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# March 2000 DESY 00–043 math-ph/0003015 Singularity structure of the two point function of the free Dirac field on a globally hyperbolic spacetime
## 1 Introduction
The general framework of this work is that of quantum field theory on curved spacetime. Since we still do not have a full theory of quantum gravity, as a first step we try to include gravitational effects into the quantum field theoretical description of our world by a semi-classical approximation. The gravitational field is considered as a fixed classical background spacetime on which matter is described by a quantum field theory. Since the Planck length, at which effects from quantum gravity are expected to become important, is very small, this approximation should have a wide range of validity and should be appropriate to predict quantum effects near black holes or in the early universe. One famous result in this framework is the Hawking radiation of black holes.
The main problem in the quantization of a field theory on a curved background is that one cannot make use of Poincaré invariance like on Minkowski spacetime, where this symmetry fixes a unique vacuum state. On a curved spacetime, however, there is no such natural choice of a state, and the central task is to single out the physically acceptable ones.
For free, linear models it has turned out that these acceptable states are the quasi-free Hadamard states. They are determined by their two point function which has got a prescribed singularity structure fixed by geometry. For the free Klein-Gordon field it was recently discovered by Radzikowski that this Hadamard condition, which at first sight is a global condition, can be reformulated as a local condition in terms of wave front sets. This allows one to apply the elegant and powerful mathematical techniques from microlocal analysis. In this way it could be proved that certain states known for a long time are indeed Hadamard states. A microlocal spectrum condition for interacting quantum field theories was formulated and used to define Wick polynomials and to prove the renormalizability of interacting scalar field theories on globally hyperbolic spacetimes.
For more realistic quantum field theories, however, first of all the Dirac field, more or less nothing was done, not because of conceptual problems, but because of the greater complexity due to the multi-component nature of the Dirac field. In this work the singularity structure of the two point function of the free Dirac field will be investigated. We will make use of the polarization set which was introduced by Dencker in order to analyze the singularities of vector-valued distributions. Applying Dencker’s results, we will show that the singularities of solutions of the Dirac equation propagate in a simple way. This will be used to calculate the polarization set of the two point function for Hadamard states of the Dirac field. Our analysis makes use of unpublished results by Radzikowski , and our results are in agreement with those independently obtained by Hollands using a slightly different approach.
This paper is organized as follows: The first chapter after the introduction gives an overview of the physical problems we are interested in and fixes the notation used throughout this work. We introduce the Klein-Gordon and Dirac fields on a curved spacetime and give a definition of Hadamard states. After that, we come to the mathematics and review the methods from microlocal analysis on which our analysis is based. The central definitions are the wave front and polarization sets, and the main results are the theorems on the propagation of singularities. As a side result, we will rederive the well-known properties of light propagation in a curved spacetime in a mathematically very elegant way. In the fourth chapter these methods are applied to our physical objects, and we state our main results. Finally we give an outlook and an overview about possible applications of our results.
## 2 Quantum field theory on curved spacetime
### 2.1 Notions from general relativity
In the general theory of relativity, for an introduction see , spacetime is represented by a differentiable manifold $`(,g)`$ equipped with a Lorentzian metric $`g`$, i.e. a differentiable, symmetric, and non-degenerate type $`(0,2)`$ tensor field of signature $`(+)`$. For simplicity, we restrict ourselves to the physical four dimensions.
As usual, the tangent bundle will be denoted $`T`$, and the cotangent bundle is $`T^{}`$. For the set $`\{(x,\xi )T^{}|\xi 0\}`$ we will shortly write $`T^{}\mathrm{𝟎}`$. The canonical projection will always be denoted $`\pi :T^{}`$. Any vector bundle $`E`$ over $``$ can be pulled back to a vector bundle $`\pi ^{}E`$ over $`T^{}`$. The set of smooth sections of a vector bundle $`E`$ over $``$ will be denoted $`\mathrm{\Gamma }(,E)`$, sections having compact support form the set $`\mathrm{\Gamma }_0(,E)`$.
The Levi-Civitá connection is the unique connection on $`T`$ that is symmetric and compatible with the metric. The associated covariant derivative is denoted $``$. The Riemann tensor is the curvature tensor of this connection which is contracted to the Ricci tensor and finally to the scalar curvature $`R`$.
We will restrict ourselves to globally hyperbolic spacetimes. These are spacetimes that admit a Cauchy surface, that is a spacelike hypersurface $`\mathrm{\Sigma }`$ which is intersected by any nonextendable causal curve in $``$ exactly once. In other words, $`=D(\mathrm{\Sigma })`$, where we have introduced the domain of causal dependence $`D(\mathrm{\Sigma })`$ which is the set of all points $`x`$ such that any causal curve through $`x`$ intersects $`\mathrm{\Sigma }`$. In the globally hyperbolic case the manifold is topologically of the simple form $`=\times \mathrm{\Sigma }`$. Many physically interesting spacetimes like flat Minkowski spacetime, Schwarzschild spacetime as a black hole model, or Robertson-Walker spacetimes as cosmological models fall into this class.
In order to include more general models like anti-de Sitter spacetime, this restriction can be somewhat weakened. Crucial for the following is mainly the existence of unique propagators as well as the existence of a spinor bundle. Since our constructions are purely local, they immediately carry over to all globally hyperbolic submanifolds of any spacetime.
Globally hyperbolic spacetimes are time orientable, such that the light cone, i.e. the set of all nonvanishing timelike covectors in $`T_x^{}`$, can be separated into a forward and backward light cone, $`V_x^+`$ and $`V_x^{}`$, continuously in $`x`$. The closed light cones $`\overline{V}_x^\pm `$ include the lightlike covectors. The time orientation induces the separation of the causal future $`J^+(x)`$ and past $`J^{}(x)`$ of a point $`x`$ which are the sets of all points that can be reached from $`x`$ by a future (past) directed causal curve.
While the tangent bundle $`T`$ and the cotangent bundle $`T^{}`$ naturally exist for any spacetime $``$, the existence of spinors is less trivial. In order to define spinors, the bundle of orthonormal frames, which is a principal fibre bundle whose structure group is the proper orthochronous Lorentz group, has to be lifted to a principal fibre bundle with the universal covering group $`\mathrm{SL}(2,)`$ as structure group, called the spin structure. The Dirac spinor bundle is then defined as the associated $`^4`$-vector bundle. It can be shown that for any globally hyperbolic spacetime there exists such a spinor bundle $`D`$ which in this case is just a trivial bundle over $``$. The construction of the spinor bundle leads naturally to a covariant derivative on $`D`$ and the dual bundle $`D^{}`$ which will also be denoted $``$. In local coordinates one has $`_\mu =_\mu +\sigma _\mu `$, where the $`4\times 4`$ matrices $`\sigma _\mu `$ can be expressed in terms of the Christoffel symbols and the Dirac matrices. For details see .
### 2.2 The free Klein-Gordon field
The simplest example of a quantum field theory is the free scalar field, satisfying the Klein-Gordon equation
$$(\mathrm{}_g+m^2)\varphi (x)=0.$$
(1)
This is already the covariant field equation on a generic spacetime $`(,g)`$ if $`\mathrm{}_g`$ is the covariant wave operator $`\mathrm{}_g=g^{\mu \nu }_\mu _\nu `$ of the metric $`g`$. The positive real constant $`m`$ plays the role of a mass.
Because of the global hyperbolicity of our spacetime, the Cauchy problem for the Klein-Gordon operator has a unique solution, and there exist unique retarded and advanced propagators, $`\mathrm{\Delta }_{ret}`$ and $`\mathrm{\Delta }_{adv}`$, such that
$$(\mathrm{}_g+m^2)\mathrm{\Delta }_{ret,adv}=\mathrm{\Delta }_{ret,adv}(\mathrm{}_g+m^2)=\mathrm{𝟏}$$
(2)
and $`\mathrm{supp}(\mathrm{\Delta }_{ret,adv}f)J^\pm (\mathrm{supp}f)`$. We define the commutator function $`\mathrm{\Delta }=\mathrm{\Delta }_{ret}\mathrm{\Delta }_{adv}`$ and identify the operator $`\mathrm{\Delta }`$ with the distribution
$$\mathrm{\Delta }:(f,g)\mathrm{\Delta }(f,g)=f(x)(\mathrm{\Delta }g)(x)d\mu (x),$$
(3)
where $`\mathrm{d}\mu `$ is the volume element on $``$.
In the quantum theory the field $`\varphi `$ is represented as an operator valued distribution such that we have smeared field operators $`\varphi (f)`$, $`f𝒞_0^{\mathrm{}}()`$, acting on some Hilbert space with a vacuum vector $`\mathrm{\Omega }`$. They are required to satisfy the Klein-Gordon equation and the canonical commutation relations
$$[\varphi (f),\varphi (g)]=i\mathrm{\Delta }(f,g)\mathrm{𝟏}.$$
(4)
Since we investigate a free theory, we expect that all vacuum expectation values of products of field operators are determined by the two point function
$$\mathrm{\Lambda }(x,y)=<\mathrm{\Omega },\varphi (x)\varphi (y)\mathrm{\Omega }>$$
(5)
which is assumed to be a distribution $`\mathrm{\Lambda }𝒟^{}(\times )`$.
Canonical quantization of the free Klein-Gordon field can be carried through in close analogy to quantization on Minkowski spacetime (see for example ), and one ends up with a Fock space representation of the field $`\varphi `$ in terms of creation and annihilation operators. However, the problem is that there is no preferred mode expansion in terms of plain waves, because the Fourier transform is not invariant under general coordinate transformations. The crucial point is the ambiguous division into positive- and negative-frequency modes. Therefore this construction is highly non-unique, and there is a large amount of unitarily inequivalent representations, as was first observed by Fulling . A priori we do not know the ‘real’ vacuum state $`\mathrm{\Omega }`$, and as a consequence there is no preferred interpretation of the theory in terms of particles. If the spacetime is asymptotically flat, one can carry over the particle interpretation from the flat part to the whole spacetime, but on a generic spacetime one has to face the fact that quantum field theory is primarily a theory of fields, and no unique particle interpretation can be expected.
From an axiomatic viewpoint, the vacuum state on Minkowski spacetime is singled out by the requirement of its Poincaré invariance and the spectrum condition which is the requirement that the energy-momentum operator (the generator of translations) takes its spectrum in the closed forward light cone. In the absence of Poincaré invariance on a generic spacetime these conditions no longer make any sense. While one will still demand invariance under the symmetries of the spacetime (if there are any), there is no simple analogue to the spectrum condition since there are no generators of translations. Thus one central task of quantum field theory on curved spacetime is to characterize physical states by finding a generalized spectrum condition for generic spacetimes.
Usually the construction sketched above is performed in the algebraic approach to quantum field theory. There the local net of observable algebras can be defined in a unique way, but one still has to fix a state on the algebra (which corresponds to the preparation of the system). Again one restricts oneself to quasifree states that are fixed once a two point distribution is specified, and via the GNS construction the state induces a Hilbert space representation of the observable algebra. For details on this approach we refer to .
### 2.3 Hadamard states
In order to single out a class of acceptable quantum states, one physical requirement is that we should be able to formulate the semi-classical Einstein equations in order to describe the back reaction of the quantum field on the spacetime geometry:
$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R=8\pi T_{\mu \nu }.$$
(6)
Here, $`T_{\mu \nu }`$ is the expectation value of the energy momentum tensor of the quantum field. Thus physical states have to allow a unique definition of this expectation value.
It could be shown that this requirement is fulfilled if we demand that the two point function takes the following form which was first given in and since then intensively studied (see and the references therein):
$$\mathrm{\Lambda }(x,y)=\frac{1}{4\pi ^2}\left(\frac{u(x,y)}{\sigma (x,y)}+v(x,y)\mathrm{ln}|\sigma (x,y)|+w(x,y)\right),$$
(7)
where $`\sigma (x,y)`$ denotes the quadratic geodesic distance, and $`u`$, $`v`$, and $`w`$ are some smooth functions.
A state whose two point function is of this form is called a Hadamard state. The field equation and the commutation relations fix $`u`$ and $`v`$, and the remaining freedom in the definition of a Hadamard state lies in the choice of the smooth function $`w`$.
In order to properly define a distribution, one has to modify (7) by an $`iϵ`$-prescription in the denominator. Also, since $`\sigma `$ is not defined globally, one must specify some neighbourhood in which (7) is supposed to hold, and it is also understood that no further singularities exist for spacelike separated points. To this end, one demands the convergence of a series of distributions to $`\mathrm{\Lambda }`$ in a causal normal neighbourhood (which is basically a sufficiently small neighbourhood of a Cauchy surface). Thereby the Hadamard condition becomes a global condition. Although the choice of a Cauchy surface enters into the definition, it can be shown that the Hadamard condition is independent of this choice. All these details were worked out in , but most of them are not essential for this work. What should be kept in mind is that the vacuum state on Minkowski spacetime is Hadamard, that Cauchy evolution respects the Hadamard singularity structure, and that two Hadamard distributions differ only by a smooth part.
The main lesson of this rather sketchy definition is that the Hadamard condition prescribes the singular short distance behaviour of the two point distribution, and it is obvious that it would be very useful to have at hand some powerful mathematical methods to characterize this singularity structure.
### 2.4 The free Dirac field
We will now briefly outline the construction of the free Dirac field on a curved spacetime. For details see .
Just like the Klein-Gordon equation, we can generalize the Dirac equation to a spinor bundle over an arbitrary curved spacetime by replacing the derivatives and the Dirac matrices by their covariant counterparts. For a spinor field $`\psi \mathrm{\Gamma }(,D)`$ and a cospinor field $`\overline{\psi }\mathrm{\Gamma }(,D^{})`$ it reads
$`(i\overline{)}+m)\psi =0,`$ $`\overline{)}\psi =\gamma ^\mu _\mu \psi ;`$ (8)
$`(i\overline{)}+m)\overline{\psi }=0,`$ $`\overline{)}\overline{\psi }=(_\mu \overline{\psi })\gamma ^\mu .`$ (9)
Here, $`\gamma ^\mu `$ are the generalized Dirac matrices which satisfy the anticommutation relations
$$\{\gamma ^\mu ,\gamma ^\nu \}=2g^{\mu \nu }\mathrm{𝟏}.$$
(10)
It can be shown that they form a covariant section $`\gamma \mathrm{\Gamma }(,TDD^{})`$. Like in (10), we will always choose a local frame and suppress the spinor indices referring to $`D_xD_x^{}`$ such that $`\gamma (x)`$ is treated like a vector of $`4\times 4`$ matrices. We can then define matrices $`\sigma ^{\mu \nu },\gamma ^5,\gamma ^\mu \gamma ^5`$ and $`\mathrm{𝟏}`$ in the usual way, which together with $`\gamma ^\mu `$ give a basis for $`DD^{}`$. A further important property of $`\gamma `$ is that it is covariantly constant: $`\gamma =0`$. For any covector field $`\xi \mathrm{\Gamma }(,T^{})`$ we define $`\overline{)}\xi `$ as contraction with $`\gamma `$, $`\overline{)}\xi \xi _\mu \gamma ^\mu `$.
For the quantization of the theory we again need propagators $`S_{ret}`$ and $`S_{adv}`$. For globally hyperbolic spacetimes it can be shown that these propagators exist and are unique . Their difference defines the anticommutator function $`S=S_{ret}S_{adv}`$.
In the quantized theory the spinor field operator now has to be smeared with a smooth cospinor field of compact support in order to give an operator on the Hilbert space,
$`\psi (v),`$ $`v\mathrm{\Gamma }_0(,D^{});`$
$`\overline{\psi }(u),`$ $`u\mathrm{\Gamma }_0(,D).`$ (11)
The field operators are required to solve the Dirac equation and obey the canonical anticommutation relations,
$$\{\psi (v),\overline{\psi }(u)\}=iS(v,u).$$
(12)
Again, quasi-free states are completely characterized by their two point distribution
$$\omega ^+(x,y)=<\mathrm{\Omega },\psi (x)\overline{\psi }(y)\mathrm{\Omega }>$$
(13)
which is now a vector-valued distribution $`\omega ^+𝒟^{}(\times ,DD^{})`$ taking values in the bispinor bundle $`DD^{}`$. This denotes the outer tensor product: the fibre over $`(x,y)\times `$ is $`D_xD_y^{}`$, and the first factor in the tensor product transforms like a spinor in the point $`x`$, while the second factor transforms like a cospinor in $`y`$.
In the quantization procedure on Minkowski spacetime one often makes use of the fact that the squared Dirac operator gives back the Klein-Gordon operator. On a curved spacetime this is expressed by Lichnerowicz’s identity:
$$(i\overline{)}+m)(i\overline{)}+m)\psi =(\mathrm{}\frac{1}{4}R+m^2)\psi .$$
(14)
Here, $`R`$ is the curvature scalar, and $`\mathrm{}=g^{\mu \nu }_\mu _\nu `$ is the spinorial wave operator acting on sections of $`D`$. Note that only the principal part of $`\mathrm{}`$ gives the scalar wave operator, and in general it contains non-diagonal terms. Nevertheless, one obtains the propagators $`S_i`$ for the Dirac equation by applying the Dirac operator to the propagators $`\mathrm{\Delta }_i`$ for this spinorial wave operator,
$$S_i=(i\overline{)}+m)\mathrm{\Delta }_i.$$
(15)
Analogously, one demands that the two point function $`\omega ^+`$ can be extracted from an auxiliary two point function $`\stackrel{~}{\omega }`$,
$$\omega ^+(x,y)=\left(i\overline{)}_x+m\right)\stackrel{~}{\omega }(x,y).$$
(16)
Then $`\stackrel{~}{\omega }`$ is a solution of the spinorial Klein-Gordon equation,
$$\left(\mathrm{}_{x,y}\frac{1}{4}R+m^2\right)\stackrel{~}{\omega }(x,y)=0,$$
(17)
and in order to define Hadamard states for the Dirac field one can make the same ansatz as in the scalar case,
$$\stackrel{~}{\omega }=\frac{1}{4\pi ^2}\left(\frac{\stackrel{~}{u}}{\sigma }+\stackrel{~}{v}\mathrm{ln}|\sigma |+\stackrel{~}{w}\right),$$
(18)
but now $`\stackrel{~}{u}`$, $`\stackrel{~}{v}`$, and $`\stackrel{~}{w}`$ are smooth bispinor-valued functions. The rigorous definition was given by Köhler . Again, the singular part of the two point function is fixed by geometry, and the freedom in the choice of a Hadamard state lies in the choice of a smooth function $`\stackrel{~}{w}`$.
## 3 Microlocal analysis
Let us now introduce the mathematical tools we need to investigate the singularities of distributions. This theory of ‘microlocal analysis’ was developed by Hörmander and Duistermaat in the seventies for their analysis of partial differential equations, see their original papers or the monographs . For physical applications see for example . It should be noted that similar tools where independently developed by Bros and Iagolnitzer in the context of analyticity properties of the $`S`$-matrix.
The generalization to vector-valued distributions and the definition of the polarization set was accomplished by Dencker in the eighties , but it seems that is has not found its way into the physical literature yet.
### 3.1 Scalar distributions – the wave front set
As test function space we will take $`𝒟(X)=𝒞_0^{\mathrm{}}(X)`$, the space of infinitely differentiable functions on an open subset $`X^n`$, equipped with the usual topology. Its dual is the space of distributions, $`𝒟^{}(X)`$.
The roughest characterization of the singularities of a distribution $`u𝒟^{}(X)`$ is the singular support, $`\mathrm{sing}\mathrm{supp}u`$. It is the set of all points $`xX`$ such that $`u`$ does not correspond to a smooth function in any neighbourhood of $`x`$.
But this definition can be very much refined. The following statements show that much information about the singularities is contained in the Fourier transform:
1. If $`u`$ is of compact support, then there exists a Fourier transform $`\widehat{u}`$ which furthermore is a smooth function.
2. A distribution $`u`$ of compact support corresponds to a smooth function if and only if $`\widehat{u}`$ decays faster than any power, that is if for every $`m`$ there is a constant $`C_m`$ such that
$$|\widehat{u}(\xi )|C_m(1+|\xi |)^m\xi ^n.$$
(19)
Thus in order to investigate the singularities of a distribution $`u𝒟^{}(X)`$ locally at the point $`xX`$, we are led to analyze the Fourier transform $`\widehat{\varphi u}`$ for test functions $`\varphi 𝒞_0^{\mathrm{}}(X)`$ with $`\varphi (x)0`$ which cut off the singularities far away from $`x`$. Then $`x\mathrm{sing}\mathrm{supp}u`$ iff there is no $`\varphi `$ such that $`\widehat{\varphi u}`$ falls off rapidly in all directions.
This immediately suggests two refinements of the singular support: we may ask
* If $`\widehat{\varphi u}`$ does not decay rapidly in all directions, which are those directions in Fourier space which are responsible for the singularity?
* If $`\widehat{\varphi u}`$ does not fall off rapidly, how fast does it decay?
The first question leads directly to the notion of the wave front set, while the second question motivates the definition of local Sobolev spaces $`H^s(x)`$. In combination one can define $`H^s`$-wave front sets, but in the following we will only be interested in the $`𝒞^{\mathrm{}}`$-case:
###### Definition 1.
Let $`u𝒟^{}(X)`$, $`X^n`$. A point $`(x,\xi )X\times (^n\{0\})`$ is called a regular directed point of $`u`$ if there is a function $`\varphi 𝒞_0^{\mathrm{}}(X)`$, not vanishing at $`x`$, such that for any $`m`$ there is a constant $`C_m`$ with
$$|\widehat{\varphi u}(\xi ^{})|C_m(1+|\xi ^{}|)^m$$
(20)
for all $`\xi ^{}`$ in a conic neighbourhood $`\mathrm{\Gamma }^n\{0\}`$ of $`\xi `$. (A neighbourhood $`\mathrm{\Gamma }`$ is called conic if with $`\xi \mathrm{\Gamma }`$ all points $`t\xi `$, $`t^+`$, are contained in $`\mathrm{\Gamma }`$.)
The wave front set of $`u`$, denoted $`WF(u)`$, is the complement in $`X\times (^n\{0\})`$ of the set of regular directed points of $`u`$.
###### Example.
The wave front set of the $`\delta `$-distribution $`\delta 𝒟^{}(^n)`$ is
$$WF(\delta )=\left\{(0,\xi )\right|\xi ^n\{0\}\}.$$
(21)
This can directly be seen from its Fourier transform
$$\widehat{\varphi \delta }(\xi )=\delta (e^{i<\xi ,>}\varphi )=\varphi (0)$$
(22)
which does not decay rapidly in any direction.
Our second example shows that the wave front set does not always contain the whole Fourier space for all points of the singular support:
###### Example.
The distribution $`u𝒟^{}()`$, $`u(x)=\frac{1}{x+iϵ},`$ has got the wave front set
$$WF(u)=\left\{(0,\xi )\right|\xi ^+\{0\}\}$$
(23)
which can be seen from its Fourier transform
$$\widehat{u}(\xi )=i\sqrt{2\pi }\theta (\xi ).$$
(24)
We will now collect some basic properties of the wave front set :
###### Theorem 1.
1. $`WF(u)`$ is a closed conic subset of $`X\times (^n\{0\})`$.
2. The wave front set is a refinement of the singular support:
$$\pi (WF(u))=\mathrm{sing}\mathrm{supp}u.$$
(25)
In particular, the wave front set of a smooth function is empty.
3. For any partial differential (or more generally any pseudo-differential) operator $`P`$ we have the pseudolocal property
$$WF(Pu)WF(u).$$
(26)
4. Let $`U,V^n`$, $`u𝒟^{}(V)`$, and $`\chi :UV`$ a diffeomorphism such that $`\chi ^{}u𝒟^{}(U)`$ is the distribution pulled back by $`\chi `$: $`\chi ^{}u(f)=u(f\chi ^1)`$. Then
$$WF(\chi ^{}u)=\chi ^{}WF(u)\{\left(\chi ^1(x),^t\chi ^{}(\chi ^1(x))\xi \right)|(x,\xi )WF(u)\}.$$
(27)
In particular, under coordinate transformations the elements of the wave front set transform like covectors. Thus the wave front set can be defined for distributions on differentiable manifolds by gluing together wave front sets over the coordinate patches, and for $`u𝒟^{}()`$ we have $`WF(u)T^{}\mathrm{𝟎}`$.
The wave front set can be defined in a second way which will be important for the investigation of solutions of partial differential equations as well as for the generalization to vector-valued distributions. But first we need some notions from the theory of partial differential operators (PDOs):
A PDO $`A`$ is a polynomial of partial derivatives, $`A=P(x,)`$. In momentum space it acts like multiplication by the same polynomial of momenta $`P(x,i\xi )=\sigma _A(x,\xi )`$ which is called the symbol of $`A`$. The leading order $`a(x,\xi )`$ of $`\sigma _A`$ is called the principal symbol $`\sigma _P(A)`$. The generalization to a manifold $``$ via local charts is obvious, and it should be noted that the principal symbol is then a well-defined function on $`T^{}`$.
Usually this is generalized to pseudo-differential operators ($`\mathrm{\Psi }`$DOs), where $`\sigma _A(x,\xi )`$ may be a more general but still well-behaved function, not necessarily a polynomial (for details see ). In this work we will only deal with classical $`\mathrm{\Psi }`$DOs whose symbol is an asymptotic sum of homogeneous terms. The set of classical $`\mathrm{\Psi }`$DOs on $``$ of order $`m`$ will be denoted $`L^m()`$.
The characteristic set of a $`\mathrm{\Psi }`$DO $`AL^m()`$ with principal symbol $`a=\sigma _P(A)`$ is defined as
$$\mathrm{char}(A)=\left\{(x,\xi )T^{}\mathrm{𝟎}\right|a(x,\xi )=0\}$$
(28)
and can be interpreted as the set of all directions $`\xi `$ suppressed by $`A`$ to leading order, at a point $`x`$.
Now the following theorem makes precise the intuitive statement that the singular directions of a distribution (which make up the wave front set) are just those directions that have to be suppressed to leading order by any operator that maps the distribution to a smooth function.
###### Theorem 2.
For the wave front set of a distribution $`u𝒟^{}()`$ we have
$$WF(u)=\underset{Au𝒞^{\mathrm{}}()}{}\mathrm{char}(A),$$
(29)
where the intersection is taken over all pseudo-differential operators $`AL^0()`$ with $`Au𝒞^{\mathrm{}}()`$.
This property of the wave front set is particularly useful if we know such an operator $`A`$ with $`Au𝒞^{\mathrm{}}`$, especially if $`u`$ is a solution of a partial differential equation. The first part of the following theorem is then obvious, but for certain operators one can make an even stronger statement which goes under the name ‘propagation of singularities theorem’ and was first proved by Duistermaat and Hörmander :
###### Theorem 3.
Let $`PL^m()`$ be a $`\mathrm{\Psi }`$DO on $``$ with principal symbol $`p`$. If $`u𝒟^{}()`$ such that $`Pu𝒞^{\mathrm{}}()`$, then
$$WF(u)\mathrm{char}(P).$$
(30)
If furthermore $`P`$ is of real principal type, then $`WF(u)`$ is invariant under the flow generated by the Hamiltonian vector field of $`p`$.
Here we have imposed a natural restriction on $`P`$ in order to obtain a real Hamiltonian and a non-degenerate Hamiltonian flow:
###### Definition 2.
A pseudo-differential operator $`PL^m()`$ is said to be of real principal type if its principal symbol $`p(x,\xi )`$ is real and for $`p=0`$ the Hamiltonian vector field $`H_p`$,
$$H_p(x,\xi )=\underset{\mu }{}_{\xi _\mu }p(x,\xi )_{x^\mu }\underset{\mu }{}_{x^\mu }p(x,\xi )_{\xi _\mu },$$
(31)
does not vanish nor does it have the radial direction, that is $`H_p\frac{p}{x^\mu }\frac{}{\xi _\mu }`$.
Thus the wave front set of a distribution $`u`$ with $`Pu=0`$ is made up of integral curves of $`H_p`$ in $`\mathrm{char}(P)`$ which are also called the null bicharacteristics of $`P`$. Their projections onto $``$ are called the bicharacteristic curves of $`P`$ and constitute the singular support of $`u`$.
To illustrate this theorem, let us take a look at a physical example, the wave operator on a curved spacetime:
###### Example.
Let $`(,g)`$ be a spacetime, $`f,b𝒞^{\mathrm{}}()`$, such that $`0f(x)x`$, and $`a\mathrm{\Gamma }(,T)`$. The operator
$$P=f\mathrm{}+a^\mu _\mu +b,\mathrm{}=g^{\mu \nu }_\mu _\nu ,$$
(32)
has got the principal symbol $`p(x,\xi )=f(x)g^{\mu \nu }(x)\xi _\mu \xi _\nu =f\xi ^2`$. Hence, $`P`$ is of real principal type.
For $`(x,\xi )\mathrm{char}(P)`$ we see that the covector $`\xi `$ has to be lightlike. Furthermore, for $`\xi ^2=0`$ the function $`p(x,\xi )=\xi ^2`$ is a well-known Hamiltonian that generates the null geodesics which is not affected by the nonvanishing factor $`f`$. Therefore the bicharacteristic curves of $`P`$ are null geodesics $`x(\tau )`$.
From Hamilton’s equations we obtain
$$\frac{dx^\mu }{d\tau }=\frac{dp(x,\xi )}{d\xi _\mu }=2f(x(\tau ))g^{\mu \nu }\xi _\nu $$
(33)
which means that $`\xi `$ is tangent to the geodesic. By reparameterization of the geodesic one can achieve $`\xi (\tau )=\frac{dx}{d\tau }(\tau )`$ for all values of the curve parameter $`\tau `$. The factor, however, is irrelevant in what follows since the wave front set is conic in $`\xi `$.
Thus the null bicharacteristics of $`P`$ are curves $`(x,\xi )(\tau )T^{}\mathrm{𝟎}`$ such that $`x(\tau )`$ describes a lightlike geodesic and $`\xi (\tau )`$ is tangent to $`x(\tau )`$ for all values of $`\tau `$.
Applying theorem 3, we conclude that the singular support of a distribution $`u`$ which solves the wave equation, i.e. $`Pu=0`$, is a union of null geodesics, while the wave front set additionally indicates the covectors tangent to the geodesics in the singular support. Note that the geodesics are directed and that the wave front set may contain only the future or past directed covectors.
If we take light rays as distributional solutions of the wave equation, this result can be interpreted as the well-known fact that light propagates along lightlike geodesics.
### 3.2 Vector-valued distributions – the polarization set
We will now go over to vector-valued distributions $`u𝒟^{}(,^N)`$, i.e. vectors $`u=(u_i)_{i=1\mathrm{}N}`$ of distributions $`u_i𝒟^{}()`$. This section is mainly a review of .
The wave front set of a vector-valued distribution $`u=(u_i)𝒟^{}(,^N)`$ is just defined as the union of the wave front sets of all its components:
$$WF(u)=\underset{i=1}{\overset{N}{}}WF(u_i).$$
(34)
Because of theorem 2, this is nothing but
$$WF(u)=\underset{i=1}{\overset{N}{}}\underset{Au_i𝒞^{\mathrm{}}()}{}\mathrm{char}(A).$$
(35)
The wave front set does not contain any information about the components of the distribution that are singular. In order to specify the singular directions in the vector space $`^N`$, one could consider vector-valued operators that map the vector-valued distribution to a smooth scalar function, instead of just looking at scalar operators mapping the individual components to smooth functions. This approach leads to the definition of the polarization set:
###### Definition 3.
The polarization set of a distribution $`u𝒟^{}(,^N)`$ is defined as
$$WF_{pol}(u)=\underset{Au𝒞^{\mathrm{}}()}{}𝒩_A,$$
(36)
$$𝒩_A=\left\{(x,\xi ;w)(T^{}\mathrm{𝟎})\times ^N\right|w\mathrm{ker}a(x,\xi )\},$$
(37)
where the intersection is taken over all $`1\times N`$ systems $`AL^0()^N`$ of classical $`\mathrm{\Psi }`$DOs with principal symbol $`a`$, and $`\mathrm{ker}a(x,\xi )`$ is the kernel of the matrix $`a(x,\xi )`$.
Obviously, $`(T^{}\mathrm{𝟎})\times \{0\}WF_{pol}(u)`$ for any $`u𝒟^{}(,^N)`$. Furthermore, the polarization set is closed, linear in the fibre and conic in the $`\xi `$-variable.
For scalar distributions ($`N=1`$) the polarization set contains the same information as the wave front set. For arbitrary $`N`$, we get back the wave front set by projecting the nontrivial points onto the cotangent bundle:
###### Theorem 4.
Let $`u𝒟^{}(,^N)`$ and $`\pi _{1,2}:T^{}\times ^NT^{}`$ be the projection onto the cotangent bundle: $`\pi _{1,2}(x,\xi ;w)=(x,\xi )`$. Then
$$\pi _{1,2}(WF_{pol}(u)(T^{}\times \{0\}))=WF(u).$$
(38)
In this way the polarization set is a refinement of the wave front set. In addition, it contains information about the directions in the additional vector space in which the distribution is singular.
###### Example.
Let $`u=(u_1,u_2)𝒟^{}(,^2)`$ and $`(y,\eta )WF(u_1)`$. Then
$$WF_{pol}(u)\left\{(x,\xi ;(0,z))(T^{}\mathrm{𝟎})\times ^2,z\right\}$$
(39)
over a conic neighbourhood of $`(y,\eta )`$.
The polarization set indicates only the most singular directions, even if the projection of the distribution on other directions is also singular, as the following example shows:
###### Example.
Let $`u=(v,\mathrm{\Delta }v)𝒟^{}(^n,^2)`$, where $`v𝒟^{}(^n)`$ and $`\mathrm{\Delta }`$ is the Laplacian on $`^n`$. Then
$$WF_{pol}(u)\left\{(x,\xi ;(0,z))(T^{}^n\mathrm{𝟎})\times ^2,z\right\},$$
(40)
because $`\mathrm{\Delta }u_1u_2=0`$ and $`\mathrm{ker}\sigma _P(\mathrm{\Delta },\mathrm{𝟏})(x,\xi )=\mathrm{ker}(\xi ^2,0)=\{(0,z),z\}`$.
Our third example shows that the direction of the strongest singularities in $`^N`$ can depend on the singular direction in the cotangent bundle:
###### Example.
Let $`u=\delta ^{(2)}=(_{x_1}\delta ^{(2)},_{x_2}\delta ^{(2)})𝒟^{}(^2,^2)`$. Then
$$WF_{pol}(u)\left\{(0,\xi ;\lambda \xi )(T^{}^2\mathrm{𝟎})\times ^2,\lambda \right\},$$
(41)
since $`u`$ solves the equation $`(_{x_2},_{x_1})u=0`$, and $`\mathrm{ker}(i\xi _2,i\xi _1)=(\xi _1,\xi _2)`$ for $`\xi 0`$.
The polarization set has got an interesting transformation property under the action of a system of partial differential operators:
###### Theorem 5.
Let $`A`$ be an $`M\times N`$ system of pseudo-differential operators on $``$ with principal symbol $`a(x,\xi )`$, and $`u𝒟^{}(,^N)`$. Then
$$a(WF_{pol}(u))WF_{pol}(Au),$$
(42)
where a acts on the fibre: $`a(x,\xi ;w)=(x,\xi ;a(x,\xi )w)`$.
If $`E`$ is an $`N\times N`$ system of pseudo-differential operators on $``$ and its principal symbol $`e(x,\xi )`$ is not characteristic at $`(y,\eta )T^{}\mathrm{𝟎}`$, i.e. $`dete(y,\eta )0`$, then
$$e(WF_{pol}(u))=WF_{pol}(Eu)$$
(43)
over a conic neighbourhood of $`(y,\eta )`$.
Note the different order of the inclusion in (42) compared to (26). Since the polarization set only indicates the most singular directions, the projection on orthogonal directions can change the polarization set substantially.
From (43) we learn that the polarization set behaves covariantly under a change of basis in the vector space $`^N`$. Thus the polarization set of a distribution $`u𝒟^{}(,E)`$ taking values in a vector bundle $`E`$ can be defined by gluing together the polarization sets of local trivializations. This gives a well-defined subset $`WF_{pol}(u)\pi ^{}E`$ of the vector bundle $`E`$ lifted over the cotangent bundle.
Like in the scalar case, we are interested in the propagation of singularities for a solution of a system of partial differential equations. Again it turns out that there is a powerful theorem for a restricted class of operators.
###### Definition 4.
An $`N\times N`$ system $`P`$ of pseudo-differential operators on $``$ with principal symbol $`p(x,\xi )`$ is said to be of real principal type at $`(y,\eta )T^{}\mathrm{𝟎}`$ if there is an $`N\times N`$ symbol $`\stackrel{~}{p}(x,\xi )`$ such that
$$\stackrel{~}{p}(x,\xi )p(x,\xi )=q(x,\xi )\mathrm{𝟏}$$
(44)
in a neighbourhood of $`(y,\eta )`$, with a scalar symbol $`q(x,\xi )`$ of real principal type. We say that $`P`$ is of real principal type in $`𝒪T^{}\mathrm{𝟎}`$ if it is at all points $`(y,\eta )𝒪`$.
The choice of $`\stackrel{~}{p}`$ and $`q`$ is not unique, but it can be shown that the only freedom is the multiplication by a smooth non-vanishing function on $`T^{}\mathrm{𝟎}`$.
From now on let $`P`$ be an $`N\times N`$ system of classical pseudo-differential operators $`P`$ of real principal type of order $`m`$, $`u`$ a solution of $`Pu=0`$, and locally $`\stackrel{~}{p}(x,\xi )`$ and $`q(x,\xi )`$ are chosen as above such that
$$\stackrel{~}{p}p=q\mathrm{𝟏}.$$
(45)
We define the set
$$\mathrm{\Omega }_P=\left\{(x,\xi )T^{}\mathrm{𝟎}\right|detp(x,\xi )=0\}.$$
(46)
Because of (45), we have $`\mathrm{\Omega }_P=q^1(0)`$ locally. If $`Pu𝒞^{\mathrm{}}`$, for the existence of nontrivial elements $`(x,\xi ;w)𝒩_P`$ in the polarization set over a point $`(x,\xi )`$, by definition it is necessary that $`w\mathrm{ker}p(x,\xi )`$, that is, $`\mathrm{ker}p(x,\xi )\{0\}`$. This means that $`(x,\xi )`$ and thus the whole set $`WF(u)`$ has to be a subset of $`\mathrm{\Omega }_P`$.
It can now easily be shown that the wave front set is a union of null bicharacteristics of $`q`$ in $`\mathrm{\Omega }_P`$. Though the bicharacteristics are not independent of the choice of $`q`$, we will just call them the bicharacteristics in $`\mathrm{\Omega }_P`$ without referring to a special choice of $`q`$. A different choice of $`q`$ only leads to a multiplication of the $`\xi `$-variable by a scalar factor which is irrelevant since the wave front set is conic in $`\xi `$. In fact, in general it is not even possible to choose $`q`$ globally, and several coordinate patches must be glued together anyhow.
Once we know the wave front set of the distribution $`u`$, the remaining task is to calculate the polarization vectors over the points in the wave front set. It turns out that these vectors follow a simple parallel transport law along the bicharacteristics that form the wave front set.
This parallel transport, which we will introduce in a second, does not only depend on the principal symbol as in the scalar case, but also the subprincipal symbol contributes. The symbol of $`P`$ is a sum of homogeneous terms,
$$\sigma (P)(x,\xi )=p(x,\xi )+p_{m1}(x,\xi )+p_{m2}(x,\xi )+\mathrm{},$$
(47)
where $`p=\sigma _P(P)`$ is the principal symbol, and $`p_j`$ is homogeneous of order $`j`$. The subprincipal symbol is now defined as
$$p^s(x,\xi )=p_{m1}(x,\xi )\frac{1}{2i}\underset{\mu }{}\frac{^2p(x,\xi )}{x^\mu \xi _\mu }.$$
(48)
Furthermore let
$$\{\stackrel{~}{p},p\}=\underset{\mu }{}\frac{\stackrel{~}{p}(x,\xi )}{\xi _\mu }\frac{p(x,\xi )}{x^\mu }\underset{\mu }{}\frac{\stackrel{~}{p}(x,\xi )}{x^\mu }\frac{p(x,\xi )}{\xi _\mu }$$
(49)
be the Poisson bracket and
$$H_q(x,\xi )=\underset{\mu }{}\left(\frac{q(x,\xi )}{\xi _\mu }\frac{}{x^\mu }\frac{q(x,\xi )}{x^\mu }\frac{}{\xi _\mu }\right)$$
(50)
the Hamiltonian vector field of $`q`$.
###### Definition 5.
For a smooth section $`w`$ of the vector bundle $`(T^{}\mathrm{𝟎})\times ^N`$, we define Dencker’s connection as
$$D_Pw=H_qw+\frac{1}{2}\{\stackrel{~}{p},p\}w+i\stackrel{~}{p}p^sw.$$
(51)
This is a partial connection along the bicharacteristics in $`\mathrm{\Omega }_P`$, that is a connection on all $`^N`$-vector bundles over these bicharacteristics. Furthermore, it can be shown that (51) defines a partial connection in $`𝒩_P`$, this means that for every vector field $`w`$ along a bicharacteristic $`\gamma `$ in $`\mathrm{\Omega }_P`$ we have $`D_Pw\mathrm{ker}p`$ along $`\gamma `$ if and only if $`w\mathrm{ker}p`$ along $`\gamma `$. The equation $`D_Pw=0`$ can then be solved with $`(x,\xi ;w)𝒩_P`$, which is a necessary condition for elements of the polarization set.
Again, the definition of the connection depends on the choice of $`\stackrel{~}{p}`$ and $`q`$, but it can be shown that a different choice changes a solution of the equation $`D_Pw=0`$ in $`𝒩_P`$ only by a scalar factor. Therefore, we define a Hamilton orbit of a system $`P`$ of real principal type as a line bundle $`L𝒩_P|_\gamma `$ over a bicharacteristic $`\gamma `$ in $`\mathrm{\Omega }_P`$ which is spanned by a section $`w`$ satisfying the equation $`D_Pw=0`$, i.e., that is parallel with respect to Dencker’s connection. These Hamilton orbits are then independent of the choice of $`\stackrel{~}{p}`$.
Now we are prepared to state the main result of , the theorem on the propagation of singularities for vector-valued distributions:
###### Theorem 6.
Let $`P`$ be an $`N\times N`$ system of classical pseudo-differential operators over a manifold $``$, and $`u𝒟^{}(,^N)`$. Furthermore, let $`P`$ be of real principal type at $`(y,\eta )\mathrm{\Omega }_P`$, and $`(y,\eta )WF(Pu)`$. Then, over a neighbourhood of $`(y,\eta )`$ in $`\mathrm{\Omega }_P`$, $`WF_{pol}(u)`$ is a union of Hamilton orbits of $`P`$.
Though it is not obvious from the definition (51), in interesting cases Dencker’s connection takes on a very simple form. We will illustrate this by a physical example that was already discussed by Radzikowski in a slightly modified way.
###### Example.
We investigate Maxwell’s equations on a spacetime $`(,g)`$. For a vector field $`A\mathrm{\Gamma }(,T)`$ in Lorentz gauge ($`_\mu A^\mu =0`$), in a local coordinate frame they read
$$\mathrm{}_gA^\nu R_{}^{\nu }{}_{\mu }{}^{}A^\mu =0,\mathrm{}_g=g^{\rho \sigma }_\rho _\sigma .$$
(52)
We want to calculate Dencker’s connection for the operator
$$P_{}^{\nu }{}_{\mu }{}^{}=\mathrm{}_{g}^{}{}_{}{}^{\nu }{}_{\mu }{}^{}R_{}^{\nu }{}_{\mu }{}^{}=g^{\rho \sigma }(\delta _\mu ^\nu _\rho _\sigma +\mathrm{\Gamma }_{}^{\nu }{}_{\rho \mu }{}^{}_\sigma \delta _\mu ^\nu \mathrm{\Gamma }_{}^{\lambda }{}_{\rho \sigma }{}^{}_\lambda +\mathrm{\Gamma }_{}^{\nu }{}_{\sigma \mu }{}^{}_\rho )+\mathrm{},$$
(53)
where the dots stand for lower order terms that do not contribute to Dencker’s connection.
The principal symbol of $`P`$ is
$$p(x,\xi )_{}^{\nu }{}_{\mu }{}^{}=g^{\rho \sigma }(x)\xi _\rho \xi _\sigma \delta _\mu ^\nu ,$$
(54)
so that we can choose
$$\stackrel{~}{p}_{}^{\lambda }{}_{\nu }{}^{}=\sqrt{g}\delta _\nu ^\lambda ,q(x,\xi )=\sqrt{g}g^{\rho \sigma }\xi _\rho \xi _\sigma $$
(55)
to get $`\stackrel{~}{p}p=q\mathrm{𝟏}`$. The factor $`\sqrt{g}`$ is introduced for no obvious reason, but it turns out that it simplifies the calculation. We see that $`q`$ is a scalar symbol of real principal type, therefore $`P`$ is of real principal type.
The bicharacteristic curves of $`q`$ are again the null geodesics, and the space $`\mathrm{\Omega }_P=q^1(0)`$ consists of all lightlike vectors in $`T^{}\mathrm{𝟎}`$. Since $`p\mathrm{𝟏}`$, the space $`\mathrm{ker}p(x,\xi )`$ on which Dencker’s connection acts is the whole tangent space.
Putting together the different terms in (51) and using well-known identities for the Christoffel symbols and Hamilton’s equations, we arrive at
$`(D_Pw)^\nu `$ $`=`$ $`\left(H_qw+{\displaystyle \frac{1}{2}}\{\stackrel{~}{p},p\}w+i\stackrel{~}{p}p^sw\right)^\nu `$ (56)
$`=`$ $`{\displaystyle \frac{dw^\nu }{d\tau }}+\mathrm{\Gamma }_{}^{\nu }{}_{\rho \mu }{}^{}\dot{x}^\rho w^\mu `$
$`=`$ $`\left((\pi ^{}_\tau )w\right)^\nu ,`$
for a vector field $`w(x(\tau ),\xi (\tau ))`$ along the null bicharacteristics. That is, Dencker’s connection for $`P`$ (with respect to our choice of $`\stackrel{~}{p}`$) is just the usual Levi-Civitá connection, lifted over the cotangent bundle and restricted to the bicharacteristics. Thus a vector field over one of the bicharacteristics is parallel with respect to Dencker’s connection (and thereby generates a Hamilton orbit) iff the projected vector field over the characteristic curve is parallel with respect to the Levi-Civitá connection.
Thus, following the theorem on the propagation of singularities, the polarization set of a solution of Maxwell’s equations is a union of such Hamilton orbits, that is it consists of curves $`(x,\xi ;w)(\tau )\pi ^{}T`$ such that
* $`x(\tau )`$ describes a null geodesic,
* $`\xi (\tau )`$ is tangent to the geodesic and
* $`w(\tau )`$ is parallel transported along the geodesic.
In physical language, we have reproduced the well-known result on the propagation of light in a curved spacetime: light travels along lightlike geodesics, while the polarization vector is parallel transported along the path.
In particular this means that spacetime curvature cannot lead to double refraction which is only possible if matter effects are introduced into Maxwell’s equations. Double refraction may then occur at points where the operator $`P`$ is no longer of real principal type. This was also investigated by Dencker .
## 4 Singularity structure of the two point function
We are now going to investigate the singularity structure of the two point function of Hadamard states using the microlocal techniques that were introduced in the previous section.
The wave front set of a scalar Hadamard distribution was first calculated by Radzikowski . After we have reviewed his results, we will derive an analogous result for the wave front set of the two point function of the free Dirac field and furthermore calculate its polarization set.
### 4.1 Klein-Gordon field
Let us first state the main result by Radzikowski :
###### Theorem 7.
A quasi-free state of the Klein-Gordon field on a globally hyperbolic spacetime $``$ is a Hadamard state if and only if its two point distribution $`\mathrm{\Lambda }`$ has got the following wave front set:
$$WF(\mathrm{\Lambda })=\left\{(x,y;\xi ,\eta )T^{}(\times )\mathrm{𝟎}\right|(x,\xi )(y,\eta ),\xi \overline{V}_x^+\}.$$
(57)
The equivalence relation $`(x,\xi )(y,\eta )`$ means that there is a lightlike geodesic $`\gamma `$ connecting $`x`$ and $`y`$, such that at the point $`x`$ the covector $`\xi `$ is tangent to $`\gamma `$ and $`\eta `$ is the vector parallel transported along the curve $`\gamma `$ at $`y`$ which is again tangent to $`\gamma `$. On the diagonal $`(x,\xi )(x,\eta )`$ if $`\xi `$ is lightlike and $`\xi =\eta `$.
Thus the two point distribution of a Hadamard state is singular only for pairs of points that can be connected by a lightlike geodesic. In addition, the condition $`\xi \overline{V}_x^+`$ expresses the fact that only positive frequencies contribute and can be viewed as the microlocal remnant of the spectrum condition. The obvious advantage of our formalism from microlocal analysis is that the spectrum condition (for the free scalar field) is now formulated also for curved spacetimes.
This microlocal characterization of the Hadamard condition opens the door for further investigations of Hadamard states using the powerful tools from microlocal analysis. As a first example, in it was shown that certain states that were known long before, the ground- and KMS-states on static spacetimes and adiabatic states of infinite order on Robertson-Walker spacetimes, are indeed Hadamard states.
We will now briefly review Köhler’s proof that the two point function of a Hadamard state has got the given wave front set, since it will lead us in the generalization to the Dirac field.
First we take a look at the two point function on flat spacetime:
###### Theorem 8.
On Minkowski spacetime the two point function of the free Klein-Gordon field in the vacuum state has got the wave front set
$`WF(\mathrm{\Lambda })`$ $`=`$ $`\{(x,y;\xi ,\xi )T^{}(^{1,3}\times ^{1,3})|\begin{array}{c}xy,(xy)^2=0,.\hfill \\ .\xi ||(xy),\xi _0>0\}\hfill \end{array}`$ (60)
$`\left\{(x,x;\xi ,\xi )T^{}(^{1,3}\times ^{1,3})\right|\xi ^2=0,\xi _0>0\},`$
i.e. it is of the form (57).
A complete proof can be found in , or the wave front set can be read off from the well-known Fourier transform
$$\widehat{\mathrm{\Lambda }}(\xi ,\eta )=(2\pi )^1\delta (\xi +\eta )\theta (\xi _0)\delta (\xi ^2m^2).$$
(61)
The extension of this theorem to arbitrary spacetimes is done by deforming the spacetime such that the metric is flat in one part of the spacetime. The known singularity structure in the flat part can then be shifted to the curved part by applying Hörmander’s theorem on the propagation of singularities.
The proof makes use of the following theorem which was proved in based on ideas from :
###### Theorem 9.
Let $`(,g)`$ be a globally hyperbolic spacetime and $`x`$ a point on a Cauchy surface $`\mathrm{\Sigma }`$. Then there is a neighbourhood $`U`$ of $`x`$ and a globally hyperbolic spacetime $`(\stackrel{~}{},\stackrel{~}{g})`$ with the following properties:
1. A causal normal neighbourhood $`𝒩`$ of $`\mathrm{\Sigma }`$ with $`U𝒩`$ is isometric to a neighbourhood $`\stackrel{~}{𝒩}`$ in $`\stackrel{~}{}`$, and the isometry $`\rho :𝒩\stackrel{~}{𝒩}`$ maps $`\mathrm{\Sigma }`$ to a Cauchy surface $`\stackrel{~}{\mathrm{\Sigma }}\stackrel{~}{𝒩}`$.
2. There is a spacelike hypersurface $`\widehat{\mathrm{\Sigma }}`$ together with a neighbourhood $`\widehat{U}`$ in $`\stackrel{~}{}`$ such that $`\stackrel{~}{g}`$, restricted to $`\widehat{U}`$, is the Minkowski metric and $`\rho (U)\stackrel{~}{U}D(\widehat{\mathrm{\Sigma }})`$.
The two point function $`\mathrm{\Lambda }`$ which is given on the neighbourhood $`𝒩`$ of the Cauchy surface $`\mathrm{\Sigma }`$ and thereby also on $`\stackrel{~}{𝒩}=\rho (𝒩)`$ now induces a Hadamard two point distribution $`\stackrel{~}{\mathrm{\Lambda }}`$ on the whole deformed spacetime $`\stackrel{~}{}`$ such that $`\mathrm{\Lambda }|_{𝒩\times 𝒩}=\rho ^{}(\stackrel{~}{\mathrm{\Lambda }}|_{\stackrel{~}{𝒩}\times \stackrel{~}{𝒩}})`$.
In the flat part of $`\stackrel{~}{}`$ we already know the wave front set of the distribution $`\stackrel{~}{\mathrm{\Lambda }}`$. Since only local properties of the spacetime in a neighbourhood of a Cauchy surface enter into the Hadamard condition and the metric on $`\widehat{U}`$ is flat, on $`\widehat{U}\times \widehat{U}`$ we have because of theorem 8:
$$(\widehat{x},\widehat{y};\widehat{\xi },\widehat{\eta })WF(\stackrel{~}{\mathrm{\Lambda }}|_{\widehat{U}\times \widehat{U}})(\widehat{x},\widehat{\xi })(\widehat{y},\widehat{\eta }),\widehat{\xi }\overline{V}_{\widehat{x}}^+.$$
(62)
$`\stackrel{~}{\mathrm{\Lambda }}`$ solves the Klein-Gordon equation in the second variable, therefore we can apply theorem 3 on the propagation of singularities for the operator $`\mathrm{𝟏}(\mathrm{}+m^2)`$ to get the singular directions of $`\stackrel{~}{\mathrm{\Lambda }}`$ for points in $`\widehat{U}\times \stackrel{~}{U}`$. From our investigation of the wave operator in the previous section, we learned that two points $`(x,\xi )`$ and $`(y,\eta )`$ lie on the same null bicharacteristic for the operator $`\mathrm{}+m^2`$ iff $`(x,\xi )(y,\eta )`$. Because of $`\stackrel{~}{U}D(\widehat{U})`$, every null geodesic through $`\stackrel{~}{U}`$ intersects $`\widehat{U}`$, and theorem 3 tells us that
$`(\widehat{x},y;\widehat{\xi },\eta )WF(\stackrel{~}{\mathrm{\Lambda }}|_{\widehat{U}\times \stackrel{~}{U}})`$ $``$ $`(\widehat{x},\widehat{y};\widehat{\xi },\widehat{\eta })WF(\stackrel{~}{\mathrm{\Lambda }}|_{\widehat{U}\times \widehat{U}}),(y,\eta )(\widehat{y},\widehat{\eta })`$ (63)
$``$ $`(y,\eta )(\widehat{x},\widehat{\xi }),\widehat{\xi }\overline{V}_{\widehat{x}}^+.`$
The same argument for the operator $`(\mathrm{}+m^2)\mathrm{𝟏}`$ gives us the wave front set for points in $`\stackrel{~}{U}\times \stackrel{~}{U}`$:
$$(x,y;\xi ,\eta )WF(\stackrel{~}{\mathrm{\Lambda }}|_{\stackrel{~}{U}\times \stackrel{~}{U}})(x,\xi )(\widehat{x},\widehat{\xi }),(y,\eta )(\widehat{x},\widehat{\xi }),\widehat{\xi }\overline{V}_{\widehat{x}}^+,$$
(64)
and therefore
$$WF(\stackrel{~}{\mathrm{\Lambda }}|_{\stackrel{~}{U}\times \stackrel{~}{U}})=\left\{(x,y;\xi ,\eta )T^{}(\stackrel{~}{U}\times \stackrel{~}{U})\mathrm{𝟎}\right|(x,\xi )(y,\eta ),\xi \overline{V}_x^+\}.$$
(65)
Now $`\mathrm{\Lambda }`$ is the distribution pulled back by the isometry $`\rho `$, and because of theorem 1.4 also the wave front set of $`\mathrm{\Lambda }`$ in $`U\times U`$ is of this form.
Using the same line of arguments again in the undeformed spacetime $``$, we finally obtain the wave front set of $`\mathrm{\Lambda }`$ for arbitrary pairs of points $`(x,y)\times `$:
$$WF(\mathrm{\Lambda })=\{(x,y;\xi ,\eta )T^{}(\times )\mathrm{𝟎}|(x,\xi )(y,\eta ),\xi \overline{V}_x^+\},$$
(66)
and we have finished the proof. ∎
### 4.2 Dirac field
Let us now turn to Hadamard states of the free Dirac field. We first state our main result:
###### Theorem 10.
Let $`\omega `$ be a Hadamard state of the free Dirac field on a globally hyperbolic spacetime $``$. Then its two point function $`\omega ^+`$ has got the following wave front and polarization sets:
$`WF(\omega ^+)`$ $`=`$ $`\left\{(x,y;\xi ,\eta )T^{}(\times )\mathrm{𝟎}\right|(x,\xi )(y,\eta ),\xi \overline{V}_x^+\},`$ (67)
$`WF_{pol}(\omega ^+)`$ $`=`$ $`\{(x,y;\xi ,\eta ;w)\pi ^{}(DD^{})|.`$ (68)
$`.(x,y;\xi ,\eta )WF(\omega ^+);(\mathrm{𝟏}𝒥_\gamma (x,y))w=\lambda \overline{)}\xi ,\lambda \}.`$
Here, $`𝒥_\gamma (x,y):D_y^{}D_x^{}`$ denotes the parallel transport in $`D^{}`$ along the geodesic $`\gamma `$ connecting $`x`$ and $`y`$, such that $`\xi `$ is tangent to $`\gamma `$ in the point $`x`$.
The proof is similar to that for the scalar case: We will first calculate the polarization set on Minkowski spacetime and afterwards shift the result to our spacetime $``$ by making use of Dencker’s theorem on the propagation of singularities.
###### Theorem 11.
The two point function $`\omega ^+`$ of a Hadamard state of the free Dirac field on Minkowski spacetime $`=^{1,3}`$ is (up to a smooth part) of the form
$$\omega ^+=\left[(i\overline{)}+m)\mathrm{𝟏}\right](\mathrm{\Lambda }\mathrm{𝟏}),$$
(69)
where $`\mathrm{\Lambda }`$ is the two point function of a Hadamard state of the free Klein-Gordon field. Its polarization set is
$`WF_{pol}(\omega ^+)=`$ (70)
$`\left\{(x,y;\xi ,\eta ;\lambda \overline{)}\xi )\pi ^{}(DD^{})\right|(x,y;\xi ,\eta )WF(\mathrm{\Lambda }),\lambda \}.`$
###### Proof.
The bundle $`DD^{}`$ over Minkowski spacetime $`=^{1,3}`$ is the trivial bundle $`(\times )\times ^{4\times 4}`$. Thus we can simplify our notation by identifying the spinor spaces over all points. Also, the covariant derivative coincides with the partial derivative of the individual components, and the curvature scalar vanishes. Therefore the functions $`\stackrel{~}{u}`$ and $`\stackrel{~}{v}`$ in the definition (18) of a Hadamard distribution have the form $`\stackrel{~}{u}=u\mathrm{𝟏}`$, $`\stackrel{~}{v}=v\mathrm{𝟏}`$ with the corresponding scalar functions $`u`$ and $`v`$. That is, the auxiliary two point function of any Hadamard state of the free Dirac field on Minkowski spacetime is (up to a smooth part) a multiple of the unit matrix, and the nonvanishing components are two point functions of scalar Hadamard states. Since these are fixed up to a smooth part, the auxiliary two point function is of the form $`\stackrel{~}{\omega }=\mathrm{\Lambda }\mathrm{𝟏}`$ with a scalar Hadamard distribution $`\mathrm{\Lambda }`$ (up to a smooth part), and we have
$$\omega ^+=[(i\overline{)}+m)\mathrm{𝟏}](\mathrm{\Lambda }\mathrm{𝟏}).$$
(71)
From theorem 7 we know that the wave front set of $`\mathrm{\Lambda }\mathrm{𝟏}`$ has the form (57), and its polarization set is obviously
$$WF_{pol}(\mathrm{\Lambda }\mathrm{𝟏})=\left\{(x,y;\xi ,\eta ;\lambda \mathrm{𝟏})\right|(x,y;\xi ,\eta )WF(\mathrm{\Lambda }),\lambda \}.$$
(72)
We obtain $`\omega ^+`$ from $`\mathrm{\Lambda }\mathrm{𝟏}`$ by application of the operator
$$A=[(i\overline{)}+m)\mathrm{𝟏}]$$
(73)
with principal symbol $`a(x,y;\xi ,\eta )=\overline{)}\xi \mathrm{𝟏}`$. Following theorem 1, this does not enlarge the wave front set. In addition, from theorem 5 we have the following restriction on the polarization set of $`\omega ^+=A(\mathrm{\Lambda }\mathrm{𝟏})`$:
$`WF_{pol}(\omega ^+)`$ $``$ $`\left\{(x,y;\xi ,\eta ;a(x,y;\xi ,\eta )w)\right|(x,y;\xi ,\eta ;w)WF_{pol}(\mathrm{\Lambda }\mathrm{𝟏})\}`$ (74)
$`=\left\{(x,y;\xi ,\eta ;\lambda \overline{)}\xi )\right|(x,y;\xi ,\eta )WF(\mathrm{\Lambda }),\lambda \}.`$
Now $`\overline{)}\xi 0`$ if $`(x,y;\xi ,\eta )WF(\mathrm{\Lambda })`$, and since the projection of the nontrivial part of the polarization set onto the cotangent bundle gives back the wave front set, we see that by the action of $`A`$ the wave front set does not become smaller. Thus $`\omega ^+`$ has got the same wave front set as the scalar Hadamard distribution $`\mathrm{\Lambda }`$.
The equality for the polarization set in (74), however, does not follow from theorem 5, since the operator $`A`$ is characteristic just in the interesting points: we have $`deta(x,y;\xi ,\eta )=(\xi ^2)^2=0`$ for $`(x,y;\xi ,\eta )WF(\mathrm{\Lambda })`$.
Instead, we can give a direct calculation of the polarization vectors $`w`$ over a point $`(x,y;\xi ,\eta )`$ in the wave front set. Because of (71), such vectors have to be a linear combination of the unit and gamma matrices, and we can set $`w=\alpha \mathrm{𝟏}+\beta _\nu \gamma ^\nu `$.
By definition, if $`a`$ is the principal symbol of an operator $`A`$ with $`A\omega ^+=0`$, a point $`(x,y;\xi ,\eta ;w)`$ can only be contained in the polarization set of $`\omega ^+`$ if $`a(x,y;\xi ,\eta )w=0`$. We know such an operator, since the two point distribution is a solution of the Dirac equation
$$(i\overline{)}_x+m)\omega ^+(x,y)=0,$$
(75)
and we obtain
$$0=\overline{)}\xi w=\xi _\mu \gamma ^\mu (\alpha \mathrm{𝟏}+\beta _\nu \gamma ^\nu )=\alpha \xi _\mu \gamma ^\mu +\xi _\mu \beta ^\mu \mathrm{𝟏}i\underset{\mu >\nu }{}(\xi _\mu \beta _\nu \xi _\nu \beta _\mu )\sigma ^{\mu \nu },$$
(76)
where $`\sigma ^{\mu \nu }=\frac{i}{2}[\gamma ^\mu ,\gamma ^\nu ]`$. Hence, since $`\xi 0`$, we must have $`\alpha =0`$ and $`\beta =\lambda \xi `$ with $`\lambda `$. This means that the polarization vectors over points $`(x,y;\xi ,\eta )WF(\omega ^+)`$ are indeed only the vectors of the form $`w=\lambda \overline{)}\xi `$.
This completes the proof. ∎
We are now going to give a generalization to arbitrary globally hyperbolic spacetimes by using Dencker’s theorem on the propagation of singularities of vector-valued distributions. First we calculate Dencker’s connection for the Dirac equation:
###### Theorem 12.
Dencker’s connection $`D_P`$ for the Dirac operator $`P=(i\overline{)}+m)`$ acting on the Dirac bundle $`D`$ over an arbitrary spacetime $``$ can be chosen to coincide with the spin connection lifted to $`\pi ^{}D`$ and restricted to the null geodesics. The analogous statement holds for the Dirac operator on the dual bundle. In particular, the connection is independent of the mass $`m`$.
###### Proof.
A first (rather involved) proof for the Dirac equation for spinor half densities was given by Radzikowski . Here we give a simple proof that holds for the Dirac equation on $`D`$.
Once we haven chosen coordinate frames for the tangent and cotangent bundle, the operator
$$i\overline{)}+m=i\gamma ^\mu (_\mu +\sigma _\mu )+m\mathrm{𝟏}$$
(77)
has principal and subprincipal symbols
$$p(x,\xi )=\xi _\mu \gamma ^\mu (x),p^s(x,\xi )=i\gamma ^\mu (x)\sigma _\mu (x)+m\mathrm{𝟏}\frac{1}{2i}_\mu \gamma ^\mu (x).$$
(78)
We choose
$$\stackrel{~}{p}(x,\xi )=\sqrt{g(x)}\xi _\mu \gamma ^\mu (x),q(x,\xi )=\sqrt{g(x)}g^{\mu \nu }(x)\xi _\mu \xi _\nu ,$$
(79)
and see that $`\stackrel{~}{p}p=q\mathrm{𝟏}`$, thereby the operator is of real principal type. The characteristic curves of $`q`$ are again the null geodesics. Dencker’s connection acts on spinor fields $`w`$ along the bicharacteristics that lie in the kernel of $`p(x,\xi )`$ for every point $`(x,\xi )`$, that is they satisfy $`\overline{)}\xi w(x,\xi )=0`$.
Putting together the different terms in Dencker’s connection and using $`\overline{)}\xi w=0`$, Hamilton’s equations and the properties of the Christoffel symbols and the Dirac matrices, yields
$`D_Pw`$ $`=`$ $`H_qw+{\displaystyle \frac{1}{2}}\{\stackrel{~}{p},p\}+i\stackrel{~}{p}p^s`$ (80)
$`=`$ $`{\displaystyle \frac{dw}{d\tau }}+\sqrt{g}\xi _\nu \left({\displaystyle \frac{1}{2}}\gamma ^\mu (_\mu \gamma ^\nu ){\displaystyle \frac{1}{2}}(_\mu \gamma ^\nu )\gamma ^\mu {\displaystyle \frac{1}{4g}}(_\mu g)\gamma ^\nu \gamma ^\mu \right)w`$
$`+\sqrt{g}\xi _\nu \left(\gamma ^\nu \gamma ^\mu \sigma _\mu +im\gamma ^\nu {\displaystyle \frac{1}{2}}\gamma ^\nu (_\mu \gamma ^\mu )\right)w`$
$`=`$ $`\left({\displaystyle \frac{d}{d\tau }}+\dot{x}^\mu \sigma _\mu \right)w=(\pi ^{}_\tau )w,`$
which is just the covariant derivative of $`w`$ (as a vector field along the geodesic) along the geodesic line with respect to the spin connection.
The proof for the adjoint operator is done in the same way. ∎
The proof of theorem 10 now proceeds like in the scalar case. The spacetime is deformed such that one part $`\widehat{U}`$ carries the Minkowski metric. By the isometry $`\rho `$, the undeformed part of the deformed spacetime inherits a spin structure which can be extended to the whole spacetime, since in the globally hyperbolic case all spin structures are trivial bundles. Because the metric stays unchanged in a neighbourhood of a Cauchy surface, the two point function of the Hadamard state on the undeformed spacetime induces a Hadamard two point function on the whole deformed spacetime.
The polarization set in the flat part $`\widehat{U}`$ was calculated above. On the diagonal we have
$$(\widehat{x},\widehat{x};\widehat{\xi },\widehat{\eta };w)WF_{pol}(\omega ^+|_{\widehat{U}\times \widehat{U}})\widehat{\eta }=\widehat{\xi }\overline{V}_{\widehat{x}}^+,\widehat{\xi }^2=0;w=\lambda \overline{)}\widehat{\xi },\lambda .$$
(81)
In order to calculate the polarization vectors $`w`$ over a point $`(x,x)\stackrel{~}{U}\times \stackrel{~}{U}`$ in the curved part of the spacetime, we make use of the fact that the two point distribution solves the equation
$$P\omega ^+=\left((i\overline{)}+m)\mathrm{𝟏}+\mathrm{𝟏}(i\overline{)}+m)\right)\omega ^+=0.$$
(82)
The curves $`(x,x;\xi ,\xi )(\tau )`$ such that $`x(\tau )`$ is a null geodesic and $`\xi (\tau )`$ is tangent to the curve $`x(\tau )`$ for any $`\tau `$ are null bicharacteristics of this operator. As a corollary to theorem 12, one can easily see that Dencker’s connection for $`P`$ is $`D_P=\pi ^{}(_\tau _\tau )`$ along these curves.
According to theorem 6, the polarization set of $`\omega ^+`$ consists of Hamilton orbits for the operator $`P`$. These are sections $`w`$ of the bundle $`\pi ^{}(DD^{})`$ along the null bicharacteristics that are parallel with respect to the connection $`D_P`$. In our case, for the bicharacteristics $`(x,x,\xi ,\xi )`$ this just means that the polarization vectors $`w=\lambda \overline{)}\xi `$ are parallel transported along the geodesic curves $`(x,x)(\tau )`$. Now we have $`\overline{)}\xi =0`$ along the geodesics, since $`\xi `$ is covariantly constant (the tangent vector of a geodesic is parallel transported along the curve) as well as the Dirac matrices. Thus the polarization vectors retain their form $`w=\lambda \overline{)}\xi `$, and the polarization set over the diagonal in the curved part is of the same form as in the flat part of the spacetime and consists of points $`(x,x;\xi ,\xi ;\lambda \overline{)}\xi )`$ such that $`\xi `$ is lightlike and in the forward light cone, with arbitrary $`\lambda `$.
Because of theorem 5, this form of the polarization set is conserved when the two point distribution is pulled back to the undeformed spacetime via the isometry $`\rho `$.
Finally, we obtain the polarization vectors away from the diagonal by shifting the second spinor to the second point: for the operator $`P=\mathrm{𝟏}(i\overline{)}+m)`$ Dencker’s connection is simply $`D_P=\mathrm{𝟏}`$. Thus a point $`(x,y;\xi ,\eta ;w)`$ is contained in the polarization set of $`\omega ^+`$ if and only if the parallel transport along the null geodesic connecting $`x`$ and $`y`$, such that $`\xi `$ and $`\eta `$ are tangent to the geodesic, shifts a polarization vector $`\lambda \overline{)}\xi `$ over the point $`(x,x,\xi ,\xi )`$ to $`w`$.
This is just the statement of theorem 10.∎
To summarize, we have proved that, like the wave front set, the polarization set of the two point function of a Hadamard state is uniquely fixed by the underlying geometry, and that the fibre over each point of the wave front set is one-dimensional. Thus the polarization set takes on the minimal possible form.
It seems now natural to define a Hadamard state by the polarization set of its two point distribution. A first step in this direction was undertaken by Hollands who takes equation (67) for the wave front set, which is a result in our approach, as the definition of a Hadamard state for the free Dirac field. It is then shown that this condition on the wave front set already fixes the polarization set.
## 5 Outlook and conclusion
In this paper we have demonstrated the usefulness of a microlocal characterization of the distributions that are of interest in quantum field theory on curved spacetime. However, this is not confined to the investigation of quasifree Hadamard states.
In the naive perturbative construction of interacting quantum field theories one encounters formal products of distributions that are a priori not well-defined. Over the years, one has learned how to deal with the divergencies in these formal expressions by different renormalization techniques, but the understanding of the singularity structure of the distributions which are involved can lead to some further insight where these divergencies originate.
For example, in scalar $`\varphi ^4`$-theory the perturbative construction of the $`S`$-matrix involves the time-ordered two point distribution, whose formal expansion in terms of Wick products of free fields contains terms like
$$T_2(x,y)=c_1(i\mathrm{\Delta }_F(x,y))^3:\varphi (x)\varphi (y):+c_2(i\mathrm{\Delta }_F(x,y))^2:\varphi ^2(x)\varphi ^2(y):+\mathrm{},$$
(83)
where
$$\mathrm{\Delta }_F=i\mathrm{\Lambda }+\mathrm{\Delta }^+$$
(84)
is the Feynman propagator.
Because of the singularities of distributions, it is impossible to define a reasonable product on the whole space of distributions, especially the products of Feynman propagators in (83) do not exist as well-defined distributions. This is the reason for the well-known ultraviolet divergencies in these expressions.
For certain well-behaved distributions, however, it is possible to define a product, and it can be shown that a simple condition on the wave front sets of the factors is sufficient for its existence : If the singular directions in the wave front sets of the two factors over the same point do not add up to zero, the product can be defined.
The wave front set of the Feynman propagator $`\mathrm{\Delta }_F`$ of a Hadamard state has also been calculated by Radzikowski ,
$`WF(\mathrm{\Delta }_F)`$ $`=`$ $`\{(x,y;\xi ,\eta )T^{}(\times )\mathrm{𝟎}.|\begin{array}{c}(x,\xi )(y,\eta ),xy,\hfill \\ .\xi \overline{V}_x^\pm \text{if}xJ^\pm (y)\}\hfill \end{array}`$ (87)
$`\{(x,x;\xi ,\xi )T^{}(\times )\mathrm{𝟎}\}.`$
The condition $`\xi \overline{V}_x^\pm `$ if $`xJ^\pm (y)`$ now ensures the existence of the products in (83) at all points away from the diagonal, while over the points of the diagonal the wave front sets of the factors are too large. Therefore the only ambiguity in the definition of the product lies in the extension of the resulting distribution to the diagonal, and renormalization can be viewed as the process of extending the time-ordered distributions to the whole spacetime.
This approach to renormalization theory has not only the advantage of being mathematically elegant and rigorous, but it also works entirely in configuration space. Thus it can be extended to a generic spacetime, where all the powerful renormalization techniques in momentum space cannot be applied because of the lack of a global momentum space. Indeed, in it could be shown that scalar field theories on curved spacetimes can be renormalized under the same conditions as on Minkowski spacetime.
As the main new result of this work, we have calculated the polarization set for the two point function of a Hadamard state of the free Dirac field. The Feynman propagator can be investigated in the same way, and on Minkowski spacetime it can easily be shown that the polarization vectors are of the same form as for the two point function. The generalization to a curved spacetime, however, is complicated by the fact that the Feynman propagator does not solve the homogeneous Dirac equation. Therefore Dencker’s theorem on the propagation of singularities can only be used to determine the polarization vectors away from the diagonal. Nevertheless, we expect that the Feynman propagator for physical states does not have a larger polarization set than on Minkowski spacetime. The knowledge of the singularity structure of the Feynman propagator should then contribute to a better understanding of interacting quantum field theories containing fermions.
### Acknowledgements
I would like to thank Prof. Klaus Fredenhagen for his guidance in this work. I am also thankful to Marek Radzikowski who stimulated this research by helpful discussions and making available his unpublished results. The opportunity to complete this work under financial support by DESY is gratefully acknowledged.
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# Wave Functions for SU(2) Hamiltonian Lattice Gauge Theory
## I Introduction
In the study of Lattice Gauge Theory, a major alternative to the usual Lagrangian formulation is the Hamiltonian version of Kogut-Susskind . This approach is relevant both for theoretical reasons, e.g. universality checks, and for practical purposes because it seems the natural choice for static problems, like spectroscopy .
An important feature of the Hamiltonian formulation is that it can exploit analytical approximations of the ground state wave function to improve the numerical evaluation of physical quantities . This well known procedure is called Importance Sampling . However, even if an accurate wave function is certainly welcome, on the other hand it can also require expensive calculations. A careful analysis is therefore necessary to understand the interplay between accuracy and performance and to determine which is the optimal complexity of the trial wave function.
A recent investigation of Hamiltonian methods in the numerical study of non Abelian gauge theories can be found in where the SU(2) model is studied in $`2+1`$ dimensions. Here, we focus mainly on the wave function issue and study the $`3+1`$ dimensional SU(2) pure gauge lattice theory by a particular Green’s Function Monte Carlo (GFMC) algorithm that computes statistical averages over an ensemble with a fixed number of random walkers . This algorithm has the desirable feature of allowing a particularly simple analysis of the systematic errors.
On general grounds and motivated by strong coupling expansions we consider trial wave functions which are expressed by combinations of gauge invariant Wilson loops with unknown coefficients $`𝐚`$. Two main issues are addressed: the cost of computing large loops and the practical simultaneous optimization of many parameters $`𝐚`$. About the latter, we test a recently proposed algorithm for the adaptive optimization of $`𝐚`$. It is a method that has been successfully applied to the study of a very simple system with U(1) gauge symmetry and that deserves a more detailed analysis on a realistic test-bed like the non Abelian SU(2) four dimensional model.
As we shall see, the most serious systematic error is related to the finite population size, namely the number of walkers. The extrapolation to an infinite population is difficult and much easier when an improved wave function is used. Working with a four parameter trial function, we present results for the extrapolated quantities and study the scaling of the string tension comparing our results with similar Lagrangian calculations.
The plan of the paper is the following: in Sects. II, III and IV, we present the GFMC algorithm in its general form for SU(N) lattice gauge theories with Importance Sampling, fixed number of random walkers and adaptive optimization of the trial wave function. In Sec. V, we apply the proposed algorithm to the SU(2) model in four dimensions and discuss the numerical results.
## II Review of GFMC for SU(N) gauge theory
In this Section, we recall the Feynman-Kac-Nelson formula for the matrix elements of the evolution operator associated with the SU(N) Kogut-Susskind Hamiltonian. This formula provides probabilistic representations of several interesting quantities. The GFMC algorithm is just one of its numerical implementations.
Let $`U=\{U_l\}`$ be the set of group elements, one for each link $`l`$; let $`E=\{E_l^\alpha \}`$ be the associated electric field defined by
$$[E_l^\alpha ,U_l^{}]=T^\alpha U_l\delta _{l,l^{}},$$
(1)
where $`\{T^\alpha \}`$, $`\alpha =1,\mathrm{},N^21`$ are SU(N) generators. Finally, let $`V(U)`$ be a gauge invariant real potential. The Kogut-Susskind Hamiltonian for SU(N) lattice gauge theory is then $`H_{KS}=g^2H`$ where $`g`$ is the gauge coupling and
$$H=H_0+V(U),H_0=\frac{1}{2}E^2\frac{1}{2}\underset{\alpha =1}{\overset{N^21}{}}\underset{l}{}(E_l^\alpha )^2.$$
(2)
For the Wilson action, $`V(U)`$ is proportional to the sum of the smallest $`1\times 1`$ plaquette loops $`U_p`$:
$$V(U)=\frac{1}{g^4}\underset{p}{}\text{Tr}(U_p+U_p^{}),$$
(3)
but the present discussion holds for a general $`V(U)`$.
The matrix elements of the Euclidean evolution operator $`\mathrm{exp}(tH)`$ in the basis of $`U_l`$ eigenstates admit the small $`t`$ expansion
$$D(U^{\prime \prime },U^{},\epsilon )=U^{\prime \prime }|e^{\epsilon H}|U^{}=D_0(U^{\prime \prime },U^{},\epsilon )e^{\epsilon V(U^{})}+𝒪(\epsilon ^2),$$
(4)
where the factor
$$D_0(U^{\prime \prime },U^{},\epsilon )=U^{\prime \prime }|e^{\epsilon H_0}|U^{},$$
(5)
can be interpreted as a probability density for the random transition $`U^{}U^{\prime \prime }`$ due to the relations:
$$D_0(U^{\prime \prime },U^{},\epsilon )>0\text{and}D_0(U^{\prime \prime },U^{},\epsilon )𝑑U^{\prime \prime }=1,$$
(6)
($`dU`$ is the SU(N) Haar measure). Inserting intermediate states between $`U^{\prime \prime }`$ and $`U^{}`$, we obtain as usual
$$D(U^{\prime \prime },U^{},t)=U^{\prime \prime }|e^{(t/(N+1))H}|U_N\mathrm{}U_1|e^{(t/(N+1))H}|U^{}𝑑U_1\mathrm{}𝑑U_N,$$
(7)
and taking the $`N\mathrm{}`$ limit we recover the Feynman-Kac-Nelson path integral representation of $`D(U^{\prime \prime },U^{},t)`$:
$$D(U^{\prime \prime },U^{},t)=_{U(0)=U^{},U(t)=U^{\prime \prime }}𝒟U(t)e^{_0^t𝑑\tau V(U(\tau ))},$$
(8)
where the measure $`𝒟U(t)`$ stands for the $`N\mathrm{}`$ limit of the average Eq. (7) over random group polygonals $`(U_0=U^{},U_1,\mathrm{},U_N,U_{N+1}=U^{\prime \prime })`$.
The potential $`V(U)`$ fluctuates along the path $`U(t)`$ and determines the error on the estimates of physical quantities. To see how this happens, let us consider in this framework the calculation of the ground state energy $`E_0`$. The simplest procedure is to compute the limit
$$E_0=\underset{t+\mathrm{}}{lim}E(t,U^{}),$$
(9)
where
$$E(t,U^{})=\frac{d}{dt}\mathrm{log}D(U^{\prime \prime },U^{},t)𝑑U^{\prime \prime },U^{}\text{arbitrary}.$$
(10)
It is easy to check that
$$E(t,U^{})=\frac{_{U(0)=U^{}}𝒟U(t)e^{_0^t𝑑\tau V(U(\tau ))}V(U(t))}{_{U(0)=U^{}}𝒟U(t)e^{_0^t𝑑\tau V(U(\tau ))}}V(U(t)),$$
(11)
where $``$ is the average over free trajectories on the group manifold weighted by the exponential term. Hence, the fluctuations of $`V`$ control the noise in any estimator of $`E_0`$. Other problems in the actual numerical evaluation of $`V`$ can be discussed separately and will be considered in the next Section.
The introduction of a trial wave function is a clever way to reduce the fluctuations of $`V`$. To this aim, one considers a positive function $`\mathrm{\Psi }_0(U)=\mathrm{exp}F(U)`$ and the unitarily equivalent Hamiltonian
$$\stackrel{~}{H}=\mathrm{\Psi }_0[H_0+V(U)]\mathrm{\Psi }_0^1,$$
(12)
which turns out to be
$`\stackrel{~}{H}`$ $`=`$ $`\stackrel{~}{H_0}+\stackrel{~}{V},`$ (14)
$`\stackrel{~}{H_0}`$ $`=`$ $`{\displaystyle \frac{1}{2}}E^2+iEF,`$ (15)
$`EF`$ $``$ $`{\displaystyle \underset{l,\alpha }{}}E_l^\alpha _{\alpha ,l}F`$ (16)
$`\stackrel{~}{V}`$ $`=`$ $`V{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha ,l}{}}(_{\alpha ,l}F)^2{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha ,l}{}}_{\alpha ,l}^2F,`$ (17)
where $`_{\alpha ,l}`$ is the group invariant derivative on SU(N) associated with link $`l`$. The following approximate factorization of the $`\stackrel{~}{H}`$ propagator holds
$$\stackrel{~}{D}=\stackrel{~}{D}_0e^{\epsilon \stackrel{~}{V}}+𝒪(\epsilon ^2),$$
(18)
where $`\stackrel{~}{D}_0`$ is the kernel of $`\mathrm{exp}(\epsilon \stackrel{~}{H_0})`$ and satisfies the fundamental relations
$$\stackrel{~}{D}_0(U^{\prime \prime },U^{},\epsilon )>0\text{and}\stackrel{~}{D}_0(U^{\prime \prime },U^{},\epsilon )𝑑U^{\prime \prime }=1,$$
(19)
(the important point is that $`\stackrel{~}{H_0}`$ is normal ordered with all the $`E`$ operators acting from the left). As in the $`F0`$ case, the finite time propagator $`\stackrel{~}{D}`$ may be expressed in terms of a weighted average
$$\stackrel{~}{D}(U^{\prime \prime },U^{},t)=_{U(0)=U^{},U(t)=U^{\prime \prime }}\stackrel{~}{𝒟}U(t)e^{_0^t𝑑\tau \stackrel{~}{V}(U(\tau ))},$$
(20)
where $`\stackrel{~}{𝒟}U`$ is the measure determined by the form of $`\stackrel{~}{D}`$ at infinitesimal times. The explicit first-order discrete construction of the paths is done by choosing a time step $`\epsilon `$ and updating $`U_nU_{n+1}`$ according to the rule
$$U_{n+1}=U_R(\epsilon )U_D(\epsilon ,U_n)U_n,$$
(21)
where $`U_R(\epsilon )`$ is a random SU(N) element distributed according to the heat kernel at time $`\epsilon `$ and $`U_D(\epsilon ,U)`$ is the drift
$$U_D(\epsilon ,U)=\mathrm{exp}(i\epsilon TF(U)).$$
(22)
When $`\mathrm{\Psi }_0`$ happens to be an exact eigenstate of $`H`$ with eigenvalue $`E`$, we have $`\stackrel{~}{V}E`$ and the formula
$$E(t)=\stackrel{~}{V}(U(t))=E,$$
(23)
provides the correct eigenvalue with zero variance, namely no statistical error. In other words, if we require $`\stackrel{~}{V}`$ to be a constant, then the problem is completely equivalent to solve the Schrödinger equation for the Kogut-Susskind Hamiltonian. In the following, we shall try to obtain a constant $`\stackrel{~}{V}`$ at least in some approximate sense.
In the above discussion we focused on the ground state energy which is the simplest observable. A more general case is that of ground state matrix elements of diagonal operators in the basis of the link variables $`U`$:
$$\mathrm{\Omega }=0|\mathrm{\Omega }(U)|0,$$
(24)
where $`|0`$ denotes the ground state of $`\stackrel{~}{H}`$. They can be evaluated by computing
$$\mathrm{\Omega }=\underset{t_2+\mathrm{}}{lim}\underset{t_1+\mathrm{}}{lim}\mathrm{\Omega }(t_2,t_1,U^{}),$$
(25)
where
$$\mathrm{\Omega }(t_2,t_1,U^{})=\frac{_{U(0)=U^{}}𝒟U(t)e^{_0^{t_1+t_2}𝑑\tau V(U(\tau ))}V(U(t_1))}{_{U(0)=U^{}}𝒟U(t)e^{_0^{t_1+t_2}𝑑\tau V(U(\tau ))}}.$$
(26)
A similar formula can be also devised for many time correlation functions of operators in the Heisenberg representation.
## III Stochastic Reconfiguration
In this Section, we discuss the actual calculation of the above mentioned averages over trajectories. Here, the trial wave function $`\mathrm{\Psi }_0`$ will not play any role.
A naive implementation of the Feynman-Kac-Nelson representation generates group trajectories according to the measure $`𝒟U`$ and weights them with a potential dependent weight. Such weight increases or vanishes exponentially fast with respect to the trajectory length $`t`$. This is a serious numerical problem referred to as the “exploding variance problem”. The name stems from the fact that the weight variance of a collection of random walkers explodes as $`t+\mathrm{}`$ overwhelming the numerical capabilities of any machine .
A possible solution to this problem consists in killing and cloning the random walkers with definite rules in order to delete the walkers with low weights and duplicate the others. The main disadvantage is that the size of the walker population varies in time and may become unstable.
The recently proposed Stochastic Reconfiguration Algorithm is a simple implementation of the killing and branching idea, but with the desirable feature of dealing with a population with a fixed number of walkers. Its coding is therefore much simpler.
To this aim, a finite collection of $`K`$ walkers, an ensemble, is introduced
$$=\{(U^{(n)}(t),\omega ^{(n)}(t))\}_{1nK},$$
(27)
where the weights $`\omega ^{(n)}`$ are defined by
$$\omega ^{(n)}(t)=\mathrm{exp}_0^t𝑑\tau V(U^{(n)}(\tau )).$$
(28)
The variance of the weights over the ensemble $``$ is
$$W(t)=\text{Var}\omega (t)=\frac{1}{K}\underset{k=1}{\overset{K}{}}(\omega ^{(k)}(t))^2\left(\frac{1}{K}\underset{k=1}{\overset{K}{}}\omega ^{(k)}(t)\right)^2.$$
(29)
The average of a function $`f(U)`$ over $``$ is defined as
$$f_{}=\frac{1}{K}\underset{k=1}{\overset{K}{}}f(U^{(k)})\omega ^{(k)}.$$
(30)
When $`W(t)`$ becomes too large, our aim is to transform $``$ in a new ensemble $`^{}`$ with a rule $`^{}`$ such that the variance $`W`$ is reduced while the averages are kept constant. Actually, this is a formidable task, but we can achieve it at least approximately, namely in the $`K\mathrm{}`$ limit. To this aim, we extract $`K`$ independent integers $`n_1,\mathrm{},n_K`$ with $`n_i\{1,\mathrm{},K\}`$ and probabilities
$$\text{Prob}(n_i=k)=\frac{\omega ^{(k)}}{_{k^{}=1}^K\omega ^{(k^{})}}.$$
(31)
We then define $`^{}`$ by
$$^{}=\{(U^{(n_i)}(t),1)\}_{1iK}.$$
(32)
In other words, we replace the information carried by the weights with that encoded in the multiplicities of unit weight walkers. By the large numbers law we expect
$$f_{}f_{^{}}\stackrel{K\mathrm{}}{}0$$
(33)
In actual calculations, there is therefore a systematic error which is removed by performing simulations with different values of $`K`$ and somehow extrapolating the $`K\mathrm{}`$ limit.
The calculation of observables when stochastic reconfiguration is in progress does not present any additional problem. The only point we stress is that, for a general operator $`\mathrm{\Omega }`$, the weights at time $`t_1+t_2`$ are used to weight $`\mathrm{\Omega }(t_1)`$ and therefore one must keep track for each reconfigured walker of its states at that past time (usually, a small number of updates is enough).
## IV Adaptive Optimization of the Trial Wave Function
Let us consider a trial wave function $`\mathrm{\Psi }_0(U,𝐚)`$ depending on some parameters $`𝐚=(a_1,\mathrm{},a_p)`$ and the GFMC calculation of an observable quantity that, for simplicity, we choose to be the ground state energy $`E_0`$.
We do not discuss the systematic error associated with $`\epsilon `$ appearing in Eq. (21). The choice of $`\epsilon `$ is related to the approximation involved in the operator splitting and also in the evaluation of the SU(N) heat kernel. A common model independent choice is to take $`\epsilon `$ enough small to approximate the diffusion over SU(N) with that on the flat tangent space at the identity. Problems may then occur only if $`F`$ becomes too large, a constraint that can be checked during the simulation. In the following we shall choose a reasonably small $`\epsilon `$ and work under the hypothesis that the $`\epsilon 0`$ extrapolation does not change our conclusions on the trial wave function dependence.
A simulation with a population of $`K`$ walkers will provide after $`S`$ Monte Carlo steps an approximate estimator $`\widehat{E}_0(S,K,𝐚)`$ of $`E_0`$. This is a random variable with the property
$$\widehat{E}_0(S,K,𝐚)=E_0+c_1(K,𝐚),$$
(34)
and
$$\text{Var}\widehat{E}_0(S,K,𝐚)=\frac{c_2(K,𝐚)}{\sqrt{S}},$$
(35)
where $``$ denote the average over the Monte Carlo realizations. The finite population functions $`c_i(K,𝐚)`$ satisfy
$$\underset{K\mathrm{}}{lim}c_i(K,𝐚)=0,$$
(36)
where, by a self-averaging argument, it is reasonable to guess the asymptotic form $`c_2(K,𝐚)\gamma (𝐚)/\sqrt{K}`$ for large $`K`$. The average of $`\widehat{E}_0`$ extrapolated at $`K\mathrm{}`$ is exact and independent on the trial parameters $`𝐚`$. On the other hand, the function $`c_2(K,𝐚)`$ may be strongly dependent on them. Since $`c_2`$ determines the statistical error at fixed computational time, it is important to minimize it.
If the family of functions $`\mathrm{\Psi }_0(U,𝐚)`$ includes the exact ground state at the special point $`𝐚=𝐚^{}`$ then we know that
$$c_1(K,𝐚^{})=c_2(K,𝐚^{})=0.$$
(37)
In a less optimal situation one has the two possibilities of minimizing $`c_1`$ or $`c_2`$. Motivated by , we choose to pursue the second alternative and seek a minimum of $`c_2`$.
Moreover, we propose to optimize $`𝐚`$ adaptively. This can be done in the following way: the constant $`c_2`$ is related to the non zero fluctuations of $`\stackrel{~}{V}`$ defined by
$$\stackrel{~}{V}(U,𝐚)=V(U)\frac{1}{2}(F(U,𝐚))^2\frac{1}{2}^2F(U,𝐚),$$
(38)
where $`\mathrm{\Psi }_0(U,𝐚)=\mathrm{exp}F(U,𝐚)`$. The ensemble variance of $`\stackrel{~}{V}`$ is a function of $`𝐚`$
$$\text{Var}_{}\stackrel{~}{V}=\frac{1}{K}\underset{k=1}{\overset{K}{}}\stackrel{~}{V}(U^{(k)},𝐚)^2\omega ^{(k)}\left(\frac{1}{K}\underset{k=1}{\overset{K}{}}\stackrel{~}{V}(U^{(k)},𝐚)\omega ^{(k)}\right)^2.$$
(39)
Our proposal is to update $`𝐚`$ according to the simple equation
$$𝐚_{n+1}=𝐚_n\eta _𝐚\text{Var}_{}\stackrel{~}{V},$$
(40)
where $`\eta `$ is a constant parameter and $`𝐚_n`$ is the value of $`𝐚`$ at the n-th update. In other words, following the spirit of , we implement a local minimization of the weight variance as a driving mechanism for the free parameters. It is important to remark that it is incorrect to look for the special parameters $`𝐚`$ that minimize $`\text{Var}_{}\stackrel{~}{V}`$ for a fixed ensemble $``$. In fact, the equilibrium distribution of the link variables in the ensemble do depend on $`𝐚`$ and the addition of Eq. (40) to the Monte Carlo core establishes a non trivial feedback between the two sets of variables.
The coupled set of equations Eqs. (21,40) for the evolution of $`𝐚`$ and the random walkers is non linear and discrete. The above procedure is reasonable, but a test in explicit examples is required to check the convergence and stability of the method. A first analysis is described in for a toy model with U(1) gauge symmetry in low dimensions. Here we consider the less trivial non Abelian four dimensional case.
## V Simulation and Results
### A General Setup
We simulate the SU(2) lattice gauge theory on a spatial $`4^3`$ lattice. The temporal extension is in principle infinite. Of course, the meaning of this statement is that in the Hamiltonian formulation we are projecting onto the exact ground state since we are applying many times an approximate form of $`\mathrm{exp}(\epsilon H)`$. In all our simulations $`\epsilon =0.01`$. Another parameter that we keep fixed for simplicity is the number of elementary time evolutions between two stochastic reconfigurations. We choose 10 steps which is roughly the decorrelation time of the lattice configuration. A priori, a better choice of this parameter can improve the convergence of the $`K\mathrm{}`$ extrapolation, but we checked that in our range of parameters, the sensitivity on the choice of $`K`$ is quite small. We also fix the learning parameter $`\eta =0.001`$ for the adaptive determination of the wave function coefficients.
The parameters that remain free are therefore: the number $`K`$ of walkers, the number of coefficients in the ground state wave function and of course the coupling constant $`g`$ which is needed to discuss the possible scaling of the measured quantities. In more details, for each value $`K=2`$, $`10`$, $`50`$, $`100`$ and for each choice of the trial wave function we run the algorithm at five different coupling constants
$$\lambda =4/g^4=0.8,0.9,1.0,1.1,1.2,$$
(41)
and measure the ground state energy $`E_0`$ and all the Wilson loops $`W_{IJ}`$ with area $`IJ9`$. We recall that the variable $`4/g^4`$ is natural in the strong coupling expansion analysis.
### B Adaptive Optimization
The first topic that we discuss is the adaptive optimization of the free parameters $`𝐚`$ in the trial wave function. Motivated by the long wavelength strong coupling analysis of , we consider the following form of $`F`$
$$F=c_1W_{1\times 1}+c_2W_{(1\times 1)^2}+c_3W_{1\times 2,\mathrm{planar}}+c_4W_{1\times 2,\mathrm{bent}},$$
(42)
where $`W_{1\times 1}`$, $`W_{(1\times 1)^2}`$, $`W_{1\times 2,\mathrm{planar}}`$ and $`W_{1\times 2,\mathrm{bent}}`$ are the sum of all the plaquettes of the kind shown in Fig. 1. The coefficients $`c_1`$, $`c_2`$, $`c_3`$ and $`c_4`$ may be approximated as in with a power series in $`1/g^2`$ computed on the infinite lattice. Here, we exploit the dynamical system Eq.(40) to determine the finite size optimal $`c_i`$. In the analysis we discuss three specific scenarios that we characterize by the level $`l=0`$, $`1`$ or $`4`$, the number of free parameters:
1. $`l=0`$: $`F0`$, no Importance Sampling;
2. $`l=1`$: $`c_2=c_3=c_4=0`$, one free parameter;
3. $`l=4`$: all $`c_i`$ are optimized.
In Fig. 2, we show for example the evolution of $`c_1`$ with Monte Carlo time in the case $`K=2`$, $`1/g^2=0.5`$ and $`l=1`$. The coefficients $`c_i`$ typically stabilize on values adaptively computed by the algorithm with small fluctuations that can be averaged in the long time limit. The initial values of $`c_i`$ for $`K=10`$, $`50`$, $`100`$ are taken from the run with the nearest smaller $`K`$ in order to reduce thermalization times. The procedure turns out to be stable at each considered $`K`$ and $`g`$. The fluctuations are bigger at smaller $`g`$, that is in the critical limit, while the equilibrium values agree reasonably well with the strong coupling approximation at large $`g`$. If the fluctuations were too noisy, then Stochastic Gradient Approximation techniques could be applied by gradually reducing $`\eta `$ in Eq. (40).
### C $`K\mathrm{}`$ extrapolation
For each level $`l`$, we consider simulations with $`K=2`$, $`10`$, $`50`$ and $`100`$. The $`K\mathrm{}`$ limit does not depend on $`l`$, but the rapidity of the convergence yes. In Figs. (3-4) we plot the $`K`$ dependent estimates of $`E_0`$ and $`W_{1\times 1}`$ for $`l=0`$, $`1`$, $`4`$ at $`1/g^2=0.5`$. In the left plots we see clearly that for $`l=0`$ and $`l=1`$ the extrapolation $`K\mathrm{}`$ is largely uncertain. Unless we know the asymptotic behavior in $`K`$, we cannot safely determine the correct limit with the present data. A non rigorous guess is a power law behavior with finite $`K`$ corrections of the form
$$c_1(K,𝐚)=\frac{c_1(𝐚)}{K^{\alpha (𝐚)}}+o(K^\alpha ),\alpha (𝐚)>0,$$
(43)
that has been observed empirically . Such behavior can be matched to the $`K=10`$, $`50`$, $`100`$ data, but its choice is rather arbitrary and, to be supported, would require more points at larger $`K`$. On the other hand, data computed in the $`l=4`$ scheme show a plateau beginning at $`K50`$ and data at $`K=100`$ will therefore be used as an estimate of the $`K\mathrm{}`$ limit.
To check consistency of the runs at different $`K`$ and to evaluate quantitatively the improvement gained with larger $`K`$, we introduce an effective $`K`$
$$K^{}=K/\lambda (l),$$
(44)
depending on the rescaling factor $`\lambda (l)`$. In the right plots of Figs. (3-4), we show how the curves for $`E_0`$ and $`W_{1\times 1}`$ measured at different $`K`$ collapse on a single curve when shown as functions of $`K^{}`$. The values of $`\lambda (l)`$ are
$$\lambda (0)=1.610^3,\lambda (2)=5,\lambda (4)1.$$
(45)
The raw simulation, $`l=0`$, is very poor, as expected. On the other hand, the one parameter wave function gives the same accuracy of the $`l=4`$ one when the number of random walkers is roughly 5 times bigger.
We now determine the computational cost as a function of $`l`$. Let $`n`$ be the number of Monte Carlo iterations; the statistical error in the measure of a given observable and the CPU time are respectively given by
$$\epsilon _{stat}=\frac{\gamma _l}{\sqrt{nK}},t_{CPU}=\frac{nK}{v_l},$$
(46)
where $`\gamma _l`$ and $`v_l`$ are normalization constants expected to be a decreasing function of $`l`$. Of course, $`\gamma _l`$ depends on the chosen observable. From Eq. (46) we deduce that
$$t_{CPU}=\frac{\gamma _l^2}{v_l}\frac{1}{\epsilon _{stat}^2}$$
(47)
is independent on $`K`$. From our data, we can give the rough estimate of the ratios $`v_1/v_4`$ and $`\gamma _1/\gamma _4`$ when the coupling is $`1/g^20.5`$. We find
$$v_1/v_48,\gamma _1/\gamma _42,$$
(48)
and therefore $`t_{CPU,l=4}2t_{CPU,l=1}`$. Of course one must also remember that, as discussed above, $`l=1`$ does not show a clear plateau when $`K<100`$ and that very large $`K`$ cannot be used in $`3+1`$ dimensions because of storage limitations. Larger Wilson loops show a similar behavior with slightly better improvement in the case $`l=4`$.
In this particular model and at the considered volume and couplings we summarize the comparison between $`l=4`$ and $`l=1`$ at fixed systematic and statistical errors by saying that the improved wave functions are twice slower, but require a storage $`5`$ times smaller. In the following, we shall pursue the $`l=4`$ choice because only in that case, our data can be safely considered asymptotic with respect to the $`K\mathrm{}`$ limit.
### D Scaling of the string tension
The $`l=4`$, $`K=100`$ measurements of $`E_0`$, the Wilson loops with area $`9`$ and the coefficients $`c_i`$ are shown in Figs. (5-7) as functions of $`1/g^2`$. The energy measurements agree well with the second order strong coupling expansion
$$E_0=\frac{4}{g^4}\frac{8}{3g^8}+𝒪(\frac{1}{g^{12}}.)$$
(49)
An important check of the simulation requires an attempt to investigate scaling. The easiest observable quantity with simple Renormalization Group behavior is the string tension $`\sigma `$ that we obtain from Creutz’s ratios
$$\sigma =\underset{I,J\mathrm{}}{lim}\sigma _{I,J},a^2\sigma _{I,J}=\mathrm{log}\frac{W_{I,J}W_{I+1,J+1}}{W_{I,J+1}W_{I+1,J}}.$$
(50)
This must be compared with the asymptotic scaling prediction
$$a(g)=\frac{1}{\mathrm{\Lambda }_H}f(g),f(g)=\left(\frac{24\pi ^2}{11g^2}\right)^{51/121}\mathrm{exp}\left(\frac{12\pi ^2}{11g^2}\right).$$
(51)
Even if we are work on a lattice with rather small spatial extension, it is interesting to compare our results with those obtained in the Lagrangian formulation. We choose the measurements in as representatives of what can be obtained at values of the coupling in the range Eq. (41). In Fig. 8 we show $`a\sqrt{\sigma _{1,2}}`$ and $`f(g)`$. Loops larger than $`2\times 3`$ cannot be used since in our computation they have too large errors.
The Lagrangian measurement is $`\mathrm{\Lambda }_L=(1.19\pm 0.15)10^2\sqrt{\sigma }`$. Taking into account the SU(2) $`\mathrm{\Lambda }`$ parameter ratio $`\mathrm{\Lambda }_H/\mathrm{\Lambda }_L=0.84`$ , we obtain the band shown in the Figure. As one can see, the Hamiltonian measurement is slightly larger, but reasonably consistent with the Lagrangian one.
## VI Conclusions
The aim of this paper has been a study of the non perturbative behavior of the $`SU(2)`$ lattice gauge theory in $`3+1`$ dimensions by Hamiltonian Monte Carlo methods. Our results can be summarized into two main statements.
First, we have shown that the algorithm is able to adaptively optimize the many parameters ground state trial wave functions needed to guide GFMC simulations of realistic models.
Second, we have discussed to what extent the use of improved wave functions is actually necessary, at least with the considered volume and couplings. From the purely computational point of view our data show that wave function improvement reduces the algorithm performance, but permits a substantial gain in storage. This means that we are allowed to work with a smaller number of walkers, $`K`$. This can be an important advantage, especially on larger lattices or at smaller couplings where the minimum $`K`$ at which a safe extrapolation to the $`K\mathrm{}`$ limit is feasible is expected to increase.
As a non trivial check of the algorithm and of the strategy for the removal of the finite $`K`$ systematic error, we studied the string tension with a four parameter trial wave function and found a scaling behavior compatible with similar Lagrangian measurements.
Our investigation has been performed on a cluster of small computers and we could not attempt to measure glueball mass ratios. At this stage, the Hamiltonian formulation does not offer any special advantage with respect to the Lagrangian one. The storage gain associated to the absence of the temporal dimension is compensated by the memory required to manage the walkers ensemble. In practice, we did not examine finite size scaling of the algorithm, a task that we leave for future studies. We stress however that many of the advanced techniques that are currently used in Lagrangian calculations , can be applied in the Hamiltonian formalism as well. Examples are the use of refined glueball operators or the improvement programme that has been recently extended to Kogut-Susskind Hamiltonians .
###### Acknowledgements.
I whish to thank Prof. G. Curci for many useful discussions on the numerical simulation of lattice field theories.
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# 1 Introduction
## 1 Introduction
The notion of closeness or distance plays an essential role in physics. We frequently encounter the concept in the course of constructing and applying a theory.
The first step of finding out a law of nature is often classifying the objects in question into several categories (e.g., Hubble’s classification of galaxies). For classification, we are tacitly assuming the concept of closeness between the objects to be classified. Next, when we judge the validity of a theory by experiment, we construct a suitable parameter space associated to the theory and check the closeness between the point predicted by the theory and the experimental data-point in the parameter space. Here some kind of distance in the parameter space should be assumed. Finally, when we try to explain an observed phenomenon by a certain model based on a more or less established theory, we need to compare the observational data with the predictions of the model (e.g. the relation between a signal of the gravitational wave and its templates; a comparison of the observational data with the results of numerical simulations based on a model). Again some notion of distance is required in a parameter space suitable for this purpose.
Here we find out a universal setting for comparing “theory and reality”: There should be a parameter space equipped with the notion of closeness. We prepare a set of models (or templates). Each model corresponds to a point in the parameter space, so that the points corresponding to these models are distributed over the parameter space. Now, the observed data define another point in the parameter space. Then we try to find out the model-point that is closest to the data-point.
Thus we realize the significance of establishing a parameter space and a distance/closeness on it according to the problem we need to study.
The same situation occurs in cosmology and spacetime physics. Indeed, we often need to consider a set of Universes, rather than just only “our Universe”: Cosmology itself is a trial for grasping overall, averaged nature of the complicated reality of our Universe in terms of models; when we question why our Universe emerged rather than other possibilities, we are considering a set of Universes. According to the above considerations, thus, it is essential to establish a space of all Universes and a distance/closeness between any two Universes among them.
In a series of investigations, it turned out that we can in fact construct a space of all compact Universes equipped with a sort of distance.
Let $`Riem`$ be the space of all $`(D1)`$-dimensional, compact Riemannian geometries without boundaries<sup>3</sup><sup>3</sup>3 Throughout this paper, $`D`$ represents the spacetime dimension, so that the spatial section is always $`(D1)`$-dimensional. . On $`Riem`$, we can introduce a measure of closeness in terms of the spectra, a set of eigenvalues of a certain elliptic operator . Here we consider only the Laplacian $`\mathrm{\Delta }`$ as an elliptic operator. For a given geometry $`𝒢Riem`$, we get the spectra, or a set of eigenvalues of the Laplacian $`\{\lambda _n\}_{n=0}^{\mathrm{}}=`$ $`\{0=\lambda _0<\lambda _1\lambda _2\mathrm{}\lambda _n\mathrm{}\mathrm{}\}`$, numbered in an increasing order. Since $`\lambda _n`$ has dimension $`[\mathrm{Length}^2]`$, the higher (lower) spectrum in general reflects the smaller (larger) scale properties of the geometry. Therefore the spectra are desirable quantities for describing the effective geometrical structures of the space at each observational scale, e.g. the scale-dependent topology . Let us call this type of representation of geometry in terms of the spectra the spectral representation of geometrical structures .
Suppose $`𝒢`$ and $`𝒢^{}`$ are two spaces in $`Riem`$, and let $`\{\lambda _n\}_{n=0}^{\mathrm{}}`$ and $`\{\lambda _n^{}\}_{n=0}^{\mathrm{}}`$ be the spectra for $`𝒢`$ and $`𝒢^{}`$, respectively. By comparing $`\{\lambda _n\}_{n=1}^N`$ and $`\{\lambda _n^{}\}_{n=1}^N`$ in a suitable manner, we can introduce a measure of closeness between $`𝒢`$ and $`𝒢^{}`$ of order $`N`$ . It compares two geometries up to the scale of order $`O(\lambda _N^{1/2})`$, neglecting the smaller scale differences (we shall discuss more in detail on this topic in 4.2 and 4.3).
However, it turns out that this measure of closeness $`d_N(𝒢,𝒢^{})`$ does not satisfy the triangle inequality though it satisfies the other two axioms of distance . Even though the triangle inequality is far from a must from the viewpoint of the general theory of point set topology, it is certain that the inequality makes several arguments concise and it makes the measure of closeness more compatible with our notion of closeness.
This problem has been resolved by realizing that the breakdown of the triangle inequality is a mild one in a certain sense, and proving that $`Riem`$ equipped with $`d_N(𝒢,𝒢^{})`$ forms a metrizable space . In other words, it has been justified to regard $`d_N(𝒢,𝒢^{})`$ as a distance provided that a care is taken when the triangle inequality is required in the argument; we also found out the alternative of $`d_N(𝒢,𝒢^{})`$ to be used when the triangle inequality is needed. (See 4.2 and Ref. for more details.) As an immediate consequence, we can even introduce a distance on $`Slice(,g)`$, a space of all possible time-slices of a given spacetime $`(,g)`$. (See Ref. for more details on this point and its application to the averaging problem in cosmology .) From now on, we call $`d_N(𝒢,𝒢^{})`$ the spectral distance.
Following the arguments at the beginning of this section, we have established a parameter space and a distance on it appropriate for spacetime physics: The space of all spaces of order $`N`$, $`𝒮_N`$, which is a completion of $`(Riem,d_N)/_{}`$ is what we had been searching for. (Here $`/_{}`$ indicates the identification of isospectral manifolds . We discuss a physical interpretation of the isospectral manifolds in Section 5. See also Ref..) Because of its nice property, $`𝒮_N`$ can be regarded as a basic arena for the study of spacetime physics. For instance, we can define integral over $`𝒮_N`$ , which would be essential in quantum cosmology.
Being $`𝒮_N`$ at hand, we are now in a position to handle a set of Universes. For definiteness, let us focus on cosmological problems now. In cosmology, we need to judge to what extent a model reflects the real Universe. There is no guarantee whether cosmology is possible, viz. whether a model close to the reality at some instant of time, remains so all the time. From the viewpoint of the spectral representation, this fundamental problem can be visualized as follows: Let $`𝒢`$ be the real Universe at present with respect to a certain time-slicing. Let $`𝒢^{}`$ be a model located in the neighborhood of $`𝒢`$ in $`𝒮_N`$<sup>4</sup><sup>4</sup>4Here a model means a spacetime (usually it possesses much simpler geometrical structures than reality) along with a certain fixed time-slicing. We here regard an identical spacetime with different time-slicings as two different models.. Then we should investigate the time evolution of $`d_N(𝒢,𝒢^{})`$ and should analyze in what conditions $`d_N(𝒢,𝒢^{})`$ remains small during a certain period of time.
This kind of investigation is now possible since the spectral distance is defined explicitly in terms of the spectra, which have a firm basis both physically and mathematically. What we now need is, thus, to analyze the time evolution of the spectra. In the spectral representation, the spectra $`\{\lambda _n\}`$ are placed in the most fundamental position. Thus, from the purely theoretical viewpoint, too, it is interesting to investigate the time evolution of the spectra in detail.
As a first step, we can understand how the time evolution of the spectra is induced by the evolution of geometry as follows: By evolving an initial $`(D1)`$-dimensional geometry $`(\mathrm{\Sigma },h)`$ according to the Einstein equations (in the Hamiltonian form if necessary), we get a 1-parameter family of geometries $`(\mathrm{\Sigma },h(t))`$. In principle, then, we can get the spectra for each geometry $`(\mathrm{\Sigma },h(t))`$. In this manner, we get a 1-parameter family of sets of spectra $`\{\lambda _n(t)\}`$.
It is more preferable both theoretically and practically, however, if the time evolution of $`\{\lambda _n(t)\}`$ is described (1) solely in terms of spectral quantities, without any explicit reference to the metrical information behind them, and (2) in the form of differential equations of $`\{\lambda _n(t)\}`$ with respect to time.
The key procedure for achieving this goal is to investigate the response of $`\{\lambda _n\}`$ to the change of the spatial metric $`h`$. Since the latter is controlled by the Einstein equations, we thus expect to obtain the spectral version of the Einstein equations. The main aim of this paper is to obtain the fundamental evolution equations for the spectra, by putting this program into practice.
In section 2, we prepare several formulas that are needed in the subsequent investigations. In section 3, which is the main part of this paper, we derive the spectral evolution equations. As basic applications of the results we obtained, we discuss three topics in section 4. In 4.1, we study the spectral evolution of the closed Friedmann-Robertson-Walker Universe. In 4.2, we study the spectral distance between two Universes that are very close to each other in $`𝒮_N`$. We find out its universal expression in the leading order, which is independent of the detailed form of the spectral distance nor the gravity theory. In 4.3, we investigate the time evolution of the spectral distance between two very close Universes. Section 5 is devoted for discussions.
## 2 Basic formulas for the spectra
Let $`(\mathrm{\Sigma },g)`$ be a $`(D1)`$-dimensional compact Riemannian manifold without boundaries. We set an eigenvalue problem for the Laplacian $`\mathrm{\Delta }`$ on $`(,g)`$, $`\mathrm{\Delta }f=\lambda f`$. Let $`\{\lambda _n\}_{n=0,1,2,\mathrm{}}`$ $`:=\{0=\lambda _0<\lambda _1\lambda _2\mathrm{}\lambda _n`$$`\mathrm{}\mathrm{}\}`$ be the set of eigenvalues, or spectra hereafter, arranged in an increasing order. For simplicity of formulas, we assume that there is no degeneracy in the spectra throughout this paper. Let $`\{f_n\}_{n=0,1,2,\mathrm{}}`$ be the set of real-valued eigenfunctions that are normalized as
$$(f_m,f_n):=_\mathrm{\Sigma }f_mf_n\sqrt{}=\delta _{mn},$$
(1)
where the natural integral measure on $`(\mathrm{\Sigma },g)`$ is implied by $`\sqrt{}:=\sqrt{det(g_{ab})}`$. Let us note that a set $`\{\frac{1}{\sqrt{\lambda _n}}_af_n\}_{n=1}^{\mathrm{}}`$ forms an orthonormal subset of 1-forms on $`(\mathrm{\Sigma },g)`$,
$$\frac{1}{\sqrt{\lambda _m\lambda _n}}_\mathrm{\Sigma }_af_mg^{ab}_bf_n\sqrt{}=\delta _{mn}.$$
(2)
### 2.1 Spectral components of functions and tensors
Let $`A`$ and $`A_{ab}`$ be any function and any symmetric tensor field, respectively, on $`(\mathrm{\Sigma },g)`$. It is useful to introduce diffeomorphism invariant quantities $`A_{mn}`$ and $`A_{ab}_{mn}`$ defined as
$`A_{mn}`$ $`:=`$ $`{\displaystyle _\mathrm{\Sigma }}f_mAf_n\sqrt{},`$
$`A_{ab}_{mn}`$ $`:=`$ $`{\displaystyle \frac{1}{\sqrt{\lambda _m\lambda _n}}}{\displaystyle _\mathrm{\Sigma }}^af_mA_{ab}^bf_n\sqrt{}.`$
Here, for a quantity of type $`A_{ab}_{mn}`$, we always understand that $`n,m1`$ unless otherwise stated. We note that Eqs.(1) and (2) can be expressed as
$$1_{mn}=\delta _{mn},g_{ab}_{mn}=\delta _{mn}.$$
(3)
We also employ an abbreviated notation
$$A_n:=A_{nn},A_{ab}_n:=A_{ab}_{nn}.$$
For later uses, we develop these notations to
$`A_{lmn}:`$ $`=`$ $`Af_l_{mn},A_{klmn}:=Af_k_{lmn},\mathrm{},`$
$`A_{ab}_{l,mn}:`$ $`=`$ $`A_{ab}f_l_{mn},A_{ab}_{kl,mn}:=A_{ab}f_k_{l,mn},\mathrm{}.`$
We note that, for arbitrary functions $`A`$ and $`B`$
$$AB_{mn}=\underset{k=0}{\overset{\mathrm{}}{}}A_{mk}B_{kn}.$$
(4)
To show this formula, we insert the $`\delta `$-function into the integral expression of $`AB_{mn}`$, noting that $`\delta (x,y)\sqrt{}_y^1=_{k=0}^{\mathrm{}}f_k(x)f_k(y)`$.
The following formula is also useful, which relates $`Ag_{ab}_{mn}`$ with $`A_{mn}`$:
$$Ag_{ab}_{mn}=\frac{\lambda _m+\lambda _n}{2\sqrt{\lambda _m\lambda _n}}A_{mn}+\frac{1}{2\sqrt{\lambda _m\lambda _n}}\mathrm{\Delta }A_{mn}.$$
(5)
To show this formula, one modifies the defining equation for $`Ag_{ab}_{mn}`$ with the help of partial integrals, noting that the R.H.S. (right-hand side) should be symmetric in $`m`$ and $`n`$ .
Setting $`m=n`$ in Eq.(5), we get
$$Ag_{ab}_n=A_n+\frac{1}{2\lambda _n}\mathrm{\Delta }A_n.$$
(6)
### 2.2 The variation formulas
We frequently consider the variation $`\delta Q`$ of a certain quantity $`Q`$ below. Here we treat $`\delta `$ as a general variation for the time being. In later applications, the time-derivative (the Lie derivative along a time-flow vector $`t^a`$ in a spacetime picture) is mostly considered as the variation operator $`\delta `$.
Now, noting that $`\mathrm{\Delta }f=\frac{1}{\sqrt{}}_a(\sqrt{}g^{ab}_bf)`$ for an arbitrary function $`f`$, the variation of $`\mathrm{\Delta }`$ is represented as<sup>5</sup><sup>5</sup>5 To avoid trivial indices, we flexibly adopt notations such as $`\stackrel{}{u}:=u^a`$, $`AB:=A_{ab}B^{ab}`$, $`\stackrel{}{u}\stackrel{}{v}:=u_av^a`$ and $`A_{}^{}:=A_a^a`$ . We also flexibly choose symbols for the derivative of a function $`f`$, such as $`D_af=\stackrel{}{D}f=_af`$. (Here $`D_a`$ and $`\stackrel{}{D}`$ denote the covariant derivative.)
$$\delta \mathrm{\Delta }f=\frac{1}{2}_a(g\delta g)^af\frac{1}{\sqrt{}}_a(g^{ab}\delta g_{bc}^cf\sqrt{}).$$
Thus, employing the same kind of notation as $`A_{mn}`$, we can introduce the quantity
$$\delta \mathrm{\Delta }_{mn}:=f_m\delta \mathrm{\Delta }f_n\sqrt{}=\frac{1}{2}f_m_a(g\delta g)^af_n\sqrt{}f_m_a(g^{ab}\delta g_{bc}^cf_n\sqrt{}),$$
where we note that the variation is taken only for the operator $`\mathrm{\Delta }`$, and not for the eigenfunctions $`f_n`$, $`f_m`$. We should also keep in mind that $`\delta \mathrm{\Delta }_{mn}`$ is not symmetric in $`m`$ and $`n`$, unlike $`A_{mn}`$, because $`\mathrm{\Delta }`$ is an operator, and not a function. Noting that $`f_0`$ is a constant function (see Appendix A), it is evident that $`\delta \mathrm{\Delta }_{m0}=0`$ and $`\delta \mathrm{\Delta }_{0m}=\frac{\lambda _m}{2}g\delta g_{0m}`$ ($`m=0,1,2,\mathrm{}`$).
With these preliminaries, we now investigate the variations of spectral quantities. We start with the variation of the spectra. From Eq.(B10) in Appendix B, it follows that
$$\delta \lambda _n=\delta \mathrm{\Delta }_n,$$
(7)
which is a basic result of the perturbation theory (“Fermi’s golden rule”).
Now let us investigate the variation of the eigenfunctions. We have a general formula Eq.(B11) with Eq.(B14) (see Appendix B) for the perturbation of eigenvectors. Here we need to specify the factor $`c_n^{(1)}`$ in Eq.(B14). For this purpose, we take the variation of the both sides of Eq.(1) for $`m=n`$. Noting that $`\delta \sqrt{}=\frac{1}{2}g\delta g\sqrt{}`$, we get
$$(f_n,\delta f_n)=\frac{1}{4}g\delta g_n.$$
(8)
In the standard perturbation analysis in quantum mechanics, the inner-product is fixed, and not perturbed, while the eigenfunctions are perturbed. Thus, $`\delta f_n`$ should be perpendicular to $`f_n`$ if $`f_n`$ is normalized. In our case, on the other hand, the inner-product is also subject to the variation because of the presence of the integral measure $`\sqrt{}`$. Thus $`\delta f_n`$ is not in general perpendicular to $`f_n`$, as is clear in Eq.(8). Combining Eq.(8) with Eqs.(B11) and Eq.(B14), we see that $`c_n^{(1)}`$ in Eq.(B14) should be chosen as $`c_n^{(1)}=\frac{1}{4}g\delta g_n`$ in the present case. Thus, we get
$$\delta f_n=\underset{k=0}{\overset{\mathrm{}}{}}f_k\mu _{kn},$$
(9)
where
$$\mu _{mn}:=\{\begin{array}{cc}\frac{\delta \mathrm{\Delta }_{mn}}{\lambda _m\lambda _n}\hfill & \text{for}mn\hfill \\ \frac{1}{4}g\delta g_m\hfill & \text{for}m=n.\hfill \end{array}$$
Taking the inner-product of the both sides of Eq.(9) with $`f_m`$, we get
$$\mu _{mn}=(f_m,\delta f_n),$$
(10)
which gives a clear interpretation of the quantity $`\mu _{mn}`$ as the projection of $`\delta f_n`$ to the direction of $`f_m`$.
With the help of Eq.(9), it is now straightforward to show that
$$\delta A_{mn}=\delta A_{mn}+\frac{1}{2}Ag\delta g_{mn}+\underset{k}{}A_{mk}\mu _{kn}+\underset{k}{}A_{nk}\mu _{km}.$$
(11)
In particular, for the case of $`m=n`$, we get
$$\delta A_n=\delta A_n+\frac{1}{2}Ag\delta g_n+2\underset{k}{}A_{nk}\mu _{kn}.$$
(12)
Introducing $`\mathrm{\Gamma }_{mn}:=\mu _{mn}\frac{1}{4}g\delta g_{mn}`$ (note that $`\mathrm{\Gamma }_{nn}=0`$), Eq.(11) is also represented as
$$\delta A_{mn}=\delta A_{mn}\underset{k}{}A_{mk}\mathrm{\Gamma }_{kn}\underset{k}{}A_{nk}\mathrm{\Gamma }_{km}.$$
It is interesting that this expression is in a similar form as the covariant derivative of a symmetric tensor.
In the same manner, we get a formula for $`\delta A_{ab}_{mn}`$ as
$`\delta A_{ab}_{mn}`$ $`=`$ $`\delta A_{ab}_{mn}(\delta \mathrm{ln}\sqrt{\lambda _m\lambda _n})A_{ab}_{mn}+{\displaystyle \frac{1}{2}}A_{ab}g\delta g_{mn}A_a^c\delta g_{cb}+A_b^c\delta g_{ca}_{mn}`$ (13)
$`+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _n}}}A_{ab}_{mk}\mu _{kn}+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _m}}}A_{ab}_{nk}\mu _{km},`$
and for the case of $`m=n`$, we get
$`\delta A_{ab}_n`$ $`=`$ $`\delta A_{ab}_n(\delta \mathrm{ln}\lambda _n)A_{ab}_n+{\displaystyle \frac{1}{2}}A_{ab}g\delta g_n2(A\delta g)_{ab}_n`$ (14)
$`+2{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _n}}}A_{ab}_{nk}\mu _{kn}.`$
### 2.3 Basic identities
We obtain important relations by taking the variation of the basic identities Eq.(3).
First, we take the variation of the both sides of $`\delta _{mn}=1_{mn}`$. Then, with the help of Eq.(11), we get
$`0={\displaystyle \frac{1}{2}}g\delta g_{mn}+\mu _{mn}+\mu _{nm},`$
which implies an identity,
$$g\delta g_{mn}=2(\mu _{mn}+\mu _{nm}).$$
(15)
Thus, with the help of Eq.(2.2), we get
$$g\delta g_{mn}=\frac{2}{\lambda _m\lambda _n}(\delta \mathrm{\Delta }_{mn}\delta \mathrm{\Delta }_{nm})\mathrm{for}mn.$$
(16)
On the other hand, no condition is imposed on $`g\delta g_n`$ except for
$$g\delta g__0=2\frac{\delta V}{V},$$
(17)
which follows by an independent argument (see Appendix A).
Now we take the variation of the both sides of $`\delta _{mn}=g_{ab}_{mn}`$ for $`m,n1`$. Then, with the help of Eq.(13), we get
$$0=\overline{\delta g}_{ab}_{mn}(\delta \mathrm{ln}\lambda _n)\delta _{mn}+\sqrt{\frac{\lambda _m}{\lambda _n}}\mu _{mn}+\sqrt{\frac{\lambda _n}{\lambda _m}}\mu _{nm},$$
(18)
where $`\overline{A}_{ab}:=A_{ab}\frac{1}{2}A_{}^{}g_{ab}`$ for any symmetric tensor $`A_{ab}`$.
Thus, we get
$$\overline{\delta g}_{ab}_{mn}=\{\begin{array}{cc}\sqrt{\frac{\lambda _m}{\lambda _n}}\mu _{mn}+\sqrt{\frac{\lambda _n}{\lambda _m}}\mu _{nm}\hfill & \\ =\frac{1}{\lambda _m\lambda _n}\left(\sqrt{\frac{\lambda _m}{\lambda _n}}\delta \mathrm{\Delta }_{mn}\sqrt{\frac{\lambda _n}{\lambda _m}}\delta \mathrm{\Delta }_{nm}\right)\hfill & \mathrm{for}mn\hfill \\ \delta \mathrm{ln}\lambda _n\frac{1}{2}g\delta g_n\hfill & \mathrm{for}m=n.\hfill \end{array}$$
(19)
The fact that $`\delta \mathrm{\Delta }_{m0}=0`$ ($`m=0,1,2,\mathrm{}`$) suggests us to formally define that $`\overline{\delta g}_{ab}_{m0}=0`$ ($`m=0,1,2,\mathrm{}`$). We adopt this formal definition here for a notational neatness (see Eq.(20) below).
From Eqs.(16) and (19), we obtain a formula for $`\delta \mathrm{\Delta }_{mn}`$,
$$\delta \mathrm{\Delta }_{mn}=\frac{\lambda _n}{2}g\delta g_{mn}+\sqrt{\lambda _m\lambda _n}\overline{\delta g}_{ab}_{mn}.$$
(20)
We can also derive Eq.(20) directly from the definition of $`\delta \mathrm{\Delta }_{mn}`$.
We note that Eq.(20) is valid for the case of $`m=n`$ also, due to Eq.(7) and the second equation of Eq.(19). Furthermore, we realize that this formula is also valid for $`m=0`$ or $`n=0`$ on account of the formal definition $`\overline{\delta g}_{ab}_{m0}=0`$ ($`m=0,1,2,\mathrm{}`$).
We now investigate a different type of identities.
We pay attention to the second equation in Eq.(19),
$$\delta \mathrm{ln}\lambda _n=\overline{\delta g}_{ab}_n\frac{1}{2}g\delta g_n.$$
(21)
From this relation, it is straightforward to show a formula
$$A_{ab}\frac{\delta \mathrm{ln}\lambda _n}{\delta g_{ab}}=\overline{A}_{ab}_n\frac{1}{2}A_{}^{}_n,$$
(22)
where $`A_{ab}`$ is any symmetric tensor field.
Let $`u^a`$ be any vector field. Substituting $`A_{ab}=_\stackrel{}{u}g_{ab}`$, the L.H.S. (left-hand side) of Eq.(22) vanishes because of the diffeomorphism invariance of the spectra, so that
$`_\stackrel{}{u}g_{ab}_n`$ $`=`$ $`\stackrel{}{D}\stackrel{}{u}g_{ab}_n\stackrel{}{D}\stackrel{}{u}_n,`$
$`\overline{D_{(a}u_{b)}}_n`$ $`+`$ $`{\displaystyle \frac{1}{2}}\stackrel{}{D}\stackrel{}{u}_n=0.`$ (23)
We now note another identity. Using the basic properties of the covariant derivative $`D_a`$, it is easily shown that
$$\mathrm{\Delta }D_af=D_a\mathrm{\Delta }f+𝑹_{ab}D^bf,$$
where $`f`$ is any smooth function. In particular, choosing $`f_n`$ as $`f`$, we get
$$(g_{ab}\mathrm{\Delta }𝑹_{ab})^bf_n=\lambda _n_af_n,$$
(24)
i.e. $`_af_n`$ turns out to be an eigenfunction of $`g_{ab}\mathrm{\Delta }𝑹_{ab}`$ with the eigenvalue $`\lambda _n`$. Taking the inner-product of Eq.(24) with $`_af_m`$, we get
$$D_aD_bf_mD^aD^bf_n\sqrt{}=\sqrt{\lambda _m\lambda _n}𝑹_{ab}_{mn}+\lambda _n^2\delta _{mn},$$
(25)
or
$$𝑹_{ab}_{mn}=g_{ab}\mathrm{\Delta }_{mn}+\lambda _n\delta _{mn}.$$
(26)
## 3 Evolution equations for the spectral quantities
Now we investigate the time evolution of the spectra of a space. We have prepared in the previous section basic formulas regarding the responses of the spectral quantities with respect to a change $`\delta g_{ab}`$. When we let $`\delta g_{ab}`$ be of a dynamical origin, thus, we automatically obtain the evolution equations for the spectral quantities.
We consider $`(\mathrm{\Sigma },h)`$, a $`(D1)`$-dimensional compact Riemannian manifold without boundaries, as a mathematical model of the spatial section of the Universe. For the present purpose, we interprete a quantity $`\delta Q`$ as $`\frac{d}{d\alpha }_{|_\alpha =0}Q(\alpha )`$, and identify the latter quantity with $`\dot{Q}:=_\stackrel{}{t}Q`$, where $`\stackrel{}{t}`$ is a time-flow vector<sup>6</sup><sup>6</sup>6 See the argument at the end of Appendix B also. . In particular, we replace $`\delta g_{ab}`$, $`g\delta g`$ and $`\overline{\delta g}_{ab}`$ in the previous section with corresponding quantities as
$`\delta g_{ab}`$ $``$ $`\dot{h}_{ab}=2NK_{ab}+2D_{(a}N_{b)},`$
$`g\delta g`$ $``$ $`h^{ab}\dot{h}_{ab}=2NK+2\stackrel{}{D}\stackrel{}{N},`$
$`\overline{\delta g}_{ab}`$ $``$ $`\overline{\dot{h}}_{ab}=2N\overline{K}_{ab}+2\overline{D_{(a}N_{b)}}.`$ (27)
Here $`K_{ab}`$ is the extrinsic curvature and $`K:=K_{}^{}`$; $`N`$ and $`N_a`$ are the lapse function and the shift vector, respectively.
### 3.1 Evolution equation for $`\{\lambda _n\}`$
First, Eq.(21) becomes
$`\dot{\lambda }_n`$ $`=`$ $`\left(2N\overline{K}_{ab}_n+NK_n\right)\lambda _n`$ (28)
$`=`$ $`2NK_{ab}_n\lambda _n+{\displaystyle \frac{1}{2}}\mathrm{\Delta }(NK)_n,`$
where we used the identity Eq.(23) in the first line, and Eq.(6) in the second line. We note that the shift vector $`N_a`$ does not appear in Eq.(28), reflecting the spatial diffeomorphism invariance of $`\lambda _n`$.
Now, Eqs.(15) and (19) becomes
$`NK_{mn}+\stackrel{}{D}\stackrel{}{N}_{mn}=(\mu _{mn}+\mu _{nm})`$
$`N\overline{K}_{ab}_{mn}+{\displaystyle \frac{1}{2}}(\mathrm{ln}\lambda _n\dot{)}\delta _{mn}+\overline{D_{(a}N_{b)}}_{mn}={\displaystyle \frac{1}{2}}(\sqrt{{\displaystyle \frac{\lambda _m}{\lambda _n}}}\mu _{mn}+\sqrt{{\displaystyle \frac{\lambda _n}{\lambda _m}}}\mu _{nm}),`$
where $`\mu _{mn}`$ is given by Eq.(2.2) with $`\delta \mathrm{\Delta }_{mn}`$ replaced by $`\dot{\mathrm{\Delta }}_{mn}`$.
Eq.(20) becomes
$$\dot{\mathrm{\Delta }}_{mn}=\lambda _nNK_{mn}+2\sqrt{\lambda _m\lambda _n}N\overline{K}_{ab}_{mn}+\lambda _n\stackrel{}{D}\stackrel{}{N}_{mn}+2\sqrt{\lambda _m\lambda _n}\overline{D_{(a}N_{b)}}_{mn}.$$
(29)
Ultimately we are only interested in the dynamics of the spectra $`\{\lambda _n\}`$, which is invariant under the spatial diffeomorphism. The coordinate dependence of other subsidiary variables like $`\mu _{mn}`$, which can dependent on the shift vector $`N_a`$, should not have any influence on the dynamics of $`\{\lambda _n\}`$. Hence we can set $`N_a=0`$ from the very beginning to make formulas simpler. For simplicity we also set $`N=1`$ hereafter.
Now let us investigate the evolution equations for the spectra, Eq.(28), in detail. At this stage, it is useful to develop notations. First, we note that we can expand any scalar function $`A()`$ in terms of $`\{f_n\}_{n=0}^{\mathrm{}}`$:
$$A()=\underset{l=0}{\overset{\mathrm{}}{}}A_nf_n().$$
(30)
Then, it follows that
$$\mathrm{\Delta }A()=\underset{l=1}{\overset{\mathrm{}}{}}\lambda _nA_nf_n(),$$
where we see that the homogeneous component of $`A`$, $`A_0`$, does not appear in the summation.
The homogeneous component $`A_0`$ is related to the spatial average of $`A`$ over the spatial section $`\mathrm{\Sigma }`$, $`A_{\mathrm{av}}:=\frac{1}{V}__\mathrm{\Sigma }A\sqrt{}`$, as
$$A_{\mathrm{av}}=A_0/\sqrt{V}.$$
(31)
Next, let us introduce the quantity
$$(lmn):=f_m_{ln}=1_{mln}=f_lf_mf_n\sqrt{}.$$
(32)
Note that $`(lmn)`$ is totally symmetric in $`l`$, $`m`$ and $`n`$. We can also introduce a similar quantity $`(lmnk):=f_lf_mf_nf_k\sqrt{}`$ , and similarly $`(lmnkh)`$, and so on. However, the quantities of the type $`(lmn)`$ are sufficient since other quantities can be expressed in terms of $`(lmn)`$. For instance,
$$(lmnk)=\frac{1}{3}\underset{l^{}}{}\left\{(lml^{})(l^{}nk)+(mnl^{})(l^{}kl)+(nkl^{})(l^{}lm)\right\},$$
due to Eq.(4).
We note that the quantity of the form $`A_{lmn\mathrm{}}`$ is represented in terms of $`A_l`$ and $`(lmn)`$ since
$$A_{lmn\mathrm{}}=\underset{l^{}}{}A_l^{}(l^{}lmn\mathrm{}).$$
In the same manner, the quantities of the form $`A_{ab}_{kl\mathrm{},mn}`$ is represented in terms of $`A_{ab}_{l,mn}`$ and $`(lmn)`$ because of the relation
$$A_{ab}_{kl\mathrm{},mn}=\underset{l^{}}{}A_{ab}_{l^{},mn}(l^{}kl\mathrm{}).$$
In particular, the quantity of the form $`A_{ab}_{mn}`$ can be represented in terms of $`A_{ab}_{0,mn}`$ as
$$A_{ab}_{mn}=A_{ab}_{0,mn}\sqrt{V}.$$
Keeping the applications to cosmology in mind, it is also useful to introduce the quantities $`ϵ_{ab}`$ and $`r_{ab}`$ defined as
$`ϵ_{ab}`$ $`:=`$ $`K_{ab}{\displaystyle \frac{1}{D1}}Kh_{ab},`$
$`r_{ab}`$ $`:=`$ $`𝑹_{ab}{\displaystyle \frac{1}{D1}}𝑹h_{ab}.`$ (33)
Note that $`ϵ_{}^{}=r_{}^{}=0`$. The quantities $`ϵ_{ab}`$ and $`r_{ab}`$ characterize the deviation of the spatial geometry $`(\mathrm{\Sigma },h)`$ from the isotropic geometry.
Now, we note that
$$K_{mn}=\underset{l}{}K_l(lmn),$$
and
$`\overline{K}_{ab}_{mn}`$ $`=`$ $`{\displaystyle \frac{D3}{2(D1)}}Kh_{ab}_{mn}+ϵ_{ab}_{mn}`$
$`=`$ $`{\displaystyle \frac{D3}{4(D1)}}{\displaystyle \frac{1}{\sqrt{\lambda _m\lambda _n}}}{\displaystyle \underset{l}{}}(\lambda _m+\lambda _n\lambda _l)K_l(lmn)+ϵ_{ab}_{mn}.`$
Here Eq.(30) has been applied to $`K`$ and we have used Eq.(5).
Thus, Eq.(28) is represented as
$$\dot{\lambda }_n=\frac{2}{D1}\underset{l}{}(\lambda _n+\frac{D3}{4}\lambda _l)K_l(lnn)2\lambda _nϵ_{ab}_n.$$
(34)
This equation is also valid for $`n=0`$, viz. it is compatible with $`\lambda _00`$.
Looking at the R.H.S. of Eq.(34), it turns out that we further need the equations for $`(lmn\dot{)}`$, $`\dot{K}_l`$ and $`ϵ_{ab}\dot{_n}`$ . We investigate them one by one below.
### 3.2 Evolution equation for $`(lmn)`$
Applying Eq.(11) along with Eq.(9) to $`f_l_{mn}=(lmn)`$, we get
$$(lmn\dot{)}=\underset{l^{}}{}\{(lml^{})\mu _{l^{}n}+(mnl^{})\mu _{l^{}l}+(nll^{})\mu _{l^{}m}\}+\underset{l^{}}{}(lmnl^{})K_l^{}.$$
(35)
Here, from Eq.(2.2) with Eq.(29) ($`N=1`$, $`N_a=0`$), $`\mu _{mn}`$ is given by
$$\mu _{mn}=\{\begin{array}{cc}\frac{D+1}{2(D1)}\frac{1}{\lambda _m\lambda _n}_l\left(\lambda _n\frac{D3}{D+1}(\lambda _m\lambda _l)\right)K_l(lmn)+\frac{2\sqrt{\lambda _m\lambda _n}}{\lambda _m\lambda _n}ϵ_{ab}_{mn}\hfill & \text{for}mn\hfill \\ & \\ \frac{1}{2}_lK_l(lmm)\hfill & \text{for}m=n.\hfill \end{array}$$
### 3.3 Evolution equation for $`K_l`$
Now, since $`K_l=(K,f_l)`$, we get $`\dot{K}_l=(\dot{K},f_l)+(K,\dot{f}_l)+(K,f_lK)`$, resulting in
$$\dot{K}_l=(\dot{K})_l+\underset{l^{}}{}K_l^{}\mu _{l^{}l}+\underset{l^{}l^{\prime \prime }}{}K_l^{}K_{l^{\prime \prime }}(l^{}l^{\prime \prime }l),$$
(36)
where Eq.(10) has been applied. To get the detailed expression for the first term $`(\dot{K})_l`$, we recall basic formulas of the canonical Einstein equations. We note
$$\dot{K}=\frac{1}{2\alpha }\frac{D1}{D2}p\frac{D3}{2(D2)}(𝑹+K^2+\frac{D1}{D3}KK)+\frac{D1}{D2}\mathrm{\Lambda },$$
(37)
along with the constraints
$`𝑹KK+K^2{\displaystyle \frac{1}{\alpha }}\rho 2\mathrm{\Lambda }`$ $`=`$ $`0,`$
$`D^bK_{ab}D_aK+{\displaystyle \frac{1}{2\alpha }}J_a`$ $`=`$ $`0,`$ (38)
where $`\alpha :=\frac{c^3}{16\pi G}`$ and $`\mathrm{\Lambda }`$ is the cosmological constant. Here we define the quantities $`\rho `$, $`p`$, $`J_a`$ and $`S_{ab}`$ in connection with the above equations: With the help of the normal unit vector $`n^\alpha `$ of the spatial section, the energy-momentum tensor of matter $`T^{\alpha \beta }`$ can be decomposed into three components: $`T^{\alpha \beta }=T_{_{}}^{\alpha \beta }+T_{_{}}^{\alpha \beta }+T_{_{}}^{\alpha \beta }`$, where each term has the following form,
$$T_{_{}}^{\alpha \beta }=\rho n^\alpha n^\beta ,T_{_{}}^{\alpha \beta }=J^\alpha n^\beta +J^\beta n^\alpha ,T_{_{}}^{\alpha \beta }=S^{\alpha \beta }.$$
(The suffix $``$ implies “perpendicular to the space” and $``$ implies “along the space”.) Here $`J^\alpha `$ and $`S^{\alpha \beta }`$ are spatial quantities and they are uniquely identified to their spatial counterparts, $`J^a`$ and $`S^{ab}`$, respectively. Then $`\rho `$, $`J_a`$ and $`S_{ab}`$ are interpreted as the energy density, the momentum density and the stress tensor of matter, respectively, and $`p:=\frac{1}{D1}S_a^a`$ defines the pressure of matter. (The vector and tensor indices of spatial quantities in this context are lowered and raised by, respectively, the spatial metric $`h_{ab}`$ and its inverse $`h^{ab}`$.)
Now, Eq.(37) can be modified by means of the first constraint equation (Hamiltonian constraint) in Eq.(38). In particular, the following two forms would be useful for our purposes. First, by eliminating $`𝑹`$ from Eq.(37), we get
$$\dot{K}=\frac{1}{2\alpha }\frac{D3}{D2}(\rho +\frac{D1}{D3}p)KK+\frac{2}{D2}\mathrm{\Lambda }.$$
(39)
Second, by eliminating the term $`KK`$ from Eq.(37), we get
$$\dot{K}=\frac{1}{2\alpha }\frac{D1}{D2}(\rho p)K^2𝑹+\frac{2(D1)}{D2}\mathrm{\Lambda }.$$
(40)
Thus, we obtain the equation for $`(\dot{K})_l`$ based on Eq.(39),
$$(\dot{K})_l=\frac{1}{2\alpha }\frac{D3}{D2}(\rho _l+\frac{D1}{D3}p_l)\frac{1}{D1}\underset{l^{}l^{\prime \prime }}{}K_l^{}K_{l^{\prime \prime }}(l^{}l^{\prime \prime }l)+\frac{2\mathrm{\Lambda }\sqrt{V}}{D2}\delta _{l0}(ϵϵ)_l.$$
(41)
In the same manner, based on Eq.(40), we get
$$(\dot{K})_l=\frac{1}{2\alpha }\frac{(D1)}{(D2)}(\rho _lp_l)\underset{l^{}l^{\prime \prime }}{}K_l^{}K_{l^{\prime \prime }}(l^{}l^{\prime \prime }l)+\frac{2(D1)\mathrm{\Lambda }\sqrt{V}}{D2}\delta _{l0}𝑹_l.$$
(42)
We also note that, from Eqs.(17), (31) and (A2),
$$\frac{\dot{V}}{V}=K_0/\sqrt{V}=K_{\mathrm{av}}.$$
(43)
The first constraint equation in Eq.(38) is translated into
$$𝑹_l+\frac{D2}{D1}\underset{l^{}l^{\prime \prime }}{}K_l^{}K_{l^{\prime \prime }}(l^{}l^{\prime \prime }l)\frac{1}{\alpha }\rho _l2\mathrm{\Lambda }\sqrt{V}\delta _{0l}(ϵϵ)_l=0.$$
(44)
We also note that, taking the inner-product with $`\frac{1}{\lambda _l}D_af_l`$ ($`l0`$), the Bianchi identity $`D^b𝑹_{ab}\frac{1}{2}D_a𝑹=0`$ turns to
$$𝑹_l+\frac{2(D1)}{(D3)}\frac{1}{\lambda _l}(D^aD^br_{ab})_l=0(l0).$$
(45)
Now, taking the inner-product with $`\frac{1}{\lambda _l}D_af_l`$ ($`l0`$), the second constraint equation in Eq.(38) (momentum constraint) turns to
$$K_l+\frac{D1}{D2}\frac{1}{\lambda _l}\left\{(D^aD^bϵ_{ab})_l+\frac{1}{2\alpha }(\stackrel{}{D}\stackrel{}{J})_l\right\}=0(l0).$$
(46)
Finally, noting that
$$\dot{𝑹}=𝑹^{ab}\dot{h}_{ab}+D^a\left(D^b\dot{h}_{ab}D_a(h^{cd}\dot{h}_{cd})\right),$$
we get
$$\dot{𝑹}_l=\frac{D3}{D1}\underset{l^{}l^{\prime \prime }}{}K_l^{}𝑹_{l^{\prime \prime }}(l^{}l^{\prime \prime }l)+\underset{l^{}}{}𝑹_l^{}\mu _{l^{}l}\frac{1}{\alpha }(\stackrel{}{D}\stackrel{}{J})_l2(ϵr)_l,$$
where we used the momentum constraint Eq.(46) to reach the final form.
### 3.4 Evolution equation for $`ϵ_{ab}_{l,mn}`$ and $`r_{ab}_{l,mn}`$
First, we derive the evolution equations for $`ϵ_{ab}`$ and $`r_{ab}`$ ($`N=1`$, $`N_a=0`$),
$`\dot{ϵ}_{ab}`$ $`=`$ $`{\displaystyle \frac{1}{2\alpha }}(S_{ab}ph_{ab}){\displaystyle \frac{D3}{D1}}Kϵ_{ab}r_{ab}+2(ϵϵ)_{ab},`$ (47)
$`\dot{r}_{ab}`$ $`=`$ $`{\displaystyle \frac{1}{D1}}\left\{\mathrm{\Delta }Kh_{ab}+(D3)D_aD_bK\right\}+{\displaystyle \frac{1}{\alpha }}{\displaystyle \frac{1}{D1}}\stackrel{}{D}\stackrel{}{J}h_{ab}`$ (48)
$`\mathrm{\Delta }ϵ_{ab}{\displaystyle \frac{2}{D1}}𝑹ϵ_{ab}+2D^cD_{(a}ϵ_{b)c}+{\displaystyle \frac{2}{D1}}ϵrh_{ab}.`$
From Eq.(47) along with Eqs.(9) and (13), we get
$`ϵ_{ab}\dot{}_{l,mn}`$ $`=`$ $`{\displaystyle \frac{1}{2\alpha }}(S_{ab}ph_{ab})_{l,mn}\left(\mathrm{ln}\sqrt{\lambda _m\lambda _n}\right)^{}ϵ_{ab}_{l,mn}{\displaystyle \frac{2}{D1}}{\displaystyle \underset{l^{}l^{\prime \prime }}{}}K_l^{}(l^{}ll^{\prime \prime })ϵ_{ab}_{l^{\prime \prime },mn}`$ (49)
$`+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _n}}}ϵ_{ab}_{l,mk}\mu _{kn}+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _m}}}ϵ_{ab}_{l,nk}\mu _{km}`$
$`+{\displaystyle \underset{k}{}}ϵ_{ab}_{k,mn}\mu _{kl}r_{ab}_{l,mn}2(ϵϵ)_{ab}_{l,mn}.`$
In the same manner, we get from Eq.(48),
$`r_{ab}\dot{}_{l,mn}`$ $`=`$ $`\dot{r}_{ab}_{l,mn}\left(\mathrm{ln}\sqrt{\lambda _m\lambda _n}\right)^{}r_{ab}_{l,mn}{\displaystyle \frac{5D}{D1}}{\displaystyle \underset{l^{}l^{\prime \prime }}{}}K_l^{}(l^{}ll^{\prime \prime })r_{ab}_{l^{\prime \prime },mn}`$ (50)
$`+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _n}}}r_{ab}_{l,mk}\mu _{kn}+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _m}}}r_{ab}_{l,nk}\mu _{km}`$
$`+{\displaystyle \underset{k}{}}r_{ab}_{k,mn}\mu _{kl}4ϵ_{(a}^cr_{b)c}_{l,mn},`$
where
$`\dot{r}_{ab}_{l,mn}`$ $`=`$ $`{\displaystyle \frac{1}{D1}}{\displaystyle \underset{l^{}l^{\prime \prime }}{}}\lambda _l^{}K_l^{}(l^{}ll^{\prime \prime })h_{ab}_{l^{\prime \prime },mn}{\displaystyle \frac{D3}{D1}}{\displaystyle \underset{l^{}}{}}K_l^{}D_aD_bf_l^{}_{l,mn}`$ (51)
$`+{\displaystyle \frac{1}{\alpha }}{\displaystyle \frac{1}{D1}}{\displaystyle \underset{l^{}l^{\prime \prime }}{}}(\stackrel{}{D}\stackrel{}{J})_l^{}(l^{}ll^{\prime \prime })h_{ab}_{l^{\prime \prime },mn}{\displaystyle \frac{2}{D1}}{\displaystyle \underset{l^{}l^{\prime \prime }}{}}𝑹_l^{}(l^{}ll^{\prime \prime })ϵ_{ab}_{l^{\prime \prime },mn}`$
$`\mathrm{\Delta }ϵ_{ab}_{l,mn}+2D^cD_{(a}ϵ_{b)c}_{l,mn}`$
$`+{\displaystyle \frac{2}{D1}}{\displaystyle \underset{l^{}l^{\prime \prime }}{}}(ϵr)_l^{}(l^{}ll^{\prime \prime })h_{ab}_{l^{\prime \prime },mn}.`$
For convenience, we also present the formulas Eq.(49) and Eq.(50) especially for $`l=0`$:
$`ϵ_{ab}\dot{}_{mn}`$ $`=`$ $`{\displaystyle \frac{1}{2\alpha }}(S_{ab}ph_{ab})_{mn}\left(\mathrm{ln}\sqrt{\lambda _m\lambda _n}\right)^{}ϵ_{ab}_{mn}{\displaystyle \frac{2}{D1}}{\displaystyle \underset{k}{}}K_kϵ_{ab}_{k,mn}`$ (52)
$`+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _n}}}ϵ_{ab}_{mk}\mu _{kn}+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _m}}}ϵ_{ab}_{nk}\mu _{km}r_{ab}_{mn}`$
$`2(ϵϵ)_{ab}_{mn}.`$
$`r_{ab}\dot{}_{mn}`$ $`=`$ $`\dot{r}_{ab}_{mn}\left(\mathrm{ln}\sqrt{\lambda _m\lambda _n}\right)^{}r_{ab}_{mn}{\displaystyle \frac{5D}{D1}}{\displaystyle \underset{k}{}}K_kr_{ab}_{k,mn}`$ (53)
$`+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _n}}}r_{ab}_{mk}\mu _{kn}+{\displaystyle \underset{k}{}}\sqrt{{\displaystyle \frac{\lambda _k}{\lambda _m}}}r_{ab}_{nk}\mu _{km}`$
$`4ϵ_{(a}^cr_{b)c}_{mn},`$
where
$`\dot{r}_{ab}_{mn}`$ $`=`$ $`{\displaystyle \frac{1}{D1}}{\displaystyle \underset{k}{}}\lambda _kK_kh_{ab}_{k,mn}{\displaystyle \frac{D3}{D1}}{\displaystyle \underset{k}{}}K_kD_aD_bf_k_{mn}`$ (54)
$`+{\displaystyle \frac{1}{\alpha }}{\displaystyle \frac{1}{D1}}{\displaystyle \underset{k}{}}(\stackrel{}{D}\stackrel{}{J})_kh_{ab}_{k,mn}{\displaystyle \frac{2}{D1}}{\displaystyle \underset{k}{}}𝑹_kϵ_{ab}_{k,mn}`$
$`\mathrm{\Delta }ϵ_{ab}_{mn}+2D^cD_{(a}ϵ_{b)c}_{mn}+{\displaystyle \frac{2}{D1}}{\displaystyle \underset{k}{}}(ϵr)_kh_{ab}_{k,mn}.`$
Eqs. (34)-(36), (41) (or (42)), (43)-(3.3), and (49)-(51) are the fundamental equations for the investigation of the spectral evolution of the Universe.
They form hierarchy equations and we can continue to get equations for higher hierarchies. This hierarchical property is a reasonable consequence since we are looking at the global quantities, and not the local ones. In practical applications, thus, we need to make a suitable truncation. Typically, we get equations of higher order in $`ϵ_{ab}`$ and $`r_{ab}`$ when we continue to go into further hierarchies. We can often regard $`ϵ_{ab}`$, $`r_{ab}`$, and their spatial derivatives are small in cosmological applications. In such cases, the truncation becomes a reasonable approximation procedure.
## 4 Basic applications of the spectral equations
### 4.1 The Friedman-Robertson-Walker Universe
As a basic example, let us consider a closed Friedmann-Robertson-Walker Universe.
We set $`ϵ_{ab}=0`$ and $`r_{ab}=0`$. We also set $`\stackrel{}{J}=0`$. From Eqs. (45) and (46), we get $`𝑹_l=0`$ and $`K_l=0`$ ($`l0`$). Then, we get $`\rho _l=0`$ ($`l0`$) from Eq.(44), noting that $`(\mathrm{0\; 0}l)=\frac{1}{\sqrt{V}}\delta _{0l}`$. Eq.(36) along with Eq.(41) imply that $`p_l=0`$ ($`l0`$), noting that $`\mu _{mn}=\frac{1}{2}\delta _{mn}K_0/\sqrt{V}`$ in the present case (Eq.(3.2)).
Now, Eq.(34) with Eq.(43) yield
$$\dot{\lambda }_n=\frac{2}{D1}\lambda _n\frac{\dot{V}}{V},$$
thus,
$$\lambda _n(t)=\left(\frac{V(0)}{V(t)}\right)^{\frac{2}{D1}}\lambda _n(0).$$
It is a simple scaling behavior expected from the dimensionality of $`\lambda _n`$.
Noting that $`\mu _{l0}=\frac{1}{2}\delta _{l0}K_0/\sqrt{V}`$ (Eq.(3.2)), we get from Eq.(3.3) for $`l=0`$ with Eq.(43),
$$\dot{𝑹}_0=\frac{5D}{2(D1)}\frac{\dot{V}}{V}𝑹_0.$$
Thus,
$$𝑹_0(t)=\left(\frac{V(0)}{V(t)}\right)^{\frac{5D}{2(D1)}}𝑹_0(0),$$
or, noting Eq.(31),
$$𝑹_{\mathrm{av}}(t)=\left(\frac{V(0)}{V(t)}\right)^{\frac{2}{D1}}𝑹_{\mathrm{av}}(0).$$
It is also a simple scaling behavior expected from the dimensionality of $`𝑹`$.
On the other hand, from Eq.(44) for $`l=0`$ with Eq.(43), we get
$$\frac{D2}{D1}\left(\frac{\dot{V}}{V}\right)^2+𝑹_{\mathrm{av}}\frac{1}{\alpha }\rho _{\mathrm{av}}2\mathrm{\Lambda }=0,$$
or in a more familiar form,
$$\left(\frac{\dot{a}}{a}\right)^2+\frac{k}{a^2}\frac{1}{(D1)(D2)}\frac{1}{\alpha }\rho _{\mathrm{av}}\frac{2}{(D1)(D2)}\mathrm{\Lambda }=0,$$
where we introduced the scale factor $`a`$ as $`Va^{D1}`$ and the curvature index $`k:=𝑹_{\mathrm{av}}(0)a(0)^2`$.
It can be solved once the matter content is specified.
### 4.2 A universal formula for the spectral distance between two Universes that are geometrically close to each other
The spectral evolution equations developed in the previous sections are of essential significance for the study of spacetime physics along the line of the spectral representation of geometrical structures.
We have the spectral distance $`d_N(𝒢,𝒢^{})`$ as a measure of closeness between two spatial geometries $`𝒢`$ and $`𝒢^{}`$ . It measures the difference between $`𝒢`$ and $`𝒢^{}`$ as the difference of “sounds” of them, i.e. the difference of the spectra.
Then we are given a basic arena for spacetime physics, i.e. the “space of all spaces” $`𝒮_N`$; it is basically a space of all compact Riemannian geometries equipped with $`d_N(𝒢,𝒢^{})`$ .
Since we now have the spectral evolution equations developed in the previous sections, we can investigate the time evolution of $`d_N(𝒢,𝒢^{})`$. The fundamental importance of such an investigation becomes clear when we take $`𝒢`$ as the real Universe and $`𝒢^{}`$ as a model Universe which is expected to be “close” to $`𝒢`$ . There is no guarantee that the model Universe remains a good model for the real Universe in the future also . Stated in terms of the spectral distance, there is no guarantee that $`d_N(𝒢,𝒢^{})`$ remains small in the future. The detailed investigations along this line would be done separately. Here we only look at some basic features of the evolution of $`d_N(𝒢,𝒢^{})`$ when $`𝒢`$ and $`𝒢^{}`$ are very close initially in $`𝒮_N`$.
In this subsection, we derive a universal formula for $`d_N(𝒢,𝒢^{})`$ when $`𝒢`$ and $`𝒢^{}`$ are geometrically close in $`𝒮_N`$, which is valid independently of the detailed form of $`d_N(𝒢,𝒢^{})`$ nor the gravity theory. In the next subsection, we discuss its time evolution.
First, it is appropriate to recall basic settings of the spectral representation .
We set the eigenvalue problem on each manifold $`𝒢`$ and $`𝒢^{}`$,
$$\mathrm{\Delta }f=\lambda f,$$
then the set of eigenvalues (numbered in increasing order) is obtained; $`\{\lambda _m\}_{m=0}^{\mathrm{}}`$ for $`𝒢`$ and $`\{\lambda _n^{}\}_{n=0}^{\mathrm{}}`$ for $`𝒢^{}`$.
Now the spectral distance between $`𝒢`$ and $`𝒢^{}`$ is defined as
$$d_N(𝒢,𝒢^{})=\underset{n=1}{\overset{N}{}}\left(\frac{\lambda _n^{}}{\lambda _n}\right),$$
(55)
where $`(x)`$ ($`x>0`$) is a smooth function which satisfies $`0`$, $`(1/x)=(x)`$, $`(y)>(x)`$ if $`y>x1`$ and $`(1)=0`$. Then, it follows that $`^{\prime \prime }(1)0`$. However, in order to let $`d_N(𝒢,𝒢^{})`$ detect a fine difference between $`𝒢`$ and $`𝒢^{}`$ when they are very close to each other in $`𝒮_N`$, we further postulate that $`^{\prime \prime }(1)>0`$. (See Eq. (59).)
In particular, it is convenient to choose as $``$, $`_1(x)=\frac{1}{2}\mathrm{ln}\frac{1}{2}(\sqrt{x}+1/\sqrt{x})`$. Then we get
$$d_N(𝒢,𝒢^{})=\frac{1}{2}\underset{n=1}{\overset{N}{}}\mathrm{ln}\frac{1}{2}\left(\sqrt{\frac{\lambda _n^{}}{\lambda _n}}+\sqrt{\frac{\lambda _n}{\lambda _n^{}}}\right).$$
(56)
It turns out that $`d_N(𝒢,𝒢^{})`$ does not satisfy the triangle inequality. However, it does not cause a serious problem. Let $`Riem`$ be the space of all $`(D1)`$-dimensional, compact Riemannian geometries without boundaries. Then it is proved that the space $`(Riem,d_N)/_{}`$, where $`d_N`$ is given by Eq.(56), is a metrizable space . (Here indicates identification of isospectral manifolds .) It justifies to regard $`d_N(𝒢,𝒢^{})`$ as a distance, provided that we are careful when the triangle inequality matters in the argument.
The above property is shown in the following way. Since the breakdown of the triangle inequality turns out to be a mild one in a certain sense , it is expected that one can make a slight modification of $`_1`$ to recover the inequality. Indeed we can find $`_0(x):=\frac{1}{2}\mathrm{ln}\mathrm{max}(\sqrt{x},1/\sqrt{x})`$ as a modification of $`_1`$. In this case, Eq.(55) becomes
$$\overline{d}_N(𝒢,𝒢^{})=\frac{1}{2}\underset{n=1}{\overset{N}{}}\mathrm{ln}\mathrm{max}(\sqrt{\frac{\lambda _n^{}}{\lambda _n}},\sqrt{\frac{\lambda _n}{\lambda _n^{}}}).$$
It is easy to show that $`\overline{d}_N(𝒢,𝒢^{})`$ satisfies all of the axioms of distance, so that it is a distance. Now, one can show that $`(Riem,d_N)/_{}`$ and $`(Riem,\overline{d}_N)/_{}`$ are homeomorphic to each other. Thus, $`(Riem,d_N)/_{}`$ is a metrizable space since $`(Riem,\overline{d}_N)/_{}`$ is a metric space. Let $`𝒮_N`$ be a completion of $`(Riem,d_N)/_{}`$. The definition for $`d_N`$ has a more convenient form than the one for $`\overline{d}_N`$ since the latter includes $`max`$ symbol. Thus, in the actual applications, $`d_N`$ is more useful than $`\overline{d}_N`$. On the other hand, when we need to discuss mathematical properties of $`𝒮_N`$ precisely, $`\overline{d}_N`$ is appropriate.
