a retrograde one. In the case of $`\alpha `$ UMi AP, it is fortunate that the ground-based observations of the Allegheny Observatory strongly favour the retrograde orbit over the prograde one.
### 3.1 The determination of $`\mathrm{\Delta }\mu `$
#### 3.1.1. The proper motion of the center-of-mass of AP
We determine first the proper motion $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ of the center-of-mass of the pair AP. ($`\mu `$ is used here for $`\mu _\alpha =\mu _\alpha \mathrm{cos}\delta `$ or for $`\mu _\delta `$). The proper motion $`\mu _{\mathrm{FK5}}`$ of $`\alpha `$ UMi given in the FK5 should be very close to $`\mu _{\mathrm{cms}(\mathrm{AP})}`$, since the ground-based data are averaged in the FK5 over about two centuries, which is much larger than the orbital period of AP of about 30 years. In Table 1, we list $`\mu _{\mathrm{FK5}}`$ in the FK5 system and, by applying appropriate systematic corrections, in the HIPPARCOS/ICRS system. The mean errors of $`\mu _{\mathrm{FK5}}`$ in the HIPPARCOS system include both the random error of $`\mu _{\mathrm{FK5}}`$ and the uncertainty of the systematic corrections.
Another determination of $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ is based on the positions $`x_\mathrm{H}(T_{\mathrm{c},\mathrm{H}})`$ and $`x_{\mathrm{FK5}}(T_{\mathrm{c},\mathrm{FK5}})`$ at the central epochs $`T_{\mathrm{c},\mathrm{H}}`$ and $`T_{\mathrm{c},\mathrm{FK5}}`$ of the HIPPARCOS Catalogue and of the FK5. The designation $`x`$ stands for $`\alpha _{}=\alpha \mathrm{cos}\delta `$ or $`\delta `$, where $`\alpha `$ is the right ascension and $`\delta `$ the declination of $`\alpha `$ UMi. The position $`x_{\mathrm{FK5}}(T_{\mathrm{c},\mathrm{FK5}})`$ represents a time-averaged, ‘mean’ position in the sense of Wielen (1997). Before being used, $`x_{\mathrm{FK5}}(T_{\mathrm{c},\mathrm{FK5}})`$ must be reduced to the HIPPARCOS/ICRS system.
The HIPPARCOS position is (approximately) an ‘instantaneously’ measured position of the photo-center of AP. Before combining the HIPPARCOS position with $`x_{\mathrm{FK5}}`$ to a mean proper motion $`\mu _0`$, we have to reduce $`x_\mathrm{H}`$ to the mean position $`x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})`$ of the photo-center of AP at time $`T_{\mathrm{c},\mathrm{H}}`$. This is done by going first from $`x_\mathrm{H}(T_{\mathrm{c},\mathrm{H}})`$ to the center-of-mass $`x_{\mathrm{cms}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})`$ by subtracting from $`x_\mathrm{H}`$ the orbital displacement $`\mathrm{\Delta }x_{\mathrm{orb},\mathrm{ph}(\mathrm{AP})}(T_{\mathrm{c},\mathrm{H}})`$ predicted by the astrometric orbit of the photo-center of AP. Then we have to add to $`x_{\mathrm{cms}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})`$ the (constant) off-set between the mean position of the photo-center $`x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP})}`$ and the center-of-mass (see Fig. 1). Using now $`\alpha _{}`$ and $`\delta `$, we obtain
$`\alpha _{,\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})=\alpha _{,\mathrm{cms}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})`$ (1)
$`{\displaystyle \frac{3}{2}}ea_{\mathrm{ph}(\mathrm{AP})}(\mathrm{cos}\omega \mathrm{sin}\mathrm{\Omega }+\mathrm{sin}\omega \mathrm{cos}\mathrm{\Omega }\mathrm{cos}i),`$
$`\delta _{\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})=\delta _{\mathrm{cms}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})`$ (2)
$`{\displaystyle \frac{3}{2}}ea_{\mathrm{ph}(\mathrm{AP})}(\mathrm{cos}\omega \mathrm{cos}\mathrm{\Omega }\mathrm{sin}\omega \mathrm{sin}\mathrm{\Omega }\mathrm{cos}i),`$
where $`a_{\mathrm{ph}(\mathrm{AP})}`$ is the semi-major axis of the orbit of the photo-center of AP around the center-of-mass of AP. The other elements of this orbit are: eccentricity $`e`$, inclination $`i`$, longitude of periastron $`\omega `$, position angle of the ascending node $`\mathrm{\Omega }`$, orbital period $`P`$, epoch of periastron passage $`T_{\mathrm{peri}}`$. The quantities in the Eqs. (1) and (2) which follow after $`\frac{3}{2}e`$ are just the Thiele-Innes elements $`B`$ and $`A`$. The equations use the fact that, in the orbital plane, the time-averaged position is located on the major axis, towards the apastron, at a distance of $`\frac{3}{2}ea`$ from the center-of-mass.
If $`\alpha _{}`$ and $`\delta `$ would change linearly with time, we could determine the mean proper motion $`\mu _0`$ from
$$\mu _0=\frac{x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})x_{\mathrm{FK5}}(T_{\mathrm{c},\mathrm{FK5}})}{T_{\mathrm{c},\mathrm{H}}T_{\mathrm{c},\mathrm{FK5}}}.$$
(3)
However, for Polaris we should use more accurate formulae because it is so close to the celestial pole. We determine $`\mu _0`$ strictly by requiring that $`\mu _0(T_{\mathrm{c},\mathrm{H}})`$ is that proper motion which brings the object from $`x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}(T_{\mathrm{c},\mathrm{H}})`$ to $`x_{\mathrm{FK5}}(T_{\mathrm{c},\mathrm{FK5}})`$. For calculating the (small) foreshortening effect, we have adopted the radial velocity of the center-of-mass of AP, $`v_\mathrm{r}=\gamma =16.42`$ km/s (Kamper 1996).
The agreement between the two mean proper motions $`\mu _{\mathrm{FK5}}`$ and $`\mu _0`$ is rather good (Table 1). For determining the best value $`\mu _\mathrm{m}`$ of the mean motion of the photo-center, which is equal to the proper motion of the center-of-mass, we take the weighted average of $`\mu _{\mathrm{FK5}}`$ and $`\mu _0`$. Since the orbital corrections to $`x_\mathrm{H}`$ are different for the prograde and retrograde orbits, we have two values for $`\mu _0`$ and hence for $`\mu _\mathrm{m}`$. In both cases, we had to iterate the determinations of the orbital elements ($`i`$ and $`\mathrm{\Omega }`$) and of $`\mu _0`$ (and hence $`\mu _\mathrm{m}`$), since $`\mu _0`$ depends on the orbital corrections. The values for $`\mu _\mathrm{m}=\mu _{\mathrm{cms}}`$ finally adopted are listed in Table 1.
#### 3.1.2. The HIPPARCOS proper motion $`\mu _\mathrm{H}`$
The HIPPARCOS proper motion $`\mu _\mathrm{H}`$ of Polaris (ESA 1997) refers to the photo-center of AP. Basically, $`\mu _\mathrm{H}`$ is the sum of the proper motion $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ of the center-of-mass (cms) of AP and of the orbital motion $`\mathrm{\Delta }\mu _{\mathrm{orb},\mathrm{ph}(\mathrm{AP})}`$ (abbreviated as $`\mathrm{\Delta }\mu `$) of the photo-center of AP with respect to the cms of AP at time $`T_{\mathrm{c},\mathrm{H}}`$:
$$\mu _\mathrm{H}(T_{\mathrm{c},\mathrm{H}})=\mu _{\mathrm{cms}(\mathrm{AP})}+\mathrm{\Delta }\mu (T_{\mathrm{c},\mathrm{H}}).$$
(4)
During the reduction of the HIPPARCOS data, a linear ‘standard’ solution was applied to Polaris. The variation of $`\mathrm{\Delta }\mu (t)`$ during the period of observations of about three years was neglected. This slightly complicates the comparison of the observed $`\mathrm{\Delta }\mu `$ with the orbital ephemerides. In Sect. 3.1.5 we assume that $`\mu _\mathrm{H}`$ is obtained from a linear fit to quasi-continuously measured true positions over a time interval $`D_\mathrm{H}`$, centered at time $`T_{\mathrm{c},\mathrm{H}}`$. From the correlation coefficients given in the HIPPARCOS Catalogue, we derive for the central epochs $`T_{\alpha ,\mathrm{H}}=1991.26`$ and $`T_{\delta ,\mathrm{H}}=1991.35`$. We neglect the slight difference between $`T_{\alpha ,\mathrm{H}}`$ and $`T_{\delta ,\mathrm{H}}`$ and use the average of both, namely $`T_{\mathrm{c},\mathrm{H}}=1991.31`$. From the epochs of the individual observations of Polaris by HIPPARCOS, we estimate $`D_\mathrm{H}=3.10`$ years.
#### 3.1.3. The observed value of $`\mathrm{\Delta }\mu `$
The observed value of $`\mathrm{\Delta }\mu `$ is derived from
$$\mathrm{\Delta }\mu (T_{\mathrm{c},\mathrm{H}})=\mu _\mathrm{H}(T_{\mathrm{c},\mathrm{H}})\mu _{\mathrm{cms}(\mathrm{AP})}(T_{\mathrm{c},\mathrm{H}}).$$
(5)
The values of $`\mathrm{\Delta }\mu `$ in $`\alpha _{}`$ and $`\delta `$, derived from Eq. (5), are listed in Tables 1 and 2. Table 2 gives also the total length $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ of the $`\mathrm{\Delta }\mu `$ vector,
$$(\mathrm{\Delta }\mu _{\mathrm{tot}})^2=(\mathrm{\Delta }\mu _\alpha )^2+(\mathrm{\Delta }\mu _\delta )^2,$$
(6)
and the position angle $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ of the $`\mathrm{\Delta }\mu `$ vector,
$$\mathrm{\Theta }_{\mathrm{\Delta }\mu }=\mathrm{arctan}(\mathrm{\Delta }\mu _\alpha /\mathrm{\Delta }\mu _\delta ).$$
(7)
All the values are valid for the equinox J2000 in the HIPPARCOS/ICRS system at the epoch $`T_{\mathrm{c},\mathrm{H}}=1991.31`$.
Since $`\mu _{\mathrm{cms}}`$ depends on the direction of motion in the orbit (prograde or retrograde), this is also true for $`\mathrm{\Delta }\mu `$, and we obtain therefore two values for $`\mathrm{\Delta }\mu `$. Table 2 shows that $`\mathrm{\Delta }\mu _{\mathrm{tot}}5`$ mas/year and $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ are statistically quite significant and rather well determined. A value of $`\mathrm{\Delta }\mu _{\mathrm{tot}}=4.87`$ mas/year corresponds to a tangential velocity of 3.05 km/s. Hence the ‘instantaneous’ HIPPARCOS proper motion of Polaris has a significant ‘cosmic error’ (Wielen 1995a, b, 1997, Wielen et al. 1997, 1998, 1999a, b) with respect to the motion of the center-of-mass. If Polaris were not already known as a close binary, our $`\mathrm{\Delta }\mu `$ method (Wielen et al. 1999a) would have detected Polaris to be a $`\mathrm{\Delta }\mu `$ binary because of its large test parameter $`F_{\mathrm{FH}}=`$ 6.18 for $`\mu _{\mathrm{FK5}}\mu _\mathrm{H}`$.
#### 3.1.4. The photo-center of $`\alpha `$ UMi AP
The HIPPARCOS observations refer to the photo-center of $`\alpha `$ UMi AP, since the pair is not resolved by HIPPARCOS. The ‘phase’ used in constructing the HIPPARCOS Catalogue is practically identical to the phase of the photo-center, because the magnitude difference $`\mathrm{\Delta }m_{\mathrm{AP}}`$ of more than 6 mag between A and P is quite large and because the separation between A and P at $`T_\mathrm{H}`$ was rather moderate (about 93 mas). It can also be shown that the component B does not significantly affect the HIPPARCOS measurements of AP, because of $`\mathrm{\Delta }m_{\mathrm{V},\mathrm{B}\mathrm{AP}}=`$ 6.61, in spite of its separation $`\rho =18\mathrm{"}`$. The HIPPARCOS observations have been carried out in a broad photometric band called Hp. The photo-center refers therefore to this photometric system.
The spectroscopic orbit, however, refers to component A. We have therefore to transform the value $`a_\mathrm{A}\mathrm{sin}i`$ of the spectroscopic orbit into $`a_{\mathrm{ph}(\mathrm{AP})}\mathrm{sin}i`$ for obtaining an astrometric orbit of the photo-center of AP. The relation between $`a_\mathrm{A}`$ and $`a_{\mathrm{ph}(\mathrm{AP})}`$ is given by
$$a_{\mathrm{ph}(\mathrm{AP})}=(1\frac{\beta }{B})a_\mathrm{A},$$
(8)
where $`B`$ and $`\beta `$ are the fractions of the mass $``$ and the luminosity $`L`$ of the secondary component P:
$`B`$ $`=`$ $`{\displaystyle \frac{_\mathrm{P}}{_\mathrm{A}+_\mathrm{P}}},`$ (9)
$`\beta `$ $`=`$ $`{\displaystyle \frac{L_\mathrm{P}}{L_\mathrm{A}+L_\mathrm{P}}}={\displaystyle \frac{1}{1+10^{0.4\mathrm{\Delta }m_{\mathrm{AP}}}}}.`$ (10)
$`\mathrm{\Delta }m_{\mathrm{AP}}`$ is the magnitude difference between A and P:
$$\mathrm{\Delta }m_{\mathrm{AP}}=m_\mathrm{P}m_\mathrm{A}=M_\mathrm{P}M_\mathrm{A}.$$
(11)
Using the results given in Table 5, we find for $`\alpha `$ UMi AP
$$1\frac{\beta }{B}=0.988,$$
(12)
with an estimated error of about $`\pm 0.010`$. For calculating $`\beta `$, we have assumed that $`\mathrm{\Delta }m_{\mathrm{AP}}`$ is the same in Hp as in V. This approximation is fully justified for our purpose. We derive (see the end of Sect. 3.1.6) from Kamper (1996) for component A:
$$a_\mathrm{A}\mathrm{sin}i=2.934\pm 0.028\mathrm{AU}.$$
(13)
The HIPPARCOS parallax of Polaris (ESA 1997) is
$$p_\mathrm{H}=7.56\pm 0.48\mathrm{mas}.$$
(14)
This leads to
$$a_\mathrm{A}\mathrm{sin}i=22.18\pm 1.42\mathrm{mas}.$$
(15)
Using Eqs. (8), (12), and (15), we obtain for the photo-center
$$a_{\mathrm{ph}(\mathrm{AP})}\mathrm{sin}i=21.91\pm 1.42\mathrm{mas}.$$
(16)
#### 3.1.5. The predicted value of $`\mathrm{\Delta }\mu `$
For predicting $`\mathrm{\Delta }\mu `$, we use four elements $`(P,e,T_{\mathrm{peri}},\omega )`$ of the spectroscopic orbit derived by Kamper (1996), and $`a_{\mathrm{ph}(\mathrm{AP})}\mathrm{sin}i`$ according to Eq. (16), all listed in Table 4 . In addition we adopt various values of $`i`$ and $`\mathrm{\Omega }`$ in order to produce predicted values of $`\mathrm{\Delta }\mu `$ at time $`T_{\mathrm{c},\mathrm{H}}`$ as a function of $`i`$ and $`\mathrm{\Omega }`$.
Since the observed value of $`\mathrm{\Delta }\mu `$ is not an instantaneously measured tangential velocity, we mimic the HIPPARCOS procedure of determining $`\mu _\mathrm{H}`$. We calculate the positions $`\mathrm{\Delta }x_{\mathrm{orbit},\mathrm{ph}(\mathrm{AP})}(t)\mathrm{\Delta }x(t)`$ of the photo-center of AP with respect to the cms of AP as a function of time, using standard programs for the ephemerides of double stars. We then carry out a linear least-square fit to these positions over a time interval of length $`D_\mathrm{H}=3.10`$ years, centered at $`T_{\mathrm{c},\mathrm{H}}=1991.31`$:
$`\mathrm{\Delta }x_{\mathrm{av}}(T_{\mathrm{c},\mathrm{H}})`$ $`=`$ $`{\displaystyle \frac{1}{D_\mathrm{H}}}{\displaystyle \underset{D_\mathrm{H}/2}{\overset{+D_\mathrm{H}/2}{}}}\mathrm{\Delta }x(T_{\mathrm{c},\mathrm{H}}+\tau )𝑑\tau ,`$ (17)
$`\mathrm{\Delta }\mu _{\mathrm{av}}(T_{\mathrm{c},\mathrm{H}})`$ $`=`$ $`{\displaystyle \frac{12}{D_\mathrm{H}^3}}{\displaystyle \underset{D_\mathrm{H}/2}{\overset{+D_\mathrm{H}/2}{}}}\mathrm{\Delta }x(T_{\mathrm{c},\mathrm{H}}+\tau )\tau 𝑑\tau .`$ (18)
Tests have shown that especially $`\mathrm{\Delta }\mu _{\mathrm{av}}`$ is not very sensitive against small changes in the slightly uncertain quantity $`D_\mathrm{H}`$. Actual numbers for the predicted values $`\mathrm{\Delta }\mu _{\mathrm{av}}(T_{\mathrm{c},\mathrm{H}})`$ are given in the Tables 2 and 3.
#### 3.1.6. The problem of $`T_{\mathrm{peri}}`$ and of $`a_\mathrm{A}\mathrm{sin}i`$
In his paper, Kamper (1996, his Table III) gives for his best orbit (DDO+Lick Data) a value for $`T_{\mathrm{peri}}=1928.48\pm 0.08`$. This is exactly the value derived by Roemer (1965) from the Lick Data and also quoted in Kamper’s Table III under ‘Lick Data’. There are three possibilities for this coincidence: (1) Kamper has adopted this value of $`T_{\mathrm{peri}}`$ as a fixed input value from Roemer. Nothing is said about this in his paper. (2) Kamper found from a full least-square solution by chance the same values for $`T_{\mathrm{peri}}`$ and its mean error as quoted for Roemer. Such a mere accident is highly improbable. (3) The identical values of $`T_{\mathrm{peri}}`$ and its mean error in the two columns of Kamper’s Table III occured due to a mistake or misprint. However, Kamper has not published any erratum in this direction.
Dr. Karl W. Kamper died in 1998 (Bolton 1998). We tried to get clarification on the problem of $`T_{\mathrm{peri}}`$ from colleagues of Dr. Kamper, but they were unfortunately unable to help us in this respect. Hence we are inclined to accept the possibility (1). However, even then there is an additional problem with the mean error of $`T_{\mathrm{peri}}`$. Kamper has obviously overlooked that Roemer (1965) gave probable errors instead of mean errors. Hence the mean error of $`T_{\mathrm{peri}}`$ according to Roemer should read $`\pm `$ 0.12 in Kamper’s Table III.
For our purpose, a value of $`T_{\mathrm{peri}}`$ closer to $`T_{\mathrm{c},\mathrm{H}}`$ should be chosen. Using $`T_{\mathrm{peri}}=1928.48\pm 0.12`$ and $`P=29.59\pm 0.02`$ years, we obtain an alternative value (two periods later) of
$$T_{\mathrm{peri}}=1987.66\pm 0.13.$$
(19)
We have tested this value by carrying out an unweighted least-square fit to the mean radial velocities of $`\alpha `$ UMi A listed in Table II of Kamper (1996). In this solution we solved for $`T_{\mathrm{peri}}`$ only, while we adopted all the other spectroscopic elements as given by Kamper (1996). We obtained $`T_{\mathrm{peri}}=1987.63\pm 0.25`$, in good agreement with Eq. (19). However, the formally most accurate radial velocity listed in the last line of Kamper’s Table II does not fit perfectly (O–C = – 0.15 km/s) his final orbit with $`T_{\mathrm{peri}}`$ according to Eq. (19), but rather indicates the value of $`T_{\mathrm{peri}}=1987.27`$. The independent radial-velocity data published by Dinshaw et al. (1989) lead us to $`T_{\mathrm{peri}}=1987.57`$ with a very small formal error. This is in good agreement with Eq. (19). Hence we have finally adopted $`T_{\mathrm{peri}}`$ as given by Eq. (19). An error of $`\pm `$ 0.13 years introduces errors of $`\pm 0.^{}3`$ in $`i`$ and of $`\pm 2.^{}0`$ in $`\mathrm{\Omega }`$, which are small compared to the errors in $`i`$ and $`\mathrm{\Omega }`$ due to the uncertainties in $`a_{\mathrm{ph}(\mathrm{AP})}\mathrm{sin}i`$ and in the observed value of $`\mathrm{\Delta }\mu `$.
The values of $`a_\mathrm{A}\mathrm{sin}i,K_\mathrm{A},P`$, and $`e`$ given by Kamper (1996) in his Table III under DDO+Lick Data are unfortunately not consistent. If we accept $`K_\mathrm{A},P`$, and $`e`$, we find $`a_\mathrm{A}\mathrm{sin}i=2.934`$ AU, while Kamper gives in his Table III 2.90 AU. In the text of his paper, Kamper gives 2.9 AU for $`a_\mathrm{A}\mathrm{sin}i`$. Has he rounded 2.934 to 2.9 and later inserted this rounded value as 2.90 into his Table III ? We prefer to trust $`K_\mathrm{A}`$ and $`e`$, and hence we use for $`a_\mathrm{A}\mathrm{sin}i`$ the value of 2.934 AU (see Sect. 3.1.4) in our investigation.
### 3.2 The astrometric orbit
#### 3.2.1. Determination of the inclination $`i`$
In Table 3 we compare the observed values of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ (from Sect. 3.1.3 and Table 2) with the predicted values of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ (using the procedures described in Sect. 3.1.5 and the elements $`P,e,T_{\mathrm{peri}},\omega `$ and $`a_{\mathrm{ph}(\mathrm{AP})}\mathrm{sin}i`$ given in Table 4) for different trial values of the inclination $`i`$. The length $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ of the vector $`\mathrm{\Delta }\mu `$ is obviously not a function of the nodal direction $`\mathrm{\Omega }`$. The mean error of the predicted value of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ includes the uncertainties in all the orbital elements except in $`i`$ and $`\mathrm{\Omega }`$.
The best agreement between the observed and predicted values of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ occurs for $`i=50.^{}1`$ (prograde orbit) and for $`i=130.^{}2`$ (retrograde orbit). The uncertainties in the observed value of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ and in the orbital elements (mainly in $`a_{\mathrm{ph}(\mathrm{AP})}\mathrm{sin}i`$) lead to an uncertainty in $`i`$ of $`\pm 4.^{}8`$.
Our values for the inclination $`i`$ of the two orbits do not fulfill strictly the expected relation $`i_{\mathrm{retrograde}}=180^{}i_{\mathrm{prograde}}`$. The reason is the following: $`i`$ is determined (Table 3) from two slightly different values $`\mathrm{\Delta }\mu `$ for the prograde and retrograde orbits (Table 2). The difference in the $`\mathrm{\Delta }\mu `$ values stems from a slight difference in $`\mu _0`$ and hence in $`\mu _\mathrm{m}`$ (Table 1), and this difference in $`\mu _0`$ is caused by a difference in $`x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}`$ (Eq. (3)). The difference in the position $`x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP}),\mathrm{H}}`$ of the mean photo-center is due to the small, but totally different corrections which have to be added to the observed HIPPARCOS position $`x_{\mathrm{ph}(\mathrm{AP}),\mathrm{av},\mathrm{H}}`$ in order to obtain the mean photo-center (see Table 6 and Fig. 1). As mentioned already at the end of Sect. 3.1.1., we had to iterate our procedure of determining $`i`$ and $`\mathrm{\Omega }`$, since the corrections depend on these orbital elements.
The fit between the observed and predicted values of $`\mathrm{\Delta }\mu `$ is rather pleasing. It is not granted that such a fit is always possible. In the case of Polaris, for example, the spectroscopic orbit and the HIPPARCOS parallax together require a minimum value of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ of 2.00 mas/year, which occurs for $`i=90^{}`$. There is no formal upper limit for $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ for $`i0`$. However, the requirement that the component P is not visible in the combined spectrum of AP gave for a main-sequence companion P a spectral type later than A8V (Sect. 2.2), or $`_\mathrm{P}<1.8_{}`$. Combined with the mass function of the spectroscopic orbit, $`f()=(_\mathrm{P}\mathrm{sin}i)^3/(_\mathrm{A}+_\mathrm{P})^2=0.02885_{}`$, and with a reasonable estimate of $`_\mathrm{A}(_\mathrm{A}>5_{})`$, this gives a lower limit for $`i`$ of about $`i>37^{}`$, which corresponds to $`\mathrm{\Delta }\mu _{\mathrm{tot}}<7`$ mas/year. Our observed value of $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ of about 5 mas/year fulfills nicely the range condition of 2 mas/year $`<\mathrm{\Delta }\mu _{\mathrm{tot}}<7`$ mas/year.
#### 3.2.2. Determination of the nodal length $`\mathrm{\Omega }`$
Having fixed the inclination $`i`$ in Sect. 3.2.1, we now determine $`\mathrm{\Omega }`$ from a comparison of the observed and predicted values of the direction $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ of the vector $`\mathrm{\Delta }\mu `$. The difference (modulo 360) between the observed value of $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ and the predicted value of $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ for $`\mathrm{\Omega }=0`$ gives just that desired value of $`\mathrm{\Omega }`$ for which the observed and predicted values of $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ agree. We find $`\mathrm{\Omega }=276.^{}2`$ for the prograde orbit and $`\mathrm{\Omega }=167.^{}1`$ for the retrograde orbit. The uncertainties in the observed value of $`\mathrm{\Theta }_{\mathrm{\Delta }\mu }`$ and in the orbital elements (now mainly in $`i`$ and $`T_{\mathrm{peri}}`$) lead to an uncertainty in $`\mathrm{\Omega }`$ of $`\pm 9.^{}5`$ or $`\pm 9.^{}4`$.
The quality of the fit in the components of $`\mathrm{\Delta }\mu `$ in $`\alpha _{}`$ and $`\delta `$ can be judged from the data given in Table 2. The overall agreement is quite good.
#### 3.2.3. The ambiguity problem of $`i`$
If we know only the vector $`\mathrm{\Delta }\mu `$ at one epoch and the spectroscopic orbit of a binary, then there is an ambiguity ($`i`$ or 180$`{}_{}{}^{}i`$) in the inclination $`i`$, i.e. in the direction of motion in the astrometric orbit. In the prograde (or ‘direct’) orbit ($`i<90^{}`$), the position angle of P relative to A increases with time, in the retrograde orbit ($`i>90^{}`$) it decreases. The reason for the ambiguity is the fact that $`\mathrm{\Delta }\mu `$ itself does not indicate whether the orbit will turn to the left-hand side or to the right-hand side (see Fig. 1).
In principle, the knowledge of the mean position of the photo-center predicted by the FK5 for $`T_{\mathrm{c},\mathrm{H}}=1991.31`$ would resolve the ambiguity. However, the mean errors of this predicted position of $`\pm `$ 72 mas in $`\alpha _{}`$ and $`\pm `$ 66 mas in $`\delta `$ are so large with respect to the differences between $`x_\mathrm{H}(T_{\mathrm{c},\mathrm{H}})`$ and $`x_{\mathrm{mean}\mathrm{ph}(\mathrm{AP})}(T_{\mathrm{c},\mathrm{H}})`$, which are less than 26 mas (Table 6), that this method is not useful in our case.
At present, the best solution of the ambiguity problem is provided by the results of the photographic observations carried out at the Allegheny Observatory, which we discussed already in Sect. 2.2 . While the full astrometric orbit based on the Allegheny data (Kamper 1996) is not very trustworthy, the Allegheny data give strong preference for a retrograde orbit (in contrast to a direct one). This can be seen best in Fig. 3 of Kamper (1996): The minimum of the residuals (dashed line) occurs for $`i>120^{}(\mathrm{cos}i<0.5)`$, and for this range of $`i`$ the semi-major axis derived from the Allegheny data is quite reasonable. For our preferred value of $`i(130.^{}2)`$, we read off from Kamper’s Fig. 3 a value of $`a_{\mathrm{ph}(\mathrm{AP})}28`$ mas with an estimated uncertainty of $`\pm `$ 9 mas. This is in very good agreement with our result, 28.7 $`\pm `$ 2.8 mas. Even the nodal length $`\mathrm{\Omega }`$ derived by Kamper $`(175^{})`$ is compatible with our result $`(167^{}\pm 9^{})`$. Kamper’s determination of $`i(179^{})`$ is very uncertain and therefore not in contradiction to our value (130). He himself says in the text of the paper that ‘all inclinations between 135 and 180 are equally satisfactory’ in fitting the Allegheny data. (There is a small mistake in Kamper’s discussion of this point: He claims in the text ‘that the minimum scatter is for an inclination of almost 90, which results in a face-on orbit’. The relative clause after 90, his own Fig. 3 and his Table III all indicate that ‘90’ should be replaced by ‘180’.)
A new astrometric space mission will immediately resolve the ambiguity, since it shall then be clear to which side of our $`\mathrm{\Delta }\mu `$ vector (Fig. 1) the orbit will have turned over. Probably the much higher accuracy of a new space mission will allow to determine the direction (and amount) of the instantaneous acceleration (i.e. to obtain a ‘G solution’ in the HIPPARCOS terminology, if not even a full orbital ‘O solution’).
#### 3.2.4. Resulting orbits of $`\alpha `$ UMi AP
The resulting orbits of the photo-center of $`\alpha `$ UMi AP are listed in Table 4. As explained in Sect. 3.2.3, the retrograde orbit should be preferred. The semi-major axes of the orbits of $`\alpha `$ UMi A and P itself, relative to the center-of-mass of AP, and that of P relative to A, are given in Table 5.