Let us consider the situation that $`𝒢`$ and $`𝒢^{}`$ possess the same topological structure and that they are very close in $`𝒮_N`$. One can imagine that $`𝒢^{}=(\mathrm{\Sigma },h^{})`$ represents the real Universe at some instant of time, and $`𝒢=(\mathrm{\Sigma },h)`$ is a model Universe corresponding to $`𝒢^{}=(\mathrm{\Sigma },h^{})`$. We introduce the difference in the spatial metric
$$\gamma _{ab}:=h_{ab}^{}h_{ab},$$
(57)
and we treat $`\gamma _{ab}`$ as a small quantity.
We regard the model Universe as a reference point, based on which we evaluate several quantities. In particular, we make use of the time-slicings of the model and investigate the time evolutions with respect to them.
Now, from Eq.(21), we get
$$\delta \mathrm{ln}\lambda _n=\frac{\lambda _n^{}\lambda _n}{\lambda _n}=\overline{\gamma }_{ab}_n\frac{1}{2}\gamma _n,$$
(58)
where $`\gamma :=h^{ab}\gamma _{ab}`$.
Looking at Eq.(55), we see that
$$\left(\frac{\lambda _n^{}}{\lambda _n}\right)=\left(1\left(\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n\right)\right)=\frac{1}{2}^{\prime \prime }(1)\left(\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n\right)^2+O(\epsilon ^3).$$
Here we note that $`(1)=^{}(1)=0`$, and $`\epsilon `$ indicates a small quantity in the same order as $`\gamma `$.
Leaving only the leading term, we thus get
$$d_N(𝒢,𝒢^{})=\frac{1}{2}^{\prime \prime }(1)\underset{n=1}{\overset{N}{}}\left(\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n\right)^2.$$
(59)
Here we note the postulation $`^{\prime \prime }(1)>0`$.
It would be also helpful to view Eq.(59) as
$$d_N(𝒢,𝒢^{})=\frac{1}{2}^{\prime \prime }(1)\stackrel{}{𝜸}\stackrel{}{𝜸},$$
(60)
where $`\stackrel{}{𝜸}`$ is a vector in $`𝑹^N`$ whose $`n`$-th component is $`\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n`$, and a standard Euclidean inner-product is implied.
Hence, we get a universal result on $`d_N(𝒢,𝒢^{})`$ when $`𝒢`$ and $`𝒢^{}`$ are very close in $`𝒮_N`$: The leading behavior of the spectral distance $`d_N(𝒢,𝒢^{})`$ is given by Eq.(59) (or Eq.(60)), irrespective of the detailed form of the spectral distance nor of the gravity theory.
In the case of Eq.(56), we have chosen as $``$, $`_1(x)=\frac{1}{2}\mathrm{ln}\frac{1}{2}(\sqrt{x}+1/\sqrt{x})`$, hence $`^{\prime \prime }(1)=\frac{1}{8}`$. Thus, we get
$$d_N(𝒢,𝒢^{})=\frac{1}{16}\underset{n=1}{\overset{N}{}}\left(\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n\right)^2,$$
(61)
or
$$d_N(𝒢,𝒢^{})=\frac{1}{16}\stackrel{}{𝜸}\stackrel{}{𝜸},$$
(62)
where $`\stackrel{}{𝜸}`$ is the same vector as in Eq.(60).
### 4.3 Time evolution of a small geometrical discrepancy between the real and a model Universes
Here we investigate the time evolution of the spectral distance for the two ‘nearby’ Universes as described in the previous subsection. Taking the time derivative of the both sides of Eq.(56), we get
$$\dot{d}_N(𝒢,𝒢^{})=\frac{1}{4}\underset{n=1}{\overset{N}{}}\frac{\frac{\lambda _n^{}}{\lambda _n}1}{\frac{\lambda _n^{}}{\lambda _n}+1}\left(\mathrm{ln}\frac{\lambda _n^{}}{\lambda _n}\right)^{}.$$
(63)
Now Eq.(34) can be represented as
$$(\mathrm{ln}\lambda _n)^{}=\frac{2}{D1}\underset{l}{}(1+\frac{D3}{4}\frac{\lambda _l}{\lambda _n})K_l(lnn)2ϵ_{ab}_n.$$
In the cosmological problems, it is often useful to separate the term for $`l=0`$ from the terms for $`l1`$ in the summation like in the above equation: This separation is useful when the Universe is described by a homogeneous geometry plus small perturbations. Noting Eq.(43), we thus get
$$(\mathrm{ln}\lambda _n)^{}=2\left(\frac{1}{D1}\frac{\dot{V}}{V}+\frac{1}{D1}KK_{\mathrm{av}}_n\frac{D3}{4(D1)}\frac{1}{\lambda _n}\mathrm{\Delta }K_n+ϵ_{ab}_n\right).$$
(64)
Let us define
$`H:`$ $`=`$ $`{\displaystyle \frac{1}{D1}}{\displaystyle \frac{\dot{V}}{V}},`$
$`\iota _n:`$ $`=`$ $`{\displaystyle \frac{1}{D1}}{\displaystyle \underset{l1}{}}(1+{\displaystyle \frac{D3}{4}}{\displaystyle \frac{\lambda _l}{\lambda _n}})K_l(lnn)`$ (65)
$`=`$ $`{\displaystyle \frac{1}{D1}}KK_{\mathrm{av}}_n{\displaystyle \frac{D3}{4(D1)}}{\displaystyle \frac{1}{\lambda _n}}\mathrm{\Delta }K_n,`$
$`\alpha _n:`$ $`=`$ $`ϵ_{ab}_n.`$
Here $`H`$ is an analogous quantity to the Hubble constant; $`\iota _n`$ is attributed to the inhomogeneity while $`\alpha _n`$ is to the anisotropy of the geometry. Then, the formula (64) can be represented more concisely as
$$(\mathrm{ln}\lambda _n)^{}=2H_n,$$
(66)
where
$$H_n:=H+\iota _n+\alpha _n.$$
(67)
The quantity $`H_n`$ can be interpreted as the effective Hubble constant observed at the scale $`\lambda _n^{1/2}`$ since it determines the rate of change of $`\lambda _n`$. Thus, Eq.(67) describes the modification of the effective Hubble parameter at the scale $`\lambda _n^{1/2}`$ due to inhomogeneity and anisotropy of the Universe at that scale.
Leaving only the leading terms in Eq.(63) with the help of Eqs.(66) and (67), we thus get
$$\dot{d}_N(𝒢,𝒢^{})=\frac{1}{4}\stackrel{}{𝜸}\delta \stackrel{}{𝑯},$$
(68)
where $`\delta \stackrel{}{𝑯}`$ denotes a vector in $`𝑹^N`$ whose $`n`$-th component is $`\delta H_n:=H_n^{}H_n`$.<sup>7</sup><sup>7</sup>7 In this subsection, $`\delta Q`$ denotes the difference in a quantity $`Q`$ for two spaces $`𝒢`$ and $`𝒢^{}`$, defined as $`Q`$ for $`𝒢^{}`$ (the second entry of $`d_N(,)`$) minus $`Q`$ for $`𝒢`$ (the first entry of $`d_N(,)`$). Wherever necessary, we employ the notation $`\delta \{\}`$ (rather than $`\delta ()`$) to avoid any confusion with the $`\delta `$-function. On the other hand, from Eq.(66) with Eq.(58), we can derive $`\dot{\stackrel{}{𝜸}}=2\delta \stackrel{}{𝑯}`$, which is compatible with Eqs.(62) and (68).
From Eq.(68), we get
$$\ddot{d}_N(𝒢,𝒢^{})=\frac{1}{2}\delta \stackrel{}{𝑯}\delta \stackrel{}{𝑯}+\frac{1}{4}\stackrel{}{𝜸}\delta \dot{\stackrel{}{𝑯}}.$$
(69)
Let us introduce $`q_n:=(1+\frac{\dot{H}_n}{H_n^2})`$, which can be interpreted as the effective deceleration parameter at the scale $`\lambda _n^{1/2}`$. Then, $`\dot{H}_n=(1+q_n)H_n^2`$, so that
$$\delta \dot{H}_n=2(1+q_n)H_n\delta H_nH_n^2\delta q_n.$$
(70)
Since $`\delta \dot{H}_n`$ appears in Eq.(69) only in the form of $`\stackrel{}{𝜸}\delta \dot{\stackrel{}{𝑯}}`$, it suffices to estimate $`\delta \dot{H}_n`$ by leaving only the leading terms in Eq.(70). First, using Eq.(67), we note that
$$q_n(1\frac{2}{H}(\iota _n+\alpha _n))q\frac{2}{H}(\iota _n+\alpha _n)\frac{1}{H^2}(\dot{\iota _n}+\dot{\alpha }_n),$$
where $`q:=(1+\frac{\dot{H}}{H^2})`$.
Next, it is also straightforward to get estimations
$`(1+q_n)H_n\delta H_n`$ $``$ $`\left[(1+q)\{H(\iota _n+\alpha _n)\}{\displaystyle \frac{1}{H}}(\dot{\iota _n}+\dot{\alpha _n})\right]\delta H+(1+q)H\delta \{\iota _n+\alpha _n\},`$
$`H_n^2\delta q_n`$ $``$ $`H^2\delta q+2\{(1+q)(\iota _n+\alpha _n)+{\displaystyle \frac{1}{H}}(\dot{\iota _n}+\dot{\alpha _n})\}\delta H`$
$`2(1+q)H\delta \{\iota _n+\alpha _n\}\delta \{\dot{\iota _n}+\dot{\alpha _n}\}.`$
Looking at Eq.(70), we thus estimate
$$\delta \dot{H}_n\delta \{(1+q)H^2\}+\delta \{\iota _n+\alpha _n\dot{\}}.$$
Finally, we reach the estimation
$$\ddot{d}_N(𝒢,𝒢^{})\frac{1}{2}\delta \stackrel{}{𝑯}\delta \stackrel{}{𝑯}\frac{1}{4}(\underset{n=1}{\overset{N}{}}\gamma _n)\delta \{(1+q)H^2\}+\frac{1}{4}\stackrel{}{𝜸}\delta \{\stackrel{}{𝜾}+\stackrel{}{𝜶}\dot{\}},$$
(71)
where $`\gamma _n:=\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n`$ is the $`n`$-th component of $`\stackrel{}{𝜸}`$, and $`\stackrel{}{𝜾}`$ and $`\stackrel{}{𝜶}`$ are vectors whose $`n`$-th components are $`\iota _n`$ and $`\alpha _n`$, respectively. We note once again the definition of $`\delta Q`$, the difference of $`Q`$ in $`𝒢`$ and $`𝒢^{}`$, in this subsection (see the footnote just after Eq.(68)). The difference in metric, $`\gamma _{ab}`$, is also defined in the same manner (Eq.(57)). Thus, Eq.(71) is symmetric in $`𝒢`$ and $`𝒢^{}`$, as it should be.
To make a detailed study, we need to investigate $`ϵ_{ab}\dot{}_n`$ and $`r_{ab}\dot{}_n`$ also. It is helpful to note that $`\mu _{mn}`$ in Eq.(3.2) gets simplified in the present case as
$`\mu _{mn}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\dot{V}}{V}}\delta _{mn}+O(\epsilon )`$ (72)
$`=`$ $`{\displaystyle \frac{D1}{2}}H\delta _{mn}+O(\epsilon ).`$
Now, we set $`m=n`$ in Eq.(52). First, let us omit the first and the last terms on the R.H.S. of Eq.(52). Next, we leave only the $`k=0`$ part in the third term, which gives $`\frac{2}{D1}\frac{\dot{V}}{V}ϵ_{ab}_n`$ $`=2Hϵ_{ab}_n`$ with the help of Eq.(43). Next, with the help of Eq.(72), the fourth and the fifth terms on the R.H.S. in Eq.(52) are approximated together as $`\frac{\dot{V}}{V}ϵ_{ab}_n`$ $`=(D1)Hϵ_{ab}_n`$. Finally, with the help of Eqs.(66) and (67), the second term in Eq.(52) yields $`2Hϵ_{ab}_n`$ within the order of magnitude discussed now. Thus, we estimate
$$ϵ_{ab}\dot{}_n(D1)Hϵ_{ab}_nr_{ab}_n.$$
(73)
In a similar manner, we can estimate $`r_{ab}\dot{}_n`$ by Eqs.(53) and (54). We set $`m=n`$ in these equations. Among all the terms in Eq.(54), it is a reasonable approximation to leave only the $`k=0`$ part of the fourth term on the R.H.S., which gives $`\frac{2}{D1}\frac{𝑹_0}{\sqrt{V}}ϵ_{ab}_n`$. (This approximation is especially effective when we discuss the large-scale behaviors (low-lying spectra) such as $`\lambda _n^{1/2}>>c_s\tau `$, where $`c_s`$ is the sound velocity of the matter and $`\tau `$ is the typical cosmological time-scale of interest.) In Eq.(53), we omit the last term on the R.H.S. The third term can be estimated as $`\frac{5D}{D1}\frac{\dot{V}}{V}r_{ab}_n`$ $`=(5D)Hr_{ab}_n`$, while the fourth and the fifth terms together are estimated as $`\frac{\dot{V}}{V}r_{ab}_n`$ $`=(D1)Hr_{ab}_n`$. Finally, the second term yields $`2Hr_{ab}_n`$. Thus, we can estimate as
$$r_{ab}\dot{}_n2Hr_{ab}_n\frac{2}{D1}𝑹_{\mathrm{av}}ϵ_{ab}_n.$$
(74)
Now, we can estimate $`\ddot{d}_N(𝒢,𝒢^{})`$ further based on Eq.(71). First, $`\dot{\alpha _n}`$ is given by Eq.(73),
$$\dot{\alpha _n}(D1)H\alpha _nr_{ab}_n.$$
(75)
Second, regarding $`\dot{\iota _n}`$, we go back to the definition of $`\iota _n`$ (Eq.(65)). With the help of Eqs.(35), (36), (41), (66) and (72), it is straightforward to get estimations
$`\left({\displaystyle \frac{\lambda _l}{\lambda _n}}\right)^{}`$ $`=`$ $`O(\epsilon ),`$
$`(lnn\dot{)}`$ $`=`$ $`{\displaystyle \frac{D1}{2}}H(lnn)+O(\epsilon ),`$
$`\dot{K}_l`$ $`=`$ $`{\displaystyle \frac{5D}{2}}HK_l{\displaystyle \frac{D3}{2(D2)}}{\displaystyle \frac{1}{\alpha }}(\rho _l+{\displaystyle \frac{D1}{D3}}p_l)+O(\epsilon ^2).`$
Thus we get
$$\dot{\iota _n}2H\iota _n\frac{D3}{2(D2)}\frac{1}{\alpha }_n,$$
(76)
where
$$_n:=\frac{1}{D1}\{\rho \rho _{\mathrm{av}}_n+\frac{D1}{D3}pp_{\mathrm{av}}_n\}\frac{D3}{4(D1)}\frac{1}{\lambda _n}\{\mathrm{\Delta }\rho _n+\frac{D1}{D3}\mathrm{\Delta }p_n\}.$$
With the help of Eqs.(75) and (76), Eq.(71) can be expressed as
$`\ddot{d}_N(𝒢,𝒢^{})`$ $`{\displaystyle \frac{1}{2}}\delta \stackrel{}{𝑯}\delta \stackrel{}{𝑯}{\displaystyle \frac{1}{4}}({\displaystyle \underset{n=1}{\overset{N}{}}}\gamma _n)\delta \{(1+q)H^2\}`$ (77)
$`{\displaystyle \frac{1}{4}}\stackrel{}{𝜸}\delta \left\{2H\stackrel{}{𝜾}+(D1)H\stackrel{}{𝜶}+\stackrel{}{𝒄}+{\displaystyle \frac{(D3)}{2(D2)}}{\displaystyle \frac{1}{\alpha }}\stackrel{}{𝓜}\right\},`$
where $`\stackrel{}{𝒄}`$ and $`\stackrel{}{𝓜}`$ are vectors whose $`n`$-th components are, respectively, $`r_{ab}_n`$ and $`_n`$.
Eqs. (62), (68) and (77) give us an idea on the factors that influence the validity of a cosmological model.
First, a particular combination $`\gamma _n:=\overline{\gamma }_{ab}_n+\frac{1}{2}\gamma _n`$ determines the spectral distance $`d_N(𝒢,𝒢^{})`$. Second, $`\stackrel{}{𝜸}\delta \stackrel{}{𝑯}`$ determines the rate of change of $`d_N(𝒢,𝒢^{})`$, $`\dot{d}_N(𝒢,𝒢^{})`$. Whether $`d_N(𝒢,𝒢^{})`$ decreases or not is governed by the relative directions of $`\stackrel{}{𝜸}`$ and $`\delta \stackrel{}{𝑯}`$ in $`𝑹^N`$: One of the criteria for a good cosmological model would be that it makes the quantity $`\stackrel{}{𝜸}\delta \stackrel{}{𝑯}`$ negative, or non-negative and small at least. Third, the acceleration, $`\ddot{d}_N(𝒢,𝒢^{})`$ is determined by several factors: The difference in the effective Hubble parameter, $`\delta \stackrel{}{𝑯}`$, has always a repulsive effect. Even though $`\stackrel{}{𝜸}=0`$ initially, so that $`d_N=\dot{d}_N=0`$ initially, the spectral distance increases if $`\delta \stackrel{}{𝑯}0`$. It is required that the other terms in Eq.(77) as a whole should be negative or at least non-negative and small in order to get a good model.
Let $`\tau `$ be the typical time-scale with which we want to discuss the evolution of the Universe. Then we can summarize the criteria for a good cosmological model as follows:
(C1) $`d_N(𝒢,𝒢^{})`$ is small.
(C2) $`\tau \dot{d}_N(𝒢,𝒢^{})`$ is negative, or at least, non-negative and small.
(C3) $`\tau ^2\ddot{d}_N(𝒢,𝒢^{})`$ is negative, or at least, non-negative and small.
## 5 Discussion
In this paper, we have derived the spectral evolution equations of the Universe. A set of these equations forms one of the essential elements of the general scheme of spectral representation : Now we have a space of all spaces , $`𝒮_N`$, equipped with the spectral distance , $`d_N`$, and the evolution equations on $`𝒮_N`$.
The spectral evolution equations are expected to be useful for studying the time evolution of the global geometrical structures of the Universe, since the spectra are especially suitable for describing global properties of a space.
The significance of the spectral evolution equations becomes prominent in situations when we need to handle a set of spaces rather than just one space, e.g. the comparison between the real Universe and its model, the relation between the underlying topological structures and its low energy behavior (scale-dependent topology ), and so on.
As one of the important applications of the spectral evolution equations, we can now investigate a fundamental problem in cosmology: Whether cosmology is possible, viz. under what conditions and to what extent a model reflects the real spacetime faithfully (“The averaging/model-fitting problem in cosmology ).
As the first step in this direction, we have investigated in §4 the spectral distance between two very close Universes and its time evolution. It is interesting that the spectral distance in this situation is universally determined by the quantity $`\gamma _n:=`$ $`\overline{\gamma }_{ab}_n`$$`+\frac{1}{2}\gamma _n`$ at each scale $`n`$, irrespective of the detailed form of the spectral distance nor the gravity theory (Eq.(60)). Even though it is a special case when two geometries are very close to each other in $`𝒮_N`$, this result would still provide us with a basic understanding about what kind of geometrical discrepancies would matter in the context of the validity of a cosmological model for the real Universe. More systematic studies along this line are certainly required, which would be presented elsewhere .
Finally, we make some remarks on the spectral scheme in general. It is a different way of viewing geometrical structures from the standard way of describing them. In this scheme, the geometrical information on a space is represented by a collection of the whole of the spectral information measured by all available elliptic operators on the space . In ordinary cosmological observations, we use a particular observational apparatus so that we naturally get only a portion of the whole geometrical information on the space, according to which apparatus (or mathematically, which elliptic operators corresponding to the apparatus) has been utilized. Thus, it can happen that the geometry of the space cannot be fully identified by using just a single apparatus (some particular elliptic operators). This consideration provides us with a physical interpretation of the isospectral manifolds. From this viewpoint, there is no surprise in the existence of the isospectral manifolds. The spectral scheme describes the scale- and apparatus-dependent geometry of a space in a natural manner. According to what this scheme suggests us, there is no absolute model for the real Universe, rather a good model for reality depends on the observational scale which we are interested in, and on the observational apparatus which we rely on. The smaller scale we pay attention to and the more variety of apparatus we utilize, the closer the model Universe constructed from the data approaches the real Universe.
The author thanks the Ministry of Education, the Government of Japan for financial support. He also thanks Inamori Foundation, Japan for encouragement as well as financial support.
APPENDIX
## Appendix A The zero mode
In our theory, the zero-mode $`f_0`$ of the Laplacian $`\mathrm{\Delta }`$ is more important than in a usual mathematical context: It is directly related to the spatial volume (Eq.(A2) below), so that it is a dynamical object just as other modes. Hence it is essential to note the basic facts on the zero-mode here for the development of our theory.
Since $`\mathrm{\Delta }f_0=0`$, it follows that $`0=f_0\mathrm{\Delta }f_0\sqrt{}=\left(f_0\right)^2\sqrt{}`$, implying that $`_af_00`$. Thus,
The zero-mode of $`\mathrm{\Delta }`$ is a constant function, hence there is no degeneracy. (A1)
Now, from Eq.(1) for $`m=n=0`$, it follows that $`1=(f_0,f_0)=f_0^2V`$ on account of (A1). Here $`V`$ is the $`(D1)`$-volume of the space. Thus<sup>8</sup><sup>8</sup>8 Here we choose the positive squre-root. There is no essential difference even when we choose the negative squre-root instead. For instance, Eq.(17) in §2 remains same.
$$f_0=1/\sqrt{V}.$$
(A2)
Hence $`f_0\sqrt{}=\sqrt{V}`$. From Eq.(1) for $`n=0`$ with Eq.(A2), we get
$$f_m\sqrt{}=\sqrt{V}\delta _{m0}.$$
(A3)
Eq.(A2) can be represented as $`f_0=(\sqrt{})^{1/2}`$. Taking the variation of the both sides of this equation, we easily get $`\delta f_0=\frac{1}{4V^{3/2}}g\delta g\sqrt{}`$. With the help of Eq.(A2), we thus get
$$\delta f_0=\frac{1}{4}g\delta g__0f_0.$$
(A4)
This formula is of the fundamental importance to develop the perturbation theory suitable for our purpose (see Appendix B and §§2.3).
On the other hand, taking the variation of Eq.(A2) directly, we obtain
$$\delta f_0=\frac{1}{2}V^{3/2}\delta V.$$
(A5)
Comparing Eqs.(A4) and (A5) to each other, we get Eq.(17) in §2,
$$g\delta g__0=2\frac{\delta V}{V}.$$
## Appendix B Basic results of the perturbation theory
The perturbation theory is helpful to to analyze the dynamical evolution of the spectra $`\{\lambda _n\}_{n=0,1,2,\mathrm{}}`$. In the present case, however, we need to pay special attentions to the zero-mode as is explained in Appendix A. We here derive basic formulas of the perturbation theory, taking care of the zero-mode. (Up to Eq.(B7) below, we mostly follow the argument in Ref..)
We consider an Hermitian operator<sup>9</sup><sup>9</sup>9 It can also be regarded as an Hermitian-operator-valued function of $`\alpha `$. $`\mathrm{\Delta }`$ parameterized by $`\alpha `$ which is analytic in $`\alpha `$ in the neighborhood of $`\alpha =0`$:
$`\mathrm{\Delta }`$ $`=`$ $`\mathrm{\Delta }_0+\alpha \mathrm{\Delta }_1+\alpha ^2\mathrm{\Delta }_2+\mathrm{}`$ (B1)
$`=:`$ $`\mathrm{\Delta }_0+\alpha \delta _\alpha \mathrm{\Delta }.`$
The operator $`\mathrm{\Delta }`$ can be arbitrary although we choose it to be the Laplacian in the application.
Let $`\{(\lambda _n^{(\alpha )},|n_\alpha )\}_{n=0,1,2,\mathrm{}}`$ and $`\{(\lambda _n^{(0)},|n^{(0)})\}_{n=0,1,2,\mathrm{}}`$ be the set of spectra and eigenvectors for $`\mathrm{\Delta }`$ and $`\mathrm{\Delta }_0`$, respectively:
$`\mathrm{\Delta }|n_\alpha `$ $`=`$ $`\lambda _n^{(\alpha )}|n_\alpha ,`$
$`\mathrm{\Delta }_0|n^{(0)}`$ $`=`$ $`\lambda _n^{(0)}|n^{(0)}.`$ (B2)
We understand that $`\{|n^{(0)}\}_{n=0,1,2,\mathrm{}}`$ is the normalized set of eigenvectors. On the other hand, we do not specify the normalization of $`\{|n_\alpha \}_{n=0,1,2,\mathrm{}}`$ at this stage (see after Eq.(B7) below).
We assume that both $`\lambda _n^{(\alpha )}`$ and $`|n_\alpha `$ are analytic in $`\alpha `$ in the neighborhood of $`\alpha =0`$:
$`\lambda _n^{(\alpha )}`$ $`=`$ $`\lambda _n^{(0)}+\alpha \lambda _n^{(1)}+\alpha ^2\lambda _n^{(2)}+\mathrm{}`$
$`=:`$ $`\lambda _n^{(0)}+\alpha \delta _\alpha \lambda _n,`$
$`|n_\alpha `$ $`=`$ $`|n^{(0)}+\alpha |n^{(1)}+\alpha ^2|n^{(2)}+\mathrm{}.`$ (B3)
We introduce a projection operator $`P_n`$ which projects any vector to the sector perpendicular to $`|n^{(0)}`$:
$$P_n:=1|n^{(0)}n^{(0)}|=\underset{kn}{}|k^{(0)}k^{(0)}|.$$
(B4)
With the help of Eqs.(B1) and (B3), the first equation in (B2) can be represented as
$$(\lambda _n^{(0)}+\mathrm{\Delta }_0)|n_\alpha =\alpha (\delta _\alpha \lambda _n+\delta _\alpha \mathrm{\Delta })|n_\alpha .$$
(B5)
The L.H.S. vanishes when multiplied by $`n^{(0)}|`$, indicating that the R.H.S. of Eq.(B5) is perpendicular to $`|n^{(0)}`$. Thus, Eq.(B5) can be represented as
$$(\lambda _n^{(0)}+\mathrm{\Delta }_0)|n_\alpha =\alpha P_n(\delta _\alpha \lambda _n+\delta _\alpha \mathrm{\Delta })|n_\alpha $$
(B6)
Due to the presence of $`P_n`$, which removes the zero-mode of the operator $`\lambda _n^{(0)}+\mathrm{\Delta }_0`$, Eq.(B6) can be expressed as
$$|n_\alpha =C_n(\alpha )|n^{(0)}\frac{\alpha }{\lambda _n^{(0)}+\mathrm{\Delta }_0}P_n(\delta _\alpha \lambda _n+\delta _\alpha \mathrm{\Delta })|n_\alpha .$$
(B7)
From here, we need to proceed in a different way from the standard perturbation theory in quantum mechanics. Noting that $`\{|n_\alpha \}_{n=0,1,2,\mathrm{}}`$ forms an orthogonal set of bases due to Eq.(B2), we can interpret $`C_n(\alpha )=n^{(0)}|n_\alpha `$ as the factor characterizing the normalization of $`\{|n_\alpha \}_{n=0,1,2,\mathrm{}}`$. It should be analytic in $`\alpha `$ around $`\alpha =0`$ with $`C(\alpha )1`$ as $`\alpha 0`$:
$$C_n(\alpha )=1+\alpha c_n^{(1)}+\alpha ^2c_n^{(2)}+\mathrm{}.$$
(B8)
In the standard perturbation theory in quantum mechanics, the inner-product of the states is not perturbed. Thus any normalized state $`|A`$ and its perturbation $`\delta |A`$ are always perpendicular to each other, so that usually we can set $`C_n(\alpha )1`$ . In our case, on the other hand, the inner-product itself is perturbed through the integral-measure $`\sqrt{}`$, when we regard $`(f_m,f_n)`$ in Eq.(1) as the inner-product of the “states” $`f_m`$ and $`f_n`$. Thus we should tread $`C_n(\alpha )`$ with care (see the argument after Eq.(8)).
Since $`n^{(0)}|(\delta _\alpha \lambda _n+\delta _\alpha \mathrm{\Delta })|n_\alpha =0`$, we get
$$C_n(\alpha )\delta _\alpha \lambda _n=n^{(0)}|\delta _\alpha \mathrm{\Delta }|n_\alpha .$$
(B9)
Eq.(B9) indicates that the both sides should match as analytic functions around $`\alpha =0`$. Hence, taking into account Eqs.(B1), (B3) and (B8), we get
$`\lambda _n^{(1)}`$ $`=`$ $`n^{(0)}|\mathrm{\Delta }_1|n^{(0)},`$
$`\lambda _n^{(2)}`$ $`=`$ $`n^{(0)}|\mathrm{\Delta }_1|n^{(1)}n^{(0)}|\mathrm{\Delta }_2|n^{(0)}c_n^{(1)}\lambda _n^{(1)},`$ (B10)
$`\mathrm{}`$
$`\lambda _n^{(l)}`$ $`=`$ $`n^{(0)}|\mathrm{\Delta }_1|n^{(l1)}n^{(0)}|\mathrm{\Delta }_2|n^{(l2)}\mathrm{}n^{(0)}|\mathrm{\Delta }_l|n^{(0)}`$
$`c_n^{(l1)}\lambda _n^{(1)}c_n^{(l2)}\lambda _n^{(2)}\mathrm{}c_n^{(1)}\lambda _n^{(l1)},`$
$`\mathrm{}`$ $`.`$
Now, the R.H.S. of the second equation in (B3) and the R.H.S. of Eq.(B7) should match as vector-valued analytic functions around $`\alpha =0`$. Hence, taking into account Eq.(B8), we get
$`|n^{(1)}`$ $`=`$ $`{\displaystyle \underset{k}{}}|k^{(0)}\mu _{kn}^{(1)},`$
$`|n^{(2)}`$ $`=`$ $`{\displaystyle \underset{k}{}}|k^{(0)}\mu _{kn}^{(2)},`$ (B11)
where
$`\mu _{mn}^{(1)}`$ $`:=`$ $`\{\begin{array}{cc}\frac{\mathrm{\Delta }_1_{mn}}{\lambda _m^{(0)}\lambda _n^{(0)}}\hfill & \text{for}mn\hfill \\ c_n^{(1)}\hfill & \text{for}m=n.\hfill \end{array}`$ (B14)
$`\mu _{mn}^{(2)}`$ $`:=`$ $`\{\begin{array}{cc}\frac{1}{\lambda _m^{(0)}\lambda _n^{(0)}}\left(\mathrm{\Delta }_2_{mn}+\lambda _n^{(1)}\mu _{mn}^{(1)}+_k\mathrm{\Delta }_1_{mk}\mu _{kn}^{(1)}\right)\hfill & \text{for}mn\hfill \\ c_n^{(2)}\hfill & \text{for}m=n.\hfill \end{array}`$ (B17)
We note that Eq.(B9) can be expressed as
$$\delta _\alpha \lambda _n=\frac{n^{(0)}|\delta _\alpha \mathrm{\Delta }|n_\alpha }{n^{(0)}|n_\alpha }.$$
(B18)
Thus $`\delta _\alpha \lambda _n`$ should be independent of the normalization factor $`C_n(\alpha )`$. For example, with the help of Eq.(B11), the formula for $`\lambda _n^{(2)}`$ in Eq.(B10) turns out to be
$`\lambda _n^{(2)}`$ $`=`$ $`{\displaystyle \underset{kn}{}}(\lambda _n\lambda _k)\mu _{nk}^{(1)}\mu _{kn}^{(1)}\mathrm{\Delta }_2_n`$ (B19)
$`=`$ $`{\displaystyle \underset{kn}{}}{\displaystyle \frac{\mathrm{\Delta }_1_{nk}\mathrm{\Delta }_1_{kn}}{\lambda _k^{(0)}\lambda _n^{(0)}}}\mathrm{\Delta }_2_n,`$
which is independent of $`c_n^{(l)}`$ ($`l=1,2,\mathrm{}`$).
Mostly $`\alpha `$ is identified with a time-function $`t`$ in this paper. When we interpret the variation $`\delta Q`$ of any quantity $`Q`$ to be a derivative of a corresponding function $`Q(\alpha )`$ at $`\alpha =0`$, only the terms of order $`O(\alpha )`$ (quantities with superscript indices $`(0)`$ and $`(1)`$) in the above formulas are important.
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# Asynchronous accelerator with RFQ injection for active longitudinal compression of accelerated bunches
## 1 Introduction
According to its principle of operation, the asynchronous accelerator (Asynchronac) can be viewed to be a machine in between the following two cases. The Asynchronac can be viewed as a linear accelerator wrapped into a spiral, in which the harmonic number of the acceleration voltage and the equilibrium phase of a bunch relative to the acceleration field can be changed independently. Also, it can be viewed as a separate orbit cyclotron (SOC) and an asynchronous cyclotron, which has been described earlier .
It is simpler to present the concept of the Asynchronac as a modification of the parameters and the operating mode of a separate orbit cyclotron, without changing its structure (see $`Figure1`$). If $`R`$, the radius and $`f`$, the acceleration voltage frequency in a SOC are selected to be large, such that $`q`$, the harmonic number between acceleration cavities is a large integer at injection:
$$q=\frac{h}{N_c}=\frac{2\pi Rf_{rf}}{N_cV}$$
(1)
(where, $`N_c`$ is the number of resonators in a cyclotron stage and $`V`$ is the speed of particles), $`q`$ would decrease during acceleration as the speed of particles increased, presenting the following possibilities.
First, it is possible to restrict the increase of radii from injection to ejection orbits, by not limiting the increase of the average radius of the machine. Second, it becomes possible to reduce the strength of the bending magnetic fields without restrictions. Third, it is possible to increase the length of drift spaces between bending magnets. And fourth, it becomes possible to independently set the RF equilibrium phase during the acceleration process.
Thus, the creation of non-isochronous or asynchronous mode of SOC operation is provided by having the inter-cavity harmonic number, $`q`$ discretely change on integer values as the beam transits through the sectors and turns. By modifying the magnetic path length in the sectors the hopping of integer $`q`$ values is accomplished. These are the modifications of the parameters and the operating mode of a separate orbit cyclotron, which convert it to become an Asynchronac, with additional new useful qualities. One such important quality is now the ability to axially compress and thus to monochromatize the accelerated proton or ion beam bunches.
Only at low energies rapid changes occur in the speed of particles. Because it is now possible to hop over integer values of $`q`$ in a reasonably sized accelerator radius, the Asynchronac concept can best be applied at energies below $`100`$ $`MeV`$, to produce average beam currents in the hundreds of $`mA`$. Such accelerators, in addition to their stand-alone use for specific applications, can be more useful as the initial injector stage for the production of intense bunches, which are injected into higher energy proton accelerators, such as synchrotrons, linacs or cyclotrons, to produce high and super-high energy intense beams.
In the present study a valuable implementation of the Asynchronac concept is based on the multiple use of modern RFQ linacs (generating large currents at small energy spread) .
## 2 Conditions to creat bunch compression in the asynchronac
The creation of bunch compression in an Asynchronac is made possible by the inherently available independent setting of the RF acceleration equilibrium phase, from one resonator to another. In this case, the continuous differential equation for synchrotron oscillations does not apply. Consequently, the value of the equilibrium phase in each resonator is determined by the expression:
$$\mathrm{cos}\phi _e=\frac{2\mathrm{\Delta }E_s\pm \mathrm{\Delta }E_r}{2U_nT_z\mathrm{sin}\mathrm{\Psi }}$$
(2)
In equation (2) $`\phi _e`$ is the acceleration phase for the synchronous particle in a bunch and $`\mathrm{\Delta }E_s`$ is the half width of the natural energy spread of particles, induced in a bunch, $`\mathrm{\Delta }E_r`$ is the full width of the desired energy spread to be induced in a bunch as it passes through the periodic resonators.
In an injected bunch, a particle having a higher energy than the energy of the synchronous particle is found normally at the head of the bunch and those having lower energy than the central one are normally at the tail. For this normal case, $`\mathrm{\Delta }E_r`$ is used with the plus sign in equation (2). However, for the reverse situation where particles having higher energy than the synchronous particle appear at the tail of the bunch, $`\mathrm{\Delta }E_r`$ in equation (2) is used with the minus sign.
$`U_n`$ is the amplitude of the acceleration voltage in the n-th resonator. Using electrical and mechanical methods to regulate each cavity channel, the details of which will be described in a separate paper, the acceleration field in any n-th sector resonator’s particle orbit channel can be independently tuned. In equation (2) $`2\mathrm{\Psi }`$ is the full phase width of a bunch and $`T_z`$ is the transit-time factor determined by
$$T=\frac{\mathrm{sin}\mathrm{\Delta }\mathrm{\Phi }/2}{\mathrm{\Delta }\mathrm{\Phi }/2}$$
(3)
where,
$$\mathrm{\Delta }\mathrm{\Phi }=\frac{2\pi f_{rf}L_{gap}}{\beta c}$$
(4)
$`f_{fr}`$ is the frequency of the acceleration field in resonators, $`L_{gap}`$ is the full acceleration gap in resonators, $`\beta `$ is the relativistic velocity factor, $`c`$ is the speed of light. Normally $`T_z`$ can be maintained at a constant value if the acceleration gap in a resonator is increased in proportion to the speed of the accelerated beam, which in turn reduces the need to increase the amplitude of the acceleration voltage $`U_n`$.
The energy gain of a central particle in the bunch $`\mathrm{\Delta }E_e`$ after exiting a resonator, is given by
$$\mathrm{\Delta }E_e=U_nT_z\mathrm{sin}\phi _e$$
(5)
The energy gain for an edge particle, $`a`$, located at the head of the bunch and an edge particle, $`b`$, located at the tail of the bunch are determined by
$$\mathrm{\Delta }E_a=U_nT_z\mathrm{sin}(\phi \mathrm{\Psi })$$
(6)
$$\mathrm{\Delta }E_b=U_nT_z\mathrm{sin}(\phi +\mathrm{\Psi })$$
(7)
The equilibrium phase for acceleration is set within the limits of
$$0<\phi _e<(\frac{\pi }{2}\mathrm{\Psi })$$
(8)
so that the phase of off-center particles always remains below $`\pi /2`$, and a Gaussian bunch distribution is maintained.
The bunch duration $`\tau _f`$ at the end of any sector (at the space located between two adjacent resonators) is given by
$$\tau _f=\tau _s+\mathrm{\Delta }\tau $$
(9)
$$\mathrm{\Delta }\tau =\frac{S_s}{c}(\frac{1}{\beta _b}\frac{1}{\beta _a})$$
(10)
where $`\tau =\mathrm{\Psi }T/\pi `$, $`S_s`$ is the orbital path length of particles in the sector and $`T`$ is the RF period duration.
In equation (10) if a positive sign is obtained for $`\mathrm{\Delta }\tau `$, which is when $`\beta _a>\beta _b`$, this describes bunch elongation and an increase in $`\tau _f`$, and if a negative sign is obtained, it describes axial bunch compression, with a corresponding decrease in the value of $`\tau _f`$.
The last case is possible only for the reverse particle configuration, which is when $`\beta _a<\beta _b`$. Here the normal positioning of particles in a bunch is altered. The particles $`a`$, at the head of a bunch, now have smaller energy with respect to particles at the center and the tail, a second condition that supports bunch compression to occur.
If in equation (9) a negative sign is obtained for $`\tau _f`$, it means that over-compression has occurred, after which the normal distribution of particles in a bunch will be restored.
If in a bunch, conditions are found by the proper selection of the equilibrium phase to constantly support the reverse particle distribution, the bunch duration will constantly decrease and overcome the space charge effect, which drives the elongation and transverse expansion of the bunch.
From equation (10) it is evident that to obtain large and negative values of $`\mathrm{\Delta }\tau `$ it is necessary to have large sector path lengths, $`S_s`$ and a large negative difference in the reciprocals of $`\beta `$. These are the third and fourth conditions to achieve bunch compression in the Asynchronac.
The values of beam injection energy $`E_i`$, initial energy spread $`\mathrm{\Delta }E_{s,i}`$, injected beam emittance, bunch duration $`\tau _{s,i}`$, the injection radius $`R_i`$, the number of acceleration cavities $`N_c`$, the amplitude of acceleration voltage $`U_n`$ and the RF frequency $`f_{rf}`$, are selected during the conceptual design of the accelerator, based on various technical feasibility considerations. These parameters must $`\phi _e`$ selected beforehand, based on the simultaneous solution of equations (9), (10), (5) and (2), to determine the required value of the acceleration equilibrium phase $`\phi _e`$, so that it produces bunch compression in a given sector and a specific orbital turn.
However, the analytical solutions of the combined equations appear sufficiently cumbersome. Consequently, these cannot be reproduced here, but are found in the computer codes for the calculation and optimization of these parameters.
The control algorithm for the steering of bunches from one sector to the other in the Asynchronac is as follows. As a function of the measured energy spread $`\mathrm{\Delta }E_{s,i}`$ of the injected beam, the duration of bunches $`\tau _i`$, the design value of the mean path length of the beam in the first sector $`S_{s1}`$ and the selected RF acceleration voltage in the first resonator, the RF phase is set, such that an equilibrium phase $`\phi _e`$ is produced on the rising side of the acceleration voltage, which after the passage of a bunch in the first resonator will cause at once the inversion of particles to occur.
Also, this particle inversion must be sufficiently intense, to reduce the duration of bunches $`\tau _{f1}`$ close to zero at the end of the beam orbit in the first sector. Thus, there are two cases, one which conserves the inverted distribution, and the other which induces over-compression and then restores the normal distribution of particles in a bunch.
For the first case, to obtain a monoenergetic beam in the follow-on second sector, it is necessary to adjust the path length of particles in the first sector $`S_{s1}`$ and to set the equilibrium phase in the second resonator, so that the acceleration takes place on the falling side of the RF field. For the second case, the rising side of the RF voltage is used to obtain a beam of zero energy spread. In this case $`\mathrm{\Delta }E_s`$ in equation (2) takes on a negative sign and $`\mathrm{\Delta }E_r`$ is set to zero. In the desired case of preserving inverse distribution of particles, it is necessary to work only on the rising side of the RF acceleration field. The choices are determined by the magnitude of $`\mathrm{\Delta }E_s`$.
Hence, at the start of the second sector the beam will be monoenergetic and have a bunch length equal to $`\tau _{f1}`$, and at the end of the sector the bunch duration $`\tau _{f2}`$ will increase due to the space charge effect. At the same time this provides the possibility to estimate the effect experimentally.
The equilibrium phase at the third resonator must be set such that the acceleration occurs again on the rising side of the RF voltage, to obtain an inverse particle distribution in bunches, so that at the end of the third sector the bunch duration $`\tau _{f3}`$ reduces again to almost zero. Thus, the process repeats itself, with and without alternating the acceleration mode on the rising and falling side of the RF voltage. For a more graphic presentation the numerical modeling in the following section is provided.
The path length of particles in sectors is set by the parameters of the bending magnetic system, which essentially must change from sector to sector, to provide the desired values of $`q`$ and $`\phi _e`$. To have the possibility of precise tuning and to relieve the maintenance of different mechanical tolerances of the accelerator components and their alignment, we propose to place in the sectors different correction elements. This is in addition to the magnetic lenses for transverse focusing of the beam and a number of beam monitors. In particular, wiggler type magnets will be installed in the straight sections to correct the path length of particles. Finally, evaluations show that in having large beam orbit separation steps and in the other features of the Asynchronac, the mechanical tolerances of accelerator elements and their alignment are relatively relaxed, in the order of $`10^3`$.
The important relaxation of tolerances in the Asynchronac is one of its main advantages, in comparison to other similar accelerator structures, namely, as compared with the isochronous separate orbit cyclotrons . In these the necessity of strictly maintaining the isochronism of particle motion reduces to having tight tolerances, which in practice are difficult to implement. Other important advantages are due to the features of longitudinal bunch compression and strong transverse focusing. As such, it is possible to consider the acceleration of bunches at an equilibrium phase close to $`90^0`$, which in turn, increases the efficiency of acceleration, decreases the number of turns, decreases the beam losses, and increases the number of accelerated particles in bunches.
Basically, the Asynchronac’s deficiency is the uniqueness or unprecedented nature of the sector bending magnetic system. This complicates the standardization of their manufacture and tuning, and somewhat increases the initial commissioning time and manufacturing cost of the accelerator. However, some technical innovations already made, essentially facilitate the solution of these problems. This concern, the fabrication of magnet yokes from iron sheets with the ability to mechanically change the magnetic lengths and the remote control of the magnetic alignment in each sector and turn. The individual feeding of the DC bending magnets and partially the magnetic focusing lenses is straightforward to implement, using modern electronics and computers.
The issues of beam transverse focusing in this study are not considered, since known standard solutions can be utilized, as normally found in strong focusing synchrotrons. In particular, the separate function periodic magnetic structure can be of the FODO type. In the Asynchronac the main difference will be the possibility of having a slowly changing betatron oscillation frequency, in going from one period to another. This will allow to compensate the frequency shift of these oscillations, which is due to different effects, including the space charge effect.
## 3 Configuring RFQ beams for injection into cyclotron
The method of forming short duration bunches from modern high frequency RFQ’s, which produce large current and small energy spread beams, can be modified to produce longer duration bunches at longer inter-bunch spacing, that becomes acceptable for injection in the lower frequency Asynchronac. This technique is based on time compressing the RFQ-produced beam, in which the compression is completed downsteam, at the point of injection into the Asynchronac, as described in $`Figure2(a)`$. $`Figure2(b)`$ shows the resulting single longer bunch produced from a train of shorter RFQ-produced bunches.
Our proposed scheme to produce the required beam compression is as follows. RFQ-produced bunches are initially steering in a RF deflector with a saw-tooth time varying voltage. The saw-tooth period is equal to the period of the Asynchronac’s driving RF frequency. The sequentially more and more deflected bunches pass through a $`180^0`$ shaping magnet with different path lengths, as seen in $`Figure2(a)`$. After which all RFQ bunches within the saw-tooth period coincide at the time focal point, producing full compression of the bunch train into a single longer bunch, at the injection point of the Asynchronac. The RF deflector and the injection point of the Asynchronac are located at conjugate points about the $`180^0`$ shaping magnet.
If the duration of the short bunches in a RFQ is designated by $`\tau _{RFQ}`$ and the period between RFQ bunches is $`T_{RFQ}`$, the time-compression of the bunch train produces a single longer bunch $`\tau _{cyc}`$ for injection into the Asynchronac, given by
$$\tau _{cyc}=m\tau _{RFG}$$
(11)
where the period between injected bunches will be
$$T_{cyc}=mT_{RFG}$$
(12)
in which m is the number of RFQ bunches in a train length equal to the period of the driving saw-tooth ramped voltage.
The path length of any k-th bunch in the train, starting from the RF deflector up the time-focused injection point of all the idealized paths, is obtained by
$$L_k=2[\frac{\text{a}}{\mathrm{cos}\alpha _k}+R(1\mathrm{cos}\alpha _k+\frac{\pi }{2}\alpha _k)\text{a}tg\alpha _k+b]$$
(13)
under the conditions of
$$R(\text{a}tg\alpha _{\mathrm{max}})\text{ }and\text{ }b(R\mathrm{cos}\alpha _{\mathrm{max}})$$
(14)
The significance of the quantities $`R`$, a, $`b`$, $`\alpha `$ are exhibited in the geometry of $`Figure2(a)`$.
The maximum path length of particles will be
$$L_{\mathrm{max}}=2[\text{a}+b+(\frac{\pi R}{2})]$$
(15)
while the minimum path length is
$$L_{\mathrm{min}}=2[\frac{\text{a}}{\mathrm{cos}\alpha _{\mathrm{max}}}+R(\frac{\pi }{2}\alpha _{\mathrm{max}})]$$
(16)
The separation of maximum and minimum path lengths, under the optimum condition of
$$R=\text{a}tg\alpha _{\mathrm{max}}\text{ }and\text{ }b=R\mathrm{cos}\alpha _{\mathrm{max}}$$
(17)
will be
$$\mathrm{\Delta }L_{\mathrm{max}}=2R[ctg\alpha _{\mathrm{max}}+\mathrm{cos}\alpha _{\mathrm{max}}+\alpha _{\mathrm{max}}co\mathrm{sec}\alpha _{\mathrm{max}}]$$
(18)
However, from primary considerations, the separation of maximum and minimum path lengths is
$$\mathrm{\Delta }L_{\mathrm{max}}=\beta cT_{cyc}$$
(19)
Knowing the value of $`\mathrm{\Delta }L_{\mathrm{max}}`$ from equation (19) and inverting equation (18) produces the optimal turning radius $`R_{tr}`$ of beam tracks in the time compression shaping magnet, whereby the overall dimensions and the magnetic field strength are obtained. Thus, the optimum bending radius is given by
$$R_{tr}=\frac{0.5\mathrm{\Delta }L_{\mathrm{max}}}{ctg\alpha _{\mathrm{max}}\mathrm{cos}ec\alpha _{\mathrm{max}}+\mathrm{cos}\alpha _{\mathrm{max}}+\alpha _{\mathrm{max}}}$$
(20)
## 4 Results of numerical calculations
A numerical example is worked out to present the key performance features and to indicate a rough cost estimate of the Asychronac. The following parameters are used in the calculation of the numerical example accelerator model. The RFQ linac’s RF system operates at $`350`$ $`MHz`$, producing a proton beam of $`2.0`$ $`MeV`$ energy, an energy spread of $`\mathrm{\Delta }E_s=2\%`$ and a CW current of up to $`100`$ $`mA`$. The frequency of the acceleration voltage in the Asynchronac is chosen to be $`50`$ $`MHz`$, i.e. to have a seven-fold difference in the frequencies of the acceleration fields, between the RFQ and the Asynchronac. This means that the number of RFQ bunches to be compressed into a single bunch is $`m=7`$.
However, in our example calculation, in order to be able to use two funneled RFQ’s for injection, we have assumed 14 bunches to be compressed into a single bunch for injection, and for the maximum steering angle of the RF deflector, $`\alpha _{\mathrm{max}}=20^0`$ is selected.
Whereby, the following parameter values are obtained
$`\tau _{cyc}=4.0ns`$ $`T_{cyc}=40.0ns`$ $`\mathrm{\Delta }L_{max}=78.2cm`$
$`R35.15cm`$ $`b33.0cm`$ a$`=96.6cm`$
The total maximal path length including the magnetic shaping structure will be $`330`$ $`cm`$, and the track length up to the middle of the first resonator will be approximately $`4.4`$ $`m`$. The duration of bunches at the end of the total path length will increase due to the beam’s energy spread $`\mathrm{\Delta }E_s`$, by approximately $`2.2`$ $`ns`$, so that the bunch length in the first resonator of the Asynchronac will be
$`\tau _{cyc}=4.0+2.2=6.2ns`$
In the given example of the Asynchronac, operating at a RF acceleration frequency of $`50`$ $`MHz`$, the inter-bunch separation is $`T_{cyc}=20`$ $`ns`$. To match with this spacing, the use of two RFQ’s will be required, each injecting at an inter-bunch spacing of $`40`$ $`ns`$, which when initially combined in a RFQ funnel , will yield the required $`20`$ $`ns`$ inter-bunch spacing.
Incidentally, the Asynchronac geometry permits further increasing the number of injector RFQ linacs in a manner analogous to the conventional method of multi-turn injection. RFQ’s with own bunch-train compressors can inject beams at each sector of the first or subsequent turn. However, each must have a different injected beam energy that matches the orbit’s energy at the point of injection. Thus, successive RFQ’s must have correspondingly higher beam energies.
The bunch-train-compressed beam from a RFQ injector, through the $`180^0`$ bending magnet enters the Asynchronac’s first resonator. $`Figure`$ $`1`$ schematically depicts the Asynchronac structure and the beam orbits, only for the central particles of the first three turns. The orbit radius at injection is $`R_i=3.0m`$, the orbit-to-orbit separation is $`\mathrm{\Delta }R=25cm`$ and the number of resonators is $`N_c=4`$. The number of sectors is also equal to $`N_s=4`$ per beam turn, and since the number of turns is $`17`$, the number of independent channels and magnets is $`417=68`$.
The key design parameters of the Asynchronac for the numerical example are summarized in $`Table`$ $`1`$. Room temperature resonators are used in the design, which increase the machine’s radius. Following the development and operation of modern cyclotron resonators at the Paul Scherrer Institute and the related designs and models , the operation of these resonators at RF frequencies of $`4050`$ $`MHz`$ and peak voltages of up to $`1.1`$ $`MV`$ can be made available. These resonators have a length of approximately $`6`$ $`m`$, height of $`3`$ $`m`$ and width along the beam of $`0.3`$ $`m`$, and provide a radial operating clearance for orbits of up to $`4`$ $`m`$.
Table 1. Key Parameter Values of an Asynchronac
| | PARAMETER | UNIT | VALUE |
| --- | --- | --- | --- |
| | Beam Spacie | | Proton |
| E<sub>i</sub> | Injected Beam Energy | $`MeV`$ | $`2.0`$ |
| E<sub>e</sub> | Extracted Beam Energy | $`MeV`$ | $`50.0`$ |
| R<sub>i</sub> | Injected Beam Radius | $`m`$ | $`3.0`$ |
| R<sub>e</sub> | Extracted Beam Radius | $`m`$ | $`7.0`$ |
| N<sub>c</sub> | Number of Acceleration Cavities | | $`4`$ |
| N<sub>m</sub> | Number of Sector Magnets | | $`66`$ |
| H | Field Strength in Sector Magnets | $`T`$ | $`0.110.85`$ |
| $`\mathrm{\Delta }`$E | Energy Gain per Turn | $`MeV`$ | $`0.043.60`$ |
| $`\mathrm{\Delta }`$R | Orbit Turn-to-Turn Separation | $`cm`$ | $`25.0`$ |
| n | Number of Turns | | $`16.5`$ |
| h | Harmonic Number | | $`5258`$ |
| L<sub>m</sub> | Length of Sector Magnets | $`m`$ | $`0.755.13`$ |
| L<sub>f</sub> | Length of Drift Spaces | $`m`$ | $`2.29.7`$ |
| $`\tau _f`$ | Duration of Bunches | $`ns`$ | $`6.20.5`$ |
| N<sub>0</sub> | Number of Protons per Bunch | | $`2.510^{10}`$ |
Thus, an injected bunch duration of $`6.2`$ $`ns`$ is compressed down to$`2.5`$ $`ns`$ at the end of the first sector, using the parameter values of $`U_n=130`$ $`KeV`$, $`T_z=0.95`$, $`\phi =55.8^0`$ and setting the equilibrium phase in the first resonator at $`\phi _e=18.4^0`$. Under these conditions, particles at the head of the bunch will have energy equal to $`2.104`$ $`KeV`$, while at the tail of the bunch, particle energy will be $`1.975`$ $`KeV`$. Particles at the equilibrium phase will have an energy of $`2.039`$ $`KeV`$ and the energy spread of the bunch will be $`\mathrm{\Delta }E_s=2.104`$ $`KeV`$ Next, particle inversion will take place. At the end of the first sector, $`\mathrm{\Delta }\tau `$ will be $`8.9`$ $`ns`$, consequently $`\tau _f=6.28.9=2.7`$ $`ns`$, whereby the inversion has been completed and over-compression has occurred. The subsequent processes are easier to observe in $`Figures`$ $`310`$, right up to the achievement of the final proton beam energy of approximately $`50`$ $`MeV`$, which is produced after $`16.5`$ turns in the Asynchronac.
It is observed from the numerical results in these figures, that the process of effective longitudinal beam compression has terminated after the first three turns. The duration of bunches has attained an almost stationary value of about $`0.5`$ $`ns`$ and the final energy spread of the beam $`\mathrm{\Delta }E_s`$ ends up to be zero in the Asynchronac.
We now roughly estimate the maximum particle population in a proton bunch, as a function of bunch shortening. In our simplified approach we ignore the intra-beam scattering and wake field effects on bunch lengthening and the axial focusing from the RF acceleration cavities. In the proton bunch’s rest frame, the energy spread due to the bunch electric self-field is given by
$$\frac{\mathrm{\Delta }P^2}{2m}=eE_z𝑑z$$
(21)
where $`z`$ is the longitudinal coordinate and $`\mathrm{\Delta }P`$ is the momentum spread. The longitudinal space-charge electric field of the bunch is obtained as
$$E_z=\frac{e}{4\pi \epsilon _0}\frac{1}{\gamma ^2}(1+2\mathrm{ln}\frac{b}{a})\frac{\lambda (z)}{z}$$
(22)
where is the absolute dielectric constant, a and b are the radii of the proton beam and the vacuum chamber, respectively, and $`\lambda (z)`$ is the particle linear density in the bunch. Taking a Gaussian distribution for the bunch linear density
$$\lambda (z)=\frac{N_0}{\sqrt{2\pi }\sigma }e^{\frac{z^2}{2\sigma ^2}}$$
(23)
with $`\sigma =0.7z`$ as the standard value of the bunch length, and inserting expression (22) into equation (21), and after integration within the bounds of the bunch’s initial z<sub>i</sub> and final $`z_f`$ half-lengths, the following formula is obtained for the maximum particle population in a bunch
$$N_0=\frac{\mathrm{\Delta }P^2}{2m}\frac{4\pi \epsilon _0}{e^2}\frac{\gamma ^2}{e^{\frac{z_f^2}{2\sigma ^2}}e^{\frac{z_i^2}{2\sigma ^2}}}\frac{\sqrt{2\pi }\sigma }{1+2\mathrm{ln}\frac{b}{a}}$$
(24)
Using the parameters in the above, and taking for the beam radius $`a=0.5`$ $`cm`$ and the vacuum chamber radius $`b=5.0`$ $`cm`$, the estimated maximum number of protons per bunch is $`N_0510^{11}`$.
From these figures it is seen that the magnetic field in each sector and turn has sufficiently different and not necessarily optimized parameters. To simplify the numerical calculations we assumed that the bending magnets in each sector and turn consist of single whole units, instead of being a number of shorter modular magnets that would serve the required purpose. In making the conceptual design of a specific Asynchronac, the sector and turn magnets will be modularized with optimized parameters, such that the differences among modular magnets will be few, to permit standardizing the manufacturing process.
Rather low values of $`0.10.85`$ $`Tesla`$ are required for the magnetic field strength in each sector and turn. The fabrication of small-sized modular bending magnets at these field strengths is a standard matter. Should the beam’s vacuum chamber need an aperture full width of as much as $`10`$ $`cm`$, this can be easily accommodated, since the turn-to-turn orbit separations will all be equal at $`\mathrm{\Delta }R=25`$ $`cm`$. The lengths of the remaining free drift spaces in sectors and turns, after the allocation of resonators and bending magnets, will be more than $`2.0`$ $`m`$. This will allow not only to freely install focusing magnetic elements and beam monitoring apparatus, but also to provide easily $`100\%`$ extraction of the beam.
A rough estimation of the cost to build and operate the Asynchronac shows that the cost per megawatt of proton beam produced from the Asynchronac is much less expensive by an order of magnitude, as compared to a megawatt of proton beam produced from the high and super-high energy accelerators.
## 5 Conclusion
The primary objective of this paper is to show that the innovated accelerator type, which we refer to as the Asynchronac, has sufficient feasibility features for its implementation, in which an accelerated proton beam of up to $`100`$ $`MeV`$ energy and hundreds of $`mA`$ current can be effectively bunch-compressed. Consequently, it is important to expedite the extension of further multifaceted studies on this concept, to improve the quality of future machines for scientific and applied applications, potentially using this alternative.
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# Optimized phonon approach for the diagonalization of electron-phonon problems
Problems of electrons or spins interacting with lattice degrees of freedom play an important role in condensed matter physics. To name only a few, consider for instance polaron and bi-polaron formation in various transition metal oxides such as tungsten oxide or high-$`T_c`$ cuprates , Jahn-Teller effects in colossal magnetoresistance manganites , or Peierls and spin-Peierls instabilities in quasi one-dimensional materials .
As a generic model for such systems the Holstein-Hubbard model,
$`H`$ $`=`$ $`t{\displaystyle \underset{i,\sigma }{}}(c_{i,\sigma }^{}c_{i+1,\sigma }+\text{H.c.})+U{\displaystyle \underset{i}{}}n_{i,}n_{i,}`$ (2)
$`+g\omega {\displaystyle \underset{i,\sigma }{}}(b_i^{}+b_i)c_{i,\sigma }^{}c_{i,\sigma }+\omega {\displaystyle \underset{i}{}}b_i^{}b_i,`$
is frequently considered, where $`c_i^{()}`$ and $`b_i^{()}`$ describe fermions and bosons on a site $`i`$, respectively. In many physically relevant situations the energy scales of all the subsystems – electrons ($`t,U`$), phonons ($`\omega `$) and their interaction ($`g\omega `$) – are of the same order of magnitude, causing analytic methods, and especially adiabatic techniques, to fail in most of these cases. Even for numerical methods strong interactions are a demanding task, since they require some cut-off in the phonon Hilbert space. Starting with the work of White in 1993, during the last years a class of algorithms became very popular, which based on the use of a so called density matrix for the reduction of large Hilbert spaces to manageable dimensions. Considerable focus has been placed on renormalization methods for one-dimensional systems in the thermodynamic limit. However, exact diagonalization of finite clusters also benefit substantially from these ideas, as we will demonstrate in the present paper.
Optimized phonon approach: First we recapitulate the connection between density matrices and optimized basis states. Starting with an arbitrary normalized quantum state
$$|\psi =\underset{r=0}{\overset{D_r1}{}}\underset{\nu =0}{\overset{D_\nu 1}{}}\gamma _{\nu r}|\nu |r$$
(3)
expressed in terms of the basis $`\{|\nu |r\}`$ of the direct product space $`H=H_\nu H_r`$, we wish to reduce the dimension $`D_\nu `$ of the space $`H_\nu `$ by introducing a new basis,
$$|\stackrel{~}{\nu }=\underset{\nu =0}{\overset{D_\nu 1}{}}\alpha _{\stackrel{~}{\nu }\nu }|\nu ,$$
(4)
with $`\stackrel{~}{\nu }=0\mathrm{}(D_{\stackrel{~}{\nu }}1)`$ and $`D_{\stackrel{~}{\nu }}<D_\nu `$. We call $`\{|\stackrel{~}{\nu }\}`$ an optimized basis, if the projection of $`|\psi `$ on the corresponding subspace $`\stackrel{~}{H}=H_{\stackrel{~}{\nu }}H_rH`$ is as close as possible to the original state. Therefore we minimize $`|\psi |\stackrel{~}{\psi }^2`$ with respect to the $`\alpha _{\stackrel{~}{\nu }\nu }`$ under the condition $`\stackrel{~}{\nu }^{}|\stackrel{~}{\nu }=\delta _{\stackrel{~}{\nu }^{}\stackrel{~}{\nu }}`$, where
$$|\stackrel{~}{\psi }=\underset{r=0}{\overset{D_r1}{}}\underset{\stackrel{~}{\nu }=0}{\overset{D_{\stackrel{~}{\nu }}1}{}}\underset{\nu ,\nu ^{}=0}{\overset{D_\nu 1}{}}\alpha _{\stackrel{~}{\nu }\nu }\alpha _{\stackrel{~}{\nu }\nu ^{}}^{}\gamma _{\nu ^{}r}|\nu |r$$
(5)
is the projected state. Since we find
$`|\psi |\stackrel{~}{\psi }^2`$ $`=`$ $`1{\displaystyle \underset{r=0}{\overset{D_r1}{}}}{\displaystyle \underset{\stackrel{~}{\nu }=0}{\overset{D_{\stackrel{~}{\nu }}1}{}}}{\displaystyle \underset{\nu ,\nu ^{}=0}{\overset{D_\nu 1}{}}}\alpha _{\stackrel{~}{\nu }\nu }\gamma _{\nu r}^{}\gamma _{\nu ^{}r}\alpha _{\stackrel{~}{\nu }\nu ^{}}^{}`$ (6)
$`=`$ $`1\text{Tr}(𝜶𝝆𝜶^{}),`$ (7)
where $`𝝆=_{r=0}^{D_r1}\gamma _{\nu r}^{}\gamma _{\nu ^{}r}`$ is called the density matrix of the state $`|\psi `$, we observe immediately that the states $`\{|\stackrel{~}{\nu }\}`$ are optimal if they are elements of the eigenspace of $`𝝆`$ corresponding to its $`D_{\stackrel{~}{\nu }}`$ largest eigenvalues $`w_{\stackrel{~}{\nu }}`$.
Following Zhang et al. , we apply these features to construct an optimized phonon basis for the eigenstates of an interacting electron/spin-phonon system. Consider a system composed of $`N`$ sites, each contributing a phonon degree of freedom $`|\nu _i,\nu _i=0\mathrm{}\mathrm{}`$, and some other (spin or electronic) states $`|r_i`$. Hence, the Hilbert space of the model under consideration is spanned by the basis $`\{_{i=0}^{N1}|\nu _i|r_i\}`$. Of course, to numerically diagonalize an Hamiltonian operating on this space, we need to restrict ourselves to a finite-dimensional subspace. To calculate, for instance, the lowest eigenstates of the Holstein-Hubbard model (2), we could limit the phonon space spanned by $`|\nu _i=(\nu _i!)^{1/2}(b_i^{})^{\nu _i}|0`$ by allowing only the states $`\nu _i<D_i`$. Most simply we can choose $`D_i=Mi`$ yielding $`D_{\mathrm{ph}}=M^N`$ for the dimension of the total phonon space. However, if we think of the states $`\{_{i=0}^{N1}|\nu _i\}`$ as eigenstates of the Hamiltonian $`H_{\mathrm{ph}}=\omega _{i=0}^{N1}b_i^{}b_i`$, it is more suitable for most problems to choose an energy cut-off instead. Thus we used the condition $`_{i=0}^{N1}\nu _i<M`$, leading to $`D_{\mathrm{ph}}=\left(\genfrac{}{}{0pt}{}{N+M1}{N}\right)`$, for most of our previous numerical work (see e.g. Ref. ). For weakly interacting systems already a small number $`M`$ of phonon states is sufficient to reach very good convergence for ground states and low lying excitations. However, with increasing coupling strength most systems require a large number of the above ’bare’ phonons, thus exceeding capacities of even large supercomputers. In some cases one can avoid these problems by choosing an appropriate unitary transformation of the Hamiltonian, but in general it is desirable to find an optimized basis automatically.
The present density-matrix algorithm for the construction of an optimal phonon basis considered the phonon subsystem as a product of one large and a number of small sites. Each site except the large one uses the same optimized basis $`\{|\mu _i\}=\{|\stackrel{~}{\nu }\}`$ with $`\stackrel{~}{\nu }=0\mathrm{}(m1)`$, while the basis of the large site consists of the states $`\{|\stackrel{~}{\nu }\}`$ plus some bare states $`\{|\nu \}`$, $`\{|\mu _0\}=\text{ON}(\{|\stackrel{~}{\nu }\}\{|\nu \})`$, where $`\text{ON}(\mathrm{})`$ denotes orthonormalization. After a first initialization the optimized states are improved iteratively through the following steps
1. calculating the requested eigenstate $`|\psi `$ of the Hamiltonian $`H`$ in terms of the actual basis,
2. replacing $`\{|\stackrel{~}{\nu }\}`$ with the most important (i.e. biggest eigenvalues $`w_{\stackrel{~}{\nu }}`$) eigenstates of the density matrix $`𝝆`$, calculated with respect to $`|\psi `$ and $`\{|\mu _0\}`$,
3. changing the additional states $`\{|\nu \}`$ in the set $`\{|\mu _0\}`$,
4. orthonormalizing the set $`\{|\mu _0\}`$, and returning to step (1).
A simple way to proceed in step (3) is to sweep the bare states $`\{|\nu \}`$ through a sufficiently large part of the infinite dimensional phonon Hilbert space. One can think of the algorithm as ’feeding’ the optimized states with bare phonons, thus allowing the optimized states to become increasingly perfect linear combinations of bare phonon states. Of course the whole procedure converges only for eigenstates of $`H`$ at the lower edge of the spectrum, since usually the spectrum of a Hamiltonian involving phonons has no upper bound. The applicability of the algorithm was demonstrated in Ref. with the Holstein model (i.e. $`U=0`$ in Eq. (2)) as an example.
When we implemented the above algorithm together with a Lanczos exact diagonalization method for our systems of interest, we found two objections against the above choice of an optimized basis: (i) the basis is not symmetric under the symmetry operations of the Hamiltonian (e.g. translations), and (ii) the phonon Hilbert space is still large ($`D_{\mathrm{ph}}=Mm^{N1}`$, where $`M`$ is the dimension at the large site), since we usually need more than one optimized state per site.
The first problem is solved by including all those states into the phonon basis that can be created by symmetry operations, and by calculating the density matrix in a symmetric way, i.e. by adding the density matrices generated with respect to every site, not just site $`i=0`$. Concerning the second problem we note that the eigenvalues $`w_{\stackrel{~}{\nu }}`$ of the density matrix $`𝝆`$ decrease approximately exponentially, see Figure 1. If we interpret $`w_{\stackrel{~}{\nu }}\xi ^{\stackrel{~}{\nu }}`$ as the probability of the system to occupy the corresponding optimized state $`|\stackrel{~}{\nu }`$, we immediately find that the probability for the complete phonon basis state $`_{i=0}^{N1}|\stackrel{~}{\nu }_i`$ is proportional to $`\xi ^{_{i=0}^{N1}\stackrel{~}{\nu }_i}`$. This is reminiscent of the energy cut-off discussed above, and we therefore propose the following choice of phonon basis states at each site,
$`i:\{|\mu _i\}`$ $`=`$ $`\text{ON}(\{|\mu \})`$ (8)
$`|\mu `$ $`=`$ $`\{{\displaystyle \genfrac{}{}{0pt}{}{\text{opt. state }|\stackrel{~}{\nu },0\mu <m}{\text{bare state }|\nu ,m\mu <M}},`$ (9)
and for the complete phonon basis $`\left\{_{\mathrm{\Sigma }_i\mu _i<M}|\mu _i\right\}`$, yielding $`D_{\mathrm{ph}}=\left(\genfrac{}{}{0pt}{}{N+M1}{N}\right)`$. Implementation of this optimization procedure together with our existing Lanczos diagonalization code allows the study of interacting electron/spin-phonon systems in a much larger parameter space without reaching the limits of available supercomputers.
To demonstrate the power of the method, in the following we adress two frequently discussed problems: bi-polaron formation in the Holstein-Hubbard model, and Luttinger liquid characteristics of a 1D polaronic metal.
(a) Bi-polarons in the Holstein-Hubbard model have been the subject of numerous studies over the last decades, stimulated for instance by the discovery of high-$`T_c`$ cuprates, and the belief that the interplay between strong electron-phonon and electron-electron interactions plays a significant role in these highly correlated materials . Nevertheless the influence of the Hubbard interaction $`U`$ on bi-polaron formation is still not completely understood. Beside bi-polaron formation itself, an interesting open question is the transition between two bi-polaronic regimes, namely the inter-site and the on-site bi-polaron. Since the Hubbard interaction $`U`$ and the electron-phonon interaction compete, we usually need to consider intermediate to strong electron-phonon coupling $`g`$, or $`\lambda :=g^2\omega /(2t)`$, making the problem a good testing ground for our optimized phonon algorithm.
In a recent work Bonča et al. studied mobile bi-polarons in the Hubbard model with the aid of a variational technique. Their focus is mainly on the $`U`$ dependence of the transition from unbound polarons to inter-site bi-polarons and from inter-site to on-site bi-polarons at intermediate frequencies. These transitions also show a significant $`\omega `$ dependence. Here the adiabatic frequency range is of special interest, since there are no appropriate analytic methods for small but finite frequencies.
Using the optimized phonon approach on lattices sizes up to $`N=12`$, we calculated the phase diagram for the transition from unbound polarons to inter-site bi-polarons at fixed $`U`$. The critical coupling $`\lambda _c`$ was determined by the condition $`\mathrm{\Delta }=0`$, where $`\mathrm{\Delta }`$ is the energy difference between the two-particle ground state and twice the one-particle ground state, i.e. $`\mathrm{\Delta }=E_b2E_p`$. As indicated in Figure 2, the critical interaction $`\lambda _c`$ increases with frequency, reaching $`U/(4t)`$ as the limiting value. The density-density correlation (see inset) signals a second transition from inter-site to on-site bi-polarons, which also causes a distinct feature in the kinetic energy , shown in Figure 3 for different frequencies and system sizes. For $`\omega =0.4t`$ there is a sharp drop in $`E_{\mathrm{kin}}`$ at about $`\lambda =1.6`$. Near this critical coupling we observe another striking effect if we study the bi-polaron band dispersion: Namely, it is almost a perfect cosine at the critical coupling, but deviates from this simple tight-binding dispersion for other couplings. That means in the vicinty of $`\lambda _c`$ the residual bi-polaron-phonon interaction vanishes. At present we have no clear explanation for this free-particle like behaviour. As an example we plot the rescaled dispersion for different system sizes and diagonalization methods in the inset of Figure 3.
(b) Luttinger liquid behaviour. The Holstein model of spinless fermions is defined by omitting the electron spin $`\sigma `$ and consequently the Coulomb interaction $`U`$ in Hamiltonian (2). In one dimension and at half filling, depending on the coupling strength $`g`$, this model undergoes a transition from a gapless metallic phase to a Peierls distorted phase with a gap between the ground-state and lowest excitations. Details of this transition and the properties of the different phases were studied with several methods over the last years (see Refs. ). One interesting aspect is the description of the metallic phase in terms of an effective Luttinger model, which, according to the ‘Luttinger liquid hypothesis’ of Haldane , should be an universal picture for the low temperature properties of all one-dimensional metals. The two parameters of the Luttinger model, the renormalized Fermi velocity $`u_\rho `$ and effective coupling constant $`K_\rho `$, can be determined through the scaling behaviour of the ground-state energy $`E_0`$ and the energy of charge excitations $`E_{\pm 1}`$ with respect to the system size $`N`$:
$$\frac{E_0(N)}{N}=ϵ_{\mathrm{}}\frac{\pi u_\rho }{6N^2},E_{\pm 1}(N)E_0(N)=\frac{\pi u_\rho }{2K_\rho N}.$$
(10)
In a recent work we used a variational method to calculate eigenstates and the resulting Luttinger parameters for the Holstein model at half filling. Unfortunately the method failed to give consistent results especially for $`K_\rho `$ in the anti-adiabatic regime of large frequencies $`\omega t`$ where the Holstein model can be well described by second order perturbation theory, leading to an effective XXZ spin model with known Luttinger parameters. For large frequencies the XXZ model, as well as Monte Carlo and DMRG calculations for the Holstein model, yield $`K_\rho <1`$ corresponding to a repulsive interaction. If $`K_\rho `$, starting with the value $`1`$ for the noninteracting case, reaches $`\frac{1}{2}`$ with increasing coupling strength, the model undergoes a Kosterlitz-Thouless transition to a gapped phase. In contrast, with our variational technique we found $`K_\rho >1`$, corresponding to an attractive interaction, for all frequencies. Since it was not possible to calculate the required eigenstates with sufficient precision for the various system sizes needed for finite size scaling, this unsatisfying situation could not be resolved with our ‘traditional’ Lanczos diagonalization procedure.
We therefore reconsidered the problem with a more sophisticated variant of the above phonon optimization algorithm, using two different sets of optimized phonon states, one for each possible fermion occupation number (cf. Ref. ). Together with the cut-off, this results in a further reduction of the Hilbert space, which is required for the diagonalization of larger systems. It is worth noting that this advantage is gained at the expense of a much more complicated fermionic Hamiltonian, since every hopping is connected with the projection of the actual phonon state onto the other basis set. Hence, for other models with a more difficult structure, like Jahn-Teller problems with two or three phonon modes per site, this procedure is not recommended.
In Figure 4 we show the Luttinger parameters we found by scaling the energies for system sizes up to $`N=10`$. In the anti-adiabatic frequency range the renormalized Fermi velocity $`u_\rho `$ is drastically supressed within the metallic phase, while for low phonon frequencies it remains almost unchanged up to the phase transition. A very interesting result is the changing character of the interaction below $`\omega t`$. For small frequencies the effective fermion-fermion interaction is attractive, while it is repulsive for large frequencies. Possibly there is a transition point, depending on $`g`$ and $`\omega `$, where the model is free in lowest order. Further analytical studies of this behaviour will be reported elsewhere.
In conclusion, we have proposed an advanced phonon optimization algorithm for application in Lanczos diagonalization, and demonstrated its reliability for two strongly interacting electron-phonon systems.
We acknowledge valuable discussion with J. Bonča, H. Büttner, E. Jeckelmann, F. Göhmann, J. Loos, and S.A. Trugman as well as the provision of computer resources by NIC Jülich, HLR Stuttgart and LRZ München. Work at Los Alamos is performed under the auspices of the US DOE.
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# Untitled Document
CARDINAL INVARIANTS $`b_\kappa `$ AND $`t_\kappa `$
$`\text{Saharon Shelah}^{\mathrm{}}`$
Department of Mathematics
Hebrew University of Jerusalem, Jerusalem, Israel
Rutgers University, New Brunswick, NJ, USA
University of Wisconsin, Madison, WI, USA
$`\text{Zoran Spasojević}^{\mathrm{}}`$
Department of Mathematics
Massachusetts Institute of Technology
Cambridge, MA 02139, USA
ABSTRACT: This paper studies cardinal invariants $`b_\kappa `$ and $`t_\kappa `$, the natural generalizations of the invariants $`b`$ and $`t`$ to a regular cardinal $`\kappa `$.
§1. Introduction
Cardinal invariants $`b`$ and $`t`$ were introduced by Rothberger . They are cardinals between $`\omega _1`$ and $`2^\omega `$ and have been extensively studied over the years. The survey paper contains much information about these two invariants as well as many other cardinal invariants of the continuum.
The goal of this paper is to study the natural generalizations of $`b`$ and $`t`$ to higher regular cardinals, namely $`b_\kappa `$ and $`t_\kappa `$ respectively, where $`\kappa `$ is a regular cardinal. The results presented here are that the relationship $`tb`$ (shown by Rothberger ) also holds for $`b_\kappa `$ and $`t_\kappa `$ and that, under certain cardinal arithmetic assumption, if $`\kappa \mu <t_\kappa `$ then $`2^\kappa =2^\mu `$. These results are then used as constraints in the forcing construction of model in which $`b_\kappa `$ and $`t_\kappa `$ can take on essentially any preassigned regular value.
§2 Conventions and elementary facts
For cardinals $`\lambda `$ and $`\kappa `$ let $`[\kappa ]^\lambda =\{X\kappa :X=\lambda \}`$ and $`\kappa ^\lambda =\{f:f:\lambda \kappa \}`$. The symbol $`\kappa ^\lambda `$ is also used to denote the cardinality of the set $`\{f:f:\lambda \kappa \}`$ but the intended meaning will be clear from the context. For $`A,B[\kappa ]^\kappa `$ let $`A^{}B`$ iff $`AB<\kappa `$ and $`A^{}B`$ iff $`AB<\kappa BA=\kappa `$. For $`f,g\kappa ^\kappa `$ let $`f<^{}g`$ iff $`\beta <\kappa \alpha >\beta (f(\alpha )<g(\alpha ))`$. Then $`\kappa ^\kappa `$ is unbounded in $`(\kappa ^\kappa ,<^{})`$ if $`f\kappa ^\kappa g(g^{}f)`$. Let
$`b_\kappa =\mathrm{min}\{:\text{ }\kappa ^\kappa \text{ and }\text{ is }<^{}\text{-unbounded in }\kappa ^\kappa \text{ }\}`$,
$`t_\kappa =\mathrm{min}\{𝒯:\text{ }𝒯[\kappa ]^\kappa \text{}𝒯\kappa \text{}𝒯\text{ is well ordered by }^{}\text{,}`$
$`\text{ }C[\kappa ]^\kappa (\kappa C=\kappa A𝒯(AC=\kappa ))\text{ }\}`$.
In this notation $`b=b_\omega `$ and $`t=t_\omega `$. An equivalent formulation of $`t_\kappa `$ is obtained if $`^{}`$ is used instead of $`^{}`$. Standard arguments show that $`\kappa ^+b_\kappa ,t_\kappa 2^\kappa `$ and that in the definition of $`b_\kappa `$, $``$ may be assumed to be well ordered by $`<^{}`$ and consisting only of strictly increasing functions. Thus, both $`b_\kappa `$ and $`t_\kappa `$ are regular cardinals.
† Partially supported by the NSF and Israel Science Foundation, founded by the Israel Academy of Sciences. Pub. 643
‡ Supported by the NSF Grant No. DMS-9627744
Lemma 1. $`t_\kappa b_\kappa `$
Proof: The case $`\kappa =\omega `$ was established in . So assume $`\kappa >\omega `$ and by way of contradiction assume $`b_\kappa <t_\kappa `$. Let $`\{f_\alpha :\alpha <b_\kappa \}\kappa ^\kappa `$ be $`<^{}`$-unbounded in $`(\kappa ^\kappa ,<^{})`$ and such that $`\alpha <\beta f_\alpha <^{}f_\beta `$. For each $`\alpha <b_\kappa `$ let $`C_\alpha =\{\xi <\kappa :\eta <\xi (f_\alpha (\eta )<\xi )\}`$. Then each $`C_\alpha `$ is closed unbounded in $`\kappa `$ and $`\alpha \beta C_\beta ^{}C_\alpha `$. Since $`b_\kappa <t_\kappa `$, $`A[\kappa ]^\kappa \alpha <b_\kappa (A^{}C_\alpha )`$. Let $`f:\kappa A`$ be such that $`\xi <\kappa (\xi <f(\xi ))`$. Fix $`\alpha <b_\kappa `$ and let $`i_\alpha `$ be such that $`Ai_\alpha C_\alpha i_\alpha `$. Let $`\xi \kappa i_\alpha `$ and $`\eta =\mathrm{min}(C_\alpha (\xi +1))`$ and note that $`f_\alpha (\xi )<\eta `$. However, $`A\xi C_\alpha \xi `$, and $`\xi <f(\xi )`$, so $`\eta f(\xi )`$. In other words, $`\xi \kappa i_\alpha (f_\alpha (\xi )<f(\xi ))`$ so that $`f`$ is a bound for $`\{f_\alpha :\alpha <b_\kappa \}`$. This is a contradiction and the lemma is proved. $`\mathrm{}`$
The cardinal $`b_\kappa `$ was studied in where it was shown that the value of $`b_\kappa `$ does not have any influence on the value of $`2^\mu `$ for $`\kappa \mu <b_\kappa `$ even if $`GCH`$ is assumed to hold below $`\kappa `$. However, the same does not hold for $`t_\kappa `$ as it is shown in the next section.
§3 Combinatorics
The goal of this section is to show that if $`\kappa ^{<\kappa }=\kappa `$ then $`2^\mu =2^\kappa `$ for any regular $`\mu `$ with $`\kappa \mu <t_\kappa `$. The idea behind the proof is essentially the same as that of the proof of $`\omega \mu <t2^\mu =2^\omega `$, namely to use $`\mu <t_\kappa `$ to construct a binary tree in $`(𝒫(\kappa ),^{})`$ of hight $`\mu `$. However, unlike in the case $`\kappa =\omega `$, when $`\kappa `$ is uncountable a difficulty arises in the construction at limit stages of cofinality less than $`\kappa `$. The difficulty comes from the fact that the intersection of a $`^{}`$-decreasing sequence in $`[\kappa ]^\kappa `$ of limit length less than $`\kappa `$ may be empty. To deal with this difficulty, a notion of a closed subset of $`\kappa `$ with respect to a certain parameter is introduced next.
Let $`D`$ be a filter on a regular cardinal $`\kappa `$ and $`A,B[\kappa ]^\kappa `$. Then $`A=_D0`$ if $`\kappa AD`$ and $`A=_DB`$ if $`(AB)(BA)=_D0`$. Let $`D^+`$ be the collection of all sets $`A\kappa `$ such that $`\kappa AD`$. If $`A,BD^+`$ then $`A_D^{}B`$ if $`AB=_D0`$ and $`BAD^+`$. For each $`i<\kappa `$ let $`A_i^\kappa \kappa (i+1)`$ be such that $`3(i+1)A_i^\kappa `$, $`A_i^\kappa =\kappa `$, $`_{i<\kappa }A_i^\kappa =\kappa \{0\}`$, and if $`i<j<\kappa `$ then $`A_i^\kappa A_j^\kappa =\mathrm{}`$. Let $`E`$ be the set of all limit ordinals $`\delta <\kappa `$ such that $`\delta `$ is a cardinal or it is a multiple of $`\delta ^\omega `$ (ordinal exponentiation) and for each $`\alpha <\delta `$, $`A_\alpha ^\kappa \delta `$ is unbounded in $`\delta `$. Let $`D^\delta `$ be the collection of all subsets $`X`$ of $`\delta `$ such that for some $`\alpha <\delta `$, $`([\alpha ,\delta )_{i<\alpha }A_i^\kappa )X`$ (we are interested in the cases when $`\delta E`$). And let $`D(\kappa )`$ be the collection of all subsets $`A`$ of $`\kappa `$ such that for some $`\alpha <\kappa `$, $`([\alpha ,\kappa )_{i<\alpha }A_i^\kappa )A`$. Let $`A^\kappa =\{A_\delta ^\kappa :\delta E\}`$ and for $`\zeta A^\kappa `$ choose $`D_\zeta `$ and $`\delta _\zeta `$ such that $`\zeta A_{\delta _\zeta }^\kappa `$, $`D_\zeta `$ is a filter on $`\delta _\zeta `$ generated by less than $`\kappa `$ sets which extends $`D^{\delta _\zeta }`$, and for any $`\delta E`$ and any filter $`D`$ on $`\delta `$ which extends $`D^\delta `$ and which is generated by less than $`\kappa `$, $`\{\zeta A_\delta ^\kappa :D=D_\delta \}=\kappa `$. Let $`\overline{D}=D_\zeta :\zeta A^\kappa `$.
Definition 2. A subset $`A`$ of $`\kappa `$ is $`(E,\overline{D})`$-closed if for every $`\delta E`$ and $`\zeta A_\delta ^\kappa `$ then $`\zeta A`$ whenever $`A\delta D_\zeta `$. Let $`cl^0(A)=A`$, $`cl^1(A)=A\{\zeta A^\kappa :A\delta _\zeta D_\zeta \}`$ and $`cl^\alpha (A)=A\{cl^1(cl^\beta (A)):\beta <\alpha \}`$. Let $`(E,\overline{D})`$-closure of $`A`$, $`cl(A)`$, be the set $`cl^\alpha (A)`$ for every $`\alpha `$ large enough.
The above definition formulates the notion of a closed set with respect to a parameter $`(E,\overline{D})`$. The following sequence of observations gives some elementary properties of the closure operations which will be needed in the sequel.
Observation 3. Let $`AB\kappa `$. Then
$`(a)`$ $`\kappa `$ is an $`(E,\overline{D})`$-closed subset of $`\kappa `$,
$`(b)`$ $`\alpha (cl^\alpha (A)cl^\alpha (B)\kappa )`$,
$`(c)`$ $`cl(A)`$ is the minimal $`(E,\overline{D})`$-closed set which contains $`A`$,
$`(d)`$ $`A=_{D(\kappa )}0`$ iff $`cl(A)=_{D(\kappa )}0`$,
$`(e)`$ if for some $`\zeta A_\delta ^\kappa `$, $`\zeta cl^1(\delta A)`$ then $`cl(A)A_\delta ^\kappa =\kappa `$,
The next lemma is used in the construction of the successor levels of the binary tree.
Lemma 4. If $`A`$ is $`(E,\overline{D})`$-closed and from $`D^+(\kappa )`$ then there are two disjoint $`(E,\overline{D})`$-closed subsets of $`A`$ in $`D^+(\kappa )`$.
Proof: By induction on $`i<\kappa `$ choose distinct ordinals $`\alpha _i,\beta _iAcl(\mathrm{sup}\{\alpha _j+1,\beta _j+1:j<i\})`$. Then $`cl(\{\alpha _i:i<\kappa \})`$ and $`cl(\{\beta _i:i<\kappa \})`$ are as desired. $`\mathrm{}`$
The following lemma is used in the construction of the limit levels of the tree whose cofinality is less than $`\kappa `$.
Lemma 5 Let $`\tau <\kappa `$ be a regular cardinal. Let $`A_iD^+(\kappa )`$ $`(i<\tau )`$ be $`(E,\overline{D})`$-closed such that $`i<j<\kappa A_j_{D(\kappa )}^{}A_i`$. Then $`_{i<\tau }A_iD^+(\kappa )`$ and is $`(E,\overline{D})`$-closed.
Proof: For each $`i<\tau `$ let $`C_iE`$ be closed unbounded in $`\kappa `$ such that $`\delta C_i(A_i\delta _{D^\delta }0)`$. Then $`C=_{i<\tau }C_i`$ is also closed unbounded in $`\kappa `$. For each $`\delta C`$ let $`D_\delta ^{}`$ be the filter on $`\delta `$ generated by $`D^\delta \{A_I\delta :i<\tau \}`$. Clearly $`\delta Ci<\tau A_i\delta D_\delta ^{}`$, hence $`B_\delta =\{\zeta :\zeta A_\delta ^\kappa D_\zeta =D_\delta ^{}\}`$ is an unbounded subset of $`A_\delta ^\kappa `$ and is a subset of $`A_i`$ for each $`i<\tau `$, since each $`A_i`$ is $`(E,\overline{D})`$-closed. Then $`_{\delta C}B_\delta D^+(\kappa )`$ witnesses that $`_{i<\tau }A_i`$ is as required. $`\mathrm{}`$
And the final lemma of this section will aid in the construction of the limit levels of the tree of cofinality greater than or equal to $`\kappa `$.
Lemma 6. Let $`\tau `$ be a regular cardinal with $`\kappa \tau <t_\kappa `$ and $`A_i:i<\tau D^+(\kappa )`$ such that each $`A_i`$ is $`(E,\overline{D})`$-closed and $`i<j<\tau A_j_{D(\kappa )}^{}A_iA_i_{D(\kappa )}^{}A_j`$. Then there is an $`(E,\overline{D})`$-closed $`BD^{}(\kappa )`$ such that $`i<\tau (B_{D(\kappa )}^{}A_i)`$.
Proof: For each $`i<j<\tau `$ let $`C_{ij}E`$ be closed unbounded in $`\kappa `$ such that $`A_i\delta `$, $`A_j\delta `$, $`(A_iA_j)\delta (D^\delta )^+`$ for each $`\delta C_{ij}`$. Let $`g_{ij}`$ be the function enumerating $`C_{ij}`$ in the increasing order. Since $`t_\kappa b_\kappa `$ let $`g:\kappa E`$ be a strictly increasing function such that $`g_{ij}<^{}g`$ for each $`i,j<\tau `$. Let $`C`$ be the collection of all limit points of $`\mathrm{ran}(g)`$. Then $`CE`$ is closed unbounded in $`\kappa `$ and $`C^{}C_{ij}`$ for each $`i,j<\tau `$. Now, for $`i,j<\tau `$, define $`f_{ij}:C\kappa `$ by: $`f_{ij}(\delta )`$ is the least $`\zeta A_\delta ^\kappa `$ such that $`(A_iA_j)\delta D_\zeta `$ if such $`\zeta `$ exists (and it does exist whenever $`\delta C_{ij}`$) and zero otherwise. And again, since $`t_\kappa b_\kappa `$, let $`f:C\kappa `$ be such that for each $`i<j<\tau `$, $`f_{ij}<^{}f`$. Now let $`X=\{f(\delta )A_\delta ^\kappa :\delta C\}`$ and $`A_i^{}=A_iX`$ for $`i<\tau `$ and note that $`A_i^{}`$ is an unbounded subset of $`\kappa `$ and $`i<j<\tau A_j^{}^{}A_i^{}A_i^{}^{}A_j^{}`$. Then, by the definition of $`t_\kappa `$, since $`\tau <t_\kappa `$, there is a $`B^{}\kappa `$, an unbounded subset of $`X`$, such that $`i<\tau B^{}^{}A_i^{}`$. In addition, $`B^{}D^+(\kappa )`$ and by the choice of $`X`$ and $`B^{}A_{i+1}^{}A_{i+1}_{D(\kappa )}^{}A_i`$ for each $`i<\tau `$. Hence, by Observation 3(b), $`B=cl(B^{})_{D(\kappa )}^{}cl(A_{i+1})=A_{i+1}_{D(\kappa )}^{}A_i`$ is as desired and the lemma is proved. $`\mathrm{}`$
At this point enough preliminary work is completed for the proof of the main result of this section.
Theorem 7. Let $`\kappa `$ and $`\mu `$ be a regular cardinals such that $`\kappa ^{<\kappa }=\kappa `$ and $`\kappa \mu <t_\kappa `$. Then $`2^\mu =2^\kappa `$.
Proof: By induction on $`\zeta \mu `$, for every sequence $`\eta `$ of zeros and ones of length $`\zeta `$, choose a set $`A_\eta `$ such that
$`(a)`$ $`A_\eta D^+(\kappa )`$,
$`(b)`$ $`A_\eta `$ is $`(E,\overline{D})`$-closed,
$`(c)`$ if $`\rho `$ is an initial segment of $`\eta `$ then $`A_\eta A_\rho =_{D(\kappa )}0`$ and $`A_\rho A_\eta D^+(\kappa )`$,
$`(d)`$ $`A_{\eta ^{}0}A_{\eta ^{}1}=\mathrm{}`$.
Let $`A_{\mathrm{}}=\kappa `$. For the successor step suppose $`\eta `$ is a sequence of zeros and ones and $`A_\eta `$ has been constructed. By Lemma 4, let $`B`$ and $`C`$ be two disjoint $`(E,\overline{D})`$-closed subsets of $`A_\eta `$ from $`D^+(\kappa )`$. Let $`A_{\eta ^{}0}=B`$ and $`A_{\eta ^{}1}=C`$. This takes care of the successor stages of the construction.
Now suppose $`\eta `$ is a sequence of zeros and ones such that $`\mathrm{dom}(\eta )=\lambda \mu `$ is a limit ordinal with $`\mathrm{cf}(\lambda )=\tau <\kappa `$, and for each $`\alpha <\lambda `$, $`A_{\eta \alpha }`$ has been constructed. Let $`\alpha _i:i<\tau `$ be an increasing sequence of ordinals with limit $`\lambda `$. By Lemma 5, $`_{i<\tau }A_{\eta \alpha _i}D^+(\kappa )`$ and is $`(E,\overline{D})`$-closed. Let $`A_\eta =_{i<\tau }A_{\eta \alpha _i}`$. This takes care of limit stages of cofinality less than $`\kappa `$.
Finally suppose $`\eta `$ is a sequence of zeros and ones such that $`\mathrm{dom}(\eta )=\lambda \mu `$ is a limit ordinal with $`\kappa \mathrm{cf}(\lambda )=\tau `$ and for each $`\alpha <\lambda `$, $`A_{\eta \alpha }`$ has been defined. Let $`\alpha _i:i<\tau `$ be an increasing sequence of ordinals with limit $`\lambda `$. By Lemma 6, there is an $`(E,\overline{D})`$-closed $`BD^+(\kappa )`$ such that $`i<\tau (B_{D(\kappa )}^{}A_{\eta \alpha _i})`$. Let $`A_\eta =B`$. Now $`\{A_\eta :\eta 2^\mu \}`$ is a family of $`2^\mu `$ distinct subsets of $`\kappa `$ so that $`2^\mu 2^\kappa `$ and the proof is finishes. $`\mathrm{}`$
§4 Forcing
Let $`\kappa `$ be a regular uncountable cardinal and let $`\lambda `$, $`\mu `$, $`\theta `$ be cardinals such that $`\kappa <\lambda \mu \theta `$ with $`\lambda `$, $`\mu `$ regular and $`\mathrm{cf}(\theta )>\kappa `$. This section deals with the construction of a model for $`t_\kappa =\lambda `$, $`b_\kappa =\mu `$ and $`2^\kappa =\theta `$. The idea behind the construction is as follows: Start with a countable transitive model (c.t.m.) $`N`$ for $`ZFC+GCH`$. Expend $`N`$ to a model $`M`$ by using the standard partial order for adding $`\theta ^+`$ many subsets of $`\lambda `$ (see below). Then
$$M\text{ “ }\xi <\lambda (2^\xi =\xi ^+2^\lambda =\theta ^+)\text{ ”}.$$
In $`M`$, perform an iterated forcing construction with $`<\kappa `$-supports of length $`\theta \mu `$ (ordinal product) with $`\kappa `$-closed and $`\kappa ^+`$-cc partial orders as follows: At stages which are not of the form $`\theta \xi `$ ($`\xi <\mu `$) towers in $`(𝒫(\kappa ),^{})`$ of hight $`\eta `$ are destroyed for $`\kappa <\eta <\lambda `$. At stages of the form $`\theta \xi `$ a function from $`\kappa `$ to $`\kappa `$ is added to eventually dominate all the functions from $`\kappa `$ to $`\kappa `$ constructed by that stage. The bookkeeping is arranged in such a way that by the end of the construction all towers of hight $`\eta `$ for $`\kappa <\eta <\lambda `$ are considered so that in the final model $`t_\kappa \lambda `$. However, in the final model
$$\xi ((\xi <\kappa 2^\xi =\xi ^+)(\kappa \xi <\lambda 2^\xi =\theta ))2^\lambda =\theta ^+$$
so that, by the previous section, $`t_\kappa =\lambda `$. By virtue of adding dominating functions at stages of the form $`\theta \xi `$, the final model has a scale in $`(\kappa ^\kappa ,<^{})`$ of order type $`\mu `$ so that $`b_\kappa =\mu `$.
The rest of this section deals with the details of the construction. In showing that the final model has the desired properties it is important to know that cardinals are not collapsed. A standard way of proving this is to show that the final partial order obtained by the iteration is $`\kappa `$-closed and has the $`\kappa ^+`$-cc. And to show that the final partial order has the two properties, the names for the partial orders used in the iteration must be carefully selected. The discussion here will be analogous to the discussion in the final section of which deals with countable support iterations. Also many proofs are omited here since they are analogous to the proofs of the corresponding facts in .
Definition 8. Let $`P`$ be a partial order and $`\pi `$ a $`P`$-name for a partial order. $`\pi `$ is full for $`<\kappa `$-sequences iff whenever $`\alpha <\kappa `$, $`pP`$, $`\rho _\xi \mathrm{dom}(\pi )`$ ($`\xi <\alpha `$) and for each $`\xi <\zeta <\alpha `$
$$p\text{“ }\rho _\zeta ,\rho _\xi \pi \rho _\zeta \rho _\xi \text{ ”}$$
then there is a $`\sigma \mathrm{dom}(\pi )`$ such that $`p\text{“ }\sigma \pi \text{ ”}`$ and $`p\text{“ }\sigma \rho _\xi \text{ ”}`$ for all $`\xi <\alpha `$.
The reason for using names which are full for $`<\kappa `$-sequences is because of the following
Lemma 9. Let $`M`$ be a c.t.m. for $`ZFC`$ and in $`M`$ let
$$P_\xi :\xi \alpha ,\pi _\xi :\xi <\alpha $$
be a $`<\kappa `$-support iterated forcing construction and suppose that for each $`\xi `$, the $`P_\xi `$-name $`\pi _\xi `$ is full for $`<\kappa `$-sequences. Then $`P_\alpha `$ is $`\kappa `$-closed in $`M`$.
The next few paragraphs show how to select names for partial orders in the construction so that they are full for $`<\kappa `$-sequences. First consider the partial order which destroys a tower in $`(𝒫(\kappa ),^{})`$. Let $`ϵ`$ be a regular cardinal with $`\kappa <ϵ<\lambda `$ and $`a=a_\xi :\xi <ϵ`$ a tower in $`(𝒫(\kappa ),^{})`$. In the following subsets of $`\kappa `$ are identified with their characteristic functions.
Definition 10. $`T_a=\{(s,x):\text{ }s\text{ is a function}\mathrm{dom}(s)\kappa \mathrm{ran}(s)2x[ϵ]^{<\kappa }\}`$
with $`(s_2,x_2)(s_1,x_1)`$ iff
1) $`s_1s_2x_1x_2`$,
2) $`\xi x_1\eta \mathrm{dom}(s_2)\mathrm{dom}(s_1)(a_\xi (\eta )s_2(\eta ))`$.
Then $`T_a`$ is a partial order and it is $`\kappa `$-closed and $`\kappa ^+`$-cc (assuming $`\kappa ^{<\kappa }=\kappa `$). Let $`G`$ be $`T_a`$-generic over $`M`$ and $`b=\{s:x((s,x)G)\}`$. Since $`G`$ intersects suitably chosen dense subsets of $`T_a`$ in $`M`$, then $`b\kappa `$, $`b=\kappa b=\kappa `$ and $`\xi <ϵ(a_\xi ^{}b)`$ so that $`a`$ ceases to be a tower in $`M[G]`$.
Since the $`<\kappa `$-support iteration is sensitive to the particular names used for the partial orders, a suitable name for $`T_a`$ is formulated next.
Definition 11. Assume that $`PM`$, $`(P\text{ is }\kappa \text{-closed})^M`$ and
$$\mathrm{𝟏}\text{ “ }\tau \text{ is an }\stackrel{ˇ}{ϵ}\text{-tower in }(𝒫(\kappa ),^{})\text{ ”}.$$
A standard name for $`T_\tau `$ is $`\sigma ,_\sigma ,\mathrm{𝟏}_\sigma `$, where
$$\begin{array}{cc}\hfill \sigma =\{op(\stackrel{ˇ}{s},\rho ),\mathrm{𝟏}_P:& \text{ }s\text{ is a function }\text{ }\mathrm{dom}(s)\kappa \text{ }\text{ }\mathrm{ran}(s)2\text{ }\hfill \\ & \text{ }\mathrm{𝟏}\text{ “ }\rho \tau \rho <\kappa \text{ ”}\text{ }\text{ }\rho \text{ is a nice name for a subset of }\tau \text{ }\}\hfill \end{array}$$
and $`\mathrm{𝟏}_\sigma =op(\stackrel{ˇ}{0},\stackrel{ˇ}{0})`$.
Here $`op`$ is the invariant name for the ordered pair and $`\rho `$ is a nice name for a subset of $`\tau `$ if
$$\rho =\{\{\pi \}\times A_\pi :\pi \mathrm{dom}(\tau )$$
and each $`A_\pi `$ is an antichain in $`P`$. It is irrelevant what type of name we use for $`_\sigma `$ as long as it is forced by $`\mathrm{𝟏}_P`$ to be the correct partial order on $`T_\tau `$.
In $`M`$, let $`P`$, $`\tau `$, and $`\sigma `$ be as in the definition above. Let $`G`$ be $`P`$-generic over $`M`$ and $`a=\tau _G`$. Then in $`M[G]`$, $`\sigma _G=T_a`$. In addition, $`\sigma `$ is full for $`<\kappa `$-sequences.
The dominating function partial order is considered next. Let $`F\kappa ^\kappa `$. In the final construction $`F`$ will be equal to $`\kappa ^\kappa `$, but for the general discussion $`F`$ is any subset of $`\kappa ^\kappa `$.
Definition 12. $`D_F=\{(s,x):\text{ }s\text{ is a function }\text{ }\mathrm{dom}(s)\kappa \text{ }\text{ }\mathrm{ran}(s)\kappa \text{ }\text{ }x[F]^{<\kappa }\}`$
where $`(s_2,x_2)(s_1,x_1)`$ iff
1) $`s_1s_2x_1x_2`$,
2) $`fx_1\alpha \mathrm{dom}(s_2)\mathrm{dom}(s_1)(f(\alpha )<s_2(\alpha ))`$.
Then $`D_F`$ is a partial order and is $`\kappa `$-closed and $`\kappa ^+`$-cc (assuming $`\kappa ^{<\kappa }=\kappa `$). Let $`G`$ be $`D_F`$-generic over $`M`$ and $`g=\{s:x((s,x)G)\}`$. Then since $`G`$ intersects suitably chosen dense subsets of $`D_F`$ in $`M`$, $`g`$ is a function from $`\kappa `$ to $`\kappa `$ which eventually dominates every function in $`F`$, i.e. $`fF(f<^{}g)`$.
Definition 13. Assume that $`PM`$, $`(\text{ }P\text{ is }\kappa \text{-closed})^M`$, and $`\mathrm{𝟏}\text{ “ }\phi \kappa ^\kappa \text{ ”}`$. The standard $`P`$-name for $`D_\phi `$ is $`\psi ,_\psi ,\mathrm{𝟏}_\psi `$, where
$$\begin{array}{cc}\hfill \psi =\{op(\stackrel{ˇ}{s},\varphi ),\mathrm{𝟏}_P:& \text{ }s\text{ is a function }\text{ }\mathrm{dom}(s)\kappa \text{ }\text{ }\mathrm{ran}(s)\kappa \text{ }\hfill \\ & \text{ }\mathrm{𝟏}_P\text{ “ }\varphi \phi \varphi <\kappa \text{ ” }\text{ }\text{ }\varphi \text{ is a nice name for a subset of }\phi \text{ }\}\hfill \end{array}$$
and $`\mathrm{𝟏}_\psi =op(\stackrel{ˇ}{0},\stackrel{ˇ}{0})`$.
The choice of the $`P`$-name $`_\psi `$ is, once again, irrelevant as long as it is forced by $`\mathrm{𝟏}_P`$ to be the correct partial order on $`D_\phi `$.
In $`M`$, let $`P`$, $`\phi `$, $`\psi `$, be as above. Let $`G`$ be $`P`$-generic over $`M`$ and $`F=\phi _G`$. Then, in $`M[G]`$, $`\psi _G=D_F`$. In addition, $`\psi `$ is full for $`<\kappa `$-sequences. The use of full names for $`<\kappa `$-sequences will guarantee, as indicated earlier, that the iteration is $`\kappa `$-closed. The use of standard names will imply that the iteration also satisfies the $`\kappa ^+`$-cc so that all the cardinals are preserved in the final model.
Now follows the main result of this section.
Theorem 14. Let $`N`$ be a c.t.m. for $`ZFC+GCH`$ and, in $`N`$, let $`\kappa <\lambda \mu \theta `$ be cardinals such that $`\kappa ,\lambda ,\mu `$ are regular and $`\mathrm{cf}(\theta )>\kappa `$. Then there is a cardinal preserving extension $`M[G]`$ of $`N`$ such that
$$M[G]\text{“ }t_\kappa =\lambda b_\kappa =\mu 2^\kappa =\theta \text{ ”}.$$
Proof: Let $`\alpha `$, $`\beta `$ be cardinals with $`\alpha `$ regular, $`\alpha <\beta `$, and $`\mathrm{cf}(\beta )>\alpha `$. Then $`Fn(\beta \times \alpha ,2,\alpha )`$ is the standard partial order for adding $`\beta `$-many subsets of $`\alpha `$ (see ). It is $`\alpha `$-closed and $`\alpha ^+`$-cc (assuming $`\alpha ^{<\alpha }=\alpha `$), so it preserves cardinals.
Let $`N`$ be a c.t.m. for $`ZFC+GCH`$. In $`N`$, let $`\kappa <\lambda \mu \theta `$ be cardinals such that $`\kappa `$, $`\lambda `$, $`\mu `$ are regular and $`\mathrm{cf}(\theta )>\kappa `$. The goal is to produce an extension of $`N`$ in which $`t_\kappa =\lambda `$, $`b_\kappa =\mu `$ and $`2^\kappa =\theta `$. Let $`H`$ be $`Fn(\theta ^+\times \lambda ,2,\lambda )`$-generic over $`N`$ and let $`N[H]=M`$. Then
$$M\text{“ }ZFC+\xi <\lambda (2^\xi =\xi ^+)+2^\lambda =\theta ^+\text{ ”}$$
$`\kappa `$, $`\lambda `$, $`\mu `$ are still regular and all the cardinals are preserved. Now, in $`M`$, perform an iterated forcing construction of length $`\theta \mu `$ (ordinal product) with $`<\kappa `$-supports, i.e. build an iterated forcing construction
$$P_\xi :\xi \theta \mu ,\pi _\xi :\xi <\theta \mu $$
with supports of size less than $`\kappa `$.
Given $`P_\xi `$, if $`\xi `$ is not of the form $`\theta \xi `$, list all the $`P_\xi `$-names for towers in $`(𝒫(\kappa ),^{})`$ of size $`\eta `$ for all $`\kappa <\eta <\lambda `$; for example, let $`\sigma _\gamma ^\xi :\gamma <\theta `$ enumerate all $`P_\xi `$-names $`\sigma `$ such that for some $`\eta `$, with $`\kappa <\eta <\lambda `$, $`\sigma `$ is a nice $`P_\xi `$-name for a subset of $`(\eta \times \kappa )\stackrel{ˇ}{}`$ with the property that there is a name $`\tau _\gamma ^\xi `$ such that
$$\mathrm{𝟏}\text{“ }\tau _\gamma ^\xi =\{x\kappa :\zeta <\eta (x=\{\nu :(\zeta ,\nu )\sigma _\gamma ^\xi \})\}\text{ is a tower in }(𝒫(\kappa ),^{})\text{ of size }\eta \text{ ”}.$$
Let $`\mathrm{\Theta }=(\theta \mu )\{\theta \xi :\xi <\mu \}`$ and let $`f:\mathrm{\Theta }(\theta \mu )\times \theta `$ be a bookkeeping function such that $`f`$ is onto and $`\xi ,\beta ,\gamma (f(\xi )=(\beta ,\gamma )\beta <\xi )`$. If $`f(\xi )=(\beta ,\gamma )`$, let $`\tau _\xi `$ be a $`P_\xi `$-name for the same object for which $`\tau _\gamma ^\beta `$ is a $`P_\beta `$-name. Let $`\pi _\xi `$ be the standard $`P_\xi `$-name for $`T_{\tau _\xi }`$. And if $`\xi `$ is of the form $`\theta \zeta `$, let $`\phi _\xi `$ be a $`P_\xi `$-name for $`\kappa ^\kappa `$ and let $`\pi _\xi `$ be the standard $`P_\xi `$-name for $`D_{\phi _\xi }`$. This finishes the iteration.
By Lemma 9 $`P_{\theta \mu }`$ is $`\kappa `$-closed in $`M`$. In fact, $`P_{\theta \mu }`$ has the property that each decreasing sequence of length $`<\kappa `$ has a greatest lower bound so that the set $`P^{}`$ of elements $`pP_{\theta \mu }`$ with the property that the first coordinate of $`p(\gamma )`$, for $`\gamma \mathrm{dom}(p)`$, is a real object and not just a $`P_\gamma `$-name, is dense in $`P_{\theta \mu }`$. Therefore, to show that $`P_{\theta \mu }`$ also has the $`\kappa ^+`$-cc in $`M`$ it suffices to show that $`P^{}`$ has the $`\kappa ^+`$-cc in $`M`$. So, in $`M`$, let $`p^\gamma P^{}`$ for $`\gamma <\kappa ^+`$. By $`\kappa ^{<\kappa }=\kappa `$, the $`\mathrm{\Delta }`$-system lemma (see Theorem II 1.6 in ) implies that there is an $`X[\kappa ^+]^{\kappa ^+}`$ such that $`\{\mathrm{support}(p^\gamma ):\gamma <\kappa ^+\}`$ for a $`\mathrm{\Delta }`$-system with root $`r`$. Let $`p^\gamma =\rho _\xi ^\gamma :\xi <\theta \mu `$, and let $`\rho _\xi ^\gamma =op(\stackrel{ˇ}{s}_\xi ^\gamma ,\sigma _\xi ^\gamma )`$. By $`\kappa ^{<\kappa }=\kappa `$, there is a $`Y[X]^{\kappa ^+}`$ such that for all $`\xi r`$, the $`s_\xi ^\gamma `$ for $`\gamma Y`$ are all the same; say $`s_\xi ^\gamma =s_\xi `$ for $`\xi r`$ and $`\gamma Y`$. But then the $`p^\gamma `$ for $`\gamma Y`$ are pairwise compatible; to see this observe that if $`\gamma ,\delta Y`$, then $`p^\gamma `$, $`p^\delta `$ have as a common extension $`p_\xi :\xi <\theta \mu `$, where $`\rho _\xi `$ is
$`(a)`$ $`\rho _\xi ^\gamma `$ if $`\xi \mathrm{support}(p^\delta )`$,
$`(b)`$ $`\rho _\xi ^\delta `$ if $`\xi \mathrm{support}(p^\gamma )`$,
$`(c)`$ $`op(\stackrel{ˇ}{s}_\xi ,\sigma _\xi )`$ if $`\xi r`$,
where $`\sigma _\xi `$ is a nice name which satisfies $`\mathrm{𝟏}_\xi \text{“ }\sigma _\xi =\sigma _\xi ^\gamma \sigma _\xi ^\delta \text{ ”}`$. So $`P_{\theta \mu }`$ has the $`\kappa ^+`$-cc and together with being $`\kappa `$-closed preserves all the cardinal numbers. Let $`G`$ be $`P_{\theta \mu }`$-generic over $`M`$. Since at each stage of the form $`\theta \xi `$, a function from $`\kappa `$ to $`\kappa `$ is added which eventually dominates all the functions in $`\kappa ^\kappa `$ constructed by that stage, it follows that, in $`M[G]`$, there is a scale in $`(\kappa ^\kappa ,<^{})`$ of order type $`\mu `$ so that $`b_\kappa =\mu `$. In addition, since at each stage of the iteration a new element to $`\kappa ^\kappa `$ or $`𝒫(\kappa )`$ is added, it follows that $`M[G]\text{“ }2^\kappa =\theta \mu =\theta \text{ ”}`$. Finally, $`M[G]`$ contains no towers in $`(𝒫(\kappa ),^{})`$ of order type $`\eta `$ for $`\kappa <\eta <\lambda `$ since by the bookkeeping device all such towers are considered and eventually destroyed at some stage of the iteration, so that $`t_\kappa \lambda `$. However, $`M[G]\text{“ }\xi (\kappa \xi <\lambda 2^\xi =\theta )\text{ ”}`$ and $`M[G]\text{ “ }2^\lambda =\theta ^+\text{ ”}`$ since $`M\text{“ }2^\lambda =\theta ^+\text{ ”}`$ so that by the previous section $`t_\kappa =\lambda `$. This finishes the proof of this theorem. $`\mathrm{}`$
References
J. Cummings and S. Shelah, Cardinal Invariants above the Continuum, Annals of Pure and Applied Logic, 75 no. 3 (1995) 251–268.
K. Kunen, Set Theory. An introduction to independence proofs, North Holland (1980).
F. Rothberger, Sur un ensemble toujours de premiere categorie qui est depourvu de la propriété $`\lambda `$, Fundamenta Mathematicae, 32 (1939) 294–300.
F. Rothberger, On some problems of Hausdorff and Sierpiński, Fundamenta Mathematicae, 35 (1948) 29–46.
E. K. van Douwen, Integers in Topology, Handbook of Set-Theoretic Topology, eds. K. Kunen and J.E. Vaughan, North Holland (1984).
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# Seesaw model and its Lorentz group formulation
## Abstract
For two flavors, the seesaw matrix can be identified with a two dimensional representation of the Lorentz group. This analogy facilitates the computation of physical neutrino parameters, while giving an intuitive understanding of the results. It is found that the induced mixing angle exhibits resonance behavior. For maximal mixing, we derive a precise relation among the right-handed mixing angle, the Majorana mass ratio, and their phase.
*1. Introduction.—* Although the seesaw model offers a nice explanation for small neutrino masses, its implied pattern of neutrino mixings is far from clear. In fact, the effective neutrino mass matrix, given by
$$m_{\text{eff}}=m_DM_R^1m_D^T,$$
(1)
depends on the unknown matrices $`m_D`$ and $`M_R^1`$ in a rather complicated fashion. The very structure of $`m_{\text{eff}}`$, $`m_{\text{eff}}=m_{\text{eff}}^T`$, which is a reflection of its Majorana character, introduces further difficulties in its analysis. Thus, we are accustomed to diagonalizing the mass matrix with a biunitary transformation $`m_D=U_Dm_D^{\text{diag}}V_D`$. For $`m_{\text{eff}}`$, even if we have $`M_R^1I`$, unless the right-handed (RH) matrix $`V_D`$ is real and orthogonal, $`m_Dm_D^T`$ depends non-trivially on $`V_D`$, which will actually contribute to the left-handed (LH) physical neutrino mixing matrix.
Now, it is generally believed that $`m_D`$ is similar to the quark mass matrix, so that $`U_DI`$. One therefore hopes that $`V_D`$, combined with $`M_R^1`$, can contribute significantly to the LH neutrino mixing, especially since there is strong evidence for maximal mixing amongst $`\nu _\mu `$ and $`\nu _\tau `$. A number of papers \[3-9\] have been devoted to this goal. In this paper we first establish the mathematical equivalence of the seesaw matrix, in two flavors, with a two dimensional representation of the Lorentz group. This analogy enables us to get simple, exact, solutions relating the physical neutrino parameters to those of $`m_D`$ and $`M_R^1`$. These solutions also elucidate the nature of the problem, as well as offer physical insight into the results.
*2. Connection to the Lorentz group.—* We start with Eq.(1), with all matrices being $`2\times 2`$. The mass matrices $`m_D`$ and $`M_R^1`$ can be diagonalized,
$$m_D=U_D\left(\begin{array}{cc}m_1& \\ & m_2\end{array}\right)V_D,$$
(2)
$$M_R^1=V_M\left(\begin{array}{cc}R_1^2& \\ & R_2^2\end{array}\right)V_M^T,$$
(3)
where $`U_D`$, $`V_D`$ and $`V_M`$ are general SU(2) rotations. We have written the eigenvalues of $`M_R^1`$ as $`R_i^2`$, so that $`R_1^2=1/M_1,R_2^2=1/M_2`$. Also, without loss of generality, we take $`m_i`$ and $`R_i`$ to be real and positive. Let us introduce the variables:
$`\begin{array}{ccc}\xi =\frac{1}{2}\mathrm{ln}(m_2/m_1),& & \eta =\frac{1}{2}\mathrm{ln}(R_1/R_2),\hfill \end{array}`$ (5)
$$\left(\begin{array}{cc}m_1& \\ & m_2\end{array}\right)=\sqrt{m_1m_2}e^{\xi \sigma _3},$$
(6)
$$\left(\begin{array}{cc}R_1^2& \\ & R_2^2\end{array}\right)=(R_1R_2)e^{2\eta \sigma _3}.$$
(7)
In this parametrization, $`m_{\text{eff}}`$ is a product of matrices of the form $`\mathrm{exp}(i\theta _j\sigma _j)`$ and $`\mathrm{exp}(\zeta \sigma _3)`$. Since the two dimensional representations of the Lorentz group are $`J_i=\sigma _i/2`$ (rotations) and $`K_i=i\sigma _i/2`$ (boosts), $`m_{\text{eff}}`$ itself represents a Lorentz transformation. The parameters $`\xi `$ and $`\eta `$ correspond to the rapidity variables. Our results will be conveniently expressed in the variables:
$`\begin{array}{ccc}\mathrm{cosh}2\xi =\frac{m_1^2+m_2^2}{2m_1m_2},& & \mathrm{sinh}2\xi =\frac{m_1^2+m_2^2}{2m_1m_2},\hfill \end{array}`$ (9)
$`\begin{array}{ccc}\mathrm{cosh}2\eta =\frac{M_1+M_2}{2\sqrt{M_1M_2}},& & \mathrm{sinh}2\eta =\frac{M_1+M_2}{2\sqrt{M_1M_2}}.\hfill \end{array}`$ (11)
*3. Two flavor seesaw model and its exact solutions.—* Having established the correspondence between the Lorentz transformation and the two flavor seesaw model, we proceed to use this analogy to obtain its exact solutions.
Using Eqs.(2) and (3), Eq.(1) is given by
$$m_{\text{eff}}=U_Dm_D^{\text{diag}}V_R(M_R^{\text{diag}})^1V_R^Tm_D^{\text{diag}}U_D^T,$$
(12)
$$V_R=V_DV_M.$$
(13)
We will assume that $`U_DI`$. Thus, we consider
$$m_{\text{eff}}^{}=U_D^{}m_{\text{eff}}U_D^{}=NN^T,$$
(14)
$$N=\left(\begin{array}{cc}m_1& \\ & m_2\end{array}\right)V_R\left(\begin{array}{cc}R_1& \\ & R_2\end{array}\right),$$
(15)
$$W^Tm_{\text{eff}}^{}W=\left(\begin{array}{cc}\overline{\mu }_1& \\ & \overline{\mu }_2\end{array}\right),$$
(16)
where the LH matrix $`W`$ gives the induced neutrino mixing due to the RH sector of the seesaw model, $`V_R`$ and $`(M_R^{\text{diag}})^{1/2}`$. A common goal for model builders is to find those matrices which can give rise to large mixing angles in $`W`$. Note that, since $`W`$ is a general SU(2) matrix, care must be taken to define the mixing angle. If we use the Euler parametrization, $`W=\mathrm{exp}(i\varphi _1\sigma _3)\mathrm{exp}(i\varphi _2\sigma _2)\mathrm{exp}(i\varphi _3\sigma _3)`$, then it is not hard to verify that $`\varphi _1`$ and $`\varphi _3`$ do not contribute to neutrino oscillations. Thus, this parametrization defines a unique physical mixing angle, $`\varphi _2`$.
For $`V_R`$, we also choose the Euler parametrization
$$V_R=e^{i\alpha \sigma _3}e^{i\beta \sigma _2}e^{i\gamma \sigma _3}.$$
(17)
Combined with the Lorentz parametrization Eq.(5) and Eq.(6), we see that the angles $`\alpha `$ and $`\gamma `$ can be absorbed into $`\xi `$ and $`\eta `$ as their imaginary part. Thus, we can also interpret $`\alpha `$ and $`\gamma `$ as the phases for complex mass eigenvalues. In particular, $`\gamma =\pi /4`$ yields
$$e^{i\frac{\pi }{4}\sigma _3}M_R^{\text{diag}}e^{i\frac{\pi }{4}\sigma _3}=e^{i\frac{\pi }{2}}\left(\begin{array}{cc}M_1& \\ & M_2\end{array}\right),$$
(18)
corresponding to Majorana masses with opposite signs. We define
$$\overline{N}=(m_1m_2)^{1/2}(R_1R_2)^{1/2}N=e^{\overline{\xi }\sigma _3}e^{i\beta \sigma _2}e^{\overline{\eta }\sigma _3},$$
(19)
where, with $`\xi `$ and $`\eta `$ defined in Eq.(4),
$$\begin{array}{ccc}\overline{\xi }=\xi i\alpha ,& & \overline{\eta }=\eta +i\gamma .\hfill \end{array}$$
(20)
For clarity, let’s first concentrate on the case $`\alpha =\gamma =0`$,
$$\overline{N}_0=e^{\xi \sigma _3}e^{i\beta \sigma _2}e^{\eta \sigma _3}.$$
(21)
It is clear, in the Lorentz transformation language, that $`\overline{N}_0e^{i\beta \sigma _2}`$ corresponds to the combination of two boosts:
$$\overline{N}_0e^{i\beta \sigma _2}=e^{\xi \sigma _3}e^{\eta (\mathrm{cos}2\beta \sigma _3+\mathrm{sin}2\beta \sigma _1)}.$$
(22)
As in the addition of velocities in special relativity, the result is a boost plus a rotation,
$`\overline{N}_0e^{i\beta \sigma _2}`$ $`=`$ $`e^{\lambda (\mathrm{cos}2\mathrm{\Theta }\sigma _3+\mathrm{sin}2\mathrm{\Theta }\sigma _1)}e^{i\psi \sigma _2}`$ (23)
$`=`$ $`e^{i\mathrm{\Theta }\sigma _2}e^{\lambda \sigma _3}e^{i(\mathrm{\Theta }+\psi )\sigma _2}.`$ (24)
The resultant boost is along the $`\mathrm{\Theta }`$ direction with rapidity parameter $`\lambda `$, while the Thomas precession angle is given by $`\psi `$. Thus, $`\mathrm{\Theta }`$ is the induced LH physical neutrino mixing angle while $`e^{4\lambda }`$ is the mass ratio of the physical neutrinos.
To evaluate $`\mathrm{\Theta }`$ and $`\lambda `$, we can by-pass the computation of $`\psi `$ by diagonalizing $`\overline{N}\text{ }\overline{N}^T`$. Since the procedure is valid whether $`\xi `$ and $`\eta `$ are complex or real, we will consider the general case. We find (for complex $`\overline{\mathrm{\Theta }}=\mathrm{\Theta }_R+i\mathrm{\Theta }_I`$ and $`\overline{\lambda }=\lambda _R+i\lambda _I`$)
$`\overline{N}\text{ }\overline{N}^T`$ $`=`$ $`e^{i\overline{\mathrm{\Theta }}\sigma _2}e^{2\overline{\lambda }\sigma _3}e^{i\overline{\mathrm{\Theta }}\sigma _2}`$ (25)
$`=`$ $`e^{\overline{\xi }\sigma _3}e^{2\overline{\eta }(\mathrm{cos}2\beta \sigma _3+\mathrm{sin}2\beta \sigma _1)}e^{\overline{\xi }\sigma _3}`$ (26)
$`=`$ $`\mathrm{cosh}2\overline{\xi }\mathrm{cosh}2\overline{\eta }\mathrm{cos}2\beta \mathrm{sinh}2\overline{\xi }\mathrm{sinh}2\overline{\eta }+`$ (29)
$`[\mathrm{sinh}2\overline{\xi }\mathrm{cosh}2\overline{\eta }+\mathrm{cos}2\beta \mathrm{cosh}2\overline{\xi }\mathrm{sinh}2\overline{\eta }]\sigma _3`$
$`+[\mathrm{sin}2\beta \mathrm{sinh}2\overline{\eta }]\sigma _1.`$
It follows that
$$\mathrm{tan}2\overline{\mathrm{\Theta }}=\frac{\mathrm{sin}2\beta \mathrm{sinh}2\overline{\eta }}{\mathrm{cosh}2\overline{\eta }\mathrm{sinh}2\overline{\xi }+\mathrm{cos}2\beta \mathrm{sinh}2\overline{\eta }\mathrm{cosh}2\overline{\xi }},$$
(30)
$$\mathrm{cosh}2\overline{\lambda }=\mathrm{cosh}2\overline{\xi }\mathrm{cosh}2\overline{\eta }\mathrm{cos}2\beta \mathrm{sinh}2\overline{\xi }\mathrm{sinh}2\overline{\eta }.$$
(31)
Eqs.(22) and (23) form the complete solution of the seesaw model. In terms of the definitions in Eq.(13), the neutrino parameters ($`\mu _i=|\overline{\mu }_i|`$) are given by
$`\begin{array}{ccc}W=e^{i\overline{\mathrm{\Theta }}\sigma _2},& & e^{4\lambda _R}=\mu _1/\mu _2,\hfill \end{array}`$ (33)
with $`\mu _1\mu _2=(m_1^2m_2^2)/(M_1M_2)`$. Thus, Eqs.(22) and (23) constitute a pair of concise relations between the physical neutrino parameters ($`\mathrm{\Theta }`$ and $`\lambda `$) with those of the Majorana sector ($`\beta `$, $`M_1/M_2`$ and the phase $`\gamma `$).
In the approximation $`U_D=I`$, the phase matrix (Eq.(14)) $`\mathrm{exp}(i\alpha \sigma _3)`$ can be absorbed by the charged leptons. More generally, we have $`U_D\mathrm{exp}(i\alpha \sigma _3)=\mathrm{exp}(i\alpha \sigma _3)U_D^{}`$, with $`U_D^{}=\mathrm{exp}(i\alpha \sigma _3)U_D\mathrm{exp}(i\alpha \sigma _3)`$. If we assume that all angles in $`U_D`$ are small, then so are the angles in $`U_D^{}`$. Thus, the phase $`\alpha `$ can be chosen arbitrarily for our analysis, with the understanding that we should replace $`U_D`$ by $`U_D^{}`$. The physical neutrino mixing matrix is given by $`U_D^{}W`$, which is approximately $`W`$.
*4. Detailed analysis and numerical results.—* We now turn to studying the implications of Eqs.(22-23). In Eq.(22), the $`\overline{\eta }`$ dependence is in terms of
$`\mathrm{coth}2\overline{\eta }`$ $`=`$ $`{\displaystyle \frac{1(M_1/M_2)^22i(M_1/M_2)\mathrm{sin}4\gamma }{1+(M_1/M_2)^22(M_1/M_2)\mathrm{cos}4\gamma }}`$ (34)
$``$ $`\mathrm{\Sigma }_R+i\mathrm{\Sigma }_I.`$ (35)
We can choose $`\alpha `$ to make $`\mathrm{tan}2\overline{\mathrm{\Theta }}`$ real,
$$\mathrm{tan}2\alpha =\frac{\mathrm{\Sigma }_I}{\mathrm{\Sigma }_R\mathrm{coth}2\xi \mathrm{cos}2\beta },$$
(36)
$$\mathrm{tan}2\mathrm{\Theta }=\frac{\mathrm{sin}2\beta /(\mathrm{cos}2\alpha \mathrm{cosh}2\xi )}{\mathrm{cos}2\beta \mathrm{\Sigma }_R\mathrm{tanh}2\xi \mathrm{\Sigma }_I\mathrm{tan}2\alpha }$$
(37)
We will now consider special cases of Eq.(27) in more detail. For $`\gamma =0`$, so that $`\alpha =0`$ and $`\mathrm{\Sigma }_I=0`$, corresponding to same sign Majorana masses, we have
$$\mathrm{tan}2\mathrm{\Theta }_0=\frac{\mathrm{sin}2\beta /\mathrm{cosh}2\xi }{(\mathrm{tanh}2\xi /\mathrm{tanh}2\eta )+\mathrm{cos}2\beta }.$$
(38)
When $`\gamma =\pi /4`$, again $`\alpha =\mathrm{\Sigma }_I=0`$, corresponding to opposite sign Majorana masses (Eq.(15)), we obtain
$$\mathrm{tan}2\mathrm{\Theta }_{\pi /4}=\frac{\mathrm{sin}2\beta /\mathrm{cosh}2\xi }{(\mathrm{tanh}2\xi \mathrm{tanh}2\eta )+\mathrm{cos}2\beta }.$$
(39)
Eqs.(28-29) are just like the well-known formulae of phase shift for resonance scattering , $`\delta =\mathrm{tan}^1(\mathrm{\Gamma }/(EE_0))`$, with ($`M_1/M_2`$) playing the role of $`E`$. Given $`\xi `$, for $`\gamma =0`$, the denominator of $`\mathrm{tan}2\mathrm{\Theta }_0`$ (Eq.(28)) can vanish only if $`\mathrm{cos}2\beta >\mathrm{tanh}2\xi `$. For $`\gamma =\pi /4`$, $`\mathrm{tanh}2\mathrm{\Theta }_{\pi /4}`$ can become infinite only if $`\mathrm{cos}2\beta <\mathrm{tanh}2\xi `$. We have thus the resonance conditions for the physical neutrino mixing angle ($`\mathrm{\Theta }=\pi /4`$)
$$\mathrm{tanh}2\eta =\frac{\mathrm{tanh}2\xi }{\mathrm{cos}2\beta },\text{ }(\mathrm{cos}2\beta >\mathrm{tanh}2\xi ,\gamma =0);$$
(40)
$$\mathrm{tanh}2\eta =\frac{\mathrm{cos}2\beta }{\mathrm{tanh}2\xi },\text{ }(\mathrm{cos}2\beta <\mathrm{tanh}2\xi ,\gamma =\pi /4).$$
(41)
When we assume lepton quark symmetry $`(m_1/m_2)1`$, so that $`\mathrm{tanh}2\xi 12(m_1/m_2)^2`$, with $`\mathrm{tanh}2\eta =(1M_1/M_2)/(1+M_1/M_2)`$, these resonance conditions become
$$\frac{M_1}{M_2}(\frac{m_1}{m_2})^2\beta ^2,\text{ }(\mathrm{cos}2\beta >\mathrm{tanh}2\xi ),$$
(42)
$$\frac{M_1}{M_2}\frac{1\mathrm{cos}2\beta }{1+\mathrm{cos}2\beta },\text{ }(\mathrm{cos}2\beta <\mathrm{tanh}2\xi ).$$
(43)
Note that the condition $`\mathrm{cos}2\beta >\mathrm{tanh}2\xi `$ is a very stringent constraint on $`\beta `$, since one usually assumes ($`m_1/m_2)^210^4`$.
These results are illustrated numerically in Fig.1, where $`\mathrm{\Theta }`$ is plotted versus $`M_1/M_2`$. Positive (negative) values for $`M_1/M_2`$ correspond to the cases $`\gamma =0`$ $`(\gamma =\pi /4)`$, respectively. The resonance behavior of $`\mathrm{\Theta }`$ is obvious. The widths of the resonances are narrow, being proportional to $`\mathrm{sin}2\beta /\mathrm{cosh}2\xi `$. This means that if $`\mathrm{\Theta }\pi /4`$, as is suggested by experimental data, the value of $`M_1/M_2`$ is determined by $`\xi `$ and $`\beta `$ rather precisely. Furthermore, this conclusion is not compromised by the original LH mixing matrix $`U_D`$(Eq.(11)), as long as the angles in $`U_D`$ are reasonably small.
For arbitrary $`\gamma `$, we turn to Eq.(27). Here, the behavior of $`\mathrm{tan}2\mathrm{\Theta }`$ is quite intriguing. Let us use the approximation $`\mathrm{tanh}2\xi 1`$ and define
$$X=\mathrm{cos}2\beta \mathrm{\Sigma }_R.$$
(44)
Then $`\mathrm{tan}2\alpha \mathrm{\Sigma }_I/X`$. In this approximation,
$$\mathrm{tan}2\mathrm{\Theta }(\frac{\mathrm{sin}2\beta }{\mathrm{sin}2\alpha \mathrm{cosh}2\xi })\frac{\mathrm{\Sigma }_I}{X^2+\mathrm{\Sigma }_I^2}.$$
(45)
Thus, $`\mathrm{tan}2\mathrm{\Theta }`$ exhibits a typical Lorentzian shape with width $`\mathrm{\Sigma }_I`$ and peaks at $`X=0`$, or
$$\mathrm{cos}2\beta =\mathrm{\Sigma }_R=\frac{1(M_1/M_2)^2}{1+(M_1/M_2)^22(M_1/M_2)\mathrm{cos}4\gamma }.$$
(46)
Given $`\beta `$ and $`\gamma `$, we can find a solution of Eq.(36) for $`M_1/M_2`$, which gives the location of the peak value of $`\mathrm{\Theta }`$. If $`\mathrm{\Sigma }_I`$ is small ($`\gamma \pi /4`$), $`\mathrm{\Theta }`$ can almost attain its maximum ($`\mathrm{\Theta }=\pi /4`$). For large $`\mathrm{\Sigma }_I`$, $`\mathrm{\Theta }`$ remains small. There is one final subtlety. It seems that the transition from $`\gamma =\pi /4`$ to $`\gamma <\pi /4`$ is discontinuous, since the behavior of $`\mathrm{tan}2\mathrm{\Theta }`$, at $`\gamma =\pi /4`$, is $`1/X`$. However, the sign of $`\mathrm{tan}2\mathrm{\Theta }`$ is not physical. This corresponds to the unobservable rotation $`\mathrm{exp}(i\frac{\pi }{2}\sigma _3)`$. The transition of $`\mathrm{tan}2\mathrm{\Theta }1/|X|`$ at $`\gamma =\pi /4`$ to Eq.(35) is “smooth”.
The above approximation is not valid if $`\mathrm{cos}2\beta \mathrm{tanh}2\xi `$. In this case, one can show numerically that $`\mathrm{tanh}2\mathrm{\Theta }`$ remains large for a wide range of $`\gamma `$ values, provided that $`M_1/M_2`$ is very small ($`M_1/M_21\mathrm{cos}2\beta `$). Summarizing, if $`m_1/m_21`$, for most part of the parameter region, the angle $`\mathrm{\Theta }`$ is small. There are two narrow regions in which $`\mathrm{\Theta }`$ is large: 1) $`\mathrm{cos}2\beta \mathrm{tanh}2\xi `$, $`M_1/M_21\mathrm{cos}2\beta `$, $`0\gamma <\pi /4`$; 2) $`\mathrm{cos}2\beta <\mathrm{tanh}2\xi `$, $`M_1/M_2\mathrm{tan}^2\beta `$, $`\gamma \pi /4`$.
We now turn to a discussion of the effective neutrino masses ($`\mu _1`$ and $`\mu _2`$). Eq.(23) yields both the ratio ($`\mu _1/\mu _2`$) and the relative phase of the eigenvalues. Given the parameters $`\xi `$ and $`\beta `$, $`\overline{\eta }`$ (or ($`M_1/M_2`$) and the phase $`\gamma `$) determines not only the mixing angle $`\mathrm{\Theta }`$, but also the masses.
In Fig. 2, we plot the physical neutrino mixing angle $`\mathrm{\Theta }`$ versus $`\mathrm{cosh}2\lambda _R`$, for real Majorana masses ($`\gamma =0`$ or $`\pi /4`$). In Fig. 2a we choose $`\mathrm{cosh}2\beta >\mathrm{tanh}2\xi `$, so that $`\mathrm{\Theta }\pi /4`$ for very small values of $`M_1/M_2`$. We see that $`\mathrm{cosh}2\lambda _R`$ can be large (i.e., $`\mu _2/\mu _11`$). This corresponds to the approximate result obtained earlier in reference . The case $`\mathrm{cos}2\beta <\mathrm{tanh}2\xi `$ is depicted in Fig. 2b. Here, it is seen that near $`\mathrm{\Theta }\pi /4`$, $`\mathrm{cosh}2\lambda _R1`$ ($`\mu _1\mu _2`$). Thus, for the solution in Eq.(29), with opposite sign Majorana masses, the effective neutrino masses are nearly degenerate (and of opposite sign).
*5. Discussions.—* In this paper, the two flavor seesaw matrix is shown to form a two dimensional representation of the Lorentz group. This property enables one to diagonalize the seesaw matrix concisely in terms of the Lorentz parameters. Mass ratios correspond to rapidity parameters, while phases for complex mass eigenvalues are associated with rotations along the third axis. The neutrino mixing angle corresponds to the direction of the combined boost from all of the seesaw components. It is thus not surprising that RH rotations contribute to the LH physical mixing. Also, Majorana CP phases, interpreted as rotations, can and do impact directly on the physical neutrino mixing and mass eigenvalues. In fact, our result shows that the phase ($`\gamma `$) should be treated on the same footing as the mixing angle ($`\beta `$).
Our main result is that the physical parameters at low energies are precisely related to those at high energies. It is found that, as a function of $`M_1/M_2`$ and assuming $`m_1/m_21`$, the neutrino mixing angle ($`\mathrm{sin}^22\mathrm{\Theta }`$) exhibits the shape of a spectral line. The position and width are precisely determined by $`\beta `$, $`\gamma `$ and $`\xi `$. To get maximal mixing, one solution is $`M_1/M_2(m_1/m_2)^2`$ and $`\gamma =0`$. However, the angle $`\beta `$ must be extremely small. Another solution requires $`(M_1/M_2)\mathrm{tan}^2\beta `$ and $`\gamma =\pi /4`$. This solution implies almost degenerate physical neutrinos. In between these $`(M_1/M_2)`$ and $`\gamma `$ values we can also have large mixing, with decreasing angles as $`\gamma `$ moves away from the two end points. All of these resonance conditions dictate very stringent correlations between the Dirac and Majorana sectors. This poses a severe challenge to model building—any successful model would have to find a way to knit the two sectors tightly together.
In this work we did not treat the three flavor problem. To find an exact solution is quite a technical challenge. Fortunately, we believe that most of the essential physics is already covered by the two flavor model. In fact, many of the three flavor models in the literature correspond to two flavor models with small mixings to the third flavor. They can be solved approximately by our method. We hope to return to a systematic analysis of the three flavor in the future.
*6. Acknowledgments.—* We would like to thank our colleagues, Louis Balazs, Tom Clark, and Sadek Mansour, for helpful discussions. We also thank Prof. B. Stech for a useful correspondence. T. K. K. is supported in part by DOE grant No. DE-FG02-91ER40681. G. H. W. is supported in part by DOE grant No. DE-FG03-96ER40969. S. H. C. is supported by the Purdue Research Foundation.
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# 1 Allowed region of the unitarity triangle at 95% C.L.
## Acknowledgments
This talk was based on work done in collaboration with Boris Kayser. I thank the organizers of PASCOS ’99 for a stimulating conference. This work was financially supported by NSERC of Canada.
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# Theory of the first-order isostructural valence phase transitions in mixed valence compounds YbInxAg1-xCu4.
## I Introduction
The first-order isostuctural valence phase transition observed in rare earth intermetallic compounds is one of the most striking and interesting phenomena in strongly correlated electron systems. For the first time the transition was discovered in elemental Ce which at applied pressure shows a $`\alpha \gamma `$ transition (for a review, see ). Other compounds demonstrating the transition are samarium monochalcogenides, a few Eu-based compounds, CeNi<sub>x</sub>Co<sub>1-x</sub>Sn, and YbInCu$`_4.`$ The latter compound has attracted much recent attention because YbInCu$`_{4\text{ }}`$ demonstrates a first-order isostuctural valence phase transition at ambient pressure. The remarkable peculiarity of the transition lies in the small change of valence of the Yb ions from nearly +3 at high temperatures ($`T>`$50 K) to about 2.8-2.9 below the critical temperature $`T_v=42`$ K. The volume expansion of YbInCu<sub>4</sub> taking place at $`T=T_v`$ is also very small, about +0.5%, whereas in Ce the volume change achieves -15%. Despite the small valence and volume changes at $`T=T_v`$, many physical properties of YbInCu<sub>4</sub> are changed dramatically. Already first magnetic measurements showed that at the transition the susceptibility drops abruptly, and the Curie-Weiss temperature dependence above $`T_v`$ is replaced by an almost temperature independent behavior which is typical for a nonmagnetic metal with an enhanced Pauli paramagnetic susceptibility. While the Curie-Weiss behavior at high temperatures can be easily related to the magnetic moment $`J=7/2`$ of trivalent Yb ions, the formation of the Pauli paramagnetic state is less clear, taking into account that the valence change $`\mathrm{\Delta }N_f`$ at $`T_v`$ is estimated to be only about 0.1 as it was revealed by x-ray absorption measurements at the Yb $`L_3`$ edge. From the same point of view the results of Hall effect measurements look very amazing, since they give evidence for a very large change of the charge carrier concentration from 0.07 per formula unit at high temperatures to 2.2 per formula unit below $`T_v`$. In the high temperature phase the Hall measurements are consistent with the band calculations which showed that in this phase YbInCu<sub>4</sub> has a semimetal band structure similar to LuInCu<sub>4</sub>. Transport measurements in YbInCu<sub>4</sub> also shows that the compound is semimetalic above $`T_v`$. Resistance measurements revealed a large and abrupt drop of electrical resistivity when decreasing the temperature below $`T_v`$. Investigations of Cu nuclear quadrupolar resonance (NQR) and Cu and In Knight shift in YbInCu<sub>4</sub> show that at $`T>T_v`$ the 4$`f`$ electrons are localized and interact weakly with the conduction band electrons while at $`T<T_v`$ a Fermi-liquid state with delocalized Yb 4$`f`$ electrons is formed. The measurements revealed occurrence of a strong hybridization between Yb 4$`f`$ electron states and conduction band states in the Fermi-liquid state. This result is in agreement with Mössbauer experiments that also revealed a nonmagnetic state of the Yb ions below $`T_v`$. Additional evidence for the fact comes from the temperature behavior of the entropy ($`S`$) inferred from specific heat measurements. Above $`T_v`$ the entropy is large and can be explained by a large contribution from the $`f`$ electrons. At $`T_v`$ the entropy drops significantly and with decreasing temperature it tends to zero in the limit $`T0`$. It means that at $`T=0`$ the ground state of the electron system consisting of conduction band and $`f`$ electrons, is a singlet state which in accordance with magnetic, NQR and transport measurements is a Fermi-liquid state.
Summarizing, one can conclude that the main mystery of YbInCu<sub>4</sub> is in the following. In spite of a small valence change at the phase transition ($`\mathrm{\Delta }N_f0.1)`$ from which one could expect that $`f`$ electrons would save their localized character, the thermal, magnetic, NQR and transport measurements mentioned above clearly demonstrate that below $`T_v`$ the $`f`$ electrons loose their localized character and form a nonmagnetic Fermi-liquid state together with the conduction electrons .
Taking into account the nonmagnetic character of the Yb ions at $`T<T_v`$ , the enhanced values of the zero temperature susceptibility $`\chi (0)`$ and linear specific heat coefficient $`\gamma `$, Felner et al. came to the conclusion that YbInCu$`_{4\text{ }}`$ is a “light heavy-fermion system”.
The uniqueness of the first-order valence phase transition in YbInCu$`_{4\text{ }}`$becomes especially clear when we compare the compound with other isostructural Yb compounds, namely, YbXCu$`_{4\text{ }}`$with X=Ag, Au, Cd, Mg, Tl, and Zn. A detailed study and comparison of the compounds have recently been performed by Sarrao et al. Though the compounds have the same face-centered-cubic crystal structure, their physical properties are very different. Among the compounds YbAgCu<sub>4</sub> is of special interest. It is a typical heavy-fermion (HF) compound with no magnetic order. A substitution of Ag by In results in crossover from the HF behavior to the first-order isostructural valence phase transition, as it has been found when investigating the series of compounds YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu$`_4.`$
In order to explain the valence phase transition in Ce several models have been proposed. In the framework of promotional models it is assumed that there is an explicit change of the electronic configuration of Ce ions from 4$`f^1`$ to 4$`f^0`$, and $`f`$ electrons transfer into the conduction band. A Mott transition picture considers the valence transition as a localization-delocalization transition in the system of $`f`$ electrons. The Kondo volume-collapse (KVC) model explains the valence phase transition by a strong volume dependence of the Kondo temperature $`T_k`$, neglecting correlation effects between the Kondo effect on different $`f`$ ions. Each of the models has advantages and shortcomings. The shortcomings becomes especially contrasting when we try to use the models for explaining an evolution of the valence phase transition in the series of compounds YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu$`_4.`$
The promotional models demand the valence change to be about 1, while in YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub> the change is only about 0.1. This disagreement does not allow within the models to explain quantitatively, using realistic physical parameters, magnetic and other properties of the Yb compounds in the low temperature phase. A recent attempt to correct the deficiency of the Falicov-Kimbal model is based on the assumption that only a fraction of Yb ions are active and other ones are strongly hybridized. However, the assumption has no experimental confirmation. It contradicts , for example, recent thermoanalytical investigations of the system Yb-In-Cu which showed that by choosing certain starting compositions one can obtain such YbInCu<sub>4</sub>-samples which have $`T_v40`$ K, an improved site order and a reduced probability of Yb ions to occupy In-sites. The Falicov-Kimbal model assumes that the 4$`f^{14}`$configuration is the ground state of Yb ions and 4$`f^{13}`$ configuration is the first excited state. This assumption contradicts with a large number of experimental data that give direct and indirect evidences for the fact that the 4$`f^{13}`$ state is the ground state, and the 4$`f^{13}`$ configuration is the first excited state (see below Sec.II). The promotional model actually neglects a hybridization between $`f`$ states and conduction band states. It contradicts with experimental data on NQR and the Knight shift measurements mentioned above. Moreover, on the basis of the models it is impossible to explain the development of a continuous transition into the HF ground state in YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub> at $`x>0.2`$ , as the Kondo effect taking place in the compounds, can not be described in the framework of the model.
In terms of the Mott transition picture at $`T<T_v`$ the $`f`$ band width $`W`$ has to become larger than the on-site Coulomb repulsion energy $`U`$ between $`f`$ electrons. It is possible if the volume of the lattice shrinks below $`T_v`$. Such a situation takes place in Ce, but not in YbInCu<sub>4</sub> . The volume of YbInCu<sub>4</sub> increases by 0.5%, which evidences against the Mott transition picture.
It should be mentioned that both the promotional models and Mott transition picture have a charge fluctuation energy as the energy scale. Usually a charge fluctuation energy is too large to provide a convincing explanation of the small energy scales observed in YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub>.
The KVC model faces a serious problem when explaining pressure dependence of the zero temperature susceptibility in YbInCu<sub>4</sub>. The model needs the Grüneisen parameter $`\mathrm{\Gamma }`$ to be negative and equal to $`3000`$, an unphysical value, while the experiment gives $`\mathrm{\Gamma }31.`$ The negative sign of $`\mathrm{\Gamma }`$ also constitutes a challenge to the model because within the usual mechanism of the volume dependence of the Kondo temperature due to the volume dependence of the hybridization, $`\mathrm{\Gamma }`$ should be positive. Moreover, the KVC model neglects correlations, or in other words, coherence in the Kondo screening of nearby Yb ions in the low temperature phase. However, it is the latter effect that results in the formation of the heavy fermion state in a heavy fermion compound such as YbAgCu<sub>4</sub>(see, for example, reviews ).
In the present paper we propose a new theoretical approach that allows us both to obtain quantitative agrement with various experimental data and to avoid contradictions and deficiencies of the previous approaches. Our approach is based on the conclusion obtained from the experimental data mentioned above that the low temperature phase of YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub> is the HF state. From this point of view the first-order valence phase transition is a normal metal (semimetal)-HF metal transition. Besides, it is supposed that at $`T>T_v`$ in the normal state the $`f`$ electrons are localized on the $`f`$ shells and produce the magnetic moments $`J=7/2`$ of the Yb ions. In the HF state, i.e. at $`T<T_v`$, $`f`$ states are strongly hybridized with conduction band states, and as a result, quasiparticles near the Fermi surface have a hybrid character and an enhanced mass. Such a physical picture can be successfully described on the basis of the lattice Anderson model. However, it is important to note that the conventional lattice Anderson model allows to study only a continuous transition from the normal state with the incoherent Kondo scattering into the heavy-fermion state with the coherent Kondo effect, as it occurs in heavy-fermion compounds. In the present paper we extend the model in the following way. At first, we take into account a Coulomb repulsion between $`f`$ and conduction band electrons. Second, we take into account two mechanisms of the electron-lattice coupling. The first mechanism is related to the volume dependence of the hybridization between $`f`$ and conduction band states due to a change of the overlapping between wave functions of the conduction band and $`f`$ electron states. It is the conventional mechanism of the electron-lattice interaction in HF compounds, that has been used specifically in the KVC model. However, it is necessary to note that valence fluctuations of the Yb ions are accompanied by fluctuations of the $`f`$ shell size, which results in local lattice deformations. It is the second ($`f`$-shell-size-fluctuation) mechanism of the electron lattice coupling considered in our approach. If one neglects crystal field splitting, then the $`f`$ level has the degeneracy $`N=2J+1=8`$. Such a large degeneracy enables us to use the $`1/N`$ expansion technique for attacking the extended lattice Anderson model. In the present work we shall calculate the free energy in the mean-field approximation, that corresponds to the leading order in $`1/N`$. A calculation of $`1/N`$ corrections is beyond the scope of our paper.
Our paper has the following structure. In Sec. II we introduce the extended lattice Anderson model. The mean-field approach for studying the model is developed in Sec. III. The electron-lattice coupling and volume change are considered in Sec. IV. In the next Sec. V we investigate magnetic properties of the system and magnetic field effect. Results of numerical calculations based on the mean field approach are discussed in Sec. VI where we compare the theoretical results on temperature and pressure dependences of thermal, magnetic and elastic properties of YbInCu<sub>4</sub> and YbAgCu<sub>4</sub> with experimental measurements. In Sec.VII we will discuss the role of fluctuations around the mean-field solution in low and high temperature phases and make conclusions..
## II Model
A number of experimental data give direct evidences for the fact that Yb ions in YbInCu<sub>4</sub> fluctuate between the magnetic ground state Yb<sup>+3</sup> having the configuration 4$`f^{13}`$ with one hole in the $`f`$ shell and total magnetic moment $`j`$=7/2, and the excited nonmagnetic state Yb<sup>+2</sup> having a completely filled $`f`$ shell with the configuration 4$`f^{14}`$. One can mention the Mössbauer spectroscopy and the photoemission spectra (PES) measurements. Moreover, according to the PES measurements, neither 4$`f^{12}`$ nor 4$`f^{13}`$ $`{}_{}{}^{2}F_{5/2}^{}`$ contribute to low energy properties. Therefore, one can neglect transitions into these states.
For describing the system it is convenient to use a hole representation. Valence fluctuations of Yb ions can be described in terms of hole transitions between $`f`$ shells and the hole conduction band. The picture of behavior of an 4$`f`$ ion in a metal was developed by Hirst . It underlies the theoretical model we will use in the paper. The system of interacting $`f`$ holes and conduction band holes can be described using the lattice Anderson Hamiltonian in the slave boson representation:
$`H_A`$ $`=`$ $`{\displaystyle \underset{a𝐤}{}}\epsilon _𝐤c_{\alpha 𝐤}^+c_{\alpha 𝐤}+{\displaystyle \underset{\alpha n}{}}E_ff_{\alpha n}^+f_{\alpha n}`$ (2)
$`+{\displaystyle \underset{\alpha n}{}}(Vb_n^+c_{\alpha n}^+f_{\alpha n}+H.c.),`$
where $`c_{\alpha 𝐤}^+`$ and $`c_{\alpha 𝐤}`$ are creation and annihilation operators of conduction band holes with $`z`$-component $`\alpha `$ of the total magnetic moment, $`\alpha =j,j+1,\mathrm{}j`$, and wave vector k. Operators $`f_{\alpha n}^+`$ and $`f_{\alpha n}`$ create and annihilate $`f`$ holes on a lattice site with a number $`n`$. The Bose operators $`b_n^+`$ and $`b_n`$ are the conventional slave bosons. A wave function of the state with one boson on a site $`n`$ is equal to $`b_n^+O>.`$ This state corresponds to the 4$`f^{14}`$ configuration of the Yb<sup>+2</sup> ion on the site $`n`$. The operator $`b_n^+b_n`$ determines the probability to find the $`f`$ ion in the divalent state. In order to admit valent fluctuations only between Yb<sup>+3</sup> and Yb<sup>+2</sup> states the following constraint is imposed on each lattice site:
$$b_n^+b_n+\underset{\alpha }{}f_{\alpha n}^+f_{\alpha n}=1.$$
(3)
We should mention that in the limit $`\mu E_f<<\pi |V|^2\rho _0`$ ($`\mu `$ is the chemical potential and $`\rho _0`$ is a conduction band density of states) one can integrate over the bosons. As a result, this model becomes the $`SU(N)`$ periodic Coqblin-Schriffer model with an exchange interaction $`J=\left|V\right|^2/(\mu E_f)`$:
$$H_A=\underset{a𝐤}{}\epsilon _𝐤c_{\alpha 𝐤}^+c_{\alpha 𝐤}J\underset{\alpha \beta n}{}(c_{\alpha n}^+f_{\alpha n})(f_{\beta n}^+c_{\beta n})$$
(4)
This model describes the integral valence case when the $`f^{13}`$ state behaves like a spin interacting antiferromagnetically with conduction band holes. In mixed-valence compounds $`E_f`$ can be close to $`\mu `$, i.e. $`\mu E_f\pi \left|V\right|^2\rho _0`$. Therefore, in the latter case it is necessary to use the lattice Anderson model.
When a $`f`$ hole transits into the conduction band, then a corresponding Yb ion acquires an excess negative charge ($`\delta q=e`$). The excess charge produces a Coulomb potential that attracts conduction band holes. Due to the small charge carrier concentration ($`N_{0c}=0.07`$ per formula unit) the interaction is not completely screened. At least, the Coulomb interaction between the fluctuating charge of Yb ions and electrons (or holes) on neighboring Cu ions of which $`p`$ and $`d`$ states mainly contribute to the formation of the conduction band, should be taken into account. Unfortunately, a detailed consideration of the long range Coulomb interaction is a complicated problem. For the sake of simplicity we approximate the interaction by use of an on-site Coulomb attraction between the excess charge and conduction holes. The same approximation is made within the promotional models. In the slave boson representation this on-site attraction can be written as follows:
$$H_C=U_{cf}\underset{\alpha n}{}b_n^+b_nc_{\alpha n}^+c_{\alpha n},$$
(5)
where the parameter $`U_{cf}>0`$. It characterizes the effective value of the Coulomb interaction between 4$`f`$ and conduction band holes. Using the constraint Eq.(3), one can rewrite the interaction in the form
$$H_C=U_{cf}\underset{\alpha \beta n}{}f_{\beta n}^+f_{\beta n}c_{\alpha n}^+c_{\alpha n}U_{cf}\underset{\alpha n}{}c_{\alpha n}^+c_{\alpha n}$$
(6)
The first term describes an on-site Coulomb repulsion between conduction band and $`f`$ holes. The second term results in an energy shift of the conduction band. According to the representation (6), the attractive interaction Eq.(5) is equivalent to the on-site repulsion between conduction band and $`f`$ electrons. In the present paper we prefer to use the representation Eq.(5).
The total Hamiltonian of the system under consideration is given by
$$H=H_A+H_C.$$
(7)
The model described by the Hamiltonian can be solved exactly in the limit of large degeneracy $`N=2j+1>>1`$ if we suppose the following dependence of the parameters $`V`$ and $`U_{cf}`$ on $`N`$:
$$V=\stackrel{~}{V}N^{1/2},\text{ }U_{cf}=\stackrel{~}{U}_{cf}N^1,$$
(8)
where $`\stackrel{~}{V}`$ and $`\stackrel{~}{U}_{cf}`$ are finite in the limit $`N>>1`$. Moreover, it has to be supposed that the initial number of conduction band holes, $`n_{0c}=N_{0c}/N`$, and the number of $`f`$ holes, $`n_{0f}=N_{0f}/N`$, per unit cell and orbital are finite in the limit $`N>>1`$. The constrain Eq.(3) must be replaced by the following one:
$$b_n^+b_n+\underset{\alpha }{}f_{\alpha n}^+f_{\alpha n}=Nn_{0f}\text{ ,}$$
(9)
where $`n_{0f}=1/8`$ for the considered Yb system.