In Fig. 1, the two orbits (prograde and retrograde) of the photo-center of AP are illustrated. The zero-point of the coordinates $`\mathrm{\Delta }\alpha _{}`$ and $`\delta `$ is the HIPPARCOS position $`x_\mathrm{H}(T_{\mathrm{c},\mathrm{H}})`$ at epoch $`T_{\mathrm{c},\mathrm{H}}=1991.31`$. The zero-point is then comoving with the center-of-mass (cms) of either the prograde orbit or the retrograde one. Therefore the orbits stay fixed in these coordinates. Since the proper motion $`\mu _{\mathrm{cms}}`$ of the cms of the two orbits differs slightly (Table 6), the linear motion of the position $`x_\mathrm{H}(t)`$ predicted from the HIPPARCOS Catalogue, differs slightly for the two cases. The indicated motion of $`x_\mathrm{H}`$ corresponds to $`\mathrm{\Delta }\mu `$ (Table 2). Hence by construction, the motion of $`x_\mathrm{H}`$ is a tangent to the corresponding orbit, except for the slight difference between the averaged position and the instantaneous position of the photo-center at $`T_{\mathrm{c},\mathrm{H}}`$. The dots on the orbits mark the positions in intervals of one year, the years 1990, 1995, 2000, etc. being accentuated by a larger dot. We indicate also the true major axis, on which periastron, center-of-mass, mean photo-center, and apastron are located. In addition we plot the line of nodes. The position of the ascending node is indicated by $`\mathrm{\Omega }`$. Fig. 1 demonstrates clearly that the position predicted by HIPPARCOS is drifting away from the actual position of the photo-center of AP.
#### 3.2.5. Derived physical properties of $`\alpha `$ UMi P
In Table 5, we summarize some physical properties of the components A and P of $`\alpha `$ UMi.
The mass of $`\alpha `$ UMi A is derived from the mass-luminosity relation for Cepheids given by Becker et al. (1977). Since we use the luminosity based on the HIPPARCOS distance (132 pc), our value of 6 $`_{}`$ is higher than that of other authors who have used a smaller distance.
The age of $`\alpha `$ UMi A, and therefore of the whole system of Polaris, can be estimated from the period-age relation for Cepheids (Becker et al. 1977, Tammann 1969). Using $`P_0=5.64`$ days (see Sect. 2.1), we derive an age $`\tau `$ of about $`710^7`$ years.
The spectroscopic orbit provides the mass function $`f()=0.02885_{}`$. Adopting the inclination $`i=130.^{}2`$ of the retrograde orbit and $`_\mathrm{A}=6.0_{}`$ for the Cepheid, we obtain $`_\mathrm{P}=1.54_{}`$ for the component P. Using this value for $`_\mathrm{P}`$, we estimate for a star on the zero-age main sequence an absolute magnitude of $`M_\mathrm{V}=+2.9`$ and a spectral type of F0V. The magnitude difference $`\mathrm{\Delta }m_{\mathrm{V},\mathrm{AP}}`$ between A and P is then about 6 .$`^m`$5 . As mentioned in Sect. 2.2, a White Dwarf is ruled out by the IUE spectra and the low age of Polaris. Our estimate for $`_\mathrm{P}`$ itself would not violate the Chandrasekhar limit for White Dwarfs, if we consider the uncertainty in $`_\mathrm{P}`$ of $`\pm 0.25_{}`$. A neutron-star nature of P is possible, but not very likely. In any case, the adopted main-sequence nature of P is a rather probable solution which is in agreement with all observational constraints. Our derived astrometric orbit does not depend sensitively on the nature of P, since all the possible solutions indicate a very small value of $`\beta `$, so that the difference between the positions of A and of the photo-center of AP (see Sect. 3.1.4) is small in any case.
Using $`_\mathrm{A}`$ and $`_\mathrm{P}`$ as derived above, the predicted semi-major axis of the orbit of P relative to A is 142 $`\pm `$ 21 mas. Our Table 7 provides a prediction of the position of P relative to A, if the ephemerides for $`\mathrm{\Delta }x_{\mathrm{orb},\mathrm{ph}(\mathrm{AP})}(t)`$ are multiplied by about $``$4.95. The separation between A and P should be presently about 160 mas, is slightly increasing to 186 mas until 2006, and is then decreasing to about 38 mas in 2017. Hence the next decade is especially favourable for resolving the pair $`\alpha `$ UMi AP. Of course, the large magnitude difference of more than 6<sup>m</sup> makes a direct observation of $`\alpha `$ UMi P rather difficult. Since A and P seem to have nearly the same colour (as judged from the spectral types given in Table 5), the magnitude difference should be (unfortunately) rather the same in all the photometric bands. Nevertheless we hope that modern interferometric techniques or the use of other devices may be able to resolve the pair $`\alpha `$ UMi AP during the next decade. Our paper provides hopefully a fresh impetus for such investigations.
## 4 Proper motion and position of Polaris
### 4.1 Center-of-mass of $`\alpha `$ UMi AP
The proper motion $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ of the center-of-mass (cms) of the closest components A and P of $`\alpha `$ UMi has already been derived in Sect. 3.1.1 for the epoch $`T_{\mathrm{c},\mathrm{H}}=1991.31`$. This proper motion is then transformed to the other epochs by using strict formulae, assuming a linear motion of the cms of AP in space and time. The values of $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ for the epochs 1991.25 and 2000.0 are given in Table 6.
In order to derive the position $`x_{\mathrm{cms}(\mathrm{AP})}`$ of the center-of-mass of $`\alpha `$ UMi AP (Table 6), we first transform the HIPPARCOS position $`x_{\mathrm{ph}(\mathrm{AP}),\mathrm{av},\mathrm{H}}`$ of the photo-center of AP from epoch 1991.25 to $`T_{\mathrm{c},\mathrm{H}}=1991.31`$ using $`\mu _{\mathrm{ph}(\mathrm{AP}),\mathrm{av},\mathrm{H}}`$, since $`T_{\mathrm{c},\mathrm{H}}`$ corresponds best to the effective mean epoch of the HIPPARCOS observations. Then we subtract from $`x_{\mathrm{ph}(\mathrm{AP}),\mathrm{av},\mathrm{H}}(1991.31)`$ the orbital displacements $`\mathrm{\Delta }x_{\mathrm{orb},\mathrm{ph}(\mathrm{AP}),\mathrm{av}}(1991.31)`$, where $`\mathrm{\Delta }x`$ is calculated from the derived astrometric orbits (prograde and retrograde), using the averaging method described by Eq. (17). This gives us the position $`x_{\mathrm{cms}(\mathrm{AP})}(1991.31)`$ at the epoch $`T_{\mathrm{c},\mathrm{H}}`$. Using the proper motion $`\mu _{\mathrm{cms}(\mathrm{AP})}(T_{\mathrm{c},\mathrm{H}})`$, we transform $`x_{\mathrm{cms}(\mathrm{AP})}`$ from the epoch $`T_{\mathrm{c},\mathrm{H}}=1991.31`$ to the standard epoch 2000.0. For the convenience of those users who like to use the HIPPARCOS standard epoch, $`T_\mathrm{H}=1991.25`$, we give also the position $`x_{\mathrm{cms}(\mathrm{AP})}`$ for this epoch $`T_\mathrm{H}`$. The values which should be used for predicting the position $`x_{\mathrm{cms}(\mathrm{AP})}(t)`$ and its mean error are given in Table 6 in bold face. The right ascension $`\alpha `$ is given alternatively in the classical notation (h, m, s) and, as done in the HIPPARCOS Catalogue, in degrees and decimals of degrees. As discussed in Sect. 3.2.3, we propose to use preferentially the retrograde orbit.
The position $`x_{\mathrm{cms}(\mathrm{AP})}(t)`$ at an arbitrary epoch $`t`$ can be derived by using the strict formulae for epoch transformation, using the epochs 2000.0 or 1991.25 as a starting epoch. The mean error $`\epsilon _{x,\mathrm{cms},(\mathrm{AP})}(t)`$ of $`x_{\mathrm{cms}(\mathrm{AP})}(t)`$ should be derived from
$`\epsilon _{x,\mathrm{cms}(\mathrm{AP})}^2(t)=\epsilon _{x,\mathrm{cms}(\mathrm{AP})}^2(1991.31)`$ (20)
$`+\epsilon _{\mu ,\mathrm{cms}(\mathrm{AP})}^2(t1991.31)^2.`$
This equation assumes that $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ and $`x_{\mathrm{cms}(\mathrm{AP})}(1991.31)`$ are not correlated. This assumption is not strictly true. However, for most applications it is not neccessary to allow for correlations, because for epoch differences $`\mathrm{\Delta }t=|t1991.31|`$ larger than a few years, the second term in Eq. (20) is fully dominating. The correlation between $`\mu _{\alpha ,\mathrm{cms}(\mathrm{AP})}`$ and $`\mu _{\delta ,\mathrm{cms}(\mathrm{AP})}`$ is negligably small (only caused by the tiny correlation between $`\mu _{0,\alpha }`$ and $`\mu _{0,\delta }`$).
All the quantities given in Table 6 refer to the HIPPARCOS/ICRS system and to the equinox J2000 (but to various epochs).
### 4.2 Orbital corrections for the photo-center of $`\alpha `$ UMi AP
In order to obtain a prediction for the instantaneous position $`x_{\mathrm{ph}(\mathrm{AP})}(t)`$ of the photo-center of $`\alpha `$ UMi AP at an epoch $`t`$, one has to add the orbital correction $`\mathrm{\Delta }x_{\mathrm{orb},\mathrm{ph}(\mathrm{AP})}(t)`$ to the position of the center-of-mass $`x_{\mathrm{cms}(\mathrm{AP})}(t)`$:
$$x_{\mathrm{ph}(\mathrm{AP})}(t)=x_{\mathrm{cms}(\mathrm{AP})}(t)+\mathrm{\Delta }x_{\mathrm{orb},\mathrm{ph}(\mathrm{AP})}(t).$$
(21)
The ephemerides for the orbit of the photo-center of AP are given in Table 7. The orbital elements used in calculating the ephemerides are those listed in Table 4. Usually it is allowed to neglect the effect that the $`\alpha \delta `$ system is slightly rotating ($`\dot{\mathrm{\Theta }}=+0.^{}00088`$/year), due to the motion of Polaris on a great circle. Table 7 lists also the position of the intantaneous photo-center at periastron, apastron, and at $`T_{\mathrm{c},\mathrm{H}}`$. The small difference between the instantaneous position and the averaged position (Sect. 3.1.5) of the photo-center at $`T_{\mathrm{c},\mathrm{H}}`$ shows that the deviations of the fitting straight line from the actual orbits remain mostly below 1 mas within the interval of $`D_\mathrm{H}=3.1`$ years of the HIPPARCOS observations, since these deviations reach their maximum at the borders of $`D_\mathrm{H}`$, namely about twice the deviation at $`T_{\mathrm{c},\mathrm{H}}`$. The very small deviations from a straight line explain also why we were, during the HIPPARCOS data reduction, unable to obtain an orbital (O) solution or an acceleration (G) solution for Polaris, although we tried to do so.
At the end of Table 6, we give the (constant) off-set between the mean photo-center and the center-of-mass. All values are valid for the equinox J2000.0, and for the orientation of the $`\alpha \delta `$ system at epoch 1991.31 (which differs from that at epoch 2000.0 by $`\mathrm{\Delta }\mathrm{\Theta }=0.^{}008`$ only).
The typical mean error of $`\mathrm{\Delta }x_{\mathrm{orb},\mathrm{ph}(\mathrm{AP})}`$, due to the uncertainties in the orbital elements (mainly in $`\mathrm{\Omega }`$), is about $`\pm `$ 5 mas. It varies, of course, with the orbital phase, approximately between $`\pm `$ 2 mas and $`\pm `$ 7 mas. However, a detailed calculation of this mean error is often unnecessary for deriving the mean error of the prediction for $`x_{\mathrm{ph}(\mathrm{AP})}(t)`$, since the mean error of $`x_{\mathrm{ph}(\mathrm{AP})}(t)`$ is governed by the mean error of $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ for epoch differences $`|tT_{\mathrm{c},\mathrm{H}}|`$ larger than about 20 years.
### 4.3 Comparison of positions
In Table 8 we compare positions predicted by our results with those predicted by HIPPARCOS and by the FK5.
At epoch $`T_{\mathrm{c},\mathrm{H}}=1991.31`$, the positions of the photo-center of AP predicted by our results (for both types of orbits) agree with the HIPPARCOS position by construction (except for the slight difference between the instantaneous and averaged position).
From Fig. 1 we see that the HIPPARCOS predictions for small epoch differences $`\mathrm{\Delta }t=|tT_{\mathrm{c},\mathrm{H}}|`$, say for $`\mathrm{\Delta }t<4`$ years, are also in good agreement with our predictions, since the HIPPARCOS data are essentially a tangent to our astrometric orbits. In other words, the HIPPARCOS data are a good short-term prediction (relative to $`T_{\mathrm{c},\mathrm{H}}`$) in the terminology of Wielen (1997). For larger epoch differences (Table 8), the HIPPARCOS prediction for $`x_{\mathrm{ph}(\mathrm{AP})}(t)`$ starts to deviate significantly from our predictions. Going to the past, e.g. to $`t=1900`$, the differences reach large values of about 300 mas = 0 .”3 in each coordinate. Such differences are already larger than the measuring errors of some meridian circles at that time, especially for Polaris. (The formal mean errors in $`\alpha _{}`$ and $`\delta `$ of the position predicted by the linear HIPPARCOS solution at the epoch 1900 are 43 mas and 50 mas only.) The reason for the failure of a linear prediction based directly on the HIPPARCOS Catalogue is the fact that the quasi-instantaneously measured HIPPARCOS proper motion of Polaris contains an orbital motion $`\mathrm{\Delta }\mu _{\mathrm{tot}}`$ of about 5 mas/year as a ‘cosmic error’.
Our data reproduce rather well the FK5 positions at the central FK5 epochs. This is to be expected, since we have made use of these positions in determining $`\mu _0`$ (and hence $`\mu _{\mathrm{cms}}`$). For $`T_{\mathrm{c},\mathrm{H}}=1991.31`$, the FK5 prediction deviates rather strongly from our values. This is in accordance with the mean error of $`\mu _{\mathrm{FK5}}`$ and the large epoch differences $`T_{\mathrm{c},\mathrm{H}}T_{\mathrm{c},\mathrm{FK5}}`$. (The mean errors in $`\alpha _{}`$ and $`\delta `$ of the FK5 position (reduced to the HIPPARCOS system) are at the central epochs (given in Table 8) 37 mas and 34 mas, and at epoch 1991.31 72 mas and 66 mas.)
How large are the differences between the positions which we predict if we use either the retrograde orbit or the prograde one ? At $`T_{\mathrm{c},\mathrm{H}}=1991.31`$, the differences are nearly zero by construction. At other epochs, the orbital differences can be seen in Fig. 1. To these differences in the orbital corrections, we have to add the slight positional differences which are due to the differences in $`\mu _{\mathrm{cms}}`$ of both orbits. The total differences between the prograde and retrograde orbit are shown at the end of Table 8 for some epochs. An extremum in these differences occurs in $`\alpha _{}`$ (+ 68 mas) and in $`\delta `$ (– 59 mas) at about the year 2012.
### 4.4 Space velocity of Polaris
From the derived proper motions $`\mu _{\mathrm{cms}(\mathrm{AP})}`$ of the center-of-mass of $`\alpha `$ UMi AP (Table 6, retrograde orbit), from the radial velocity $`v_\mathrm{r}=\gamma `$ (Table 4), and from the HIPPARCOS parallax $`p_\mathrm{H}`$ (Eq. 14), we derive the three components $`U`$, $`V`$, $`W`$ of the space velocity v of Polaris (Table 9). We neglect a possible intrinsic K term in the pulsating atmosphere of the Cepheid $`\alpha `$ UMi A (Wielen 1974). This is probably justified, especially in view of the very small amplitude of the radial velocity due to pulsation.
The velocity component $`U`$ points towards the galactic center, $`V`$ in the direction of galactic rotation, and $`W`$ towards the galactic north pole. The velocity v<sub>S0</sub> is measured relative to the Sun. The velocity v<sub>L0</sub> refers to the local standard of rest. For the solar motion we use v = (+ 9, + 12, + 7) km/s, proposed by Delhaye (1965). The velocity v<sub>C0</sub> is the peculiar velocity of Polaris with respect to the circular velocity at the position of Polaris (see Wielen 1974). For the required Oort constants of galactic rotation, we adopt $`A=+14`$ (km/s)/kpc and $`B=12`$ (km/s)/kpc. As mentioned in Sect. 2.3, the velocity of the center-of-mass of $`\alpha `$ UMi AP may differ from that of $`\alpha `$ UMi AP+B by a few tenth of a km/s.
The peculiar velocity v<sub>C0</sub> of Polaris is reasonable for a classical Cepheid. According to Wielen (1974), the velocity dispersions ($`\sigma _U`$, $`\sigma _V`$, $`\sigma _W`$) for nearby classical Cepheids are (8, 7, 5) km/s. Hence only the $`V`$ component of v<sub>C0</sub> of Polaris is slightly larger than expected on average. |
warning/0002/math0002220.html | ar5iv | text | # Tournament Sequences and Meeussen Sequences
## 1 Introduction
An infinite tournament sequence $`T`$ is an infinite sequence of positive integers $`T=(t_1,t_2,\mathrm{})`$ such that
* $`t_1=1`$ and $`t_i<t_{i+1}2t_i`$ for $`i=1,2,\mathrm{}`$
For example, the first infinite tournament sequence in lexicographic order is $`t_i=i`$, and the last is $`t_i=2^{i1}`$. A finite tournament sequence $`T=(t_1,\mathrm{},t_n)`$ is a truncated infinite tournament sequence.
An infinite Meeussen sequence $`M`$ is an infinite sequence of positive integers $`M=(m_1,m_2,\mathrm{})`$ such that
* $`m_1=1`$ and $`m_i<m_{i+1}`$ for $`i=1,2,\mathrm{}`$,
* Every nonnegative integer is the sum of a subset of the $`\{m_i\}`$, and
* Each integer $`m_i1`$ is the sum of a unique subset of the $`\{m_i\}`$.
For example, the first infinite Meeussen sequence in lexicographic order is $`m_i=f_{i+1}`$, the $`(i+1)`$st Fibonacci number, and the last is $`m_i=2^{i1}`$. A finite Meeussen sequence $`M=(m_1,\mathrm{},m_n)`$ is a truncated infinite Meeussen sequence. We will see that this is equivalent to requiring that every integer between $`1`$ and $`_{i=1}^nm_i`$ is the sum of a subset of the $`\{m_i\}`$.
We present a bijection $`\{T\}\{M\}`$ between these two types of sequences. The bijection is defined in Section 2; it preserves the length of the sequence and respects lexicographic ordering. It also acts in a surprising way on sequences with certain recurrence relations, as discussed in Section 3.
Counting finite tournament (or equivalently Meeussen) sequences of length $`n`$ is straightforward (, sequence A008934), but if done in the obvious way takes time exponential in $`n`$. In Section 4 we present an efficient polynomial-time algorithm for producing the numbers. The technique is suitable for application to other well-behaved counting problems of the same sort where a closed form or generating function cannot be found. We also discuss the asymptotic growth, proving that the $`\mathrm{log}_2`$ of the number of sequences of length $`n`$ is $`\left(\genfrac{}{}{0pt}{}{n}{2}\right)\mathrm{log}_2(n!)+O(\mathrm{log}(n)^2)`$.
Finite tournament sequences were studied in under the name “random knock-out tournaments.” A sequence $`(t_1,\mathrm{},t_n)`$ represented a tournament of $`n`$ rounds beginning with $`1+t_i`$ players; in the first round $`2t_n`$ players are paired off randomly and the $`t_n`$ losers are eliminated, leaving a tournament corresponding to $`(t_1,\mathrm{},t_{n1})`$. The paper concerns the probabilities of certain pairings occurring in such a tournament.
The count which first appeared in was performed by M. Torelli, who found the notion of a tournament sequence useful in his investigation of sequences with certain properties relating to Goldbach’s conjecture . Tournament sequences also appear independently in the work of J. Shallit, where they are the possible subword complexities of infinite non-periodic bit strings .
The observation that the beheaded Fibonacci sequence satisfies the property claimed above was made by Wouter Meeussen \[private communication, 1999\], and we here name sequences with this property Meeussen sequences in his honor. Part of their definition is similar to that of so-called regular sequences , in which each term is a partial sum of preceding terms, which arise in the study of finite probability measures. The unique representability condition is reminiscent of $`1`$-additive sequences (see , for example), but the precise form of the condition seems new.
The authors would like to acknowledge W. Meeussen for suggesting the question, and N. J. A. Sloane for his Encyclopedia of Integer Sequences , which led us to notice the coincidence. Thanks also to J. Polito for useful conversations, J. Shallit for helpful comments on an earlier draft of this work, and D. Knuth for excellent suggestions about the asymptotics questions.
## 2 An Isomorphism on Trees
In this section we define a map which sends any tournament sequence, finite or infinite, to a Meeussen sequence of the same length. The set of all sequences of either type can naturally be viewed as a rooted tree: the nodes on level $`n`$ of the tree correspond to the sequences of length $`n`$, and the parent of the sequence $`(s_1,\mathrm{},s_n)`$ in the tree is the sequence $`(s_1,\mathrm{},s_{n1})`$. Our map is an isomorphism on the tree structures of the two types of sequences. Figure 1 shows how the beginnings of these trees look; the node for $`(s_1,\mathrm{},s_n)`$ has the label $`s_n`$ written on it.
The definition of a tournament sequence $`(t_1,\mathrm{},t_{n+1})`$ says that $`t_{n+1}`$ can have any value between $`t_n+1`$ and $`2t_n`$. Therefore the tree of tournament sequences has a convenient local description: the top node is labelled $`1`$, and any node labelled $`k`$ has $`k`$ children, with labels $`k+1`$, $`k+2,\mathrm{},`$ $`2k`$, respectively. Trees with such local descriptions have been called generating trees, and were introduced in . They have been championed by J. West (,), who has used them to study pattern-avoiding permutations, and by Barcucci et. al., who applied them to the enumeration of combinatorial objects ; see and references therein for more on the subject. In West’s transparent notation, the tree of tournament sequences is
$$\begin{array}{cc}\text{Root:}\hfill & (1)\hfill \\ \text{Rule:}\hfill & (k)(k+1)(k+2)\mathrm{}(2k)\hfill \end{array}$$
We will prove that the tree of Meeussen sequences is isomorphic to the tree of tournament sequences by showing that it also has the property that if a node has $`k`$ children, then those children have $`k+1`$, $`k+2,\mathrm{},`$ $`2k`$ children, respectively. Since this tree structure clearly has no automorphisms, we conclude that there is a unique bijection between the two trees, and therefore a unique bijection between tournament sequences and Meeussen sequences which respects the ideas of extending or truncating a sequence.
To better understand Meeussen sequences, we introduce some notation.
###### Definition 1
For $`A=(a_1,a_2,\mathrm{})`$ an integer sequence, finite or infinite, define:
1. $`r(A)`$ to be the set of integers which are representable as $`a_{i_1}+\mathrm{}+a_{i_n}`$ for some $`a_{i_1},\mathrm{},a_{i_n}`$ in $`A`$, $`i_1<\mathrm{}<i_n`$, and
2. $`ur(A)`$ to be the set of integers so representable in exactly one way.
For example, if $`A=(1,2,3)`$ is our sequence, then $`r(A)=\{0,1,2,3,4,5,6\}`$, and $`ur(A)=\{0,1,2,4,5,6\}`$, where $`3`$ is omitted because it can be represented as $`3`$ and as $`1+2`$. An infinite increasing integer sequence $`M=(m_1,m_2,\mathrm{})`$ with $`m_1=1`$ is Meeussen if $`r(M)=_0`$ and $`m_i1ur(M)`$ for all $`i`$.
Given a finite Meeussen sequence $`M=(m_1,\mathrm{},m_n)`$ which we wish to extend, we must certainly pick $`m_{n+1}`$ to be $`u+1`$ for some element $`uur(M)`$ with $`um_n`$. We say such choices of $`u`$ are candidates. For example, with $`M=(1,2,3)`$, there are three candidates $`4,5,6`$ for $`m_41`$, so $`m_4`$ must be one of $`5,6,7`$.
Our claim that the two trees are isomorphic then reduces to the following:
###### Proposition 2
Suppose $`M=(m_1,\mathrm{},m_n)`$ is a finite Meeussen sequence, and there are $`k`$ candidates for $`m_{n+1}1`$, which we designate $`u_1<u_2<\mathrm{}<u_k`$. Then for each $`j`$, $`1jk`$, the extended sequence with $`m_{n+1}=u_j+1`$ is also Meeussen, and has $`k+j`$ candidates for $`m_{n+2}1`$.
Proof: Let $`S`$ denote the sum $`_{i=1}^nm_i`$ of the sequence; note that $`S`$ is also the largest candidate, $`u_k`$. Let $`M^{}=(m_1,\mathrm{},m_{n+1})`$ be the extended sequence we get by choosing $`m_{n+1}=u_j+1`$, and $`S^{}=S+m_{n+1}`$ be its sum.
First, we can see by induction that $`r(M^{})`$ is the entire interval of integers $`[0,S^{}]`$. Each representable sum in $`r(M^{})`$ is an element of $`r(M)`$ or is $`m_{n+1}`$ added to such an element. Assume inductively that each of these types forms a single interval, $`[0,S]`$ and $`[m_{n+1},S^{}]`$, respectively. There is no gap between the two intervals, since $`m_{n+1}1=u_jr(M)`$, and the induction holds.
Note that these two intervals have some overlap $`[m_{n+1},S]`$, possibly empty if we chose $`m_{n+1}=u_k+1=S+1`$. Anything in the overlap can be represented in at least two ways, one with $`m_{n+1}`$ and one without. Thus the candidates for $`M^{}`$, the elements of $`ur(M^{})`$ larger than $`m_{n+1}`$, are in fact all larger than $`S`$.
Next we observe that both $`r(M^{})`$ and $`ur(M^{})`$ are invariant under the involution $`tS^{}t`$, corresponding to taking the complement of a subset. The overlap $`[m_{n+1},S]`$ is similarly invariant and right in the middle, and for each candidate $`v`$ of $`M^{}`$, there will be a corresponding member $`S^{}v`$ of $`ur(M^{})`$ smaller than $`m_{n+1}`$.
Similarly, $`ur(M)`$ has the same property: aside from $`u_1,\mathrm{},u_k`$ it contains exactly $`k`$ more uniquely representable numbers, all of the form $`Su_i`$. We now know that the elements of $`ur(M)`$ are, in order, $`Su_k,\mathrm{},Su_1,u_1,\mathrm{},u_k`$.
We have also concluded that the candidates for $`M^{}`$ are exactly the numbers of the form $`u+m_{n+1}`$ such that $`uur(M)`$ and the total is strictly larger than $`S`$. Therefore when we chose $`m_{n+1}=u_j+1`$, the candidates for $`M^{}`$ are exactly the $`k`$ numbers $`u_i+u_j+1`$ for $`i=1,\mathrm{},k`$ and the $`j`$ numbers $`(Su_i)+u_j+1`$ for $`i=1,\mathrm{},j`$. Thus there are $`k+j`$ candidates, as desired. $`\mathrm{}`$
Note that we incidentally showed that half of our definition of Meeussen sequences is unnecessary. If we always choose the term $`m_{n+1}`$ to be one more than a representable sum from $`r(M)`$, we argued above that at each finite stage, $`r(M)`$ is the entire interval $`[0,S]`$. Thus an infinite sequence $`M`$ generated this way will automatically have $`r(M)=_0`$, a condition imposed in the original definition.
###### Corollary 3
There is a unique isomorphism $`\varphi :\{T\}\{M\}`$ from the set of tournament sequences to the set of Meeussen sequences which preserves the rooted tree structure. Moreover, $`\varphi `$ respects the lexicographic ordering on sequences of each type.
Proof: By Proposition 2, the tree structure of Meeussen sequences is precisely that of tournament sequences: both trees start with a node with one child, and if a node has $`k`$ children, then those children have $`k+1`$, $`k+2,\mathrm{},`$ $`2k`$ children, respectively. Since the children of a node are all distinguishable from one another, by virtue of their distinct numbers of children, there is a unique bijection between the two trees.
The nodes in the trees are indexed by finite sequences of each type, so $`\varphi `$ is immediately defined for finite sequences. In both trees, the distance from the root determines the length of the sequence, so $`\varphi `$ preserves it. Infinite sequences can be thought of as infinite paths in the tree heading away from the root, and therefore the tree bijection lets us define $`\varphi `$ in this case as well.
It is evident that $`\varphi `$ respects the lexicographic ordering since, in the proof of Proposition 2, we showed that when extending a sequence $`M`$, the larger candidates correspond to the nodes with more children, just as in tournament sequences. $`\mathrm{}`$
The proof of Proposition 2 also gives us a way to calculate $`\varphi (T)`$ for any $`T=(t_1,\mathrm{},t_n)`$ without constructing the full set $`ur(M)`$, a task that could require exponential time. We make repeated use of the fact that the candidates for extending $`M=(m_1,\mathrm{},m_n)`$ are easily expressed in terms of the candidates for $`(m_1,\mathrm{},m_{n1})`$. Letting $`u(n,k)`$ be the $`k`$th smallest candidate for extending $`(m_1,\mathrm{},m_n)`$, we get the following recurrence:
$`m_n`$ $`=`$ $`u(n1,t_nt_{n1})+1,\text{ and}`$
$`u(n,k)`$ $`=`$ $`\{\begin{array}{cc}u(n1,k(t_nt_{n1})),\hfill & \text{if }k>t_nt_{n1}\hfill \\ S_nu(n1,t_nt_{n1}+1k),\hfill & \text{if }kt_nt_{n1}\hfill \end{array}`$
where $`S_n=m_1+\mathrm{}+m_n`$.
Beginning with $`m_1=1`$ and $`u(1,1)=1`$, we can quickly calculate each successive term of $`\varphi (T)`$ in linear time.
## 3 Properties of the Bijection
In the introduction, we stated without proof that the beheaded Fibonacci sequence $`(1,2,3,5,8,13,\mathrm{})`$ is a Meeussen sequence, and moreover that it is the smallest one in lexicographic order, the image of $`(1,2,3,4,5,6,\mathrm{})`$ under the map $`\varphi `$ defined above. This is a special case of a more general surprising property of $`\varphi `$, which we prove in this section.