The partition function of the model Eq.(7) may be written as a path integral over Grassmann variables $`c^+`$, $`c`$, $`f`$ <sup>+</sup>,$`f`$ and Bose variables $`b^+`$, $`b`$ and $`\lambda :`$
$$Z=D(c^+cf^+fb^+b\lambda )\mathrm{exp}(\underset{0}{\overset{\beta }{}}𝑑\tau L(\tau )).$$
(10)
Here the Lagrangian $`L`$ is given by
$`L(\tau )`$ $`=`$ $`{\displaystyle \underset{a𝐤}{}}c_{\alpha 𝐤}^+(_\tau +\epsilon _𝐤\mu )c_{\alpha 𝐤}+{\displaystyle \underset{n}{}}b_n^+_\tau b_n`$ (14)
$`+{\displaystyle \underset{\alpha n}{}}\{f_{\alpha n}^+(_\tau +E_f\mu )f_{\alpha n}+(Vb_n^+c_{\alpha n}^+f_{\alpha n}`$
$`+H.c.)U_{cf}b_n^+b_nc_{\alpha n}^+c_{\alpha n}\}+{\displaystyle }_ni\lambda _n(b_n^+b_n`$
$`+{\displaystyle \underset{\alpha }{}}f_{\alpha n}^+f_{\alpha n}Nn_{0f}),`$
where all variables $`c_{\alpha n}^+`$, $`c_{\alpha n}`$, $`f_{\alpha n}^+`$,$`f_{\alpha n}`$ , $`b_n^+`$, $`b_n`$ and $`\lambda _n`$ are functions of the imaginary time $`\tau .`$ Let us use the following transformation :
$`\mathrm{exp}(U_{cf}{\displaystyle \underset{\alpha n}{}}{\displaystyle \underset{0}{\overset{\beta }{}}}b_n^+b_nc_{\alpha n}^+c_{\alpha n}𝑑\tau )=`$
$`U_{cf}\pi ^1{\displaystyle }D\mathrm{\Psi }_nD\mathrm{\Psi }_n^{}\mathrm{exp}(U_{cf}{\displaystyle \underset{n}{}}{\displaystyle \underset{0}{\overset{\beta }{}}}(\mathrm{\Psi }_n\mathrm{\Psi }_n^{}`$ (15)
$`+\mathrm{\Psi }_nb_n^+b_n+\mathrm{\Psi }_n^{}{\displaystyle \underset{\alpha }{}}c_{\alpha n}^+c_{\alpha n})d\tau ,`$ (16)
where $`\mathrm{\Psi }_n(\tau )`$ and $`\mathrm{\Psi }_n^{}(\tau )`$ are complex conjugate Bose variables. Then, substituting this transformation into Eq.(14), we obtain the partition function as a path integral over the Grassmann variables $`c_{\alpha n}^+`$, $`c_{\alpha n}`$, $`f_{\alpha n}^+`$,$`f_{\alpha n}`$ and Bose variables $`b_n^+`$, $`b_n`$, $`\mathrm{\Psi }`$, $`\mathrm{\Psi }^{}`$ and $`\lambda _n`$. The integration over the Bose variables can be performed using the saddle-point method that gives an exact solution of the model with the Hamiltonian (7) in the limit $`N\mathrm{}`$. We look for an uniform saddle-point solution:
$`i\lambda _n(\tau )`$ $`=`$ $`\lambda ,\text{ }b_n(\tau )=b,`$ (17)
$`\mathrm{\Psi }_n(\tau )`$ $`=`$ $`\mathrm{\Psi },\text{ }\mathrm{\Psi }_n^{}(\tau )=\stackrel{~}{\mathrm{\Psi }}.`$ (18)
Here it should be noted that in the saddle point the $`\stackrel{~}{\mathrm{\Psi }}`$ is not complex conjugate to $`\mathrm{\Psi }`$, i.e. $`\mathrm{\Psi }^{}`$ $`\stackrel{~}{\mathrm{\Psi }}`$, because Re$`\mathrm{\Psi }`$ and Im$`\mathrm{\Psi }`$ must be considered as independent variables. The physical meaning of $`b`$ , $`\mathrm{\Psi }`$ and $`\stackrel{~}{\mathrm{\Psi }}`$ becomes clear from the mean field equations:
$$b=\frac{V}{\left(\lambda +U_{cf}\mathrm{\Psi }\right)N_u}\underset{\alpha 𝐤}{}c_{\alpha 𝐤}^+f_{\alpha 𝐤}_{MF},$$
(19)
$$\mathrm{\Psi }=\underset{\alpha }{}c_{\alpha n}^+c_{\alpha n}_{MF}=N_c,$$
(20)
$$\stackrel{~}{\mathrm{\Psi }}=\left|b\right|^2,$$
(21)
where $`N_u`$ is the number of unit cells in the lattice, $`N_c`$ is the number of conduction band holes per unit cell , $`<\mathrm{}>_{MF}`$ means averaging over the mean-field Hamiltonian $`H_{MF}`$ that easily follows from Eqs.(14)-(21):
$`H_{MF}`$ $`=`$ $`{\displaystyle \underset{a𝐤}{}}\{(\epsilon _𝐤U_{cf}|b|^2)c_{\alpha 𝐤}^+c_{\alpha 𝐤}+\epsilon _ff_{\alpha 𝐤}^+f_{\alpha 𝐤}`$ (23)
$`+(Vb^{}c_{\alpha 𝐤}^+f_{\alpha 𝐤}+H.c.)\}N_u(\epsilon _fE_f)N_f,`$
where $`\epsilon _f`$ is the renormalized $`f`$ level energy:
$$\epsilon _fE_f+\lambda \text{ ,}$$
(24)
$`N_f_\alpha f_{\alpha n}^+f_{\alpha n}`$ is the average number of $`f`$ holes on the $`f`$ shell on the site $`n`$. The parameter determines the valence ($`\nu )`$ of the $`f`$ ion. For example, for an Yb ion we have $`\nu =2+N_f.`$ Below, for the sake of simplicity we shall assume that there is only one Yb ion per unit cell. The order parameter $`b`$ describes the formation of the HF state (in other words, the coherent Kondo state). According to the constraint Eq.(3) (or Eq.(9)) there is the following relation between $`b`$ and a valence change ($`\mathrm{\Delta }N_f`$) of $`f`$ ions:
$$\left|b\right|^2=Nn_{0f}\underset{\alpha }{}f_{\alpha n}^+f_{\alpha n}=N_{0f}N_f\mathrm{\Delta }N_f$$
(25)
Because in the HF state $`\left|b\right|0,`$ we come to the very important conclusion that in the HF state $`f`$ ions have a non-integral valence. For example, for Yb ions we have $`N_{0f}=1`$, and the valence is equal to $`\nu =3\mathrm{\Delta }N_f.`$ Strictly speaking, due to valence fluctuations governed by the hybridization terms in the Anderson Hamiltonian Eq.(2), even in the high temperature region where $`b_n=0`$ the valency is not integral, i.e. $`N_f=N_{0f}b_n^+b_n<N_{0f},`$ because $`b_n^+b_n0.`$ In order to take into account the effect it is necessary to go beyond the mean-field approach and calculate $`1/N`$ corrections.
It is convenient instead of the dimensionless order parameter $`b`$ to use the following energy parameter characterizing the effective hybridization:
$$BV^{}b\text{ .}$$
(26)
Inserting Eq.(26) into Eq.(25) gives a useful relation:
$$\left|B\right|^2=\left|V\right|^2\mathrm{\Delta }N_f\text{ .}$$
(27)
Then Eq.(19) takes the conventional form:
$$B=\frac{J}{N_u}\underset{\alpha 𝐤}{}c_{\alpha 𝐤}^+f_{\alpha 𝐤}\text{ ,}$$
(28)
where the exchange interaction $`J`$ is given by:
$$J=\frac{\left|V\right|^2}{\epsilon _fE_fU_{cf}N_c}.$$
(29)
From Eq.(23) it follows that the interaction $`U_{cf}`$ leads to the energy shift $`U_{cf}\mathrm{\Delta }N_{f\text{ }}`$ of the conduction band to lower energies. This in turn shifts the chemical potential $`\mu `$ and effective energy $`\epsilon _f`$ with respect to their bare values $`\mu _0`$ and $`\epsilon _{0f}`$.
In accordance to Eq.(29) the interaction $`U_{cf}`$ influences the exchange interaction $`J`$, which in turn effects on the Kondo screening. This effect plays a very important role and will be discussed below in detail. From the physical point of view the effect is related to the renormalization of the energy of the first excited state of Yb ions due to the Coulomb interaction.
The diagonalization of the Hamiltonian $`H_{MF}`$ shows that in the HF state the renormalized band structure consists of two hybrid bands:
$$\stackrel{~}{E}_{\eta 𝐤}=\frac{1}{2}\{\epsilon _𝐤+\stackrel{~}{\epsilon }_f[(\epsilon _𝐤\stackrel{~}{\epsilon }_f)^2+4\left|B\right|^2]^{1/2}\}.$$
(30)
where the upper and lower signs corresponds to $`\eta =1`$ and $`2`$, respectively, and the following energy parameters are introduced:
$`\stackrel{~}{\epsilon }_f`$ $``$ $`\epsilon _f+U_{cf}\mathrm{\Delta }N_f,`$ (31)
$`\stackrel{~}{E}_{\eta 𝐤}`$ $`=`$ $`E_{\eta 𝐤}+U_{cf}\mathrm{\Delta }N_f,`$ (32)
$`\stackrel{~}{\mu }`$ $``$ $`\mu +U_{cf}\mathrm{\Delta }N_f.`$ (33)
The free energy of the system is determined by the well known equation:
$$F=EST$$
(34)
The internal energy $`E`$ and entropy $`S`$ of the electron system per unit cell (or per $`f`$ ion, because we assume that there is only one $`f`$ ion per unit cell) is equal to
$`E`$ $`=`$ $`{\displaystyle \frac{N}{N_u}}{\displaystyle \underset{\eta =1,2}{}}{\displaystyle \underset{𝐤}{}}\stackrel{~}{E}_{\eta 𝐤}f(\stackrel{~}{E}_{\eta 𝐤})U_{cf}\mathrm{\Delta }N_fN_t`$ (36)
$`(\epsilon _fE_f)N_f,`$
$`S`$ $`=`$ $`{\displaystyle \frac{N}{N_u}}{\displaystyle \underset{\eta =1,2}{}}{\displaystyle \underset{𝐤}{}}\{f(\stackrel{~}{E}_{\eta 𝐤})\mathrm{ln}f(\stackrel{~}{E}_{\eta 𝐤})`$ (38)
$`+(1f(\stackrel{~}{E}_{\eta 𝐤}))\mathrm{ln}(1f(\stackrel{~}{E}_{\eta 𝐤}))\},`$
where
$$N_t=N_c+N_f=N_{0c}+N_{0f}$$
(39)
is the total number of holes per unit cell, and $`f(\stackrel{~}{E})=(\mathrm{exp}((\stackrel{~}{E}\stackrel{~}{\mu })/T)+1)^1=f(E)`$. It is interesting to note that $`N_c=N_{0c}+\mathrm{\Delta }N_f,`$ which demonstrates the fact that a certain part of holes from $`f`$ shells transit into the conduction band.
## III Mean-field equations
The state of the system at any temperature $`T`$ is completely determined by three parameters: $`\stackrel{~}{\mu }`$, $`B`$ and $`\stackrel{~}{\epsilon }_f`$. To determine the parameters it is necessary to solve a set of three nonlinear mean-field equations:
$$N_t=\frac{1}{N_u}\underset{\alpha 𝐤}{}\left(c_{\alpha 𝐤}^+c_{\alpha 𝐤}+f_{\alpha 𝐤}^+f_{\alpha 𝐤}\right),$$
(40)
$$N_f=\frac{1}{N_u}\underset{\alpha 𝐤}{}f_{\alpha 𝐤}^+f_{\alpha 𝐤},$$
(41)
$$B=\frac{J}{N_u}\underset{\alpha 𝐤}{}c_{\alpha 𝐤}^+f_{\alpha 𝐤}.$$
(42)
At arbitrary $`T`$ the mean-field equations have a trivial solution $`B=0`$. Moreover, nontrivial solutions with $`B0`$ can also exists. These solutions correspond to either minimum or maximum of the free energy $`F`$. In the case $`B0`$ one can rewrite the mean-field equations in a form:
$$N_t=N𝑑\epsilon \rho (\epsilon )(f(\stackrel{~}{E}_{1𝐤})+f(\stackrel{~}{E}_{2𝐤})),$$
(43)
$$N_f=N𝑑\epsilon \rho (\epsilon )\frac{\left|B\right|^2f(\stackrel{~}{E}_{1𝐤})+(\stackrel{~}{\epsilon }_f\stackrel{~}{E}_{1𝐤})^2f(\stackrel{~}{E}_{2𝐤})}{\left|B\right|^2+(\stackrel{~}{\epsilon }_f\stackrel{~}{E}_{1𝐤})^2},$$
(44)
$$\frac{1}{J}=N𝑑\epsilon \rho (\epsilon )\frac{f(\stackrel{~}{E}_{1𝐤})f(\stackrel{~}{E}_{2𝐤})}{\stackrel{~}{E}_{2𝐤}\stackrel{~}{E}_{1𝐤}},$$
(45)
where $`\rho (\epsilon )`$ is the density of states (DOS) in the conduction band:
$$\rho (\epsilon )=\frac{1}{N_u}\underset{𝐤}{}\delta (\epsilon \epsilon _𝐤).$$
(46)
It is convenient to represent the internal energy $`E`$, Eq.(36), as follows:
$`E`$ $`=`$ $`N{\displaystyle \underset{\eta =1,2}{}}{\displaystyle 𝑑\epsilon \rho (\epsilon )\stackrel{~}{E}_{\eta 𝐤}f(\stackrel{~}{E}_{\eta 𝐤})}+{\displaystyle \frac{1}{J}}\left|B\right|^2`$ (48)
$`+{\displaystyle \frac{U_{cf}}{\left|V\right|^4}}\left|B\right|^4(\stackrel{~}{\epsilon }_fE_f)N_{0f}.`$
Let us analyze the exchange interaction $`J`$ given by Eq.(29). Using the relations $`N_c=N_{0c}+\mathrm{\Delta }N_f`$ and Eq.(27), one can rewrite $`J^1`$ in the form:
$$\frac{1}{J}=\frac{1}{\left|V\right|^2}\left(\stackrel{~}{\epsilon }_fE_fU_{cf}N_{0c}\frac{2U_{cf}B^2}{\left|V\right|^2}\right)$$
(49)
Eq.(49) shows that in the HF state, i.e. at $`B0,`$ the exchange interaction $`J`$ is enhanced with respect to one in the normal state with $`B=0.`$ It is the effect that is the driving force of the first-order valence phase transition in YbInCu<sub>4</sub> as it will be shown below.
In the case $`U_{cf}=0`$ at $`T<T_k`$ the mean-field equations Eqs.(43)-(45) have only one nontrivial solution with $`B0`$ which describes a continuous transition into the HF state. We call the solution “conventional”. The Kondo temperature $`T_k`$ can be found from Eq.(45), supposing $`B=0.`$ A detailed analysis of the HF state described by the conventional solution can be found, for example, in the review. Temperature behavior of $`\mathrm{\Delta }N_f`$ and susceptibility in the HF state found from a numerical solution of Eqs.(43)-(45) will be discussed below in Sec. VI.
One can consider the formation of the Fermi-liquid state with a non-zero effective hybridization $`B`$ as a coherent Kondo effect . The mean-field theory enables us to find the leading contribution in terms the $`1/N`$ expansion into the phenomena. In the high temperature region the mean-field solution with $`B=0`$ discribes a localized $`f`$ holes that do not interact with conduction holes. To take into account the interaction it is necessary to consider $`1/N`$ corrections due to slave boson fluctuations around the mean-field solution. The corrections can be important in the region of crossover from a weak coupling regime to a strong coupling regime that occurs at $`TT_k.`$
In addition, one can note that at $`T=T_k`$ the Green’s function $`<b_n^+(i\omega )b_n(i\omega )>`$ has a pole at $`\omega =0`$. It is the singularity that results in the Abrikosov-Suhl resonance.
At low temperatures $`T<<T_k`$ in the HF state a new energy scale arises. It is the so called low temperature Kondo scale $`T_0`$ determined as
$$T_0\stackrel{~}{\epsilon }_f\stackrel{~}{\mu }.$$
(50)
Solving Eq.(45) at $`T=0`$ in the case $`\rho (\epsilon )=\rho _0`$ gives
$$T_0=(\stackrel{~}{\epsilon }_f\stackrel{~}{E}_{\text{min}})\mathrm{exp}(\frac{1}{N\rho _0J})$$
(51)
where $`\stackrel{~}{E}_{\text{min}}=\stackrel{~}{E}_\text{1}(k=0).`$ It is important to note a difference between the two Kondo scales $`T_0`$ and $`T_k`$. But the Abrikosov-Suhl resonance, the Kondo temperature $`T_k`$ appears also in a high-temperature expansion of the spin susceptibility, for example, and other physical parameters in the weak coupling regime. $`T_0`$ is an energy scale that determines thermodynamic properties in the Fermi-liquid regime with strong coupling. In general case, $`T_0T_k`$ (for a detail discussion on the problem see, for example, a review ).
## IV Striction phenomena
When an Yb ion transits from the ground state Yb<sup>+3</sup> into the excited state Yb$`^{+2},`$ the radius of the $`f`$ shell increases. It results in an local internal pressure that brings about a local lattice strain. Let $`e_{ij}`$, where $`i,j=x,y,z,`$ be a local strain tensor. Since the probability to find an Yb ion on the site $`n`$ in the divalent state is given by the operator $`b_n^+b_n`$, we can write the energy related to this type of the electron-lattice interaction in the form
$$H_{el}=\underset{n}{}d_{ij}e_{ji}(n)b_n^+b_n.$$
(52)
For a cubic lattice the energy tensor $`d_{ij}`$ has a simple form $`d_{ij}=\delta _{ij}d`$ , therefore this electron-lattice interaction can be rewritten as:
$$H_{el}=d\underset{n}{}e_B(n)b_n^+b_n.$$
(53)
where $`e_B(n)=e_{xx}(n)+e_{yy}(n)+e_{zz}(n)`$ is a local volume strain. For Yb compounds the interaction energy $`d`$ is positive, which corresponds to a local volume expansion when Yb ions change their valence from +3 to +2. In turn, $`d`$ is negative for Ce ions with the ground state configuration $`4f^1,`$ because the $`f`$ shell of a Ce ion in the excited $`4f^0`$ state has a smaller radius than in the $`4f^1`$ state. In order to make clear a physical meaning of the interaction $`H_{el}`$ let us find an average value $`<H_{el}>`$ in the case of an uniform strain $`e_B(n)=e_B.`$ Taking into account Eq.(25) we find
$$<H_{el}>=de_B\mathrm{\Delta }N_fN_u$$
(54)
The volume strain $`e_B`$ is related to the volume change ($`\mathrm{\Delta }v)`$ of the whole volume $`(v),`$ namely, $`e_B=\mathrm{\Delta }v/v`$. Then Eq.(54) takes the form
$$<H_{el}>=p_0\mathrm{\Delta }N_f\mathrm{\Delta }v$$
(55)
where we introduce a new fundamental parameter
$$p_0d/v_0.$$
(56)
Here $`v_0`$ is the unit cell volume (per $`f`$ ion). The parameter $`p_0`$ has the following physical meaning: $`p_0`$ is a pressure produced by a $`f`$ ion on the lattice when the $`f`$ ion valence is changed by 1. $`p_0`$ is negative for Yb ions, because it tends to expand the lattice, and positive for Ce ions, because it tends to shrink the lattice. The energy Eq.(55) has a simple physical meaning. This is the work produced by the pressure $`p_0\mathrm{\Delta }N_f`$ in order to change the volume of the system by value $`\mathrm{\Delta }v`$.
Apart of the $`f`$-shell-size-fluctuation mechanism (Eq.(52)) of the electron-lattice interaction there is another mechanism related to a volume dependence of the hybridization parameter $`V`$ in Eq.(2):
$$V(e_B)=V\mathrm{exp}(re_B)$$
(57)
where $`r<0`$ that corresponds to increasing $`V(e_B)`$ when decreasing volume. Eq.(57) follows from a volume dependence of overlapping between $`f`$ and conduction band wave functions. Usually it is supposed that it is the mechanism that is responsible for a pressure dependence of $`T_k`$ and the Kondo volume collapse phenomena in compounds with Kondo impurities and HF compounds. However, as we shall show below it is not valid in the case of Yb compounds in which the $`f`$-shell-size-fluctuation mechanism plays a more important role. Taking into account these two mechanisms of the electron-lattice interaction represented by Eqs.(53) and (57), we obtain the following total Hamiltonian:
$$H=H_A+H_C+H_{el}+H_{lat},$$
(58)
where
$$H_{lat}=\frac{1}{2}C_Be_B^2N_u$$
(59)
is the energy of a uniformly deformed lattice. $`C_B`$ is the bulk modulus per $`f`$ ion. The Hamiltonian Eq.(58) results in the same mean-field equations (43)-(45) with the only difference. Namely, the exchange interaction $`J`$ becomes strain dependent:
$$J(e_B)=\frac{\left|V(e_B)\right|^2}{\stackrel{~}{\epsilon }_fE_fU_{cf}N_{0c}2U_{cf}\mathrm{\Delta }N_fde_B}$$
(60)
Taking into account the elastic energy Eq.(59) and electron energy Eq.(48), the total internal energy per $`f`$ ion can be written in the form
$$E_t=E+\frac{1}{2}C_Be_B^2.$$
(61)
In the equilibrium state the strain $`e_B`$ is determined by a minimization of the free energy with respect to $`e_B:`$ $`F/e_B=0.`$ Taking into account Eqs.(60) and (57) the minimization results in an equation:
$$e_B=(\frac{d}{C_B}+\frac{2r\left|V(e_B)\right|^2}{C_BJ(e_B)})\mathrm{\Delta }N_f$$
(62)
which easily follows from the relation:
$`F/e_B`$ $`=`$ $`E_t/e_B`$
$`=`$ $`\left|B\right|^2{\displaystyle \frac{}{e_B}}({\displaystyle \frac{1}{J(e_B)}})+U_{cf}\left|B\right|^4{\displaystyle \frac{}{e_B}}({\displaystyle \frac{1}{\left|V(e_B)\right|^4}})`$
$`+C_Be_B`$
since the entropy $`S`$, Eq.(38), does not depend on $`e_B`$ in a direct way (here we neglect a volume dependence of the Fermi energy). Eq.(62) shows that the volume strain $`e_B`$ is proportional to the valence change $`\mathrm{\Delta }N_f`$ of the Yb ions. Such a proportionality have been observed experimentally. Eq.(62) together with Eqs.(43)-(45), where $`J`$ is replaced by $`J(e_B),`$ represent a closed set of nonlinear equations which determine the equilibrium parameters $`\stackrel{~}{\epsilon }_f(T)`$, $`\stackrel{~}{\mu }(T),`$ $`B(T)`$ and $`e_B(T).`$
In the case of a sufficiently small strain $`\left|e_B\right|<<1`$ one can use a linear approximation:
$$J(e_B)^1J(0)^1+N\rho _0\mathrm{\Omega }e_B,$$
(63)
where $`\rho _0`$ is the DOS on the Fermi surface, $`\mathrm{\Omega }=\mathrm{\Omega }_1+\mathrm{\Omega }_2+\mathrm{\Omega }_3`$,
$$\mathrm{\Omega }_1+\mathrm{\Omega }_2=\left(\frac{\mathrm{ln}J(e_B)}{\mathrm{ln}v}\right)_{B,\stackrel{~}{\epsilon }_f,e_B=0}$$
(64)
$`\mathrm{\Omega }_1={\displaystyle \frac{2r}{N\rho _0J}},\text{ }\mathrm{\Omega }_2={\displaystyle \frac{d}{N\rho _0\left|V\right|^2}}.`$
$`\mathrm{\Omega }_3={\displaystyle \frac{1}{N\rho _0}}\left({\displaystyle \frac{J^1}{B}}{\displaystyle \frac{B}{e_B}}+{\displaystyle \frac{J^1}{\stackrel{~}{\epsilon }_f}}{\displaystyle \frac{\stackrel{~}{\epsilon }_f}{e_B}}\right)_{e_B=0}`$
Since $`r<0,`$ consequently, $`\mathrm{\Omega }_1`$ is always positive while $`\mathrm{\Omega }_2`$ can be both positive and negative. In general case $`\mathrm{\Omega }`$ can be both positive and negative. The physical meaning of the parameter $`\mathrm{\Omega }`$ comes from Eq.(51). Substitution of Eq.(63) into Eq.(51) gives
$$T_0(e_B)\mathrm{exp}(\frac{1}{N\rho _0J(0)}\mathrm{\Omega }e_B).$$
(65)
The equation determines the dependence of the low temperature Kondo scale $`T_0`$ on the strain $`e_B`$.
Electron-lattice interactions described by Eqs.(52) and (57) lead to a renormalization of the elastic constants. In order to find the effect it is necessary to calculate the free energy $`F`$ as a function of $`e_B`$ at given $`T`$ : $`F=F(T,e_B).`$ For this purpose we have to solve Eqs.(43)-(45) with the coupling Eq.(60) at fixed $`e_B.`$ This enables us to find $`\stackrel{~}{\epsilon }_f(T,e_B)`$, $`\stackrel{~}{\mu }(T,e_B)`$ and $`B(T,e_B)`$ and then $`F(T,e_B)`$. Renormalized elastic constants $`c_{ij}^{}`$ are equal to
$$c_{ij}^{}=\left(\frac{^2F}{e_{ii}e_{jj}}\right)_{e=e(T)},$$
(66)
where $`e_{ii}(T)=e_B(T)/3`$ is the equilibrium elastic strain.
An effect of applied pressure $`P`$ on the system under consideration can be calculated from the thermodynamic relation
$$P=\frac{F(v,T)}{v}$$
(67)
Eq.(67) together with Eqs.(43)-(45), where $`J`$ is replaced by $`J(e_B),`$ represent a closed set of nonlinear equations that determine the equilibrium parameters $`\stackrel{~}{\epsilon }_f(T,P)`$, $`\stackrel{~}{\mu }(T,P),`$ $`B(T,P)`$ and $`e_B(T,P).`$
## V Magnetic field effect
Let us study an influence of a magnetic field $`H`$ on the system and the valence phase transition. We shall take into account only an interaction of spins of conduction band and localized $`f`$ holes with the magnetic field (Zeeman energy). The Zeeman energy of the spins in a magnetic field $`H`$ directed along $`z`$ axis is equal to
$$H_z=g\mu _BH\underset{n}{}(S_{fn}^z+S_{cn}^z),$$
(68)
where $`g`$ and $`\mu _B`$ are the gyromagnetic factor and the Bohr magneton, respectively, $`S_{cn}^z`$ and $`S_{fn}^z`$ are $`z`$ components of the spin operators for conduction band and $`f`$ holes:
$`S_{cn}^z`$ $`=`$ $`{\displaystyle \underset{\alpha =j}{\overset{j}{}}}\alpha c_{\alpha n}^+c_{\alpha n},`$ (69)
$`S_{fn}^z`$ $`=`$ $`{\displaystyle \underset{\alpha =j}{\overset{j}{}}}\alpha f_{\alpha n}^+f_{\alpha n}.`$ (70)
The magnetic field splits the $`N`$-fold degenerate hybrid bands Eq.(30):
$$E_{\eta \alpha 𝐤}=E_{\eta 𝐤}\alpha g\mu _BH.$$
(71)
Neglecting a magnetic field effect on the orbital motion of heavy fermions, which is possible due to the large mass of the quasiparticles, one can write the mean-field equations (43)-(45) in the form:
$$N_t=\underset{\alpha }{}𝑑\epsilon \rho (\epsilon )(f(\stackrel{~}{E}_{1\alpha 𝐤})+f(\stackrel{~}{E}_{2\alpha 𝐤})),$$
(72)
$$N_f=\underset{\alpha }{}𝑑\epsilon \rho (\epsilon )\frac{\left|B\right|^2f(\stackrel{~}{E}_{1\alpha 𝐤})+(\stackrel{~}{\epsilon }_f\stackrel{~}{E}_{1𝐤})^2f(\stackrel{~}{E}_{2\alpha 𝐤})}{\left|B\right|^2+(\stackrel{~}{\epsilon }_f\stackrel{~}{E}_{1𝐤})^2},$$
(73)
$$\frac{1}{J}=\underset{\alpha }{}𝑑\epsilon \rho (\epsilon )\frac{f(\stackrel{~}{E}_{1\alpha 𝐤})f(\stackrel{~}{E}_{2\alpha 𝐤})}{\stackrel{~}{E}_{2𝐤}\stackrel{~}{E}_{1𝐤}}.$$
(74)
If we take into account the electron-lattice interaction then the exchange interaction $`J`$ in Eq.(74) is given by Eq.(60). Solving these equations together with Eq.(62), we can find parameters $`\stackrel{~}{\epsilon }_f(T,H)`$, $`\stackrel{~}{\mu }(T,H),`$ $`B(T,H)`$ and $`e_B(T,H)`$. Then we can calculate the total internal energy per $`f`$ ion:
$`E_t`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{\eta =1,2}{}}{\displaystyle 𝑑\epsilon \rho (\epsilon )\stackrel{~}{E}_{\eta \alpha 𝐤}f(\stackrel{~}{E}_{\eta \alpha 𝐤})}+{\displaystyle \frac{1}{J(e_B)}}\left|B\right|^2`$ (76)
$`+{\displaystyle \frac{U_{cf}}{\left|V(e_B)\right|^4}}\left|B\right|^4(\stackrel{~}{\epsilon }_fE_f)N_{0f}+{\displaystyle \frac{1}{2}}C_Be_B^2,`$
and the entropy
$`S`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{\eta =1,2}{}}{\displaystyle }d\epsilon \rho (\epsilon )\{f(\stackrel{~}{E}_{\eta \alpha 𝐤})\mathrm{ln}f(\stackrel{~}{E}_{\eta \alpha 𝐤})`$ (78)
$`+(1f(\stackrel{~}{E}_{\eta \alpha 𝐤}))\mathrm{ln}(1f(\stackrel{~}{E}_{\eta \alpha 𝐤}))\}.`$
Calculating $`F`$ as a function of $`T,H`$ and $`e_B`$ enables us to find the influence of the magnetic field on the elastic constants Eq.(66).
In the heavy-fermion state the magnetization of the system per unit cell can be given as either a sum over magnetic moments of conduction band and $`f`$ holes or a sum over magnetic moments of heavy quasiparticles in the hybrid bands Eq.(71):
$`M`$ $`=`$ $`g\mu _BN_u^1{\displaystyle \underset{n}{}}(<S_{cn}^z>+<S_{fn}^z>)`$ (79)
$`=`$ $`g\mu _B{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{\eta =1,2}{}}\alpha {\displaystyle 𝑑\epsilon \rho (\epsilon )f(\stackrel{~}{E}_{\eta \alpha 𝐤})}.`$ (80)
Differentiating $`M`$ with respect to $`H`$ at $`H=0`$ one can find the static magnetic susceptibility per $`f`$ ion:
$$\chi (T)=\frac{1}{3}(g\mu _B)^2j(j+1)N\underset{\eta =1,2}{}𝑑\epsilon \rho (\epsilon )f^{}(\stackrel{~}{E}_{\eta 𝐤}),$$
(81)
where $`f^{}(E)=f(E)/E`$. Moreover, we took into account that at small magnetic fields the parameters $`\stackrel{~}{\epsilon }_f(T,H)`$, $`\stackrel{~}{\mu }(T,H),`$ $`B(T,H)`$ and $`e_B(T,H)`$ have field corrections of order of O($`H^2`$). At $`T=0`$ we obtain the well known result (see,for example, the review):
$$\chi (T=0,H=0)=\frac{1}{3}(g\mu _B)^2j(j+1)N\rho _F^{}.$$
(82)
Here the renormalized density of state $`\rho _F^{}`$ and the effective quasiparticle mass $`m^{}`$ on the Fermi surface are given by
$$\frac{\rho _F^{}}{\rho _0}=\frac{m^{}}{m_0}=1+\frac{\left|B\right|^2}{T_0^2}$$
(83)
In the right hand side of Eq.(83) the first term is contributed by conduction holes, and the second term is contributed by $`f`$ holes. It is obviously that in the case $`m^{}/m_0>>1`$ the zero temperature susceptibility (82) is mainly determined by $`f`$ holes. In the case $`\mu _0>>T_0`$ at $`T=H=0`$ from Eqs.(43)-(44) we obtain a useful relation
$$\left|B\right|^2=\frac{N_fT_0}{N\rho _0}.$$
(84)
An additional assumption $`N\rho _0T_0<<1`$ gives the following result:
$$\chi (T=0,H=0)=\frac{1}{3}(g\mu _B)^2j(j+1)\frac{N_f}{T_0}.$$
(85)
However, the inequality $`\mu _0>>T_0`$ can be invalid for a semimetal similar to YbInCu<sub>4</sub> having a low charge carrier concentration and large enough $`T_0.`$ Therefore in general case it is better to use Eqs.(82) and (83). If $`T_0>>T_v`$ where $`T_v`$ is the critical temperature of the valence phase transition, then at $`T<T_v`$ in the HF state the susceptibility $`\chi (T,H=0)`$ will have a weak temperature dependence, as a temperature correction to $`\chi (0)`$ is of order of O($`T^2/T_0^2`$).
Above $`T_v`$, that is in the normal paramagnetic state with incoherent Kondo scattering, the total susceptibility of the electron system considered is mainly determined by localized $`f`$ spins, as at temperatures $`T<<\mu `$ the Pauli susceptibility of conduction holes is much smaller than the susceptibility of the localized $`f`$ holes weakly interacting with conduction holes. Within the mean-field approach the interaction is neglected, and $`f`$ holes behave as free paramagnetic spins with the Curie-Weiss susceptibility:
$$\chi (T,H=0)=\frac{1}{3}(g\mu _B)^2j(j+1)\frac{N_{0f}}{T}.$$
(86)
This result is valid in the leading order in $`1/N`$ . In order to find logarithmic corrections into $`\chi `$ due to the Kondo screening, it is necessary to study local fluctuations of slave bosons $`b_i`$ around the paramagnetic state.
One can conclude that on decreasing the temperature below $`T_v`$ the susceptibility undergoes a jump from the value Eq.(86) to much the lower value Eq.(82). The result is in qualitative agreement with experimental data (see paper and recent data).
## VI Results of numerical calculations
In the framework of the mean-field approach to the extended lattice Anderson model at a given temperature $`T`$ and pressure $`P`$ the free energy is completely determined by four physical parameters: the chemical potential $`\mu ,`$ the effective energy $`\epsilon _f`$ of the $`f`$ level, the order parameter (effective hybridization) $`B`$ and the volume strain $`e_B`$. In order to find the parameters we solved numerically the set of equations (43)-(45) and (67) with the exchange energy Eq.(60). For the sake of simplicity we used a flat conduction band with an energy independent DOS $`\rho _0.`$
We found that, depending on the $`f`$ level energy $`E_f`$, the hybridization parameter $`V`$, the conduction band DOS $`\rho _0`$, the initial concentration $`N_{0c}`$ of conduction band holes and the interaction $`U_{cf}`$, the set of the mean-field equations (43)-(45) and (67) has different solutions that give different scenarios of temperature behavior.
At first let us briefly discuss different solutions in the simplest case when the electron-lattice interaction is neglected and $`P=0`$. At $`U_{cf}=0`$ and $`T>T_k`$ the mean-field equations has only a trivial solution with $`B=0.`$ At $`T<T_k`$ apart from the trivial solution there is one nontrivial solution with $`B0`$, namely, the conventional solution describing a continuous transition into the HF state. The temperature dependence $`B(T)`$ of the conventional solution is represented in Fig.1 at parameters $`N_{0c}=0.069,`$ $`\left|V/\mu _0\right|^2=19`$ and $`1/N\rho _0J_0=3`$ . At $`T<T_k`$ the HF state with the $`B(T)`$ has a lower free energy than the trivial solution. Solving numerically Eqs.(43)-(45), we have found that at $`T=0`$ and $`U_{cf}=0`$ within the conventional solution the valence change $`\mathrm{\Delta }N_f`$ can achieve a maximum value of order 0.05.
With increasing $`U_{cf}`$ at fixed parameters $`E_f,`$ $`V`$, $`\rho _0`$ and $`N_{0c}0.07`$ the behavior of $`\mathrm{\Delta }N_f`$ $`(T)`$ remains qualitatively the same as for the conventional solution with $`U_{cf}=0.`$ There are only quantitative differences which are nevertheless very important. At a certain value of $`U_{cf}`$ $`(U_{cf}/(N\rho _0\left|V\right|^2)3)`$ the valence change $`\mathrm{\Delta }N_f(0)`$ can achieve a value of order 0.1. Such a scenario we shall use below for describing the physical properties of YbAgCu$`_4.`$
At large enough $`U_{cf}`$ $`(U_{cf}/(N\rho _0|V|^2)5`$ and $`N_{c0}0.07)`$ in a certain temperature region the mean-field equations (43)-(45) have two nontrivial solutions corresponding to minimums of the free energy $`F`$ as a function of the effective hybridization $`B`$ (there are also solutions corresponding to maximums of $`F(T,B)`$). At parameters $`U_{cf}/(N\rho _0\left|V\right|^2)=5.6,`$ $`N_{0c}=0.069,`$ $`\left|V/\mu _0\right|^2=19`$ and $`1/N\rho _0J_0=3`$ (below we shall use these parameters for studying properties of YbInCu$`{}_{4}{}^{})`$ these solutions are represented in Fig.1. One solution with small $`B`$ begins at $`T=T_k`$ , i.e. $`B(T_k)=0,`$ and ends at a point $`s`$ at temperature $`T_s=0.83T_k`$. We shall call the solution “soft”. Near $`T_k`$ the soft solution behaves similar to the conventional solution. Moreover, there is another solution with larger $`B.`$ It starts at a point $`h`$ at temperature $`T_h1.06T_k,`$ exists up to $`T=0`$ and has a weak temperature dependence. We call the solution “hard”. The free energy $`F(T,B)`$ as a function of $`B`$ at different temperatures $`T`$ is represented in Fig.2. At $`T>T_h`$ the $`F`$ has only one minimum at $`B=0.`$ In the range $`T_k<T<T_h`$ the $`F`$ has two minimums, one at $`B=0`$ and the other at $`B`$ corresponding to the hard solution. At $`T<T_k`$ the trivial solution gives a maximum of $`F`$. In the range $`T_s<T<T_k`$ the $`F`$ has two minimums related to the soft and hard solutions. Below $`T_s`$ there is only one minimum given by the hard solution. For the given parameters a first-order phase transition takes place at $`T_v0.97T_k`$ . At $`T>T_v`$ either soft or trivial solutions give an absolute minimum of $`F`$ , while at $`T<T_v`$ the absolute minimum is given by the hard solution. The valence jump $`\mathrm{\Delta }N_f`$ is of order 0.2. This scenario will be used below for describing the first-order valence phase transition in YbInCu<sub>4</sub>.
At even larger $`U_{cf}`$ the order parameter $`B`$ corresponding to the hard solution can be much larger than $`B`$ of the soft solution. The hard solution can arises well above $`T_k`$ since in this case $`T_h>>T_k.`$ The soft solution can exist down to very small temperatures since in this case $`T_s<<T_k.`$ Besides, a first-order valence phase transition can occur at a critical temperature $`T_v>>T_k`$ with the valence change $`\mathrm{\Delta }N_f(0)1`$. Such a scenario occurs, for example, for the model parameters $`U_{cf}/(N\rho _0\left|V\right|^2)=10,`$ $`N_{0c}=0.069,`$ $`\left|V/\mu _0\right|^2=20`$ and $`1/N\rho _0J_0=4`$ which give $`T_v/T_k=130.`$
Our analysis of the numerical solutions reveals that there is a correlation between $`\mathrm{\Delta }N_f(0),`$ $`T_k`$ and $`T_v.`$ If $`T_k<<T_v`$ , which takes place at sufficiently large $`U_{cf}`$ ($`U_{cf}/(N\rho _0|V|^2)9),`$ then $`\mathrm{\Delta }N_f(0)`$ is close to 1. If $`T_v`$ is only slightly larger than $`T_k,`$ then $`\mathrm{\Delta }N_f(0)0.25.`$ In the frame of the first-order phase transition scenario a minimum value $`\mathrm{\Delta }N_f(0)0.2`$ is achieved when $`T_v`$ is slightly smaller than $`T_k`$.
There are also regions in the parameter space ($`E_f,`$ $`V`$, $`\rho _0,N_{0c},U_{cf}`$) in which even at $`U_{cf}0`$ a first-order phase transition does not occur. If the electron-lattice interaction is included then one can expect a rich $`TPH`$ phase diagram.
### A Physical properties of YbInCu<sub>4</sub>
Let us apply the numerical calculations discussed above for studying the thermodynamic properties of YbInCu<sub>4</sub>. For the sake of simplicity we suppose the conduction band to be flat and the degeneracy $`N=8`$. In accordance with the Hall measurements we use the initial charge carrier concentration $`N_{0c}`$=0.069 per formula unit. The best fit to the experimental data is found at the following parameters: $`V=0.267`$ eV, $`U_{cf}=0.451`$ eV, $`N\rho _0`$=1.125 eV<sup>-1</sup>, $`\mu _0E_f=0.272`$ eV. The parameter $`N\rho _0V^2`$ characterizing the $`f`$ level broadening due to the hybridization is calculated to be 0.08 eV. One can note that for rare earth compounds the broadening is typically of order 0.01-0.1 eV. The initial chemical potential $`\mu _0`$ is calculated to be 0.061 eV. The obtained value of $`V`$ is in good agreement with the mixing terms 0.27 eV between Yb 4$`f`$ and the Cu $`p`$ states found in the electronic band structure calculations of YbInCu<sub>4</sub>. According to the calculations , the Cu $`p`$ states give the main contribution into the $`\mathrm{\Gamma }_1`$ states in the vicinity of the Fermi surface.
The energy of the 4$`f`$ level, $`\mu _0E_f=0.272`$ eV, is consistent with the experimental results of PES , 0.3 eV, for the compound. One can note that in other Yb based mixed valent compounds such as YbAl<sub>2</sub> and YbAl<sub>3</sub> the 4$`f`$ level energy estimated from photoemission spectra also is not centered at the Fermi energy, but 0.24 eV below it.
For describing electron-lattice interactions it is necessary to set the parameters $`r`$ and $`d`$. In many HF compounds the parameter $`r`$ is of order $`8<r<2.`$ We take $`r=2`$ and $`d=2`$ eV that give $`\mathrm{\Omega }_112`$ and $`\mathrm{\Omega }_2=25`$ in Eq.(64). The unit cell of YbInCu<sub>4</sub> contains four Yb ions and has volume 372$`\times 10^{24}`$cm$`^3.`$ Therefore each Yb ion occupies volume $`v_0=`$93 $`\times 10^{24}`$cm$`^3.`$ Since according to experimental data in the normal state the bulk modulus of YbInCu<sub>4</sub> is equal to $`11,1\times 10^{11}`$ erg/cm$`^3,`$ the parameter $`C_B`$ in Eq.(59) is taken to be equal to $`c_B\nu _0=1,03\times 10^{10}`$ erg.
Our analysis of the numerical solutions of the mean-field equations (43)-(45) and (67) shows that for the parameters chosen the system under consideration undergoes a first-order isostructural valence phase transition at the critical temperature $`T_v=`$42 K. Above $`T_v`$ the system is in the normal state. Below $`T_v`$ the HF state described by the hard solution is formed, as the free energy of the HF state becomes smaller than the free energy of the normal state with the incoherent Kondo scattering. It is demonstrated by Fig.3. Within the mean-field solution at $`T>T_v`$ the Yb ions have the integral valency +3 corresponding to $`B=0.`$ At $`T<T_v`$ the Yb ions have a non-integral valence $`3\mathrm{\Delta }N_f`$ . A temperature dependence of the $`\mathrm{\Delta }N_f`$ is shown in Fig.4. At $`T=T_v`$ there is a jump of the valence, $`\mathrm{\Delta }N_f=0.24.`$ With decreasing temperature the valence change $`\mathrm{\Delta }N_f`$ achieves the value 0.27. The value is larger than 0.17 deduced from $`L_3`$ measurements. Reasons of the discrepancy will be discussed below.
#### 1 Thermal properties of YbInCu<sub>4</sub>
In Fig.5 we represent the temperature behavior of the entropy ($`S`$) of the system considered. In the framework of our approach above $`T_v`$ the entropy is large enough due to a large contribution given by localized $`f`$ holes. At $`T_v`$ the entropy drops from $`S(T_v+0)=25`$ J/mol K to $`S(T_v0)=4.9`$ J/mol K, i.e. $`\mathrm{\Delta }S=20`$ J/mol K. These theoretical estimates are larger than experimental data: $`\mathrm{\Delta }S=10`$ J/mol K, $`S(T_v+0)=13`$ J/mol K, $`S(T_v0)=3`$ J/mol K. However, the theoretical estimate of the ratio $`S(T_v+0)`$/$`S(T_v0)=5.1`$ is in good agreement with the experimental value $`S(T_v+0)`$/$`S(T_v0)=4.3`$. Below $`T_v`$ $`f`$ holes are strongly hybridized with conduction band holes and form the nonmagnetic heavy fermion Fermi-liquid ground state. That is why the entropy tends to zero in the limit $`T0.`$
There are a few reasons of the divergences between our estimates and experimental data.. At first, we neglected a crystal field splitting of the 8-fold degenerate $`f`$ level. Inelastic neutron measurements revealed that the quartet $`\mathrm{\Gamma }_8`$ is the ground state, but the splitting $`\mathrm{\Delta }_c`$ is quite small, $`\mathrm{\Delta }_c=32`$ K. The experimental value $`S(T_v+0)=13`$ J/mol K$`R\mathrm{ln}5`$ is close to the value $`R\mathrm{ln}4`$ expected for four-fold degenerate $`\mathrm{\Gamma }_8`$ state. An account of the crystal-field splitting within our approach will result in decreasing entropy and a more remarkable temperature dependence of the entropy above $`T_v`$. At second, the mean field approach does not give a correct result of the entropy of the localized $`f`$ electrons in the high temperature phase. Namely, the approach results in the value $`S=R(\mathrm{ln}N(N1)\mathrm{ln}(1N^1))`$ for the entropy of noninteracting $`f`$ holes instead of the value $`R\mathrm{ln}N`$. To obtain a correct result it is necessary to go beyond the mean-field solution and take into account fluctuation corrections in next orders in $`1/N`$.
In the HF phase at $`T<<T_v`$ the linear coefficient of the specific heat $`\gamma `$ is given by the relation $`\gamma =\frac{1}{3}\pi ^2k_B^2N\rho _F^{}`$ where $`\rho _F^{}`$ is determined by Eq.(83). For the parameters chosen we find $`\gamma =71`$ mJ/mol K$`^2.`$ The experiment gives slightly smaller value $`\gamma 50`$ mJ/mol K$`^2.`$
#### 2 Magnetic susceptibility of YbInCu<sub>4</sub>
Using Eq.(81) we calculated the temperature dependence of the spin susceptibility $`\chi (T)`$. Corresponding results are represented in Fig.6. Above $`T_v`$ localized $`f`$ electrons give the main contribution into the susceptibility. As a result, the $`\chi `$ follows the Curie-Weiss law: $`\chi =C/T`$. Below $`T_v`$ hybrid quasiparticles are formed, and the electron system under consideration behaves as a Fermi-liquid system with an enhanced Pauli susceptibility. At zero temperature the $`\chi (0)`$ is given by Eq.(82). At ambient pressure we found $`T_LC/\chi (0)=384`$ K. The experimental value is 470 K. We calculated also the low temperature Kondo scale $`T_0`$ defined by Eq.(50) and found $`T_0=315`$ K. In the conventional HF systems it is the $`T_0`$ that plays the role of a universal energy scale for low temperature thermodynamic and transport phenomena in the HF state (see Refs. and , for example). According to Eq.(85), in the limit $`\mu _0>>T_0`$ there is a simple relation between $`T_0`$ and $`T_L:`$ $`T_0=N_f`$ $`T_L=(1\mathrm{\Delta }N_f)`$ $`T_L.`$ The approximate relation at $`\mathrm{\Delta }N_f=0.27`$ gives $`T_L`$= 430 K that is slightly larger than our calculated value ($`T_L=384`$ K). The difference is a consequence of the approximate character of the relation, because in our analysis we have $`\mu _0/T_02.2`$ due to the small hole concentration $`N_{0c}=0.069`$ per $`f`$ ion. Our calculations revealed that both the $`T_L=384`$ K and $`T_0=315`$ K are much larger than the Kondo temperature $`T_k=40.4`$ K characterizing Kondo effect at $`T>T_v`$. The result is in agreement to inelastic neutron scattering measurements that also revealed an enhancement of the energy scale from $`T_k=25`$ K to $`T_0=405`$ K. The very large enhancement of $`T_0`$ in comparison with $`T_k`$ is brought about by the enhancement of the exchange energy $`J`$. In papers in order to explain the enhancement of $`T_L`$ it was suggested that the effect is caused by a strong energy dependence of the conduction band DOS $`\rho (\epsilon ).`$ Namely, $`\rho (\epsilon _F)`$ must be sharply increasing function of the Fermi energy $`\epsilon _F`$. The results of our calculations show that in terms of the extended lattice Anderson model the enhancement can be explained even in the case of a flat conduction band.
The enhancement of $`\gamma `$ and $`\chi (0)`$ with respect to the values typical for normal metals is explained by the increase of the DOS on the Fermi surface. According to Eq.(83), there is also a quasiparticle mass enhancement. Our calculations give $`m^{}/m_0=27.`$ Therefore, one can classify YbInCu<sub>4</sub> as a “light” heavy-fermion compound as it was suggested by Felner et al.
#### 3 Volume expansion and bulk modulus in YbInCu<sub>4</sub>
In Fig.7 we represent results of the numerical calculations of the volume strain $`e_B=\mathrm{\Delta }v/v.`$ In good agreement with experimental data we find a sharp volume expansion about 0.5% when decreasing $`T`$ below $`T_v`$. Calculating the volume strain at different pressures, we estimated the isothermal compressibility $`k_T=d\mathrm{ln}v/dP`$ and found $`k_T(T=20`$ K$`)=1.05`$ Mbar$`^1.`$ Experimental measurements gave $`k_T(T=20`$ K$`)=1.2`$ Mbar$`^1.`$ Ultrasonic studies resulted in $`k_T(T=20`$ K$`)=0.95`$ Mbar<sup>-1</sup>.
Using Eq.(66) we calculated the temperature dependence of the bulk modulus $`c_B=1/`$ $`k_T.`$ These results are presented in Fig.8. Such a temperature behavior is in complete agreement with the experimental data.
According to Eq.(62), at a sufficiently small electron-lattice coupling the volume strain must be proportional to $`\mathrm{\Delta }N_f`$: $`e_B=a\mathrm{\Delta }N_f.`$ Our calculations conform the relation and give $`a`$=0.019. The experimental estimation of the linear coefficient $`a`$ is 0.046.
#### 4 Pressure effect in YbInCu<sub>4</sub>
The effect of pressure on the physical properties of the system under consideration is represented in Fig.6. According to our calculations, applying pressure shifts the critical temperature $`T_v`$ of the first- order phase transition to lower temperatures at the rate $`dT_v/dP=0.13`$ K kbar<sup>-1</sup>. The theoretical estimate is one order of magnitude smaller than the experimental result $`,2.2`$ K kbar<sup>-1</sup>. In order to improve the result, it is necessary probably to go beyond the mean-field theory. Pressure results in decreasing the valence change at the rate $`d\mathrm{\Delta }N_f(3.5`$ K)$`/dP=6.3`$ Mbar$`^{1\text{ }}`$in a satisfactory agreement with the experimental value $`4.5`$ Mbar$`^{1\text{ }}`$ found from volume expansion measurements. In Fig.6 we plot magnetic susceptibility at ambient pressure and $`P=3`$ kbar. From the results we find $`dT_L/dP=12.7`$ K/kbar in good agreement with the experimental value $`12.4`$ K/kbar obtained by Sarrao et al. The theoretical estimate of the Grüneisen parameter $`\mathrm{\Gamma }=d\mathrm{ln}T_L/d\mathrm{ln}v`$ $`=31`$ is in excellent agreement with the experimental value $`\mathrm{\Gamma }=30.6`$. The physical origin of the pressure effect is related mainly to the influence of pressure on fluctuations of the $`f`$ shell size. Indeed, an applied pressure decreases volume, $`e_B<0`$. In turn, this results in decreasing the exchange interaction $`J`$ (see Eq.(60)) and, consequently, decreasing the Kondo scales $`T_k`$ and $`T_0`$. We believe that the $`f`$-shell-size-fluctuation mechanism explains also the negative $`\mathrm{\Gamma }`$ observed in other Yb based HF compounds and their pressure dependent properties (see, for example, Ref. and reference therein).
#### 5 $`HT`$ phase diagram.
Basing on the results of Sec. V we investigated the effect of a magnetic field on the first-order valence phase transition. Only the Zeeman energy was taken into account in the numerical calculations. In our calculations we took the gyromagnetic factor $`g=8/7`$ expected for $`j=7/2.`$ For the sake of simplicity we neglected the electron-lattice interaction, as it gives only about 10% correction in accordance to our estimates. Solving selfconsistently Eqs.(72)-(74) we found that magnetic field pushes the first-order valence phase transition to lower temperatures. The obtained $`TH`$ phase diagram is represented in Fig.9. It is interesting to note that the elliptic equation
$$\left(\frac{H_v(T)}{H_v(T=0)}\right)^2+\left(\frac{T_v(H)}{T_v(H=0)}\right)^2=1$$
(87)
is a good fit to the critical line of the first-order phase transition $`H_v(T)`$ given by our numerical calculations. Recently the relationship Eq.(87) between $`H_v(T)`$ and $`T_v(H)`$ was inferred from magnetoresistance measurements. Our estimate of the critical field $`H_v(T=0)=47`$ T is also in a satisfactory agreement with experimental value $`H_v(T=0)=34`$ T. The critical line $`H_v(T)`$ divides $`HT`$ plane into the low temperature-low magnetic field region in which the system is in the mixed-valence heavy fermion ground state, and the high temperature-high magnetic field region in which the system is in a normal state with stable magnetic moments of Yb ions.
#### 6 Electrical resistivity and the Hall effect in YbInCu<sub>4</sub>
In accordance to the measurements the electrical resistivity $`R(T)`$ in YbInCu<sub>4</sub> demonstrate two peculiarities: (i) a large drop at $`T=T_v`$ and (ii) a weak temperature dependence at $`T<T_v`$. Analyzing the data at $`T>T_v`$, one can distinguish two main contributions into the resistivity: a large residual resistivity $`R_0`$ and a linear temperature dependent contribution given by electron scattering off phonons. At $`T=T_v`$ the phonon contribution is much smaller than $`R_0`$ and as a result $`R(T_v+0)R_0`$. In the low temperature phase the residual resistivity $`R_0^{}`$ is approximately 12 times smaller than $`R_0`$.
Basing on our approach let us analyze the temperature behavior of the resistivity at $`T<T_v`$. At first, one can note that in the HF state the renormalized electron-phonon interaction is very small and its contribution into resistivity can be neglected (see, for example, Ref.). Only impurity scattering and collisions between heavy fermions determine the resistivity. It leads to $`R^{}(T)=R_0^{}+A^{}T^2`$, where the coefficient $`A^{}T_0^2`$. . Since $`T{}_{0}{}^{}>>T_v`$, the temperature dependence of $`R^{}(T)`$ must be weak enough, which is in agreement with the experimental data.
Let us estimate and compare the residual resistivity above and below $`T_v`$. At $`T>T_v`$ the residual conductivity can be estimated using the well known relation
$$\sigma _0e^2\rho _{0F}v_{0F}^2\tau _0e^2N_{0c}\tau _0$$
(88)
where $`v_{0F}=p_{0F}/m_0`$ is the Fermi velocity, $`p_{0F}`$ is the Fermi momentum, $`\rho _{0F}p_{0F}m_0`$ is the conduction band DOS, $`\tau _0^1`$ is a rate of a potential scattering of charge carriers off impurities and lattice imperfections. Here we also used that $`N_{0c}p_{0F}^3`$. In the HF state the residual conductivity is determined by a potential scattering of heavy fermions and is given by a similar equation with the replacement of $`\rho _{0F}`$, $`v_{0F}`$, $`p_{0F}`$ and $`\tau _0`$ by the renormalized parameters $`\rho _F^{}p_Fm^{}`$, $`v_F=p_F/m^{}`$ and $`\tau ^{}=\tau _0m^{}/m_0.`$ Moreover, it is necessary to take into account that the renormalized Fermi surface determined by the total number of charge carriers $`N_t=N_{0c}+N_{0f}`$, that is (($`p_F/p_{0F})^3=N_t/N_{0c}`$. Then, we find the residual conductivity at $`T<T_v:`$
$$\sigma ^{}e^2\rho _F^{}(v_F)^2\tau _0^{}e^2N_t\tau _0.$$
(89)
Therefore, we have $`R_0/R_0^{}N_t/N_{0c}`$. Above we have found $`N_t=1.07`$ while $`N_{0c}`$=0.07. It gives the crude theoretical estimation $`R_0/R_0^{}15`$ in agreement with the experimental value , $`R_0/R_0^{}12`$. Thus, we can conclude that the drop of the resistivity and change of its temperature behavior when transiting into the low temperature mixed-valent state in YbInCu<sub>4</sub> are mainly related to (i) the decrease of the residual resistivity due to increase of the charge carrier concentration and (ii) the suppression of the electron-phonon scattering.
Basing on our approach one can explain also the jump of the charge carrier concentration at $`T=T_v`$ observed in the Hall measurements. Indeed, at $`T>T_v`$ $`f`$ electrons are localized and only conduction band holes with the concentration $`N_{0c}`$ participate in transport phenomena and the Hall effect. At $`T<T_v`$ the $`f`$ electron states are hybridized with conduction band states, which results in the formation of hybrid quasiparticles (heavy fermions). The total number of the quasiparticles under the renormalized Fermi surface is equal to $`N_t>N_{0c}`$. All these quasiparticles give a contribution into the Hall constant.
### B Physical properties of YbAgCu<sub>4</sub>
As we have discussed above, with decreasing the interaction $`U_{cf}`$ the system under consideration reveals a crossover from the first-order valence phase transition to a continuous formation of the HF state. We use such a scenario for describing thermodynamic properties of YbAgCu<sub>4</sub>. In many respects YbAgCu<sub>4</sub> is close to YbInCu<sub>4</sub>, but YbAgCu<sub>4</sub> has a normal metallic charge carrier concentration. For our calculations we take $`N_{0c}`$=0.21 per Yb, which corresponds to 0.84 charge carrier per unit cell. The best fitting to the experimental data is found at the following parameters: $`V=0.24`$ eV, $`1/N\rho _0`$=0.9 eV, $`\mu _0E_f`$=0.25 eV which are close to ones for YbInCu<sub>4</sub>. Only the interaction $`U_{cf}=0.276`$ eV is taken almost twice smaller than $`U_{cf}`$ in YbInCu<sub>4</sub>. The small value of $`U_{cf}`$ can be explained by a stronger charge screening due to a larger charge carrier concentration in comparison to YbInCu<sub>4</sub>. For these parameters we have $`N\rho _0V^2=`$0.064 eV, $`\mu _0=0.19`$ eV. The value of 4$`f`$ level energy is consistent with the result of PES , 0.3 eV.
For describing the electron-lattice interactions in YbAgCu<sub>4</sub> we use the same $`r`$ and $`d`$ as for YbInCu<sub>4</sub>, i.e. $`r=2,`$ $`d=2`$ eV, and $`C_B=1,03\times 10^{10}`$ erg. For the parameters chosen the equations (43)-(45) and (67) have only one nontrivial (conventional-like) solution below $`T_k=86`$ K. Results of numerical calculations based on the solution are represented in Figs.3-8.
Let us compare temperature behavior of YbAgCu<sub>4</sub> and YbInCu<sub>4</sub>. In accordance to our numerical calculations the HF state in YbAgCu<sub>4</sub> is continuously formed below $`T_k=86`$ K. This temperature correlates with the temperature of the resistance maximum, $`T_{max}7590`$ K. According to our calculations represented in Fig.4, at $`T0`$ the valence change $`\mathrm{\Delta }N_f`$ tends to 0.13 in very good agreement with the $`L_3`$ data.
Temperature behavior of the entropy is represented in Fig.5. Unfortunately, entropy measurements in YbAgCu<sub>4</sub> are unknown for us to be compared with our calculations. The calculated value of the linear coefficient of the specific heat $`\gamma =230`$ mJ/mol K<sup>2</sup> is between the data $`\gamma =220`$ mJ/mol K$`^2,`$ and $`\gamma =250`$ mJ/mol K<sup>2</sup> found from other measurements.
The calculated magnetic susceptibility $`\chi (T)`$ represented in Fig.6 has a broad maximum at $`T40`$ K and its maximum value is approximately twice smaller than $`\chi (T=T_v)`$ in YbInCu<sub>4</sub>, which is in good agreement with the magnetic measurements. The calculated value $`T_L=120`$ K is slightly smaller than the experimental data $`T_L=150`$ K.
The calculated mass enhancement in YbAgCu<sub>4</sub> is equal to $`m^{}/m_0=87`$ . This value is in three times larger then the mass enhancement in YbInCu$`_4.`$ Therefore, one can classify YbAgCu<sub>4</sub> as a “moderate” heavy-fermion compound.
The temperature dependence of the volume strain $`e_B`$ is shown in Fig.7. In YbAgCu<sub>4</sub> the zero temperature value $`e_B(T=0)=0.24`$ % is approximately twice smaller than the $`e_B(0)`$ in YbInCu$`_4.`$ We find that the relation $`e_B=a\mathrm{\Delta }N_f`$ holds also in YbAgCu<sub>4</sub> with $`a=0.018`$.
Using the parameters given above we calculated the temperature behavior of the bulk modulus for two concentrations of charge carriers, $`N_{0c}`$=0.21 and $`N_{0c}`$=0.07. In the both cases the calculations revealed a minimum of the bulk modulus. These results are represented in Fig.8. One can see that with increasing the charge carrier concentration the minimum becomes smaller and less expressive. The results of our calculation for $`N_{0c}`$=0.07 can be related to the behavior of the bulk modulus of YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub> at $`x0.3`$, because in the case the charge carrier concentration is still small but the system already shows a continuous transition into the HF state. The calculated behavior of the bulk modulus represented in Fig.8 is in good agreement, both qualitative and quantitative, with the acoustic measurements.
## VII Discussion and conclusions
In the present section we shall discuss the mean-field approximation used in our paper and other problems related to physical phenomena in YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub>, and summarize results of our numerical calculations performed in the framework of the extended lattice Anderson model proposed in the present paper.
Our consideration of the model was based on the mean-field approximation that corresponds to taking into account the leading order of the $`1/N`$ expansion. The mean-field solution is the exact solution of the extended lattice Anderson model in the limit $`N\mathrm{}.`$ In the case under consideration the degeneracy $`N`$ of the electron state 4$`f^{13}`$ is finite and equal to 8. Therefore, we face the problem of fluctuations around the mean-field solution. The fluctuations give $`1/N`$ corrections to the solution. Unfortunately, so far there is no a detail analysis of the corrections into thermodynamic properties of the lattice Anderson model. There is only an exact solution of the single-impurity Anderson model with Hamiltonian Eq.(2) for arbitrary degeneracy $`N`$. In the paper it has been shown that in the Fermi-liquid regime at $`T<<T_0`$ the magnetic susceptibility and heat capacity given by the mean-field solution are in a remarkably good quantitative agreement with the exact solution even for $`N=2`$. For $`N=8`$ the region of a quantitative agreement becomes broader. A noticeable error occurs only around the crossover from weak to strong coupling ($`TT_k`$) where the critical fluctuations of the slave-boson field about the mean-field solution are greatest. However, a qualitative agreement takes place even in the region. With increasing temperature above $`T_k`$ the mean-field solution converges quickly to the exact solution, as both solutions describe a paramagnetic state with localized 4$`f`$ electrons that weakly interact with conduction band electrons. As shown in at high temperatures, the impurity susceptibility approaches Curie behavior with logarithmic corrections of order O($`1/N`$) that are produced by slave-boson fluctuations around the normal state.
There is the only significant defect of the mean-field solution related to the fact that in the limit $`N\mathrm{}`$ the crossover from weak to strong coupling sharpens into a second order phase transition at $`T_k`$. Besides, at $`T=T_k`$ the susceptibility has a break in the temperature dependence.
Basing on the results let us consider the extended lattice Anderson model. In the framework of the mean-field approach both the single-impurity and lattice Anderson models are described by the same order parameter (see Eq.(26)). However, unlike the single impurity model, the lattice model contains spatial correlations of the order parameter. It is well known from the theory of critical phenomena that with increasing the dimensionality, order parameter fluctuations become weaker. Therefore, one can expect that critical fluctuations in the 3D lattice model around the mean-field solution are not stronger than the fluctuations in the single-impurity model studied in the paper.
From this point of view let us discuss our mean-field solutions for compounds YbInCu<sub>4</sub> and YbAgCu<sub>4</sub>. According to the experimental data and our calculations, the low temperature Kondo scale $`T_0`$ is about 400K in the low temperature phase of YbInCu<sub>4</sub>, that is below $`T_v=42`$ K. As $`T_v<<T_0,`$ one can expect that at $`T<T_v<<T_0`$ fluctuations around the mean-field solution are weak and give small corrections with respect to small parameters $`1/N`$ and $`T/T_0`$. We think that it explains a good agreement between experimental data and our numerical calculations of susceptibility, entropy, valence change of Yb ions, volume change, bulk modulus and other physical parameters presented in Sec. VIA. At temperatures $`T>T_v`$ we are in the regime $`T>T_v>T_k=25`$ K, therefore, we again expect that corrections of order O($`1/N`$) due to slave-boson fluctuations around the normal state are small and become noticeable only at $`T`$ close to $`T_v`$. As at these temperatures there are no correlations between Kondo scattering of electrons off different localized $`f`$ electrons, $`1/N`$ corrections to thermodynamic properties are the same as in the single-impurity Anderson model.
In YbAgCu<sub>4</sub> we have a similar situation. We expect that at low temperatures $`T<<T_0=150`$ K the mean-field solution gives a good description of thermodynamic properties. The maximum error occurs in the crossover region with $`T_k=86`$ K. It is interesting to note that according to our numerical calculations, in the lattice case the break of temperature behavior of $`\chi (T)`$ at $`T_k`$, which is an artifact of the mean-field approximation, is very small in comparison to the mean-field solution of the single-impurity Anderson model.
In order to check the mean-field solution of the lattice Anderson model Eq.(2) one could use the dynamical mean-field theory that at the present time attracts much attention. For the purpose in terms of the theory it is necessary to solve the model Eq.(2) at different degeneracy $`N=2,4,6,8\mathrm{}`$ , and then to compare the solutions with the mean-field solution based on the $`1/N`$ expansion as it has been done for the single-impurity Anderson model. Unfortunately this problem is still open and is out of the scope of the present paper.
Above we have mentioned that in accordance to the Hall measurements in compounds YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub> at $`x<0.2`$ the charge carrier concentration is low, 0.07 per formula unit. However, neutron scattering and susceptibility measurements can be well interpreted in terms of the single-impurity Anderson model with a metallic electron concentration. It enables us to conclude that in the compounds the charge carrier concentration is larger than that concentration at which it would be necessary to take into account Nozières exhaustion principle. In the case $`x>0.3`$ the charge carrier concentration quickly achieves a normal metallic concentration, and the problem of a low charge carrier concentration already does not confront before us.
The $`L_3`$ measurements in YbInCu<sub>4</sub> give a clear evidence for a non-integral valence of Yb ions in the normal state. However there is a profound difference between the origin of the non-integral valence of Yb ions above and below $`T_v`$. In the high temperature region ($`T>T_k`$) the non-integral valence of Yb ions is produced by uncorrelated electron transitions between the $`f`$ shell of a Yb ion and conduction band. The transitions do not breakdown the localized character of $`f`$ electron states. Certain correlations due to the Kondo effect arise only when the temperature lowers to temperatures about $`T_k.`$ As we have shown above within our approach, at $`T<T_v`$ the mixed valence state of Yb ions is caused by the effective hybridization between 4$`f`$ and conduction band states, which results in a renormalization of the conduction band and the formation of hybrid quasiparticle states due to the coherent Kondo effect. In other words, one can say that at $`T<T_v`$ the electron transitions become strongly correlated. From this point of view the change of the Yb ion valence is related to the change of the spatial electron distribution over electron states of all ions, including Cu and In ions, participating in the formation of the renormalized conduction band, which is consistent with the NQR and Knight shift measurements . This physical picture is also consistent with the theory of the mixed-valent state formation for a single Kondo impurity in terms of the single impurity Anderson model (see, for example,).
There is another interesting problem related to the crystal field splitting of the degenerate 4$`f`$ level in YbInCu<sub>4</sub>. The inelastic neutron scattering measurements have revealed a crystal-field (CF) splitting of order 32 K in high temperature phase. Below $`T_v`$ the CF excitations disappear. Recently the effect of the hybridization on the CF splitting was also observed in certain Ce based compounds of type ReNi by use of neutron spectroscopy at temperatures below $`T_k`$ in the Fermi-liquid regime. Therefore, one can suppose that the hybridization and formation of the heavy fermion ground state at $`T<T_v`$ also influence the temperature behavior of the CF excitations in YbInCu<sub>4</sub>.
The theory of the first order valence phase transition developed in the present paper can be applied also for studying valence transitions in Ce based and other rare earth compounds. Specifically, recent measurements on Ce alloyed with 7 at.% Sc to stabilize the $`\gamma `$Ce phase against $`\beta `$Ce formation demonstrated a similar physical behavior at the $`\gamma \alpha `$ isostructural first-order phase transition as the behavior observed in YbInCu<sub>4</sub>, namely, localized $`f`$ electrons in $`\gamma `$Ce and delocalized ones in $`\alpha `$Ce, a valence change $`\mathrm{\Delta }N_f0.2`$, a large enhancement of the Kondo scale from $`T_k60`$ K in $`\gamma `$Ce to $`T_01800`$ K in $`\alpha `$Ce and so on. However, according to experimental data, the electron-lattice coupling in Ce based compounds is stronger than this coupling in Yb compounds and can be a driving force of the transition.
In summary, we have used the extended lattice Anderson model for investigating the first-order valence phase transition in YbInCu$`_4.`$ The model takes into account Coulomb repulsion $`U_{cf}`$ between $`f`$ and conduction band holes, and two mechanisms of the electron-lattice interaction. For the model we have developed a mean-field approach based on the $`1/N`$ expansion method. Within the mean-field approach we have found that the system under consideration undergoes a first-order phase transition from the normal state into the heavy-fermion state with mixed valent $`f`$ ions. We have found that the Coulomb interaction $`U_{cf}`$ strongly influences on the exchange interaction $`J`$ between spins of $`f`$ and conduction band electrons. The $`U_{cf}`$ enhances $`J`$ and, as a result, the coherent Kondo effect is also enhanced. It is the driving force of the first-order valence phase transition. Basing on the model, we have carried out numerical calculations of temperature and pressure dependences of thermal, magnetic and elastic properties of YbInCu<sub>4</sub> and obtained a good agreement with experimental results. We have studied the role of the electron-lattice coupling in the compound and found that the $`f`$ shell-size-fluctuation mechanism of the electron-lattice interaction gives the main contribution into the volume change of the lattice and determines the negative sign of the Grüneisen parameter. Our analysis have shown that the evolution of the first-order phase transition into a continuous transition in the series of compounds YbIn<sub>1-x</sub>Ag<sub>x</sub>Cu<sub>4</sub> can be explained by decreasing the interaction $`U_{cf}`$ with increasing Ag concentration $`x`$ due to increase of the charge carrier concentration and an enhancement of charge screening. In the framework of the extended Anderson model we have found that a magnetic field pushes the valence transition to lower energies, and in the $`HT`$ plane the critical line of the first-order valence phase transition is described by an elliptic equation in complete agreement with experimental data
## ACKNOWLEDGMENTS
One of the authors (A.G.) gratefully acknowledges the Physics Institute of the Frankfurt University for hospitality as well as the Russian Fund of Fundamental Investigations for the financial support in part under Grant No. 98-02-18299.
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# Optimal Encryption of Quantum Bits
## 1 Introduction
We consider informationally secure encryption protocols, where any potential eavesdropper, Eve, will have no information about the original quantum state, even if she manages to steal or intercept the entire encrypted quantum data. This scenario is very different from the well-known scheme of quantum cryptography, which in the usual sense is really a secure expansion of an existing classical key, using a quantum channel and a pre-selected set of quantum states. The resulting secure bits might then be used for an encryption algorithm on classical data. But suppose one is concerned with securing quantum data, as is the case considered in this paper. Extending ideas from QKD (such as testing bits in conjugate bases), one might show that given the test is passed, the quantum bits are also secure. However, this case is ill-suited to data security as opposed to communication security. For the tasks targeted in the paper, we need a method to make sure that even if the eavesdropper takes the quantum data, she will still learn nothing about the quantum information. In this case, the eavesdropper may not care about passing any tests, and may remove the qubits and replace them with junk.
We provide a simple method to get informationally secure encryption of any quantum state using a classical secret key. This could have several interesting applications. For example, if we imagine a scenario where good quantum memories are expensive, one might rent quantum storage. Security in such a public-storage model would be a high priority. We assume the user cannot store quantum data herself, but can store classical data. Methods of using trusted centers for quantum cryptography have been developed. Our method would allow a user to encrypt her quantum data using a classical key and allow a potentially malicious center to store the data, and yet she would know that the center could learn nothing about her stored quantum data. Additionally, the untrusted center could act as a quantum communication provider. Several other applications which involve adaptations of classical cryptographic protocols, such as quantum secret sharing using classical key, are outlined later in the paper.
## 2 Classical Informationally Secure Encryption
If $`M`$ is the random variable for the message, and $`C`$ is the random variable for the ciphertext (i.e., output of the encryption process), then Shannon defined informationally secure cryptography in the following way:
$$I(M;C)=H(C)H(C|M)=0.$$
(1)
The above relationship implies $`p(c|m)=p(c)`$, i.e., that the ciphertext, $`c`$, is independent of the message, $`m`$. Since one must be able to recover the message from the ciphertext given the key, one must also satisfy $`I(M;C|K)=H(M)`$. Hence, the secrecy condition combined with the recoverability condition imply that $`H(K)H(M)`$ and $`H(C)H(M)`$ for informationally secure cryptography.
An example of informationally secure cryptography is the one time pad. The message $`m`$ is compressed to it’s entropy, and then a full-entropy random string of length $`H(M)`$ is chosen and called $`k`$. Then, the ciphertext is $`c=mk`$. Given $`c`$, one knows nothing of $`m`$, but given $`c`$ and $`k`$, one has $`m`$ exactly.
This same one time pad approach may be applied in the quantum case.
## 3 Encryption of Quantum Data
Alice has a quantum state that she intends either to send to Bob, or to store in a quantum memory for later use. Eve may intercept the state during transmission or may access the quantum memory. Alice wants to make sure that even if Eve receives the entire state, she learns nothing. Toward this end, any encryption algorithm must be a unitary operation, or more specifically a set of unitary operations which may be chosen with some distribution. It must be unitary because one must be able to undo the encryption, and any quantum operation that is reversible is unitary.
The most general scheme is to have a set of $`M`$ operations, $`\{U_k\}`$, $`k=1,\mathrm{},M`$, where each element $`U_k`$ is a $`2^n\times 2^n`$ unitary matrix. This set of unitary operations is assumed to be known to all, but the classical key, $`k`$, which specifies the $`U_k`$ that is applied to the $`n`$-bit quantum state, is secret. The key is chosen with some probability $`p_k`$ and the input quantum state is encrypted by applying the corresponding unitary operation $`U_k`$. In the decryption stage, $`U_k^{}`$ is applied to the quantum state to retrieve the original state.
The input state, $`\rho `$, is called the message state, and the output state, $`\rho _c`$, is called the cipher-state. The protocol is secure if for every input state, $`\rho `$, the output state, $`\rho _c`$, is the totally mixed state:
$$\rho _c=\underset{k}{}p(k)U_k\rho U_k^{}=\frac{1}{2^n}I.$$
(2)
The reason that $`\rho _c`$ must be the totally mixed state is two fold. First, for security all inputs must be mapped to the same output density matrix (because $`\rho _c`$ must be independent of the input). Second, the output must be the totally mixed state because the totally mixed state is clearly mapped to itself by all encryption sets.
To see that this is secure, we note that Eve could prepare an n-bit totally mixed state on her own. Since two processes that output the same density matrices are indistinguishable, anything that can be learned from $`\rho _c`$ can also be learned from the totally mixed state.
The design criterion is to find such a distribution of unitary operations $`\{p_k,U_k\}`$ that will map all inputs to the totally mixed state. A construction of such a map is given next.
## 4 A Quantum One Time Pad
The algorithm is simple: for each qubit, Alice and Bob share two random secret bits. We assume these bits are shared in advance. If the first bit is $`0`$ she does nothing, else she applies $`\sigma _z`$ to the qubit. If the second bit is $`0`$ she does nothing, else she applies $`\sigma _x`$. Now she sends the qubit to Bob. She continues this protocol for the rest of the bits.
We now show that this quantum one time pad protocol is secure. First note that this bit-wise protocol can be expressed in terms of our general quantum encryption setup by choosing $`p_k=1/2^{2n}`$ and $`U_k=X^\alpha Z^\beta `$ ($`\alpha ,\beta \{0,1\}^n`$), where $`X^\alpha ={\displaystyle \underset{i=1}{\overset{n}{}}}\sigma _x^{\alpha (i)}`$ and $`Z^\beta ={\displaystyle \underset{i=1}{\overset{n}{}}}\sigma _z^{\beta (i)}`$. Thus $`X^\alpha `$ corresponds to applying $`\sigma _x`$ to the bits in positions given by the $`n`$-bit string $`\alpha `$, and similarly for $`Z^\beta `$. Next, define the inner product of two matrices, $`M_1`$ and $`M_2`$, as $`Tr(M_1M_2^{})`$. If the set of all $`2^n\times 2^n`$ matrices is seen as an inner product space (with respect to the preceding inner product), then one can easily verify that the set of $`2^{2n}`$ unitary matrices $`\{X^\alpha Z^\beta \}`$ forms an orthonormal basis. Expanding any message state, $`\rho `$, in this $`X^\alpha Z^\beta `$ basis gives:
$$\rho =\underset{\alpha ,\beta }{}a_{\alpha ,\beta }X^\alpha Z^\beta ,$$
(3)
where $`a_{\alpha ,\beta }=Tr(\rho Z^\beta X^\alpha )/2^n`$. Using this formalism, it is clear that the given choice of $`p_k`$ and $`U_k`$ satisfies eqn. (2), and hence the underlying protocol is secure:
$`{\displaystyle \underset{k}{}}p(k)U_k\rho U_k^{}`$ $`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{\gamma ,\delta }{}}X^\gamma Z^\delta \rho Z^\delta X^\gamma `$ (4)
$`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{\alpha ,\beta }{}}a_{\alpha ,\beta }{\displaystyle \underset{\gamma ,\delta }{}}X^\gamma Z^\delta X^\alpha Z^\beta Z^\delta X^\gamma `$
$`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{\alpha ,\beta }{}}a_{\alpha ,\beta }{\displaystyle \underset{\gamma ,\delta }{}}(1)^{\alpha \delta \gamma \beta }X^\alpha Z^\beta `$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}a_{\alpha ,\beta }\delta _{\alpha ,0}\delta _{\beta ,0}X^\alpha Z^\beta `$
$`=`$ $`a_{0,0}I={\displaystyle \frac{Tr(\rho )}{2^n}}I={\displaystyle \frac{1}{2^n}}I`$
## 5 An Equivalent Problem
Since there are a continuum of valid density matrices, the quantum security criterion (2) can be unwieldy to deal with. Here we introduce a modified condition that is necessary and sufficient for security.
###### Lemma 5.1
An encryption set $`\{p_k,U_k\}`$ satisfies eqn. (2) if and only if it satisfies:
$$\underset{k=1}{\overset{M}{}}p(k)U_kX^\alpha Z^\beta U_k^{}=\delta _{\alpha ,0}\delta _{\beta ,0}I.$$
(5)
Proof: To show that the above condition is sufficient, express $`\rho `$ in the $`X^\alpha Z^\beta `$ basis, as was done in eqn. (4) and apply the eqn. (5).
$`{\displaystyle \underset{k=1}{\overset{M}{}}}p(k)U_k\rho U_k^{}`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}p(k)U_k\left({\displaystyle \underset{\alpha ,\beta }{}}a_{\alpha ,\beta }X^\alpha Z^\beta \right)U_k^{}`$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}a_{\alpha ,\beta }{\displaystyle \underset{k=1}{\overset{M}{}}}p(k)U_kX^\alpha Z^\beta U_k^{}`$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}a_{\alpha ,\beta }\delta _{\alpha ,0}\delta _{\beta ,0}I`$
$`=`$ $`a_{0,0}I={\displaystyle \frac{Tr(\rho )}{2^n}}I={\displaystyle \frac{1}{2^n}}I`$
To show that the modified condition eqn. (5), is necessary is somewhat more involved. First let us introduce some new notations:
$`\rho _i={\displaystyle \frac{I+\sigma _i}{2}}`$ and $`\rho _{mix}={\displaystyle \frac{I}{2}}.`$
The proof may be obtained by induction. Suppose all $`X^\alpha `$ with $`|\alpha |k`$ are mapped to zero by the encryption process. Now consider the following product state of $`nk1`$ mixed states, with exactly $`k+1`$ pure states $`\rho _x`$:
$`\rho `$ $`=`$ $`\rho _{mix}\rho _{mix}\mathrm{}\rho _{mix}\rho _x\rho _x\mathrm{}\rho _x`$
By expanding the above becomes:
$`\rho `$ $`=`$ $`{\displaystyle \frac{I}{2^n}}+{\displaystyle \frac{1}{2^n}}{\displaystyle \underset{\alpha =1}{\overset{2^k1}{}}}X^\alpha +{\displaystyle \frac{1}{2^n}}X^{2^{k+1}1}`$
In the above we use decimal numbers where before we defined $`X^\alpha `$ with $`\alpha `$ in binary; hence $`X^3=X^{00\mathrm{}011}`$. When the above $`\rho `$ is encrypted we know that $`\frac{I}{2^n}`$ is mapped to itself. By assumption $`X^\alpha `$ with $`|\alpha |k`$ is mapped to zero, hence the sum in the expansion of $`\rho `$ disappears. Since $`\rho `$ must be mapped to $`\frac{I}{2^n}`$, then the last term in the above, which is $`X^\alpha `$ with $`|\alpha |=k+1`$, must be mapped to zero. By permuting the initial input states, all $`X^\alpha `$ with $`|\alpha |=k+1`$ must be mapped to zero. The case where $`k=1`$ is our base case. By induction all $`X^\alpha `$ are mapped to zero.
If $`x`$ is replaced by $`z`$ in the above, then all $`Z^\beta `$ are mapped to zero also. If $`x`$ is replaced by $`y`$ and using the fact that all $`X^\alpha `$ and $`Z^\beta `$ are mapped to zero, one sees that all $`X^\alpha Z^\beta `$ are mapped to zero, which proves the lemma.
Thus, by using a basis for the set of $`2^n\times 2^n`$ matrices, the condition for security becomes discrete, and only $`2^{2n}`$ equations need to be satisfied by the set $`\{p_k,U_k\}`$. The above lemma will be useful for showing necessary conditions on encryption sets.
## 6 Characterization and Optimality of Quantum One-Time Pads
So far, we have provided one quantum encryption protocol based on bit-wise Pauli rotations, which uses $`2n`$ random classical bits in order to encrypt $`n`$ quantum bits. In this section we explore the following questions: (1) What are some of the other choices of $`\{p_k,U_k\}`$ that can be used to perform quantum encryption? In general, can one precisely characterize all possible valid choices of $`\{p_k,U_k\}`$? and (2) Is the simple quantum one time pad protocol optimal? That is, can one encrypt $`n`$-bit quantum states using less than $`2n`$ random secret classical bits? First, we prove a sufficient condition for choosing a secure encryption protocol, and then provide a corresponding necessary condition as well. In particular, we show that one cannot perform secure encryption of $`n`$-bit quantum states using less than $`2n`$ random classical bits.
###### Lemma 6.1
Any unitary orthonormal basis for the $`2^n\times 2^n`$ matrices uniformly applied encrypts $`n`$ quantum bits.
Proof: We can always write the matrices, $`U_k`$, in terms of the $`X^\alpha Z^\beta `$ basis as
$$U_k=\underset{\alpha ,\beta }{}C_{\alpha ,\beta }^kX^\alpha Z^\beta .$$
(6)
Since these $`U_k`$’s form an orthonormal basis, the $`2^{2n}\times 2^{2n}`$ transformation matrix $`C`$, comprising of the transformation coefficients, is a unitary matrix. Hence, the rows and columns of $`C`$ are orthonormal:
$$\underset{k=1}{\overset{M}{}}C_{\alpha ,\beta }^k(C_{\gamma ,\delta }^k)^{}=\delta _{\alpha ,\gamma }\delta _{\beta ,\delta }\text{and}\underset{\alpha ,\beta }{}C_{\alpha ,\beta }^k(C_{\alpha ,\beta }^l)^{}=\delta _{k,l}.$$
(7)
By substitution of $`U_k`$ in (2) the lemma is obtained:
$`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{k}{}}U_k\rho U_k^{}`$ $`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{k}{}}\left({\displaystyle \underset{\alpha ,\beta }{}}C_{\alpha ,\beta }^kX^\alpha Z^\beta \right)\rho \left({\displaystyle \underset{\gamma ,\delta }{}}C_{\gamma ,\delta }^{k}{}_{}{}^{}Z^\delta X^\gamma \right)`$
$`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{k}{}}{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle \underset{\gamma ,\delta }{}}C_{\alpha ,\beta }^kC_{\gamma ,\delta }^{k}{}_{}{}^{}X^\alpha Z^\beta \rho Z^\delta X^\gamma `$
$`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle \underset{\gamma ,\delta }{}}\left({\displaystyle \underset{k}{}}C_{\alpha ,\beta }^kC_{\gamma ,\delta }^{k}{}_{}{}^{}\right)X^\alpha Z^\beta \rho Z^\delta X^\gamma `$
$`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle \underset{\gamma ,\delta }{}}\delta _{\alpha ,\gamma }\delta _{\beta ,\delta }X^\alpha Z^\beta \rho Z^\delta X^\gamma `$
$`=`$ $`{\displaystyle \frac{1}{2^{2n}}}{\displaystyle \underset{\alpha ,\beta }{}}X^\alpha Z^\beta \rho Z^\beta X^\alpha `$
$`=`$ $`{\displaystyle \frac{1}{2^n}}I`$
###### Lemma 6.2
Given any quantum encryption set, $`\{p_k,U_k\}`$, $`k=1,\mathrm{},M`$, (i.e.,$`{\displaystyle \underset{k}{}}p_k=1`$, $`U_k`$ is unitary, and eqns. (2) and (5) are satisfied), let $`\stackrel{~}{U_k}=\sqrt{p_k}U_k={\displaystyle \underset{\alpha ,\beta }{}}\stackrel{~}{C}_{\alpha ,\beta }^kX^\alpha Z^\beta ,`$ and let $`\stackrel{~}{C}`$ be the $`M\times 2^{2n}`$ transformation matrix, comprising of the transformation coefficients $`\stackrel{~}{C}_{\alpha ,\beta }^k`$. Then $`M2^{2n}`$, and
$$\stackrel{~}{C}^{}\stackrel{~}{C}=\frac{1}{2^{2n}}I_{2^{2n}\times 2^{2n}}.$$
Proof:$`\{p_k,U_k\}`$ satisfies eqns. (2) and (5). Hence, for every $`\mathrm{},m`$ $`\{0,1\}^n`$,
$`\delta _{\mathrm{},0}\delta _{m,0}I`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}p(k)U_kX^{\mathrm{}}Z^mU_k^{}`$
$`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}\stackrel{~}{U_k}X^{\mathrm{}}Z^m\stackrel{~}{U_k}^{}`$
$`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle \underset{\gamma ,\delta }{}}\stackrel{~}{C}_{\alpha ,\beta }^k(\stackrel{~}{C}_{\gamma ,\delta }^k)^{}X^\alpha Z^\beta X^{\mathrm{}}Z^mZ^\delta X^\gamma `$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle \underset{\gamma ,\delta }{}}(1)^{\beta \mathrm{}+\gamma (\beta +\delta +m)}\left({\displaystyle \underset{k=1}{\overset{M}{}}}\stackrel{~}{C}_{\alpha ,\beta }^k(\stackrel{~}{C}_{\gamma ,\delta }^k)^{}\right)X^{\alpha +\gamma +\mathrm{}}Z^{\beta +\delta +m}`$
$`=`$ $`{\displaystyle \underset{p,q}{}}\left({\displaystyle \underset{\alpha ,\beta }{}}(1)^{\beta \mathrm{}+(p+\mathrm{}+\alpha )q}\left({\displaystyle \underset{k=1}{\overset{M}{}}}\stackrel{~}{C}_{\alpha ,\beta }^k(\stackrel{~}{C}_{\alpha +p+\mathrm{},\beta +q+m}^k)^{}\right)\right)X^pZ^q.`$
Using the linear independence of the $`X^pZ^q`$, only the identity component is non-zero. Hence security implies:
$`\delta _{\mathrm{},0}\delta _{m,0}\delta _{p,0}\delta _{q,0}`$ $`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}(1)^{\beta \mathrm{}+\alpha q}\left({\displaystyle \underset{k=1}{\overset{M}{}}}\stackrel{~}{C}_{\alpha ,\beta }^k(\stackrel{~}{C}_{\alpha +p+\mathrm{},\beta +q+m}^k)^{}\right)`$ (8)
$`=`$ $`{\displaystyle \underset{\alpha ,\beta ,\gamma ,\delta }{}}(1)^{\beta \mathrm{}+\alpha q}\delta _{\gamma ,\alpha +p+\mathrm{}}\delta _{\delta ,\beta +q+m}\left({\displaystyle \underset{k=1}{\overset{M}{}}}\stackrel{~}{C}_{\alpha ,\beta }^k(\stackrel{~}{C}_{\gamma ,\delta }^k)^{}\right)`$
As it will be evident, the second step in the above equation will be used to introduce a linear algebra formulation of the problem. Now, let
$`\mathrm{\Psi }_{(\alpha ,\beta ),(\gamma ,\delta )}`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{M}{}}}\stackrel{~}{C}_{\alpha ,\beta }^k(\stackrel{~}{C}_{\gamma ,\delta }^k)^{},`$
which is the standard inner product of the $`(\alpha ,\beta )^{th}`$ and the $`(\gamma ,\delta )^{th}`$ columns of $`\stackrel{~}{C}`$ or $`\left(\stackrel{~}{C}^{}\stackrel{~}{C}\right)_{(\alpha ,\beta ),(\gamma ,\delta )}`$, and let
$`𝐌_{(\mathrm{},m,p,q),(\alpha ,\beta ,\gamma ,\delta )}`$ $`=`$ $`(1)^{\beta \mathrm{}+\alpha q}\delta _{\gamma ,\alpha +p+\mathrm{}}\delta _{\delta ,\beta +q+m}.`$
Eqn. (8) can now be written as a set of $`2^{4n}`$ linear equations: $`𝐌𝚿`$ $`=[\mathrm{1\hspace{0.33em}0}\mathrm{}0]^T`$, where $`𝚿`$ is the $`2^{4n}\times 1`$ vector consisting of all the possible inner products of pairs of columns of $`\stackrel{~}{C}`$, and $`𝐌`$ is a $`2^{4n}\times 2^{4n}`$ matrix with elements from the set $`1,0,1`$. Next we observe that a matrix $`𝐀`$ is orthogonal if and only if $`_jA_{i,j}A_{i^{},j}=A_i^2\delta _{i,i^{}}`$, where $`A_i`$ is the norm of the $`i^{th}`$ row (which must be greater than zero). One can easily verify that $`𝐌`$ is an orthogonal matrix:
$`{\displaystyle \underset{\alpha ,\beta ,\gamma ,\delta }{}}𝐌_{(\mathrm{},m,p,q),(\alpha ,\beta ,\gamma ,\delta )}𝐌_{(\mathrm{}^{},m^{},p^{},q^{}),(\alpha ,\beta ,\gamma ,\delta )}`$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta ,\gamma ,\delta }{}}(1)^{\beta \mathrm{}+\alpha q}\delta _{\gamma ,\alpha +p+l}\delta _{\delta ,\beta +q+m}(1)^{\beta \mathrm{}^{}+\alpha q^{}}\delta _{\gamma ,\alpha +p^{}+l^{}}\delta _{\delta ,\beta +q^{}+m^{}}`$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta ,\gamma ,\delta }{}}(1)^{\beta (\mathrm{}+\mathrm{}^{})+\alpha (q+q^{})}\delta _{\gamma ,\alpha +p+l}\delta _{\delta ,\beta +q+m}\delta _{\gamma ,\alpha +p^{}+l^{}}\delta _{\delta ,\beta +q^{}+m^{}}`$
$`=`$ $`{\displaystyle \underset{\alpha ,\beta }{}}(1)^{\beta (\mathrm{}+\mathrm{}^{})+\alpha (q+q^{})}\delta _{p+l,p^{}+l^{}}\delta _{q+m,q^{}+m^{}}`$
$`=`$ $`2^{2n}\delta _{l,l^{}}\delta _{q,q^{}}\delta _{p+l,p^{}+l^{}}\delta _{q+m,q^{}+m^{}}`$
$`=`$ $`2^{2n}\delta _{l,l^{}}\delta _{q,q^{}}\delta _{p,p^{}}\delta _{m,m^{}}.`$
In showing the above we have also found the inverse of $`𝐌`$. The orthonormality of $`𝐌`$ means that $`\mathrm{𝐌𝐌}^T=2^{2n}I`$, and hence $`𝐌^1=𝐌^T/2^{2n}`$. Therefore, $`𝚿`$ $`=\frac{𝐌^T[\mathrm{1\hspace{0.33em}0}\mathrm{}0]^T}{2^{2n}}`$, which means $`𝚿`$ is the first row of $`𝐌`$ renormalized:
$$\mathrm{\Psi }_{(\alpha ,\beta ),(\gamma ,\delta )}=\frac{𝐌_{(0,0,0,0)(\alpha ,\beta ,\gamma ,\delta )}}{2^{2n}}=\frac{1}{2^{2n}}\delta _{\alpha ,\gamma }\delta _{\beta ,\delta }.$$
Since $`\left(\stackrel{~}{C}^{}\stackrel{~}{C}\right)_{(\alpha ,\beta ),(\gamma ,\delta )}=\mathrm{\Psi }_{(\alpha ,\beta ),(\gamma ,\delta )}`$ we have
$$\stackrel{~}{C}^{}\stackrel{~}{C}=\frac{1}{2^{2n}}I_{2^{2n}\times 2^{2n}}.$$
Since $`I_{2^{2n}\times 2^{2n}}`$ is a full rank matrix, then $`\stackrel{~}{C}`$ must have at least as many rows as columns. $`\stackrel{~}{C}`$ has $`2^{2n}`$ columns so $`M2^{2n}`$.
###### Theorem 6.3
Any given quantum encryption set, $`\{p_k,U_k\}`$, $`k=1,\mathrm{},M`$, (i.e.,$`{\displaystyle \underset{k}{}}p_k=1`$, $`U_k`$ is unitary, and eqns. (2) and (5) are satisfied) has:
$`H(p_1,\mathrm{},p_M)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{M}{}}}p_i\mathrm{log}{\displaystyle \frac{1}{p_i}}2n.`$
Hence, one must use at least $`2n`$ random classical bits for any quantum encryption. Additionally, if $`M=2^{2n}`$, then $`p_k=\frac{1}{2^{2n}}`$ and $`U_k`$’s form an orthonormal basis. Hence, a set $`\{p_k,U_k\}`$ involving only $`2n`$ secret classical bits is a quantum encryption set if and only if the unitary matrix elements form an orthonormal basis, and they are all equally likely.
Proof: By Lemma 6.2 we have that
$$\stackrel{~}{C}^{}\stackrel{~}{C}=\frac{1}{2^{2n}}I_{2^{2n}\times 2^{2n}}.$$
Using a singular value decomposition of $`\stackrel{~}{C}`$, we have the following relationships:
$$\stackrel{~}{C}=W\mathrm{\Lambda }V^{},\stackrel{~}{C}^{}\stackrel{~}{C}=V(\mathrm{\Lambda }^{}\mathrm{\Lambda })V^{},\text{and}\stackrel{~}{C}\stackrel{~}{C}^{}=W(\mathrm{\Lambda }\mathrm{\Lambda }^{})W^{},$$
where $`W`$ and $`V`$ are $`M\times M`$ and $`2^{2n}\times 2^{2n}`$ unitary matrices, respectively, and $`\mathrm{\Lambda }`$ is an $`M\times 2^{2n}`$ diagonal rectangular matrix: $`\mathrm{\Lambda }(i,j)=\lambda _i\delta _{i,j}`$.Note that $`\mathrm{\Lambda }^{}\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }\mathrm{\Lambda }^{}`$ are real diagonal matrices and have the same non-zero elements; hence, $`\stackrel{~}{C}^{}\stackrel{~}{C}`$ and $`\stackrel{~}{C}\stackrel{~}{C}^{}`$ have the same non-zero eigenvalues. Since $`\stackrel{~}{C}^{}\stackrel{~}{C}`$ has $`2^{2n}`$ repeated eigenvalues ($`=\frac{1}{2^{2n}}`$) and $`M2^{2n}`$,$`\stackrel{~}{C}\stackrel{~}{C}^{}`$ has $`2^{2n}`$ repeated eigenvalues ($`=\frac{1}{2^{2n}}`$) and the rest of its $`M2^{2n}`$ eigenvalues are 0. Also note that the diagonal entries of $`\stackrel{~}{C}\stackrel{~}{C}^{}`$ are the probabilities $`p_k`$’s and hence,
$$p_k=\frac{Tr(\stackrel{~}{U}_k\stackrel{~}{U}_{k}^{}{}_{}{}^{})}{2^n}=(\stackrel{~}{C}\stackrel{~}{C}^{})_{k,k}=\frac{1}{2^{2n}}\underset{i=1}{\overset{2^{2n}}{}}|W_{i,k}|^2\frac{1}{2^{2n}}.$$
The above uses the facts that since $`W`$ is unitary, $`_{i=1}^M|W_{i,k}|^2=1`$ and that $`M2^{2n}`$. Hence,
$$H(p_1,\mathrm{},p_M)=\underset{i=1}{\overset{M}{}}p_i\mathrm{log}\frac{1}{p_i}2n\underset{i=1}{\overset{M}{}}p_i=2n.$$
In the particular case where $`M=2^{2n}`$, we have $`\stackrel{~}{C}\stackrel{~}{C}^{}=\stackrel{~}{C}^{}\stackrel{~}{C}={\displaystyle \frac{1}{2^{2n}}}I_{2^{2n}\times 2^{2n}}`$. Hence
$`{\displaystyle \frac{Tr(\stackrel{~}{U}_k\stackrel{~}{U}_{j}^{}{}_{}{}^{})}{2^n}}`$ $`=`$ $`\delta _{k,j}{\displaystyle \frac{1}{2^{2n}}},`$
which gives $`p_k=\frac{1}{2^{2n}}`$, and that the set $`\{U_k\}`$ necessarily forms an orthonormal basis. The proof is completed by observing that by lemma 6.1 any unitary orthonormal basis applied uniformly is sufficient.
## 7 Encryption vs. Teleportation and Superdense Coding
One of the most interesting results in quantum information theory is the teleportation of quantum bits by shared EPR pairs and classical channels. The quantum one time pad described in Section 4 could be implemented using the usual teleportation scheme by encrypting the classical communications with a one time pad. Hence, teleportation gives one example of a quantum encryption algorithm. In the original teleportation paper a proof that two classical bits are required to teleport is given. The proof is based on a construction that gives superluminal communication if teleportation can be done with less than two bits. This proof however does not imply that all quantum encryption sets require $`2n`$ bits. To do so would require one to prove that all quantum encryption sets correspond to a teleportation protocol. On the other hand, as we show next, all teleportation protocols correspond to a quantum encryption set; hence, Theorem 6.3 provides a new proof of optimality of teleportation.
A general teleportation scheme can be described as follows: Alice and Bob share a pure state comprising $`2n`$ qubits, $`\rho _{AB}`$, such that the traced out $`n`$-bit states of Alice and Bob satisfy: $`\rho _A=\rho _B=\frac{1}{2^n}I`$. Next, Alice receives an unknown $`n`$-bit quantum state $`\rho `$, and performs a joint measurement (i.e., on $`\rho `$ and $`\rho _A`$), which produces one of a fixed set of outcomes $`m_k`$, $`k=1,\mathrm{},M`$, each with probability $`p_k`$. The particular outcome $`m_k`$ is classically communicated to Bob using $`H(p_1,\mathrm{},p_M)`$ bits. Bob performs a corresponding unitary operation $`U_k`$ on his state to retrieve $`\rho `$. Hence, after Alice’s measurement (and before Bob learns the outcome), Bob’s state can be expressed as $`\rho _B=\frac{1}{2^n}I={\displaystyle \underset{k=1}{\overset{M}{}}}p(k)U_k\rho U_k^{}`$, which is exactly the encrypted state of the message, $`\rho `$, defined in Eqn. (2). Hence, every teleportation scheme corresponds to an encryption protocol $`\{p_k,U_k\}`$. Since we prove that all quantum encryption sets require $`2n`$ classical bits, then all teleportation schemes must also require $`2n`$ classical bits. Note that our proof only relies on the properties of the underlying vector spaces.
Superdense coding also has a connection to quantum encryption. Consider the case where Alice asks Bob to encrypt something and then Alice wishes to learn the key that Bob used to encrypt. In the case of the classical one time pad $`c=mk`$, and so given a message and it’s accompanying ciphertext, one learns the key: $`k=mc`$. Quantumly, each quantum bit has two classical key bits to learn. Due to Holevo’s theorem it may seem that this implies that there is no way to learn the classical key exactly. This intuition is not correct. Alice can learn Bob’s key in the following way. Alice prepares $`n`$ singlets and gives half of each singlet to Bob. Bob encrypts them using the simple quantum one time pad and returns them to Alice. Alice can learn the key exactly by measuring each former singlet in the bell basis. The outcome would tell Alice exactly which transformation Bob applied. This protocol corresponds exactly to the superdense coding scheme.
Interestingly, some insight is gained as to where the factor of two between the number of classical and quantum bits comes from in both encryption and teleportation. In the case of classical bits, $`\rho `$ is diagonal. A basis for all diagonal matrices is $`Z^\beta `$. Hence, for encryption of classical bits there are only $`2^n`$ equations. In the quantum case, by lemma 5.1, there are $`2^{2n}`$ equations to satisfy, so it is not too surprising that there are twice as many classical bits needed. Equivalently, the $`\mathrm{log}`$ of the size of the space is twice as large quantumly as opposed to classically. The proof given here could be particularized to give a new proof of Shannon’s original result on informationally secure classical encryption.
## 8 Discussion
We have presented an algorithm for using $`2n`$ secret classical bits to secure $`n`$ quantum bits. These encrypted quantum bits may now be held by an untrusted party with no danger that information may be learned from these bits. Any number of applications may be imagined for this algorithm, or class of algorithms $`\{p_k,U_k\}`$. For instance, rather than using random classical data of size $`2n`$, one could use a secret key ciphers or stream ciphers to keep a small finite classical key, for instance 256 bits, to generate pseudo-random bits to encrypt quantum data. In fact, these notions allow for straight-forward generalizations of many classical protocols to quantum data. Quantum secret sharing has been developed that may be used to share quantum secrets. Classical secret sharing schemes are known that are informationally secure. By encrypting a quantum state of $`n`$ bits with $`2n`$ classical bits, and then using classical secret sharing on the $`2n`$ bits, one may use these informationally secure classical methods in the quantum world. This protocol would allow users with only classical resources to perform secret sharing given an untrusted center to store the quantum data. One application independently suggested by Crépeau et. al. is to build quantum bit commitment schemes based on computationally secure classical bit commitment schemes.
## 9 Acknowledgements
We would like to thank Tal Mor for helpful discussions. This work was supported in part by grants from the Revolutionary Computing group at JPL (contract #961360), and from the DARPA Ultra program (subcontract from Purdue University #530–1415–01)
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# Untitled Document
New Einstein Metrics in Dimension Five
Charles P. Boyer Krzysztof Galicki
During the preparation of this work the authors were partially supported by NSF grant DMS-9970904.
Abstract: The purpose of this note is to introduce a new method for proving the existence of Sasakian-Einstein metrics on certain simply connected odd dimensional manifolds. We then apply this method to prove the existence of new Sasakian-Einstein metrics on $`S^2\times S^3`$ and on $`\left(S^2\times S^3\right)\mathrm{\#}\left(S^2\times S^3\right).`$ These give the first known examples of non-regular Sasakian-Einstein 5-manifolds. Our method involves describing the Sasakian-Einstein structures as links of certain isolated hypersurface singularities, and makes use of the recent work of Demailly and Kollár who obtained new examples of Kähler-Einstein del Pezzo surfaces with quotient singularities.
0. Introduction
Since any three dimensional Einstein manifold has constant curvature, the essential study of Sasakian-Einstein manifolds begins in dimension five. Moreover, since a complete Sasakian-Einstein manifold is necessarily spin with finite fundamental group, Smale’s classification \[Sm\] of simply connected compact 5-manifolds with spin applies. If there is no torsion in $`H_2`$ then Smale’s theorem says that any such 5-manifold is diffeomorphic to $`S^5\mathrm{\#}k(S^2\times S^3)`$ for some $`k.`$ In the classification of Sasakian-Einstein manifolds it is judicious to distinguish between regular Sasakian-Einstein manifolds and non-regular ones. The compact simply connected five dimensional manifolds admitting a regular Sasakian-Einstein structure have been classified by Friedrich and Kath \[FK\], and it follows from the classification of smooth del Pezzo surfaces admitting Kähler-Einstein metrics due to Tian and Yau \[TY\]. These 5-manifolds are $`S^5`$ and $`\mathrm{\#}k(S^2\times S^3)`$ for $`k=1,3,\mathrm{},8.`$ For $`k=3,\mathrm{},8`$ they are are circle bundles over $`\mathrm{}^2`$ blown up at $`k`$ generic points, whereas for $`k=1`$ this is the homogeneous Stiefel manifold $`V_{4,2}(\mathrm{})`$ which is a circle bundle over $`\mathrm{}^1\times \mathrm{}^1.`$ Notice that $`k=2`$ is missing from this list as are the circle bundles over $`\mathrm{}^2`$ blown-up at one or two points. The reason for this is Matsushima’s well-known obstruction to the existence of Kähler-Einstein metrics when the complex automorphism group is not reductive. Thus, any Sasakian-Einstein structure on the connected sum of two copies of $`S^2\times S^3`$ must be non-regular. In this note we prove the existence of such a non-regular Sasakian-Einstein metric thus filling this “$`k=2`$ gap”. It is an interesting question as to whether Sasakian-Einstein structures exist on $`\mathrm{\#}k(S^2\times S^3)`$ for $`k>8.`$ Of course, if such structures exist they must be non-regular.
Note Added: The ideas of this paper have been developed much further in \[BGN1,BGN2\] where the existence of infinite families of Sasakian-Einstein metrics on the k-fold connected sum $`k\mathrm{\#}(S^2\times S^3)`$ is proven for $`k=2,\mathrm{},9.`$ The moduli of such structures is also discussed. However, it is still an open question as to whether there are Sasakian-Einstein metrics on $`\mathrm{\#}k(S^2\times S^3)`$ for $`k>9.`$
We also prove the existence of two inhomogeneous non-regular Sasakian-Einstein metrics on $`S^2\times S^3.`$ Recently it has been shown that the manifold $`S^2\times S^3`$ admits quite a few Einstein metrics. First Wang and Ziller \[WZ\] proved the existence of a countable number of homogeneous Einstein metrics on $`S^2\times S^3.`$ More recently Böhm \[Böh\] showed the existence of a countable number of cohomogeneity one Einstein metrics on $`S^2\times S^3.`$ Our new Sasakian-Einstein metrics are also inhomogeneous and they are not isometric to any of the Böhm’s examples. Explicitly, we prove
Theorem A: There exists a non-regular Sasakian-Einstein metric on $`(S^2\times S^3)\mathrm{\#}(S^2\times S^3).`$
Theorem B: There exist two inequivalent inhomogeneous Sasakian-Einstein metrics on $`S^2\times S^3.`$ These metrics are inequivalent as Riemannian metrics to the inhomogeneous metrics of Böhm. Hence, $`S^2\times S^3`$ admits at least three distinct Sasakian-Einstein metrics.
A Sasakian structure on a manifold defines several interesting objects. It defines a one-dimensional foliation, a CR-structure, and a contact structure. Indeed, combining all three of these, it defines a Pfaffian structure with a transverse Kähler geometry. Now in each case above the Sasakian-Einstein structure is unique within the CR-structure. Thus, on $`S^2\times S^3`$ we have three distinct CR-structures. It is interesting to ask the question as to whether the three Sasakian-Einstein structures on $`S^2\times S^3`$ belong to distinct contact structures. This is a more subtle question as contact geometry has no local invariants. Perhaps there is a connection between certain link invariants and contact invariants as suggested by Arnold \[Arn\].
Our method of proofs of Theorems A and B is to consider the Sasakian geometry of links of isolated hypersurface singularities defined by weighted homogeneous polynomials. We then make use of a recent result of Demailly and Kollár \[DK\] proving the existence of Kähler-Einstein metrics on certain del Pezzo orbifolds given as hypersurfaces in certain weighted projective spaces. The links which can then be represented as the total space of V-bundles over these orbifolds admit Sasakian-Einstein metrics. We then use a well-known algorithm of Milnor and Orlik \[MO\] to compute the characteristic polynomials of the monodromy maps associated to the links. This allows us to determine the second Betti number of the link. Then using a method of Randell \[Ran\] we can show that the links have no torsion, and apply Smale’s classification theorem.
Acknowledgments: We would like to thank Alex Buium and Michael Nakamaye for helpful discussions. We also want to thank János Kollár for several valuable e-mail communications as well as his interest in our work.
1. The Sasakian Geometry of Links of Weighted Homogeneous Polynomials
In this section we discuss the Sasakian geometry of links of isolated hypersurface singularities defined by weighted homogeneous polynomials. Consider the affine space $`\mathrm{}^{n+1}`$ together with a weighted $`\mathrm{}^{}`$-action given by $`(z_0,\mathrm{},z_n)(\lambda ^{w_0}z_0,\mathrm{},\lambda ^{w_n}z_n),`$ where the weights $`w_j`$ are positive integers. It is convenient to view the weights as the components of a vector $`𝐰(\mathrm{}^+)^{n+1},`$ and we shall assume that $`\mathrm{gcd}(w_0,\mathrm{},w_n)=1.`$ Let $`f`$ be a quasi-homogeneous polynomial, that is $`f\mathrm{}[z_0,\mathrm{},z_n]`$ and satisfies
$$f(\lambda ^{w_0}z_0,\mathrm{},\lambda ^{w_n}z_n)=\lambda ^df(z_0,\mathrm{},z_n),$$
$`1.1`$
where $`d\mathrm{}^+`$ is the degree of $`f.`$ We are interested in the weighted affine cone $`C_f`$ defined by the equation $`f(z_0,\mathrm{},z_n)=0.`$ We shall assume that the origin in $`\mathrm{}^{n+1}`$ is an isolated singularity, in fact the only singularity, of $`f.`$ Then the link $`L_f`$ defined by
$$L_f=C_fS^{2n+1},$$
$`1.2`$
where
$$S^{2n+1}=\{(z_0,\mathrm{},z_n)\mathrm{}^{n+1}|\underset{j=0}{\overset{n}{}}|z_j|^2=1\}$$
is the unit sphere in $`\mathrm{}^{n+1},`$ is a smooth manifold of dimension $`2n1.`$ Furthermore, it is well-known \[Mil\] that the link $`L_f`$ is $`(n2)`$-connected.
On $`S^{2n+1}`$ there is a well-known \[YK\] “weighted” Sasakian structure $`(\xi _𝐰,\eta _𝐰,\mathrm{\Phi }_𝐰,g_𝐰)`$ which in the standard coordinates $`\{z_j=x_j+iy_j\}_{j=0}^n`$ on $`\mathrm{}^{n+1}=\mathrm{}^{2n+2}`$ is determined by
$$\eta _𝐰=\frac{\underset{i=0}{\overset{n}{}}(x_idy_iy_idx_i)}{_{i=0}^nw_i(x_i^2+y_i^2)},\xi _𝐰=\underset{i=0}{\overset{n}{}}w_i(x_i_{y_i}y_i_{x_i}),$$
and the standard Sasakian structure $`(\xi ,\eta ,\mathrm{\Phi },g)`$ on $`S^{2n+1}.`$ Explicitly, we have
$$\begin{array}{cc}\hfill \mathrm{\Phi }_𝐰& =\mathrm{\Phi }\mathrm{\Phi }\xi _w\eta _w\hfill \\ \hfill g_𝐰& =\frac{1}{\eta (\xi _𝐰)}[g\eta _𝐰\xi _𝐰g\xi _𝐰g\eta _𝐰+g(\xi _𝐰,\xi _𝐰)\eta _𝐰\eta _𝐰]+\eta _𝐰\eta _𝐰.\hfill \end{array}$$
$`1.3`$
Now, by equation 1.1, the $`\mathrm{}^{}(𝐰)`$ action on $`\mathrm{}^{n+1}`$ restricts to an action on $`C_f,`$ and the associated $`S^1`$ action restricts to an action on both $`S^{2n+1}`$ and $`L_f.`$ It follows that $`\xi _𝐰`$ is tangent to the submanifold $`L_f`$ and, by abuse of notation, we shall denote by $`\xi _𝐰,\eta _𝐰,\mathrm{\Phi }_𝐰,g_𝐰`$ the corresponding tensor fields on both $`S^{2n+1}`$ and $`L_f.`$ Now $`\mathrm{\Phi }_𝐰`$ coincides with $`\mathrm{\Phi }`$ on the contact subbundle $`𝒟`$ on $`S^{2n+1}`$ which defines an integrable almost complex structure on $`𝒟.`$ Moreover, since $`f`$ is a holomorphic function on $`\mathrm{}^{n+1}`$ the Cauchy-Riemann equations imply that for any smooth section $`X`$ of $`𝒟`$ we have $`\mathrm{\Phi }_𝐰X(f)=0.`$ Thus, $`L_f`$ is an invariant submanifold of $`S^{2n+1}`$ with its weighted Sasakian structure. We have arrived at a theorem given by Takahashi \[Tak, YK\] in the case of Brieskorn-Pham links and we have seen that Takahashi’s proof easily generalizes to the case of arbitrary weighted homogeneous hypersurface singularities.
Theorem 1.4: The quadruple $`(\xi _𝐰,\eta _𝐰,\mathrm{\Phi }_𝐰,g_𝐰)`$ gives $`L_f`$ a quasi-regular Sasakian structure.
Actually as with Kähler structures there are many Sasakian structures on a given Sasakian manifold. In fact there are many Sasakian structures which have $`\xi `$ as its characteristic vector field. To see this let $`(\xi ,\eta ,\mathrm{\Phi },g)`$ be a Sasakian structure on a smooth manifold (orbifold) $`M,`$ and consider a deformation of this structure by adding to $`\eta `$ a continuous one parameter family of 1-forms $`\zeta _t`$ that are basic with respect to the characteristic foliation. We require that the 1-form $`\eta _t=\eta +\zeta _t`$ satisfy the conditions
$$\eta _0=\eta ,\zeta _0=0,\eta _t(d\eta _t)^n0t[0,1].$$
$`1.5`$
This last non-degeneracy condition implies that $`\eta _t`$ is a contact form on $`M`$ for all $`t[0,1].`$ Then by Gray’s Stability Theorem \[MS\] $`\eta _t`$ belongs to the same contact structure as $`\eta .`$ Moreover, since $`\zeta _t`$ is basic $`\xi `$ is the Reeb (characteristic) vector field associated to $`\eta _t`$ for all $`t.`$ Now let us define
$$\begin{array}{cc}\hfill \mathrm{\Phi }_t& =\mathrm{\Phi }\xi \zeta _t\mathrm{\Phi }\hfill \\ \hfill g_t& =g+d\zeta _t(\mathrm{\Phi }\text{id})+\zeta _t\eta +\eta \zeta _t+\zeta _t\zeta _t.\hfill \end{array}$$
$`1.6`$
Note that it is not at all clear from this definition that $`g_t`$ is a Riemannian metric, but we shall check this below. We have
Theorem 1.7: Let $`(M,\xi ,\eta ,\mathrm{\Phi },g)`$ be a Sasakian manifold. Then for all $`t[0,1]`$ and every basic 1-form $`\zeta _t`$ such that $`d\zeta _t`$ is of type $`(1,1)`$ and such that 1.5 holds $`(\xi ,\eta _t,\mathrm{\Phi }_t,g_t)`$ defines a Sasakian structure on $`M`$ belonging to the same underlying contact structure as $`\eta .`$
Proof: The conditions of 1.5 guarantee that $`(\xi ,\eta _t,\mathrm{\Phi }_t,g_t)`$ defines a Pfaffian structure, i.e. a contact structure with a fixed contact 1-form. We need to check that it is a metric contact structure and that it is normal. It is easy to check that the metric $`g_t`$ of 1.6 can be rewritten as
$$g_t=d\eta _t(\mathrm{\Phi }_t\text{id})+\eta _t\eta _t.$$
$`1.8`$
It follows from the fact $`d\eta _t`$ is type $`(1,1)`$ on the contact bundle $`𝒟_t=\text{ker}\eta _t`$ that $`g_t`$ is a symmetric bilinear form and then a straightforward computation checks the compatibility condition
$$g_t(\mathrm{\Phi }_tX,\mathrm{\Phi }_tY)=g_t(X,Y)\eta _t(X)\eta _t(Y).$$
The positive definiteness of $`g_t`$ follows from the positive definiteness of $`g`$ and the non-degeneracy condition in 1.5. Moreover, one easily checks the identity $`\mathrm{\Phi }_t^2=\text{id}+\xi \eta _t.`$ Next we check normality which amounts to checking two conditions, that the almost CR structure defined by $`\mathrm{\Phi }_t`$ on the contact bundle $`𝒟_t`$ is integrable, and that $`\xi `$ is a Killing vector field for the metric $`g_t.`$ The last condition is equivalent to vanishing of the Lie derivative $`_\xi \mathrm{\Phi }_t`$ for all $`t`$ which follows immediately from the first of equations 1.6 and the facts that it holds for $`t=0`$ and that $`\zeta _t`$ is basic. Integrability follows from the fact that the almost CR structure defined by $`\mathrm{\Phi }`$ on $`𝒟`$ is integrable, and that the first of equations 1.6 is just the projection of the image of $`\mathrm{\Phi }`$ onto $`𝒟_t.`$
In general these structures are inequivalent and the moduli space of Sasakian structures having the same characteristic vector field is infinite dimensional. Indeed since the link of a hypersurface is determined by the $`S^1(𝐰)`$ action we formulate the following:
Definition 1.8: A Sasakian structure $`(\xi ,\eta ,\mathrm{\Phi },g)`$ on $`L_f`$ is said to be compatible with the link $`L_f`$ if $`\xi `$ is a generator of the $`S^1`$ action on $`L_f.`$ We say that $`\xi `$ is the standard generator if $`\xi =\xi _𝐰`$, where $`𝐰`$ is the weight vector of $`L_f`$ satisfying $`\mathrm{gcd}(w_0,\mathrm{},w_n)=1.`$
For every compatible Sasakian structure there is one with a standard generator, and hereafter we shall always choose the standard generator for a compatible Sasakian structure unless otherwise stated. We are interested in the following question:
Problem 1.9: Given a link $`L_f`$ with a given Sasakian structure $`(\xi ,\eta ,\mathrm{\Phi },g),`$ when can we find a 1-form $`\zeta `$ such that the deformed structure $`(\xi ,\eta +\zeta ,\mathrm{\Phi }^{},g^{})`$ is Sasakian-Einstein ?
This is a Sasakian version of the Calabi problem for the link $`L_f`$ which is discussed further in \[BGN1\]. Here we use the fact that the leaf space of the characteristic foliation of a Sasakian structure of a link $`L_f`$ is a compact Kähler orbifold together with recent results of Demailly and Kollár \[DK\] on the existence of Kähler-Einstein orbifold metrics on certain singular del Pezzo surfaces to construct the Sasakian-Einstein metrics on the corresponding link.
2. Kähler-Einstein Orbifolds and Sasakian-Einstein Manifolds
Given a sequence $`𝐰=(w_0,\mathrm{},w_n)`$ of positive integers one can form the graded polynomial ring $`S(𝐰)=\mathrm{}[z_0,\mathrm{},z_n]`$, where $`z_i`$ has grading or weight $`w_i.`$ The weighted projective space \[BR, Del, Dol, Fle\] $`\mathrm{}(𝐰)=\mathrm{}(w_0,\mathrm{},w_n)`$ is defined to be the scheme $`\text{Proj}(S(𝐰)).`$ It is the quotient space $`(\mathrm{}^{n+1}\{0\})/\mathrm{}^{}(𝐰)`$, where $`\mathrm{}^{}(𝐰)`$ is the weighted action defined in section 1. Clearly, $`\mathrm{}(𝐰)`$ is also the quotient of the weighted Sasakian sphere $`S_𝐰^{2n+1}=(S^{2n+1},\xi _𝐰,\eta _𝐰,\mathrm{\Phi }_𝐰,g_𝐰)`$ by the weighted circle action $`S^1(𝐰)`$ generated by $`\xi _𝐰.`$ As such $`\mathrm{}(𝐰)`$ is also a compact complex orbifold with an induced Kähler structure. At times it will be important to distinguish between $`\mathrm{}(𝐰)`$ as a complex orbifold and $`\mathrm{}(𝐰)`$ as an algebraic variety.
Now the cone $`C_f`$ in $`\mathrm{}^{n+1}`$ cuts out a hypersurface $`𝒵_f`$ of $`\mathrm{}(𝐰)`$ which is also a compact orbifold with an induced Kähler structure $`\omega _𝐰.`$ So there is a commutative diagram
LfS𝐰2n+1
π
𝒵f(𝐰),\matrix{L_{f}&\hbox to30.0pt{\rightarrowfill}&S^{2n+1}_{\bf w}&\cr\phantom{\hbox{$\scriptstyle{\pi}$}}\left\downarrow\vbox{\vskip 15.0pt\hbox{$\scriptstyle{\pi}$}}\right.&&\phantom{\hbox{$\scriptstyle{}$}}\left\downarrow\vbox{\vskip 15.0pt\hbox{$\scriptstyle{}$}}\right.&\cr{\cal Z}_{f}&\hbox to30.0pt{\rightarrowfill}&{\tenmsb P}({\bf w}),&\cr} $`2.1`$
where the horizontal arrows are Sasakian and Kählerian embeddings, respectively, and the vertical arrows are orbifold Riemannian submersions. Furthermore, by the inversion theorem of \[BG1\] $`L_f`$ is the total space of the principal $`S^1`$ V-bundle over the orbifold $`𝒵_f`$ whose first Chern class is $`[\omega _𝐰]H_{orb}^2(𝒵_f,\mathrm{}),`$ and $`\eta _𝐰`$ is the connection in this V-bundle whose curvature is $`\pi ^{}\omega _𝐰.`$ For further discussion of the orbifold cohomology groups we refer the reader to \[Hae\] and \[BG1\].
Now $`H_{orb}^2(𝒵_f,\mathrm{})\mathrm{}H^2(𝒵_f,\mathrm{}),`$ so $`[\omega _𝐰]`$ defines a rational class in the usual cohomology. Thus, by Baily’s \[Bai\] projective embedding theorem for orbifolds, $`𝒵_f`$ is a projective algebraic variety with at most quotient singularities. It follows that as an algebraic variety $`𝒵_f`$ is normal. As with $`\mathrm{}(𝐰)`$ it is important to distinguish between $`𝒵_f`$ as an orbifold and $`𝒵_f`$ as an algebraic variety. For example the singular loci may differ. There are examples where the orbifold singular locus $`\mathrm{\Sigma }^{orb}(𝒵_f)`$ has codimension one over $`\mathrm{},`$ whereas $`\mathrm{\Sigma }^{alg}(𝒵_f)`$ always has codimension $`2`$ by normality. Indeed there are examples with $`\mathrm{\Sigma }^{orb}(𝒵_f)\mathrm{},`$ but $`𝒵_f`$ is smooth as an algebraic variety. In these cases an orbifold metric is NOT a Riemannian metric in the usual sense.
We are interested in finding Sasakian-Einstein structures $`(\xi _𝐰,\eta _𝐰^{},\mathrm{\Phi }_𝐰^{},g_𝐰^{})`$ on $`L_f`$ with the same Sasakian vector field $`\xi _𝐰`$ as the original Sasakian structure, that is Sasakian-Einstein structures that are compatible with the link $`L_f.`$ Since a Sasakian-Einstein metric necessarily has positive Ricci curvature, we see that a necessary condition for a Sasakian-Einstein metric $`g`$ to exist on $`L_f`$ is that there be an orbifold metric $`h`$ on $`𝒵_f`$ with positive Ricci form $`\rho _h`$ such that $`g=\pi ^{}h+\eta \eta .`$ The positive definiteness of $`\rho _h`$ follows from the relation
$$\pi ^{}\text{Ric}_h=\text{Ric}_g|_{𝒟\times 𝒟}+2g|_{𝒟\times 𝒟}.$$
$`2.2`$
But since $`\rho _h`$ represents the first Chern class $`c_1(K^1)`$ of the anti-canonical line V-bundle $`K^1`$ we see that $`𝒵_f`$ must be a Fano orbifold, i.e., some power of $`K^1`$ is invertible and ample. Here $`K`$ is the canonical line V-bundle of Baily \[Bai\]. By the previous section and the well-known theory of Sasakian-Einstein structures \[BG1\] we have
Theorem 2.3: The link $`L_f`$ has a compatible Sasakian-Einstein structure if and only if the Fano orbifold $`𝒵_f`$ admits a compatible Kähler-Einstein orbifold metric of scalar curvature $`4n(n+1).`$
Of course, if we find a Kähler-Einstein metric of positive scalar curvature on the orbifold $`𝒵_f,`$ we can always rescale the metric so that the scalar curvature in $`4n(n+1).`$
We want conditions that guarantee that the hypersurfaces be Fano, but first we restrict somewhat the hypersurfaces that we treat.
Definition 2.3 \[Fle\]:
(1) A weighted projective space $`\mathrm{}(w_0,\mathrm{},w_n)`$ is said to be well-formed if
$$\mathrm{gcd}(w_0,\mathrm{},\widehat{w_i},\mathrm{},w_n)=1\text{for all }i=1,\mathrm{},n.$$
(2) A hypersurface in a weighted projective space $`\mathrm{}(w_0,\mathrm{},w_n)`$ is said to be well-formed if in addition it contains no codimension 2 singular stratum of $`\mathrm{}(w_0,\mathrm{},w_n),`$
where the hat means delete that element.
In (1) of definition 2.3, we prefer the terminology introduced in \[BR\] for an equivalent condition which seems to have first appeared in \[Dol\]. So if a weighted projective space satisfies (1) of definition 2.3 we say that $`𝐰`$ is normalized. In \[Fle\] it is shown that (2) of definition 2.3 can be formulated solely in terms of the weighted homogeneous polynomial $`f.`$ That is, a general hypersurface in $`\mathrm{}(𝐰)`$ defined by a weighted homogeneous polynomial $`f`$ is well-formed if and only if $`𝐰`$ is normalized and
$$\mathrm{gcd}(w_0,\mathrm{},\widehat{w_i},\mathrm{},\widehat{w_j},\mathrm{},w_n)|d\text{for all distinct }i,j=0,\mathrm{},n.$$
$`2.4`$
In this case we shall also say that the weighted homogeneous polynomial $`f`$ defining the hypersurface is well-formed. The following proposition is essentially an exercise in \[Kol\]:
Proposition 2.5: Let $`f_𝐰`$ be a well-formed weighted homogeneous polynomial with weights $`𝐰`$ and degree $`d.`$ Then the hypersurface $`𝒵_f`$ in $`\mathrm{}(w_0,\mathrm{},w_n)`$ is Fano if and only if the following condition holds
$`()`$$`d<|𝐰|=_{i=0}^nw_i.`$
Thus if $`𝐰`$ is normalized and satisfies 2.4, a necessary condition for the link $`L_f`$ to admit a compatible Sasakian-Einstein metric is that $`()`$ be satisfied.
Proof: Following \[Mo,BR\] in any weighted projective space $`\mathrm{}(𝐰)`$ we define the Mori-singular locus as follows: Let $`m=\text{lcm}(w_0,\mathrm{},w_n)`$ and consider for each prime divisor $`p`$ of $`m`$ the subscheme $`S_p`$ cut out by the ideal $`I_p`$ generated by those indeterminates $`z_i`$ such that $`pw_i,`$ and define the Mori-singular locus by
$$S(𝐰)=_{p|m}S_p,$$
and the Mori-regular locus by
$$\mathrm{}^0(𝐰)=\mathrm{}(𝐰)S(𝐰).$$
Now $`\mathrm{}^0(𝐰)`$ is contained in the smooth locus of $`\mathrm{}(𝐰)`$ but can be a proper subset of it. Thus, $`S(𝐰)`$ contains the singular locus $`\mathrm{\Sigma }(𝐰)`$ of $`\mathrm{}(𝐰)`$ but in general is larger. However, when $`𝐰`$ is normalized the local uniformizing groups of the orbifold $`\mathrm{}(𝐰)`$ contain no quasi-reflections as in \[Fle\]. It follows in this case that the singular locus $`\mathrm{\Sigma }(𝐰)`$ coincides with the Mori-singular locus $`S(𝐰),`$ and $`\mathrm{}^0(𝐰)`$ is precisely the smooth locus of $`\mathrm{}(𝐰).`$
Now the sheaves $`𝒪_{\mathrm{}(𝐰)}(n)`$ for $`n\mathrm{}`$ are not in general invertible, but they are reflexive \[BR\]. Moreover, the Mori-regular locus $`\mathrm{}^0(𝐰)`$ is the largest open subset $`U`$ of $`\mathrm{}(𝐰)`$ on which
(1) $`𝒪_{\mathrm{}(𝐰)}(1)|U`$ is invertible, and
(2) the natural map $`𝒪_{\mathrm{}(𝐰)}(1)^n|U𝒪_{\mathrm{}(𝐰)}(n)|U`$ is an isomorphism for each $`n\mathrm{}^+`$ \[Mo\].
Furthermore, if $`𝐰`$ is normalized $`\mathrm{}^0(𝐰)`$ is characterized by condition (1) alone. As an orbifold $`\mathrm{}(𝐰)`$ has a canonical V-bundle $`K_{\mathrm{}(𝐰)}`$ whose associated sheaf, the dualizing sheaf $`\omega _{\mathrm{}(𝐰)}`$, is isomorphic to $`𝒪_{\mathrm{}(𝐰)}(|𝐰|).`$ Generally the adjunction formula does not hold, but if $`𝐰`$ is normalized we have
$$\omega _{𝒵_f}𝒪_{𝒵_f}(d|𝐰|).$$
$`2.6`$
These sheaves are invertible on $`\mathrm{}^0(𝐰)𝒵_f`$ and we have
$$\omega _{𝒵_f\mathrm{}^0(𝐰)}^1𝒪_{𝒵_f\mathrm{}^0(𝐰)}(|𝐰|d).$$
Moreover, since $`𝒵_f`$ is well-formed, $`𝒵_fS(𝐰)=𝒵_f\mathrm{\Sigma }(𝐰)`$ has codimension $`2`$ in $`𝒵_f.`$ It follows by a standard result (cf. \[KMM\] Lemma 0-1-10) that
$$\omega _{𝒵_f}^1=\iota _{}(\omega _{𝒵_f\mathrm{}^0(𝐰)}^1),𝒪_{𝒵_f}(|𝐰|d)=\iota _{}(𝒪_{𝒵_f\mathrm{}^0(𝐰)}(|𝐰|d)),$$
where $`\iota :𝒵_f\mathrm{}^0(𝐰)𝒵_f`$ is the natural inclusion. We then have
$$\omega _{𝒵_f}^1𝒪_{𝒵_f}(|𝐰|d).$$
$`2.7`$
This proves the result.
There are further obstructions to the existence of a Sasakian-Einstein structure on $`L_f,`$ namely those coming from the well-known failure of the zeroth order a priori estimate for solving the Monge-Ampere equation for the Calabi problem on $`𝒵_f.`$ Now the link $`L_f`$ admits a compatible Sasakian-Einstein structure if and only if $`𝒵_f`$ has a Kähler-Einstein structure $`\omega ^{}`$ in the same cohomology class as $`\omega _𝐰.`$ So the well-known obstructions in the Kähler-Einstein case, such as the non-reductiveness of the connected component of the complex automorphism group, or the vanishing of the Futaki invariant become obstructions to the existence of Sasakian-Einstein metrics. The problem of solving the Calabi problem in the positive case has drawn much attention in the last decade \[Sui, Ti1, Ti2, Ti3, TY, DT, Nad\] but still remains open. Here it suffices to consider three examples given recently by Demailly and Kollar \[DK\].
3. The Demailly-Kollár Examples
In a recent preprint Demailly and Kollár \[DK\] give a new derivation of Nadel’s existence criteria for positive Kähler-Einstein metrics \[Nad\] which is valid for orbifolds. Furthermore their method of implementing Nadel’s theorem does not depend on the existence of a large finite group of symmetries, but rather uses intersection inequalities. In this sense it is complementary to the work of Nadel \[Nad\] and others \[Siu, Ti1-Ti4\]. As an application of their method Demailly and Kollár \[DK\] construct three new del Pezzo orbifolds which admit Kähler-Einstein metrics. Explicitly, they prove
Theorem 3.1 \[DK\]: Let $`𝒵_f`$ be a del Pezzo orbifold, and let $`f`$ be given by one of the following three quasi-homogeneous polynomials of degree $`d`$ whose zero set $`𝒵_f`$ is a surface in the weighted projective space $`\mathrm{}(w_0,w_1,w_2,w_3):`$
(1) $`f=z_0^5z_1+z_0z_2^3+z_1^4+z_3^3`$ with $`𝐰=(9,15,17,20)`$ and $`d=60.`$
(2) $`f=z_0^{17}z_2+z_0z_1^5+z_1z_2^3+z_3^2`$ with $`𝐰=(11,49,69,128)`$ and $`d=256.`$
(3) $`f=z_0^{17}z_1+z_0z_2^3+z_1^5z_2+z_3^2`$ with $`𝐰=(13,35,81,128)`$ and $`d=256.`$
Then $`𝒵_f`$ admits a Kähler-Einstein orbifold metric.
We denote these del Pezzo surfaces by $`𝒵_{60},𝒵_{256}^{(1)},𝒵_{256}^{(2)},`$ respectively. Actually more is true. By a result of Bando and Mabuchi \[BM\] (which also holds in the case of orbifolds) the Kähler-Einstein metric is unique up to complex automorphisms. Let us denote the corresponding links $`L_f`$ of these del Pezzo surfaces by $`L_{60},L_{256}^{(1)},L_{256}^{(1)},`$ respectively. Due to the form of the polynomials as $`f=g+z_3^m,`$ there is a well-known description of both $`𝒵_f`$ and $`L_f`$ in terms of branched covers (cf. \[DuKa\]). We briefly describe this geometry here. $`𝒵_{60}`$ is a 3-fold cover of $`\mathrm{}(9,15,17)`$ branched over the curve $`C_{60}=\{z_0^5z_1+z_0z_2^3+z_1^4=0\}.`$ Similarly, the surfaces $`𝒵_{256}^{(i)}`$ are 2-fold covers of $`\mathrm{}(11,49,69)`$ and $`\mathrm{}(13,35,81),`$ respectively, branched over the curves $`C_{256}^{(1)}=\{z_0^{17}z_2+z_0z_1^5+z_1z_2^3=0\},`$ and $`C_{256}^{(2)}=\{z_0^{17}z_1+z_0z_2^3+z_1^5z_2=0\},`$ respectively. In section 5 we show that in each case the genus of these curves is zero, so they are all $`\mathrm{}^1`$’s (there are no quotient singularities in dimension one). Similarly, $`L_{60}`$ is a 3-fold cyclic cover of $`S^5`$ branched over the Seifert manifold $`K(4,3,5;IV),`$ and $`L_{256}^{(i)}`$ are double covers of $`S^5`$ branched over the Seifert manifolds $`K(17,3,5;V)`$ and $`K(17,5,3;V)`$ for $`i=1,2,`$ respectively. The notation $`K(a_0,a_1,a_2;)`$ is that of Orlik \[Or1\]. These Seifert manifolds are quite complicated. For example, they all have infinite fundamental group, but have finite abelianization $`H_1,`$ and they all are Seifert fibrations over the Riemann sphere. As we shall see shortly the links $`L_{256}^{(1)}`$ and $`L_{256}^{(2)}`$ have the same characteristic polynomial although their Sasakian structures are distinct since their leaf holonomy groups are different. In particular they can be distinguished by their orders \[BG1\]. One easily finds by analyzing the orbifold singularity structure that $`\text{ord}(L_{256}^{(1)})=37191=37^21123,`$ while $`\text{ord}(L_{256}^{(2)})=36855=3^45713.`$ Now combining the Demailly-Kollár Theorem with Theorem 2.3 gives
Theorem 3.2: The simply connected 5-manifolds $`L_{60},L_{256}^{(i)}`$ admit compatible Sasakian-Einstein metrics. Furthermore, these Sasakian-Einstein metrics are unique within the CR structure up to a CR automorphism.
4. Link Invariants and the Milnor Fibration
Recall the well-known construction of Milnor \[Mil\] for isolated hypersurface singularities: There is a fibration of $`(S^{2n+1}L_f)S^1`$ whose fiber $`F`$ is an open manifold that is homotopy equivalent to a bouquet of n-spheres $`S^nS^n\mathrm{}S^n.`$ The Milnor number $`\mu `$ of $`L_f`$ is the number of $`S^n`$’s in the bouquet. It is an invariant of the link which can be calculated explicitly in terms of the degree $`d`$ and weights $`(w_0,\mathrm{},w_n)`$ by the formula \[MO\]
$$\mu =\mu (L_f)=\underset{i=0}{\overset{n}{}}\left(\frac{d}{w_i}1\right).$$
$`4.1`$
One immediately has
Proposition 4.2: The Milnor numbers of the simply connected Sasakian-Einstein 5-manifolds $`L_{60},L_{256}^{(1)},L_{256}^{(2)}`$ are
$$\mu (L_{60})=86,\mu (L_{256}^{(i)})=255.$$
The closure $`\overline{F}`$ of $`F`$ has the same homotopy type as $`F`$ and is a compact manifold with boundary precisely the link $`L_f.`$ So the reduced homology of $`F`$ and $`\overline{F}`$ is only non-zero in dimension $`n`$ and $`H_n(F,\mathrm{})\mathrm{}^\mu .`$ Using the Wang sequence of the Milnor fibration together with Alexander-Poincare duality gives the exact sequence \[Mil\]
$$0H_n(L_f,\mathrm{})H_n(F,\mathrm{})\genfrac{}{}{0pt}{}{\mathrm{𝕀}h_{}}{}H_n(F,\mathrm{})H_{n1}(L_f,\mathrm{})0,$$
$`4.3`$
where $`h_{}`$ is the monodromy map (or characteristic map) induced by the $`S_𝐰^1`$ action. From this we see that $`H_n(L_f,\mathrm{})=\mathrm{ker}(\mathrm{𝕀}h_{})`$ is a free Abelian group, and $`H_{n1}(L_f,\mathrm{})=\text{coker}(\mathrm{𝕀}h_{})`$ which in general has torsion, but whose free part equals $`\mathrm{ker}(\mathrm{𝕀}h_{}).`$ So the topology of $`L_f`$ is encoded in the monodromy map $`h_{}.`$ There is a well-known algorithm due to Milnor and Orlik \[MO\] for computing the free part of $`H_{n1}(L_f,\mathrm{})`$ in terms of the characteristic polynomial $`\mathrm{\Delta }(t)=det(t\mathrm{𝕀}h_{}),`$ namely the Betti number $`b_n(L_f)=b_{n1}(L_f)`$ equals the number of factors of $`(t1)`$ in $`\mathrm{\Delta }(t).`$ We now compute the characteristic polynomials $`\mathrm{\Delta }(t)`$ for our examples.
Proposition 4.4: The characteristic polynomials $`\mathrm{\Delta }(t)`$ of the simply connected Sasakian-Einstein 5-manifolds $`L_{60},L_{256}^{(1)},L_{256}^{(2)}`$ are given by
$$\begin{array}{cc}\mathrm{\Delta }(t)=& (t1)^2(t^{14}+t^{13}+\mathrm{}+1)(t^{15}+1)(t^{30}+1)(t^4+t^3+t^2+t+1)\\ & \times (t^5+1)(t^{10}+1)(t^4t^2+1)(t^2t+1)\end{array}$$
for $`L_{60}`$ and
$$\mathrm{\Delta }(t)=(t1)(t^2+1)(t^4+1)(t^8+1)(t^{16}+1)(t^{32}+1)(t^{64}+1)(t^{128}+1)$$
for $`L_{256}^{(1)}`$ and $`L_{256}^{(2)}.`$
Proof: The Milnor and Orlik \[MO\] algorithm for computing the characteristic polynomial of the monodromy operator for weighted homogeneous polynomials is as follows: First associate to any monic polynomial $`F`$ with roots $`\alpha _1,\mathrm{},\alpha _k\mathrm{}^{}`$ its divisor
$$\text{div}F=<\alpha _1>+\mathrm{}+<\alpha _k>$$
as an element of the integral ring $`\mathrm{}[\mathrm{}^{}]`$ and let $`\mathrm{\Lambda }_n=\text{div}(t^n1).`$ The rational weights $`w_i^{}`$ used in \[MO\] are related to our integer weights $`w_i`$ by $`w_i^{}=\frac{d}{w_i},`$ and we write the $`w_i^{}=\frac{u_i}{v_i}`$ in irreducible form. So for the surface of degree $`60`$ we have
$$w_0^{}=\frac{20}{3},w_1^{}=4,w_2^{}=\frac{60}{17},w_3^{}=3.$$
Then by Theorem 4 of \[MO\] the divisor of the characteristic polynomial is
$$\text{div}\mathrm{\Delta }(t)=(\frac{\mathrm{\Lambda }_{20}}{3}1)(\mathrm{\Lambda }_41)(\frac{\mathrm{\Lambda }_{60}}{17}1)(\mathrm{\Lambda }_31).$$
Using the relations $`\mathrm{\Lambda }_a\mathrm{\Lambda }_b=\mathrm{gcd}(a,b)\mathrm{\Lambda }_{lcm(a,b)}`$ we find in this case
$$\text{div}\mathrm{\Delta }(t)=\mathrm{\Lambda }_{60}+\mathrm{\Lambda }_{20}+\mathrm{\Lambda }_{12}\mathrm{\Lambda }_4\mathrm{\Lambda }_3+1.$$
$`4.5`$
Then $`\mathrm{\Delta }(t)`$ is obtained from the formula
$$\text{div}\mathrm{\Delta }(t)=1\frac{s_j}{j}\mathrm{\Lambda }_j$$
yielding
$$\mathrm{\Delta }(t)=\frac{(t1)}{(t^j1)^{s_j/j}}.$$
We see from 4.5 that the only nonzero $`s_j`$’s are
$$s_{60}=60,s_{20}=20,s_{12}=12,s_4=4,s_3=3,$$
and $`\mathrm{\Delta }(t)`$ becomes
$$\mathrm{\Delta }(t)=\frac{(t1)(t^{60}1)(t^{20}1)(t^{12}1)}{(t^41)(t^31)}$$
which we see easily reduces the the expression given.
Similar computations for the two surfaces of degree $`256`$ show that
$$\text{div}\mathrm{\Delta }(t)=\mathrm{\Lambda }_{256}\mathrm{\Lambda }_2+1,$$
$`4.6`$
giving the characteristic polynomial noted above.
5. The Topology of $`L_f`$
Since the multiplicity of the root $`1`$ in $`\mathrm{\Delta }(t)`$ is precisely the second Betti number of $`L_f`$ we have an immediate corollary of Proposition 4.4:
Corollary 5.1: The second Betti numbers of the 5-manifolds $`L_{60},L_{256}^{(i)}`$ are $`b_2(L_{60})=2,`$ and $`b_2(L_{256}^{(i)})=1`$ for $`i=1,2.`$
One can give another proof of this corollary by making use of a formula due to Steenbrink \[Dim\]. One considers the Milnor algebra
$$M(f)=\frac{\mathrm{}[z_0,z_1,z_2,z_3]}{\theta (f)},$$
$`5.2`$
where $`\theta (f)`$ is the Jacobi ideal. $`M(f)`$ has a natural $`\mathrm{}`$ grading
$$M(f)=_{i0}M(f)_i,$$
and Steenbrink’s formula determines the primitive Hodge numbers
$$h_0^{i,ni1}=\text{dim}_{\mathrm{}}M(f)_{(i+1)dw}$$
$`5.3`$
of the projective surface $`f=0`$ in the weighted projective space $`\mathrm{}(𝐰).`$ Then $`b_2(L_f)=h_0^{1,1}`$ can be computed by finding a basis of residue classes in $`M(f)_{2d|𝐰|}.`$ Note also that since $`𝒵_f`$ is a del Pezzo surface, we have $`h^{2,0}=h^{0,2}=0.`$
Steenbrink’s formula can also be used to compute the Hirzebruch signature $`\tau `$ of the orbifolds $`𝒵_f`$ as well as the genus of the curves $`C_{60}`$ and $`C_{256}^{(i)}`$ discussed at the end of the last section. We have
Proposition 5.4: The Fano orbifold $`𝒵_{60}`$ has $`\tau =1`$ while the orbifolds $`𝒵_{256}^{(i)}`$ have $`\tau =0.`$ The curves $`C_{60}`$ and $`C_{256}^{(i)}`$ are all isomorphic to the projective line $`\mathrm{}^1.`$
Proof: The formula for the signature is \[Dim\]
$$\tau =1+2\text{dim}_{\mathrm{}}M(f)_{d|𝐰|}\text{dim}_{\mathrm{}}M(f)_{2d|𝐰|},$$
whereas the genus of the curves is given by
$$g=h_0^{0,1}=\text{dim}_{\mathrm{}}M(f_0)_{d|𝐰|},$$
where $`f_0`$ is a weighted homogeneous polynomial in $`z_0,z_1,z_2`$ which is related to $`f`$ by $`f=f_0+z_3^{a_3}.`$ Now $`d|𝐰|=1`$ for all the surfaces and $`\text{dim}_{\mathrm{}}M(f)_{2d|𝐰|}=h_0^{1,1}=b_2(L_f)`$ which is $`2`$ for $`𝒵_{60}`$ and $`1`$ for $`𝒵_{256}^{(i)}.`$ Now for the curve $`C_{60}`$ we have $`d|𝐰|=19,`$ and one easily sees that $`g=\text{dim}_{\mathrm{}}M(f_0)_{19}=0.`$ For the curves $`C_{256}^{(i)}`$ we have $`d|𝐰|=127,`$ so $`g=\text{dim}_{\mathrm{}}M(f_0)_{127}.`$ For example, for $`C_{256}^{(1)}`$ one easily checks that there are no monomials of the form $`z_0^az_1^bz_2^c`$ such that $`11a+49b+69c=127.`$ In both cases we find $`g=0.`$
Next we turn to the calculation of the torsion in $`H_2(L_f,\mathrm{}).`$ Actually we show that it is zero. We follow a method due to Randell \[Ran\] for computing the torsion of generalized Brieskorn manifolds (complete intersections of Brieskorn’s) where he verified a conjecture due to Orlik \[Or2\] for this class of manifolds. Randell’s methods apply to our more general weighted homogeneous polynomials case. For any $`xL_f`$ let $`\mathrm{\Gamma }_x`$ denote the isotropy subgroup of the $`S^1(𝐰)`$-action on $`L_f`$ and by $`|\mathrm{\Gamma }_x|`$ its order. Following \[Ran\] for each prime $`p`$ we define the $`p`$-singular set by
$$S_p=\{xL_f|p\text{divides}|\mathrm{\Gamma }_x|\}.$$
$`5.5`$
Then we have
Lemma 5.6: Suppose that for each prime $`p`$ the $`p`$-singular set $`S_p`$ is contained in a submanifold $`S`$ of codimension $`4`$ in $`L_f`$ that is cut out by a hyperplane section of $`𝒵_f.`$ Then the isomorphism holds:
$$\text{Tor}(H_{n1}(L_f,\mathrm{}))\text{Tor}(H_{n3}(S,\mathrm{})).$$
$`5.7`$
In particular, if the corresponding projective hypersurface $`𝒵_f`$ is well-formed, the isomorphism 5.7 holds.
Proof: The first statement is due to Randell \[Ran\]. To prove the second statement we notice that the set $`_pS_p,`$ where the union is over all primes, is precisely the subset of $`L_f`$, where the leaf holonomy groups are non-trivial and its projection to $`𝒵_f`$ is just the orbifold singular locus $`\mathrm{\Sigma }^{orb}(𝒵_f).`$ Now $`𝒵_f\mathrm{}(𝐰)`$ and $`𝐰`$ is normalized, so the fact that $`𝒵_f`$ is well-formed says that the orbifold singular locus $`\mathrm{\Sigma }^{orb}(𝒵_f)`$ has complex codimension at least two in $`𝒵_f;`$ hence, for each prime $`p,`$ $`S_p`$ has real codimension at least four in $`L_f.`$
For the case at hand, $`n=3`$ so Randell’s lemma says that $`H_2(L_f,\mathrm{})`$ is torsion free. Thus, we have arrived at:
Lemma 5.8: Let $`L_f\mathrm{}^4`$ be the link of an isolated singularity defined by a weighted homogeneous polynomial $`f`$ in four complex variables. Suppose further that the del Pezzo surface $`𝒵_f\mathrm{}(𝐰)`$ is well-formed, then $`\text{Tor}(H_2(L_f,\mathrm{}))=0.`$
Now a well-known theorem of Smale \[Sm\] says that any simply connected compact 5-manifold which is spin, and whose second homology group is torsion free, is diffeomorphic to $`S^5\mathrm{\#}k(S^2\times S^3)`$ for some non-negative integer $`k.`$ Furthermore, it is known \[BG2,Mor\] that any simply connected Sasakian-Einstein manifold is spin. Combining this with the development above gives
Theorem 5.9: Let $`L_f`$ be the link associated to a well-formed weighted homogeneous polynomial $`f`$ in four complex variables. Suppose also that $`L_f`$ admits a Sasakian-Einstein metric. Then $`L_f`$ is diffeomorphic to $`S^5\mathrm{\#}k(S^2\times S^3)`$, where $`k`$ is the multiplicity of the root $`1`$ of the characteristic polynomial $`\mathrm{\Delta }(t)`$ of $`L_f.`$
Let us now consider the links $`L_{60},L_{256}^{(i)}`$ of Theorem 3.2 which admit Sasakian-Einstein metrics.
Theorem 5.10: The link $`L_{60}`$ is diffeomorphic to $`(S^2\times S^3)\mathrm{\#}(S^2\times S^3)`$ while the links $`L_{256}^{(i)}`$ for $`i=1,2`$ are diffeomorphic to the Stiefel manifold $`S^2\times S^3.`$ In particular, $`S^2\times S^3`$ admits 3 distinct Sasakian-Einstein structures.
Proof: This follows from Smale’s Theorem \[Sm\], Theorems 3.2, 5.9, and Corollary 5.1 as soon as we check that the weighted homogeneous polynomials are well-formed. But this follows easily from the definition and equation 2.4.
6. Proofs of the Main Theorems and Further Discussion
Theorem A of the Introduction now follows immediately from Theorems 3.2 and 5.10. Similarly for Theorem B these two theorems give the existence of Sasakian-Einstein metrics on $`S^2\times S^3.`$ Furthermore, since the Sasakian structures are non-regular the metrics are inhomogeneous. The statement that the Sasakian-Einstein structures are inequivalent follows from the fact that their characteristic foliations are inequivalent (indeed, they have different orders). It remains to show that our Sasakian-Einstein metrics are inequivalent as Riemannian metrics to any of the metrics of Böhm. To see this we notice that for all of Böhm’s metrics on $`S^2\times S^3,`$ the connected component of the isometry group $`\text{I}_0(g)`$ is $`SO(3)\times SO(3)`$ (see \[Böh\] or \[Wa\] Theorem 2.16). But a Theorem of Tanno \[Tan\] says that the connected component of the group of Sasakian automorphisms, $`\text{A}_0(g)`$ coincides with the connected component of the group of isometries $`\text{I}_0(g),`$ and $`\text{A}_0(g)`$ has the form $`\text{G}\times S^1`$, where the $`S^1`$ is generated by the Sasakian vector field $`\xi .`$ Thus, our metrics are not isometric to the any of Böhm’s metrics.
Smale’s Theorem actually says more than we have mentioned. It says that the torsion in $`H_2`$ must be of the form
$$\text{Tor}(H_2(M,\mathrm{}))(\mathrm{}_{q_i}\mathrm{}_{q_i}).$$
$`5.11`$
Thus we have
Theorem 6.1: Let $`M`$ be a complete simply connected Sasakian-Einstein 5-manifold. Then the torsion group $`\text{Tor}(H_2(M,\mathrm{}))`$ must be of the form 5.11. In particular, the number of torsion generators must be even.
It is a very interesting question whether the form of the torsion actually provides an obstruction to the existence of a Sasakian-Einstein structure or whether it is always satisfied. The general form of Randell’s proof suggests that the torsion may always vanish, but we do not yet have a proof of this even in the case of hypersurfaces defined by weighted homogeneous polynomials when we drop the well-formed assumption. If there were an honest obstruction, it would provide a new type of obstruction to the existence of positive Kähler-Einstein metrics on del Pezzo orbifolds.
Finally we mention that many new Sasakian-Einstein structures can be constructed in higher dimension by applying the join construction introduced in \[BG1\] to our new examples. For example,
Proposition 6.2: The joins $`S^3L_{60}`$ and $`S^3L_{256}^{(i)}`$ are all smooth Sasakian-Einstein 7-manifolds. $`S^3L_{60}`$ has the rational cohomology type of $`S^2\times \left((S^2\times S^3)\mathrm{\#}(S^2\times S^3)\right),`$ while $`S^3L_{256}^{(i)}`$ have the rational cohomology type of $`S^3S^3S^3.`$
Proof: By Proposition 4.6 of \[BG1\] these joins are smooth when the Fano indices of the links are one. But it follows from the proof of Proposition 2.5 that $`\omega ^1(L_f)𝒪(|𝐰|d)`$ and in all three cases we have $`|𝐰|d=1.`$ The rational cohomology types can easily be seen from Theorem 5.22 of \[BG1\].
Many other examples can be worked out along the lines of \[BG1\]. However, what is perhaps a more interesting question is, for example, whether $`S^3L_{256}^{(1)},S^3L_{256}^{(2)}`$ and $`S^3S^3S^3`$ have the same integral cohomology type, and if they do, are they homeomorphic (diffeomorphic)? We plan to study these types of questions in the future.
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\[TY\] G. Tian and S.-T. Yau, Kähler-Einstein metrics on complex surfaces with $`c_1>0`$, Comm. Math. Phys. 112 (1987), 175-203.
\[Wa\] M. Wang, Einstein Metrics from Symmetry and Bundle Constructions, to appear in Essays on Einstein Manifolds, Surveys in Differential Geometry Vol V, International Press, 2000, C. LeBrun and M. Wang, Eds.
\[WZ\] M. Wang and W. Ziller, Einstein metrics on principal torus bundles, J. Diff. Geom. 31 (1990), 215-248.
\[YK\] K. Yano and M. Kon, Structures on manifolds, Series in Pure Mathematics 3, World Scientific Pub. Co., Singapore, 1984.
Department of Mathematics and Statistics March 2000 University of New Mexico revised September 2001 Albuquerque, NM 87131 email: cboyer@math.unm.edu, galicki@math.unm.edu web pages: http://www.math.unm.edu/$`\stackrel{~}{}`$cboyer, http://www.math.unm.edu/$`\stackrel{~}{}`$galicki
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# Remark on multi-particle observables and entangled states with constant complexity
## I Introduction
In the standard formulation of quantum mechanics the states are the positive operators with trace 1 on the system’s Hilbert space<sup>*</sup><sup>*</sup>*Here we ignore the case of a quantum system with superselection rules.. The observables are the self-adjoint operators and their eigenvalues represent the possible measurement outcomes. The question of how to design a preparation procedure corresponding to a given trace-one operator or a measurement procedure corresponding to a self-adjoint operator remained unclear for many decades. Why should such preparation or measurement procedures exist at all? Their existence seemed to be just a common belief of the community of physicists. Being aware of the abundance of states and observables corresponding to a many-particle quantum system, one might question this postulate. Since the old problem of Schrödinger’s Cat is essentially the question of the set of states and observables of macroscopic systems , one should even accept this question as a problem of philosophical relevance.
However, in the context of quantum computing research and due to the recent experimental and theoretical progress in quantum optics, this question became a serious subject of research (e.g. ). The connection of the problem described above to the subject of quantum computing research can roughly be sketched as follows: Define an ideal quantum computer as a quantum system fulfilling the following conditions:
1. There is a physical procedure preparing one pure state $`|\psi `$, where $``$ is the system’s Hilbert space.
2. There is a set of (‘basic’) unitary transformations acting on $``$ which can be implemented by a physical process and which are universal in the sense, that any unitary transformation can approximately be obtained by applying a sequence of basic transformations.
3. There is a read-out mechanism given by the measurement of one non-degenerated observable $`a`$ acting on $``$.
In an ideal quantum computer, every pure state can approximately be prepared by performing the appropriate unitary transformations after having prepared the state $`|\psi `$. Due to the evident operational meaning of convex combination on the set of density matrices, one has preparation procedures for every density matrix on $``$. Analogously, one can find a measurement procedure for any self-adjoint operator $`b`$ by writing it as $`b=uf(a)u^{}`$ for an appropriate unitary operator $`u`$ and an appropriate function $`f`$. Then $`b`$ can be measured by the procedure: ‘implement $`u`$, measureNote that this measurement procedure does not project the state vector into the eigenspaces of $`b`$, it only reproduces the correct probabilities for the measurement outcomes. Stronger senses of measurement procedures will be considered below. $`a`$ afterwards, and apply the function $`f`$ to the result.’
In our opinion this framework allows a formulation of the problem of Schrödinger’s Cat in a way which is more explicit than it has ever been before: On the one hand, one has strong evidence for the belief that a system being composed from many particles has quantum and classical aspects, on the other hand, if the system fulfills the axioms of the ideal quantum computer, there is no non-trivial observable which is compatible with all the other ones.
But the oversimplified answer ‘we can measure and prepare everything’ is a result of idealized assumptions. One may even state that these assumptions ignore in some sense the laws of thermodynamics: If $``$ is the state space of a many particle system, the preparation of a pure state $`|\psi `$ would even violate the Third Law. Furthermore, fundamental bounds on the preparation of states and the measurability might stem from the laws of quantum mechanics itself .
Among other things, a serious analysis has to take into account the following objections to the idealized assumptions:
1. The problem of complexity: Generically, the set of basic transformations will be quite small compared to the whole set of unitary operations. Accordingly, the number of basic transformations needed for the implementation of a generic one will grow rather fast with the size of the state space $``$. The statement ‘every unitary transformation can be implemented in principle’ becomes doubtful for particle numbers of macroscopic order.
2. The problem of reliability: We can neither expect that the preparation procedure leads to a pure initial state nor that any realizable operation acts on the density matrix like a conjugation with a unitary operator. Taking into account a finite error probability it will rather be another completely positive map. If a preparation or measurement procedure relies on a rather complex iteration of basic operations, it is a non-trivial problem to determine whether the procedure is sensitive to errors during the implementation of the basic operations. In , for instance, we have shown that the preparation of states showing quantum uncertainty on the macroscopic level in a sense explained below would require quite small error probabilities for the basic operations.
Of course one could consider these statements rather as statements about ‘practical’ problems of realization of quantum computers and question its relevance with respect to the fundamental question described in the beginning. But one should not ignore that limitations in accuracy of processes might be deeply connected with thermodynamics. In , for instance, we analyzed in which sense the resource requirements for preparing an (approximate) pure state grow for increasing reliability. Whether or not such thermodynamic statements on resource requirements puts fundamental restrictions to the set of accessible states and measurable observables might be answered by the future.
Having in mind the problem of Schrödinger’s Cat, we restrict our attention to mean-field observables (see ) of many particle systems, which are the best candidates for constituting the classical aspect of the system since they represent at least one part of the macroscopic level. Then it is natural to ask the following two questions:
1. How difficult is it to prepare a state showing large quantum uncertainty on the macroscopic level?
2. How difficult is it to measure an observable which is strongly incompatible with a macroscopic one?
Both question cannot really be discussed separately: If one wants to distinguish whether a strong variation of measurement outcomes for any observable stems mainly from a classical statistical mixture or rather from a quantum superposition one has to measure an observable which is incompatible with the first one. On the other hand, a measurement of an observable being incompatible with the first one, could lead to a quantum superposition of macroscopically distinct states.
The question ‘how difficult is it to prepare a superposition of macroscopically distinct states?’ can be understood in various ways: It might be the question for the reliability of the basic operations which would be required for such preparations or measurements (this is partly answered in ), it can also be interpreted as the question of complexity of the required algorithm. This question will be focussed on here.
We will prove lower bounds for the depth of a quantum network producing macroscopic superpositions. Since these bounds are not strong, we do not claim this would be a serious restriction for the realizability, we merely consider it as an important part of pure research to determine such bounds. Furthermore it gives insights in the structure of multi-particle entanglement since we show lower bound for the complexity of the same class of highly entangled states which has been investigated in . Here a quantum network is defined to be a transformation being composed by a sequence of bilocal transformations acting on only two tensor components at once. On the one hand, this is a natural assumption from the computer scientist’s point of view, since it corresponds to the decomposition of logical networks in 2-bit gates in the theory of classical electronic devices. On the other hand, even from the physicist’s point of view, it is less artificial than it may seem at first sight: If one assumes the qubits to correspond to particles, bipartite interaction represent the structure of the fundamental forces of nature.
## II Macrorealism and large quantum computers
Let $`:=_{i=1}^n^l`$ for arbitrary $`l`$ be the Hilbert space of $`n`$ identical quantum systems. Let $`(a_i)_{in}`$ be a family of self-adjoint operators with the property, that every $`a_i`$ acts on the $`i`$-th component of the n-fold tensor product only, i.e.
$`a_i=\underset{i1}{\underset{}{11\mathrm{}1}}c\underset{ni}{\underset{}{1\mathrm{}1}}`$
with an arbitrary self-adjoint $`c`$ acting on $`^l`$. Let $`c1/2`$ where $`.`$ denotes the operator norm defined by $`c:=\mathrm{max}_{|\psi }c|\psi /|\psi `$. Then we call
$`\overline{a}:={\displaystyle \frac{1}{n}}{\displaystyle \underset{i}{}}a_i`$
the corresponding averaging observable. In solid state physics, the algebra generated by them is usually referred to as the algebra of mean-field observables . We claim, that they are some of the best candidates for constituting the macroscopic level of the many-particle system. This might be made plausible by taking the following example:
In a system consisting of $`n`$ spin-1/2 particles, the mean-magnetization is described by the observables
$`(1/2)\overline{\sigma }_x,(1/2)\overline{\sigma }_y,(1/2)\overline{\sigma }_z`$
where $`\overline{\sigma }_i`$ with $`i=x,y,z`$ is defined as
$`\overline{\sigma }_i:={\displaystyle \underset{j}{}}\sigma _i^{(j)}`$
and $`\sigma _i^{(j)}`$ is the Pauli matrix $`\sigma _i`$ acting on the j-th tensor component. Obviously the magnetization represents a physical quantity which has strong direct evidence in every day life.
Let $`._{tr}`$ denote the trace norm of any matrix. It is defined by $`a_{tr}:=tr(\sqrt{a^{}a})`$. In we argued, that a large value of the expression
$`e_\rho :=\underset{\overline{a},b1}{\mathrm{max}}|tr(\rho [\overline{a},b])|=\underset{\overline{a}}{\mathrm{max}}[\overline{a},\rho ]_{tr}`$
indicates quantum uncertainty on the macroscopic levelNote that we take a definition slightly differing from that one introduced in : Since we are dealing with the space $`^l`$ on each site instead of restricting the proofs to the case of qubits, i.e. $`l=2`$, it does not seem to be appropriate to restrict the one-site-observables to projections.. Here large means that the size of the expression is rather in the order of 1 than of $`1/\sqrt{n}`$, the latter is the case for separable states . If one defines a family of hypersurfaces in the set of density matrices by
$`H_{\overline{a},b,r}:=\{\rho |tr(\rho [\overline{a},b])\}=r\}`$
we find that for every $`r0`$
$`e_\rho r`$
is equivalent to
$`|tr(\rho [\overline{a},b])|rb\text{ with }b1,\overline{a}.`$
Hence the convex set $`\{\rho |e_\rho r\}`$ is enclosed by the family of pairs of hypersurfaces
$`(H_{\overline{a},b,\pm r})_{\overline{a},b},`$
where $`\overline{a}`$ is any averaging observable and $`b`$ and $`b1`$. In the following we will prove lower bounds for the depth of a quantum network required for crossing these hypersurfaces.
To formalize the term ‘quantum network’ we introduce the following terminology:
###### Definition 1
A bilocal or local map on a quantum system with Hilbert space
$`:=(^l)^n\text{ with }l,n`$
is a completely trace preserving map on the set of density matrices on $``$ acting trivially on each tensor component except two or one, respectively, i.e., it is given by a canonical embedding of a completely positive trace preserving map acting on the density matrices on the Hilbert space $`(^l)^2`$ or $`^l`$, respectively. The tensor components $`\{i,j\}\{1,\mathrm{},n\}`$ or $`\{i\}\{1,\mathrm{},n\}`$ on which the map acts nontrivially is called its support.
###### Definition 2
A step of a quantum network is a set $`S:=\{G_1,\mathrm{},G_m\}`$ of bilocal or local maps with mutually disjoint supports. Write $`S(\rho )`$ for $`(G_1\mathrm{}G_m)(\rho )`$.
A quantum network of depth $`k`$ is a sequence $`A:=(S_1,\mathrm{},S_k)`$ of $`k`$ steps. Write $`A(\rho )`$ for $`(S_k\mathrm{}S_1)(\rho )`$. By duality, $`A`$ defines a completely positive unital<sup>§</sup><sup>§</sup>§A map $`G`$ on the observables is called unital if one has $`G(1)=1`$ for the trivial observable $`1`$. One can show that completely positive and unital implies that $`G`$ is norm decreasing, i.e., $`G(a)a`$ for every operator $`a`$. map $`A^{}`$ on the set of observables by
$`tr(A^{}(a)\rho )=tr(aA(\rho )).`$
Furthermore we define:
###### Definition 3
The support of an observable $`a`$ is the set $`S\{1,\mathrm{},n\}`$ of tensor components on which the operator $`a`$ acts nontrivially.
We observe:
###### Lemma 1
Let $`a`$ be an observable with support of size $`l`$. Let $`A`$ be a quantum network of depth $`k`$. Then the support of $`A^{}(a)`$ is $`l2^k`$ at most.
Proof: By easy induction: Every step of $`A`$ can double the size of the support at most. $`\mathrm{}`$
Now we are able to prove one of our main statements:
###### Theorem 1
Let $`\rho `$ be a separable state. Let $`A`$ be a quantum network of depth $`k`$. Then we have
$`e_{A(\rho )}\sqrt{{\displaystyle \frac{2}{n}}}2^k`$
Proof: By convexity arguments it is sufficient to proof the theorem for the case that $`\rho `$ is a product state. By Lemma 1 in it is sufficient to prove
$`\sqrt{tr(\overline{a}^2A(\rho ))(tr(\overline{a}A(\rho )))^2}{\displaystyle \frac{1}{\sqrt{2n}}}2^k`$
for every $`\overline{a}`$. We have:
$`tr(\overline{a}^2A(\rho ))(tr(\overline{a}A(\rho )))^2`$ (1)
$`=`$ $`{\displaystyle \frac{1}{n^2}}{\displaystyle \underset{ij}{}}(tr(A^{}(a_i)A^{}(a_j)\rho )tr(A^{}(a_i)\rho )tr(A^{}(a_j)\rho ))`$ (2)
$`=:`$ $`{\displaystyle \frac{1}{n^2}}{\displaystyle \underset{ij}{}}g_{ij}.`$ (3)
Let $`X_i`$ be the support of $`A^{}(a_i)`$. Since $`A^{}(a_i)a_i1/2`$ we have $`|g_{ij}|1/2`$. Since $`\rho `$ is a product state we have $`g_{ij}=0`$ for all those pairs $`i,j`$ with $`X_iX_j=\mathrm{}`$. Now we just have to estimate the number of those areas $`X_j`$ which intersect a given area $`X_i`$. Firstly we show (by induction over $`k`$) that for every site $`y\{1,\mathrm{},n\}`$ there are at most $`2^k`$ areas $`X_j`$ with $`yX_j`$: For $`k=0`$ the statement is obvious. Let $`B^{}`$ the dual map corresponding to a quantum network $`B`$ obtained from $`A`$ by adding one more step. Let $`W_i`$ be the supports of $`B^{}(a_i)`$. Assume that $`yX_j`$ for at most $`2^k`$ areas $`X_j`$. Let the additional transformation step act on the pair $`(y,x)`$ where $`x\{1,\mathrm{},n\}`$ is an arbitrary site with $`xy`$. Then we have $`yW_j`$ only if $`yX_j`$ or $`xX_j`$. Since both sites are contained in at most $`2^k`$ areas $`X_j`$ we see that $`y`$ can be an element of at most $`2^{k+1}`$ areas $`W_j`$. This completes the induction.
Since every area $`X_i`$ has size $`2^k`$ at most, for every $`X_i`$ there are $`2^k2^k`$ areas $`X_j`$ at most with nonempty intersection. Hence $`g_{ij}0`$ for $`4^k`$ pairs $`(i,j)`$ at most.Actually the latter statement is essentially the dual formulation of Lemma 8 in . We preferred the formulation on the set of observables since it turns out to be appropriate for the proof of a theorem below. Hence the term (1) is less or equal to $`4^k/(2n)`$. $`\mathrm{}`$
The theorem can be rephrased in terms of the hypersurfaces introduced above:
###### Corollary 1
Let $`r>0`$. Let $`b`$ with $`b1`$ arbitrary and $`\overline{a}`$ an averaging observable. Let $`\rho `$ be a separable initial state and $`A`$ a quantum network such that $`\rho `$ and $`A(\rho )`$ lie on different sides of the hypersurface
$`H_{\overline{a},b,r}.`$
Then the depth of $`A`$ is at least
$`{\displaystyle \frac{\mathrm{ln}r\mathrm{ln}(\sqrt{2/n})}{\mathrm{ln}2}}.`$
Note that the bound given in Theorem 1 is not too far from being tight: Take an $`n`$-qubit quantum computer with $`n=2^k`$ starting with the initial state
$`{\displaystyle \frac{1}{\sqrt{2}}}(|0+|1)|0^{(n1)}.`$
Perform a controlled-not with qubit 1 as control-qubit qubit 2 as target. Than perform two controlled-not with qubit 1 and 2 as control-qubit and 3 and 4 as targets. In the r-th step one takes the qubits $`1,\mathrm{},2^{r1}`$ as control qubits and the qubits $`2^{r1}+1,\mathrm{}2^r`$ as targets. After $`k`$ steps one has the cat state
$`{\displaystyle \frac{1}{\sqrt{2}}}|0^n+|1^n,`$
i.e., a state with $`e_\rho =1`$ (see : Despite the slight modification in the definition of $`e_\rho `$ one can adopt the proof for the equation $`e_\rho =1`$ given therein.).
Since we have answered the question of the complexity of a quantum network producing states which show large quantum uncertainty on the macroscopic level we shall focus on the second question of the complexity of measurement procedures for observables which are strongly incompatible with the averaging ones.
Firstly we should make clear, what we mean by ‘measurement procedure for an observable $`a`$’, since this will turn out to be essential:
###### Definition 4
Let $`a`$ be a self-adjoint operator acting on a quantum system’s Hilbert space of finite dimension. Let $`a=_{ij}\lambda _iP_i`$ be its spectral decomposition.
* weak sense of measurement:
A procedure is said to be a measurement procedure for $`a`$ if it has outcomes $`\lambda _1,\mathrm{},\lambda _j`$ and the outcome $`\lambda _i`$ has the probability $`tr(\rho P_i)`$ for a system prepared in the state $`\rho `$.
* strong sense of measurement:
If the procedure changes the state in such a way that one obtains the state
$`{\displaystyle \frac{P_i\rho P_i}{tr(\rho P_i)}}`$
in case of the result ‘$`\lambda _i`$’ we call the procedure a ‘von-Neumann-measurement’. Note that this assumption is much stronger than the requirement that the state vector lies in the eigenspace of the measured eigenvalue after the measurement. It even has to be projected.In the terminology of this is an ideal measurement and corresponding to every spectral projection one has realized a passive filter.
Now we should make clear which kind of observables we assume to be measurable directly:
###### Postulate 1
In the weak sense, one can measure every observable which is a function of an observable $`a`$ of the form
$`a=_ia_i`$
where every $`a_i`$ is a self-adjoint operator acting on the $`i`$-th component of the tensor product.
###### Postulate 2
In the strong sense one can only measure those observables $`a`$ directly which have the property that every spectral projection $`P_i`$ of $`a`$ is of the form
$`P_i=Q_j^{(i)},`$
where $`Q_j^{(i)}`$ is an orthogonal projection acting on the $`i`$-th tensor component.
These postulates assume, that a quite natural way of a measurement of a many-particle system is given by measuring some or all the particles separately. The set of possible outcomes is then given by the cartesian product of the sets of possible outcomes of the one-particle measurements. Of course it would also be natural to assume that one single measurement apparatus interacts with many particles in the same way. Then one would obtain rather complicated measurements as basic ones. The question ‘which observable can be measured in the most direct way’ is hard to answer and it is not even clear how to give a definite meaning to the term ‘most direct’. Our postulates should merely be considered as a first attempt to formalize the intuitive evidence for the fact that many-particle systems have an abundance of observables which seem to require rather sophisticated measurement procedures (in case they exist at all).
To illustrate that the difference between the weak and the strong sense of measurement is essential we take the observable
$`_i\sigma _x^{(i)},`$
which can be measured directly in the weak sense by measuring every qubit in the eigenbasis of $`\sigma _x`$. This observable is strongly incompatible with the averaging observable
$`\overline{\sigma }_z`$
in the sense that one has
$`[\overline{\sigma }_z,_i\sigma _x^{(i)}]=2.`$
Easy calculation shows, that the observable
$`_i\sigma _x^{(i)}`$
is one of the best for distinguishing between the macroscopic coherent superposition
$`{\displaystyle \frac{1}{2}}(|0^n0|^n+|1^n0|^n+|0^n1|^n+|1^n1|^n)`$
and the corresponding mixture of macroscopic distinct states:
$`{\displaystyle \frac{1}{2}}(|0^n0|^n+|1^n1|^n).`$
It is easy to see that our way of measuring $`_i\sigma _x^{(i)}`$ is far away from being a von-Neumann-measurement: Our procedure discriminates $`2^n`$ different measurement outcomes in order to measure an observable with only two different eigenvalues. A measurement in the strong sense can be designed as follows:
1. Perform a unitary transformation $`u`$ such that
$`u^{}(_i\sigma _x^{(i)})u=11\mathrm{}1\sigma _x.`$
2. Measure the observable
$`11\mathrm{}1\sigma _x.`$
3. Perform the transformation $`u^{}`$ .
Essentially, these methods for measuring a highly degenerated observable without destroying ‘too much coherence’ are necessary for quantum error correction since the computation of the error syndrome must not destroy the encoded quantum information.
But why is the difference between the two ways of measurement so important for our main question? – Because their effects on the states with respect to the problem of Schrödinger’s Cat are in some sense even complementary: While the first one destroys macroscopic superpositions, the second one can prepare them. This can be seen as follows: Perform the first measurement procedure. Depending on the measurement outcomes, it will produce one of the $`2^n`$ states
$`_i|\pm x_i,`$
where $`|\pm x_i`$ denotes the eigenstate of the Pauli matrix $`\sigma _x`$ with eigenvalue $`+1`$ or $`1`$ at the i-th qubit. Note that for every initial state the measurement produces a product state. On the other hand, take the initial state
$`|0^n`$
and perform the second procedure. Since the projectors on the eigenspaces of $`_i\sigma _x^{(i)}`$ are given by $`P_{}:=\frac{1}{2}(_i\sigma _x^{(i)}+1)`$ and $`P_+:=\frac{1}{2}(1_i\sigma _x^{(i)})`$ we obtain
$`{\displaystyle \frac{1}{2}}(|0^n+|1^n)`$
if the measurement outcome was ‘$`+1`$’ and
$`{\displaystyle \frac{1}{2}}(|0^n+|1^n)`$
if the outcome was ‘$`1`$’. In both cases we get a highly entangled state showing maximal quantum uncertainty with respect to the observable $`\overline{\sigma }_z`$.
One might ask, whether one can go beyond the bound given by Theorem 1 if one uses additional measurements in between some steps of the quantum network. It is easy to see that this possibility is already included in Theorem 1: Every measurement procedure which can be performed directly can be considered as a local map which depends on the measurement outcome. Intermediate local transformations and the preceding or the following bilocal transformation accessing the same site can be contracted to a single bilocal map. Then the additional local maps do not change the depth at all. Roughly speaking, we have found: ‘measurements with constant complexity cannot produce that kind of highly entangled states which have large parameter $`e_\rho `$.’
The following theorem elucidates this result from another point of view by showing that observables which are measurable (in the strong sense) with very low complexity are almost compatible with the averaging ones, in the sense that their spectral projections almost commute with the former ones:
###### Theorem 2
Let $`A`$ be an quantum network of depth $`k`$ consisting of unitary transformations. Let $`c`$ be an observable which can be measured directly in the strong sense. Then we have for every spectral projection $`P`$ of $`c`$:
$`[\overline{a},A^{}(P)]{\displaystyle \frac{2^k}{\sqrt{2n}}}`$
for every averaging observable $`\overline{a}`$.
Proof: Since $`A^{}`$ is implemented by unitary transformations we have
$`[\overline{a},A^{}(P)]=[A(\overline{a}),P].`$
Set $`c_i:=A(a_i)`$. We find
$$\underset{i}{}c_iPP\underset{i}{}c_i^2=(\underset{i}{}c_iPP\underset{i}{}c_i)^2.$$
(4)
We set $`d_i:=c_iPc_iP`$. Obviously $`[d_i,P]=[c_i,P]`$. Since $`Pd_iP=0`$ we can write expression (4) as
$`{\displaystyle \underset{ij}{}}(d_iPPd_i)(d_jPPd_j)`$ (5)
$`=`$ $`({\displaystyle \underset{i}{}}d_iP)({\displaystyle \underset{i}{}}d_iP)^{}+({\displaystyle \underset{i}{}}d_iP)^{}({\displaystyle \underset{i}{}}d_iP)`$ (6)
$``$ $`2{\displaystyle \underset{i}{}}Pd_i^22{\displaystyle \underset{i,j}{}}Pd_id_jP.`$ (7)
Easy calculation shows
$`Pd_i=Pc_iP^{}\text{ and }d_jP=P^{}c_jP.`$
Therefore we obtain
$`[{\displaystyle \underset{i}{}}c_i,P]^22{\displaystyle \underset{i,j}{}}Pc_iP^{}c_jP`$
Now we argue that the sum has to be taken over those pairs $`(i,j)`$ only which have the property that the supports of $`c_i`$ and $`c_j`$ intersect: By assumption $`P`$ has the form
$`P=_iQ_i`$
where every $`Q_i`$ is a projection on the i-th site. The orthogonal projection $`P^{}`$ can be split up into a direct sum in the following way: For any binary word $`b\{0,1\}^n`$ define the projection
$`R_b:=_{in}S_i`$
where $`S_i=Q_i`$ if the $`i`$-th digit of $`b`$ is ‘0’ and $`S_i=Q_i^{}`$ otherwise. Then $`P^{}`$ can be written as:
$`P^{}=_{b\{0,1\}^n\{0\mathrm{}0\}}R_b.`$
Let $`r\{1,\mathrm{},n\}`$ be such that $`b`$ has the digit ‘1’ at the site $`r`$. If the supports of $`c_i`$ and $`c_j`$ are disjoint, the site $`r`$ cannot be an element of both. Hence at least one of the two terms
$`Pc_iR_b\text{ and }R_bc_jP`$
vanishes, since $`Q_r^{}c_jQ_r=0`$ if $`r`$ is not an element of the support of $`c_j`$.
In the proof of Theorem 1 we have shown that for every $`c_i`$ there are at most $`4^k`$ operators $`c_j`$ such that their supports intersect. Since $`c_ia_i1/2`$ we have
$`[A(\overline{a}),P]\sqrt{{\displaystyle \frac{1}{2n}}4^k}=\sqrt{{\displaystyle \frac{1}{2n}}}2^k.`$
$`\mathrm{}`$
## III Conclusions
In agreement with our approach in we introduced a parameter $`e_\rho `$ indicating that a many-particle state $`\rho `$ shows quantum uncertainty on the macroscopic level. We showed that this class of highly entangled states with large $`e_\rho `$ requires a quantum network with depth $`\mathrm{\Theta }(\mathrm{log}n)`$. In we could give a set of families of parallel hypersurfaces, where every family is parameterized by $`r[1,1]`$. For the hypersurfaces with increasing $`|r|`$ we could prove increasing lower bounds for the depth of a quantum network preparing states lying outside those pairs corresponding to $`\pm r`$. Since we consider states with large parameter $`e_\rho `$ as those one constituting the philosophical problem of Schrödinger’s Cat in the debate about macrorealism we have proven that states which are prepared by a quantum network of depth $`O(1)`$ are consistent with macrorealism.
In analogy, we investigated the depth of a network required for measuring those observables which constitute the conflict with macrorealism in the sense we had explained. Here we obtained the same $`\mathrm{\Theta }(\mathrm{log}n)`$ \- bound as for the preparation of states with large $`e_\rho `$.
Our results put strong restrictions on the set of entangled states which can be obtained by networks with constant depth including intermediate measurements. Further understanding of ‘very-low-complexity entanglement’ has to be left to the future. Since any tensor product structure of a state for $`n`$ particles can already be destroyed by a quantum network of depth 2, this seems to be non-trivial at all.
## Acknowledgments
Many thanks to M. Grassl, M. Rötteler, and P. Wocjan for useful discussions. This work was partially supported by the project ‘AQUA’ of the ‘Deutsche Forschungsgemeinschaft’.
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# Vacuum energy in the presence of a magnetic string with delta function profile
## 1 Introduction
Recent developments in the technique for the calculation of the zero point energy of massive fields have opened interesting possibilities in the study of soft boundaries and smooth potentials with spherical and cylindrical geometry immersed in the vacuum of various quantum fields. The technique uses the Jost function of the scattering problem related to the background potential under examination. The vacuum energy can be expressed as an integral containing the logarithm of a Jost function with imaginary argument:
$$E_B=\frac{\mathrm{cos}\pi s}{\pi }\mu ^{2s}\underset{l}{}_{m_e}^{\mathrm{}}𝑑k(k^2m_e^2)^{1/2s}\frac{}{k}\mathrm{ln}f_l(ik),$$
(1)
here the subscript $`B`$ represents the background potential, $`_l`$ and $`_k`$ are respectively the integration over the momentum $`k`$ and the summation over all other quantum numbers $`l`$; $`m_e`$ is the mass of the quantum field, $`s`$ is a regularization parameter and $`\mu `$ a mass parameter. The Jost function $`f_l(ik)`$ is unique and easily obtainable for many types of geometries with circular, spherical or cylindrical symmetry and for various types of potential profiles, which is the great advantage of this approach.
Representation (1) for the vacuum energy still needs a renormalization. The zeta functional representation of (1) and its heat kernel expansion are known to be a very effective tool in this context (see for instance ). The basic idea to define unambiguously a renormalized zero point energy, is to impose the condition that the vacuum energy is zero when the mass of the quantum field reaches infinity (see ).
The heat kernel coefficients themselves are also of great interest, they determine the asymptotic behaviour of the renormalized energy ; they are to be considered as an intrinsic local feature of the geometry and of the background under examination.
This renormalization scheme and the above mentioned integral representation have been used to solve some basic configurations: the vacuum energy of scalar, spinor and electromagnetic fields in the background of spherical shells with hard and smooth potentials has been calculated , , , , . The investigation has turned recently to magnetic fields with cylindrical symmetry. In paper a complete analysis of a spinor field in the background of an homogeneous magnetic flux tube of finite radius was carried out. The vacuum energy was found to be negative and it did not show a minimum for any finite value of the radius. A natural question is if inhomogeneous magnetic fields can minimize the energy and render the string stable. The question was already raised in . The present paper extends the investigation begun in to an inhomogeneous magnetic string with delta function profile. The delta function, although not a fully realistic physical model, represents a simple example of inhomogeneity, which could give an insight into the problem of vacuum energy in magnetic backgrounds. This kind of “semi-transparent” was already analyzed in for a sphere. It has some features in common with a smooth potential and some with a hard boundary. In paper the heat kernel coefficients for a general semi-transparent boundary were calculated. The quantum mechanics of spinor fields in the presence of magnetic fluxes has been elaborated in early works , while more recent investigation in this direction has been motivated by the interest in the Aharonov-Bohm effect , . Singular inhomogeneous magnetic fields were examined in for the calculation of the fermion determinant and in for the investigation of the bound states of an electron, however the ground state energy was not calculated in those works. In our paper the ground state energy will be calculated for a scalar and for a spinor field. In the first part of this paper we will calculate the Jost functions for both fields, the heat kernel coefficients will be found and the energy will be renormalized imposing the vanishing of the vacuum fluctuations for fields of infinite mass. In the second part of the paper we will work numerically on the renormalized energy finding its asymptotic behaviour for small and for large values of the radius of the string. We will finally show some plots of the renormalized energy for various values of the strength of the potential.
## 2 Scalar field in the background of a magnetic string
### 2.1 Solution of the field equation
We quantize a scalar field $`\mathrm{\Phi }`$ in the presence of a classical magnetic field whose form is that of a cylindrical shell with delta function profile. The section of the string is a circle with radius $`R`$. The magnetic field is given by
$$\stackrel{}{B}(r)=\frac{\varphi }{2\pi R}\delta (rR)\stackrel{}{e}_z$$
(2)
where $`\varphi `$ is the magnetic flux, $`r=\sqrt{x^2+y^2}`$ and $`z`$ is the axis along which the cylindrical shell extends to infinity. The quantum field obeys the Klein- Gordon equation for the scalar electrodynamics:
$$(D^2+m_e^2)\mathrm{\Phi }(x)=0$$
(3)
where $`m_e`$ is the mass of the field, and
$$\begin{array}{ccc}D^2\hfill & =& _t^2\stackrel{}{}^22ieA^0_t2ie\stackrel{}{A}\stackrel{}{}e^2A^0{}_{}{}^{2}+e^2\stackrel{}{A}^2,\hfill \end{array}$$
(4)
here $`e`$ is the electron charge, $`A_\mu `$ is the vector potential of the electromagnetic field and the convention $`g_{\mu \nu }=`$diag$`(1,1,1,1)`$ is used as well as the gauge $`^\mu A_\mu =0`$. We want to find a solution of eq.(3) in cylindrical coordinates $`z,r`$, $`\phi `$, then we take the relevant operators in (4) in the following form
$$\stackrel{}{}(\mathrm{cos}\phi _r\frac{\mathrm{sin}\phi }{r}_\phi ,\mathrm{sin}\phi _r+\frac{\mathrm{cos}\phi }{r}_\phi ,_z)$$
(5)
$$\stackrel{}{}^2\frac{1}{r}_rr_r+\frac{1}{r^2}_\phi ^2+_z^2.$$
(6)
The potential four vector $`A^\mu `$ associated with the magnetic field (2) contains a theta-function:
$$\stackrel{}{A}=\frac{\varphi }{2\pi }\frac{\mathrm{\Theta }(rR)}{r}\stackrel{}{e}_\phi ,A^0=0;$$
(7)
where $`\stackrel{}{e}_\phi =(\mathrm{sin}\varphi ,\mathrm{cos}\varphi ,0)`$. Therefore operator (4) becomes
$$D^2_t^2\left(\frac{1}{r}_rr_r+\frac{1}{r^2}_\phi ^2+_z^2\right)+\frac{2i\beta \mathrm{\Theta }(rR)}{r^2}_\phi +\frac{\beta ^2\mathrm{\Theta }^2(rR)}{r^2}$$
(8)
here, and in the rest of this paper, $`\beta `$ will represent the strength of the background potential
$$\beta =\frac{e\varphi }{2\pi }.$$
(9)
With the ansatz of the separation of the variables the scalar field is transformed into
$$\mathrm{\Phi }(x)\mathrm{exp}(ip_0tip_zz+im\phi )\mathrm{\Phi }_m(p_0,p_z,r),$$
(10)
where $`p_\mu `$ is the momentum four vector and $`m`$ is the orbital momentum quantum number. Combining (4), (8) and (10) the new field equation reads
$$(p_0^2m_e^2p_z^2\frac{(m\beta \mathrm{\Theta }(rR))^2}{r^2}+\frac{1}{r}_r+_r^2)\mathrm{\Phi }_m(p_0,p_z,r)=0.$$
(11)
or
$$\left(k^2\frac{(m\beta \mathrm{\Theta }(rR))^2}{r^2}+\frac{1}{r}_r+_r^2\right)\mathrm{\Phi }_m(k,r)=0,$$
(12)
where $`k=\sqrt{p_0^2m_e^2p_z^2}`$. The solutions of this equation are Bessel and Neumann functions. The kind of function and their coefficients are to be determined by means of physical considerations. We take here the regular solution which in general scattering theory has the following asymptotic behaviour
$$\mathrm{\Phi }\stackrel{r0}{}J_m(kr),$$
(13)
$$\mathrm{\Phi }\stackrel{r\mathrm{}}{}\frac{1}{2}(f_m(k)H_{m\beta }^{(2)}(kr)+f_m^{}(k)H_{m\beta }^{(1)}(kr)),$$
(14)
where $`J_m(kr)`$ is a Bessel function of the first kind, $`H_{m\beta }^{(1)}(kr)`$ and $`H_{m\beta }^{(2)}(kr)`$ are Hankel functions of the first and of the second kind and the coefficients $`f_m(k)`$ and $`f_m^{}(k)`$ are a Jost function and its complex conjugate respectively. In the case of the delta function profile the regular solution reads
$$\mathrm{\Phi }(r)=J_m(kr)\mathrm{\Theta }(Rr)+\frac{1}{2}(f_m(k)H_{m\beta }^{(2)}(kr)+f_m^{}(k)H_{m\beta }^{(1)}(kr))\mathrm{\Theta }(rR),$$
(15)
then, we can define a field $`\mathrm{\Phi }^I`$ in the region $`r<R`$ inside the cylinder
$$\mathrm{\Phi }_m^I(k,r)=J_m(kr)$$
(16)
which is independent of the strength $`\beta `$ of the potential, and a field $`\mathrm{\Phi }^O`$ in the region outside the cylinder $`rR`$
$$\mathrm{\Phi }_m^O(k,r)=\frac{1}{2}(f_m(k)H_{m\beta }^{(2)}(kr)+f_m^{}(k)H_{m\beta }^{(1)}(kr))$$
(17)
which describes incoming and outgoing cylindrical waves. The conditions for the field at $`r=R`$ will be discussed later.
### 2.2 Ground state energy in terms of the Jost function and normalization condition
A regularized vacuum energy can be defined as
$$E_0^{sc}=\frac{\mu ^{2s}}{2}ϵ_{(n,\alpha )}^{12s},$$
(18)
where the $`ϵ_{(n,\alpha )}`$ are the eigenvalues of the Hamiltonian operator associated with (4), $`\alpha =\pm 1`$ being the index for the particle-anti-particle degree of freedom, while $`n`$ includes all oder quantum numbers. $`s`$ is the regularization parameter to be put to zero after the renormalization and $`\mu `$ is a mass parameter necessary to maintain the correct dimensions of the energy. The string is invariant under translations along the $`z`$ axis, therefore the energy density per unit length of the string is
$$^{sc}=\frac{1}{2}\mu ^{2s}_{\mathrm{}}^{\mathrm{}}\frac{dp_z}{2\pi }\underset{(n,\alpha )}{}(p_z^2+\lambda _{(n)}^2)^{1/2s},$$
(19)
where the $`\lambda _{(n)}`$ are the eigenvalues of the operator defined in (12) with $`k=\sqrt{p_0^2m_e^2}`$ . We perform the integration over $`p_z`$ in (19), getting
$$^{sc}=\frac{1}{4}\mu ^{2s}\frac{\mathrm{\Gamma }(s1)}{\sqrt{\pi }\mathrm{\Gamma }(s1/2)}\underset{(n,\alpha )}{}(\lambda _{(n)}^2)^{1s}.$$
(20)
The next step is to transform the summation in (20) into a contour integral. We enclose temporarily the system in a large cylindrical quantization box imposing some conditions for the field at this boundary, for instance Dirichlet boundary conditions. Then we can express the eigenvalues $`\lambda _{(n)}`$ by means of the zeros of solution (14), which becomes an exact equation at infinity. The derivative of the logarithm of the solution will then have poles at $`k=\lambda _{(n)}`$. We can express (20) through an integral whose contour encloses these poles which lie on the real axis $`k`$. The deformation of the contour on the imaginary axis and the dropping of the Minkowski space contribution allows to reach the final form.
$$^{sc}=\frac{1}{2}C_s\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k(k^2+m_e^2)^{1s}_k\mathrm{ln}f_m(ik),$$
(21)
where $`f_m(ik)`$ is the Jost function with imaginary argument and $`C_s=(1+s(1+2\mathrm{ln}(2\mu )))/(2\pi )`$ is a simple function of the regularization parameter. The renormalization of (21) is carried out by direct subtraction of its divergent part
$$_{ren}^{sc}=^{sc}_{div}^{sc}.$$
(22)
The isolation of the divergent part from the total energy will be performed via heat-kernel expansion as we will see in a moment. The subtracted part should be added in the classical part of the energy resulting in a renormalization of the classical parameters of the string (in paper this procedure is well explained), however we do not treat the classical energy of the system here but only the vacuum contribution. For the analytical continuation $`s0`$ we split $`_{ren}^{sc}`$ it into a “finite” and an “asymptotic” part.
$$_{ren}^{sc}=_f^{sc}+_{as}^{sc},$$
(23)
with
$$_f^{sc}=\frac{1}{2}C_s\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k[k^2m_e^2]^{1s}\frac{}{k}[\mathrm{ln}f_m(ik)\mathrm{ln}f_m^{as}(ik)]$$
(24)
and
$$_{as}^{sc}=\frac{1}{2}C_s\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k[k^2m_e^2]^{1s}\frac{}{k}\mathrm{ln}f_m^{as}(ik)_{div}^{sc},$$
(25)
where $`f_m^{as}`$ is a portion of the uniform asymptotic expansion of the Jost function. The number of orders to be included in $`f_m^{as}`$ must be sufficient to let the function
$$\mathrm{Sub}\mathrm{ln}f_m(ik)\mathrm{ln}f_m^{as}(ik)$$
(26)
fall as $`m^4`$ (or $`k^4`$) for $`k`$ and $`m`$ equally large, in this case the integral and the summation in (24) converge for $`s0`$. To this purpose three orders in the asymptotics are enough. More orders would only give a quicker convergence. The splitting proposed in (23) immediately permits the analytical continuation $`s=0`$ in $`_f^{sc}`$, furthermore it allows a very quick subtraction of the pole terms in the asymptotic part (24). $`_{as}^{sc}`$ is a finite quantity. For the definition of $`_{div}^{sc}`$ we write the sum (18) as
$$^{sc}=\frac{1}{2}\frac{\mu ^{2s}}{\mathrm{\Gamma }(s1/2)}_0^{\mathrm{}}𝑑tt^{s3/2}K(t)$$
(27)
where $`K(t)`$ is the heat kernel related to the Hamilton operator , which can be expanded for small $`t`$
$$K(t)=\underset{(n)}{}e^{t\lambda _{(n)}^2}\frac{e^{tm_e^2}}{(4\pi t)^{3/2}}\underset{j}{\overset{\mathrm{}}{}}A_jt^j,j=0,\frac{1}{2},1\mathrm{}$$
(28)
The $`A_j`$ are the heat-kernel coefficients related with the Hamiltonian operator. By means of (27) and (28) we can expand the ground state energy in powers of the mass and get
$$^{sc}=\underset{j}{}\frac{\mu ^{2s}}{32\pi ^2}\frac{\mathrm{\Gamma }(s+j2)}{\mathrm{\Gamma }(s+1)}m_e^{42(s+j)}A_j$$
(29)
in which the divergent contribution can be isolated
$`_{div}^{sc}`$ $`=`$ $`{\displaystyle \frac{m_e^4}{64\pi ^2}}\left({\displaystyle \frac{1}{s}}+\mathrm{ln}{\displaystyle \frac{4\mu ^2}{m_e^2}}{\displaystyle \frac{1}{2}}\right)A_0{\displaystyle \frac{m_e^3}{24\pi ^{3/2}}}A_{1/2}`$ (30)
$`+{\displaystyle \frac{m_e^2}{32\pi ^2}}\left({\displaystyle \frac{1}{s}}+\mathrm{ln}{\displaystyle \frac{4\mu ^2}{m_e^2}}1\right)A_1+{\displaystyle \frac{m_e}{16\pi ^{3/2}}}A_{3/2}`$
$`{\displaystyle \frac{1}{32\pi ^2}}\left({\displaystyle \frac{1}{s}}+\mathrm{ln}{\displaystyle \frac{4\mu ^2}{m_e^2}}2\right)A_2.`$
In this definition the poles are all contained in the three terms corresponding to the heat kernel coefficients $`A_0,A_1,A_2`$, however we included in $`_{div}^{sc}`$ two more terms in order to satisfy a normalization condition, namely that the renormalized ground state energy vanishes for a field of infinite mass
$$\underset{m_e\mathrm{}}{lim}_{ren}^{sc}=0.$$
(31)
This condition fixes a unique value for the vacuum energy of a massive field. It is also necessary to eliminate the arbitrariness of the mass parameter $`\mu `$. This normalization condition must of course be changed if one desires to investigate massless fields. In paper the interested reader can find further details and comments about the procedure briefly summarized in this subsection.
### 2.3 The Jost function and its asymptotics
We focus our attention on the Jost function $`f_m(k)`$ related with the delta function potential of the magnetic string.
We have defined a field in the outer region $`r>R`$ and a field in the inner region $`r<R`$, we now need some matching conditions on the boundary $`r=R`$. As the delta function is a continuous function, we will require that the field is continuous on the boundary. From this condition and from the field equation (12) it follows directly that the first derivative of the field must be continuous on the boundary:
$$\{\begin{array}{ccc}\mathrm{\Phi }^O(r)|_{r=R}\hfill & =& \mathrm{\Phi }^I(r)|_{r=R}\hfill \\ _r\mathrm{\Phi }^O(r)|_{r=R}\hfill & =& _r\mathrm{\Phi }^I(r)|_{r=R}\hfill \end{array}$$
(32)
and with the use of solution (16) and (17)
$$\{\begin{array}{ccc}J_m(kR)\hfill & =& \frac{1}{2}(f_m(k)H_{m\beta }^{(2)}(kR)+f_m^{}(k)H_{m\beta }^{(1)}(kR))\hfill \\ _rJ_m(kr)|_{r=R}\hfill & =& \frac{1}{2}_r(f_m(k)H_{m\beta }^{(2)}(kr)+f_m^{}(k)H_{m\beta }^{(1)}(kr))|_{r=R}.\hfill \end{array}$$
(33)
Solving for $`f_m(k)`$ one finds
$$f_m(k)=\frac{2(_rJ_m(kr)|_{r=R}H_{m\beta }^{(1)}(kR)_rH_{m\beta }^{(1)}(kr)|_{r=R}J_m(kR))}{H_{m\beta }^{(2)}(kR)_rH_{m\beta }^{(1)}(kr)|_{r=R}H_{m\beta }^{(1)}(kR)_rH_{m\beta }^{(2)}(kr)|_{r=R}},$$
(34)
which with the use of the Wronskian determinant for the Hankel functions becomes
$$f_m(k)=\frac{2\pi kR}{4i}\left[J_m(kR)H_{m\beta +1}^{(1)}J_{m+1}(kR)H_{m\beta }^{(1)}(kR)+\frac{\beta }{kR}J_m(kR)H_{m\beta }^{(1)}(kR)\right].$$
(35)
The corresponding Jost function on the imaginary axis can be written in terms of modified Bessel I and Bessel K functions
$$f_m(ik)=i^\beta kR\left[I_mK_{m\beta +1}+I_{m+1}K_{m\beta }\right]+i^\beta \beta I_mK_{m\beta }.$$
(36)
where the arguments $`(kR)`$ of the Bessel functions are omitted for simplicity. Eq. (36) can be written in a more compact form
$$f_m(ik)=i^\beta kR\left[I_m^{}K_{m\beta }+I_mK_{m\beta }^{}\right].$$
(37)
where the prime denotes the derivative with respect to the argument. This expression holds for positive and for negative values of $`m`$. On the contrary the uniform asymptotic expansion, which we need for eq.(24) and (25), is a different function for positive or for negative $`m`$. To find it we write the Bessel I and K functions of eq.(36) in the form
$$I_{m+\alpha }((m+\alpha )z^{}),K_{m+\alpha }((m+\alpha )z^{}),z^{}=kR/(m+\alpha ),$$
(38)
where $`\alpha `$ can be $`0`$ or $`1`$ for the Bessel I function and $`\beta `$ or $`\beta +1`$ for the Bessel K function. Their expansions for large positive orders are well known , for instance $`K_{m+\alpha }((m+\alpha )z^{})`$ is expanded as
$$K_{m+\alpha }((m+\alpha )z^{})\sqrt{\frac{\pi }{2(m+\alpha )}}\frac{e^{(m+\alpha )\eta ^{}}}{(1+z^2)^{1/4}}\left\{1+\underset{j=1}{\overset{\mathrm{}}{}}(1)^j\frac{u_j([1+z^2]^{1/2})}{(m+\alpha )^j}\right\},$$
(39)
where $`\eta =\sqrt{1+z^2}+\mathrm{ln}(\frac{z^{}}{1+\sqrt{1+z^2}})`$ and the $`u_j(x)`$ are the Debye polynomials in the variable $`x`$. However we are interested in an expansion in powers of the variable $`m`$ alone: an expansion of the form
$$K_{m+\alpha }((m+\alpha )z^{})\underset{n}{}\frac{X_n}{m^n},$$
(40)
where the $`X_n`$ are some coefficients depending on $`k,R`$ and $`\beta `$. Therefore we make the substitution $`z^{}z\left(\frac{m}{m+\alpha }\right)`$, with $`z=KR/m`$ in the argument of the Bessel function and we rewrite its expansion as
$$\begin{array}{ccc}K_{m+\alpha }((m+\alpha )z^{})\hfill & & \sqrt{\frac{\pi }{2(m+\alpha )}}\frac{e^{(m+\alpha )\eta }}{(1+\left(z\frac{m}{m+\alpha }\right)^2)^{1/4}}\hfill \\ & & \left\{1+_{j=1}^{\mathrm{}}(1)^j\frac{u_j([1+\left(z\frac{m}{m+\alpha }\right)^2]^{1/2})}{m^j\left(1+\frac{\alpha }{m}\right)^j}\right\}\hfill \end{array}$$
(41)
with the obvious change for $`\eta ^{}`$. Then, re-expanding in powers $`1/m^n`$ we get
$$K_{m+\alpha }(kR)\sqrt{\frac{\pi }{2m}}\mathrm{exp}\{\underset{n=1}{\overset{3}{}}m^nS_K(n,\alpha ,t)\},$$
(42)
where $`t=(1+z^2)^{1/2}`$ and the functions $`S_K(n,\alpha ,t)`$ are given explicitly in the Appendix. The corresponding expansion of the Bessel I function in negative powers of $`m`$ will be
$$I_{m+\alpha }(kR)\frac{1}{\sqrt{2\pi m}}\mathrm{exp}\{\underset{n=1}{\overset{3}{}}m^nS_I(n,\alpha ,t)\},$$
(43)
where the functions $`S_I(n,\alpha ,t)`$ are given in the appendix. Inserting these expansions in (36) one finds an asymptotic Jost function valid for positive $`m`$, we name it $`f_m^{as+}(ik)`$. To find the asymptotics for negative $`m`$ we must take the Jost function in its form
$$f_m(ik)=i^\beta kR\left[I_mK_{m+\beta 1}+I_{m1}K_{m+\beta }\right]+i^\beta \beta I_mK_{m+\beta },$$
(44)
which is identical to (36) because of the property of the modified Bessel functions
$$I_l(x)=I_l(x),K_p(x)=I_p(x),$$
(45)
where $`l`$ is any natural number and $`p`$ any real number. Then in (44) a large positive index always correspond to a large negative $`m`$ and inserting (42) and (43) in (44) we find an asymptotic Jost function valid for negative $`m`$, we call it $`f_m^{as}(ik)`$.
For $`m=0`$, the asymptotic Jost function can be obtained from (36), using the expansions
$$I_\nu (z)\frac{e^z}{\sqrt{2\pi z}}\left\{1\frac{\mu 1}{8z}+\frac{(\mu 1)(\mu 9)}{2!(8z)^2}\mathrm{}\right\},\mu =4\nu ^2;$$
(46)
$$K_\nu (z)\frac{\sqrt{\pi }e^z}{\sqrt{2z}}\left\{1+\frac{\mu 1}{8z}+\frac{(\mu 1)(\mu 9)}{2!(8z)^2}+\mathrm{}\right\},$$
(47)
we call this contribution $`f_0^{as}(ik)`$. The finite and the asymptotic part of the energy defined in (24),(25) are also split into three contributions: one for positive $`m`$, one for negative $`m`$ and one for $`m=0`$. The positive and negative contributions can be summed up in a single term, but the contribution coming from $`m=0`$ must be calculated separately and summed just numerically at the end, in fact we have
$`_f^{sc}`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_s({\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle _{m_e}^{\mathrm{}}}dk(k^2+m_e^2)_k(\mathrm{ln}f_m^\pm (ik)\mathrm{ln}f_m^{as\pm }(ik))`$ (48)
$`+{\displaystyle _{m_e}^{\mathrm{}}}dk(k^2+m_e^2)_k(\mathrm{ln}f_0(ik)\mathrm{ln}f_0^{as}(ik)),)`$
and
$`_{as}^{sc}`$ $`=`$ $`{\displaystyle \frac{1}{2}}C_s({\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle _{m_e}^{\mathrm{}}}dk(k^2+m_e^2)^{1s}_k\mathrm{ln}f_m^{as\pm }(ik)`$ (49)
$`+{\displaystyle _{m_e}^{\mathrm{}}}dk(k^2+m_e^2)^{1s}_k\mathrm{ln}f_0^{as}(ik)_{div}^{sc}),`$
where $`f_m^\pm =f_m(ik)+f_m(ik)`$ and $`f_m^{as\pm }(ik)=f_m^{as+}(ik)+f_m^{as}(ik)`$.
Taking the logarithm of $`f_m^{as+}(ik)`$ and $`f_m^{as}(ik)`$ and re-expanding in powers of $`m`$ we find the functions needed in the integrands of (48)(49) up to the desired order. We are interested in $`\mathrm{ln}f_m^{as\pm }(ik)`$ and $`\mathrm{ln}f_0^{as}(ik)`$ up to the third order, they read
$$\mathrm{ln}f_0^{as}=\frac{\beta ^2}{2kR},$$
(50)
$$\mathrm{ln}f_m^{as\pm }(ik)=\underset{n}{\overset{3}{}}\underset{t}{}X_{n,j}\frac{t^j}{m^n},$$
(51)
where $`t=1/(1+(kR/m)^2)^{\frac{1}{2}}`$ and the nonzero coefficients are
$$\begin{array}{c}X_{1,1}=\beta ^2,X_{2,4}=\beta ^2/4,\hfill \\ X_{3,3}=\beta ^2/24\beta ^4/12,X_{3,5}=\beta ^2/2+\beta ^4/4,\hfill \\ X_{3,7}=\beta ^4/16.\hfill \end{array}$$
(52)
As we mentioned above three orders are sufficient for the convergence of $`_f^{sc}`$. More orders could have been included in definition (50) and (51) to let the sum and the integral in (48) converge more rapidly<sup>1</sup><sup>1</sup>1 We would like to stress that with the introduction of asymptotic expansions in our calculation we do not approximate the vacuum energy. The total energy as defined in (22) remains an exact quantity. The uniform asymptotics of the Jost function is just a mathematical tool which permits the analytical continuation $`s0`$..
### 2.4 The asymptotic part of the energy and the heat kernel coefficients
Having found the Jost function related to the cylindrical delta potential an important part of the calculation is done. We proceed with the analytical simplification of $`_{as}^{sc}`$. The second term in (49) which we name $`_{as0}^{sc}`$, can be quickly calculated inserting in it the result (50). We find
$$_{as0}^{sc}=\frac{\beta ^2m_e}{4\pi R}.$$
(53)
The first term in (49), which we name here $`_{as(m)}^{sc}`$ contains the sum over $`m`$ which can be carried out with the Abel-Plana formula
$$\underset{m=1}{\overset{\mathrm{}}{}}F(m)=_0^{\mathrm{}}𝑑mF(m)\frac{1}{2}F(0)+_0^{\mathrm{}}\frac{dm}{1e^{2\pi m}}\frac{F(im)F(im)}{i}.$$
(54)
In our case is
$$F(m)=_{m_e}^{\mathrm{}}𝑑k(k^2+m_e^2)^{1s}_k\mathrm{ln}f_m^{as\pm }(ik).$$
(55)
Thus $`_{as(m)}^{sc}`$ is split into three addends:
$$_{as1}^{sc}=\frac{1}{2}C_s_0^{\mathrm{}}𝑑m_{m_e}^{\mathrm{}}𝑑k(k^2+m_e^2)^{1s}_k\mathrm{ln}f_m^{as\pm }(ik)$$
(56)
$$_{as2}^{sc}=\frac{1}{4}C_sF(0),$$
(57)
$$_{as3}^{sc}=\frac{1}{2}C_s_0^{\mathrm{}}\frac{dm}{1e^{2\pi m}}\frac{F(im)F(im)}{i}.$$
(58)
The contributions $`_{as1}^{sc}`$ and $`_{as2}^{sc}`$ can be calculated with the formulas given in appendix B. The result is
$$_{as1}^{sc}=\frac{\beta ^2m_e^2}{8\pi }\left(\frac{1}{s}+\mathrm{ln}\left(\frac{4\mu ^2}{m_e^2}\right)1\right)\frac{\beta ^2m_e}{32R},$$
(59)
$$_{as2}^{sc}=\frac{\beta ^2m_e}{4\pi R}\frac{\beta ^2}{96\pi m_eR^3}+\frac{\beta ^4}{48\pi m_eR^3}.$$
(60)
The divergences are all contained in the first term of $`_{as1}^{sc}`$. The first term of $`_{as2}^{sc}`$ will cancel with $`_{as0}^{sc}`$ and it remains only one term containing a positive power of the mass. This term is the contribution to $`_{sc}^{div}`$ corresponding to the heat kernel coefficient $`A_{3/2}`$ (see eq.(30)) and therefore it will be subtracted as well as the pole term.
The last contribution to $`_{as}^{sc}`$ is $`_{as3}^{sc}`$, whose calculation demands a little more work. Using the formula displayed in appendix B to calculate the integral over $`k`$, we we find
$$_{as3}^{sc}=(1)\frac{1}{2}C_s\underset{n,j}{}X_{n,j}\left[m_e^{22s}\mathrm{\Gamma }(2s)\right]\mathrm{\Lambda }_{n,j}(m_eR),$$
(61)
where the functions $`\mathrm{\Lambda }_{n,j}(m_eR)`$ are given by
$$\begin{array}{ccc}\mathrm{\Lambda }_{n,j}(x)\hfill & =& \frac{\mathrm{\Gamma }(s+j/21)}{\mathrm{\Gamma }(j/2)x^j}[_0^x\frac{dm}{1e^{2\pi m}}\frac{m^{jn}2\mathrm{sin}\left[\frac{\pi }{2}(jn)\right]}{\left[1\frac{m^2}{x^2}\right]^{s+j/21}}\hfill \\ & & +_x^{\mathrm{}}\frac{dm}{1e^{s\pi m}}\frac{m^{jn}2\mathrm{sin}\left[\pi (1sn/2)\right]}{\left[\frac{m^2}{x^2}1\right]^{s+j/21}}].\hfill \end{array}$$
(62)
We have calculated these functions by partial integration for $`n3`$ and $`j7`$ and we show them explicitly in the appendix B. By means of those functions and of the coefficients (52) we find
$`_{as3}^{sc}`$ $`=`$ $`{\displaystyle \frac{\beta ^2}{\pi R^2}}{\displaystyle _{m_eR}^{\mathrm{}}}{\displaystyle \frac{dm}{1e^{2\pi m}}}\sqrt{m_e^2(m_eR)^2}`$ (63)
$`+\left({\displaystyle \frac{\beta ^2}{24\pi R^2}}{\displaystyle \frac{\beta ^4}{12\pi R^2}}\right){\displaystyle _{m_eR}^{\mathrm{}}}𝑑m\left({\displaystyle \frac{1}{1e^{2\pi m}}}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m_e^2(m_eR)^2}`$
$`+\left({\displaystyle \frac{\beta ^2}{6\pi R^2}}+{\displaystyle \frac{\beta ^4}{12\pi R^2}}\right){\displaystyle _{m_eR}^{\mathrm{}}}𝑑m\left(\left({\displaystyle \frac{m}{1e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m_e^2(m_eR)^2}`$
$`+{\displaystyle \frac{\beta ^2}{24\pi R^2}}{\displaystyle _{m_eR}^{\mathrm{}}}𝑑m\left(\left(\left({\displaystyle \frac{m^3}{1e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m_e^2(m_eR)^2}`$
$`+{\displaystyle \frac{\beta ^2m_e}{16R}}{\displaystyle \frac{1}{1e^{2\pi m_eR}}},`$
where the prime in the integrands denotes derivative with respect to $`m`$. The last term in (63) goes to zero for $`m_e\mathrm{}`$ and therefore must be included in the renormalized energy, however, given its exponential behaviour, it does not contribute to the heat kernel coefficients. The heat kernel coefficients, which we have calculated up to the coefficient $`A_{7/2}`$ (including four more orders in $`\mathrm{ln}f^{as\pm }(ik)`$), read
$$\begin{array}{ccccccc}A_0\hfill & =& 0\hfill & ,& A_{1/2}& =& 0\hfill \\ A_1\hfill & =& 4\pi \beta ^2\hfill & ,& A_{3/2}& =& \frac{\beta ^2\pi ^{3/2}}{2R}\hfill \\ A_2\hfill & =& 0\hfill & ,& A_{5/2}& =& \frac{[(3\pi 128)\beta ^2+(25618\pi )\beta ^4]\pi ^{1/2}}{384R^3}\hfill \\ A_3\hfill & =& 0\hfill & ,& A_{7/2}& =& \frac{(27\beta ^2100\beta ^4+80\beta ^6)\pi ^{3/2}}{24576R^5}.\hfill \end{array}$$
We perform the subtraction proposed in (22) and we obtain the final result
$`_{as}^{sc}`$ $`=`$ $`{\displaystyle \frac{\beta ^2}{\pi R^2}}h_1(m_eR)+\left({\displaystyle \frac{\beta ^2}{24\pi R^2}}{\displaystyle \frac{\beta ^4}{12\pi R^2}}\right)h_2(m_eR)`$ (64)
$`+\left({\displaystyle \frac{\beta ^2}{6\pi R^2}}+{\displaystyle \frac{\beta ^4}{12\pi R^2}}\right)h_3(m_eR)`$
$`+{\displaystyle \frac{\beta ^2}{24\pi R^2}}h_4(m_eR){\displaystyle \frac{\beta ^2}{96\pi m_eR^3}}+{\displaystyle \frac{\beta ^4}{48\pi m_eR^3}}`$
$`+{\displaystyle \frac{\beta ^2m_e}{16R}}{\displaystyle \frac{1}{1e^{2\pi m_eR}}}.`$
The functions $`h_n(x)`$ are given by
$`h_1(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}{\displaystyle \frac{dm}{1e^{2\pi m}}}\sqrt{m^2x^2}`$
$`h_2(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}𝑑m\left({\displaystyle \frac{1}{1e^{2\pi m}}}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m^2x^2}`$
$`h_3(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}𝑑m\left(\left({\displaystyle \frac{m}{1e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m^2x^2}`$
$`h_4(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}𝑑m\left(\left(\left({\displaystyle \frac{m^3}{1e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m^2x^2};`$ (65)
they are all convergent integrals which can be easily numerically calculated. The finite part of the ground state energy given by (48) can be integrated by parts giving
$`_f^{sc}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle _{m_e}^{\mathrm{}}}𝑑kk\left[f_m^\pm (ik){\displaystyle \underset{n}{\overset{3}{}}}{\displaystyle \underset{t}{}}X_{n,j}{\displaystyle \frac{t^j}{m^n}}\right]`$ (66)
$`+{\displaystyle \frac{1}{2\pi }}{\displaystyle _{m_e}^{\mathrm{}}}𝑑kk\left[f_0(ik){\displaystyle \frac{\beta ^2}{2kR}}\right],`$
where the coefficient $`X_{n,j}`$ are given by (52), $`t=1/(1+(kR/m)^2)^{\frac{1}{2}}`$ and
$$f_m^\pm (ik)=kR\left[i^\beta \left(I_m^{}K_{m\beta }+I_mK_{m\beta }^{}\right)+i^\beta \left(I_m^{}K_{m+\beta }+I_mK_{m+\beta }^{}\right)\right],$$
(67)
$$f_0(ik)=i^\beta kR\left[I_0^{}K_\beta +I_0K_\beta ^{}\right].$$
(68)
Equations(65) and (67) are to be considered the main analytical result of this paper concerning the scalar field. Their sum gives the total renormalized vacuum energy. The sum will be performed in the numerical part of this paper.
## 3 Spinor field in the background of a magnetic string
### 3.1 Solution of the field equation
The analysis of a spinor field in the background of a cylindrical magnetic field with an arbitrary profile has been performed in . The field equation for a spinor field
$$\mathrm{\Psi }(r)=\left(\begin{array}{c}g_1(r)\\ g_2(r)\end{array}\right)$$
(69)
in the background of a translationally invariant potential, with delta function profile is
$$\left(\begin{array}{cc}p_0m_e\hfill & _r\frac{m\beta \mathrm{\Theta }(Rr)}{r}\hfill \\ _r\frac{m+1\beta \mathrm{\Theta }(Rr)}{r}\hfill & p_0+m_e\hfill \end{array}\right)\left(\begin{array}{c}g_1(r)\\ g_2(r)\end{array}\right)=0.$$
(70)
The reader is referred to paper for a derivation of this equation. Let us find the solution to (71) for one component of the spinor<sup>2</sup><sup>2</sup>2We are not interested here in the complete set of solutions to eq.(71), the solution for $`g_2(r)`$ is sufficient to find the Jost function of the scattering problem. The decoupled equation for the component $`g_1(r)`$ is however indispensable and it will be used later.. The decoupled equation for the component $`g_2`$ is
$$\left(k^2\frac{\left[m\beta \mathrm{\Theta }(Rr)\right]^2}{r^2}+\frac{\beta }{r}\delta (Rr)+\frac{1}{r}_r+_r^2\right)g_2(r)=0,$$
(71)
where $`k=\sqrt{p_0^2m_e^2}`$. The solution in the region $`r<R`$ is
$$g_2^I(r)=J_m(kr).$$
(72)
and in the region $`r>R`$
$$g_2^O(r)=\frac{1}{2}\left[f_m^{spin}(k)H_{m\beta }^{(2)}(kr)+f_m^{spin^{}}(k)H_{m\beta }^{(1)}(kr)\right],$$
(73)
here $`f_m^{spin}(k)`$ and $`f_m^{spin^{}}(k)`$ are the Jost function and its conjugate related to the scattering problem for the spinor field. Solutions (73) and (74) have the same form as those found in the scalar case for the inner and outer space. However at $`r=R`$ the field has not the same form, as we discuss below, owing to the presence of the term $`\frac{\beta }{r}\delta (Rr)`$ in the field equation (72).
The ground state energy of the spinor field in the background of the magnetic string is
$$E_0=\frac{\mu ^2}{2}\underset{n,\alpha ,\sigma }{}ϵ_{(n,\alpha ,\sigma )}^{12s},$$
(74)
where the minus sign accounts for the change of the statistics, and the $`ϵ_{(n,\alpha ,\sigma )}`$ are the eigenvalues of the Hamiltonian
$$H=i\gamma ^0\gamma ^l\left(_{x^l}ieA_l(x)\right)+\gamma ^0m_e.$$
(75)
The degree of freedom $`\sigma `$ accounts for the two independent spin states. As in the scalar case we calculate the energy for a section of the string. The ground state energy density per unit length of the string in terms of the Jost function is given by
$$^{spin}=C_s\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k(k^2m_e^2)^{1s}_k\mathrm{ln}f_m^{spin}(ik).$$
(76)
The renormalization scheme is the same we introduced for the scalar case. The expansion of the ground state energy in powers of the mass and the definition of $`_{div}^{spin}`$ are the same as in (29), (30), apart from a factor $`1`$ coming from the change of the statistics. The heat kernel coefficients will be of course not the same, we call them $`B_n`$ to distinguish them from those of the scalar problem. The normalization condition (31) remains unchanged. The ground state energy is split into the two parts
$$_f^{spin}=\frac{1}{2\pi }\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k[k^2m_e^2]\frac{}{k}[\mathrm{ln}f_m^{spin}(ik)\mathrm{ln}f_m^{asspin}(ik)]$$
(77)
and
$$_{as}^{spin}=C_s\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k[k^2m_e^2]^{1s}\frac{}{k}\mathrm{ln}f_m^{asspin}(ik)_{div}^{spin},$$
(78)
where $`f_m^{asspin}(ik)`$ is the uniform asymptotic expansion of the Jost function taken up to the third order in $`m`$. In (78) the analytical continuation $`s0`$ has already been performed, while in $`_{as}^{spin}`$ it will be performed after the subtraction of the divergent portion. (79) is a finite quantity for $`s=0`$.
### 3.2 Matching conditions and Jost function
The matching conditions for the field on the surface of the string are not the same as in the scalar case. More exactly the condition for the first derivative of the field at $`r=R`$ is different from the one in the scalar case. The field is free inside the magnetic cylinder i.e. independent from $`\beta `$, then from eq.(71) and (73) we have
$$kg_1^I(r)+_rg_2^I(r)\frac{m}{r}g_2^I(r)=0$$
(79)
and outside the cylinder
$$kg_1^O(r)+_rg_2^O(r)\frac{m\beta }{r}g_2^O(r)=0,$$
(80)
the continuity of the field on the boundary is required as in the scalar case:
$$g_2^I(r)|_{r=R}=g_2^O(r)|_{r=R},g_1^I(r)|_{r=R}=g_1^O(r)|_{r=R},$$
(81)
therefore, combining (80),(81) and (82) we find
$$(_rg_2^I(r))|_{r=R}(_rg_2^O(r))|_{r=R}=\frac{\beta }{r}g_2^I(r).$$
(82)
Finally, the matching conditions at $`r=R`$ read
$$\{\begin{array}{c}g_2^I(r)|_{r=R}=g_2^O(r)|_{r=R}\hfill \\ (_rg_2^I(r))|_{r=R}(_rg_2^O(r))|_{r=R}=\frac{\beta }{r}g_2^I(r)|_{r=R}.\hfill \end{array}$$
(83)
Inserting in (84) solutions (73) and (74) we get the system
$$\{\begin{array}{ccc}J_m^{}\frac{1}{2}\left[f_m(k)H_{m\beta }^{(2)}+f_m^{}(k)H_{m\beta }^{(1)}\right]=\frac{\beta }{kR}J_m\hfill & & \\ J_m=\frac{1}{2}\left[f_m(k)H_{m\beta }^{(2)}+f_m^{}(k)H_{m\beta }^{(1)}\right]\hfill & & \end{array}$$
(84)
for positive $`m`$, and the system
$$\{\begin{array}{ccc}J_m^{}\frac{1}{2}\left[f_m(k)H_{\beta m}^{(2)}+f_m^{}(k)H_{\beta m}^{(1)}\right]=\frac{\beta }{kR}J_m\hfill & & \\ J_m=\frac{1}{2}\left[f_m(k)H_{\beta m}^{(2)}+f_m^{}(k)H_{\beta m}^{(1)}\right]\hfill & & \end{array}$$
(85)
for negative $`m`$. In (85) and (86) the argument $`(kR)`$ of the Bessel and of the Hankel functions has been omitted for simplicity and the prime symbol indicates derivative with respect to this argument. Much in the same way as we did in the scalar case we find the Jost functions on the imaginary axis
$$f_m^{spin+}(ik)=i^\beta kR\left[I_mK_{m\beta +1}+I_{m+1}K_{m\beta }\right],m>0$$
(86)
$$f_m^{spin}(ik)=i^\beta kR\left[I_mK_{m\beta +1}+I_{m+1}K_{m\beta }\right],m<0.$$
(87)
The two Jost functions are identical apart form the sign on the exponent of the imaginary factor. However formula (77) for the ground state energy contains the logarithm of the Jost function and the derivative with respect to $`k`$, then the imaginary factor $`i^{\pm \beta }`$ which is independent of $`k`$ will not contribute to the energy.
For the calculation of the asymptotic Jost function we found more convenient to use instead of $`m`$ the expansion parameter $`\nu `$ given by
$$\nu =\{\begin{array}{ccc}\hfill m+1/2& rmfor& m=0,1,2\mathrm{}\hfill \\ \hfill m1/2& rmfor& m=1,2,\mathrm{}\hfill \end{array}$$
(88)
with $`\nu =\frac{1}{2},\frac{3}{2},\mathrm{}`$ in both cases. Then the Jost functions (87) and (88) become
$$f_\nu ^+(ik)=i^\beta kR\left[I_{\nu +\frac{1}{2}}K_{\nu \frac{1}{2}\beta }+I_{\nu \frac{1}{2}}K_{\nu +\frac{1}{2}\beta }\right],m0$$
(89)
which can be expanded for large positive $`m`$
$$f_\nu ^{}(ik)=i^\beta kR\left[I_{\nu +\frac{1}{2}}K_{\nu \frac{1}{2}+\beta }+I_{\nu \frac{1}{2}}K_{\nu +\frac{1}{2}+\beta }\right],m<0$$
(90)
which can be expanded for large negative $`m`$. The asymptotic expansions of the Bessel I and K functions for $`\nu `$ and $`k`$ equally large are given by
$$I_{\nu +\alpha }\frac{1}{\sqrt{2\pi \nu }}\mathrm{exp}\left\{\underset{n=1}{}x^nS_I(n,\alpha ,t)\right\},$$
(91)
$$K_{\nu +\alpha \pm \beta }\frac{\sqrt{\pi }}{\sqrt{2\nu }}\mathrm{exp}\left\{\underset{n=1}{}x^nS_K(n,\alpha ,t)\right\},$$
(92)
where $`x1/\nu `$, the functions $`S_I(n,\alpha ,t)`$, $`S_K(n,\alpha ,t)`$ are the same as in the scalar case and $`\alpha `$ takes the values $`\pm \frac{1}{2}`$ for the Bessel I function and $`\pm \frac{1}{2}\pm \beta `$ for the Bessel K function. From these formulas the logarithm of the asymptotic Jost function can be easily calculated up to the third order and we define
$$\mathrm{ln}f_\nu ^{asspin}(ik)=\underset{j,n}{\overset{3}{}}Y_{j,n}\frac{t^j}{\nu ^n},$$
(93)
where $`t=1/(1+(kR/\nu )^2)^{\frac{1}{2}}`$ and the nonzero coefficients are
$$\begin{array}{c}Y_{1,1}=\beta ^2,Y_{2,2}=\beta ^2/4,Y_{2,4}=\beta ^2/4,\hfill \\ Y_{3,3}=\beta ^2/6\beta ^4/12,Y_{3,5}=7\beta ^2/8+\beta ^4/4,\hfill \\ Y_{3,7}=5\beta ^2/8.\hfill \end{array}$$
(94)
### 3.3 The asymptotic and the finite part of the energy
The asymptotic part of the energy can be written, using result (94), as
$$_{as}^{spin}=C_s\underset{\nu =\frac{1}{2}}{\overset{\mathrm{}}{}}_{m_e}^{\mathrm{}}𝑑k[k^2m_e^2]^{1s}\frac{}{k}\underset{j,n}{\overset{3}{}}Y_{j,n}\frac{t^j}{\nu ^n}_{div}^{spin},$$
(95)
we calculate the sum over $`\nu `$ with the help of the Abel Plana formula for half integer variables which can be found in the appendix. The case $`m=0`$ i.e. $`\nu =1/2`$ does not need to be treated separately. We have only the two contributions
$$_{as1}^{spin}=\frac{\beta ^2m_e^2}{4\pi }\left(\frac{1}{s}+\mathrm{ln}\left(\frac{4\mu ^2}{m_e^2}\right)1\right)\frac{\beta ^2m_e}{16R}$$
(96)
and
$$_{as2}^{spin}=C_s\underset{n,j}{\overset{3,7}{}}Y_{n,j}(m_e^{22s}\mathrm{\Gamma }(2s))\mathrm{\Sigma }_{n,j}(m_eR).$$
(97)
The functions $`\mathrm{\Sigma }_{n,j}(x)`$ are given in the appendix. They correspond to the functions $`\mathrm{\Sigma }_{n,j}(x)`$ found in paper for a generic smooth background potential. The only pole term is contained in $`_{as1}^{spin}`$ and the term proportional to $`m_e`$ will be subtracted as well as the pole term, thus (97) cancels completely with the subtraction of $`_{div}^{spin}`$. The heat kernel coefficients which we have calculated up to the coefficient $`B_4`$, read
$$\begin{array}{ccccccc}B_0\hfill & =& 0\hfill & ,& B_{1/2}& =& 0\hfill \\ B_1\hfill & =& 8\pi \beta ^2\hfill & ,& B_{3/2}& =& \beta ^2\pi ^{3/2}/R\hfill \\ B_2\hfill & =& 0\hfill & ,& B_{5/2}& =& \frac{(3\beta ^2+2\beta ^4)\pi ^{3/2}}{64R^3}\hfill \\ B_3\hfill & =& 0\hfill & ,& B_{7/2}& =& \frac{(135\beta ^268\beta ^4+16\beta ^6)\pi ^{3/2}}{12288R^5}\hfill \\ B_4\hfill & =& \frac{5\beta ^8}{1281R^6}\hfill & .& & & \end{array}$$
After the subtraction of $`_{div}^{spin}`$ the asymptotic part of the energy reads
$`_{as}^{spin}`$ $`=`$ $`{\displaystyle \frac{2\beta ^2}{\pi R^2}}q_1(m_R)+\left({\displaystyle \frac{\beta ^2}{3\pi R^2}}+{\displaystyle \frac{\beta ^4}{6\pi R^2}}\right)q_2(m_eR)`$ (98)
$`+\left({\displaystyle \frac{7\beta ^2}{12\pi R^2}}+{\displaystyle \frac{\beta ^4}{6\pi R^2}}\right)q_3(m_eR){\displaystyle \frac{\beta ^2}{12\pi R^2}}q_4(m_eR),`$
the functions $`q_n(x)`$ are
$`q_1(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}{\displaystyle \frac{d\nu }{1+e^{2\pi \nu }}}\sqrt{\nu ^2x^2}`$
$`q_2(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}𝑑\nu \left({\displaystyle \frac{1}{1+e^{2\pi \nu }}}{\displaystyle \frac{1}{\nu }}\right)^{}\sqrt{\nu ^2x^2}`$
$`q_3(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}𝑑\nu \left(\left({\displaystyle \frac{\nu }{1+e^{2\pi \nu }}}\right)^{}{\displaystyle \frac{1}{\nu }}\right)^{}\sqrt{\nu ^2x^2}`$
$`q_4(x)`$ $`=`$ $`{\displaystyle _x^{\mathrm{}}}𝑑\nu \left(\left(\left({\displaystyle \frac{\nu ^3}{1+e^{2\pi \nu }}}\right)^{}{\displaystyle \frac{1}{\nu }}\right)^{}{\displaystyle \frac{1}{\nu }}\right)^{}\sqrt{\nu ^2x^2}.`$ (99)
It is interesting to note how in both scalar and spinor cases we found the final expression for the asymptotic part of the energy to depend only on even powers of $`\beta `$. This was to expect for physical reasons, infact, inverting the direction of the magnetic flux $`\varphi `$ the ground state energy should not change.
The finite part of the energy $`_f^{spin}`$ can be hardly analytically simplified. We can only integrate expression (78) by parts to obtain a final form which is suitable for the numerical calculation:
$`_f^{spin}`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle \underset{\nu =\frac{1}{2}}{\overset{\mathrm{}}{}}}{\displaystyle _{m_e}^{\mathrm{}}}𝑑kk\left[\mathrm{ln}f_\nu ^\pm (ik){\displaystyle \underset{n,j}{\overset{3,7}{}}}Y_{n,j}{\displaystyle \frac{t^j}{\nu ^n}}\right],`$ (100)
where
$`f_\nu ^\pm (ik)`$ $`=`$ $`kR\{(I_{\nu +\frac{1}{2}}K_{\nu \frac{1}{2}\beta }+I_{\nu \frac{1}{2}}K_{\nu +\frac{1}{2}\beta })`$ (101)
$`+(I_{\nu +\frac{1}{2}}K_{\nu \frac{1}{2}+\beta }+I_{\nu \frac{1}{2}}K_{\nu +\frac{1}{2}+\beta })\}`$
.
## 4 Numerical evaluations
In this section we show some graphics of $`_{as}`$, $`_f`$ and of the complete renormalized vacuum energy $`_{ren}`$ as a function of the radius of the string, for the scalar and for the spinor field. We calculate also the asymptotic behavior of $`_{as}`$ and $`_f`$ for large and for small $`R`$. Since we want to study here only the dependence on $`R`$ and on $`\beta `$, we set $`m_e=1`$ for all the calculations of this section.
### 4.1 Scalar field
As a first step we rewrite $`_{as}^{sc}`$ in a form in which the dependence on the relevant parameters is more explicit:
$$_{as}^{sc}=\frac{1}{\pi R^2}\left[\beta ^2g_1(m_eR)+\beta ^4g_2(m_eR)\right],$$
(102)
with
$`g_1(x)`$ $`=`$ $`\left(h_1(x)+{\displaystyle \frac{1}{24}}h_2(x){\displaystyle \frac{1}{6}}h_3(x)+{\displaystyle \frac{1}{24}}h_4(x){\displaystyle \frac{1}{96x}}+{\displaystyle \frac{x}{16(1e^{2\pi x})}}\right),`$
$`g_2(x)`$ $`=`$ $`\left({\displaystyle \frac{1}{12}}h_2(x)+{\displaystyle \frac{1}{12}}h_3(x)+{\displaystyle \frac{1}{48x}}\right).`$ (103)
the asymptotic behaviour of the $`h_n(x)`$ functions for $`x0`$ is found to be
$`h_1(x)`$ $``$ $`1/24+𝒪(x),`$
$`h_2(x)`$ $``$ $`{\displaystyle \frac{1}{4x}}+{\displaystyle \frac{1}{2}}\mathrm{ln}x0.0575+𝒪(x),`$
$`h_3(x)`$ $``$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}x+0.442+𝒪(x),`$
$`h_4(x)`$ $``$ $`{\displaystyle \frac{3}{2}}\mathrm{ln}x+1.826+𝒪(x);`$ (104)
the corresponding behaviour of the functions $`g_n(x)`$ is
$`g_1(x)`$ $``$ $`0.0317+𝒪(x),`$
$`g_2(x)`$ $``$ $`0.0417+𝒪(x).`$ (105)
The logarithmic contributions have cancelled. This was to expect also from the vanishing of the heat kernel coefficient $`A_2`$. $`_{as}^{sc}`$ is proportional to $`R^2`$ for $`R0`$ and for an arbitrary $`\beta `$. For $`R\mathrm{}`$ all the $`h_n(x)`$ functions fall exponentially and so does $`_{as}^{sc}`$.
The finite part $`_f^{sc}`$ is also proportional to $`R^2`$ in the limit $`R0`$, it can be seen substituting $`kk/R`$ in the integrands of expression (67)
$`_f^{sc}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi R^2}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle _{m_eR}^{\mathrm{}}}𝑑kk\left[f_m^\pm (ik)|_{kk/R}{\displaystyle \underset{n}{\overset{3}{}}}{\displaystyle \underset{t}{}}X_{n,j}{\displaystyle \frac{t^j}{m^n}}\right]`$ (106)
$`+{\displaystyle \frac{1}{2\pi R^2}}{\displaystyle _{m_e}^{\mathrm{}}}𝑑kk\left[f_0(ik)|_{kk/R}{\displaystyle \frac{\beta ^2}{2k}}\right],`$
where the Jost functions are now independent of $`R`$. We name the first addend in (108) $`_{fm}^{sc}`$ and second addend $`_{f0}^{sc}`$, in the plots we will display them separately. For large $`R`$ we found numerically $`_f^{sc}R^3`$, which is in agreement with the heat kernel coefficient $`A_{5/2}`$ shown in (64), in fact the first non vanishing heat kernel coefficient after $`A_2`$ determines the behaviour of the renormalized energy for $`R\mathrm{}`$. Below we show the plots of all the contributions to the renormalized ground state energy. The functions $`g1(x)`$ and $`g1(x)`$ are shown as well. Each contribution has been multiplied by $`R^2`$ so that all the curves take a finite value at $`R=0`$. We found necessary to sum up to $`20`$ in the parameter $`m`$ an to integrate up to $`1000`$ in the $`k`$ variable in order to obtain reliable plots. All the calculations where performed with computer programming relying on a precision of $`34`$ digits.
### 4.2 Spinor field
The asymptotic part of the energy is rewritten in the form
$$_{as}^{spin}=\frac{1}{12\pi R^2}\left[\beta ^2e_1(m_eR)+\beta ^4e_2(m_eR)\right],$$
(107)
with
$`e_1(x)`$ $`=`$ $`\left(24q_1(x)4q_2(x)+7q_3(x)q_4(x)\right),`$
$`e_2(x)`$ $`=`$ $`2\left(q_2(x)q_3(x)\right).`$ (108)
The asymptotic behaviour of the $`q_n(x)`$ functions for $`x0`$ is
$`q_1(x)`$ $``$ $`1/48+𝒪(x),`$
$`q_2(x)`$ $``$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}x+0.635+𝒪(x),`$
$`q_3(x)`$ $``$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}x+1.135+𝒪(x),`$
$`q_4(x)`$ $``$ $`{\displaystyle \frac{3}{2}}\mathrm{ln}x+3.906+𝒪(x)`$ (109)
and the corresponding behaviour of the $`e_n(x)`$ functions is
$`e_1(x)`$ $``$ $`2+𝒪(x),`$
$`e_2(x)`$ $``$ $`1+𝒪(x);`$ (110)
therefore $`_{as}^{spin}`$ behaves like $`R^2`$ for small values of $`R`$. For $`R\mathrm{}`$ $`_{as}^{spin}`$ falls like $`e^R`$.
The finite part of the energy can be rewritten as
$`_f^{spin}`$ $`=`$ $`{\displaystyle \frac{1}{\pi R^2}}{\displaystyle \underset{\nu =\frac{1}{2}}{\overset{\mathrm{}}{}}}{\displaystyle _{m_eR}^{\mathrm{}}}𝑑kk\left[\mathrm{ln}f_\nu ^\pm (ik)|_{kk/R}{\displaystyle \underset{n,j}{\overset{3,7}{}}}Y_{n,j}{\displaystyle \frac{t^j}{\nu ^n}}\right],`$ (111)
which is proportional to $`R^2`$ for $`R0`$ and to $`R^3`$ for $`R\mathrm{}`$ in agreement with the heat kernel coefficient $`B_{5/2}`$. We give the plots of the functions $`e_1(x)`$, $`e_2(x)`$ of $`_{as}^{spin}`$, $`_f^{spin}`$ and of $`_{ren}^{spin}`$, for small and for large values of the potential strength. The same remarks which we made in the scalar case about the numerical limits of summation and integration and about the precision employed in the computer graphics are valid here.
## 5 Conclusions
In this paper we have carried out a complete calculation of the vacuum energy of two different fields in the background of a magnetic string with delta function profile. The renormalized vacuum energy is given in terms of convergent integrals (eq.(65) and (67) for the scalar field, eq.(100) and (102) for the spinor field). A first remark can be made about the vanishing of the heat kernel coefficient $`A_2`$ in both scalar and spinor cases. This coefficient, contributing to $`_{div}`$, is not zero for a generic background potential. The vanishing of $`A_2`$ is also observed in a dielectric spherical shell with a squared profile . It could be argued that singular profiles possess less ultraviolet divergences than smooth profiles. This statement is also confirmed by the heat kernel coefficients calculated in .
The dependence of the sign of the energy on the radius $`R`$ of the string and on the potential strength $`\beta `$ is non trivial. In the scalar case the energy is negative only for large values of the potential strength, while for $`\beta `$ smaller than one, the energy shows a positive maximum (Fig. 5). In the spinor case we have almost an opposite situation (Fig. 10): in the region $`R<1`$ the energy shows a negative minimum for $`\beta <1`$, while it is positive for $`\beta >1`$. However, when $`R`$ becomes large the vacuum energy shows the same behaviour for the scalar and for the spinor field: it is negative for large $`\beta `$ and positive for small $`\beta `$. This strong dependence on the parameter $`\beta `$ was not observed in paper , where an homogeneous field inside the flux tube was investigated. In fact the most relevant result of our calculation is that the energy numerically shows a dependence on $`\beta ^4`$ for large $`\beta `$. In the contributions proportional to $`\beta ^4`$ cancelled and the parts proportional to $`\beta ^2`$ dominated the renormalized energy. The proportionality $`_{ren}\beta ^4`$ opens the possibility that the inhomogeneity of the magnetic field could render the vacuum energy larger than the classical energy of the string, when the boundary becomes sufficiently hard. The total energy of the system could, then, be dominated by the quantum contribution, in fact we have
$$E_{TOT}\underset{E_{class}}{\underset{}{\frac{\beta ^2𝒜}{\alpha R^2}}}+\underset{E_{vacuum}}{\underset{}{\frac{\beta ^2+\beta ^4𝒞}{R^2}}},$$
(112)
where $`𝒜`$, $``$ and $`𝒞`$ are numbers and $`\alpha `$ is the fine structure constant. However in the model studied here, the profile of the potential contains a delta function and the classical energy is infinite. It would be interesting to study an inhomogeneous magnetic field which does not contain singularities in order to have a finite classical energy and possibly a vacuum energy depending on $`\beta ^4`$. Unfortunately with more realistic potentials the calculations become more difficult. A feasible model would be that of a cylindrical shell with finite thickness and with a profile given by a finite height box. In this case the Jost function would be expressed in terms of Bessel functions and hypergeometric functions. This problem is left for future investigation.
## 6 Acknowledgments
I thank M. Bordag for advice.
## 7 Appendix A: List of the functions used for the asymptotic expansions of the modified Bessel functions
The functions $`S_I(n,\alpha ,t)`$ and $`S_k(n,\alpha ,t)`$ used in (42)(43) and (92)are
$`S_I(1,\alpha ,t)`$ $`=`$ $`t^1+{\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{1t}{1+t}}\right),`$
$`S_I(0,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}t{\displaystyle \frac{\alpha }{2}}\mathrm{ln}\left({\displaystyle \frac{1+t}{1t}}\right),`$
$`S_I(1,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{t}{24}}(3+12\alpha ^2+12\alpha t+5t^2),`$
$`S_I(2,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{t^2}{48}}[8\alpha ^3t+12\alpha ^2(1+2t^2)+\alpha (26t+30t^3)+3(16t^2+5t^4)],`$
$`S_I(3,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{1}{128}}(((25104\alpha ^2+16\alpha ^4)t^3)/3+16\alpha (7+4\alpha ^2)t^4`$ (113)
$`(531/5224\alpha ^2+16\alpha ^4)t^5(32\alpha (33+8\alpha ^2)t^6)/3`$
$`(221+200\alpha ^2)t^7240\alpha t^8(1105t^9)/9);`$
$`S_K(1,\alpha ,t)`$ $`=`$ $`t^1{\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{1t}{1+t}}\right),`$
$`S_K(0,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}t+{\displaystyle \frac{\alpha }{2}}\mathrm{ln}\left({\displaystyle \frac{1+t}{1t}}\right),`$
$`S_K(1,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{t}{24}}(3+12\alpha ^2+12\alpha t+5t^2),`$
$`S_K(2,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{t^2}{48}}[8\alpha ^3t+12\alpha ^2(1+2t^2)+\alpha (26t+30t^3)+3(16t^2+5t^4)],`$
$`S_K(3,\alpha ,t)`$ $`=`$ $`{\displaystyle \frac{1}{128}}((25104\alpha ^2+16\alpha ^4)t^3)/3+16\alpha (7+4\alpha ^2)t^4`$ (114)
$`(531/5+224\alpha ^216\alpha ^4)t^5(32\alpha (33+8\alpha ^2)t^6)/3`$
$`(221200\alpha ^2)t^7240\alpha t^8+(1105t^9)/9,`$
where $`t=1/(1+(kR/m)^2)^{\frac{1}{2}}`$ in the scalar case and $`t=1/(1+(kR/\nu )^2)^{\frac{1}{2}}`$ in the spinor case.
## 8 Appendix B: Calculation of the integrals
The transformation of the sum in (96) into an integral has been done with the Abel-Plana formula for the summation over half integer numbers
$$\underset{m=0}{\overset{\mathrm{}}{}}F(m+\frac{1}{2})=_0^{\mathrm{}}𝑑\nu F(\nu )+_0^{\mathrm{}}\frac{d\nu }{1+e^{2\pi \nu }}\frac{F(i\nu )F(i\nu )}{i}.$$
(115)
The following formulas, taken from , have been used for the integration over $`m`$ and $`k`$ in $`_{as1}^{sc}`$, $`_{as2}^{sc}`$ and in $`_{as(1)}^{spin}`$ (eq.(56),(57) and (97))
$$_0^{\mathrm{}}𝑑m_{m_e}^{\mathrm{}}𝑑k(k^2m_e^2)^{1s}_k\frac{t^j}{m^n}=\frac{m_e^{22s}}{2}\frac{\mathrm{\Gamma }(2s)\mathrm{\Gamma }\left(\frac{1+jn}{2}\right)\mathrm{\Gamma }(s+\frac{n3}{2})}{(Rm_e)^{n1}\mathrm{\Gamma }(j/2)},$$
(116)
where $`t=1/(1+(kR/m)^2)^{\frac{1}{2}}`$ in the scalar case and $`t=1/(1+(kR/\nu )^2)^{\frac{1}{2}}`$ in the spinor case. For the calculation of the integrals over $`k`$ in $`E_{as}^{(1)}`$ (eq. (58)) and in $`E_{as(2)}^{spin}`$ (eq.(98)) we used
$$_{m_e}^{\mathrm{}}𝑑k(k^2m_e^2)^{1s}_k\frac{t^j}{m^n}=\frac{m_e^{22s}}{2}\frac{\mathrm{\Gamma }(2s)\mathrm{\Gamma }\left(\frac{1+jn}{2}\right)\mathrm{\Gamma }(s+\frac{n3}{2})}{(Rm_e)^{n1}\mathrm{\Gamma }(j/2)},$$
(117)
from which one can derive expression (61) and the analogous expression for the spinor field. The functions $`\mathrm{\Lambda }_{n,j}(x)`$ and $`\mathrm{\Sigma }_{n,j}(x)`$ up to $`n=3,j=7`$ read
$`\mathrm{\Lambda }_{1,1}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}{\displaystyle \frac{dm}{1e^{2\pi m}}}\sqrt{m^2x^2}`$
$`\mathrm{\Lambda }_{2,4}(x)`$ $`=`$ $`{\displaystyle \frac{\pi }{x}}{\displaystyle \frac{1}{1e^{2\pi x}}}`$
$`\mathrm{\Lambda }_{3,3}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}𝑑m\left({\displaystyle \frac{1}{1e^{2\pi m}}}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m^2x^2}`$
$`\mathrm{\Lambda }_{3,5}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}𝑑m{\displaystyle \frac{1}{3}}\left(\left({\displaystyle \frac{m}{1e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m^2x^2}`$
$`\mathrm{\Lambda }_{3,7}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}𝑑m{\displaystyle \frac{1}{15}}\left(\left(\left({\displaystyle \frac{m^3}{1e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}{\displaystyle \frac{1}{m}}\right)^{}\sqrt{m^2x^2};`$ (118)
$`\mathrm{\Sigma }_{1,1}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}{\displaystyle \frac{d\nu }{1+e^{2\pi \nu }}}\sqrt{\nu ^2x^2}`$
$`\mathrm{\Sigma }_{3,3}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}𝑑\nu \left({\displaystyle \frac{1}{1+e^{2\pi \nu }}}{\displaystyle \frac{1}{\nu }}\right)^{}\sqrt{\nu ^2x^2}`$
$`\mathrm{\Sigma }_{3,5}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}𝑑\nu {\displaystyle \frac{1}{3}}\left(\left({\displaystyle \frac{\nu }{1+e^{2\pi m}}}\right)^{}{\displaystyle \frac{1}{\nu }}\right)^{}\sqrt{\nu ^2x^2}`$
$`\mathrm{\Sigma }_{3,7}(x)`$ $`=`$ $`{\displaystyle \frac{4}{x^2}}{\displaystyle _x^{\mathrm{}}}𝑑\nu {\displaystyle \frac{1}{15}}\left(\left(\left({\displaystyle \frac{\nu ^3}{1+e^{2\pi \nu }}}\right)^{}{\displaystyle \frac{1}{\nu }}\right)^{}{\displaystyle \frac{1}{\nu }}\right)^{}\sqrt{\nu ^2x^2};`$ (119)
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# The artificial night sky brightness mapped from DMSP satellite Operational Linescan System measurements
## 1 Introduction
The night sky is a world heritage. In recent decades there has been a rapid increase in the brightness of the night sky in nearly all countries. This has degraded astronomical viewing conditions. The increase in night sky brightness is one of the most noticeable effects of light pollution, which can be defined as the alteration of natural light levels in the outdoor environment due to artificial light sources. The widespread use of artificial lighting with little regard to fixture shielding or energy conservation is the primary source of anthropogenic light contributing to the brightness of the night sky. The astronomical community has expressed its concern over the growth of the sky brightness in a number of official documents and positions (e.g. the Resolutions of the General Assemblies of the International Astronomical Union (IAU) XVI/9 1976, XIX/B6 1985, XX/A2 1988, XXIII/A1 1997 and the Positions of the American Astronomical Society). The UNESCO, the United Nations and the Commission Internationale de l’Eclairage (CIE) give consideration to this concern. The Commission 50 of IAU (The protection of existing and potential astronomical sites) is working actively in order to preserve the astronomical sky and many studies and meetings have been dedicated to this topic (e.g. Crawford 1991; Kovalevsky 1992; McNally 1994; Isobe & Hirayama 1998; Cinzano 2000a; see also Cinzano 1994 for a large reference list). Laws, bills, standard rules, ordinances, regulations limit in many countries the direct wasting of light in the sky from lighting fixtures and, in some cases, also the quantity of light reflected by lighted surfaces. The International Dark-Sky Association is active worldwide in this battle of culture and intelligence with the aim of building awareness and saving for mankind the possibility of feeling part of the universe.
An effective battle against light pollution requires the knowledge of the condition of the night sky across large territories, recognition of vulnerable areas, the determination of the growth trends and the identification of most polluting cities. Therefore a method to map the artificial sky brightness across large territories is required. This is also useful in order to recognize areas with low level of light pollution and potential astronomical sites. In the past, mappings of sky brightness for extended areas has been performed based on population density data with some simple modelling. Examples include the works of Walker (1970, 1973) in California and Arizona, Albers in USA, Bertiau et al. in Italy, Berry and Pike & Berry in Ontario (Canada). These authors used population data of cities to estimate their upward light emission and a variety of empirical or semi-empirical propagation laws for light pollution in order to compute the sky brightness produced by them. Recently advances in the availability and gain control of the DMSP satellite now provides direct measurements of the upward light emission from nearly the entire surface of the Earth (60°South to 72°North). The first global DMSP image of the Earth at night was produced at 10 km resolution (Sullivan 1989, 1991) using DMSP film strips, the only data available at that time. Beginning in 1992, the availability of digital DMSP data has enabled a new set of higher spatial resolution products (Elvidge et al. 1997a, 1997b, 1997c). These data have been used to model population distribution (Sutton et al. 1997) and urban sprawl impacts on food production (Imhoff et al. 1997a, 1997b). The data have also been used to document light pollution as expressed in the increase in the upward flux of light over time for Japan (Isobe & Hamamura 1998).
In this paper we present a method to map the artificial sky brightness across large territories. In order to bypass errors arising when using population data to estimate upward flux, we construct the maps based on direct measuraments of the upward flux as observed from space using DMSP satellite night-time images and compute the downward flux to the Earth’s surface with detailed modelling of light pollution propagation in the atmosphere. We also present, as an application, detailed maps of artificial sky brightness in Europe in V and B astronomical photometrical bands with a resolution of approximately 1 km. In section 2 we describe the OLS-DMSP satellite observations, their reduction and analysis. We also discuss the relation upward flux versus city population. In section 3 we describe the mapping technique and in section 4 we discuss the application to the maps of Europe. The maps are presented in section 5 together with our comments. Section 6 contains our conclusions.
## 2 Observations and data analysis
### 2.1 Satellite data
U.S. Air Force Defense Meteorological Satellite Program (DMSP) satellites are in low altitude (830 km) sun-synchronous polar orbits with an orbital period of 101 minutes. With 14 orbits per day they generate a global night time and day time coverage of the Earth every 24 hours with their main purpose to monitor the distribution of clouds and to assess navigation conditions. The U.S. Department of Commerce, NOAA National Geophysical Data Center (NGDC) serves as the archive for the DMSP program. The digital archive was initiated in 1992. Starting in 1994, NGDC has embarked on the development of night time lights processing algorithms and products from the DMSP-OLS (Elvidge et al. 1997a, 1997b, 1997c).
The Operational Linescan System (OLS) is an oscillating scan radiometer with low-light visible and thermal infrared (TIR) imaging capabilities which first flew on DMSP satellites in 1976. At night the OLS uses a Photo Multiplier Tube (PMT) to intensify the visible band signal. The purpose of this intensification is to observe clouds illuminated by moonlight. The PMT data have a broad spectral response from 440 to 940 nm (485 - 765 nm FWHM) with highest sensitivity in the 500 to 650 nm region (see Fig. 1). This covers the range for primary emissions from the most widely used lamps for external lighting: Mercury Vapour (545 nm and 575 nm), High Pressure Sodium (from 540 nm to 630 nm), Low Pressure Sodium (589 nm). The sensitivity of the PMT, combined with the OLS-VDGA (variable digital gain amplifier) and fixed gain OLS pre- and post- amplifiers allows measurement of radiances down to $`10^{10}`$ W cm<sup>-2</sup> sr<sup>-1</sup> $`\mu `$m<sup>-1</sup> (Elvidge et al. 1999). This implies that the OLS-PMT could detect radiation with an effective wavelength near 550 nm down to a luminance of approximately 0.2 mcd m<sup>-2</sup>. The TIR detector is sensitive to radiation from 10.0 to 13.4 $`\mu `$m (10.3 - 12.9 FWHM).
The OLS acquires swaths of data that are 3000 km wide. The OLS sinusoidal scan maintains a nearly constant along-track pixel-to-pixel ground sample distance (GSD) of 0.56 km. Likewise, the electronic sampling of the signal from the individual scan lines maintains a GSD of 0.56 km. The effective instantaneous field of view (EIFOV) is larger than the 0.56 km GSD and varies with scan angle. At nadir the EIFOV is 2.2 km and expands to 5.4 km at the edge of scan 1500 km out from nadir. Most of the data received by NGDC has been ”smoothed” by on-board averaging of 5 $`\times `$ 5 pixel blocks, yielding data with a GSD of 2.8 km. Other details of the OLS are described by Lieske .
DMSP platforms are stabilized using four gyroscopes (three axis stabilization), and platform orientation is adjusted using a star mapper, an Earth limb sensor, and a solar detector (Elvidge et al. 1997a). Daily radar bevel vector sightings of the satellites provided by Naval Space Command allow Air Force orbital mechanics models to compute geodetic subtrack of each orbit giving the position of satellites every 0.4208 seconds. This position together with OLS scan angle equations, an oblate ellipsoid Earth sea level model and digital terrain elevations from U.S. Geological Survey, EROS Data center, allow geolocation algorithms to estimate latitude and longitude for each pixel center.
Normally the OLS is operated at high gain settings for cloud detection. City lights are saturated in these data and radiances can not be extracted. In 1996 and 1997, NGDC made special requests to the Air Force for collection of OLS PMT data at reduced gain settings. This request was granted for the darkest nights of lunar cycles in March of 1996 (8 nights) and January and February (10 nights each) of 1997. During these experimental data collections on board algorithms which adjust the visible band gain were disabled. The major on-board algorithm which effects the night time visible band data is the along scan gain control (ASGC), which adjust the gain dynamically in response to scene brightness. There is also a on-board bi-directional reflectance (BRDF) algorithm designed to reduce the brightness of the image ”hot-spot” which occurs where the observation angles matches the illumination angle. The BRDF algorithm has minimal effect when lunar illumination is low, as was the case during the 28 nights in which the gain controlled data were acquired. The two on-board gain control algorithms were turned off to simplify the retrieval of radiances from the special data collections.
During the special data acquisition the OLS VDGA gain, which is normally operated at 60 dB, was reduced to avoid saturation in urban centres. On one set of nights the gain was operated at a setting of 24 dB. This produced data that avoided saturation on major on major urban centres, but did not permit detection of city edges and lighting in smaller towns. To overcome this dynamic range limitation, data was also acquired at gain settings of 40 and 50 dB.
### 2.2 Data reduction
These data were used to assemble a cloud-free composite image calibrated to top-of-atmosphere (TOA) radiances. The composition provides additional advantages in the removal of ephemeral lights sources, such as fire and lightning, plus the retrieval of lights from small towns that are near the detection limits of the sensor and processing algorithms. The primary processing steps include: 1) establishment of a reference grid with finer spatial resolution than the input imagery using the one kilometre equal area Interrupted Homolosine Projection (Goode 1925; Steinwand 1993) developed for the NASA-USGS Global 1km AVHRR project; 2) identification of the cloud free section of each orbit based on OLS-TIR data; 3) identification of lights, removal of noise and solar glare, cleaning of defective scan lines and cosmic rays; 4) projection of the lights from cloud-free areas from each orbit into the reference grid; 5) calibration to radiance units using prior to launch calibration of digital number for given input telescope illuminance and VDGA gain settings in simulated space conditions; 6) tallying of the total number of light detections in each grid cell and calculation of the average radiance value; 7) filtering images based on frequency of detection to remove ephemeral events.
The final image was transformed into latitude/longitude projection with 30”$`\times `$30” pixel size with data in 8-bit byte format and power law scaling (see Elvidge et al. 1999 for details). The maps of Europe described below were obtained from an image extracted from the global image. The image of Europe is 4800$`\times `$4800 pixels in size, starting at longitude 10°30’ west and latitude 72°north. Orbits involved are listed in appendix B.
Radiance range of final composite image goes from a minimum of $`1.54\times 10^9`$ to a maximum of $`3.17\times 10^7`$ W cm<sup>-2</sup> sr<sup>-1</sup> $`\mu `$m<sup>-1</sup>. The minimum luminance detectable for light with effective wavelength of 550 nm (which power is $`1.47\times 10^3`$ W lm<sup>-1</sup>) is approximately 3 mcd m<sup>-2</sup>. Assuming an average vertical extinction of $``$0.3 mag in visual band, the minimum detectable luminance on the ground would be of the order of 4 kcd/km<sup>2</sup>. Two un-shielded fixtures of the ”globe” kind, with clean transparent glass (fixture efficiency $``$80 per cent), equipped with a 250 W high pressure sodium lamp with 125 lm W<sup>-1</sup> efficiency, and placed every square kilometer, could be sufficient to produce this luminance.
### 2.3 Data analysis
We first analysed the composite image in order to evaluate the emission versus population relationship. We chose a number of European cities of various populations<sup>1</sup><sup>1</sup>1Population data refer to 1991 for Italy, Spain and Greece, 1990 for France, 1996 for Germany and have been provided by their national bureaux of statistic. and measured their relative upward flux per unit solid angle summing the counts of all pixels pertinent to each city and multiplying for pixel size at that latitude. Fig. 2 show the measured upward flux of a sample of European cities normalized, for display purposes, to the average flux of a city of $`10^5`$ inhabitants in the same country.
The upward emission increases linearly with the population. One possible source of error is the on-board averaging of the 5$`\times `$5 pixel blocks during the smoothing process. During smoothing it is possible for saturated pixels in the cores of urban centres to be averaged in with unsaturated pixels to produce an unsaturated smoothed pixel value. This phenomenon will be addressed through the inclusion of OLS data acquired at even lower gain settings in the updated nighttime lights map NGDC is preparing for the 1999-2000 time period. Another uncertainty in the city analysis is that we did not precisely match the outline of the lights to match the population data reporting area.
Even if the upward emission vs. city population relationship depends on the local lighting habits, our results are in agreement with relations successfully applied or measured in other countries. Elvidge et al. found a linear relation between composite radiance and population for a sample of cities of North America and obtained a smaller scatter when correlating radiance with electric consumption. Walker found linear proportionality between population and street light emission for a number of California cities, with a few departures above or below the mean depending on the industrial or residential character of the city. He also measured the sky illumination produced by three cities, obtaining a dependence on the power of 0.8 of their population. Bertiau et al. used successfully a linear model with brightness proportional to population to predict light pollution, and so did Walker (1970, 1973) and Garstang (1987, 1988, 1989a, 1989b, 1989c, 1991a, 1991b, 1991c, 1992, 1993, 2000) who obtained a good fit with many observations including Walker population - distance data. Berry (1976) fitted well observations of sky brightness in city centers in Ontario with a propagation law for light pollution based on the approach of Treanor but assuming a dependence on the power of 0.5 of the population. However Garstang’s linear models fit Berry’s observations well, suggesting that the power of 0.5 found by him was produced by the extinction of light emitted by outskirts of large cities in propagating to the center and does not depend on the upward flux versus population relationship (Garstang 1989a).
Bertiau et al. in the early 1970’s found that the city upward emission in Italy depended on its economic and commercial development, so they were forced to include in their model a development factor. Twentyfive years later we are unable to identify an affluence effect on the brightness of italian cities. Cities in southern Italy have the same light output as comparable size cities in northern Italy, even if the former have a per capita income that is nearly half than the latter.
The proportionality between satellite data and population would allow us to replace the population distribution from census data, usually adopted in computations of night sky brightness, with satellite data, independently by the fact that we would be observing the light coming from the external night-time lighting or whatever else. This replacement constitutes an improvement because census data are based on city lists which, though they can be associate with the city geographical position, do not provide spatially explicit detail of the population geographical distribution.
## 3 Mapping technique
Scattering from atmospheric particles and molecules spreads the light emitted upward by the sources. If $`e(x,y)`$ is the upward emission per unit area in $`(x,y)`$, the total artificial sky brightness in a given direction of the sky in a site in $`(x^{},y^{})`$ is:
$$b(x^{},y^{})=e(x,y)f((x,y),(x^{},y^{}))𝑑x𝑑y,$$
(1)
where $`f((x,y),(x^{},y^{}))`$ give the artificial sky brightness per unit of upward light emission produced by the unitary area in $`(x,y)`$ in the site in $`(x^{},y^{})`$. The light pollution propagation function $`f`$ depends in general on the geometrical disposition (altitude of the site and the area, and their mutual distance), on the atmospheric distribution of molecules and aerosols and their optical characteristics in the chosen photometric band, on the shape of the emission function of the source and on the direction of the sky observed. In some works this function has been approximated with a variety of semi-empirical propagation law like Treanor Law (Treanor 1973; Falchi & Cinzano 2000; Cinzano et al. 2000), Walker Law (Walker 1973; Joseph et al. 1991), Berry Law (Berry 1976; Pike 1976), Garstang Law (Garstang 1991b).
We obtained the propagation function $`f((x,y),(x^{},y^{}))`$ for each couple of points $`(x,y)`$ and $`(x^{},y^{})`$ with detailed models for the light propagation in the atmosphere based on the modelling technique introduced and developed by Garstang (1986, 1987, 1988, 1989a, 1989b, 1989c, 1991a, 1991b, 1991c, 1992, 1993, 2000) and also applied by Cinzano (2000b, 2000c, 2000d). The models assume Rayleigh scattering by molecules and Mie scattering by aerosols and take into account extinction along light paths and Earth curvature. These models allow associating the predictions with well-defined parameters related to the aerosol content, so the atmospheric conditions at which predictions refer can be well known. Here we will describe only the main lines of the models and our specific implementation, leaving the reader to the cited papers for details.
A telescope of area $`\pi d^2/4`$ situated in the observing site O collects from within an infinitesimal section $`dV=\left(\pi ϵ^2u^2du\right)`$ of the cone of angle $`2ϵ`$ around the line-of-sight at a distance $`u`$ and with thickness $`du`$, a luminous flux $`d\mathrm{\Phi }`$ given by:
$$d\mathrm{\Phi }=\frac{\pi d^2}{4}\frac{1}{u^2}M_s(u)\xi _1(u)\left(\pi ϵ^2u^2du\right),$$
(2)
where $`M_s(u)`$ is the luminous flux scattered in unit solid angle toward the observer from particles of aerosol and molecules inside unit volume of atmosphere at the distance $`u`$ along the line of sight, and $`\xi _1(u)`$ is the extinction of the light along its path to the telescope.
Calling $`e_s`$ the upward flux of the source and $`S=M_s/e_s`$ the scattered flux per unit solid angle per unit upward flux, the propagation function $`f`$, expressed as total flux per unit area of the telescope per unit solid angle per unit total upward light emission, is found integrating eq. (2) from the site to infinity:
$$f=_{u_0}^{\mathrm{}}S(u)\xi _1(u)𝑑u,$$
(3)
with:
$$\xi _1=\mathrm{exp}\left[_0^u\left(N_\mathrm{m}(h)\sigma _\mathrm{m}+N_\mathrm{a}(h)\sigma _\mathrm{a}\right)𝑑x\right],$$
(4)
where $`N_\mathrm{m}(h)`$ and $`N_\mathrm{a}(h)`$ are respectively the vertical number densities of molecules and aerosols, $`\sigma _\mathrm{m}`$ and $`\sigma _\mathrm{a}`$ are their scattering cross sections. The altitude $`h`$ depends on the integration variable $`x`$, on the zenith distance and azimuth of the line of sight, on the altitudes of site and source, and on their distance.
The luminous flux per unit solid angle per unit upward flux coming directly from the source and scattered toward the observer from unit volume along the line of sight is:
$$S_d(u)=\left(N_\mathrm{m}(h)\sigma _\mathrm{m}f_\mathrm{m}(\omega )+N_\mathrm{a}(h)\sigma _\mathrm{a}f_\mathrm{a}(\omega )\right)i(\psi ,s),$$
(5)
where $`i(\psi ,s)`$ is the direct illuminance per unit flux produced by each source on each infinitesimal volume of atmosphere along the line-of-sight of an observer and $`f_\mathrm{m}(\omega )`$, $`f_\mathrm{a}(\omega )`$ are the normalized angular scattering functions of molecular and aerosol scattering respectively. The scattering angle $`\omega `$, the emission angle $`\psi `$, the distance $`s`$ of the section from the source and the altitude $`h`$ of it, depend on the altitudes of the site and the source, their distance, the zenith distance and the azimuth of the line-of-sight and the distance $`u`$ along the line of sight, through some geometry.
If $`I(\psi )`$ is the normalized light flux per unit solid angle emitted by the considered source at the zenith distance $`\psi `$ and $`s`$ is the distance between the source and the considered infinitesimal volume of atmosphere, the illuminance per unit flux is:
$$i(\psi ,s)=I(\psi )\xi _2/s^2$$
(6)
in the range where there is no shielding by Earth curvature and zero elsewhere. The extinction $`\xi _2`$ along the path is:
$$\xi _2=\mathrm{exp}\left[_0^s\left(N_\mathrm{m}(h)\sigma _\mathrm{m}+N_\mathrm{a}(h)\sigma _\mathrm{a}\right)𝑑x\right].$$
(7)
A single scattering model is not sufficient to describe the artificial sky brightness produced by a source. In a real atmosphere several scatterings may occur during the travel of a photon from the source to the telescope. The optical thickness $`\tau =k𝑑r`$, where $`k`$ is an attenuation coefficient, determines how important secondary and higher scattering is. If $`\tau >>1`$ (thick layer) multiple scattering is dominant. The fraction of incident radiation which has been scattered once is $`(1\mathrm{e}^\tau )`$ and the fraction which it is scattered again is of order $`(1\mathrm{e}^\tau )^2`$. If $`(1\mathrm{e}^\tau )`$ is sufficiently small, which happens when $`\tau `$ is small, secondary and higher order scattering can be neglected. In absence of aerosol the optical thickness of the atmosphere at wavelength of 550 nm is about 0.1 (Twomey 1977). The aerosol optical thickness can be 0.05 in cleaner regions of the globe, but it can grow to higher values, even depending on seasonal changes (Garstang 1988). Then single scattering is the major contributor to scattered radiation but secondary scattering is not negligible. The error in neglecting third and higher order scattering can be significant for optical thickness higher than about 0.5. Therefore in the computation of the total light flux $`S`$ that molecules and aerosols in the infinitesimal volume scatter toward the observer we take into account light already scattered once. We assumed, as Garstang (1984, 1986), that the light coming to the considered infinitesimal volume along the line of sight after a scatter has approximately a direction near that of the direct light, so that the scattering angle $`\omega `$ in first approximation is always the same. In this case the total illuminance $`S`$ can be written:
$$S=S_dD_S,$$
(8)
where $`D_S`$ is a correction factor which take into account the illuminance due at light already scattered once from molecules and aerosols which can be evaluated with the approach of Treanor as extended by Garstang (1984, 1986). Details on assumptions can be found in the quoted papers.
## 4 Application
In practice, we divided the surface of Europe into land areas with the same positions and dimensions as projections on the Earth of the pixels of the satellite image. We assumed each land area be source of light pollution with an upward emission $`e_{x,y}`$ proportional to the radiance measured in the corresponding pixel multiplied by the surface area. The total artificial sky brightness at the centre of each area, given by the expression (1), becomes:
$$b_{i,j}=\underset{h}{}\underset{k}{}e_{h,k}f((x_i,y_j),(x_h,y_k)).$$
(9)
We obtained the propagation function $`f((x_i,y_j),(x_h,y_k))`$ for each couple of points $`(x_i,y_j)`$ and $`(x_h,y_k)`$, the positions of the observing site and the polluting area, from eq. (3) after inserting eq. (5) and eq. (6) multiplied for the double scattering factor $`D_S`$ computed as below. We considered every land area as a point source located in its centre except when $`i=h`$, $`j=k`$ in which case we used a four points approximation (Abramowitz & Stegun 1964). The resolution of the maps, depending on results from an integration over a large zone, is greater than resolution of the original images and is generally of the order of the distance between two pixel centres. However where sky brightness is dominated by contributions of nearest land areas, effects of the resolution of the original image could became relevant.
We obtained the maps for B and V photometric astronomical bands (Johnson 1955).
### 4.1 Atmospheric model
#### 4.1.1 Molecular atmosphere vertical distribution
We assumed the atmosphere in hydrostatic equilibrium under the gravitational force. Neglecting the Earth curvature, the force per unit surface supporting a molecular layer of thickness $`dh`$ is $`dp=g\rho dh`$ where $`g`$ is the gravitational acceleration and $`\rho `$ the density of the layer. Replacing $`dp`$ with the equation of state of perfect gas, working for dry air, $`dp=d\rho R\overline{T}/\overline{M}`$, where $`R`$ is the gas constant, $`\overline{M}`$ the mass of a mole of dry air and $`\overline{T}`$ the average temperature, and integrating, we find that in first approximation the number density $`N_\mathrm{m}`$ of the gaseous component of atmosphere decreases exponentially with altitude $`h`$. If $`\overline{n}`$ is the average number of molecules in a mole of dry air:
$$N_\mathrm{m}(h)=\frac{\rho _0\overline{n}}{\overline{M}}\mathrm{exp}\left(\frac{\overline{M}\overline{g}}{R\overline{T}}h\right)=N_{\mathrm{m},0}\mathrm{e}^{ch}.$$
(10)
Measurements show that this is a good approximation for the first 10 km (see e.g. Fig. 3). We adopted this simple model as Garstang , neglecting improvements done by Garstang \[1991a\] for higher altitudes.
As Garstang we assumed an inverse scale altitude $`c=0.104\mathrm{km}^1`$ and a molecular density at sea level $`N_{\mathrm{m},0}=2.55\times 10^{19}\mathrm{cm}^3`$ .
#### 4.1.2 Haze aerosol vertical distribution
We are interested in average atmospheric conditions, better if typical and not for the particular conditions of a given night, so a detailed modelling of the local aerosol distribution for a given night is beyond the scope of this paper. As Garstang and Joseph et al. we assumed an exponential decrease of number density for the atmospheric haze aerosols:
$$N_\mathrm{a}(h)=N_{\mathrm{a},0}\mathrm{e}^{ah}.$$
(11)
Measurements show (see e.g. Fig. 3) that for the first 10 km this is a reasonable approximation. To account for presence of sporadic denser aerosol layers at various heights or at ground level as Garstang \[1991b\] is beyond the scope of this work. We also neglected the effects of the Ozone layer and the presence of volcanic dust studied by Garstang (1991a, 1991c).
We take into account changes in aerosol content as Garstang introducing a parameter $`K`$ which measures the relative importance of aerosol and molecules for scattering light in V band:
$$K=\frac{N_{\mathrm{a},0}\sigma _\mathrm{a}}{N_{\mathrm{m},0}\sigma _\mathrm{m}11.11\mathrm{e}^{cH}},$$
(12)
where $`H`$ is the altitude over sea level of the ground level. Changing the parameter $`K`$ we are able to compute the map for different aerosol contents, i.e. for different products $`N_\mathrm{a}\sigma _\mathrm{a}`$. As Garstang , the inverse scale altitude of aerosols was assumed to be $`a=0.657+0.059K`$. Effects of changes of aerosol scale altitude has been checked in sec. 4.7.1. More detailed atmospheric models could be used whenever available.
### 4.2 Angular scattering functions
We take into account both Rayleigh scattering by molecules and Mie scattering by aerosols. For molecular Rayleigh scattering the angular scattering function is :
$$f_\mathrm{m}(\omega )=3(1+\mathrm{cos}^2(\omega ))/16\pi .$$
(13)
The integrated Rayleigh scattering cross section in V band was assumed to be $`\sigma _\mathrm{m}=1.136\times 10^{26}`$ cm<sup>-2</sup> sr<sup>-1</sup> and in B band $`\sigma _\mathrm{m}=4.6\times 10^{27}`$ cm<sup>-2</sup> sr<sup>-1</sup>.
The normalized angular scattering function for atmospheric haze aerosols can be measured easily with a number of well known remote-sensing techniques like classical searchlight probing (see e.g. Elterman 1966), modern bistatic lidar probing, measurements of the day-light or moonlight sky scattering function (see e.g. Hulburt 1951; Volz 1987; Krisciunas & Schaefer 1991). Nevertheless in this paper we are not interested in a specific function for a given site at a given time but in the typical average function so we adopted the function tabulated by Mc Clatchey et al. as interpolated by Garstang \[1991a\] and we neglected geographical gradients:
$$\begin{array}{c}\mathrm{For}\mathrm{\hspace{0.33em}0}\omega 10^{}:\hfill \\ f_\mathrm{a}(\omega )=7.5\mathrm{exp}\left(0.1249\omega ^2/(1+0.04996\omega ^2)\right),\hfill \\ \\ \mathrm{For}\mathrm{\hspace{0.33em}10}^{}<\omega 124^{}:\hfill \\ f_\mathrm{a}(\omega )=1.88\mathrm{exp}\left(0.07226\omega +0.0002406\omega ^2\right),\hfill \\ \\ \mathrm{For}\mathrm{\hspace{0.33em}124}^{}<\omega 180^{}:\hfill \\ f_\mathrm{a}(\omega )=0.025+0.015\mathrm{sin}(2.25\omega 369.0).\hfill \end{array}$$
(14)
where $`\omega `$ is the scattering angle in degrees. The total integrated scattering cross section $`N_\mathrm{a}\sigma _\mathrm{a}`$ is given by eq. (12) for a given $`K`$. In B band $`\sigma _\mathrm{a}`$ is $`1.216`$ times the $`\sigma _\mathrm{a}`$ in V band.
### 4.3 Upward emission function
The normalized emission function of each area gives the relative upward flux per unit solid angle in every direction. It is the sum of the direct emission from fixtures and the reflected emission from lighted surfaces, normalized to its integral and is not known. The high number of sources contributing to the sky brightness of a site with casual distribution and orientation, smooth the shape of the average normalized emission function which can be considered in first approximation axisymmetric. It is possible to measure the average upward emission of a chosen area at a number of different elevation angles when a large number of satellite measurements from very different orbits is available. It will be possible to obtain it directly by integrating upward emission from all lighting fixtures and all lighted surfaces on the basis of lighting engineering data and models as soon they will be available.
In this paper we assumed that all land areas have the same average normalized emission function. This is equivalent to assuming that lighting habits are similar on average in each land area and that differences from the average are casually distributed in the territory. The average normalized emission function can be constrained from radiance measurements of cities at various distance from satellite nadir. It can also be obtained from comparison of Earth-based observations and models predictions (Cinzano, in prep.). We chose to assume this function and check its consistency with satellite measurements, rather than directly determine it from satellite measurements because at very low elevation angles the spread is too much large to constrain adequately the function shape.
We adopted for the average normalized emission function the normalized city emission function from Garstang :
$$I(\psi )=\frac{1}{2\pi }\left[2a_1\mathrm{cos}\left(\psi \right)+0.554a_2\psi ^4\right],$$
(15)
where $`a_1`$ and $`a_2`$ are shape parameters. Here we assumed $`a_1=0.46`$, $`a_2=0.54`$ for the typical average function, corresponding to Garstang parameters $`G=0.15`$ and $`F=0.15`$. This function was tested by Garstang with many comparisons between model predictions and measurements. This author assumed this function be produced by the sum of direct emission from fixtures at high zenith distances and Lambertian emission from lighted horizontal surfaces at higher zenith angles. Nevertheless, upward flux can be emitted at all zenith angles both from fixtures and vertical or horizontal surfaces, so we preferred to consider Garstang’s function like a parametric representation with $`a_1`$ and $`a_2`$ as shape parameters without any meaning of fraction of direct and reflected light. We tested also the normalized city emission function of Cinzano (2000b, 2000c) which assumes a slightly higher emission at intermediate angles in respect to the function (15):
$$I(\psi )=\frac{1}{2\pi }\left[a_1+0.554a_2\psi ^4\right],$$
(16)
assuming $`a_1=0.79`$ and $`a_2=0.21`$. Comparison between these functions are presented by Cinzano \[2000b\].
We checked these functions by studying the relation between the upward flux per unit solid angle per inhabitant of a large number of cities and their distance from the satellite nadir in a single orbit satellite image taken the 13th January 1997 h20:27 from satellite F12 which was chosen for its large cloudfree area. Taking into account the average orbital distance $`R_S`$ and the Earth curvature radius $`R_T`$, it is possible, with some geometry, to relate the distance $`D`$ from satellite nadir with the emission angle $`\psi `$:
$$\psi =\frac{D}{R_T}\mathrm{arcsin}\frac{R_T\mathrm{sin}(D/R_T)}{s},$$
(17)
with:
$$s=\sqrt{R_T^2+(R_T+R_S)^22R_T(R_T+R_S)\mathrm{cos}(\frac{D}{R_T})}.$$
(18)
The flux per unit solid angle per inhabitant in relative units is obtained dividing the measurements for the correspondant extinction coefficient $`\xi _3(\psi )`$ computed for curved-Earth from eq. (20) of Garstang \[1989a\]:
$$\begin{array}{c}\xi _3=\mathrm{exp}\left[N_\mathrm{m}\sigma _\mathrm{m}\left(A1+11.778KA2\right)\right]\hfill \\ A1=\frac{1}{c}\mathrm{sec}\psi \left(1\mathrm{e}^{cs\mathrm{cos}\psi }+\frac{16}{9\pi }\frac{\mathrm{tan}^2\psi }{2cR_T}B1\right)\hfill \\ B1=\left(c^2s^2\mathrm{cos}^2\psi +2cs\mathrm{cos}\psi +2\right)\mathrm{e}^{cs\mathrm{cos}\psi }2\hfill \\ A2=\frac{1}{a}\mathrm{sec}\psi \left(1\mathrm{e}^{as\mathrm{cos}\psi }+\frac{16}{9\pi }\frac{\mathrm{tan}^2\psi }{2aR_T}B2\right)\hfill \\ B2=\left(a^2s^2\mathrm{cos}^2\psi +2as\mathrm{cos}\psi +2\right)\mathrm{e}^{as\mathrm{cos}\psi }2.\hfill \end{array}$$
(19)
Fig. 4 shows the relative flux per unit solid angle per inhabitant averaged over ranges of 100 km.
In Fig. 5 we show the $`I(\psi )`$ obtained with eq. (17) and (19) compared with the Garstang function (solid line) and with the Cinzano \[2000b\] function (dashed line) with the assumed shape parameters. The fits are good with both. Errorbars are not necessarily related to fluctuations in function shape but rather with fluctuations in the total flux per inhabitant. Given that the extinction effects seems to balance the changes in measured flux at angles off from nadir (see Fig.4), we did not need to correct the input images from single orbits for these off-nadir effects when computing the composite image.
Snow reflects approximately 60 per cent of downlight changing the shape of the upward emission function. Lighted roads usually are cleaned in a few days so reflection of street lighting by snow on road surfaces is unlikely to be important, but reflection of the artificial sky light by snow on the rest of the land could enhance noticeably the upward flux in more polluted areas. Assuming roughly that 10 per cent of the upward flux be scattered downward by atmospheric particles and molecules and that 60 per cent of it be reflected upward again by the snow covered terrain, the increase of artificial sky brightness by snow reflexion of sky light could reach 6 per cent. The upward flux due to snow reflection in some zones of Europe (our images are taken in winter) is likely detected by the OLS-PMT, but the different shape of the upward emission function could produce small errors. We plan to use specific satellite surveys to detect snowed areas where the upward emission function must be corrected. Even the offshore lights in the North Sea, where oil and gas production sites are active, could have a different upward emission function.
### 4.4 Geometric relations
In this paper we are more interested in understanding and comparing light pollution distributions in the European territory rather than in predicting the effective sky brightness for observational purposes, so we computed the artificial sky brightness at sea level, in order to avoid introduction of altitude effects in our maps. We plan to take account of altitudes in a forecoming paper devoted to mapping the naked-eye star visibility which requires the computation of star-light extinction and natural sky brightness for the altitude of each land area.
With the hypothesis of sea level, geometrical relations from Garstang \[1989a\] between quantities shown in Fig. 6 taking into account Earth curvature, became simpler. They are listed in the appendix A. In eq. (12) now is $`H=0`$.
Equations (4), (7) have been integrated by Garstang (1989a: eq. (18), (19), (22) and eq. (20), (21)). They are listed in appendix A too.
Correction for double scattering of Garstang \[1989a\] became:
$$D_S=1+N_{\mathrm{m},0}\sigma _\mathrm{m}(11.11Kf_2+\frac{f_1}{3}),$$
(20)
where $`f_1`$ and $`f_2`$ are given in eq. (33). Integration of eq. (3) must be done only where the Earth curvature does not shield the line of sight from the source. We need to start integration from $`u_0`$ as given by (from eq. (12) and (13) of Garstang 1989a):
$$u_0=\frac{2R_T\mathrm{sin}^2(D/2R_T)}{\mathrm{sin}z\mathrm{cos}\beta \mathrm{sin}(D/R_T)+\mathrm{cos}z\mathrm{cos}(D/R_T)}.$$
(21)
We neglected the presence of mountains which might shield the light emitted from the sources from a fraction of the atmospheric particles along the line-of-sight of the observer. Assuming flat Earth, mountains between source and observatory shield the light emitted from the source with an angle less than $`\theta =arctg\frac{H}{p}`$ where $`H`$ is the height of the mountain and $`p`$ its distance from the source. The ratio between the luminance in the shielded and not shielded cases is given, in first approximation, by the ratio between the number of particles illuminated in the two cases:
$$\frac{b_s}{b_{ns}}\frac{\sigma _\mathrm{a}f_\mathrm{a}(\omega )_{\frac{Hq}{p}}^{\mathrm{}}N_\mathrm{a}(h)𝑑h+\sigma _\mathrm{m}f_\mathrm{m}(\omega )_{\frac{Hq}{p}}^{\mathrm{}}N_\mathrm{m}(h)𝑑h}{\sigma _\mathrm{a}f_a(\omega )_0^{\mathrm{}}N_\mathrm{a}(h)𝑑h+\sigma _\mathrm{m}f_m(\omega )_0^{\mathrm{}}N_\mathrm{m}(h)𝑑h},$$
(22)
where $`q`$ is the distance of the site from the source, $`N_\mathrm{m}(h)`$ and $`N_\mathrm{a}(h)`$ are respectively the vertical number densities of molecules and aerosols at the altitude $`h`$, $`\sigma _\mathrm{m}`$ and $`\sigma _\mathrm{a}`$ are their scattering sections and roughly $`\omega \pi \theta `$. This expression shows that, given the vertical extent of the atmosphere in respect to the highness of the mountains, the shielding is not negligible only when the source is very near the mountain and both are quite far from the site (Garstang 1989a; see also Cinzano 2000c): $`\frac{q}{p}>>\frac{h_\mathrm{a}}{H}`$ where $`h_\mathrm{a}`$ is the vertical scale height of the atmospheric aerosols. This condition in the considered territories usually applies to poorly lighted areas only, which produce little pollution. Earth curvature emphasizes this behaviour.
### 4.5 Relation with atmospheric conditions
The adopted modelling technique allows us to assess the atmospheric conditions for which a map is computed giving observable quantities like the vertical extinction at sea level in magnitudes (Garstang 1989a):
$$\mathrm{\Delta }m=1.0857N_{\mathrm{m},0}\sigma _\mathrm{m}\left(\left(\frac{550}{\lambda }\right)^4\frac{1}{c}+\left(\frac{550}{\lambda }\right)\frac{11.778K}{a}\right),$$
(23)
where for V band $`\lambda =550`$ and for B band $`\lambda =440`$. Neglecting Earth curvature, the horizontal visibility defined as the distance at which a black object would show a brightness of 0.98 of the brightness of background horizon due to scattered light is (Garstang 1986):
$$\mathrm{\Delta }x=\frac{3.91}{N_{\mathrm{m},0}\sigma _\mathrm{m}}\left(\left(\frac{550}{\lambda }\right)^4+11.778K\left(\frac{550}{\lambda }\right)\right)^1.$$
(24)
Effects of curvature have been discussed by the cited author. Other relations exist with measurables like the Linke turbidity factor for total solar radiation received on Earth (Garstang 1988). The optical thickness $`\tau `$ is (from eq. (22) of Garstang 1986):
$$\tau =\mathrm{\Delta }m/1.0857.$$
(25)
With $`K`$=1 we obtain $`\tau =0.3`$ so double scattering approximation is adequate in our map computations. In order that $`\tau 0.5`$ we need $`K`$2.2.
### 4.6 Spectral emission
DMSP satellites do not carry a spectrograph able to obtain spectra of the upward light emitted by each land area. However it is possible to recover information about the spectral emission from the differential effects of extinction on light of different wavelengths. Calling $`I(\lambda )`$ the specific radiance of each land area at wavelength $`\lambda `$, $`T(\lambda )`$ the PMT sensitivity curve and $`\xi _4(\lambda ,K)`$ the vertical extinction for a given clarity parameter $`K`$, the radiance $`r(\lambda )`$ measured by the OLS-PMT is:
$$r(K)=_0^{\mathrm{}}T(\lambda )I(\lambda )\xi _4(\lambda ,K)𝑑\lambda .$$
(26)
The vertical extinction can be obtained from eq. (23):
$$\begin{array}{c}\xi _4(\lambda ,K)=\mathrm{exp}\left(p_1\lambda ^4\right)\mathrm{exp}\left(p_2K\lambda ^1\right)\hfill \\ p_1=N_{\mathrm{m},0}\sigma _\mathrm{m}\lambda _0^4/c\hfill \\ p_2=11.778N_{\mathrm{m},0}\sigma _\mathrm{m}\lambda _0/a,\hfill \end{array}$$
(27)
where the molecular scattering cross section $`\sigma _\mathrm{m}`$ at $`\lambda _0=550`$ nm, the molecular density at sea level $`N_{\mathrm{m},0}`$ and the inverse scale heights of molecules and aerosols $`c`$ and $`a`$ are given in section 4.1. Equation (26) could be inverted with a Richardson-Lucy algorithm in order to recover $`I(\lambda )`$ from $`r(K)`$, a function which can be obtained comparing many radiance calibrated images obtained in different atmospheric conditions. The average clarity parameter $`K`$ for each image can be obtained comparing the variations of measured radiance with increasing distance from satellite nadir.
Fig. 7 shows in the lower panel the $`r(K)`$ curves produced by the example spectra $`I(\lambda )`$ in the upper panel. Curves have been scaled so that $`r(K=1)=1`$. Spectra with a similar effective wavelength after convolution with the PMT sensitivity curve, like e.g. a constant (dashed curve), a blackbody at 4000°K (dotted curve) and a narrow gaussian centered at 650 nm (long dashed curve), give almost the same $`r(K)`$ curve. However spectra with lower or higher effective wavelength, like a gaussian centered at 440 nm (dot-long dashed curve), 550 nm (solid curve) or at 800 nm (dot-dashed curve), give different $`r(K)`$ curves.
We obtained the maps for B and V photometric astronomical bands. The relative B-V color index of each land area could be inferred from the $`r(K)`$ curves but requires some assumptions on the shape of the spectra. In order to be simple in this paper we assumed it to be constant everywhere and we only took into account the different propagation of the light in the atmosphere in the two bands. We plan to study differences in city spectra in future works.
### 4.7 Calibration
We calibrated the maps on the basis of both (i) accurate measurements of sky brightness together with extinction from the Earth-surface and (ii) analysis of before-fly radiance calibration of OLS-PMT.
#### 4.7.1 Calibration with Earth-based measurements
A detailed calibration requires sky brightness measurements at a large number of sites on sea level, taken in nights with the same vertical extinction and horizontal visibility of the map under calibration, averaged over many nights in order to smooth atmospheric fluctuations. Observations need to be under the atmosphere, i.e. as actually observed from the ground without any extinction correction applied. To obtain the artificial sky brightness it would be necessary to measure the natural sky brightness in some sites where the maps suggest that the artificial one is negligible, and subtract the mean from all measurements. Moreover given the fast growth rate of artificial sky brightness, which e.g. in Italy reaches 10 per cent per year (Cinzano 2000d), measurements have to be taken in the same period and the calibration will refer to that time.
Measurements of sky brightness in Europe in V and B bands in the period 1996-1999 are scarce, so we calibrated our maps with all available measurements in the chosen bands taken in 1998 and in 1999 in clean or photometric nights even if extinction was not available or not exactly the required one (Catanzaro & Catalano 2000; Cinzano 2000d; Della Prugna 1999; Favero et al. 2000; Piersimoni, Di Paolantonio & Brocato 2000; Poretti & Scardia 2000; Zitelli 2000). Some data has been taken by one of us for this purpose with a small portable telescope and a CCD device (Falchi 1999). Most of the sites are at sea level but we included also a few sites at altitudes under 1300 m o. s. l.. In lack of measurements of natural sky brightness in Europe at sea level, we assumed it at minimum solar activity $`B=22.7`$ mag arcsec<sup>-1</sup> in B band, and $`V=21.6`$ mag arcsec<sup>-1</sup> in V band, estimating an incertitude of at least $`\pm 0.1`$ mag arcsec<sup>-1</sup>. Natural sky brightness increases when solar activity increases (Walker 1988) and the solar activity in 1998 was close to minimum but not at the minimum, so it could be underestimated and consequently the artificial brightness in darker sites considerably overestimated. The sky brightness has been transformed into photon radiance with formulae of Garstang (1989a: eq. (28) and eq. (39)).
A least square fit of a straight line $`y=a+x`$ over the logarithmic measured radiances versus the logarithmic predicted radiances gives the logarithmic calibration coefficients $`a_B=0.63\pm 0.04`$ and $`a_V=0.00\pm 0.04`$. We assumed unavailable the incertitudes of measurements as given by atmospheric conditions and emission function fluctuations. The uncertainty of the calibration coefficients produces an incertitude of about 10 per cent in the calibrated predicted radiances. However single data points show differences even of about 60 per cent, so that we consider safer to assume this last value as estimate of the uncertainty of our calibrated predictions for a given site. More precise calibrations will be possible when a large number of measurements of sky brightness at sea level together with extinction become available. A large CCD measurement campaign is being set up.
In Figs 8 and 9 we compared our calibrated predictions with the available measurements of artificial sky brightness respectively in V and in B bands. Photon radiance in V band is expressed in units of 0.3419 10<sup>10</sup> ph s<sup>-1</sup> m<sup>-2</sup> sr<sup>-1</sup>, corresponding approximately to a luminance of one $`\mu `$cd m<sup>-2</sup>, and in B band in units of 10<sup>10</sup> ph s<sup>-1</sup> m<sup>-2</sup> sr<sup>-1</sup>. Errorbars indicate measurement errors which are much smaller than the effects of fluctuations in atmospheric conditions.
We checked the effects on predictions of Figs 8 and 9 of changes of (i) atmospheric conditions and (ii) the shape of $`I(\psi )`$. An increase of the aerosol content parameter $`K`$ increases exponentially the extinction and linearly the scattering along the line of sight, so that, excluding a small area very near the source where the extinction is negligible, the predicted artificial sky brightness decreases everywhere: a well known result (Garstang 1986, 1989a, 2000; Cinzano 2000c). The decrease is larger for areas farther from sources. These usually are darker, so in the log-log diagram, increasing haze darker sites move toward low predicted brightness more than less dark sites. A change of aerosol scale length has a similar effect. A change of the shape of the upward emission function $`I(\psi )`$ has a different effect. Decreasing the relative emission at low elevations (large $`\psi `$) the sky brightness is decreased approximately proportionally in almost all sites, excepts very near the source (see also Cinzano & Diaz Castro 2000), so in a log-log diagram all sites move toward low predicted brightness of nearly the same quantity. This opens a way to detect cities with more light-wasting installations. In fact if a series of measurements of sky brightness at increasing distances from a city lies on a straight line parallel to the calibration line but displaced toward lower predicted values, likely the relative emission of the city at low elevation is higher than assumed in making the map. This is a typical result of poorly shielded or too much inclined street light.
Shifts in measurements obtained with different instrumental setups could arise because, as will be shown in Fig. 10, the average emission spectrum has typically its maximum at a side of the V band sensitivity curve, so that the resulting measurements are quite sensitive to little differences between the instrumental curve and the standard V band curve.
#### 4.7.2 Calibration with pre-fly irradiance measurements
Map calibration based on pre-fly irradiance calibration of OLS PMT requires the knowledge, for each land area $`(i,j)`$, of (i) the average vertical extinction $`\mathrm{\Delta }m`$ during satellite observations and (ii) the relation between the radiance in the chosen photometrical band and the radiance measured in the PMT spectral sensitivity range, which depends on the emission spectra. Both of them are unknown.
If $`\overline{r}`$ is the energetic radiance in $`\left[10^{10}\mathrm{Wcm}^2\mathrm{sr}^1\right]`$, the upward energy flux in $`\left[W\right]`$ in the PMT photometric band is:
$$e(i,j)=\overline{r}(i,j)\frac{A(i,j)}{I(\psi =0)}\mathrm{\hspace{0.17em}10}^{0.4\mathrm{\Delta }m},$$
(28)
where $`I(\psi )`$ is the upward emission function and A is the surface area in $`km^2`$ of the land area $`(i,j)`$:
$$A(i,j)=\left(\frac{2\pi \mathrm{\Delta }x}{3606060}R_T\right)^2\mathrm{cos}(l),$$
(29)
with $`l`$ latitude of the land area, $`R_T`$ average Earth radius in km and $`\mathrm{\Delta }x`$ pixel size in arcsec.
The photon radiance in the V photometric band corresponding to the energetic radiance measured by the PMT is:
$$\begin{array}{c}\overline{f_r}(i,j)=\frac{_0^{\mathrm{}}T_\mathrm{V}(\lambda )I(\lambda )\frac{\lambda }{hc}𝑑\lambda }{_0^{\mathrm{}}T_{\mathrm{P}\mathrm{M}\mathrm{T}}(\lambda )I(\lambda )\frac{\lambda }{hc}𝑑\lambda }\frac{_0^{\mathrm{}}T_{\mathrm{P}\mathrm{M}\mathrm{T}}(\lambda )S(\lambda )\frac{\lambda }{hc}𝑑\lambda }{_0^{\mathrm{}}T_{\mathrm{P}\mathrm{M}\mathrm{T}}(\lambda )S(\lambda )𝑑\lambda }\overline{r}(i,j)\hfill \\ =\frac{_0^{\mathrm{}}T_\mathrm{V}(\lambda )I(\lambda )\frac{\lambda }{hc}𝑑\lambda }{_0^{\mathrm{}}T_{\mathrm{P}\mathrm{M}\mathrm{T}}(\lambda )I(\lambda )\frac{\lambda }{hc}𝑑\lambda }\frac{<\lambda >}{hc}\overline{r}(i,j),\hfill \end{array}$$
(30)
where $`T_V`$ and $`T_{\mathrm{P}\mathrm{M}\mathrm{T}}`$ are the sensitivity curves respectively of V band and PMT detector, $`I(\lambda )`$ is the energy spectrum of the emission from the chosen land area, $`S(\lambda )`$ is the energy spectrum of the pre-fly calibration source, $`h`$ is the Plank constant and $`c`$ is the velocity of light. The second ratio is the effective wavelength $`<\lambda >`$ of the combination of the sensitivity curves of the PMT and the calibration source, divided by $`hc`$.
In order to check the consistency of our Earth-based V-band calibration with pre-fly radiance calibration of PMT images, we obtained a tentative map calibration assuming for all land areas an average vertical extinction $`\mathrm{\Delta }m=0.3`$ mag V at sea level and constructing a synthetic spectrum for a typical night-time lighting. We very roughly assumed that 50 per cent of the total power emitted by each land area be produced by HPS lamps (SON standard) and 50 per cent by Hg vapour lamps (HQI). The composite spectrum is visible in Fig. 10 (solid line) together with the V band (dashed line).
The result of integration of eq. (30) is $`\frac{\overline{f_r}}{\overline{r}}1.48\times 10^{18}`$ ph s<sup>-1</sup> W<sup>-1</sup>, much less than the photon flux per unit power at 550 nm, $`2.79\times 10^{18}`$ ph s<sup>-1</sup> W<sup>-1</sup>. Eq. (28) and eq. (30), taking in account the internal constants of the program and omitting the $`\mathrm{cos}(l)`$ already included in it, give the V-band logarithmic calibration coefficient $`a_V=0.01`$. In spite of the uncertainties both in the extinction and in the average emission spectrum, this calibration agree very well with the Earth-based calibration.
## 5 Results
Figs 11, 12, 13 and 14 show the artificial sky brightness in Europe at sea level in V and B bands. Colours correspond to ratios between the artificial sky brightness and the natural sky brightness of: $`<`$0.11 (black), 0.11-0.33 (blue), 0.33-1 (green), 1-3 (yellow), 3-9 (orange), $`>`$9 (red). Original maps are 4800$`\times `$4800 pixel images saved in 16-bit standard fits format with fitsio Fortran-77 routines developed by HEASARC at the NASA/GSFC. Images have been analysed with ftools 4.2 analysis package by HEASARC and with quantum image 3.6 by Quantum Image Systems. Maps have been computed for clean atmosphere with aerosol clarity $`K=1`$, corresponding to a vertical extinction of $`\mathrm{\Delta }m=0.33`$ mag in V band, $`\mathrm{\Delta }m=0.56`$ mag in B band, horizontal visibility $`\mathrm{\Delta }x=26`$ km, optical depth $`\tau =0.3`$. We limited our computations to zenith sky brightness even
though our method allows determinations of brightness in other directions. This would be useful to predict visibility in large territories of particular astronomical phenomena, like e.g. comets. A complete mapping of the artificial brightness of the sky of a site, like Cinzano \[2000c\], using satellite data instead of population data is possible (Cinzano 2000, in prep.). Falchi & Cinzano and Cinzano et al. obtained in 1998 the first maps of the artificial sky brightness from satellite data using a DMSP single-orbit image and replacing $`f`$ in eq. (1) with the Treanor Law, a semi-empirical law which assumes a very simplified model with homogeneous atmosphere, vertical heights small in relation to the horizontal distances, scattering limited to a cone of small angle co-axial with the direct beam and flat Earth. Differences with our maps mainly arise where Earth curvature play a role in limiting the propagation of light pollution. Our study constitute the natural improvement of their seminal work.
Recommendation 1 of the IAU Commission 50 (Smith 1979) states that the increase in sky brightness at 45° elevation due to artificial light scattered from clear sky should not exceed 10 per cent of the lowest natural level in any part of the spectrum between wavelengths 3000Å and 10000Å. So this is the level over which the sky must be considered ”polluted”. The maps shows that only a few areas in Europe are under the limit of 10 per cent at zenith and some of them could still result in being quite polluted at higher zenith distances.
## 6 Conclusions
We presented a method to map the artificial sky brightness in large territories in astronomical photometric bands with a resolution of approximately 1 km. We computed the maps with detailed models for the propagation in the atmosphere of the upward light flux measured with DMSP satellites Operational Linescan System. The use of this modelling technique allows us to (i) assess the atmospherical conditions for which the maps are computed giving observable quantities and (ii) take into account Earth curvature. This cannot be done properly when using semiempirical propagation laws. The use of satellite data constitutes an improvement over the use of population data to estimate upward flux because (i) it allows spatially explicit detail of the geographic distribution of emissions and (ii) some polluting sources, like e.g. industrial areas, ports and airports, are not well represented in population data.
We presented, as an application of the described method, the maps of artificial sky brightness in Europe at sea level in V and B bands. We are extending the maps to the rest of the World in a fore coming World Atlas of Artificial Sky Brightness and preparing predictions for the state of the night sky in future years.
## Acknowledgments
We are indebted to Roy Garstang of JILA-University of Colorado for his friendly kindness in reading and commenting on this paper, for his helpful suggestions and for interesting discussions.
## Appendix A Geometrical relations
With the hypotesis of sea level, geometrical relations from Garstang \[1989a\] between quantities in Fig. 6 became:
$$\begin{array}{c}s=\sqrt{(ul)^2+4ul\mathrm{sin}^2(D/2R_T)}\hfill \\ \mathrm{with}l=\sqrt{4R_T^2\mathrm{sin}^2(D/2R_T)}\hfill \\ h=R_T\left(\sqrt{1+\frac{u^2+2uR_T\mathrm{cos}(z)}{R_T^2}}1\right)\hfill \\ \omega =\theta +\varphi \hfill \\ \mathrm{with}\theta =\mathrm{arccos}(\frac{q_1}{\sqrt{4R_T^2\mathrm{sin}^2(D/2R_T)}})\hfill \\ \varphi =\mathrm{arccos}(\frac{l^2+s^2u^2}{2ls})\hfill \\ \psi =\mathrm{arccos}(\frac{q_2}{s})\hfill \end{array}$$
(31)
$$\begin{array}{c}q_1=R_T(\mathrm{sin}(D/R_T)\mathrm{sin}(z)\mathrm{cos}(\beta )+\mathrm{cos}(D/R_T)\mathrm{cos}(z))\hfill \\ q_2=u\mathrm{sin}(z)\mathrm{cos}(\beta )\mathrm{sin}(D/R_T)+q_3\hfill \\ q_3=u\mathrm{cos}(z)\mathrm{cos}(D/R_T)2R_T\mathrm{sin}^2(D/2R_T)\hfill \end{array}$$
where $`R_T`$ is the Earth curvature radius.
Equations (4), (7) have been integrated by Garstang (1989a: eq. (18), (19), (22) and eq. (20), (21)). For sea level and $`z<90`$° and $`\psi <90`$°, they are:
$$\begin{array}{c}\xi _1=\mathrm{exp}\left(N_{\mathrm{m},0}\sigma _\mathrm{m}(p_1+11.778Kp_2)\right)\hfill \\ p_1=c^1\mathrm{sec}z(1\mathrm{exp}(cu\mathrm{cos}z)+\frac{16p_3\mathrm{tan}^2z}{9\pi 2cR_T}\hfill \\ p_2=a^1\mathrm{sec}z(1\mathrm{exp}(au\mathrm{cos}z)+\frac{16p_4\mathrm{tan}^2z}{9\pi 2aR_T}\hfill \\ p_3=(c^2u^2\mathrm{cos}^2z+2cu\mathrm{cos}z+2)\mathrm{exp}(cu\mathrm{cos}z)2\hfill \\ p_4=(a^2u^2\mathrm{cos}^2z+2au\mathrm{cos}z+2)\mathrm{exp}(au\mathrm{cos}z)2\hfill \end{array}$$
(32)
$$\begin{array}{c}\xi _2=\mathrm{exp}\left(N_{\mathrm{m},0}\sigma _\mathrm{m}(f_1+11.778Kf_2)\right)\hfill \\ f_1=c^1\mathrm{sec}\psi (1\mathrm{exp}(cs\mathrm{cos}\psi )+\frac{16f_3\mathrm{tan}^2\psi }{9\pi 2cR_T}\hfill \\ f_2=a^1\mathrm{sec}\psi (1\mathrm{exp}(as\mathrm{cos}\psi )+\frac{16f_4\mathrm{tan}^2\psi }{9\pi 2aR_T}\hfill \\ f_3=(c^2s^2\mathrm{cos}^2\psi +2cs\mathrm{cos}\psi +2)\mathrm{exp}(cs\mathrm{cos}\psi )2\hfill \\ f_4=(a^2s^2\mathrm{cos}^2\psi +2as\mathrm{cos}\psi +2)\mathrm{exp}(as\mathrm{cos}\psi )2\hfill \end{array}$$
(33)
For $`\psi =90`$° the reader is referred to the cited paper.
## Appendix B Used DMSP orbits
Orbits of the DMSP satellite F12 used in the composite radiance calibrated image.
| 199603191827 | 199702061858 | 199701091752 |
| --- | --- | --- |
| 199603192009 | 199702062040 | 199701091934 |
| 199603192151 | 199702062222 | 199701092116 |
| 199603211803 | 199702081833 | 199701111727 |
| 199603211945 | 199702082015 | 199701111909 |
| 199603212127 | 199702082157 | 199701112051 |
| 199603231738 | 199702101809 | 199701131703 |
| 199603231920 | 199702101951 | 199701131845 |
| 199603232102 | 199702102133 | 199701132027 |
| 199701061828 | 199603171709 | 199701132209 |
| 199701062010 | 199603171851 | 199702031752 |
| 199701062152 | 199603172215 | 199702031934 |
| 199701081804 | 199603181839 | 199702032116 |
| 199701081946 | 199603182021 | 199702032258 |
| 199701082128 | 199603182203 | 199702051728 |
| 199701101740 | 199603201815 | 199702051910 |
| 199701101922 | 199603201957 | 199702052052 |
| 199701102104 | 199603202139 | 199702071703 |
| 199701121715 | 199603221750 | 199702071845 |
| 199701121857 | 199603221932 | 199702072027 |
| 199701122039 | 199603222114 | 199702072209 |
| 199701122221 | 199701051841 | 199702091821 |
| 199702041740 | 199701052023 | 199702092003 |
| 199702041922 | 199701052205 | 199702092145 |
| 199702042104 | 199701071816 | 199701071958 |
| 199702061716 | 199701072140 | 199701091752 |
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# BARYON NUMBER ASYMMETRY INDUCED BY COHERENT MOTIONS OF A COSMOLOGICAL AXION-LIKE PSEUDOSCALAR
## 1 Introduction.
The origin of the baryon asymmetry of the universe remains one of the most fundamental open questions in high energy physics and cosmology. In 1967 Sakharov noticed that three conditions are essential for the creation of a net baryon number in a previously symmetric universe: 1) baryon number non-conservation; 2) C and CP violation; 3) out of equilibrium dynamics. Since then many different hypothetical scenarios for baryogenesis have been proposed. A dramatic conclusion emerged from the studies of these scenarios: new physics beyond the Standard Model (SM) is required to explain baryogenesis .
It has been recently realized that topologically non-trivial configurations of hypercharge gauge fields can be relevant players in the electroweak (EW) scenario for baryogenesis. Hypercharge fields couple anomalously to fermionic number densities in the symmetric phase of the EW plasma, while their surviving long-range projections onto usual electromagnetic fields in the broken phase of the plasma do not. As a consequence, the hypercharge Chern-Simons (CS) number stored in the symmetric phase just before the transition can be converted into a fermionic asymmetry along the direction $`BL=0`$ when the EW symmetry is spontaneously broken.
A hypothetical axion-like pseudoscalar field coupled to hypercharge topological number density can amplify hyperelectric and hypermagnetic fields in the unbroken phase of the EW plasma, while coherently rolling or oscillating around the minimum of its potential. The coherent motion provides the three Sakharov’s conditions and is capable of generating a net CS number that can survive until the phase transition and then be converted into baryonic asymmetry , as first noted in . The mechanism could explain the origin of the baryon number of the universe, if the EW phase transition is strong enough such that the generated asymmetry is not erased by B-violating processes in thermal equilibrium in the broken phase of the plasma.
Pseudoscalar fields with axion-like coupling to CS number densities appear in several possible extensions of the SM. They were originally proposed as an elegant solution to the strong CP-problem. In models with an extended higgs-sector the physical pseudoscalar can couple to hypercharge topological density through quantum effects. In supergravity or superstring models axions that couple to extended gauge groups are common.
Experimental signatures of this hypothetical particle could appear in present and/or future colliders. Since the hypercharge photon is a linear combination of the ordinary photon and the $`Z`$, the particle can be produced in association with a photon or a $`Z`$, and detected through its decay into a pair of neutral gauge bosons, if these signatures are not overshadowed by their SM backgrounds .
## 2 The model
We will assume that the universe is homogeneous and isotropic, and can be described by a conformally flat metric. In addition to the SM fields we consider a time-dependent pseudoscalar field $`\varphi (\eta )`$ with coupling $`\frac{\lambda }{4}\varphi Y\stackrel{~}{Y}`$ to the $`U(1)_Y`$ hypercharge field strength and a potential $`V_0^4V(\varphi /f)`$ generated by processes at energies higher than the EW scale. We will also assume that the universe is radiation dominated at some early time before the scalar dynamics becomes relevant. The coupling constant $`\lambda =1/M`$ has units of mass<sup>-1</sup>. For a typical axion coupled to a non-abelian gauge topological density the potential is generated by non-perturbative effects at the confinement scale $`V_0`$, and $`fM`$. In general, this is not always the case, and we will allow $`\mathrm{\Lambda }f/M>1`$, but keeping the pseudoscalar mass $`mV_0^2/f`$ much smaller than the scale $`M`$.
Maxwell’s equations describing hyper EM fields in the symmetric phase of the highly conducting EW plasma, coupled to the heavy pseudoscalar are the following,
$`(i)`$ $`\stackrel{}{E}=0(ii)\stackrel{}{B}=0`$ (1)
$`(iii)`$ $`\stackrel{}{J}=\sigma \stackrel{}{E}(iv){\displaystyle \frac{\stackrel{}{B}}{\eta }}=\times \stackrel{}{E}`$ (2)
$`(v)`$ $`{\displaystyle \frac{\stackrel{}{E}}{\eta }}=\times \stackrel{}{B}\lambda {\displaystyle \frac{d\varphi }{d\eta }}\stackrel{}{B}\stackrel{}{J}.`$ (3)
Equations $`(i)`$ and $`(iii)`$ are valid for wavelengths larger than the typical collision length $`r_{Debye}T^1`$ in the hot plasma, so that individual charges are screened by collective effects. The description of short wavelength modes should take into account charge separation in the medium.
We have rescaled the electric and magnetic fields $`\stackrel{}{E}=a^2(\eta )\stackrel{}{}`$, $`\stackrel{}{B}=a^2(\eta )\stackrel{}{}`$ and the physical conductivity $`\sigma =a(\eta )\sigma _c`$, where $`a(\eta )`$ is the scale factor of the universe and $`\eta `$ is conformal time. In the EW plasma $`\sigma _c10T`$. The fields $`\stackrel{}{}`$, $`\stackrel{}{}`$ are the flat space EM fields, and we have assumed for simplicity vanishing bulk velocity $`\stackrel{}{v}`$ of the plasma and zero chemical potentials for all species.
The equation for the pseudoscalar $`\varphi `$ is the following
$$\frac{d^2\varphi }{d\eta ^2}+2aH\frac{d\varphi }{d\eta }+a^2m^2\varphi =\lambda a^2\stackrel{}{E}\stackrel{}{B},$$
(4)
where $`H=\frac{1}{a^2}\frac{da}{d\eta }`$ is the Hubble parameter. We will neglect the backreaction of the electromagnetic fields on the scalar field since is irrelevant for most of the physics we would like to explore . We therefore solve eq.(4) with vanishing r.h.s., and substitute the resulting $`\varphi (\eta )`$ into eq.(3).
## 3 Amplification of Primordial Hypermagnetic Fields
We will describe solutions to eq.(3) of the form $`\stackrel{}{E}(\stackrel{}{x},\eta )=d^3\stackrel{}{k}e^{i\stackrel{}{k}\stackrel{}{x}}\stackrel{}{e}_\stackrel{}{k}ϵ_\stackrel{}{k}(\eta )`$, $`\stackrel{}{B}(\stackrel{}{x},\eta )=d^3\stackrel{}{k}e^{i\stackrel{}{k}\stackrel{}{x}}\stackrel{}{b}_\stackrel{}{k}\beta _\stackrel{}{k}(\eta )`$, for which the electric and magnetic modes are parallel to each other. We find that the Fourier modes $`\stackrel{}{e}_\stackrel{}{k}`$ and $`\stackrel{}{b}_\stackrel{}{k}`$ are related, $`\stackrel{}{b}_\stackrel{}{k}{}_{}{}^{\pm }=b_k^\pm (\widehat{e}_1\pm i\widehat{e}_2),k\stackrel{}{e}_\stackrel{}{k}{}_{}{}^{\pm }ϵ_{\stackrel{}{k}}^{\pm }(\eta )=\pm \stackrel{}{b}_\stackrel{}{k}{}_{}{}^{\pm }\frac{\beta _\stackrel{}{k}}{\eta }_{}^{\pm },`$ where $`\widehat{e}_1`$, $`\widehat{e}_2`$ are unit vectors in the plane perpendicular to $`\stackrel{}{k}`$ such that $`(\widehat{e}_1,\widehat{e}_2,\widehat{k})`$ is a right-handed system. The function $`\beta _\stackrel{}{k}(\eta )`$ obeys the following equation,
$$\frac{^2\beta _k}{\eta ^2}^\pm +\sigma \frac{\beta _k}{\eta }^\pm +\left(k^2\pm \lambda \frac{d\varphi }{d\eta }k\right)\beta _k^\pm (\eta )=0.$$
(5)
Some qualitative behaviour of the solutions of eq.(5), can be inferred from the simple case of a constant $`\frac{d\varphi }{d\eta }`$. Then the solutions are simply linear superpositions of two exponentials. Only if $`\lambda \left|\frac{d\varphi }{d\eta }\right|>k`$, one of the two modes ($`\pm `$) is exponentially growing. Otherwise both of them are either oscillating or damped, as in ordinary magnetohydrodynamics. To obtain significant amplification, coherent scalar field velocities $`\frac{d\varphi }{d\eta }`$ over a duration are necessary, larger velocities leading to larger amplification. The amplified mode is determined by the sign of $`\frac{d\varphi }{d\eta }`$. Modes with wavenumber $`k_{max}=\frac{1}{2}\lambda \left|\frac{d\varphi }{d\eta }\right|`$ get maximally amplified.
For values of the scalar mass in the TeV range and temperature above $`100`$ GeV, the cosmic friction term $`2aH\frac{d\varphi }{d\eta }`$ in eq.(5) is negligible compared to the mass term. The scalar field oscillates and its velocity changes sign periodically over a time scale much shorter than the Hubble time at the epoch, so that both modes can be amplified. Each mode is amplified during one part of the cycle and damped during the other part of the cycle. Net amplification results when amplification overcomes damping. It occurs for a limited range of Fourier modes, peaked around $`k/m\frac{1}{2}\lambda f`$. The modes of the EM fields are oscillating with (sometimes complicated) periodic time dependence and an exponentially growing amplitude. Total amplification is exponential in the number of cycles. For the range of parameters in which fields are amplified, the amount of amplification per cycle for each of the two modes is very well approximated by the same constant $`\mathrm{\Gamma }(k/m,\lambda f,\sigma )`$. In Fig. 1 we show: a) an example of the time dependence for a specific mode and a selected set of parameters, and b) amplification rates as a function of the wave number $`k`$.
Another interesting approximate solution can be obtained for $`mT`$. In this extreme limit, it would take a time interval of the order of the characteristic cosmic expansion time for the scalar velocity to change its value significatively. We say that the scalar rolls. Eq.(5) can be approximated by a first order equation $`\sigma \frac{\beta }{\eta }^\pm +\left(k^2\pm \lambda \frac{d\varphi }{d\eta }k\right)\beta ^\pm (\eta )=0`$, which can be solved exactly. The amplified mode is determined by the sign of $`\mathrm{\Delta }\varphi (\eta )=\varphi (\eta )\varphi (0)`$. Looking at $`\eta \eta _{EW}`$ the amplification is maximal for $`k_{max,EW}10^7T_{EW}`$.
A detailed discussion of the end of oscillations or rolling is beyond the scope of this paper. However, we do know that once the oscillations or rolling stop, the fields are no longer amplified and obey a diffusion equation. Modes with wave number below the diffusion value $`k<k_\sigma T10^8T`$, where $`\frac{k_\sigma ^2}{\sigma }\frac{1}{\eta _{EW}}=1`$, remain almost constant until the EW transition, their amplitude goes down as $`T^2`$, and energy density as $`T^4`$, maintaining a constant ratio with the environment radiation. Modes with $`k/T>k_\sigma `$ decay quickly, washing out the results of amplification. We have seen that for oscillating fields the range of momenta $`k^1>r_{Debye}`$ that get amplified is not too different than $`T`$, therefore scalar field oscillations have to occur just before, or during the EW transition. In that case, the amplified fields do not have enough time to be damped by diffusion. If the field is rolling, momenta $`kT`$ can be amplified, and therefore the rolling can end sometime before the EW transition.
## 4 Implications for Electroweak Baryogenesis
To obtain the average magnetic energy density in amplified fields we have to average over the initial conditions, which may result, for example, from initial thermal or quantum fluctuations. We assume translation and rotation invariance, $`B^\pm (\stackrel{}{k},\eta )B^\pm (\stackrel{}{\mathrm{}},\eta )^{}_{|\eta =0}=\delta ^3(\stackrel{}{k}\stackrel{}{\mathrm{}})\delta _+f^\pm (k).`$ Using the definition for magnetic power spectrum $`P_B^\pm (k)=4\pi k^3f^\pm (k),`$ the average energy density in amplified fields $`\rho _B=\frac{1}{8\pi }<B^2>`$, can be expressed as $`\rho _B=\frac{1}{8\pi }d\mathrm{ln}k`$ $`\left\{P_B^{}(k)\left|𝒜^{}(k,\eta )\right|^2+P_B^+(k)\left|𝒜^+(k,\eta )\right|^2\right\}`$, where $`𝒜^\pm (k,\eta )`$ are the amplification factors for each one of the two magnetic modes.
Since in our case $`E_\stackrel{}{k}^\pm (\eta )=\pm \frac{1}{k}_\eta B_\stackrel{}{k}^\pm (\eta )`$, and therefore $`E^\pm (\stackrel{}{k},\eta )B^\pm (\stackrel{}{\mathrm{}},\eta )^{}=\pm \frac{1}{2}\frac{1}{k}_\eta B^\pm (\stackrel{}{k},\eta )B^\pm (\stackrel{}{\mathrm{}},\eta )^{},`$ the CS number density stored in the amplified magnetic modes $`\mathrm{\Delta }n_{CS}=\frac{g^2}{4\pi ^2}\underset{0}{\overset{\eta }{}}𝑑\stackrel{~}{\eta }EB`$, where $`g^{}`$ is the hypercharge gauge coupling, can be related to $`\rho _B`$
$$n_{CS}=\frac{g^2}{\pi }d\mathrm{ln}k\frac{1}{k}\rho _B(k)\frac{\gamma _{AS}^B+\gamma _{AS}^\varphi }{1+\gamma _{AS}^B\gamma _{AS}^\varphi },$$
(6)
introducing the asymmetry parameters, $`\gamma _{AS}^B=\frac{P_B^{}(k)P_B^+(k)}{P_B^{}(k)+P_B^+(k)},`$ and $`\gamma _{AS}^\varphi =\frac{\left|𝒜^{}(k,\eta )\right|^2\left|𝒜^+(k,\eta )\right|^2}{\left|𝒜^{}(k,\eta )\right|^2+\left|𝒜^+(k,\eta )\right|^2}.`$ Further, we can relate the fractional energy density in coherent magnetic field configurations $`\mathrm{\Omega }_B(k)=\rho _B(k)/\rho _c`$ to the CS fractional number density $`n_{CS}/s`$, assuming the universe is radiation dominated and the amplification factors $`𝒜_{}^{\pm }{}_{k}{}^{}`$ are, as we have seen, sharp functions of $`k`$, peaked at $`k_{max}`$<sup>2</sup><sup>2</sup>2As we have pointed out our description is valid for short wavenumber modes $`k<k_Dr_D^1`$. $`k_{max}`$ is understood to be the maximally amplified mode in the range $`0<k<k_D`$.,
$$\frac{n_{CS}}{s}0.01\frac{T}{k_{max}}\mathrm{\Omega }_B(k_{max})\frac{\gamma _{AS}^B+\gamma _{AS}^\varphi }{1+\gamma _{AS}^B\gamma _{AS}^\varphi }(k_{max}).$$
(7)
This Chern-Simons number will be released in the form of fermions which will not be erased if the EW transition is strongly first order, and will generate a baryon asymmetry , $`\frac{n_B}{s}=\frac{3}{2}\frac{n_{CS}}{s}`$. An equal lepton number would also be generated by the same mechanism so that $`BL`$ is conserved. Note that the fact that baryon number asymmetry is generated at $`k_{max}0`$ does not mean that baryon density is actually inhomogeneous on this short length scale $`L_{max}1/k_{max}`$. Comoving neutron diffusion distance at the beginning of nucleosynthesis is much longer than $`L_{max}`$, so that by that time inhomogeneities would have been erased by free streaming . If $`T/k_{max}`$ is not too different than unity, as we have seen for the case of oscillating field, and $`\gamma _{AS}^B`$ and $`\gamma _{AS}^\varphi `$ are small, it is possible to obtain $`\frac{n_B}{s}10^{10}`$ and have strong magnetic fields $`\mathrm{\Omega }_B1`$ present during the EW transition. If $`T/k_{max}`$ is large and $`\gamma _{AS}^\varphi `$ is order unity as we have seen in the rolling case, it is not possible to have strong magnetic fields without producing too many baryons.
## 5 Experimental Signatures of HyperAxions in Colliders
A pseudoscalar field that couples to hypercharge topological number density as we have described, could be produced and detected in colliders . Since the hypercharge photon is a linear combination of the ordinary photon and the $`Z`$, the hypothetical particle could be produced, in hadronic or leptonic colliders, in association with photons or $`Z`$’s through the channels $`f\overline{f}Z^{},\gamma ^{}ZX`$ and $`f\overline{f}Z^{},\gamma ^{}\gamma X`$, (here $`Z^{}`$ and $`\gamma ^{}`$ denote a virtual $`Z`$ and a virtual photon, and $`f`$ is a charged fermion). The produced particle would decay into two neutral gauge bosons, $`\gamma \gamma `$, $`\gamma Z`$ or $`ZZ`$. The experimental signature of these processes would , then, be a triplet of neutral gauge bosons produced in well defined ratios. The almost isotropic angular distribution of momenta of the outgoing bosons could help in separating it from the QED background, that is strongly peaked in the forward/backward directions.
In the simple case of a singlet elementary pseudoscalar whose only coupling to SM fields is to hypercharge topological density, the extra field can be described by two parameters with units of mass: the mass, $`m`$, and the inverse coupling, $`M=1/\lambda `$. The plots in Fig. 2 show our estimation of the regions of the $`(m,M)`$ parameter space where the particle signature could be separated from the background, and so the particle can be detected in present or future colliders. Below the curves, a sufficient number of events to allow detection are expected. Since the particle has not been detected yet, the first plot, that corresponds to LEPII and RunI of the Tevatron, can be used to rule out an interesting region of parameters. In future colliders detection capabilities will be increased significatively in the range of parameters relevant for baryogenesis, as shown in Fig 2.