Since $`(1,2,3,5,8,13,\mathrm{})`$ is, coincidentally, again a tournament sequence, we can apply $`\varphi `$ to it as well. This leads to the following computational observation:
$$(1,2,3,5,8,13,21,\mathrm{})\stackrel{\varphi }{}(1,2,3,6,11,20,37,\mathrm{})\stackrel{\varphi }{}(1,2,3,7,13,25,48,\mathrm{})$$
The middle sequence is the “3-bonacci” sequence beginning $`(1,2,3)`$ and the last is the “4-bonacci” sequence beginning $`(1,2,3,7)`$, where we say a sequence is $`k`$-bonacci if each term (after the first $`k`$) is the sum of the previous $`k`$ terms. Further experimentation reveals that, for example,
$$(1,2,4,7,12,20,33,54,88,143,\mathrm{})\stackrel{\varphi }{}(1,2,4,7,13,24,44,81,149,274,\mathrm{}).$$
The first sequence begins $`(1,2)`$ and thereafter each term is one plus the sum of the previous two, while the second sequence is the 3-bonacci sequence beginning $`(1,2,4)`$, with no additive constant in the recurrence.
Inspired by examples of this type, we make the following observation.
###### Proposition 4
Suppose $`(t_1,\mathrm{},t_{n+1})`$ is a finite tournament sequence, and suppose that for some integers $`k,c`$, it happens that both
$$\begin{array}{cccc}t_{n+1}\hfill & =\hfill & t_n+t_{n1}+\mathrm{}+t_{nk+1}+c\hfill & \text{and}\hfill \\ t_n\hfill & =\hfill & t_{n1}+t_{n2}+\mathrm{}+t_{nk}+c.\hfill & \end{array}$$
Then $`(t_1,\mathrm{},t_{n+1})\stackrel{\varphi }{}(m_1,\mathrm{},m_{n+1})`$, where
$$\begin{array}{ccc}\hfill m_{n+1}& =& m_n+m_{n1}+\mathrm{}+m_{nk+1}+m_{nk}.\hfill \end{array}$$
While the statement of the proposition is designed to mimic the examples above, the hypothesis simplifies to $`t_{n+1}=2t_nt_{nk}`$. Since our map $`\varphi `$ respects extending or truncating a sequence, we are really just assuming that $`t_{n+1}=2t_nt_{nk}`$ for some single pair $`n,k`$; the effect is purely local.
To prove the proposition, it would help to have a more concrete relationship between terms of the tournament and Meeussen sequences associated to one another by our bijection.
###### Lemma 5
Let $`T=(t_1,t_2,\mathrm{})`$ be a (finite or infinite) tournament sequence with associated Meeussen sequence $`\varphi (T)=M=(m_1,m_2,\mathrm{})`$. Write $`ur(M)`$, the uniquely representable sums of $`M`$, as $`\{u_1<u_2<u_3<\mathrm{}\}`$. Then:
1. The $`t_i`$’th uniquely representable sum $`u_{t_i}`$ is $`m_i1`$, and
2. The next uniquely representable sum $`u_{t_i+1}`$ is $`m_1+m_2+\mathrm{}+m_{i1}+1`$.
Proof:
1. When $`i=1`$, we check that $`t_1=1`$, $`u_1=0`$, and $`m_1=1`$ directly. Now assume by induction that the map $`k1+u_k`$ sends $`t_i`$ to $`m_i`$ for some $`i`$. Then it sends $`t_i+1,t_i+2,\mathrm{}`$ to the first, second$`,\mathrm{}`$ number in $`ur(M)`$ greater than $`m_i`$, which we showed was the desired value during the proof of Proposition 2.
2. Consider the truncated sequence $`M_i=(m_1,\mathrm{},m_i)`$. The map $`t(m_1+\mathrm{}+m_i)t`$, as we saw in the proof of Proposition 2, is an involution on $`ur(M_i)`$, and takes $`m_i1`$ to $`m_1+\mathrm{}+m_{i1}+1`$. Certainly nothing in between is uniquely representable; this is the “overlap” interval of numbers which can be represented either with or without using $`m_i`$. This in turn means that $`m_{i+1}`$ is strictly larger than $`m_1+\mathrm{}+m_{i1}+1`$, which is therefore in $`ur(M)`$ since it is in $`ur(M_i)`$. $`\mathrm{}`$
Proof of Proposition 4: Consider $`M=(m_1,\mathrm{},m_n)`$ with sum $`S=m_1+\mathrm{}+m_n`$ and $`ur(M)=\{u_1<u_2<u_3<\mathrm{}\}`$. By the first part of Lemma 5, we know that $`m_n=1+u_{t_n}`$. Therefore $`ur(M)`$ contains exactly $`2t_n`$ numbers: $`u_1<\mathrm{}<u_{t_n}`$, which are less than $`m_n`$, and another $`t_n`$ which are their images under the involution $`tSt`$. In particular, $`u_{2t_ni}=Su_{i+1}`$.
Now consider what happens when we pick $`t_{n+1}=2t_nt_{nk}`$, as supposed by Proposition 4, and extend $`M`$ accordingly:
$`m_{n+1}`$ $`=`$ $`1+u_{t_{n+1}}\text{ by Lemma }\text{5}\text{,}`$
$`=`$ $`1+u_{2t_nt_{nk}}`$
$`=`$ $`1+Su_{t_{nk}+1}`$
$`=`$ $`1+S(m_1+\mathrm{}+m_{nk1}+1)\text{ by Lemma }\text{5}\text{ again,}`$
$`=`$ $`m_n+m_{n1}+\mathrm{}+m_{nk}`$
The new term of $`M`$ is the sum of the previous $`k`$ terms, as claimed. $`\mathrm{}`$
## 4 The Growth of the Tree
We would like to know the number of tournament or Meeussen sequences of length $`n`$, which we will designate $`s(n)`$. Equivalently, we want to know the number of nodes on the $`n`$th level of the tree shown in Figure 1 (p. 1), where we can count that $`s(n)=1,1,2,7,41`$ for $`n`$ up to 5. Counting the nodes directly takes time exponential in $`n`$, and while we cannot present a solution in closed form, we can offer an efficient polynomial-time algorithm. We would also like to know the asymptotic behavior of $`s(n)`$ as $`n`$ gets large. The asymptotics reveal that $`s(n)`$ grows so quickly that its generating function cannot be algebraic.
### Exact Counting
Throughout this section, we consider the nodes to be labelled as in the tree of tournament sequences: a node with label $`(k)`$ has $`k`$ children, with labels $`(k+1)`$, $`(k+2),`$ …, $`(2k)`$, respectively. Based on this definition, we note that the function $`c(n,k)`$ counting the number of nodes with label $`(k)`$ in row $`n`$ of the tree satisfies:
###### Recurrence 1
$`c(1,k)`$ $`=`$ $`\delta _{k,1}`$
$`c(n,k)`$ $`=`$ $`{\displaystyle \underset{j=\frac{k}{2}}{\overset{k1}{}}}c(n1,j)\text{ for }n>1\text{.}`$
We could then find the number of nodes on row $`n`$ by summing $`c(n,k)`$ for all $`k`$ up to $`2^{n1}`$. The work involved grows exponentially in $`n`$, though, so for large $`n`$ this is impractical. We could define a generating function in two independent variables
$$g(x,y)=\underset{n,k}{}x^ny^kc(n,k)=xy+x^2y^2+x^3(y^3+y^4)+\mathrm{}$$
which, based on Recurrence 1, must satisfy
$$g(x,y)=xy+\frac{xy}{1y}g(x,y)\frac{xy}{1y}g(x,y^2).$$
Rewriting this as $`g(x,y)=\frac{xy(y1)}{xy+y1}+\frac{xy}{xy+y1}g(x,y^2)`$, we can solve formally by iterated substitution to get
$$g(x,y)=\underset{n=0}{\overset{\mathrm{}}{}}\left(y^{2^n}1\right)\underset{k=0}{\overset{n}{}}\frac{xy^{2^k}}{xy^{2^k}+y^{2^k}1}.$$
This seems to offer dim prospects for a nice form for $`s(n)`$, the coefficient of $`x^n`$ at $`y=1`$.
Alternatively, one could hope to work with the function $`d(n,k)`$ which counts the number of $`n`$th-generation descendents of a node labelled $`(k)`$. We can count these descendents by summing the number of $`(n1)`$-generation descendents of the node’s $`k`$ children:
###### Recurrence 2
$`d(1,k)`$ $`=`$ $`k\text{ for all }k1\text{,}`$
$`d(n,0)`$ $`=`$ $`0\text{ for all }n1\text{, and otherwise,}`$
$`d(n,k)`$ $`=`$ $`{\displaystyle \underset{j=k+1}{\overset{2k}{}}}d(n1,j).`$
The number of nodes on row $`n`$ of our tree is then $`s(n)=d(n1,1)`$. Torelli points out that this recurrence can be expressed in closed form, by replacing the last line with
$$d(n,k)=d(n,k1)d(n1,k)+d(n1,2k1)+d(n1,2k)$$
This alternate version embodies the notion that the tree below a node labelled $`(k)`$ looks just like the tree below a $`(k1)`$, but modified by pruning the branch beginning with the child $`(k)`$ and grafting on branches beginning with $`(2k1)`$ and $`(2k)`$ instead. However, as $`n`$ increases, either version still involves calculating an exponentially growing set of values.
We offer instead the following technique for calculating the growth of the tree in polynomial time. Consider the family of functions $`p_n`$ for $`n=1,2,3,\mathrm{}`$ such that $`p_n(k)`$ is the number of $`n`$th-generation descendents of a node labelled $`(k)`$, what we called $`d(n,k)`$ above. Then in the spirit of Recurrence 2, we can get a recurrence relation for the functions $`p_n`$ themselves:
###### Recurrence 3
$`p_1(k)`$ $`=`$ $`k,`$
$`p_n(k)`$ $`=`$ $`{\displaystyle \underset{j=k+1}{\overset{2k}{}}}p_{n1}(j).`$
Purists would start the recurrence with $`p_0(k)=1`$ instead.
The key observation is that each $`p_n`$ is in fact a degree $`n`$ polynomial in $`k`$, which we obtain by symbolic summation of a range of values of $`p_{n1}`$. Recall that the sum $`_{j=1}^kj^n`$ is a polynomial in $`k`$ of degree $`n+1`$. Our recurrence states that $`p_n(k)`$ is the sum of the first $`2k`$ values of $`p_{n1}`$ minus the sum of the first $`k`$ values. Since $`p_{n1}`$ is a polynomial in $`k`$ by induction, so is $`p_n`$. The next few polynomials after $`p_1=k`$ are
$$p_2=\frac{3k^2+k}{2},p_3=\frac{7k^3+6k^2+k}{2},p_4=\frac{105k^4+154k^3+63k^2+6k}{8},\mathrm{}$$
Modern computer algebra packages can generally carry out this type of symbolic summation quickly, so we can use this polynomial recurrence directly to find $`p_n`$, and evaluate $`p_{n1}(1)`$ to find the number of nodes on level $`n`$. For example, in Mapletm:
```
p := proc(n) option remember;
if (n=1) then k else sum( p(n-1), ’k’=k+1..2*k ) fi; end;
s := n -> eval( p(n-1), k=1 );
```
Then `p(n)` returns the polynomial $`p_n`$ in the variable `k`, and `s(n)` evaluates $`p_{n1}`$ at $`k=1`$, giving us the number of nodes on level $`n`$ of the tree.
Now that we know that $`p_n`$ is an $`n`$th-degree polynomial, we need not calculate the polynomial explicitly just to find some of its values. For example, $`p_n`$ is determined by its values at the $`n+1`$ points $`k=0,1,\mathrm{},n`$, which we can find (using Recurrence 2) once we know $`p_{n1}`$ at $`k=0,1,\mathrm{},2n`$. We could then fit an interpolating polynomial to those points to find other desired values of $`p_n`$. In this case, another trick presents itself; we can use the linear dependence among $`n+2`$ equally-spaced values of a polynomial $`p`$ of degree $`n`$:
$$a,b:\underset{i=0}{\overset{n+1}{}}(1)^i\left(\genfrac{}{}{0pt}{}{n}{i}\right)p(a+bi)=0.$$
Combining all of these tricks, we can efficiently calculate the number of nodes on row $`n`$ of our tree as follows:
###### Recurrence 4
$`d(0,k)`$ $`=`$ $`1\text{ for all }k\text{,}`$
$`d(n,0)`$ $`=`$ $`0\text{ for all }n>0\text{,}`$
$`d(n,k)`$ $`=`$ $`d(n,k1)d(n1,k)+d(n1,2k1)+d(n1,2k)`$
for $`kn`$, and
$`d(n,k)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n+1}{}}}(1)^{(j1)}\left({\displaystyle \genfrac{}{}{0pt}{}{n+1}{j}}\right)d(n,kj)\text{ for }n<k2k+2\text{.}`$
As before, $`s(n)=d(n1,1)`$ gives the number of nodes on level $`n`$ of our tree.
Now that we have a refined computational technique, we would like to evaluate its efficiency and justify our statement that it can calculate $`s(n)`$ in time polynomial in $`n`$. The difficulty here is that we cannot in good conscience simply count the number of arithmetic operations involved in finding $`d(n1,1)`$ using Recurrence 4, because the values we encounter grow quickly as $`n`$ increases. Observe, for example, that $`s(n)`$ certainly grows faster than $`c^n`$ for any fixed constant $`c`$, because on row $`n`$ of the tree, every node has at least $`n`$ (and at most $`2^{n1}`$) children.
In this situation, an analysis of algorithmic complexity must take into account the magnitude of the numbers involved in arithmetic operations. Bach and Shallit argue for what they call the naive bit complexity measure, in which we can calculate $`a+b`$ and $`ab`$ in time $`O(\mathrm{log}a+\mathrm{log}b)`$ and $`O(\mathrm{log}a\mathrm{log}b)`$, respectively. These time estimates reflect the speed of the naive, grade-school algorithms for adding and multiplying two numbers with $`\mathrm{log}a`$ and $`\mathrm{log}b`$ digits; the authors argue that these estimates are both asymptotically realistic and pragmatic for predicting real-world behavior of computations.
###### Theorem 6
The naive bit complexity of calculating $`s(n)`$ is $`O(n^6)`$.
Note that this is not what one might generally call a polynomial-time computation, since it is polynomial in $`n`$, not in $`\mathrm{log}n`$, the length of the input. As already mentioned, $`s(n)`$ grows so quickly that it could not even be written down in time polynomial in $`\mathrm{log}n`$.
To calculate $`s(n)`$, we will compute all values $`d(m,k)`$ for $`0mn1`$ and $`0k2m+2`$, in lexicographic order, using Recurrence 4. We first need some bound on the size of the numbers we encounter.
###### Lemma 7
$`d(n,k)\mathrm{\hspace{0.17em}2}^{n(n1)/2}k^n`$
Proof: The bound is based on Recurrence 2, $`d(n,k)=_{j=k+1}^{2k}d(n1,j)`$. For a fixed $`n1`$, we know $`d(n,k)`$ is an increasing function on positive integers $`k`$. Therefore the largest of the $`k`$ terms in the sum is $`d(n1,2k)`$, and we have $`d(n,k)kd(n1,2k)`$. Repeating, we get:
$`d(n,k)`$ $``$ $`kd(n1,2k)(k)(2k)d(n2,4k)\mathrm{}`$
$``$ $`(k)(2k)\mathrm{}(2^{n1}k)d(0,2^nk)`$
$`=\mathrm{\hspace{0.17em}\hspace{0.17em}2}^{n(n1)/2}k^n`$
In the next section we will discuss the asymptotic growth of $`s(n)`$, which we have just bounded by $`2^{\left(\genfrac{}{}{0pt}{}{n1}{2}\right)}`$. $`\mathrm{}`$
Proof of Theorem 6: We will perform the calculation using Recurrence 4, storing partial results so we never calculate any value of $`d`$ twice.
Fix some $`n`$, and suppose we know $`d(n1,k)`$ for all $`0k2n`$. Calculating $`d(n,k)`$ for all $`0k2n+2`$ involves two phases.
1. For each $`k`$ with $`0kn`$, we compute the sum of four numbers. By Lemma 7, the summands are of length $`O(n^2+n\mathrm{log}k)`$, which is $`O(n^2)`$ since $`k`$ is small. Thus each value of $`k`$ takes time $`O(n^2)`$, and the whole phase takes time $`O(n^3)`$.
2. For $`n+1k2n+2`$, we compute $`_{j=1}^{n+1}(1)^{(j1)}\left(\genfrac{}{}{0pt}{}{n+1}{j}\right)d(n,kj)`$. As above, $`d(n,kj)`$ has length $`O(n^2)`$. The binomial coefficient $`\left(\genfrac{}{}{0pt}{}{n+1}{j}\right)`$ has length $`O(n)`$, since numbers in the $`n`$th row of Pascal’s Triangle are bounded by $`2^n`$; the cost of computing it is negligible because we are using all of the top $`n`$ rows of Pascal’s Triangle, which we can compute by additive recurrence.
Then we form each product in time $`O(n^3)`$ and take their sum in time $`O(n^4)`$ for each $`k`$. Thus the whole phase takes time $`O(n^5)`$.
Thus passing from $`n1`$ to $`n`$ takes time $`O(n^5)`$, and we can calculate $`s(n)`$ from scratch in time $`O(n^6)`$. $`\mathrm{}`$
In practice, Recurrence 4 is easy to implement and seems to perform much better than the above analysis suggests for values of $`n`$ we are interested in. In Mapletm:
```
d := proc(n,k)
local j;
option remember;
if n=0 then 1
elif k=0 then 0
elif k<=n then d(n,k-1)-d(n-1,k)+d(n-1,2*k-1)+d(n-1,2*k)
else add( (-1)^(j-1) * binomial(n+1,j) * d(n,k-j), j=1..n+1 )
fi
end;
s := n -> d(n-1,1);
```
This code seems empirically to calculate $`s(n)`$ after having done the work for $`s(n1)`$ in time $`O(n^2)`$ even when $`n`$ is around 190, when $`s(n)`$ has over 5000 decimal digits. This is the behavior one would expect if multiplication had a constant unit cost and addition were free.
On a modest desktop Pentium II, this computes up to $`s(30)`$ in under a second, $`s(85)`$ in under a minute, and s(190) in about an hour; a little extra work to avoid computing the binomial coefficients multiple times speeds it up even more. We record $`s(n)`$ for $`1n22`$ here. The sequence also appears as entry A008934 in Sloane’s On-Line Encyclopedia of Integer Sequences .
>
### Asymptotic Behavior
Now we turn to the asymptotic growth of $`s(n)`$. We know from Lemma 7 that $`\left(\genfrac{}{}{0pt}{}{n1}{2}\right)`$ is an upper bound for $`\mathrm{lg}s(n)`$, where $`\mathrm{lg}`$ denotes $`\mathrm{log}_2`$. We will first prove that a lower bound for $`s(n)`$ is $`\alpha \mathrm{\hspace{0.17em}2}^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)}/(n1)!`$ for a certain constant $`\alpha `$, and then we will show that $`\mathrm{lg}s(n)`$ is asymptotic to $`\left(\genfrac{}{}{0pt}{}{n}{2}\right)\mathrm{lg}n!+O(\mathrm{log}n)^2`$.
We are grateful to Donald Knuth for suggesting the method used here. The technique rests on the following observation:
###### Theorem 8 (Knuth)
Let $`T`$ be a rooted tree in which we want to know the number of vertices on the $`n`$th level. Select $`n1`$ vertices $`v_1,\mathrm{},v_{n1}`$ in $`T`$ by choosing $`v_1`$ to be the root and picking $`v_{i+1}`$ uniformly at random from among the children of $`v_i`$, of which there are $`\mathrm{deg}(v_i)`$. Then the expected value
$$E(\mathrm{deg}(v_1)\mathrm{deg}(v_2)\mathrm{}\mathrm{deg}(v_{n1}))$$
is exactly the number of vertices on the $`n`$th level of $`T`$.
Proof: See for a discussion of this technique in greater generality. In this case, a proof by induction is straightforward: if this technique works for counting the $`n`$th level of each of $`k`$ trees $`T_1,\mathrm{},T_k`$, then it clearly also works for counting level $`n+1`$ of the tree $`T`$ whose root has $`k`$ children, the roots of $`T_1,\mathrm{},T_k`$. $`\mathrm{}`$
We will apply Theorem 8 to the tree of tournament sequences, in which, conveniently, each vertex is already labelled with its degree. This means we can calculate $`s(n)`$ by finding the expected value of the product $`t_1t_2\mathrm{}t_{n1}`$, where $`(t_1,t_2,\mathrm{},t_{n1})`$ is a tournament sequence selected at random by setting $`t_1=1`$ and picking $`t_{i+1}`$ uniformly at random from among $`t_i+1,t_i+2,\mathrm{},2t_i`$. For the remainder of this section, whenever we talk about a distribution for $`t_i`$, it is implicitly with respect to this way of picking a tournament sequence.
###### Lemma 9
Let $`s(n)`$ be the number of tournament sequences of length $`n`$. Then
$$s(n)\alpha \frac{2^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)}}{(n1)!}$$
where $`\alpha =(1\frac{1}{2})(1\frac{1}{4})(1\frac{1}{8})\mathrm{}.28878837\mathrm{}`$
Proof: Observe that there is a natural continuous analogue to the expected value $`E(t_1t_2\mathrm{}t_{n1})=s(n)`$. Consider instead the expected value $`E(r_1r_2\mathrm{}r_{n1})`$, where $`r_1=1`$ and $`r_{i+1}`$ is a real number chosen uniformly at random from the interval $`(r_i,2r_i]`$. Equivalently, we are taking random variables $`u_i`$ $`(1in2)`$ each with a uniform distribution over $`(1,2]`$, and setting $`r_{i+1}=u_ir_i`$.
The expected value in the continuous case will give an underestimate of the expected value for the discrete version, in which the $`u_i`$ are distributed the same way but we set $`t_{i+1}=u_it_i`$. The independence of the various $`u_i`$ make the expected value easy to calculate:
$`E(r_1r_2r_3\mathrm{}r_{n1})`$ $`=`$ $`E((1)(u_1)(u_1u_2)\mathrm{}(u_1u_2\mathrm{}u_{n2}))`$
$`=`$ $`E(u_1^{n2}u_2^{n3}\mathrm{}u_{n2}^1)`$
$`=`$ $`{\displaystyle \frac{2^{n1}1}{n1}}{\displaystyle \frac{2^{n2}1}{n2}}\mathrm{}{\displaystyle \frac{2^21}{2}}`$
$``$ $`\alpha {\displaystyle \frac{2^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)}}{(n1)!}}`$
$`\mathrm{}`$
Now we show that this lower bound is quite good, by finding the rate of growth of the error. We use $`\mathrm{lg}`$ to denote $`\mathrm{log}_2`$.
###### Theorem 10
$`\mathrm{lg}s(n)=\left(\genfrac{}{}{0pt}{}{n}{2}\right)\mathrm{lg}n!+O(\mathrm{log}n)^2`$
Proof: In the proof of Lemma 9, we calculated $`E(u_k^{nk1})`$, where $`u_k=r_{k+1}/r_k`$ was uniformly distributed over $`(1,2]`$. In the original problem, $`t_k`$ and $`t_{k+1}`$ are integers, so the ratio $`t_{k+1}/t_k`$ instead takes on a discrete set of values, each with equal probability:
$$E\left(\left(\frac{t_{k+1}}{t_k}\right)^p\right)=\frac{\left(\frac{t+1}{t}\right)^p+\left(\frac{t+2}{t}\right)^p+\mathrm{}+\left(\frac{t+t}{t}\right)^p}{t}$$
where $`t=t_k`$ throughout. We can rewrite this and take advantage of the ability to sum consecutive $`p`$th powers:
$`E\left(\left({\displaystyle \frac{t_{k+1}}{t_k}}\right)^p\right)`$ $`=`$ $`{\displaystyle \frac{(t+1)^p+(t+2)^p+\mathrm{}+(t+t)^p}{t^{p+1}}}`$
$``$ $`{\displaystyle \frac{\frac{(2t)^{p+1}}{p+1}+\frac{(2t)^p}{2}+O(2t)^{p1}}{t^{p+1}}}`$
$`={\displaystyle \frac{2^{p+1}}{p+1}}+{\displaystyle \frac{2^p}{2t}}+O\left({\displaystyle \frac{2^p}{t^2}}\right)`$
The $`2^{p+1}/p+1`$ term is exactly the lower bound we used in Lemma 9, and we now have an idea of how much error this introduced:
$`E\left(\left({\displaystyle \frac{t_{k+1}}{t_k}}\right)^{nk1}\right)`$ $`=`$ $`{\displaystyle \frac{2^{nk}}{nk}}+{\displaystyle \frac{2^{nk}}{4t_k}}+O\left({\displaystyle \frac{2^{nk}}{t_k^2}}\right)`$
$`=`$ $`E(u_k^{nk1})\left(1+{\displaystyle \frac{nk}{4t_k}}+O\left({\displaystyle \frac{nk}{t_k^2}}\right)\right)`$
The expected value now depends on $`t_k`$, and to bound the error, we need some idea of how large we expect $`t_k`$ to be.
Consider again the continuous analogue used in the proof of Lemma 9. We expect $`s_k`$ to grow exponentially, as $`c^k`$ for some $`c`$, so look at the distribution of $`s_k^{1/k}`$. Taking logs, we see that $`\mathrm{log}s_k^{1/k}`$ is distributed as the average of $`k`$ copies of $`\mathrm{log}x`$ on $`(1,2]`$, each with mean $`2\mathrm{log}21`$. Thus as $`k`$ increases without bound, the distribution of $`s_k^{1/k}`$ converges towards a point distribution at $`4/e`$. As we already noted, the $`t_k`$ certainly grow no slower than the $`s_k`$. We conclude that for any constant $`c<4/e`$ and probability $`p<1`$, there is a sufficiently large $`k_0`$ such that $`\mathrm{Pr}(t_k>c^k)>p`$ for all $`kk_0`$.
The error we want to bound is the product of the $`n`$ error terms $`e_k=1+\frac{nk}{4t_k}+O(\frac{nk}{t_k^2})`$ for $`k=1,\mathrm{},n`$. To simplify bookkeeping, we will instead think about $`\mathrm{lg}s(n)`$ and bound the sum of the logs of the error terms. We separate the work into two cases, depending on whether $`k`$ is less or greater than $`2\mathrm{log}n`$.
When $`k<2\mathrm{log}n`$, the denominator $`t_k`$ may be small, and the error terms $`\mathrm{log}e_k`$ may be as much as $`O(\mathrm{log}n)`$. Adding up all $`2\mathrm{log}n`$ of these terms gives a total which is $`O(\mathrm{log}n)^2`$, the error term in the statement of our theorem.
Finally, when $`k=2\mathrm{log}n`$, we know that as long as $`n`$ is sufficiently large, with high probability $`t_k>c^{2\mathrm{log}n}`$, which is on the order of $`n^2`$. Thus with high probability, $`e_k`$ is $`1+O(1/n)`$, and $`\mathrm{log}e_k=O(1/n)`$. Since the error terms monotonically decrease, the sum of all the terms with $`k2\mathrm{log}n`$ is bounded by $`ne_{2\mathrm{log}n}=O(1)`$. So taking $`n`$ sufficiently large ensures that the error in the lower bound is concentrated almost entirely in the first $`2\mathrm{log}n`$ error terms, and we are done. $`\mathrm{}`$
Computational evidence based on the actual values of $`s(n)`$ for $`n`$ up to 190 indicates that the constant needed to make $`\mathrm{lg}s(n)<\left(\genfrac{}{}{0pt}{}{n}{2}\right)\mathrm{lg}n!+c(\mathrm{log}n)^2`$ reaches a peak of $`c1.18304060\mathrm{}`$ at $`n=32`$ and decreases slowly thereafter. |
warning/0002/cond-mat0002405.html | ar5iv | text | # Magnetic field dependence of the exciton energy in a quantum disk
## I Introduction
Recently, there has been much interest in the study of quantum dots, which are structures in which the charge carriers are confined in all three dimensions. Especially the self-assembled quantum dots are considered to be very promising for possible applications, such as quantum dot lasers , due to their large confinement energy and high optical quality. The dots are formed by the Stranski-Krastanow growth mode in which a material, e.g. $`In_yAl_{1y}As`$, is deposited on another material with a substantially different lattice parameter, e.g. $`Al_xGa_{1x}As`$ . The lattice mismatch, which is required for this growth process, is typically about $`4\%`$ . Initially, the growth is two dimensional, but after a critical thickness of a few monolayers, coherent islands are formed due to strain effects. The shape of the formed islands is not well known, but is expected to resemble a lens or a pyramid. The density, size and shape of the dots are strongly dependent on the growth conditions. Typical sizes of dots vary between the basis size of 7 to 20$`nm`$ and a height of a few nanometers. The density of the dots is of the order 10$`{}_{}{}^{11}cm^2`$ .
The properties of confined excitons have been the subject of many theoretical studies. Bryant used variational and configuration-interaction representations to study excitons in quantum boxes. Later, matrix diagonalization techniques were used to study the exciton energy in a quantum dot with parabolic confinement potential. Song et al. studied the effect of non circular symmetric structures, and Halonen et al. studied the influence of a magnetic field. More recently, Pereyra et al. investigated magnetic field and quantum confinement asymmetry effects on excitons, again for the case of parabolic confinement. These studies have shown a strong competition between the quantum dot size, Coulomb interaction and magnetic confinement.
In the present work, we approximate the quantum dots by a quantum disk with a hard-wall confinement of finite height , as found in self-assembled quantum dots, and include the mass mismatch between the dot and barrier material. We present a theoretical study of the effect of an external magnetic field on the properties of an exciton in the quantum disk, fully taking into account the Coulomb interaction between the electron and the hole. The groundstate energy and binding energy of the exciton are studied as a function of the magnetic field. This allows us to determine the diamagnetic shift of the exciton, which we find in very good agreement with the experimentally observed shift by Wang et al. . In most of the previous theoretical work , this diamagnetic shift was only determined for very low values of the magnetic field, where the confinement energy is larger than the cyclotron energy, and could be approximated by $`e^2\rho ^2B^2/8\mu `$ . In our calculations, we consider magnetic fields up to 40$`T.`$ For such large magnetic fields, the weak field approximation is no longer valid, because now the cyclotron energy overcomes the confinement energy and the particles will act rather as free particles in a magnetic field . We find that the magnetic field dependence of the diamagnetic shift can be very closely approximated by $`\beta B^2/(1+\alpha B)`$. To be able to make a valid comparison between theory and experiment, we considered for our simulations $`In_{0.55}Al_{0.45}As`$ quantum dots, which were experimentally studied by Wang et al. .