## References
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# Kaon Condensation in Proto-Neutron Star Matter
## I INTRODUCTION
It is believed that a neutron star begins its life as a proto-neutron star (PNS) in the aftermath of a supernova explosion. The evolution of the PNS depends upon the star’s mass, composition, and equation of state (EOS), as well as the opacity of neutrinos in dense matter. Previous studies have shown that the PNS may become unstable as it emits neutrinos and deleptonizes, so that it collapses into a black hole. The instability occurs if the maximum mass that the equation of state (EOS) of lepton-rich, hot matter can support is greater than that of cold, deleptonized matter, and if the PNS mass lies in between these two values. The condition for metastability is satisfied if “exotic” matter, manifested in the form of a Bose condensate (of negatively charged pions or kaons) or negatively charged particles with strangeness content (hyperons or quarks), appears during the evolution of the PNS.
Even if collapse to a black hole does not occur, the appearance of exotic matter might lead to a distinguishable feature in the PNS’s neutrino signature (i.e., its neutrino light curve and neutrino energy spectrum) that is observable from current and planned terrestrial detectors. This was investigated recently by Pons et al. who studied the evolution of a PNS in the case where hyperons appeared in the star during the latter stages of deleptonization. Although the possibility of black hole formation was first discovered in the context of kaon condensation in neutron star matter , a full dynamical calculation of a PNS evolution with consistent EOS and neutrino opacities in kaon condensed matter has not been performed so far. One of the objectives of this paper is to investigate $`K^{}`$ condensation in finite temperature matter, including the situation of trapped neutrinos in more detail. An impetus for this study is the recent suggestion that a mixed phase of kaon-condensed and normal matter might exist which could greatly affect the structure and its neutrino opacity . Another objective of our study is to identify differences in thermodynamic quantities such as the pressure, entropy or specific heat that might produce discriminating features in the star’s neutrino emission. In separate works, we will examine neutrino interactions in kaon-condensed matter and neutrino signals from PNS evolution calculations in a consistent fashion.
Since we wish to isolate the aforementioned effects due to kaons in this paper, we deliberately exclude consideration of hyperons. Hyperons and kaons were considered together in Refs. and . Hyperons tend to delay the appearence of kaons in matter, especially if the $`\mathrm{\Sigma }^{}`$ appears first. However, the $`\mathrm{\Sigma }^{}`$ couplings are not as well determined as those of the $`\mathrm{\Lambda }`$ and even in this case the data are restricted to nuclear or subnuclear densities. Relatively small variations in the coupling constants can lead to a situation where the threshold density for the appearance of $`\mathrm{\Sigma }^{}`$ particles is larger than that for kaons. These uncertainties remain unresolved; further hyper-nuclear experiments are needed to pin down their couplings.
The original investigations of kaon condensation in neutron star matter (e.g. Refs. and its astrophysical conseqences ) employed a chiral $`SU(3)_L\times SU(3)_R`$ model in which the kaon-nucleon interaction occurs directly via four point vertices. However, one can also employ an indirect, finite-range interaction which arises from the exchange of mesons. Several studies have been performed along these lines . Ref. found that the chiral and meson exchange approaches give similar results provided that the kaon-nucleon couplings are chosen to yield similar optical potentials in nuclear matter. Allowing kaons to interact via the exchange of mesons has the advantage that it is more consistent with the Walecka-type effective field-theoretical models usually used to describe nuclear matter . In most studies of kaon condensation it has been found that the transition to a phase in which kaons condense is second order for modest values of the kaon optical potential, $`U_K`$, of order -100 MeV. For magnitudes of $`U_K`$ well in excess of 100 MeV, however, the phase transition becomes first order in character. Even when the transition is first order, it is not always possible to satisfy Gibbs’ criteria for thermal, chemical and mechanical equilibrium, so a Maxwell construction, which satisfies only thermal and mechanical equilibrium, was sometimes employed to construct the pressure-density relation.
Recently, Glendenning and Schaffner-Bielich (GS) modified the meson exchange Lagrangian in such a way that the Gibbs criteria for thermal, chemical and mechanical equilibrium in a first order phase transition was possible. The extended mixed phase of kaon-condensed and normal matter which results produces a qualitative difference for the structure of a neutron star, since the EOS is softened over a wider region than in the case in which there is no mixed phase. This has implications for the mass-radius relation and the maximum mass, among other properties of the star.
In this paper, we investigate the phase transition involving kaon-condensed matter and its influence upon the equation of state. We find that the precise form assumed for the scalar interactions (particularly, their density dependence), both for baryon-baryon and kaon-baryon interactions, determines whether or not the transition is first or second order, and, in the case of a first order phase transition, establishes whether or not a Gibbs construction is possible. Since the form of the scalar interactions is not experimentally well constrained at present, we have explored several different models in this study of the effects of kaon condensation on the EOS and the structure of a PNS. For each model, we have performed a detailed study of the thermal properties which are summarized in terms of phase diagrams in the density-lepton content and density-temperature planes.
In Sec. II we present the various Lagrangians and derive exressions for the thermodynamic properties of each. We also develop the theoretical formalism necessary to describe baryons and kaon condensed matter in both the pure and mixed phases. This is followed by a discussion of the determination of the various coupling constants. Section III contains a comparison of the results for the EOS and for the structure of neutron stars for typical values of entropy and lepton content in a proto-neutron star as it evolves. Our conclusions and outlook for evolution of a proto-neutron simulation are presented in Sec. IV. In Appendix A, the extent of the correspondence between a meson exchange formalism and a chiral model to describe kaon condensation in matter is examined. The role of higher order kaon self-interactions in determining the order of the phase transition to a kaon condensed state is studied in Appendix B.
## II THEORY
### A Nucleons and Leptons
We begin with the well-known relativistic field theory model of Walecka supplemented by nonlinear scalar self-interactions . Here nucleons ($`n,p`$) interact via the exchange of $`\sigma `$-, $`\omega `$-, and $`\rho `$-mesons. Explicitly, the Lagrangian is
$`_𝒩`$ $`=`$ $`{\displaystyle \underset{n,p}{}}\overline{N}\left(i\gamma ^\mu _\mu g_\omega \gamma ^\mu \omega _\mu g_\rho \gamma ^\mu 𝐛_\mu 𝐭M^{}\right)N+\frac{1}{2}_\mu \sigma ^\mu \sigma \frac{1}{2}m_\sigma ^2\sigma ^2U(\sigma )`$ (2)
$`\frac{1}{4}\omega _{\mu \nu }\omega ^{\mu \nu }+\frac{1}{2}m_\omega ^2\omega _\mu \omega ^\mu \frac{1}{4}𝐁_{\mu \nu }𝐁^{\mu \nu }+\frac{1}{2}m_\rho ^2𝐛_\mu 𝐛^\mu ,`$
where $`N`$ is the nucleon field, the $`\rho `$-meson field is denoted by $`𝐛_\mu `$ and the quantity $`𝐭`$ is the isospin operator which acts on the nucleons. Scalar self-couplings , which improve the descripton of nuclear matter at the equilibrium density, are included in the potential $`U(\sigma )=(bM/3)(g_\sigma \sigma )^3+(c/4)(g_\sigma \sigma )^4`$, with $`M`$ denoting the vacuum nucleon mass. The field strength tensors for the vector mesons are given by the expressions $`\omega _{\mu \nu }=_\mu \omega _\nu _\nu \omega _\mu `$ and $`𝐁_{\mu \nu }=_\mu 𝐛_\nu _\nu 𝐛_\mu `$. In the standard Walecka model the nucleon effective mass
$`M_{GM}^{}=Mg_\sigma \sigma `$ (3)
(the label GM refers to the Glendenning-Moszkowski parameters that we will use with this expression). We shall also study an alternative form due to Zimanyi and Moszkowski (labelled by ZM) :
$`_𝒩`$ $`=`$ $`{\displaystyle \underset{n,p}{}}\left\{\left(1+{\displaystyle \frac{g_\sigma \sigma }{M}}\right)\overline{N}\left(i\gamma ^\mu _\mu g_\omega \gamma ^\mu \omega _\mu g_\rho \gamma ^\mu 𝐛_\mu 𝐭\right)N\overline{N}MN\right\}+\frac{1}{2}_\mu \sigma ^\mu \sigma \frac{1}{2}m_\sigma ^2\sigma ^2U(\sigma )`$ (5)
$`\frac{1}{4}\omega _{\mu \nu }\omega ^{\mu \nu }+\frac{1}{2}m_\omega ^2\omega _\mu \omega ^\mu \frac{1}{4}𝐁_{\mu \nu }𝐁^{\mu \nu }+\frac{1}{2}m_\rho ^2𝐛_\mu 𝐛^\mu .`$
By redefining the nucleon field, $`N\left(1+g_\sigma \sigma /M\right)^{\frac{1}{2}}N`$, the Lagrangian can be written exactly in the form Eq. (2), but the nucleon effective mass becomes
$`M_{ZM}^{}=M\left(1+g_\sigma \sigma /M\right)^1.`$ (6)
For small values of $`\sigma `$ this is equivalent to the Walecka form. However the ZM effective mass has the property that, in the limit of large $`\sigma `$, $`M_{ZM}^{}`$ remains positive whereas $`M_{GM}^{}`$ can become negative , which is unphysical.
In the mean field approximation the thermodynamic potential per unit volume for both Lagrangians is
$$\frac{\mathrm{\Omega }_𝒩}{V}=\frac{1}{2}m_\sigma ^2\sigma ^2+U(\sigma )\frac{1}{2}m_\omega ^2\omega _0^2\frac{1}{2}m_\rho ^2b_0^22T\underset{n,p}{}\frac{d^3k}{(2\pi )^3}\mathrm{ln}\left(1+\mathrm{e}^{\beta (E^{}\nu _{n,p})}\right).$$
(7)
Here the inverse temperature is denoted by $`\beta =1/T`$, $`E^{}=\sqrt{k^2+M^2}`$ and the subscripts $`GM`$ or $`ZM`$ have been suppressed. The chemical potentials are given by
$$\mu _p=\nu _p+g_\omega \omega _0+\frac{1}{2}g_\rho b_0;\mu _n=\nu _n+g_\omega \omega _0\frac{1}{2}g_\rho b_0.$$
(8)
Note that in a rotationally invariant system only the time components of the vector fields contribute to Eq. (7) and for the isovector field only the $`\rho ^0`$ component contributes. The contribution of antinucleons is not significant for the thermodynamics of interest for a PNS and is ignored.
Using $`\mathrm{\Omega }_𝒩`$, the thermodynamic quantities can be obtained in the standard way. The nucleon pressure is $`P_𝒩=\mathrm{\Omega }_𝒩/V`$, and the number density $`n_{n,p}`$ and the energy density $`\epsilon _𝒩`$ are given by
$`n_{n,p}`$ $`=`$ $`2{\displaystyle \frac{d^3k}{(2\pi )^3}f_F(E^{}\nu _{n,p})},`$ (9)
$`\epsilon _𝒩`$ $`=`$ $`\frac{1}{2}m_\sigma ^2\sigma ^2+U(\sigma )\frac{1}{2}m_\omega ^2\omega _0^2\frac{1}{2}m_\rho ^2b_0^2+2{\displaystyle \underset{i=n,p}{}}{\displaystyle \frac{d^3k}{(2\pi )^3}E^{}f_F(E^{}\nu _i)},`$ (10)
where the Fermi distribution function $`f_F(x)=(e^{\beta x}+1)^1`$. The entropy density is then given by $`S_𝒩=\beta (\epsilon _𝒩+P_𝒩_N\mu _Nn_N)`$.
The contribution from the leptons and antileptons is adequately given by its non-interacting form, since their interactions give negligible contributions . Thus the thermodynamic potential per unit volume of the leptons and antileptons is:
$`{\displaystyle \frac{\mathrm{\Omega }_L}{V}}={\displaystyle \underset{\mathrm{}}{}}Tg_{\mathrm{}}{\displaystyle \frac{d^3k}{(2\pi )^3}\left[\mathrm{ln}\left(1+\mathrm{e}^{\beta (e_{\mathrm{}}\mu _{\mathrm{}})}\right)+\mathrm{ln}\left(1+\mathrm{e}^{\beta (e_{\mathrm{}}+\mu _{\mathrm{}})}\right)\right]},`$ (11)
where $`g_{\mathrm{}}`$ and $`\mu _{\mathrm{}}`$ denote the degeneracy and the chemical potential, respectively, of leptons of species $`\mathrm{}`$. The degeneracy $`g_{\mathrm{}}`$ is 2 for electrons and muons and it is 1 for neutrinos of a given species. Since the star is in chemical equilibrium with respect to the weak processes $`p+\mathrm{}^{}n+\nu _{\mathrm{}}`$, where the lepton $`\mathrm{}`$ is either an electron or a muon, the chemical potentials obey $`\mu _\mu \mu _{\nu _\mu }=\mu _e\mu _{\nu _e}=\mu _n\mu _p`$. If there are no neutrinos trapped in the star the neutrino chemical potentials $`\mu _{\nu _i}`$ are zero or, equivalently, the total neutrino concentration $`Y_\nu =0`$, where we define the concentration for particle $`i`$ to be $`Y_i=n_i/(n_n+n_p)`$. The pressure, density and energy density of the leptons are obtained from Eq. (11) in standard fashion.
### B Kaons
The two kaon Lagrangians of the meson-exchange type which have been previously suggested (in Refs. and , respectively), can both be written in the form
$$_K=_\mu K^+^\mu K^{}\alpha K^+K^{}+iX^\mu (K^+_\mu K^{}K^{}_\mu K^+),$$
(12)
where $`K^\pm `$ denote the charged kaon fields and we have defined the combined vector field
$$X_\mu =g_{\omega K}\omega _\mu +g_{\rho K}b_\mu ;$$
(13)
with $`\omega _\mu `$ and $`b_\mu `$ denoting $`\omega `$ and the $`\rho ^0`$ fields, respectively; $`g_{\omega K}`$ and $`g_{\rho K}`$ are coupling constants. Since only the time components of the vector fields survive, in practice only $`X_0`$ is non-zero. The two Lagrangians differ in the forms chosen for the quantity $`\alpha `$. Both have the standard vacuum mass term, but the interaction terms differ. Specifically, Knorren, Prakash and Ellis (KPE) take
$$\alpha _{KPE}=m_{K;KPE}^2=m_K^2g_{\sigma K}m_K\sigma ,$$
(14)
with $`m_K`$ denoting the vacuum kaon mass, while Glendenning and Schaffner-Bielich (GS) choose
$$\alpha _{GS}=m_{K;GS}^2X_\mu X^\mu =(m_K\frac{1}{2}g_{\sigma K}\sigma )^2X_\mu X^\mu .$$
(15)
Note that the coupling constant $`g_{\sigma K}`$ is defined here to be twice that defined in GS. A similar remark applies to the $`\rho NN`$ coupling constant $`g_\rho `$. It is remarkable, as pointed out in Appendix A, that to leading order in the kaon condensate intensity, the equations obtained with the chiral Kaplan-Nelson Lagrangian at zero temperature agree precisely with those from the KPE Lagrangian.
To see the significance of the term involving the vector fields in Eq. (15), consider the invariance of the Lagrangian under the transformation $`K^\pm K^\pm e^{\pm i\xi }`$. This allows the conserved kaon current density to be identified as
$$J_\mu =i(K^+_\mu K^{}K^{}_\mu K^+)+2X_\mu K^+K^{}.$$
(16)
Now for the combined GS Lagrangian, $`_𝒩+_K`$, the equation of motion for the omega field is
$$^\nu \omega _{\nu \mu }+m_\omega ^2\omega _\mu =g_\omega \underset{n,p}{}\overline{N}\gamma _\mu Ng_{\omega K}J_\mu .$$
(17)
Since the nucleon current $`_{n,p}\overline{N}\gamma _\mu N`$ is conserved, as is the kaon current $`J_\mu `$, taking the divergence of Eq. (17) immediately yields $`^\mu \omega _\mu =0`$ (and similarly for the $`\rho `$ field). This is the required condition for a vector field so as to reduce the number of components from four to three. On the other hand, $`\alpha _{KPE}`$ does not contain an $`X_\mu X^\mu `$ term, so that the kaon current does not appear on the right hand side of Eq. (17). At the mean field level, however, where the vector fields are constants, any derivative is necessarily zero so that the divergence condition is automatically satisfied.
For the coupling of the kaon fields to the scalar $`\sigma `$ field, KPE use a linear coupling, whereas GS have an additional quadratic term. There is little guidance on the form that should be used to generate the kaon effective mass so the choice is somewhat arbitrary, although, as we shall see, it can significantly affect the thermodynamics. Both the KPE and GS choices lead to problems for sufficiently large values of the $`\sigma `$ field; in one case the effective mass becomes imaginary, in the other it becomes negative. We are therefore led to consider a third form in the spirit of the ZM model for nucleons. For specificity we start with the GS Lagrangian which can be written $`_K=D_\mu K^+D^\mu K^{}m_{K;GS}^2K^+K^{}`$ in terms of a covariant derivative $`D_\mu =_\mu +iX_\mu `$, and replace it by
$$_K^{}=\left(1+\frac{g_{\sigma K}\sigma }{2m_K}\right)^2D_\mu K^+D^\mu K^{}m_K^2K^+K^{}.$$
(18)
We observe that the form of $`_K^{}`$ above is one of many possibilities. Making the transformation $`K^\pm (1+\frac{1}{2}g_{\sigma K}\sigma /m_K)^1K^\pm `$ and noting that $`\sigma `$ is a constant mean field, the kaon Lagrangian can be put in the form of Eq. (12) with
$$\alpha _{TW}=m_{K;TW}^2X_\mu X^\mu =m_K^2\left(1+\frac{g_{\sigma K}\sigma }{2m_K}\right)^2X_\mu X^\mu .$$
(19)
The label $`TW`$ denotes “this work”. While Eqs. (14), (15) and (19) all give $`m_K^{}m_K\frac{1}{2}g_{\sigma K}\sigma `$ for small $`\sigma `$, they differ at order $`\sigma ^2`$ and beyond, i.e., for large values of $`\sigma `$.
The kaon partition function at finite temperature can be obtained for a Lagrangian of the form (12) by generalizing the procedure outlined in Kapusta . First, we transform to real fields $`\varphi _1`$ and $`\varphi _2`$,
$$K^\pm =(\varphi _1\pm i\varphi _2)/\sqrt{2},$$
(20)
and determine the conjugate momenta
$$\pi _1=_0\varphi _1X_0\varphi _2;\pi _2=_0\varphi _2+X_0\varphi _1.$$
(21)
The Hamiltonian density is $`_K=\pi _1_0\varphi _1+\pi _2_0\varphi _2_K`$, and the partition function of the grand canonical ensemble can then be written as the functional integral
$$Z_K=[d\pi _1][d\pi _2]_{periodic}[d\varphi _1][d\varphi _2]\mathrm{exp}\left\{\underset{0}{\overset{\beta }{}}𝑑\tau d^3x\left(i\pi _1\frac{\varphi _1}{\tau }+i\pi _2\frac{\varphi _2}{\tau }_K(\pi _i,\varphi _i)+\mu J_0(\pi _i,\varphi _i)\right)\right\}.$$
(22)
Here the fields obey periodic boundary conditions in the imaginary time $`\tau =it`$, namely $`\varphi _i(\text{x},0)=\varphi _i(\text{x},\beta )`$, where $`\beta =1/T`$. The chemical potential associated with the conserved kaon charge density is denoted by $`\mu `$ and chemical equilibrium in the reaction $`e^{}K^{}+\nu _e`$ requires that $`\mu =\mu _n\mu _p=\mu _e\mu _{\nu _e}=\mu _\mu \mu _{\nu _\mu }`$.
The Gaussian integral over momenta in Eq. (22) is easily performed. Next the fields are Fourier decomposed according to
$$\varphi _1=f\theta \mathrm{cos}\zeta +\sqrt{\frac{\beta }{V}}\underset{n,\text{p}}{}e^{i(\text{p}\text{x}+\omega _n\tau )}\varphi _{1,n}(\text{p});\varphi _2=f\theta \mathrm{sin}\zeta +\sqrt{\frac{\beta }{V}}\underset{n,\text{p}}{}e^{i(\text{p}\text{x}+\omega _n\tau )}\varphi _{2,n}(\text{p}),$$
(23)
where the first term describes the condensate, so that in the second term $`\varphi _{1,0}(\text{p}=0)=\varphi _{2,0}(\text{p}=0)=0`$. The pion decay constant $`f`$ has been inserted so that the condensate angle $`\theta `$ is dimensionless. The Matsubara frequency $`\omega _n=2\pi nT`$. The partition function can then be written
$`Z_K`$ $`=`$ $`N{\displaystyle \underset{n,\text{p}}{}[d\varphi _{1,n}(\text{p})][d\varphi _{2,n}(\text{p})]e^S},\mathrm{where}`$ (24)
$`S`$ $`=`$ $`\frac{1}{2}\beta V(f\theta )^2(\mu ^2+2\mu X_0\alpha )\frac{1}{2}{\displaystyle \underset{n,\text{p}}{}}(\varphi _{1,n}(\text{p}),\varphi _{2,n}(\text{p}))\text{D}\left(\begin{array}{c}\varphi _{1,n}(\text{p})\\ \varphi _{2,n}(\text{p})\end{array}\right),`$ (25)
D $`=`$ $`\beta ^2\left(\begin{array}{cc}\omega _n^2+p^2+\alpha 2\mu X_0\mu ^2& 2(\mu +X_0)\omega _n\\ 2(\mu +X_0)\omega _n& \omega _n^2+p^2+\alpha 2\mu X_0\mu ^2\end{array}\right).`$ (26)
$`N`$ is a normalization constant. We define the $`K^\pm `$ energies according to
$$\omega ^\pm (p)=\sqrt{p^2+\alpha +X_0^2}\pm X_0,$$
(27)
so that the three approaches give
$`\omega _{KPE}^\pm (p)=\sqrt{p^2+m_{K;KPE}^2+X_0^2}\pm X_0`$ (28)
$`\omega _{GS}^\pm (p)=\sqrt{p^2+m_{K;GS}^2}\pm X_0`$ (29)
$`\omega _{TW}^\pm (p)=\sqrt{p^2+m_{K;TW}^2}\pm X_0.`$ (30)
Using the definition (27) and suppressing the explicit dependence of $`\omega ^\pm `$ on $`p`$, the determinant of D is
$$\mathrm{det}\text{D}=\beta ^4\left[\omega _n^2+(\omega ^{}\mu )^2\right]\left[\omega _n^2+(\omega ^++\mu )^2\right],$$
(31)
giving
$$\frac{\mathrm{\Omega }_K}{V}=\frac{\mathrm{ln}Z_K}{\beta V}=\frac{1}{2}(f\theta )^2(\alpha 2\mu X_0\mu ^2)+\frac{1}{2\beta V}\underset{n,\text{p}}{}\mathrm{ln}\mathrm{det}\text{D},$$
(32)
where the normalization constant $`N`$ has been dropped since it is irrelevant to the thermodynamics. Performing the sum over $`n`$ and neglecting the zero-point contribution, which contributes only beyond the mean field approach and in any case is small , we obtain the grand potential for the kaon sector:
$$\frac{\mathrm{\Omega }_K}{V}=\frac{1}{2}(f\theta )^2(\alpha 2\mu X_0\mu ^2)+T\underset{0}{\overset{\mathrm{}}{}}\frac{d^3p}{(2\pi )^3}\left[\mathrm{ln}(1e^{\beta (\omega ^{}\mu )})+\mathrm{ln}(1e^{\beta (\omega ^++\mu )})\right].$$
(33)
The kaon pressure, $`P_K=\mathrm{\Omega }_K/V`$, and the kaon number density is easily found to be
$$n_K=(f\theta )^2(\mu +X_0)+n_K^{TH}\mathrm{where}n_K^{TH}=\frac{d^3p}{(2\pi )^3}[f_B(\omega ^{}\mu )f_B(\omega ^++\mu )],$$
(34)
and the Bose occupation probability $`f_B(x)=(e^{\beta x}1)^1`$. The kaon energy density is
$$\epsilon _K=\frac{1}{2}(f\theta )^2(\alpha +\mu ^2)+\frac{d^3p}{(2\pi )^3}[\omega ^{}(p)f_B(\omega ^{}\mu )+\omega ^+(p)f_B(\omega ^++\mu )],$$
(35)
and the kaon entropy density is $`S_K=\beta (\epsilon _K+P_K\mu n_K)`$.
### C Equations of Motion
It is useful first to define the quantity
$$A_K^{TH}=\frac{d^3p}{(2\pi )^3}\left(p^2+\alpha +X_0^2\right)^{\frac{1}{2}}[f_B(\omega ^{}\mu )+f_B(\omega ^++\mu )].$$
(36)
Then the mean $`\omega `$, $`\rho `$ and $`\sigma `$ fields, as well as the condensate amplitude $`\theta `$, determined by extremizing the total grand potential $`\mathrm{\Omega }_{\mathrm{total}}=\mathrm{\Omega }_𝒩+\mathrm{\Omega }_L+\mathrm{\Omega }_K`$, can be written
$`m_\omega ^2\omega _0=g_\omega (n_p+n_n)g_{\omega K}\left\{\mu (f\theta )^2+n_K^{TH}X_0A_K^{TH}\frac{1}{2}[(f\theta )^2+A_K^{TH}]{\displaystyle \frac{\alpha }{X_0}}\right\}`$ (37)
$`m_\rho ^2b_0=\frac{1}{2}g_\rho (n_pn_n)g_{\rho K}\left\{\mu (f\theta )^2+n_K^{TH}X_0A_K^{TH}\frac{1}{2}[(f\theta )^2+A_K^{TH}]{\displaystyle \frac{\alpha }{X_0}}\right\}`$ (38)
$`m_\sigma ^2\sigma ={\displaystyle \frac{dU(\sigma )}{d\sigma }}2{\displaystyle \frac{M^{}}{\sigma }}{\displaystyle \underset{n,p}{}}{\displaystyle \frac{d^3k}{(2\pi )^3}\frac{M^{}}{E^{}}f_F(E^{}\nu _{n,p})}\frac{1}{2}\left[(f\theta )^2+A_K^{TH}\right]{\displaystyle \frac{\alpha }{\sigma }}`$ (39)
$`\theta (\mu ^2+2\mu X_0\alpha )=\theta [\mu \omega ^{}(0)][\mu +\omega ^+(0)]=0.`$ (40)
The derivative $`\alpha /X_0`$ is zero for the KPE case and $`2X_0`$ for the GS and TW cases. The derivatives with respect to the $`\sigma `$ field are
$`{\displaystyle \frac{M_{GM}^{}}{\sigma }}=g_\sigma ;{\displaystyle \frac{M_{ZM}^{}}{\sigma }}=g_\sigma \left({\displaystyle \frac{M_{ZM}^{}}{M}}\right)^2`$ (41)
$`{\displaystyle \frac{\alpha _{KPE}}{\sigma }}=g_{\sigma K}m_K;{\displaystyle \frac{\alpha _{GS}}{\sigma }}=g_{\sigma K}m_{K;GS}^{};{\displaystyle \frac{\alpha _{TW}}{\sigma }}=g_{\sigma K}{\displaystyle \frac{(m_{K;TW}^{})^3}{m_K^2}}.`$ (42)
Note that the last of Eqs. (40) yields either $`\theta =0`$ (no condensate) or the condition for a condensate to exist. Since $`\mu `$ is positive here, we only have the possibility of a $`K^{}`$ condensate with $`\mu =\omega ^{}(0)`$. Note also that the contribution of the condensate to the kaon pressure $`P_K`$ vanishes, as it should.
The remaining condition to be imposed is that neutron star matter must be charge neutral. For a single phase this implies
$$n_pn_Kn_en_\mu =0,$$
(43)
where $`n_e`$ and $`n_\mu `$ are the net negative lepton number densities. The mixed phase thermodynamics is discussed below.
The sum of the nucleon and kaon energy densities can be simplified somewhat by using the equations of motion. This gives
$`\epsilon _𝒩+\epsilon _K`$ $`=`$ $`\frac{1}{2}m_\sigma ^2\sigma ^2+U(\sigma )+\frac{1}{2}m_\omega ^2\omega _0^2+\frac{1}{2}m_\rho ^2b_0^2+2{\displaystyle \underset{n,p}{}}{\displaystyle \frac{d^3k}{(2\pi )^3}E^{}f_F(E^{}\nu _{n,p})}+(f\theta )^2\left(\alpha \frac{1}{2}X_0{\displaystyle \frac{\alpha }{X_0}}\right)`$ (45)
$`+X_0n_K^{TH}X_0A_K^{TH}\left(X_0+\frac{1}{2}{\displaystyle \frac{\alpha }{X_0}}\right)+{\displaystyle \frac{d^3p}{(2\pi )^3}[\omega ^{}(p)f_B(\omega ^{}\mu )+\omega ^+(p)f_B(\omega ^++\mu )]}.`$
### D Mixed Phase Thermodynamics
In the theory discussed above there are two independent chemical potentials, which we can take to be $`\mu _n`$ and $`\mu `$, each connected with a conserved charge, the baryon number and charge of the system, respectively. Glendenning pointed out that in the presence of a first order phase transition, conservation laws must be globally, not locally, imposed, if possible, in the mixed phase region. A Maxwell construction would have been appropriate had there been just a single conserved charge. However, relaxing the condition of local charge neutrality does not guarantee that the model Lagrangian, solved in the mean field approximation, will provide a description of the mixed phase, which is only possible if the Gibbs criteria can be satisifed. A simple, yet general, procedure to check if the Gibbs criteria can be fulfilled by a specific model is discussed in Appendix B.
Denoting the phase containing a condensate with a subscript $`\theta `$, and the phase without a condensate with $`\theta =0`$, the total pressures in the two phases must be equal
$$P_{\theta =0}(\mu _n,\mu ,T)=P_\theta (\mu _n,\mu ,T).$$
(46)
Each of the chemical potentials is the same in the two phases. If the volume fraction of the non-condensed phase is $`\chi `$, then global conservation of charge requires
$$\chi [n_pn_Kn_en_\mu ]_{\theta =0}+(1\chi )[n_pn_Kn_en_\mu ]_\theta =0.$$
(47)
The densities of the individual species in the mixed phase are evident here. The total energy density is the weighted sum of the two phases
$$\epsilon =\chi \epsilon _{\theta =0}(\mu _n,\mu ,T)+(1\chi )\epsilon _\theta (\mu _n,\mu ,T).$$
(48)
The total entropy density is obtained through a similar equation.
### E Coupling Constants
In the effective Lagrangian approach adopted here, knowledge of two distinct sets of coupling constants, one parametrizing the nucleon-nucleon interactions, and one parametrizing the kaon-nucleon interactions, are required for numerical computations. These are associated with the exchange of $`\sigma ,\omega `$ and $`\rho `$ mesons. We consider each of these in turn.
#### 1 Nucleon Couplings
The nucleon-meson coupling constants are determined by adjusting them to reproduce the properties of equilibrium nuclear matter at $`T=0`$. The properties used are the saturation density, $`n_0`$, the binding energy/particle, $`E_A`$, the symmetry energy coefficient, $`a_{sym}`$, the compression modulus, $`K`$, and the Dirac effective mass at saturation, $`M^{}`$. Not all of these quantities are precisely known and the values we choose are listed in Table I. For completeness, we list the equations needed to obtain the coupling constants, assuming that the scalar self–coupling has the form $`U(\mathrm{\Phi })=(bM/3)\mathrm{\Phi }^3+(c/4)\mathrm{\Phi }^4`$, where $`\mathrm{\Phi }=g_\sigma \sigma `$. From the equation of motion for the $`\omega _0`$ field and the fact that the pressure is zero at saturation density in nuclear matter, the value of $`g_\omega /m_\omega `$ is given by
$$\frac{g_\omega ^2}{m_\omega ^2}=\frac{ME_AE_F^{}}{n_0},$$
(49)
where $`E_F^{}=\sqrt{k_F^2+M^2}`$ and $`n_0=2k_F^3/(3\pi ^2)`$. The $`\rho `$ meson coupling constant can be determined for a given symmetry energy through the relation
$$\frac{g_\rho ^2}{m_\rho ^2}=\frac{4}{n_0}\left(2a_{sym}\frac{k_F^2}{3E_F^{}}\right).$$
(50)
An expression involving the compression modulus can be deduced by differentiating the $`\sigma `$ equation of motion:
$$\left(\frac{g_\sigma ^2}{m_\sigma ^2}\right)^1=[f(\mathrm{\Phi }_0)]^2\left\{\frac{9n_0M^2}{E_F^2[K+9(E_A+E_F^{}M)]3k_F^2E_F^{}}3\left(\frac{n_0}{E_F^{}}\frac{n_s}{M^{}}\right)\right\}+n_s\frac{df}{d\mathrm{\Phi }_0}\frac{d^2U(\mathrm{\Phi }_0)}{d\mathrm{\Phi }_0^2}.$$
(51)
Here $`\mathrm{\Phi }_0`$, the value of $`\mathrm{\Phi }`$ at saturation density, is obtained directly from the Dirac effective mass. The function $`f(\mathrm{\Phi }_0)=dM^{}/d\mathrm{\Phi }_0`$ depends on the particular expression used for the effective mass. The scalar density $`n_s=(M^{}/\pi ^2)\{k_FE_F^{}M^{}{}_{}{}^{2}\mathrm{ln}[(k_F+E_F^{})/M^{}]\}`$. The $`\sigma `$ equation of motion at saturation can be written in the form
$$\mathrm{\Phi }_0^2\frac{d^2U(\mathrm{\Phi }_0)}{d\mathrm{\Phi }^2}=6\left[n_0\left(\frac{1}{2}E_F^{}+E_AM\right)+n_s\left(\frac{1}{2}M^{}+\mathrm{\Phi }_0f\right)\right],$$
(52)
which together with Eq. (51) allows the $`\sigma `$ coupling to be obtained. Finally the constants appearing in the scalar self-coupling $`U(\mathrm{\Phi })`$ are determined from:
$`c`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Phi }_0^2}}\left[{\displaystyle \frac{d^2U(\mathrm{\Phi }_0)}{d\mathrm{\Phi }_0^2}}+{\displaystyle \frac{2m_\sigma ^2}{g_\sigma ^2}}2n_s{\displaystyle \frac{f}{\mathrm{\Phi }_0}}\right]`$ (53)
$`b`$ $`=`$ $`{\displaystyle \frac{1}{2M\mathrm{\Phi }_0}}\left[{\displaystyle \frac{d^2U(\mathrm{\Phi }_0)}{d\mathrm{\Phi }_0^2}}3c\mathrm{\Phi }_0^2\right].`$ (54)
The constants determined in this way are given in Table I. Note that in principle the potential should be bounded from below for large values of the $`\sigma `$ field requiring $`c`$ to be positive; this is the case for the ZM model.
#### 2 Kaon Couplings
In order to investigate the effect of a kaon condensate on the EOS in high-density matter, the kaon-meson coupling constants have to be specified. Empirically known quantities can be used to determine these constants, but it should be borne in mind that laboratory experiments give information only about kaon-nucleon interaction in free space or in nearly isospin symmetric nuclear matter. On the other hand, the physical setting in this work is matter in the dense interiors of neutron stars which has a different composition and spans a wide range of densities (up to $`8n_0`$). Therefore, kaon-meson couplings as determined from experiments might not be appropriate to describe the kaon-nucleon interaction in neutron star matter, and the particular choices of coupling constants should be regarded as parameters that have a range of uncertainty.
With the above caveats in mind, we now examine the relationship between the optical potential of a single kaon in infinite nuclear matter and the kaon-meson couplings in our Lagrangian. Lagrange’s equation for an $`s`$-wave $`K^{}`$ with a time dependence $`K^{}=k^{}(𝐱)e^{iEt}`$, where $`E`$ is the asymptotic energy, defines the optical potential for our Lagrangian (12) according to
$`[^2+E^2m_K^2]k^{}(𝐱)`$ $`=`$ $`[2X_0E+\alpha m_K^2]k^{}(𝐱)`$ (55)
$``$ $`2m_KU_Kk^{}(𝐱).`$ (56)
In nuclear matter, $`b_0=0`$, so for a kaon with zero momentum ($`E=m_K`$) the optical potential is
$$U_K=\frac{\alpha m_K^2}{2m_K}g_{\omega K}\omega _0.$$
(57)
Utilizing the functional forms for $`\alpha `$ in Eqs. (14), (15), and (19), the optical potentials for the KPE, GS and TW models are easily obtained. For the KPE case this may be written exactly as
$$U_K^{KPE}=\frac{1}{2}g_{\sigma K}\sigma g_{\omega K}\omega _0,$$
(58)
whereas for the GS and TW cases there are higher order corrections in addition to the terms linear in the fields. We choose $`g_{\omega K}`$ to be $`g_\omega /3`$ and $`g_{\rho K}`$ to be $`g_\rho /2`$ on the basis of simple quark and isospin counting arguments. Note that this value for $`g_{\omega K}`$ is also suggested by comparison to the chiral approach (see Ref. and Appendix A) and it leads to a $`48.5`$ MeV contribution to the optical potential. The total optical potential is shown in Table II for various choices of the $`\sigma `$ coupling. The linear form Eq. (58), exact for KPE, is an accurate fit to the the GS and TW cases for moderate values of the optical potential. For orientation, chiral models suggest that the magnitude of the optical potential is at most 120 MeV , while fits to kaonic atom data have been reported with values in the range 50–200 MeV . We note that Glendenning and Schaffner-Bielich label their results according to values of the optical potential obtained in the linear approximation (henceforth, $`U_K^{\mathrm{lin}}`$). In order to make an apposite comparison with their results, we will parametrize the kaon coupling for each model simply by specifying the value of $`U_K^{\mathrm{lin}}=U_K^{KPE}`$.
## III RESULTS AND DISCUSSION
### A Zero temperature case
The effects of kaon condensation on the EOS are more pronounced at zero temperature than at finite temperature, since the fraction of thermally excited kaons increases with temperature relative to the fraction of kaons residing in the condensate. We therefore begin by examining results for the zero temperature case. We have considered two different nucleon Lagrangians, GM and ZM, and three different kaon Lagrangians, KPE, GS and TW. Below densities of about $`0.5n_0`$, matter is composed of neutron-rich nuclei immersed in a neutron sea. For this regime, we use the potential model results of Negele and Vautherin in the range $`0.001<n<0.08\mathrm{fm}^3`$ and those of Baym, Bethe, and Pethick for $`n<0.001\mathrm{fm}^3`$. For cold stars, the EOS in this regime has little effect on maximum masses or stellar radii. Furthermore, since the entropy in the stellar mantle $`(n<n_0)`$ is quickly radiated away in neutrinos, the EOS in this regime does not substantially affect the results of this paper.
In Fig. 1, we compare the pressures for the different nucleon and kaon Lagrangians as a function of baryon density, $`n_B=n_n+n_p`$. The solid lines show results for both the pure nucleon and kaon condensed phases with no attempt to enforce the Gibbs conditions of chemical and mechanical equilibrium. In all cases, a first order phase transition is found to occur, as long as the magnitude of the optical potential $`|U_K^{\mathrm{lin}}|=\frac{1}{2}g_{\sigma K}\sigma +g_{\omega K}\omega `$ is in excess of 100 MeV. Where possible, the pressure in the mixed phase obtained by imposing Gibbs’ criteria for mechanical and chemical equilibrium is shown as a dashed line. For the GM+KPE, ZM+KPE and ZM+GS models it was not possible to satisfy Gibb’s criteria, despite the occurrence of a first order phase transition for large enough $`|U_K^{\mathrm{lin}}|`$. The reason for this is connected with the form of the kaon Lagrangian, as discussed below. We also point out in Appendix B that non-linear kaon self-interactions lead to a second order, rather than a first order, transition.
The qualitative similarity of the results shown in Fig. 1 for the different nuclear Lagrangians enables us to simplify our analysis by allowing us to focus on three, rather than six, possible Lagrangian combinations. For a given kaon Lagrangian, fairly similar results can be obtained with different nuclear Lagrangians by making relatively small shifts in the kaon optical potential $`U_K^{\mathrm{lin}}`$. The following discussion will therefore focus on the three cases GM+KPE, GM+GS and ZM+TW. The case GM+KPE is chosen to compare with the results of KPE, the case GM+GS is chosen to compare with the results of GS, and the case ZM+TW demonstrates the usefulness of Lagrangians in which anomalous values of effective masses are implicitly eliminated. The results for the model GM+GS shown here and elsewehere in this paper are identical to those found by GS for the same interactions. Note that in all models considered, the phase transition is second order in nature for moderately low values of the optical potential.
In Figs. 2 and 3, the density dependence of the scalar, vector, and iso-vector fields, the electron chemical potential $`\mu _e=\mu =\mu _n\mu _p`$, the condensate amplitude $`\theta `$, and the nucleon and kaon effective masses are displayed in the pure nucleon and kaon condensed phases, ignoring any possible mixed phase for the present. For the optical potential chosen, $`U_K^{\mathrm{lin}}=120`$ MeV, a first order phase transition occurs in all three cases. After the onset of condensation a rapid change in the behavior of the electron chemical potential and some of the field strengths is seen to occur. The differences in the variation of the scalar ($`g_{\sigma K}\sigma `$) and isovector ($`g_{\rho K}b_0)`$ fields between the models are particularly illuminating. For GM+KPE, the scalar field exhibits a relatively rapid increase with density after the onset of condensation. This in turn causes both the nucleon and kaon effective masses to drop rapidly with density. In fact, for sufficiently large density, the GM+KPE kaon effective mass vanishes (see Fig. 3). The variations of the effective masses in the models GM+GS and ZM+TW are more moderate. The variation of the isovector field with density, which in large part controls the variation of the electron chemical potential $`\mu `$ and hence the electron concentration, is also more dramatic in the case of GM+KPE than in the GM+GS and ZM+TW models. Notice that in the KPE model it goes to zero for asymptotic densities (this follows from Eq. (40)), so that the proton and neutron abundances become equal. This does not occur for the other two cases considered here. Finally, it is worth noting that in all three models the condensate amplitude rises rapidly once the threshold density is reached.
We turn now to a discussion of the results obtained by imposing Gibbs’ criteria for mechanical and chemical equilibrium at zero temperature. In Fig. 4, we show the chemical potentials associated with the two conserved charges, charge and baryon number, as functions of each other, for the model GM+GS for a kaon optical potential of $`U_K^{\mathrm{lin}}=120`$ MeV. Quantities associated with the pure nucleon phase, Phase I, are shown as solid lines here and in subsequent figures. Phase II refers to the high-density phase in which nucleons and the kaon condensate are in equilibrium, and quantities associated with it are shown as dashed lines. Both phases, I and II, coexist in the mixed-phase region which is displayed as a dotted line. This figure illustrates the way a mixed phase is built from the two pure phases. For electron chemical potentials below the solid curve, matter is positively charged in phase I. A similar interpretation of positive or negative charge for $`\mu `$ below or above the dashed curve is not possible, since two different types of particles, kaons and leptons, can furnish charge. In other words, a decrease in $`\mu `$, or, equivalently, the number of electrons, does not necessarily lead to a positive net charge in phase II. For $`\mu _n1165`$ MeV, only phase I with nucleons and leptons are present. For $`\mu _n1310`$ MeV, a mixed phase of positively charged phase I and negatively charged phase II obeying the Gibbs’ conditions (46) is favored. Qualitatively, a similar situation is encountered in the construction of the mixed phase for the ZM+TW model, but the mixed phase region is quite small. As noted earlier, however, it was not possible to satisfy Gibbs’ criteria for models with the kaon Lagrangian KPE.
In Fig. 5 we show the individual charge densities of phase I and II in the mixed phase, as a function of baryon density. The dotted curve in this figure shows the volume fraction of phase I. The results are for the GM+GS model with $`U_K^{\mathrm{lin}}=120`$ MeV (upper panel) and for the ZM+TW model with $`U_K^{\mathrm{lin}}=140`$ MeV (lower panel). Near the lower threshold, matter in phase I is very slightly positively charged and occupies most of the volume. As the density increases, the volume fraction of phase I, $`\chi `$, decreases and its charge density increases. Note that the negative charge density of matter in phase II at the lower transition point, $`0.5`$ fm<sup>-3</sup>, and the positive charge density of matter in phase I at the higher transition point, $`1`$ fm<sup>-3</sup>, are rather large in the case of GM+GS compared to the case ZM+TW. This is due to the stronger density dependence of the scalar and isovector densities in the former case. Note also that a first order transition allows for the existence of a very dense and nearly isospin symmetric matter in the mixed phase.
In Figs. 6 and 7, we show the magnitudes of the various fields, the electron chemical potential, the nucleon and kaon effective masses, and the condensate amplitude for the GM+GS and ZM+TW models, respectively. Both models show the same qualitative behavior. At the lower phase boundary, in which phase II just begins to appear, the scalar field in phase II is much larger than in phase I and the condensate amplitude $`\theta `$ in phase II takes a large value which decreases with increasing $`n_B`$ through the mixed-phase region. Thus, the effective masses of both kaons and nucleons in phase II are much smaller than in phase I. The densities demarking the mixed phase region and its overall extent are dependent upon the interaction models, and upon the assumed values of the kaon optical potentials, here taken to be $`140`$ MeV in the case of GM+GS and $`160`$ MeV in the case of ZM+TW. The region in density over which the mixed phase extends is much smaller in the latter case, chiefly due to the more moderate behavior of the scalar interaction with density variations in this case.
It is instructive to compare the behavior of the two models at the threshold of the mixed phase region. Phase I will have a net small positive charge and a volume proportion $`\chi `$ close to 1 (see Fig. 5). This has to be counterbalanced by a large net negative charge in phase II since it is weighted by the small proportion $`(1\chi )`$. Focusing on phase II, the condensate condition for the models GM+GS and ZM+TW from the last of Eqs. (40) is
$$\mu +X_0=m_K^{}$$
(59)
and the kaon number density, which has to be large, is
$$n_K=(f\theta )^2(\mu +X_0).$$
(60)
In order to ensure that $`n_K>0`$, the quantity $`(\mu +X_0)`$, and hence $`m_K^{}`$, has to be positive definite. In the ZM+TW model the kaon effective mass is relatively large so that $`X_0`$ is positive and therefore $`\theta `$ is relatively small. On the other hand in the GM+GS model $`m_K^{}`$ is quite small so that $`X_0`$ is negative and $`\theta `$ has to be large. The negative value of $`X_0=g_{\omega K}\omega _0+g_{\rho K}b_0`$ implies a large negative value of
$$g_{\rho K}b_0=\frac{g_{\rho K}g_\rho }{2m_\rho ^2}\left(n_pn_n\frac{2g_{\rho K}}{g_\rho }n_K\right),$$
(61)
which is clearly sensitive to the value of $`g_{\rho K}`$. In fact, if this coupling is reduced by more than about 15% from our chosen value it is no longer possible to satisfy the Gibbs criteria. By comparing the pure phase results in Figs. 2 and 3 with the mixed phase results of Figs. 6 and 7, it is clear that substantial modifications of the various fields are required to satisfy Gibbs’ criteria.
We examine now the KPE model for which it was not possible to satifsfy the Gibbs’ criteria. In this case, Eq. (14) and the last of Eqs. (40) leads to the condensate condition
$$\mu (\mu +2X_0)=(m_K^{})^2,$$
(62)
whereas the functional form of the number density of kaons is identical to that in Eq. (60). Eq. (62) differs in important ways from Eq. (59). For the KPE model, even if $`\mu +2X_0`$ is positive, $`\mu `$ has the proclivity to turn negative for large $`\mu _n`$ (or equivalently, for large baryon densities), leading to $`(m_K^{})^2<0`$ or imaginary values of the kaon effective mass $`m_K^{}`$. This may be seen in Fig. 8 where we show the electron chemical potential $`\mu `$ as a function of the (negative) charge density in pure phase II for a typical value of the neutron chemical potential $`\mu _n=1250`$ MeV. It is now possible to understand qualitatively why a mixed phase cannot occur in the case of the kaon Lagrangian KPE. In comparison with the GM+GS and ZM+TW models, a distinctive feature of the KPE model is that $`\mu `$ decreases rapidly with the (negative) charge density. In constructing a mixed phase, we are attempting to balance the positive charge in phase I with the negative charge in the dense phase II in which the electron chemical potential, and hence the charge content in leptons, is rapidly decreasing towards zero. The balance never occurs, hence the failure to meet the Gibbs’ criteria. In terms of compositions, the GS or TW Lagrangians introduce negative charges in matter by increasing the number density of kaons, while keeping the electron density nearly constant or even slightly increasing with the charge density. The KPE Lagrangian, however, rapidly substitutes electrons by kaons, which is detrimental to meeting the Gibbs’ criteria. For these reasons, we will concentrate on results with the other two kaon Lagrangians in the remainder of this paper.
The influence of the condensate on neutron star structure (at zero temperature) is shown in Fig. 9 in which the gravitational mass is displayed as a function of the star’s central baryon number density (left panel) and its radius (right panel). For the models shown, the transition is first order and Gibbs equations for mechanical and chemical equilibrium are utilized. For all cases shown the central densities of the maximum mass stars lie in the mixed phase. The effects of the condensate are more evident in the case of the GM+GS model in which the mixed phase occurs over a wider region of density than in the ZM+TW model. When the effects of the softening induced by the occurrence of the condensate are large, the limiting mass and the radius at the limiting mass are reduced significantly from their values when the condensate is absent. Note, however, that the softening effects are limited by the constraint that the maximum mass must exceed that of the binary pulsar PSR 1913+16, 1.442 M. In the case of GM+GS, this constraint limits $`|U_K^{\mathrm{lin}}|`$ to be smaller than about 125 MeV. In such a case, the minimum radius achieved is not as small as in the case $`U_K^{\mathrm{lin}}=140`$ MeV, as shown in Fig. 9. The radii of stars with masses less than 1.2 M are not affected by the choice of the kaon Lagrangian or the kaon optical potential, since the condensation threshold is not reached in these cases.
### B Comparison with other works
The density dependence of $`m_K^{}/m_K`$, $`U_K`$ and $`\omega _K`$ have been investigated in other works , but for the most part either in isospin symmetric nuclear matter or pure neutron matter. In general, our results for $`m_K^{}/m_K`$ with $`U_K^{\mathrm{lin}}=80`$ MeV are consistent with those of Refs. (for an appropriate comparison, our results are to be compared with results obtained without in-medium pion contributions in Ref. ) and those of Ref. for nuclear matter at both $`n/n_0=1`$ and 3. There is a relatively small change produced in going from nuclear matter to beta-equilibrated neutron star matter to pure neutron matter for the quantities $`m_K^{}/m_K`$ and $`U_K`$. Note that a direct comparison of the real parts of the optical potentials between different calculations must also account for the fact that in obtaining fits to data, the imaginary parts are often found to be as large as the real parts, which indicates fragmentation of strength in the quasi-particle spectral function.
Relatively larger variations are found in the kaon energies in matter with varying amounts of isospin as can be seen from Fig. 10. In this figure, the top panel provides a comparison of results for beta-equilibrated neutron-star matter for the GM+KPE, GM+GS, and ZM+TW models, respectively, for values of $`U_K^{\mathrm{lin}}`$ at the extreme ends considered here, namely, 80 and 120 MeV. The bottom panel shows results for the ZM+TW model for $`U_K^{\mathrm{lin}}=80`$ MeV, for pure neutron matter, neutron-star matter, and isospin symmetric nuclear matter, respectively. At nuclear density where the models are calibrated, $`\omega `$ decreases by about a few MeV in going from pure neutron matter to neutron star matter and by about a few tens of MeV in going from neutron star matter to nuclear matter. With increasing density, these differences become progressively larger. This trend is chiefly due to the behavior of the vector fields in matter with different amounts of isospin.
At this time, our results for the density dependence of $`\omega `$ can be compared with those of the potential models in Refs. . For values of $`U_K^{\mathrm{lin}}`$ near the lower end of the range we explored, in the neighborhood of 80 MeV, the behavior of $`\omega `$, for example, is quite similar to the potential model results. As the authors in Refs. indicated, kaon condensation may be unlikely in this case. However, the relevant comparision must also include the electron chemical potential $`\mu _e`$, since the density where $`\omega =\mu _e`$ determines the onset of kaon condensation. As demonstrated in Ref. , the behavior of $`\mu _e`$ for neutron star matter at high densities is determined by the density dependence of the nuclear symmetry energy (see also a similar discussion in Ref. ). Potential model calculations (see, for example Ref. ) tend to have a relatively weak density dependence of the symmetry energy, which generally results in an onset of kaon condensation that is at a rather large density. In field-theoretical and Dirac-Brueckner-Hartree-Fock models, however, the symmetry energy varies relatively rapidly with density. These lead to smaller densities where kaon condensation occurs, for a given behavior of the kaon energy $`\omega `$. Furthermore, the calculations of Ref. have been performed only for pure neutron matter which further enhaces the values of $`\omega `$ and discourages kaon condensation. In addition, as $`|U_K^{\mathrm{lin}}|`$ is increased in magnitude in field-theoretical models, the role of kaons increases and $`\omega `$ becomes progressively smaller as a function of density. Nevertheless, the lack of effective constraints at high density preclude choosing any model over another at this time.
In summary, choosing values of $`U_K^{\mathrm{lin}}`$ near the lower end of the range we explored either lead to a second order phase transition or no transition at all in a neutron star, in which case the gross properties of the star are relatively unaffected from the case without kaons. On the other hand, values near the higher end of this range lead to a first order phase transition at a relatively low density, depending on the form of the interaction chosen, and a more pronounced effect on the star. Our aim has been to provide benchmark calculations in which both possibilities are entertained in order to consider their impact on thermodynamics and their astrophysical implications.
### C Finite temperature case
We now investigate results at finite temperature and values of the lepton content characteristic of those likely to be encountered in the evolution of a PNS. We choose three representative sets of PNS conditions which correspond to: the initial conditions within a PNS (entropy/baryon $`s=1`$, trapped neutrinos with a lepton fraction $`Y_L=0.35`$), a time after several seconds when the interior is maximally heated ($`s=2`$, no trapped neutrinos so $`Y_\nu =0`$), and a very late time when the PNS has cooled ($`s=0,Y_\nu =0`$ – identical to the zero temperature case discussed above). For a detailed explanation of the evolution of a cooling PNS see Pons et al. .
The contribution of the nucleons to the entropy per baryon $`s_𝒩S_𝒩/n_B`$, with $`n_B=n_n+n_p`$ denoting the total nucleon density, in degenerate situations ($`T/E_{F_i}1`$) can be written
$`s_𝒩=\pi ^2T{\displaystyle \frac{_{i=n,p}k_{F,i}\sqrt{M^^2+k_{F_i}^2}}{_{i=n,p}k_{F,i}^3}},`$ (63)
where $`M^{}`$ and $`k_{F,i}`$ are the effective mass and the Fermi momentum of species $`i`$, respectively. For the temperatures of interest here, and particularly with increasing density, the above relation provides an accurate representation of the exact results for entropies per baryon even up to $`s_𝒩=s_n+s_p2`$. The behavior with density of both the Fermi momenta and the effective mass controls the temperatures for a fixed $`s_𝒩`$.
For kaons it is straightforward to show that the contribution to the entropy from $`K^+`$ mesons can be ignored since it is exponentially suppressed in comparison to the $`K^{}`$ contribution. For the latter, keeping the leading temperature dependence of the simplest approximation scheme for bosons given in Ref. , the kaon entropy per baryon is
$$s_K\frac{S_K}{n_B}=\left[\frac{5}{4}(2y)\psi \right]\frac{n_K^{TH}}{n_B}\mathrm{where}\psi T=\mu +X_0\sqrt{\alpha +X_0^2},$$
(64)
and $`y`$ is determined from $`\psi `$ by solving the equation
$$\psi =1y+\mathrm{ln}y.$$
(65)
Below the kaon condensation threshold as the temperature becomes very small $`\psi \mathrm{}`$ so $`y0`$. Above the kaon condensation threshold the last of Eqs. (40) implies that $`\psi =0`$ in which case $`y=1`$. This simple approximation provides quite an accurate account of the kaon entropy per baryon which is fairly small for the scenarios examined here since it involves just the thermal contribution and the condensate plays no role. The total entropy per baryon $`s_{\mathrm{tot}}=s_𝒩+s_K+(S_e+S_\mu +S_\nu )/n_B`$ also includes the lepton contributions; $`s_{\mathrm{tot}}`$ is dominated, however, by $`s_𝒩`$.
In Figs. 11 and 12, the relative concentrations of various particles are displayed versus baryon number density for our three PNS conditions in the cases GM+GS and ZM+TW, respectively. The cases shown allow the Gibbs equations to be solved, and the boundaries of the mixed phase regions are indicated by vertical lines. The effect of finite temperature is to allow the existence of $`\mu ^{}`$ and $`K^{}`$ particles at all densities, although kaons become relatively abundant only within the mixed phase region. In the third set of diagrams, trapped neutrinos are present at all densities and the appearance and abundances of the negatively charged particles $`\mu ^{}`$ and $`K^{}`$ are suppressed. Furthermore, the critical density for kaon condensation is shifted to higher density.
In Fig. 13 the pressure is displayed as a function of baryon number density for these two Lagrangians and the three PNS conditions. Two choices for the kaon optical potential are shown to highlight differences between cases in which kaons condense in second or first order phase transitions. The reduction of the pressure when kaons condense is obvious. For conditions in which the phase transition is first order, the result of applying the Gibbs conditions and the result of assuming pure phases (thin line) are both shown. The application of the Gibbs conditions leads to further softening of the pressure over a wider density range. In the case of model ZM+TW, a first order phase transition occurs only for very low temperatures and low neutrino concentrations.
In Fig. 14 we show the matter temperature as a function of the baryon density for these two Lagrangians for the two PNS conditions with $`s>0`$ (the kaon optical potentials are as in the previous figure). The appearance of the kaon condensate generally leads to a reduction in specific heat which is indicated by the abrupt temperature increase which persists to high densities. In the case of first order transitions, applying the Gibbs conditions leads to a further enhancement of the temperature in the mixed phase regime. This behavior is in marked contrast to the case in which additional fermionic degrees of freedom, such as hyperons or quarks, are excited causing the temperature to drop and the specific heat of the matter to be increased. The latter follows from Eq. (63) where, in the absence of any variation of $`M^{}`$, a system with more components at a given baryon density has a smaller temperature than a system with fewer components (recall that $`_iY_i=1`$). In the present case the dropping of the effective mass is the dominant effect and this leads to larger temperatures.
Figure 15 shows the phase diagram of kaon condensed matter, for the case GM+GS with $`U_K^{\mathrm{lin}}=120`$ MeV. The left panel displays results for zero temperature in the density–lepton concentration plane. The dashed lines show the minimum lepton concentration allowed at zero temperature (with $`Y_\nu =0`$) for each density. Note that the minimum lepton concentration increases with density until the phase transition begins; above this density, the minimum lepton concentration decreases with increasing density. Also note that the phase transition to a kaon-condensed phase is pushed to higher densities when trapped neutrinos are present. This implies that in the initial PNS core material, in which $`Y_L0.350.4`$ and the central density is less than 3.5 times the nuclear saturation density, a kaon condensate phase likely does not exist. However, as neutrinos leak from the star the transition density decreases and a kaon condensate eventually forms. The right panel displays results in the density versus temperature plane, assuming no trapped neutrinos ($`Y_\nu =0`$).
The phase diagram for kaon condensed matter for the case ZM+TW with $`U_K^{\mathrm{lin}}=140`$ MeV is shown in Fig. 16; the results are qualitatively similar to the GM+GS case in which $`U_K^{\mathrm{lin}}=120`$ MeV in Fig. 15. This is understandable from the perspective that the actual optical potential for these two models are nearly the same. The boundary between phases I and the mixed-phase region are nearly the same for the two cases. The major difference is the much smaller extent of the mixed-phase region for the case ZM+TW.
Note that for both cases the density at which the phase transition begins is relatively independent of temperature, so that the heating which initially occurs in the PNS has little effect on the eventual appearance of a kaon condensate. Also note that the density range of the mixed phase decreases with increasing temperature, and the mixed phase persists to high temperatures. It appears that the mixed phase exists up to temperatures exceeding 60 MeV, for the case GM+GS and $`U_K^{\mathrm{lin}}=120`$ MeV, or 30 MeV for the case ZM+TW with $`U_K^{\mathrm{lin}}=140`$ MeV. It becomes increasingly difficult to determine the properties of a mixed phase near the temperature at which it disappears.
In Fig. 17 the gravitational mass is plotted as a function of central baryon number density for these models. Results are shown for our three PNS conditions which correspond to snapshots of the PNS evolution. The initial configuration (dotted curves) has the largest maximum mass. The progression to the dashed and solid curves indicates the evolution with time and we see that the maximum masses decrease. The effect of temperature upon the structure of the PNS is significant. Thermal kaons play a significant role here, since the net negative charge they contribute to the system partially inhibits the appearance of the condensate which allows hot neutrino–free stars to reach higher masses than cold stars. The net decrease in maximum mass during the evolution for either case is seen to be of order 0.2–0.3 M. Thus there is an appreciable range of masses for the PNS which will result in metastability with the star ultimately collapsing to a black hole. The central density of the maximum mass, zero temperature star is smaller for the GM+GS case than for the ZM+TW case. This is in spite of the apparently “softer” GM+GS equation of state in which the kaon condensed mixed-phase region extends over a wider density range. Ultimately, the smaller maximum mass of the GM+GS EOS leads to a smaller central density at the maximum mass.
## IV SUMMARY AND OUTLOOK
In this work, we have studied the equation of state of matter, incorporating the possible presence of a kaon condensate, and including the effects of trapped neutrinos and finite temperatures. The calculation of the neutrino spectra of different flavors emitted from a proto-neutron star as it evolves from a hot, lepton-rich state to a cold, neutrino-poor state requires the knowledge of the equation of state of matter at temperatures up to about 50–60 MeV and lepton fraction up to about 0.4. Since the nucleon-nucleon and kaon-nucleon interactions at high density are relatively poorly understood, we explored several possible field-theoretical models in both sectors. These models are distinguished by the form of the assumed scalar (and in some cases vector) interactions which chiefly determine the density dependences of the nucleon and kaon effective masses. These models produce significantly different high density behavior of the EOS, even though the kaon-meson couplings in these models are calibrated to give the same the kaon-nucleus optical potential in nuclear matter.
The principal findings of our studies at zero temperature were:
1. The order of the phase transition between pure nucleonic matter and a phase containing a kaon condensate depends sensitively on the choice of the kaon-nucleon interaction.
2. In one case we studied (KPE), although a first-order phase transition resulted, it was not possible to satisfy Gibbs’ rules for phase equilibrium which would have produced a mixed phase. We performed a detailed analysis of this situation and found that scalar, and to a lesser extent the isovector, interactions that vary rapidly with density were chiefly responsible for this failure. This was confirmed by developing a new kaon-nucleon interaction (TW) with more moderate variations in the scalar density and the kaon effective mass in which the Gibbs’ criteria in a first order phase transition would be satisfied. The extent of the mixed phase region was thereby reduced. The significance of the new kaon-nucleon interaction (TW) we developed is that it avoids the anomalous behavior for the kaon effective mass that occurs in previous models (KPE, GS) at very high density. Near the low-density boundary of a mixed phase region, the kaon condensed phase appears with large density, too large for the KPE interaction to produce physically acceptable effective masses. We also made detailed comparisons with earlier work which used the GS form for the scalar interactions.
3. In all models considered (KPE, GS and TW), a first-order phase transition occurs only for large values of the kaon-nucleus optical potential; moderate values generally produce a second order phase transition.
In the meson exchange models studied here, only linear kaon self-interactions were considered. In the case of a first order phase transition, the condensate amplitude was found to be rather large at the low-density boundary of the mixed phase. We therefore explored the effect of non-linear kaon self-interactions guided by the chiral model in Appendix B. We found that introducing higher order interactions, using the lowest order chiral Lagrangian, results in a second order, rather than a first order, phase transition. Whether this behavior persists when more general higher order operators in the chiral expansion are considered remains an open question.
At finite temperatures, we find the effects of condensation, in general, are less pronounced than at zero temperature. For moderate values of the optical potential, when the phase transition is first order at zero temperature, kaon condensation eventually becomes a second order phase transition at high enough temperatures, whether or not neutrino trapping is considered. The temperature at which this occurs is in the range of 30–60 MeV, depending upon interactions. For the cases at finite temperatures in which the transition is first order, its thermodynamics (such as the pressure-density relation) becomes effectively similar to that of a second order phase transition. This is because of the existence of thermal kaons and because of nucleonic thermal effects. The condensate is suppressed, and moved to higher densities, both by the existence of trapped neutrinos and by finite temperatures. Compared to earlier works, the new aspects of our work are:
1. The delineation of the phase boundaries in the baryon density versus lepton number and baryon density versus temperature planes. This is helpful to anticipating the possible outcome in a full PNS simulation. In particular, the critical temperatures above which the mixed phase disappears are above 30 and 60 MeV, depending upon the interaction. This has implications for the temperature dependence of the surface energies, and for the melting temperatures, of the droplets in the mixed phase.
2. The finding that thermal effects on the maximum gravitational mass of neutron stars are comparable to the effects induced by the trapped neutrino content. This is in stark contrast to previously studied cases in which nucleons-only matter, or matter containing hyperons, were considered. Furthermore, compared to equations of state previously studied that allow metastable protoneutron stars, those containing hyperons or quark matter, the maximum mass does not significantly decrease during the deleptonization of the protoneutron star because of these thermal effects. Only after the temperature in the protoneutron star significantly decreases does the maximum mass appreciably fall. This implies that the possible collapse of a metastable protoneutron star to a black hole occurs during the late stages of cooling, after several tens of seconds, rather than during the late stages of deleptonization, which is somewhat earlier.
## ACKNOWLEDGEMENTS
The support of the U.S. Department of Energy under contract numbers DOE/DE-FG02-87ER-40317 (JAP and JML), DOE/DE-FG06-90ER40561 (SR), DOE/DE-FG02-88ER-40328 (PJE), and DOE/DE-FG02-88ER-40388 (MP) is acknowledged. J. Pons also gratefully acknowledges research support from the Spanish DGCYT grant PB97-1432, and thanks J.A. Miralles for useful discussions.
## APPENDIX A: MESON EXCHANGE VERSUS CHIRAL MODELS
In this Appendix, we examine the conditions under which there exists a close correspondence between a meson exchange model and the chiral $`SU(3)_L\times SU(3)_R`$ approach of Kaplan and Nelson . Such a correspondence is most easily established for the zero temperature case by setting the scalar self-coupling terms, i.e., $`U(\sigma )=0`$. Specializing to the case where the only baryons are nucleons and using the Walecka Lagrangian for the nucleons, it was shown in Ref. that the chiral thermodynamic potential per unit volume can be written
$`{\displaystyle \frac{\mathrm{\Omega }_𝒩+\mathrm{\Omega }_K}{V}}`$ $`=`$ $`\frac{1}{2}m_\sigma ^2\sigma ^2\frac{1}{2}m_\omega ^2\omega _0^2\frac{1}{2}m_\rho ^2b_0^2+2{\displaystyle \underset{n,p}{}}{\displaystyle \frac{d^3k}{(2\pi )^3}(E_{n,p}^{}\nu _{n,p})\mathrm{\Theta }(\nu _{n,p}E_{n,p}^{})}`$ (67)
$`+2m_K^2f^2\mathrm{sin}^2\frac{1}{2}\theta \frac{1}{2}\mu ^2f^2\mathrm{sin}^2\theta ,`$
where the primes on the meson fields distinguish them from those used previously and $`\mathrm{\Theta }`$ is the Heaviside step function. The nucleon effective masses are
$`M_n^{}`$ $`=`$ $`Mg_\sigma \sigma ^{}+(2a_2+4a_3)m_s\mathrm{sin}^2\frac{1}{2}\theta `$ (68)
$`M_p^{}`$ $`=`$ $`Mg_\sigma \sigma ^{}+(2a_1+2a_2+4a_3)m_s\mathrm{sin}^2\frac{1}{2}\theta .`$ (69)
We employ the values suggested by Politzer and Weise , namely $`a_1m_s=67`$ MeV ($`m_s`$ is the strange quark mass) and $`a_2m_s=+134`$ MeV. $`a_3m_s`$ is usually taken to lie in the range $`134`$ to $`310`$ MeV. If we ignore the fairly small effect of $`a_1m_s`$ here and in the kaon-nucleon sigma term, $`\mathrm{\Sigma }^{KN}=\frac{1}{2}(a_1+2a_2+4a_3)m_s`$, we can write
$`M_n^{}`$ $``$ $`M_p^{}M^{}=Mg_\sigma \sigma ^{}2\mathrm{\Sigma }^{KN}\mathrm{sin}^2\frac{1}{2}\theta Mg_\sigma \sigma `$ (70)
$`E_{n,p}^{}`$ $``$ $`E^{}=\sqrt{k^2+M^2}.`$ (71)
As well as redefining the scalar field, we can redefine the chiral vector fields entering the chemical potentials:
$`\mu _n`$ $`=`$ $`\nu _n+g_\omega \omega _0^{}\frac{1}{2}g_\rho b_0^{}\mu \mathrm{sin}^2\frac{1}{2}\theta \nu _n+g_\omega \omega _0\frac{1}{2}g_\rho b_0`$ (72)
$`\mu _p`$ $`=`$ $`\nu _p+g_\omega \omega _0^{}+\frac{1}{2}g_\rho b_0^{}2\mu \mathrm{sin}^2\frac{1}{2}\theta \nu _p+g_\omega \omega _0+\frac{1}{2}g_\rho b_0.`$ (73)
Substituting in Eq. (67) we find
$`{\displaystyle \frac{\mathrm{\Omega }_𝒩+\mathrm{\Omega }_K}{V}}`$ $`=`$ $`\frac{1}{2}m_\sigma ^2\sigma ^2\frac{1}{2}m_\omega ^2\omega _0^2\frac{1}{2}m_\rho ^2b_0^2+2{\displaystyle \underset{n,p}{}}{\displaystyle \frac{d^3k}{(2\pi )^3}(E^{}\nu _{n,p})\mathrm{\Theta }(\nu _{n,p}E^{})}`$ (76)
$`+2f^2\mathrm{sin}^2\frac{1}{2}\theta \left\{m_K^2{\displaystyle \frac{m_\sigma ^2\mathrm{\Sigma }^{KN}\sigma }{g_\sigma f^2}}{\displaystyle \frac{\mu }{4f^2}}\left({\displaystyle \frac{3m_\omega ^2\omega _0}{g_\omega }}+{\displaystyle \frac{2m_\rho ^2b_0}{g_\rho }}\right)\mu ^2\mathrm{cos}^2\frac{1}{2}\theta \right\}`$
$`+\frac{1}{2}\mathrm{sin}^4\frac{1}{2}\theta \left\{\left({\displaystyle \frac{2m_\sigma \mathrm{\Sigma }^{KN}}{g_\sigma }}\right)^2\mu ^2\left({\displaystyle \frac{9m_\omega ^2}{4g_\omega ^2}}+{\displaystyle \frac{m_\rho ^2}{g_\rho ^2}}\right)\right\}.`$
If we expand this in powers of $`\theta `$ and retain only the lowest order $`\theta ^2`$ term, the last term in Eq. (76) does not contribute and our thermodynamic potential is exactly of the form given by Eqs. (7) and (33) for the meson exchange model provided that the $`\alpha _{KPE}`$ expression is used. In order for the correspondence to be exact, the parameters for the $`\sigma `$ and $`\omega `$ meson need to obey
$$\frac{g_\sigma g_{\sigma K}}{m_\sigma ^2}=\frac{\mathrm{\Sigma }^{KN}}{m_Kf^2};\frac{g_\omega g_{\omega K}}{m_\omega ^2}=\frac{3}{8f^2}.$$
(77)
These are precisely the conditions found in Ref. for the optical potentials of the chiral and meson exchange models to be the same in nuclear matter. The relation involving the $`\omega `$ meson couplings is quite well obeyed with our parameters. In addition, for the $`\rho `$ meson,
$$\frac{g_\rho g_{\rho K}}{m_\rho ^2}=\frac{1}{4f^2}.$$
(78)
This indicates that $`(g_\rho g_{\rho K})/(g_\omega g_{\omega K})\frac{2}{3}`$, a condition which is not well obeyed by the parameters used here or in other works. Given that the chiral and meson exchange thermodynamic potentials can be put into precise correspondence to lowest order in $`\theta ^2`$, it follows that the equations of motion and the thermodynamics will be identical to this order.
If scalar self-coupling terms are included, $`U(\sigma )0`$, then the transition from the chiral to the meson exchange approach will couple higher powers of the $`\sigma `$ field to the kaon condensate (in the braces in Eq. (76)). It will also introduce higher order terms. These additional contributions may not be negligible so the correspondence between the two approaches becomes less precise.
## APPENDIX B: HIGHER ORDER KAON SELF-INTERACTIONS
Our findings in Appendix A naturally raise the question of whether it is sufficient to work at order $`\theta ^2`$, involving only linear kaon self-interactions, in the meson exchange models. It clearly will be sufficient at the low-density onset of a second order phase transition where $`\theta `$ is small. On the other hand, for a first order phase transition, the value of $`\theta `$ is large at the low-density onset of the mixed phase, particularly for the GS model. It is therefore interesting to explore the effect of non-linear kaon self-interactions guided by the chiral model.
The order of the phase transition (in the mean field approximation) is determined by the behavior of the thermodynamic potential, $`\mathrm{\Omega }(\theta )`$, at fixed chemical potentials. A first order transition, with a mixed phase, is possible only if there exists some value of $`\mu _n`$ for which $`\mathrm{\Omega }(\theta )`$ exhibits two degenerate minima. At the critical density corresponding to the low-density onset of the mixed phase, the $`\theta =0`$ phase should be a local minimum which is degenerate with a minimum at some finite $`\theta =\theta _c`$. In the vicinity of the critical density, the $`\theta =0`$ phase is nearly charge neutral (with an infinitesimal excess of positive charge and a volume fraction close to 1 which balances the negative charge in the kaon phase which has an infinitesimal volume fraction). This requirement enables us to determine the electron chemical potential at the critical density by charge neutrality.
We focus on the GM+GS model for which the thermodynamic potential of nucleons and kaons was given in Eqs. (7) and (33); the contribution due to leptons is ignored since it does not contain any $`\theta `$ dependence at fixed $`\mu `$. At zero temperature with a kaon optical potential $`U_K^{\mathrm{lin}}=120`$ MeV, this model predicts a first order phase transition in the vicinity of $`\mu _n=\mu _c1160`$ MeV, as can be deduced from Fig. 18 where $`\mathrm{\Omega }(\theta )\mathrm{\Omega }(\theta =0)`$ is plotted as a function of $`\theta `$. The thermodynamic potential for the model GM+GS is shown as the solid curve labelled $`\mathrm{\Omega }_2`$. It clearly shows two minima, one at $`\theta =0`$ and the other at $`\theta 2`$. The latter corresponds to a kaon number density $`n_K1`$ fm<sup>-3</sup> which is larger than the baryon density. For such a dense condensate one would suspect that non-linear kaon self-interactions might be important. The order $`\theta ^4`$ corrections to the thermodynamic potential are easily found from Eq. (76):
$$\mathrm{\Delta }\mathrm{\Omega }_4=\frac{f^2\theta ^4}{24}(m_K^24\mu ^2).$$
(79)
The result of adding this correction to $`\mathrm{\Omega }_2`$ is shown as the dashed curve in Fig. 18. It greatly alters the behavior of $`\mathrm{\Omega }(\theta )`$ for $`\theta \stackrel{>}{}\text{ }1`$. The exsistence of a second minimum suggests that a first order phase transition is still possible, but at larger $`\mu _n`$. However, we find that this is not the case and a second-order transition occurs at $`\mu _n=1213`$ MeV. It is possible to incorporate all powers of $`\theta `$ arising from self-interactions in the chiral model. In this case the correction to the grand potential is
$$\mathrm{\Delta }\mathrm{\Omega }_n=2m_K^2f^2\mathrm{sin}^2\frac{1}{2}\theta \frac{1}{2}\mu ^2f^2\mathrm{sin}^2\theta \frac{1}{2}f^2\theta ^2(m_K^2\mu ^2).$$
(80)
The result of including this correction is shown as the dot-dashed curve in Fig. 18. In this case no first order phase transition is possible in the vicinity of $`\mu _n=\mu _c`$. Instead a second order phase transition occurs once again at $`\mu _n=1213`$ MeV; this is because kaon self interactions play no role when $`\theta `$ is small. Despite our findings here, it is not clear if kaon self-interactions will generically disfavor a first order transition. This is because we have ignored higher order operators in the chiral expansion which will become important with increasing $`\theta `$. The indication from phenomenological chiral perturbation theory is that such effects can be significant when $`\theta 2`$. The robust finding here is that the higher order kaon self-interactions predicted by the lowest order chiral Lagrangian lead to a second order, rather than a first order, phase transition.
## FIGURE CAPTIONS
FIG. 1: Pressure versus baryon number density for the six choices of the nucleon and kaon Lagrangians considered in this paper. The temperature $`T=0`$ and there are no trapped neutrinos ($`Y_\nu =0`$). Selected values for the kaon optical potential $`U_K^{\mathrm{lin}}`$ are indicated. The solid lines show the pressure in the pure phases I (nucleons only) and II (the high-density nucleon-kaon condensed phase). The dashed lines show the pressures obtained by imposing Gibbs’ criteria for phase equilibrium in a mixed-phase region for the case of first order transitions. For the KPE choice of the kaon Lagrangian, Gibbs’ criteria could not be satisfied despite the occurence of first order phase transitions in some cases.
FIG. 2: The density dependences of the scalar, vector, and iso-vector fields for different choices of the nucleon and kaon Lagrangians ($`T=0,Y_\nu =0`$). The solid curves show the chemical potential $`\mu _n\mu _p=\mu `$. In this figure, results are shown only for the pure phases I and II; the mixed phase produced by satisfying Gibbs’ criteria is ignored.
FIG. 3: As for Fig. 2, but for the density dependences of the kaon and nucleon effective masses. The solid curves show the condensate amplitude.
FIG. 4: The electron chemical potential $`\mu `$ versus the neutron chemical potential $`\mu _n`$ in pure phases I and II, and in the mixed phase. The pure phase I (solid curve) consists of nucleons and leptons. The pure phase II (dashed curve) is comprised of a kaon condensate coexisting with nucleons and leptons. The mixed phase (dots) is constructed by satisfying Gibbs’ rules for phase equilibrium.
FIG. 5: Individual charge densities of pure phases I and II and the volume fraction $`\chi `$ of phase I in the mixed phase as a function of baryon density. Results are for the GM+GS model with $`U_K^{\mathrm{lin}}=120`$ MeV and for ZM+TW model with $`U_K^{\mathrm{lin}}=140`$ MeV.
FIG. 6: The density dependences of the scalar, vector, and iso-vector fields for two choices of the nucleon and kaon Lagrangians ($`T=0,Y_\nu =0`$). Phase I is the pure nucleon phase and phase II is the high-density nucleon-kaon condensed phase. The vertical lines demark the mixed phase region.
FIG. 7: The density dependences of the chemical potential $`\mu _n\mu _p=\mu `$, the kaon (K) and nucleon (N) effective masses, and the condensate amplitude ($`T=0,Y_\nu =0`$). Notation is as in Fig. 6.
FIG. 8: The electron chemical potential $`\mu `$ in phase II matter versus charge density for different models at a fixed neutron chemical potential of $`\mu _n=1250`$ MeV. In all cases, the optical potential $`U_K^{\mathrm{lin}}=120`$ MeV.
FIG. 9: Left panel: The gravitational mass as a function of the central baryon number density for the cases GM+GS and ZM+TW ($`T=0,Y_\nu =0`$). Curves are labelled by the values of $`U_K^{\mathrm{lin}}`$ and the EOS includes a mixed phase region. Right panel: The gravitational mass as a function of the stellar radius.
FIG 10: The density dependences of the kaon energy $`\omega `$ in matter with different isospin content. The top panel compares results of GM+KPE, GM+GS and ZM+TW models for beta stable neutron star matter for $`U_K^{\mathrm{lin}}=80`$ and -120 MeV, respectively. The bottom panel shows results for the ZM+TW model with $`U_K^{\mathrm{lin}}=80`$ MeV in pure neutron matter, beta stable neutron star matter and nuclear matter.
FIG 11: The relative concentrations of hadrons and leptons as functions of baryon number density for three representative snapshots during the evolution of a PNS. The results shown are for the model GM+GS. To the left of the vertical line there is no kaon condensate, to the right a mixed phase is present.
FIG 12: Same as Fig. 11, but for the model ZM+TW.
FIG 13: The pressure versus baryon number density for three representative snapshots during the evolution of a PNS. The cases shown in the upper panels produce only second order phase transitions. For the cases in the lower panels the transitions are first order, except for ZM+TW with $`s>0`$. In the lower panels, heavy curves include a mixed phase region and light curves ignore a mixed phase region.
FIG 14. The temperature as a function of baryon density for two snapshots during the PNS evolution. Other notation is as in Fig. 12.
FIG 15: The phase diagram of kaon condensed matter for the case GM+GS and $`U_K^{\mathrm{lin}}=120`$ MeV. The left panel shows results at zero temperature in the density versus lepton concentration plane. The dashed curve shows the minimum lepton concentration for each density, which occurs for trapped neutrino concentration $`Y_\nu =0`$. The right panel shows results in the density versus temperature plane for neutrino free matter ($`Y_\nu =0`$).
FIG 16: Same as Fig. 15, but for the model ZM+TW and $`U_K^{\mathrm{lin}}=140`$ MeV.
FIG 17. The gravitational mass versus central baryon number density in the GM+GS and ZM+TW models for three representative snapshots during the PNS evolution.
FIG 18. The thermodynamic potential as a function of the condensate order parameter $`\theta `$. Results are shown for the GM+GS model near the critical density ($`\mu _n1160`$ MeV and $`\mu 243`$ MeV) with optical potential $`U_K^{\mathrm{lin}}=120`$ MeV.
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# Conformal positive mass theorems
## Abstract
We show the following two extensions of the standard positive mass theorem (one for either sign) : Let $`(𝒩,g)`$ and $`(𝒩,g^{})`$ be asymptotically flat Riemannian 3-manifolds with compact interior and finite mass, such that $`g`$ and $`g^{}`$ are $`C^{2,\alpha }`$ and related via the conformal rescaling $`g^{}=\varphi ^4g`$ with a $`C^{2,\alpha }`$ function $`\varphi >0`$. Assume further that the corresponding Ricci scalars satisfy $`R\pm \varphi ^4R^{}0`$. Then the corresponding masses satisfy $`m\pm m^{}0`$. Moreover, in the case of the minus signs, equality holds iff $`g`$ and $`g^{}`$ are isometric, whereas for the plus signs equality holds iff both $`(𝒩,g)`$ and $`(𝒩,g^{})`$ are flat Euclidean spaces.
While the proof of the case with the minus signs is rather obvious, the case with the plus signs requires a subtle extension of Witten’s proof of the standard positive mass theorem. The idea for this extension is due to Masood-ul-Alam who, in the course of an application, proved the rigidity part $`m+m^{}=0`$ of this theorem, for a special conformal factor. We observe that Masood-ul-Alam’s method extends to the general situation.
The positive mass theorem of Schoen and Yau and Witten is a mathematical result with a direct physical interpretation: It showed that the concept of mass in relativity as defined in is useful. Moreover, it has also proved to be an important tool in obtaining mathematical results of a more general nature within and beyond Relativity. In such applications the positive mass theorem has normally been used in combination with a suitable conformal rescaling of the metric, and it is in one way or the other important to keep control over the the mass in this process. This applies to the Yamabe problem , to Herzlich’s proof of a Penrose-type inequality and in particular to the uniqueness result for non-degenerate static black holes by Bunting and Masood-ul-Alam .
In these contexts the following two results (one for either sign) might be of interest. A special case has already been proven and applied before, as will be outlined below.
Theorem. Let $`(𝒩,g)`$ and $`(𝒩,g^{})`$ be asymptotically flat Riemannian 3-manifolds with compact interior and finite mass, such that $`g`$ and $`g^{}`$ are $`C^{2,\alpha }`$ and related via the conformal rescaling $`g^{}=\varphi ^4g`$ with a $`C^{2,\alpha }`$ function $`\varphi >0`$. Assume further that the corresponding Ricci scalars satisfy $`R\pm \varphi ^4R^{}0`$.
Then the corresponding masses satisfy $`m\pm m^{}0`$. Moreover, in the case of the minus sign, equality holds iff $`g`$ and $`g^{}`$ are isometric, whereas for the plus sign equality holds iff both $`(𝒩,g)`$ and $`(𝒩,g^{})`$ are flat Euclidean spaces.
Due to their formal similarity we could not resist presenting these two results in a unified manner. However, their proofs as well as their interpretations and applications are quite different as far as presently known. We first discuss these interpretations and applications and postpone the technical part.
The bound on the mass given by the ”-” part of the theorem has the following direct interpretation. Note that in Newtonian theory it is clear that the mass of a system exceeds the mass of another one if the density of matter of the first system exceeds the density of matter of the second system everywhere. In relativity one cannot expect such a subadditivity property to hold in general because the gravitational field also carries energy. Nevertheless, as matter density is represented on a time-symmetric slice by the Ricci scalar, the ”-” part of the above theorem is a result of this kind. It may be interpreted by saying that, under conformal rescalings of time symmetric data, the change of their ”matter component” always dominates the change in their ”radiative component”.
As to the ”+” case of the theorem, it will clearly be meaningful only if non-positive masses are allowed, at least a priori. Then the result may be interpreted as above, and it might be relevant for quantum gravity. On the other hand, the rigidity part of this case has proved particularly interesting as a technical tool in uniqueness proofs for black holes, which we recall here.
Generalizing the classical result due to Israel , Bunting and Masood-ul-Alam proved that the Schwarzschild black hole solution is the unique static, asymptotically flat and appropriately regular vacuum spacetime with a non-degenerate Killing horizon . In essence their method consists of performing, on the induced metric on the $`t=const.`$ slice, a suitable conformal transformation which removes the mass, followed by applying the rigidity case of the standard positive mass theorem. This result generalizes easily (namely by applying formally the same conformal rescaling as in the vacuum case) to show the absence of regular single scalar fields or the absence of rather special $`\sigma `$model fields in spacetimes with non-degenerate horizons. With some effort a suitable conformal rescaling could also be obtained in the Einstein-Maxwell case, which yields uniqueness of the non-extreme Reissner-Nordström solution . Furthermore, extensions of the vacuum and the electrostatic case with include extreme horizons have also been obtained . However, already in the coupled Einstein-Maxwell-dilaton case apparently natural conformal rescalings do not produce (manifestly) non-negative Ricci scalars as required for applying the standard version of the positive mass theorem.
This motivated Masood-ul-Alam to prove the rigidity case of the ”+”- part of the theorem above, for a particular conformal factor. He could then apply this result to show, in the Einstein-Maxwell dilaton case without magnetic fields and with non-degenerate horizons, the uniqueness of a 2-parameter family of solutions found by Gibbons .
The ”+”-part of the theorem as formulated in this paper is useful for obtaining uniqueness proofs in more general situations, in particular for black holes in the presence of more general matter fields. Such results will be described elsewhere.
We finally remark here that it would also be desirable to obtain a ”spacetime”-version of our result. This means that we expect to obtain corresponding bounds on the ADM 4-momentum by imposing suitable requirements on the gravitational Cauchy data $`(g,p)`$ and on suitably conformally rescaled data $`(g^{},p^{})`$. General results on the conformal behaviour of such data , and the ”spacetime” formulation of the positive mass theorem as given in Witten’s original paper suggest that this might be possible.
We consider the following class of manifolds.
Definition. A Riemannian 3-manifold $`(𝒩,g)`$ is said to be asymptotically flat with compact interior and to satisfy the mass decay conditions (AFCIMD) if $`𝒩`$ is the union of a compact set $`𝒦`$ and an end $``$ of topology $`R^3`$ minus a ball, and if (with respect to some asymptotic structure which we suppress in our notation)
$`g\delta `$ $``$ $`C^{2,\alpha }(𝒩)C_\tau ^{2,\alpha }()\text{for}\mathrm{\hspace{0.17em}\hspace{0.17em}0}<\alpha <1,{\displaystyle \frac{1}{2}}<\tau <1,\text{and}`$ (1)
$`R`$ $``$ $`L^1(𝒩).`$ (2)
Here $`\delta `$ is the Kronecker symbol and $`C^{2,\alpha }`$ and $`C_\tau ^{2,\alpha }`$ denote Hölder spaces and weighted Hölder spaces respectively. For the latter we adopt the weight index convention of Bartnik (also chosen by Lee and Parker ) which gives directly the growth at infinity, i.e. $`fC_\tau ^{2,\alpha }`$ for some function $`f`$ implies $`f=O(r^\tau )`$ (and corresponding falloff conditions on the derivatives).
Some remarks on this AFCIMD definition are in order. The requirement $`\tau <1`$ is not a restriction here but just introduces a notation suitable to formulate the lemma below. Note in particular that (1) does allow $`g\delta `$ to fall off like $`O(r^1)`$. Thus (apart from this subtlety) our definition agrees with that required for a Witten-type proof in (the appendix of) . The name ”mass decay condition” is adopted from Bartnik (c.f. Def. 2.1 and Sect. 4 of ) who requires, however, weaker decay conditions formulated in terms of Sobolev spaces. The reason for formulating the present work in terms of Hölder spaces is again the lemma on the uniqueness of the conformal structure given below, which then becomes a rather obvious consequence of a known result.
Both within the Hölder as well as within the Sobolev setting, the AFCIMD conditions are the weakest ones which guarantee that the ADM mass
$$m=\frac{1}{16\pi }_S_{\mathrm{}}(_jg_{ij}_ig_{jj})𝑑S^i$$
(3)
is well defined and finite . (Here and below, $`dS^i`$ denotes the outward normal surface element to $`S_{\mathrm{}}`$, the sphere at infinity, and repeated indices are summed over).
For what follows it is useful to recall the behaviour of the Ricci scalar under conformal rescalings $`g^{}=\varphi ^4g`$, viz.
$$\mathrm{}\varphi =\frac{1}{8}(R\varphi ^4R^{})\varphi .$$
(4)
We have the following lemma on uniqueness of the conformal structure.
Lemma. Let $`(𝒩,g)`$ be a Riemannian manifold which satisfies the AFCIMD conditions as formulated in the definition above. Then the same applies to $`(𝒩,g^{})`$ with $`g^{}=\varphi ^4g`$ iff
$`\varphi 1`$ $``$ $`C^{2,\alpha }(𝒩)C_\tau ^{2,\alpha }()\text{for}\mathrm{\hspace{0.17em}\hspace{0.17em}0}<\alpha <1,{\displaystyle \frac{1}{2}}<\tau <1,\text{and}`$ (5)
$`\mathrm{}\varphi `$ $``$ $`L^1.`$ (6)
Proof. The result that $`(𝒩,g^{})`$ is AFCIMD follows trivially from (5) and (6), using (4).
On the other hand, requiring that $`(𝒩,g^{})`$ is AFCIMD, (5) is a consequence of Theorem 2.4 of . Then (6) is obvious from (2) and (4). $`\mathrm{}`$
A well known (or from (3) and (5) easily proven) fact is that the masses of two AFCIMD metrics $`g`$ and $`g^{}=\varphi ^4g`$ are related by
$$mm^{}=\frac{1}{2\pi }_S_{\mathrm{}}_i\varphi dS^i.$$
(7)
Proof of the theorem, part ”-”. Applying Gauss’ law to (4) and using (5) we can write (7) as
$$mm^{}=\frac{1}{16\pi }_𝒩(R\varphi ^4R^{})\varphi 𝑑V$$
(8)
where $`dV`$ is the volume element on $`(𝒩,g)`$. The inequality $`mm^{}0`$ is then obvious from the assumption that $`R\varphi ^4R^{}0`$. Requiring now that $`m=m^{}`$, eqn. (8) and the assumption on the Ricci scalars imply $`R=\varphi ^4R^{}`$ on $`𝒩`$. Thus, from (4) we have $`\mathrm{}\varphi =0`$ on $`𝒩`$. But since $`\varphi C^{2,\alpha }`$ and goes to 1 at infinity, this is only possible if $`\varphi =1`$ on $`𝒩`$, which had to be shown. $`\mathrm{}`$
The ”+” part of the theorem will now be shown via Witten’s techniques, as an extension of the proof of Masood-ul-Alam .
We consider the bundle of Dirac spinors $`\mathrm{\Gamma }`$ as recalled, e.g. in , denote by $`C^{2,\alpha }(\mathrm{\Gamma })`$ and by $`C_\tau ^{2,\alpha }(\mathrm{\Gamma })`$ the Hölder spaces and weighted Hölder spaces of sections of $`\mathrm{\Gamma }`$, respectively, and by $`𝒟`$ the Dirac operator. We adopt the notation $`\sigma _{ij}=\frac{1}{2}[e_i,e_j]=e_ie_j+\delta _{ij}`$ for the Clifford algebra with basis $`e_i`$.
To facilitate understanding of the following manipulations we recall the so-called Lichnerowicz identity for $`\mathrm{\Psi }C^{2,\alpha }(\mathrm{\Gamma })`$ (which is in fact due to Schrödinger, formula (74) of ),
$$𝒟^2\mathrm{\Psi }=\mathrm{\Psi }+\frac{1}{4}R\mathrm{\Psi }.$$
(9)
where $`=g^{ij}_i_j=^i_i`$ is the covariant Laplacian on spinors. This relation implies, for solutions of the Dirac equation $`𝒟\mathrm{\Psi }=0`$,
$$\mathrm{}|\mathrm{\Psi }|^2=\frac{1}{2}R|\mathrm{\Psi }|^2+2|\mathrm{\Psi }|^2.$$
(10)
Again for solutions of the Dirac equation we then find, using (4) and (10) in the final step,
$`_i[^i|\mathrm{\Psi }|^22\varphi ^1(_i\varphi )|\mathrm{\Psi }|^2]=`$ (11)
$`=\mathrm{}|\mathrm{\Psi }|^2+2\varphi ^2(_i\varphi )(^i\varphi )|\mathrm{\Psi }|^22\varphi ^1(\mathrm{}\varphi )|\mathrm{\Psi }|^22\varphi ^1(^i\varphi )_i|\mathrm{\Psi }|^2=`$
$`={\displaystyle \frac{1}{4}}(R+\varphi ^4R^{})|\mathrm{\Psi }|^2+2|_i\mathrm{\Psi }\varphi ^1(_i\varphi )\mathrm{\Psi }|^2.`$
Proof of the theorem, part ”+”. In analogy with and , we show first that the Dirac operator
$$𝒟:C_\tau ^{2,\alpha }(\mathrm{\Gamma })C_{\tau 1}^{1,\alpha }(\mathrm{\Gamma })\text{for}\mathrm{\hspace{0.17em}\hspace{0.17em}0}<\alpha <1,\mathrm{\hspace{0.17em}0}<\tau <2$$
(12)
is an isomorphism. Passing to Sobolev spaces $`W_ϵ^{1,q}`$ (as defined e.g. in ) via the embedding $`C_\tau ^{k,\alpha }(\mathrm{\Gamma })W_ϵ^{k,q}(\mathrm{\Gamma })`$ for any $`k0,q>1,ϵ<\tau `$, standard results () imply that, for $`q>1,\mathrm{\hspace{0.17em}0}<ϵ<2`$,
$$𝒟:W_ϵ^{2,q}(\mathrm{\Gamma })W_{ϵ1}^{1,q}(\mathrm{\Gamma })$$
(13)
is Fredholm with adjoint
$$𝒟=𝒟^{}:W_{ϵ+1n}^{2,q^{}}(\mathrm{\Gamma })W_{ϵn}^{1,q^{}}(\mathrm{\Gamma })$$
(14)
for $`q^{}=(1q^1)^1.`$ If $`\mathrm{\Psi }\text{ker}𝒟`$, then $`|\mathrm{\Psi }|0`$ at infinity. The strong maximum principle applied to relation (11) then shows that $`|\mathrm{\Psi }|^2=0`$. Hence (13) and its adjoint have trivial kernels and are isomorphisms. The regularity claimed in (12) then follows from the ellipticity of the Dirac operator .
Let now $`\mathrm{\Psi }_0`$ be a spinor which is constant at infinity. Then there is a spinor $`\mathrm{\Psi }`$ such that
$`𝒟\mathrm{\Psi }`$ $`=`$ $`0,`$ (15)
$`\mathrm{\Psi }\mathrm{\Psi }_0`$ $``$ $`C_\tau ^{2,\alpha }(\mathrm{\Gamma }).`$ (16)
We can thus find a solution $`\mathrm{\Psi }`$ of the Dirac equation which tends to a prescribed constant spinor. We now integrate (11) over a ball with boundary $`S_\rho `$ (a sphere of coordinate radius $`\rho `$), use the requirement $`R+\varphi ^4R^{}0`$ of the theorem and apply Gauss’ law to obtain
$`0`$ $``$ $`{\displaystyle _{S_\rho }}[_i|\mathrm{\Psi }|^22|\mathrm{\Psi }|^2_i\text{ln}\varphi ]𝑑S^i=`$ (17)
$`=2{\displaystyle _{S_\rho }}(\mathrm{\Psi },_i\mathrm{\Psi }|\mathrm{\Psi }|^2_i\text{ln}\varphi )𝑑S^i=`$
$`=2{\displaystyle _{S_\rho }}(\mathrm{\Psi },\sigma _{ij}_j\mathrm{\Psi }|\mathrm{\Psi }|^2_i\text{ln}\varphi )𝑑S^i.`$
Finally, passing to the limit $`\rho \mathrm{}`$, the first surface integral in $`(\text{17})`$ is known to give the mass , whereas the second one is evaluated by virtue of (5) and (7). This yields
$$08\pi |\mathrm{\Psi }_0|^2m4\pi |\mathrm{\Psi }_0|^2(mm^{})=4\pi |\mathrm{\Psi }_0|^2(m+m^{}).$$
(18)
To show the rigidity case we note that using $`m+m^{}=0`$ in the integral of (11) yields $`(\varphi ^1\mathrm{\Psi })=0`$, $`R=0`$ and $`R^{}=0`$. The existence of a covariantly constant spinor implies by a standard argument (see e.g. ) that $`(𝒩,g)`$ is flat, so in particular $`m=0`$. Therefore we also have $`m^{}=0`$, and applying the standard positive mass theorem on $`(𝒩,g^{})`$ finishes the proof. $`\mathrm{}`$
Acknowledgement. I am grateful to Piotr Chruściel for helpful discussions and for useful comments on the manuscript, and to the referee for suggesting improvements.
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# A new twist to preheating
## I Introduction
Gravity has persistently proven the most difficult of the forces of Nature to bring under theoretical control, both at the classical and quantum levels. This is due, in part, to the extreme non-linear and mixed hyperbolic-elliptic nature of the field equations. Further, the dimensionful gravitational coupling constant, $`G=m_{\mathrm{pl}}^2`$, leads to strong non-renormalizability of even the linearized, quantum, theory in four dimensions.
The semi-classical approximation was developed in partial response to these obstacles. While there are strong indications that large regions of the semi-classical solution space may be spurious , a consistent cosmology of inflation in the post-Planckian universe has emerged. This appears to lie in the semi-classical domain with gravity playing a gentle, domesticated, rôle of quiet order within a highly symmetric universe.
Preheating, in contrast, is a violent, non-equilibrium and anarchic epoch which may have linked this Utopian regime to the older, radiation-dominated, universe. The rapid transfer of energy between fields during preheating can excite the tiny metric perturbations produced during inflation, even on cosmological scales and may lead to unbridled growth and non-linearity . This threatens to take the system away from the safety of the semi-classical approximation .
In these multi-field cases, neglecting metric perturbations can be a grave mistake. Nevertheless, a belief has developed that metric perturbations are unimportant for understanding the super-Hubble evolution of a single scalar field . This is true in the minimally coupled case , but certainly not true in the non-minimally coupled case we discuss below.
Since the non-minimal case was the only single field model in which super-Hubble resonances might plausibly have existed, we are lead to conjecture that there exist no single-field models with super-Hubble metric resonances.
It was pointed out by Fakir and Unruh that the fine-tuning of $`\lambda `$, which plagues the minimal $`V(\varphi )=\lambda \varphi ^4/4`$ chaotic inflation model, is absent when $`\xi `$ is very large and negative (see also ). Recently Tsujikawa et al. showed that long-wave modes of the inflaton in this model are resonantly enhanced during preheating for $`\xi 1`$, when metric perturbations are neglected, due to the oscillations of the Ricci scalar . Naively one might expect this geometric preheating to cause super-Hubble modes of the gauge-invariant metric perturbations to grow too . In fact, we will show that including metric perturbations has a more surprising effect, namely to completely remove the super-Hubble resonances.
## II The model and analytical estimates
Consider the inflaton, $`\varphi `$, coupled non-minimally to the spacetime curvature $`R`$ with Lagrangian density:
$`=\sqrt{g}\left[{\displaystyle \frac{1}{2\kappa ^2}}R{\displaystyle \frac{1}{2}}(\varphi )^2V(\varphi ){\displaystyle \frac{1}{2}}\xi R\varphi ^2\right],`$ (1)
with $`G\kappa ^2/8\pi =m_{\mathrm{pl}}^2`$ the gravitational coupling constant, and $`\xi `$ the non-minimal coupling. For a massive inflaton, $`|\xi |\stackrel{<}{}10^3`$ is required for sufficient inflation. On the other hand, in the massless case with self-interaction
$`V(\varphi )=\lambda \varphi ^4/4,`$ (2)
such a constraint is absent for negative $`\xi `$. In this paper, we consider the Fakir-Unruh scenario where the potential is described by $`(\text{2})`$ with negative $`\xi `$.<sup>*</sup><sup>*</sup>*We consider nagative $`\xi `$ since large positive $`\xi `$ leads to a repulsive effective gravitational coupling.
We choose a flat FLRW background and consider the perturbed metric in the longitudinal gauge:
$`ds^2=(1+2\mathrm{\Phi })dt^2+a^2(12\mathrm{\Psi })\delta _{ij}dx^idx^j,`$ (3)
where $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$ are gauge-invariant potentials. We decompose the inflaton field as $`\varphi (t,𝐱)=\varphi _0(t)+\delta \varphi (t,𝐱)`$, where $`\varphi _0`$ is the homogeneous condensate and $`\delta \varphi `$ is the gauge-invariant fluctuation. The Fourier modes of the first order perturbed Einstein equations are then as
$`\mathrm{\Phi }_k=\mathrm{\Psi }_k\delta F_k/F`$ (4)
$`\dot{\mathrm{\Psi }}_k+\left(H+{\displaystyle \frac{\dot{F}}{F}}\right)\mathrm{\Phi }_k={\displaystyle \frac{\kappa ^2}{2F}}\left(\dot{\varphi }_0\delta \varphi _k+\delta \dot{F}_kH\delta F_k\right),`$ (5)
$`\ddot{\mathrm{\Psi }}_k+H\dot{\mathrm{\Psi }}_k+\left(H+{\displaystyle \frac{\dot{F}}{2F}}\right)\left(2\dot{\mathrm{\Psi }}_k+\dot{\mathrm{\Phi }}_k\right)+{\displaystyle \frac{\kappa ^2\lambda \varphi _0^4}{4F}}\mathrm{\Phi }_k`$ (6)
$`=`$ $`{\displaystyle \frac{1}{2F}}[\delta \ddot{F}_k+2H\delta \dot{F}_k({\displaystyle \frac{\kappa ^2\lambda \varphi _0^4}{4}}{\displaystyle \frac{1}{2}}\ddot{F}{\displaystyle \frac{5}{2}}H\dot{F}_k){\displaystyle \frac{\delta F_k}{F}}`$ (7)
$`+`$ $`\kappa ^2\{\dot{\varphi }_0\delta \dot{\varphi }_k(\xi R+\lambda \varphi _0^2)\varphi _0\delta \varphi _k\}],`$ (8)
$`\delta \ddot{\varphi }_k`$ $`+`$ $`3H\delta \dot{\varphi }_k+\left(k^2/a^2+3\lambda \varphi _0^2+\xi R\right)\delta \varphi _k`$ (9)
$`=`$ $`\dot{\varphi }_0(\dot{\mathrm{\Phi }}_k+6H\mathrm{\Phi }_k+3\dot{\mathrm{\Psi }}_k)+2\ddot{\varphi }_0\mathrm{\Phi }_k+2\xi \varphi _0`$ (10)
$`\times `$ $`[3(2\dot{H}\mathrm{\Phi }_k+H\dot{\mathrm{\Phi }}_k+\ddot{\mathrm{\Psi }}_k+4H^2\mathrm{\Phi }_k+4H\dot{\mathrm{\Psi }}_k)`$ (11)
$``$ $`k^2/a^2(\mathrm{\Phi }_k2\mathrm{\Psi }_k)],`$ (12)
where $`F=1\xi \kappa ^2\varphi _0^2`$, $`\delta F_k=2\xi \kappa ^2\varphi _0\delta \varphi _k`$, and $`H\dot{a}/a`$ is the Hubble expansion rate. From Eq. $`(\text{4})`$ it is clear that $`\mathrm{\Phi }_k`$ and $`\mathrm{\Psi }_k`$ do not coincide in the non-minimally coupled case, due to the non-vanishing anisotropic stress in this case. We include the backreaction of inflaton fluctuations on the background equations for the scale factor and the condensate $`\varphi _0`$, via the Hartree approximation , yielding
$`H^2`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{3(1\xi \kappa ^2\varphi ^2)}}[{\displaystyle \frac{1}{2}}(\dot{\varphi }_0^2+\delta \dot{\varphi }^2)+({\displaystyle \frac{1}{2}}2\xi )\delta \varphi ^2`$ (15)
$`+{\displaystyle \frac{1}{4}}\lambda (\varphi _0^4+6\varphi _0^2\delta \varphi ^2+3\delta \varphi ^2^2)`$
$`+2\xi \{3H(\varphi _0\dot{\varphi }_0+\delta \varphi \delta \dot{\varphi })\delta \varphi \delta \varphi ^{\prime \prime }\}],`$
$`\ddot{\varphi }_0+3H\dot{\varphi }_0+\lambda \varphi _0(\varphi _0^2+3\delta \varphi ^2)+\xi R\varphi _0=0,`$ (16)
where $`R`$ is the scalar curvature, given by
$`R`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{1\xi \kappa ^2\varphi ^2}}[(16\xi )(\dot{\varphi }_0^2\delta \dot{\varphi }^2+\delta \varphi ^2)`$ (19)
$`+\lambda (\varphi _0^4+6\varphi _0^2\delta \varphi ^2+3\delta \varphi ^2^2)+6\xi \{\varphi _0\ddot{\varphi }_0`$
$`+\delta \varphi \delta \ddot{\varphi }+3H(\varphi _0\dot{\varphi }_0+\delta \varphi \delta \dot{\varphi })\delta \varphi \delta \varphi ^{\prime \prime }\}].`$
The expectation values of $`\delta \varphi ^2`$ and $`\varphi ^2`$ are defined as
$`\delta \varphi ^2`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle k^2|\delta \varphi _k|^2𝑑k},`$ (20)
$`\varphi ^2`$ $`=`$ $`\varphi _0^2+\delta \varphi ^2.`$ (21)
Since the growth of the variance $`\delta \varphi ^2`$ affects the evolution of the fluctuations, we change $`\varphi _0^2`$ in Eqs. $`(\text{4})`$-$`(\text{12})`$ to $`\varphi ^2`$. In principle we should also consider the backreaction due to growth of metric perturbations. However, we shall see that this is unnecessary here since long-wavelength modes do not grow resonantly. Further, the Hartree approximation misses rescattering effects , which may be important at the final stage of preheating. We leave both of these issues for future work.
In the minimally coupled multi-field case, large resonance parameters may lead to suppression of the long-wavelength modes of the preheating fields during inflation . Through the constraint equation \[c.f. Eq. (5)\], this removes the resonance in the long-wavelength modes of the metric perturbations, $`\mathrm{\Phi }_k`$.
For large $`|\xi |`$ the same effect might be expected. In fact, for large negative $`\xi `$, the opposite occurs, and it is the short-wavelength modes which are suppressed relative to the $`k0`$ modes, leading to a red spectrum at the start of preheating . The modes in de Sitter space evolve as Hankel functions with order $`\nu =(9/4m^2/H^212\xi )^{1/2}`$, which is positive when $`\xi 1`$. For suppression to exist, complex $`\nu `$ is required.
Intuitively one sees that since the scalar curvature during inflation is $`R\lambda \varphi _0^2/\xi `$ for $`|\xi |1`$ by Eqs. $`(\text{19})`$ and $`(\text{16})`$, the frequency $`\omega _k^2k^2/a^2+3\lambda \varphi _0^2+\xi R`$ on the l.h.s. of Eq. $`(\text{12})`$ is $`\omega _k^2k^2/a^2+2\lambda \varphi _0^2`$. This indicates that the suppression mechanism is absent during inflation and cannot be responsible for removing the resonances of preheating.
Before analyzing the evolution of the fluctuations during preheating numerically, we analytically estimates these quantities. Introducing new variables $`\widehat{\mathrm{\Phi }}_k=\mathrm{\Phi }_k+\delta F_k/2F,\widehat{\mathrm{\Psi }}_k=\mathrm{\Psi }_k\delta F_k/2F`$, Eqs. $`(\text{4})`$-$`(\text{8})`$ yield
$`\widehat{\mathrm{\Phi }}_k=\widehat{\mathrm{\Psi }}_k,\delta \varphi _k={\displaystyle \frac{2F^{3/2}}{\kappa ^2a\dot{\varphi }_0E}}(a\sqrt{F}\widehat{\mathrm{\Psi }}_k)^{},`$ (22)
$`\ddot{\widehat{\mathrm{\Psi }}}_k+\left(4H+{\displaystyle \frac{3\dot{F}}{2F}}\right)\dot{\widehat{\mathrm{\Psi }}}_k`$ (23)
$`+`$ $`\left({\displaystyle \frac{k^2}{a^2}}{\displaystyle \frac{\kappa ^2\dot{\varphi }_0^2}{2F}}{\displaystyle \frac{3\dot{F}^2}{4F^2}}+{\displaystyle \frac{\kappa ^2\lambda \varphi _0^4}{4F}}\right)\widehat{\mathrm{\Psi }}_k`$ (24)
$`=`$ $`{\displaystyle \frac{3}{4}}\left({\displaystyle \frac{2\ddot{F}}{F}}+3H{\displaystyle \frac{\dot{F}}{F}}{\displaystyle \frac{3\dot{F}^2}{2F^2}}+{\displaystyle \frac{2\kappa ^2\dot{\varphi }_0^2}{3F}}\right){\displaystyle \frac{\delta F_k}{F}}`$ (25)
$``$ $`\kappa ^2\left[\xi R\varphi _0+\lambda \varphi _0^3+{\displaystyle \frac{3}{2}}\dot{\varphi }_0\left(H+{\displaystyle \frac{\dot{F}}{2F}}\right)\right]{\displaystyle \frac{\delta \varphi _k}{F}},`$ (26)
where $`E=1(16\xi )\xi \kappa ^2\varphi _0^2`$. Note that $`\widehat{\mathrm{\Phi }}_k`$ and $`\widehat{\mathrm{\Psi }}_k`$ are conformally transformed potentials which are derived in the Einstein frame. The relation $`(\text{22})`$ clearly shows the link between inflaton fluctuations and metric perturbations. Eliminating $`\delta F_k/F`$ and $`\delta \varphi _k/F`$ terms in Eq. $`(\text{26})`$ by using the relation $`(\text{22})`$, we obtain
$`{\displaystyle \frac{d^2u_k}{d\eta ^2}}+\left(k^2{\displaystyle \frac{1}{z}}{\displaystyle \frac{d^2z}{d\eta ^2}}\right)u_k=0,`$ (27)
where $`\eta a^1𝑑t`$ is conformal time, and
$`u_k{\displaystyle \frac{F^{3/2}}{\dot{\varphi }_0\sqrt{E}}}\widehat{\mathrm{\Psi }}_k,z{\displaystyle \frac{(a\sqrt{F})^{}}{a^2\dot{\varphi }_0\sqrt{E}}}.`$ (28)
In the long-wave limit, $`k0`$, Eq. $`(\text{27})`$ is easily integrated to give
$`u_k=z\left(c_1+c_2{\displaystyle \frac{d\eta }{z^2}}\right),`$ (29)
where $`c_1`$ and $`c_2`$ are constants. Making use of Eqs. $`(\text{22})`$, $`(\text{28})`$, and $`(\text{29})`$, the long-wavelength solutions are
$`\mathrm{\Phi }`$ $`=`$ $`\left({\displaystyle \frac{1}{aF}}\right)^{}\left(c_12c_2{\displaystyle aF𝑑t}\right)+2c_2,`$ (30)
$`\mathrm{\Psi }`$ $`=`$ $`{\displaystyle \frac{\dot{a}}{a^2F}}\left(c_12c_2{\displaystyle aF𝑑t}\right)+2c_2,`$ (31)
$`\delta \varphi `$ $`=`$ $`{\displaystyle \frac{\dot{\varphi }_0}{aF}}\left(c_12c_2{\displaystyle aF𝑑t}\right).`$ (32)
In the present model, the inflationary period ends when the value of $`|\xi |\kappa ^2\varphi _0^2`$ decreases to of order unity. This means that $`F=1\xi \kappa ^2\varphi _0^2`$ is of order unity during preheating, and does not change significantly. Since numerical calculations indicate that the scale factor roughly evolves as a power-law in the oscillating stage of inflaton, we can expect from Eqs. (2.18) and $`(\text{31})`$ that super-Hubble metric perturbations do not grow significantly during preheating, which restricts the enhancement of the inflaton fluctuations for small-$`k`$ modes by Eq. $`(\text{22})`$. In fact, Eq. $`(\text{32})`$ implies that the difference between the minimally coupled case only appears in the $`F`$ term, which approaches unity with the decrease of $`\varphi _0`$.
This contradicts the earlier work neglecting metric perturbations, which pointed out that the $`\xi R`$ term in the l.h.s. of Eq. $`(\text{12})`$ leads to the growth of low momentum modes for the strong coupling case. In the perturbed metric case, this term is counteracted by the last term in Eq. $`(\text{12})`$. Actually, eliminating the $`\ddot{\mathrm{\Psi }}_k`$ term in the r.h.s. of Eq. $`(\text{12})`$ by using Eq. $`(\text{8})`$ gives rise to the $`\xi R\delta \varphi _k`$ term in the r.h.s. of $`(\text{12})`$, which suppresses the resonance due to the curvature term.
In the next section, we numerically confirm this lack of resonance.
## III Removal of the super-Hubble resonance
We numerically solved the perturbation equations $`(\text{4})`$-$`(\text{12})`$ which are coupled to the background equations $`(\text{15})`$-$`(\text{19})`$ through the fluctuation integrals (2.11) which mediate backreaction effects. We started integrating at the onset of preheating, with initial values of the inflaton oscillations given by
$`\varphi _0(0)=\left[{\displaystyle \frac{\sqrt{(124\xi )(18\xi )}1}{16\pi (16\xi )|\xi |}}\right]^{1/2}m_{\mathrm{pl}},`$ (33)
which is determined by the end of slow-roll inflation . We choose the conformal vacuum state for the initial field fluctuations: $`\delta \varphi _k=1/\sqrt{2\omega _k(0)}`$ and $`\delta \dot{\varphi }_k=[i\omega _k(0)H(0)]\delta \varphi _k`$. The gauge-invariant potentials $`\mathrm{\Phi }_k`$ and $`\mathrm{\Psi }_k`$ are then determined when the evolution of the scalar field is known (see Eq. (34) in ref. ).
In the minimally coupled case, $`\xi =0`$, and neglecting metric perturbations, there is a resonance band in the narrow, sub-Hubble, range:
$`3/2<\overline{k}^2<\sqrt{3},`$ (34)
with $`\overline{k}^2k^2/(\lambda \stackrel{~}{\varphi }_0^2(0))`$, where $`\stackrel{~}{\varphi }_0(0)`$ is the initial amplitude of inflaton. In that case, the growth of field fluctuations finally stops due to the backreaction of created particles, and the final variance is $`\delta \varphi ^210^7m_{\mathrm{pl}}^2`$ .
In the perturbed spacetime with $`\xi =0`$, although metric perturbations assist the enhancement of field fluctuations, only sub-Hubble modes of field and metric perturbations are amplified unless mode-mode coupling is taken into account as in ref. . We find numerically that the final variance is almost the same both in the perturbed and unperturbed metric. We warn that this is not a generic feature of preheating since in the multi-field case, alternative channels exist for resonant decay .
In the non-minimally coupled case with metric perturbations neglected (the rigid case), low momentum $`(k0`$) field modes undergo resonant amplification during preheating for $`\xi \stackrel{<}{}10`$. With increasing $`|\xi |`$, the duration during which these low momentum modes are amplified becomes gradually longer, and they dominate the final variance.
When the spacetime metric is perturbed, as it must be for consistency, these metric fluctuations on the r.h.s of Eq. $`(\text{12})`$ lead to a very different picture. In Fig. (1) we show the evolution of the variance $`\delta \varphi ^2`$ for $`\xi =70`$, both in the unperturbed and perturbed spacetimes. With metric perturbations ignored, small-$`k`$ field fluctuations exhibit strong growth and the variance grows for $`x\stackrel{<}{}6000`$, where $`x\sqrt{\lambda }\eta m_{\mathrm{pl}}`$ is the natural dimensionless conformal time of the system. For $`x\stackrel{>}{}6000`$ the effect of the non-minimal coupling becomes insignificant due to the decrease in the scalar curvature. Sub-Hubble modes then dominate the variance, as in the minimally coupled case, which continues to grow until $`x2.5\times 10^4`$.
When metric perturbations are included, the variance $`\delta \varphi ^2`$ does not grow initially, but oscillates with much higher frequency. This implies that the small-$`k`$ modes are not amplified, as expected from our earlier, analytical, discussion.
The absence of the super-Hubble resonance can be seen in Fig. (2) where we show the spectrum of $`\delta \varphi _k`$ at constant time. In the perturbed metric, there is only a small resonance band around $`k/(\sqrt{\lambda }\varphi _0(0))2.2`$, while in the unperturbed metric, the negative coupling instability creates a resonant band that contains all modes with $`k/(\sqrt{\lambda }\varphi _0(0))\stackrel{<}{}2`$.
The effect of this change to the resonance structure is clearly visible in Fig. (3) where we plot a cosmological mode $`(k/(\sqrt{\lambda }\varphi _0(0))=10^{25})`$ of the metric perturbation $`\mathrm{\Psi }_k`$, which shows no growth, and a sub-Hubble mode, which grows resonantly until backreaction ends its amplification.
We found numerically that the final variances of field fluctuations when $`\mathrm{\Phi }_k`$ is included are typically smaller, by one or two magnitudes, than in the rigid spacetime for $`|\xi |\stackrel{>}{}100`$, although they are almost the same for $`|\xi |\stackrel{<}{}100`$. This is understandable, since field fluctuations without $`\mathrm{\Phi }_k`$ for $`|\xi |\stackrel{>}{}100`$ are dominated by low momentum modes and $`\delta \varphi ^2`$ grows to of order $`\varphi _0^2`$, while in the perturbed spacetime, resonance stops before $`\delta \varphi ^2`$ reaches $`\varphi _0^2`$, as in the case of $`\xi =0`$.
The lack of strong metric preheating on cosmological scales persists in the strong coupling regime $`|\xi |\stackrel{>}{}10^3`$ considered by Fakir and Unruh. The predictions of large scale metric perturbations produced in the inflationary epoch are therefore not modified in the present model, as long as another scalar field coupled non-gravitationally to the inflaton is not introduced.
## IV Discussion and conclusions
We have studied preheating in a non-minimal, chaotic, inflation scenario. Our main result is that consistent inclusion of metric perturbations is crucial and has a powerful and unexpected impact on the evolution of long-wavelength fluctuations during preheating, removing the exponential growth of these modes that one finds in the absence of metric perturbations.
This is in strong contrast to the multi-field case where the negative specific heat of gravity tends to enhance any resonances that exist in their absence . In addition, large negative $`\xi `$ causes anti-suppression of long-wavelength modes, relative to short wavelength modes during inflation, providing an alternative way of avoiding the suppression mechanisms proposed in .
The removal of the resonances is intimately related to the existence of gauge-invariant conserved quantities in the long-wavelength limit:
$`\zeta \mathrm{\Psi }{\displaystyle \frac{\dot{a}^2}{a^2F[\dot{a}/(aF)]^{}}}\left(\mathrm{\Psi }+{\displaystyle \frac{a}{\dot{a}}}\dot{\mathrm{\Psi }}\right)=2c_2,`$ (35)
which is obtained from Eq. $`(\text{31})`$.
A simple way to appreciate the lack of super-Hubble resonances is to recognize that the present system is conformally equivalent to a minimally coupled, single scalar field, model with potential $`\widehat{V}(\varphi )V(\varphi )/(1\xi \kappa ^2\varphi ^2)^2`$ and $`|\xi |\kappa ^2\varphi ^21`$ at the end of inflation. Hence it is not surprising that the resonance structure is similar to that of the minimally coupled case . However, this equivalence is missing if metric perturbations are not included.
On the other hand, on sub-Hubble scales, we find that both field and metric fluctuations are excited during preheating as in the minimally coupled case. This may result in an important cosmological consequences such as the production of primordial black holes . There may also be interesting implications for non-thermal symmetry restoration due to the change in the time evolution of the variance.
Although we have restricted ourselves to a non-minimally coupled scalar field in Einstein gravity, the evolution of metric perturbations can be analyzed in a unified manner in generalized Einstein theories, which include the higher-curvature, Brans-Dicke, and induced gravity theories. As long as the system we consider is a single-field model, and stress-energy is conserved, super-Hubble metric perturbations will not be enhanced during preheating, because conserved quantities, which generalize $`\zeta `$ in Eq. $`(\text{35})`$, exist.
However, introducing a coupling such as the standard $`g^2\varphi ^2\chi ^2/2`$, will violate the conservation of the quantity $`\zeta `$ for certain values of $`g`$ and $`\xi `$, as occurs in the minimally coupled multi-field case .
Finally it is of great interest to examine the realistic multi-field case in known classes of inflationary models, because we can constrain the inflaton potential in terms of the distortion of the CMB spectrum due to parametric resonance in preheating. This requires a complete study of backreaction including metric perturbations, which we leave to future work.
## ACKOWLEDGEMENTS
We thank Roy Maartens, Kei-ichi Maeda, Takashi Torii and David Wands for useful discussions.
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# Measurability of the non-minimal scalar coupling constant
## Abstract
The ”measurability” of the non-minimal coupling is discussed in the context of the effective field theory of gravity. Although there is no obvious motive for excluding a non-minimal scalar coupling from the theory, we conclude that for reasonable values of the coupling constant it makes only a very small correction.
Recently the study of perturbative quantum gravity - i.e. gravity treated as a theory of small quantum fluctuations around a flat Minkowski background spacetime - has found a novel rejuvenation , , . According to this view, gravity is an effective field theory (for a discussion of the effective field theory approach to quantum gravity see ) which can be quantized in a standard way if we restrict its region of applicability to low enough energies and small curvatures. (Of course this approach fails when the energy reaches the Planck scale where new degrees of freedom become important.) The interesting thing raised in is that this framework provides a basis to make quantum predictions , .
On the other hand, it has been suggested that the action for gravity should contain, in addition to the Einstein-Hilbert term, certain non-minimal functionals of the scalar field. The only possible local term involving a dimensionless coupling between the curvature and the scalar field is of the form $`\xi R\varphi ^2`$, with $`\xi `$ a constant . Such a term was used in to soften the divergences of the stress tensor. Other reasons to justify the presence of this term are the inclusion of a symmetry breaking mechanism into gravity , the construction of non-singular models for the universe , the investigation of inflationary models with a non-minimally coupled scalar field , the inclusion of Mach theory in Jordan-Brans-Dicke theory of gravitation , the analysis of oscillating universes , the reconciliation of cosmic strings with inflation , the low energy limit of superstring theories , the Kaluza-Klein compactification scheme , and others , .
Usually the value of the coupling $`\xi `$ is chosen to be zero (minimal coupling) or for massless scalars $`\xi =\frac{n2}{4(n1)}`$ (conformal coupling in $`n`$-dimensional spacetime). Even though these values are widely used in the literature it is not possible to fix a priori the value of $`\xi `$. The only way to gain a feel for $`\xi `$ is to compare some experimental result with a theoretical prediction, but presently no experiment can reveal such coupling. In all the studies of effective quantum gravity the non-minimal coupling between the scalar curvature and the matter fields has been neglected. Despite this view, there is no first principle we are aware of that can be invoked to get rid of this term from the beginning.
Even though the region of applicability of the effective approach is restricted and therefore does not constitute a definite answer to the quantum gravity problem, it is interesting to clarify this issue within this context. As we shall see in what follows the main problem is that the effect of the non-minimal coupling is tiny, but the smallness of this term is spoiled by its presence in the scattering amplitudes. So the question that naturally arises is whether or not we are allowed to discard the $`R\varphi ^2`$ term from our initial theory.
To answer this question several authors focused their attention on $`22`$ scattering processes with external or exchanged gravitons. In general, only a few scattering processes can reveal such a coupling, namely
$$gsgs,$$
(1)
$$ssss,$$
(2)
$$sfsf,$$
(3)
$$s\gamma s\gamma ,$$
(4)
$$gs\gamma s,$$
(5)
(Here $`g`$ denotes a graviton, $`s`$ a scalar, $`f`$ a fermion and $`\gamma `$ a photon.) Therefore using the following Lagrangian density
$$=_E+_{KG}+_D+_{EM},$$
(6)
$$_E=\frac{2}{\kappa ^2}\sqrt{g}R,$$
$$_{KG}=\frac{\sqrt{g}}{2}\left(g^{\mu \nu }D_\mu \varphi D_\nu \varphi m^2\varphi ^2+\xi R\varphi ^2\right),$$
$$_{EM}=\frac{1}{4}\sqrt{g}g^{\mu \nu }g^{\alpha \beta }F_{\mu \alpha }F_{\nu \beta },$$
$$_D=\sqrt{g}(\frac{i}{2}(\overline{\psi }\gamma ^\mu (\stackrel{}{}_\mu +ieA_\mu )\psi $$
$$\overline{\psi }(\stackrel{}{}_\mu +ieA_\mu )\gamma ^\mu \psi )m\overline{\psi }\psi ),$$
as a starting point the processes (1)-(5)<sup>*</sup><sup>*</sup>* The fact that the $`\xi `$-dependence of any scattering amplitude which stems from $`_E+_{KG}`$ is related to the presence of a massive particle can easily be explained. Using
$$R^{\mu \nu }\frac{1}{2}Rg^{\mu \nu }=8\pi GT^{\mu \nu },$$
we obtain
$$\xi R\varphi ^2=8\pi G\xi \varphi ^2T_\mu ^\mu ,$$
so the non-minimally coupled term is proportional to the trace of the stress-energy tensor. Now by using the expression given in for $`T^{\mu \nu }`$ it is straightforward to see that in the massless case:
$$T_\mu ^\mu =𝒪(fields^5),$$
whereas
$$T_\mu ^\mu =𝒪(fields^4),$$
in the massive case. This tells us that in the massless case we should expect no dependence of the scattering amplitude on $`\xi `$. This fact can be shown directly from the Lagrangian density reparametrising the graviton field by means of $`h_{\mu \nu }(1+\mathrm{\Omega }(\varphi ^2,\xi ))h_{\mu \nu }`$. It is possible to prove that the $`\mathrm{\Omega }`$ is of the form $`\mathrm{\Omega }(\varphi ^2,\xi )=\frac{\xi \kappa ^2}{4}\varphi ^2`$ and is unique , . have been computed , , , . Instead of reporting in any detail the computation of the scattering amplitudes we have performed as a check of previous results, we prefer to analyze another phenomenon, which provides an alternative way of measuring the non-minmal coupling: the helicity flip of a fermion in a gravitational field generated by a scalar mass.
The behavior of a spinning particle in a gravitational field has been studied semiclassically and in the linearized approach for $`\xi =0`$ , in which the helicity flip appears as a dynamical effect, coming from the local coupling of spin to gravity. In it is shown that only massive spin $`1/2`$ particles can have their helicity flipped, whereas no change in the polarization is expected for massless fermions. (Of course in non-minimally coupled theories this result is still valid since for massless fermions the non-minimally coupled part of the scattering amplitude is zero.) In the context of linearized quantum gravity with a non-minimal coupling it is interesting to re-examine this problem. The interest lies in the possibility that this method offers to measure $`\xi `$, apart from the fact that it generalizes the results of .
The helicity flip rate of a fermion interacting with a scalar via graviton exchange is
$$𝒫=\frac{M_{LL}^2M_{LR}^2}{M_{LL}^2+M_{LR}^2}$$
(7)
where $`M`$ is the fermion-scalar elastic scattering amplitude given by:
$$M_{sfsf}^{^{}}=\frac{i\kappa ^2}{t}\overline{u}(\lambda ^{^{}},p_2)\times $$
$$\times \left((m^2+\xi t)(\widehat{p}_1+\widehat{p}_2)+\frac{us}{2}(\widehat{p}_1\widehat{p}_2+2\widehat{q})\right)u(\lambda ,p_1),$$
where $`p_1`$ ($`p_2`$) is the initial (final) fermion momentum and $`u(\lambda ,p_1)`$ ($`\overline{u}(\lambda ^{^{}},p_2)`$) is, respectively, the spinor and $`\widehat{a}=a_\mu \gamma ^\mu `$ and $`\lambda `$ ($`\lambda ^{^{}}`$) is the helicity of the initial (final) fermion of mass $`m_f`$.
For our purposes is sufficient to plot $`𝒫`$ as a function of $`\xi ,m_f`$. We used Mathematica to perform the calculation of $`𝒫`$ and the dependence of $`𝒫`$ on $`m_f`$ is plotted for several values of $`\theta `$ and $`\xi `$, fixing the values of $`E`$, of the scalar mass $`m_s`$ as indicated in the figures’ footnotes. The results are shown in Fig 1 \- Fig 2. The result of Fig 1 shows the agreement with (the larger the scattering amplitude, the larger the helicity flip). From Fig 2 one can argue that no drastic changes, with respect to the minimally coupled case, arise for $`\xi `$ non-zero (Our numerical study is restricted to values, $`100\xi 100`$)There is no particular reason to restrict $`\xi `$ to the range $`[100,+100]`$, but, as follows from cosmological applications, we expect the value to be small.. Even though the non minimal coupling appears explicity in the scattering amplitudes its effect seems to be irrelevant at ordinary energies.
We note, in passing, that a massive spinor field is not a representative of all non-conformal matter in the effective theory, i.e. other matter could be capable of producing observable interactions with these scalars. In any case as far as the Lagrangian (6) is concerned the effect of the non-minimally coupled term at leading orders in scattering amplitudes gives raise to a tiny effect , , . A problem which is important to mention is related to the quantum conformal anomalies, which make scalar couplings to Yang-Mills fields and spinor fields incapable of being eliminated, even in classically conformally coupled theories. This last problem requires a more careful investigation within the effective field theory framework and we hope to address this in a future work.
At this point we might ask what kind of principle we can invoke to get rid of the $`R\varphi ^2`$ term in the starting lagrangian. We can gain some feel by looking at the contribution of this term to the static gravitational potential. For clarity, let us first consider the contribution to the static potential due to $`R^2`$ terms.
In , the rationale for choosing the gravitational action proportional to $`R`$ is explained. The starting point is the following action, ordered in a derivative expansion ,
$$S=d^4x\sqrt{g}(\mathrm{\Lambda }+\frac{2}{\kappa ^2}R+c_1R^2+c_2R_{\mu \nu }R^{\mu \nu }+$$
$$+\mathrm{}+_{matter}),$$
in which all infinitely many terms allowed by general coordinate invariance are included. Cosmological bounds ($`|\mathrm{\Lambda }|<10^{46}Gev^4`$) allow us to neglect, at ordinary energies, the cosmological constant term. Higher derivative terms are negligible as shown in , . The main argument given is that the potential which stems from the Lagrangian density
$$=\frac{2}{\kappa ^2}R+cR^2,$$
is
$$V(r)=\frac{Gm^2}{r}(1e^{\frac{r}{\sqrt{\kappa ^2c}}}).$$
(8)
Experimental bounds on $`c_i`$’s, given in , are
$$c_1,c_2<10^{74}.$$
This means that higher derivative terms are irrelevant at ordinary scales ($`c=1`$ implies $`\sqrt{\kappa ^2c}10^{35}m`$). In it is stressed that in an effective field theory the $`R^2`$ terms need not be treated to all orders, but must only include the first corrections in $`\kappa ^2c`$. This is because at higher orders we should include other terms in the action ($`R^3,R^4,\mathrm{}`$) - note that this argument cannot be extended to the $`R\varphi ^2`$ term. At first order, the potential (8) becomes a representation of the delta function, i.e. the low energy potential has the form
$$V(r)=Gm^2(\frac{1}{r}+128\pi ^2G(c_1c_2)\delta ^3(\stackrel{}{r})).$$
(9)
As seen from (9) $`R^2`$ terms lead to a very weak and short-ranged modification of the gravitational interaction.
Similar arguments can be easily extended to the $`R\varphi ^2`$ term. Notice that this result is not obvious since we could not exclude the $`R\varphi ^2`$ term on the basis of an energy expansion or any symmetry consideration or on the basis of renormalizability. The interaction potential between two massive spinless bosons is defined via the relation
$$V(r)=\frac{1}{4m^2}(M_{ssss}),$$
(10)
where $`(M_{ssss})`$ is the Fourier transform of the elastic scattering amplitude $`M_{ssss}`$ of two scalar particles of mass $`m`$. This leads to $`V^{}(r)`$ as non-minimal correction to the Newtonian potential, where
$$V^{}(r)=\frac{\kappa ^2}{4}\xi m^2(6\xi 5)\delta ^3(\stackrel{}{r}).$$
(11)
Therefore, the correction induced on the Newton potential due to the presence of the non-minimal coupling is similar in form to the one which stems from higher derivative terms, thus leading to a weak and short-ranged effect. The previous formula tells us that it is not possible to measure $`\xi `$ at tree level in the region of energy/curvature where the effective approach is valid.
At this point we might ask whether this is true at one-loop. The calculation is in this case more involved and the use of a symbolic manipulation program is unavoidable . Here we simply mention that the one-loop correction to the static gravitational potential is proportional to $`\frac{\stackrel{}{q}^2}{m^2}\mathrm{log}(\stackrel{}{q}^2)`$, thus giving a contribution which is seen to be subleading with respect to the leading power correction computed in , .
Therefore we come to the conclusion that it is possible to exclude naturally the $`R\varphi ^2`$ term in the starting action, or, in other words, that we can start with the more general Lagrangian density, thus including the non-minimal coupling, finding that the effect of the latter is not visible. Therefore, the effective field theory of gravity is not disturbed by the presence of this term.
Acknowledgements
We would like to thank the referee for raising the issue of the anomalies and suggesting a number of clarifications. A.F. acknowledges the Ridley Foundation for financial support.
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# Frequency dependence of the photonic noise spectrum in an absorbing or amplifying diffusive medium
## I Introduction
The noise power spectrum of a black body is frequency independent for frequencies below the absorption band width. The inverse of the band width is the coherence time $`\tau _{\mathrm{coh}}`$ of the radiation , which for a black body is the longest relevant time scale — hence the white noise spectrum $`P(\mathrm{\Omega })`$ for $`\mathrm{\Omega }1/\tau _{\mathrm{coh}}`$. In a weakly absorbing, strongly scattering medium there appear two longer time scales: The absorption time $`\tau _a`$ and the time $`L^2/D`$ it takes to diffuse (with diffusion constant $`D`$) through the medium (of length $`L`$). As a consequence, $`P(\mathrm{\Omega })`$ for such a weakly-absorbing medium (sometimes called a “grey body”) starts to decay at much lower frequencies than for a black body having the same coherence time.
Although there is by now a substantial literature on the theory of grey-body radiation , the results have been limited to either the zero or high-frequency limits of the noise spectrum (or, equivalently, to short or long photodetection times). In the present work we remove this limitation, by computing $`P(\mathrm{\Omega })`$ for a diffusive medium for arbitrary ratios of $`\mathrm{\Omega }`$, $`1/\tau _a`$, and $`D/L^2`$. We compare two different approaches in a waveguide geometry: One which is fully quantum mechanical (based on random-matrix theory ) and another which is semiclassical (based on a Boltzmann-Langevin equation ). Each method has its advantages and disadvantages: The quantum theory includes interference effects, which are ignored in the semiclassical theory, but it is mathematically more involved. Complete agreement between the two approaches is obtained in the limit that the waveguide length $`L`$ is much smaller than the localization length (equal to the mean free path times the number of propagating modes).
The results for absorbing media can be applied directly to linear amplifiers, by formally changing the sign of the temperature and the absorption time. Loudon and coworkers used this relationship to calculate the noise power spectrum of a waveguide without disorder. The generalization to a diffusive medium presented here describes a random laser below threshold.
The outline of this paper is as follows. We start with the semiclassical approach, presenting a general solution of the Boltzmann-Langevin equation in Sec. II and applying it to a waveguide geometry in Sec. III. The quantum mechanical approach is developed in Sec. IV. For the quantum theory we need the correlator of reflection and transmission matrices at different frequencies. These are calculated in the appendix, using the random-matrix method of Ref. . We discuss our findings in Sec. V.
## II Semiclassical theory
Starting point of the semiclassical theory is the Boltzmann-Langevin equation for photons of Ref. . We first consider an absorbing medium (in equilibrium at temperature $`T`$), leaving the amplifying case for the end of this section. We make the diffusion approximation, valid if the mean free path $`l`$ is the shortest length scale in the system (but still large compared to the wavelength). The fluctuating number density $`n(\omega ,𝐫,t)`$ and current density $`𝐣(\omega ,𝐫,t)`$ of photons at frequency $`\omega `$, position $`𝐫`$, and time $`t`$ are related by
$`𝐣=D{\displaystyle \frac{n}{𝐫}}+𝓛_1,`$ (1)
$`{\displaystyle \frac{n}{t}}+{\displaystyle \frac{}{𝐫}}𝐣=D\xi _a^2(\rho fn)+_0.`$ (2)
Here $`D=\frac{1}{3}cl`$ is the diffusion constant, $`\xi _a=\sqrt{D\tau _a}`$ is the absorption length (with $`\tau _a`$ the absorption time), $`\rho =4\pi \omega ^2(2\pi c)^3`$ is the density of states (not counting polarizations), and $`f=[\mathrm{exp}(\mathrm{}\omega /kT)1]^1`$ is the Bose-Einstein function. We assume $`\xi _al`$. The fluctuating source terms $`_0`$ and $`𝓛_1`$ have zero mean and correlators
$`\overline{_0(\omega ,𝐫,t)_0(\omega ^{},𝐫^{},t^{})}=\delta (\omega \omega ^{})\delta (tt^{})\delta (𝐫𝐫^{})D\xi _a^2(2f\overline{n}+\rho f+\overline{n}),`$ (4)
$`\overline{_{1\alpha }(\omega ,𝐫,t)_{1\beta }(\omega ^{},𝐫^{},t^{})}=2\delta _{\alpha \beta }\delta (\omega \omega ^{})\delta (tt^{})\delta (𝐫𝐫^{})D\overline{n}(1+\overline{n}/\rho ).`$ (5)
The cross-correlator of $`_0`$ and $`𝓛_1`$ is given in Ref. , but will not be needed. Combining Eqs. (1) and (2) we find equations for the mean $`\overline{n}`$ and the fluctuations $`\delta n`$ of the photon number density $`n=\overline{n}+\delta n`$,
$`{\displaystyle \frac{1}{D}}{\displaystyle \frac{\overline{n}}{t}}+{\displaystyle \frac{^2\overline{n}}{𝐫^2}}{\displaystyle \frac{\overline{n}}{\xi _a^2}}={\displaystyle \frac{\rho f}{\xi _a^2}},`$ (6)
$`{\displaystyle \frac{1}{D}}{\displaystyle \frac{\delta n}{t}}+{\displaystyle \frac{^2\delta n}{𝐫^2}}{\displaystyle \frac{\delta n}{\xi _a^2}}={\displaystyle \frac{1}{D}}{\displaystyle \frac{}{𝐫}}𝓛_1{\displaystyle \frac{_0}{D}}.`$ (7)
We present a general solution for the multiport geometry of Fig. 1. Thermal radiation is incident through the port $`S_0`$ and can leave the system via ports $`S_0`$, $`S_1`$, $`S_2`$, $`\mathrm{}`$, where it is absorbed by photodetectors. The corresponding boundary conditions are $`n(\omega ,𝐫,t)|_{𝐫S_p}=n_{\mathrm{in}}(\omega ,t)\delta _{p0}`$. We assume that the closed boundaries $`\mathrm{\Sigma }`$ of the system (with volume $`V`$) are perfectly reflecting. The separation of the ports is of order $`Ll`$. In what follows we assume detection of outgoing radiation in a narrow frequency interval $`\delta \omega `$ around $`\omega `$. We require that $`\delta \omega `$ is small both compared to $`\omega `$ and to $`1/\tau _{\mathrm{coh}}`$. To minimize the notations in this section we omit the frequency argument $`\omega `$ and use units in which $`\delta \omega 1`$. (We will reinsert $`\delta \omega `$ in the next section.)
The Green function of the differential equations (6) and (7) in the Fourier representation with respect to the time argument satisfies
$$\left(\frac{^2}{𝐫^2}\xi _a^2+\frac{i\mathrm{\Omega }}{D}\right)G(𝐫,𝐫^{},\mathrm{\Omega })=\delta (𝐫𝐫^{}).$$
(8)
\[Fourier transforms are defined as $`f(\mathrm{\Omega })=_{\mathrm{}}^{\mathrm{}}𝑑te^{i\mathrm{\Omega }t}f(t)`$.\] For frequency resolved detection we require $`\mathrm{\Omega }\delta \omega `$. We impose the boundary conditions
$`G(𝐫,𝐫^{},\mathrm{\Omega })|_{𝐫S_p}=0,p=0,1,2,\mathrm{},`$ (10)
$`𝚺{\displaystyle \frac{G(𝐫,𝐫^{},\mathrm{\Omega })}{𝐫}}|_{𝐫\mathrm{\Sigma }}=0,`$ (11)
where $`𝚺`$ denotes the outward normal direction to the surface $`\mathrm{\Sigma }`$. We consider separately the mean and the fluctuations of the photon number and current densities.
### A Mean solution
The average photon density satisfying Eq. (6) can be expressed in Fourier representation in terms of the Green function (8),
$$\overline{n}(𝐫,\mathrm{\Omega })=2\pi \rho f\xi _a^2\delta (\mathrm{\Omega })\underset{V}{}𝑑𝐫^{}G(𝐫,𝐫^{},0)+\overline{n}_{\mathrm{in}}(\mathrm{\Omega })\underset{S_0}{}𝑑𝐒^{}\frac{G(𝐫,𝐫^{},\mathrm{\Omega })}{𝐫^{}}.$$
(12)
Substituting this formula into the expression for the current (1) and integrating over the area $`S_p`$ one obtains the mean outgoing current $`\overline{I}_p`$ through port $`p0`$,
$`\overline{I}_p(\mathrm{\Omega })=2\pi \rho Df\xi _a^2\delta (\mathrm{\Omega }){\displaystyle \underset{S_p}{}}𝑑𝐒{\displaystyle \underset{V}{}}𝑑𝐫^{}{\displaystyle \frac{G(𝐫,𝐫^{},0)}{𝐫}}`$ (13)
$`D\overline{n}_{\mathrm{in}}(\mathrm{\Omega }){\displaystyle \underset{S_p}{}}𝑑S_\alpha {\displaystyle \underset{S_0}{}}𝑑S_\beta ^{}{\displaystyle \frac{^2G(𝐫,𝐫^{},\mathrm{\Omega })}{r_\alpha r_\beta ^{}}}.`$ (14)
(Summation over the repeating Greek indices is implied.) The first term $`\delta (\mathrm{\Omega })`$ is the time-independent mean thermal radiation from the medium. The second term is that part of the mean radiation entering through port $`0`$ that leaves the medium through one of the other ports. (The restriction to $`p0`$ is not essential but simplifies the general formulas considerably, so we will make this restriction in what follows.)
### B Fluctuations
The fluctuations in the number density follow in a similar way from the Green function and Eq. (7),
$$\delta n(𝐫,\mathrm{\Omega })=\frac{1}{D}\underset{V}{}𝑑𝐫^{}G(𝐫,𝐫^{},\mathrm{\Omega })\left(\frac{}{𝐫^{}}𝓛_1(𝐫^{},\mathrm{\Omega })_0(𝐫^{},\mathrm{\Omega })\right)+\delta n_{\mathrm{in}}(\mathrm{\Omega })\underset{S_0}{}𝑑𝐒^{}\frac{G(𝐫,𝐫^{},\mathrm{\Omega })}{𝐫^{}}.$$
(15)
The fluctuation of the current density is then given by Eq. (1),
$`\delta j_\alpha (𝐫,\mathrm{\Omega })={\displaystyle \underset{V}{}}𝑑𝐫^{}\left(G_{\alpha \beta }(𝐫,𝐫^{},\mathrm{\Omega })_{1\beta }(𝐫^{},\mathrm{\Omega })+{\displaystyle \frac{G(𝐫,𝐫^{},\mathrm{\Omega })}{r_\alpha }}_0(𝐫^{},\mathrm{\Omega })\right)`$ (16)
$`D\delta n_{\mathrm{in}}(\mathrm{\Omega }){\displaystyle \underset{S_0}{}}𝑑S_\beta ^{}G_{\alpha \beta }(𝐫,𝐫^{},\mathrm{\Omega }).`$ (17)
We have defined
$$G_{\alpha \beta }(𝐫,𝐫^{},\mathrm{\Omega })=\frac{^2G(𝐫,𝐫^{},\mathrm{\Omega })}{r_\alpha r_\beta ^{}}+\delta _{\alpha \beta }\delta (𝐫𝐫^{}).$$
(18)
We seek the correlator of the current fluctuations
$$C_{\alpha \beta }(𝐫,\mathrm{\Omega };𝐫^{},\mathrm{\Omega }^{})=\overline{\delta j_\alpha (𝐫,\mathrm{\Omega })\delta j_\beta (𝐫^{},\mathrm{\Omega })}$$
(19)
for $`𝐫S_p`$, $`𝐫^{}S_q`$ with $`p,q0`$. With the help of Eqs. (II) and (16) it can be expressed as
$`C_{\alpha \beta }(𝐫,\mathrm{\Omega };𝐫^{},\mathrm{\Omega }^{})={\displaystyle \frac{D}{\xi _a^2}}{\displaystyle \underset{V}{}}𝑑𝐫^{\prime \prime }{\displaystyle \frac{G(𝐫,𝐫^{\prime \prime },\mathrm{\Omega })}{r_\alpha }}{\displaystyle \frac{G(𝐫^{},𝐫^{\prime \prime },\mathrm{\Omega }^{})}{r_\beta ^{}}}[(2f+1)\overline{n}(𝐫^{\prime \prime },\mathrm{\Omega }+\mathrm{\Omega }^{})+\rho f]`$ (21)
$`\text{+}2D{\displaystyle \underset{V}{}}𝑑𝐫^{\prime \prime }G_{\alpha \gamma }(𝐫,𝐫^{\prime \prime },\mathrm{\Omega })G_{\beta \gamma }(𝐫^{},𝐫^{\prime \prime },\mathrm{\Omega }^{})\left[\overline{n}(𝐫^{\prime \prime },\mathrm{\Omega }+\mathrm{\Omega }^{})+{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{d\mathrm{\Omega }^{\prime \prime }}{2\pi }\overline{n}(𝐫^{\prime \prime },\mathrm{\Omega }+\mathrm{\Omega }^{\prime \prime })\overline{n}(𝐫^{\prime \prime },\mathrm{\Omega }^{}\mathrm{\Omega }^{\prime \prime })}\right].`$
(22)
Following Ref. , we have neglected the term $`\delta n_{\mathrm{in}}`$ in Eq. (16) (smaller by a factor $`l/L`$) and the cross-correlator $`\overline{_0𝓛_1}`$ (smaller by a factor $`l/\xi _a`$).
We now integrate $`𝐫`$ and $`𝐫^{}`$ over $`S_p`$ and $`S_q`$ to obtain the correlator of the total currents through ports $`p`$ and $`q`$,
$$C_{pq}(\mathrm{\Omega },\mathrm{\Omega }^{})=\underset{S_p}{}𝑑S_\alpha \underset{S_q}{}𝑑S_\beta ^{}C_{\alpha \beta }(𝐫,\mathrm{\Omega };𝐫^{},\mathrm{\Omega }^{})=C_{pq}^{(1)}(\mathrm{\Omega },\mathrm{\Omega }^{})+C_{pq}^{(2)}(\mathrm{\Omega },\mathrm{\Omega }^{}).$$
(23)
The first term $`C_{pq}^{(1)}`$ contains the contribution from the terms linear in the number density $`\overline{n}`$ in Eq. (21). Performing integration by parts and using Eqs. (8)–(12) we find that this term vanishes for $`pq`$. For $`p=q`$ it contains the mean current,
$$C_{pq}^{(1)}(\mathrm{\Omega },\mathrm{\Omega }^{})=\delta _{pq}\overline{I}_p(\mathrm{\Omega }+\mathrm{\Omega }^{}).$$
(24)
For a time-independent mean current $`\overline{I}_p`$ one has a white-noise spectrum $`C_{pq}^{(1)}(\mathrm{\Omega },\mathrm{\Omega }^{})=2\pi \delta _{pq}\delta (\mathrm{\Omega }+\mathrm{\Omega }^{})\overline{I}_p.`$ This is the usual shot noise, corresponding to Poissonian statistics of the current fluctuations. The second term $`C_{pq}^{(2)}`$ describes the deviations from Poissonian statistics. It arises from terms in Eq. (21) that are quadratic in $`\overline{n}`$. Performing again an integration by parts, one finds
$`C_{pq}^{(2)}(\mathrm{\Omega },\mathrm{\Omega }^{})={\displaystyle \frac{2D}{\rho }}{\displaystyle \underset{S_p}{}}𝑑S_\alpha {\displaystyle \underset{S_q}{}}𝑑S_\beta ^{}{\displaystyle \underset{V}{}}𝑑𝐫^{\prime \prime }{\displaystyle \frac{d\mathrm{\Omega }^{\prime \prime }}{2\pi }\frac{\overline{n}(𝐫^{\prime \prime },\mathrm{\Omega }+\mathrm{\Omega }^{\prime \prime })}{r_\gamma ^{\prime \prime }}\frac{\overline{n}(𝐫^{\prime \prime },\mathrm{\Omega }^{}\mathrm{\Omega }^{\prime \prime })}{r_\gamma ^{\prime \prime }}}`$ (25)
$`\times {\displaystyle \frac{G(𝐫,𝐫^{\prime \prime },\mathrm{\Omega })}{r_\alpha }}{\displaystyle \frac{G(𝐫^{},𝐫^{\prime \prime },\mathrm{\Omega }^{})}{r_\beta ^{}}}.`$ (26)
Equation (25) together with Eq. (12) is the result that we need for our analysis of the frequency dependence of the noise spectrum.
### C Amplifying medium
The extension of our general formulas to an amplifying medium (in the linear regime below the laser threshold) is straightforward : We assume that the frequency $`\omega `$ at which we are detecting the radiation is close to the frequency of an atomic transition with (on average) $`N_{\mathrm{upper}}`$ and $`N_{\mathrm{lower}}`$ atoms in the upper and lower state. Then the Bose-Einstein function can be replaced by the population inversion factor $`f=N_{\mathrm{upper}}(N_{\mathrm{lower}}N_{\mathrm{upper}})^1`$. This factor is negative in the amplifying case (when $`N_{\mathrm{upper}}>N_{\mathrm{lower}}`$), with $`f=1`$ for a complete population inversion. (Equivalently, one can evaluate $`f`$ at a negative temperature , with $`T0^{}`$ for complete inversion.) An amplifying medium has a negative absorption time $`\tau _a=\xi _a^2/D`$. We can account for this by taking $`\xi _a`$ imaginary. With these two substitutions for $`f`$ and $`\xi _a`$ our formulas for an absorbing medium carry over to the amplifying case.
## III Waveguide geometry
For the application of our general formulas we consider a waveguide geometry (see Fig. 2). The waveguide has length $`L`$ and cross-sectional area $`A`$, corresponding to $`N=\omega ^2A/4\pi c^2`$ propagating modes (not counting polarizations) at frequency $`\omega `$. We abbreviate $`s=L/\xi _a`$. We consider a stationary incident current $`I_0=\frac{1}{4}cA\delta \omega \overline{n}_{\mathrm{in}}=(N\delta \omega /2\pi \rho )\overline{n}_{\mathrm{in}}`$, and calculate the noise power spectrum of the transmitted current,
$$P(\mathrm{\Omega })=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑te^{i\mathrm{\Omega }t}\overline{\delta I(t)\delta I(0)}.$$
(27)
In terms of the correlator of the previous section, one has $`C_{11}(\mathrm{\Omega },\mathrm{\Omega }^{})=2\pi P(\mathrm{\Omega })\delta (\mathrm{\Omega }+\mathrm{\Omega }^{})`$.
### A Absorbing medium
We calculate the noise power from Eqs. (12) and (25), using the Green function
$$G(x,x^{},\mathrm{\Omega })=\xi _a\frac{\mathrm{sinh}[(x_</\xi _a)\sqrt{1i\mathrm{\Omega }\tau _a}]\mathrm{sinh}[(sx_>/\xi _a)\sqrt{1i\mathrm{\Omega }\tau _a}]}{\mathrm{sinh}[s\sqrt{1i\mathrm{\Omega }\tau _a}]},$$
(28)
where $`x_<`$ and $`x_>`$ are the smallest and largest of $`x,x^{},`$ respectively. The mean photon density is time independent. In Fourier representation one has, from Eq. (12),
$`\overline{n}(x,\mathrm{\Omega })=2\pi \delta (\mathrm{\Omega }){\displaystyle \frac{\rho f}{\mathrm{sinh}s}}\left(\mathrm{sinh}s\mathrm{sinh}(x/\xi _a)\mathrm{sinh}(sx/\xi _a)\right)`$ (29)
$`+2\pi \delta (\mathrm{\Omega })\overline{n}_{\mathrm{in}}{\displaystyle \frac{\mathrm{sinh}(sx/\xi _a)}{\mathrm{sinh}s}}.`$ (30)
The mean current $`\overline{I}=\overline{I}_{\mathrm{th}}+\overline{I}_{\mathrm{trans}}`$ is the sum of the thermal radiation from the medium
$$\overline{I}_{\mathrm{th}}=\frac{4Df}{c\xi _a}(N\delta \omega /2\pi )\mathrm{tanh}(s/2)$$
(31)
and the transmitted incident current
$$\overline{I}_{\mathrm{trans}}=\frac{4DI_0}{c\xi _a\mathrm{sinh}s}.$$
(32)
Substitution of Eqs. (28) and (29) into Eq. (25) yields the super-Poissonian noise $`P\overline{I}`$ as a sum of three terms, $`P\overline{I}=P_{\mathrm{th}}+P_{\mathrm{trans}}+P_{\mathrm{ex}}`$, with
$`P_{\mathrm{th}}(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{8Df^2}{c\xi _a}}(N\delta \omega /2\pi ){\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}\left({\displaystyle \frac{\mathrm{cosh}(ss^{})\mathrm{cosh}s^{}}{\mathrm{sinh}s}}\right)^2K(s^{},s),`$ (33)
$`P_{\mathrm{trans}}(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{8DI_0^2}{c\xi _a}}(2\pi /N\delta \omega ){\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}{\displaystyle \frac{\mathrm{cosh}^2(ss^{})}{\mathrm{sinh}^2s}}K(s^{},s),`$ (34)
$`P_{\mathrm{ex}}(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{16DfI_0}{c\xi _a}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}{\displaystyle \frac{[\mathrm{cosh}s^{}\mathrm{cosh}(ss^{})]\mathrm{cosh}(ss^{})}{\mathrm{sinh}^2s}}K(s^{},s).`$ (35)
We have defined
$$K(s^{},s)=\left|\frac{\mathrm{sinh}(s^{}\sqrt{1i\mathrm{\Omega }\tau _a})}{\mathrm{sinh}(s\sqrt{1i\mathrm{\Omega }\tau _a})}\right|^2.$$
(36)
The two terms $`P_{\mathrm{trans}}`$ and $`P_{\mathrm{th}}`$ describe separately the noise power of the transmitted incident current and of the thermal current from the medium. The term $`P_{\mathrm{ex}}`$ is the excess noise due to the beating of the incident radiation with the thermal fluctuations from the medium.
The three contributions are plotted separately in Fig. 3. For $`L\xi _a`$ the frequency dependence simplifies to
$`P_{\mathrm{th}}(\mathrm{\Omega })={\displaystyle \frac{f\overline{I}_{\mathrm{th}}}{1+x}},`$ (37)
$`P_{\mathrm{trans}}(\mathrm{\Omega })={\displaystyle \frac{c\xi _a\overline{I}_{\mathrm{trans}}^2}{16D}}(2\pi /N\delta \omega )\left({\displaystyle \frac{1e^{2s(x1)}}{x1}}+{\displaystyle \frac{3x+2}{x^2+x}}\right),`$ (38)
$`P_{\mathrm{ex}}(\mathrm{\Omega })=f\overline{I}_{\mathrm{trans}}{\displaystyle \frac{1+2x}{x+x^2}},`$ (39)
where we have defined
$$x=\text{Re}\sqrt{1i\mathrm{\Omega }\tau _a}=[\frac{1}{2}(1+\mathrm{\Omega }^2\tau _a^2)^{1/2}+\frac{1}{2}]^{1/2}.$$
(40)
As discussed in Ref. (for the zero-frequency case) the result for $`P_{\mathrm{trans}}`$ requires that the incident radiation is in a thermal state, at some temperature $`T_0`$. (The quantity $`f(\omega ,T_0)=I_0(2\pi /N\delta \omega )`$ is the corresponding value of the Bose-Einstein function.) There is no such requirement for $`P_{\mathrm{th}}`$ and $`P_{\mathrm{ex}}`$, which are independent of the incident state. For $`T_0T`$ we may generally neglect $`P_{\mathrm{th}}`$ and $`P_{\mathrm{ex}}`$ relative to $`P_{\mathrm{trans}}`$, so that $`P=\overline{I}_{\mathrm{trans}}+P_{\mathrm{trans}}`$. However, if the incident radiation is in a coherent state, then $`P_{\mathrm{trans}}0`$ and since for sufficiently large $`I_0`$ we may neglect $`P_{\mathrm{th}}`$, we have in this case $`P=\overline{I}_{\mathrm{trans}}+P_{\mathrm{ex}}`$. The contribution $`P_{\mathrm{th}}`$ is important mainly in the absence of external illumination, when $`P=\overline{I}_{\mathrm{th}}+P_{\mathrm{th}}`$.
### B Amplifying medium
The results for an amplifying medium are obtained by the substitution $`\xi _ai\xi _a`$, $`fN_{\mathrm{upper}}(N_{\mathrm{lower}}N_{\mathrm{upper}})^1`$, cf. Sec. IIC. The frequency dependence of $`P_{\mathrm{th}},P_{\mathrm{trans}},`$ and $`P_{\mathrm{ex}}`$ following from Eqs. (33)–(35) is plotted in Fig. 4 for lengths $`L`$ below the laser threshold at $`L=\pi \xi _a`$.
### C Cross-correlator
In the absence of any incident radiation, the noise $`P=\overline{I}_{\mathrm{th}}+P_{\mathrm{th}}`$ is due entirely to the thermal fluctuations in the medium. The current fluctuations at the two ends of the waveguide are correlated, as measured by the cross-correlator
$$P_{12}(\mathrm{\Omega })=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑te^{i\mathrm{\Omega }t}\overline{\delta I_1(t)\delta I_2(0)}.$$
(41)
From Eqs. (25), (28), and (29) we obtain
$`P_{12}(\mathrm{\Omega })={\displaystyle \frac{8Df^2}{c\xi _a}}(N\delta \omega /2\pi ){\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}\left({\displaystyle \frac{\mathrm{cosh}(ss^{})\mathrm{cosh}s^{}}{\mathrm{sinh}s}}\right)^2`$ (42)
$`\times {\displaystyle \frac{\mathrm{sinh}[s^{}\sqrt{1i\mathrm{\Omega }\tau _a}]\mathrm{sinh}[(ss^{})\sqrt{1+i\mathrm{\Omega }\tau _a}]}{|\mathrm{sinh}[s\sqrt{1i\mathrm{\Omega }\tau _a}]|^2}}.`$ (43)
The cross-correlator is plotted in Fig. 5 for both the absorbing and amplifying cases. The outgoing currents at the two ends of the waveguide are anti-correlated for $`\mathrm{\Omega }\tau _a1`$.
## IV Comparison with quantum theory
A fully quantum mechanical theory for the photocount distribution of a disordered medium was developed in Refs. . In this section we verify that it agrees with the semiclassical results of the previous section. We consider the same system of Fig. 2, a disordered waveguide with a photodetector at one end and a stationary current incident at the other end. We assume that the incident current originates from a thermal source at temperature $`T_0`$. The photocount distribution is the distribution of the number of photons $`n(t)`$ counted (with unit quantum efficiency) in the time interval $`(0,t)`$. Substitution of $`I=dn/dt`$ in the definition (27) of the noise power $`P(\mathrm{\Omega })`$ leads to a relation with the variance $`\mathrm{Var}n(t)`$ of the photocount,
$`P(\mathrm{\Omega })=\mathrm{\Omega }^2{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑t\mathrm{Var}n(t)\mathrm{cos}\mathrm{\Omega }t,`$ (45)
$`\text{Var}n(t)={\displaystyle \frac{2}{\pi }}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑\mathrm{\Omega }\mathrm{\Omega }^2P(\mathrm{\Omega })\left(\mathrm{cos}\mathrm{\Omega }t1\right).`$ (46)
The variance can be separated into two terms, $`\mathrm{Var}n(t)=\overline{n}(t)+\kappa (t)=t\overline{I}+\kappa (t)`$, with $`\kappa (t)`$ the second factorial cumulant. The term $`t\overline{I}`$, substituted into Eq. (45), gives the frequency-independent shot noise contribution $`\overline{I}`$ to the power spectrum,
$`P(\mathrm{\Omega })=\overline{I}\mathrm{\Omega }^2{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑t\kappa (t)\mathrm{cos}\mathrm{\Omega }t.`$ (47)
The cumulant $`\kappa =\kappa _{\mathrm{trans}}+\kappa _{\mathrm{th}}+\kappa _{\mathrm{ex}}`$ contains separate contributions from the transmitted incident radiation and thermal fluctuations in the medium, plus an excess contribution from the beating of the two. These contributions have an exact representation in terms of the $`N\times N`$ reflection and transmission matrices $`r(\omega )`$, $`t(\omega )`$ of the waveguide ,
$`\kappa _{\mathrm{trans}}(t)`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega ^{}}{2\pi }}L(\omega \omega ^{},t)f(\omega ,T_0)f(\omega ^{},T_0)\mathrm{Tr}T(\omega )T(\omega ^{}),`$ (48)
$`\kappa _{\mathrm{th}}(t)`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{d\omega ^{}}{2\pi }}L(\omega \omega ^{},t)f(\omega ,T)f(\omega ^{},T)\mathrm{Tr}Q(\omega )Q(\omega ^{}),`$ (49)
$`\kappa _{\mathrm{ex}}(t)`$ $`=`$ $`{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega ^{}}{2\pi }}L(\omega \omega ^{},t)\mathrm{\hspace{0.17em}2}f(\omega ,T_0)f(\omega ^{},T)\mathrm{Tr}T(\omega )Q(\omega ^{}),`$ (50)
where we have defined
$`L(\omega ,t)`$ $`=`$ $`{\displaystyle \underset{0}{\overset{t}{}}}𝑑t^{}{\displaystyle \underset{0}{\overset{t}{}}}𝑑t^{\prime \prime }\mathrm{exp}[i\omega (t^{}t^{\prime \prime })]=2\omega ^2(1\mathrm{cos}\omega t),`$ (51)
$`Q(\omega )`$ $`=`$ $`𝟙𝕣(\omega )𝕣^{}(\omega )𝕥(\omega )𝕥^{}(\omega ),`$ (52)
$`T(\omega )`$ $`=`$ $`t(\omega )t^{}(\omega ).`$ (53)
Substitution into Eq. (47) gives the corresponding contributions to the noise power $`P=\overline{I}+P_{\mathrm{trans}}+P_{\mathrm{th}}+P_{\mathrm{ex}}`$,
$`P_{\mathrm{trans}}(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega }{2\pi }}f(\omega ,T_0)f(\omega +\mathrm{\Omega },T_0)\mathrm{Tr}T(\omega )T(\omega +\mathrm{\Omega })+\{\mathrm{\Omega }\mathrm{\Omega }\},`$ (54)
$`P_{\mathrm{th}}(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega }{2\pi }}f(\omega ,T)f(\omega +\mathrm{\Omega },T)\mathrm{Tr}Q(\omega )Q(\omega +\mathrm{\Omega })+\{\mathrm{\Omega }\mathrm{\Omega }\},`$ (55)
$`P_{\mathrm{ex}}(\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d\omega }{2\pi }}2f(\omega ,T_0)f(\omega +\mathrm{\Omega },T)\mathrm{Tr}T(\omega )Q(\omega +\mathrm{\Omega })+\{\mathrm{\Omega }\mathrm{\Omega }\}.`$ (56)
As in the previous section, we assume a frequency-resolved measurement in an interval $`\delta \omega \omega ,1/\tau _{\mathrm{coh}}`$ with $`\mathrm{\Omega }\delta \omega `$. We may then omit the integral over $`\omega `$ and approximate the argument $`\omega \pm \mathrm{\Omega }`$ in the functions $`f`$ by $`\omega `$. We take the ensemble average $`\mathrm{}`$ of the noise power, in which case the contributions from $`\pm \mathrm{\Omega }`$ are the same. Finally, we insert the incident current $`I_0=f(\omega ,T_0)N\delta \omega /2\pi `$, to arrive at
$`P_{\mathrm{trans}}(\mathrm{\Omega })`$ $`=`$ $`(2\pi /N\delta \omega )I_0^2N^1\mathrm{Tr}T(\omega )T(\omega +\mathrm{\Omega }),`$ (57)
$`P_{\mathrm{th}}(\mathrm{\Omega })`$ $`=`$ $`(N\delta \omega /2\pi )f^2(\omega ,T)N^1\mathrm{Tr}Q(\omega )Q(\omega +\mathrm{\Omega }),`$ (58)
$`P_{\mathrm{ex}}(\mathrm{\Omega })`$ $`=`$ $`2I_0f(\omega ,T)N^1\mathrm{Tr}T(\omega )Q(\omega +\mathrm{\Omega }).`$ (59)
It remains to evaluate the ensemble averages. This is done in the appendix, by extending the approach of Ref. to correlators of reflection and transmission matrices at different frequencies. The calculation applies to the diffusive regime that the length $`L`$ of the waveguide is large compared to the mean free path $`l`$, but still small compared to the localization length $`Nl`$. (The absorption length $`\xi _a`$ is also assumed to be $`l`$.) The results are
$`N^1\mathrm{Tr}T(\omega )T(\omega +\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{8D}{c\xi _a}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}K(s^{},s){\displaystyle \frac{\mathrm{cosh}^2(ss^{})}{\mathrm{sinh}^2s}},`$ (60)
$`N^1\mathrm{Tr}Q(\omega )Q(\omega +\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{8D}{c\xi _a}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}K(s^{},s){\displaystyle \frac{[\mathrm{cosh}s^{}\mathrm{cosh}(ss^{})]^2}{\mathrm{sinh}^2s}},`$ (61)
$`N^1\mathrm{Tr}T(\omega )Q(\omega +\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \frac{8D}{c\xi _a}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}K(s^{},s){\displaystyle \frac{\mathrm{cosh}(ss^{})\mathrm{cosh}s^{}\mathrm{cosh}^2(ss^{})}{\mathrm{sinh}^2s}},`$ (62)
where $`s=L/\xi _a`$ and the kernel $`K(s^{},s)`$ is defined in Eq. (A35). The combination of Eqs. (57)–(62) agrees precisely with the results (33)–(35) of the semiclassical theory. The quantum theory is more general than the semiclassical theory, because it can describe the effects of wave localization. The method of Ref. gives corrections to the above results in a power series in $`L/Nl`$. We will not pursue this investigation here.
## V Discussion
We have presented a theory for the frequency dependence of the noise power spectrum $`P(\mathrm{\Omega })`$ in an absorbing or amplifying disordered waveguide. The frequency dependence is governed by two time scales, the absorption or amplification time $`\tau _a`$ and the diffusion time $`L^2/D`$, both of which are assumed to be much greater than the coherence time $`\tau _{\mathrm{coh}}`$. A simplified description is obtained, in the absorbing case, for lengths $`L`$ much greater than the absorption length $`\xi _a=\sqrt{D\tau _a}`$, and, in the amplifying case, close to the laser threshold at $`L=\pi \xi _a`$. We will discuss these two cases separately.
### A Absorbing medium
The general formulas (33)–(35) for $`P=\overline{I}+P_{\mathrm{th}}+P_{\mathrm{trans}}+P_{\mathrm{ex}}`$ simplify for $`L\xi _a`$ to Eqs. (37)–(39). To characterize the frequency dependence we define the characteristic frequency $`\mathrm{\Omega }_c`$ as the frequency at which the super-Poissonian noise has dropped by a factor of two:
$$P(\mathrm{\Omega }_c)\overline{I}=\frac{1}{2}\left(P(0)\overline{I}\right).$$
(63)
In the absence of any external illumination ($`I_0=0`$) we have, from Eq. (37),
$$P=\overline{I}_{\mathrm{th}}\left(1+\frac{f}{1+x}\right),\overline{I}_{\mathrm{th}}=\frac{4Df}{c\xi _a}(N\delta \omega /2\pi ),$$
(64)
with $`x=\text{Re}\sqrt{1i\mathrm{\Omega }\tau _a}`$, hence $`\mathrm{\Omega }_c=17/\tau _a`$. If the illumination is in the coherent state from a laser, then we have, from Eq. (39),
$$P=\overline{I}_{\mathrm{trans}}\left(1+f\frac{1+2x}{x+x^2}\right),\overline{I}_{\mathrm{trans}}=\frac{8DI_0}{c\xi _a}e^s,$$
(65)
here $`\mathrm{\Omega }_c=9/\tau _a`$. In both these cases the diffusion time does not enter in the frequency dependence. This is different for illumination by a thermal source at temperature $`T_0`$ much greater than the temperature of the medium. From Eq. (38), with $`f_0=f(\omega ,T_0)`$, we then have
$$P_{\mathrm{trans}}(\mathrm{\Omega })=\overline{I}_{\mathrm{trans}}\left(1+\frac{f_0}{2}e^s\left[\frac{1e^{2s(x1)}}{x1}+\frac{3x+2}{x^2+x}\right]\right).$$
(66)
The characteristic frequency $`\mathrm{\Omega }_c=(64D/L^2\tau _a^3)^{1/4}`$ now contains both the diffusion time and the absorption time.
### B Amplifying medium
In the amplifying case the noise power becomes more and more strongly peaked near zero frequency with increasing amplification.
Close to the laser threshold at $`s=\pi `$ the frequency dependence of $`P_{\mathrm{th}}`$ for small frequencies $`\mathrm{\Omega }\tau _a1`$ has the form
$$P_{\mathrm{th}}=\frac{Z\overline{I}_{\mathrm{th}}^2}{2\pi [\mathrm{\Omega }^2\tau _a^2+4(1s/\pi )^2]},\overline{I}_{\mathrm{th}}=\frac{4f}{Z(\pi s)}.$$
(67)
Here again $`Z=(c\xi _a/2D)(2\pi /N\delta \omega )`$. Close to threshold the peak in the noise power spectrum has a Lorentzian lineshape with half-width $`\mathrm{\Omega }_c=(2/\tau _a)(1L/\pi \xi _a)`$. At the laser threshold both $`P_{\mathrm{th}}`$ and $`\overline{I}_{\mathrm{th}}`$ diverge, but the ratio $`\overline{I}_{\mathrm{th}}^2/P_{\mathrm{th}}`$ remains finite (see Fig. 6).
Finally, we note the fundamental difference between the time scales appearing in the noise spectrum for photons, on the one hand, and electrons, on the other hand. The absorption or amplification time $`\tau _a`$ obviously has no electronic analogue. The diffusion time $`L^2/D`$ appears in both contexts, however, the electronic noise spectrum remains frequency independent for $`\mathrm{\Omega }>D/L^2`$ . The reason for the difference is screening of electronic charge. As a result the characteristic frequency scale for electronic current fluctuations is the inverse scattering time $`D/l^2`$, which is much greater than the inverse diffusion time $`D/L^2`$.
###### Acknowledgements.
We thank P. W. Brouwer for advice concerning the calculation in the appendix and Yu. V. Nazarov and M. P. van Exter for useful discussions. This research was supported by the “Nederlandse organisatie voor Wetenschappelijk Onderzoek” (NWO) and by the “Stichting voor Fundamenteel Onderzoek der Materie” (FOM). E. G. M. also thanks the Russian Foundation for Basic Research.
## A Correlators of reflection and transmission matrices
To compute the noise power spectrum in the quantum mechanical approach of Sec. V, we need the correlators of reflection and transmission matrices $`t(\omega _\pm )`$ and $`r(\omega _\pm )`$ at two different frequencies $`\omega _\pm =\omega \pm \mathrm{\Omega }/2`$. (For $`\mathrm{\Omega }\omega `$ this is the same as the correlator at frequencies $`\omega `$ and $`\omega +\mathrm{\Omega }`$.) We calculate these correlators for a waveguide geometry in the diffusive regime, by extending the equal-frequency ($`\mathrm{\Omega }=0`$) theory of Brouwer .
Upon attachment of a short segment of length $`\delta L`$ to one end of the waveguide of length $`L`$, the transmission and reflection matrices change according to
$`t`$ $``$ $`t_{\delta L}(1+rr_{\delta L})t,`$ (A2)
$`r`$ $``$ $`r_{\delta L}^{}+t_{\delta L}(1+rr_{\delta L})rt_{\delta L}^\mathrm{T},`$ (A3)
where the superscript $`\mathrm{T}`$ indicates the transpose of a matrix. (Because of reciprocity the transmission matrix from left to right equals the transpose of the transmission matrix from right to left.) The transmission matrix $`t_{\delta L}`$ of the short segment at frequency $`\omega _\pm `$ may be chosen proportional to the unit matrix,
$$t_{\delta L}=\left(1\frac{\delta L}{2l^{}}\frac{\delta L}{2c^{}\tau _a}\pm \frac{i\mathrm{\Omega }\delta L}{2c^{}}\right)𝟙.$$
(A4)
The mean free path $`l^{}=4l/3`$ and the velocity $`c^{}=c/2`$ represent a weighted average over the $`N`$ transverse modes in the waveguide.
Unitarity of the scattering matrix dictates that the reflection matrix from the left of the short segment is related to the reflection matrix from the right by $`r_{\delta L}^{}=r_{\delta L}^{}`$. We abbreviate $`r_{\delta L}\delta r`$. The matrix $`\delta r`$ is symmetric (because of reciprocity), with zero mean and variance
$$\delta r_{kl}^{}\delta r_{mn}^{}=(N+1)^1(\delta _{km}\delta _{ln}+\delta _{kn}\delta _{lm})\delta L/l^{}.$$
(A5)
The resulting change in the matrix products $`tt^{}`$ and $`rr^{}`$ is
$`tt^{}`$ $``$ $`(1\delta L/l^{}\delta L/c^{}\tau _a)tt^{}+(r\delta rt)(r\delta rt)^{}`$ (A8)
$`+r\delta rtt^{}+(r\delta rtt^{})^{},`$
$`rr^{}`$ $``$ $`(12\delta L/l^{}2\delta L/c^{}\tau _a)rr^{}+(r\delta rr)(r\delta rr)^{}+\delta r^{}\delta r`$ (A10)
$`+r\delta rrr^{}+(r\delta rrr^{})^{}r\delta r(r\delta r)^{}.`$
The frequency $`\mathrm{\Omega }`$ does not appear explicitly in these increments.
We define the following ensemble averages
$``$ $`=`$ $`N^1\mathrm{Tr}(𝟙𝕣𝕣^{}),`$ (A11)
$`𝒞`$ $`=`$ $`N^1\mathrm{Tr}(𝟙𝕣_{}^{}𝕣_+^{}),`$ (A12)
$`𝒯`$ $`=`$ $`N^1\mathrm{Tr}tt^{},`$ (A13)
where $`r,t`$ are evaluated at frequency $`\omega `$ and $`r_\pm ,t_\pm `$ at frequency $`\omega \pm \mathrm{\Omega }/2`$. Similarly, we define the correlators
$`C_{rr}`$ $`=`$ $`N^1\mathrm{Tr}(𝟙𝕣_{}^{}𝕣_{}^{})(𝟙𝕣_+^{}𝕣_+^{}),`$ (A14)
$`C_{rt}`$ $`=`$ $`N^1\mathrm{Tr}(𝟙𝕣_{}^{}𝕣_{}^{})𝕥_+^{}𝕥_+^{},`$ (A15)
$`C_{tt}`$ $`=`$ $`N^1\mathrm{Tr}t_{}^{}t_{}^{}t_+^{}t_+^{}.`$ (A16)
We will see that, in the diffusive regime, these 6 quantities satisfy a coupled set of ordinary differential equations in $`L`$.
The diffusive regime corresponds to the large-$`N`$ limit, in which the length $`L`$ of the waveguide is much less than the localization length $`Nl`$. In this limit we may replace Eq. (A5) by $`\delta r_{kl}^{}\delta r_{mn}^{}=(\delta L/Nl^{})\delta _{km}\delta _{ln}`$. In the large-$`N`$ limit we may also replace averages of products of traces by products of averages of traces. From Eq. (A5) we thus obtain the diffential equations
$`l^{}{\displaystyle \frac{d}{dL}}`$ $`=`$ $`2\gamma (1)^2,`$ (A17)
$`l^{}{\displaystyle \frac{d𝒞}{dL}}`$ $`=`$ $`2\gamma (1+i\mathrm{\Omega }\tau _a)(1𝒞)𝒞^2,`$ (A18)
$`l^{}{\displaystyle \frac{d𝒯}{dL}}`$ $`=`$ $`\gamma 𝒯𝒯,`$ (A19)
$`l^{}{\displaystyle \frac{dC_{rr}}{dL}}`$ $`=`$ $`(4\gamma +𝒞+𝒞^{}+2)C_{rr}+2(+2\gamma ),`$ (A20)
$`l^{}{\displaystyle \frac{dC_{rt}}{dL}}`$ $`=`$ $`(3\gamma +𝒞+𝒞^{}+)C_{rt}𝒯C_{rr}+2(+\gamma )𝒯,`$ (A21)
$`l^{}{\displaystyle \frac{dC_{tt}}{dL}}`$ $`=`$ $`(2\gamma +𝒞+𝒞^{})C_{tt}2𝒯C_{rt}+2𝒯^2,`$ (A22)
with the definition $`\gamma =l^{}/c^{}\tau _a`$. The initial conditions are that each of these 6 quantities $`1`$ for $`L0`$.
This set of differential equations may be simplified further if we assume, as we did in the semiclassical theory, that the mean free path is small compared to both the absorption length and the length of the waveguide. All 6 quantities (A11)–(A16) are of order $`\sqrt{\gamma }`$, which is $`1`$ if $`l^{}c^{}\tau _a`$, so that we obtain in leading order
$`l^{}{\displaystyle \frac{d}{dL}}`$ $`=`$ $`2\gamma ^2,`$ (A23)
$`l^{}{\displaystyle \frac{d𝒞}{dL}}`$ $`=`$ $`2\gamma (1+i\mathrm{\Omega }\tau _a)𝒞^2,`$ (A24)
$`l^{}{\displaystyle \frac{d𝒯}{dL}}`$ $`=`$ $`𝒯,`$ (A25)
$`l^{}{\displaystyle \frac{dC_{rr}}{dL}}`$ $`=`$ $`(𝒞+𝒞^{}+2)C_{rr}+2^2,`$ (A26)
$`l^{}{\displaystyle \frac{dC_{rt}}{dL}}`$ $`=`$ $`(𝒞+𝒞^{}+)C_{rt}𝒯C_{rr}+2𝒯,`$ (A27)
$`l^{}{\displaystyle \frac{dC_{tt}}{dL}}`$ $`=`$ $`(𝒞+𝒞^{})C_{tt}2𝒯C_{rt}+2𝒯^2.`$ (A28)
As initial condition we should now take that the product of each quantity with $`L`$ remains finite when $`L0`$.
Although the differential equations are coupled, they may be solved separately for $``$, $`𝒞`$, $`𝒯`$, $`C_{rr}`$, $`C_{rt}`$, $`C_{tt}`$, in that order. In terms of the rescaled length $`s=(2\gamma )^{1/2}L/l^{}=L/\xi _a`$, the results are
$``$ $`=`$ $`{\displaystyle \frac{(2\gamma )^{1/2}}{\mathrm{tanh}s}},`$ (A29)
$`𝒞`$ $`=`$ $`{\displaystyle \frac{(2\gamma )^{1/2}\sqrt{1+i\mathrm{\Omega }\tau _a}}{\mathrm{tanh}s\sqrt{1+i\mathrm{\Omega }\tau _a}}},`$ (A30)
$`𝒯`$ $`=`$ $`{\displaystyle \frac{(2\gamma )^{1/2}}{\mathrm{sinh}s}},`$ (A31)
$`C_{rr}`$ $`=`$ $`{\displaystyle \frac{(8\gamma )^{1/2}}{\mathrm{sinh}^2s}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}K(s^{},s)\mathrm{cosh}^2s^{},`$ (A32)
$`C_{rt}`$ $`=`$ $`{\displaystyle \frac{(8\gamma )^{1/2}}{\mathrm{sinh}^2s}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}K(s^{},s)\mathrm{cosh}(ss^{})\mathrm{cosh}s^{},`$ (A33)
$`C_{tt}`$ $`=`$ $`{\displaystyle \frac{(8\gamma )^{1/2}}{\mathrm{sinh}^2s}}{\displaystyle \underset{0}{\overset{s}{}}}𝑑s^{}K(s^{},s)\mathrm{cosh}^2(ss^{}),`$ (A34)
where the kernel $`K`$ is defined by
$$K(s^{},s)=\left|\mathrm{sinh}s^{}\sqrt{1+i\mathrm{\Omega }\tau _a}\right|^2\left|\mathrm{sinh}s\sqrt{1+i\mathrm{\Omega }\tau _a}\right|^2.$$
(A35)
These are the expressions used in Sec. 4 (where we have also substituted $`\sqrt{2\gamma }=4D/c\xi _a`$). The remaining integrals over $`s^{}`$ may be done analytically, but the resulting expressions are rather lengthy so we do not record them here. For $`\mathrm{\Omega }=0`$ our results reduce to those of Brouwer (up to a misprint in Eq. (13c) of that paper, where the plus and minus signs in the expression between brackets should be interchanged).
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# The mass surface density in the local disk and the chemical evolution of the Galaxy
## 1. INTRODUCTION
Despite a number of estimates, obtained by means of several different methods, the value of the local column density of the Galactic disk in stars and gas, $`\mathrm{\Sigma }_b(R_{}`$ 8 kpc) = $`\mathrm{\Sigma }_{stars}+\mathrm{\Sigma }_{gas}`$, has been until recently very uncertain. Direct HST star counts imply a stellar column density of $`27`$ $`M_{}`$ pc<sup>-2</sup> (Flynn, Gould, & Bahcall 1999), while the (H I \+ H<sub>2</sub>) column density amounts to 7 – 13 $`M_{}`$ pc<sup>-2</sup> (Dickey 1993; Flynn et al. 1999). Therefore, the surface density of the directly seen baryonic matter amounts to 35 – 40 $`M_{}`$ pc<sup>-2</sup>. However, the actual column density of the “luminous” disk could be higher because the above detection does not account for dead stars and brown dwarfs.
The total disk surface density $`\mathrm{\Sigma }_z(R_{})`$, including also any eventual disk dark matter component, can be determined from the motion of stars in the solar neighborhood perpendicular to the Galactic plane (e.g. Binney & Tremaine 1987; Gilmore, Wyse, & Kuijken 1989). From the kinematics of a sample of K-giants Bahcall, Flynn, & Gould (1992) derived $`\mathrm{\Sigma }_z(R_{})=84_{25}^{+30}`$ $`M_{}`$ pc<sup>-2</sup> (at 1 $`\sigma `$ level). Notice that such a measure is a complex one and it is strongly dependent on the underlying assumptions. By employing different samples and/or analysis, lower values for $`\mathrm{\Sigma }_z(R_{})`$ have been claimed: $`\mathrm{\Sigma }_z(R_{})=46\pm 9`$ $`M_{}`$ pc<sup>-2</sup> (Kuijken & Gilmore 1989) — revised to $`48\pm 9`$ $`M_{}`$ pc<sup>-2</sup> (Kuijken & Gilmore 1991), $`\mathrm{\Sigma }_z(R_{})=52\pm 13`$ $`M_{}`$ pc<sup>-2</sup> (Flynn & Fuchs 1994). The local column density of stars and gas could be smaller, because these dynamical estimates may include some non-baryonic matter. Notice however that it is quite unlikely that there is non-baryonic matter in the disk, because non-baryonic dark matter is probably non dissipational. Any non-baryonic matter present in the disk is likely to be part of the dark halo, and this component is always subtracted from the dynamical estimates of the local column density.
Fitting the Galaxy rotation curve (RC) with a mass model provides a further way of estimating the local column density of disk matter $`\mathrm{\Sigma }_V`$. In fact, such a fit indicates what is the fraction $`\beta `$<sup>1</sup><sup>1</sup>1It should be noted that the value for $`\beta `$ depends on the assumed profiles for the disk and the halo. of the circular velocity due to the disk component (at the Sun’s position). Then, $`\beta V_{}^2`$ is compared with the circular velocity of an exponential thin disk, $`V_{disk}^2=G^1\mathrm{\Sigma }_VR_Df(R_{}/R_D)`$, with $`f`$ a known function of the Galactocentric distance of the Sun expressed in terms of disk length scales (see Freeman 1970), to yield $`\mathrm{\Sigma }_V`$, providing that $`R_{}`$ and $`R_D`$ are known. The results are far from unique, and reflect the presence of uncertainties in the mass modelling, in the actual shape of the Galactic RC, and in the basic structural parameters. The values found range between $`\mathrm{\Sigma }_V50`$ $`M_{}`$ pc<sup>-2</sup> and $`100`$ $`M_{}`$ pc<sup>-2</sup> (Olling & Merrifield 1998; Dehnen & Binney 1998), and moreover include any dark matter distributed like the stellar disk. In external galaxies of luminosity similar to the Galaxy $`(L_B10^{11}`$ $`L_{})`$, values of $`\mathrm{\Sigma }_V`$ as high as $`90`$ $`M_{}`$ pc<sup>-2</sup> at $`R`$ = 8 kpc cannot be ruled out (Persic, Salucci, & Stel 1996).
Finally, let us note that if the dark matter halo in the Galaxy follows the standard cold dark matter (CDM) universal density profile (Navarro, Frenk, & White 1997), and therefore at the Sun position $`\rho _{SCDM}R^2`$, then the local disk column density is required to be towards the low end of the above-cited values (e.g. Courteau & Rix 1999). On the other hand, low-$`\mathrm{\Omega }`$ CDM density profiles are not inconsistent with a baryon dominated region inside $`R_{}`$, and then with much higher values for the local disk column density (Navarro 1998).
Summarizing: all the above observations, often entangled with heavy theoretical assumptions, poorly constrain the value of the column density of the baryonic matter in the local disk, that may lie between 35 and 100 $`M_{}`$ pc<sup>-2</sup>.
However, very recently the results of the European Space Agency’s Hipparcos mission have allowed a drastical reduction of this permitted range, by making available direct distances for the tracer stars. In particular, Crézé et al. (1998) and Holmberg & Flynn (1998) have analyzed the A and F stars in the Hipparcos data set (some 10,000 stars) and derived greatly improved estimates of the total gravitating mass: the gravitating disk mass seems to be now firmly established at 50 to 60 $`M_{}`$ pc<sup>-2</sup>.
In this paper we investigate how the gravitating mass of the disk influences the Galactic chemical evolution. Successful models for the chemical evolution of the Galaxy, in fact, require a star formation law depending on the total mass surface density (Tosi 1988; Matteucci & François 1989; Chiappini, Matteucci, & Gratton 1997), and the star formation rate (SFR) is a fundamental parameter in the evolution of galaxies.
## 2. THE CHEMICAL EVOLUTION MODEL
We adopt the two-infall chemical evolution model of Chiappini et al. (1997), to which we refer for an exhaustive explanation of the main assumptions and basic equations. Here we just review the features of the model most directly related to the aspects discussed in the present study.
Briefly, the overall evolutionary scenario is the following: it is assumed that the Galaxy formed out of two main infall episodes; during the first episode, the primordial gas collapsed very quickly and formed the spheroidal components (halo and bulge); during the second episode, the thin disk formed almost independently of the previous infall episode, mainly out of material of primordial chemical composition. The disk formation process is assumed to be slower with increasing Galactocentric distance (Larson 1976; Matteucci & François 1989); this “inside-out” formation of the Galactic disk is required to reproduce the abundance gradients and the gas distribution along the disk. A hiatus in the star formation between thick disk and thin disk phases, as suggested by recent observations (Gratton et al. 1996; Bernkopf & Fuhrmann 1998; Fuhrmann 1998; Carraro 2000), is naturally produced by the model under the assumption that the star formation stops when the gas surface density drops below a threshold of 7 $`M_{}`$ pc<sup>-2</sup> (Kennicutt 1989). Moreover, the presence of such a threshold predicts a roughly constant gas density profile at the outer radii (between 8 and 14 kpc) in agreement with observations (Dame 1993). We will focus on the thin disk formation process.
The most relevant quantities in the present discussion are the infall rate and the SFR, since they involve the total mass surface density profile. The rate at which the thin disk is formed out of external matter (although it has also some initial contribution from the halo gas) is:
$$\frac{d\mathrm{\Sigma }_I(R,t)}{dt}=B(R)e^{(tt_{max})/\tau _D},$$
(1)
where $`\mathrm{\Sigma }_I(R,t)`$ is the gas surface density of the infalling material, which has a primordial chemical composition; $`t_{max}`$ is the time of maximum gas accretion onto the disk, coincident with the end of the halo-thick disk phase which is set equal to 1 Gyr; $`\tau _D`$ is the timescale for mass accretion onto the thin disk component. We assume that $`\tau _D`$ increases with increasing the Galactic radius:
$$\tau _D(R)=1.033\times R1.267.$$
(2)
This relation derives from the fact that in order to fit the G-dwarf metallicity distribution in the solar neighborhood it is necessary to assume $`\tau _D`$ = 7 Gyr, whereas to reproduce the metallicity distribution of the stars in the Galactic bulge ($`R`$ = 2 kpc) a timescale $`\tau _D`$ = 0.8 Gyr is required (Matteucci, Romano, & Molaro 1999). It should be emphasized that this choice also guarantees a good fit to the gas density profile and to the Galactic abundance gradients. The quantity $`B(R)`$ is derived from the condition of reproducing the current total mass surface density distribution along the disk:
$$B(R)=\frac{\mathrm{\Sigma }(R,t_{Gal})}{\tau _D(R)\left(1e^{(t_{Gal}t_{max})/\tau _D(R)}\right)}.$$
(3)
$`t_{Gal}`$ = 15 Gyr is the age of the Galaxy starting with the formation of the halo. From equation (3) it is clear the strong dependence of the infall rate from the total mass density profile.
Observations in our own and in other disk galaxies allow us to relate the SFR to intrinsic parameters of galaxies, in particular to the average surface gas density: SFR $`\mathrm{\Sigma }_{gas}^k`$ (Schmidt 1959), where the exponent is reasonably well known (e.g. $`k`$ = 1.4 $`\pm `$ 0.15 — Kennicutt 1998). Moreover, the correlation between metallicity and surface brightness noted for late type spirals (McCall 1982; Edmunds & Pagel 1984; Dopita & Ryder 1994) is consistent with theories of self-regulated star formation, in which the energy produced by young stars and SNe feeds back into the ISM and inhibits further star formation by producing an expansion of the region surrounding the new stars or the SN remnants, thus relating the SFR to the gravitational potential and therefore to the total mass surface density. In addition, according to the most popular prescriptions, one of the key conditions for star formation to occur is
$$t_{cooling}<<t_{ff},$$
(4)
where $`t_{cooling}`$ is the cooling timescale and $`t_{ff}`$ is the free-fall timescale (Katz 1992; Navarro & White 1993; Carraro, Lia, & Chiosi 1998); $`t_{ff}\rho ^{1/2}`$, where $`\rho `$ is the total mass density (Buonomo et al. 1999). Again, in some way the SFR is related to the potential well and therefore to the total mass surface density. The SFR adopted here is the same as in Chiappini et al. (1997) and it was chosen in order to give the best agreement with the observed constraints:
$$\psi (R,t)=\nu (t)\left(\frac{\mathrm{\Sigma }(R,t)}{\mathrm{\Sigma }(R_{},t)}\right)^{2(k1)}\left(\frac{\mathrm{\Sigma }(R,t_{Gal})}{\mathrm{\Sigma }(R,t)}\right)^{k1}$$
$$\mathrm{\Sigma }_{gas}^k(R,t).$$
(5)
$`\nu (t)`$ is the efficiency of the star formation process, which is set to 1 Gyr<sup>-1</sup>, except when the gas surface density drops below 7 $`M_{}`$ pc<sup>-2</sup>. In fact in this case $`\nu (t)`$ = 0, because below this critical density the gas is gravitationally stable against density condensations into stars. $`\mathrm{\Sigma }(R,t)`$ is the total disk mass surface density at a given radius $`R`$ and a given time $`t`$, $`\mathrm{\Sigma }(R_{},t)`$ is the total disk mass surface density at the Solar position and $`\mathrm{\Sigma }_{gas}(R,t)`$ is the gas surface density. Note that the gas surface density exponent, $`k`$, equal to 1.5, was obtained from the best model of Chiappini et al. (1997) in order to ensure a good fit to the observational constraints at the solar vicinity. This value is in good agreement with the recent observational results of Kennicutt (1998) and with N-body simulation results by Gerritsen & Icke (1997).
As far as our present model is concerned, we stress that the SFR *along the Galactic disk*, and hence the evolutionary history of the Galactic disk itself, is fixed by the *specific value of the local column density* of disk matter that we adopt. In fact, the total disk mass surface density profile, an exponential with scale length $`R_D`$, can be expressed as:
$$\mathrm{\Sigma }(R,t_{Gal})=\mathrm{\Sigma }(R_{},t_{Gal})e^{(RR_{})/R_D},$$
(6)
which relates the column density at a radius $`R`$ to the column density at the Solar position. For the purpose of this paper, we let the local mass surface density value to vary from 35 to 100 $`M_{}`$ pc<sup>-2</sup> and we set $`R_{}`$ = 8 kpc.
Finally, the stellar nucleosynthesis prescriptions we adopt are from:
* van den Hoek & Groenewegen (1997) for low-intermediate mass stars (0.8 – 8 $`M_{}`$) (their case with variable $`\eta _{AGB}`$);
* Charbonnel & do Nascimento (1998) for <sup>3</sup>He production/destruction in low-mass stars ($`M`$ $`<`$ 2 $`M_{}`$);
* Woosley & Weaver (1995) for Type II SNe ($`M`$ $`>`$ 10 $`M_{}`$);
* Thielemann, Nomoto, & Hashimoto (1993) for Type Ia SNe (exploding white dwarfs in binary systems as described in Matteucci & Greggio 1986);
* José & Hernanz (1998) for classical novae.
Our prescriptions differ from those of Chiappini et al. (1997) in: i) the range of low-intermediate masses (0.8 – 8 $`M_{}`$), where they adopted the Renzini & Voli (1981) yields; ii) the fact that we are including the explosive nucleosynthesis from nova outbursts (Romano et al. 1999; Romano & Matteucci 2000); iii) using extra-mixing prescriptions for the <sup>3</sup>He nucleosynthesis (Chiappini & Matteucci 2000) and iv) the Sun position, now taken as 8 kpc instead of 10 kpc.
As far as the composition of the infalling material is concerned, we set Y<sub>P</sub> = 0.245 rather than 0.23 (where Y<sub>P</sub> is the primordial mass fraction in form of <sup>4</sup>He), according to a recent estimate of the pristine <sup>4</sup>He abundance obtained as a weighted mean of the <sup>4</sup>He mass fractions from the two most metal-deficient blue compact galaxies, corrected for the stellar contribution (Y<sub>P</sub> = 0.245 $`\pm `$ 0.002 — Izotov et al. 1999<sup>2</sup><sup>2</sup>2Ionization corrections for low-metallicity H II regions suggest that this estimate should be reduced to Y<sub>P</sub> = 0.241 $`\pm `$ 0.002 (Viegas, Gruenwald, & Steigman 1999).). The primordial abundances by mass of deuterium and helium-3 are D<sub>P</sub> = 4.5 $`\times `$ 10<sup>-5</sup> and <sup>3</sup>He<sub>P</sub> = 4.0 $`\times `$ 10<sup>-5</sup>, respectively. The adopted IMF is that of Scalo (1986).
## 3. MODEL PREDICTIONS
### 3.1. The Solar Circle
In Tables 1 and 2 the model predictions together with the corresponding observed quantities are shown. Different models have identical parameters apart from the value of $`\mathrm{\Sigma }(R_{})`$.
From an inspection of Table 1, we see that there are not big differences among the quantities predicted by the different models, with the exception of the surface densities of live stars and stellar remnants, which seem to exclude the models with the highest total disk mass surface densities (80 – 100 $`M_{}`$ pc<sup>-2</sup>). The lowest density value (35 $`M_{}`$ pc<sup>-2</sup>) predicts a stellar density which is only in marginal agreement with the observed one.
The predictions on the abundances of the interstellar medium at the time of the Sun’s formation are independent of the chosen total disk mass surface density but depend on all other model assumptions, in particular on the assumed stellar yields. Therefore, since we adopted a set of new yields relative to Chiappini et al. (1997), a comparison between our results for $`\mathrm{\Sigma }`$ = 54 $`M_{}`$ pc<sup>-2</sup> and those of Chiappini et al. (1997) is required. Table 2 shows that the largest differences in the predicted solar abundances arise for D, <sup>3</sup>He, <sup>12</sup>C, and <sup>13</sup>C. The improvement in the predicted solar abundance for <sup>12</sup>C and <sup>13</sup>C is due to the fact that we adopt the new nucleosynthetic yields from van den Hoek & Groenewegen (1997) for low and intermediate mass stars, whereas the improvement in the predicted solar abundances for D and <sup>3</sup>He is due to the fact that we take into account that 93% of evolved stars undergo the extra-mixing on the RGB and thus destroy, at least partly, their <sup>3</sup>He (Charbonnel & do Nascimento 1998).
One of the most severe observational constraints to chemical evolution models is the relative number of stars formed at a given time, i.e. at a given metallicity. In Fig.1 we compare the predicted and observed G-dwarf metallicity distributions; in particular, we show the results of models in which $`\mathrm{\Sigma }(R_{},t_{Gal})`$ is taken to be 20, 54 and 100 $`M_{}`$ pc<sup>-2</sup>, respectively. Models with $`\mathrm{\Sigma }`$ = 35 and 80 $`M_{}`$ pc<sup>-2</sup> have also been computed. They produce theoretical G-dwarf distributions very similar to those obtained with $`\mathrm{\Sigma }`$ = 54 or 100 $`M_{}`$ pc<sup>-2</sup>, so we do not show them here. From an inspection of Fig.1 we see that the case $`\mathrm{\Sigma }`$ = 20 $`M_{}`$ pc<sup>-2</sup> is in trouble in reproducing the high metallicity tail of the distribution while overestimating the number of low metallicity stars, whereas all the cases with $`\mathrm{\Sigma }`$ lying between 35 and 100 $`M_{}`$ pc<sup>-2</sup> lead to a better agreement with the observations. We performed a $`\chi ^2`$ test and obtained the following results: $`\chi ^2`$ = 0.11 for the case $`\mathrm{\Sigma }`$ = 20 $`M_{}`$ pc<sup>-2</sup>, $`\chi ^2`$ = 0.04 for the cases $`\mathrm{\Sigma }`$ = 54 and 100 $`M_{}`$ pc<sup>-2</sup>. We conclude that the observed differential metallicity distribution is not a useful tool to distinguish among realistic values for the total baryonic mass density in the local disk. This is not surprising since the G-dwarf metallicity distribution depends mostly on the assumed law for the disk formation (i.e. on the assumed infall timescale).
Fig.2 illustrates the different temporal behaviour of the SFR under different choices of $`\mathrm{\Sigma }`$. In the low density case a stochastic SFR (between 0 and 3 $`M_{}`$ pc<sup>-2</sup> Gyr<sup>-1</sup> at the present time) is expected during most of the evolution, due to the fact that the threshold in the gas density, below which the star formation stops, is easily attained in this case. On the other hand, in the case of a very high $`\mathrm{\Sigma }`$ the star formation process is not able to consume enough gas to go below the threshold. This explains why the highest $`\mathrm{\Sigma }`$ values produce the high stellar and remnant densities listed in Table 1. In a recent paper Rocha-Pinto et al. (2000) suggest that
Theoretical G-dwarf distributions obtained by choosing different values of $`\mathrm{\Sigma }(R_{},t_{Gal}`$) as input parameters in the chemical evolution model compared to the observed one (Rocha-Pinto & Maciel 1996). The \[Fe/H\] ratios are normalised to the theoretical solar one for each model. Temporal evolution of the star formation rate in the solar vicinity as predicted by models adopting $`\mathrm{\Sigma }(R_{},t_{Gal})`$ = 35, 54, and 100 $`M_{}`$ pc<sup>-2</sup>.
the SFR in the disk should have proceeded in three distinct bursts at 0 – 1, 2 – 5, and 7 – 9 Gyr ago. The earliest episode of enhanced star formation should reflect the beginning of the solar vicinity formation (and probably corresponds to our maximum infall time). The other two episodes could be related to cyclical mechanisms (for instance, tidal interactions between the Galaxy and the Magellanic Clouds, or even induced star formation by spiral arms). As already explained, the theoretical G-dwarf metallicity distribution is mainly dependent on the assumed timescale for the formation of the solar vicinity, hence it would not be too much affected by recent bursts of star formation.
The elemental abundance ratios as a function of metallicity are nearly independent of the adopted $`\mathrm{\Sigma }`$ value, depending mostly on the nucleosynthetic yields and the initial mass function. Therefore we do not discuss them here.
### 3.2. Radial Profiles
Here we discuss the predicted radial properties, in order to investigate the model behaviour along the overall Galactic disk under different prescriptions on the value of $`\mathrm{\Sigma }(R_{})`$.
We assume that the radial surface density distribution of the disk is exponential (see Sect.2, equation (6)), and run models assuming different values for the exponential scale length, $`R_D`$. Fig.3 shows the radial distribution of the present day surface gas density as predicted by models adopting $`R_D`$ = 2.5, 3.5, and 4.5 kpc (dashed, solid, and dotted lines, respectively), for different $`\mathrm{\Sigma }`$ values. The model predictions are compared with the observed gas distribution derived by Dame (1993). Radial distribution of the present day surface gas density as predicted by models with R<sub>D</sub> = 2.5 (*upper panel*), R<sub>D</sub> = 3.5 (*middle panel*), and R<sub>D</sub> = 4.5 (*lower panel*). From bottom to top, for each of these panels: lines referring to $`\mathrm{\Sigma }(R_{},t_{Gal})`$ = 35, 54, 80, and 100 $`M_{}`$ pc<sup>-2</sup> (dotted, continuous, long-dashed, and short-dashed lines, respectively). The observed (H I \+ H<sub>2</sub>) distribution is taken from Dame (1993). The surface density distribution of the total gas $`\mathrm{\Sigma }_{gas}`$ is obtained from the sum of the H I and H<sub>2</sub> distributions, $`\mathrm{\Sigma }_{HI}+\mathrm{\Sigma }_{H_2}`$, accounting for the helium and heavy elements fractions (thick line).
All our models predict a flattening of the distribution at radii larger than 10 kpc, due to the presence of the threshold star formation density. Models with $`\mathrm{\Sigma }`$ = 35 $`M_{}`$ pc<sup>-2</sup> give a flat gas distribution already at the smallest radii; on the contrary, models with $`\mathrm{\Sigma }`$ = 100 $`M_{}`$ pc<sup>-2</sup> produce very steep distributions, hardly compatible with observations. All models predict that the gas content increases toward the Galactic center, whereas the observations clearly show a decreasing trend below 5 kpc. This problem could be solved by including the Galactic bar (e.g. Portinari & Chiosi 2000), not present in the model. Taking into account these uncertainties we can conclude that the best gas distribution is obtained for local values of the total mass surface density in the range 50 – 75 $`M_{}`$ pc<sup>-2</sup>.
We also notice how increasing the disk scale length from 2.5 to 4.5 leads to a flattening in the predicted distribution. This behaviour is also observed in the case of the predicted radial density distributions of stars<sup>3</sup><sup>3</sup>3 A scale length value of 3.5 kpc is the preferred one, being able to produce a final stellar density scale length in agreement with the observed one (2.5 – 3.0 kpc — Sackett 1997; Freudenreich 1998)., stellar remnants, and in the case of the predicted abundance gradients. In particular, higher total mass densities and larger scale lengths tend to flatten the gradients in the external regions of the disk. The actual situation is still controversial, with observations partly supporting this flattening (Vílchez & Esteban 1996; Maciel & Quireza 1999) and partly not (Afflerbach, Churchwell, & Werner 1997; Smartt & Rolleston 1997; Rudolph et al. 1997). Therefore we can not draw any firm conclusion on this point.
## 4. CONCLUSIONS
We used a detailed model of galactic chemical evolution applied to our own galaxy in order to put constraints on the total amount of disk baryonic matter. Observational estimates of this quantity in the local disk span a wide range of values (from 35 to 100 $`M_{}`$ pc<sup>-2</sup>), depending on the underlying theoretical assumptions and on the adopted methods. We show that by means of chemical evolution models it is possible to substantially restrict the observed range of the total mass surface density.
We show that the value of $`\mathrm{\Sigma }(R_{})`$ should be restricted to the range 50 – 75 $`M_{}`$ pc<sup>-2</sup>, in order to guarantee the best fit to all the observational constraints available for the solar neighborhood and the overall Galactic disk. This is well consistent with the mass range which Crézé et al. (1998) and Holmberg & Flynn (1998) advocate from their analysis of A and F stars with parallaxes and proper motions from the Hipparcos satellite.
We would like to thank Dennis W. Sciama for enlightening comments and Cedric G. Lacey for careful reading of the manuscript. We would like also to thank the referee, Dr. Chris Flynn, for many comments that improved the presentation of the paper. D.R. wish to thank Cesario Lia for discussing the feed-back mechanism. F.M. and P.S. acknowledge financial support from the Italian Ministry for University and for Scientific and Technological Research (MURST). C.C. wish to thank Thomas M. Dame for having kindly sent his data on the gas density ditribution along the disk and to acknowledge financial support from CNPq/Brazil.
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# Role of Bond-Bond Interaction in the Extended Hubbard Chain
## 1 Introduction
The Hubbard model has been considered to be one of the simplest models to describe electrons in metals.$`^{\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ However, since this model is derived by neglecting elements of the Coulomb integral except for the on-site term,$`^{\text{?)}}`$ it may be unsufficient to describe phenomena where the neglected interactions play essential roles. The most dominant interaction next to the on-site term is considered to be a nearest-neighbor density-density interaction $`V`$. The Hubbard model including the $`V`$ term is usually called “the extended Hubbard model”. In addition, site-off-diagonal elements of the Coulomb integral give bond-charge $`X`$ and bond-bond $`W`$ interactions. Recently, effects of the site-off diagonal terms are pointed out in the real materials.$`^{\text{?}\text{)}}`$ In this paper, we consider the role of these site-off-diagonal interactions in one-dimensional (1D) cases, where non-perturbative treatment is possible.
For this purpose, we consider the following generalized Hubbard model in the half-filled band,
$``$ $`=`$ $`t{\displaystyle \underset{i}{}}B_{i,i+1}+U{\displaystyle \underset{i}{}}n_in_i+V{\displaystyle \underset{i}{}}n_in_{i+1}`$ (1)
$`+W{\displaystyle \underset{i}{}}(B_{i,i+1})^2+X{\displaystyle \underset{i,s}{}}B_{i,i+1,s}(n_{i,s}+n_{i+1,s})`$
$`+X^{}{\displaystyle \underset{i,s}{}}B_{i,i+1,s}n_{i,s}n_{i+1,s},`$
where
$$B_{ijs}c_{is}^{}c_{js}+c_{js}^{}c_{is},B_{ij}\underset{s}{}B_{ijs}.$$
(2)
The three body term in eq. (1) ($`X^{}`$ term) is not derived from the generalized Coulomb integral. This term is justified, for example, as an effective interaction in the three band model.$`^{\text{?}\text{)}}`$ In fact, the $`W`$ term is interpreted as an effective interaction in electron-phonon systems.$`^{\text{?}\text{)}}`$
Analysis of this model ($`X^{}=0`$) in the half-filled band was performed by Campbell et al. ten years ago.$`^{\text{?}\text{}\text{?}\text{)}}`$ They discussed the existence of charge-density-wave (CDW), “bond-order-wave (BOW)” and ferromagnetic (FM) phases, but they did not discuss all the phases in this model. Especially, the nature of the “BOW” phase was left ambiguous.
The property of this model can be clarified by the level-crossing approach which is based on the conformal field theory and the renormalization group. This method enables us to determine the phase boundaries with high accuracy from numerical data of the finite-size clusters. Using this technique, one of the authors obtained the phase diagram of the model (1) for $`W=0`$.$`^{\text{?}\text{}\text{?}\text{)}}`$ In this paper, we apply this approach to the case $`W0`$, and clarify the roles of the $`W`$ term.
The most important purpose of this paper is to clarify the nature of the “BOW” phase. Japaridze first pointed out using the bosonization technique that two types of “BOW” phases may appear in half-filled 1D systems by the effect of the site-off-diagonal terms.$`^{\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ The two “BOW” phases are bond-charge-density-wave (BCDW) and bond-spin-density-wave (BSDW) phases. Their order parameters are given by
$`𝒪_{\mathrm{BCDW}}(j)`$ $`=`$ $`(1)^j{\displaystyle \underset{s}{}}B_{j,j+1,s},`$ (3)
$`𝒪_{\mathrm{BSDW}}(j)`$ $`=`$ $`(1)^j{\displaystyle \underset{s}{}}sB_{j,j+1,s}.`$ (4)
Recently, Itoh et al. discovered that the BSDW state gives the exact ground state in some parameter region of a generalized Hubbard model.$`^{\text{?}\text{)}}`$ In this paper, by using the same argument, we discuss the exactly solvable cases of the present model (1), and clarify the relation to the numerical results.
## 2 Site-off-diagonal terms
To begin with, we consider the role of the site-off-diagonal terms by intuitive discussion. First, we consider roles of the bond-charge interaction ($`X,X^{}`$) terms. Throughout this paper, we fix the parameters as $`X^{}=2X`$ for simplicity. In this case, the bond-charge interaction terms are rewritten as
$$_X=X\underset{is}{}(c_{is}^{}c_{i+1,s}+\text{H.c.})(n_{i,s}n_{i+1,s})^2.$$
(5)
This term conserves SU(2)$``$SU(2)/Z(2) symmetry of the Hubbard model under the following canonical transformation,
$$c_jc_j,c_j(1)^jc_j^{}.$$
(6)
Hereafter, we call eq. (5) the $`X`$ term. In a hopping process of an electron with spin $`s`$, the hopping term and the $`X`$ term gives $`t`$ when the two sites have zero or two electrons with the opposite spin $`s`$, whereas they give $`t+X`$ when the two sites have one electron with spin $`s`$. Therefore, we can expect that electron pairs are stabilized when $`X<0`$.
Next, we consider roles of the bond-bond interaction ($`W`$) term. This term can be rewritten as
$$_W=4W\underset{i}{}(𝑺_i𝑺_{i+1}+𝜼_i𝜼_{i+1}\frac{1}{4}),$$
(7)
where $`𝑺_i`$ is the usual spin operator, and $`𝜼_i`$ denotes the $`\eta `$-pairing operator whose components are defined by
$$\eta _i^+=(1)^ic_i^{}c_i^{},\eta _i^{}=(1)^ic_ic_i,\eta _i^z=\frac{1}{2}(n_i1).$$
(8)
Thus, the $`W`$ term includes the spin exchange and the pair hopping. Since a pair hopping process gives an energy gain $`2W`$, one can expect that the dimer state is enhanced for $`W/t<0`$. In addition, for $`W/t>0`$, one can expect appearance of ferromagnetism for $`U/t1`$ and a phase separation (ferromagnetism in the $`\eta `$-pairing space) for $`U/t1`$.
Apparently, the $`W`$ term also conserve the SU(2) $``$ SU(2)/Z(2) symmetry of the Hubbard model, so that the present model keeps this symmetry when $`V=0`$. The SU(2) symmetry of the $`\eta `$-pairing is broken when $`V0`$, and the entire symmetry is reduced to U(1)$``$SU(2).
## 3 Weak-coupling region
The instability of the model in the weak-coupling limit can be discussed based on the g-ology.$`^{\text{?)}}`$ The low-energy behavior of eq. (1) at half-filling is described by two sine-Gordon models for the charge and the spin sectors. Then, the phase boundaries are determined in terms of the bare coupling constants. According to the results, the spin sector with SU(2) symmetry has a gap for
$$U<2V\delta g,$$
(9)
where $`\delta g=4X/\pi +8W`$. On the other hand, the charge sector with U(1) symmetry has a gap in the following region
$`V`$ $`>`$ $`0,U<\delta g,`$ (10)
$`U`$ $`>`$ $`2V+\delta g,U>\delta g.`$ (11)
This region is given by two Berezinskii-Kosterlitz-Thouless (BKT) transition lines. Note that the BKT line given by $`V=0`$ reflects the SU(2) symmetry of the $`\eta `$-paring. In the charge-gap region, there is a valley of the gap, and the gap vanishes on the Gaussian transition line,
$$U=2V+\delta g,V<0.$$
(12)
In the g-ology analysis, both $`X`$ and $`W`$ appear only through $`\delta g`$, so that they play similar roles in the weak-coupling cases. For $`\delta g=0`$, CDW and spin-density-wave (SDW) phases appear in the charge-gap region, while in the metallic region, two phases appear where singlet or triplet superconducting (SS, TS) correlation is dominant. The BCDW appears for $`\delta g<0`$ while the BSDW appears for $`\delta g>0`$, between the CDW and the SDW phases.
Although the result of the g-ology is valid only in the weak-coupling limit, the description by the sine-Gordon model does not break down in the finite-coupling region, due to the concept of the Tomonaga-Luttinger liquid. In this case, the instabilities described by the sine-Gordon model can be identified as level-crossings in the excitation spectra in finite-size systems. In this approach, logarithmic corrections are canceled on the transition points, and the dependence of the system size $`L`$ appears as $`𝒪(1/L^2)`$. This correction originates from the deviation from the linearized dispersion relation of the Tomonaga-Luttinger model. Therefore, phase diagrams can be obtained with high accuracy from the numerical data of the finite-size clusters. The detail of the level-crossing approach is discussed in ref. References.
## 4 Strong-coupling region
The differences between the role of the $`X`$ and the $`W`$ terms are clarified in the strong-coupling cases. First, we consider the transition between the phase-separated (PS) state and the SS phase, and the one between the SS and the CDW states. In the $`U/t1`$ region, the model can be mapped onto the spin-$`1/2`$ XXZ spin chain using the $`\eta `$-pairing operators defined in eq. (8) and the second-order perturbation theory:$`^{\text{?}\text{}\text{?}\text{)}}`$
$$_{\mathrm{XXZ}}=J\underset{i}{}\left[\frac{1}{2}(\eta _i^+\eta _{i+1}^{}+\eta _i^{}\eta _{i+1}^+)+\mathrm{\Delta }\left(\eta _i^z\eta _{i+1}^z\frac{1}{4}\right)\right],$$
(13)
where
$$J=\frac{4(tX)^2}{|U|}4W,J\mathrm{\Delta }=J+4V.$$
(14)
In the XXZ spin chain, $`\mathrm{\Delta }=1`$ gives a BKT-type transition between the XY (spin fluid) and the Néel states, and $`\mathrm{\Delta }=1`$ gives the first-order transition between the XY and the ferromagnetic phases. In the present case, the PS, the SS and the CDW states correspond to the ferromagnetic, the XY and the Néel states, respectively. Therefore, $`V=0`$ gives the SS-CDW transition, and the asymptotic boundary of the SS-PS transition is given by
$$V=\frac{2(1\xi )^2t^2}{|U|}+2W,$$
(15)
where $`\xi X/t`$. Note that this result is valid only for $`W/t0`$, because the SS-PS boundary do not intersect the SS-CDW line ($`V=0`$) due to the property of the XXZ spin chain.
Next, we calculate the energies of the CDW and the SDW states by extending van Dongen’s perturbative expansion.$`^{\text{?}\text{)}}`$ Since the CDW state is described as a “Néel-ordered phase” ($`\mathrm{\Delta }>1`$) in the $`\eta `$-pairing space, the energy is given by
$`{\displaystyle \frac{E_{\mathrm{CDW}}}{L}}`$ $`=`$ $`{\displaystyle \frac{U}{2}}+4|W|\epsilon _{\mathrm{XXZ}}(|V/W1|){\displaystyle \frac{2(1\xi )^2t^2}{(3v1)U}}`$
$`+{\displaystyle \frac{(1\xi )^2\left[(36v^25v1)(1\xi )^28(3v1)v\right]t^4}{v(3v1)^3(4v1)U^3}},`$
where $`vV/U`$. $`\epsilon _{\mathrm{XXZ}}(\mathrm{\Delta })`$ is the energy density of the XXZ spin chain (13) with $`J=1`$, in the Néel-ordered region ($`1<\mathrm{\Delta }`$),
$$\epsilon _{\mathrm{XXZ}}(\mathrm{cosh}\theta )=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{\mathrm{sinh}\theta }{1+\mathrm{e}^{2|n|\theta }},$$
(17)
where $`\mathrm{cosh}\theta \mathrm{\Delta }`$. On the other hand, the perturbative expansion for the SDW state can be performed up to the fourth order, using the Bethe-ansatz result for the spin-$`1/2`$ Heisenberg chain as
$`{\displaystyle \frac{E_{\mathrm{SDW}}}{L}}`$ $`=`$ $`V\left[{\displaystyle \frac{(1\xi )^2t^2}{(1v)U}}W\right]4\mathrm{ln}2`$
$`+9\zeta (3){\displaystyle \frac{(1\xi )^2\left[2(1\xi )^21+v\right]t^4}{(1v)^3U^3}}.`$
The expansion for the SDW state is valid only for $`W0`$.
The energies for the PS and the FM states are not affected by the perturbation in the thermodynamic limit. In the PS state, the system separates into two domains: doubly occupied sites and a vacuum.$`^{\text{?}\text{)}}`$ Then, the energy in the thermodynamic limit is given by
$$E_{\mathrm{PS}}=\frac{U+4V}{2}L.$$
(19)
On the other hand, the energy of the FM state is given by
$$E_{\mathrm{FM}}=VL.$$
(20)
Using the energies obtained above, we determine asymptotic forms of the four first-order transition lines by equating the energies as
$`E_{\mathrm{CDW}}`$ $`=`$ $`E_{\mathrm{SDW}},`$ (21)
$`E_{\mathrm{CDW}}`$ $`=`$ $`E_{\mathrm{FM}},`$ (22)
$`E_{\mathrm{SDW}}`$ $`=`$ $`E_{\mathrm{PS}},`$ (23)
$`E_{\mathrm{FM}}`$ $`=`$ $`E_{\mathrm{PS}}.`$ (24)
In the $`U,V\mathrm{}`$ limit, the CDW-SDW phase boundary is $`VU/2=2|W|(2\mathrm{ln}21)`$ for $`W0`$, while the CDW-FM phase boundary is $`VU/2=2W`$ for $`W>0`$. The FM-PS boundary is fixed at $`U=2V`$.
In the present strong-coupling theory, $`X`$ appears in the every order of $`t^{2n}/U^{2n1}`$ in the perturbation series, while $`W`$ appears only in the zeroth order. Therefore, the $`W`$ term plays roles to shift the boundary lines of the phase separation, the CDW-SDW and the CDW-FM transitions.
## 5 Exactly solvable case
We discuss the exact ground state of the BSDW state in the present model, using the argument in ref. References, where the three body term (the $`X^{}`$ term) is not included. The explicit wave functions for the BCDW and the BSDW states are given by products of “electron-hole dimers” as,
$`|\mathrm{BCDW}_s`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{L/2}{}}}[2i1,2i]_s[2i1,2i]_s|0,`$ (25)
$`|\mathrm{BSDW}_s`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{L/2}{}}}[2i1,2i]_s[2i,2i+1]_s|0,`$ (26)
where $`[i,j]_s\frac{1}{\sqrt{2}}(c_{is}^{}+c_{js}^{})`$. These “electron-hole dimers” can be interpreted as electrons located on the bonds.
Now, we consider a local operator $`h_{ijs}`$ for spin-$`s`$ which satisfies $`h_{ijs}[i,j]_s|0=0`$, and $`h_{ijs}|\mathrm{otherwise}0`$ for the other configurations. For example,
$`h_{ijs}^a`$ $`=`$ $`B_{ijs}+n_{is}+n_{js},`$ (27a)
$`h_{ijs}^b`$ $`=`$ $`B_{ijs}n_{is}n_{js}+2,`$ (27b)
$`h_{ijs}^c`$ $`=`$ $`B_{ijs}+1,`$ (27c)
$`h_{ijs}^d`$ $`=`$ $`B_{ijs}+B_{ijs}^2.`$ (27d)
If the total Hamiltonian is written in the following form using the local operators as
$$=\underset{ij}{}\lambda _jh_{i,i+1,}^{a_j}h_{i,i+1,}^{b_j},\lambda _j>0,$$
(28)
then $`|\mathrm{BSDW}_s=0`$. Therefore, the BSDW state is the exact ground state of this Hamiltonian.$`^{\text{?}\text{)}}`$ The present model (1) can be written using the above local operators as follows
$`E`$ $`=`$ $`t{\displaystyle \underset{i}{}}[\frac{1\lambda }{2}(h_{i,i+1,}^ah_{i,i+1,}^a+h_{i,i+1,}^bh_{i,i+1,}^b)`$ (29)
$`+\lambda (h_{i,i+1,}^ch_{i,i+1,}^d+h_{i,i+1,}^dh_{i,i+1,}^c)],`$
where $`0\lambda 1`$, and the parameters and the ground-state energy of the model are
$`U`$ $`=`$ $`2V=2(1\lambda )t,`$ (30a)
$`X`$ $`=`$ $`X^{}/2=\lambda t,`$ (30b)
$`W`$ $`=`$ $`(1+\lambda )t/2,`$ (30c)
$`E`$ $`=`$ $`(1\lambda )tL.`$ (30d)
The Hamiltonian (1) has SU(2) symmetry under global rotation in the spin space. In other words, the operator for the total spin $`S_{\mathrm{tot}}^\alpha _iS_i^\alpha `$ commutes with the Hamiltonian, so that $`(S_{\mathrm{tot}}^+)^n|\mathrm{BSDW}_s`$ with $`nL/2`$ also gives the ground state. Therefore, the fully ferromagnetic (FM) state ($`n=L/2`$),
$$|\mathrm{FM}=\underset{i=1}{\overset{L}{}}c_{is}^{}|0,$$
(31)
also degenerates with the BSDW state. This large degeneracy is consistent with the result of the bosonization theory where a BSDW is described as bond-located spins with gapless excitations.$`^{\text{?, ?)}}`$
In finite-size systems, there is no spontaneous breaking of the translational symmetry, so that the actual wave functions of the BSDW states are reconfigured by linear combinations of eq. (26) for $`s=`$ and $``$ as
$$|\mathrm{BSDW}_\pm =|\mathrm{BSDW}_{}\pm |\mathrm{BSDW}_{}.$$
(32)
These two states appear at two different wave numbers $`k=0,\pi `$. When the parameters of the model shifts from the exactly solvable case toward the spin-gapless region, the $`k=0`$ mode remains the ground state, while the $`k=\pi `$ mode gives the lowest excited state.
We can also construct a model which has a BCDW state as an exact ground state, if the local operators in eq. (28) is replaced as $`h_{i,i+1,}^{a_j}h_{i1,i,}^{a_j}`$. In this case, the obtained Hamiltonian includes interactions among three sites.
## 6 Numerical results
Using the level-crossing approach as in the same way of ref. References, we determine the phase diagrams of eq. (1) in the $`U`$-$`V`$ plain for $`W0`$, $`X=X^{}=0`$ by analyzing the numerical data of the exact diagonalization for $`L=12`$ systems. We determine first-order transition lines for the FM and the PS states by comparing the ground-state energies with eqs. (20) and (19). Then, we obtain the results as shown in Figs. 1(d)-(f). For comparison, we also show the phase diagrams for $`W=0`$, $`X=X^{}/20`$ in Figs. 1(a)-(c) which are taken from ref. References.
For $`W<0`$, the BCDW phase appears between CDW and SDW phases, while for $`W>0`$, a BSDW phase appears instead of the BCDW phase. This property is similar to the effects caused by the $`X`$ term. The result is consistent with the estimation that a dimer (BCDW) state is stabilized for $`X,W<0`$ as was discussed in Sec. 2. In ref. References, existence of the “BOW” state is discussed for $`X=X^{}=0,W>0`$, so that this “BOW” phase corresponds to the BSDW state in the present results.
The differences between the roles of the $`X`$ and the $`W`$ terms are clarified in the strong-coupling region. One is a property of the PS boundary in the $`U/t1`$ region. For $`W<0`$, the PS boundary shifts toward the negative-$`V`$ side, and flows into $`(U,V)=(\mathrm{},2|W|)`$. On the other hand, for $`W>0`$, the boundary shifts toward the positive-$`V`$ side, but it does not cross the $`V=0`$ line. Therefore, a direct CDW-PS transition takes place at $`V=0`$.
The other difference is appearance of a FM state for $`W>0`$. For $`W/t=1/5`$, a tetracritical point appears among PS, TS, SDW and FM states. As $`W`$ is increased, the SDW region and the Gaussian line in the charge part are swallowed by the FM region, and a direct BSDW-FM transition takes place.
For $`W/t=1/2`$, an exactly solvable point ($`\lambda =0`$) appears at $`(U/t,V/t)=(2,1)`$. This point is just on the boundary between the BSDW and the FM phases as was discussed in Sec. 5. The exactly solvable point moves on the $`U=2V`$ line as $`\lambda `$ is increased. When $`W/t=X/t=1`$ ($`\lambda =1`$), exactly solvable point appears at $`(U/t,V/t)=(0,0)`$. In this case, CDW, PS, FM and BSDW phases degenerates on this point. The other regions of the phase diagram are occupied only by CDW, PS and FM states (see Fig. 2).
In order to check the validity of the result in the strong-coupling region, we show in Fig. 1 (d), asymptotic forms of the PS boundaries given by eqs. (15) and (23).$`^{\text{?)}}`$ They well agree with the numerical result. In Fig. 3, we show the phase boundaries near the $`U=2V`$ line for $`L=8`$-$`14`$ systems, and asymptotic boundaries given by the perturbation theory up to the second and the fourth orders. In Fig. 3 (a), the CDW-SDW transition line given by eq. (21) agrees with the Gaussian line in the charge part. Although the size dependence of the the spin-gap phase boundary is large, it also approaches to the same line in the strong-coupling regime as the system size is increased. In Figs. 3 (b) and (c), eq. (22) agrees with the CDW-FM transition lines. In Fig. 3 (b), the BCDW phase appears in the very narrow region, and a tetracritical point appears among the BSDW, the BCDW, the SDW and the CDW phases.
## 7 Summary
We have studied the phase diagram of the extended Hubbard chain including the bond-charge $`X`$ and the bond-bond $`W`$ interactions, using the level-crossing approach. We have clarified the similarity of the roles of the $`X`$ and the $`W`$ terms in the weak-coupling case (appearance of BCDW and BSDW phases), and difference in the strong-coupling case (appearance of a FM state, properties of the PS boundary). We have also shown the exact BSDW state appears just on the phase boundary between the BSDW and the ferromagnetic regions.
## 8 Acknowledgment
The authors are grateful to M. Ogata and M. Takahashi for useful discussions. The computation in this work was partly done using the facilities of the Supercomputer Center, Institute for Solid State Physics, University of Tokyo.
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# Structure of the Algebra of Effective Observables in Quantum Mechanics
## Abstract
A subclass of dynamical semigroups induced by the interaction of a quantum system with an environment is introduced. Such semigroups lead to the selection of a stable subalgebra of effective observables. The structure of this subalgebra is completely determined.
1 Introduction
One of the fundamental principles of quantum mechanics is the superposition principle which guarantees that any superposition of two distinct pure states is again a legitimate pure state. As an immediate consequence of this and the postulate that proportional vectors describe the same quantum state we obtain that pure states are in one-to-one correspondence with one-dimensional subspaces of a Hilbert space $``$. This is usually taken as a basic ingredient of a mathematical description of a system, which ensures genuine quantum behavior of that system. Alternatively, we may say that physical quantities are in one-to-one correspondence with self-adjoint operators on $``$. Since, without loss of generality, we may restrict to bounded operators so it implies that the von Neumann algebra $`𝒜`$ generated by observables equals to B$`()`$, the algebra of all bounded operators. However, it is evident that some superpositions of quantum pure states do not take place in the real world. Well known examples of such a phenomenon encompass the absence of superpositions of states with different electric charge or with integer and half-integer spin. This fact led to the introduction in 1952 of superselection rules , which axiomatically exclude certain superpositions from being observable. For a review of this subject see a recent paper by Wightman . It follows that the connection between quantum states and rays in $``$ should be changed to: every pure state is represented by a one-dimensional subspace of $``$, but not every such a subspace represents a quantum state. Such a postulate has an immediate consequence for the algebra $`𝒜`$, since now the commutant $`𝒜^{}`$, which consists of superselection operators, is non-trivial.
Further, in 1960, Jauch introduced a condition that there should exist at least one complete set of commuting observables in $`𝒜`$, which expressed more generally states that $`𝒜`$ should contain a maximal Abelian subalgebra. It implies that all superselection operators belong to $`𝒜`$ or, equivalently, that the center $`𝒵`$ of $`𝒜`$ equals to $`𝒜^{}`$. Clearly, all superselection operators commute with each other since $`𝒜^{}`$ is Abelian in this case. Therefore, the existence of superselection rules makes the center $`𝒵`$ non-trivial yielding a decomposition of Hilbert space $``$ into coherent subspaces. In the discrete case it was concisely written by Wan as follows:
Let $`𝒮`$ denote the set of all pure states. Then $``$ may be decomposed into a direct sum of mutually orthogonal subspaces $`_n`$ such that $`𝒮=_n𝐂P(_n)`$, where $`𝐂P(_n)`$ denotes the projective space over $`_n`$. There is no further decomposition of $`_n`$.
It is worth noting that a superposition $`\lambda |v>+\lambda ^{}|w>`$, $`|\lambda |^2+|\lambda ^{}|^2=1`$, of vectors from different coherent subspaces is empirically indistinguishable from the mixture $`|\lambda |^2P_v+|\lambda ^{}|^2P_w`$, where $`P_v=|v><v|`$ and $`P_w=|w><w|`$. As a consequence, the algebra $`𝒜`$ consists of all operators $`A\mathrm{B}()`$ such that $`_nP_nAP_n=A`$, where $`P_n`$ denotes the orthogonal projector onto $`_n`$.
A more general situation can also occur. When we drop Jauch’s hypothesis we obtain that in principle $`𝒜^{}`$ has only a partial overlapping with $`𝒜`$. Hence, there are non-commuting superselection operators since $`𝒜^{}`$ cannot be Abelian now. It means that $`𝒜`$, when restricted to a coherent subspace $`_n`$, is still smaller than B$`(_n)`$. Therefore, some different and non-proportional vectors from $`_n`$ may still determine the same quantum state. Such a possibility was explicitly acknowledged by Messiah and Greenberg in 1964 , who introduced the term generalized ray for the set of such vectors. In such a case the lack of knowledge of the state vector is greater than in ordinary quantum mechanics. A generalized ray is represented by an $`r`$-dimensional sphere, $`r`$ being the dimension of an irreducible subspace of commuting physical observables. This inevitably puts additional constraints on the structure of algebra $`𝒜`$. We encounter such a situation when, for example, we want to study symmetry transformations called supersymmetry , which leave all the observables invariant. Let us recall that a unitary operator is a supersymmetry if it is not proportional to the identity operator and commutes with the set of all observables. Clearly, they and the identity form a unitary group of $`𝒜^{}`$, so-called gauge group.
Superselection rules was a useful postulate, but the question about an explanation of its appearance arose. It should be pointed out here that it is not a logical necessity of quantum theory. In 1982 Zurek proposed a program of environment-induced superselection rules. He showed that when a quantum system is open, interacting with an environment, superselection rules do not need to be postulated. They arise naturally as a result of the decoherence process, which effectively destroys superpositions between macroscopically different states with respect to a local observer, so that the system appears to be in one or the other of those states. By the term “destroys superposition” we understand that the off-diagonal elements of the superposition are unavailable with respect to a specific set of observations. The idea was further developed in .
In order to study decoherence, the analysis of the evolution of the reduced density matrix obtained by tracing out the environment variables is the most convenient strategy. For a large class of interesting physical phenomena the evolution of the reduced density matrix can be described by a dynamical semigroup, whose generator is given by a Markovian master equation. The loss of quantum coherence in the Markovian regime was established in a number of open systems giving a clear evidence of environment-induced superselection rules. In a recent paper a thorough mathematical analysis of the superselection structure induced by a dynamical semigroup which is also contractive in the operator norm was presented. It was achieved by the use of the isometric-sweeping decomposition, which singles out a subspace of density matrices, on which the semigroup acts in a reversible, unitary way, and sweeps out the rest of statistical states. The dual space of the isometric part of density matrices is a von Neumann algebra $``$, which we call the algebra of effective observables. This algebra is stable with respect to the process of decoherence, i.e. its elements evolve in a unitary way according to Schrödinger dynamics in the Heisenberg picture. Other elements of B$`()`$ decay in time to elements of $``$. Therefore, when decoherence happens almost instantaneously, then $``$ represents physical observables of the quantum system. The purpose of this paper is to describe the structure of $``$.
The paper is organized as follows. In sec. 2 we introduced the notion of an environment-induced semigroup and discuss its properties. In sec. 3 we briefly recall some basic facts concerning superselection rules induced by the interaction with an environment. Finally, in sec. 4, we describe the structure of the algebra of effective observables.
2 Environment-induced semigroups
The irreversible behavior of the evolution of quantum statistical states (density matrices) is the main consequence of the assumption that they interact with their environments. As was mentioned in Introduction we restrict our considerations to the Markovian regime, and thus assume that the evolution of the reduced density matrix is given by a dynamical semigroup $`T_t`$. By a dynamical semigroup one usually means a strongly continuous semigroup of completely positive trace preserving and contractive operators acting on the Banach space of trace class operators $`\mathrm{Tr}()`$ . However, since the semigroup $`T_t`$ is to describe a measurement-like interaction with the environment, the statistical entropy $`S(\rho )=\mathrm{tr}\rho \mathrm{log}\rho `$ of an evolving density matrix $`\rho `$ should not decrease. Here, by tr we denote the usual trace on $`\mathrm{Tr}()`$. For a measurement it follows from the following argument. Suppose that the properties of a quantum system are specified by probabilities $`\{p_i\}`$ for the outcomes of the measurement of a discrete observable $`A`$. Therefore, the state of such a system is a mixed state and reads $`\rho =_ip_iP_i`$, where $`P_i=|e_i><e_i|`$ and $`|e_i>`$ are the corresponding eigenvectors of $`A`$. The statistical entropy of $`\rho `$ is a measure of our ignorance of the actual result of the measurement of $`A`$. Suppose further that we perform a measurement of another discrete observable $`B`$. According to the von Neumann projection postulate the state of the system changes to
$$\rho \rho ^{}=\underset{j}{}Q_j\rho Q_j$$
(1)
where $`Q_j=|f_j><f_j|`$, $`|f_j>`$ being eigenvectors of $`B`$. Therefore $`\rho ^{}=_jp_j^{}Q_j`$, where $`p_j^{}=_ip_i\mathrm{tr}(Q_jP_i)`$. Because coefficients tr$`(Q_jP_i)`$ form a doubly stochastic matrix so $`S(\rho ^{})S(\rho )`$. For a more general discussion of the entropy increase during the interaction with the environment see .
However, the concept of dynamical semigroup as defined above is too general to ensure the increase of the statistical entropy, as the following simple example shows. Consider an operator $`L`$ defined by
$$L\rho =A\rho A^{}\frac{1}{2}\{A^{}A,\rho \}$$
where $`\{,\}`$ stands for the anticommutator and
$$A=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)$$
Clearly, $`L`$ generates a dynamical semigroup $`T_t`$ on $`2\times 2`$ complex matrices. By direct calculations we obtain that the evolution of the one-dimensional projector
$$P=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)$$
is given by $`T_tP=e^tP+(1e^t)P^{}`$, where $`P^{}=IP`$ and $`I`$ denotes the identity matrix. Hence the statistical entropy increases to its maximal value when time approaches $`\mathrm{log}2`$, and then decreases to zero. Although such semigroups may also play some role in theoretical investigations of quantum open systems, they will be excluded from our current considerations. Therefore, we impose on $`T_t`$ an additional assumption, namely that $`T_t`$ is also contractive in the operator norm $`_{\mathrm{}}`$, and we call it environment-induced semigroup. For such a semigroup it follows that a maximal eigenvalue of a density matrix cannot increase during the evolution. Moreover, the following properties can be derived. First, notice that the linear entropy $`S_{\mathrm{lin}}(\rho )=\mathrm{tr}(\rho \rho ^2)`$, being a linear approximation of $`S`$ since $`\mathrm{log}\rho =\mathrm{log}(I(I\rho ))=\rho I+\mathrm{}`$, does not decrease. Indeed, for $`t_1t_2`$
$$S_{\mathrm{lin}}(T_{t_1}\rho )S_{\mathrm{lin}}(T_{t_2}\rho )=T_{t_2}\rho _2^2T_{t_1t_2}(T_{t_2}\rho )_2^2\mathrm{\hspace{0.33em}0}$$
since, by Lemma 4 in , $`T_t`$ is also contractive in the Hilbert-Schmidt norm $`_2`$. The statistical entropy does not decrease, either. For finite dimensional quantum systems it follows from the following argument. For a totally mixed state $`\rho _0=\frac{I}{\mathrm{tr}I}`$, all eigenvalues of $`T_t(\rho _0)`$ are not greater than $`\frac{1}{\mathrm{tr}I}`$ and their sum is equal to 1. Hence $`T_t(\rho _0)=\rho _0`$ and so $`T_t(I)=I`$ for all $`t0`$. Thus the function $`tS(T_t\rho )`$ is non-decreasing for any density matrix $`\rho `$. We show that this property also holds in the infinite dimensional case.
Proposition 2.1 Suppose $`T_t`$ is an environment-induced semigroup. Then $`S(T_t\rho )S(\rho )`$ for any density matrix $`\rho `$.
Remark. Since $`S`$ takes values in $`[0,\mathrm{}]`$ so the above inequality means that if $`S(T_t\rho )<\mathrm{}`$, then also $`S(\rho )`$ is finite and not greater than $`S(T_t\rho )`$.
Proof: Let $`\rho `$ be a density matrix. Then $`\rho =_{i=1}p_iP_i`$, $`p_i>0`$, and $`T_t\rho =_{j=1}q_jQ_j`$, $`q_j>0`$, where $`\{P_i\}(\{Q_j\})`$ are spectral projectors of $`\rho (T_t\rho )`$ respectively. Clearly, all of them are finite dimensional. Projectors corresponding to zero eigenvalue we denote by$`P_0`$ and $`Q_0`$ respectively. Then
$$q_j=\frac{\mathrm{tr}(Q_jT_t\rho )}{\mathrm{tr}Q_j}=\underset{i=1}{}p_i\alpha _j(i),\text{where}\alpha _j(i)=\frac{\mathrm{tr}(Q_jT_tP_i)}{\mathrm{tr}Q_j}$$
By Lemma 4 in , $`T_t`$ has a normal extension to a contractive semigroup $`\overline{T}_t`$ on B$`()`$. Suppose $`\{E_n\}`$ is a sequence of mutually orthogonal one-dimensional projectors such that $`_nE_n=I`$.Then
$$\overline{T}_t(I)=\underset{n\mathrm{}}{lim}T_t(\underset{k=1}{\overset{n}{}}E_k)I$$
Therefore
$$I\overline{T}_t(I)=\overline{T}_t(P_0+\underset{i=1}{}P_i)=\overline{T}_t(P_0)+\underset{i=1}{}T_tP_i$$
and so $`_{i=1}\alpha _j(i)1`$. Let us define $`\alpha _j(0)=\mathrm{\hspace{0.17em}1}_{i=1}\alpha _j(i)`$. Then we have $`q_j=_{i=0}p_i\alpha _j(i)`$, where $`p_0=\mathrm{\hspace{0.17em}0}`$ and $`_{i=0}\alpha _j(i)=\mathrm{\hspace{0.17em}1}`$. Because function $`xx\mathrm{log}x`$ is convex and continuous with $`f(0)=\mathrm{\hspace{0.17em}0}`$, so
$$q_j\mathrm{log}q_j\underset{i=1}{}\alpha _j(i)p_i\mathrm{log}p_i$$
Assume now that $`S(T_t\rho )`$ is finite. It means that $`T_t\rho \mathrm{log}T_t\rho `$ is a positive and trace class operator. Therefore
$$S(T_t\rho )=\mathrm{tr}(\underset{j=1}{}(q_j\mathrm{log}q_j)Q_j)=\underset{j=1}{}q_j\mathrm{log}q_j\mathrm{tr}Q_j$$
$$\underset{i,j=1}{}(p_i\mathrm{log}p_i)\mathrm{tr}(Q_jT_tP_i)$$
Because $`p_iP_i\rho `$ so $`T_t(p_iP_i)T_t\rho `$ and hence tr$`(Q_0T_tP_i)=\mathrm{\hspace{0.17em}0}`$ for all $`i1`$.Therefore
$$S(T_t\rho )\underset{i=1}{}(p_i\mathrm{log}p_i)[\mathrm{tr}(Q_0T_tP_i)+\underset{j=1}{}\mathrm{tr}(Q_jT_tP_i)]$$
$$=\underset{i=1}{}(p_i\mathrm{log}p_i)\mathrm{tr}(T_tP_i)=S(\rho )$$
since $`T_t`$ is trace preserving. $`\mathrm{}`$
Having discussed the properties of environment-induced semigroups, we now turn to a condition which guarantees that a dynamical semigroup $`T_t`$ is also contractive in the operator norm. In order to avoid domain difficulties we restrict ourselves to a uniformly continuous semigroup. Then its generator $`L:\mathrm{Tr}()\mathrm{Tr}()`$ has the following standard form
$$L\rho =i[H,\rho ]+\underset{j=1}{}V_j\rho V_j^{}\frac{1}{2}\{\underset{j=1}{}V_j^{}V_j,\rho \}$$
(2)
where $`H=H^{}\mathrm{B}()`$, $`V_j\mathrm{B}()`$ and $`lim_n_{j=1}^nV_j^{}V_j=V`$ in the strong topology.
Proposition 2.2 A uniformly continuous dynamical semigroup $`T_t`$ is contractive in the operator norm if and only if $`_jV_jV_j^{}_jV_j^{}V_j`$.
Proof: $``$ Suppose $`_jV_jV_j^{}V`$. Then it converges strongly to some positive operator in B$`()`$ and so $`L`$ extends to a bounded operator on B$`()`$. It is clear that such an extension is a complete dissipation and so $`T_t`$ is contractive in the operator norm.
$``$ Suppose that $`T_t\varphi _{\mathrm{}}\varphi _{\mathrm{}}`$ for all $`\varphi \mathrm{Tr}()`$. Then $`T_t`$ extends to a contractive semigroup $`\overline{T}_t`$ on K$`()`$, the space of compact operators. Clearly, $`\overline{T}_t`$ is strongly continuous with $`\mathrm{Tr}()D(\overline{L})`$, where $`\overline{L}`$ denotes the generator of $`\overline{T}_t`$. In order to show that $`_jV_jV_j^{}_jV_j^{}V_j`$ it suffices to check that for any one-dimensional projector $`P`$ the following inequality holds
$$\mathrm{tr}P\underset{j=1}{}V_jV_j^{}\mathrm{tr}P\underset{j=1}{}V_j^{}V_j$$
Let us fix projector $`P`$. Using the decomposition $`=PP^{}`$ each $`V_j`$ can be written as
$$V_j=\left(\begin{array}{cc}a_j& w_j^{}\\ v_j& A_j\end{array}\right)$$
where $`a_j𝐂`$, $`v_j,w_jP^{}`$ and $`A_j\mathrm{B}(P^{})`$. In consequence, the above inequality is equivalent to $`_jw_j^2_jv_j^2`$. Suppose now $`\varphi =P+E`$, where $`E`$ is a finite dimensional subprojector of $`P^{}`$. Clearly, $`\varphi D(\overline{L})`$. Moreover, since K$`()^{}=\mathrm{Tr}()`$, $`P`$ is a normalized tangent functional to $`\varphi `$ and so, by the assumption and Hille-Yosida theorem, tr$`\overline{L}(\varphi )P\mathrm{\hspace{0.17em}0}`$ or, equivalently,
$$\mathrm{tr}P(\underset{j=1}{}V_j\varphi V_j^{})\mathrm{tr}P(\underset{j=1}{}V_j^{}V_j)$$
Because
$$\mathrm{tr}PV_j\varphi V_j^{}=|a_j|^2+<w_j,Ew_j>$$
and
$$\mathrm{tr}P(\underset{j=1}{}V_j^{}V_j)=\underset{j=1}{}|a_j|^2+\underset{j=1}{}v_j^2$$
we obtain that $`_jEw_j^2_jv_j^2`$. Taking the supremum over $`E`$ ends the proof. $`\mathrm{}`$
3 Environment-induced superselection rules
In this section we briefly presents some basic facts concerning the superselection structure induced by the interaction with an environment. Clearly, there is a difference between them and the traditional superselection rules, which are said to operate between subspaces of a Hilbert space if the phase factors between vectors belonging to two distinct subspaces are unobservable. In the case of environment-induced superselection rules, phase coherence between vectors from some preferred set of pure states is being continuously destroyed by the interaction.
Suppose $`\widehat{P}`$ is a linear, bounded and positive operator on $`\mathrm{Tr}()`$ such that $`\widehat{P}^2=\widehat{P}`$ and tr$`\widehat{P}\varphi \text{tr}\varphi `$ for all $`\varphi \mathrm{Tr}()_+`$, the cone of positive elements in $`\mathrm{Tr}()`$. We call such an operator the projection operator (when, in addition, $`\widehat{P}`$ preserves the trace, it is usually called the Zwanzig projection). Then space $`\mathrm{Tr}()`$ splits into two linearly independent and closed subspaces $`\widehat{P}\mathrm{Tr}()`$ and $`(\text{id}\widehat{P})\mathrm{Tr}()`$. We start with the following general definition, see ref. 13.
Definition 3.1 We say that the semigroup $`T_t`$ induces a weak superselection structure on $`\mathrm{Tr}()`$ if
a) there exists a projection operator $`\widehat{P}`$ such that
$$T_t:\text{im}\widehat{P}\text{im}\widehat{P},T_t|_{\mathrm{im}\widehat{P}}=U_tU_t^{}$$
(3)
where $`U_t`$ is a strongly continuous group of unitary operators,
b)
$$\underset{t\mathrm{}}{lim}|\mathrm{tr}AT_t\varphi \mathrm{tr}A\widehat{P}(T_t\varphi )|=\mathrm{\hspace{0.33em}0}$$
(4)
holds for all $`\varphi \mathrm{Tr}()`$ and any $`A`$ from some -algebra $``$, which is strongly dense in $`\mathrm{B}()`$.
$`T_t`$ induces a strong superselection structure if a) holds together with
b’)
$$\underset{t\mathrm{}}{lim}T_t\varphi \widehat{P}(T_t\varphi )_1=\mathrm{\hspace{0.33em}0}\varphi \mathrm{Tr}()$$
(5)
where $`_1`$ is the trace norm. A weak(strong) superselection structure is said to be non-trivial if $`\widehat{P}\text{id}`$, conservative, if $`\mathrm{tr}\widehat{P}\varphi =\mathrm{tr}\varphi `$ for all $`\varphi \mathrm{Tr}()`$.
It follows that environment-induced semigroups always induce (possibly trivial as they can be of purely unitary type) a superselection structure.
Theorem 3.2 Suppose $`T_t`$ is an environment-induced semigroup. Then $`T_t`$ induces a weak superselection structure. If moreover, $`T_t`$ is relatively compact in the strong operator topology, then it induces a strong superselection structure.
Sketch of proof: Let $`K\mathrm{HS}()`$ be a subspace of the Hilbert space of Hilbert-Schmidt operators given by
$$K=\{x\mathrm{HS}():T_tx_2=T_t^{}x_2=x_2t0\}$$
where $`T_t^{}`$ denotes the conjugate with respect to the scalar product in $`\mathrm{HS}()`$. Let $`\widehat{P}:\mathrm{HS}()\mathrm{HS}()`$ be the orthogonal projector onto $`K`$. It turns out that $`\widehat{P}`$ maps trace class operators into trace class operators and tr$`\widehat{P}\varphi \mathrm{tr}\varphi `$ for any $`\varphi \mathrm{Tr}()_+`$. Therefore, $`\widehat{P}`$ induces a splitting $`\mathrm{Tr}()=\mathrm{Tr}()_{\mathrm{iso}}\mathrm{Tr}()_\mathrm{s}`$ to the isometric and sweeping parts which fulfill the conditions from Definition 3.1. $`\mathrm{}`$
Let $``$ be a von Neumann algebra having $`\mathrm{Tr}()_{\mathrm{iso}}`$ as its predual space, that is $`=\mathrm{im}\widehat{P}^{}`$, where $`\widehat{P}^{}:\mathrm{B}()\mathrm{B}()`$ is the conjugate projector. We call it algebra of effective observables. The action of the dual semigroup $`T_t^{}:\mathrm{B}()\mathrm{B}()`$, when restricted to $``$, is given by a unitary group of automorphisms. In the next section we describe the structure of $``$.
4 Algebra of effective observables
At first we show the following theorem.
Theorem 4.1 Suppose $`K0`$. Then
a) $`\widehat{P}`$ is completely positive i.e. $`n\widehat{P}\mathrm{id}_{n\times n}:\mathrm{Tr}()M_{n\times n}\mathrm{Tr}()M_{n\times n}`$ maps positive operators on $`𝐂^n`$ into positive ones. Here $`M_{n\times n}`$denotes the algebra of $`n\times n`$ complex matrices.
b) $`\widehat{P}_\mathrm{},\mathrm{}=\mathrm{\hspace{0.17em}1}`$, $`\widehat{P}_{1,1}=\mathrm{\hspace{0.17em}1}`$.
c) $`\widehat{P}`$ can be extended to a normal norm one projection $`\overline{P}:\mathrm{B}()\mathrm{B}()`$ onto the von Neumann algebra $``$.
Proof: a) Let $`K_n:=KM_{n\times n}\mathrm{HS}()M_{n\times n}=\mathrm{HS}(𝐂^n)`$. If $`\stackrel{~}{x},\stackrel{~}{y}K_n`$, then also $`\stackrel{~}{x}\stackrel{~}{y}K_n`$ and $`\stackrel{~}{x}^{}K_n`$, since $`K`$ is a -algebra. Suppose $`\stackrel{~}{x}=\stackrel{~}{x}^{}K_n`$. Because $`\stackrel{~}{x}`$ is a Hilbert-Schmidt operator on $`𝐂^n`$, so $`\stackrel{~}{x}=_ia_i\stackrel{~}{e}_i`$, $`a_i𝐑\{0\}`$. Since $`K_n`$ is closed we obtain that $`\stackrel{~}{e}_iK_n`$ for all $`i`$. Suppose now that $`\stackrel{~}{\varphi }\mathrm{Tr}(𝐂^n)_+`$. Then $`\stackrel{~}{\varphi }=\stackrel{~}{\varphi }_1+\stackrel{~}{\varphi }_2`$, where $`\stackrel{~}{\varphi }_1K_n`$ and $`\stackrel{~}{\varphi }_2K_n^{}=K^{}M_{n\times n}`$. Because $`\stackrel{~}{\varphi }_1`$ is hermitian, so $`\stackrel{~}{\varphi }_1=_ib_i\stackrel{~}{e}_i`$, $`b_i0`$ and $`\stackrel{~}{e}_iK_n`$. Hence $`\stackrel{~}{\mathrm{tr}}\stackrel{~}{e}_i\stackrel{~}{\varphi }_2=\mathrm{\hspace{0.17em}0}`$ for any $`i`$, what implies that $`b_i=\stackrel{~}{\mathrm{tr}}\stackrel{~}{e}_i\stackrel{~}{\varphi }/\stackrel{~}{\mathrm{tr}}\stackrel{~}{e}_i`$. Therefore $`\stackrel{~}{\varphi }_10`$ and
$$\stackrel{~}{\mathrm{tr}}\stackrel{~}{\varphi }_1=\underset{i}{}\stackrel{~}{\mathrm{tr}}\stackrel{~}{e}_i\stackrel{~}{\varphi }\stackrel{~}{\mathrm{tr}}\stackrel{~}{\varphi }$$
Hence $`\stackrel{~}{\varphi }_1\mathrm{Tr}(𝐂^n)_+`$ and so $`\widehat{P}^{(n)}:\mathrm{Tr}(𝐂^n)_+\mathrm{Tr}(𝐂^n)_+`$, where $`\widehat{P}^{(n)}`$ denotes the orthogonal projection in $`\mathrm{HS}(𝐂^n)`$ onto $`K_n`$. However, $`\widehat{P}^{(n)}=\widehat{P}\mathrm{id}_{n\times n}`$, what implies that $`\widehat{P}`$ is n-positive. Because n was arbitrary, the assertion follows.
b) By point a), $`\widehat{P}\varphi _1\varphi _1`$ for all $`\varphi \mathrm{Tr}()_+`$. Hence $`\widehat{P}`$ is a bounded operator on $`\mathrm{Tr}()`$ with $`\widehat{P}_{1,1}\mathrm{\hspace{0.17em}2}`$. Because $`\mathrm{Tr}()\mathrm{K}()`$ and $`\mathrm{K}()^{}=\mathrm{Tr}()`$, so for any $`\varphi \mathrm{Tr}()`$,
$$\widehat{P}\varphi _{\mathrm{}}=\mathrm{tr}(\widehat{P}\varphi )\psi =\mathrm{tr}\varphi \widehat{P}(\psi )$$
for some $`\psi \mathrm{Tr}()`$ with $`\psi _1=\mathrm{\hspace{0.17em}1}`$. Hence
$$\widehat{P}\varphi _{\mathrm{}}\varphi _{\mathrm{}}\widehat{P}\psi _1\mathrm{\hspace{0.25em}2}\varphi _{\mathrm{}}$$
Therefore, $`\widehat{P}`$ can be extended to a bounded operator on $`\mathrm{K}()`$. Clearly such an extension is also completely positive. In particular, it is strongly positive and so, for any $`v`$, $`v=\mathrm{\hspace{0.17em}1}`$, and any $`\varphi \mathrm{Tr}()`$ we have
$$(\widehat{P}\varphi )v^2=<v,(\widehat{P}\varphi )^{}(\widehat{P}\varphi )v><v,\widehat{P}(\varphi ^{}\varphi )v>$$
$$=\mathrm{tr}P_v|\widehat{P}(\varphi ^{}\varphi )=\mathrm{tr}\widehat{P}(P_v)\varphi ^{}\varphi \widehat{P}(P_v)_1\varphi ^{}\varphi _{\mathrm{}}\varphi _{\mathrm{}}^2$$
where $`P_v=|v><v|`$. However, $`\widehat{P}`$ is a non-zero projection, hence $`\widehat{P}_\mathrm{},\mathrm{}=\mathrm{\hspace{0.17em}1}`$. By duality, $`\widehat{P}_{1,1}=\mathrm{\hspace{0.17em}1}`$, too.
c) The dual operator $`\widehat{P}^{}`$ is a normal contraction on $`\mathrm{B}()`$. It is also a projection. Suppose $`\varphi ,\psi \mathrm{Tr}()`$. Then
$$\mathrm{tr}(\widehat{P}^{}\varphi )\psi =\mathrm{tr}\varphi \widehat{P}(\psi )=\mathrm{tr}(\widehat{P}\varphi )\psi $$
Hence $`\widehat{P}^{}|_{\mathrm{Tr}()}=\widehat{P}`$. However, $`\mathrm{Tr}()`$ is $`\sigma `$-weakly dense in $`\mathrm{B}()`$ so $`\widehat{P}^{}`$ is a normal extension of $`\widehat{P}`$ onto $`\mathrm{B}()`$. We denote it by $`\overline{P}`$. The image of $`\overline{P}`$ equals to the $`\sigma `$-weak closure of $`\mathrm{im}\widehat{P}`$ which coincides with the von Neumann algebra $``$. $`\mathrm{}`$
Therefore, our task reduces to the description of the projection $`\overline{P}`$. By Prop.13 and 14 in we know that $`=_k_k=_k(_n_{kn})`$,where $`_{kn}`$ are type I factors. Let $`E_{kn}`$ denote the unit in $`_{kn}`$ and let $`\overline{P}_{kn}(A)=E_{kn}\overline{P}(A)`$. Then $`\overline{P}_{kn}`$ is a projection onto $`_{kn}`$ and $`_k_n\overline{P}_{kn}=\overline{P}`$ since $`_k_nE_{kn}=E`$, the unit in $``$. Hence
$$\overline{P}=\underset{k}{}\overline{P}_k=\underset{k}{}(\underset{n}{}\overline{P}_{kn})$$
(6)
where $`\overline{P}_{kn}`$ are normal, norm one, and pairwise orthogonal projections, i.e. $`\overline{P}_{kn}\overline{P}_{lm}=\overline{P}_{lm}\overline{P}_{kn}=\mathrm{\hspace{0.17em}0}`$ if $`(kn)(lm)`$. Therefore, it suffices to determine the form of projections $`\overline{P}_{kn}`$. Let us recall that each $`_{kn}`$ has a minimal projector $`e_n`$ of a finite dimension $`r(k)`$ for all $`n`$, where $`r(k)`$ is a subsequence of natural numbers. Let $`N=N(k,n)`$ be the degree of homogeneity (possibly infinite) of $`_{kn}`$.
Theorem 4.2 For $`A\mathrm{B}()`$
$$\overline{P}_{kn}(A)=\underset{𝒰(𝒩_{kn})}{}𝑑\mu (U)U(E_{kn}AE_{kn})U^{}$$
(7)
where $`𝒩_{kn}=(_{kn}^{})E_{kn}`$ is the commutant of $`_{kn}`$ in $`\mathrm{B}(E_{kn})`$, $`𝒰(𝒩_{kn})`$ is the group of unitary operators in $`𝒩_{kn}`$, and $`d\mu `$ is a unique normalized Haar measure on $`𝒰(𝒩_{kn})`$.
Proof: First, notice that for any projector $`e`$ in $``$ the von Neumann algebras $`ee`$ and $`_e`$, where
$$_e=\{eA|_{\mathrm{range}e}:A\}\mathrm{B}(e)\}$$
are isomorphic. We use this identification in the proof. Let $`V:E_{kn}\stackrel{~}{}_{kn}=𝐂^N𝐂^{r(k)}`$ be a unitary isomorphism. Here $`\stackrel{~}{}_{kn}`$ denotes a Hilbert space being the direct sum of $`N=N(k,n)`$ copies of range$`e_n`$. $`_{kn}`$ is isomorphic to the matrix algebra $`M_{N\times N}(e_n_{kn}e_n)`$. Because $`e_n`$ is minimal, so $`e_n_{kn}e_n=𝐂e_n`$. Therefore, $`\alpha (_{kn})=\mathrm{B}(\stackrel{~}{}_{kn})I_{r(k)}`$, where $`\alpha (A)=VAV^{}`$ for $`A\mathrm{B}(E_{kn})`$ and $`I_{r(k)}`$ is the identity $`r(k)\times r(k)`$ matrix. The projection $`\alpha \overline{P}_{kn}|_{\mathrm{B}(E_{kn})}\alpha ^1`$ is the conditional expectation from $`\mathrm{B}(\stackrel{~}{}_{kn})M_{r(k)\times r(k)}`$ onto the first factor. Hence, for any $`B\mathrm{B}(\stackrel{~}{}_{kn})M_{r(k)\times r(k)}`$,
$$\alpha \overline{P}_{kn}|_{\mathrm{B}(E_{kn})}\alpha ^1(B)=\underset{U(r(k))}{}𝑑\mu (U)(\mathrm{𝟏}U)B(\mathrm{𝟏}U^{})$$
and so
$$\overline{P}_{kn}(A)=\underset{U(r(k))}{}𝑑\mu (U)V^{}(\mathrm{𝟏}U)(VAV^{})(\mathrm{𝟏}U^{})V^{}$$
for any $`A\mathrm{B}(E_{kn})`$. However $`V^{}(\mathrm{𝟏}U)V`$ is a unitary operator in $`𝒩_{kn}`$ and $`𝒩_{kn}`$ is isomorphic to $`M_{r(k)\times r(k)}`$. Thus $`𝒰(𝒩_{kn})`$ is isomorphic to $`U(r(k))`$. For a general $`A\mathrm{B}()`$ there is
$$\overline{P}_{kn}(A)=\underset{𝒰(𝒩_{kn})}{}𝑑\mu (U)U(E_{kn}AE_{kn})U^{}\mathrm{}$$
Let us consider some particular cases of the projection $`\overline{P}`$.
Corollary 4.3 If $`r(1)=\mathrm{\hspace{0.17em}1}`$, then $`\overline{P}_1`$ is given by
$$\overline{P}_1(A)=\underset{n}{}\overline{P}_{1n}(A)=\underset{n}{}E_{1n}AE_{1n}$$
(8)
where $`\{E_{1n}\}`$ is a sequence (possibly finite) of pairwise orthogonal projectors of arbitrary dimensions. Let $`J=\{(kn):N(k,n)=\mathrm{\hspace{0.17em}1}\}`$. Then for any $`(kn)J`$, $`\mathrm{dim}E_{kn}<\mathrm{}`$ and
$$\underset{J}{}\overline{P}_{kn}(A)=\underset{J}{}\mathrm{tr}(E_{kn}A)\frac{E_{kn}}{\mathrm{dim}E_{kn}}$$
(9)
where $`\{E_{kn}\}_J`$ is a sequence of pairwise orthogonal finite dimensional projectors.
Proof: For $`r(1)=\mathrm{\hspace{0.17em}1}`$ any $`U𝒰(𝒩_{1n})`$ is of the form $`U=e^{ia}E_{1n}`$. Hence (6) and (7) implies (8). If $`N(k,n)=\mathrm{\hspace{0.17em}1}`$, then $`E_{kn}`$ is a minimal projector in $`_{kn}`$ with dim$`E_{kn}=r(k)`$. Therefore, $`\overline{P}_{kn}|_{\mathrm{B}(E_{kn})}`$ is the conditional expectation onto $`𝐂E_{kn}`$ and formula (9) follows. $`\mathrm{}`$
Thus, if $`r(1)=1`$ we recover the Wan scheme , while for any $`r(k)>1`$ the minimal projectors in a corresponding coherent subspace are of dimension $`r(k)`$ and so we meet the case of generalized rays. The restriction of the gauge group to subspace $`E_{kn}`$ is isomorphic to the unitary group $`𝒰(r(k))`$. Therefore, the whole gauge group equals to $`_{r(k)>1}𝒰(r(k))`$. In particular, if $`N(k,n)=1`$ for some $`r`$ and $`k`$ such that $`r(k)>1`$, then the restriction of algebra $``$ to $`E_{kn}`$ consists only of numbers, i.e. $`E_{kn}=𝐂E_{kn}`$. Hence we recover in formula (9) the coarse graining projection .
We meet another interesting case when $`N(k,n)=r(k)`$. Then, $`E_{kn}`$ is isomorphic to $`𝐂^{r(k)}𝐂^{r(k)}`$ and the restriction of $``$ to $`E_{kn}`$ is isomorphic to $`M_{r(k)\times r(k)}I_{r(k)}`$, that is effective observables act on the first factor, and so are isomorphic with their commutant in B$`(E_{kn})`$. Such a situation was discussed by Giulini in the context of the quantization of a system whose classical configuration space is not simply connected.
It is worth pointing out that all cases discussed above are of the discrete type, that is all self-adjoint superselection operators have discrete spectral decompositions.
Finally, we discuss the conservativeness of the induced superselection structure.
Proposition 4.4 The induced superselection structure is conservative if and only if $`I`$.
Proof: $``$ If the identity operator belongs to $``$, then $`\overline{P}(I)=I`$. Hence $`\mathrm{tr}\widehat{P}\rho =\mathrm{tr}\overline{P}(I)\rho =\mathrm{tr}\rho `$ for all $`\rho \mathrm{Tr}()`$.
$``$ Suppose now that tr$`\widehat{P}\rho =\mathrm{tr}\rho `$ for all $`\rho \mathrm{Tr}()`$. Let us assume on the contrary that $``$ does not contain $`I`$. Then $`_{k,n}E_{kn}`$ is a non-trivial projector. Let $`E^{}=I_{k,n}E_{kn}`$. For a state $`\rho _0=E^{}\rho _0E^{}`$ we have that $`\widehat{P}(\rho _0)=0`$ and so tr$`\widehat{P}(\rho _0)=0`$, the contradiction. $`\mathrm{}`$
Corollary 4.5 Suppose $`T_t`$ is relatively compact in the strong operator topology. Then the induced superselection structure is conservative.
Proof: By Prop. 4.4 it suffices to show that $`I`$. Suppose on the contrary that $`I`$ does not belong to $``$. Then again for a state $`\rho _0=E^{}\rho _0E^{}`$ we have that $`\widehat{P}(\rho _0)=\mathrm{\hspace{0.17em}0}`$. However, by (5)
$$\underset{t\mathrm{}}{lim}T_t\rho _0\widehat{P}(T_t\rho _0)_1=\underset{t\mathrm{}}{lim}T_t\rho _0_1=\mathrm{\hspace{0.33em}0}$$
the contradiction, since $`T_t\rho _0_1=\mathrm{tr}T_t\rho _0=\mathrm{\hspace{0.17em}1}`$ for all $`t0`$. $`\mathrm{}`$
Consequently, a strong superselection structure is always conservative and so the projection $`\overline{P}`$ is a tr-compatible conditional expectation from $`\mathrm{B}()`$ onto $``$.
References
$`[1]`$ Wick, G.C., Wightman, A.S., Wigner, E.P.: The intrinsic parity of elementary particles. Phys. Rev. 88, 101-105 (1952)
$`[2]`$ Wightman, A.S.: Superselection rules; old and new. Il Nuovo Cimento B 110, 751-769 (1995)
$`[3]`$ Jauch, J.: System of observables in Quantum Mechanics. Helv. Phys. Acta 33, 711-726 (1960)
$`[4]`$ Wan, K.: Superselection rules, quantum measurement, and Schrödinger’s cat. Canadian J. Phys. 58, 976-982 (1980)
$`[5]`$ Messiah, A.M.L., Greenberg, O.W.: Symmetrization postulate and its experimental foundation. Phys. Rev. 136B, 248-267 (1964)
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$`[7]`$ Zurek, W.H.: Environment-induced superselection rules. Phys. Rev. D 26, 1862-1880 (1982)
$`[8]`$ Joos, E., Zeh, H.D.: The emergence of classical properties through interaction with the environment. Z. Phys. B 59, 223-243 (1985)
$`[9]`$ Paz, J.P., Zurek, W.H.: Environment-induced decoherence, classicality, and consistency of quantum histories. Phys. Rev. D 48, 2728-2738 (1993)
$`[10]`$ Joos, E.: Decoherence through interaction with the environment. In: Giulini, D. et al. (eds.) Decoherence and the appearance of a classical world in quantum theory. Berlin: Springer 1996
$`[11]`$ Unruh, W.G., Zurek, W.H.: Reduction of a wave packet in Quantum Brownian motion. Phys. Rev. D 40, 1071-1094 (1989)
$`[12]`$ Twamley, J.: Phase-space decoherence: a comparison between consistent histories and environment-induced superselection. Phys. Rev. D 48, 5730-5745 (1993)
$`[13]`$ Olkiewicz, R.: Environment-induced superselection rules in Markovian regime. Commun. Math. Phys. (in press)
$`[14]`$ Davies, E.B.: Quantum Theory of Open Systems. Academic Press: London (1976)
$`[15]`$ Partovi, M.H.: Irreversibility, reduction and entropy increase in quantum measurement. Phys. Lett. A 137, 445-450 (1989)
$`[16]`$ Kupsch, J.: Open quantum systems. In: Giulini, D. et al. (eds.) Decoherence and the appearance of a classical world in quantum theory. Berlin: Springer 1996
$`[17]`$ Giulini, D.: Quantum Mechanics on spaces with finite fundamental group. Helv. Phys. Acta 68, 438-469 (1995)
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# Nonstatic global string in Brans-Dicke theory
## I Introduction
In the recent years there has been a rapid growth of research in the interface between particle physics and cosmology resulting in several exciting ideas concerning the unification of forces of nature. One of the most important features in the early universe, particle physicists and cosmologists have speculated, is the ”Grand Unification”- unification of the strong and electroweak forces. It was soon realised that this grand symmetery presented in the early universe at very high energy scale had to be broken in order to account for the electroweak and nuclear forces as different fields in the present day low energy universe. One of the immediate and inescapable consequences of this symmetry breaking is the formation of topological defects. They can be monopoles, cosmic strings or domain walls .
Among these defects, cosmic strings are particularly interesting in view of their capability to produce direct observational effects such as gravitational lensing and also because they are possible seeds of galaxy formation . Strings are said to be local or global depending on their origin from the breakdown of local or global $`U(1)`$ symmetry. While local strings are well behaved , having an exterior representing a flat Minkowskian spacetime with a conical defect, global strings, however, have strong gravitational effects at large distances. The static global string spaectime is found to have a singularity at a finite distance from the string core. Later Gregory showed that the time dependence of the metric might remove the singular behaviour of the global string spacetime.Very recently Sen and Banerjee have shown that one can also have nonsingular static spacetime outside the core of the global string if the spacetime does not admit Lorentz boost along the symmetry axis .
Discussions in the previous paragraphs have been confined within the context of General Relativity(GR). But at sufficiently high energy scales, it seems likely that gravity is not given by the Einstein action but becomes modified by the superstring terms. In the low energy limits of this string theory, one recovers Einstein’s gravity along with scalar dilaton field which is nonminimally coupled to the gravity . On the other hand, scalar tensor theories, such as Brans-Dicke theory(BD) , which is compatible with the Mach’s principle, have been considerably revived in the recent years. In these theories, the purely metric coupling of matter with gravity is restored and hence the equivalence principle is ensured. Moreover these models exhibit an attractor mechanism towards GR, so that the expansion of the universe during matter dominated epoch tends to drive the scalar field towards a state where these models are indistinguishable from GR . Although dilaton gravity and BD theory arise from entirely different motivations, it can be shown that the former is special case of the later, at least formally . The implications of the BD theory for topological defects have been studied by many authors. Gundlach and Ortiz obtained analytical solutions for a local gauge string in BD theory. These solutions are not satisfactory because here the BD theory was used to solve for the exterior, while in the interior, the solutions were given for Einstein’s field equations, ignoring the BD scalar field completely. The other solutions in BD theory for a local gauge string have been given by Barros and Romero and Guimaraes . Later Sen et.al have shown that for a local gauge string, Vilenkin’s prescription for the energy momentum tensor due to the string is inconsistent with BD theory. Gravitational field of a $`U(1)`$ global string has also been studied by many authors. Sen et.al have presented two kind of solutions for the specetime outside the core of a static global string, one of which was in closed form and was nonsingular at a finite distance from the string core while the other one could not be written in a closed form and moreover contained singularity at a finite distance from the string core. More general solutions for static global string in BD theory have been provided by Boisseau and Linet . In another interesting work, Dando and Gregory have examined field equations of a self gravitating nonstatic global string in low energy string gravity allowing for an arbitary coupling of the global string to the dilaton field. Both massive and massless dilaton fields were considered. In both cases, they had demonstrated the existence of a nonsingular spacetime for the string if one includes a time dependence of the form $`e^{b_0t}`$ along the length of the string where $`b_0>0`$. But here the dilaton scalar field itself was not time dependent. In this work, we have studied the gravitational field of a nonstatic global string in BD theory where the BD scalar field is also time depenedent along with the metric components. Moreover the metric components are not separable functions of time and space which was the assumption for most of the previous works.
In section II, we have constructed the field equations for the time dependent global string in BD theory and have presented the solutions for the field equations. In section III, we have analysed our solutions where we have studied the presence of the physical singularity in our spacetime and also have shown that the spacetime represents both incoming and outgoing gravitational radiations. The paper ends with a conclusion in section IV.
## II Field equations and their solutions
The gravitational field equation in BD theory is given by
$$G_{\mu \nu }=\frac{T_{\mu \nu }}{\mathrm{\Phi }}+\frac{\omega }{\mathrm{\Phi }^2}(\mathrm{\Phi }_{,\mu }\mathrm{\Phi }_{,\nu }\frac{1}{2}g_{\mu \nu }\mathrm{\Phi }_{,\alpha }\mathrm{\Phi }^{,\alpha })+\frac{1}{\mathrm{\Phi }}(\mathrm{\Phi }_{,\mu ;\nu }g_{\mu \nu }\mathrm{}\mathrm{\Phi })$$
$`(1.1),`$
together with the wave equation for the BD scalar field $`\mathrm{\Phi }`$
$$\mathrm{}\mathrm{\Phi }=\frac{T}{(2\omega +3)}$$
$`(1.2),`$
where $`\mathrm{\Phi }`$ is the BD scalar field, $`T_{\mu \nu }`$ is the energy momentum tensor for the matter field and $`\omega `$ is the BD parameter. The conservation relation for the matter field $`T_{;\nu }^{\mu \nu }=0`$ follows identically. Sometimes it is more convenient to use a nonphysical metric $`\overline{g}_{\mu \nu }`$ which is conformally related to $`g_{\mu \nu }`$ by
$$g_{\mu \nu }=\mathrm{\Phi }^1\overline{g}_{\mu \nu }$$
$`(1.3),`$
and the corresponding field equations are
$$\overline{G}_{\mu \nu }=\overline{T}_{\mu \nu }+\frac{(2\omega +3)}{2\mathrm{\Phi }^2}(\mathrm{\Phi }_{,\mu }\mathrm{\Phi }_{,\nu }\frac{1}{2}\overline{g}_{\mu \nu }\mathrm{\Phi }^{,\alpha }\mathrm{\Phi }_{,\alpha })$$
$`(1.4),`$
$$\mathrm{}\mathrm{\Phi }=\frac{\overline{T}}{2\omega +3}$$
$`(1.5),`$
where $`\mathrm{}`$ operator is calculated with respect to $`\overline{g}_{\mu \nu }`$ and also now $`\overline{T}_{\mu \nu }`$ is the conformally transformed energy momentum tensor given by
$$T_{\mu \nu }=\mathrm{\Phi }\overline{T}_{\mu \nu }$$
$`(1.6).`$
But now the conservation equation for the matter field does not follow identically. The rest mass of the particles vary depending on the spacetime locations and hence the paths of the massive particles are no longer geodesics.
We have taken the line element as
$$ds^2=e^{2(ku)}(dt^2dr^2)e^{2u}dz^2w^2e^{2u}d\theta ^2$$
$`(1.7),`$
where $`k,u,w`$ are functions of both $`t`$ and $`r`$. Assuming that the complex scalar field for the global string is independent of the radial distance $`r`$ outside the core radius $`\delta =(\eta \sqrt{\lambda })^1`$, where $`\eta `$ is the symmetry breaking energy scale and $`\lambda `$ is a constant, one can calculate the energy momentum tensor for the global string in the original version of BD theory as
$$T_t^t=T_r^r=T_z^z=T_\theta ^\theta =\frac{\eta ^2}{2}\frac{e^{2u}}{w^2}$$
$`(1.8).`$
In our case the $`T_\nu ^\mu `$s are conformally transformed as (1.6), hence we assume $`\overline{T}_\nu ^\mu `$ in the conformally transformed version as
$$\overline{T}_t^t=\overline{T}_r^r=\overline{T}_z^z=\overline{T}_\theta ^\theta =\overline{\sigma }(r,t)$$
$`(1.9)`$
With (1.7) and (1.9), equations (1.4) and (1.5) become
$$\frac{\dot{k}\dot{w}}{w}\dot{u}^2\frac{w^{^{\prime \prime }}}{w}+\frac{k^{^{}}w^{^{}}}{w}u^{}_{}{}^{}2=\overline{\sigma }e^{2(ku)}\frac{(2\omega +3)}{4}(\dot{\psi }^2+\psi ^{}_{}{}^{}2)$$
$`(1.91a)`$
$$\frac{\ddot{w}}{w}\frac{\dot{k}\dot{w}}{w}+\dot{u}^2\frac{k^{^{}}w^{^{}}}{w}+u^{}_{}{}^{}2=\overline{\sigma }e^{2(ku)}+\frac{(2\omega +3)}{4}(\dot{\psi }^2+\psi ^{}_{}{}^{}2)$$
$`(1.91b)`$
$$\dot{u}^2+\ddot{k}u^{}_{}{}^{}2k^{^{\prime \prime }}=\overline{\sigma }e^{2(ku)}\frac{(2\omega +3)}{4}(\dot{\psi }^2\psi ^{}_{}{}^{}2)$$
$`(1.91c)`$
$$\frac{\ddot{w}}{w}\frac{2\dot{u}\dot{w}}{w}2\ddot{u}+\dot{u}^2+\ddot{k}\frac{w^{^{\prime \prime }}}{w}+\frac{2u^{^{}}w^{^{}}}{w}+2u^{^{\prime \prime }}k^{^{\prime \prime }}u^{}_{}{}^{}2=\overline{\sigma }e^{2(ku)}+\frac{(2\omega +3)}{4}(\dot{\psi }^2\psi ^{}_{}{}^{}2)$$
$`(1.91d)`$
$$\frac{k^{^{}}\dot{w}}{w}\frac{\dot{w}^{^{}}}{w}+\frac{\dot{k}w^{^{}}}{w}2u^{^{}}\dot{u}=\frac{(2\omega +3)}{2}\dot{\psi }\psi ^{^{}}$$
$`(1.91e)`$
$$\ddot{\psi }+\frac{\dot{\psi }\dot{w}}{w}\psi ^{^{}}\frac{\psi ^{^{}}w^{^{}}}{w}=\frac{2\overline{\sigma }e^{2(ku)}}{(2\omega +3)}$$
$`(1.91f)`$
where we have assumed $`\psi =ln(\mathrm{\Phi })`$ and overdot and prime represent differentiation with respect to $`t`$ and $`r`$ respectively. After some straightforward calculations one can get
$$(\dot{u}w)^.=(u^{^{}}w)^{^{}}$$
$`(1.92).`$
One of the possible solutions of (1.92) is that both $`(\dot{u}w)`$ and $`(u^{^{}}w)`$ are functions of $`(r+t)`$. In what follows, we have assumed that $`k,u,w,\psi ,\sigma `$ are functions of $`(at+br)`$ in our subsequent calculations where $`a,b`$ are arbitary constants.
Defining $`x=at+br`$, equations (1.91a)-(1.91f) become
$$(a^2+b^2)\frac{k_xw_x}{w}(a^2+b^2)u_x^2b^2\frac{w_{xx}}{w}=\overline{\sigma }e^{2(ku)}\frac{(2\omega +3)}{4}(a^2+b^2)\psi _x^2$$
$`(1.93a)`$
$$a^2\frac{w_{xx}}{w}(a^2+b^2)\frac{k_xw_x}{w}+(a^2+b^2)u_x^2=\overline{\sigma }e^{2(ku)}+\frac{(2\omega +3)}{4}(a^2+b^2)\psi _x^2$$
$`(1.93b)`$
$$(a^2b^2)u_x^2+(a^2b^2)k_{xx}=\overline{\sigma }e^{2(ku)}+\frac{(2\omega +3)}{4}(a^2b^2)\psi _x^2$$
$`(1.93c)`$
$$(a^2b^2)\frac{w_{xx}}{w}2(a^2b^2)\frac{u_xw_x}{w}2(a^2b^2)u_{xx}+(a^2b^2)u_x^2+(a^2b^2)k_{xx}$$
$$=\overline{\sigma }e^{2(ku)}+\frac{(2\omega +3)}{4}(a^2b^2)\psi _x^2$$
$`(1.93d)`$
$$(a^2b^2)(\psi _{xx}+\frac{\psi _xw_x}{w})=\frac{2\overline{\sigma }e^{2(ku)}}{2\omega +3}$$
$`(1.93e)`$
It can be shown that equation (1.91e) is now no longer indepenedent but can be achieved with the help of other equations. After some straightforward calculations one can get from (1.93a)-(1.93e) the following equations:
$$(a^2b^2)\frac{w_{xx}}{w}=2\overline{\sigma }e^{2(ku)}$$
$`(1.94a)`$
$$\frac{w_{xx}}{w}\frac{2k_xw_x}{w}+2u_x^2=\frac{(2\omega +3)}{2}\psi _x^2$$
$`(1.94b)`$
$$u_x=\alpha /w$$
$`(1.94c)`$
$$k_x=\beta /w$$
$`(1.94d)`$
$$e^\psi =Bw^{1/(2\omega +3)}$$
$`(1.94e)`$
where $`\alpha `$, $`\beta `$ and $`B`$ are arbitary integration constants. So we have five equations and five unknowns namely, $`w,k,u,\psi `$ and $`\overline{\sigma }`$. Also one should note from equation (1.94a) that $`a^2b^2`$ in order to have nonvanishing $`\overline{\sigma }`$. Using (1.94c)-(1.94e), (1.94b) becomes
$$ww_{xx}2\beta w_x+2\alpha ^2\frac{1}{2(2\omega +3)}w_x^2=0$$
$`(1.95).`$
To have an exact analytical solution for the equation (1.95), we make a simplified assumption that $`\alpha =\beta =0`$ which means
$$u_x=k_x=0$$
$`(1.96).`$
Then one can integrate equation (1.95) to get
$$w=w_0(xx_0)^{1/(1A)}$$
$`(1.97)`$
where $`w_0`$ and $`x_0`$ are arbitary constants and $`A=\frac{1}{2(2\omega +3)}`$. One can now calculate the expressions for the energy density $`\overline{\sigma }`$ and the BD scalar field $`\mathrm{\Phi }`$:
$$\overline{\sigma }=\frac{p(p1)(b^2a^2)}{2(xx_0)^2}$$
$`(1.98a)`$
$$\mathrm{\Phi }=e^\psi =\mathrm{\Phi }_0(xx_0)^{2A/(A1)}$$
$`(1.98b)`$
where we have taken the constants $`e^k=e^u=1`$ without any loss of generality and $`p=1/(1A)`$. Using (1.3) and (1.6) one can now calculate the expression for the line element and the energy density in the original BD theory which are given by
$$ds^2=\frac{1}{\mathrm{\Phi }_0}(at+brx_0)^{2A/(1A)}(dt^2dr^2dz^2)\frac{w_0^2}{\mathrm{\Phi }_0}(at+brx_0)^{2(1+A)/(1A)}d\theta ^2$$
$`(1.99a)`$
$$\sigma =\frac{p(p1)(b^2a^2)\mathrm{\Phi }_0^2}{2}(at+brx_0)^{2(1+A)/(1A)}$$
$`(1.99b).`$
One can check that the energy density $`\sigma 1/g_{33}`$ which is true for global string according to (1.8). To recover the corresponding solution for Einstein’s General Relaivity one has to take the limit $`\omega \mathrm{}`$ . In the present case, in this limit, the BD scalar field $`\mathrm{\Phi }`$ becomes constant and the line element (1.99a) becomes a flat metric with an angular deficit.
One can also calculate the angular deficit in the spacetime for a constant time which becomes
$$2\pi \left[1\frac{bw_0(at+brx_0)^{(1+A)/(1A)}}{(1A)[(at+brx_0)^{1/(1A)}(atx_0)^{1/(1A)}]}\right].$$
Hence it is clear from the above expression that the angular deficit is a function of both $`r`$ and $`t`$.
## III Analysis of the solution
To check the occurance of the curvature singularity in the spacetime, one has to calculate the Kretschmann curvature scalar for the line element (1.99a):
$$R^{ijkl}R_{ijkl}=4\mathrm{\Phi }_0^2\left[\frac{(a^2b^2)^2(80\omega ^2+248\omega +198)(at+brx_0)^{8(2\omega +3)/(4\omega +7)}}{(16\omega ^2+40\omega +25)^2}\right]$$
$`(2.1)`$
One can see that for $`x_00`$, the spacetime does not have any curvature singularity at any finite distance from the string core if $`(2\omega +3)>0`$ which is a physical assumption so as to make the energy contribution from the scalar field positive . There may be singularity at $`r=0`$ but line element (1.99a) is valid for $`r>\delta `$ because the form of the energy momentum tensor given in (1.8) is valid only for outside the string core that is $`r>\delta `$. For $`x_0>0`$ the spacetime may have singularity at a finite distance from the string core. But there is always a physical singularity at a particular time in the spacetime depending on the choice of the constant as the range of $`t`$ is $`\mathrm{}t\mathrm{}`$.
To check whether the spacetime represents the emission and absorption of gravitational radiation, one has to calculate the corresponding Weyl tensor, which is thought of as representing the pure gravitational field . Introducing the null tetrad frame by
$$L^\mu =\frac{e^{uk}}{\sqrt{2}}(\delta _t^\mu \delta _r^\mu )$$
$`(2.2a)`$
$$N^\mu =\frac{e^{uk}}{\sqrt{2}}(\delta _t^\mu +\delta _r^\mu )$$
$`(2.2b)`$
$$M^\mu =\frac{1}{\sqrt{2}}(e^u\delta _z^\mu +\frac{i}{w}\delta _\theta ^\mu )$$
$`(2.2c)`$
$$\overline{M}^\mu =\frac{1}{\sqrt{2}}(e^u\delta _z^\mu \frac{i}{w}\delta _\theta ^\mu )$$
$`(2.2d)`$
one can find that the two of the nonvanishing components of the Weyl tensor for the line element (1.99a) are
$$\mathrm{\Psi }_0=C_{\mu \nu \lambda \sigma }L^\mu M^\nu L^\lambda M^\sigma $$
$`(2.3a),`$
$$\mathrm{\Psi }_4=C_{\mu \nu \lambda \sigma }N^\mu \overline{M}^\nu N^\lambda \overline{M}^\sigma $$
$`(2.3b).`$
The reason for calculating these two components in null frame is that these components in this frame have a direct physical meaning that is $`\mathrm{\Psi }_0`$ represents an outgoing cylindrical gravitational wave along the null hypersurface defined by $`N^\mu `$ and $`\mathrm{\Psi }_4`$ represents the incoming cylindrical gravitational wave propagating along the null hypersuface defined by $`L^\mu `$ . Using the line element (1.99a) and (2.2) and (2.3) these components become
$$\mathrm{\Psi }_0=\frac{3A\mathrm{\Phi }_0^3(a^2+b^2)(at+brx_0)^{2(1+2A)(1A)}}{24(1A)^2}\left[\frac{\mathrm{\Phi }_0(at+brx_0)^{2(1+A)/(1A)}}{w_0^2}+1\right]$$
$$\frac{abA\mathrm{\Phi }_0^3(a^2+b^2)(at+brx_0)^{2(1+2A)(1A)}}{24(1A)^2}\left[\frac{\mathrm{\Phi }_0(at+brx_0)^{2(1+A)/(1A)}}{w_0^2}+1\right]$$
$`(2.4a)`$
$$\mathrm{\Psi }_4=\frac{3A\mathrm{\Phi }_0^3(a^2+b^2)(at+brx_0)^{2(1+2A)(1A)}}{24(1A)^2}\left[\frac{\mathrm{\Phi }_0(at+brx_0)^{2(1+A)/(1A)}}{w_0^2}+1\right]$$
$$+\frac{abA\mathrm{\Phi }_0^3(a^2+b^2)(at+brx_0)^{2(1+2A)(1A)}}{24(1A)^2}\left[\frac{\mathrm{\Phi }_0(at+brx_0)^{2(1+A)/(1A)}}{w_0^2}+1\right]$$
$`(2.4b)`$
The first terms in the expressions for $`\mathrm{\Psi }_0`$ and $`\mathrm{\Psi }_4`$ are equal and are nonvanishing for $`a=0`$ i.e for static spacetime. They represent the gravitational field for the global string. The second terms in $`\mathrm{\Psi }_0`$ and $`\mathrm{\Psi }_4`$ are of opposite sign and does not exist for $`a=0`$ i.e for static spacetime. These terms represent the outgoing and incoming gravitational radiation respectively. For a particular case $`ab=3`$ one can see that there is no outgoing radiation from the string but only the incoming radiation exists.
## IV Conclusion
In this work we have studied the gravitational field outside the core of a nonstatic global string in BD theory of gravity. The solution presented here are not the general one as we have made some assumptions but this may be the first example of such investigations where the BD scalar field is itself time dependent and also where the metric components are not the separable function of $`t`$ and $`r`$. The previous work in this line by Dando and Gregory , assumed the metric components are separable functions of time and space and also the BD scalar field was time independent. The solution presented here may or may not have singularity at a finite distance from the string core depending upon the value of arbitary constant but it has singularity at a particular time. One can also check from the expression of Kretschmann scalar that the spaceime is asymtotically flat both in time and space for $`(2\omega +3)>0`$ which is a physical assumption . As the components of Weyl tensor in null frame are nonzero hence there are incoming as well as outgoing gravitational radiation in our spacetime. Also the fact that the weyl tensor has non zero components combined with the non zero Ricci tensor leads to the fact that these strings may produce some gravitational lens effects for null rays passing near the strings. Hence there may be distortion and amplifications of distance objects seen along the lines of sight passing near the string .
## V Acknowledgement
One of the authors (AAS) gratefully acknowledge the hospitality provided by the Abdus Salam International Center for Theoretical Physics, Trieste, Italy, where part of the work has been done.
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# A Spacetime Foam Approach to the Schwarzschild-de Sitter Entropy
## 1 Introduction
Black holes have many properties analogous to those of thermodynamics. In particular, four laws of black holes combined with the generalized second law make up a main framework of the black hole thermodynamics. In these laws, black hole entropy is defined as
$$S_{BH}=\frac{A}{4G},$$
(1)
where $`A`$ is the area of black hole horizon. This formula is known as Bekenstein-Hawking formula, since the concept of black hole entropy was first introduced by Bekenstein as a quantity proportional to the horizon area and the proportionality coefficient was fixed by Hawking’s discovery of thermal radiation with temperature given by
$$k_BT_{BH}=\frac{\mathrm{}\kappa }{2\pi c}.$$
(2)
$`\kappa `$ is the surface gravity of a background black hole. This thermal radiation and its temperature are called Hawking radiation and Hawking temperature, respectively. Let us recall basic properties of the black hole thermodynamics by taking the example of a one-parameter family of Schwarzschild black holes, parameterized by the mass $`M`$. The first law of thermodynamics, in this case is
$$\delta E_{BH}=T_{BH}\delta S_{BH},$$
(3)
where $`E_{BH}`$, $`S_{BH}`$ and $`T_{BH}`$ are quantities that are identified with the energy, the entropy and the temperature of a black hole, respectively. The energy of the black hole is simply given by $`E_{BH}=M_{BH}`$. A simple relation exists also for the temperature $`T_{BH}`$. Hawking showed that a black hole with surface gravity $`\kappa `$ emits thermal radiation of a quantum matter field (which plays the rôle of a thermometer) at temperature given by Eq. $`\left(\text{2}\right)`$ . Since $`\kappa =c^4/4GM_{BH}`$, it is natural to define the temperature of a Schwarzschild black hole with mass $`M_{BH}`$ by
$$k_BT_{BH}=\frac{\mathrm{}c^3}{8\pi GM_{BH}}.$$
(4)
Then from Eqs.$`\left(\text{2}\right)`$-$`\left(\text{4}\right)`$, we get
$$S_{BH}=\frac{k_Bc^3}{4\mathrm{}G}A+C,$$
(5)
where $`A16\pi G^2M_{BH}^2/c^4`$ is the area of the event horizon and $`C`$ is some constant. Since a value of $`C`$ is not essential in our discussions, we shall set hereafter $`C=0`$. This is a special case of the Bekenstein-Hawking formula. It can be shown that classically the area of the event horizon cannot decrease in time (the area law or the second law of black hole) just as the ordinary thermodynamical entropy. This observation was the real motivation of introducing a black-hole entropy. Moreover, when quantum effects are taken into account, it is believed that a sum of the black hole entropy and matter entropy does not decrease (the generalized second law). The zeroth law of black hole thermodynamics states that surface gravity of a Killing horizon is constant throughout the horizon. This is expected for the Schwarzschild black hole, because it is a static black hole. What is unexpected is that the same result is valid also for a Kerr black hole, which is dependent by its temperature, while the surface gravity is not. Of course we could just check this result but the point is that it is. This supports the choice of the black-hole temperature. The third law does hold in the sense of Nernst: it is impossible by any process, no matter how idealized, to reduce the surface gravity to zero in a finite sequence by operations . Thermodynamics has a well-established microscopic description: the quantum statistical mechanics. In the thermodynamical description, information on each microscopic degree of freedom is lost, and only macroscopic variables are concerned. However, the number of all microscopic degrees of freedom is implemented in a macroscopic variable: entropy $`S`$ is related to the number of all consistent microscopic states $`N`$ as
$$S=k_B\mathrm{ln}N.$$
(6)
In analogy, it is expected that there might be a microscopic description of the black hole thermodynamics, too. In particular, it is widely believed that the black hole entropy might be related to a number of microscopic states. This microscopic description seems to require a yet to be developed quantum theory of gravity. Actually a microscopic derivation of the black hole entropy was given in superstring theory by using the so-called D-brane technology. In this approach, the black hole entropy is identified with the logarithm of the number of states of massless strings attached to D-branes, with D-brane configuration and total momentum of the strings along a compactified direction fixed to be consistent with the corresponding black hole. The analysis along this line was extended to the so-called M-theory. Recently a different approach based on a foamy structure of space-time has been proposed . In this approach space-time foam is described by a collection of $`N`$ coherent wormholes, whose energy density (Casimir energy) at its minimum, is
$$\mathrm{\Delta }E_s\left(M\right)N_w^2\frac{V}{64\pi ^2}\frac{\mathrm{\Lambda }^4}{e}.$$
$`\mathrm{\Lambda }`$ is an U.V. cut-off, $`V`$ is the volume of the space and $`N_w`$ is the wormholes number. When we apply the wormhole model to the area, we obtain the mass quantization of the Schwarzschild black hole, namely<sup>1</sup><sup>1</sup>1Units in which $`\mathrm{}=c=k=1`$ are used throughout the paper.
$$S=4\pi M^2G=4\pi M^2l_p^2=N\pi M=\frac{\sqrt{N}}{2l_p}.$$
(7)
A second consequence is that in de Sitter space, the cosmological constant is quantized in terms of $`l_p`$, i.e.
$$S=\frac{3\pi }{l_p^2\mathrm{\Lambda }_c}=\frac{A}{4l_p^2}=\frac{N4\pi l_p^2}{4l_p^2}=N\pi \frac{3}{l_p^2N}=\mathrm{\Lambda }_c.$$
(8)
In this paper we would like to apply the same wormhole model of spacetime foam, to compute the entropy of a black hole embedded in a de Sitter space whose line element is described by the Schwarzschild-de Sitter metric (SdS). We will also look at its extreme version, the so-called Nariai metric.
The plan of the paper is the following: in section 2, we will briefly report our model of space-time foam, in section 3, we give a simple example of application of the resulting discretized (foamy) spacetime to the computation of the entropy in the Schwarzschild and in de Sitter case; in section 4, we discuss the entropy quantization in the case of the SdS case. We summarize and conclude in section 5.
## 2 Constructing the Foam
When we try to merge General Relativity with Quantum Field Theory at the Planck scale, spacetime could be subjected to topology and metric fluctuations <sup>2</sup><sup>2</sup>2It is interesting to note that there are also indications on how a foamy spacetime can be tested experimentally.. Such a fluctuating spacetime is known under the name of “spacetime foam” which can be taken as a model for the quantum gravitational vacuum. At this scale of lengths (or energies) quantum processes like black hole pair creation could become relevant. To establish if a foamy spacetime could be considered as a candidate for a Quantum Gravitational vacuum, we can examine the structure of the effective potential for such a spacetime. There are some examples showing that flat space cannot be considered as the true ground state for General Relativity . In the case of Ref., the whole spacetime has been considered as a black hole-anti-black hole pair formed up by a black hole with positive mass $`M`$ in the coordinate system of the observer and an anti black-hole with negative mass $`M`$ in the system where the observer is not present. In this way we have an energy preserving mechanism, because flat space has zero energy and the pair has zero energy too. However, in this case we have not a cosmological force producing the pair: we have only pure gravitational fluctuations. The black hole-anti-black hole pair has also a relevant pictorial interpretation: the black hole with positive mass $`M`$ and the anti black-hole with negative mass $`M`$ can be considered the components of a virtual dipole with zero total energy created by a large quantum gravitational fluctuation. Note that this is the only physical process compatible with the energy conservation. The importance of having the same energy behaviour (asymptotic) is related to the possibility of having a spontaneous transition from one spacetime to another one with the same boundary condition . This transition is a decay from the false vacuum to the true one. However, if we take account of a pair of neutral black holes living in different universes, there is no decay and more important no temperature is involved to change from flat to curved space. To see if this process is realizable we need to compute quantum corrections to the energy stored in the boundaries. These quantum corrections are pure gravitational vacuum excitations which can be measured by the Casimir energy, formally defined as
$$E_{Casimir}\left[\right]=E_0\left[\right]E_0\left[0\right],$$
(9)
where $`E_0`$ is the zero-point energy and $``$ is a boundary.
We begin to consider the following line element (Einstein-Rosen bridge) related to a single wormhole
$$ds^2=N^2\left(r\right)dt^2+\frac{dr^2}{1\frac{2MG}{r}}+r^2\left(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right)$$
(10)
We
wish to compute the Casimir-like energy
$$\mathrm{\Delta }E\left(M\right)=E\left(M\right)E\left(0\right)$$
$$=\frac{\mathrm{\Psi }\left|H^{Schw.}H^{Flat}\right|\mathrm{\Psi }}{\mathrm{\Psi }|\mathrm{\Psi }}+\frac{\mathrm{\Psi }\left|H_{ql}\right|\mathrm{\Psi }}{\mathrm{\Psi }|\mathrm{\Psi }}.$$
(11)
by perturbing the three-dimensional spatial metric $`g_{ij}=\stackrel{~}{g}_{ij}+h_{ij}`$. $`\mathrm{\Delta }E\left(M\right)`$ is computed in a WKB approximation, by looking at the graviton sector (spin 2 or TT tensor) in a Schrödinger representation with trial wave functionals of the Gaussian form by means of a variational approach. The Spin-two operator is defined as
$$\left(\mathrm{}_2\right)_j^a:=\mathrm{}\delta _j^a+2R_j^a$$
(12)
where $`\mathrm{}`$ is the Laplacian on a Schwarzschild background and $`R_j^a`$ is the mixed Ricci tensor whose components are:
$$R_j^a=diag\{\frac{2MG}{r^3},\frac{MG}{r^3},\frac{MG}{r^3}\}.$$
(13)
The total energy at one loop, i.e., the classical term plus the stable and unstable modes respectively, is
$$\mathrm{\Delta }E_{q.l.}+\mathrm{\Delta }E_s+\mathrm{\Delta }E_u$$
where $`\mathrm{\Delta }E_{q.l.}`$ is the quasilocal energy. For symmetric boundary conditions with respect to the bifurcation surface $`S_0`$ (such as this case $`E_{q.l.}=E_+E_{}=0`$. When the boundaries go to spatial infinity $`E_\pm =M_{ADM}`$. The Stable modes contribution is
$$\mathrm{\Delta }E_s=\frac{V}{32\pi ^2}\left(\frac{3MG}{r_0^3}\right)^2\mathrm{ln}\left(\frac{r_0^3\mathrm{\Lambda }^2}{3MG}\right).$$
(14)
$`\mathrm{\Lambda }`$ is a cut-off to keep under control the $`UV`$ divergence, we can think that $`\mathrm{\Lambda }m_p`$. For the unstable sector, there is only one eigenvalue in S-wave. This is in agreement with Coleman arguments on quantum tunneling: the presence of a unique negative eigenvalue in the second order perturbation is a signal of a passage from a false vacuum to a true vacuum. The Rayleigh-Ritz method joined to a numerical integration technique gives $`E^2=\mathrm{.\hspace{0.17em}175\hspace{0.17em}41}/\left(MG\right)^2`$, to be compared with the value $`E^2=\mathrm{.\hspace{0.17em}19}/\left(MG\right)^2`$ of Ref..
How to eliminate the instability? We consider $`N_w`$ coherent wormholes (i.e., non-interacting) in a semiclassical approximation and assume that there exists a covering of $`\mathrm{\Sigma }`$ such that $`\mathrm{\Sigma }=_{i=1}^{N_w}\mathrm{\Sigma }_i`$, with $`\mathrm{\Sigma }_i\mathrm{\Sigma }_j=\mathrm{}`$ when $`ij`$. Each $`\mathrm{\Sigma }_i`$ has the topology $`S^2\times R^1`$ with boundaries $`\mathrm{\Sigma }_i^\pm `$ with respect to each bifurcation surface. On each surface $`\mathrm{\Sigma }_i`$, quasilocal energy is zero because we assume that on each copy of the single wormhole there is symmetry with respect to each bifurcation surface. Thus the total energy for the collection is $`E_{|2}^{tot}=N_wH_{|2}`$ and the total trial wave functional is the product of $`N_w`$ t.w.f.
$$\mathrm{\Psi }_{tot}^{}=\mathrm{\Psi }_1^{}\mathrm{\Psi }_2^{}\mathrm{}\mathrm{}\mathrm{\Psi }_{N_w}^{}$$
(15)
By repeating the same calculations done for the single wormhole for the N<sub>w</sub> wormhole system, we obtain
The total Casimir energy (stable modes), at its minimum, is
$$\mathrm{\Delta }E_s\left(M\right)N_w^2\frac{V}{64\pi ^2}\frac{\mathrm{\Lambda }^4}{e}.$$
The minimum does not correspond to flat space $``$ $`\mathrm{\Delta }E_s\left(M\right)0.`$
The initial boundary located at $`R_\pm `$ will be reduced to $`R_\pm /N_w.`$
Since the boundary is reduced there exists a critical radius $`\rho _c=\mathrm{1.\hspace{0.17em}113\hspace{0.17em}4}`$ such that : $`NN_{w_c}`$ $`r_c`$ $`s.t.`$ $`r_0rr_c,\sigma \left(\mathrm{\Delta }_2\right)=\mathrm{}`$. This means that the system begins to be stable. To be compared with the value $`\rho _c=1.445`$ obtained by B. Allen in Ref..
## 3 Area Spectrum, Entropy and the Cosmological constant
Bekenstein has proposed that a black hole does have an entropy proportional to the area of its horizon $`S_{bh}=const\times A_{hor}`$. In natural units one finds that the proportionality constant is set to $`1/4G=1/4l_p^2`$, so that the entropy becomes $`S=A/4G=A/4l_p^2.`$ Another proposal always made by Bekenstein is the quantization of the area for nonextremal black holes $`a_n=\alpha l_p^2\left(n+\eta \right)`$ $`\eta >1`$ $`n=1,2,\mathrm{}`$ The area is measured by the quantity
$$A\left(S_0\right)=_{S_0}d^2x\sqrt{\sigma }.$$
(16)
We would like to evaluate the mean value of the area
$$A\left(S_0\right)=\frac{\mathrm{\Psi }_F\left|\widehat{A}\right|\mathrm{\Psi }_F}{\mathrm{\Psi }_F|\mathrm{\Psi }_F}=\frac{\mathrm{\Psi }_F\left|\widehat{_{S_0}d^2x\sqrt{\sigma }}\right|\mathrm{\Psi }_F}{\mathrm{\Psi }_F|\mathrm{\Psi }_F},$$
(17)
computed on the foam state
$$|\mathrm{\Psi }_F=\mathrm{\Psi }_1^{}\mathrm{\Psi }_2^{}\mathrm{}\mathrm{}\mathrm{\Psi }_{N_w}^{}.$$
(18)
Consider $`\sigma _{ab}=\overline{\sigma }_{ab}+\delta \sigma _{ab}\overline{\sigma }_{ab}`$ is such that $`_{S_0}d^2x\sqrt{\overline{\sigma }}=4\pi \overline{r}^2`$ and $`\overline{r}`$ is the radius of $`S_0`$
$$A\left(S_0\right)=\frac{\mathrm{\Psi }_F\left|\widehat{A}\right|\mathrm{\Psi }_F}{\mathrm{\Psi }_F|\mathrm{\Psi }_F}=4\pi \overline{r}^2.$$
(19)
Suppose to consider the mean value of the area $`A`$ computed on a given macroscopic fixed radius $`R`$. On the basis of our foam model, we obtain $`A=\underset{i=1}{\overset{N}{}}A_i`$, with $`A_iA_j=\mathrm{}`$ when $`ij`$. Thus
$$A=4\pi R^2=\underset{i=1}{\overset{N}{}}A_i=\underset{i=1}{\overset{N}{}}4\pi \overline{r}_i^2.$$
(20)
When $`\overline{r}_il_p`$, $`A_iA_{l_P}`$ and
$$A=NA_{l_P}=N4\pi l_p^2S=\frac{A}{4l_p^2}=\frac{N4\pi l_p^2}{4l_p^2}=N\pi .$$
(21)
Thus the macroscopic area is represented by $`N`$ microscopic areas of the Planckian size. In this sense we will claim that the area is quantized. The first consequence is the mass quantization of the Schwarzschild black hole, namely
$$S=4\pi M^2G=4\pi M^2l_p^2=N\pi M=\frac{\sqrt{N}}{2l_p}.$$
(22)
To be compared with Refs.. A second consequence is that in de Sitter space, the cosmological constant is quantized in terms of $`l_p`$, i.e.
$$S=\frac{3\pi }{l_p^2\mathrm{\Lambda }_c}=\frac{A}{4l_p^2}=\frac{N4\pi l_p^2}{4l_p^2}=N\pi \frac{3}{l_p^2N}=\mathrm{\Lambda }_c.$$
(23)
It is possible to give an estimate of the total amount of Planckian wormholes needed to fill the space beginning from the Planck era $`\left(\mathrm{\Lambda }\left(10^{16}10^{18}GeV\right)^2\right)`$ up to the space in which we now live $`\mathrm{\Lambda }\left(10^{42}GeV\right)^2`$.
$$\frac{1}{N}10^{38}GeV^2=10^{84}GeV^2N=10^{122},$$
(24)
in agreement with the observational data $`\mathrm{\Lambda }_c10^{122}l_P^2`$ coming from the Friedmann-Robertson-Walker cosmology constraining the cosmological constant.
## 4 Entropy for black holes in de Sitter space
The Schwarzschild-de Sitter metric (SdS) is defined as
$$ds^2=\left(1\frac{2MG}{r}\frac{\mathrm{\Lambda }_c}{3}r^2\right)dt^2+\left(1\frac{2MG}{r}\frac{\mathrm{\Lambda }_c}{3}r^2\right)^1dr^2+r^2d\mathrm{\Omega }^2.$$
(25)
For $`\mathrm{\Lambda }_c=0`$ the metric becomes
$$ds^2=\left(1\frac{2MG}{r}\right)dt^2+\left(1\frac{2MG}{r}\right)^1dr^2+r^2d\mathrm{\Omega }^2$$
(26)
and it describes the Schwarzschild metric, while for $`M=0`$, we obtain
$$ds^2=\left(1\frac{\mathrm{\Lambda }_c}{3}r^2\right)dt^2+\left(1\frac{\mathrm{\Lambda }_c}{3}r^2\right)^1dr^2+r^2d\mathrm{\Omega }^2,$$
(27)
namely the de Sitter metric (dS). The gravitational potential $`g_{00}\left(r\right)`$ of $`\left(\text{25}\right)`$ admits three real roots. One is negative and it is located at
$$r_{}=\frac{2}{\sqrt{\mathrm{\Lambda }_c}}\mathrm{cos}\left(\frac{\theta }{3}+\frac{2\pi }{3}\right),$$
(28)
while the other ones are associated to the black hole and cosmological horizons respectively located at
$$r_+=\frac{2}{\sqrt{\mathrm{\Lambda }_c}}\mathrm{cos}\left(\frac{\theta }{3}\right),r_{++}=\frac{2}{\sqrt{\mathrm{\Lambda }_c}}\mathrm{cos}\left(\frac{\theta }{3}+\frac{4\pi }{3}\right),$$
(29)
where
$$\mathrm{cos}\theta =3MG\sqrt{\mathrm{\Lambda }_c},$$
(30)
with the condition
$$09\left(MG\right)^2\mathrm{\Lambda }_c1.$$
(31)
Eq.$`\left(\text{30}\right)`$ implies that $`\theta `$ $`[\frac{\pi }{2},\frac{3\pi }{2}]`$. In this interval $`r_+`$ is a monotonic decreasing function of $`\theta `$, while $`r_{++}`$ is a monotonic increasing one with
$$\{\begin{array}{c}r_+^{}[0,\sqrt{3/\mathrm{\Lambda }_c}]\\ r_{++}^{}[0,\sqrt{3/\mathrm{\Lambda }_c}].\end{array}$$
(32)
They have a common value when $`r_+=r_{++}=1/\sqrt{\mathrm{\Lambda }_c}`$, where $`9\left(MG\right)^2\mathrm{\Lambda }=1`$ and $`\theta =\pi `$. This means that the cosmological horizon and the black hole horizon have merged. The relation between the three roots is
$$r_{}+r_++r_{++}=0$$
(33)
and furthermore
$$\{\begin{array}{c}3/\mathrm{\Lambda }_c=r_+^2+r_+r_{++}+r_{++}^2\\ 6Ml_p^2/\mathrm{\Lambda }_c=\left(r_+r_{++}\right)\left(r_++r_{++}\right).\end{array}$$
(34)
The gravitational entropy in the SdS case is
$$S=\frac{A_{bh}+A_c}{4l_p^2}=\frac{\pi }{l_p^2}\left(r_+^2+r_{++}^2\right),$$
(35)
namely it is the sum of the black hole and cosmological entropy. By means of Eqs.$`\left(\text{29}\right)`$ one gets,
$$S=\frac{4\pi }{\mathrm{\Lambda }_cl_p^2}\left(\mathrm{cos}^2\left(\frac{\theta }{3}\right)+\mathrm{cos}^2\left(\frac{\theta }{3}+\frac{4\pi }{3}\right)\right)=\frac{4\pi }{\mathrm{\Lambda }_cl_p^2}c\left(\theta \right).$$
(36)
For $`\theta [\frac{\pi }{2},\frac{3\pi }{2}]`$, $`c\left(\theta \right)[\frac{1}{2},\frac{3}{4}]`$ and the entropy is bounded by
$$\frac{2\pi }{\mathrm{\Lambda }_cl_p^2}S\frac{3\pi }{\mathrm{\Lambda }_cl_p^2}.$$
(37)
The lower bound of inequality $`\left(\text{37}\right)`$ corresponds to the entropy of the Nariai metric, whose (Lorentzian) line element is
$$ds^2=\left(1\mathrm{\Lambda }p^2\right)dt^2+\left(1\mathrm{\Lambda }p^2\right)^1dp^2+\frac{1}{\mathrm{\Lambda }}d\mathrm{\Omega }^2,$$
(38)
Thus the entropy in the SdS case has an upper bound represented by the de Sitter entropy and a lower bound represented by the Nariai entropy. By means of Eq.$`\left(\text{23}\right)`$, the Nariai entropy is
$$S=\frac{2\pi }{\mathrm{\Lambda }_cl_p^2}=\frac{2\pi N}{3}$$
(39)
and the relative black hole mass is
$$M=\frac{\left(r_+r_{++}\right)\left(r_++r_{++}\right)}{2l_p^2\left(r_+^2+r_+r_{++}+r_{++}^2\right)},$$
(40)
where we have used Eqs.$`\left(\text{34}\right)`$ to express the mass and the cosmological constant in terms of the roots of the gravitational potential $`g_{00}\left(r\right)`$. When $`r_+=r_{++}=\overline{r}`$, the black hole mass is equal to the “cosmological mass$`M_c`$
$$M_c=M=\frac{2\overline{r}^2\overline{r}}{6l_p^2\overline{r}^2}=\frac{\overline{r}}{3l_p^2}=\frac{1}{3l_p^2}\sqrt{\frac{1}{\mathrm{\Lambda }_c}},$$
(41)
i.e. Eq. $`\left(\text{31}\right)`$ for $`\theta =\pi `$. Recalling Eq.$`\left(\text{23}\right)`$ we obtain
$$M=\sqrt{\frac{1}{9l_p^4\mathrm{\Lambda }_c}}=\sqrt{\frac{N}{27l_p^2}}M=\frac{\sqrt{N}}{3\sqrt{3}l_p}.$$
(42)
Therefore the black hole mass is bounded by
$$0M\frac{1}{3l_p^2}\sqrt{\frac{1}{\mathrm{\Lambda }_c}}=\frac{\sqrt{N}}{3\sqrt{3}l_p}.$$
(43)
Note that the black hole mass in the Nariai case is lower than the Schwarzschild case: this is the effect of having a spacetime with a positive cosmological constant which describes a $`S^3`$ topology. This means that also the black hole radius cannot exceed the cosmological radius. Thus the black hole mass has an upper bound deriving from the extreme case.
## 5 Conclusions
On the basis of the model of spacetime foam described in section 3, in this paper an attempt to compute the entropy for the Schwarzschild-de Sitter metric has been performed including also its extreme case or Nariai metric. It is known that semiclassically, one can assign a probability measure that leads to computing the logarithm of the number of microstates as in the case of a thermal system with an entropy
$$S=\mathrm{log}P.$$
(44)
The SdS case entropy is described by Eq.$`\left(\text{35}\right)`$. The associated probability is
$$P_{SdS}\mathrm{exp}S=\mathrm{exp}\frac{\pi }{l_p^2}\left(r_+^2+r_{++}^2\right)=\mathrm{exp}\frac{4\pi }{\mathrm{\Lambda }_cl_p^2}c\left(\theta \right).$$
(45)
This value interposes two special cases, as seen. The first is the de Sitter case where $`M=0`$ and $`S=3\pi /l_P^2\mathrm{\Lambda }_c`$, i.e.
$$P_{dS}\mathrm{exp}\left(\frac{3\pi }{l_P^2\mathrm{\Lambda }_c}\right)=\mathrm{exp}\pi N$$
(46)
and the second is the Nariai case where $`M=M_c`$ and $`S=2\pi /l_P^2\mathrm{\Lambda }_c`$ with probability
$$P_N\mathrm{exp}\left(\frac{2\pi }{l_P^2\mathrm{\Lambda }_c}\right)=\mathrm{exp}\frac{2\pi N}{3}.$$
(47)
Thus the probability is an exponentially decreasing function in terms of the mass parameter and
$$P_NP_{SdS}P_{dS}\mathrm{exp}\frac{2\pi N}{3}\mathrm{exp}\frac{4\pi N}{3}c\left(\theta \right)\mathrm{exp}\pi N,$$
(48)
where we have expressed the probability in terms of the wormholes number. As expected the presence of the cosmological constant modifies the property of the black hole mass and consequently of its horizon. This modification is given by directly comparing the Schwarzschild metric and the Schwarzschild-de Sitter metric. Moreover from Eq.$`\left(\text{48}\right)`$, we realize that the de Sitter space has the best probability to be realized when compared with the SdS or Nariai spaces. Nevertheless, we can see that the SdS space has a probability that can be driven close to the de Sitter probability. Moreover, when we compare $`P_{SdS}`$ with $`P_N`$ we can see that the SdS space has a major probability with respect to the extreme space, namely the Nariai space. This conclusion seems to be in conflict with the request that only regular Euclidean Einstein solutions close to the horizon have to be considered; in this case only the Nariai solution. A possibility that can be investigated to better understand this situation is given by the computation of the Casimir-like energy for the SdS space with the de Sitter space as a reference space. This has been done for the Schwarzschild space with flat space as a reference space in Ref. and it has led to the N-wormhole approximation of the foam we have used to compute the entropy for the SdS and Nariai spaces. The same steps can be repeated to better understand the process of black hole pair creation in presence of a cosmological term and its consequences on the foam structure.
References and Notes
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# Untitled Document
Hierarchic Theory of Condensed Matter:
Long relaxation, macroscopic oscillations
and the effects of magnetic field
Alex Kaivarainen
JBL, University of Turku, FIN-20520, Turku, Finland
http://www.karelia.ru/~alexk
H2o@karelia.ru
> Materials, presented in this original article are based on following publications:
>
> . A. Kaivarainen. Book: Hierarchic Concept of Matter and Field. Water, biosystems and elementary particles. New York, NY, 1995, ISBN 0-9642557-0-7
>
> . A. Kaivarainen. New Hierarchic Theory of Matter General for Liquids and Solids: dynamics, thermodynamics and mesoscopic structure of water and ice (see URL: http://www.karelia.ru/~alexk \[see New articles\]).
>
> . Hierarchic Concept of Condensed Matter and its Interaction with Light: New Theories of Light Refraction, Brillouin Scattering and Mössbauer effect (http://www.karelia.ru/~alexk \[see New articles\]).
>
> . A. Kaivarainen. Hierarchic Concept of Condensed Matter : Interrelation between mesoscopic and macroscopic properties (see URL: http://www.karelia.ru/~alexk \[see New articles\]).
>
> See also set of previous articles at Los-Alamos archives: http://arXiv.org/find/physics/1/au:+Kaivarainen\_A/0/1/0/all/0/1
>
> Contents:
>
> Summary of new Hierarchic theory, general for liquids and solids.
>
> 1. Theoretical background for macroscopic oscillations in condensed matter
>
> 2. The hypothesis of \[entropy - mass - time\] interrelation
>
> 3. The entropy - information content of matter as a hierarchic system
>
> 4. Experimentally revealed macroscopic oscillations
>
> 5. Phenomena in water and aqueous systems, induced by magnetic field
>
> Coherent radio-frequency oscillations in water, revealed by C. Smith
>
> 6 Influence of weak magnetic field on the properties of solid bodies
>
> 7 Possible mechanism of perturbations of nonmagnetic materials under magnetic treatment
\____________________________________________________________________________
Summary of new Hierarchic theory, general for liquids and solids
A basically new hierarchic quantitative theory, general for solids and liquids, has been developed.
It is assumed, that unharmonic oscillations of particles in any condensed matter lead to emergence of three-dimensional (3D) superposition of standing de Broglie waves of molecules, electromagnetic and acoustic waves. Consequently, any condensed matter could be considered as a gas of 3D standing waves of corresponding nature. Our approach unifies and develops strongly the Einstein’s and Debye’s models.
Collective excitations, like 3D standing de Broglie waves of molecules, representing at certain conditions the mesoscopic molecular Bose condensate, were analyzed, as a background of hierarchic model of condensed matter.
The most probable de Broglie wave (wave B) length is determined by the ratio of Plank constant to the most probable impulse of molecules, or by ratio of its most probable phase velocity to frequency. The waves B are related to molecular translations (tr) and librations (lb).
As the quantum dynamics of condensed matter does not follow in general case the classical Maxwell-Boltzmann distribution, the real most probable de Broglie wave length can exceed the classical thermal de Broglie wave length and the distance between centers of molecules many times.
This makes possible the atomic and molecular Bose condensation in solids and liquids at temperatures, below boiling point. It is one of the most important results of new theory, which we have confirmed by computer simulations on examples of water and ice.
Four strongly interrelated new types of quasiparticles (collective excitations) were introduced in our hierarchic model:
1. Effectons (tr and lb), existing in ”acoustic” (a) and ”optic” (b) states represent the coherent clusters in general case;
2. Convertons, corresponding to interconversions between tr and lb types of the effectons (flickering clusters);
3. Transitons are the intermediate $`\left[ab\right]`$ transition states of the tr and lb effectons;
4. Deformons are the 3D superposition of IR electromagnetic or acoustic waves, activated by transitons and convertons.
Primary effectons (tr and lb) are formed by 3D superposition of the most probable standing de Broglie waves of the oscillating ions, atoms or molecules. The volume of effectons (tr and lb) may contain from less than one, to tens and even thousands of molecules. The first condition means validity of classical approximation in description of the subsystems of the effectons. The second one points to quantum properties of coherent clusters due to mesoscopic molecular Bose condensation.
The liquids are semiclassical systems because their primary (tr) effectons contain less than one molecule and primary (lb) effectons - more than one molecule. The solids are quantum systems totally because both kind of their primary effectons (tr and lb) are molecular Bose condensates. These consequences of our theory are confirmed by computer calculations.
The 1st order $`\left[gasliquid\right]`$ transition is accompanied by strong decreasing of rotational (librational) degrees of freedom due to emergence of primary (lb) effectons and $`\left[liquidsolid\right]`$ transition - by decreasing of translational degrees of freedom due to Bose-condensation of primary (tr) effectons.
In the general case the effecton can be approximated by parallelepiped with edges corresponding to de Broglie waves length in three selected directions (1, 2, 3), related to the symmetry of the molecular dynamics. In the case of isotropic molecular motion the effectons’ shape may be approximated by cube.
The edge-length of primary effectons (tr and lb) can be considered as the ”parameter of order”.
The in-phase oscillations of molecules in the effectons correspond to the effecton’s (a) - acoustic state and the counterphase oscillations correspond to their (b) - optic state. States (a) and (b) of the effectons differ in potential energy only, however, their kinetic energies, impulses and spatial dimensions - are the same. The b-state of the effectons has a common feature with Frölich’s polar mode.
The $`(ab)`$ or $`(ba)`$ transition states of the primary effectons (tr and lb), defined as primary transitons, are accompanied by a change in molecule polarizability and dipole moment without density fluctuations. At this case they lead to absorption or radiation of IR photons, respectively.