The paper is organized as follows. In Sec. II, we present the theoretical model and explain our method of solution. The results for the exciton groundstate and the comparison with the experimental results of Ref. are presented in Sec. III. In Sec. IV, we describe the effect of changing the disk radius on the exciton energy and diamagnetic shift. The results for the exciton energy spectrum are presented in Sec. V. Our results are summarized in Sec. VI.
## II Theoretical model
The Hamiltonian describing our system is given by
$$H=\underset{j=1}{\stackrel{2}{}}H_j(𝐫_j)+V_c(𝐫_1𝐫_2)\text{ ,}$$
(1)
with
$$H_j=(𝐩_j\frac{q_j}{c}𝐀_j)\frac{1}{2m_j(𝐫)}(𝐩_j\frac{q_j}{c}𝐀_j)+V_j(𝐫_j)\text{ ,}$$
(2)
where the indices $`j=1,2`$ correspond to the electron and the hole with masses $`m_1,m_2`$, respectively, $`V_j(\rho _j,z_j)=0(\rho _j<R,\left|z_j\right|<d/2),V_{j,o}`$ (otherwise) is the confinement potential with $`R`$ the radius of the quantum disk and $`d`$ its thickness, $`\rho _j=\sqrt{x_j^2+y_j^2},`$ $`V_c(𝐫)=e^2/ϵ\left|𝐫\right|,`$ and $`q_j=e.`$ Here and below the upper and lower sign correspond to electron and hole, respectively. For convenience we will sometimes also use the notations $`e,h`$ instead of $`1,2.`$ We allow for a difference in mass between the dot region and the region outside the dot: $`m_j(𝐫)=m_{w,j}`$ inside the disk and $`m_j(𝐫)=m_{b,j}`$ outside the disk. In our numerical work, we used the following values for the physical parameters: $`ϵ=12.71,`$ $`m_{w,e}=0.076m_0,`$ $`m_{b,e}=0.097m_0`$, $`m_{w,h}=m_{b,h}=0.45m_0`$, $`V_{e,o}=258meV,`$ and $`V_{h,o}=172meV,`$ which are typical for the $`In_{0.55}Al_{0.45}As/Al_{0.35}Ga_{0.65}As`$ system.
Using cylindrical coordinates $`𝐫_j=(z_j,\rho _j,\varphi _j)`$ the one-particle Hamiltonian takes the form
$`H_j`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2}{2}}\left({\displaystyle \frac{}{z_j}}{\displaystyle \frac{1}{m_j}}{\displaystyle \frac{}{z_j}}+{\displaystyle \frac{1}{\rho _j}}{\displaystyle \frac{}{\rho _j}}{\displaystyle \frac{\rho _j}{m_j}}{\displaystyle \frac{}{\rho _j}}+{\displaystyle \frac{1}{\rho _j^2m_j}}{\displaystyle \frac{^2}{\varphi _j^2}}\right)`$ (4)
$`{\displaystyle \frac{i}{2}}\mathrm{}\omega _{c,j}{\displaystyle \frac{}{\varphi _j}}+{\displaystyle \frac{1}{8}}m_j\omega _{c,j}^2\rho _j^2+V_j(z_j,\rho _j)\text{ ,}`$
where $`\omega _{c,j}=eB/m_jc`$ are the electron and hole cyclotron frequencies and the vector potential is taken in the symmetrical gauge $`𝐀=\frac{1}{2}B\rho 𝐞_\varphi .`$
The one-particle wave functions are separable $`\mathrm{\Psi }_j(z,\rho ,\varphi )=(1/\sqrt{2\pi })e^{il\varphi }\xi _{j,i}^l(z_j,\rho _j),`$ where $`l=0,\pm 1,\pm 2,\mathrm{}`$ is the angular momentum, and the wave functions $`\xi _{j,i}^l(z_j,\rho _j)`$ are eigenfunctions of the Hamiltonian
$`H_j^l`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2}{2}}\left({\displaystyle \frac{}{z_j}}{\displaystyle \frac{1}{m_j}}{\displaystyle \frac{}{z_j}}+{\displaystyle \frac{1}{\rho _j}}{\displaystyle \frac{}{\rho _j}}{\displaystyle \frac{\rho _j}{m_j}}{\displaystyle \frac{}{\rho _j}}\right)+{\displaystyle \frac{\mathrm{}^2l^2}{2m_j\rho _j^2}}`$ (6)
$`\pm {\displaystyle \frac{l}{2}}\mathrm{}\omega _{c,j}+{\displaystyle \frac{1}{8}}m_j\omega _{c,j}^2\rho _j^2+V_j(z_j,\rho _j)\text{ },`$
where the index $`i`$ denotes the eigenenergies of $`H_j^l.`$ As a consequence of the axial symmetry of our problem, there is no coupling between the wave functions with different values of the total angular momentum $`L.`$ Therefore, we can construct the exciton wave function $`\mathrm{\Psi }_L`$ with fixed total momentum $`L`$ as the linear combination
$$\mathrm{\Psi }_L(𝐫_1,𝐫_2)=\underset{l=l_m}{\stackrel{l_m}{}}\psi ^l(\chi )e^{i\frac{l}{2}(\varphi _1\varphi _2)+i\frac{L}{2}(\varphi _1+\varphi _2)}\text{ ,}$$
(7)
where the functions $`\psi ^l(\chi )`$ obey the Schrödinger equation
$$\underset{j=1}{\stackrel{2}{}}H_j^l\psi ^l(\chi )+\underset{l^{}=l_m}{\stackrel{l_m}{}}V_c^{ll^{}}(\chi )\psi ^l^{}(\chi )=E\psi ^l(\chi )\text{ ,}$$
(8)
with $`E`$ the eigenenergy, for brevity $`\chi `$ denotes the coordinates $`(z_1,z_2,\rho _{1,}\rho _2),`$ $`V_c^l`$ is the matrix element of the Coulomb interaction
$`V_c^l(\chi )`$ $`=`$ $`{\displaystyle \frac{e^2}{ϵ}}{\displaystyle \frac{1}{2\pi }}`$ (10)
$`\times {\displaystyle \underset{0}{\stackrel{2\pi }{}}}d\varphi {\displaystyle \frac{e^{il\varphi }}{\sqrt{(z_1z_2)^2+\rho _1^2+\rho _2^22\rho _1\rho _2\mathrm{cos}(\varphi )}}}\text{ },`$
$`L_m=2l_m+1`$ is the total number of angular harmonics in the expansion.
A common technique to solve the eigenvalue problem is to use an expansion of the wave function in a suitable set of basis functions. For the typical sizes of the quantum disks considered here, the exciton binding energy is much smaller than the confinement energy. As a consequence, a natural choice is to take the eigenfunctions $`\xi _{j,i}^l`$ of the one-particle Hamiltonian. But for our present problem such an approach runs into obstacles because of the enormous number of basis functions which are required to obtain the binding energy with sufficient accuracy. Indeed, using the one particle eigenfunctions for different values of the angular momentum $`l`$ and quantum number $`i=1,\mathrm{}I,`$ one has to calculate $`L_mI^4`$ matrix elements of the Hamiltonian. In the present case of hard wall confinement, the one dimensional eigenfunctions are too complicated in order to obtain an analytical expression for the Coulomb matrix elements. Therefore, a numerical integration procedure has to be used on the space grid with size $`N_g=(K\times N)^2,`$ where $`K,`$ $`N`$ are the numbers of grid points for the longitudinal and transverse directions, respectively. In principle, the difficulties in the calculation of the Coulomb matrix elements can be avoided by applying an appropriate basis, for instance the nonorthogonal Gaussian basis, which is widely employed in quantum chemical simulations. But in this case there is an increase of the number of functions, which are needed, leading to difficulties with diagonalizing a large $`L_mI^2\times L_mI^2`$ non-sparse matrix. Note that for an arbitrary basis, the number $`I=i_z\times i_r`$ is determined by the number of one-particle wave functions in the longitudinal ($`i_z`$) and the radial ($`i_r`$) directions. The total number of operations depends crucially on the considered number of subbands $`i_z`$ in the $`z`$-direction. For a small ratio $`d/R`$ of the longitudinal to transverse size of the quantum disk as given before, we can limit ourself by taking only one subband .
### A 3D exciton problem
For arbitrary values of the ratio $`d/R`$ we present a numerical technique based on the use of a finite difference scheme. Let $`z_k,`$ $`(k=1,\mathrm{},K),`$ $`\rho _n,`$ $`(n=1,\mathrm{},N)`$ be some nonuniform space grid in the longitudinal and transverse directions for both electron and hole coordinates. Using the appropriate symmetry conditions for the ground wave function in the longitudinal direction $`\psi /z_j(z_j`$=$`0)=0`$ we can limit ourselves to the region $`z_j>0.`$ Thus, the first point of the $`z`$-grid corresponds to $`z=0.`$ The upper $`(z_K>d/2)`$ and right $`(\rho _N>R)`$ boundaries of the simulation region correspond to the barrier region where the wave function and its derivatives go to zero. Therefore, the Neumann conditions $`\psi /z_j=0,`$ $`\psi /\rho _j=0`$ are employed for these boundaries. To obtain the finite difference scheme for the one-particle Hamiltonian, including the discontinuous behavior of the particles mass and external potential, we integrate the expression over the square $`(z_{k1/2}<z<z_{k+1/2},\rho _{n1/2}<\rho <\rho _{n+1/2}),`$ where the subgrids with noninteger indexes are determined by the relations $`z_{k+1/2}=(z_{k+1}+z_k)/2,\rho _{n+1/2}=(\rho _{n+1}+\rho _n)/2,z_{1/2}=\rho _{1/2}=0.`$ Substituting the finite difference expressions for the derivatives of the wave function $`\psi /z(z=z_{k+1/2})=(\psi _{k+1}\psi _k)/(z_{k+1}z_k),\psi /\rho (\rho =\rho _{n+1/2})=(\psi _{n+1}\psi _n)/(\rho _{n+1}\rho _n)`$ we obtain the following finite difference scheme for the one-particle Hamiltonian
$`(\widehat{H}_j^l\psi )_{k,n}`$ $`=`$ $`a_j^{k,n}\psi _{k+1,n}c_j^{k,n}\psi _{k1,n}b_j^{k,n}\psi _{k,n+1}`$ (12)
$`d_j^{k,n}\psi _{k,n1}+p_j^{k,n}\psi _{k,n}\text{ ,}`$
with the coefficients
$`a_j^{k1,n}`$ $`=`$ $`\mathrm{}^2(1/m_{jz}^{k,n}+1/m_{jz}^{k1,n})/2(z_kz_{k1})h_{z,k},`$ (13)
$`a_j^{k=1,n}`$ $`=`$ $`0,`$ ()
$`c_j^{kK,n}`$ $`=`$ $`\mathrm{}^2(1/m_{jz}^{k,n}+1/m_{jz}^{k+1,n})/2(z_{k+1}z_k)h_{z,k},`$ (14)
$`c_j^{k=K,n}`$ $`=`$ $`0,`$ ()
$`b_j^{k,n1}`$ $`=`$ $`\rho _{n1/2}\mathrm{}^2(1/m_{j\rho }^{k,n}+1/m_{j\rho }^{k,n1})/2(\rho _n\rho _{n1})h_{\rho ,n},`$ (15)
$`b_j^{k,n=1}`$ $`=`$ $`0,`$ ()
$`d_j^{k,nN}`$ $`=`$ $`\rho _{n+1/2}\mathrm{}^2(1/m_{j\rho }^{k,n}+1/m_{j\rho }^{k,n+1})/2(\rho _{n+1}\rho _n)h_{\rho ,n},`$ (16)
$`d_j^{k,n=N}`$ $`=`$ $`0,`$ ()
$`p_j^{k,n}`$ $`=`$ $`a_j^{k,n}+b_j^{k,n}+c_j^{k,n}+d_j^{k,n}+{\displaystyle \frac{\mathrm{}^2l^2}{2\rho _n^2m_j^{k,n}}}\pm {\displaystyle \frac{l}{2}}\mathrm{}\omega _{c,j}^{k,n}`$ ()
$`+{\displaystyle \frac{1}{8}}m_j^{k,n}(\omega _{c,j}^{k,n})^2\rho _n^2+V_j^{k,n},`$
where $`h_{z,k}=z_{k+1/2}z_{k1/2},`$ $`h_{\rho ,n}=(\rho _{n+1/2}^2\rho _{n1/2}^2)/2.`$ Due to the discontinuity of the mass and the external potential at the disk boundary, special care must be taken in the choice of the expression for its grid values. In the expressions the averaged value of the masses $`m_{jz}^{k,n},m_{j\rho }^{k,n},m_j^{k,n}`$ and potential $`V_j^{k,n}`$ are determined by the following relations $`(m_{jz}^{k,n})^1=h_{\rho ,n}^1_{\rho _{n1/2}}^{\rho _{n+1/2}}\rho m_j^1(z`$=$`z_k,\rho )d\rho ,`$ $`(m_{j\rho }^{k,n})^1=h_{z,n}^1_{z_{n1/2}}^{z_{n+1/2}}m_j^1(z,\rho `$=$`\rho _n)dz,`$ $`(m_j^{k,n})^1=h_{z,k}^1h_{\rho ,n}^1_{z_{k1/2}}^{z_{k+1/2}}𝑑z_{\rho _{n1/2}}^{\rho _{n+1/2}}\rho m_j^1(z,\rho )𝑑\rho ,`$ $`V_j^{k,n}=h_{z,k}^1h_{\rho ,n}^1_{z_{k1/2}}^{z_{k+1/2}}𝑑z_{\rho _{n1/2}}^{\rho _{n+1/2}}V_j(z,\rho )\rho 𝑑\rho .`$
Once a finite difference Hamiltonian $`\widehat{H}=\delta _{l,l^{}}_{j=1}^2\widehat{H}_j^l+V_c^{l,l^{}}\delta _{M,M^{}}`$ has been constructed, we have to develop a technique to obtain the ground state of the sparse matrix $`\widehat{H}.`$ Here $`\delta _{i,j}`$ is the unit matrix, index $`M`$ denotes all indexes corresponding to the space grid. Note that the number of non zero elements of the matrix $`\widehat{H}`$ is only proportional to $`L_m^2N_g.`$ This is a key distinction from the commonly accepted expansion over basis functions, where this number increases as the second power with the number of functions. However, the size of our matrix is still large and therefore direct diagonalization methods are not suitable for solving our problem. The best suitable approach to find only the lowest eigenvalue $`E_g`$ and eigenvector $`\mathrm{\Psi }`$ is the inverse iteration method, where the eigenvector $`\mathrm{\Psi }^i`$ at the $`i^{th}`$ stage of the iteration is obtained by solving the following equation
$$(\widehat{H}\lambda \delta _{l,l^{}}\delta _{M,M^{}})\overline{\mathrm{\Psi }}^i=\mathrm{\Psi }^{i1}\text{ ,}$$
(18)
with the subsequent normalization
$$\mathrm{\Psi }^i=\overline{\mathrm{\Psi }}^i/\sqrt{\overline{\mathrm{\Psi }}^i,\overline{\mathrm{\Psi }}^i}\text{ ,}$$
(19)
where the brackets $`\text{ },\text{ }`$ stand for scalar multiplication. The eigenenergy is obtained in the usual way $`E_g^i=\mathrm{\Psi }^i,\widehat{H}\mathrm{\Psi }^i.`$ The value of the parameter $`\lambda <E_g`$ is chosen such that a minimum absolute value of the matrix $`(\widehat{H}\lambda \delta _{l,l^{}}\delta _{M,M^{}})`$ corresponds to the ground state of the matrix $`\widehat{H}`$. There exist many numerical relaxation techniques to solve the boundary value problem. Using standard methods one has to solve the equation with good precision at each stage of the inverse iteration procedure. Here, we propose a new technique, which generalizes in fact the commonly accepted Gauss-Seidel methods with inverse iterations. The value of the eigenvector $`\mathrm{\Psi }^i`$ for the mesh points $`(l,m=k_1,n_1,k_2,n_2)`$ is obtained by using the following relation
$$\mathrm{\Psi }_i=(\mathrm{\Psi }_{i1}+\alpha _{i1}\mathrm{\Theta }_1+\mathrm{\Theta }_2)/\underset{j=1}{\stackrel{2}{(p_j+V_c^{ll}\lambda )\text{ ,}}}$$
(20)
where
$`\mathrm{\Theta }_1`$ $`=`$ $`{\displaystyle _{j=1}^2}(c_j\mathrm{\Psi }_{i1}^{k_j+1}+d_j\mathrm{\Psi }_{i1}^{n_j+1})`$ ()
$`{\displaystyle _{l^{}>l}^{l_m}}V_c^{l,l^{}}\mathrm{\Psi }_{i1}^l^{},`$
$`\mathrm{\Theta }_2`$ $`=`$ $`{\displaystyle _{j=1}^2}(a_j\mathrm{\Psi }_i^{k_j1}+b_j\mathrm{\Psi }_i^{n_j1})`$ ()
$`{\displaystyle _{l=l_m}^{l<l^{}}}V_c^{l,l^{}}\mathrm{\Psi }_i^l^{}.`$
For the ground state $`\overline{\mathrm{\Psi }}_i=\mathrm{\Psi }_{i1}/(E_g\lambda ),`$ we found that the maximum rate of convergency is realized by using the following values of the parameters $`\alpha _{i1}=1/(E_g^i\lambda )`$ and$`\alpha _{i=1}=1.`$
### B 2D exciton problem
For quantum disks with large radius $`Rd`$ we use the adiabatic approach, a technique which was already successfully applied in Refs. . Within this approach, we can write the wavefunction as
$$\psi _l(\chi )=\psi _1(z_1)\psi _2(z_2)\psi _l(\rho _1,\rho _2),$$
(23)
where $`\psi _j(z_j)`$ corresponds to the groundstate of the longitudinal Hamiltonian
$$H_{z,j}=\frac{\mathrm{}^2}{2}\frac{}{z_j}\frac{1}{m_j}\frac{}{z_j}+V_{j,z}(z_j),$$
(24)
for electron $`(j`$=$`1)`$ and hole $`(j`$=$`2),`$ respectively. Since the wave function penetrates only slightly into the barrier region in the radial direction, the longitudinal behavior of the effective masses $`m_j`$ and the confinement potentials $`V_{j,z}`$ can, to high accuracy, be approximated by $`m_{j,z}=m_j(z,\rho _j=0),`$ $`V_{j,z}=V_j(z,\rho _j=0).`$ Then the wave function of the ground state has a simple form inside, $`\psi _j(\left|z\right|<d/2)=\mathrm{cos}(k_jz),`$ and outside, $`\psi _j(\left|z\right|>d/2)=\mathrm{exp}(\kappa _j\left|z\right|),`$ the disk, where $`k_j=\sqrt{2m_{w,j}E_{0,zj}}/\mathrm{}`$ and $`\kappa _j=\sqrt{2m_{b,j}(V_{o,j}E_{0,zj})}/\mathrm{}.`$ The energy of the groundstate $`E_{0,zj}`$ is obtained from the continuity of the wave function and conservation of the current $`m^1\psi /z`$ at the boundary $`(\left|z\right|=d).`$ Substituting expression (23) into the Schrödinger equation and integrating out the $`z_j`$ coordinates by taking the average $`\psi _1(z_1)\psi _2(z_2)\left|H\right|\psi _1(z_1)\psi _2(z_2)=H^{2D},`$ we obtain the effective two dimensional Hamiltonian
$`H^{2D}`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{2}{}}}\left[\left(𝐩_j{\displaystyle \frac{q_j}{c}}𝐀_j\right){\displaystyle \frac{1}{2m_j^{}(\rho _j)}}\left(𝐩_j{\displaystyle \frac{q_j}{c}}𝐀_j\right)+V_j^{}(\rho _j)\right]`$ ()
$`+V_c^{}(\rho _1\rho _2)\text{ },`$
where $`𝐩_j=i\mathrm{}/\rho _j,`$ $`V_j^{}(\rho _j)=V_j(z_j=0,\rho _j)E_{0,zj},`$ $`m_j^{}(\rho _j>R)=m_{b,j},`$
$`{\displaystyle \frac{1}{m^{}(\rho _j<R)}}`$ $`=`$ $`{\displaystyle \frac{1}{m_{w,j}}}{\displaystyle _0^{d/2}}𝑑z_j\left|\psi _j(z_j)\right|^2`$ ()
$`+{\displaystyle \frac{1}{m_{b,j}}}{\displaystyle _{d/2}^{\mathrm{}}}𝑑z_j\left|\psi _j(z_j)\right|^2\text{ },`$
and the effective Coulomb interaction is
$$V_c^{}(\rho )=\frac{e^2}{ϵ}_{\mathrm{}}^{\mathrm{}}𝑑z_1𝑑z_2\frac{\left|\psi _1(z_1)\right|^2\left|\psi _2(z_2)\right|^2}{\sqrt{(z_1z_2)^2+\left|\rho \right|^2}}\text{ .}$$
(27)
Using a Gaussian shape for the longitudinal wave function of the groundstate, the authors of Ref. have obtained an analytical approximation to the effective Coulomb potential
$$V_c^{}(\rho )=\frac{e^2}{ϵ}\frac{1}{\sqrt{2\pi }\gamma }e^{\rho ^2/4\gamma ^2}K_0(\frac{\rho ^2}{4\gamma ^2})\text{ ,}$$
(28)
where $`K_0`$ is the modified Bessel function. For a system with infinite barriers the value $`\gamma =0.277d`$ gives the best fit to the effective Coulomb potential. As a consequence of the penetration of the electron and hole into the barrier region, the value of $`\gamma /d`$ increases with decreasing disk thickness. We have found that for our parameters of the quantum disk, $`R=8.95nm`$ and $`d=3.22nm,`$ the value $`\gamma =1.675nm`$ gave the best fit to the results obtained from direct numerical calculation of the effective two-dimensional Coulomb potential. The other parameters of the two-dimensional Hamiltonian are $`E_{0,ze}=116.06meV,`$ $`E_{0,zh}=38.13meV,`$ $`V_{oe}^{}=141.94meV,`$ $`V_{oh}^{}=133.87meV,`$ $`m_{we}^{}=0.080m_0,`$ $`m_{be}^{}=0.097m_0,`$ $`m_{wh}^{}=m_{bh}^{^{}}=0.45m_0,`$ where indices $`e,h`$ correspond to electron and hole, respectively. The numerical diagonalization technique for the 2D Hamiltonian was presented already in Ref. .
## III Results and discussion for the exciton groundstate
We have calculated the exciton groundstate energy and exciton binding energy as a function of an applied magnetic field. We used for our simulations the physical parameters of the $`In_{0.55}Al_{0.45}As`$ self-assembled quantum dots, used in the experiment by Wang et al. . The studied disks have a height of $`3.22nm`$ and a radius of $`8.95nm.`$ The other parameters were already given above. Fig. 1 shows the probability distribution of the electron (solid curves) and hole (dashed curves) $`\left|\psi _i(𝐫_i)\right|^2,`$ $`i=e,h,`$ for the ground state along $`\left(z=0,\rho \right)`$ and perpendicular $`\left(z,\rho =0\right)`$ to the disk under consideration. Along the $`\rho `$-direction, the electron and hole are confined within the disk but along the $`z`$-direction, there is appreciable penetration into the barrier material.
In Fig. 2 the exciton groundstate energy is plotted as a function of the magnetic field. This groundstate energy is given by
$$E_0=E^e+E^h+E_{exc}\text{ ,}$$
(29)
where $`E^e`$ and $`E^h`$ are the single electron and hole energies, respectively and $`E_{exc}`$ is the exciton binding energy. The solid curve shows the result of the full 3D treatment of the problem, whereas the dashed and dotted curves are calculated using the adiabatic approximation. For the latter case, we make a distinction between the cases with and without correlation. For the case without correlation, the Coulomb interaction is calculated using the single particle electron and hole wave functions
$$E_{exc}=\frac{e^2}{ϵ}\psi ^e\psi ^h\left|\frac{1}{\left|𝐫_e𝐫_h\right|}\right|\psi ^e\psi ^h\text{ .}$$
(30)
The total exciton wave function was used in order to calculate the energy with correlation
$$E_{exc}=\frac{e^2}{ϵ}\psi ^{e,h}\left|\frac{1}{\left|𝐫_e𝐫_h\right|}\right|\psi ^{e,h}\text{ .}$$
(31)
Figure 2 shows an enhancement of the groundstate energy with increasing magnetic field for all three cases. The correlation energy, which is given by the difference between the dotted and dashed curve, is $`3.4meV`$ for $`B=0T`$ and increases to $`4.4meV`$ for $`B=40T.`$
The inset shows the exciton binding energy as a function of the magnetic field. Again we see an increase for increasing magnetic field as expected. This is not surprising, because by applying higher magnetic fields the particles are more confined, they are closer to each other and therefore more tightly bound, which implies an increase of the binding energy. The assignment of the different curves is the same as for the groundstate energy (see main figure). Note that the inclusion of correlation increases the binding energy at $`B=0T`$ with $`14.5\%`$ while the full 3D treatment of the problem further increases the binding energy with $`13.6\%`$.
From our calculation of the exciton groundstate energy, we can easily determine the diamagnetic shift of the exciton, which is defined by $`\mathrm{\Delta }E=E(B)E(B=0).`$ The result is shown in Fig. 3, where the curves indicate our calculated results for the three cases, as mentioned above, and the squares are the experimental results, as obtained by Wang et al. . From the comparison between the different approaches and experiment, we notice: 1) for $`B<8T`$ all three approaches give practically the same result which agrees perfectly with experiment, 2) when $`B`$ is increased above 8$`T`$ the three theoretical approaches have the same qualitative $`B`$-dependence but there are small quantitative differences in the slope of the curves, and 3) in the high field regime, i.e. $`B>20T,`$ our theoretical results substantially underestimate the experimental result. The masses used for these calculations were the ones given by Wang et al. in Ref. $`\left(m_{w,e}=0.076m_0,\text{ }m_{b,e}=0.097m_0,\text{ }m_h=0.45m_0\right)`$ and it is clear that here the heavy-hole mass was used. However, in Ref. it was argued that for a magnetic field normal to the sample plane, the light hole mass should be used. Because the dot height is much smaller than the dot radius, heavy hole character is expected in the growth direction for the ground hole state and light hole character for in-plane motion. Therefore, for $`B`$ normal to the sample plane, the light hole mass should be used. Including the effects of strain, they find for $`InAs`$ dots that $`m_e=0.055m_0`$ and $`m_h=0.1m_0.`$ Combining this with values for $`AlAs`$ , we find by linear interpolation to the material $`In_{0.55}Al_{0.45}As`$ values of $`0.080m_0`$ and $`0.2m_0`$ for respectively the electron and the hole mass. The result for the diamagnetic shift in this case is depicted as the dot-dashed curve in Fig. 3. This result is in very good agreement with the experimental results.
In previous theoretical work, only the exciton energy and wave function at $`B=0`$ were considered, from which the diamagnetic shift can be calculated as $`\mathrm{\Delta }E=\beta B^2,`$ where $`\beta =e^2\rho ^2/8\mu `$ and $`\rho ^2`$ is the mean quadratic electron-hole distance. This is a good approximation in case of low magnetic fields, when the magnetic confinement is much lower than the confinement due to the quantum dot. However, for higher magnetic fields, the magnetic confinement becomes more important. Then the quadratic dependence of the energy shift on the magnetic field will change into a linear dependence, due to the formation of Landau levels. In this case the energy shift becomes $`\mathrm{\Delta }E=\mathrm{}(\omega _{c,e}+\omega _{c,h}),`$ where $`\omega _{c,i}=eB/m_i`$ is the cyclotron frequency. With this knowledge, one can construct the function
$$\mathrm{\Delta }E=\frac{\beta B^2}{1+\alpha B}\text{ ,}$$
(32)
which interpolates between the small and large magnetic field behaviour and where $`\beta `$ and $`\alpha `$ are taken as fitting parameters. This formula gives for low magnetic fields $`(B0)`$ the already known expression $`\mathrm{\Delta }E=\beta B^2,`$ and for high magnetic fields $`(B\mathrm{})`$ $`\mathrm{\Delta }E=(\beta /\alpha )B.`$ It turns out that Eq. (32) gives an extremely good fit to the numerical results of Fig. 3 for $`\beta =6.63\mu eVT^2`$ and $`\alpha =3.25\times 10^3T^1.`$ We found that the fitted curve reproduces the solid curve in Fig. 3 so well that they can not be discriminated. We also calculated $`\beta `$ using the expression $`\beta =e^2\rho ^2/8\mu `$ for $`B0,`$ which resulted into the value $`\beta =9.58\mu eVT^2.`$ This value is substantially higher than the one found by fitting. In the other limit, we compare $`\mathrm{\Delta }E=(\beta /\alpha )B`$ with $`\mathrm{\Delta }E=\mathrm{}\omega _c=(\mathrm{}e/\mu )B,`$ where $`\mu =m_em_h/(m_e+m_h)`$ is the effective exciton mass in $`InAlAs`$. Such a calculation gives $`\mathrm{}e/\mu =1.68\times 10^3eVT^1,`$ which is smaller than the fitted value $`\beta /\alpha =2.04\times 10^3eVT^1.`$ The fitted results within the adiabatic approximation with and without correlation are respectively, $`\beta =7.56\mu eVT^2,`$ $`\beta /\alpha =1.52\times 10^3eVT^1`$ and $`\beta =7.79\mu eVT^2,`$ $`\beta /\alpha =2.75\times 10^3eVT^1`$. Using the light hole mass instead of the heavy hole mass, we find respectively the following fitted and calculated results: $`\beta =9.16\mu eVT^2,`$ $`\beta /\alpha =2.27meVT^1`$ and $`\beta =14.08\mu eVT^2,`$ $`\beta /\alpha =1.96meVT^1.`$
In the above calculations we investigated the adiabatic shift, which is a relative quantity, and therefore in the calculation of the groundstate energy, the bandgap was not included. But when we want to compare the experimental excitation energy, the bandgap of the disk material is needed. For $`B=0T`$, using the heavy hole mass, we found a groundstate energy of $`E=E^e+E^h+E_{exc}=152.2meV,`$ using Eq. (29). For the case of the light hole mass, which gave a better agreement with the experimental results, the groundstate energy at $`B=0T`$ is $`178.5meV.`$ To obtain the total excitation energy, as measured in photoluminescence experiments, e.g. by Wang et al. , the bandgap energy $`E_g`$ has to be added to this equation:
$$E=E^e+E^h+E_{exc}+E_g\text{.}$$
(33)
For our study, we considered $`In_{0.55}Al_{0.45}As/Al_{0.35}Ga_{0.65}As`$ quantum dots. Without strain, the bandgap energy of the dot material was obtained by linear interpolation between the result for $`InAs`$ ($`E_g=0.41eV`$) and $`AlAs`$ ($`E_g=3.13eV`$) which results into $`E_g=1.634eV,`$ whereas we found for the barrier material that $`E_g=2.083eV`$ . The difference in bandgap between the two materials is $`\mathrm{\Delta }E_g=450meV.`$ For the total exciton energy, we now find $`E=1.634eV+0.152eV(0.1785eV)=1.786eV(1.8125eV)`$ using respectively the heavy (light) hole mass. From Ref. , we know that the bandgap difference between the dot and the barrier material, corrected for strain effects, is $`\mathrm{\Delta }E_g=430meV.`$ This means that the bandgap of the dot material has increased with 20$`meV.`$ For the total exciton energy, this gives us the final result of $`E=1.81eV`$ using the heavy hole mass and $`E=1.83eV`$ using the light hole mass. In the experiments, for $`B=0T,`$ the value of $`E=1.894eV`$ was found, which gives a reasonable agreement with our theoretical result in view of the fact that the composition of the alloy in the dot can, for example, not be uniform, the dot size is not known with high accuracy, etc.