Superposition (interception) of three internal standing IR photons of different directions (1,2,3) - forms primary electromagnetic deformons (tr and lb).
On the other hand, the \[lb$``$tr\] convertons and secondary transitons are accompanied by the density fluctuations, leading to absorption or radiation of phonons.
Superposition resulting from interception of standing phonons in three directions (1,2,3), forms secondary acoustic deformons (tr and lb).
Correlated collective excitations of primary and secondary effectons and deformons (tr and lb), localized in the volume of primary tr and lb electromagnetic deformons, lead to origination of macroeffectons, macrotransitons and macrodeformons (tr and lb respectively).
Correlated simultaneous excitations of tr and lb macroeffectons in the volume of superimposed tr and lb electromagnetic deformons lead to origination of supereffectons.
In turn, the coherent excitation of both: tr and lb macrodeformons and macroconvertons in the same volume means creation of superdeformons. Superdeformons are the biggest (cavitational) fluctuations, leading to microbubbles in liquids and to local defects in solids.
Total number of quasiparticles of condensed matter equal to 4!=24, reflects all of possible combinations of the four basic ones \[1-4\], introduced above. This set of collective excitations in the form of ”gas” of 3D standing waves of three types: de Broglie, acoustic and electromagnetic - is shown to be able to explain virtually all the properties of all condensed matter.
The important positive feature of our hierarchic model of matter is that it does not need the semi-empiric intermolecular potentials for calculations, which are unavoidable in existing theories of many body systems. The potential energy of intermolecular interaction is involved indirectly in dimensions and stability of quasiparticles, introduced in our model.
The main formulae of theory are the same for liquids and solids and include following experimental parameters, which take into account their different properties:
$`\left[1\right]`$\- Positions of (tr) and (lb) bands in oscillatory spectra;
$`\left[2\right]`$\- Sound velocity;
$`\left[3\right]`$\- Density;
$`\left[4\right]`$\- Refraction index (extrapolated to the infinitive wave length of photon$`)`$.
The knowledge of these four basic parameters at the same temperature and pressure makes it possible using our computer program, to evaluate more than 300 important characteristics of any condensed matter. Among them are such as: total internal energy, kinetic and potential energies, heat-capacity and thermal conductivity, surface tension, vapor pressure, viscosity, coefficient of self-diffusion, osmotic pressure, solvent activity, etc. Most of calculated parameters are hidden, i.e. inaccessible to direct experimental measurement.
The new interpretation and evaluation of Brillouin light scattering and Mössbauer effect parameters may also be done on the basis of hierarchic theory. Mesoscopic scenarios of turbulence, superconductivity and superfluity are elaborated.
Some original aspects of water in organization and large-scale dynamics of biosystems - such as proteins, DNA, microtubules, membranes and regulative role of water in cytoplasm, cancer development, quantum neurodynamics, etc. have been analyzed in the framework of Hierarchic theory.
Computerized verification of our Hierarchic theory of matter on examples of water and ice is performed, using special computer program: Comprehensive Analyzer of Matter Properties (CAMP, copyright, 1997, Kaivarainen). The new optoacoustic device (CAMP), based on this program, with possibilities much wider, than that of IR, Raman and Brillouin spectrometers, has been proposed (see URL: http://www.karelia.ru/~alexk).
This is the first theory able to predict all known experimental temperature anomalies for water and ice. The conformity between theory and experiment is very good even without any adjustable parameters.
The hierarchic concept creates a bridge between micro- and macro- phenomena, dynamics and thermodynamics, liquids and solids in terms of quantum physics.
=============================================================
1. Theoretical background for macroscopic oscillations in condensed matter
One of the consequences of our concept is of special interest. It is the possibility for oscillation processes in solids and liquids. The law of energy conservation is not violated thereupon because the energies of two quasiparticle subsystems related to effectons and deformons, can change in opposite phases. The total internal energy of matter keeps almost constant.
The equilibrium shift between subsystems of condensed matter can be induced by any external factor, i.e. pressure or field. The relaxation time, necessary for system to restore its equilibrium, corresponding to minimum of potential or free energy after switching off external factor can be termed ”memory” of system.
The energy redistribution between primary and secondary effecton and deformon subsystems may have a periodical character, coupled with the oscillation of the $`(ab)`$ equilibrium constant of primary effectons $`(K_{ab})`$ and correlated oscillations of primary electromagnetic deformons concentration if dissipation processes are weak or reversible. According to our model (Table 1 of ) the $`(ab)`$ transition of primary effecton is related to photon absorption, i.e. a decrease in primary electromagnetic deformon concentration, while the $`(ba)`$ transition on the contrary, radiate photons. If, therefore, the $`\left[ab\right]`$ and $`\left[\overline{a}\overline{b}\right]`$ equilibriums are shifted right ward, and equilibrium constants $`K_{ab}`$ and $`\overline{K}_{ab}`$ decreases, then concentrations of primary and secondary deformons $`(n_d`$ and $`\overline{n}_d)`$ also decreases. If $`K_{ab}`$ grows up, i.e. the concentration of primary effectons in a-states increases, then $`n_d`$ increases. We remind that $`\left(𝐚\right)`$ and $`\left(𝐛\right)`$ states of the primary effectons correspond to the more and less stable molecular clusters (see Introduction). In accordance with our model, the strong interrelation exists between dynamic equilibrium of primary and secondary effectons. Equilibrium of primary effectons is more sensitive to any perturbations. However, the equilibrium shift of secondary effectons affect the total internal energy, the entropy change and possible mass defect (see below) stronger than that of primary effectons.
As we have shown (Fig. 28a,b of and ), the scattering ability of A-states is more than two times as high as that of B-states. Their polarizability, refraction index and dielectric permeability are also higher. It makes possible to register the oscillations in the condensed matter in different ways.
In accordance with our theory the oscillation of refraction index must induce the corresponding changes of viscosity and self-diffusion in condensed matter (see Chapter 11 of and ). The diffusion variations are possible, for example, in solutions of macromolecules or other Brownian particles. In such a way self-organization in space and time gradually may originate in appropriate solvents, solutions, colloid systems and even in solid bodies.
The period and amplitude of these oscillations depend on the times of relaxation processes which are related to the activation energy of equilibrium shifts in the effectons, polyeffectons or coherent superclusters of primary effectons subsystems.
The reorganizations in the subsystems of translational and librational effectons, macro- and supereffectons, as well as chain-like polyeffectons, whose stabilities and sizes differ from each other, must go on at different rates. It should, therefore, be expected that in the experiment the presence of several oscillation processes would be revealed. These processes are interrelated but going with different periods and amplitudes. Concomitant oscillations of self-diffusion rate also must be taken into account. In such a way Prigogine’s dissipative structures could be developed (Prigogine, 1984). Instability in the degree of ordering in time and space is accompanied by the slow oscillation of entropy of the whole macroscopic system.
The coherent extraterrestrial cosmic factors and gravitational instabilities can induce long relaxation and oscillation processes in water and other kind of condensed matter (Udaltsova, et. al., 1987).
2. The hypothesis of \[entropy - mass - time\] interrelation
The second law of thermodynamics for the closed system having the permanent number of particles and the constant internal energy is:
$$\frac{dQ_i}{T}=dS_i0$$
(1)
where:$`dQ_i`$ appears to be due to the irreversible processes within the system and is referred to as uncompensated heat (Prigogine, 1980, 1984, Babloyantz, 1986).
This law means the only possibility of the processes, accompanied by the increase of entropy (S) (related neither to chemical or nuclear reactions).
The statistical interpretation of entropy is expressed with the Boltzmann formula:
$$S=\text{k}\text{lnP }\text{k}\text{lnW }$$
(2)
where: $`k`$ is the Boltzmann constant, P is the statistical weight, which is proportional to the number of realizations (number of microstates) for the given state of the macroscopic system (W).
Correspondingly the probability of one of this microstates is: $`p_i=1/`$W.
It follows from (2) that the second law of thermodynamics expresses the fact that the system tends to the most probable state.
$$dS=k\text{ }dlnW0$$
(3)
or
$$dQ_i=\text{ }TdS_i=kT\text{ }dlnW_i$$
(4)
Boltzmann has put forward the hypothesis that the irreversibility (i.e. asymmetry) of time is determined with the irreversibility of processes according to the second law of thermodynamics. Prigogine has modified and developed this idea (Prigogine, 1984), introducing the notions of the internal time and microscopic operator of entropy. The ”ARROW OF TIME” and irreversibility is a result of asymmetry of physically accessible states after Prigogin. The microscopic mechanism of irreversibility is discussed also in Chapter 8 of Part II of book .
It follows from the second law and formulae (1.12) from Part II of this book, that the mass of a system of N similar particles with the mass $`(MNm)`$ either does not change in the course of time, or decreases:
$$\frac{dt}{t}=\frac{1}{2}\frac{dM}{M}0,$$
(5)
where: dM is the change in the mass of a macroscopic system related to electromagnetic and acoustic radiation, and also to intermolecular interaction induced small mass defect.
It follows from (5) that the positive pace of time in the system is related to the decrease in its mass, while the negative pace of time - to the increase in its mass. Hence, the coherent oscillation processes in the system (which are not related to chemical reactions) are related to oscillation of mass \[M\]. It is known that phonons and photons do not have the rest masses. Therefore, the coherent periodical energy exchange between subsystems of effectons and deformons (primary and secondary) must be accompanied by changes in the mass of the effecton subsystem and total system.
The macroscopic fluctuations of mass values for solid bodies were registered experimentally indeed (Kozyrev, 1958).
The oscillations of temperature and thermal conductivity also must accompany the oscillation of secondary acoustic deformons concentration.
The total internal energy of the closed system can be represented as a sum of contributions from the primary $`(U^a`$ and $`U^b)`$, secondary $`(\overline{U}^a`$ and $`\overline{U}^b)`$, macro $`(U^A,U^B)`$ and super $`(U^A^{},U^B^{})`$ effectons, convertons and contributions of corresponding deformons and transitons (see formula 4.3).
At $`U_{\text{tot}}=`$ $`const`$ the exchange of energies between the subsystems of effectons and deformons can be approximately represented as:
$$d(mc_x^2)Nd(h\overline{\overline{\nu }}_d)N$$
(6)
where: $`N`$ is the number of particles in the system;
$`\left[c_x=(v_{gr}v_{ph})^{1/2}=const\right]`$ is the characteristic wave B velocity in the system, which is equal to the product of the generalized group $`(v_{gr})`$ and phase $`(v_{ph})`$ velocities of wave B of particles; \[$`d(h\overline{\nu }_d)N]`$ is the change of energy contribution of secondary deformons, which is much bigger than that of primary deformons due to low concentration of latter; \[$`dm]`$ is the defect of mass per particle in the system as a result of energy exchange between subsystems of the effectons and deformons.
Because phonons are carriers of the heat energy, then the uncompensated heat $`(dQ_i)`$ in eq.(1) could be easily related to the irreversible increment of secondary acoustic deformons and convertons energy or to the uncertainty in this energy:
$$dQ_i=\text{ TdS }=Nd(h\overline{\overline{\nu }}_d)_{tr,lb}$$
(7)
or
$$dQ_i=\text{ TdS }=d(mc_x^2)N=d(Mc_x^2)_{tr,lb}$$
(8)
$$\text{where: }\overline{\overline{\nu }}_d=[(\overline{\nu }_d)_{tr,lb}+(\overline{\nu }_d)_{ca,cb\text{,cMd}}]+(\nu _d)_{tr,lb}$$
($`\overline{\nu }_d`$)<sub>tr,lb</sub> is the resulting frequency of secondary deformons (tr and lb);
($`\overline{\nu }_d`$)$`_{ca,cb\text{,cMd}}`$ is the resulting frequency of convertons and related deformons;
$`M=Nm`$ is the total mass of particles in the system.
($`\nu _d)_{tr,lb}`$ are a frequencies of tr and lb IR photons.
Let us enter the notion of absolute entropy (S) as a measure of the uncompensated heat change $`(\mathrm{\Delta }Q_i/T)`$, which could occur at $`(\overline{a}\overline{b})`$ transitions of mean effectons and convertons subsystems at the given temperature:
$$S=\frac{dQ_i}{T}$$
(9)
Putting (7) and (8) into (9) and multiplying numerator and denominator, to Boltzmann constant (k) keeping in mind (5), we derive a new approximate formula for absolute entropy:
$$S=\frac{\mathrm{\Delta }Q}{T}=\frac{N\mathrm{\Delta }\left(3h\overline{\nu }_d\right)}{T}3Nk\left(\frac{h\overline{\nu }^a}{kT}\right)\frac{\mathrm{\Delta }Mc_x^2}{T}=\frac{2M}{T}\frac{\mathrm{\Delta }t}{t}_{tr,lb}$$
(10)
where: $`\overline{\nu }_d`$ =$`\left|\overline{\nu }_a\overline{\nu }_b\right|\overline{\nu }_a`$ is a frequency of secondary acoustic deformon; $`\overline{\nu }_a`$ is calculated from formula (2.54).
Formula (10) relates the positive entropy value not only to heat radiation from the system or the increase of the deformons contribution into the total internal energy $`(\mathrm{\Delta }Q_i>0)`$, determined the corresponding decrease of its mass $`(\mathrm{\Delta }M<0)`$, but also to positive time course in this system $`(\mathrm{\Delta }t>0)`$.
The interesting experiments done by Kosyrev (1958) confirm one of the consequences of our theory, that the shift of equilibrium between subsystems of the effectons and acoustic deformons to the latter ones should decrease the mass of body. In his experiments with special balance it was shown that the activation of phonons with sufficiently high energy by means of sound generator - decreases the mass of solid body: $`\left(100800\right)g`$. The value of decreasing was proportional to the total mass of body. The relative mass decreasing was estimated as:
$$\mathrm{\Delta }𝐌/𝐌=(\mathbf{2.3}\mathbf{3.4})\mathrm{𝟏𝟎}^5$$
In liquids and solids, the concentration of secondary deformons can be lower than the concentration of molecules. Therefore, in a general case N in the formula (10) must be substituted by the number of secondary deformons in the system:
$$(\overline{N}_d)_{tr,lb}=V(\overline{n}_d)_{tr,lb},$$
(11)
where V is the volume of the system;
$$(\overline{n}_d)_{tr,lb}=\frac{8}{9}\pi \left(\frac{\overline{\nu }_d}{v_{\text{res}}}\right)_{tr,lb}^3$$
is the concentration of secondary translational and librational effectons;
$$\nu _{ph}^{res}=\left(\overline{\nu }_{ph}^1\overline{\nu }_{ph}^2\overline{\nu }_{ph}^3\right)^{1/3}$$
(12)
is the resulting frequency of secondary deformons; $`\overline{\nu }_{ph}^{1,2,3}`$ are calculated from $`(3.15);`$ $`v_{res}`$is the resulting thermal phonons velocity, which is equal to isotropic hypersonic velocity in liquids and to transversal one $`(v)`$ in solids.
The total entropy of a condensed substance $`(S_{\text{tot}})`$ is approximately a sum of secondary effecton contribution (tr and lb) and contribution of convertons. Using (10) and (11), we obtain:
$$S_{\text{tot}}S_{tr}+S_{lb}+S_{\text{con}}=\frac{V_0h}{T}\left[\begin{array}{c}\overline{n}_d^{tr}\left(\begin{array}{c}3\overline{\nu }_d^{res}\end{array}\right)_{tr}+\overline{n}_d^{lb}\left(\begin{array}{c}3\overline{\nu }_d^{res}\end{array}\right)_{lb}\end{array}\right]+$$
$$+\frac{V_0h}{T}n_{\text{con}}3\left[\begin{array}{c}(\nu _{ef}^a)_{tr}(\nu _{ef}^a)_{lb}\end{array}\right]_{\text{con}}$$
(13)
where: $`\begin{array}{c}\overline{n}_d^{tr}\hfill \end{array}`$ and $`\begin{array}{c}\overline{n}_d^{lb}\hfill \end{array}`$ correspond to $`(11);n_{\text{con}}`$ is a concentration of convertons, equal to that of primary librational effectons $`(n_{lb})`$;
($`\overline{\nu }_d`$)$`{}_{}{}^{res}{}_{tr,lb}{}^{}`$ are the resulting frequencies of secondary deformons (tr and lb).
Knowing the positions of translational and librational bands in the oscillatory spectra and sound velocity, one can estimate the entropy of matter at each temperature using (13).
At constant pressure and volume the change of enthalpy (H) is equal to the change of internal energy (U). Therefore, the formulae that we have obtained for (U) and (S) allow to calculate also changes in free energy:
$$\mathrm{\Delta }G_{P,V}=\mathrm{\Delta }UT\mathrm{\Delta }S$$
(14)
The qualitative correctness of the formula obtained for entropy is obvious from (10) in the form:
$$S_{tr,lb}Nk(3h\overline{\nu }^a/kT)_{tr,lb}+Nk(3h\mathrm{\Delta }\nu ^a/kT)_{\text{acon}}Nk(3h\nu ^a/kT)_{tr,lb}$$
(15)
It follows from (2.54) and (15) that:
a) at $`T0:h\overline{\nu }^a/kT0`$ and $`S0;`$
b) at decreasing $`\nu _p`$ in the melting point at the growth of $`T`$ both $`h\overline{\nu }_a/kT`$ and $`S`$ grow up;
c) if the mixing of liquids and gases leads to the weakening of pair interaction in effectons or clusters, then $`\nu _p=(E_bE_a)/h`$ decreases and $`S`$ increases.
Equalizing (2) and right part of (15) we have in the framework of our approximations:
$$S=k\mathrm{ln}Pk\left(N_0\frac{h\overline{\nu }_a}{kT}\right)=R\frac{h\overline{\nu }_a}{kT}$$
(16)
from (16) we can derive an approximate formula for statistical weight:
$$P\mathrm{exp}\left(N_0\frac{h\overline{\nu }_a}{kT}\right)_{tr,lb}$$
(17)
According to (16) the law of entropy growth means the striving of the real quantum properties of the substance to ideal properties. It means the tending of primary effectons energy in the (a) state $`(h\nu _a)`$ to the thermal equilibrium value (kT):
$$\mathrm{\Delta }S>0\text{, if }[h\overline{\nu }^akT]$$
(18)
Competition between the discrete quantum energy distribution and its tendency to kT may be a reason for instability of different parameters of condensed matter. This may lead to origination of macroscopic oscillations in the system interrelated with entropy, temperature and mass (eq.10). Such oscillations could be considered as a kind of self-organization process due to feedback links in a hierarchic system of interrelated quasiparticles of matter.
3. The entropy - information content of matter as a hierarchic system
The statistical weigh for macrosystem (P), equal to number of microstates (W), corresponding to given macrostate, necessary for entropy calculation using (2) could be presented as:
$$W=\frac{N!}{N_1!N_2!\mathrm{}N_q!}$$
(19)
where:
$$N=N_1+N_2+\mathrm{}N_q$$
(20)
is the total number of molecules in macrosystem;
$`N_i`$ is the number of molecules in the i-th state;
$`q`$ is the number of independent states of all quasiparticles in macrosystem.
We can subdivide macroscopic volume of $`1cm^3`$ into 24 types of quasiparticles in accordance with our hierarchic model (see Table 1 of ).
In turn, each type of the effectons (primary, secondary, macro- and supereffectons) is subdivided on two states: ground (a,A) and excited (b,B) states. Taking into account two ways of the effectons origination - due to thermal translations (tr) and librations (lb), excitations, related to $`[lb/tr]`$ convertons, macro- and super deformons, the total number of independent states is 24 also. It is equal to number of independent relative probabilities of excitations, composing partition function Z (see eq.4.2 of ). Consequently, in eqs.(4.19 and 4.20) we have:
$$q=24$$
The number of molecules, in the unit of volume of condensed matter (1cm$`{}_{}{}^{3})`$, participating in each of 24 excitation states (i) can be calculated as:
$$N_i=\frac{(v)_i}{V_0/N_0}n_i\frac{P_i}{Z}=\frac{N_0}{V_0}\frac{P_i}{Z}$$
(21)
where: $`(v)_i=1/n_i`$ is the volume of (i) quasiparticle, equal to reciprocal value of its concentration $`(n_i);N_0`$ and $`V_0`$ are Avogadro number and molar volume, correspondingly; Z is partition function and $`P_i`$ are relative probabilities of independent excitations in composition of $`Z(eq\mathrm{.4.2})`$.
The total number of molecules of (i)-type of excitation in any big volume of matter $`(V_{\text{Mac}})`$ is equal to
$$N_{\text{Mac}}^i=N_iV_{\text{Mac}}=V_{\text{Mac}}\frac{N_0}{V_0}\frac{P_i}{Z}$$
(21a)
Putting (20) into (18) and (19), we can calculate the statistical weight and entropy from eq.(2).
For large values of N<sub>i</sub> it is convenient to use a Stirling formula:
$$N_i=(2\pi N)^{1/2}(N/e)^N\mathrm{exp}(\mathrm{\Theta }/12N)(2\pi N)^{1/2}(N/\mathrm{\Theta })^N$$
(21b)
Using this formula and (20), one can obtain the following expression for entropy:
$$S=k\mathrm{ln}W=k\underset{i}{\overset{q}{}}(N_i+\frac{1}{2})\mathrm{ln}N_i+\text{ const }=S_1+S_2+\mathrm{}S_i$$
(22)
From this eq. we can see that the temperature increasing or \[solid $``$ liquid\] phase transition will lead to the entropy elevation:
$$\mathrm{\Delta }S=S_LS_S=k\mathrm{ln}(W_L/W_S)>0$$
(23)
It follows from (22, 20) and (19) that under conditions when $`(P_i)`$ and $`N_i`$ undergoes oscillations it can lead to oscillations of contributions of different types of quasiparticles to the entropy of system and even to oscillations of total entropy of system as an additive parameter. The coherent oscillations of $`P_i`$ and $`N_i`$ can be induced by different external fields: acoustic, electromagnetic and gravitational. Macroscopic autooscillations may arise spontaneously also in the sensitive and highly cooperative systems.
Experimental evidence for such phenomena will be discussed in the next section.
The notions of probability of given microstate $`(p_i=1/W)`$, entropy $`(S_i)`$ and information $`(I_i)`$ are strongly interrelated. The smaller the probability the greater is information (Nicolis 1986):
$$I_i=\mathrm{lg}_2\frac{1}{p}_i=\mathrm{lg}_2p_i=\mathrm{lg}_2W_i$$
(24)
where $`p_i`$ is defined from the Boltzmann distribution as:
$$p_i=\frac{\mathrm{exp}(E_i/kT)}{_{m=0}^{\mathrm{}}\mathrm{exp}(n_mh\nu _i/kT)}$$
(25)
where n<sub>m</sub> is quantum number; h is the Plank constant; $`E_i=h\nu _i`$ is the energy of (i)-state.
There is strict relation between the entropy and information, leading from comparison of (24) and (2):
$$S_i=(k_B\mathrm{ln}2)I_i=2.310^{24}I_i$$
(26)
The information entropy is given as expectation of the information in the system (Nicolis,1986; Haken, 1988).
$$<I>=\mathrm{\Sigma }P_i\mathrm{lg}_2(1/p_i)=\mathrm{\Sigma }p_i\mathrm{lg}_2(p_i)$$
(27)
From (26) and (22) we can see that variation of probability $`p_i`$ and/or $`N_i`$ in (20) will lead to changes of entropy and information, characterizing the matter as a hierarchical system.
The reduced information (entropy), characterizing its quality, related to selected collective excitation of any type of condensed matter, we introduce here as a product of corresponding component of information $`[I_i]`$ to the number of molecules (atoms) with similar dynamic properties in composition of this excitation:
$$q_i=(v_i/v_m)=N_0/(V_0n_i)$$
(27a)
where: $`v_i=1/n_i`$ is the volume of quasiparticle, reversible to its concentration $`(n_i);v_m=V_0/N_0`$ is the volume, occupied by one molecule.
The product of (27) and (27a), i.e. the reduced information gives the quantitative characteristic not only about quantity but also about the quality of the information:
$$(Iq)_i=p_i\mathrm{lg}{}_{2}{}^{}(1/p_i)N_0/(V_0n_i)$$
(27b)
This new formula could be considered as a useful modification of known Shennon equation.
4. Experimentally revealed macroscopic oscillations
A series of experiments was conducted in our laboratory to study oscillations in the buffer (pH 7.3) containing 0.15 M NaCl as a control system and immunoglobulin G solutions in this buffer at the following concentrations: $`310^3;\mathrm{\hspace{0.33em}6}10^3;\mathrm{\hspace{0.33em}1.2}10^2`$ and $`2.410^2mg/ml`$.
The turbidity $`(D^{})`$ of water and the solutions were measured every 10 seconds with the spectrophotometer at $`\lambda =350nm`$. Data were obtained automatically with the time constant 5 s during 40 minutes. The number of $`D^{}`$ values in every series was usually equal to 256. The total number of the fulfilled series was more than 30.
The time series of D were processed by the software for time series analysis. The time trend was thus subtracted and the autocovariance function and the spectral density were calculated.
The empty quartz cuvette with the optical path about 1 cm were used as a basic control.
Only the optical density of water and water dissolved substances, which really exceeded background optical density in the control series were taken into account. It is shown that the noise of the photoelectronic multiplier does not contribute markedly to dispersion of D.
The measurements were made at temperatures of $`17,28,32`$, and $`37^0`$. The period of the trustworthily registered oscillation processes related to changes in $`D^{}`$, had 2 to 4 discrete values over the range of $`\left(30600\right)s`$ under our conditions. It does not exclude the fact that the autooscillations of longer or shorter periods exist. For example, in distilled water at $`32^0C`$ the oscillations of the scattering ability are characterized by periods of 30, 120 and 600 s and the spectral density amplitudes 14, 38 and 78 (in relative units), respectively. With an increase in the oscillation period their amplitude also increases. At $`28^0C`$ the periods of the values 30, 41 and 92s see have the corresponding normalized amplitudes 14.7, 10.6 and 12.0.
Autooscillations in the buffer solution at $`28^0C`$ in a 1 cm wide cuvette with the optical way length 1 cm (i.e. square section) are characterized with periods: $`34,\mathrm{\hspace{0.17em}52},\mathrm{\hspace{0.17em}110}`$ and 240 s and the amplitudes: $`24,\mathrm{\hspace{0.17em}33},\mathrm{\hspace{0.17em}27}`$ and 33 relative units. In the cuvette with a smaller (0.5 cm) or larger (5 cm) optical wavelength at the same width (1 cm) the periods of oscillations in the buffer change insignificantly. However, amplitudes decreased by 50% in the 5 cm cuvette and by 10-20% in the 0.5 cm-cuvette. This points to the role of geometry of space where oscillations occur, and to the existence of the finite correlation radius of the synchronous processes in the volume. But this radius is macroscopic and comparable with the size of the cuvette.
The dependence of the autooscillations amplitude on the concentration of the protein - immunoglobulin G has a sharp maximum at the concentration of $`1.210^2mg/ml`$. There is a background for considering it to be a manifestation of the hydrodynamic Bjorkness forces between the pulsing macromolecules (Käiväräinen, 1987).
Oscillations in water and water solutions with nearly the same periods have been registered by the light-scattering method by Chernikov (1985).
Chernikov (1990d) has studied the dependence of light scattering fluctuations on temperature , mechanic perturbation and magnetic field in water and water hemoglobin and DNA solution. It has been shown that an increase in temperature results in the decline of long-term oscillation amplitude and in the increase of short-time fluctuation amplitude. Mechanical mixing removes long- term fluctuations and over 10 hours are spent for their recovery. Regular fluctuations (oscillations) appear when the constant magnetic field above $`240A/m`$ is applied; the fluctuations are retained for many hours after removing the field. The period of long-term oscillations has the order of $`10`$ minutes. It has been assumed that the maintenance of long-range correlation of molecular rotation-translation fluctuation underlies the mechanism of long-term light scattering fluctuations.
It has been shown (Chernikov, 1990b) that a pulsed magnetic field (MF), like constant MF, gives rise to light scattering oscillations in water and other liquids containing H atoms: glycerin, xylol, ethanol, a mixture of unsaturated lipids. All this liquids also have a distinct response to the constant MF. ”Spontaneous” and MF-induced fluctuations are shown to be associated with the isotropic component of scattering. These phenomena do not occur in the nonproton liquid (carbon tetrachloride) and are present to a certain extent in chloroform (containing one hydrogen atom in its molecule). The facts obtained indicate an important role of hydrogen atoms and cooperative system of hydrogen bonds in ”spontaneous” and induced by external perturbations macroscopic oscillations.
The understanding of such phenomena can provide a physical basis for of self-organization (Prigogine, 1980, 1984, Babloyantz, 1986), the biological system evolution (Shnol, 1979, Udaltsova et al., 1987), and chemical processes oscillations (Field and Burger, 1988).
It is quite probable that macroscopic oscillation processes in biological liquids, e.g. blood and liquor, caused by the properties of water are involved in animal and human physiological processes.
We have registered the oscillations of water activity in the protein-cell system by means of light microscopy using the apparatus ”Morphoquant”, through the change of the erythrocyte sizes, the erythrocytes being ATP-exhausted and fulfilling a role of the passive osmotic units. The revealed oscillations have a few minute-order periods.
Preliminary data obtained from the analysis of oscillation processes in the human cerebrospinal liquor indicate their dependence on some pathology. Perhaps, the autooscillations spectrum of the liquor can serve as a sensitive test for the physiological status of the organism. The liquor is an electrolyte and its autooscillations can be modulated with the electromagnetic activity of the brain.
We suggested that the activity of the central nervous system and the biological rhythms of the organism are dependent with the oscillation processes in the liquor. If it is the case, then the directed influence on these autooscillation processes, for example, by means of magnetic field makes it possible to regulate the state of the organism and its separate organs. Some of reflexotherapeutic effects can be caused by correction of biorhythms.
During my stay in laboratory of Dr. G.Salvetty in the Institute of Atomic and Molecular Physics in Pisa (Italy) in 1992, the oscillations of heat capacity $`[C_p]`$ in 0.1 M phosphate buffer (pH7) and in 1% solution of lysozyme in the same buffer at $`20^0C`$ were revealed. The sensitive adiabatic differential microcalorimeter was used for this aim. The biggest relative amplitude changing: $`[\mathrm{\Delta }C_p]/[C_p](0.5\pm 0.02)\%`$ occurs with period of about 24 hours, i.e. corresponds to circadian rhythm.
Such oscillations could be stimulated by the variation of magnetic and gravitational conditions of the Earth during this period.
5. Phenomena in water and aqueous systems, induced by magnetic field
In the works of (Semikhina and Kiselev, 1988, Kiselev et al., 1988, Berezin et al., 1988) the influence of the weak magnetic field was revealed on the dielectric losses, the changes of dissociation constant, density, refraction index, light scattering and electroconductivity, the coefficient of heat transition, the depth of super-cooling for distilled water and for ice also. This field used as a modulator a geomagnetic action.
The absorption and the fluorescence of the dye (rhodamine 6G) and protein in solutions also changed under the action of weak fields on water. The latter circumstance reflects feedback links in the guest-host, or solute -solvent system.
The influence of constant and variable magnetic fields on water and ice in the frequency range $`10^410^8Hz`$ was studied. The maximum sensitivity to field action was observed at the frequency $`\nu _{\mathrm{max}}=10^5Hz`$. In accordance with our calculations, this frequency corresponds to frequency of superdeformons excitations in water (see Fig. 48d of and article ).
A few of physical parameters changed after the long (nearly 6 hour) influence of the variable fields (H̃), modulating the geomagnetic field of the tension $`[H=H_{\text{geo}}]`$ with the frequency (f) in the range of $`(110)10^2Hz(`$Semikhina and Kiselev, 1988, Kiselev et al., 1988):
$$H=H\mathrm{cos}2\pi ft$$
(28)
In the range of modulating magnetic field (H) tension from $`0.08`$ $`A/m`$ to $`212A/m`$ the eight maxima of dielectric losses tangent in the above mentioned (f) range were observed. Dissociation constant decreases more than other parameters (by 6 times) after the incubation of ice and water in magnetic field. The relaxation time (”memory”) of the changes, induced in water by fields was in the interval from 0.5 to 8 hours.
The authors interpret the experimental data obtained as the influence of magnetic field on the probability of proton transfer along the net of hydrogen bonds in water and ice, which lead to the deformation of this net.
The equilibrium constant for the reaction of dissociation:
$$H_2OOH^{}+H^+$$
in ice is less by almost six orders $`(10^6)`$ than that for water. On the other hand the values of the field\- induced effects in ice are several times more than in water, and the time for reaching them in ice is less. So, the above interpretation is doubtful.
In the framework of our concept all the aforementioned phenomena could be explained by the shift of the $`(ab)`$ equilibrium of primary translational and librational effectons to the left. In turn, this shift stimulates polyeffectons or coherent superclusters growth, under the influence of magnetic fields. Therefore, parameters such as the refraction index, dielectric permeability and light scattering have to enhance symbatically, while the $`H_2O`$ dissociation constant depending on the probability of superdeformons must decrease. The latter correlate with declined electric conductance.
As far, the magnetic moments of molecules within the coherent superclusters or polyeffectons formed by primary librational effectons are additive, then the values of changes induced by magnetic field must be proportional to polyeffecton sizes. These sizes are markedly higher in ice than in water and decrease with increasing temperature.
Inasmuch the effectons and polyeffectons interact with each other by means of phonons (i.e. the subsystem of secondary deformons), and the velocity of phonons is higher in ice than in water, then the saturation of all concomitant effects and achievement of new equilibrium state in ice is faster than in water.
The frequencies of geomagnetic field modulation, at which changes in the properties of water and ice have maxima can correspond to the eigen-frequencies of the $`\left[ab\right]`$ equilibrium constant of primary effectons oscillations, determined by \[assembly $``$ disassembly\] equilibrium oscillations for coherent super clusters or polyeffectons.
The presence of dissolved molecules (ions, proteins) in water or ice can influence on the initial $`[ab]`$ equilibrium dimensions of polyeffectons and,consequently the interaction of solution with outer field.
Narrowing of <sup>1</sup>H-NMR lines in a salt-containing water and calcium bicarbonate solution was observed after magnetic field action. This indicates that the degree of ion hydration is decreased by magnetic treatment. On the other hand, the width of the resonance line in distilled water remains unchanged after 30 minute treatment in the field $`(135kA/m)`$ at water flow rate of $`60cm/s(`$Klassen, 1982).
The hydration of diamagnetic ions $`(Li^+,Mg^{2+},Ca^{2+})`$ decreases, while the hydration of paramagnetic ions $`(Fe^{3+},Ni^{2+},Cu^{2+})`$ increases. It leads from corresponding changes in ultrasound velocity in ion solutions (Duhanin and Kluchnikov, 1975).
There are numerous data which pointing to an increase the coagulation of different particles and their sedimentation velocity after magnetic field treatment. These phenomena provide a reducing the scale formation in heating systems, widely used in practice. Crystallization and polymerization also increase in magnetic field. It points to decrease of water activity.
Increasing of refraction index (n) and dielectric permeability $`(ϵn^2)`$ and symbatic enhancement of water viscosity (Minenko, 1981) are in total accordance with our viscosity theory (eqs. 11.44 and 11.45 of and article ).
It follows from our mesoscopic model that the increase of (n) is related to the increase of molecular polarizability $`(\alpha )`$ due to the shift of $`(ab)_{tr,lb}`$ equilibrium of primary effectons leftward under the action of magnetic field. On the other hand, distant Van der Waals interactions and consequently dimensions of primary effectons depend on $`\alpha `$. This explains the elevation of surface tension of liquids after magnetic treatment (see Chapter 11 of or ).
The leftward shift of $`(ab)_{tr,lb}`$ equilibrium of primary effectons must lead to decreasing of water activity due to (n$`{}_{}{}^{2})`$ increasing and structural factor (T/U<sub>tot</sub>) decreasing its structure ordering. Corresponding changes in the vapor pressure, freezing, and boiling points, coagulation, polymerization and crystallization are the consequences of this shift and water activity decreasing.
It follows from mesoscopic theory that any changes in condensed matter properties must be accompanied by change of such parameters as:
1) density;
2) sound velocity;
3) positions of translational and librational bands in oscillatory spectra;
4) refraction index.
Using our equations and computer simulations by means of elaborated software (CAMP: Comprehensive Analyzer of Matter Properties), it is possible to obtain from these changes very detailed information (more than 200 parameters) about even small perturbations of matter on meso- and macroscopic levels.
Available experimental data indicate that all of above mentioned 4 experimental parameters of water have been changed indeed after magnetic treatment.
Minenko (1981) has shown that bidistilled water density increases by about$`\mathrm{\hspace{0.17em}\hspace{0.17em}0.02}\%`$ after magnetic treatment $`(540kA/m`$, flow rate $`80cm/s)`$.
Sound velocity in distilled water increases to 0.1% after treatment under conditions: $`160kA/m`$ and flow rate $`60cm/`$s.
The positions of the translational and librational bands of water were also changed after magnetic treatment in $`415kA/m(`$Klassen, 1982).
Coherent radio-frequency oscillations in water, revealed by C. Smith
It was shown experimentally by C. Smith (1994) that the water display a coherent properties. He shows that water is capable of retaining the frequency of an alternating magnetic field. For a tube of water placed inside a solenoid coil, the threshold for the alternating magnetic field, potentising electromagnetic frequencies into water, is 7.6 $`\mu T`$ (rms). He comes to conclusion that the frequency information is carried on the magnetic vector potential.
He revealed also that in a course of yeast cells culture synchronously dividing, the radio-frequency emission around 1 MHz (10$`{}_{}{}^{6}\mathrm{\hspace{0.17em}1}/s)`$, 7-9 MHz (7-9$`\times 10^6\mathrm{\hspace{0.17em}1}/s)`$and 50-80 MHz (5-9$`\times `$10$`{}_{}{}^{7}1/s)`$ with very narrow bandwidth (~50 Hz) might be observed for a few minutes.
These frequencies could correspond to frequencies of different water collective excitations, introduced in our Hierarchic theory, like \[lb/tr\] macroconvertons, the \[$`ab]_{lb}`$transitons, etc. (see Fig. 48 of and ), taking into account the deviation of water properties in the colloid and biological systems as respect to pure one.
Cyril Smith has proposed that the increasing of coherence radius in water could be a consequence of coherent water clusters association due to Josephson effect (Josephson, 1965): tunneling of molecules between clusters. As far primary librational effectons are resulted from partial Bose-condensation of molecules, this idea looks quite acceptable in the framework of our Hierarchic theory.
The coherent oscillations in tube with water, revealed by C.Smith could be induced by coherent electromagnetic radiation of microtubules of cells, produced by correlated intra-MTs water excitations (see Section 17.5 and Fig. 48 of ).
The biological effects of magnetically treated water are very important practically. For example, hemolysis of erythrocytes is more vigorous in magnetically pretreated physiological solutions (Trincher, 1967). Microwave radiation induces the same effect (Il’ina et al., 1979). But after boiling such effects in the treated solutions have been disappeared. It is shown that magnetic treatment of water strongly stimulates the growth of corn and plants (Klassen, 1982).
Now it is obvious that a systematic research program is needed to understand the physical background of multilateral effects of magnetized water.
6. Influence of weak magnetic field on the properties of solid bodies
It has been established that as a result of magnetic field action on solids with interaction energy $`(\mu _BH)`$ much less than kT, many properties of matter such as hardness, parameters of crystal cells and others change significantly.
The short-time action of magnetic field on silicon semiconductors is followed by a very long (many days) relaxation process. The action of magnetic field was in the form of about 10 impulses with a length of 0.2 ms and an amplitude of about$`\mathrm{\hspace{0.33em}10}^5A/`$m. The most interesting fact was that this relaxation had an oscillatory character with periods of about several days (Maslovsky and Postnikov, 1989).
Such a type of long period oscillation effects has been found in magnetic and nonmagnetic materials.
This points to the general nature of the macroscopic oscillation phenomena in solids and liquids.
The period of oscillations in solids is much longer than in liquids. This may be due to stronger deviations of the energy of (a) and (b) states of primary effectons and polyeffectons from thermal equilibrium and much lesser probabilities of transiton and deformon excitation. Consequently, the relaxation time of $`(ab)_{tr,lb}`$ equilibrium shift in solids is much longer than in liquids. The oscillations originate due to instability of dynamic equilibrium between the subsystems of effectons and deformons.
7. Possible mechanism of perturbations of nonmagnetic materials
under magnetic treatment
We shall try to discuss the interaction of magnetic field with diamagnetic matter like water as an example. The magnetic susceptibility ($`\chi `$) of water is a sum of two opposite contributions (Eisenberg and Kauzmann, 1969):
1) average negative diamagnetic part, induced by external magnetic field:
$$\overline{\chi }^d=\frac{1}{2}(\chi _{xx}+\chi _{yy}+\chi _{zz})14.6(\pm 1.9)10^6$$
2) positive paramagnetism related to the polarization of water molecule due to asymmetry of electron density distribution, existing without external magnetic field. Paramagnetic susceptibility $`(\chi ^p)`$ of $`H_2O`$ is a tensor with the following components:
$$\chi _{xx}^p=2.4610^6;\chi _{yy}^p=0.7710^6;\chi _{zz}^p=1.4210^6$$
(29)
The resulting susceptibility:
$$\chi _{H_2}=\overline{\chi }^d+\overline{\chi }^p1310^6$$
The second contribution in the magnetic susceptibility of water is about 10 times lesser than the first one. But the first contribution to the magnetic moment of water depends on external magnetic field and must disappear when it is switched out in contrast to second one.
The coherent primary librational effectons of water even in liquid state contain about 100 molecules $`\left[(n_M^{ef})_{lb}100\right]`$ at room temperature (Fig. 7a of or Fig.4a of ). In ice ($`n_M^{ef})_{lb}10^4`$. In (a)-state the vibrations of all these molecules are synchronized in the same phase, and in (b)-state - in counterphase. Correlation of $`H_2O`$ forming effectons means that the energies of interaction of water molecules with external magnetic field are additive:
$$ϵ^{ef}=n_M^{ef}\mu _pH$$
(30)
In such a case this total energy of effecton interaction with field may exceed thermal energy:
$$ϵ^{ef}>kT$$
(31)
In the case of polyeffectons formation this inequality becomes much stronger.
It follows from our model that interaction of magnetic field with (a)-state of the effectons must be stronger than that with (b)-state due to the additivity of the magnetic moments of coherent molecules:
$$ϵ_a^{ef}>ϵ_b^{ef}$$
(32)
Consequently, magnetic field shifts $`(ab)_{tr,lb}`$ equilibrium of the effectons leftward. At the same time it minimizes the potential energy of matter, because potential energy of (a)-state $`(V_a)`$ is lesser than $`(V_b)`$:
$$V_a<V_b\text{ and }E_a<E_b,$$
(33)
where $`E_a=V_a+T_{\text{kin}}^a;E_b=V_b+T_{\text{kin}}^b`$ are total energies of the effectons.
We keep in mind that the kinetic energies of (a) and (b)-states are equal: $`T_{\text{kin}}^a=T_{\text{kin}}^b=p^2/2m`$.
These energies decreases with increasing of the effectons dimensions, determined by the most probable impulses in selected directions:
$$\lambda _{1,2,3}=h/p_{1,2,3}$$
The energy of interaction of magnetic field with deformons as a transition state of effectons must be even less than $`ϵ_b^{ef}`$ due to lesser order of molecules in this state and reciprocal compensation of their magnetic moments:
$$ϵ_d<ϵ_b^{ef}ϵ_a^{ef}$$
(34)
This important inequality means that as a result of external magnetic field action the shift of $`(ab)_{tr,lb}`$ leftward is reinforced by leftward shift of equilibrium \[effectons $``$ deformons\] subsystems of matter.
If water is flowing in a tube it increases the relative orientations of all effectons in volume and stimulate the coherent superclusters formation. All the above discussed effects must increase. Similar ordering phenomena happen in a rotating tube with liquid.
After switching off the external magnetic field the relaxation of induced ferromagnetism in water begins. It may be accompanied by the oscillatory behavior of $`(ab)_{tr,lb}`$ equilibrium. All the experimental effects discussed above can be explained as a consequence of orchestrated in volume $`(ab)`$ equilibrium oscillations.
Remnant ferromagnetism in water was experimentally established using a SQUID superconducting magnetometer by Kaivarainen et al. in 1992 (unpublished data). Water was treated in constant magnetic field $`50G`$ for two hours. Then it was frozen and after switching off external magnetic field the remnant ferromagnetism was registered at helium temperature. Even at this low temperature a slow relaxation time- dependent decrease of ferromagnetic signal was revealed. These results point to the correctness of the proposed mechanism of magnetic field - water interaction.
The attempt to make a theory of magnetic field influence on water, based on other model were made earlier (Yashkichev, 1980). However, this theory does not take into account the quantum properties of water and cannot be considered as satisfactory one.
The comprehensive material obtained by Udaltsova, Kolombet and Shnol (1987) when studying various macroscopic oscillations reveals their fundamental character and their dependence on gravitation factor.
The correlated changes of time, entropy and mass of any condensed matter follows from our theory.
\**************************************************************************
REFERENCES
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> Prigogine I., Strengers I. Order out of chaos. Hainemann, London, 1984.
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> Shnol S.E. Physico-chemical factors of evolution. Nauka, Moscow, 1979 (in Russian).
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> Udaltsova N.B., Kolombet B.A., Shnol S.E. Possible cosmophysical effects in the processes of different nature. Pushchino, 1987 (in Russian).
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> Yashkichev V.I. J.Inorganic Chem.(USSR$`),`$1980, 25, 327.
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> See also set of previous articles at Los-Alamos archives: http://arXiv.org/find/physics/1/au:+Kaivarainen\_A/0/1/0/all/0/1
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# The role of 𝜈-induced reactions on lead and iron in neutrino detectors
## I Introduction
Neutrinos play a decisive role in many aspects of astrophysics and determining their properties is considered the most promising gateway to novel physics beyond the standard model of elementary particle physics. Thus detecting and studying accelerator-made or astrophysical neutrinos is a forefront research issue worldwide with many ongoing and planned activities.
One of the fundamental questions currently investigated is whether neutrinos have a finite mass. This question can be answered by the potential detection of neutrino oscillations which would establish the existence of at least one family of massive neutrinos. Furthermore, the existence of massive neutrinos might have profound consequences on many branches of cosmology and astrophysics, e.g. the expansion of the universe and the formation of galaxies, while neutrino oscillations can have interesting effects on supernova nucleosynthesis .
From the many experiments directly searching for neutrino oscillations, only the LSND collaboration has reported positive candidate events . Indirect evidence for neutrino oscillations arises from the deficit of solar neutrinos, as observed by all solar-neutrino detectors , and the suppression and its angular dependence of events induced by atmospheric $`\nu _\mu `$ neutrinos in Superkamiokande . Due to the obvious importance, the oscillation results implied from these experiments will be cross-checked by future long-baseline experiments like MINOS . From the detectors currently operable KARMEN has a neutrino-oscillation sensitivity similar to the LSND experiment. Currently, the KARMEN collaboration does not observe oscillations covering most of the oscillation parameter space for the positive LSND result .
A type II supernova releases most of its energy in terms of neutrinos. Supernova neutrinos from SN87a had been observed by the Kamiokande and IMB detectors and have confirmed the general supernova picture. The observed events were most likely due to $`\overline{\nu }_e`$ antineutrinos. However, the models predict distinct differences in the neutrino distributions for the various families and thus a more restrictive test of the current supernova theory requires the abilities of neutrino spectroscopy by the neutrino detectors. Current (e.g. Superkamiokande and SNO) and future detectors (including the proposed OMNIS and LAND projects) have this capability and will be able to distinguish between the different neutrino types and determine their individual spectra. For the water Čerenkov detectors (SNO and Superkamiokande) $`\nu _x`$ neutrinos can be detected by specific neutral-current events , while the OMNIS and LAND detectors are proposed to detect neutrons spallated from target nuclei by charged- and neutral-current neutrino interactions.
Some of the supernova-neutrino or neutrino-oscillation detectors use iron or lead as detector material (e.g. MINOS, LAND and OMNIS) or have adopted steel (LSND, KARMEN) and lead (LSND) shielding. Thus, precise theoretical estimates of the neutrino-induced cross sections on Fe and Pb are required for a reliable knowledge of the detection signal or the appropriate simulation of background events. We note that the KARMEN collaboration has recently used its sensitivity to the <sup>56</sup>Fe($`\nu _e,e^{}`$)<sup>56</sup>Co background events to determine a cross section for this reaction . In Ref. we have calculated this cross section in a hybrid model in which the allowed transitions have been studied based on the interacting shell model, while the forbidden transitions were calculated within the continuum random phase approximation. In this paper we extend this investigation and study the charged- and neutral current reactions on <sup>56</sup>Fe and <sup>208</sup>Pb for various accelerator-based and supernova neutrino distributions. In particular, we determine the <sup>208</sup>Pb($`\nu _e,e^{}`$) cross sections for the LSND neutrino spectra which will serve for even improved background simulations for this detector. Our calculations of supernova neutrino reaction cross sections on <sup>56</sup>Fe and <sup>208</sup>Pb are aimed to guide the design of supernova neutrino detectors like OMNIS and LAND. With this goal in mind we have calculated the energy spectrum of neutrons knocked-out by the charged-current or neutral-current neutrino-induced excitation of <sup>56</sup>Fe and <sup>208</sup>Pb. To allow also the exploration of potential oscillation scenarios we have calculated the cross sections and neutron spectra for various supernova neutrino spectra.
## II Theoretical model
Besides the total cross sections, the partial cross sections for neutrino-induced particle knock-out are of relevance to estimate the signal and background of the various detectors. We will calculate these partial cross sections in a two-step process (e.g. for the charged-current reaction):
$$\begin{array}{ccc}\hfill \underset{1.\mathrm{RPA}}{\underset{}{\begin{array}{ccc}\hfill \nu +{}_{Z}{}^{}X_{N}^{}& & l+{}_{Z+1}{}^{}X_{N1}^{}\hfill \end{array}}}& & \underset{2.\mathrm{Statistical}\mathrm{Model}}{\underset{}{\begin{array}{ccc}\hfill {}_{Z+1}{}^{}X_{N1}^{}& & \{\begin{array}{ccc}\hfill {}_{Z+1}{}^{}X_{N2}^{}& +& \mathrm{n}\hfill \\ \hfill {}_{Z}{}^{}X_{N1}^{}& +& \mathrm{p}\hfill \\ \hfill {}_{Z1}{}^{}X_{N3}^{}& +& \alpha \hfill \\ \hfill {}_{Z+1}{}^{}X_{N1}^{}& +& \gamma \hfill \end{array}\hfill \end{array}}}\hfill \end{array}$$
In the first step, we calculate the $`\nu `$-induced spectrum $`\frac{d\sigma }{d\omega }(\omega )`$ in the daughter nucleus at excitation energy $`\omega `$. We consider multipole excitations of both parities and angular momenta $`\lambda 9`$, using the formalism developed in. These multipole operators, denoted by $`\lambda ^\pi `$, depend on the momentum transfer $`q`$.
Our strategy to calculate $`\frac{d\sigma }{d\omega }(\omega )`$ has been different for <sup>56</sup>Fe and <sup>208</sup>Pb. For <sup>56</sup>Fe we adopt the same hybrid model which has already been successfully applied in . That is, we calculate all nuclear responses within the random phase approximation (RPA). However, the RPA does not usually recover sufficient nucleon-nucleon correlations to reliably reproduce the quenching and fragmentation of the Gamow-Teller (GT) strength distribution in nuclei. For this reason we determine the response of the $`\lambda ^\pi =1^+`$ operator on the basis of an interacting shell model calculation performed within the complete $`pf`$ shell. Such a study has been proven to reproduce the experimental GT<sub>-</sub> (in which a neutron is changed into a proton) and GT<sub>+</sub> (in which a proton is changed into a neutron) distributions on <sup>56</sup>Fe well , if the response is quenched by a universal factor $`(0.74)^2`$ . However, the GT operator corresponds to the appropriate $`\lambda ^\pi =1^+`$ operator only in the limit of momentum transfer $`q0`$. As it has been pointed out in , the consideration of the finite-momentum transfer in the operator results in a reduction of the cross sections, caused by the destructive interference with the higher-order operator $`\tau \stackrel{}{\sigma }\stackrel{}{r}\stackrel{}{p}`$. To account for the effect of the finite momentum transfer we have performed RPA calculations for the $`\lambda ^\pi =1^+`$ multipole operator at finite momentum transfer $`q`$ (i.e. $`\lambda (q)`$) and for $`q=0`$ (i.e. $`\lambda (q=0)`$) and have scaled the shell model GT strength distribution by the ratio of $`\lambda (q)`$ and $`\lambda (q=0)`$ RPA cross sections. The correction is rather small for $`\nu _e`$ neutrinos stemming from muon-decay-at-rest (i.e. for LSND and KARMEN) or for supernova $`\nu _e`$ neutrinos. The correction is, however, sizeable if neutrino oscillations occur in the accelerator-based experiments or a supernova .
For <sup>208</sup>Pb a converged shell-model calculation of the GT strength distribution is yet not computationally feasible. Thus we have also calculated the $`\lambda ^\pi =1^+`$ response within the RPA approach. Note that our RPA approach fulfills the Fermi and Ikeda sumrules. As the $`S_{\beta ^+}`$ strength (in this direction a proton is changed into a neutron) is strongly suppressed for <sup>208</sup>Pb, the Ikeda sumrule fixes the $`S_\beta ^{}`$ strength. We have renormalized the $`\lambda ^\pi =1^+`$ strength in <sup>208</sup>Pb by the universal quenching factor which, due to a very slight $`A`$-dependence is recommended to be $`(0.7)^2`$ in <sup>208</sup>Pb . Thus the Ikeda sumrule reads $`S_\beta _{}S_{\beta _+}S_\beta _{}=3(0.7)^2(NZ)`$. For the other multipole operators no experimental evidence exists for such a rescaling and we have used the RPA response.
In our RPA calculations we have chosen the single-particle energies from an appropriate Woods-Saxon potential, which has been adjusted to reproduce the relevant particle thresholds. As residual interaction we used the zero-range Landau-Migdal force from . However, it is well known that this parameterization places the isobaric analog state in <sup>208</sup>Bi at too high an energy. This is cured by changing the parameter, which multiplies the $`\tau _i\tau _j`$ term in the interaction from $`f_0^{}=1.5`$ to the value 0.9 . After this adjustment the IAS is very close ($`E_{IAS}=15.4`$ MeV) to the experimental position (15.16 MeV). Furthermore, our RPA parametrization has been demonstrated to describe the <sup>208</sup>Pb(p,n) reaction data at small forward angle well . Our RPA approaches are described in details in Refs. . We note that this approach gives quite satisfying results for neutrino scattering , muon capture and electron scattering .
After having determined the neutrino-induced excitation spectrum in the daughter nucleus, we calculate in the second step for each final state with well-defined energy, angular momentum, and parity the branching ratios into the various decay channels using the statistical model code SMOKER . The decay channels considered are proton, neutron, $`\alpha `$, and $`\gamma `$ emission. As possible final states in the residual nucleus the SMOKER code considers the experimentally known levels supplemented at higher energies by an appropriate level density formula. Note, that the SMOKER code has been successfully applied to many astrophysical problems and that we empirically found good agreement between p/n branching-ratios calculated with SMOKER and within continuum RPA for several neutral current reactions on light nuclei .
As supernova and accelerator-produced neutrinos have an energy spectrum, the final results (total and partial cross sections) are obtained by folding with the appropriate neutrino spectra.
## III Results
### A Reactions induced by decay-at-rest neutrinos
The $`\nu _e`$ neutrinos produced in the muon decay-at-rest (DAR), have the characteristic Michel energy spectrum
$$n(E_\nu )=\frac{96E_\nu ^2}{M_\mu ^4}(M_\mu 2E_\nu ),$$
(1)
where $`M_\mu `$ is the muon mass and $`E_\nu `$ the neutrino energy.
Our calculated excitation spectrum for the <sup>56</sup>Fe($`\nu _e,e^{}`$)<sup>56</sup>Co reaction is shown in . Fig. 1 shows the RPA response for the <sup>208</sup>Pb($`\nu _e,e^{}`$)<sup>208</sup>Bi reaction, calculated for a muon decay-at-rest neutrino spectrum.
The collective GT transition is found at an excitation energy of around $`E_x=16`$ MeV in <sup>208</sup>Bi, again close to the centroid of the experimentally observed GT strength distribution which is at around 15.6 MeV . As has already been observed in , RPA calculations also predict GT<sub>-</sub> strength at lower excitation energies, which then correspond mainly to individual single-particle transitions. Due to phase space, these low-lying transitions are noticeably enhanced in neutrino-induced reactions with respect to the collective transition. Our calculation indicates the low-lying GT strength to be mainly centered at around $`E_x=7.5`$ MeV in <sup>208</sup>Bi. There might be some evidence for such a transition in the experimental (p,n) spectra on <sup>208</sup>Pb . However, a doubtless experimental confirmation would be quite desirable. The first-forbidden transitions lead mainly to $`1^{}`$ and $`2^{}`$ states in <sup>208</sup>Bi. In our calculation these transitions are fragmented over states in the energy interval between 17 MeV and 26 MeV, although we find $`2^{}`$ strength also at rather low excitation energies $`E_x=2.5`$ MeV and 7.5 MeV. Experimentally $`2^{}`$ strength has been observed at $`E_x=2.8`$ MeV .
To check the reliability of our approach we have performed several additional calculations. At first we have calculated the GT response for <sup>56</sup>Fe within the RPA approach. Then the GT distribution is focussed in two strong transitions at $`E_x=2`$ MeV and 10.5 MeV in <sup>56</sup>Co, corresponding to the change of a $`f_{7/2}`$ neutron into $`f_{7/2}`$ and $`f_{5/2}`$ protons, respectively, clearly showing the inappropriate fragmentation of the GT strength within the RPA. However, we find that this shortcoming does not strongly influence the calculated cross section. If we correct for the overestimation of the total RPA $`S_\beta _{}`$ strength compared with the shell model (and data), we find an RPA GT contribution to the <sup>56</sup>Fe($`\nu _e,e^{}`$)<sup>56</sup>Co cross section in close agreement to the shell model result (better than $`3\%`$). We thus conclude that our total <sup>208</sup>Pb($`\nu _e,e^{}`$)<sup>208</sup>Bi cross section, for which we could not calculate the $`\lambda ^\pi =1^+`$ contribution on the basis of the shell model, is probably quite reliable.
Due to the energy and momentum-transfer involved, muon capture is mainly sensitive to forbidden transitions ($`\lambda ^\pi =1^{}`$ and $`2^{}`$ for <sup>56</sup>Fe and $`\lambda ^\pi =1^+,2^+`$ and $`3^+`$ for <sup>208</sup>Pb). We have tested our model description for forbidden transitions by calculating the total muon capture rates for <sup>56</sup>Fe and <sup>208</sup>Pb and obtain results $`(4.4610^6`$ s<sup>-1</sup> and $`16.110^6`$ s<sup>-1</sup>) which agree rather well with experiment ($`(4.4\pm 0.1)10^6`$ s<sup>-1</sup> and $`(13.5\pm 0.2)10^6`$ s<sup>-1</sup>, respectively ). Further details on these studies will be published elsewhere .
The KARMEN collaboration has measured the total <sup>56</sup>Fe($`\nu _e,e^{}`$)<sup>56</sup>Co cross section for the DAR neutrino spectrum and obtains $`\sigma =(2.56\pm 1.08\pm 0.43)10^{40}`$ cm<sup>2</sup> . We calculate a result in close agreement $`\sigma =2.410^{40}`$ cm<sup>2</sup>. In Table 1 we have listed the partial cross sections into the various decay channels. As the isobaric analog state (IAS) at $`E_x=3.5`$ MeV and most of the GT<sub>-</sub> strength resides below the particle thresholds in <sup>56</sup>Co (the proton and neutron thresholds are at 5.85 MeV and 10.08 MeV, respectively), most of the neutrino-induced reactions on <sup>56</sup>Fe leads to particle-bound states, which then decay by $`\gamma `$ emission. Due to the lower threshold, neutrino-induced excitation of particle-unbound states in <sup>56</sup>Co is dominantly followed by proton decays. The rather high threshold energy (7.76 MeV) and the larger Coulomb barrier makes decay into the $`\alpha `$-channel rather unimportant.
Now we turn our discussion to <sup>208</sup>Pb which is the shielding material of the LSND detector. The simple ($`NZ`$) scaling of the Fermi and Ikeda sumrules indicates that the ($`\nu ,e^{}`$) cross section on <sup>208</sup>Pb is significantly larger than on <sup>56</sup>Fe. The cross section is additionally enlarged by the strong Z-dependence of the Fermi function. In total we find that the ($`\nu _e,e^{}`$) cross section on <sup>208</sup>Pb is about 15 times bigger than for <sup>56</sup>Fe. Furthermore, as the IAS energy and the GT<sub>-</sub> strength is above the neutron threshold in <sup>208</sup>Bi at 6.9 MeV, most of the ($`\nu _e,e^{}`$) cross section leads to particle-unbound states. These expectations are born out by a detailed calculation which finds a total cross section of $`3.6210^{39}`$ cm<sup>2</sup>. The partial <sup>208</sup>Pb($`\nu _e,e^{}n`$)<sup>207</sup>Bi cross section dominates and amounts to about $`91\%`$ of the total cross section. As can be seen in Table 1, the remaining cross section mainly goes to particle-bound levels and hence decays by $`\gamma `$ emission.
For the general reasons given above, our theoretical estimate for the <sup>208</sup>Pb($`\nu _e,e^{}`$)<sup>208</sup>Bi cross section is probably quite reliable and should be useful for improved background simulations of the LSND detector. It is also quite interesting to turn the problem around and ask whether the LSND collaboration can actually measure this cross section. To this end we have estimated the total number of neutrino-induced events in the lead shielding (volume $`V=20`$ m<sup>3</sup>, density $`\rho =11.3`$ g/cm<sup>3</sup>) of the LSND detector assuming an annual LSND neutrino flux of $`310^{13}`$/y. Then our <sup>208</sup>Pb($`\nu ,e^{}`$)<sup>208</sup>Bi cross section translates into 200 000 events for the 3 year running time from 1996-98. In about 180 000 events a neutron is knocked out of the lead target. The electron will not travel directly into the detector, but will shower in the shielding producing photons which in turn might reach the detector in which they produce Compton electrons. The KARMEN collaboration has observed this process for the <sup>56</sup>Fe shielding and quotes an efficiency of their detector of $`0.44\%`$. If the LSND detector has a comparable efficiency for this process, it should be able to observe the <sup>208</sup>Pb($`\nu _e,e^{}n`$)<sup>207</sup>Bi cross section where the events are most likely at the edges. On the other hand, the correlated observation of a neutron and a lepton constitutes the LSND neutrino oscillation signal. For this reason, the LSND collaboration suppresses the events stemming from neutrino interactions on lead by appropriate energy and spatial cuts. However, our calculated <sup>208</sup>Pb($`\nu _e,e^{}n`$) cross section might allow the LSND collaboration to further improve their background simulations.
The LSND oscillation experiment studies their events as function of energy of the outgoing lepton, setting cuts at 20 MeV, 36 MeV, and 53 MeV. We have therefore also calculated the <sup>208</sup>Pb($`\nu ,e^{}n`$)<sup>207</sup>Bi cross section as function of the final lepton energy, which is shown in Fig. 2.
The LSND neutrino beam has a small admixture of $`\nu _\mu `$ neutrinos stemming from pion-in-flight (DIF) decays. These neutrinos have in fact high enough energies to significantly produce muons by the charged-current ($`\nu _\mu ,\mu ^{}`$) reaction (This beam property allowed the LSND collaboration to measure the inclusive <sup>12</sup>C($`\nu _\mu ,\mu ^{}`$)<sup>12</sup>N cross section and to test universality in a neutrino experiment on nuclei ). For the oscillation search events stemming from the $`(\nu _\mu ,\mu ^{}n)`$ reaction, with a possible misinterpretation of the lepton in the final channel, are considered a possible background. For this reason we have also calculated the total and partial ($`\nu _\mu ,\mu ^{}`$) cross sections on <sup>208</sup>Pb for the LSND DIF $`\nu _\mu `$ neutrino spectrum. The results are shown in Table 2.
We note that the ‘most effective’ neutrino energy defined by
$$\overline{E}_\nu =\frac{E_\nu \sigma (E_\nu )𝑑E_\nu }{\sigma (E_\nu )𝑑E_\nu }$$
(2)
is larger for DIF neutrinos ($`\overline{E}_\nu =170`$ MeV) than for DAR neutrinos ($`\overline{E}_\nu =37`$ MeV). Thus, even if the mass difference between muon and electron is considered, the phase space favors the reaction induced by DIF $`\nu _\mu `$ neutrinos. Consequently the total cross section for the charged-current reaction on <sup>208</sup>Pb induced by DIF $`\nu _\mu `$ neutrinos is larger (by roughly a factor 3) than induced by DAR $`\nu _e`$ neutrinos. Although the average excitation energy in the daughter nucleus is also slightly higher for DIF $`\nu _\mu `$ neutrinos than for DAR $`\nu _e`$ neutrinos, the decay of the particle-unbound states is still dominantly into the neutron channel.
The LSND collaboration observes candidate events which might imply $`\nu _\mu \nu _e`$ neutrino oscillations . If this is the case the DIF $`\nu _\mu `$ neutrinos can have changed into $`\nu _e`$ neutrinos before reaching the detector now allowing for <sup>208</sup>Pb($`\nu _e,e^{}`$) reactions triggered by $`\nu _e`$ neutrinos with a significantly higher energy. We have studied the respective cross sections and have summarized them in Table 3.
For completeness, Tables 2 and 3 also list the ($`\nu _\mu ,\mu ^{}`$) and ($`\nu _e,e^{}`$) cross sections on <sup>56</sup>Fe, in both cases calculated for a DIF neutrino spectrum.
### B Supernova neutrinos
The observation of the neutrinos from SN1987a by the water Čerenkov detectors is generally considered as strong support that the identification of type II supernovae as core collapse supernovae is correct. Theoretical models predict that the proto-neutron star formed in the center of the supernova cools by the production of neutrino pairs, where the luminosity is approximately the same for all 3 neutrino families. The interaction of the neutrinos with the dense surrounding, consisting of ordinary neutron-rich matter, introduces characteristic differences in the neutrino distributions for the various families. As the $`\mu `$ and $`\tau `$ neutrinos and their antiparticles (combined referred to as $`\nu _x`$) have not enough energy to generate a muon or $`\tau `$ lepton, they decouple deepest in the star, i.e. at the highest temperature, and have an average energy of $`\overline{E}_\nu =25`$ MeV. As the $`\nu _e`$ and $`\overline{\nu }_e`$ neutrinos interact with the neutron-rich matter via $`\nu _e+np+e^{}`$ and $`\overline{\nu }_e+pn+e^+`$, the $`\overline{\nu }_e`$ neutrinos have a higher average energy ($`\overline{E}_\nu =16`$ MeV) than the $`\nu _e`$ neutrinos ($`\overline{E}_\nu =11`$ MeV). Clearly an observational verification of this temperature hierarchy would establish a strong test of our current supernova models.
The distribution of the various supernova neutrino species is usually described by a Fermi-Dirac spectrum
$$n(E_\nu )=\frac{1}{F_2(\alpha )T^3}\frac{E_\nu ^2}{\mathrm{exp}[(E_\nu /T)\alpha ]+1}$$
(3)
where $`T,\alpha `$ are parameters fitted to numerical spectra, and $`F_2(\alpha )`$ normalizes the spectrum to unit flux. The transport calculations of Janka yield spectra with $`\alpha 3`$ for all neutrino species. While this choice also gives good fits to the $`\nu _e`$ and $`\overline{\nu }_e`$ spectra calculated by Wilson and Mayle , their $`\nu _x`$ spectra favor $`\alpha =0`$. In the following we will present results for charged- and neutral current reactions on <sup>56</sup>Fe and <sup>208</sup>Pb for both values of $`\alpha `$. In particular we will include results for those (T,$`\alpha `$) values which are currently favored for the various neutrino types (T in MeV): (T,$`\alpha `$)= (4,0) and (3,3) for $`\nu _e`$ neutrinos, (5,0) and (4,3) for $`\overline{\nu }_e`$ neutrinos and (8,0) and (6.26,3) for $`\nu _x`$ neutrinos.
Before discussing our neutral-current results for <sup>208</sup>Pb we like to present the multipole response as calculated within our RPA study. This is done in Fig. 3 which shows the <sup>208</sup>Pb photoabsorption cross section in the upper part as well as the excitation function for inelastic scattering on <sup>208</sup>Pb by neutrinos with a Fermi-Dirac distribution with parameters $`T=8`$ MeV and $`\alpha =0`$ in the lower part. The calculated photoabsorption cross section is fragmented between 10-16 MeV excitation energy centred around $`13`$ MeV. This is reasonably close to the experimental spectrum which is centred around 13.8 MeV with a width of 3.8 MeV . Summing over all excitation energies we obtain 3.0 MeV$``$b for the total photoabsorption cross section, which is in agreement with the classical Thomas, Reiche and Kuhn sum rule value (2.98 MeV$``$b) and also lies within the range of experimental values (2.9 to 4.1 MeV$``$b, see table 5 of Ref. ).
The lower part of Fig. 3 demonstrates clearly that inelastic neutrino scattering additionally excites the spin response which is responsible for the two strong $`J=1^{}`$ transitions around 10 MeV and 18 MeV. As expected from the general effects of the residual interaction the $`2^{}`$ part of the spin dipole excitations is located a few MeV lower in energy than the $`1^{}`$ strength . We finally note that the Gamow-Teller strength is calculated between 7 MeV and 8 MeV, in close agreement with the experimentally observed M1 strength.
Table 4 summarizes the total and partial cross sections for neutral current reactions on <sup>56</sup>Fe and <sup>208</sup>Pb. For <sup>56</sup>Fe the neutron and proton thresholds open at 11.2 MeV and 10.18 MeV, respectively. But despite the slightly higher threshold energy, the additional Coulomb barrier in the proton channel makes the neutron channel the dominating decay mode. With increasing average neutrino energies the total cross section grows. But this increase is noticeably weaker than for the nuclei <sup>12</sup>C and <sup>16</sup>O. This is related to the isovector dominance of the neutrino-induced reactions. In the $`T=0`$ nuclei <sup>12</sup>C and <sup>16</sup>O inelastic neutrino scattering has to overcome a rather large threshold to reach the $`T=1`$ excitation spectrum in the nuclei making the cross section rather sensitive to the neutrino spectrum.
The total and partial cross sections for charged current ($`\nu _e,e^{}`$) and ($`\overline{\nu }_e,e^+`$) reactions on <sup>56</sup>Fe and <sup>208</sup>Pb are listed in Table 5. As the average energy for supernova $`\nu _e`$ neutrinos ($`\overline{E}_\nu 11`$ MeV) is less than for DAR neutrinos ($`\overline{E}_\nu 37`$ MeV), the total cross sections are significantly smaller for supernova (i.e. (T,$`\alpha `$)=(4,0) or (3,3)) neutrinos. Relatedly the low-energy excitation spectrum is stronger weighted by phase space. Hence, the $`\nu _e`$-induced reaction on <sup>56</sup>Fe leads dominantly to particle-bound states ($`60\%`$) and therefore decays by $`\gamma `$ emission. As for DAR neutrinos, the strongest decay mode for $`\nu _e`$-induced reactions on <sup>208</sup>Pb is given by the neutron channel.
As lead is discussed as material for potential supernova neutrino detectors (like LAND and OMNIS), the relevant neutrino-induced reactions on <sup>208</sup>Pb have been estimated previously. The first work, performed in , has been criticized and improved in . These authors estimated the allowed transitions to the charged-current and neutral-current cross sections empirically using data from (p,n) scattering and from the M1 response to fix the Gamow-Teller contributions to the cross section. We note that these data place the GT<sub>-</sub> strength in one resonance centered just above the 2n threshold. Low-lying GT<sub>-</sub> transitions, as indicated by the present RPA calculation, have not been considered in . Ref. completed their cross section estimates by calculating the first-forbidden contributions on the basis of the Goldhaber-Teller model.
Although the total charged-current <sup>208</sup>Pb($`\nu _e,e^{}`$)<sup>208</sup>Bi cross section is strongly constrained by sumrules and our calculation as well as the work of Ref. reproduce the energies of the IAS state and the main GT resonance, our results clearly deviate with increasing neutrino energies from the calculation of Ref. . For $`\nu _e`$ neutrinos with a (T,$`\alpha `$)=(3,3) Fermi-Dirac distribution our cross section ($`1.6\times 10^{40}`$ cm<sup>2</sup>) is in rough agreement with the one obtained in . (As does not give the cross section for a (T=3,$`\alpha `$=3) spectrum, we have estimated it from the cross sections given at neighboring temperatures taken from Table I of .) But with increasing neutrino energies our calculated cross sections become significantly smaller than the estimate given in , and for a $`\nu _e`$ spectrum with (T,$`\alpha `$)=(8,0) our value ($`25\times 10^{40}`$ cm<sup>2</sup>) is about $`55\%`$ smaller than the estimate by Ref. ($`58\times 10^{40}`$ cm<sup>2</sup>). For the latter neutrino spectrum the cross section is dominated by forbidden transitions, and the observed difference might reflect the uncertainties of the Goldhaber-Teller model to describe this response.
For the total neutral-current cross sections on <sup>208</sup>Pb the estimates in are noticeably larger than our results (by factors in the range 2–3 for the various Fermi-Dirac spectra) for all energies. As pointed out by Haxton the total ($`\nu ,\nu ^{}`$) cross sections on nuclei induced by supernova neutrinos with high energetic Fermi-Dirac distributions follow a simple rule of thumb:
$$\sigma (\nu ,\nu ^{})=c(T,\alpha )A10^{42}\mathrm{cm}^2.$$
(4)
The proportionality factor depends on the parameters of the Fermi-Dirac spectrum. From RPA studies one finds $`c(T,\alpha )0.70.9`$ for $`T=8`$ MeV and $`\alpha =0`$ , while the proportionality factor is slightly smaller for closed-shell nuclei. We note that our present results fit well into the expected systematics: $`c(T=8MeV,\alpha =0)=0.77`$ for <sup>56</sup>Fe (open shell) and 0.67 for <sup>208</sup>Pb (closed shell).
Besides detecting a supernova neutrino signal, modern detectors should also have a ‘neutrino spectroscopy ability’, i.e. it is desirable to assign observed events to the neutrino type which has triggered it. Detectors like LAND and OMNIS will observe the neutrons produced by neutrino-induced reactions on <sup>208</sup>Pb. An obvious neutrino signal then is the total count rate. However, as already pointed out in , the total neutron count rate in a lead detector does not allow to distinguish between events triggered by $`\nu _e`$ neutrinos and $`\nu _x`$ neutrinos. We confirm this argument as our total ($`\nu _e,e^{}n`$) cross section (e.g. for (T,$`\alpha `$)=(4,0) it is $`2.3\times 10^{40}`$ cm<sup>2</sup>) is quite similar to the neutral current cross section (for (T,$`\alpha `$)=(8,0) neutrinos we find $`1.4\times 10^{40}`$ cm<sup>2</sup> per neutrino family). The situation is, however, different for <sup>56</sup>Fe. Here we find, for the same neutrino spectra as above, that the total neutron counting rate in the neutral-current reaction is about 30 times larger than for the charged-current reaction. If we consider that supernova $`\nu _x`$ neutrinos comprise 4 neutrino types with about the same spectrum, the neutron response of a <sup>56</sup>Fe detector to supernova neutrinos is expected to be dominated by neutral current events caused by $`\nu _x`$ neutrinos.
The differences in the ratios for neutral- and charged current neutron yields again reflect the more general tendency that neutral-current cross sections for supernova $`\nu _x`$ neutrinos scale approximately with the mass number $`A`$ of the target, while the charged-current cross sections for supernova $`\nu _e`$ neutrinos depends on the $`NZ`$ neutron excess of the target via the Fermi and Ikeda sumrules (e.g. ). This suggests that neutrino detectors which can only determine total neutron counting rates can have supernova neutrino spectroscopy ability if they are made of various materials with quite different $`Z`$ values as the ratio of neutral- to charged-current cross sections is quite sensitive to the charge number of the detector material. Of course, it is then necessary to assign observed events to the detector material.
Neutrino detectors of large size will probably not be build from isotopically enriched iron or lead, because the costs will be very high. Therefore, in principle, in addition to <sup>56</sup>Fe (91.75% natural abundance) and <sup>208</sup>Pb (52.4%), also cross sections for neutrino induced reactions on the other stable isotopes <sup>54</sup>Fe (5.85%), <sup>57</sup>Fe (2.12%), <sup>58</sup>Fe (0.28%), <sup>206</sup>Pb (24.1%), <sup>207</sup>Pb (22.1%), <sup>204</sup>Pb (1.4%) are needed. But from the rule of thumb (Eq. 4) we can already conclude that the isotope effect on the neutral-current cross sections will be small. This has been confirmed for the iron isotope chain <sup>52-58</sup>Fe within a recent shell model plus RPA approach which finds less than 16% deviation from the simple scaling rule (Eq. 4) . Contrary the isotope effect on the charged-current cross sections will be strong, because they dominantly scale with (N-Z) like mentioned above via the Fermi and Ikeda sumrules. This is again confirmed in the shell model plus RPA study which finds less than $`10\%`$ deviation in the charged-current cross sections for $`T=4`$ MeV and $`\alpha =0`$ neutrinos from the simple $`(NZ)`$ scaling . We expect that the rule of thumb (Eq. (4)) and the $`(NZ)`$ scaling is also valid for the neutral-current and charged-current reactions on <sup>208</sup>Pb, respectively. This provides then a simple scheme to estimate the charged-current cross sections for the other lead and iron isotopes.
Both the LAND and the OMNIS detectors will also be capable of detecting the neutron energy spectrum following the decay of states in the daughter nucleus after excitation by charged- and neutral-current neutrino reactions. We have calculated the relevant neutron energy spectra for both possible detector materials, <sup>56</sup>Fe and <sup>208</sup>Pb. To this end we have used the statistical model code SMOKER iteratively by following the decay of the daughter states after the first particle decay. We have kept book of the neutron energies produced in these (sequential) decays and have binned them in 500-keV bins. The neutron energy spectra obtained this way are shown in Figs. 4–7. The calculations have been performed for different neutrino spectra which also allows one to study the potential sensitivity of the detectors if neutrino oscillations occur.
For the charged- and neutral-current reactions on <sup>56</sup>Fe the response is mainly below the 2n-threshold. Most of the Gamow-Teller distribution is below the neutron-threshold, as is the IAS in the charged-current reaction. The neutron energy spectrum of the <sup>56</sup>Fe($`\nu _e,e^{}n`$) reaction is shown in Fig. 4.
The spectrum is rather structureless with a broad peak centred around neutron energies $`E_n=11.5`$ MeV and basically reflects the GT<sub>-</sub> distribution above the neutron threshold of 10.08 MeV. The respective neutron spectrum for the neutral current reaction is shown in Fig. 5.
The spectrum is composed by several (mainly first-forbidden) transitions which combined lead to a rather smooth neutron energy distribution. We note that the GT distribution is taken from the shell model calculation and leads to a rather broad neutron spectrum.
The neutron spectrum for the charged current reaction on <sup>208</sup>Pb is dominated by the Fermi transition to the IAS and by the GT<sub>-</sub> transitions. To understand the neutron spectrum we have to consider the neutron threshold energies for one-neutron decay (6.9 MeV) and for two-neutron decay (14.98 MeV) in <sup>208</sup>Bi. Hence the IAS and the collective GT resonance (with an excitation energy of about 16 MeV) will decay dominantly by 2n emission, while the low-lying GT<sub>-</sub> resonance at $`E_x=7.6`$ MeV decays by the emission of one neutron. This has significant consequences for the neutron spectrum. In the 2-neutron decay the available energy is shared between the two emitted particles, leading to a rather broad and structureless neutron energy distribution. As can be seen in Fig. 6, this broad structure is overlaid with a peak at neutron energy around $`E_n=1`$ MeV caused by the one-neutron decay of the lower GT<sub>-</sub> transition.
We expect that due to fragmentation, not properly described in our RPA calculation, the width of this peak might be broader than the 0.5 MeV-binning which we have assumed in Fig. 6. We note that the relative height of the peak compared with the broad structure stemming from the 2n-emission is more pronounced for the (T,$`\alpha `$)=(4,0) neutrino distribution than for a potential (T,$`\alpha `$)=(8,0) $`\nu _e`$ spectrum as it might arise after complete $`\nu _e\nu _\mu `$ oscillations.
Fig. 7 shows the neutron energy spectrum for the neutral-current reactions on <sup>208</sup>Pb.
Our RPA response places the strong GT transitions around the neutron threshold (at 7.37 MeV), while the first-forbidden transitions are split into several transitions between the excitation energies 9 MeV and 18 MeV. In particular, the two strong $`1^{}`$ resonances at around 15 MeV and 18 MeV are above the 2-neutron threshold at 14.12 MeV and their decay leads, for the same reasons as given above for the charged-current reaction, two a rather broad neutron energy spectrum. Several transitions above the one-neutron threshold superimpose in our RPA neutron spectrum this broad structure and lead to rather pronounced peaks. But nucleon-nucleon correlations beyond the RPA will induce a stronger fragmentation which will smear out these peaks. We expect therefore that the neutral-current neutron energy spectrum will be rather broad and structureless.
An exciting question is whether supernova neutrino detectors have the ability to detect neutrino oscillations. This can be achieved by a suited signal which allows to distinguish between charged-current and neutral-current events and which is quite sensitive to the neutrino distribution. It is hoped for that the detectors OMNIS and LAND have such an ability. However, as has been shown in , the total neutron counting rate is by itself not a suited mean to detect neutrino oscillations, even if results from various detectors with different material (hence different ratios of charged-to-neutral current cross sections, as discussed above) are combined. In Ref. it is pointed out that in the case of <sup>208</sup>Pb an attractive signal might emerge. Due to the fact that the IAS and large portions of the GT<sub>-</sub> strength resides in <sup>208</sup>Bi just above the 2-neutron emission threshold, Fuller et al. discuss that the 2-neutron emission rate is both, flavor-specific and very sensitive to the temperature of the $`\nu _e`$ distribution. To quantify this argument we have calculated the cross sections for the <sup>208</sup>Pb($`\nu _e,e^{}2n`$)<sup>206</sup>Bi reaction in our combined model of RPA for the neutrino-induced response and statistical model for the decay of the daughter states. We find the partial cross sections of $`43.9\times 10^{42}`$ cm<sup>2</sup> and $`13.0\times 10^{42}`$ cm<sup>2</sup> for $`\nu _e`$ neutrinos with (T,$`\alpha `$)=(4,0) and (3,3) Fermi-Dirac distributions. As pointed out in these cross sections increase significantly if neutrino oscillations occur. For example, we find for total $`\nu _e\nu _\mu `$ oscillations partial 2n cross sections of $`1053\times 10^{42}`$ cm<sup>2</sup> and $`742\times 10^{42}`$ cm<sup>2</sup> (for neutrino distributions with parameters (T,$`\alpha `$)= (8,0) and (6.26,3), respectively). We remark that these numbers will probably be reduced, if correlations beyond the RPA are taken into account, as part of the GT<sub>-</sub> distribution might be shifted below the 2n-threshold.
As pointed out above, also portions of the neutral-current excitation spectrum are above the respective 2n-emission threshold. This decay will compete with the one stemming from the charged-current reaction and hence will reduce the flavor-sensitivity of the signal. We have therefore also calculated the <sup>208</sup>Pb($`\nu ,\nu ^{}2n`$)<sup>206</sup>Pb cross sections and find $`41.3\times 10^{42}`$ cm<sup>2</sup> and $`23.5\times 10^{42}`$ cm<sup>2</sup> (for neutrino distributions with (T,$`\alpha `$)= (8,0) and (6.26,3), respectively and averaged over neutrinos and antineutrinos). Thus, if no neutrino oscillations occur the combined 2n-signal resulting from neutral-current reactions for the 4 $`\nu _x`$ neutrino types is larger than the one from the charged-current reactions. However, if neutrino oscillations occur the neutral-current signal is unaffected while the charged-current signal is drastically enhanced. Thus, our calculations support the suggestions of Ref. that the 2n-signal for <sup>208</sup>Pb detectors might be an interesting neutrino oscillation signal. However, our calculations also indicate that, for an analysis of the potential observation of the signal, 2-neutron emission from neutral-current events have to be accounted for as well.
Finally, as the predicted energy spectra of neutrinos from supernovae change with time and furthermore can be affected in a variety of ways (especially oscillation scenarios), Table 6 lists the cross sections for ($`\nu _e,e^{}`$)- and ($`\nu ,\nu ^{}`$)-scattering on <sup>56</sup>Fe and <sup>208</sup>Pb as a function of neutrino energy.
## IV Conclusions
We have studied the charged- and neutral current reactions on <sup>56</sup>Fe and <sup>208</sup>Pb which are the shielding materials for current accelerator-based neutrino experiments like LSND and KARMEN and the material for proposed supernova neutrino detectors like LAND and OMNIS.
Our calculations for <sup>56</sup>Fe are performed within a model which uses the interacting shell model to determine the Gamow-Teller response and the RPA for forbidden transitions. For <sup>208</sup>Pb the complete nuclear response is evaluated within the RPA model. The correct momentum-dependence of the various multipole-operators is considered. This leads to a reduction of the cross sections, compared to calculations performed at $`q=0`$ due to destructive interference with ‘higher-order’ multipole operators.
At first we have calculated the total cross sections and the partial cross sections for spallating a neutron from the target for muon-decay-at-rest neutrinos. Additionally we have evaluated the charged-current cross section on <sup>208</sup>Pb as a function of final lepton energy. All these quantities are expected to allow for (even) more reliable background simulations for the LSND and KARMEN detectors. As the LSND collaboration might have observed a neutrino-oscillation signal we have also calculated the various cross sections on <sup>56</sup>Fe and <sup>208</sup>Pb for pion-in-flight-decay neutrinos as they comprise a small admixture of $`\nu _\mu `$ neutrinos in the LSND beam.
Detecting supernova neutrinos is generally considered an important test of theoretical models for core-collapse supernovae. OMNIS and LAND are two proposed detectors, consisting of lead and possibly iron, which will have the capability to count the total rate of neutrons produced by neutrino reactions in the detector and further to detect the related neutron energy spectrum. For <sup>56</sup>Fe the decay is mainly by emission of one neutron. Nevertheless the neutron energy spectrum is rather broad and structureless following both charged- and neutral-current excitations.
For <sup>208</sup>Pb the situation is different as a significant portion of the charged-current response (and also of the neutral-current response) is above the 2n-threshold. As the two neutrons share the available decay energy this leads to a rather broad neutron spectrum. For the charged-current reaction we predict that this broad pattern is superimposed by a peak structure, due to a yet unobserved Gamow-Teller transition at lower energies. We find that the height of this peak relative to the broad structure is more pronounced for ‘ordinary’ $`\nu _e`$ supernova neutrinos than for a $`\nu _e`$ neutrino spectrum arising after $`\nu _\mu \nu _e`$ oscillations. Another possible oscillation signal for a <sup>208</sup>Pb detector is the emission rate of 2 neutrons, as suggested by Fuller, Haxton and McLaughlin. We have quantitatively confirmed the argument of these authors and have also calculated the 2-neutron emission rate for the neutral-current reaction which has to be considered if, in the event of a nearby supernova, the 2-neutron emission signal would be observed and analyzed for oscillation information.
###### Acknowledgements.
We thank G. Drexlin and M. Steidl from the KARMEN-Group for stimulating and helpful discussions. We are also grateful to G. Martínez-Pinedo for his help with the shell model calculations. The work has partly been supported by a grant of the Danish Research Council.
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# Canonical Formulation of Gravitational Teleparallelism in 2+1 Dimensions in Schwinger’s Time Gauge
We consider the most general class of teleparallel gravitational theories quadratic in the torsion tensor, in three space-time dimensions, and carry out a detailed investigation of its Hamiltonian formulation in Schwinger’s time gauge. This general class is given by a family of three-parameter theories. A consistent implementation of the Legendre transform reduces the original theory to a one-parameter family of theories. By calculating Poisson brackets we show explicitly that the constraints of the theory constitute a first-class set. Therefore the resulting theory is well defined with regard to time evolution. The structure of the Hamiltonian theory rules out the existence of the Newtonian limit.
(\*) e-mail: wadih@fis.unb.br
§1. Introduction
Gravitational theories in three space-time dimensions have attracted considerable attention in the last years. In particular quantum effects in this simplified geometrical context were investigated (see, for instance, references). The hope is that lower dimensional theories would provide hints as to the quantization of four-dimensional general relativity. It is known that vacuum Einstein’s theory in 2+1 dimensions does not yield a suitable description of the gravitational field. Since in 2+1 dimensions the Riemann and Ricci tensors have the same number of components, the vanishing of Einstein’s equations imply that the full curvature tensor vanishes as well. Therefore the source-free space-time is flat, and thus the existence of black holes is prevented. It would be interesting to find a theoretical formulation of 2+1 general relativity that display two important features: the Newtonian limit and a black hole solution.
General relativity can be described in the alternative framework of the teleparallel geometry. A four-dimensional formulation of gravitational teleparallel theories, quadratic in the torsion tensor, and formulated with arbitrary parameters was proposed by Hayashi and Shirafuji. This formulation was successful in that the desirable features above were obtained for a large class of theories. A canonical formulation of the teleparallel equivalent of general relativity (TEGR) was developed in .
In this paper we consider an arbitrary teleparallel theory of gravity in 2+1 dimensions, expressed by a three-parameter family of theories, and show that by means of a consistent Legendre transform this arbitrary theory reduces to a one-parameter family of theories. The 2+1 decomposition is carried out in Schwinger’s time gauge. Moreover, we calculate all relevant Poisson brackets and conclude that the constraints of the theory are first class. As we will show, the 2+1 constraint algebra differs slightly from the previously evaluated algebra in 3+1 dimensions. The resulting theory shares similarities with the Hamiltonian formulation of the four-dimensional teleparallel equivalent of general relativity.
The main motivation for considering the TEGR is that the energy and momentum of the gravitational field can be interpreted as arising from the constraint equations of the theory. All analysis carried out so far indicate that the gravitational energy is consistently defined by means of the expression that arises in the realm of the TEGR. The most relevant and successful application amounts to the evaluation of the irreducible mass of rotating black holes. Recently the loss of mass by means of gravitational waves in the context of Bondi’s radiating metric has been investigated.
A family of three-parameter teleparallel theories in 2+1 dimensions, in the Lagrangian formulation, was proposed and investigated by Kawai. By establishing conditions on the parameters, black hole solutions were obtained. Such black hole solutions are quite different from the Schwarzschild and Kerr black holes in 3+1 dimensions. However, Kawai did not consider the cosmological constant in the theory.
The arbitrary teleparallel theory we address corresponds precisely to Kawai’s formulation. We have constructed the canonical formulation of the latter by applying Dirac’s formalism for constrained Hamiltonian systems. Therefore we arrive at a one-parameter class of theories by only requiring it to have a well defined Hamiltonian formulation.
The paper is divided as follows. In §2 we introduce the Lagrangian formulation. The 2+1 space-time decomposition and the canonical formalism is developed in §3. In this section we provide the details of the Legendre transform. The constraint algebra is presented in §4. The calculations that yield the constraint algebra are too intricate, and therefore we have omitted it here. In §5 we show that the conditions obtained on the parameters of the theory rule out the existence of the Newtonian limit. Finally in §6 we present our conclusions.
Our notation is the following: space-time indices $`\mu ,\nu ,\mathrm{}`$ and global SO(2,1) indices $`a,b,\mathrm{}`$ run from 0 to 2. In the 2+1 canonical decomposition Latin indices from the middle of the alphabet indicate space indices according to $`\mu =0,i`$, $`a=(0),(i)`$. The flat space-time metric is fixed by $`\eta _{(0)(0)}=1`$.
§2. Lagrangian formulation of teleparallelism
in (2+1) dimensions
We begin by stating the four basic postulates that the Lagrangian density for the gravitational field in the empty space, in the teleparallel geometry, must satisfy. It must be invariant under (i) coordinate transformations, (ii) global Lorentz (SO(2,1)) transformations, (iii) parity transformations, and (iv) must be quadratic in the torsion tensor. The most general Lagrangian density is constructed out of triads $`e_\mu ^a`$, and is given by
$$L_0=e(c_1t^{abc}t_{abc}+c_2v^av_a+c_3a_{abc}a^{abc})$$
$`(2.1)`$
where $`c_1`$, $`c_2`$ and $`c_3`$ are constants and
$$t_{abc}=\frac{1}{2}\left(T_{abc}+T_{bac}\right)+\frac{1}{4}\left(\eta _{ca}v_b+\eta _{cb}v_a\right)\frac{1}{2}\eta _{ab}v_c,$$
$`(2.2)`$
$$v_a=T^b{}_{ba}{}^{}T_a,$$
$`(2.3)`$
$$a_{abc}=\frac{1}{3}\left(T_{abc}+T_{cab}+T_{bca}\right),$$
$`(2.4)`$
$$T_{abc}=e_b{}_{}{}^{\mu }e_{c}^{}{}_{}{}^{\nu }T_{a\mu \nu }^{}=e_b^\mu e_c^\nu (_\mu e_{a\nu }_\nu e_{a\mu }).$$
$`(2.5)`$
where $`e=\mathrm{𝚍𝚎𝚝}(e_\mu ^a)`$.
The Lagrangian density (2.1) is constructed out of the anti-symmetric part of the connection $`\mathrm{\Gamma }_{\mu \nu }^\lambda =e^{a\lambda }_\mu e_{a\nu }`$, whose curvature tensor vanishes identically. Such connection defines a space with absolute parallelism, or teleparallelism.
The definitions above correspond to the irreducible components of the torsion tensor. In order to construct the Hamiltonian formulation we need to rewrite $`L_0`$ such that the torsion tensor appears as a multiplicative quantity. It can be shown that $`L_0`$ can be rewritten as
$$L_0=e(c_1X^{abc}T_{abc}+c_2Y^{abc}T_{abc}+c_3Z^{abc}T_{abc}),$$
$`(2.6)`$
where
$$X^{abc}=\frac{1}{2}T^{abc}+\frac{1}{4}T^{bac}\frac{1}{4}T^{cab}+\frac{3}{8}\left(\eta ^{ca}v^b\eta ^{ba}v^c\right),$$
$`(2.7)`$
$$Y^{abc}=\frac{1}{2}\left(\eta ^{ab}v^c\eta ^{ac}v^b\right),$$
$`(2.8)`$
$$Z^{abc}=\frac{1}{3}\left(T^{abc}+T^{bca}+T^{cab}\right).$$
$`(2.9)`$
The definitions above satisfy
$$X^{abc}=X^{acb};Y^{abc}=Y^{acb};Z^{abc}=Z^{acb},$$
$`(2.10)`$
The quantities $`X^{abc},`$ $`Y^{abc},`$ $`Z^{abc}`$ have altogether the same number of components of $`T^{abc}`$. It can be verified that
$$X^{abc}+X^{bca}+X^{cab}0.$$
$`(2.11)`$
Let us define $`\mathrm{\Sigma }^{abc}`$ by
$$\mathrm{\Sigma }^{abc}=c_1X^{abc}+c_2Y^{abc}+c_3Z^{abc}.$$
$`(2.12)`$
In terms of $`\mathrm{\Sigma }^{abc}`$, $`L_0`$ can be simply written as
$$L_0=e\mathrm{\Sigma }^{abc}T_{abc}.$$
$`(2.13)`$
In order to carry out the Hamiltonian formulation we need to write the Lagrangian density in a Palatini-type Lagrangian density. The latter is achieved by introducing the field variable $`\mathrm{\Delta }_{abc}=\mathrm{\Delta }_{acb}`$, that will be ultimately identified with the torsion tensor by means of the field equations. By following the procedure of we write the first order differential form of $`L_0`$ as
$$L(e_{a\mu },\mathrm{\Delta }_{abc})=e\left(c_1\mathrm{\Theta }^{abc}+c_2\mathrm{\Omega }^{abc}+c_3\mathrm{\Gamma }^{abc}\right)\left(\mathrm{\Delta }_{abc}2T_{abc}\right),$$
$`(2.14)`$
where $`\mathrm{\Theta }^{abc},`$ $`\mathrm{\Omega }^{abc}`$ and $`\mathrm{\Gamma }^{abc}`$ are defined in similarity to $`X^{abc}`$, $`Y^{abc}`$ and $`Z^{abc}`$, respectively:
$$\mathrm{\Theta }^{abc}=\frac{1}{2}\mathrm{\Delta }^{abc}+\frac{1}{4}\mathrm{\Delta }^{bac}\frac{1}{4}\mathrm{\Delta }^{cab}+\frac{3}{8}\left(\eta ^{ca}\mathrm{\Delta }^b\eta ^{ba}\mathrm{\Delta }^c\right),$$
$`(2.15)`$
$$\mathrm{\Omega }^{abc}=\frac{1}{2}\left(\eta ^{ab}\mathrm{\Delta }^c\eta ^{ac}\mathrm{\Delta }^b\right),$$
$`(2.16)`$
$$\mathrm{\Gamma }^{abc}=\frac{1}{3}\left(\mathrm{\Delta }^{abc}+\mathrm{\Delta }^{bca}+\mathrm{\Delta }^{cab}\right).$$
$`(2.17)`$
The three quantities above are anti-symmetric in the last two indices. The quantity $`\mathrm{\Delta }^b`$ is defined by $`\mathrm{\Delta }^b=\mathrm{\Delta }_a^a^b`$.
The field equations are most easily obtained by making use of the following three identities:
$$X^{abc}\mathrm{\Delta }_{abc}=\mathrm{\Theta }^{abc}T_{abc},$$
$`(2.18)`$
$$Y^{abc}\mathrm{\Delta }_{abc}=\mathrm{\Omega }^{abc}T_{abc},$$
$`(2.19)`$
$$Z^{abc}\mathrm{\Delta }_{abc}=\mathrm{\Gamma }^{abc}T_{abc}.$$
$`(2.20)`$
By taking into account the identities above the Lagrangian density in first order formalism is identically rewritten as
$$L=ec_1\mathrm{\Theta }^{abc}\mathrm{\Delta }_{abc}+2ec_1X^{abc}\mathrm{\Delta }_{abc}ec_2\mathrm{\Omega }^{abc}\mathrm{\Delta }_{abc}+2ec_2Y^{abc}\mathrm{\Delta }_{abc}$$
$$ec_3\mathrm{\Gamma }^{abc}\mathrm{\Delta }_{abc}+2ec_3Z^{abc}\mathrm{\Delta }_{abc}.$$
$`(2.21)`$
The variation of $`L`$ with respect to $`\mathrm{\Delta }_{def}`$ is given by
$$\frac{\delta L}{\delta \mathrm{\Delta }_{def}}=ec_1\frac{\delta \left(\mathrm{\Theta }^{abc}\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}+2ec_1X^{abc}\frac{\delta \left(\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}$$
$$ec_2\frac{\delta \left(\mathrm{\Omega }^{abc}\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}+2ec_2Y^{abc}\frac{\delta \left(\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}$$
$$ec_3\frac{\delta \left(\mathrm{\Gamma }^{abc}\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}+2ec_3Z^{abc}\frac{\delta \left(\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}},$$
$`(2.22)`$
$$\frac{\delta L}{\delta \mathrm{\Delta }_{def}}=2ec_1\mathrm{\Theta }^{def}+2ec_1X^{def}2ec_2\mathrm{\Omega }^{def}$$
$$+2ec_2Y^{def}2ec_3\mathrm{\Gamma }^{def}+2ec_3Z^{def},$$
$`(2.23)`$
where we have used
$$\frac{\delta \left(\mathrm{\Theta }^{abc}\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}=2\mathrm{\Theta }^{abc}\frac{\delta \mathrm{\Delta }_{abc}}{\delta \mathrm{\Delta }_{def}},$$
$`(2.24)`$
$$\frac{\delta \left(\mathrm{\Omega }^{abc}\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}=2\mathrm{\Omega }^{abc}\frac{\delta \mathrm{\Delta }_{abc}}{\delta \mathrm{\Delta }_{def}},$$
$`(2.25)`$
$$\frac{\delta \left(\mathrm{\Gamma }^{abc}\mathrm{\Delta }_{abc}\right)}{\delta \mathrm{\Delta }_{def}}=2\mathrm{\Gamma }^{abc}\frac{\delta \mathrm{\Delta }_{abc}}{\delta \mathrm{\Delta }_{def}},$$
$`(2.26)`$
since the quantities between parentheses in the left hand side of the expressions above are quadratic in $`\mathrm{\Delta }_{abc}`$. This result can be verified by explicit calculations.
By considering the action integral
$$I=Ld^3x,$$
$`(2.27)`$
and imposing the variation
$$\frac{\delta I}{\delta \mathrm{\Delta }_{def}}=\frac{\delta L}{\delta \mathrm{\Delta }_{def}}d^3x=0,$$
$`(2.28)`$
we arrive at
$$c_1\left(X^{def}\mathrm{\Theta }^{def}\right)+c_2\left(Y^{def}\mathrm{\Omega }^{def}\right)+c_3\left(Z^{def}\mathrm{\Gamma }^{def}\right)=0.$$
$`(2.29)`$
By taking into account equations $`(2.7)(2.9)`$ and $`(2.15)(2.17)`$, the only solution to equation (2.29), for arbitrary values of $`c_i`$, is given by
$$\mathrm{\Delta }_{abc}=T_{abc}=e_b{}_{}{}^{\mu }e_{c}^{\nu }T_{a\mu \nu },$$
$`(2.30)`$
that implies
$$X^{abc}=\mathrm{\Theta }^{abc},$$
$`(2.31)`$
$$Y^{abc}=\mathrm{\Omega }^{abc},$$
$`(2.32)`$
$$Z^{abc}=\mathrm{\Gamma }^{abc}.$$
$`(2.33)`$
Note that the equation (2.29) represents nine equations for nine unknown quantities $`\mathrm{\Delta }_{abc}`$.
§3. The Hamiltonian formulation
In this section it will be necessary to make a change of notation. The three-dimensional space-time triads of the last section will be denoted here as $`{}_{}{}^{3}e_{}^{a}_\mu `$, whereas diads restricted to the two-dimensional spacelike surface will be represented simply by $`e^a_\mu `$. This distinction is mandatory in the 2+1 decomposition of the triads. The latter is similar to the 3+1 decomposition of tetrad fields.
The 2+1 decomposition of triads is given by
$${}_{}{}^{3}e_{}^{a}{}_{k}{}^{}=e^a_k$$
$${}_{}{}^{3}e_{}^{ai}=e^{ai}+\frac{N^i}{N}\eta ^a$$
$$e^{ai}=\overline{g}^{ik}e^a{}_{k}{}^{}\eta ^a=N^{3}e^{a0}$$
$${}_{}{}^{3}e_{}^{a}{}_{0}{}^{}=N^ie^a{}_{i}{}^{}+N\eta ^a$$
$$\eta ^ae_a{}_{k}{}^{}=0\eta _a\eta ^a=1^3e=Ne$$
$`(3.1)`$
where $`N`$ and $`N^i`$ are the lapse and shift functions, respectively, and
$${}_{}{}^{3}e=det({}_{}{}^{3}e_{}^{a}{}_{\mu }{}^{})$$
$$g_{ij}=e^a{}_{i}{}^{}e_{aj}^{}$$
$$\overline{g}^{ij}g_{jk}=\delta _k^i.$$
$`(3.2)`$
Therefore,
$$\left(\overline{g}^{ik}\right)\left(g_{ij}\right)^1.$$
$`(3.3)`$
It follows that
$$e^{bk}e_{bj}=\delta _j^k,$$
$$e^a{}_{i}{}^{}e_{}^{bi}=\eta ^{ab}+\eta ^a\eta ^b.$$
$`(3.4)`$
The components $`e^{ai}`$ and $`e^a_k`$ are now restricted to the two-dimensional spacelike surface.
The Hamiltonian formulation is achieved by rewriting the Lagrangian density (2.14) in the form $`L=p\dot{q}H`$. For this purpose we define, in analogy with (2.12), the field quantity $`\mathrm{\Lambda }^{abc}`$ according to
$$\mathrm{\Lambda }^{abc}=c_1\mathrm{\Theta }^{abc}+c_2\mathrm{\Omega }^{abc}+c_3\mathrm{\Gamma }^{abc},$$
$`(3.5)`$
By means of (3.5) we define $`P^{ai}`$, the momentum canonically conjugated to $`e_{ai}`$. It is given by
$$P^{ai}=4^3e\mathrm{\Lambda }^{a0i}=4ee_b{}_{}{}^{i}\eta _{c}^{}\mathrm{\Lambda }^{abc}.$$
$`(3.6)`$
In terms of $`P^{ai}`$ we write the Lagrangian density as
$$L=P^{ai}\underset{ai}{\overset{.}{e}}+^3e_{a0}_iP^{ai}$$
$$+2Ne\mathrm{\Lambda }^{aij}T_{aij}+N^kP^{ai}T_{aik}$$
$$Ne\mathrm{\Lambda }^{abc}\mathrm{\Delta }_{abc}_i\left[{}_{}{}^{3}e_{a0}^{}P^{ai}\right].$$
$`(3.7)`$
We note that there is no time derivative of $`{}_{}{}^{3}e_{a0}^{}`$. Thus the momentum $`P^{a0}`$ canonically conjugated to $`e_{a0}`$ is taken to vanish from the outset.
At this point we adopt Schwinger’s time gauge ,
$$\eta ^a=\delta _{(0)}^a,\eta _a=\delta _a^{(0)}.$$
$`(3.8)`$
Conditions above imply
$${}_{}{}^{3}e_{(k)}^{0}=e_i^{(0)}=0.$$
The time gauge is taken to hold before varying the action, since the fixing of this gauge is not a consequence of any local symmetry of the theory. The imposition of time gauge actually corresponds to a reduction in the configuration space of the theory. Whereas the fixation of this gauge in the Lagrangian formulation of a teleparallel theory involves some intrincacies, in the Hamiltonian formulation it amounts to a straightforward procedure.
By making use of the Lagrangian field equations we identify
$$\mathrm{\Delta }_{aij}=T_{aij}$$
$`(3.9)`$
in $`L`$, since these equations do not involve time derivatives.
Following , we wish to establish a 2+1 decomposition for $`\mathrm{\Lambda }^{abc}`$ that distinguishes the components of the latter that are projected (restricted) to the two-dimensional spacelike surface from those that define the canonical momenta. Assuming Schwinger’s time gauge we write
$$\mathrm{\Lambda }^{abc}=\frac{1}{4e}\left(\eta ^be^c{}_{i}{}^{}P_{}^{ai}\eta ^ce^b{}_{i}{}^{}P_{}^{ai}\right)+e^b{}_{i}{}^{}e_{}^{c}{}_{j}{}^{}\mathrm{\Lambda }_{}^{aij},$$
$`(3.10)`$
where
$$\mathrm{\Lambda }^{aij}=e^a{}_{k}{}^{}\mathrm{\Lambda }_{}^{kij}.$$
$`(3.11)`$
In the expression above $`\mathrm{\Lambda }^{kij}`$ is a tensor on the two-dimensional spacelike surface.
The Legendre transform would be straightforward if $`\mathrm{\Lambda }^{aij}`$ would depend only on $`e_{(k)j}`$ and its spatial derivatives. However in general this is not the case. The main issue is that after the Legendre transform has been performed, the Hamiltonian density cannot depend on the “velocities” $`\mathrm{\Delta }_{a0j}=T_{a0j}`$, which contain terms of the type $`\underset{ai}{\overset{.}{e}}`$. The quantities $`\mathrm{\Lambda }^{aij}`$ in (3.10) in general contain terms like $`\mathrm{\Delta }_{a0j}`$. Such terms cannot be present in the final form of the Hamiltonian density obtained via $`H=P^{ai}(x)\dot{e}_{ai}(x)L`$. This goal will be achieved by posing restrictions on the constants $`c_i`$, as we will see, and by invoking the time gauge condition.
Since the momenta is defined by (3.6), and since $`P^{ai}`$ is an irreducible component of $`\mathrm{\Lambda }^{abc}`$ as given by (3.10), we expect the contribution of (3.11) to the Lagrangian density not to yield velocities terms of the type $`\mathrm{\Delta }_{a0j}`$. Thus $`\mathrm{\Lambda }^{aij}`$ in (3.10) must not depend on the momenta, and therefore it cannot lead to the emergence of velocities in the final form of $`L`$.
As we mentioned earlier, the time gauge condition reduces the configuration space of the theory from the SO(2,1) (in $`L`$) to the SO(2) group (in $`H`$). As a consequence of $`\dot{e}_{(0)i}=0`$ the teleparallel geometry is restricted to the two-dimensional spacelike surface.
We will now express the several components of $`L`$ in (3.7) by means of the 2+1 decomposition of the triads and of $`\mathrm{\Lambda }^{abc}`$. Considering definitions (3.5) and (3.6) we can obtain by explicit calculations the expression of $`P^{(0)k}`$. It is given by
$$P^{\left(0\right)k}=2eT^{\left(0\right)}{}_{\left(0\right)}{}^{}{}_{}{}^{k}(\frac{3}{4}c_1+c_2)+eT^k(\frac{3}{2}c_12c_2).$$
$`(3.12)`$
where $`T^k=T_{(i)}^{(i)}^k`$.
Considering first $`{}_{}{}^{3}e_{a0}^{}_iP^{ai}`$ we find
$${}_{}{}^{3}e_{a0}^{}_iP^{ai}=N^ke_{\left(j\right)k}_iP^{\left(j\right)i}N_kP^{\left(0\right)k}.$$
$`(3.13)`$
As to the surfaced term $`_i(^3e_{a0}P^{ai})`$ we have
$$_i\left[P^{ai}\left(N^ke_{ak}+N\eta _a\right)\right]=_i\left[N_kP^{ki}\right]+_i\left[NP^{\left(0\right)i}\right].$$
$`(3.14)`$
Let us consider the term $`Ne\mathrm{\Lambda }^{abc}\mathrm{\Delta }_{abc}`$. By means of (3.1), (3.8) and (3.10) this term can be rewritten after a long calculation as
$$Ne\mathrm{\Lambda }^{abc}\mathrm{\Delta }_{abc}=+N(\frac{c_1}{4}\frac{c_3}{3})^1\times $$
$$\times \{\frac{1}{16e}(P^{ij}P_{ji}P^{\left(0\right)l}P^{\left(0\right)}{}_{l}{}^{})$$
$$+\frac{1}{2}\left(e_{\left(m\right)i}P^{\left(m\right)}{}_{j}{}^{}\mathrm{\Lambda }_{}^{\left(0\right)ij}\right)$$
$$ee^{\left(m\right)}{}_{i}{}^{}e_{\left(n\right)}^{}{}_{}{}^{k}\mathrm{\Lambda }_{}^{\left(n\right)ij}\mathrm{\Lambda }_{\left(m\right)kj}$$
$$+(\frac{3c_1}{8c_2}\frac{1}{2})\{\frac{1}{16e}[P^2P^{\left(0\right)l}P^{\left(0\right)}{}_{l}{}^{}]$$
$$+\frac{1}{2}P^{\left(0\right)}{}_{k}{}^{}e_{\left(m\right)j}^{}\mathrm{\Lambda }^{\left(m\right)jk}$$
$$ee_{\left(m\right)i}\mathrm{\Lambda }^{\left(m\right)ik}e_{\left(n\right)j}\mathrm{\Lambda }^{\left(n\right)j}{}_{k}{}^{}\}$$
$$+(\frac{c_1}{4}+\frac{2c_3}{3})\{\frac{1}{4}\mathrm{\Delta }_{ij\left(0\right)}P^{ji}e\mathrm{\Delta }_{i\left(0\right)j}\mathrm{\Lambda }^{\left(0\right)ij}$$
$$+e\mathrm{\Delta }_{ikj}\mathrm{\Lambda }^{kij}+\mathrm{\Delta }_{\left(0\right)\left(0\right)i}P^{\left(0\right)i}+\mathrm{\Delta }_{\left(0\right)ij}P^{ij}\}\}$$
$`(3.15)`$
Space indices are raised and lowered by means of $`e_{(i)j}`$ and $`e^{(k)l}`$. The quantity $`P`$ is defined by $`P=P^{(i)j}e_{(i)j}`$. We observe that $`\mathrm{\Lambda }^{(0)ij}`$ contains time derivatives $`\dot{e}_{(i)j}`$. However, we note that the third term on the right hand side of the expression above can be rewritten as
$$\frac{1}{2}(e_{(m)i}P_j^{(m)}\mathrm{\Lambda }^{(0)ij})=\frac{1}{2}(P_{[ij]}\mathrm{\Lambda }^{(0)ij}),$$
$`(3.16)`$
where $`[..]`$ denotes anti-symmetrization. It is known that in tetrad type theories of gravity the anti-symmetric part of the canonical momenta vanishes weakly. Let us obtain here the full expression of $`P_{[ij]}`$. Making use of (3.5) and (3.6) we find
$$P_{\left[ij\right]}+eT_{\left(0\right)ij}\left(c_1\frac{4}{3}c_3\right)+eT_{\left[i\left|\left(0\right)\right|j\right]}\left(c_1+\frac{8}{3}c_3\right)=0.$$
$`(3.17)`$
Note that in the time gauge the term $`T_{\left(0\right)ij}`$ vanishes.
We consider finally the term $`2Ne\mathrm{\Lambda }^{aij}T_{aij}`$. In the 2+1 decomposition it reads
$$2Ne\mathrm{\Lambda }^{aij}T_{aij}=2Ne(\mathrm{\Lambda }^{\left(0\right)ij}T_{\left(0\right)ij}+\mathrm{\Lambda }^{\left(k\right)ij}T_{\left(k\right)ij}).$$
$`(3.18)`$
The time gauge simplifies the expression above in two aspects. Because of it, the first term on the right hand side vanishes. Moreover, it can be verified by explicit calculations that the second term does not contain velocity terms $`\mathrm{\Delta }_{a0j}=T_{a0j}`$.
By carefully inspecting expressions (3.12) and (3.15) we arrive at the conditions that allow a well defined Legendre transform. From (3.12) we observe that we must demand
$$c_2+\frac{3c_1}{4}=0.$$
$`(3.19)`$
Furthermore by requiring
$$c_1+\frac{8c_3}{3}=0,$$
$`(3.20)`$
the last five terms of expression (3.15) drop out. Four of these terms are velocity dependent. In view of the argument presented above, according to which the momentum $`P^{ai}`$ is an irreducible component of $`\mathrm{\Lambda }^{abc}`$, these terms must be eliminated in the Legendre transform. As a consequence, expression (3.17) also becomes exempt of velocity terms. In the time gauge equation (3.17) reads
$$P_{\left[ij\right]}=0,$$
$`(3.21)`$
and therefore it must appear in the Hamiltonian formulation as constraint equations.
We remark that the imposition of (3.19) implies the elimination of the “velocity” $`T_{(0)0k}`$ from the expression of $`P^{(0)i}`$. However, in view of the time gauge condition such term does not contain any time derivative. It contains only a spatial derivative of the lapse function. We know that the variation of the Hamiltonian with respect to the lapse function yields the Hamiltonian constraint. It turns out that we still have to require (3.19), otherwise the presence of such derivative of the lapse function would render a very complicated expression for the Hamiltonian constraint, which does not satisfy the constraint algebra to be presented in the next section. Moreover the lapse function would no longer play the role of a genuine Lagrange multiplier.
The actual necessity of demanding condition (3.19) will be demonstrated in §4. It will be shown that without this condition the Hamiltonian formulation cannot be consistently established.
We can write the final form of $`L`$ by collecting the remaining terms. We choose to write the Lagrangian density in terms of $`c_1`$ only. By factorizing the lapse and shift functions we obtain
$$L=P^{\left(j\right)i}\underset{\left(j\right)i}{\overset{.}{e}}+N^kC_k+NC_i\left[N_kP^{ki}+N(3c_1eT^i)\right]+\lambda ^{ij}P_{\left[ij\right]}$$
$`(3.22)`$
where $`\lambda ^{ij}`$ are Lagrange multipliers. The Hamiltonian and vector constraints are given respectively by
$$C=\frac{1}{6ec_1}\left(P^{ij}P_{ji}P^2\right)+eT^{ikj}\mathrm{\Sigma }_{ikj}_k\left[3c_1eT^k\right],$$
$`(3.23)`$
$$C_k=e_{\left(j\right)k}_iP^{\left(j\right)i}+P^{\left(j\right)i}T_{\left(j\right)ik}.$$
$`(3.24)`$
We remark that $`\mathrm{\Sigma }_{kij}`$ that appears in $`C`$ is a function of $`e_{(i)j}`$ and its spatial derivatives only. The Lagrange multipliers $`\lambda ^{ij}`$ are ultimately determined by evaluating the field equation $`\dot{e}_{(i)j}(x)=\{e_{(i)j}(x),\}`$, where $``$ is the total Hamiltonian, and by imposing $`P_{[ij]}=0`$.
Therefore we conclude this section by observing that the imposition of a well defined Legendre transform has reduced the three-parameter to a one-parameter family of theories.
§4. The constraint algebra
A consistent implementation of the constraint algebra is a necessary condition for the Hamiltonian formulation. However, it is not a sufficient condition. It remains to be verified whether the constraint structure of the theory is consistently implemented in the sense of Dirac’s formulation of constrained Hamiltonian systems. We recall that the Hamiltonian formulation of the TEGR is determined by a set of first class constraints.
The Hamiltonian formulation determined by $`(3.21)(3.24)`$ is very much similar to the 3+1 Hamiltonian formulation of the TEGR, the difference residing in the presence of the constant $`c_1`$ in $`(3.22)(3.24)`$ and in the numerical coefficient of the $`P^2`$ term in the Hamiltonian constraint $`C`$.
The calculations that lead to the constraint algebra between (3.21), (3.23) and (3.24) are extremely long and intricate. Here we just provide the final expressions. Regardless of the value of $`c_1`$ the constraint algebra “closes”, and therefore (3.21), (3.23) and (3.24) constitute a first class set. Except for the numerical value of the contraction of the metric tensor with itself, the calculations in 2+1 are almost identical to the calculations in the 3+1 formulation.
The constraint algebra is given by
$$\{C(x),C(y)\}=[g^{ik}(x)C_i(x)2_jP^{\left[jk\right]}(x)$$
$$+P_{\left[mn\right]}(\frac{1}{2}T^{kmn}+T^{mnk})\left]\frac{}{x^k}\delta \right(xy)(xy),$$
$`(4.1)`$
$$\{C(x),C_k(y)\}=C(y)\frac{}{y^k}\delta \left(xy\right),$$
$`(4.2)`$
$$\{C_j(x),C_k(y)\}=C_k(x)\frac{}{x^j}\delta \left(xy\right)+C_j(y)\frac{}{y^k}\delta \left(xy\right).$$
$`(4.3)`$
Moreover we have
$$\{C(x),P^{\left[\left(m\right)\left(n\right)\right]}(y)\}=\{C_k(x),P^{\left[\left(m\right)\left(n\right)\right]}(y)\}=0$$
$`(4.4)`$
$$\{P^{\left[\left(m\right)\left(n\right)\right]}(x),P^{\left[\left(i\right)\left(j\right)\right]}(y)\}=(\eta ^{\left(n\right)\left(j\right)}P^{\left[\left(m\right)\left(i\right)\right]}(x)\eta ^{\left(n\right)\left(i\right)}P^{\left[\left(m\right)\left(j\right)\right]}(x)$$
$$+\eta ^{\left(m\right)\left(i\right)}P^{\left[\left(n\right)\left(j\right)\right]}(x)\eta ^{\left(m\right)\left(j\right)}P^{\left[\left(n\right)\left(i\right)\right]}(x)\left)\delta \right(xy)$$
$`(4.5)`$
Note that by making $`P^{\left[\left(m\right)\left(n\right)\right]}=0`$, we obtain the constraint algebra of the 2+1 ADM formulation. The value of $`c_1`$ remains arbitrary.
We are now in a position to discuss the necessity of (3.19). By not requiring (3.19) the expression of $`P^{(0)k}`$, given by (3.12), acquires an extra term given by
$$2eT_{(0)}^{(0)}{}_{}{}^{k}(\frac{3}{4}c_1+c_2)=2e(\frac{3}{4}c_1+c_2)g^{kl}\frac{1}{N}_lN.$$
As a consequence the Hamiltonian density acquires an extra term as well. Considering equation (3.13) this extra term reads
$$W=2eN\left(\frac{3}{4}c_1+c_2\right)_k\left(eg^{kl}\frac{1}{N}_lN\right).$$
It is easy to see that this extra term spoils the closure of the constraint algebra. The simplest way of observing the emergence of troublesome terms in the constraint algebra of the theory is by verifying the consistency of the vector constraint $`C_k`$. We remark that the expression of $`C_k`$ does not depend on the imposition of condition (3.19). Therefore this condition is not a priori assumed. By calculating the time evolution $`\dot{C}_k(x)=\{C_k(x),\}`$, where $``$ is the total Hamiltonian, we must evaluate
$$d^3y\{C_k(x),W(y)\}=$$
$$2e\left(c_2+\frac{3}{4}c_1\right)\frac{1}{N}(_iN)(_jN)(e^{al}g^{ij}2g^{il}e^{aj})(_le_{ak}+_ke_{al}).$$
We cannot take the right hand side of the expression above as a constraint (either first class or second class) in conjunction with the additional terms in the expression of $`\dot{C}_k(x)`$, otherwise several other constraints would emerge by means of consistency conditions, and eventually all degrees of freedom would be exhausted. Therefore condition (3.19) is mandatory.
§5. The absence of a Newtonian limit
The existence of the Newtonian limit was investigated in ref. by considering static fields with circular symmetry, in the absence of spinorial particles and without cosmological constant. It was found a relation that leads to the Newtonian limit and that in our notation reads
$$3c_1+4c_2=6c_1c_2,$$
$$c_1c_20.$$
$`(5.1)`$
Conditions (3.19) and (3.20) violate conditions above for the existence of a Newtonian limit. Therefore a well defined theory from the point of view of the initial value problem cannot display such limit.
The field equations for the Lagrangian density (2.1) were obtained in ref. . It was noticed that the field equations are equivalent to Einstein’s three-dimensional field equations if the parameters satisfy
$$c_1+\frac{2}{3}=0,$$
$$c_2\frac{1}{2}=0,$$
$$c_3\frac{1}{4}=0.$$
$`(5.2)`$
By comparing the equations above with (3.19) and (3.20) we conclude that the theory defined by $`(3.22)(3.24)`$ is equivalent to the source free Einstein’s general relativity in 2+1 dimensions provided we fix $`c_1=\frac{2}{3}`$. However, it must be noted that the interaction type between matter (spin $`\frac{1}{2}`$) fields and the gravitational field in teleparallel theories is different from that in Einstein’s theory (see equation (3.20’) of ).
§6. Conclusions
In this paper we have investigated the existence of a viable theory of 2+1 dimensional gravity by only requiring it to have a well defined Hamiltonian formulation. A consistent implementation of the Legendre transform reduced the original three-parameter to a one-parameter theory. The resulting theory corresponds to a constrained Hamiltonian system with first class constraints, with total Hamiltonian given by
$$=d^3x\left(NC+N^iC_i+\lambda ^{ij}P_{ij}_i[N_kP^{ki}+N(3c_1eT^i)]\right).$$
The final form of the theory shares similarities with the 3+1 canonical formulation of the teleparallel equivalent of general relativity. The successful applicability of the Hamiltonian formalism to lower dimensional formalisms is a positive feature of Dirac’s formulation of Hamiltonian constrained systems. Furthermore it supports the conjecture that teleparallel theories may acquire a prominent status in the investigation of gravity theories.
Finally we mention that a theory obtainable from the Lagrangian density (3.22) by adding a negative cosmological constant has the well known BTZ black hole solution. The BTZ black hole solution is found by ascribing the free parameter $`c_1`$ the value $`c_1=\frac{2}{3}`$. This investigation will be presented elsewhere.
Acknowledgements
A. A. Sousa is grateful to the Brazilian agency CNPQ for financial support.
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# Timing Noise in SGR 1806-20
## 1 Introduction
The soft gamma repeater (SGR), SGR 1806$``$20 is one of four known SGRs or sources of brief ($``$0.1 s), intense ($``$ 10<sup>42</sup> ergs s<sup>-1</sup>) hard X-ray/soft $`\gamma `$-ray burst emission (for a review, see Hurley 2000 and Woods 2000). All of the SGRs have persistent X-ray counterparts that are positionally coincident with young ($``$ 10<sup>4</sup> yr) supernova remnants. Two SGRs (1806$``$20 and 1900$`+`$14) are also X-ray pulsars that have been found to spin down at a rapid rate (Kouveliotou et al. 1998; Hurley et al. 1999; Kouveliotou et al. 1999). The physical interpretation for this rapid spin-down has been proposed to be magnetic braking of a strongly magnetized neutron star, or ‘magnetar’ (Kouveliotou et al. 1998, 1999). The magnetar theory was first developed to explain the extraordinary burst emission from the SGRs (Duncan & Thompson 1992; Paczyński 1992; Thompson & Duncan 1995), and later extended to include a second class of rare X-ray sources, the so-called anomalous X-ray pulsars (AXPs; Thompson & Duncan 1996).
Thompson & Duncan noted that the AXPs have a number of characteristics (with the exception of burst emission) that are similar to the SGRs (see Mereghetti 2000 for a review of AXPs). The AXPs and SGRs have fairly steady X-ray luminosities ($``$ 10<sup>35</sup> ergs s<sup>-1</sup>). The persistent spectra of most AXPs and SGR 1900$`+`$14 (Woods et al. 1999a) are well represented by a two-component (blackbody $`+`$ power-law) model. The pulse periods of both groups fall within a narrow range (5 – 12 s) and are observed to spin down at rapid rates ($``$ 10$`{}_{}{}^{12}10^{10}`$ s s<sup>-1</sup>). For three AXPs (4U 0142$`+`$61, 1E 2259$`+`$586, 1E 1048.1$``$5937), the spin-down is dominated by a secular component, but shows small, yet significant deviations from this linear trend. Heyl & Hernquist (1999) have estimated the noise level within the frequency histories covering more than 10 years for each of these AXPs. They find that the timing noise levels of these AXPs are consistent with an extrapolation of the correlation found between timing noise and spin-down rate present in radio pulsars (Arzoumanian et al. 1994). Kaspi, Chakrabarty & Steinberger (1999) have recently analyzed an extended sequence of Rossi X-ray Timing Explorer (RXTE) Proportional Counter Array (PCA) observations of two AXPs (1E 2259$`+`$586 and 1RXS J1709$``$40). For each source, they were able to phase-connect the data over a two year time span. They found that the spin-down was fairly constant, although, the residuals did show some marginally significant timing noise (i.e. a third-order phase term).
Similar to the aforementioned AXPs, recent work has shown that SGR 1900$`+`$14 does not spin down at a constant rate either (Kouveliotou et al. 1999; Woods et al. 1999a; Marsden et al. 1999; Woods et al. 1999b). In the magnetar model, the SGRs are seismically active neutron stars, and there are a few possible sources of spindown variations. The relative strengths of the conduction current and the displacement current in the outer magnetosphere will be modified by bursting activity: both by direct ejection of particles, and by the rearrangement of the surface magnetic field (Thompson et al. 1999). The resulting increase in the spindown torque could be significant for a slowly rotating neutron star, if the magnetic dipole were (approximately) aligned with the rotation axis. Alternative possibilities include enhanced angular momentum loss due to persistent emission of Alfvén waves and particles (Thompson & Blaes 1998; Harding, Contopoulos, & Kazanas 1999); and long-period precession driven by the asymmetric inertia of the corotating magnetic field (Melatos 1999) or by crustal fractures (Thompson et al. 1999).
Alternatively, the variable spindown of the SGRs has been ascribed to an enhanced propeller or accretion torque acting on more conventional magnetic fields ($`B_{\mathrm{dipole}}10^{11}10^{12}`$ G), by several authors. Marsden et al. (1999, 2000) suggest that the SGRs are neutron stars born with large kick velocities in a dense inter-stellar medium (ISM). In such a situation, the neutron star may catch up with the slowing ejecta, but accretion at the rate inferred from the luminosities of these sources requires a small relative motion ($`<10`$ km s<sup>-1</sup>). Van Paradijs et al. (1995) earlier proposed that the AXPs are surrounded by fossil disks, left over from the evolution of Thorne-Żytkow objects (TŻO). The TŻOs are compact objects that have entered the stellar envelope of their companion and spiraled into the center (Thorne & Żytkow 1977). A variant of this model, involving fallback disks formed during the early dynamical evolution of supernova, was recently applied to the SGRs by Chatterjee, Hernquist, & Narayan (1999) and Alpar (1999). While these scenarios plausibly account for the observed timing noise, the relation between accretion and the hyper-Eddington SGR flares (in particular the intense $`L10^7L_{\mathrm{Edd}}`$ gamma-ray spikes of the giant flares) remains largely mysterious.
Until now, the spin history of SGR 1806$``$20 was composed of three widely spaced period measurements covering three years (Kouveliotou et al. 1998). Here, we have phase connected a long sequence of RXTE-PCA observations between 1999 February 12 and 1999 August 8. We find that superposed on the dominant quadratic trend in the phases (spin-down term) are significant residuals, i.e., timing noise. We quanitify the level of timing noise and compare it to the levels found in AXPs, magnetically braking radio pulsars, and accreting pulsars. We place limits on any periodicities in the phase residuals and constrain the orbital parameters of any potential companion.
## 2 Timing Analysis
Between 1999 February 12 and 1999 August 8, SGR 1806$``$20 was routinely observed with the PCA aboard RXTE for a total of 322 ks. The monitoring campaign started with a 50 ks exposure, followed by twenty-two 10 ks observations whose spacing grew from 0.5 days to 7 days where it remained until August. Near the end of the observing sequence, the intervals between observations gradually became shorter and terminated with another 50 ks observation. For each observation, we avoided intervals with clear burst emission, extracted 2 – 10 keV photons, and binned them at 0.125 s time resolution. We barycenter corrected the bin times and performed an epoch-fold search (7.480 s $``$ 7.485 s) on the data about the period predicted from the spin-down measured by Kouveliotou et al. (1998). The initial $``$50 ks of data were folded on the frequency with the largest $`\chi ^2`$ value from the epoch-fold search in order to create a template profile. We then folded individual 3 – 11 ks segments of the same data on this frequency. A fast Fourier transform was applied to the folded profiles of both the individual segments and the net template profile. Using the first four harmonics of the Fourier representation of the profiles, the individual profiles were cross-correlated with the template profile yielding the relative phase, and intensity of each segment. A new ephemeris was obtained by fitting these phases to a polynomial of the form $`\varphi (t)=\varphi _0+\nu \left(tt_0\right)+\frac{1}{2}\dot{\nu }\left(tt_0\right)^2+\frac{1}{6}\ddot{\nu }\left(tt_0\right)^3+\mathrm{}+\frac{1}{n!}\nu ^{(n)}\left(tt_0\right)^n`$, where $`\varphi (t)`$ is the phase, $`\varphi _0`$ is a phase offset, $`t_0`$ is the epoch, $`\nu `$ is the frequency, $`\dot{\nu }`$ is the frequency derivative, $`\ddot{\nu }`$ is the second time derivative of the frequency, and $`\nu ^{(n)}`$ is the $`n^{\mathrm{th}}`$ derivative of the frequency. This procedure was iterated, each time using a revised template profile determined from the previous data set. As more data were gradually included in the analysis, the addition of higher order polynomials became necessary to obtain an adequate fit to the phases (see Figure 1). When the entire data set was fit, we were able to determine the frequency and the first three derivatives (the detection of the 4<sup>th</sup> frequency derivative is marginal; see Table 1 for all fitted parameters). Throughout this sequence of observations, the pulsed intensity remained constant.
In order to directly compare with the 1996 PCA observations of SGR 1806$``$20 (Kouveliotou et al. 1998), we applied the same technique to the 1996 data and measured a frequency and frequency derivative (see Table 1). These values are consistent with those found by Kouveliotou et al. (1998). The temporal baseline of these data is much shorter (13 days) than the 1999 observations, and so, timing noise of the same magnitude as that found in 1999 is undetectable. The pulse profile (2 – 10 keV) generated from the 1996 observations is very similar to the 2 – 24 keV profile shown in Kouveliotou et al. (1998), having a single broad peak with a narrow valley. The pulse profile in 1999 is similar in that it only shows one peak, however, the width of the valley at this epoch is slightly broader than the peak.
Combining our results with the ASCA results reported in Kouveliotou et al. (1998), we construct a period history of SGR 1806$``$20 over 6 years (Figure 2). We have also performed an off-line search for untriggered events in the BATSE data using the methodology described in Woods et al. (1999b). Plotted along with the period history is the burst rate history as seen with BATSE (Figure 2). To demonstrate the non-uniformity of the period derivative, we plot an exploded view of the period derivative versus time during the 1999 observations.
Motivated by the techniques applied to other pulsars in estimating timing noise, we calculated a power-density spectrum of the frequency derivative residuals and the $`\mathrm{\Delta }_8`$ value for SGR 1806$``$20. Using the method described by Deeter & Boynton (1982) for unevenly sampled data, we obtained a spectrum for the frequency derivative residuals. We detect significant power in the range 0.3 – 4 $`\times `$ 10<sup>-7</sup> Hz at an average level of $``$ 7 $`\times `$ 10<sup>-20</sup> cyc<sup>2</sup> s<sup>-3</sup> and consistent with being a flat spectrum. An alternative method to estimate the level of timing noise in a pulsar is to calculate the $`\mathrm{\Delta }(t)`$ parameter ($`\mathrm{\Delta }(t)\mathrm{log}\frac{|\ddot{\nu }|t^3}{6\nu }`$ \[Arzoumanian et al. 1994\]). In order to compare our results to those of Arzoumanian et al., we calculated $`\mathrm{\Delta }_8`$ or $`\mathrm{\Delta }(10^8)`$ for SGR 1806$``$20. Taking the average $`\ddot{\nu }`$ over the span of the data ($`|\ddot{\nu }|`$ 5.1 $`\times `$ 10<sup>-20</sup> Hz s<sup>-2</sup>), we find $`\mathrm{\Delta }_8`$ = 4.8 for SGR 1806$``$20. Figure 3 displays the $`\mathrm{\Delta }_8`$ values for 139 radio pulsars (Arzoumanian et al. 1994), 4 AXPs (Heyl & Hernquist 1999; Kaspi et al. 1999), 2 accreting X-ray pulsars (Chakrabarty 1996), and SGR 1806$``$20. All measurements of $`\mathrm{\Delta }_8`$ for the AXPs and SGR 1806$``$20 are positioned above an extrapolation of the trend found for the radio pulsars. The 2$`\sigma `$ upper limit of 1E 2259$`+`$586 from Kaspi et al. is consistent with the trend.
If the timing noise is instead a product of Doppler shifts due to a binary companion, we can fit the phase residuals to an orbit. To do so, we assume a constant period derivative equal to the long-term trend given by a fit to the period measurements ($`\dot{P}`$ 8.47 $`\times `$ 10<sup>-11</sup> s s<sup>-1</sup>). For this analysis, we used both the phases from the 1996 and 1999 RXTE observations as well as the frequency measurements from the earlier ASCA observations given by Kouveliotou et al. (1998). We fit these data to an array of orbits with fixed periods between 10 and 5000 days, allowing for a cycle slip between the separate observations. The reduced $`\chi ^2`$ reaches a minimum value of 1.3 at an orbital period $`P_{\mathrm{orb}}`$ = 733 $`\pm `$ 14 days. For this best fit period, we find a mass function $`f(M)`$ $``$ 8.8 $`\times `$ 10<sup>-2</sup> $`M_{}`$ and an orbital separation $`A_\mathrm{x}\mathrm{sin}i`$ $``$ 360 lt-s. There is also a secondary minimum in $`\chi ^2`$ at $`P_{\mathrm{orb}}`$ 380 days ($`\chi _\nu ^2`$ = 1.7) that is only marginally less favorable than the 733 day orbit.
## 3 Discussion
We have shown that SGR 1806$``$20 exhibits strong timing noise during its rapid spindown. The amplitude of the torque variations is significantly higher than in recent measurements of the AXPs 1E 2259$`+`$586 and 1RXS J1709$``$40 by Kaspi et al. (1999), and lies well above the trend established by Arzoumanian et al. (1994) for radio pulsars. The noise could, in principle, be caused by orbital Doppler shifts, variations in magnetospheric current flows driven by magnetic activity in a magnetar, stellar precession, or variations in the torque from an accretion disk. The noise in SGR 1806$``$20 does not appear to be predominantly due to glitches.
If the spin frequency variations of SGR 1806$``$20 are due to a gravitationally bound companion, then the stars must be widely separated and the companion mass ($`M_\mathrm{c}`$) must be small (0.74 $`M_{}<M_\mathrm{c}<`$ 1.7 $`M_{}`$ for an inclination angle $`i>`$ 10 and an assumed 1.4 $`M_{}`$ neutron star). For this particular orbital solution, accretion from the companion can be excluded as the energy source powering the persistent X-ray emission (i.e., $`\dot{M}10^{15}`$ g s<sup>-1</sup>). Alternatively, one may conjecture that the SGR is accreting from a circumstellar disk (Chatterjee et al. 1999; Alpar 1999), or perhaps from co-moving ejecta/ISM material (Marsden et al. 2000). The magnitude of the timing noise in SGR 1806$``$20 is larger than any known radio pulsar, yet falls within the boundaries of accreting X-ray pulsars (see Figure 2). Over a similar frequency range (see Table 5 of Bildsten et al. 1997), the accreting systems Vela X$``$1, 4U 1538$``$52 and 4U 1626$``$67 have average power levels of 2.2, 1.7, and $``$0.1 $`\times `$ 10<sup>-20</sup> cyc<sup>2</sup> s<sup>-3</sup>. Accretion models can account for the frequency derivative variations as due to torque fluctuations from interactions between the stellar magnetic field and the surrounding material. Torque fluctuations may then lead to variations in the source luminosity (Ghosh & Lamb 1979; see also Bildsten et al. 1997 for observational evidence that suggests the torque/luminosity relationship may be more complicated), however, the pulsed intensity of SGR 1806$``$20 remained constant throughout this interval. Furthermore, an important difference between these accreting systems and SGR 1806$``$20 is that the accreting systems have shown extended intervals of spin-up (Bildsten et al. 1997), whereas SGR 1806$``$20 and all other SGRs and AXPs have not.
Variations in spin-down are not, however, limited to accreting neutron stars. Timing noise is present in isolated radio pulsars, and is strongest in the youngest members of that population (Cordes & Helfand 1980; Arzoumanian et al. 1994). One of the key premises of the magnetar model is that the SGRs are young and seismically active, with their recurrent outbursts being triggered by energetic fractures of the neutron star crust (Thompson & Duncan 1995). Seismic activity in any magnetized neutron star can modify the external torque through the production of an outward flowing relativistic wind (Thompson & Blaes 1998); or by increasing the conduction current relative to the displacement current in the outer magnetosphere (Thompson et al. 1999). For example, a mass as large as $`\mathrm{\Delta }MB_{dipole}^2R_{NS}^6\mathrm{\Omega }^{4/3}/4\pi (GM_{NS})^{5/3}=2\times 10^{20}(B_{dipole}/4\times 10^{14}\mathrm{G})^2(P/8\mathrm{s})^{4/3}`$ g can be suspended in the outer magnetosphere by centrifugal forces, and can easily be supplied through hyper-Eddington bursting activity. It is not surprising then to find a high level of timing noise in SGR 1806$``$20, compared with radio pulsars. Furthermore, the strength of the timing noise in SGR 1806$``$20 relative to the AXPs provides a strong hint that torque variations in an isolated, highly-magnetized neutron star are correlated, perhaps indirectly, with activity as a burst source.
Long period precession has been suggested as a source of spindown variations in magnetars. Melatos (1999) proposed that precession would be driven by the asymmetric inertia of the external magnetic field, coupled to the hydromagnetic distortion of the star. Alternatively, free precession (of a lower amplitude) could be excited by bursting activity (Thompson et al. 1999). However, a precession period $`\tau _{\mathrm{pr}}`$ requires that the moment of inertia of the pinned crustal superfluid does not exceed $`I_{pinned}/I_{NS}P/\tau _{\mathrm{pr}}=3\times 10^7(\tau _{\mathrm{pr}}/1\mathrm{yr})^1(P/8\mathrm{s})`$ (Shaham 1977), several orders of magnitude smaller than is inferred for young, glitching pulsars. Thus far, there is no compelling evidence that shows the observed spin-down variations are periodic. Further monitoring of the pulse frequency is required to demonstrate otherwise.
Acknowledgements – We thank the RXTE SDC for pre-processing the RXTE data. We also thank J. Heyl and Z. Arzoumanian for providing the AXP and radio data, respectively. We thank the referee J. Heyl for useful comments. PMW, CK, MHF, EG, and DMS acknowledge support from the cooperative agreement NCC 8-65. CT acknowledges support from the Alfred P. Sloan Foundation and NASA grant NAG 5-3100. RD acknowledges support from both the Texas Advanced Research Project grant ARP-028 and NASA grant NAG 5-8381.
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# References
With nonzero neutrino mass recently reported by the Super-Kamiokande collaboration, it is expected that new physics beyond the Standard Model (SM) should soon show up in experiment, a typical example would be the observation of rare processes especially those which are absolutely forbidden in the SM. The amply discussed electron-electron option of the future next linear collider (NLC) is an interesting area for investigating new physics. It provides the prospect for the discovery of L<sub>e</sub>, L<sub>μ</sub>, L<sub>τ</sub> lepton-number violation, especially the Dirac versus Majorana nature of neutrinos, their masses and mixing.
While the first question – are neutrinos massless or massive?– is presumably settled, the second question on the neutrinos nature – are they Dirac or Majorana particles ? – remains poorly known. The purpose of this note is to point out that the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ reaction could open a new window to answer the second question, in competition with $`\beta \beta _{0\nu }`$, the ”gold-plated” neutrinoless double beta decay of nuclei $`(A,Z)(A,Z+2)+e^{}+e^{}`$ frequently discussed in the literature. We show that the two processses $`\beta \beta _{0\nu }`$ and $`e^{}+e^{}\mu ^{}+\mu ^{}`$ are complementary, each one separately provides distinctive constraints to the Majorana nature of neutrinos, their masses and mixing. Therefore their observations could give two independent informations; both processes when considered together could further amplify our understanding in the nature and origin of neutrino masses, their Dirac or Majorana component. This $`e^{}+e^{}\mu ^{}+\mu ^{}`$ reaction is independent of $`\beta \beta _{0\nu }`$, in sharp contrast to the $`e^{}+e^{}`$ W$`{}_{}{}^{}+`$ W<sup>-</sup> process which is directly related to $`\beta \beta _{0\nu }`$. It is important to realize that while observation of $`\beta \beta _{0\nu }`$ decay cannot be directly translated to a value for the neutrino mass, it can certainly be used to infer the existence of a non-vanishing Majorana mass regardless of whatever mechanism causes $`\beta \beta _{0\nu }`$ to occur. Precisely, if $`\beta \beta _{0\nu }`$ is not seen at a certain level, its absence does not imply an upper bound on Majorana neutrino mass, but if it is seen, its presence does imply a nonzero lower bound on neutrino mass. As we will see, these basic facts equally apply to the reaction $`e^{}+e^{}\mu ^{}+\mu ^{}`$ that we are discussing now.
In the minimal extension of the $`SU(2)_\mathrm{L}\times U(1)_\mathrm{Y}`$ Standard Theory with massive Majorana neutrinos, four Feynman diagrams contribute to the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ scattering in the most general renormalizable $`R_\xi `$ gauge. It is important to note that only massive Majorana neutrinos, but not massive Dirac neutrinos, can give rise to the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ reaction. The box with two left-handed W<sup>-</sup> gauge bosons exchanged shown in Fig.1 is one graph. The three others not shown here are similar to Fig.1 in which the W<sup>-</sup> is replaced in all possible ways by the unphysical Goldstone $`\varphi ^{}`$ boson, the one absorbed by the W<sup>-</sup> to get mass from the Higgs mechanism. Separately each of the four diagrams is $`\xi `$-dependent, only their sum is gauge-independent. The vertices $`\mathrm{}N`$W and $`\mathrm{}N\varphi `$ are given for instance in where $`\mathrm{}`$ stands for the electron, muon or down-type quarks and $`N`$ the heavy neutrino fields or up-type quarks. The following identities are useful when dealing with Majorana neutral fermions:
$$\overline{\mathrm{}}\gamma _\mu (1\gamma _5)N=\overline{N^c}\gamma _\mu (1\pm \gamma _5)\mathrm{}^c\mathrm{and}\overline{\mathrm{}}(1\gamma _5)N=+\overline{N^c}(1\gamma _5)\mathrm{}^c,$$
(1)
where $`\mathrm{}^c`$ and $`N^c`$ are respectively the charge-conjugate of the $`\mathrm{}`$ and $`N`$ fermionic fields, generically denoted by $`\psi `$ with $`\psi ^c=C\overline{\psi }^t`$ and $`C^1\gamma _\mu C=\gamma _\mu ^t`$. For Majorana field $`N_{\mathrm{maj}}`$, one has $`N_{\mathrm{maj}}^c=\eta ^{}N_{\mathrm{maj}}`$ where $`\eta `$ is the phase creation factor of the field $`N_{\mathrm{maj}}`$.
As an illustration, let us explicitly write down the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ amplitude given by the diagram of Fig.1, neglecting the external momenta (see however the remark below) and using the Feynman-’t Hooft $`\xi =1`$ gauge:
$$\frac{\mathrm{d}^4\mathrm{k}}{(2\pi )^4}[\overline{\mu }\gamma ^\lambda (1\gamma _5)\frac{\mathrm{i}}{\overline{)k}\mathrm{M}_\mathrm{i}}\gamma ^\rho (1+\gamma _5)\mu ^c][\overline{e^c}\gamma _\rho (1+\gamma _5)\frac{\mathrm{i}}{\overline{)k}\mathrm{M}_\mathrm{j}}\gamma _\lambda (1\gamma _5)e]\frac{(\mathrm{i})^2}{(\mathrm{k}^2\mathrm{M}_\mathrm{W}^2)^2},$$
(2)
the factor $`\left(\frac{\mathrm{ig}}{2\sqrt{2}}\right)^4\left(U_{\mu i}U_{ej}^{}\right)^2\eta _i\eta _j^{}`$ is implicitly included. Here $`U_\mathrm{}i`$ denotes the Maki–Nakagawa–Sakata (MKS) mixing matrix in the lepton sector, the analog of the Cabibbo-Kobayashi-Maskawa (CKM) of the quark sector. The neutrino mass is $`M_i`$ and $`g^2/8M_\mathrm{W}^2=G_\mathrm{F}/\sqrt{2}`$ with $`G_\mathrm{F}1.166\times 10^5/`$(GeV)<sup>2</sup> being the Fermi coupling constant.
The sum of the four diagrams yields the final result for the $`e^{}(p)+e^{}(p^{})\mu ^{}(P)+\mu ^{}(P^{})`$ amplitude denoted by $`𝒜`$,
$$𝒜=𝒦\frac{G_\mathrm{F}}{\sqrt{2}}\frac{\alpha _{\mathrm{em}}}{2\pi \mathrm{sin}^2\theta _\mathrm{W}}[\overline{u}(P)(1+\gamma _5)v(P^{})+PP^{}][\overline{v}(p)(1\gamma _5)u(p^{})+pp^{}],$$
(3)
where the identity
$$[\overline{u}\gamma ^\lambda \gamma ^\rho (1+\gamma _5)v]\left[\overline{v}\gamma _\rho \gamma _\lambda (1\gamma _5)u\right]=4\left[\overline{u}(1+\gamma _5)v\right]\left[\overline{v}(1\gamma _5)u\right]$$
has been used.
The coefficient $`𝒦`$ which encapsulates all the dynamics due to virtual Majorana neutrinos in the loops is found to be
$$𝒦=\underset{i,j}{}\eta _i\eta _j^{}\left(U_{\mu i}U_{ej}^{}\right)^2\sqrt{x_ix_j}\left[\left(1+\frac{x_ix_j}{4}\right)F(x_i,x_j)+\frac{G(x_i,x_j)}{2}\right]\mathrm{with}x_{i,j}=\frac{M_{i,j}^2}{M_\mathrm{W}^2},$$
(4)
and
$$F(x,y)=F(y,x)=\frac{1}{xy}\left[\frac{x\mathrm{ln}x}{(x1)^2}\frac{y\mathrm{ln}y}{(y1)^2}+\frac{xy}{(x1)(y1)}\right],$$
(5)
$$G(x,y)=G(y,x)=\frac{1}{xy}\left[\frac{x^2\mathrm{ln}x}{(x1)^2}\frac{y^2\mathrm{ln}y}{(y1)^2}+\frac{xy}{(x1)(y1)}\right].$$
(6)
The typical common factor $`\sqrt{x_ix_j}`$ in (4) which reflects the Majorana neutrino effect comes from the product
$$\left[\gamma ^\lambda (1\gamma _5)\frac{\mathrm{i}}{\overline{)k}\mathrm{M}_\mathrm{i}}\gamma ^\rho (1+\gamma _5)\right]\left[\gamma _\rho (1+\gamma _5)\frac{\mathrm{i}}{\overline{)k}\mathrm{M}_\mathrm{j}}\gamma _\lambda (1\gamma _5)\right]$$
in (2). The first term $`F(x_i,x_j)`$ in the bracket of (4) comes from W<sup>-</sup> W<sup>-</sup> exchanged in Fig.1, the second term $`x_ix_jF(x_i,x_j)/4`$ from $`\varphi ^{}\varphi ^{}`$ exchange and $`G(x_i,x_j)/2`$ from W$`{}_{}{}^{}\varphi _{}^{}`$ \+ $`\varphi ^{}`$W<sup>-</sup>. When Majorana neutrinos are involved, note the amusing fact that electron and muon can be described by the unusual spinor $`v`$ rather than the standard spinor $`u`$. Also we have
$$F(x,x)=\frac{(x+1)\mathrm{ln}x2(x1)}{(x1)^3},F(x,0)=\frac{1x+\mathrm{ln}x}{(x1)^2},F(1,1)=\frac{1}{6},F(1,0)=\frac{1}{2}.$$
(7)
$$G(x,x)=\frac{1x^2+2x\mathrm{ln}x}{(1x)^3},G(x,0)=\frac{1x+x\mathrm{ln}x}{(x1)^2},G(1,1)=\frac{1}{3},G(1,0)=\frac{1}{2}.$$
(8)
The corresponding cross section is
$$\frac{\mathrm{d}\sigma }{\mathrm{d}\mathrm{cos}\theta _{\mathrm{cm}}}=|𝒦|^2\frac{\alpha _{\mathrm{em}}^2}{8\pi ^3\mathrm{sin}^4\theta _\mathrm{W}}G_\mathrm{F}^2s,\sigma =|𝒦|^2\frac{\alpha _{\mathrm{em}}^2}{4\pi ^3\mathrm{sin}^4\theta _\mathrm{W}}G_\mathrm{F}^2s,$$
(9)
where $`s=4E^2=(p+p^{})^2=(P+P^{})^2`$ is the total energy squared. With identical muons in the final state, the factor $`\frac{1}{2}`$ is included in the cross section.
Remark- In the box diagram calculation given above, only W boson as well as heavy Majorana neutrino masses are kept, while the external momenta are neglected. This approximation turns out to be not unreasonable for two reasons. First, for nonzero $`p,p^{},P,P^{}`$, explicit calculation can be done as it was performed previously in a different context, resulting in a complicated analytic formula with dilogarithm (Spence function) involved, instead of a simple logarithm in (5), (6). This approximation is equivalent to an expansion of $`𝒦`$ as a serie $`_nc_n(s/M_W^2)^n`$ for $`s<M_W^2`$. The leading term $`c_0`$ is given by (4), the coefficient $`c_1`$ of the first $`s/M_W^2`$ term is easily computed and similar to $`c_0`$ in their analytic expressions. For any fixed $`x_i,x_j`$, with $`\sqrt{s}100`$ GeV, numerically $`𝒦`$ (without the factor $`\eta _i\eta _j^{}(U_{\mu i}U_{ej}^{})^2`$) is damped by a factor of $`1.5`$ compared to (4). For $`\sqrt{s}=3M_W`$, we find numerically that $`|𝒦|`$ in (4) decreases by a factor of six, similarly to the case found in for the same kinematical $`s/M_W^2`$ value.
Second, in contrast to the $`e^{}+e^{}`$ W$`{}_{}{}^{}+`$ W<sup>-</sup> reaction where $`s>4M_W^2`$ is large, the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ is free of this experimental constraint and $`s`$ can be small so that the expansion in $`s/M_W^2`$ makes sense. Note the important fact that in (9), the linear dependence of the cross section on $`s`$ is simply due to the kinematical factor $`[\overline{u}(P)(1+\gamma _5)v(P^{})+PP^{}][\overline{v}(p)(1\gamma _5)u(p^{})+pp^{}]`$ in (3). This linear $`s`$ dependence of $`\sigma `$ tells us that the signal $`e^{}+e^{}\mu ^{}+\mu ^{}`$ may be observable at high energies due to kinematics; the dynamics in contained in $`𝒦`$ $``$
For heavy Majorana neutrinos $`x_i1`$, the most important contribution to $`𝒦`$ comes from the $`x^3F(x,x)`$ term due to $`\varphi ^{}\varphi ^{}`$ exchange which illustrates the non decoupling of heavy fermions in electroweak interactions, unlike QED or QCD. With $`x_i1`$ and for not too small mixing, i.e. $`\eta _i\eta _j^{}(U_{\mu i}U_{ej}^{})^2)10^1,10^2`$, the coefficient $`𝒦`$ could be of order $`𝒪(1)`$. The cross section $`\sigma `$ which linearly increases with $`s`$ could get a few femtobarn ($`10^{39}`$ cm<sup>2</sup>) at $`\sqrt{s}100`$ GeV. This indicates a readily detectable $`L_{e,\mu }`$ violating event in a collider with integrated luminosity of $`10^{33}/`$cm<sup>2</sup>s for a few months. We also note an important fact that the masses $`M_i`$ and the mixing $`U_\mathrm{}i`$ are in general independent each other. The assumed behaviour $`U_\mathrm{}i(m_{\mathrm{}}/M_i)^k`$ with $`k>0`$, inspired from the empirically observed CKM matrix in the quark sector, is necessarily model-dependent.
As already noted in, the important fact is that unlike the $`e^{}+e^{}`$ W$`{}_{}{}^{}+`$ W<sup>-</sup> process, the dynamical coefficient $`𝒦`$ in $`e^{}+e^{}\mu ^{}+\mu ^{}`$ is not directly related to the following relevant quantities in $`\beta \beta _{0\nu }`$ decay which are either
$$\underset{j}{}\frac{\eta _j|U_{ej}|^2M_j}{q^2}$$
(10)
for light Majorana neutrinos ($`M_j^2q^2`$) where $`q100`$ MeV is the momentum transfer between nuclei, or
$$\underset{j}{}\frac{\eta _j|U_{ej}|^2}{M_j}$$
(11)
for heavy Majorana neutrinos ($`M_j^2q^2)`$.
The lastest neutrinoless double beta decay of <sup>76</sup>Ge performed at the Gran Sasso laboratory gives
$$\left|\nu \right|_\mathrm{L}\underset{j}{}\eta _j|U_{ej}|^2M_j<0.2\mathrm{eV},$$
(12)
or
$$\left|\nu ^1\right|_\mathrm{H}\underset{j}{}\frac{\eta _j|U_{ej}|^2}{M_j}<10^5\mathrm{TeV}^1,$$
(13)
where the highly nontrivial nuclear physics matrix element $`\left|q^2\right|`$ is taken into account.
Since the neutrino masses $`M_i`$ and their mixing $`U_\mathrm{}i`$ enter differently in $`𝒦`$ on the one hand and in $`\left|\nu \right|_\mathrm{L}`$, $`\left|\nu ^1\right|_\mathrm{H}`$ on the other hand, the experimental constraints on $`\beta \beta _{0\nu }`$ cannot be of direct use for $`e^{}+e^{}\mu ^{}+\mu ^{}`$, contrarily to the $`e^{}+e^{}`$W<sup>-</sup> \+ W<sup>-</sup> case. Of course if all the $`M_i,M_j`$ are vanishingly small regardless of the mixing elements $`U_{ej}`$ and $`U_{\mu i}`$, then both $`\beta \beta _{0\nu }`$ and $`e^{}+e^{}\mu ^{}+\mu ^{}`$ are desperately unobservable. However this scenario unlikely occurs. If the Majorana neutrinos are light, the small $`0.2`$ eV value in $`\left|\nu \right|_\mathrm{L}`$ is presumably due to the cancellation among different terms in (10), each term could have a larger mass and their mixing could have opposite sign.
The second scenario with superheavy Majorana neutrinos is equally possible provided that their masses and mixing satisfy the constraint (13) for $`\left|\nu ^1\right|_\mathrm{H}`$. This happens in grand unified theories and especially in the seesaw mechanism for which neutrinos with vanishingly small masses as reported in oscillation experiments are naturally understood and always accompanied by superheavy Majorana neutrinos. Here again different masses $`M_j`$ ranging from 100 GeV to 10 TeV can accommodate the $`\beta \beta _{o\nu }`$ data due to the cancellation among different terms in $`\left|\nu ^1\right|_\mathrm{H}`$. Within the constraint (13), our coefficient $`𝒦`$ is not negligibly small and could be easily of order $`𝒪(1)`$, for instance with $`M_1100`$ GeV and $`\eta _1U_{e1}^210^2`$ while $`M_21`$TeV and $`\eta _2U_{e2}^210^1`$, just to give a feel for the numbers.
By comparing (4) with (11), we note the crucial point: the combinations of masses and mixing in $`𝒦`$ and in $`\left|\nu ^1\right|_\mathrm{H}`$ are very dissimilar. Moreover the $`U_{\mu i}`$ is lacking in $`\left|\nu ^1\right|_\mathrm{H}`$ and present in $`𝒦`$, therefore while the constraint of $`\beta \beta _{0\nu }`$ severely controls $`e^{}+e^{}`$W<sup>-</sup> \+ W<sup>-</sup>, it has little impact on $`e^{}+e^{}\mu ^{}+\mu ^{}`$. We have two independent processes $`\beta \beta _{0\nu }`$ and $`e^{}+e^{}\mu ^{}+\mu ^{}`$, instead of only one with $`\beta \beta _{0\nu }`$ and $`e^{}+e^{}`$W<sup>-</sup> \+ W<sup>-</sup>, the latter is, in some sense, redundant.
Our loop background given in (9) is now compared with the same process $`e^{}+e^{}\mu ^{}+\mu ^{}`$ governed by the tree diagram bilepton gauge boson $`Y^{}`$ exchange of the $`SU(3)_\mathrm{c}\times SU(3)_\mathrm{L}\times U(1)`$ model. The cross section in this model, denoted by $`\sigma (Y)`$, may be written as
$$\frac{\mathrm{d}\sigma (Y)}{\mathrm{d}\mathrm{cos}\theta _{\mathrm{cm}}}=\frac{|\rho |^2}{8\pi }\left(\frac{M_\mathrm{W}}{M_Y}\right)^4\frac{1+\mathrm{cos}^2\theta _{\mathrm{cm}}}{(1s/M_Y^2)^2}G_\mathrm{F}^2s,\sigma (Y)=\frac{|\rho |^2}{3\pi }\left(\frac{M_\mathrm{W}}{M_Y}\right)^4\frac{G_\mathrm{F}^2s}{(1s/M_Y^2)^2}$$
(14)
where $`\rho 1`$ is the electron-muon flavour mixing in the model. The factor $`|\rho |^2\left(\frac{M_\mathrm{W}}{M_Y}\right)^410^5`$ is comparable with $`\alpha _{\mathrm{em}}^2|𝒦|^2/\pi ^2`$ in (9), since $`𝒦𝒪(1)`$ due to superheavy Majorana neutrinos involved. Also we note the difference between (9) and (14) in their $`\mathrm{cos}\theta _{\mathrm{cm}}`$ angular distribution and in their $`s`$ dependence.
In conclusion, the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ could be of considerable importance to reveal the Majorana nature of neutrinos since massive Dirac neutrinos cannot give rise to this reaction. It should be therefore considered on the same footing with the neutrinoless double beta decay. Both processes are equally competitive in their probe of the neutrinos nature, masses and mixing. Contrarily to the low energy nuclei $`\beta \beta _{0\nu }`$ decay where superheavy neutrinos imply $`1/M_j`$ behaviour from (11), the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ is more sensitive to the neutrino mass because of its $`M_j^2\mathrm{ln}(M_j)`$ dependence, as shown by (4) and (7). Paradoxically, unless nontrivial cancellation should occur in $`𝒦`$ between mixing $`U_\mathrm{}i`$ and masses $`M_i`$, the $`e^{}+e^{}\mu ^{}+\mu ^{}`$ cross section could be too large for $`M_iM_\mathrm{W}`$. In any way, our result (9) provides the inevitable background that must be confronted ”new physics” models in the search of lepton-number violation.
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# On symplectic classification of effective 3-forms and Monge-Ampère equations.
## 1. Formulation of the problem
Let $`(V,\mathrm{\Omega })`$ be a symplectic $`2n`$-dimensional vector space over $``$. Denote by $`\mathrm{\Gamma }:VV^{}`$ the isomorphism determined by $`\mathrm{\Omega }`$. Let $`X_\mathrm{\Omega }\mathrm{\Lambda }^2(V)`$ be the unique bivector which satisfies $`\mathrm{\Gamma }^2(X_\mathrm{\Omega })=\mathrm{\Omega }`$, where $`\mathrm{\Gamma }^2:\mathrm{\Lambda }^2(V)\mathrm{\Lambda }^2(V^{})`$ is the exterior power of $`\mathrm{\Gamma }`$ <sup>1</sup><sup>1</sup>1We denote by $`\mathrm{\Lambda }^{}(V^{})`$ the space of exterior forms on a vector space $`V`$ and by $`\mathrm{\Omega }^{}(X)`$ the space of differential forms on a manifold $`X`$.