Next, we investigated the effect of an applied magnetic field on the exciton characteristics, using the parameters corresponding to the solid curve in Fig. 3. First we considered the one-particle characteristics $`z_e^2^{1/2},`$ $`z_h^2^{1/2},`$ $`\rho _e^2^{1/2}`$ and $`\rho _h^2^{1/2},`$ where $`z_e`$, $`z_h`$ and $`\rho _e,`$ $`\rho _h`$ are the electron and hole coordinates along the $`z`$-axis and in the plane, respectively. The results are shown in Fig. 4 and were calculated using the full 3D approach. The figure shows clearly the squeezing of the exciton due to the magnetic field, especially for the in-plane direction. The mean quadratic electron-hole separations $`\rho _{eh}^2^{1/2}`$ and $`z_{eh}^2^{1/2}`$ give an idea of the size of the exciton. We defined $`\rho _{eh}=\left|\stackrel{}{\rho }_e\stackrel{}{\rho }_h\right|`$ and $`z_{eh}=\left|z_ez_h\right|.`$ Notice that the size of the exciton is comparable to the disk size. We see a more substantial decrease with increasing magnetic field than for the single particle wavefunction, which agrees with the increased binding of the exciton.
In Fig. 5 the percentage of the electron (right scale in Fig. 5) and hole (left scale in Fig. 5) wavefunction in the dot is shown with varying magnetic field. Both the results for the 2D case with correlation and the full 3D treatment were calculated. More than $`90\%`$ of the hole is inside the dot while only $`71`$-$`73\%`$ of the electron is inside the dot. With increasing magnetic field both the electron and hole become more confined inside the dot, indicating further the squeezing due to the magnetic field. For the hole, we observe a flattening of the curve at very high magnetic fields, both for the 3D calculation and for the 2D case. For high magnetic fields, the hole wavefunction is in the $`\rho `$-direction totally confined in the dot. However, there is still some extent of the wave function outside the dot in the $`z`$-direction. But since the magnetic field has almost no influence on the $`z`$-direction, applying higher magnetic fields will not attribute to a further increase of the amount of the wavefunction inside the dot and there will always be a small part of the wavefunction outside the dot.
Figures 6(a,b) are contourplots of the density distribution, of the electron and hole, respectively, along a cross section in the middle of the quantum dot perpendicular to the $`y`$-direction. The electron density is defined as
$$\left|\psi _e(\rho _e,z_e)\right|^2=𝑑z_h𝑑\rho _h\left|\psi ^{e,h}(\rho _e,z_e,\rho _h,z_h)\right|^2\text{ ,}$$
(34)
and similarly for the hole. The solid curves show the result for the case of $`B=0T,`$ whereas the dashed curves are the result for $`B=40T.`$ The dashed square indicates the position of the disk, which is only one fourth of the actual disk size. Due to the magnetic field, we see an increase in the density inside the dot, both for electron and hole. Along the $`\rho `$-direction the particles become more centered in the middle of the dot due to the squeezing by the applied magnetic field. However in the $`z`$-direction, it seems at first sight that there is an expansion instead of the expected squeezing, but a closer look (by normalizing the function to its central value) tells us that this is not the case. Of course, the magnetic field is applied along the $`z`$-axis and has no direct influence on the exciton behaviour in the $`z`$-direction. In the $`\rho `$-direction however, the magnetic field brings the electron and hole closer together. This implies a stronger interaction and we expect that this effect should also be seen in the $`z`$-direction. This is also the case for the mean quadratic hole $`z_h^2^{1/2}`$ and electron-hole separation $`z_{eh}^2^{1/2}`$ (see Fig. 4), which decrease as a function of the magnetic field.
## IV Effect of changing the disk radius
We investigated the effect of the size of the disk on the exciton binding energy which is depicted in Fig. 7 for the case with the full 3D treatment, for the parameters corresponding to the solid curve in Fig. 3. When varying the disk radius from $`R=1nm`$ up to $`R=15`$ nm (the dot thickness was fixed to $`d=3.22nm`$), we see initially a strong increase of the exciton energy by more than a factor 2 and beyond $`R2.5nm`$ it decreases slowly for increasing $`R`$. In the ‘large’ $`R`$-region, the binding energy increases for decreasing disk radius due to the larger confinement of the electron and hole wavefunction. The electron and hole are forced to sit closer to each other, which leads to an enhancement of the binding energy. This behaviour continues until the disk radius reaches a value of $`R2.5nm,`$ where the binding energy reaches a maximum value of $`E_{exc}=47meV`$. The decrease in the binding energy with decreasing $`R`$ is due to the fact that the wavefunction of the particles start to spill over into the barrier material, i.e. the electron and the hole become less confined, which leads to a much smaller interaction and therefore a lower binding energy. This is due to the competition between the confinement kinetic energy and the barrier material potential energy. This is confirmed by Fig. 8, where the percentage of electron and hole inside the dot is shown as function of the disk radius. For $`R>6nm`$ these percentages increase very slowly with increasing $`R.`$ We never reach $`100\%`$ because of the substantial penetration of the wavefunction in the barrier material along the $`z`$-direction (the thickness of the dot is only $`d=3.22nm`$). Note that for $`R=1nm`$ only $`1.88\%`$ of the electron wavefunction is inside the dot but $`24.20\%`$ of the hole wavefunction.
The effect of a magnetic field on the dot size dependence of the exciton energy is also shown in Fig. 7 for the case of $`B=40T.`$ Notice that the largest $`B`$-dependence is found for very small and very large $`R.`$ In both situations the confinement of the electron and hole are smallest and consequently the ratio between the magnetic energy and the confinement energy is largest. For intermediate dot size, i.e. $`3nm<R<7nm`$ we observe the smallest effect of a magnetic field on the exciton energy. This is the region of dot size where the confinement potential is able to strongly confine the electron and hole to a small region in space.
We also investigated the effect of varying $`R`$ on the electron-hole separation, both in the $`\rho `$ and in the $`z`$-direction. Fig. 9 shows the result for $`z_{eh}^2^{1/2}`$ and we see a rather high starting value at $`R=1nm,`$ decreasing strongly for increasing $`R.`$ This high value at small $`R`$ follows from the fact that a large part of the wavefunctions is outside the dot, so the particles are not really confined anymore, which means that they are farther away from each other. The inset of Fig. 9 shows the electron-hole separation in the $`\rho `$-direction. Also here, we start with a high value at very small $`R,`$ followed by a strong decrease and a minimum of $`\sqrt{\rho _{eh}^2}=3.12nm`$ at $`R3nm.`$ Further increasing $`R,`$ we find again an enhancement of $`\rho _{eh}^2^{1/2},`$ which initially is linear in $`R,`$ but for $`R>12nm`$ starts to level off and reaches a constant value in the limit $`R\mathrm{}.`$
The low magnetic field diamagnetic coefficient $`\beta =e^2\rho _{eh}^2/(8\mu ),`$ can be obtained from the results of Figs. 8 and 9, where $`\mu `$ is the effective exciton mass. The result is shown in Fig. 10 and we see a similar behaviour as for the radial electron-hole separation (inset of Fig. 9). When calculating $`\beta ,`$ we took into account the variation of the effective exciton mass $`\mu `$ with varying disk radius. The effective mass is defined as
$$\frac{1}{\mu }=\frac{1}{m_e}+\frac{1}{m_h},$$
(35)
with
$$\frac{1}{m_e}=\frac{1P_w}{m_{e,b}}+\frac{P_w}{m_{e,w}},$$
(36)
where $`m_{e,b}=0.097m_0`$ and $`m_{e,w}=0.076m_0`$ are the effective electron masses in respectively the barrier and the well and $`P_w`$ is the probability to find the electron in the well. In Fig. 8 we showed that there is a considerable change of $`P_w`$ for varying $`R,`$ and this will have an effect on $`m_e`$ and $`\mu .`$ For the hole we have the same mass in and outside the well, and therefore $`m_h=0.45m_0`$ is independent of $`R.`$ In Fig. 11, the evolution of $`m_e`$ and $`\mu `$ is depicted as a function of $`R.`$ We see that for very small disks, where most of the wavefunction is outside the dot, the value of $`m_e`$ converges to $`m_{e,b}`$ as expected. For larger disk radii, this value decreases and for $`R\mathrm{},`$ it reaches the limit $`m_e=0.0809m_0,`$ which is larger than $`m_{e,w}`$ due to the penetration of the electron along the $`z`$-direction in the barrier because of the small thickness of the disk.
## V Exciton energy spectrum
The higher radial excited states $`(N0),`$ for angular momentum $`L=0`$ are calculated within the adiabatic approximation. The result for a disk with radius $`R=8.95nm`$ and thickness $`d=3.22nm`$ is shown in Fig. 12(a), which clearly shows the appearance of anti-crossing of levels for higher $`N`$ states and the energy scale for such states is also substantially larger than for the angular momentum states. This anti-crossing is due to the fact that we consider a fixed angular momentum $`L`$ for all states, which is a conserved quantity. The states with fixed $`L`$ are non degenerate. Again we considered cases of different disk radii and we observe an enhancement of the anti-crossing for smaller disks (Fig. 12(b)) and a diminishing of the anti-crossing for larger disks (Figs. 12(b) and 12(c)).
To study the anti-crossing more closely, we considered the disk with $`R=8.95nm`$ and $`d=3.22nm`$ (parameters corresponding to the dashed/dotted curve in Fig. 3 were used). For the 2D problem, the radial part of the exciton wave function for a fixed $`L`$ can be written as (see also Ref. )
$`\psi (\rho _e,\rho _h)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{k=k_n}{}}}{\displaystyle \underset{n=1}{\overset{n=k_n}{}}}\stackrel{l=l_m}{\underset{l=l_m}{{\displaystyle ^{}}}}C_{kn}^lR_{k,(L+l)/2}(\rho _e)`$ (37)
$`\times R_{n,(Ll)/2}(\rho _h)e^{il/2(\varphi _1\varphi _2)+iL/2(\varphi _1+\varphi _2)}\text{ ,}`$
where $`k`$ and $`n`$ correspond to the energy levels of the one particle problem of electron and hole, respectively and $`l`$ is the relative angular momentum. The sum $`^{}`$ indicates that only even values of the relative angular momentum $`l`$ are taken when $`L`$ is even, and odd values otherwise. By studying the values of the coefficients $`C_{kn}^l`$, we could distinguish which one-particle states contribute most to the total exciton state. In Figure 13(a), the symbols on the curves indicate which is the dominant term, contributing to Eq. (27). The inset in Fig. 13(b) gives the $`(l,n)`$ value corresponding to the different symbols. Notice that $`k`$ remains 1, while $`n`$ can have higher values, which implies that the hole excited states are mixed in into the exciton wave function. The single particle hole states have lower energy, due to its higher effective mass. Notice that when we connect each symbol by a line, we obtain intersecting levels. Such a spectrum would be obtained if $`(l,k,n)`$ would be conserved quantities. Because of the electron-hole interaction the different $`(l,k,n)`$ single particle states are mixed which leads to the anti-crossing of the levels. Because $`L`$ is a conserved quantity, crossings between different $`N`$ states are prohibited and therefore, for a fixed $`N,`$ the system is forced to go to a different $`(l,k,n)`$-state.
The symbols in Fig. 13(a) indicate only the dominant term in Eq. (27), while the total summation considers typically about 750 terms. In Fig. 13(b) we show how large the contribution of the dominant term is relative to the total sum of all terms. This percentage is defined as
$$\text{percentage }=\frac{\left|C_{kn}^l\right|^2}{\underset{k,n,l}{}\left|C_{kn}^l\right|^2}\times 100\text{.}$$
(38)
In Fig. 13(b) we only show the result for the case of $`N=1,2,5`$ in order not to overload the figure. We want to emphasize that, as a function of the magnetic field, the contribution of the dominant term, which can differ with increasing magnetic field, is shown and not the evolution of the contribution of a particular state. For $`N=1,`$ the $`(0,1,1)`$-state appears to be very stable, as it stays between 85% and 95%. This means that there is very little mixing with other states. The $`(0,1,2)`$-state for $`N=2`$ is also very stable at low fields, but from $`B=20T,`$ the percentage drops, which indicates that another state is becoming important and serious mixing occurs. Finally at $`B=35T`$ the $`(1,1,1)`$-state becomes most important, which can also be seen in Fig. 13(a). Now the percentage of the contribution of this $`(1,1,1)`$-state is plotted and we see an increase with $`B`$. Also for $`N=5,`$ the transitions between the successive states are clearly visible from Fig. 13(b). Each dip corresponds to a transition to another state with a consecutive anti-crossing of the energy levels. A dip indicates strong mixing between 2 or even 3 states where the dominant state gives only a slightly higher contribution than the other important state(s). We see strong dips at $`B=12T`$ and $`B=20T,`$ which indicate the mixing between respectively $`(0,1,3)`$ $``$ $`(1,1,1)`$ and $`(1,1,1)`$ $``$ $`(0,1,3).`$ Comparison with Fig. 13(a) shows that these magnetic field values mark also the anti-crossings between respectively $`N=4N=5`$ and $`N=5N=6.`$ The height of the peaks is an indication of the stability of the state. At $`B=15T`$ e.g., we see a very strong peak, whereas at $`B=24T,`$ only a small peak appears. Comparing with Fig. 13(a) learns that, at the region between 20 and 30$`T,`$ there is a strong anti-crossing and, although, the system passes through the $`(0,1,3)`$ state, this state never becomes really important.
In the above discussion, we indicated the states with $`(l,k,n),`$ where $`l`$ is an integer number. However, the relative angular momentum $`l`$ is not a good quantum number, and therefore the expectation value of the operator $`l_z=\left(\mathrm{}/i\right)/\left(\varphi _1\varphi _2\right)`$ is expected not to be an integer. In Fig. 14 the expectation value $`l_z`$ is depicted for the different $`N`$-states as a function of the magnetic field, where $`l_z`$ is calculated by
$$l_z=\underset{l,k,n}{}l\left|C_{kn}^l\right|^2\text{.}$$
(38)
Notice that $`l_z`$ tends to approach an integer value $`l`$ when one of the terms in the sum of Eq. (27) dominates. The transition between states with different $`l`$ is continuous. The more stable a state is, the better it approaches an integer value $`l`$. The result for $`N=7`$ e.g. starts from $`l_z=0`$ at $`B=0T,`$ then increases up to about 0.75$`\mathrm{}`$ and at $`B=10T,`$ drops down to $`1.8\mathrm{}`$ until $`B=20T`$ where it starts to increase again, more slowly now, up to $`l_z=0.9\mathrm{}`$ for $`B=25T`$ until finally at $`B=40T`$ it drops to less than $`2.5\mathrm{}.`$ This agrees very well with the predicted integer values for $`l`$ in Fig. 13(a). For other $`N`$-states, the agreement might be less good, which is due to the higher mixing with other states.
Finally, we considered the energy states for different values of the total angular momentum $`L`$ within the adiabatic approximation. The result for a disk with radius $`R=8.95nm`$ and thickness $`d=3.22nm`$ is shown in Fig. 15(a) for the lowest radial state $`N=1`$. Notice that for $`B=0T,`$ the states with $`L`$ and $`L`$ are degenerate, which is lifted by a magnetic field. The corresponding splitting is the well-known Zeeman splitting. For a smaller disk radius, $`R=5nm,`$ all energies are shifted to higher values, the splitting between the energy levels is larger, and the Zeeman splitting is increased (Fig. 15(b)). When increasing the disk radius $`R,`$ i.e. $`R=15nm`$ and $`R=30nm,`$ the difference between the different angular momentum levels decreases and the energy shifts to lower values (Figs. 15(c,d)). As in previous case of different $`N`$-states, also here we studied which single particle $`(l,k,n)`$-states are most important in the sum of Eq. (27) and the percentage of their contribution. Fig. 16(a) denotes, for a disk with radius $`R=8.95nm`$ and thickness $`d=3.22nm,`$ the energies of the different $`L`$-states and the symbols indicate which $`(l,n)`$-state is most important at a particular value of the magnetic field. Note that here both $`k`$ and $`n`$ remain 1. In Fig. 16(b) the percentage contribution of the particular $`(l,k,n)`$ state is depicted. We see a transition occurring for the $`L=1,2`$ and $`3`$ states. This follows also from Fig. 17, where the expectation value $`l_z`$ of the relative angular momentum operator is plotted. For the $`L=0,1,2,3`$ states, $`l_z`$ remains quite constant, whereas for the other $`L`$-states, $`l_z`$ decreases towards a lower value of $`l.`$ Because the total angular momentum is a conserved quantity, energy levels corresponding to different $`L`$-values are allowed to cross, they do not mix.
## VI Conclusions
We calculated the groundstate energy (and the excited states), the binding energy and the diamagnetic shift of an exciton in a quantum disk with radius $`R`$ and thickness $`d`$ for a hard wall confinement potential of finite height. The mass mismatch between the dot material and the surrounding material was taken into account. Our calculation is based on the finite difference technique, where we used three different theoretical approaches, which include the electron-hole correlation on different levels. The 3D treatment is valid for arbitrary values of $`R`$ and $`d`$ and provides an ‘exact numerical’ treatment of the exciton problem. For $`Rd,`$ the adiabatic approach is applicable and here we distinguish the cases with and without correlation. The latter only uses the single particle wave functions in order to calculate the exciton binding energy, whereas the first uses the total exciton wavefunction.
Under the influence of an external applied magnetic field up to 40$`T,`$ we find an increase of the exciton groundstate energy and binding energy. The electron-hole separation shows a squeezing of the exciton due to the magnetic field. This can also be seen from the electron and hole densities in and around the dot. Our theoretical results of the diamagnetic shift are in very good agreement with the experimental results of Ref. if we assume that the light hole is involved in the exciton.
When considering a varying disk radius $`R,`$ we found a strongly decreasing exciton binding energy with decreasing $`R`$ for very small $`R`$-values, which indicates that the dots are too small to confine the exciton. This explanation is corroborated by an investigation of the radial electron-hole separation and of the percentage of the wavefunction in the dot, which indeed shows that, for very small $`R,`$ a large part of the wavefunction is situated outside the dot. In the large $`R`$-regime the exciton binding energy decreases with increasing $`R`$ and approaches a constant value for $`R\mathrm{}.`$ In the presence of an applied magnetic field, the exciton binding energy approaches a constant value for large disks much earlier than for the $`B=0T`$ case, indicating that the dot confinement is dominated by the magnetic confinement.
Results for higher excited radial states, $`N>0,`$ show an anti-crossing of levels which is more pronounced for small dot radius. The total angular momentum $`L`$ is a conserved quantity. The relative angular momentum $`l,`$ however, is not a good quantum number. Because of the coupling between the electron and the hole, the exciton wave function is a linear combination of all possible one-particle wave functions. We investigated which $`(l,k,n)`$-states contribute most and how large its contribution is to the total exciton wavefunction. Furthermore we investigated the expectation value of the relative angular momentum operator $`l_z,`$ which is not quantized and varies with the magnetic field. The degeneracy of the different total angular momentum states is lifted due to the presence of the confinement potential and the Zeeman splitting. This splitting decreases with increasing dot radius $`R.`$ Also here we investigated the contribution of the one particle states to the total exciton wavefunction. The energy states with different total angular momentum $`L`$ can cross with varying magnetic field, because $`L`$ is a good quantum number.
## VII Acknowledgments
Part of this work is supported by the Flemish Science Foundation (FWO-Vl), BOF-GOA and IUAP-IV. K. L. J. is supported by IWT, F. M. P. is a research director with the FWO-Vl and V. A. S. was supported by a DWTC-fellowship. Discussions with Dr. M. Hayne are gratefully acknowledged. |
warning/0002/cond-mat0002332.html | ar5iv | text | # Gaussian to Exponential Crossover in the Attenuation of Polarization Echoes in NMR
## I Introduction
Nuclear spin dynamics, often called spin diffusion, is a powerful tool to analyze both the local and long range structure in solids. Since the spin diffusion rate depends on the internuclear dipolar interactions, it contains useful information on the spatial proximity of the nuclei and on the dimensionality of the interaction network. Therefore, there is a great interest in new pulse sequences applicable to a broad range of systems. This is the case of the pulse sequence devised by S. Zhang, B. H. Meier, and R. R. Ernst (ZME) which creates a local polarization (LP) in a homonuclear spin system ($`I`$-spins) and detects its later evolution. A central point of this sequence is that it uses the presence of rare $`S`$-spins to label each of the $`I`$-spins directly bonded to them. Therefore, no spectral resolution of $`I`$-spins is required. This sequence has been successfully applied to several systems with different purposes and, recently, it has been generalized to be used under magic angle spinning (MAS) increasing its potential applications. On the other hand, it allows one to monitor the formation of a polarization echo (PE) when, by external means, the LP evolution is reversed. This is achieved by a change of the sign of the effective dipolar Hamiltonian . The initial localized polarization evolves into multiple-spin order during a time $`t_R`$ and then, suitable pulses switch $`[2]`$, retracing the dynamics and building up a PE at $`tt_R+\left[\frac{1}{2}\right]t_R`$.
Despite the fact that the dominant part of the Hamiltonian is reversed, the PE amplitude ($`M_{PE}`$) attenuates as the time $`t_R`$ grows. The study of this attenuation might provide a new characterization tool which so far has not been exploited. Furthermore, it should be possible to use the PE attenuation to obtain additional information on the underlying stochastic processes that destroy the dipolar spin coherence and inhibit the echo formation. Such procedure resembles the use of the Hahn’s echoes to detect molecular diffusion. In this sense, there is an obvious interest in experimental approaches allowing a proper characterization of this attenuation for different dipolar coupled systems. While a dependence of $`M_{PE}`$ on time and the spinning rate has been already reported, there is still a need to extend these studies to different systems. As a first step to use the PE attenuation as a practical tool, we should investigate its functional dependence on $`t_R`$ and, if possible, identify its physical origin. In principle, there could be many possible mechanisms contributing to the attenuation of the PE. A non-exhaustive list includes: non inverted terms in the Hamiltonian, pulse imperfections, local relaxation, spin motion, etc. Our idea involves the use of a set of systems where most of these variables remain essentially unchanged. Within the metallocenes family we can find compounds which allow us to change the dipolar interaction network and independently the magnetic nature of the metallic nuclei, this is, we can change the strength of a local source of relaxation. This would allow us to analyze whether the dipolar interaction plays any role in the attenuation and how the presence of irreversible processes manifests in the decay rate.
In this work, we used the ZME sequence to study the PE attenuation in a set of polycrystalline samples. In all these systems, the molecular structure contains one or two cyclopentadienil rings where only one <sup>1</sup>H-spin is labeled by the rare <sup>13</sup>C-spin. Our results confirm, as it was suggested by recent experiments, that there are systems where the decay is exponential while there are others where it is Gaussian. However, a combination of both behaviors is observed in a third class of systems. In order to understand this and, at the same time, to test the role of the dipolar interaction, we devised an ad hoc multiple pulse sequence, based on the ZME one, to progressively slow down the dipolar dynamics while the non-invertible interactions are kept constant.
While other mechanisms cannot be completely ruled out, our experimental results are consistent with the hypothesis that the dipolar dynamics controls the attenuation. In some samples, if the dynamics is sufficiently reduced, a crossover from the Gaussian to the exponential attenuation law can be observed. We present exact numerical solutions of the spin dynamics in a cyclopentadienil ring and in a double ring molecule, which give further support to our hypothesis. They illustrate how the spin dynamics, in the presence of either small residual interactions or strong relaxation processes, increases the PE attenuation.
## II Experimental Methods
We analyzed the PE attenuation in polycrystalline samples of ferrocene, (C<sub>5</sub>H<sub>5</sub>)<sub>2</sub>Fe, cymantrene, (C<sub>5</sub>H<sub>5</sub>)Mn(CO)<sub>3</sub>, and cobaltocene, (C<sub>5</sub>H<sub>5</sub>)<sub>2</sub>Co and in a single crystal sample of ferrocene, all with natural <sup>13</sup>C isotopic abundance. At room temperature, these compounds crystallize in a monoclinic form with space group $`P2_1/a`$. The cyclopentadienil rings perform fast rotations around their five-fold symmetry axis leading to inhomogeneous <sup>13</sup>C spectra, where the resonance frequency depends on the angle between the external magnetic field and the molecular symmetry axis. All the NMR measurement were performed in a Bruker MSL-300 spectrometer, equipped with a standard Bruker CP-MAS probe.
The ZME sequence to reverse the LP evolution is schematized in Fig. 1a. As we mentioned above, the central idea is to use the rare <sup>13</sup>C spin ($`S`$-spin) as a local probe to inject magnetization to one of the abundant <sup>1</sup>H-spins ($`I`$-spins) and to capture what is left after the $`I`$-spins have evolved. In the first part, the $`S`$-spin is polarized by means of a Hartmann-Hahn cross polarization (CP). After that, the $`S`$ polarization is kept spin-locked for a time $`t_S`$ while the remaining proton coherence decays to zero. Then, A) A short CP pulse of duration $`t_d`$ selectively repolarize the $`I_1`$-spin directly bonded to the $`S`$-spin, creating the initial localized state ($`t_d`$ is the time when the first maximum in a simple cross polarization transfer occurs); B) The LP evolves during a time $`t_1`$ in the rotating frame under a strong spin-lock field with the effective Hamiltonian
$$^y=\left[\frac{1}{2}\right]\underset{j>k}{}\underset{k}{}d_{jk}\left[2I_j^yI_k^y\frac{1}{2}\left(I_j^+I_k^{}+I_j^{}I_k^+\right)\right].$$
(1)
The interaction parameters
$$d_{jk}=\frac{\mu _0\gamma _I^2\mathrm{}^2}{4\pi r_{jk}^3}\frac{1}{2}3\mathrm{cos}^2\theta _{jk}1,$$
(2)
are time averaged due to the fast rotation of the rings. Here, $`\gamma _I`$ is the gyromagnetic factor of the $`I`$-spin, the $`r_{jk}`$’s are their internuclear distances and $`\theta _{jk\text{ }}`$are the angles between internuclear vectors and the static magnetic field. C) A $`\left(\pi /2\right)_x`$ pulse tilts the polarization to the laboratory frame where the $`I`$-spins evolve with $`\left[2\right]^z`$ during a time $`t_2`$. A $`\left(\pi /2\right)_x`$ pulse leads the polarization back to the rotating frame. During $`t_2`$, the effective Hamiltonian $`\left[2\right]^y`$, produces the refocusing that builds up the PE at $`t_2\left[\frac{1}{2}\right]\left(t_1+t_d\right)=\left[\frac{1}{2}\right]t_R`$. D) A short CP pulse transfers the polarization back to $`S`$. E) The $`S`$ polarization is detected while the protons are kept irradiated. The PE attenuation can be monitored as a function of $`t_R`$ by setting different values for $`t_1`$. As discussed below, a sequence where the evolution in the laboratory frame precedes the refocusing in the rotating frame (Fig. 1b) is more appropriate to compare attenuations in different systems.
In order to test the effect of the dipolar dynamics in the PE attenuation, we replace the B) and C) parts of the ZME sequence by $`n`$ defocusing and refocusing periods of $`t_1=t_R/n`$ and $`t_2=\left[\frac{1}{2}\right]t_1`$ respectively. Therefore, the transfer of single-spin order into multiple-spin order, for a given time $`t_R`$, can be gradually reduced by increasing $`n`$. Hereafter we will refer to this as the Reduced Evolution Polarization Echo (REPE) sequence. It includes extra refocusing periods $`t_m/2\left[\frac{1}{2}\right]t_d/2`$ to compensate the proton spin evolution during the CP periods. This allows us to have an experimental point to properly normalize the data. The resulting multiple pulse sequence is shown in Fig. 1c. For $`n=1`$ the REPE sequence differs from the ZME one by the extra periods $`t_m/2`$. From a practical point of view, it is important to adjust the relative phase and the RF amplitude of the $`X`$,$`X`$,$`Y`$,$`Y`$ channels since small errors produce a significant signal loss.
## III Results and discussion
As a first step, we measured the PE amplitude as a function of $`t_R`$ for all polycrystalline samples. The normalized experimental data are shown in Fig. 2. These experimental data correspond to molecules with their symmetry axes approximately perpendicular to the external magnetic field (they were frequency selected from the <sup>13</sup>C spectrum). We used the ZME sequence with $`\omega _{1I}/2\pi =44.6`$ kHz, $`t_C=2`$ $`m\mathrm{s}`$, $`t_S=1`$ $`m\mathrm{s}`$, $`t_d=85`$ $`\mu \mathrm{s}`$, for ferrocene and $`t_d=95`$ $`\mu \mathrm{s}`$, for cymantrene. In the case of cobaltocene, the short relaxation time $`T_{1\rho }^S780`$ $`\mu \mathrm{s}`$ causes a significant <sup>13</sup>C signal loss if long CP or spin lock periods are used. Therefore, we maximized the first polarization transfer by setting $`t_C=t_d=85`$ $`\mu \mathrm{s}`$ and we chose $`t_S=150`$ $`\mu \mathrm{s}`$ which is long enough to allow for the loss of proton spin coherence and short enough to prevent a considerable signal loss.
Clearly, the three samples show a different functional dependence of the decay of the PE on $`t_R`$. In the cymantrene sample the decay is clearly exponential while in ferrocene it is Gaussian. The decay for cobaltocene is more complex. Its fitting was possible only after the implementation of the pulse sequence of Fig. 1c as explained below. It contains both exponential and Gaussian contributions. Taking into account that in ferrocene the intermolecular $`I`$-$`I`$ interactions are very important while in cymantrene the rings stay relatively isolated within the experimental time scale, we set asymptotic values of $`0`$ and $`0.2`$ respectively. Thus, the solid lines are fittings with the characteristic time as the only free parameter. In the case of cobaltocene there are two characteristic times.
The exponential decay can be considered as a manifestation of the presence of a strong irreversible process characterized by a time $`\tau _\varphi `$. According to the Fermi Golden rule, the exponential decay is the signature of a weak interaction with each of the states in a wide band of a continuous spectrum. The interaction with each degree of freedom is weak but the overall effect results in a strong irreversible process. What interactions are present in cymantrene and cobaltocene but not in ferrocene? In the cymantrene sample, the strong local relaxation could be due to the quadrupolar nature of the Mn nucleus in a low symmetry environment while in cobaltocene it is more probably due to the paramagnetic nature of the Co(II).
The sources of Gaussian decay in ferrocene and the Gaussian factor in cobaltocene are less obvious. When we take into account the magnitude of the intermolecular dipolar interaction in these compounds, we observe that it grows from cymantrene to cobaltocene. Then it is important to evaluate if the magnitude of the dipolar interaction relative to $`\mathrm{}/\tau _\varphi `$ is playing any role in determining the type of decay.
It should be mentioned a subtle issue underlying the comparison of the attenuations in different systems. Since there is some $`I`$-spin evolution during the cross polarization time, we do not have an experimental value for $`M_{PE}`$ at $`t_R=0`$. Hence, the normalization of the signals depends on the functional decay chosen in the fittings. While in ferrocene and cymantrene systems this was not particularly demanding because of the obvious simple functional dependences they presented, this can be a serious restriction in a more general situation. In such a case, the pulse sequence sketched in Fig. 1b should be used. Here, the amplitude at the maximum $`M_{PE}(t_2=t_m;t_1=0)`$ constitutes an experimental reference to normalize regardless of the functional law of the decay. The other way to overcome this problem is to employ the REPE sequence sketched in Fig. 1c and described in the experimental section. This has the additional advantage of controlling the complexity reached by the dipolar order.
We applied the REPE sequence to a ferrocene single crystal. Fig. 3 shows the <sup>13</sup>C-NMR spectrum (with the sequence parameters given in the caption). Each peak corresponds to one of the two magnetically inequivalent sites in the crystal. The carrier frequency was finely tuned to correspond to one of them. The good signal to noise ratio allows us to detect small fractions of the initial polarization. The attenuation of the PE for $`n=1`$ is shown in Fig. 4. The well-defined Gaussian decay confirms the results obtained for the polycrystalline sample. The compensating periods $`t_m/2`$ allow us to properly normalize the data at $`t_R=0.`$ Besides, the unbounded nature of the spin network justify an asymptotic value of $`0`$ for $`M_{PE}`$. The solid line represents a fitting with $`M_{PE}(t_R)=\mathrm{exp}(\frac{1}{2}(t_R/\tau _{mb}^1)^2)`$, obtaining $`\tau _{mb}^1=(245\pm 5)`$ $`\mu \mathrm{s}`$. When we set $`n=2,8,16`$ (inset Fig. 4), the Gaussian decay is kept but its characteristic time $`\tau _{mb}^n`$ grows. As we discuss below, this is in agreement with our hypothesis that the time scale for the Gaussian attenuation is controlled by the dipolar interaction itself. We found that $`\tau _{mb}^n`$ grows as $`\tau _{mb}^n=an+b`$ with $`a=\left(54\pm 2\right)`$ $`\mu \mathrm{s}`$ and $`b=\left(210\pm 10\right)\mu \mathrm{s}`$.
When applying the same sequence to the cobaltocene sample we observe a rather different behavior. While the dipolar interaction network is quite similar to the ferrocene one, the paramagnetic Co(II) atom introduces a strong source of relaxation. Thus, we expect a dipolar dynamics similar to that of ferrocene but convoluted with an extra relaxation mechanism. Fig. 5 shows the PE attenuation in the cobaltocene sample as a function of $`t_R`$ for $`n=1,2,5,8,16`$. There is a clear crossover from a Gaussian decay to an exponential one. This is the main result of this paper. The solid lines are fittings of the experimental data to the equation
$$M_{PE}(t_R)=\mathrm{exp}\left[t_R/\tau _\varphi \frac{1}{2}\left(t_R/\tau _{mb}^n\right)^2\right].$$
(3)
Based on the results for ferrocene we set a linear dependence of $`\tau _{mb}^n`$ on $`n`$. This leaves only three free parameters for the whole data set. By increasing $`n,`$ $`M_{PE}`$ reaches an asymptotic exponential decay with $`\tau _\varphi =(640\pm 20)`$ $`\mu \mathrm{s}`$. This shows that the Gaussian factor can be gradually reduced until the underlying exponential decay becomes dominant. Once this regime is reached, further increment of $`n`$ does not produce any effect. Expression (3) must be considered as an empirical one to account for the experimental results.
At this point it is important to mention the difference between our results and those that could be expected by considering the analogies of the REPE sequence with the Carr-Purcell-Meiboom-Gill (CPMG) pulse sequence used to identify the contributions that attenuate the Hahn echo. If a single echo pulse sequence is applied, the amplitude of the Hahn echo at time $`t_H`$ is proportional to $`\mathrm{exp}[t_H/T_2(t_H/\tau _D)^3]`$. Here $`T_2`$ represents some processes not inverted by the Hahn echo and $`\tau _D`$ the molecular diffusion process in presence of field gradients. When the single echo pulse sequence is replaced by a train of $`n`$ pulses spaced apart by $`t_H/n`$, the signal at the time $`t_H`$, is proportional to
$$\left\{\mathrm{exp}[\frac{t_H}{n}/T_2(\frac{t_H}{n}/\tau _D)^3]\right\}^n$$
(4)
It is obvious that for large $`n`$ this becomes a single exponential, being the diffusion term eliminated by the train of pulses. One might think that a similar argument could be used to explain why a train of pulses eliminates the Gaussian factor in (3). However, one should understand the conditions for the validity of (4) to see whether equivalent conditions apply to the REPE sequence. In order to have a contribution affected by a train of pulses, its originating process must be affected. This is independent of the particular decay law. The condition that justifies the multiplication of echo amplitudes in (4) is that at each intermediate echo the initial conditions are recovered, although with a lower amplitude. This requires that the missed amplitude must not retain any correlation, classical or quantum, with the observed state. In the case of molecular diffusion, which in principle might lead to classical correlations, these are destroyed by the $`\pi `$-pulse because the phase acquired from the field gradient accumulates excluding the backdiffusive events from contributing to the observed polarization. Now let us go back to the REPE sequence. On the basis of our experiment we have two categories of processes. The ones characterized by $`\tau _\varphi `$ are not modified by the pulse sequence and hence are not related to the variables affected by these pulses. With respect to the other, we first observe that while amplitude is modified by $`n`$ it does not follow the product law. From this last point we learn that correlations classical or quantum are present. The pulse sequence is intended to modify dipolar spin dynamics. However, other effects are simultaneous: Pulse imperfections and higher order terms of the average Hamiltonian which are not inverted. A major part of the pulse imperfections is accounted for by the renormalization of the attenuation curves. While the remaining effects could, in principle, affect the PE attenuation, reasonable magnitudes included in the numerical simulations in small systems (see next section) cannot account, by themselves, for the observed time scale of the decay. An effect present in the real experiments is the unboundedness of the spin system. This huge space becomes available to the spin correlations at a rate controlled by $`n.`$ Since they are entangled with non inverted interactions, they could make it available to irreversible processes. While the experiments, standing alone, cannot rule out other phenomena, they lead us to tentatively attribute a major role to the spin dynamics in the changing part of the attenuation. In order to get an insight on how this mechanism emerges, we resort to the further hints provided by numerical calculations on model systems.
## IV Numerical solutions
The ZME sequence can only change the sign of the secular part of the homonuclear dipolar Hamiltonian. Then, all the non-secular interactions are uncontrolled processes that contribute to the attenuation of the PE. Here, we will consider their effects calculating the exact evolution of the LP during the defocusing and refocusing periods in a cyclopentadienil ring and in a complete molecule of ferrocene with a single <sup>13</sup>C.
Let us consider that the initial state, with only the $`I_1`$ spin polarized, evolves during a time $`t_R`$ with the Hamiltonian
$$^1=^y+_I+_{n.s.}^y+_{IS}=^y+\mathrm{\Sigma },$$
(5)
where
$$_I=\mathrm{}\gamma _IB_{1I}^y\underset{k}{}I_k^y$$
(6)
and
$$_{IS}=\underset{k}{}b_k2I_k^zS^z.$$
(7)
Here, $`^y`$ (described by Eq. (1)) and $`_{n.s.}^y`$ are the secular and non-secular parts of the $`I`$-spin dipolar interaction respectively. $`_{IS}`$ is the non-secular heteronuclear dipolar Hamiltonian. Taking into account ideal $`\left(\pi /2\right)`$ pulses the evolution continues for a time $`t_R/2`$ with $`[2]^y`$. We explicitly neglect the heteronuclear interactions during this period, since it was verified that they do not produce any visible attenuation in the observed time scale. In this way, the $`S`$-spin appears only in (7), and its effect can be taken into account by replacing $`_{IS}_kb_kI_k^z`$. This substitution reduces to one half the computations involved. Figure 6 shows the PE amplitude as a function of $`t_R`$. The Gaussian fitting of the ferrocene experimental data (Fig. 4) is included for comparison. Even when these numerical results cannot reproduce the experimental data, they show that the non inverted interactions produce a considerable destruction of the dipolar coherence which manifests in the decay of $`M_{PE}`$. The dipolar coupling with the <sup>13</sup>C spin is the most relevant term to produce attenuation in the presence of spin dynamics, although in its absence, it does not produce a significant decay, as it is shown by the oscillating curve in Fig. 6 where a single proton is present. The calculations for a ring of five dipolar coupled protons and for two rings show that the attenuation increases as more spins are included. This trend implies that, in the highly connected actual interaction network, a stronger attenuation, approaching the experimental curve, should be expected. Conversely, the sequence of solutions going up in Fig. 6, can be associated to a progressive reduction of the dynamics obtained through the application of the REPE sequence. In analogy with the inset in Fig. 4, it would reach the absence of decay when dynamics is totally hindered ($`n\mathrm{})`$. The lesson to be drawn from this calculation is that a small non inverted term, although non relaxing by itself, if mounted on a complex spin dynamics, it is amplified and leads to strong dynamical irreversibility. Thus any reduction of the complexity of the dipolar order (increase of $`n`$ in our experiment) will decrease the amplification effect. While this slows down the polarization echo decay, an asymptotic time scale is not reached. This is the case of the ferrocene system.
Another kind of uncontrolled processes that could contribute to the PE attenuation are those producing an exponential irreversibility. As a model for these we can consider a fluctuating isotropic magnetic field. For simplicity, we assume it is only effective during the evolution in the rotating frame. Thus, the evolution of the density matrix during $`t_R`$ is given by the quantum master equation :
$`{\displaystyle \frac{\mathrm{d}\rho }{\mathrm{d}t}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}}{\mathrm{}}}[^1,\rho ]{\displaystyle \frac{1}{2\tau _\varphi }}{\displaystyle \underset{\alpha =x,y,z}{}}{\displaystyle \underset{j}{}}[I_j^\alpha ,[I_j^\alpha ,\rho \rho (\mathrm{})]]`$ (8)
$`=`$ $`{\displaystyle \frac{\mathrm{i}}{\mathrm{}}}[^1,\rho ]\widehat{\widehat{\mathrm{\Sigma }}}(\rho \rho (\mathrm{})).`$ (9)
Notice that in the absence of dynamics ($`^y0`$) we would obtain $`I_1^y\mathrm{exp}(t_R/\tau _\varphi )`$. As in the previous calculation, the period of refocusing is governed by the Hamiltonian $`[2]^y`$. Fig. 7 shows the results for a single cyclopentadienil ring. Initially the decay follows an exponential law with a characteristic time $`\tau _\varphi `$. However, after a while, it switches to an exponential with a shorter characteristic time. The typical time for this change is controlled by the dipolar dynamics. This can be clearly seen by considering different time scales ($`\mathrm{}/d`$) for the dipolar interaction (Fig. 7). However, in our small systems, the decay rate of the new exponential is not affected by this dynamics. Simulations on systems with different sizes show that this rate increases with the number of spins involved in the dynamics. Hence, we can expect that in unbounded systems, where the number of correlated spins increases progressively, the decay could not be represented by any finite number of switches. In that sense, when the dipolar dynamics is strong as compared with the exponential process ($`\tau _{mb}<`$ $`\tau _\varphi `$), the observed Gaussian tail can be thought of as a continuous switch between progressively stronger exponential decays. In the reciprocal case ($`\tau _\varphi <\tau _{mb}`$), the experimentally relevant decay occurs while the exponential process is dominant.
The lesson learned from these numerical results, is that there is an emergent phenomenon in large many body systems through which spin dynamics favors the irreversible processes. This phenomenon is the quantum analogous to the one observed in a classical gas of rigid disks. The many body interaction creates an instability that amplifies the numerical rounding errors progressively limiting the efficiency of the time reversal. Similarly, for a local spin excitation in a lattice, evolving according with a cellular automaton dynamics, a single spin flip (not included in this dynamics) prevents the full reversal of the polarization to the original site producing its spreading.
## V Conclusions
We have studied the decay of the polarization echoes in different systems. The ZME sequence in its original version, or even better in its modified version providing a proper normalization, allows one to distinguish between a tentative classification which recognizes two kinds of systems. They are the dipolar dominated ones, which present a Gaussian component that can be reduced by the REPE sequence (like ferrocene and cobaltocene), and those with strong sources of relaxation where an exponential decay is already manifested with the ZME sequence (cymantrene).
The REPE sequence, designed to reduce the time scale of the spin dynamics by increasing the number $`n`$ of pulses, is able to give further information on the first group by revealing the existence of underlying relaxation mechanisms for large enough $`n`$’s as it is the case of cobaltocene. Looking for an experimental test to rule out possible experimental artifacts in these results, one could resort to alternative pulse sequences which also achieve the dynamics reversal with less demanding train pulses. Further tests of the sensitivity of the REPE sequence as a tool to characterize new materials are experiments in which a dipolar dominated system is progressively doped with local centers of relaxation (e.g. a solid solution of cobaltocene in ferrocene). Besides, the REPE sequence can be readily adapted to be used under MAS by rotor synchronizing the pulses according to the prescriptions of ref..
Because of the deep physical meaning of the Polarization Echo, beyond its potential applications as a practical tool, the ZME and REPE sequences open an exciting new field of study in fundamental physics. It is the onset of irreversibility in interacting many body quantum systems. This is a particular area of the growing discipline of quantum chaos whose theoretical development is still in its infancy. On one side the magnitude of the polarization echo coincides with the most convincing signature of quantum chaos: the exponentially fast decrease of the overlap between states evolved, from the same initial condition with slightly different Hamiltonians $``$ and $`+\mathrm{\Sigma }`$. The connection is evident for a system of $`N`$ interacting spins since we can write $`M_{PE}=2^N\mathrm{Tr}\left(\rho _{}\rho _{+\mathrm{\Sigma }}\right)1`$, which is a way to evaluate this overlap. This expression has close resemblance to some definitions of entropy. Independently, -$`\mathrm{ln}[M_{PE}(t_R)]`$ is a measure of how the inefficiency in our dynamics reversal increases with time. When the polarization is a conserved magnitude within the observed time scale, $`M_{PE}(t_R)`$ is a measure of the inverse of the volume $`\mathrm{\Omega }_{t_R}`$ occupied by the polarization at the PE time: -$`\mathrm{ln}[M_{PE}(t_R)]\mathrm{ln}[\mathrm{\Omega }_{t_R}]`$ which gives an “entropic” meaning for both the overlap and the polarization echo. To further visualize this, one might assume that after a few pulses the shape of the distribution function for the refocused polarization (e.g. $`P(x,t)=1/\mathrm{\Omega }_t`$ for $`\left|x\right|<\mathrm{\Omega }_t/2`$ where $`t`$ is an echo time) remains the same (i.e. the echo would represent a scale transformation). In this case $`P(x)\mathrm{ln}[P(x)]dx`$ grows proportionally to $`\mathrm{ln}[P(0,t_R)]=\mathrm{ln}[M_{PE}(t_R)]`$.
Thus, the Gaussian regime for the attenuation of the PE in our experiments seems to indicate an anomalous decrease (growth) of the overlap (“entropy”) not predicted within any of the present one body theories. Our experiments might be interpreted as an indication that infinite interacting many body quantum systems present an extreme intrinsic instability towards dynamical irreversibility. The experiments, even with imperfections, are much ahead of the possibilities of the current theory and they have the leading word.
## VI Acknowledgments
The authors express their gratitude to Professor E. Hahn, Professor R. R. Ernst, Professor B. Meier, Professor A. Pines and Professor S. Lacelle for stimulating discussions at different stages of this work. This work was performed at LANAIS de RMN (UNC-CONICET), where the ferrocene single crystal was grown by Rodrigo A. Iglesias. Financial support was received from Fundación Antorchas, CONICET, FoNCyT, CONICOR and SeCyT-UNC. The authors are affiliated to CONICET.
Figure 1: a) ZME sequence for refocusing the dipolar evolution of the <sup>1</sup>H spin polarization in the laboratory frame (see text). The solid and dashed lines show the main and secondary amplitude polarization pathways b) Alternative version of the ZME sequence where the refocusing occurs in the rotating frame. The polarization maximum at $`t_2=t_m`$ provides an experimental point for data normalization. It allows a straightforward comparison of the PE attenuation in different systems. c) Reduced Evolution Polarization Echo (REPE) sequence to control the dipolar spin dynamics. For a given time $`t_R,`$ setting $`t_1=t_R/n`$ and $`t_2=\left[\frac{1}{2}\right]t_1`$, the development of multiple spin order is reduced by increasing $`n`$.
Figure 2: Normalized polarization echo amplitude as a function of $`t_R`$ for polycrystalline samples of cymantrene, ferrocene and cobaltocene, using the ZME sequence. The lines are fittings to a Gaussian (ferrocene), exponential (cymantrene) and a product of both functions (cobaltocene).
Figure 3: <sup>13</sup>C NMR spectrum of a ferrocene single crystal using the REPE sequence with: $`n=1`$, $`\omega _{1I}/2\pi =62`$ kHz, $`t_C=2`$ $`m\mathrm{s}`$, $`t_S=1`$ $`m\mathrm{s}`$, $`t_d=53`$ $`\mu \mathrm{s}`$ and $`t_R=8`$ $`\mu \mathrm{s}`$. The two peaks indicate the presence of two magnetically non-equivalent sites. The on resonance peak corresponds to molecules with its fivefold molecular symmetry axis at approximately 20 with respect to the external magnetic field.
Figure 4: Attenuation of the polarization echo in the ferrocene single crystal as a function of $`t_R`$ for $`n=1`$ (REPE sequence). The line represents a Gaussian fitting with the characteristic time $`\tau _{mb}^1=(245\pm 5)`$ $`\mu \mathrm{s}`$ as the only free parameter. Inset: PE attenuation for progressively reduced dipolar dynamics, $`n=1,2,8,16`$. No asymptotic regime is reached within the experimental time scale. The solid lines are Gaussian fittings yielding characteristic times $`\tau _{mb}^2=(335\pm 10)\mu \mathrm{s},\tau _{mb}^8=(650\pm 20)\mu \mathrm{s}`$ and $`\tau _{mb}^{16}=(1070\pm 60)\mu \mathrm{s}`$.
Figure 5: Attenuation of the polarization echo in the cobaltocene sample as a function of $`t_R`$ for $`n=1,2,5,8,16`$ with $`\omega _{1I}/2\pi =56`$ kHz, $`t_C=85`$ $`\mu \mathrm{s}`$, $`t_S=150`$ $`\mu \mathrm{s}`$, and $`t_d=85`$ $`\mu \mathrm{s}`$. The experimental data show a clear crossover between a dominant Gaussian attenuation to an exponential one. The solid lines represent fittings of the whole set of data to equation (3) yielding $`a=\left(130\pm 10\right)\mu \mathrm{s}`$, $`b=\left(90\pm 10\right)\mu \mathrm{s}`$ and $`\tau _\varphi =\left(640\pm 20\right)\mu \mathrm{s}`$.
Figure 6: Numerical calculation of the attenuation of the polarization echoes considering the effects of the non-inverted interactions. The thick solid and dashed lines correspond to a cyclopentadienil ring and to a ferrocene molecule respectively. The Gaussian curve is the fitting of the ferrocene experimental data of Fig. 4. The attenuation is mainly caused by the destruction of the dipolar coherence induced by the heteronuclear dipolar coupling. $`_{IS}`$ does not produce relaxation in the absence of homonuclear dipolar interactions (oscillating curve).
Figure 7: Attenuation of the polarization echoes for a cyclopentadienil ring considering an exponential irreversible process (See Eq. (9)). The different curves represent a progressive expansion of the dipolar time scale ($`\mathrm{}/d`$). Here $`d_1=2610\mathrm{Hz}\times 2\pi \mathrm{}`$ is the nearest neighbor dipolar coupling. The initial decay rate, $`1/\tau _\varphi =500\mathrm{Hz}`$, switch to a stronger one after a while. The upper curve correspond to the exponential decay, $`\mathrm{exp}(t_R/\tau _\varphi )`$, in the absence of dipolar dynamics. |
warning/0002/astro-ph0002480.html | ar5iv | text | # 𝛿 Scuti Stars in Stellar Systems: the interest of HD 220392 and HD 22039111footnote 1 Based on observations done at La Silla (ESO, Chile) and on data obtained by the Hipparcos astrometry satellite.
## 1. Introduction
The double star CCDM 23239-5349 is a wide visual system consisting of two bright stars (with $`\mathrm{\Delta }`$m $``$ 1 mag and an angular separation of 26.5 arcsec) having similar proper motions as well as compatible parallaxes. This classifies it as a wide binary (see Sect.4.1).
Regular short-period light variations on a time scale of $``$ 5 hr have been detected for the brightest component of the system (Lampens 1992). The detailed investigation of the difference in variability and physical properties between two components of a stellar pair is particularly interesting when both companions are located in the same area of the colour-magnitude diagram: in this case both stars are situated in the $`\delta `$ Scuti instability strip. The aim of this study is to search for clues to understand which factors determine the pulsation characteristics such as modes and amplitudes among $`\delta `$ Scuti stars. A more extensive discussion will appear elsewhere (Lampens, Van Camp, & Sinachopoulos 2000).
## 2. Observations and reduction
The photometric data have been gathered during three campaigns at La Silla: two campaigns performed at the 0.7m Swiss telescope (P. Lampens) plus one at the 0.5m ESO telescope (D. Sinachopoulos). In Table 1 we display the amount of data taken for the targets HD 220392 (396 data) and HD 220391 (245 data). All Geneva data are absolute measurements in the filters UBVB<sub>1</sub>B<sub>2</sub>V<sub>1</sub>G of the Geneva Photometric System acquired with standard star measurements and obtained via a centralized reduction method (Rufener 1988). This centralized processing has not been applied to the ESO data taken in the UBV photometric system. The reduction of the October data implied using a check-star HD 220729 (V=5.52, sp. type F4V) whose measurements were interpolated between the two other ones. We have verified the constancy of this star ($`H_p=5.6197`$mag,$`\sigma _{H_p}=0.0005`$mag) in the Hipparcos Catalogue (ESA 1997) and we have fitted a 5th degree polynomial to the check-star observations for each night separately. This polynomial was then subtracted from the data of both programme stars in order to suppress as well as possible common variations. The ESO data are thus interpreted as differential measurements only.
In addition we made use of the data in the Hipparcos Epoch Photometry Catalogue (ESA 1997).
## 3. Period analyses
### 3.1. HD 220392
We combined the 3 nights of ESO V data with the Geneva V magnitudes into a total of 396 V data with a time base of 866 days by adjusting the mean value of the ESO (differential) data to the mean Geneva V magnitude. We made use of PERIOD98 (Sperl 1998) for the frequency analyses and tested different combinations with the abovementioned dataset which confirm the results obtained with the Geneva data only. The results of these analyses are displayed in Tables 2b (Fourier fit) and 3 (frequency search) (Lampens, Van Camp, & Sinachopoulos 1999). Two alternative solutions are mentioned. After prewhitening for 4.67 cpd, a second frequency of 5.52 cpd was chosen as the next most dominant frequency because of a slightly higher reduction of the residual standard deviation of the largest dataset. The mean light curves presented in Figure 1 have amplitudes of 0.014 and 0.011 mag respectively: left is a plot of all the data against a frequency of 4.67439 cpd (after having taken the 5.52 cpd variation into account) while right shows the same but against a frequency of 5.52234 cpd. The residual dispersion after two prewhitenings amounts to 0.006 mag, which is of the order of the noise level in the data.
The Hipparcos Epoch Photometry Catalogue lists 183 measurements of HD 220392 (HIP 115510). The note in the Main Catalogue however mentions that the “data are inadequate for confirmation of the period from Ref. 94.191” (ESA 1997). The reason for this are the quality flags that all are equal to or larger than 16, meaning “possibly interfering object in either field of view”. The effective width of the aperture is 38 arcsec, so companions at angular separations between 10 and 30 arcsec may interfere significantly during the measurement. We rejected some suspicious data (Lampens et al. 1999). Fourier analysis of the remaining 176 data then revealed 4.6743 $`\pm `$ 0.0001 cpd, the same frequency as found in all former datasets. The amplitude associated with $`f_1`$ is 0.013 mag large but the second frequency (5.52 or 6.52 cpd) remained below detection as a two-frequency fit attributed an amplitude of only 0.003 mag to $`f_2`$.
### 3.2. HD 220391
Data were obtained during the last two seasons only. The standard deviation of the 245 measurements is less than half the one of the previously discussed dataset. A frequency search was performed in a similar way as for HD 220392: one peak at the frequency of 0.42 cpd was found but the associated amplitude of 0.005 mag is below the expected noise level and the reduction of the standard deviation is too small.
The Hipparcos Epoch Photometry catalogue lists 182 measurements of HD 220391 (HIP 115506). Again all quality flags are equal to or larger than 16. We selected 172 data by applying the same conservative criteria as above. Fourier analysis between 0. and 23. cpd displayed a peak at $``$ 11 cpd (with an associated amplitude of 0.013 mag!). This artifact frequency of order 2 hr<sup>-1</sup> is introduced by the rotation period of the satellite.
## 4. Astrophysical considerations
### 4.1. The nature of the association
From the mean Geneva colour indices and the corresponding calibrations for A-F type stars in the Geneva Photometric System (Künzli et al. 1997; Kobi & North 1990) we derived the physical parameters presented in Table 2. The Hipparcos astrometric data are useful to establish the nature of the association: the relative proper motion between the two components of this wide system is quite small ($`\mathrm{\Delta }\mu _{\alpha _{BA}}2.44`$ milli-arcsec/yr (mas/yr), $`\mathrm{\Delta }\mu _{\delta _{BA}}+1.57`$ mas/yr with errors of the same order) while the parallaxes are compatible to better than $`1.5\sigma `$ ($`\pi _A=6.79\pm 1.43`$ mas, $`\pi _B=9.19\pm 2.44`$ mas). In the left part of Figure 2, all stars within 1.3 on the sky with proper motions from the Simbad database have been plotted to illustrate the concordance of the proper motions for both stars. These data confirm the common proper motion status and the probable physical association of the pair (van de Kamp 1982). Radial velocities would be very useful but such information is lacking for component B. Both components also share an identical projected rotational velocity.
We used the absolute magnitudes to fit a model of stellar evolution of solar chemical composition (Schaller et al. 1992) in a theoretical H-R diagram. The same isochrone with an estimated age of $``$ $`10^9`$ years for the system appears to fit both stars well (right part of Figure 2). This conclusion holds even after removal of the effects of rotation at the rate of half the break-up velocity (Pérez Hernández et al. 1999), as illustrated by the filled symbols in the same figure. We conclude that both stars thus form a common origin pair and probably even a true binary system.
### 4.2. The nature of the variability
The mean (d, B<sub>2</sub>-V<sub>1</sub>)-values place both stars well within the $`\delta `$ Scuti instability strip as observed in the Geneva Photometric System. We note the interesting situation where two physically associated stars with similar characteristics behave quite differently from the variability point-of-view. In the previous sections we have shown that the brightest component behaves as a $`\delta `$ Scuti variable with a total amplitude of 0.05 mag while the fainter component presents no short-period variability of amplitude larger than 0.01 mag. What could the causes be for the difference in variability between both? From the Geneva colour indices, it appears that the brightest component has $`\mathrm{\Delta }d>0.100`$, thus it is more evolved than its companion. From the isochrone fit, one may also notice the probable core hydrogen burning phase of HD 220391 and the overall contraction or shell hydrogen burning phase of the brightest component, HD 220392. Evolution appears in this case to be the probable cause for the observed diversity in variability.
From the properties listed in Table 2, the pulsation constants can be computed but there is no clear conclusion at present: one of the frequencies ($`f_2`$) may possibly correspond to the fundamental radial mode (F)(Q = 0.037 or 0.032 days). Additional photometric observations for this interesting couple of stars is certainly recommended. The already obtained data are neither sufficiently numerous nor of sufficient quality to allow unambiguous solutions or to solve for the multiple frequencies. Radial velocities would be needed too.
## 5. Conclusion
What factors actually determine the pulsation characteristics, i.e., the amplitudes and modes of pulsation in the $`\delta `$ Scuti instability strip? This question cannot be addressed on the basis of a single case. But it could be approached as illustrated here. Binary systems with pulsating variable components offer a unique opportunity of coupling the information obtained by astrometric means (association type - parallax - total mass) to the astrophysical quantities (luminosity ratio - colours - pulsation characteristics). For example, the detailed investigation of differences in variability between the components of a binary may provide relevant clues with respect to their pulsation characteristics. Differences in origin and age can be ruled out as well as differences in overall chemical composition. In this case the short-period pulsating component is easily identified and the information obtained on the variability can be coupled to the astrophysical parameters of each component. It would be even better to investigate such characteristics in a visual binary for which basic information on the orbital motion can be derived. This would allow one to obtain a direct estimation of the stellar mass, independent of any choice of modelisation. The derivation of the pulsation constant would be more straightforward too (the error on the mass defines the accuracy of Q).
#### Acknowledgments.
We thank the Geneva team (G. Burki) for the telescope time put at our disposal in June 1990 and September 1991 as well as D. Sinachopoulos for the multiple observations performed at the ESO 0.5m telescope. M. Sperl is kindly acknowledged for making the programme Period98 available for this application. We appreciate the help of L. Eyer in the selection of the Hipparcos Epoch Photometry data. We made use of the Simbad database operated at CDS, Strasbourg, France.
## References
ESA 1997, The Hipparcos and Tycho Catalogues, ESA SP–1200
Flower, Ph. 1996, ApJ, 469, 355 (FL96)
Gray, R.O., & Garrison, R.F. 1989, ApJS, 69, 301 (GG89)
Kobi, D., & North, P. 1990, A&AS, 85, 999
Künzli, M., North, P., Kurucz, R.L., & Nicolet, B. 1997, A&AS, 122, 51
Lampens, P. 1992, Delta Scuti Newsletter, 5, 9-10
Lampens, P., Van Camp M., & Sinachopoulos D. 1999, Delta Scuti Newsletter, 13, 10
Lampens, P., Van Camp M., & Sinachopoulos D. 2000, to appear in A&A
Levato, A. 1975, A&AS, 19, 91 (LE75)
North, P. 1996, private communication (NO96)
Pérez Hernández, F., Claret, A., Hernández, M.M., & Michel, E. 1999, A&A, 346, 586
Rufener, F. 1988, Catalogue of stars measured in the Geneva Observatory Photometric System. 4th edition, (ed.) Geneva Observatory
Schaller, G., Schaerer, D., Meynet, G., & Maeder, A. 1992, A&AS, 96, 269
Sperl, M. 1998, Manual for Period98 : V1.0.4 A period search-program for Windows and Unix, (http://dsn.astro.univie.ac.at/period98)
van de Kamp, P. 1982, in Proc. IAU Coll. 69, Bamberg, (eds.) Z. Kopal & J. Rahe, p.81 |
warning/0002/hep-th0002057.html | ar5iv | text | # 1 The scalar fields of vector super-multiplets of D=5 theory parameterize a manifold that consists of different branches. The straight lines correspond to F=0 domain and shaded areas to 𝐹<0 domains.
UPR-875-T
CALT-68-2262
CITUSC/00-009
hep-th/0002057
Infra-red fixed points at the boundary
Klaus Behrndt<sup>a</sup><sup>1</sup><sup>1</sup>1e-mail: behrndt@theory.caltech.eduand Mirjam Cvetič<sup>b</sup><sup>2</sup><sup>2</sup>2e-mail: cvetic@cvetic.hep.upenn.edu
<sup>a</sup> California Institute of Technology
Pasadena, CA 91125
CIT-USC Center For Theoretical Physics
University of Southern California
Los Angeles, CA 90089-2536
<sup>b</sup> Department of Physics and Astronomy
University of Pennsylvania, Philadelphia, PA 19104-6396
## Abstract
Gauged supergravities (in four and five dimensions) with eight supercharges and with vector supermultiplets have a unique ultra-violet (UV) fixed point on a given physical domain $``$ of the space of the scalar fields. We show that in these models the infra-red (IR) fixed points are located on the boundary of $``$, where the space-time metric becomes singular.
Over the past year a lot of attention has been given to elucidate, via AdS/CFT correspondence, the renormalization group (RG) flow of strongly coupled gauge theory in terms of static domain wall solutions in anti-deSitter (AdS) supergravity theories . In particular, the kink solutions of scalar-fields interpolating between the (supersymmetric AdS) extrema of gauged supergravity potentials provide a frame-work to address the aspects of RG flows on the dual gauge theory. (The first examples of supersymmetric domain wall solutions was found in the context of D=4 N=1 supergravity theory and reviewed in .)
In gauged supergravity theories the scalar potential is of a restricted type, in particular, most of the supersymmetric extrema are maxima of the potential and thus in general it is difficult to obtain scalar kink solutions which at short space-time distances asymptote to the Cauchy horizon of the AdS space-time and which would correspond to infra-red (IR) fixed points. For this latter type of behavior in the IR the potential exhibits the second supersymmetric extremum, which is a saddle point or a minimum. Nevertheless an example of this type has been discussed in for non-Abelian gauged supergravity, associated with the massless supermultiplets of Type IIB supergravity compactified on a five-sphere $`S^5`$ (D=5 N=8 gauged supergravity). In another example of this type is due to the scalars of a massive supermultiplet of sphere reductions – those are breathing modes parameterizing the volume of the internal sphere.
In general, the maximally supersymmetric extremum of gauged supergravity potentials, which is always a maximum, is responsible for the kink solutions that asymptote at large distances (the ultra-violet (UV) fixed point) to the boundary of the AdS space-time, i.e. the corresponding conformal field theory in the UV is specified at the boundary of AdS space-time. On the other hand, the flows from this UV fixed point generically exhibit a singularity in the IR, i.e. the kink solution approaches at short distances the values of the run-away potential. For such examples within D=5 N=8 gauged supergravity see, e.g., .
These latter features of the RG flows seem to be more generic within a set-up of gauged supergravity theories. For N=2 D=5 gauged supergravity with vector supermultiplets only, it has been shown that the potential has only a single extremum for any physical domain $``$ of the moduli space for the scalar fields ($`\varphi _A`$) and this extremum corresponds to an UV fixed point, where the space-time asymptotes to the AdS boundary. The same holds for N=2 D=4 gauged supergravity with vector supermultiplets, only. On the other hand the kink solution at small distances (in the IR regime) necessarily reaches the singular domain at the boundary of $``$, where both the scalar potential and the space-time become singular. Flows into such singular regions have been also discussed in .
The purpose of this letter is to show that, in spite of the singular nature at the boundary of $``$, the solutions always exhibit an IR fixed point there, i.e. the $`\beta `$ functions vanish there ($`\beta ^A|_0=0`$) and their first derivatives $`_A\beta ^B(\varphi )|_0`$ are positive definite. The ordinary space-time (in D=4,5) also becomes singular at this (small) distance. However, the geodesic distance on $``$, is infinite. To reiterate, these results hold for D=5 and D=4 gauged supergravity with eight supercharges and with vector supermultiplets, only. In D=4, the results change if one allows for only four unbroken supercharges.
Let us start with some general remarks. In order to get a proper RG flow interpretation of the supergravity we have to choose a specific coordinate system for the space-time metric :
$$ds^2=u^2\left(dt^2+d\stackrel{}{x}^2\right)+\frac{du^2}{W(u)^2u^2},$$
(1)
where $`W(u)^2`$ becomes the cosmological constant or inverse AdS radius at the UV fixed point ($`u\mathrm{}`$), however, for a finite $`u`$, it varies. The IR region corresponds to $`u0`$. Using this coordinate system, the solution preserves supersymmetry if the scalar fields satisfy the following equation :<sup>3</sup><sup>3</sup>3The notation is for real scalars, in any dimension D. For complex scalars in D=4 the equations require minor modifications. See later. The form of the metric (1) and the $`\beta `$ function equation (2) are a consequence of the first order differential equations – the Killing spinor equations. For D=4, see , for D=5, see e.g., .
$$\beta ^Au\frac{d}{du}\varphi ^A=g^{AB}_B\mathrm{log}|W|^{(D2)}=g^{AB}_B\mathrm{log}C,$$
(2)
where $`\varphi ^A`$ are the scalar fields and the second equation is a proposal for the definition of the $`C`$-function. The quantities $`W`$ and $`g_{AB}`$ , that enter the metric (1) and the $`\beta ^A`$ functions (2), are nothing but the superpotential and the metric of the scalar fields $`\varphi ^A`$ whose Lagrangian reads
$$S_D=d^Dx\left[\frac{1}{2}RV\frac{1}{2}g_{AB}_\mu \varphi ^A^\mu \varphi ^B\right],$$
(3)
and the potential has the form
$$V=2(D2)(D1)\left(\frac{D2}{D1}g^{AB}_AW_BWW^2\right).$$
(4)
Obviously, at extrema of $`W`$ the $`\beta ^A`$ functions (2) vanish and we reach an AdS space. In general, the constraints of gauged supergravity impose constraints on the form of $`W`$. Thus only very specific solutions of the RG flows can take place.<sup>4</sup><sup>4</sup>4In principle, one may choose $`W`$ to be any function of $`\varphi ^A`$, and thus break supersymmetry; nevertheless this case would still correspond to a stable solution . However, if one insists on an embedding in a supergravity with eight supercharges, $`W`$ is of a restricted form.
Let us focus on D=5 case, first. D=5 gauged supergravity with eight supercharges and the vector super-multiplets, whose scalars $`\varphi ^A`$ parameterize a hypersurface $``$, are defined by a cubic equation :
$$F(X)\frac{1}{6}C_{IJK}X^IX^JX^K=1,$$
(5)
where $`I=0,1,2,\mathrm{}n`$ and $`n`$ is the number of auxiliary vector supermultiplets $`X^I`$ and $`C_{IJK}`$ are the coefficient defining the cubic Chern-Simons term in the supergravity Lagrangian. In Calabi-Yau compactifications these are the topological intersection numbers and the constraint (5) means that the volume is kept fix. In general $``$ is not connected and consists of different branches, separated by regions where $`F(X)<0`$; see figure 1.
The potential is generated by gauging a $`U(1)`$ subgroup of the $`SU(2)`$ R-symmetry and the superpotential $`W`$ and the scalar metric have the form
$$W=\alpha _IX^I,g_{AB}=\frac{1}{2}\left(_AX^I_BX^J_I_J\mathrm{log}F(X)\right)|_{F=1},$$
(6)
where $`\alpha _I`$ are constant parameters of the $`U(1)`$ gauging. Using general formulae from , one can expand $`W`$ around a critical point ($`_AW=0`$) and one finds
$$\frac{W}{W_0}=1+\frac{1}{3}g_{AB}(\varphi ^A\varphi _0^A)(\varphi ^B\varphi _0^B)+\mathrm{}$$
(7)
Inserting this expression into the $`\beta `$-function (2) one gets
$$\beta ^A=2(\varphi ^A\varphi _0^A)+𝒪(\mathrm{\Delta }\varphi ^2),$$
(8)
and consequently $`_B\beta ^A=2\delta _B^A`$, which means that extrema of $`W`$ are UV fixed points . In fact the sign in front of the second term in the expansion (7) determines the nature of the fixed point; for positive values it is an UV and for negative an IR fixed point. Since there is only one extremum of $`W`$ per nonsingular physical domain of $``$ <sup>5</sup><sup>5</sup>5The physical domain is specified by the constraint that the scalar metric remains positive-definite in the domain of $``$. Same conclusions are obtained by imposing the convexity constraint of the internal space ., one concludes that this extremum always corresponds to the UV fixed point. Equivalently, space-time asymptotes to the AdS boundary there .
Having this UV fixed point, let us now discuss the domain near the boundary of $``$, which is defined by zeros of $`F(X)`$. For the discussion, it is convenient to use projective coordinates, i.e. to define the physical scalars as $`\varphi ^A=X^A/X^0`$ and $`F(X)`$ and the superpotential becomes
$$F=(X^0)^3p_3(\varphi ),W=X^0\left(\alpha _0+\alpha _A\varphi ^A\right),$$
(9)
where $`p_3(\varphi )`$ is a polynomial of third degree in $`\varphi ^A`$. For the single scalar case, e.g., we obtain $`p_3(\varphi )=(\varphi \varphi _1)(\varphi \varphi _2)(\varphi \varphi _3)`$ and reach the boundary of $``$ at zeros of this polynomial, i.e. at $`\varphi =\varphi _{1,2,3}`$. Due to the requirement of $`F=1`$ the zeros of $`p_3(\varphi )`$ translate into poles of $`X^0`$ and therefore into poles of $`W`$. There are two cases to distinguish, if $`p_3(\varphi )`$ has a single ($`n=1`$) or double ($`n=2`$) zero. Note the case $`\varphi _1=\varphi _2=\varphi _3`$ is trivial; there are no physical scalars. The situation for the multi-scalar case is analogous, i.e. we have either a linear or quadratic zero of $`p_3`$ (and the corresponding pole of $`W`$). Therefore, for generic values of $`\alpha _I`$ the superpotential behaves near the boundary as
$$W\lambda ^{n/3},n=1,2,$$
(10)
where $`\lambda 0`$ denotes a scaling parameter in terms of the deviation of the scalars from their boundary value, e.g., for the single scalar case we can write $`\lambda \varphi \varphi _0`$. Similarly, one obtains for the scaling of the metric
$$g_{AB}=\frac{1}{3\lambda ^2}\widehat{g}_{AB},$$
(11)
where $`\widehat{g}_{AB}`$ is the part which remains finite (and positive definite) on the boundary. Using these simple scaling arguments one obtains for the $`\beta `$ function near the boundary
$$\beta ^A=3n\widehat{g}^{AB}(\varphi ^B\varphi _0^B),n=1,2.$$
(12)
In the case where all $`\beta `$ functions vanish, we reach a fixed point of the RG flow and because $`_B\beta ^A`$ is positive definite, these are indeed IR fixed points. This result should be contrasted with examples where there is a regular UV fixed points in the bulk (with a non-singular AdS space-time); see (8).
Moreover, the leading order term of the $`\beta `$ function near the UV fixed point was universal. On the other hand the $`\beta `$ function near the boundary depends on $`\widehat{g}^{AB}`$, and is thus model-dependent. In the following we consider a number of examples.
Single scalar case. Inserting the near-boundary value of $`\lambda =\varphi \varphi _0`$, we obtain $`\beta =3nc(\varphi \varphi _0)`$ with some model-dependent positive $`c`$. As a solution for the scalar field $`\varphi `$ and $`W`$ one obtains
$$\varphi \varphi _0u^{3nc},Wu^{n^2c}.$$
(13)
For $`c=1`$ the metric can be written as <sup>6</sup><sup>6</sup>6The complete analytic metric can be obtained by using the results of .
$$\begin{array}{cc}ds^2=(azz_0)^2\left(dt^2+d\stackrel{}{x}^2\right)+dz^2,\hfill & \mathrm{for}:n=1,\hfill \\ ds^2=\sqrt{azz_0}\left(dt^2+d\stackrel{}{x}^2\right)+dz^2,\hfill & \mathrm{for}:n=2,\hfill \end{array}$$
(14)
where $`a`$ is basically an integration constant. In both cases the space-time metric is singular. The second case has been encountered also in . Since this singularity corresponds to the boundary of $``$, it is an infinite geodesic distance away, i.e. $`_{\varphi =\varphi _0}\sqrt{g_{\varphi \varphi }}𝑑\varphi =\mathrm{}`$ (see also the example below), even though the affine parameter along this trajectory as measured by the space-time radius $`z`$ or $`u`$ remains finite. Moreover, the zeros of $`F(X)`$ are not really the “end of the world”, they rather separate different phases of the theory related to the different branches of $``$ and the infinite geodesic distance may indicates that each branch is related to a different topology. From the field theory point of view the different branches are related to different sides of an IR fixed point.
In order to elucidate the implications of this singularity from the higher dimensional viewpoint one may try to adopt arguments as used in to regulate the solution or techniques used to resolve conical singularities in Calabi-Yau compactifications <sup>7</sup><sup>7</sup>7We thank J. Schwarz for a comment on this.. E.g., if we replace the flat world-volume in the case $`n=1`$ by an space of constant curvature $`k`$, i.e. a de Sitter space, the D=5 metric becomes flat iff $`k=a^2`$. On the other hand, examples with $`n=2`$ that arise in D=4,5 theories as sphere reductions of M/string-theory, e.g., STU model (discussed later) have a higher dimensional interpretation as distributions of positive tension branes (see e.g., and references therein), and thus from higher dimensional perspective do not seem to suffer from pathologies. Let us also mention that higher curvature corrections provide a natural cut-off for the volume of the internal space and may be used as a regulator, see . However, one has to keep in mind that any curvature cut-off will also remove the IR fixed point! The $`\beta `$ functions vanish only on the singularity.
Let us further consider two other specific examples:
(i) $`F=ST^2bT^3`$, which is a single scalar case,
(ii) $`F=STU`$, which has two scalars.
Case (i). Defining the physical scalar as $`\varphi =\frac{T}{S}`$, which parameterizes the angle in figure 1, we reach the boundaries at $`F=S^3\varphi ^2(1b\varphi )=0`$, i.e. at $`\varphi 0,1/b`$. The first case corresponds to a double zero ($`n=2`$) and the latter to a single zero ($`n=1`$). The inverse metric and the derivative of the superpotential $`W=S+T=S(1+\varphi )`$ (taking $`\alpha _I=(1,1)`$) become
$$g_{\varphi \varphi }=\frac{1}{3\varphi ^2(1b\varphi )^2},\frac{_\varphi W}{W}=\frac{(3b+1)\varphi 2}{3\varphi (\varphi +1)(1b\varphi )},$$
(15)
and therefore the $`\beta `$ function reads
$$\beta ^\varphi =3\frac{\varphi (1b\varphi )\left[(3b+1)\varphi 2\right]}{\varphi +1}.$$
(16)
We find three fixed points
$$\varphi _{UV}=\frac{2}{3b+1},\varphi _{IR}=\{0,\mathrm{\hspace{0.17em}1}/b\},$$
(17)
with $`_\varphi \beta |_{UV}=2`$ and $`_\varphi \beta |_{IR}=\{6,3/b^2\}`$ for $`\varphi =\{0,1/b\}`$, respectively; notice the different values for the two IR fixed points which were in general parameterized by the coefficient $`c`$ in (13). The $`\beta `$ function is shown in figure 2 and it behaves smoothly over all branches of $``$.
Case (ii). In this case we take as physical scalars $`(T,U)`$ ($`S=1/TU`$) and for the superpotential we take again $`\alpha _I=(1,1,1)`$ or $`W=1/TU+T+U`$. We find for the $`\beta `$ functions
$$\beta ^T=\frac{2T\left(12T^2U+TU^2\right)}{1+T^2U+TU^2},\beta ^U=\frac{2U\left(12TU^2+T^2U\right)}{1+T^2U+TU^2}.$$
(18)
There are only two fixed points:
$$(T,U)_{UV}=(1,1),(T,U)_{IR}=(0,0),$$
(19)
with $`_A\beta ^B|_{UV}=2\delta _A^B`$ and $`_A\beta ^B|_{IR}=2\delta _A^B`$. Therefore, only one point on the boundary of $``$ is an IR fixed point. However, this is a very special example of the two-scalar case. If one modifies $`F`$, e.g., $`F=STUSTUbU^3`$, one can obtain more than one IR fixed point.
We now comment also on D=4 gauged supergravity with eight supercharges. In this case, we have to replace the coordinates $`X^I`$ by the symplectic section $`(X^I,F_I)`$ where $`F_I=_IF(X)`$ denotes the derivative of the prepotential. Using this symplectic section, a real superpotential can be defined by
$$\widehat{W}\frac{1}{2}\xi |We^{K/2}|=\frac{1}{2}\xi |\alpha _IX^I\beta ^IF_I|e^{K/2},$$
(20)
with $`W`$ and $`K`$ as Super- and Kähler potential, respectively and $`\xi =\pm 1`$ (it can change sign iff $`W`$ crosses zero). In our notation the Kähler metric is defined as $`g_{A\overline{B}}=\frac{1}{2}_A_{\overline{B}}K`$. Again, extrema of $`\widehat{W}`$ correspond to UV fixed points . (For notation and conventions, see .) Here let us turn to the investigation of the boundary behavior of the RG equations.
In D=5 case one had to look at poles in $`X^0`$, see eq. (9). In D=4 these singularities are equivalent to poles in $`e^{K/2}`$. Taking a generic flux vector $`(\alpha _I,\beta ^I)`$ the $`\beta `$ functions near such poles take the form:
$$\beta ^A=g^{A\overline{B}}(_{\overline{B}}K+\mathrm{finite}\mathrm{term}).$$
(21)
As before, we can use general scaling arguments to verify the behavior: $`e^K\lambda ^n`$ and $`g_{A\overline{B}}\frac{n}{2}\lambda ^2`$, where $`n`$ is again the degree of the pole with $`n=1,2`$.
An equivalent relation to (12) for the behavior near the pole $`(z^Az_0^A)0`$ takes the form:
$$\beta ^A=2\overline{g}^{A\overline{B}}(z^Bz_0^B),$$
(22)
where $`z^B=\frac{X^B}{X^0}`$ is the complex scalar. Because the derivatives of these $`\beta `$ functions are positive definite we again obtain the IR fixed points at $`z^Az_0^A`$.
As an example, let us consider again the single-scalar case given by the prepotential $`F=X^0X^1`$, which yields the Kähler potential $`e^K=i(T\overline{T})`$. In this case the $`\beta `$ function near the zero of $`e^K`$ becomes
$$\beta (T)=2(T\overline{T}),$$
(23)
and therefore one reaches an IR fixed point at: Re$`T=const.`$, Im$`T=0`$. As for the UV fixed point, with the choice $`(\alpha _I,\beta ^I)=(1,1,0,0)`$, one find the extremum of $`\widehat{W}=|1iT|e^{K/2}`$ at Re$`T=0`$, Im$`T=1`$; near this point the $`\beta `$ function is of the form:
$$\beta (T)=2(Ti),$$
(24)
with its first derivative negative and thus identified as a UV fixed point.
Acknowledgments
We would to thank H. Lü, D. Minić and H. Verlinde for useful discussions. M.C. would like to thank Caltech Theory Group for hospitality. The work is supported by a DFG Heisenberg grant (K.B.), in part by the Department of Energy under grant number DE-FG03-92-ER 40701 (K.B.), DOE-FG02-95ER40893 (M.C.) and the University of Pennsylvania Research Foundation (M.C). |
warning/0002/astro-ph0002356.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The main purpose of the Iron Project (IP; Hummer et al. 1993) is the continuing development of relativistic methods for the calculations of atomic data for electron impact excitation and radiative transitions in iron and iron-peak elements. Its forerunner, the Opacity Project (OP; Seaton et al. 1994; The Opacity Project Team 1995), was concerned with the calculation of radiative parameters for astrophysically abundant elements, oscillator strengths and photoionization cross sections, leading to a re-calculation of new stellar opacities (Seaton et al. 1994). The OP work, based on the non-relativistic formulation of the close coupling approximation using the R-matrix method (Seaton 1987, Berrington et al. 1987), was carried out in LS coupling, neglecting relativistic fine structure that is not crucial in the calculation of mean plasma opacities. Also, collisional processes were not considered under the OP. The IP collaboration seeks to address both of these factors, and with particular reference to iron and iron-peak elements. The collaboration involves members from six countries: Canada, France, Germany, UK, US, and Venezuela.
The relativistic extension of the R-matrix method is based on the Breit-Pauli approximation (Berrington et al. 1995). Collisional and radiative processes may both be considered. However, the computational requirements for the Breit-Pauli R-matrix (hereafter BPRM) calculations can be orders of magnitude more intensive than non-relativistic calculations. Nonetheless, a large body of atomic data has been obtained and published in a continuing series under the title Atomic Data from the Iron Project in Astronomy and Astrophysics Supplement Series, with 43 publications at present. A list of the IP publications and related information may be obtained from the author’s Website: www.astronomy.ohio-state.edu/ pradhan.
The earlier phases of the Iron Project dealt with (A) fine structure transitions among low-lying levels of the ground configuration of interest in Infrared (IR) astronomy, particularly the observations from the Infrared Space Observatory, and (B) excitation of the large number of levels in multiply ionized iron ions (with n = 2,3 open shell electrons, i.e. Fe VII – Fe XXIV) of interest in the UV and EUV, particularly for the Solar and Heliospheric Observatory (SOHO), the Extreme Ultraviolet Explorer (EUVE), and Far Ultraviolet Spectroscopic Explorer (FUSE). In addition, the IP data for the low ionization stages of iron (Fe I – Fe VI) is of particular interest in the analysis of optical and IR observations from ground based observatories. In the present review, we describe the IP work within the context of applications to X-ray spectroscopy, where ongoing calculations on collisional and radiative data for H-like Fe XXVI, He-like Fe XXV, and Ne-like Fe XVII are of special interest.
The sections of this review are organised as follows: 1. Theoretical, 2. collisional, 3. radiative, 4. collisional-radiative modeling of X-ray spectra, 5. atomic data, and 6. Discussion and conclusion.
## 2 The Close Coupling approximation and the Breit-Pauli R-matrix Method
In the close coupling (CC) approximation the total electron + ion wave function may be represented as
$$\mathrm{\Psi }=A\underset{i=1}{\overset{NF}{}}\psi _i\theta _i+\underset{j=1}{}C_j\mathrm{\Phi }_J,$$
(1)
where $`\psi _i`$ is a target ion wave function in a specific state $`S_i`$ $`L_i`$ and $`\theta _i`$ is the wave function for the free electron in a channel labeled as $`S_iL_ik_i^2\mathrm{}_i(SL\pi )`$, $`k_i^2`$ being its incident kinetic energy relative to $`E(S_iL_i)`$ and $`\mathrm{}_i`$ its orbital angular momentum. The total number of free channels is $`NF`$ (“open” or “closed” according to whether $`k_i^2`$ $`<`$ or $`>`$ $`E(S_iL_i)`$. $`A`$ is the antisymmetrization operator for all $`N+1`$ electron bound states, with $`C_j`$ as variational coefficients. The second sum in Eq. (1) represents short-range correlation effects and orthogonality constraints between the continuum electron and the one-electron orbitals in the target.
The target levels included in the first sum on the RHS of Eq. (1) are coupled; their number limits the scope of the CC calculations. Resonances arise naturally when the incident electron energies excite some levels, but not higher ones, resulting in a coupling between “closed” and “open” channels, i.e. between free and (quasi)bound wavefunctions. The R-matrix method is the most efficient means of solving the CC equations and resolution of resonance profiles (see reviews by K.A. Berrington and M.A. Bautista). The relativistic CC approximation may be implemented using the Breit-Pauli Hamiltonian.
Both the continumm wavefunctions at E $`>`$ 0 for the (e +ion) system, and bound state wavefunctions may be calculated. Collision strengths are obtained from the continuum (scattering) wavefunctions, and radiative transition matrix elements from the continuum and the bound wavefunctions that yield transition probabilities and photoionization and (e + ion) photo-recombination cross sections (see the review by S.N. Nahar).
Recent IP calculations for the n = 3 open shell ions include up to 100 or more coupled fine structure levels. Computational requirements are for such radiative and collisional calculations may be of the order of 1000 CPU hours even on the most powerful supercomputers.
## 3 Electron Impact Excitation
Collision strengths and maxwellian averaged rate coefficients have been or are being calculated for all ions of iron. While some of the most difficult cases, with up to 100 coupled fine strcture levels from n = 3 open shell configurations in Fe VII – Fe XVII, are still in progress, most other ionization stages have been completed. In particular fine structure collision strengths and rates have been computes for thousands of transitions in Fe II – Fe VI. For a list of papers see “Iron Project” on www.astronomy.ohio-state.edu/ pradhan.
Work on K-shell and L-shell collisional excitations, begining with the H-like and the He-like ions will be continued under the new RMaX project, which is part of the IP and is focused on X-ray spectroscopy. Work is in progress on He-like Fe XXV (Mendoza et al. ) and Ne-like Fe XVII. Fig. 1 presents the collision strength for a transition in Fe XVII from the new 89-level BPRM calculation including the n = 4 complex (Chen and Pradhan 2000). The extensive resonance structure is due to the large number of coupled thresholds following L-shell excitation.
## 4 Radiative transition probabilities
There are two sets of IP calculations: (i) with atomic structure codes CIV3 (Hibbert 1973) and SUPERSTRUCTURE (Eissner et al. 1974), and (ii) BPRM calculations. Of particular interest to X-ray work are the recent BPRM calcultions for 2,579 dipole (E1) oscillator strengths for Fe XXV , and 802 transitions in Fe XXIV (Nahar and Pradhan 1999), extending the available datasets for these ions by more than an order of magnitude. Also, these data are shown to be highly accurate, 1 – 10%.
## 5 Collisional-Radiative model for He-like ions: X-ray emission from Fe XXV
Emission from He-like ions provides the most valuable X-ray spectral diagnostics for the temperature, density, ionization state, and other conditions in the source (Gabriel 1972, Mewe and Schrijver 1981, Pradhan 1982). The K$`\alpha `$ complex of He-like ions consists of the principal lines from the allowed (w), intersystem (x,y), and the forbidden (z) transitions $`1^1S2(^1P^o,^3P_2^o,^3P_1^o,^3S_1`$ respectively. (These are also referred as the R,I,F lines, where the I is the sum (x+y); we employ the former notation). Two main line ratios are particularly useful, i.e.
$$R=\frac{z}{x+y},$$
(2)
and
$$G=\frac{x+y+z}{w}.$$
(3)
R is the ratio of forbidden to intersystem lines and is sensitive to electron density N<sub>e</sub> since the forbidden line z may be collisionally quenched at high densities. G is the ratio of the triplet-multiplicity lines to the ‘resonance’ line, and is sensitive to (i) electron temperature, and (ii) ionization balance. Condition (ii) results because recombination-cascades from H-like ions preferentially populate the triplet levels, enhancing the z line intensity in particular (the level $`2(^3S_1)`$ is like the ‘ground’ level for the triplet levels). Inner-shell ionization of Li-like ions may also populate the $`2(^3S_1)`$ level ($`1s^22s1s2s+e)`$ enhancing the z line. The line ratio G is therefore a sensitive indicator of the ionization state and the temperature of the plasma during ionization, recombination, or in coronal equilibrium.
For Fe XXV the X-ray lines w,x,y,z are at $`\lambda \lambda `$ 1.8505, 1.8554, 1.8595, 1.8682 $`\AA `$, or 6.700, 6.682, 6.668, 6.637 keV, respectively. A collisional-radiative model (Oelgoetz and Pradhan, in progress) including electron impact ionization, recombination, excitation, and radiative cascades is used to compute these line intensties using rates given by Mewe and Schrijver (1978), Bely-Dubau et al. (1982), and Pradhan (1985a). New unified electron-ion recombination rates (total and level-specific) are being calculated by S.N. Nahar and collaborators, and electron excitation rates are being recalculated by C. Mendoza and collaborators; these will be employed in a more accurate model of X-ray emission from He-like ions.
Fig. 2 shows illustrative results for doppler broadened line profiles under different plasma conditions (normalized to I(w) = 1). All are at $`N_e=10^{10}cm^3<<N_c`$, so that the R dependence is only on T<sub>e</sub>. Figs. 2(a) and 2(b) are in coronal equilibrium, but differing widely in T<sub>e</sub>, $`10^710^8`$K, as reflected in the broader profiles for the latter case. The ratios R and G show a significant (though not large) temperature dependence in this range. The ionization fractions Fe XXIV/FeXXV and Fe XXVI/FeXXV for the two cases are such that the Li-like iron dominates at $`10^7`$K and the H-like at $`10^8`$K. Figs. 2(a) and (b) illustrate a general property of the He-like line ratios: G $`1`$ in cororal equilibrium (for other He-like ions it may vary by 10-20%).
On the other hand, the situation is quite different when the plasma is out of equilibrium. In particular, it is known that the forbidden line z is extremely sensitive to the ionization state since it is predominantly populated via recombination-cascades (Pradhan 1985b). Fig. 2(c) illustrates a case where recombinations are suppressed, and the plasma is at $`T_e=10^8`$ K. The total G value is now only a third of its coronal value, with the z/w ratio being considerably lower. Although the new recombination and excitation rates may change the number somewhat, it is seen that G $`0.37`$ is a lower limit on an ionization dominated plasma.
A reverse situation occurs in a recombination dominated plasma. It is known from tomakak studies (Kallne et al. 1984, Pradhan 1985b) that the z/w ratio, and hence G, increases practically without limit, as $`T_e`$ decreases much below the coronal temperature of maximum abundance. $`G>>1`$ observed values imply a recombination dominated source. However, the z/w ratio may also be enhanced by inner-shell ionization through the Li-like state. More detailed calculations are needed to distinguish precisely between the two cases, and to constrain the temperature and ionization fractions.
Di-electronic satellite intensities (Gabriel 1972) may also be computed using BPRM data for the autoionization and radiative rates of the satellite levels from recombination of e + FeXXV $``$ Fe XXIV (Pradhan and Zhang 1997). This work is in progress.
## 6 Atomic Data
The atomic data from the OP/IP is available from the Astronomy and Astrophysics library at CDS, France (Cunto et al. 1993). The data is also available from a Website at NASA GSFC linked to the author’s Website (www.astronomy.ohio-state.edu/ pradhan).
A general review of the methods and data, (“Electron Collisions with Atomic Ions - Excitation”, Pradhan and Zhang 2000) is available from the author’s website. The review contains an evaluated compilation of theoretical data sources for the period 1992-1999, as a follow-up of a similar review of all data sources up to 1992 by Pradhan and Gallagher (1992) – a total of over 1,500 data sources with accuracy assessment. Also contained are data tables for many Fe ions, and a recommended data table of effective collision strengths and A-values for radiative-collisional models for ions of interest in nebular plasmas.
The collisional data from the IP is being archived in a new database called TIPBASE, complementary to the radiative database from the OP, TOPBASE (see the review by C. Mendoza).
## 7 Discussion and Conclusion
An overview of the work under the Iron Project collaboration was presented. Its special relevance to X-ray astronomy was pointed out since the IP, and related work, primarily aims to study the dominant atomic processes in plasmas, and to compute extensive and accurate set of atomic data for electron impact excitation, photoionization, recombination, and transition probabilities of iron and iron-peak elements. The importance of coupled-channel calculations was emphasized, in particular the role of autoionizing resonances in atomic phenomena. (A new project RMaX, a part of IP focused on X-ray spectroscopy, is described by K.A. Berrington in this review).
During the discussion, a question was raised regarding the resonances in Fe XVII collision strengths (e.g. Fig. 1), and it was mentioned that new experimental measurments appear not to show the expected rapid variations in cross sections. A possible explanation may be that there are numerous narrow resonances in the entire near-threshold region, without a clearly discernible background or energy gap. The measured cross sections are averages over the resonances corresponding to the experimental beam-width. These averaged cross sections themselves may not exhibit sharp variations, unlike more highly charged He-like ions where the the non-resonant background and the resonance complexes are well separated in energy (e.g. He-like Ti XXI, Zhang and Pradhan 1993).
## 8 References
Bely-Dubau, F. Dubau, J., Faucher, P. and Gabriel, A.H. 1982, Mon. Not. R. astr. Soc. , 198 239
Berrington, K.A., Burke, P.G., Butler, K., Seaton, M.J., Storey, P.J., Taylor, K.T., & Yan, Yu. 1987, Journal Of Physics B 20, 6379
Berrington K.A., Eissner W.B., Norrington P.H., 1995, Comput. Phys. Commun. 92, 290
Cunto,W.C., Mendoza,C., Ochsenbein,F. and Zeippen, C.J., 1993, Astron. Astrophys. 275, L5
Eissner W, Jones M and Nussbaumer H 1974 Comput. Phys. Commun. 8 270 Gabriel, A.H., Mon. Not. R. astr. Soc. 1972, 160, 99
Hibbert A., 1975, Comput. Phys. Commun. 9, 141
Hummer, D.G., Berrington, K.A., Eissner, W., Pradhan, A.K., Saraph, H.E., & Tully, J.A. 1993, Astron. Astrophys. 279, 298
Kallne, E, Kallne, J., Dalgarno, A., Marmar, E.S., Rice, J.E. and Pradhan, A.K. 1984, Physical Review Letters 52, 2245
Mewe, R. and Schrijver, J. 1978, Astron. Astrophys. , 65, 99
Nahar, S.N. and Pradhan, A.K. 1999, Astron. Astrophys. Suppl. 135, 347
Pradhan, A.K. 1982 Astrophys. J. , 263, 477
Pradhan, A.K. 1985a Astrophys. J. Suppl. Ser. , 59, 183
Pradhan, A.K. 1985b Astrophys. J. , 288, 824
Pradhan, A.K. and Gallagher, J.W. 1992, Atomic Data And Nuclear Data Tables, 52, 227
Pradhan, A.K. and Zhang, H.L. 1997, Journal Of Physics B , 30, L571
Pradhan, A.K. and Zhang, H.L. 2000, “Electron Collisions with Atomic Ions”, In LANDÖLT-BORNSTEIN Volume “Atomic Collisions”, Ed. Y. Itikawa, Springer-Verlag (in press).
The Opacity Project Team, The Opacity Project, Vol.1, 1995, Institute of Physics Publishing, U.K.
Seaton, M.J. 1987, Journal Of Physics B 20, 6363
Seaton, M.J., Yu, Y., Mihalas, D. and Pradhan, A.K. 1994, Mon. Not. R. astr. Soc. , 266, 805
Zhang H.L. and Pradhan A.K. 1995, Physical Review A , 52, 3366 |
warning/0002/hep-ph0002069.html | ar5iv | text | # Can four-fermion contact interactions at one-loop explain the new atomic parity violation results?
## I Introduction
For the last fifty years, most of the activity on particle physics relied on the use of large particle accelerators. These devices, allowing the scientists to break matter down to its most elementary constituents, have been fundamental in helping particle physicist to reveal the secrets of matter. However, besides these high-energy experiments, low-energy experiments were also carried out, giving very important contributions, like the confirmation of parity violation in weak interactions. In fact, low-energy experiments always played a important role in particle physics. But now, the perspectives are that during the first decade of the next century the importance of low-energy experiments must increase significantly. Until LHC collects enough data, the measurement of anomalous magnetic moment of muon and atomic parity violation (APV) in heavy atoms are going to be a source of significant new results .
The measurement of APV in heavy atoms is one of the most important and ambitious low energy experiments being carried out. The aim is to achieve a $`0.1\%`$ accuracy in the measurement of the weak charge of Cesium in the next few years. Recently a new step was given in this direction, the weak charge of Cesium was reported to $`0.6\%`$ ,
$$Q_W(_{55}^{133}Cs)=72.06\pm (0.28)_{exp}\pm (0.34)_{theor},$$
(1)
We must compare this result with the prediction of the Standard Model (SM). Including radiative corrections, it is conveniently expressed in terms of the oblique parameters as,
$$Q_W^{SM}=72.72\pm 0.13102ϵ_3^{rad},$$
(2)
were the hadronic-loop uncertainty has been included. The value of $`ϵ_3^{rad}`$ depends on the top quark and Higgs boson mass. For $`m_{top}=175`$ GeV we have
$`ϵ_3^{rad}`$ $`=`$ $`5.110\times 10^3(M_H=100\mathrm{G}\mathrm{e}\mathrm{V})`$ (3)
$`ϵ_3^{rad}`$ $`=`$ $`6.115\times 10^3(M_H=300\mathrm{G}\mathrm{e}\mathrm{V}).`$ (4)
In the calculations hereafter we assume the $`ϵ_3^{rad}`$ given in Eq. (3). It is important to stress that our final conclusions are not going to depend in a significant way of $`ϵ_3^{rad}`$ dependence on the Higgs mass. Comparing the theoretical prediction and the experimental value of $`Q_W`$ we conclude that
$$Q_W^{exp}Q_W^{SM}=1.18\pm 0.46,$$
(5)
This result implies that the SM prediction and the experimental result are $`2.6\sigma `$ apart. From Eq. (5) we see that the allowed range of variation for the total new physics contribution to the weak charge, $`\mathrm{\Delta }Q_W`$, is
$$0.28\mathrm{\Delta }Q_W2.08.$$
(6)
at $`95\%`$ CL. This result is quite interesting. In fact, as noted in Ref. , it can be shown that taking seriously the new result for $`Q_W(_{55}^{133}Cs)`$ we can exclude the SM at $`99\%`$ CL.
In Ref. the authors see no justification to believe that such discrepancy originates from some experimental or theoretical mistake. They suggest instead that the new value of $`Q_W`$ may have been originated from the presence of some kind of new physics beyond the SM. This possibility has already been explored up to some extent in Refs. , were it is shown that the observed deviation in $`Q_W`$ can be explained by the presence of a new neutral gauge boson. Leptoquarks and certain four-fermion contact interactions can also account for the present discrepancy . We point out that all these new contributions are at tree-level. No analysis was done considering the effects of new physics through one-loop effects. With the intention of filling partially this gap we analyze here if four-fermion contact interactions that do not contribute at tree-level, can lead to sizeable contributions to $`Q_W`$, through one-loop level diagrams.
## II One-loop effects of four-fermion contact interactions
Presently, the bounds on new physics are such that the new particles, if they exist, must be very heavy. Under these conditions the effects of these new particles intermediating interactions involving four-fermions can be approximated as contact interactions. In the specific case of APV, the contact interactions that can contribute at tree-level have the form $`g(\overline{e}\mathrm{\Gamma }e)(\overline{q}\mathrm{\Gamma }q)`$, where $`g`$ is the coupling constant, $`\mathrm{\Gamma }`$ denotes an adequate combination of gamma matrices, $`e`$ is the spinor for the electron in the electrosphere, and $`q`$ corresponds to the spinor of a quark in the atomic nucleus. When we want to deal with one-loop effects we can consider more general expressions for the four-fermion interactions. We can consider scalar, vectorial, and tensorial interactions involving not only two leptons and two quarks, as shown above, but also interactions involving only quarks, or only leptons. In general, these interactions can be expressed in terms of the following Lagrangians :
$$_{\text{scalar}}=\eta \frac{g^2}{\mathrm{\Lambda }^2}\left[\overline{\psi }_m\left(V_S^miA_S^m\gamma _5\right)\psi _m\right]\left[\overline{\psi }_n\left(V_S^niA_S^n\gamma _5\right)\psi _n\right],$$
(8)
$$_{\text{vector}}=\eta \frac{g^2}{\mathrm{\Lambda }^2}\left[\overline{\psi }_m\gamma ^\mu \left(V_V^mA_V^m\gamma _5\right)\psi _m\right]\left[\overline{\psi }_n\gamma _\mu \left(V_V^nA_V^n\gamma _5\right)\psi _n\right],$$
(9)
$$_{\text{tensor}}=\eta \frac{g^2}{\mathrm{\Lambda }^2}\left[\overline{\psi }_m\sigma ^{\mu \nu }\left(V_T^miA_T^m\gamma _5\right)\psi _m\right]\left[\overline{\psi }_n\sigma _{\mu \nu }\left(V_T^niA_T^n\gamma _5\right)\psi _n\right],$$
(10)
where $`\mathrm{\Lambda }`$ is the energy scale of the effective interaction, $`V_{S,V,T}^{m,n}`$ and $`A_{S,V,T}^{m,n}`$ are real constants with $`m`$ and $`n`$ being the lepton and quark flavors, and $`g`$ is the coupling constant which can depend on the fermion flavors. The parameter $`\eta `$ can assume the values $`\pm 1`$ in order to allow a constructive or destructive interference with the standard contribution for a given process. Here we have assumed the most general four-fermion interactions, in which the new physics present at high energies must respect only a $`U(1)`$ symmetry. Such a choice allow us to parametrize not only interactions that respect the $`SU(2)\times U(1)`$ symmetry of the SM, but also, and more accurately, the interesting case of extensions based on extra $`U(1)`$ symmetries.
The tensorial and scalar interactions are so severely constrained by many experiments that we will simply disregard then hereafter. We consider only the one-loop effects of the vectorial four-fermion contact interaction, Eq. (9). The diagrams that contribute to $`Q_W`$ are represented in Figs. 1 and 2. In these diagrams the fermion $`f`$ can be either an electron of the electrosphere or a quark of the nucleus, and we allow $`f^{}`$ to be any fermion present in the SM. The only restriction, obviously, is that the four-fermion interaction cannot have any significant contribution at tree-level. This implies that we do not consider interactions like $`\overline{e}\gamma e\overline{q}\gamma q`$ ($`q=u,d`$ quarks). The effect of the two diagrams is to modify the form factors $`F_i`$, $`i=v,a`$ in the following $`Z`$ boson current
$$J^\mu =e\overline{u}_f(p_1)\left(F_v\gamma ^\mu +F_a\gamma ^\mu \gamma _5\right)v_f(p_2).$$
(11)
The form factors are functions of $`Q^2`$, with $`Q=p_1+p_2`$. $`F_v`$ and $`F_a`$ are present at tree–level in the SM
$$F_v^{\text{tree}}G_V=\frac{1}{2s_Wc_W}(T_3^f2Q_fs_W^2),F_a^{\text{tree}}G_A=\frac{1}{2s_Wc_W}T_3^f,$$
(12)
where $`s_W(c_W)=\mathrm{sin}(\mathrm{cos})\theta _W`$, $`T_3^f`$ and is the third component of the fermion weak isospin. The contributions of the diagrams presented in Figs. 1 and 2 to $`F_v`$ and $`F_a`$ have already been evaluated in Ref. , and are similar to the results of Refs. .
The contribution of the interaction depicted in Eq. (9) to the $`s`$–channel is
$`\delta F_v=\eta {\displaystyle \frac{g^2}{48\pi ^2\mathrm{\Lambda }^2}}`$ $`\{[6G_AM_f^{}^2(G_V+G_A)Q^2](V_V^l+A_V^l)(V_V^u+A_V^u)`$ (14)
$`[6G_AM_f^{}^2+(G_VG_A)Q^2](V_V^lA_V^l)(V_V^uA_V^u)\left\}\mathrm{log}\right({\displaystyle \frac{\mathrm{\Lambda }^2}{\mu ^2}}),`$
$`\delta F_a=\eta {\displaystyle \frac{g^2}{48\pi ^2\mathrm{\Lambda }^2}}`$ $`\{[6G_AM_f^{}^2(G_V+G_A)Q^2](V_V^l+A_V^l)(V_V^u+A_V^u)`$ (16)
$`+[6G_AM_f^{}^2+(G_VG_A)Q^2](V_V^lA_V^l)(V_V^uA_V^u)\left\}\mathrm{log}\right({\displaystyle \frac{\mathrm{\Lambda }^2}{\mu ^2}}),`$
and to the $`t`$–channel,
$`\delta F_v`$ $`=`$ $`\eta {\displaystyle \frac{g^2}{12\pi ^2\mathrm{\Lambda }^2}}V_V^e\left[6G_A^iA_V^iM_f^{}^2(G_A^iA_V^i+G_V^iV_V^i)Q^2\right]\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }^2}{\mu ^2}}\right),`$ (17)
$`\delta F_a`$ $`=`$ $`\eta {\displaystyle \frac{g^2}{12\pi ^2\mathrm{\Lambda }^2}}A_V^e\left[6G_A^iA_V^iM_f^{}^2(G_A^iA_V^i+G_V^iV_V^i)Q^2\right]\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }^2}{\mu ^2}}\right).`$ (18)
Here, the indexes $`u(l)`$ denote the coupling constants associated to the upper (lower) vertices of Fig. 1 and the index $`i`$ refer to the coupling constants of the internal fermion running in the loop, and $`e`$ refers to the external fermion (cf. Fig. 2). The parameter $`\mu `$ corresponds to the characteristic energy scale of the physical process under consideration.
## III Contributions to $`Q_W`$
The one-loop contributions, $`\delta F_v`$ and $`\delta F_a`$, are going to contribute to the APV in Cesium by modifying the coefficients of the Lagrangian that conventionally parametrizes the parity violating terms in the electron–nucleus interaction ,
$`^{PV}={\displaystyle \frac{G_F}{\sqrt{2}}}(`$ $`C_{1u}\overline{e}\gamma ^\mu \gamma ^5e\overline{u}\gamma _\mu u+C_{2u}\overline{e}\gamma ^\mu e\overline{u}\gamma _\mu \gamma ^5u`$ (20)
$`+C_{1d}\overline{e}\gamma ^\mu \gamma ^5e\overline{d}\gamma _\mu d+C_{2d}\overline{e}\gamma ^\mu e\overline{d}\gamma _\mu \gamma ^5d+\mathrm{}),`$
where the ellipsis represent heavy–quark terms $`q=s,c,b,t`$. In heavy atoms, as is the case of Cesium, coherence effects make the dominant source of parity violation to be proportional to the weak charge given by
$$Q_W=2\left[(2Z+N)C_{1u}+(Z+2N)C_{1d}\right],$$
(21)
where $`Z`$ and $`N`$ are the number of protons and neutrons in the atomic nucleus, respectively. So we only need to evaluate the one-loop effects of four fermion-contact interactions to the first and third terms in Eq. (20), neglecting all other contributions. Denoting the new physics contributions to $`C_{1q}`$ by $`\delta C_{1q}`$, $`q=u,d`$, we can calculate the effect on $`Q_W(_{55}^{133}Cs)`$,
$$\mathrm{\Delta }Q_W=376\delta C_{1u}422\delta C_{1d}.$$
(22)
From the $`s`$-channel diagram corrections to the $`Zee`$ vertex of the electron–nucleus interaction, it results that
$`\delta C_{1q}=\eta `$ $`N_c{\displaystyle \frac{g^2}{4\pi ^2}}(I_3^q2Q^qs_W^2)I_3^f^{}\left[(V_V^l+A_V^l)(V_V^u+A_V^u)+(V_V^lA_V^l)(V_V^uA_V^u)\right]`$ (24)
$`\times \left({\displaystyle \frac{M_f^{}}{\mathrm{\Lambda }}}\right)^2\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }}{\mu }}\right)^2,`$
and from the $`t`$-channel
$$\delta C_{1q}=\eta N_c\frac{g^2}{\pi ^2}(I_3^q2Q^qs_W^2)I_3^f^{}\left(A_V^eA_V^f^{}\right)\left(\frac{M_f^{}}{\mathrm{\Lambda }}\right)^2\mathrm{log}\left(\frac{\mathrm{\Lambda }}{\mu }\right)^2.$$
(25)
From the $`s`$-channel corrections to the $`Zqq`$ vertex we have
$`\delta C_{1q}=\eta `$ $`N_c{\displaystyle \frac{g^2}{4\pi ^2}}I_3^eI_3^f^{}\left[(V_V^l+A_V^l)(V_V^u+A_V^u)(V_V^lA_V^l)(V_V^uA_V^u)\right]`$ (27)
$`\times \left({\displaystyle \frac{M_f^{}}{\mathrm{\Lambda }}}\right)^2\mathrm{log}\left({\displaystyle \frac{\mathrm{\Lambda }}{\mu }}\right)^2,`$
and from the $`t`$-channel
$$\delta C_{1q}=\eta N_c\frac{g^2}{\pi ^2}I_3^eI_3^f^{}\left(V_V^qA_V^f^{}\right)\left(\frac{M_f^{}}{\mathrm{\Lambda }}\right)^2\mathrm{log}\left(\frac{\mathrm{\Lambda }}{\mu }\right)^2.$$
(28)
Here $`N_c`$ denotes the color factor which depends on the number of quarks present in each graph. To get Eqs. (24)–(28) we have assumed $`Q^2=0`$. This is a reasonable assumption because the binding energy of the Cesium electron which is considered in the experiments (the outermost one) is of order of fractions of an electron-volt.
To proceed with our analysis, the first thing we must do is to choose the model or models for the four-fermion interactions. This is done by choosing the values of the constants $`\eta `$, $`g`$, $`V_V`$, and $`A_V`$ in Eq. (9). We are going to consider that the four-fermion interactions originate from fermion compositeness. Since the exchange of constituents among the fermions takes place in a strong interaction regime, we are led to consider $`g^2=4\pi `$ (see, e.g. Refs. ). In this case, the new physics scale, $`\mathrm{\Lambda }`$, corresponds to the compositeness scale.
Initially, we estimate the contributions to $`\mathrm{\Delta }Q_W`$ considering the present limits on the new physics scale for contact interactions involving two electrons and two other SM fermions . We consider now only contributions to the $`Zee`$ vertex (see Eqs. (24) and (25)) and assume the following choice of parameters,
$`(V_V^l+A_V^l)(V_V^u+A_V^u)`$ $`+`$ $`(V_V^lA_V^l)(V_V^uA_V^u)=1,`$ (29)
$`A_V^eA_V^f^{}`$ $`=`$ $`{\displaystyle \frac{1}{4}}.`$ (30)
With this choice the $`s`$\- and $`t`$-channel contributions are equal. We note that such choice is very reasonable since it is similar to models like LL, RR, and others usually considered in the literature . We assume such a model because what is really important for our estimates is only the order of magnitude of the couplings. In our calculations we take $`\eta `$ so that the final contribution for $`Q_W`$ is positive, since negative contributions are completely excluded. In Table I we have the value of $`\mathrm{\Delta }Q_W`$ considering a $`b`$ quark running in the loop, calculated separately for each possible quark in the nucleus and for the different channels, and for the sum of all contributions. We assumed $`m_b=4.5`$ GeV, $`\mathrm{\Lambda }=3`$ TeV, and $`\mu =m_e`$, were $`m_e`$ is the electron mass. The choice of the value of $`\mathrm{\Lambda }`$ was based on the results of Refs. . We can see that the contributions are quite small because of the smallness of the $`b`$ quark mass. In fact, because of the dependence on $`M_f^{}^2`$ in Eqs. (24) and (25) we obtain even smaller results for lighter fermions in the loop. The results of the same calculation considering a $`t`$ quark in the loop can be found in Table II. In this case we used $`m_t=175`$ GeV, $`\mathrm{\Lambda }=10`$ TeV and $`\mu =m_e`$. The choice of the value of $`\mathrm{\Lambda }`$ was based on the results obtained in Ref. which come from the constraints set by the very precise measurement of $`\mathrm{\Gamma }_{\mathrm{}\mathrm{}}`$. In this case, the results we obtained are really very interesting. $`\mathrm{\Delta }Q_W`$ is of the order of magnitude of the expected correction and even if we assume that the different contributions in the first two columns and rows of Table II interferes destructively instead of constructively, we have a result which falls into the interval in Eq. (6).
The absence of good limits on the compositeness scale of $`qqq^{}q^{}`$ interactions, involving at least one pair of heavy quarks, does not allow us to make for the $`Zqq`$ vertex the same estimates we did for contributions to $`\mathrm{\Delta }Q_W`$ from $`eeqq`$ interactions present in $`Zee`$ vertex. What we can do is to determine bounds on the range of possible values of the compositeness scale compatible with Eq. (6). We assume that
$$(V_V^l+A_V^l)(V_V^u+A_V^u)(V_V^lA_V^l)(V_V^uA_V^u)=1\text{and}V_V^qA_V^f^{}=\frac{1}{4}.$$
(31)
in Eqs. (27) and (28). This implies that the $`s`$\- and $`t`$-channel contributions are equal. We choose $`\eta `$ so that $`\delta C_{1u}`$ and $`\delta C_{1d}`$ are always negative, what implies $`\delta C_{1u}=\delta C_{1d}`$. Such assumptions allow us to get the most stringent bounds on $`\mathrm{\Lambda }`$. In Tables III and IV we have, respectively, for a bottom and a top quark in the loop, the values of $`\mathrm{\Lambda }`$ which give the deviations expressed in Eq. (6) (we assumed $`\mu =\mathrm{\Lambda }_{QCD}300`$ GeV). We evaluated $`\mathrm{\Lambda }`$ considering the contributions resulting from the $`u`$ and $`d`$ quarks present in the nucleus as we did in Tables I and II. The results are shown to one and two channels contributing. The results in Table III show us that $`Q_W`$ is reasonably sensitive to the presence of $`b`$ quark loops. This implies that the presence of these loops can possibly explain the observed deviation in $`Q_W`$. As expected, $`Q_W`$ is very sensitive to the presence of $`t`$ quark loops, as can be seen from the results in Table IV.
It is worth mentioning that in the previous analysis it is reasonable to assume that the new physics scale, $`\mathrm{\Lambda }`$, present in the $`s`$\- and $`t`$-channel diagrams is the same, because the contact interactions come out of the exchange of the fermion constituents in a strong interaction regime. But, in the case we consider that massive bosons (e.g. leptoquarks and $`Z^{}`$s) are responsible for the contact interaction, this generally is not a valid assumption. In fact, the $`s`$-channel diagram can be originated from the exchange of leptoquarks, diquarks or dileptons while the $`t`$-channel diagram from the exchange of ordinary massive gauge bosons, like a $`Z^{}`$ associated to an extra $`U(1)`$ gauge symmetry. We are going now to consider some implications of the possible presence of these bosons.
We note that in the case of the most popular models for new massive vectorial bosons ($`W^{}`$, $`Z^{}`$ and leptoquarks) the present bounds on their masses always satisfy the condition $`M>1`$ TeV . Based on this fact we assume, conservatively, the existence of four-fermion contact interactions with $`\mathrm{\Lambda }=1`$ TeV, and estimate the allowed values for the coupling constants. More exactly, what we do here is to estimate the allowed values of $`g^2\left[(V_V^l+A_V^l)(V_V^u+A_V^u)+(V_V^lA_V^l)(V_V^uA_V^u)\right]`$, $`g^2\left(A_V^eA_V^f^{}\right)`$, $`g^2\left[(V_V^l+A_V^l)(V_V^u+A_V^u)(V_V^lA_V^l)(V_V^uA_V^u)\right]`$ and $`g^2\left(V_V^qA_V^f^{}\right)`$ in Eqs. (24)-(28). We denote these constants generically by $`G^2`$. Considering that only $`\delta C_{1u}`$ or $`\delta C_{1d}`$ contributes to $`\mathrm{\Delta }Q_W`$, we obtained the results shown in Table V for $`f^{}`$ being the top quark. We would get smaller allowed values in the case the contributions from the $`s`$\- and $`t`$-channel were summed as well as if $`\delta C_{1u}`$ and $`\delta C_{1d}`$ contributed at the same time. Notice that the numbers in Table V are compatible with the coupling constants of the models in Ref. . For other lighter fermions in the loops, the resulting coupling constants must be unacceptably large. For instance, for a $`b`$ quark it should be of the order of $`4\pi `$, as expected in the compositeness scenario.
## IV Final discussion and conclusions
In this article we investigated the one-loop effects arising from four-fermion contact interactions that do not appear in the Standard Model. We considered that no new physics contributes at the tree-level to the weak charge. This situation arises, for example, when the contributions from tree-level diagrams<sup>*</sup><sup>*</sup>*Here we are concerned with diagrams involving the electron in the atom electrosphere and the $`u`$ and $`d`$ quarks in the nucleus. The effects arising from sea quarks are negligible. interfere destructively (see, e.g. ). This allow us to consider that the new physics is in a sense universal, affecting all quarks and leptons and yet not contributing to $`Q_W`$ at tree-level. Another possibility is that the new physics leads to negligible couplings among light quarks and leptons but sizeable ones in interactions involving heavy quarks.
We estimated the effects of the contact interactions on $`Q_W`$ analyzing the contributions to the vectorial and axial form factors. We concluded that four-fermion interactions containing the top quark can lead to sizeable contributions through $`Zee`$ and $`Zqq`$ vertex, when fermion compositeness is assumed. Four-fermion interactions that contains the bottom quark can also lead to sizeable results through the $`Zqq`$ vertex if the compositeness scale is in the range of few hundred GeV to 1 TeV.
The presence of new massive vectorial bosons, like $`Z^{}s`$ and leptoquarks, can also explain the observed discrepancy in the measured value of the weak charge of Cesium. They contribute to $`Q_W`$ only at the one–loop level, and can be parametrized by four-fermion contact interactions. In this scenario also the top quark loops are the responsible for sizeable contributions to $`Q_W`$. In fact, it is not surprising that $`Q_W`$ is very sensitive to top quark loops; radiative corrections from the SM contributes with $`1.3\%`$ of the value in Eq. (2).
We conclude by noting that in spite of the fact that our results are only approximate, for the very nature of the calculation of one-loop diagrams in effective interactions , we expect that the actual effects of new physics are not going to be far from what we have obtained. But we must be aware that cancellations among different one-loop diagrams may take place in actual theories, leading to non-observable effects. But our results suggest that one-loop effects of new physics may contribute significantly to the weak charge of Cesium, leading to the observed discrepancy between SM prediction and the experimental determination.
## V Acknowledgment
The author would like to thank S. F. Novaes and E. M. Gregores for the critical reading of the manuscript. This work was supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP). |
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