One can introduce the operators $`:\mathrm{\Lambda }^k(V^{})\mathrm{\Lambda }^{k2}(V^{})`$, $`\omega i_{X_\mathrm{\Omega }}\omega `$ and $`:\mathrm{\Lambda }^k(V^{})\mathrm{\Lambda }^{k+2}(V^{})`$, $`\omega \omega \mathrm{\Omega }`$ (see ). They have the following properties:
$$\{\begin{array}{cc}[,](\omega )=(nk)\omega \text{}\omega \mathrm{\Lambda }^k(V^{});\hfill & \\ :\mathrm{\Lambda }^k(V^{})\mathrm{\Lambda }^{k2}(V^{})\text{ is into for }kn+1;\hfill & \\ :\mathrm{\Lambda }^k(V^{})\mathrm{\Lambda }^{k+2}(V^{})\text{ is onto for }kn1.\hfill & \end{array}$$
We will say that a $`k`$-form $`\omega `$ is effective if $`\omega =0`$ and we will denote by $`\mathrm{\Lambda }_\epsilon ^k(V^{})`$ the vector space of effective $`k`$-forms on $`V`$. When $`k=n`$, $`\omega `$ is effective if and only if $`\omega \mathrm{\Omega }=0`$.
The next theorem explains the fundamental role played by the effective forms in the theory of Monge-Ampère operators (see ):
###### THEOREM 1.1 (Hodge-Lepage-Lychagin).
1. Every form $`\omega \mathrm{\Lambda }^k(V^{})`$ can be uniquely decomposed into the finite sum
$$\omega =\omega _0+\omega _1+^2\omega _2+\mathrm{},$$
where all $`\omega _i`$ are effective forms.
2. If two effective $`k`$-forms vanish on the same $`k`$-dimensional isotropic vector subspaces in $`(V,\mathrm{\Omega })`$, they are proportional.
Let $`M`$ be an $`n`$-dimensional smooth manifold. Denote by $`J^1M`$ the space of $`1`$-jets of smooth functions on $`M`$. Let $`j^1(f):MJ^1M,x[f]_x^1`$ be the natural section associated with the smooth function $`f`$ on $`M`$. The Monge-Ampère operator $`\mathrm{\Delta }_\omega :C^{\mathrm{}}(M)\mathrm{\Omega }^n(M)`$ associated to a differential $`n`$-form $`\omega \mathrm{\Omega }^n(J^1M)`$ is the differential operator defined by
$$\mathrm{\Delta }_\omega (f)=j_1(f)^{}(\omega )$$
Let $`U`$ be the contact form on $`J^1M`$ and $`X_1`$ be the Reeb’s vector field. Denote $`C(x)=Ker(U_x)`$ for $`xJ^1M`$. Note that $`(C(x),dU_x)`$ is a $`2n`$-dimensional symplectic vector space and
$$T_xJ^1M=C(x)X_{1x}.$$
A solution of the equation $`\mathrm{\Delta }_\omega =0`$ is a legendrian submanifold $`L^{2n}`$ of $`(J^1M,U)`$ such that $`\omega |_L=0`$. Note that in each point $`xL`$, $`T_xL`$ is a lagrangian subspace of $`(C(x),dU_x)`$. If the projection $`\pi :J^1MM`$ is a local diffeomorphism on $`L`$ then $`L`$ is locally the graph of a section $`j^1(f)`$, where $`f`$ is a regular solution of the equation $`\mathrm{\Delta }_\omega (f)=0`$.
We will denote by $`\mathrm{\Omega }^{}(C^{})`$ the space of differential forms vanishing on $`X_1`$. In each point $`x`$, $`(\mathrm{\Omega }^k(C^{}))_x`$ can be naturally identified with $`\mathrm{\Lambda }^k(C(x)^{})`$. Let $`\mathrm{\Omega }_\epsilon ^{}(C^{})`$ be the space of forms which are effective on $`(C(x),dU_x)`$ in each point $`xJ^1M`$. The first part of the theorem 1.1 means that
$$\mathrm{\Omega }_\epsilon ^{}(C^{})=\mathrm{\Omega }^{}(J^1M)/I_C,$$
where $`I_C`$ is the Cartan ideal generated by $`U`$ and $`dU`$. The second part means that two differential $`n`$-forms $`\omega `$ and $`\theta `$ on $`J^1M`$ determine the same Monge-Ampère operator if and only if $`\omega \theta I_C`$.
$`Ct(M)`$, the pseudo-group of contact diffeomorphisms on $`J^1M`$, naturally acts on the set of Monge-Ampère operators in the following way
$$F(\mathrm{\Delta }_\omega )=\mathrm{\Delta }_{F^{}(\omega )},$$
and the corresponding infinitesimal action is
$$X(\mathrm{\Delta }_\omega )=\mathrm{\Delta }_{L_X(\omega )}.$$
We are interested in the problem of local classification of Monge-Ampère operators in the dimension $`3`$ with respect to the action of the contact group. More precisely, we are interested in the symplectic operators, i.e., operators which satisfy
$$X_1(\mathrm{\Delta }_\omega )=\mathrm{\Delta }_{L_{X_1}(\omega )}=0.$$
Let $`T^{}M`$ be the cotangent space and $`\mathrm{\Omega }`$ be the canonical symplectic form on it. Let us consider the projection $`\beta :J^1MT^{}M`$, defined by the following commutative diagram:
Using $`\beta `$, we can naturally identify the space $`\{\omega \mathrm{\Omega }_\epsilon ^{}(C^{}):L_{X_1}\omega =0\}`$ with the space of effective forms on $`(T^{}M,\mathrm{\Omega })`$. Therefore, to classify the different orbits of symplectic Monge-Ampère operators on a smooth manifold $`M^n`$ with respect to the contact group, it is sufficient to classify the different orbits of the effective $`n`$-forms on the cotangent space $`T^{}M`$ with respect to the symplectic group.
## 2. Symplectic classification of effective $`3`$-forms in the dimension $`6`$
Let $`(V,\mathrm{\Omega })`$ be a $`2n`$-dimensional symplectic vector space over $``$. We will denote the vectors of $`V`$ by block letters and their images by $`\mathrm{\Gamma }`$ by small letters: if $`AV`$ then $`aV^{}`$ is defined by
$$a(B)=\mathrm{\Omega }(A,B).$$
A basis $`(A_1,\mathrm{},A_n,B_1,\mathrm{},B_n)`$ of $`V`$ will be called symplectic if
$$\mathrm{\Omega }=a_1b_1+\mathrm{}+a_nb_n.$$
### 2.1. A recursive formula. <br>
Let $`\omega \mathrm{\Lambda }_\epsilon ^n(V^{})`$. Choose two vectors $`A`$ and $`B`$ such that $`\mathrm{\Omega }(A,B)=1`$ and let $`W`$ be the skew orthogonal to $`AB`$ with respect to $`\mathrm{\Omega }`$. Denote by $`\mathrm{\Omega }^{}`$ the restriction of $`\mathrm{\Omega }`$ on $`W`$ and by $`^{}`$ and $`^{}`$ the corresponding operators.
The form $`\omega `$ can be uniquely decomposed in the following way
$$\omega =\omega _0ab+\omega _1a+\omega _2b+\omega _3,$$
with $`\omega _i\mathrm{\Lambda }^{}(W^{})`$. Moreover, $`\omega `$ is effective, therefore we obtain:
1. $`^{}\omega _0=^{}\omega _1=^{}\omega _2=0`$
2. $`\omega _3=^{}\omega _0=\omega _0\mathrm{\Omega }^{}`$
###### PROPOSITION 2.1.
In the symplectic decomposition $`V=W(AB)`$, $`\omega `$ can be expressed in a unique way:
$$\omega =\omega _0(ab\mathrm{\Omega }^{})+\omega _1a+\omega _2b,$$
where $`\omega _0`$, $`\omega _1`$ and $`\omega _2`$ are effective on $`(W,\mathrm{\Omega }^{})`$.
From this proposition it follows that
$$\mathrm{\Lambda }_\epsilon ^n(^{2n})=\mathrm{\Lambda }_\epsilon ^{n2}(^{2(n1)})\mathrm{\Lambda }_\epsilon ^{n1}(^{2(n1)})\mathrm{\Lambda }_\epsilon ^{n1}(^{2(n1)}),$$
and in particular,
$$\mathrm{\Lambda }_\epsilon ^3(^6)=^4\mathrm{\Lambda }_\epsilon ^2(^4)\mathrm{\Lambda }_\epsilon ^2(^4).$$
Consequently, the dimension of $`\mathrm{\Lambda }_\epsilon ^3(^6)`$ is $`4+5+5=14`$ . It is worth mentioning that the space $`\mathrm{\Lambda }_\epsilon ^2(^6)`$ is also $`14`$-dimensional, since it is the euclidean orthogonal to $`\mathrm{\Omega }`$ in the Lie algebra $`so(6)`$ with respect to the canonical scalar product.
### 2.2. Effective $`2`$-forms in the dimension $`4`$. <br>
The symplectic classification of the effective $`2`$-forms in the dimension $`4`$ is well-known (see for instance ):
###### PROPOSITION 2.2.
Let $`(V,\mathrm{\Omega })`$ be a $`4`$-dimensional symplectic vector space and $`\omega \mathrm{\Lambda }_\epsilon ^2(V^{})`$. If $`\omega 0`$ then there exists a symplectic basis $`(A_1,A_2,B_1,B_2)`$ of $`V`$ such that:
1. $`\omega =\mu (a_1a_2b_1b_2)`$, $`\mu ^{}`$, if $`\omega `$ is elliptic, i.e., $`Pf(\omega )>0`$;
2. $`\omega =\mu (a_1a_2+b_1b_2)`$, $`\mu ^{}`$, if $`\omega `$ is hyperbolic, i.e., $`Pf(\omega )<0`$;
3. $`\omega =a_1a_2`$, if $`\omega `$ is parabolic, i.e., $`Pf(\omega )=0`$.
Here the pfaffian $`Pf(\omega )`$ is the symplectic invariant defined by
$$\omega \omega =Pf(\omega )\mathrm{\Omega }\mathrm{\Omega }.$$
Note that this proposition can be immediately deduced from $`(\text{2.1})`$.
### 2.3. Effective $`3`$-forms in the dimension $`6`$. <br>
Now let $`\omega \mathrm{\Lambda }_\epsilon ^3(V^6)`$ be an effective $`3`$-form in the dimension $`6`$.
Following V. Lychagin and V. Roubtsov (), let us associate to $`\omega `$ the quadratic form $`q_\omega S^2(V^{})`$:
$$q_\omega (X)=\frac{1}{4}^2\omega _X^2,$$
with $`\omega _X=i_X\omega \mathrm{\Lambda }^2(V^{})`$.
In fact, this form gives us the roots of the characteristic polynom of $`\omega `$:
$$P_{\omega _X}(\lambda )=\frac{(\omega _X\lambda \mathrm{\Omega })^3}{\mathrm{\Omega }^3}=\lambda (\lambda \sqrt{q_\omega (X)})(\lambda +\sqrt{q_\omega (X)}).$$
Moreover, if $`FSp(6)`$ then one has
$$q_{F^{}\omega }(X)=q_\omega (F^1X).$$
This invariant provides us with some information about the decomposition 2.1 of $`\omega `$. More precisely, if in the symplectic decomposition $`V=W(AB)`$
$$\omega =\omega _0(ab\mathrm{\Omega }^{})+\omega _1a+\omega _2b$$
holds, then
$$\{\begin{array}{cc}q_\omega (A)=\frac{1}{4}^2(\omega _2\omega _2)\hfill & \\ q_\omega (A,B)=\frac{1}{4}^2(\omega _1\omega _2)\hfill & \end{array}$$
(we denote the symmetric bilinear form associated with $`q_\omega `$ also by $`q_\omega `$).
Therefore, one obtains:
(1)
$$\{\begin{array}{cc}q_\omega (A)=0\text{ }\omega _2\text{ is degenerate on }W\hfill & \\ q_\omega (A,B)=0\omega _1\omega _2=0\hfill & \end{array}$$
Now let us consider two distinct cases: $`q_\omega =0`$ and $`q_\omega 0`$.
#### 2.3.1. $`q_\omega =0`$
###### LEMMA 2.3.
If $`\omega \mathrm{\Lambda }_\epsilon ^3(V^6)`$ satisfies $`\omega \omega _X=0`$ for all $`XV`$, then there exists $`XV\{0\}`$ such that $`\omega _X=0`$.
###### Proof.
Let $`AV\{0\}`$: $`\omega \omega _A=0`$. This leads to $`\omega _A\omega _A=0`$ and, therefore, $`\omega _A`$ must have the form $`\omega _A=\theta _1\theta _2`$. Consequently, $`dim\{B:\omega _{AB}=0\}4`$ and there exists $`BV`$ such that $`\mathrm{\Omega }(A,B)=1`$ and $`\omega _{AB}=0`$. Therefore, in the symplectic decomposition $`V=W(AB)`$ we obtain
$$\omega =\omega _1a+\omega _2b.$$
Moreover, $`q_\omega (B)=0`$, so $`\omega _1\omega _1=0`$ and then $`\omega _1=a_1a_2`$ with $`A_1,A_2W`$. Similarly, $`\omega _2=b_1b_2`$ with $`B_1,B_2W`$. Since both $`\omega _1`$ and $`\omega _2`$ are effective, $`\mathrm{\Omega }(A_1,A_2)=\mathrm{\Omega }(B_1,B_2)=0`$. We can suppose, for example, that $`A_10`$. If $`\omega _{A_1}=0`$ then the proof is finished. If not, since $`\omega _{A_1}=\mathrm{\Omega }(B_1,A_1)b_2b\mathrm{\Omega }(B_2,A_1)b_1b`$, we can suppose that $`\mathrm{\Omega }(B_1,A_1)0`$. Denote then:
$$B_2^{}=B_2\frac{\mathrm{\Omega }(B_2,A_1)}{\mathrm{\Omega }(B_1,A_2)}B_1$$
Since $`\mathrm{\Omega }(B_2^{},A_1)=0`$, $`\omega _{A_1}=\mathrm{\Omega }(B_1,A_1)b_2^{}b`$. Then necessarily $`B_2^{}0`$. Recall that $`\omega \omega _{A_1}=0`$ so we have $`a_1a_2b_2^{}=0`$, i.e. $`B_2^{}=\alpha _1A_1+\alpha _2A_2`$ and then,
$$\mathrm{\Omega }(B_2^{},A_1)=\mathrm{\Omega }(B_2^{},A_2)=\mathrm{\Omega }(B_2^{},B_1)=0.$$
This implies that $`\omega _{B_2^{}}=0`$. ∎
###### PROPOSITION 2.4.
Let $`\omega \mathrm{\Lambda }_\epsilon ^3(V^6)`$ with $`q_\omega =0`$ and $`\omega 0`$. Then there exists a symplectic basis $`(A_1,A_2,A_3,B_1,B_2,B_3)`$ of $`(V,\mathrm{\Omega })`$ in which
$$\omega =a_1a_2a_3.$$
###### Proof.
For all $`X`$ and $`Y`$, $`^2(\omega _X\omega _Y)=0`$. Consequently, $`X,YV`$, $`^2(\omega _X\omega _Y)=^2\omega _X\omega _Y=0`$. Recall that $`:\mathrm{\Lambda }^{3+i}(V^6)\mathrm{\Lambda }^{1+i}(V^6)`$ is into. This leads to the relation
$$\mathrm{\Omega }\omega _X\omega _Y=0,$$
which holds for all $`X,YV`$. Note that $`\mathrm{\Omega }\omega _X=\mathrm{\Omega }_X\omega `$ since $`\omega `$ is effective. Therefore, $`\mathrm{\Omega }_X\omega \omega _Y=0`$, for all $`X,YV`$ and $`\omega \omega _Y=0`$ holds for all $`YV`$. Applying lemma 2.3, we can deduce that there exists $`AV\{0\}`$ such that $`\omega _A=0`$. Let then $`BV`$ be such that $`\mathrm{\Omega }(A,B)=1`$. In the symplectic decomposition $`W(AB)`$ we obtain
$$\omega =\omega _1a,$$
where $`\omega _1`$ is an effective form on $`W`$. Moreover, $`\omega _1`$ is parabolic on $`W`$, since $`q_\omega (B)=0`$. From 2.2 one can conclude that there exists a symplectic basis $`(A_1,A_2,B_1,B_2)`$ of $`W`$ in which
$$\omega _1=a_1a_2.$$
#### 2.3.2. $`q_\omega 0`$. <br>
Consider a non-zero vector $`AV`$ and denote $`E_A=Ker(\omega _A:VV^{})`$.
###### LEMMA 2.5.
If $`q_\omega (A)0`$ then $`dim(E_A)=2`$.
###### Proof.
$`\omega _A`$ is non-degenerate on any subspace $`Z`$ of $`V`$ such that $`V=ZE_A`$. Therefore, $`dim(E_A)`$ must be even. Moreover, $`\omega _A\omega _A\mathrm{\Lambda }^4(Z^{})`$ is not zero, so $`dim(E_A)2`$. Since $`AE_A`$, $`dim(E_A)=2`$. ∎
###### LEMMA 2.6.
If $`q_\omega (A)0`$ then $`E_A`$ is not isotropic.
###### Proof.
Let $`B`$ be a vector satisfying $`\mathrm{\Omega }(A,B)=1`$ and let $`\omega =\omega _0(ab\mathrm{\Omega }^{})+\omega _1a+\omega _2b`$ be the symplectic decomposition of $`\omega `$ in $`W(AB)`$. If $`CE_A`$ with $`ABC0`$, we can write $`C=D+\alpha A+\beta B`$, $`DW\{0\}`$. Then, if we assume that $`\beta =0`$ for such a $`C`$, it is straightforward to obtain
$$0=i_{AC}\omega =i_C(\omega _0\alpha \omega _2)=\omega _0(D)\alpha i_D\omega _2,$$
and therefore, $`i_D\omega _2=0`$. However, since $`q_\omega (A)0`$, $`\omega _2`$ is non-degenerate on $`W`$ and then $`D=0`$. It is impossible, so we can conclude that $`\mathrm{\Omega }(A,C)=\beta 0`$. ∎
Choose then $`B_0E_A`$ such that $`\mathrm{\Omega }(A,B)=1`$ and denote $`B=B_0+tA`$, with $`t=\frac{q_\omega (A,B_0)}{q_\omega (A)}`$. In the symplectic decomposition $`W(AB)`$ we have
$$\omega =\omega _1a+\omega _2b,$$
where $`\omega _1`$ and $`\omega _2`$ are effective on $`W`$ and $`\omega _1`$ is non-degenerate. At last, $`q_\omega (A,B)`$ equals to zero and so does $`\omega _1\omega _2`$. All this can be summarized to the following
###### PROPOSITION 2.7.
Let $`\omega \mathrm{\Lambda }_\epsilon ^3(V^6)`$ such that $`q_\omega 0`$. There exists a symplectic decomposition $`V=W(AB)`$ in which $`\omega `$ can be written as
$$\omega =\omega _1a+\omega _2b$$
Moreover, $`\omega _1`$ and $`\omega _2`$ are effective on the symplectic space $`(W,\mathrm{\Omega }^{})`$, while $`\omega _2`$ and $`\mathrm{\Omega }^{}`$ are effective on the symplectic space $`(W,\omega _1)`$.
Since $`\mathrm{\Omega }^{}`$ is non-degenerate, $`\mathrm{\Omega }^{}`$ is hyperbolic or elliptic on $`(V,\omega _1)`$. $`\omega _2`$ can be hyperbolic, elliptic or parabolic. A careful study of these six cases allows us to obtain all possible orbits. This study is a little bit long and tiresome, so we will only report the details of one case, which is most exemplary <sup>2</sup><sup>2</sup>2See () for the others: namely, the case of elliptic $`\omega _2`$ and $`\mathrm{\Omega }^{}`$.
If $`\omega _2`$ is elliptic, then there exists a symplectic basis $`(A_1,A_2,B_1,B_2)`$ of $`(W,\omega _1)`$ in which
$$\omega _2=\lambda (a_1b_2a_2b_1),\lambda 0.$$
After observing that $`\mathrm{\Omega }^{}\omega _1=\mathrm{\Omega }^{}\omega _2=0`$, we can conclude that
$$\mathrm{\Omega }^{}=pa_1a_2+qb_1b_2+r(a_1b_2+a_2b_1)+s(a_1b_1a_2b_2).$$
Note that $`pq+r^2+s^2<0`$ since $`\mathrm{\Omega }^{}`$ is elliptic. In particular, $`q`$ cannot be equal to zero. Let $`A_t`$ and $`B_t`$ be the transformations that depend on the real parameter $`t`$
$$A_t=\left(\begin{array}{cccc}1& 0& 0& t\\ 0& 1& t& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right),B_t=\left(\begin{array}{cccc}1& 0& t& 0\\ 0& 1& 0& t\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right).$$
($`A_t`$ and $`B_t`$ are written in the basis $`(A_1,A_2,B_1,B_2)`$). $`A_t`$ and $`B_t`$ fix $`\omega _1,\omega _2`$ and act on $`\mathrm{\Omega }`$ in the following way:
$$\{\begin{array}{cc}(p,q,r,s)\stackrel{A_t}{}(pqt^22st,q,r,s+qt)\hfill & \\ (p,q,r,s)\stackrel{B_t}{}(pqt^2+2rt,q,r,rqt)\hfill & \end{array}$$
Let us apply the transformation $`B_u`$ and then the transformation $`A_v`$ with $`u=\frac{r}{q}`$ and $`v=\frac{s}{q}`$. In the new basis we will obtain:
$$\{\begin{array}{cc}\omega _1=a_1b_1+a_2b_2,\hfill & \\ \omega _2=\lambda (a_1b_2a_2b_1),\hfill & \lambda 0,\hfill \\ \mathrm{\Omega }^{}=pa_1a_2+qb_1b_2,\hfill & pq<0.\hfill \end{array}$$
After applying the next transformation
$$F=\left(\begin{array}{cccc}e^t& 0& 0& 0\\ 0& e^t& 0& 0\\ 0& 0& e^t& 0\\ 0& 0& 0& e^t\end{array}\right),$$
with $`e^{4t}=\frac{q}{p}>0`$, we will get the following expression for $`\mathrm{\Omega }^{}`$:
$$\mathrm{\Omega }^{}=\mu (a_1a_2b_1b_2)$$
(note that $`F`$ does not change $`\omega _1`$ and $`\omega _2`$). In the symplectic basis $`(A_1^{}=A,A_2^{}=\mu A_1,A_3^{}=\mu B_1,B_1^{}=B,B_2^{}=A_2,B_3^{}=B_2)`$ of $`(V,\mathrm{\Omega })`$ one obtains
$$\omega =\frac{1}{\mu ^2}a_1^{}a_2^{}a_3^{}a_1^{}b_2^{}b_3^{}\frac{\lambda }{\mu }b_1^{}a_2^{}b_3^{}\frac{\lambda }{\mu }b_1^{}b_2^{}a_3^{}.$$
In the symplectic basis $`(A_1,A_2,A_3,B_1,B_2,B_3)`$, where
$$\{\begin{array}{cc}A_1=\mu A_1^{},\hfill & B_1=\frac{1}{\mu }B_1^{},\hfill \\ A_2=\mu \nu A_2^{},\hfill & B_2=\frac{1}{\mu \nu }B_2^{},\hfill \\ A_3=\nu B_3^{},\hfill & B_3=\frac{1}{\nu }A_3^{},\hfill \end{array}$$
with $`\frac{\mu }{\lambda }=\epsilon \nu ^2`$, $`\epsilon =\pm 1`$, we have
$$\omega =b_3a_1a_2b_2a_1a_3+\epsilon b_1a_2a_3\epsilon \nu ^2b_1b_2b_3.$$
Similar results concerning other cases lead us to the
###### THEOREM 2.8.
Let $`(e_1,e_2,e_3,f_1,f_2,f_3)`$ be a symplectic basis of a $`6`$ dimensional symplectic vector space $`V`$. Every effective $`3`$-form on $`V`$ is $`Sp(6)`$-equivalent to one and only one form of the table 1.
Note that we have abandoned the notation *block letters* $`\stackrel{\Gamma }{}`$ *small letters*. In what follows, it is more convenient to work in the dual basis $`(e_1^{},e_2^{},e_3^{},f_1^{},f_2^{},f_3^{})`$. There is an obvious correspondence between these two notations:
$$\{\begin{array}{cc}\mathrm{\Gamma }(e_i)=f_i^{}\hfill & \\ \mathrm{\Gamma }(f_i)=e_i^{}\hfill & \end{array}$$
## 3. The stabilizers of orbits and their prolongation
### 3.1. Stabilizers of the orbits. <br>
Let us denote $`sp(V)=sp(6)`$ the Lie algebra of $`Sp(V)`$ and consider its action on $`\mathrm{\Lambda }^{}(V^{})`$, induced by the action of $`Sp(V)`$:
$$X.\omega =L_X\omega $$
We compute here the stabilizers of the most significant orbits. Recall that the stabilizer of a form $`\omega `$ is:
$$𝒥_\omega =\{Xsp(V):L_X\omega =0\}.$$
Our forms have constant coefficients, therefore $`L_X\omega =d(i_X\omega )`$. Straightforward computation (made with help of Maple V) shows the following
###### PROPOSITION 3.1.
The stabilizers of forms $`1`$ to $`5`$ listed in table 1 are:
1. $`\omega =e_1^{}e_2^{}e_3^{}+\gamma f_1^{}f_2^{}f_3^{}`$, $`\gamma 0`$
$$𝒥_\omega =\{\left(\begin{array}{cc}B& 0\\ 0& B^t\end{array}\right):Bsl(3,)\};$$
2. $`\omega =f_1^{}e_2^{}e_3^{}+f_2^{}e_1^{}e_3^{}+f_3^{}e_1^{}e_2^{}+\nu ^2f_1^{}f_2^{}f_3^{}`$, $`\nu 0`$
$$𝒥_\omega =\{\left(\begin{array}{cccccc}0& \alpha & \beta & \lambda _1& \xi _1& \xi _2\\ \alpha & 0& \gamma & \xi _1& \lambda _2& \xi _3\\ \beta & \gamma & 0& \xi _2& \xi _3& \lambda _3\\ \nu ^2\lambda _1& \nu ^2\xi _1& \nu ^2\xi _2& 0& \alpha & \beta \\ \nu ^2\xi _1& \nu ^2\lambda _2& \nu ^2\xi _3& \alpha & 0& \gamma \\ \nu ^2\xi _2& \nu ^2\xi _3& \nu ^2\lambda _3& \beta & \gamma & 0\end{array}\right):\lambda _1\lambda _2+\lambda _3=0\};$$
3. $`\omega =f_1^{}e_2^{}e_3^{}f_2^{}e_1^{}e_3^{}+f_3^{}e_1^{}e_2^{}\nu ^2f_1^{}f_2^{}f_3^{}`$, $`\nu 0`$
$$𝒥_\omega =\{\left(\begin{array}{cccccc}0& \alpha & \beta & \lambda _1& \xi _1& \xi _2\\ \alpha & 0& \gamma & \xi _1& \lambda _2& \xi _3\\ \beta & \gamma & 0& \xi _2& \xi _3& \lambda _3\\ \nu ^2\lambda _1& \nu ^2\xi _1& \nu ^2\xi _2& 0& \alpha & \beta \\ \nu ^2\xi _1& \nu ^2\lambda _2& \nu ^2\xi _3& \alpha & 0& \gamma \\ \nu ^2\xi _2& \nu ^2\xi _3& \nu ^2\lambda _3& \beta & \gamma & 0\end{array}\right):\lambda _1+\lambda _2+\lambda _3=0\};$$
4. $`\omega =f_1^{}e_2^{}e_3^{}+f_2^{}e_1^{}e_3^{}+f_3^{}e_1^{}e_2^{}`$
$$𝒥_\omega =\{\left(\begin{array}{cccccc}0& \alpha & \beta & \lambda _1& \xi _1& \xi _2\\ \alpha & 0& \gamma & \xi _1& \lambda _2& \xi _3\\ \beta & \gamma & 0& \xi _2& \xi _3& \lambda _3\\ 0& 0& 0& 0& \alpha & \beta \\ 0& 0& 0& \alpha & 0& \gamma \\ 0& 0& 0& \beta & \gamma & 0\end{array}\right):\lambda _1\lambda _2+\lambda _3=0\};$$
5. $`\omega =f_1^{}e_2^{}e_3^{}+f_2^{}e_1^{}e_3^{}f_3^{}e_1^{}e_2^{}`$
$$𝒥_\omega =\{\left(\begin{array}{cccccc}0& \alpha & \beta & \lambda _1& \xi _1& \xi _2\\ \alpha & 0& \gamma & \xi _1& \lambda _2& \xi _3\\ \beta & \gamma & 0& \xi _2& \xi _3& \lambda _3\\ 0& 0& 0& 0& \alpha & \beta \\ 0& 0& 0& \alpha & 0& \gamma \\ 0& 0& 0& \beta & \gamma & 0\end{array}\right):\lambda _1\lambda _2\lambda _3=0\};$$
### 3.2. Prolongation of stabilizers. <br>
We are interested now in the prolongation of these stabilizers. The prolongation of a linear subspace $`𝒥`$ of $`Hom(V,W)`$ is ():
$$𝒥^{(1)}=\{THom(V,𝒥):Tuv=Tvuu,vV\}=(WS^2(V^{}))(𝒥V^{}).$$
In our case $`V=W`$ and $`𝒥=𝒥_\omega `$ is a subspace of $`sp(V)`$. An element $`\theta 𝒥_\omega V^{}sp(V)V^{}VV^{}V^{}`$ can be described as follows:
$`\theta `$ $`={\displaystyle \underset{i,j,k=1}{\overset{3}{}}}b_{ij}^ke_ie_j^{}e_k^{}a_{ij}^ke_if_j^{}e_k^{}+c_{ij}^kf_ie_j^{}e_k^{}b_{ji}^kf_if_j^{}e_k^{}`$
$`+b_{ij}^{k+3}e_ie_j^{}f_k^{}a_{ij}^{k+3}e_if_j^{}f_k^{}+c_{ij}^{k+3}f_ie_j^{}f_k^{}b_{ji}^{k+3}f_if_j^{}f_k^{}`$
,
with $`\left(\begin{array}{cc}B_k& A_k\\ C_k& B_k^t\end{array}\right)𝒥_\omega sp(V)`$ for $`k=1\mathrm{}6`$. Note that $`\theta 𝒥_\omega ^{(1)}`$ if and only if
$$\{\begin{array}{cc}\theta (e_j,e_k)=\theta (e_k,e_j),\hfill & \\ \theta (f_j,f_k)=\theta (f_k,f_j),\hfill & \\ \theta (e_j,f_k)=\theta (f_k,e_j).\hfill & \end{array}$$
If we take into account the next four relations
$$\{\begin{array}{cc}\theta (e_j,e_k)=\underset{i=1}{\overset{3}{}}b_{ij}^ke_i+c_{ij}^kf_i,\hfill & \\ \theta (f_j,f_k)=\underset{i=1}{\overset{3}{}}a_{ij}^{k+3}e_i+b_{ji}^{k+3}f_i,\hfill & \\ \theta (e_j,f_k)=\underset{i=1}{\overset{3}{}}b_{ij}^{k+3}e_i+c_{ij}^{k+3}f_i,\hfill & \\ \theta (f_k,e_j)=\underset{i=1}{\overset{3}{}}a_{ik}^je_i+b_{ki}^jf_i,\hfill & \end{array}$$
we can conclude that $`\theta 𝒥_\omega ^{(1)}`$ if and only if for all $`i,j,k=1\mathrm{}3`$ the equalities
$`b_{ij}^k`$ $`=b_{ik}^j,`$
$`c_{ij}^k`$ $`=c_{ik}^j,`$
$`a_{ij}^{k+3}`$ $`=a_{ik}^{j+3},`$
$`b_{ji}^{k+3}`$ $`=b_{ki}^{j+3},`$
$`b_{ij}^{k+3}`$ $`=a_{ik}^j,`$
$`b_{ki}^j`$ $`=c_{ij}^{k+3},`$
are satisfied. This allows us to check that $`𝒥_\omega ^{(1)}=0`$ for the five first forms $`\omega _1,\mathrm{},\omega _5`$ listed in the table 1. These results are summed up in the table 2.
In this table we have identified $`sp(\mathrm{\Omega })`$ with $`S^2(V^{})`$ by means of the canonical isomorphism $`hS^2(V^{})X_hsp(\mathrm{\Omega })`$.
## 4. Local symplectic classification of special Monge-Ampère equations
Now we are going to establish the conditions under which an effective $`n`$-form $`\omega _2\mathrm{\Omega }_\epsilon ^n(T^{}M)`$ with non-constant coefficients is in the same orbit as an effective $`n`$-form $`\omega _1\mathrm{\Omega }_\epsilon ^n(T^{}M)`$ with constant coefficients.
This problem is equivalent to the resolution of the differential equation $`\mathrm{\Sigma }J^1(2n,2n)`$ defined by
$$\mathrm{\Sigma }=\{[F]_q^1:[F^{}\omega _1\omega _2]_q^0=0\text{ and }[F^{}\mathrm{\Omega }\mathrm{\Omega }]_q^0=0\}.$$
Recall that $`J^1(m,m)`$ is the space of $`1`$-jets of smooth maps $`^m^m`$ with the canonical system of coordinates $`(q,u,p)`$:
$$\{\begin{array}{cc}q_i([F]_q^1)=q_i\hfill & i=1\mathrm{}m;\hfill \\ u_i([F]_q^1)=F_i(q)\hfill & i=1\mathrm{}m;\hfill \\ p_{ij}([F]_q^1)=\frac{F_i}{q_j}(q)\hfill & i,j=1\mathrm{}m;\hfill \end{array}$$
### 4.1. Symbol of $`\mathrm{\Sigma }`$. <br>
To simplify the notations, we put $`m=2n`$. One can write
$$\mathrm{\Sigma }=\{L_1=\mathrm{}=L_r=L_{r+1}=\mathrm{}L_{r+s}=0\}J^1(m,m),$$
with
$$\{\begin{array}{cc}[F^{}\omega _1\omega _2]_q^0=\underset{i=1}{\overset{𝑟}{}}L_i([F]_q^1)\alpha _i,\hfill & \{\alpha _i\}_{i=1\mathrm{}r}\text{ basis of }\mathrm{\Lambda }^n(^m)\hfill \\ [F^{}\mathrm{\Omega }\mathrm{\Omega }]_q^0=\underset{i=1}{\overset{𝑠}{}}L_{r+i}([F]_q^1)\beta _i,\hfill & \{\beta _i\}_{i=1\mathrm{}s}\text{ basis of }\mathrm{\Lambda }^2(^m)\hfill \end{array}$$
Let $`\theta =[F]_{q_0}^1\mathrm{\Sigma }`$. The symbol $`g(\theta )`$ of $`\mathrm{\Sigma }\theta `$ is the set of $`h=(h_{ij})^m^m`$, satisfying the relation
(2)
$$\underset{i,j=1}{\overset{m}{}}h_{ij}\frac{L_k}{p_{ij}}(\theta )=0$$
for all $`k=1\mathrm{}r+s`$. Let $`hg(\theta )`$. Define $`H:^m^m`$ by
$$H(q)=(\underset{j=1}{\overset{m}{}}h_{1j}(q_jq_j^0),\mathrm{},\underset{j=1}{\overset{m}{}}h_{mj}(q_jq_j^0))$$
and put $`\varphi _t([G]_q^1)=[G+tH]_q^1`$, $`t`$. From $`(\text{2})`$ one can deduce the relations
$$\frac{d}{dt}L_k\varphi _t(\theta )|_{t=0}=0,$$
which hold for $`k=1\mathrm{}r`$. Taking into account that $`F_t=F+tH`$ and $`q_1=F(q_0)`$, we obtain
$$\{\begin{array}{cc}\underset{t0}{lim}\frac{(T_{q_0}F_t)^{}\omega _{1,q_1}\omega _{2,q_0}}{t}=0\hfill & \\ \underset{t0}{lim}\frac{(T_{q_0}F_t)^{}\mathrm{\Omega }_{q_1}\mathrm{\Omega }_{q_0}}{t}=0\hfill & \end{array}$$
In other words,
$$\{\begin{array}{cc}\underset{t0}{lim}\frac{\psi _t^{}\omega _1\psi _0^{}\omega _1}{t}=0\hfill & \\ \underset{t0}{lim}\frac{\psi _t^{}\mathrm{\Omega }\psi _0^{}\mathrm{\Omega }}{t}=0\hfill & \end{array}$$
where the linear map $`\psi _t:^m^m`$ is defined by
$$\psi _{ij}^t=\frac{F_i}{q_j}(q_0)+th_{ij}.$$
Therefore, $`L_X\omega _1=L_X\mathrm{\Omega }=0`$ with $`X=(h_{ij})`$. This proves the following
###### PROPOSITION 4.1.
For all $`\theta \mathrm{\Sigma }`$ the symbol of $`\mathrm{\Sigma }\theta `$ can be naturally identified with the stabilizer of $`\omega _1`$:
$$g(\theta )=𝒥_{\omega _1}$$
###### REMARK 4.2.
Note that the prolongation of the symbol coincides with the prolongation of the Lie subalgebra $`𝒥_{\omega _1}`$:
$$g^{(k)}(\theta )=𝒥_{\omega _1}^{(k)}\text{}k\text{.}$$
### 4.2. The bundle $`\mathrm{\Sigma }^{(k)}\mathrm{\Sigma }^{(k1)}`$. <br>
Let us find the obstructions for the map $`\pi _{k+1,k}:\mathrm{\Sigma }^{(k)}\mathrm{\Sigma }^{(k1)}`$ to be surjective. In our case $`\mathrm{\Sigma }^{(k)}`$ is the differential equation
$$\mathrm{\Sigma }^{(k)}=\{[F]_q^{k+1}:[F^{}\omega _1\omega _2]_q^k=0\text{ and }[F^{}\mathrm{\Omega }\mathrm{\Omega }]_q^k=0\}.$$
Let $`\theta =[F]_{q_0}^k\mathrm{\Sigma }^{(k1)}`$. If we introduce the notation
$$\sigma _k(F)=[\omega _1F^1\omega _2]_{q_1}^k$$
and
$$\sigma _k(\theta )=\sigma _k(F)\text{ modulo }Im(c_k),$$
where $`c_k:S^{k+2}(^m)\mathrm{\Omega }^n(^m)`$ is defined by
$$c_k(h)=L_{X_h}(\omega _1),$$
we can formulate the next
###### PROPOSITION 4.3.
Let $`\theta =[F]_{q_0}^k\mathrm{\Sigma }^{(k1)}`$. The intersection $`\pi _{k+1,k}^1(\theta )\mathrm{\Sigma }^{(k)}`$ is not empty if and only if $`\sigma _k(\theta )=0`$.
###### Proof.
We can assume that $`F`$ is a polynomial map of degree less than $`k`$. Denote $`q_1=F(q_0)`$. We assume first that there exists $`\theta ^{}=[G]_{q_0}^{k+1}\mathrm{\Sigma }^{(k)}`$ such that $`[G]_{q_0}^k=[F]_{q_0}^k`$. Since $`(T_{q_0}G)^{}\mathrm{\Omega }=\mathrm{\Omega }`$, $`T_{q_0}G`$ is an isomorphism and then $`G:(^m,q_0)(^m,q_1)`$ is a local diffeomorphism. Let $`\eta `$ be defined by
$$\eta =FG^1.$$
Denote $`P=[\eta ]_{q_1}^{k+1}id`$. $`P`$ is a homogeneous polynom of degree $`k+1`$. It is easy to check that for any form $`\omega `$ we have
(3)
$$[\eta ^{}\omega ]_{q_1}^k=[\omega ]_{q_1}^k+L_X[\omega ]_{q_1}^0,$$
where $`X=\underset{i=1}{\overset{𝑚}{}}P_i\frac{}{q_i}`$. Then, one gets
$`0`$ $`=[\omega _1G^1\omega _2]_{q_1}^k=[\omega _1\eta ^{}\omega _1]_{q_1}^k+[\eta ^{}(\omega _1F^1\omega _2)]_{q_1}^k=`$
$`=L_X(\omega _1)+[\omega _1F^1\omega _2]_{q_1}^k+L_X([\omega _1F^1\omega _2]_{q_1}^0).`$
However, $`[F]_{q_0}^k\mathrm{\Sigma }^{(k1)}`$, so $`[\omega _1F^1\omega _2]_{q_1}^0`$ must be zero. This leads to
$$\sigma _k(F)=L_X\omega _1.$$
Moreover, we have:
$$L_X\mathrm{\Omega }=[\eta ^{}\mathrm{\Omega }\mathrm{\Omega }]_{q_1}^k=[G^1F^{}\mathrm{\Omega }\mathrm{\Omega }]_{q_1}^k=[[G^1]_{q_1}^{k+1}[F^{}\mathrm{\Omega }]_{q_0}^k]_{q_1}^k\mathrm{\Omega }.$$
Recall that $`F`$ is a polynomial map with $`deg(F)k`$. Therefore,
$$[F^{}\mathrm{\Omega }]_{q_0}^k=[[F]_{q_0}^{k+1}[\mathrm{\Omega }]_{q_1}^k]_{q_0}^k=[[F]_{q_0}^k\mathrm{\Omega }]_{q_0}^k=[F^{}\mathrm{\Omega }]_{q_0}^{k1}=\mathrm{\Omega }.$$
Since $`[G]_{q_0}^{k+1}\mathrm{\Sigma }^{(k)}`$, it is easy to check that
$$L_X\mathrm{\Omega }=[G^1\mathrm{\Omega }]_{q_1}^k=0.$$
$`X`$ is a hamiltonian vector field with the homogeneous coefficents of degree $`k+1`$. Consequently, there exists $`hS^{k+2}(^m)`$ for which $`X=X_h`$.
Conversely, let us assume that there exists $`X=X_h`$ with $`h`$ in $`S^{k+2}(^m)`$ such that $`\sigma _k(F)=L_X\omega _1`$. Put $`\eta =id+P`$ with $`X=\underset{i=1}{\overset{𝑚}{}}P_i\frac{}{q_i}`$ and $`G=\eta ^1F`$. Similar considerations lead to
$$\{\begin{array}{cc}[\omega _1G^1\omega _2]_{q_1}^k=L_X(\omega _1)+\sigma _k(F)=0\hfill & \\ [\mathrm{\Omega }G^1\mathrm{\Omega }]_{q_1}^k=L_X\mathrm{\Omega }=0.\hfill & \end{array}$$
Consequently, one can conclude that $`[G]_{q_0}^{k+1}\mathrm{\Sigma }^{(k)}`$ and $`[G]_{q_0}^k=[F]_{q_0}^k`$. ∎
###### COROLLARY 4.4.
If $`𝒥_{\omega _1}^{(k)}=0`$ and $`\sigma _k(\theta )=0`$ then $`\pi _{k+1,k}:\mathrm{\Sigma }^{(k)}\mathrm{\Sigma }^{(k1)}`$ is a local diffeomorphism in a neighbourhood of $`\theta _0\mathrm{\Sigma }^{(k1)}`$.
###### Proof.
$`\pi _{k+1,k}`$ is surjective. Moreover,
$$Ker(T_{\theta _0}\pi _{k+1,k})=g^{(k)}(\theta )=𝒥_{\omega _1}^{(k)}=0.$$
Therefore, $`\pi _{k+1,k}`$ is a local diffeomorphism. ∎
### 4.3. Integrability of $`\mathrm{\Sigma }`$. <br>
Let $`\omega _1,\omega _2\mathrm{\Omega }_\epsilon ^3(^6)`$ and suppose that $`\omega _1`$ has constant coefficients and satisfies the equation $`𝒥_{\omega _1}^{(1)}=0`$. Besides, suppose that:
1. for all $`q`$ in a neighbourhood of $`q_0`$, $`\omega _2(q)`$ is in the same orbit as $`\omega _1`$.
2. for all $`\theta `$ in a neighbourhood of $`\theta _0=[F]_{q_0}^1\mathrm{\Sigma }`$, $`\sigma _1(\theta )=0`$.
3. for all $`\theta ^{}`$ in a neighbourhood of $`\theta _0^{}=[F]_{q_0}^2\mathrm{\Sigma }^{(1)}`$, $`\sigma _2(\theta )=0`$.
It follows from 4.4 that $`\pi _{3,2}:(\mathrm{\Sigma }^{(2)},\theta _0^{\prime \prime })(\mathrm{\Sigma }^{(1)},\theta _0^{})`$ and $`\pi _{2,1}:(\mathrm{\Sigma }^{(1)},\theta _0^{})(\mathrm{\Sigma },\theta _0)`$ are local diffeomorphisms.
Let $`D:\theta C(\theta )T_\theta \mathrm{\Sigma }^{(1)}`$ be the restriction of the Cartan distribution on $`\mathrm{\Sigma }^{(1)}`$. Recall that $`C(\theta )`$ is the vector space generated by the $`T_\theta j_2G`$ where $`[G]_q^2=\theta `$. Let $`\theta =[F]_q^2\mathrm{\Sigma }^{(1)}`$ be in a neighbourhood of $`\theta _0^{}`$. Choose $`F`$ such that $`[F]_q^3\mathrm{\Sigma }^{(2)}`$: $`T_\theta j_2FC(\theta )`$. Moreover, $`[F]_q^3\mathrm{\Sigma }^{(2)}`$ if and only if $`T_\theta j_2FT_\theta \mathrm{\Sigma }^{(1)}`$. Therefore,
$$T_\theta j_2FD(\theta ).$$
Let $`G`$ be a map satisfying $`[G]_q^2=\theta `$. For any $`XT_\theta j_2GT_\theta \mathrm{\Sigma }^{(1)}`$ there exists $`X_FT_\theta j_2F`$ such that $`XX_FKer(T_\theta \pi _{2,1})`$. However, since $`X,X_FT_\theta \mathrm{\Sigma }^{(1)}`$, we obtain
$$XX_FT_\theta \mathrm{\Sigma }^{(1)}Ker(T_\theta \pi _{2,1})=g^{(1)}(\theta )=𝒥_{\omega _1}^{(1)}=0,$$
and then $`XT_\theta j_2F`$.
Finally, for all $`\theta `$ in a neighbourhood of $`\theta _0^{}`$ there exists $`F`$ such that $`D(\theta )=T_\theta j_2(F)`$. Therefore, $`D`$ is completely integrable on $`J^2(6,6)`$ and, according to the Frobenius theorem, it is completely integrable on $`\mathrm{\Sigma }^{(1)}`$.
Consequently, there exists a submanifold $`L_0\mathrm{\Sigma }^{(1)}`$ which is an integral submanifold of $`D`$ containing $`\theta _0^{}`$. Locally $`L_0=j_2G`$ if and only if $`\pi _{2,0}:L_0^6`$ is a local diffeomorphism. However, there exists $`F_0`$ such that $`T_{\theta _0^{}}L_0=D(\theta _0^{})=T_{\theta _0^{}}j_2F_0`$ and $`T_{\theta _0^{}}\pi _{2,0}:T_{\theta _0^{}}L_0^6`$ is an isomorphism: $`L_0=j_2G`$ locally.
###### PROPOSITION 4.5.
Let $`\omega _2\mathrm{\Omega }_\epsilon ^3(^6)`$ be a form with the following local properties:
1. for every $`q`$, $`\omega _2(q)\mathrm{\Lambda }_\epsilon ^3(^6)`$ belongs to the $`Sp(6)`$-orbit of a form $`\omega _1`$ with constant coefficients, satisfying $`𝒥_{\omega _1}^{(1)}=0`$;
2. $`\sigma _1=\sigma _2=0`$.
Then, locally, $`\omega _2`$ belongs to the orbit of $`\omega _1`$.
### 4.4. Another expression for $`\sigma _1`$ and $`\sigma _2`$. <br>
Let $`\theta =[F]_{q_0}^1\mathrm{\Sigma }`$. We assume that $`F:(^6,q_0)(^6,q_1)`$ is affine. Denote
$$[\omega _2]_{q_0}^1=\omega _2^0+\omega _2^1,$$
where $`\omega _2^0=\omega _2(q_0)`$ has constant coefficients and $`\omega _2^1=[\omega _2]^1\omega _2(q_0)`$ has linear coefficients.
###### LEMMA 4.6.
$`\sigma _1(\theta )=0`$ if and only if there exists $`hS^3(^6)`$ such that
$$\omega _2^1=L_{X_h}\omega _2^0$$
###### Proof.
Since $`\theta \mathrm{\Sigma }`$, $`F`$ satisfies:
$$\{\begin{array}{cc}F^{}\omega _1=\omega _2^0\hfill & \\ F^{}\mathrm{\Omega }=\mathrm{\Omega }\hfill & \end{array}$$
Therefore,
$$\sigma _1(F)=[\omega _1F^1\omega _2]_{q_1}^1=\omega _1[[F^1]_{q_1}^2[\omega _2]_{q_0}^1]_{q_1}^1=\omega _1F^1(\omega _2^0+\omega _2^1)=F^1\omega _2^1$$
and
$$\omega _2^1=F^{}(\sigma _1(F)).$$
After observing that for any form $`\omega `$ the relation
$$F^{}L_Y\omega =L_XF^{}\omega $$
must hold ($`TF(X)=YF`$), we get the result. ∎
Now we can study $`\sigma _2`$. Let $`\theta \mathrm{\Sigma }^{(1)}`$. Let us choose a linear map $`F:(^6,q_0)(^6,q_1)`$ for which $`[F]_{q_0}^1=\theta `$, and consider the map $`G`$ such that $`[G]_{q_0}^2=\theta `$ and $`G^1`$ is polynomial of degree less than $`2`$:
$$G^1=\eta F^1,$$
where $`\eta =id+Q`$, $`Q`$ is a homogeneous polynom of degree $`2`$. Let us denote
$$V_i(q)=\frac{1}{6}\underset{j,k,l=1}{\overset{6}{}}a_{jkl}^i(q_jq_j^0)(q_kq_k^0)(q_lq_l^0)$$
for $`i=1\mathrm{}6`$, with
$$a_{jkl}^i=\underset{m=1}{\overset{6}{}}\frac{^2Q_i}{q_mq_k}\frac{^2Q_m}{q_jq_l}+\frac{^2Q_i}{q_mq_j}\frac{^2Q_m}{q_kq_l}+\frac{^2Q_i}{q_mq_l}\frac{^2Q_m}{q_jq_k}$$
and put $`U=\underset{i=1}{\overset{6}{}}Q_i\frac{}{q_i}`$, $`V=\underset{i=1}{\overset{6}{}}V_i\frac{}{q_i}`$. It is not difficult to check that for any form $`\omega _2`$
(4)
$$[\eta ^{}\omega _2]_{q_0}^2[\eta ^{}\omega _2]_{q_0}^1=\omega _2^2+L_U\omega _2^1+\frac{1}{2}(L_UL_U\omega _2^0L_V\omega _2^0).$$
Since $`[G]_{q_0}^2\mathrm{\Sigma }^{(1)}`$, $`[\omega ^1G^1\omega _2]_{q_0}^1=[\mathrm{\Omega }G^1\mathrm{\Omega }]=0`$, i.e., according to $`(\text{3})`$:
$$0=\omega _1F^1([\eta ^{}\omega _2]_{q_0}^1)=\omega _1F^1([\omega ]_{q_0}^1+L_U\omega _2^0)=F^1(\omega _2^1+L_U\omega _2^0)$$
and then $`\omega _2^1=L_U\omega _2^0`$. In a similar way we can check that $`L_U\mathrm{\Omega }=0`$: there exists $`hS^3(^6)`$ such that $`U=X_h`$. Moreover, $`deg(G^1)2`$, so
$$[\mathrm{\Omega }G^1\mathrm{\Omega }]_{q_1}^2=\mathrm{\Omega }[[G^1]_{q_1}^3[\mathrm{\Omega }]_{q_0}^2]_{q_1}^2=\mathrm{\Omega }G^1\mathrm{\Omega }=[\mathrm{\Omega }G^1\mathrm{\Omega }]_{q_1}^2=0.$$
Therefore,
$$0=[\mathrm{\Omega }G^1\mathrm{\Omega }]_{q_1}^2=\mathrm{\Omega }F^1[\eta ^{}\mathrm{\Omega }]_{q_0}^2=\mathrm{\Omega }F^1(\mathrm{\Omega }\frac{1}{2}(L_UL_U\mathrm{\Omega }L_V\mathrm{\Omega }))=F^1L_V\mathrm{\Omega }$$
and $`L_V\mathrm{\Omega }=0`$, i.e. there exists $`kS^4(^6)`$ such that $`V=X_k`$. At last, we have checked that
$$\sigma _2(G)=F^1(\omega _2^2\frac{1}{2}(L_UL_U\omega _2^0+L_V\omega _2^0)).$$
###### PROPOSITION 4.7.
$`\sigma _1([G]_{q_0}^1)=\sigma _2([G]_{q_0}^2)=0`$ if and only if there exist $`hS^3`$ and $`kS^4`$ for which
$$\{\begin{array}{cc}\omega _2^1=L_{X_h}\omega _2^0\hfill & \\ \omega _2^2=\frac{1}{2}(L_{X_h}\omega _2^1+L_{X_k}\omega _2^0)\hfill & \end{array}$$
###### Proof.
Suppose first that $`\sigma _2([G]_{q_0}^2)=0`$. Then there exists $`W=X_k`$ with $`kS^4(^6)`$ such that $`\sigma _2(G)=L_W\omega _1`$. So, one has
$$L_W\omega _0=F^1(\omega _2^2\frac{1}{2}(L_UL_U\omega _2^0+L_V\omega _2^0)).$$
Therefore,
$$\omega _2^2=\frac{1}{2}(L_{U_0}\omega _2^1+L_{V_0}\omega _2^0)$$
with $`U_0=X_h`$, $`hS^3`$, $`V_0=X_k`$, $`kS^4`$ and $`L_{U_0}\omega _2^0=\omega _2^1`$.
Conversely, if there exist $`hS^3`$ and $`kS^4`$ such that
$$\{\begin{array}{cc}\omega _2^1=L_{U_0}\omega _2^0\hfill & \\ \omega _2^2=\frac{1}{2}(L_{U_0}\omega _2^1+L_{V_0}\omega _2^0)\hfill & \end{array}$$
with $`U_0=X_h`$ and $`V_0=X_k`$, then $`L_U\omega _2^0=L_{U_0}\omega _2^0`$. It means that $`U+U_0𝒥_{\omega _2^0}^{(1)}=0`$ and, therefore,
$$\sigma _2(G)=F^1(\omega _2^2\frac{1}{2}(L_UL_U\omega _2^0+L_V\omega _2^0))=F^1L_{\frac{VV_0}{2}}\omega _2^0=L_W\omega _1$$
with $`W=X_K`$, $`KS^4`$. ∎
###### THEOREM 4.8.
Consider a Monge-Ampère equation in the dimension $`3`$, corresponding to an effective $`3`$-form $`\omega `$, such that locally:
1. for all $`q`$, $`\omega (q)`$ belongs to one of the five first orbits listed in table 1
2. for all $`q`$, the exterior form $`[\omega ]_q^2=\omega ^0+\omega ^1+\omega ^2`$ satisfies
$$\{\begin{array}{cc}\omega ^1=L_{X_h}\omega ^0\hfill & \\ \omega ^2=\frac{1}{2}(L_{X_h}\omega ^1+L_{X_k}\omega ^0)\hfill & \end{array}$$
with $`hS^3(^6)`$ and $`kS^4(^6)`$.
Then this differential equation is locally $`Sp`$-equivalent to one of the following equations:
$$\lambda +\mathrm{hess}(h)=0,\lambda 0$$
$$\frac{^2h}{q_1^2}\frac{^2h}{q_2^2}+\frac{^2h}{q_3^2}+\nu ^2\mathrm{hess}(h)=0,\nu 0$$
$$\frac{^2h}{q_1^2}+\frac{^2h}{q_2^2}+\frac{^2h}{q_3^2}\nu ^2\mathrm{hess}(h)=0,\nu 0$$
$$\frac{^2h}{q_1^2}\frac{^2h}{q_2^2}+\frac{^2h}{q_3^2}=0$$
$$\frac{^2h}{q_1^2}+\frac{^2h}{q_2^2}+\frac{^2h}{q_3^2}=0$$
where $`\mathrm{hess}(h)`$ is the hessian of $`h`$.
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# A waveguide atom beamsplitter for laser-cooled neutral atoms
## Abstract
A laser-cooled neutral-atom beam from a low-velocity intense source is split into two beams while guided by a magnetic-field potential. We generate our multimode-beamsplitter potential with two current-carrying wires on a glass substrate combined with an external transverse bias field. The atoms bend around several curves over a $`10`$-cm distance. A maximum integrated flux of $`1.510^5\mathrm{atoms}/\mathrm{s}`$ is achieved with a current density of $`510^4\mathrm{Ampere}/\mathrm{cm}^2`$ in the 100-$`\mu \mathrm{m}`$ diameter wires. The initial beam can be split into two beams with a 50/50 splitting ratio.
Like their optical counterpart, atom beamsplitters are the pivotal element of atom-optical interferometers. While the original beamsplitter was perhaps the Stern-Gerlach apparatus , modern free-space beamsplitters are based on mechanical or light-based refractive elements. Such beamsplitters have been used with good success in Mach-Zehnder interferometers to measure the Sagnac-effect with high sensitivity . Free-space beamsplitters are generally characterized by small splitting angles because the effective grating spacing is large compared to the atomic de Broglie wavelength.
A waveguide-based beamsplitter has the potential to provide arbitrary splitting angles. Furthermore, the confining potential of a waveguide also suppresses the beam divergence and gravitational sag to which free-space interferometers are subjected. Several atom-guiding schemes using magnetic forces have been proposed and demonstrated . We recently demonstrated guiding a beam of laser-cooled atoms around a curve using magnetic forces from photolithographically patterned current-carrying wires. The multimode-atom beamsplitter reported on here is a natural extension of our previously demonstrated guiding scheme. Like its fiber and integrated optical counterparts, our waveguide beamsplitter merges and then diverges two guiding regions.
We guide <sup>87</sup>Rb atoms in a weak-field-seeking state along a magnetic-field minimum. This magnetic guide leads atoms around several curves to a beamsplitter region. Our beamsplitter region consists of two such magnetic-field minima that merge to one field minimum and separate again into two minima. A variable fraction of atoms initially launched into one of the two magnetic field minima are guided and transferred into the second magnetic field minimum at the beamsplitter region.
For our atom source we prepare a laser-cooled beam of $`{}_{}{}^{87}\mathrm{Rb}`$ atoms with a modified vapor-cell magneto-optical trap (MOT) . To generate our low-velocity intense source (LVIS) we drill a 500-$`\mu \mathrm{m}`$ hole in the center of a retro-reflecting mirror placed inside our vacuum chamber \[Fig. 1(d)\]. We couple LVIS atoms into our magnetic guide by positioning the guide opening directly behind the mirror hole. The atom’s internal state and velocity distributions are as measured previously .
We generate our one-dimensional guiding potential by adding an external transverse bias field to the magnetic field generated by a 100$`\times `$100-micron current-carrying wire on a glass substrate . The vector sum of the transverse bias field $`\stackrel{}{B}_{bias}`$ and the wire’s magnetic field $`\stackrel{}{B}_{wire}`$ becomes zero at a position outside the wire, if the bias field is smaller than the field generated by the wire at its surface \[Fig. 1(a)\]. As the bias field is increased (decreased) the position of the magnetic field minimum moves linearly toward (away from) the wire and the potential depth increases (decreases). Furthermore, when the wire’s magnetic-field maximum is twice the transverse bias field, the magnetic field zero is 50-$`\mu \mathrm{m}`$ above the current-carrying-wire surface and the field magnitude increases linearly with displacement in the transverse directions. We generate the transverse bias field for the guide with an electromagnet placed near the substrate \[Fig. 1(d)\]. An additional $``$14-G longitudinal bias field is applied to prevent the magnetic-field magnitude from vanishing at the field minimum. As the wire current and bias field are increased proportionally the magnetic-potential depth and gradient increase linearly, but the field-minimum position remains unchanged.
With current only in the wire positioned right behind the mirror hole, wire 1, and a 86-G external bias field applied we guide atoms and measure atom flux versus wire current for different bias fields. In this guiding experiment we run 35-msec-long current pulses of up to 5.5 A at a 1 sec repetition rate through wire 1. We choose short current pulses to prevent the glass substrate from overheating, allowing us to run larger wire currents than a continuous current would allow. After the atoms exit the guide, they are ionized by a hot wire and the subsequent ions are then detected by a channeltron. For each external bias-field value there is an optimum track current that maximizes the guided-atom flux \[Fig. 2(a)\]. For wire currents too large the magnetic-field minimum is shifted far away from the wire resulting in a reduced field gradient. This field-gradient reduction helps to couple atoms into the guide opening, but also leads to guiding losses as atoms can no longer be guided around the curves of the guide. When the track current is too low the generated magnetic-field gradient is sufficient to bend the atoms around the curve, but the field minimum is close to the wire surface and atom-surface interactions as well as a tighter guide opening result in a lower flux. Our guiding flux peaks when the condition for mode matching atoms into the guide opening and maintaining a sufficient gradient to bend atoms around the curves is optimized.
We measure the heating of guided atoms by comparing the transverse velocities before and after the guiding process. At a wire current of 5.0 A and a transverse bias field of $`86`$ G we measure the guided-atoms’ transverse-velocity profile by translating the hot wire transverse to the propagation direction to map out the spatial extent of the atom beam as it diverges from the guide exit \[Fig. 2(b)\]. The 70-$`\mu \mathrm{m}`$-diameter hot wire is placed $`2.5`$ cm from the output of the magnetic guide. We calculate that the atoms’ emergence from the confining fields of the guide is almost completely non-adiabatic—the transverse kinetic energy of the emerging beam should thus be a faithful reflection of the transverse kinetic energy in the guide. From the width of the fit in Figure 2(b) we determine that the transverse-velocity distribution of the guided atoms is $`v_t=17.2\pm 3.5\mathrm{cm}/\mathrm{sec}`$, in contrast to an initial transverse velocity of $`v_t=10.0\pm 1.5\mathrm{cm}/\mathrm{s}`$ of LVIS. We attribute the observed heating to the non-adiabatic loading of the LVIS atoms into the guide. An atom that enters the guide displaced from the magnetic field minimum experiences a sudden increase in its potential energy because it is not mode-matched to the guide. The additional potential energy increases its total energy inside the guide, which is converted into transverse kinetic energy once the atom leaves the guide. We believe this heating effect can be ameliorated by adiabatically loading the atoms into a tapered guide.
Once atoms are guided along the one-dimensional magnetic-field minimum we turn on our beamsplitter. As we increase the current running through wire 2 we observe that the flux from guide 2 increases and the flux out of guide 1 decreases. Figure 3(a) shows the flux of guided atoms coming out of each guide versus the current ratio between the two wires. As we change this current ratio we can tune the splitting ratio of our beamsplitter. We observe a dynamic range of the splitting ratio from 100/0 to 15/85. A 50/50 beamsplitter is achieved when the current in wire 2 is 85% of the current in wire 1. Aside from the current ratio there are two other parameters that determine the splitting ratio of our beamsplitter. First, as we change the applied transverse bias field we can vary the degree of overlap of the two magnetic field minima. For very large bias fields the two minima remain close to their respective wires and their overlap is small in the beamsplitter region. Second, the curvature of the guides in the beamsplitter region determines the manner in which the two magnetic-field minima merge. In our design the atoms are preferentially switched over into the secondary guide due to the wire curvature in the beamsplitter region. The guides bend with a radius of curvature of $``$30 cm into the splitter region and curve away with a radius of $``$70 cm. A calculation of our potential-minima trajectories shows that for this curvature the field minima follow straight lines that cross (Fig. 4). This means that atoms launched into guide 1, the primary guide of our beamsplitter, are more likely to switch over into guide 2, the secondary guide, than to continue along guide 1. This geometric feature of our beamsplitter is responsible for its bias toward coupling atoms into guide 2. Our experimental data shows that at a current ratio of 0.85 between guide 2 and guide 1 we compensate for the geometric bias of our beamsplitter and achieve 50/50 beamsplitting. As we increase the current in wire 2 to a current larger than in wire 1 the flux out of guide 2 peaks at a current ratio $`I_{wire2}/I_{wire1}=1.1`$ and decreases again beyond this value. This decrease is analogous to the observation in 2(a) where we found a decrease in guided-atom flux for wire currents in a non-optimum $`B_{wire}/B_{bias}`$-ratio regime.
We sum the flux from the output of both guides and find the total flux to remain roughly constant. This observed flux conservation of our beamsplitter as shown in Figure 3(a) is a strong function of the transverse bias field applied. For a current in wire 1 of 5.0 A and a longitudinal bias field of 14 G a transverse bias field of $`86`$ G is necessary to achieve a constant total flux as the current ratio is varied. This is 35% larger than the optimum bias field measured for maximum guiding efficiency when only one wire carries current. We postulate that the increased bias field separates the two magnetic field minima in the beamsplitter region making it easier for atoms to follow guide 1 instead of guide 2.
We model our beamsplitter design with a numerical simulation and find qualitative agreement with our measured data. The simulation calculates the classical trajectories of $`2.5\times 10^6`$ atoms through our beamsplitter potential and records which guide each atom exits \[Fig. 3(b)\]. The test atoms’ spatial initial conditions are spread over a $`100\times 100`$-$`\mu \mathrm{m}`$ aperture centered 60 $`\mu \mathrm{m}`$ above the wire and their initial velocities match the LVIS-velocity distribution at the guide opening. We use constant bias fields of 100 G in the transverse and 14 G in the longitudinal direction for the simulation shown. In our experiment these values are not constant along the entire guiding region, which limits the accuracy of our simulation. The simulation shows that more atoms are coupled into guide 2 than remain in guide 1 when the currents in both wires are equal, which confirms our idea that the beamsplitter is biased toward guide 2 by its geometric design. Further, a 50/50 beamsplitting is shown at a current ratio of 0.75, which compares well within the errors of the simulation to the measured current ratio of 0.85. Our simulation also shows a decrease in flux out of both guides at the largest current ratios as observed in our experiment.
In summary, we have split a beam of laser-cooled atoms while guided in a magnetic-field potential. We are able to vary the ratio of atoms coupled into the secondary guide from 0 to $``$85$`\%`$ by varying the current in wire 2. We demonstrate that moderate currents give guiding potential depths of several millidegrees Kelvin. In the future the question of coherent beamsplitting will have to be addressed. While coherence has been well established for free-space atom interferometers it has yet to be demonstrated that our waveguide beamsplitter preserves coherence.
The authors would like to thank Carl Wieman and Randal Grow for helpful discussions. This work was made possible by funding from the Office of Naval Research (Grant No. N00014-94-1-0375) and the National Science Foundation (Grant No. Phy-95-12150).
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# 1 INTRODUCTION
## 1 INTRODUCTION
In some scenarios where linear and mildly nonlinear structures create a time varying gravitational potential, the photons of the Cosmic Microwave Background (CMB) undergo a late Integrated Sachs-Wolfe (ISW) effect. In the absence of any cosmological constant, the partial time derivative of the gravitational potential tends to zero as the universe approaches a flat one and, consequently, the ISW effect tends also to zero. This paper is devoted to the study of some aspects poorly known of the ISW effect: our goal is a detailed analysis of the locations and scales of the subhorizon structures contributing to this effect. We are particularly interested in the scales corresponding to observable objects as voids, the Great wall, et cettera and, by this reason, we will only consider scales smaller than the horizon. We choose an adequate formalism to deal with this analysis.
Two scenarios are considered: a flat universe with cold dark matter (CDM) and cosmological constant and an open universe with CDM, they are hereafter referred to as scenarios (or models) I and II, respectively. In both cases the spectrum has been first normalized by the condition $`\sigma _8=1`$, to consider other normalizations (other $`\sigma _8`$ values) when necessary. In case I, the spectrum corresponds to cold dark matter (CDM) with $`\mathrm{\Omega }_d=0.25`$, $`\mathrm{\Omega }_b=0.05`$, $`\mathrm{\Omega }_\lambda =0.7,`$ $`h=0.65`$ and $`n=1`$, where $`\mathrm{\Omega }_b`$, $`\mathrm{\Omega }_d`$, and $`\mathrm{\Omega }_\lambda `$ are the density parameters corresponding to baryonic matter, dark matter, and the cosmological constant, respectively, $`h`$ is the reduced Hubble constant ($`h=H_0/100`$, $`H_0`$ being the Hubble constant in units of $`Km/s.Mpc`$), and $`n`$ is the spectral index of the primordial scalar energy density fluctuations. The scenario II involves CDM and the relevant parameters are: $`\mathrm{\Omega }_d=0.25`$, $`\mathrm{\Omega }_b=0.05`$, $`h=0.65`$ and $`n=1`$. Model I is currently preferred according to recent observations of far Ia supernovae and the CMB spectrum (location of the Doppler peak), while model II can account for the abundances of rich clusters and Einstein’s rings and, here, it is mainly used for comparisons. As it is well known, the normalization $`\sigma _8=1`$ does not lead to a good normalization of the CMB angular power spectrum in most cases; in other words, when the $`C_{\mathrm{}}`$ coefficients are calculated (for $`\sigma _8=1`$), the resulting values do not fit well with the values observed by COBE, TENERIFE and other experiments. In each scenario, appropriate fits to the observed CMB spectrum correspond to $`\sigma _8`$ values which are, in general, different from unity. The so-called bias parameter is $`b=1/\sigma _8`$.
Since our attention is focused on subhorizon scales, we will estimate the late ISW anisotropy in the $`\mathrm{}`$–interval $`(10,40)`$. For $`\mathrm{}<10`$, super-horizon scales would be important (see Kamionkowski and Spergel, 1994) and, then, the spatial curvature could be only neglected in model I; furthermore, the cosmic variance would lead to important uncertainties ($`\mathrm{\Delta }C_{\mathrm{}}/C_{\mathrm{}}`$ is proportional to $`[2/(2\mathrm{}+1)]^{1/2}`$, see Knox, 1995) and the Sachs-Wolfe effect would be very important. For $`\mathrm{}>40`$, the Doppler effect starts its domination hidding other effects as the ISW one. An appropriate linear approach is used in next sections to estimate the $`C_{\mathrm{}}`$ coefficients for $`10\mathrm{}40`$. The method used to do this estimation should facilitate the separation of the ISW effect from other contributions to the angular power spectrum and, moreover, this method should give information about the sizes and locations of the main subhorizon structures contributing to the late ISW effect. The numerical integration of the Boltzmann equation or the computational strategy of Hu and Sugiyama (1994) could be used to perform the analysis of this paper; nevertheless, another appropriate approach –based on a certain approximation to the sources– is described and used in next sections.
In previous papers, it was claimed that some Great Attractor-Like (GAL) objects located between redshifts $`2`$ and $`30`$ in open enough universes (without cosmological constant) could account for an important part of the Integrated Sachs-Wolfe (ISW) effect. Arguments in those papers were based on the Tolman-Bondi (TB) solution of Einstein’s equations, which was used to estimate both the anisotropy produced by a single GAL structure (Arnau, Fullana & Sáez, 1994; Sáez, Arnau & Fullana, 1995) and the abundance of these structures (Sáez & Fullana 1999). Unfortunately, our TB simulations have some features, as the spherical symmetry and a particular form of compensation, which could affect abundance and anisotropy estimations. By this reason, the mentioned claim should be discussed using a general formalism (not TB solution). It is done in Section 4 as a subsidiary application (in model II) of the formalism described along the paper.
In section 2, the method used to compute the angular power spectrum inside the $`\mathrm{}`$ interval is described. Results are presented in Section 3 and, Section 4 is a general discussion and a summary of conclusions. Finally, some words about notation: whatever quantity ”$`A`$” may be, $`A__L`$ and $`A_0`$ stand for the $`A`$ values on the last scattering surface and at present time, respectively. Simbols $`x^i`$, $`\varphi `$, $`\stackrel{}{v}`$, $`\stackrel{}{n}`$, $`\rho __B`$, $`\delta `$, $`a`$, $`t`$, $`G`$, stand for the comoving coordinates, the peculiar gravitational potential, the peculiar velocity, the unit vector in the observation direction, the background mass density, the density contrast, the scale factor, the cosmological time, and the gravitational constant, respectively. Units are chosen in such a way that the speed of light is $`C=1`$. Quantities $`\mathrm{\Omega }_0`$ and $`\mathrm{\Omega }_m`$ are defined as follows: $`\mathrm{\Omega }_0=\mathrm{\Omega }_b+\mathrm{\Omega }_d+\mathrm{\Omega }_\lambda `$ and $`\mathrm{\Omega }_m=\mathrm{\Omega }_b+\mathrm{\Omega }_d`$. The comoving wavenumber is $`k_c`$, while $`k`$ is the physical one.
## 2 $`C_{\mathrm{}}`$ ESTIMATIONS IN THE $`\mathrm{}`$ INTERVAL
We are interested in the ISW effect produced by structures much smaller than the horizon scale and, consequently, the region of the hypersurfaces $`t=constant`$ where the inhomogeneities interact with the CMB can be considered as flat; namely, the spatial curvature can be neglected in the open model II. This means that, even in the open case, the spatial part of the functions defining the linear structures under consideration can be expanded in plane waves. It is not necessary the use of the complicated solutions of the Helmholtz equation, which should be used in open backgrounds to do an exact and rigorous treatment of structure evolution. Of course, in model II, the time evolution is studied taking into account the existence of a space-time curvature distinguishing the open universe from the flat one.
The potential approximation is used in our estimates. The basic equations (Martínez-González et al. 1994, Sanz et al. 1996) are:
$$\frac{\mathrm{\Delta }T}{T}=\frac{1}{3}\varphi __L+\stackrel{}{n}\stackrel{}{v}__L+2_{t_e}^{t_o}𝑑t\frac{\varphi }{t},$$
(1)
and
$$\mathrm{\Delta }\varphi =4\pi G\delta a^2\rho __B,$$
(2)
where $`\frac{\mathrm{\Delta }T}{T}`$ is the relative temperature variation –with respect to the background temperature– along the direction $`\stackrel{}{n}`$, and the integral is to be computed from emission ($`e`$) to observation ($`o`$) along the background null geodesics. Initially, this approach was designed to study the flat case (scenario I); nevertheless, the potential approximation can be also used in the open case (scenario II) provided that we are concerned with structures smaller than the horizon scale (Sanz et al. 1996). The first, second, and third terms of this equation give the Sachs-Wolfe, the Doppler and the ISW anisotropies, respectively. Hereafter, we write $`A^^S`$, $`A^^D`$, or $`A^^I`$ to indicate that the quantity $`A`$ has been estimated using only the first, the second or the third term, respectively.
In the linear pressureless approach, the density contrast evolves as follows:
$$\delta (x^i,t)=\frac{D_1(a)}{D_1(a_0)}\delta (x^i,t_0),$$
(3)
where $`D_1(a)`$ describes the evolution of the growing mode of the density contrast (Peebles, 1980). The form of the function $`D_1(a)`$ is different in models I and II. Hereafter, $`D_{1q}(a)`$ stands for the functions $`D_1(a)`$ corresponding to our two scenarios. The same notation based on the subscript $`q`$ is also used for other quantities. This subscript $`q`$ is only used along the text to distiguish the model I (q=I) from the model II (q=II). Functions $`D_{1q}(a)`$ and all the quantities having the subscript $`q`$ are written in Appendix A for q=I and q=II.
The peculiar gravitational potential can be written as follows
$$\varphi (x^i,t)=\mathrm{\Phi }(x^i)\frac{D_1(a)}{a},$$
(4)
where function $`\mathrm{\Phi }(x^i)`$ satisfies the equation $`\mathrm{\Delta }\mathrm{\Phi }=B_q\delta (x^i,t_0)`$.
Let us focus our attention on the angular power spectrum of the CMB; namely, on the coefficients
$$C_{\mathrm{}}=\frac{1}{2\mathrm{}+1}\underset{m=\mathrm{}}{\overset{m=\mathrm{}}{}}|a_\mathrm{}m|^2.$$
(5)
We begin with the contribution –to these coefficients– of the third term of the right hand side of Eq. (1), which corresponds to the ISW effect. An appropriate formula giving this contribution to the $`C_{\mathrm{}}`$’s has been derived. The most useful feature of this formula is that, given two $`k`$–values and two redshifts, it allows us to obtain a good measure of the ISW effect produced by the density perturbation located between the chosen redshifts and having scales between the chosen ones. A few words about the derivation –similar to the usual derivation of the $`C_{\mathrm{}}`$ coefficients of the Sachs-Wolfe effect– and characteristics of this formula are worthwhile.
Since the angular brackets in Eq. (5) stand for a mean performed from many realizations of the microwave sky, quantity $`|a_\mathrm{}m|^2`$ is first computed for an observer having comoving coordinates $`x__P^i`$ in a reference system attached to the Local Group (origin of spatial coordinates) and, then, an average over position $`x__P^i`$ is done to get the $`C_{\mathrm{}}`$ quantities.
The equations of the null geodesics passing by the origin of spatial coordinates are
$$x^i=\lambda _q(a)e^i.$$
(6)
Furthermore, in flat cases (as model I), the null geodecis passing by point $`x__P^i`$ are:
$$x^i=x__P^i+\lambda _q(a)e^i,$$
(7)
while in model II, this last equation is also valid when point P is well inside a sphere centred at the Local Group and having the size of the curvature scale. This is because –in such a case– the spatial curvature can be neglected.
Using the third term of the right hand side of Eq. (1), and Eqs. (3), (4) and (7), some Fourier expansions lead to the following relation
$$\frac{\mathrm{\Delta }T}{T}(\stackrel{}{x}__P,\stackrel{}{n})=\frac{2B_q}{(2\pi )^{3/2}}d^3k_ce^{i\stackrel{}{k}_c\stackrel{}{x}__P}\frac{\delta _{\stackrel{}{k}_c}}{k_c^2}__P^^Qe^{i\lambda _q(a)\stackrel{}{k}_c\stackrel{}{n}}\frac{d}{da}\left[\frac{D_{1q}(a)}{a}\right]𝑑a,$$
(8)
where the components of $`\stackrel{}{x}__P`$ are $`x__P^i`$, the observer located at P estimates $`\frac{\mathrm{\Delta }T}{T}`$ in the direction $`\stackrel{}{n}`$, and point Q is the intersection between the last scattering surface of P and the null geodesic determined by $`\stackrel{}{n}`$.
Finally, from Eq. (8) plus the usual expansions in spherical harmonics and, after performing the average in $`x__P^i`$, the following angular power spectrum arises:
$$C_\mathrm{}q^^I=\mathrm{\Gamma }_q^^I\frac{P(k)}{k^2}\xi _\mathrm{}q^2(k)𝑑k,$$
(9)
where
$$\xi _\mathrm{}q(k)=_{a_0}^{a__L}j_{\mathrm{}}[\lambda _q(a)ka_0]\frac{d}{da}\left[\frac{D_{1q}(a)}{a}\right]𝑑a.$$
(10)
Function $`P(k)=|\delta _k|^2`$ is the power spectrum of the energy density fluctuations, $`j_{\mathrm{}}`$ is the spherical Bessel function of order $`\mathrm{}`$, and coefficients $`\mathrm{\Gamma }_q^^I`$ are given in Appendix A for models I and II (all the $`\mathrm{\Gamma }`$ coefficients appearing below are also listed in the same appendix).
A similar computation leads to the $`C_{\mathrm{}}`$ coefficients corresponding to the first and second terms of Eq. (1), which are usually referred to as Sachs-Wolfe and Doppler terms. In the Sachs-Wolfe case, these coefficients can be written as follows:
$$C_\mathrm{}q^^S=\mathrm{\Gamma }_q^^S\frac{P(k)}{k^2}j_{\mathrm{}}^2[\lambda _q(a)ka_0]𝑑k$$
(11)
and, the coefficients of the Doppler term are
$$C_\mathrm{}q^^D=\mathrm{\Gamma }_q^^DP(k)j_{\mathrm{}}^2[\lambda _q(a)ka_0]𝑑k,$$
(12)
where $`j_{\mathrm{}}^{}(x)=(d/dx)j_{\mathrm{}}(x)`$.
Eqs. (9) – (12) are written in a form which is adequate to perform our numerical estimates. We define the functions $`\mu _\mathrm{}q^^I(k)=\mathrm{\Gamma }_q^^Ik^2P(k)\xi _\mathrm{}q^2(k)`$, $`\mu _\mathrm{}q^^S(k)=\mathrm{\Gamma }_q^^Sk^2P(k)j_{\mathrm{}}^2[\lambda _q(a)ka_0]`$, and $`\mu _\mathrm{}q^^D(k)=\mathrm{\Gamma }_q^^DP(k)j_{\mathrm{}}^2[\lambda _q(a)ka_0]`$, whose integrals in the variable $`k`$ give $`C_\mathrm{}q^^I`$, $`C_\mathrm{}q^^S`$, and $`C_\mathrm{}q^^D`$, respectively. These definitions will be useful below.
If the three terms of the right hand side of Eq. (1) are simultaneously taken into account in order to get $`|a_\mathrm{}m|^2`$, the resulting $`C_{\mathrm{}}`$ quantities include three crossed contributions mixing the ISW, SW, and Doppler effects. We have not found fully convincing arguments to neglect these contributions in all the cases and, consequently, they have been systematically estimated using the following formulae:
$$C_\mathrm{}q^{^{SD}}=2\left[\mu _\mathrm{}q^^S(k)\mu _\mathrm{}q^^D(k)\right]^{1/2}𝑑k,$$
(13)
$$C_\mathrm{}q^{^{SI}}=2\left[\mu _\mathrm{}q^^S(k)\mu _\mathrm{}q^^I(k)\right]^{1/2}𝑑k,$$
(14)
$$C_\mathrm{}q^{^{DI}}=2\left[\mu _\mathrm{}q^^D(k)\mu _\mathrm{}q^^I(k)\right]^{1/2}𝑑k.$$
(15)
Since the late ISW effect is produced by inhomogeneities evolving after decoupling, quantities $`C_\mathrm{}q^^I`$ can be estimated using the above pressureless approach for the sources; however, the Sachs-Wolfe and Doppler effects are produced by other inhomogeneities, which evolve in the recombination-decoupling period and, consequently, a certain radiation pressure is acting on the subdominant baryonic component. Taking into account that the importance of pressure effects increases as $`\mathrm{}`$ does, we only apply our pressureles approach to calculate the Sachs-Wolfe, Doppler and crossed coefficients in the case $`\mathrm{}=10`$. This calculation is performed with the essential aim of obtaining a rough estimate of the unknown crossed terms and, for this purpose, our approach suffices.
In the $`\mathrm{}`$ interval , we can only expect significant contributions to the $`C_{\mathrm{}}`$ coefficients coming from: (1) a possible background of primordial gravitational waves (this contribution would be almost independent on $`\mathrm{}`$ in the interval under consideration and it is not studied here), (2) each of the three effects considered above and, (3) some crossed terms. Other effects as Sunyaev–Zel’dovich, lens anisotropy, nonlinear gravitational effects et cettera are not expected to be relevant for these angular scales, but for much smaller ones.
The sources of the term $`C_\mathrm{}q^^I`$ have been identified in both scale and position using the following definitions:
$$D_\mathrm{}q^^I(Z_{min},Z_{max})=\mathrm{\Gamma }_q^^I\frac{P(k)}{k^2}\zeta _\mathrm{}q^2(k,Z_{min},Z_{max})𝑑k,$$
(16)
where
$$\zeta _\mathrm{}q(k,Z_{min},Z_{max})=a_0^1_{Z_{min}}^{Z_{max}}j_{\mathrm{}}\left[\lambda _q\left(\frac{a_0}{1+Z}\right)ka_0\right]\frac{d}{dZ}\left[D_{1q}\left(\frac{a_0}{1+Z}\right)(1+Z)\right]𝑑Z.$$
(17)
For $`Z_{min}=0`$ and $`Z_{max}=Z__L`$, where $`Z__L`$ is the redshift of the last scattering surface, functions $`\zeta _\mathrm{}q(k,Z_{min},Z_{max})`$ and $`D_\mathrm{}q^^I(Z_{min},Z_{max})`$ are identical to $`\xi _\mathrm{}q(k)`$ and $`C_\mathrm{}q^^I`$, respectively. Quantity $`D_\mathrm{}q^^I(Z_{min},Z_{max})`$ can be considered as a measure of the contribution –to the ISW effect– of the inhomogeneities lying between redshifts $`Z_{min}`$ and $`Z_{max}`$; nevertheless, it is worthwhile to emphasize that the right hand side of Eq. (16) involves the function $`\zeta _\mathrm{}q^2(k,Z_{min},Z_{max})`$, which implies that the quantities $`C_\mathrm{}q^^I=D_\mathrm{}q^^I(0,Z__L)`$ are not the linear superposition of quantities of the form $`D_\mathrm{}q^^I(Z_{min},Z_{max})`$, even if these quantities are calculated in disjoint redshift intervals covering the total interval ($`0,Z__L`$). From Eq. (16) it follows that the contribution of each scale to $`D_\mathrm{}q^^I(Z_{min},Z_{max})`$ is measured by the function $`\nu _\mathrm{}q^^I(k,Z_{min},Z_{max})=\mathrm{\Gamma }_\mathrm{}q^^IP(k)\zeta _\mathrm{}q^2(k,Z_{min},Z_{max})/k^2`$. This function measures the contribution of the scale $`k`$ –for the inhomogeneities placed between redshift $`Z_{min}`$ and $`Z_{max}`$– to the late ISW effect . For $`Z_{min}=0`$ and $`Z_{max}=Z__L`$, function $`\nu _\mathrm{}q^^I(k,Z_{min},Z_{max})`$ is identical to function $`\mu _\mathrm{}q^^I(k)`$ and it weights the contribution of each scale –whatever the inhomogeneity location may be– to the ISW angular power spectrum.
Our calculations require a value of $`Z__L`$. Since the Sachs-Wolfe and Doppler effects are produced by inhomogeneities located very near the last scattering surface, estimates of $`C_\mathrm{}q^^S`$ and $`C_\mathrm{}q^^D`$ based on Eqs. (12) and (11) are sensitive to the value of $`Z__L`$; however, the late ISW effect is produced by inhomogeneities located far from this surface (see Section 3) and, consequently, it is almost independent on the assumed value of $`Z__L`$. In order to do the best estimate of the Doppler and SW effects for $`\mathrm{}=10`$ –allowed by our formalism– we have taken $`Z__L=1140`$, which is the redshift corresponding to $`\mathrm{\Omega }_b=0.05`$ and $`\mathrm{\Omega }_d=0.25`$ according to the formula $`Z__L1100(\mathrm{\Omega }_m/\mathrm{\Omega }_b)^{0.018}`$ (see Kolb & Turner 1994). Fortunately, we are focusing our attention on the late ISW effect, which is almost independent on the choice of $`Z__L`$.
## 3 RESULTS
Assuming the normalization $`\sigma _8=1`$, quantities $`C_\mathrm{}q^^I`$, $`C_{10q}^^S`$, $`C_{10q}^^D`$, $`C_{10q}^{^{SD}}`$, $`C_{10q}^{^{SI}}`$, $`C_{10q}^{^{DI}}`$, and $`C_{10q}`$ have been computed in models I (q=I) and II (q=II). For this first normalization, Quantity $`[\mathrm{}(\mathrm{}+1)C_\mathrm{}q^^I/2\pi ]^{1/2}`$ is shown in the left panel of Fig. 1 (for models I and II). The entries 1 and 2 of Table 1 gives $`[110C_{10}/2\pi ]^{1/2}`$ for all the $`C_{10}`$ quantities. In this Table we see that: for $`\mathrm{}=10`$ and model I, the ISW effect is smaller than the Doppler and SW ones, while for $`\mathrm{}=10`$ and model II, the ISW and the SW effects are similar. A different normalization facilitates some comparisons of the anisotropies appearing in models I and II. We have observed that most theoretical predictions based on COBE normalization give $`[\mathrm{}(\mathrm{}+1)C_{\mathrm{}}]^{1/2}28\mu K`$ for $`\mathrm{}=10`$, with a small dispersion around 28 $`\mu K`$. This is true for a wide range of variation of the cosmological parameters: $`\mathrm{\Omega }_0`$, $`\mathrm{\Omega }_b`$ et cettera. This condition is also compatible with all the observational evidences (FIRS, TENERIFE). By these reasons, the ISW effects corresponding to models I and II with the normalization $`[\mathrm{}(\mathrm{}+1)C_{\mathrm{}}]^{1/2}=28\mu K`$ for $`\mathrm{}=10`$ are represented in the right panel of Fig. 1, where we see that: (i) the ISW effect corresponding to model I (with cosmological constant) is much smaller than that of the model II (very open universe), and (ii) the ISW effect of model I is small but it is not negligible. Entries 3 and 4 of Table 1 correspond to the second normalization, for which, the bias parameter of model I (II) appears to be 0.93 (1.98). This means that the currently preferred model (with cosmological constant) leads to a very natural compatibility between the CMB observational data and the value $`\sigma _81`$ extracted from the analysis of galaxy surveys.
In scenario I, the greatest $`\mathrm{}=10`$ crossed term is the SW–Doppler one ($`C_{10I}^{^{SD}}`$), which is shown in the entries 1 and 3 of Table 1. The remaining crossed terms (SW-ISW and Doppler-ISW) are not given because they have appeared to be negligible. In entries 3 and 4 of Table 1, we give the SW-ISW crossed term ($`C_{10II}^{^{SI}}`$) of the scenario II, which is not negligible; however, the terms Doppler–SW and Doppler–ISW can be neglected. As it follows from Eqs. (13) – (15), any crossed term is proportional to an integral (in the variable $`k`$), and the function to be integrated can be written as the product of two $`k`$ functions corresponding to the mixed effects. For example, in the SW–Doppler (SW–ISW) case, we must integrate the product $`\left[\mu _\mathrm{}q^^S(k)\right]^{1/2}\left[\mu _\mathrm{}q^^D(k)\right]^{1/2}`$ ($`\left[\mu _\mathrm{}q^^S(k)\right]^{1/2}\left[\mu _\mathrm{}q^^I(k)\right]^{1/2}`$). In Fig. 2, we display the functions to be multiplied to get the SW-Doppler crossed term of model I (left panel) and the SW-ISW term of model II (right panel). We have assumed $`\mathrm{}=10`$ in both models, evidently, these crossed terms are not negligible as a result of the existence of a wide enough $`k`$ interval where the positive functions to be multiplied take on large enough values simultaneously.
Where are located the inhomogeneities producing the ISW effect? This question can be answered using Eqs. (16) and (17) to calculate $`D_\mathrm{}q^^I(0,Z_{max})`$ for appropriate values of $`Z_{max}`$. Results are shown in Fig. 3, where $`D_\mathrm{}q^^I(0,Z_{max})`$ is represented as a function of $`Z_{max}`$ in models I (top) and II (bottom). The points of the horizontal straight lines of Fig. 3 have the ordinate $`C_\mathrm{}q^^I=D_\mathrm{}I^^I(0,1140)`$ and, consequently, the curves $`D_\mathrm{}q^^I(0,Z_{max})`$ must tend to the horizontal lines as $`Z_{max}`$ tends to $`1140`$. In the top panel, we see that $`D_\mathrm{}I^^I(0,Z_{max})`$ approaches the horizontal lines very quickly. Quantity $`D_\mathrm{}I^^I(0,2)`$ is very similar to quantity $`C_\mathrm{}q^^I=D_\mathrm{}I^^I(0,1140)`$, which means that the most part of the late ISW is produced by inhomogeneities located at very low redshift ($`Z2`$). This is because the cosmological constant is known to be significant only at very low redshifts; before, the universe can be considered as a flat one with a negligible cosmological constant, and no ISW effect is expected in this situation. In model II (bottom panel), we see that $`D_{\mathrm{}II}^^I(0,Z_{max})`$ approaches the corresponding horizontal line more slowly than in model I. The most important part of the ISW effect is produced by inhomogeneities located at redshift $`Z<10`$, but inhomogeneities at $`Z>10`$ also produce a small but appreciable effect.
Now, let us look for the spatial scales contributing significantly to the ISW effect in the $`\mathrm{}`$ interval . As stated before, the contribution of the scale $`k`$ to the ISW effect –for arbitrary location of the inhomogeneities– is weighted by the function $`\mu _\mathrm{}q^_I(k)`$. In Fig. 4, this function is represented with solid lines in cases I (top) and II (bottom). Left (right) panels correspond to $`\mathrm{}=10`$ ($`\mathrm{}=40`$). Taking into account that, for $`h=0.65`$, the spatial size (diameter in the spherical case) of the structures associated to the wavenumber $`k`$ is $`\frac{2}{k}h^1Mpc`$, Fig. 4 can be easily interpreted. In each panel, the solid lines show a $`k`$ value for which the function $`\mu _\mathrm{}q^_I(k)`$ reaches a maximum. The spatial scale corresponding to this $`k`$ value is hereafter denoted $`D^{}`$. It is the most significant scale for ISW anisotropy production. Solid lines also show the existence of a minimum $`k`$ value where $`\mu _\mathrm{}q^_I(k)`$ starts to increase from negligible values. The spatial scale associated to the minimum will be denoted $`D_{max}`$. Scales larger than this maximum one do not contribute to the ISW effect significantly. The scales $`D^{}`$ and $`D_{max}`$ corresponding to the four solid lines of Fig. 4 are given in Table 2. The meaning of these scales is discussed in next section.
Finally, among all the inhomogeneities located between redshifts $`Z_{min}=0`$ and $`Z_{max}`$, which of them are contributing to the ISW effect? Which are the spatial scales of these inhomogeneities? In order to answer this question we have put $`Z_{min}=0`$ and various values of $`Z_{max}`$ into Eq. (17); thus, we have found various functions $`\nu _\mathrm{}q^^I(k,0,Z_{max})`$ of the variable $`k`$. Only two of these functions are displayed in each panel of Fig. 4. The function corresponding to $`Z_{max}=1140`$ is identical to $`\mu _\mathrm{}q^^I(k)`$ and it is drawn with solid lines, while the dotted lines correspond to $`Z_{max}=0.5`$ in model I (top panels) and to $`Z_{max}=2`$ in model II (bottom panels). In Fig. 3, we see that for these $`Z_{max}`$ values, a significant part of the ISW effect is produced by inhomogeneities located at $`Z<Z_{max}`$. The dotted lines of Fig. 4 lead –as the solid lines– to new values of $`D^{}`$ and $`D_{max}`$ which are presented in Table 2 and interpreted below. These scales correspond to inhomogeneities located at low redshifts smaller than the chosen values of $`Z_{max}`$
## 4 DISCUSSION AND CONCLUSIONS
In this paper, we have accurately estimated the scales and locations of the inhomogeneities contributing to the late ISW effect. The chosen formalism has facilitated our analysis. Now, let us focus our attention on the meaning of the resulting scales (see Table 2). They are not the scales of the inhomogeneities (density contrasts) producing the effect. According to Eq. (3 ), the ISW effect is produced by the scales contributing significantly to the partial time derivative of the peculiar gravitational potential and, in the linear regime under consideration, these scales are identical to those of the potential itself (see Eq. (4)).
The significant spatial scales of an overdensity and those of its peculiar gravitational potential are different, this is proved by the relation $`\varphi _\stackrel{}{k}\delta _\stackrel{}{k}/k^2`$ between the Fourier transforms of the density contrast $`\delta _\stackrel{}{k}`$ and the peculiar potential $`\varphi _\stackrel{}{k}`$. The factor $`1/k^2`$ implies that the regions where the potential is significant are more extended than those where the density contrast is not negligible. What is the size of the regions where the potential is contributing to the late ISW effect? In order to answer this question let us consider a spherically symmetric overdensity. In such a case, Eq. (2) leads to the relation
$$\frac{\varphi }{r}\frac{M(r)}{r^2},$$
(18)
where $`M(r)`$ is the total mass inside a sphere of radius $`r`$. This relation allows us to get various important features of the peculiar gravitational potential generated by a compensated overdensity. In fact, according to the cosmological principle, any overdensity must be compensated at some distance, $`r_c`$, from its center, at which the total mass excess $`M(r_c)`$ vanishes. This excess also vanishes for $`r>r_c`$. Then, according to Eq. (18), the derivative $`\frac{\varphi }{r}(r_c)`$ vanishes for $`r>r_c`$ and, consequently, the potential reaches a minimum constant value, which should be zero to achieve good boundary conditions at infinity. We see that the potential of a compensated structure tends to zero as $`r`$ tends to $`r_c`$; hence, all the shells forming a certain structure –up to compensation radius– would contribute to the ISW effect, although this contribution would be small for r values close to $`r_c`$; hence, the late ISW effect produced by a given structure depends on the way in which it is compensated; namely, it depends on the size $`2r_c`$ of the region where the potential is contributing to the ISW effect. This region is hereafter referred as to the pot-region associated to the inhomogeneity. Since we are considering linear scales where the peculiar velocities are proportional to the gradients of the peculiar gravitational potential, these velocities also vanish for $`r>r_c`$ and, consequently, the pot-region contributing to the ISW effect is that where the peculiar velocities (potential gradients) are significant. A given overdensity would contribute to a certain $`C_{\mathrm{}}`$ coefficient, if the angular scale subtended by its pot-region (not the angular scale subtended by itself) is appropriate.
The compensation of cosmological objects is a statistical phenomenon and, consequently, structures of the same type (for example various GAL structures) could be compensated at different distances from their cores; therefore, although the compensation radius of the Great Attractor has been estimated to be $`r_c^{^{GA}}100h^1Mpc`$ (study of the velocity field around the GA), other GAL structures could compensate at other distances, perhaps at distances of a few times $`r_c^{^{GA}}`$. Voids and Abell clusters would compensate at distances of a few tens of Mpc from the central region. Taking into account these considerations we are going to interpret the results summarized in Table 2.
For model I and $`\mathrm{}=40`$ ($`\mathrm{}=10`$), pot-regions with radius larger than $`250h^1Mpc`$ ($`1000h^1Mpc`$) are not contributing to the late ISW effect. Those having radius larger than $`50h^1Mpc`$ ($`200h^1Mpc`$) and located at $`Z<0.5`$ do not contribute either. The maximum effect is produced by pot-regions with radius close to $`100h^1Mpc`$ ($`300h^1Mpc`$) and located between redshifts $`0.5`$ and $`2.`$ and, finally, the maximum effect produced at $`Z<0.5`$ is due to pot-regions having about $`40h^1Mpc`$ ($`140h^1Mpc`$) radius. This means that, in model I, GAL structures with $`r_c100h^1Mpc`$ produce the maximum contribution to $`C_{40}`$ (the smallest of the $`C_\mathrm{}I^^I`$ coefficients, see the top panel of Fig. 1). GAL objects with sizes $`r_c140h^1`$ would contribute to $`C_{10}`$ when located at $`Z<0.5`$ and GAL objects with pot-regions of a few times $`100h^1Mpc`$ would contribute to all the $`C_\mathrm{}I^^I`$ coefficients from $`\mathrm{}=10`$ to $`\mathrm{}=40`$. Pot-regions with radius of $`40h^1Mpc`$ and located at $`Z<0.5`$ contribute to $`C_{40}`$.
In model II, a similar study has been developed. For $`\mathrm{}=40`$ ($`\mathrm{}=10`$), the following conclusions can be obtained: (i) for arbitrary locations, the most large compensation radius contributing to the late ISW is $`650h^1Mpc`$ ($`2500h^1Mpc`$), (ii) for structures located at $`Z<2`$, the most large radius is $`125h^1Mpc`$ ($`500h^1Mpc`$), (iii) for arbitrary locations, the most large contributions to the late ISW come from compensation radius of $`300h^1Mpc`$ ($`1000h^1Mpc`$), and (iv) for structures located at $`Z<2`$, the most large contributions correspond to radius of $`110h^1Mpc`$ ($`350h^1Mpc`$). In model II, the scales are larger than those of model I. Scales of a few times $`10h^1Mpc`$ do not play any role. GAL structures with $`r_c100h^1Mpc`$ only contribute to $`C_{40}`$ if located at $`Z<2`$. GAL objects compensated at radius around $`300h^1Mpc`$ would play an important role in generating the $`C_\mathrm{}I^^I`$ coefficients, in particular, for $`\mathrm{}=40`$. This conclusion is in agreement with previous claims about the possible relevance of GAL structures in generating the late ISW effect in open universes (Arnau, Fullana & Sáez, 1994; Sáez, Arnau & Fullana, 1995). The GAL objects simulated in those studies (based on TB) undergo effective compensations at distances of a few hundred of Megaparsec from their cores and, in agreement with the results of this paper (Table 2), this type of structures would be contributing significantly to the late ISW effect.
It is worthwhile to emphasize that we have discussed the contribution to the late ISW effect of great cosmological structures (which produce peculiar velocities up to distances of tens or hundreds of Mpc). A linear approach suffices to estimate the potential (also the peculiar velocities) produced by these structures (GAL objects, voids et cettera). We have never considered the Rees-Sciama effect produced by strongly nonlinear substructures lying inside the Great Attractor and other extended inhomogeneities. Such an effect would produce CMB anisotropy on smaller angular scales and its estimate would require other nonlinear approaches.
APPENDIX A
Some quantities used in this paper have the subscript ”$`q`$”. Here, the explicit form of these quantites is given for $`q=I`$ (model I of Section 1) and $`q=II`$ (model II). We summarize the information as follows:
MODEL I ($`q=I`$)
The growing mode of the scalar energy density fluctuations is
$$D_{1I}(a)=\frac{1}{x}\left[\frac{2}{x}+x^2\right]^{1/2}_0^x\left[\frac{2}{y}+y^2\right]^{3/2}𝑑y,$$
(19)
where
$$x=\left[\frac{2\mathrm{\Omega }_\lambda }{\mathrm{\Omega }_m}\right]^{1/3}(1+Z)^1.$$
(20)
The constant $`B_q`$ is
$$B_I=\frac{3}{2}\frac{\mathrm{\Omega }_mH_0^2}{D_1(0)}.$$
(21)
The function $`\lambda _q(a)`$ can be written as follows:
$$\lambda _I(a)=\kappa (a)H_0^1,$$
(22)
where
$$\kappa (a)=_a^1\frac{db}{(\mathrm{\Omega }_{m0}b+\mathrm{\Omega }_\lambda b^4)^{1/2}}.$$
(23)
Now, we give the coefficients $`\mathrm{\Gamma }_I^^I`$, $`\mathrm{\Gamma }_I^^S`$, $`\mathrm{\Gamma }_I^^D`$, $`\mathrm{\Gamma }_I^{^{SD}}`$, $`\mathrm{\Gamma }_I^{^{SI}}`$, and $`\mathrm{\Gamma }_I^{^{DI}}`$ defined in Section 2.
$$\mathrm{\Gamma }_I^^I=\frac{18H_0^4}{\pi }\left[\frac{\mathrm{\Omega }_{m0}}{D_1(0)}\right]^2,$$
(24)
$$\mathrm{\Gamma }_I^^S=\frac{H_0^4}{2\pi }\left[\frac{D_1(L)\mathrm{\Omega }_{m0}(1+Z__L)}{D_1(0)}\right]^2,$$
(25)
$$\mathrm{\Gamma }_I^^D=\frac{2H_0^2}{\pi }\left[\frac{D_1(L)}{D_1(0)}\right]^2\mathrm{\Omega }_{m0}(1+Z__L).$$
(26)
In order to derive these formulae, the cosmological constant has been assumed to be negligible at $`Z__L`$ (see comments of Section 3) and, consequently, as $`\mathrm{\Omega }_{m0}`$ tends to unity, quantities $`\mathrm{\Gamma }_I^^S`$ and $`\mathrm{\Gamma }_I^^D`$ tend to the right values corresponding to a flat universe without cosmological constant ($`H_0^4/2\pi `$ and $`2H_0^2/\pi (1+Z__L)`$).
MODEL II ($`q=II`$)
The same quantities as in model I are now listed:
$$D_{1II}(a)=1+\frac{3}{\zeta }+\frac{3(1+\zeta )^{1/2}}{\zeta ^{3/2}}ln[(1+\zeta )^{1/2}\zeta ^{1/2}],$$
(27)
where
$$\zeta =\frac{H_0(1\mathrm{\Omega }_0)^{3/2}}{\mathrm{\Omega }_0}a.$$
(28)
$$B_{II}=\frac{3}{2}\mathrm{\Omega }_0\left[H_0D_1(a_0)(1\mathrm{\Omega }_0)^{3/2}\right]^1.$$
(29)
$$\lambda _{II}(a)=2\mathrm{tanh}(y/2),$$
(30)
where
$$y=\mathrm{cosh}^1\left[\frac{2\mathrm{\Omega }_0}{\mathrm{\Omega }_0}\right]\mathrm{cosh}^1[\frac{2(1\mathrm{\Omega }_0)^{3/2}H_0}{\mathrm{\Omega }_0}a+1)].$$
(31)
$$\mathrm{\Gamma }_{II}^^I=\frac{18\mathrm{\Omega }_0^2H_0^2}{\pi (1\mathrm{\Omega }_0)D_1^2(a_0)},$$
(32)
$$\mathrm{\Gamma }_{II}^^S=\frac{H_0^4}{2\pi }\mathrm{\Omega }_0^2(1+Z__L)^2\frac{D_1^2(a__L)}{D_1^2(a_0)},$$
(33)
$$\mathrm{\Gamma }_{II}^^D=\frac{2\mathrm{\Omega }_0}{\pi (1\mathrm{\Omega }_0)D_1^2(0)(1+Z__L)}\left(\frac{dD_1}{da}\right)__L^2.$$
(34)
As $`\mathrm{\Omega }_0`$ tends to unity, function $`D_1(a)`$ tends to the growing mode of a flat background, which is proportional to $`a`$. Taking into account this fact and Eqs. (33) and (34), one easily concludes that –as the universe approaches a flat one– quantities $`\mathrm{\Gamma }_{II}^^S`$ and $`\mathrm{\Gamma }_{II}^^D`$ tend to $`H_0^4/2\pi `$ and $`2H_0^2/\pi (1+Z__L)`$, respectively. These limit values coincide with the well known values of $`\mathrm{\Gamma }_{II}^^S`$ and $`\mathrm{\Gamma }_{II}^^D`$ corresponding to the flat background without cosmological constant.
REFERENCES
Arnau J.V., Fullana M.J., Sáez D., 1994, MNRAS, 268, L17
Hu, W., & Sugiyama, N., 1994, Phys. Rev. 50D, 627
Kamionkowski, M., & Spergel, D.N., 1994, ApJ, 432, 7
Knox, L., 1995, Phys. Rev., 52D, 4307
Kolb, E.W., & Turner, M.S., 1994, The Early Universe, Addisson Wesley
Peebles, P.J.E., 1980, The Large Scale Structure of the Universe, Princeton University Press
Martínez-González, E., Sanz, J.L. Silk, J., 1994, ApJ, 436, 1
Sáez D., Arnau J.V., Fullana M.J., 1995, Astro. Lett. and Communications, 32, 75
Sáez D., Fullana M.J., 1999, Astro. Lett. and Communications, in press
Sanz, J.L., Martínez-González, Cayón, L., Silk, J.L., Sugiyama, N., 1996, ApJ, 467, 485
ACKNOWLEDGMENTS. This work has been partially supported by the Spanish DGES (project PB96-0797).
FIGURE CAPTIONS
FIG. 1.– Each panel shows the quantity $`[\mathrm{}(\mathrm{}+1)C_\mathrm{}q^I/2\pi ]^{1/2}`$ (in $`\mu K`$) as a function of $`\mathrm{}`$. Left (right) panel corresponds to the normalization $`\sigma _8=1`$ ($`[\mathrm{}(\mathrm{}+1)C_{\mathrm{}}]^{1/2}=28\mu K`$ for $`\mathrm{}=10`$).
FIG. 2.– Left panel shows the quantity $`\mu _{10I}^{1/2}\times 10^5`$ defined in the text as a function of $`k`$ for the SW (solid) and Doppler (dotted) effects. In the right panel, quantity $`\mu _{10I}^{1/2}\times 10^4`$ is plotted vs. $`k`$ for the SW (solid) and ISW (dotted) effects. These functions must be multiplied to get the corresponding crossed contributions to the CMB angular power spectrum.
FIG. 3.– Top panel shows the quantity $`D_\mathrm{}I^^I(0,Z_{max})`$ defined in the text as a function of $`Z_{max}`$ for $`\mathrm{}=10`$ (solid, not horizontal) and $`\mathrm{}=40`$ (dotted, not horizontal). These curves approach the horizontal lines of the same type as $`Z_{max}`$ increases, crossing them at $`Z_{max}=1140`$. Bottom panel has the same structure, but it shows the quantity $`D_{\mathrm{}II}^^I(0,Z_{max})`$.
FIG. 4.– Top left: plot of $`\nu _{10I}^^I(k,0,Z_{max})`$ (see text) vs. $`k`$ for $`Z_{max}=1140`$ (solid) and $`Z_{max}=0.5`$ (dotted); top right: the same as in top left panel for the quantity $`\nu _{40I}^^I(k,0,Z_{max})`$; bottom left: plot of $`\nu _{10II}^^I(k,0,Z_{max})`$ vs. $`k`$ for $`Z_{max}=1140`$ (solid) and $`Z_{min}=2`$ (dotted); and bottom right: the same as in bottom left for $`\nu _{40II}^^I(k,0,Z_{max})`$.
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# Radio Continuum Emission from the Central stars of M20 and the Detection of a New Supernova Remnant Near M20
## 1 Introduction
The Trifid Nebula (M20), one of the most spectacular optical HII regions in the sky, is centered on a small cluster of hot stars which include components A through G of HD 164492. M20 is located at a distance of $``$1.7 kpc in the Sagittarius spiral arm (but see also Kohoutek, Mayer & Lorenz 1999); it’s angular size of 6 corresponds to about 3pc at this distance. The ionizing flux of $`10^{48.8}`$ s<sup>-1</sup> required to maintain the HII region (Chaisson and Wilson 1975) is supplied by the O7.5III star HD 164492A (Wallborn 1973), which has M<sub>v</sub>=–5.3 for A$`{}_{v}{}^{}`$1.3 towards the central stars (Lynds and O’Neil 1985). This nebula is associated with the young star cluster NGC 6514 and a molecular cloud to the southwest (Ogura and Ishida 1975). The recent detection of several molecular condensations associated with protostellar sources in the HII region and HH 399, a remarkable jet-like structure, suggest a new generation of star formation induced by the nebula (Cernicharo et al. 1998). Hester et al. (1999) have recently shown the high resolution images of the SE corner of the nebula based on observations made with WFPC2 of the HST. The emission from this corner of the HII region is dominated by a photoionized photoevaporative flow.
M20 shows many similarities to M42 such as its interaction with its parent molecular cloud and its inhomogeneous nebular structure, but the Trifid is thought to be significantly younger than the Orion Nebula ($`10^5`$ yr rather than $`10^6`$ yr) and the protostellar molecular condensations associated with massive star formation are even younger (10<sup>4</sup> yr) (Cernicharo et al. 1998).
Here we present near IR and radio observations of M20. We have detected a number of near-IR stellar sources within the central star cluster in J, H, K and L images. All seven of the components of HD 164492 (A–G) appear to varying degrees in these images. Three components – B, C and D – coincide with compact radio continuum sources within 12 arcseconds of HD 164492A. These detections suggest that the central massive star is photoionizing the envelope of cool stars in its immediate vicinity similar to the “proplyds” in the Orion Nebula (Churchwell et al. 1987; Garay et al. 1987; O’Dell et al. 1993). Radio images of the nebula at 20 and 6 cm show dark features suggesting the presence of cold and dense regions of dust and gas clouds within the HII region shadowing the UV radiation from HD 164492A. Lastly, on a scale of tens of arcminutes, we report the discovery of a new candiate barrel-shaped supernova remnant (SNR) lying adjacent to M20 and two shell-type features to the north and east of SNR W28.
## 2 Observations
The Very Large Array of the National Radio Astronomy Observatory<sup>2</sup><sup>2</sup>2The National Radio Astronomy Observatory is a facility of the National Science Foundation, operated under a cooperative agreement by Associated Universities, Inc. was used in its compact C and D configurations at $`\lambda `$20, 6 and 2cm in 1987 (Yusef-Zadeh et al. 1991). Follow-up high resolution observations in the wide BnA array were also carried out at 3.6, 6 and 20cm in 1998. In all observations 3C286 was used as standard amplitude calibrator and 1748-253 and 1730-130 as phase calibrators. The 2 and 6cm data were successfully self-calibrated in the BnA array configuration. The $`\lambda `$20cm and 6cm data corresponding to each configuration were combined before the final images were constructed using VTESS in AIPS. In order to measure the polarization characteristics of G7.06–0.12, we used a different antenna pointing at 6cm centered at $`\alpha ,\delta (1950)=17^h59^m18^s,22^055^{}45^{\prime \prime }`$ which is offset to the north of the central star HD 164492A.
Wide-field $`\lambda `$90cm observations towards the supernova remnant W28 which includes M20 were also obtained in the D configuration of the VLA in 1996. In this case 3C48 and 3C286 were used as amplitude calibrators, while 1828+487 (3C380) was used for phase calibration. The 90 cm data were processed using the wide-field imaging task DRAGON present in the NRAO Software Development Environment (SDE) reduction package. DRAGON successfuly completed 5 loops of self-calibration and CLEAN-based deconvolution to generate the final $`\lambda `$90cm image.
J (1.2 $`\mu `$m), H (1.6 $`\mu `$m), K (2.2 $`\mu `$m) and L (3.5 $`\mu `$m) images were obtained in July 1995 using the near-IR array camera NSFCAM at the NASA Infrared Telescope Facility<sup>3</sup><sup>3</sup>3The NASA Infrared Telescope Facility is operated under contract by the University of Hawaii.. Due to the short time spent taking these images, some of the brighter stars were slightly saturated and stars fill the blank sky images. However, the main results presented here are not affected by the quality of the images.
## 3 Results and Discussion
### 3.1 Central Stars of M20
Figure 1 shows contours of 3.6cm emission with a resolution of 0.63$`{}_{}{}^{\prime \prime }\times 0.45^{\prime \prime }`$ (PA=80<sup>0</sup>) with rms$`33\mu `$Jy. Radio continuum peaks whose flux densities and sizes are listed in Table 1 coincide with the positions of HD164492 B, C and D. Optical positions of HD164492 A, B and C are also listed in Table 1 using the Hipparcos coordinates which are based on a fit to a multiple source model. The quality of the model solution for ”C” using the Hipparcos database was poor, so we did not include it. However, there is an excellent agreement between the absolute position of radio and optical sources to within 0.1<sup>′′</sup>, especially for sources B and C.
The grayscale images in Figure 2 show the components of multiple star HD 164492 and are identified on the J image, which is very similar to visible images. The central star A coincides with the optical star HD 164992A but is not detected at a level of rms$`33\mu `$Jy at 3.6cm. Source C, the brightest radio source, has a flux of 2.43 mJy at 3.6cm. HD 164492D lies only 2 arcsec west of star C and was found to be a strong H$`\alpha `$ emission source by Herbig, who classified it as a Be-star and named it LkH$`\alpha `$ 123 (Herbig 1957). It was also included as H$`\alpha `$-emission star number 46 in a survey by Velge (1957) and star number 145 in the survey of Ogura and Ishida (1975). The D star is the brightest point source in recent 12.5 and 17.9 $`\mu `$m images that were taken with the JPL MIRLIN camera at the IRTF (Ressler and Shure 1995). Notice several objects in the L image which are either unseen or are very much dimmer shortward of K. Among these newly discovered sources is one roughly 3 arcsec NE and the other only 2 arcsec N of star A. If they are physically associated with this star (2<sup>′′</sup> = 3400 AU at 1.7 kpc), they would represent some of the first low-mass companions to high-mass stars.
All three sources B, C and D are also detected at 6cm based on our high resolution BnA array data. Accurate spectral index measurements between 6 and 3.6cm using similar uv coverage and spatial resolution of 0.99$`{}_{}{}^{\prime \prime }\times 0.7^{\prime \prime }`$ (PA=–87<sup>0</sup>) showed $`\alpha `$0 for sources B and C and $`\alpha `$=–0.19, where F$`{}_{\nu }{}^{}\nu ^\alpha `$, for source D. The D star as listed in Table 1 is the only star resolved in our 3.6cm measurements with a deconvolved size of 0.19$`{}_{}{}^{\prime \prime }\times 0.12^{\prime \prime }`$ (PA=129<sup>0</sup>).
### 3.2 Dense neutral gas associated with stars B,C, and D
What is the origin of the emission from B,C, and D? By analogy with the Orion nebula, one suspects that these sources are externally ionised neutral condensations being photoevaporated by the intense UV field of the O7.5III star HD 164492 A. The argument that this is so proceeds similarly to those of Garay et al. (1987) Churchwell et al. (1987) applied to the proplyds first detected in radio continuum in the Orion nebula.
The flat spectra of sources B,C, and D indicate that their radio continuum arises from optically thin free-free emission. For $`T8000`$ K, the volume emission measures are $`n_e^2V1\times 10^{57}\mathrm{cm}^3`$, and for the emission to be optically thin the characteristic scale $`R`$ of the emission region $`50\mathrm{AU}`$. If this region is a roughly constant-density compact Hii region, this scale represents the outer boundary. However, the gas is then gravitationally unbound to the central star and the Hii region would expand on a time scale of $`30`$ yr. On the other hand, if the emitting region is an ionized wind with $`n_er^2`$, the emission is dominated by the innermost radii and $`R`$ corresponds to the *inner* boundary. An ionized stellar wind can be discounted, because then $`R50\mathrm{AU}`$, and the mix of optically-thin and optically-thick contributions at any given frequency produces a $`\nu ^{0.6}`$ spectrum; further the source would be much weaker than observed. Thus we conclude that the emitting region is an ionized wind that is photoevaporated from a reservoir of neutral material near the star.
The neutral reservoir cannot be too large as sources B and C are unresolved and source D is barely resolved. Adopting a distance of 1.7 kpc to M20, the geometric mean of the semi-major and semi-minor axes of source D (see Table 1) is $`R130AU`$, and the corresponding upper limit on sources B and C is 80 AU. The neutral reservoir will be even smaller, and is therefore clearly associated with the star.
The O7.5III star HD 164492 A is likely to be the dominant source of the ionizing photons. An O7.5III star emits $`9.6\times 10^{49}`$ ionizing photons $`\mathrm{s}^1`$ (Panagia 1973), so that the total ionizing flux incident on a 130 AU radius target at the projected distance of star D ($`0.095\mathrm{pc}`$) is $`1.1\times 10^{45}\mathrm{s}^1`$. This is comparable to the hydrogen recombination rate of source D, $`6.6\times 10^{44}\mathrm{s}^1`$. The recombinations in source B and C are also consistent with this hypothesis. Note, however, that stars HD 164492 B,C, and D are of spectral type B (Kohoutek et al 1999) and produce $`10^{45}`$ Lyman continuum photons $`\mathrm{s}^1`$ or more, so they may contribute significantly to the ionization if enough photons can intercept the nearby neutral material.
Our observations do not determine the distribution of the neutral material associated with stars B,C, and D, but we speculate that it is in circumstellar disks, as for the “proplyds” in Orion.
### 3.3 Embedded EW Dust Lane in M20
A $`\lambda `$6cm grayscale image with resolution of 2.3$`{}_{}{}^{\prime \prime }\times 1.1^{\prime \prime }`$ (PA=–80<sup>0</sup>) and an optical image based on the Palomar Sky Survey are compared in Figures 3a and b. The prominent elongated dust lanes to the SW, SE and NW of the optical image have no counterpart in radio, indicating that these dust features lie in front of the HII region. However, there is a remarkable EW dark radio feature which closely mimics the shape of the optical dust lane seen to the SW of the central hot star in Figure 3b near $`\alpha ,\delta (1950)=17^h59^m17^s,23^002^{}50^{\prime \prime }`$. Figure 4 shows a NS slice cut across this feature in the 6cm radio image. The radio continuum emission is depressed by a factor of 3 where the optical nebula appears to be crossed by an EW dark dust lane with a thickness of about 40<sup>′′</sup> (0.3 pc). The correlation between reduced radio emissivity and the optical dust lane is evidence for the dust lane being embedded within the nebula. Other examples of dark features are also apparent in the inhomogeneous large-scale distribution of ionized gas beyond the inner region shown in Figure 3. These dark features are particularly noticeable as broken shell-like structures surrounding the 6 size of the nebula and correlate with the distribution of the HCO<sup>+</sup> J=1–0 emission from the nebula presented by Cernicharo et al. (1998). We also note a column of dark feature labelled as dark shadow within the nebula to the east of TC1. These dark features are unlikely to be produced by a lack of short uv spacing data but are instead due to dense 10<sup>4</sup> cm<sup>-3</sup> column of gas arising from the surface layer of the molecular cloud and causing the HII region to become ionization bounded. The dearth of emission from a series of dark features including the EW feature, as best represented in Figure 3a, are interpreted to be the peaks of dense gas shielding the ionizing flux arising from the central hot star. These columns of dense gas are responsible to reduce the emission measure $`n_e^2L`$ where $`n_e`$ and L are the electron density and the path length.
### 3.4 Ionized Rims of TC1 and TC2
Figure 5 shows total intensity contours over the central part of the HII region at 2.3$`{}_{}{}^{\prime \prime }\times 1.1^{\prime \prime }`$ resolution (PA$`=80^0`$). The two extended ionized features to the NW and SE are associated with two bright point-like condensations of dust emission at 1.3mm denoted TC1 and TC2 by Cernicharo et al. (1998). High velocity broad wings in the HCO<sup>+</sup> emission from TC1 and a jet-like HH feature associated with TC2 led Cernicharo et al. to suggest that these condensations are associated with protostars. The age of these condensations are estimated to be about 10<sup>4</sup> yrs and therefore formed after the birth of the HII region. The extended photoionized features in Figure 5 delineate the ionized rims of TC1 and TC2 facing the central hot star. High resolution WFPC2 observations of TC2 using a number of spectral lines was recently reported by Hester et al. (1999) who interpret the ionized layer of TC2 as a photoionizing photevaporative flow. The typical flux density of the ionized rims of TC1 and TC2 is about 0.5 mJy/beam which corresponds to $`n_e2\times 10^3`$ cm<sup>-3</sup>.
## 4 Discovery of a Supernova Remnant and two Shell-like Features
### 4.1 G7.06–0.12: A Barrel-shaped SNR
Figure 6 shows a large-scale grayscale image of M20 and its immediate vicinity at 20cm (D array only) with a resolution of $`59.1^{\prime \prime }\times 33.7^{\prime \prime }`$ (PA=–2<sup>0</sup>). We note the prominent W28 SNR to the SW and report here a newly discovered shell-type SNR, G7.06-0.12, with a diameter of 13 adjacent to the NW rim of M20. Radio continuum measurements at 6cm show linearly polarized emission at the northern rim of M20 near $`\alpha ,\delta (1950)=17^h59^m22^s,22^055^{}`$. The degree of polarization is about 28% at 6cm based on D array data with a resolution of 29.8$`{}_{}{}^{\prime \prime }\times 14.3^{\prime \prime }`$ (PA=-27<sup>0</sup>). This radio source has no obvious optical counterpart and is a previously uncataloged, synchrotron emitting SNR.
Further evidence that G7.06-0.12 is a SNR is provided by its morphology, revealed in the contour map of the 20cm image centered on the remnant and displayed in Figure 6a. Here G7.06–0.12 is revealed as a classic barrel shaped SNR aligned roughly with its major axis parallel to the Galactic equator (Gaensler 1998). The western rim of the barrel is more extensive and is about 3-4 times brighter than the eastern rim, which protrudes north of M20 near $`\alpha =17^h59^m25^s`$. We also note several clumps of 20cm continuum features to the north of 7.1–0.1 and a 8 elongated structure running north-south toward the center of the SNR.
Finally, the identification of G7.06–0.12 as a barrel-shaped SNR is confirmed by its nonthermal continuum spectrum and morphology as determined from complimentary 90cm observations. Figure 7b is D array, 90cm contour image centered on the bright SNR W28 with an angular resolution of 5.5$`{}_{}{}^{}\times 2.6^{}`$(PA=13.4<sup>0</sup>). Protruding north of the W28 SNR near $`\alpha =17^h58.5^m`$ is the western half of G7.06–0.12, whose eastern half is now smothered by M20 centered near $`\alpha =17^h59.3^m`$. G7.0.6–0.12’s barrel shaped morphology is also revealed on reinspection of the higher resolution ($`20^{\prime \prime }`$) wide-field 90cm image centered near the SNR G5.4-0.1 (Frail, Kassim, and Weiler 1994). The 90cm image is dominated by W28, whose integrated flux is 350$`\pm `$50 Jy.
Confirmation of the nonthermal spectrum of G7.06–0.12 comes from comparing the integrated flux of the well defined western half of the barrel, giving an average of $``$3.9 Jy as obtained from the two 90cm measurements and $``$1.9 Jy from the 20 cm image. This yields the canonical $`\alpha `$-0.5$`\pm `$0.15 nonthermal spectrum of a typical shell-type SNR, as expected. The images are sufficient to confirm that the eastern half of G7.06–0.12 is also nonthermal, but higher resolution 90cm data is required to determine the spectrum of either side of the barrel more accurately than this. It is interesting to note that the integrated flux of M20 from our D array 90 cm map, which includes some flux from the eastern half of G7.06–0.12, is 11$`\pm `$2 Jy. Together with the 14$`\pm `$3 Jy integrated flux present on our 20 cm map this indicates a slightly inverted spectrum revealing that the HII region has started to become optically thick at 90 cm as is common.
While the eastern rim of G7.06–0.12 merges with the northwest segment of M20, there is no morphological evidence for the interaction of the SNR and M20. We cannot rely on $`\mathrm{\Sigma }D`$ relationship to estimate the distance to G7.06–0.12 (Green 1991) but VLA observations at 74 MHz should be able to determine the relative positions, since at that frequency M20 would have become completely optically thick and it would be apparent whether the eastern side of the barrel was being absorbed or not. We note this region of the Galaxy is rich in a having a number of HII complexes ( M8, M20), the SNR W28 expanding into an adjacent molecular cloud (e.g. Wooten 1981) as well as a young star cluster NGC 6514. Thus, it is plausible that SNR G7.06–0.12 is associated with the young cluster, but further studies are needed.
### 4.2 G6.67-0.42: A Nonthermal Shell-type Feature
An additional new radio continuum source identified in this rich region of the Galaxy is G6.67–0.42, located 20 south of M20 as labelled in Figure 6. G6.67–0.42 is clearly distinct from W28 and shows a protruding feature in the eastern part of W28 near $`\delta (1950)=23^023^{}`$. This feature which is curving convex downwards is another previously, unidentified source. It’s morphology is clearly shell-like, as indicated from the 20 cm image displayed in Figure 7a. However the limitation of the 20 cm field of view together with the confusion from W28 allows only a northeastern fragment of an apparently circular shell to be clearly delineated. High-resolution observations at 20cm reveals this new feature which otherwise would have been associated to W28 in earlier low-resolution measurements. The 90cm image shown in Figure 7b shows G6.67–0.42 merged with the eastern part of the shell in W28.
Estimating the spectrum of G6.67–0.42 was done by convolving the 20 and 90cm images to the same resolution 328.8$`{}_{}{}^{\prime \prime }\times `$ 157.6<sup>′′</sup>. The spectrum is estimated to be $``$0.35$`\pm `$0.15 from the peak flux and integrated flux of the shell fragment at 20 and 90cm. The nonthermal emission could be supplied or be part of the W28 remnant itself, such as resulting from a so-called ”blow-out” where the main blast wave has encountered a lower density ISM region. However, the geometry of the weaker shell-like feature and its distinct structure from W28 is not classic blow-out morphology in that its implied center of curvature is significantly different than that of the main W28 shell. Future observations should clarify if the nonthermal shell fragment is either part of W20 or yet another previously unidentified shell-type SNR.
### 4.3 G6.83-0.21: A Shell-type Structure
Lastly, we detect a weakly emitting shell-like source G6.83–0.21 lying between M20 and W28, as labelled in Figure 6. This source lies in a difficult region of our 20cm image where a “negative bowl” surrounding both W28 and M20 suppresses any emission arising from this weak source. In spite of this difficulty, we note a shell source with a diameter of about 15 lying between the northern and southern edges of W28 and G7.06–0.12, respectively. The eastern edge of of G6.83–0.21 is brighter and has a typical flux density of about 4 mJy beam <sup>-1</sup> above the negative depression at a level of –6 mJy beam <sup>-1</sup>.
It is difficult to determine the nature of G6.83–0.21 because of the lack of spectral and polarization information. However, two observational anomalies, described below, imply that G6.83–0.21 is possibly a distinct shell-type SNR. The bright compact source 6.833–0.093 and the pulsar PSR 1758-23 lie at the geometrical center of the shell source G6.83–0.21. An association between PSR 1758-23 and the W28 SNR has been suggested on the basis of age, even though the pulsar lies outside the W28 shell. This hypothesis has the difficulty that it has a much larger dispersion measure than expected if the pulsar were placed 2kpc away (Kaspi et al. 1993), although Frail, Kulkarni and Vasisht (1991) have argued that the large dispersion and scattering of the pulses from PSR 1758-23 are caused by a dense screen of ionized gas located along the line of sight. Another anomaly is the kinematics of the OH(1720 MHz) masers observed across the northern part of W28 (Claussen et al. 1998). OH(1720 MHz) masers have recently been identified as a signature of SNRs interacting with molecular clouds (e.g. Frail, Goss & Slysh 1994; Lockett, Gauthier & Elitzur 1999; Wardle 1999). The kinematics of these masers are generally found to be similar to the systemic velocity of molecular clouds into which SNRs are expanding. Claussen et al. (1998), however, notice an exception in W28, where the masers fall into low and high velocity groups. Two molecular clouds have been observed toward W28 at 7 and 17 km s<sup>-1</sup> in various molecular lines (Wooten 1981). To explain this velocity difference, Claussen et al. (1998) suggest that the entire low-velocity molecular cloud has been accelerated by the SNR shock along our line of sight.
The above anomalies may be resolved if G6.83–0.21 is a shell-type SNR associated with the PSR 1758-23 and is interacting with a distinct 7 km s<sup>-1</sup>molecular cloud. The distance to G6.83–0.21 is difficult to estimate but it has to be placed at a larger distance than 2 kpc to be consistent with the high dispersion of pulsar signals. Future observations of G6.83–0.21 should be important to clarify if this feature is a confusing source in this complex region of the Galaxy or it is a new member of the class of SNRs with associated OH(1720 MHz) masers lying within the inner several degrees of the Galactic center (Yusef-Zadeh et al. 1999).
F. Yusef-Zadeh’s work was supported in part by NASA. Basic research in radio astronomy at the Naval Research Laboratory is supported by the Office of Naval Research.
## Figure captions
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# 1 Introduction
## 1 Introduction
Gamma-ray bursts (GRBs), electromagnetically the most luminous events in the Universe, are short and intense flashes of cosmic high energy ($``$ 100 keV$``$1 MeV) photons. The emission from GRB afterglows, though similar in nature to the emission from supernovae, is more energetic by a few orders of magnitudes, as they release $`10^{51}10^{54}`$ ergs or more in a few seconds. Following the naming sequence, nova and supernova, it is therefore appropriate to call GRBs as hypernova. The origin of GRBs is a mystery even after about 30 years of their accidental discovery by the Vela satellites. Interest focused on where they came from and what they were, but was hampered by lack of sufficient data to even locate them. A major break through in our understanding of GRBs has been achieved in recent years (cf. Kulkarni et al. 1999; Galama et al. 1999; Castro-Tirado et al. 1999a and references therein) mostly due to multi-wavelength observations of the long-lived emission, known as afterglow of GRB, at $`X`$ray, optical and radio wavelengths which have become routine after launch of the Italian-Dutch $`X`$ray satellite BeppoSAX in mid-1996, as it provides the positions of GRBs with an accuracy better than 3$``$5 arc minutes within hours of occurrence. They indicate that most likely all GRBs are at cosmological distances.
The fireball plus blast wave is the most accepted current theoretical model for GRBs and their afterglows (see Piran 1999 for a review). The GRBs are thought to arise when a massive explosion, known as a fireball, releases a large ($`M_{}c^2`$) amount of kinetic energy into a volume of less than 1 light ms across. When this ultra-relativistic outflow of particles interacts with surrounding material, both forward and reverse shocks are formed. The GRB itself is thought to owe its multi-peaked light curve to a series of internal shocks within a relativistic flow while the afterglows are due to the external (forward) shocks driven in the interstellar medium surrounding the burster. As the external shock interacts with increasing amount of swept-up material, it becomes less relativistic, and produces a slowly fading afterglow of $`X`$ray, then ultra-violet, optical, infrared, millimeter and radio radiation. The afterglow emissions are most likely synchrotron radiation (Sari et al. 1998; Piran 1999 and references therein). Compared to the duration of the GRBs, afterglows in the long-wavelength bands can be long-lived. This makes now a days international multi-wavelength observing campaigns as integral part of a GRB research. The optical transient (OT) of a GRB has generally apparent $`R`$ magnitude between 18 to 22, if it is detected a few hours after the burst. The 1-m class optical telescopes equipped with CCD detector are therefore capable of detecting the optical early afterglow of a GRB. As the optical follow-up observations of the GRB afterglows are valuable for understanding the nature of these bursts, we started such observations at U.P. State Observatory (UPSO), Nainital in January 1999 using 104-cm telescope and CCD detector under an international collaborative programme coordinated by one of us (AJCT). So far, successful photometric observations have been carried out for 3 GRB afterglows from the UPSO, Nainital. The UPSO photometric observations for GRB 990123 have been presented by Sagar et al. (1999). The same for the other two, namely GRB 991208 and GRB 991216 are presented here. These in combination with data published in GCN Observational reports are used to study flux decay and spectral index in optical and near-infrared(IR) regions. An introduction to the GRBs studied here is given below.
### 1.1 GRB 991208
Hurley et al. (1999) reported Ulysses, Russian Gamma-Ray Burst Experiment (KONUS) and Near Earth Asteroid Rendezvous (NEAR) detection of an extremely intense, 60 s long GRB on 1999 December 8 at 04:36:52 UT with a fluence $`>`$ 25 keV of $`10^4`$ erg cm<sup>-2</sup> and considerable flux at $`>`$ 100 keV. Observations taken on 1999 December 10.92 UT with VLA at 4.86 GHz and 8.46 GHz by Frail et al. (1999) indicate presence of a compact source of spectral index of $`+1.4`$ at $`\alpha _{2000}=16^h33^m53.^s5;\delta _{2000}=+46^{}27^{^{}}21^{^{\prime \prime }}`$ with a strong candidacy for the afterglow from GRB 991208. At the same location, optical afterglow of GRB 991208 was identified first by Castro-Tirado et al. (1999b) and confirmed by optical observations reported by Stecklum et al. (1999) and Jensen et al. (1999a). Coincident (within errors) with the location of optical and radio afterglows, Shepherd et al. (1999) detected at millimeter wavelengths the brightest afterglow of a GRB reported so far. At 15 GHz and 240 GHz, the GRB 991208 afterglows have been observed by Pooley (1999a) and Bremer et al. (1999) respectively. As this GRB seems to be unusually bright at $`\gamma `$rays, optical, millimeter and radio wavelengths; its detailed study may provide new clues regarding the origin of GRB phenomena. The optical spectra of the GRB taken on 1999 December 13 and 14 with the SAO-RAS 6-m telescope (Dodonov et al. 1999b) indicate a redshift of $`z=0.7055\pm 0.0005`$, which was later also confirmed by Djorgovski et al. (1999a) with the Keck spectra taken on 1999 December 14 and 15.
### 1.2 GRB 991216
Kippen et al. (1999) reported Burst and Transient Source Experiment (BATSE) detection of an extremely bright $`\gamma `$ray burst on 1999 December 16 at 16:07:01 UT (trigger No. 7906) with total fluence above 20 keV $`2.6\times 10^4`$ erg/cm<sup>2</sup>. The event was also detected by NEAR. The burst is thus one of the brightest event detected by both BATSE and NEAR with spectral properties typical of a GRB. Its optical afterglow was detected by Uglesich et al. (1999) at $`\alpha _{2000}=05^h09^m31.^s29;\delta _{2000}=+11^{}17^{^{}}07^{^{\prime \prime }}`$. Coincident with this position, Taylor $`\&`$ Berger (1999) and Pooley (1999b) detected a radio source at 8.5 GHz and 15 GHz respectively, while Takeshima et al. (1999) discovered an $`X`$ray afterglow. Djorgovski et al. (1999b) detected the host galaxy of the burst at $`z`$ = 1.02 (Vreeswijk et al. 1999b), which extends out to $``$ 1$`^{^{\prime \prime }}`$ to the west of GRB 991216 afterglow.
## 2 Optical observations, data reduction and calibrations
The optical observations were carried out from 1999 December 12 to 14 for the GRB 991208 afterglow and on 1999 December 17 for the GRB 991216 afterglow. We used a 2048 $`\times `$ 2048 pixel<sup>2</sup> CCD system attached at the f/13 Cassegrain focus of the 104-cm Sampurnanand telescope of the UPSO, Nainital. As GRB 991208 was located mostly in the day light sky, making optical observations was a herculean task. On all three nights, observations were obtained just before the morning twilight at large air-mass ($`>2`$) but in good photometric sky conditions. Long durations of nights at Nainital in the month of December helped us to carry out observations at least for an hour or so on each day. One pixel of the CCD chip corresponds to 0.$`^{^{\prime \prime }}`$38, and the entire chip covers a field of $`13^{^{}}\times 13^{^{}}`$ on the sky. Fig. 1 shows the location of the GRB 991208 and GRB 991216 afterglows on the CCD images taken from UPSO, Nainital. For comparison, images extracted from the Digital Palomar Observatory Sky Survey (DSS) are also shown where the absence of a GRB OT is clearly seen. Several short exposures upto a maximum of 15 minutes were generally given. In order to improve the signal-to-noise ratio of the OT, the data have been binned in $`2\times 2`$ pixel<sup>2</sup> and also all images of a night have been stacked after correcting them for bias, non-uniformity in the pixels and cosmic ray events. Exposure times for the stacked images of GRB 991208 afterglow in $`I`$ were 400, 1800 and 3600 s on 1999 December 12, 13 and 14 respectively. The total exposure time for the stacked image of GRB 991216 afterglow in $`R`$ is 85 minutes on 1999 December 17. As the OTs were generally quite faint on the stacked images, DAOPHOT profile-fitting technique was used for the magnitude determination. On 1999 December 12 and 13 the GRB 991208 afterglow was sufficiently bright and we could derive its magnitude. However, on 1999 December 14 it had become too faint to be measured on the image. On 1999 December 13, we also observed Landolt (1992) standard stars to calibrate $`I`$ magnitudes of the GRB 991208 afterglow. The results of UPSO observations along with other photometric measurements of GRB 991208 OT are given in Table 1.
In the field of GRB 991216, three stars (as identified in Fig. 1) are photometrically calibrated in $`R`$ passband by Dolan et al. (1999) using Landoldt (1992) standard stars located in SA 93, SA 97 and SA 98 regions. The quoted uncertainty in the zero-point calibration is $`\pm `$0.03 mag. The $`R`$ magnitudes determined by Dolan et al. (1999) agree very well with an independent measurement carried out later on by Henden et al. (2000). This indicates that photometric calibration used in this work is secure. Present $`R`$ magnitude is relative to comparison star A (see Fig. 1). This along with other photometric measurements of GRB 991216 afterglow used in the present analysis are given in Table 1. In order to avoid errors arising due to different photometric calibrations, we have used only those $`R`$ measurements published in GCN Observational reports whose magnitudes could be determined relative to comparison stars shown in Fig. 1. In Gunn $`i`$ and $`JHK`$ filters, all published photometric measurements have been used.
Table 1. Photometric observations of the GRB 991208 and GRB 991216 afterglows. Total errors in magnitude measurements are mostly $``$0.1 while statistical errors are always $``$0.1.
| Time in UT | Filter | Magnitude | Source |
| --- | --- | --- | --- |
| GRB 991208 afterglow | | | |
| Dec 99 10.27 | R | 18.7$`\pm `$0.1 | Jensen et al. (1999a) |
| Dec 99 11.27 | R | 19.5$`\pm `$0.1 | Castro-Tirado et al. (1999c) |
| Dec 99 11.85 | R | 20.0$`\pm `$0.2 | Jensen et al. (1999a) |
| Dec 99 12.29 | R | 20.25$`\pm `$0.15 | Masetti et al. (1999) |
| Dec 99 12.52 | R | 20.5$`\pm `$0.1 | Garnavich & Noriega-Crespo (1999) |
| Dec 99 13.29 | R | 20.3$`\pm `$0.2 | Masetti et al. (1999) |
| Dec 99 13.53 | R | 20.92$`\pm `$0.06 | Halpern & Helfand (1999) |
| Dec 99 14.14 | R | 21.6$`\pm `$0.3 | Dodonov et al. (1999a) |
| Dec 99 14.29 | R | 21.25$`\pm `$0.15 | Masetti et al. (1999) |
| Dec 99 15.29 | R | 21.6$`\pm `$0.3 | Masetti et al. (1999) |
| Dec 99 11.21 | I | 19 to 19.5 | Stecklum et al. (1999) |
| Dec 99 12.02 | I | 19.4$`\pm `$0.18 | Present work |
| Dec 99 13.02 | I | 19.9$`\pm `$0.14 | Present work |
| Dec 99 14.00 | I | $`>`$ 20 | Present work |
| Dec 99 16.68 | K | 19.31$`\pm `$0.15 | Bloom et al. (1999) |
| GRB 991216 afterglow | | | |
| Dec 99 17.148 | R | 18.63$`\pm `$0.02 | Dolan et al. (1999) |
| Dec 99 17.152 | R | 18.64$`\pm `$0.02 | Dolan et al. (1999) |
| Dec 99 17.179 | R | 18.73$`\pm `$0.05 | Henden et al. (1999) |
| Dec 99 17.216 | R | 19.00$`\pm `$0.05 | Henden et al. (1999) |
| Dec 99 17.293 | R | 19.06$`\pm `$0.05 | Henden et al. (1999) |
| Dec 99 17.448 | R | 19.25$`\pm `$0.04 | Dolan et al. (1999) |
| Dec 99 17.455 | R | 19.28$`\pm `$0.04 | Dolan et al. (1999) |
| Dec 99 17.610 | R | 19.48$`\pm `$0.10 | Jha et al. (1999) |
| Dec 99 17.733 | R | 19.89$`\pm `$0.13 | Giveon et al. (1999) |
| Dec 99 17.780 | R | 19.70$`\pm `$0.08 | Present work |
| Dec 99 18.110 | R | 20.12$`\pm `$0.10 | Jensen et al. (1999b) |
| Dec 99 18.320 | R | 20.40$`\pm `$0.10 | Jensen et al. (1999b) |
| Dec 99 18.320 | R | 20.32$`\pm `$0.05 | Garnavich et al. (1999) |
| Dec 99 18.400 | R | 20.30$`\pm `$0.06 | Diercks et al. (1999b) |
| Dec 99 18.560 | R | 20.57$`\pm `$0.05 | Garnavich et al. (1999) |
| Dec 99 19.100 | R | 20.90$`\pm `$0.10 | Jensen et al. (1999b) |
| Dec 99 29.410 | R | 23.60$`\pm `$0.30 | Djorgovski et al. (1999b) |
| Jan 00 06.181 | R | 24.21$`\pm `$0.12 | Schaefer (2000) |
| Dec 99 17.214 | Gunn i | 19.10$`\pm `$0.20 | Diercks et al. (1999a) |
| Dec 99 17.462 | Gunn i | 19.90$`\pm `$0.20 | Diercks et al. (1999a) |
| Dec 99 17.350 | J | 16.99$`\pm `$0.05 | Garnavich et al. (1999) |
| Dec 99 18.130 | J | 17.56$`\pm `$0.02 | Vreeswijk et al. (1999a) |
| Dec 99 18.300 | J | 18.25$`\pm `$0.06 | Garnavich et al. (1999) |
| Dec 99 18.130 | H | 16.74$`\pm `$0.02 | Vreeswijk et al. (1999a) |
| Dec 99 18.130 | K | 16.76$`\pm `$0.02 | Vreeswijk et al. (1999a) |
## 3 Prompt $`\gamma `$ray emission
For GRB 991208, prompt $`\gamma `$ray emissions were detected by KONUS and NEAR while in the case of GRB 991216, they were detected by BATSE and NEAR. We have downloaded the light curves from the archive and shown them in Figs. 2 and 3 for GRB 991208 and GRB 991216 respectively. Presence of multi-peaked spiky temporal profile in the energy distributions of both GRBs is an unambiguous indicator of a series of internal shocks within a relativistic flow. Further discussions on the $`\gamma `$ray light curves of each GRB are given below.
### 3.1 GRB 991208
Fig. 2 shows the light curve in two energy bands accumulated by KONUS in 50 – 200 keV and by NEAR in 100 – 1000 keV. The burst profile is dominated by two strong peaks, separated by about 55 s. Almost identical temporal as well as intensity structures in the light curves at both energy bands indicate that perhaps, dominant emission is in the 100 – 200 keV range as it is common in both observed energy bands. The burst began with a strong pulse which lasted for $``$ 6 s. It has a sharp rise and a relatively slow decline. This is followed by a relatively weak pulse starting at $``$ 40 s after the trigger. It is a relatively broad profile. Almost at the end of this pulse and $``$ 52 s after trigger of the burst, the strongest pulse of this GRB started and lasted for $``$ 20 s. This has almost the same rise and decline time, though the profile is multi-peaked, asymmetric and irregular. As expected, the spiky nature of the profile is clearly visible only on the 64 ms time resolution light curve. Duration (full width at half maxima) of the profile at trigger of the burst is only $``$ 2 s while that of the strongest one is more than 5 s. They also differ in temporal structures. The GRB is a long duration burst as it lasted for more than 70 s.
### 3.2 GRB 991216
We show in Fig. 3 the light curves of GRB 991216 in four energy bands, obtained by the BATSE on board the Compton Gamma-Ray Observatory satellite. The light curve obtained by NEAR is not shown here as it resembles to the BATSE highest energy light curve and also has poor time resolution. The burst has a complicated and irregular time profile. The event began with a weak precursor pulse lasting about 2 s, followed $``$ 15 s later by an intense multi-peaked complex. The main emission lasted for $``$ 17 s followed by a fainter tail that persisted for another $``$ 20 s (Fig. 3). The $`T_{50}`$ and $`T_{90}`$ durations of the burst, as measured in the 50 – 300 keV energy range, are 6.272$`\pm `$0.09 s and 15.168$`\pm `$0.11 s respectively (Kippen 1999) indicating that it is a long duration burst. The burst lasted for $``$ 60 s and it has peaks of width $``$0.5 s, yielding a value of the variability index as 120.
The overall shape of the GRB 991216 in all the energy bands can be described as a fast rise starting at $``$ 17 s; arrived maximum $``$ 21 s and then decayed slowly. Each phase of the burst profile contains a number of well-defined short duration (full width at half-maxima generally $``$ 0.5 s) sub-pulse or spikes within the burst. There are 14 such spikes. We list in Table 2 their time of occurrence and relative counts with respect to the first spike which has 24.3, 38.9, 49.1 and 8.5 K count/s above the background in the energy bands 20 – 50 keV, 50 – 100 keV, 100 – 300 keV and $`>`$ 300 keV respectively. Spikes 1, 2 and 3 are during ascending phase; 4, 5 and 6 are during maxima phase and others are during descending phase of the burst. The peak of spikes occurred almost simultaneously in all the four energy bands. The variations in relative count rates of a spike from higher to lower energy bands are similar for spikes of a phase but differ from the spikes of other phases. The relative count rates are nearly the same in all energy bands for the spikes during ascending phase; they are more in $`>`$ 100 keV energy range than in 20 – 100 keV range for spikes around maxima and they decrease systematically with increase in energy for spikes of descending phase. The light curves show that the low-energy emission persists longer and peaks later than high-energy emission. Particularly striking is the paucity of $`>`$ 300 keV emission during the shoulder about 32 s after trigger of the burst. In the highest energy band emission is maximum in spike 4 and is relatively much reduced at lower energy bands. Hard-to-soft spectral evolution thus observed in GRB 991216 is the typical one usually (but not always) seen throught the GRB and also in sub-pulses within a burst (Fishman et al. 1999 and references therein).
Table 2. List of well-defined $`\gamma `$ray spikes during GRB 991216. Time of its occurrence ($`T_p`$) in 20 – 50 keV energy band after trigger of the burst at 1999 December 16.671 UT along with their relative count rate with respect to first spike in all the four $`\gamma `$ray energy bands are given. Spikes are identified with the ascending, maxima and descending parts of the GRB 991216 burst.
| Spikes | $`T_p`$ | Relative count rate in keV energy band | | | | Phase |
| --- | --- | --- | --- | --- | --- | --- |
| | (s) | 20 – 50 | 50 – 100 | 100 – 300 | $`>`$ 300 | |
| 1 | 17.3 | 1.000 | 1.000 | 1.000 | 1.000 | Ascending |
| 2 | 19.3 | 1.693 | 1.591 | 1.554 | 1.611 | Ascending |
| 3 | 19.7 | 1.771 | 1.804 | 1.810 | 1.705 | Ascending |
| 4 | 19.9 | 1.775 | 1.809 | 2.197 | 3.526 | Maxima |
| 5 | 20.6 | 2.381 | 2.356 | 2.561 | 2.586 | Maxima |
| 6 | 21.9 | 2.216 | 2.089 | 2.368 | 2.452 | Maxima |
| 7 | 22.4 | 1.610 | 1.360 | 1.212 | 0.847 | Descending |
| 8 | 22.7 | 2.402 | 2.402 | 2.470 | 1.752 | Descending |
| 9 | 23.0 | 2.072 | 1.719 | 1.187 | 0.589 | Descending |
| 10 | 23.7 | 1.313 | 0.978 | 0.601 | 0.307 | Descending |
| 11 | 25.6 | 1.124 | 0.836 | 0.575 | 0.313 | Descending |
| 12 | 26.8 | 1.033 | 0.679 | 0.369 | 0.154 | Descending |
| 13 | 29.5 | 1.887 | 1.614 | 1.291 | 0.918 | Descending |
| 14 | 31.1 | 1.940 | 1.616 | 1.244 | 0.713 | Descending |
In the energy band 50 – 300 keV, peak flux at 64, 256 and 1024 ms intervals are 19.93$`\pm `$0.24, 17.80$`\pm `$0.11 and 14.55$`\pm `$0.13 $`\mu `$erg/cm<sup>2</sup>/s respectively while the fluence in the BATSE energy channels 1, 2, 3 and 4 are 17.2637$`\pm `$0.053, 22.9693$`\pm `$0.054, 65.0656$`\pm `$0.136 and 150.204$`\pm `$1.167 $`\mu `$erg/cm<sup>2</sup> respectively (Kippen 1999). The hardness ratio $`\frac{f_{100300}}{f_{50100}}`$ is thus = 2.83$`\pm `$0.02.
## 4 Optical and near-IR photometric observations
Both GRB 991208 and GRB 991216 afterglow emissions have been photometred in optical and near-IR passbands and the results are published in GCN Observational reports. We have used these data in combination with the present measurements to study their flux decay and spectral index from 0.7 $`\mu `$m to 2.2 $`\mu `$m in the following sub-sections.
### 4.1 Light curves
In order to study the optical and near-IR photometric light curves of the GRB 991208 and GRB 991216 afterglows, we have plotted photometric measurements as a function of time in Fig. 4. The X-axis is log ($`tt_0`$) where $`t`$ is the time of observation given in Table 1 and $`t_0`$ is the time of the trigger of GRB event which is 1999 December 8.192 UT for GRB 991208 and 1999 December 16.671 UT for GRB 991216. All times are measured in unit of day. The decay of earlier GRB afterglows appears to be well characterized by a power law $`F(t)(tt_0)^\alpha `$, where $`F(t)`$ is the flux of the afterglow at time $`t`$ and $`\alpha `$ is the decay constant. Assuming this parametric form and by fitting least square linear regressions to the observed magnitudes as function of time, we derive below the value of flux decay constant for both GRB 991208 and GRB 991216 afterglows.
#### 4.1.1 GRB 991208
Present observations in combination with the publised ones have been used to derive flux decay constants of the OT of GRB 991208. Fig. 4(A) shows the light curve in $`R`$ and $`I`$ photometric passbands where the useful measurements in $`I`$ are only from UPSO, Nainital. The object is fading very fast, and no flattening of the light curves is observed. We obtained the following linear relations for the $`R`$ and $`I`$ magnitudes as function of time
$`R(t)=(16.95\pm 0.06)+(5.47\pm 0.09)log(tt_0)`$
$`I(t)=(16.52\pm 0.01)+(4.95\pm 0.01)log(tt_0)`$
These lines are also plotted in Fig. 4(A). In $`R`$, points which are discrepant by more than 3 $`\sigma `$ have been excluded from the analysis. If one includes them, then the slope becomes steeper with a value of 5.92$`\pm `$0.55. In $`I`$, the linear relation is derived only from the UPSO observations. Other observations in $`I`$ (see Table 1) are not accurate enough to be used for deriving the linear relation. Allowing for the factor $`2.5`$ involved in converting the flux to magnitude scale, the values of $`\alpha `$ are either $`2.15\pm 0.04`$ or 2.37$`\pm `$0.22 in $`R`$ and $`2`$ in $`I`$ passbands. This indicates that flux decays in $`R`$ and $`I`$ are almost similar and hence, we adopt a value of 2.2$`\pm `$0.1 as flux decay constant in further discussions. GRB 991208 afterglow is thus decaying much faster than afterglows of other GRBs observed so far including GRB 990123 afterglow observed earlier by us (cf. Sagar et al. 1999) where $`\alpha `$ is 1.1$`\pm `$0.06. This is also the brightest afterglow detected at millimeter wavelengths to date (Shepherd et al. 1999). Thus GRB 991208 OT presents an interesting case for understanding the origin of radiation from a $`\gamma `$ray burst across the entire electromagnetic band.
#### 4.1.2 GRB991216
In Fig. 4(B), we have plotted photometric measurements in $`R`$, Gunn $`i`$ and $`J`$ passbands as a function of time. The UPSO, Nainital measurement, identified in the figure, fits very well with the observed linear decay of the $`R`$ magnitude. The emission from GRB 991216 OT is fading in all 3 passbands. The light curves do not exhibit flattening in any passband, though observations in $`R`$ are until $``$ 20 days after the GRB. We obtained the following linear relations for the $`R`$, $`i`$ and $`J`$ magnitudes as function of time
$`R(t)=(19.69\pm 0.02)+(3.04\pm 0.10)log(tt_0)`$
$`i(t)=(19.91\pm 0.01)+(3.05\pm 0.01)log(tt_0)`$
$`J(t)=(17.55\pm 0.01)+(3.31\pm 0.01)log(tt_0)`$
These lines are also plotted in Fig. 4(B). In $`R`$, 16 points respresenting early observations ($`<`$ 2.5 day after the burst) seem to follow a linear relation and value of the slope is derived only based on them. In $`i`$ and $`J`$ passbands, linear relations are derived only from the two observations provided by Diercks et al. (1999a) and Garnavich et al. (1999) respectively. The $`J`$ magnitude of Vreeswijk et al. (1999a) at 1999 December 18.13 UT lies well above the linear relation (Fig. 4(B)). By including this point in the linear fit, the slope becomes flatter with a value of 2.77$`\pm `$0.89. Allowing for the factor $`2.5`$ involved in converting the flux to magnitude scale, the values of $`\alpha `$ are 1.22$`\pm `$0.04 in $`R`$, $`1.22`$ in $`i`$ and between 1.11$`\pm `$0.36 to 1.32 in $`J`$ passbands. A comparison of these indicates that at early times ($`<`$ 2.5 day after the burst), flux decays in optical and near-IR regions are almost similar and thus, the values of $`\alpha `$ are independent of wavelength at least in the range of 0.7 to 1.3 $`\mu `$m. For further discussions, we adopt a value of 1.2$`\pm `$0.1 for the flux decay constant of GRB 991216. This is in agreement with the early time decays of most of the GRB afterglows observed so far.
Extrapolation of the $`R`$ linear relation derived above at the times of $`R`$ measurements of 1999 December 29.41 UT and 2000 January 6.18 UT gives values which are brighter than the observed ones at $`2\sigma `$ level. Somewhat steeper index is needed to fit these observations. Fitting of the least square linear regression to the last three points, shown as dotted line in the figure, yields $`\alpha =1.45\pm 0.04`$. This indicates a steepening of $`\delta \alpha =0.23\pm 0.06`$ in the $`R`$ light curve. More photometric observations, including those of later dates are required to ascertain this observed steepening in the light curve.
### 4.2 Spectral index of the GRB 991208 and GRB 991216 afterglows
The flux distribution of both afterglows has been determined in the wavelength range of 0.7 $`\mu `$m to 2.2 $`\mu `$m using broadband photometric measurements listed in Table 1. We used the reddening map provided by Schlegel, Finkbeiner & Davis (1998) for estimating Galactic interstellar extinction toward the bursts and found negligible for GRB 991208 but a value of $`E(BV)=0.634`$ mag for GRB 991216. In converting the magnitudes into fluxes, we have used the effective wavelengths and normalisations by Bessell (1979) for $`R`$ and $`I`$ and by Bessell & Brett (1988) for $`J,H`$ and $`K`$. The fluxes thus derived are accurate to $``$ 10%. The Fig. 5 shows the spectrum for both GRB 991208 and GRB 991216 OTs. We fitted the observed flux distribution with a power law $`F_\nu \nu ^\beta `$, where $`F_\nu `$ is the flux at frequency $`\nu `$ and $`\beta `$ is the spectral index. Other details are given below.
#### 4.2.1 GRB 991208
We have constructed the GRB 991208 afterglow spectrum on 1999 December 16.68 UT. This epoch was selected for the long wavelength coverage possible at the time of observations of $`K`$ magnitude. Optical flux at the wavelengths of $`R`$ and $`I`$ passbands has been derived using the slope of the fitted light curve shown in Fig. 4(A) for the present epoch assuming that there is no interstellar absorption. The derived fluxes are 4.8, 5.8 and 12.3 $`\mu `$Jy at the effective wavelengths of $`R,I`$ and $`K`$ passbands respectively. They are plotted in Fig. 5(A). It is observed that as the frequency decreases the flux increases with $`\beta =0.75\pm 0.03`$. This agrees very well with the value of $`\beta =0.77\pm 0.14`$ given by Bloom et al. (1999) for the spectral index between optical to IR wavelengths. A day earlier on 1999 December 15.64, the fully calibrated Keck 10-m spectrum give the value of $`\beta =0.9\pm 0.15`$ between 0.385 $`\mu `$ to 0.885 $`\mu `$ (Djorgovski et al. 1999a) which agrees with the optical to IR spectral index.
#### 4.2.2 GRB 991216
We have constructed the GRB 991216 afterglow spectrum at about 35 hr after the burst, which was selected for the long wavelength coverage possible at the time of $`JHK`$ observations (see Table 1). Using the linear equations drawn in Fig. 4(B) and the measurements listed in Table 1, we obtained for this epoch $`R=20.2,i=20.4,J=17.9,H=16.7`$ and $`K=16.8`$ mag with an uncertainty of $`0.2`$ mag. The Gunn $`i`$ magnitude has been converted into Cousins $`I`$ using $`R`$ measurement and the relations given by Wade et al. (1979) and Bessell (1979). This yields $`I=19.5\pm 0.2`$ mag. These $`R,I,J,H`$ and $`K`$ magnitudes have been first corrected for Galactic interstellar extinction of $`E(BV)=0.634`$ mag, which correspond to $`A_{Rc}=1.64,A_{Ic}=1.24,A_J=0.56,A_H=0.35`$ and $`A_K=0.21`$ mag for the standard reddening curve given by Mathis (1990) and then converted to fluxes. The fluxes thus obtained are 115, 130, 190, 305 and 150 $`\mu `$Jy at the effective wavelengths of $`R,I,J,H`$ and $`K`$ passbands respectively. The results are plotted in Fig. 5(B) for both the observed and the dereddened magnitudes, in order to demonstrate the effect of Galactic extinction on the shape of the energy distribution of the afterglow. This shows that reddened spectrum becomes steeper. It is observed that as the frequency decreases the flux increases upto $`H`$ passband and then it turns over. The spectrum thus may not be described by a single power law. We find that between $`R`$ and $`H`$ the spectral slope is $`1.01\pm 0.12`$. By ignoring the turnover, a spectral slope of $`0.45\pm 0.30`$ is found between $`R`$ and $`K`$.
The continuum flux of the GRB 991216 afterglow determined at 1999 December 18.372 UT using $`J`$ band spectrophotometry by Joyce et al. (1999) rises from $``$ 150 $`\mu `$Jy at 1.12 $`\mu `$m to $``$ 220 $`\mu `$Jy at 1.23 $`\mu `$m, and remains approximately constant at $``$ 220 $`\mu `$Jy out to 1.33 $`\mu `$m. It is thus not particularly well described by a single power law in agreement with our findings. This suggest that either not all of the near-IR flux seen is due to synchrotron emission, or a break in the synchrotron spectrum was near 1.25 $`\mu `$m at the time of observation.
## 5 The energetics of the GRBs
Redshift determination of $`z=0.7055`$ (Dodonov et al. 1999b) for the GRB 991208 afterglow and of $`z=1.02`$ for the host of GRB 991216 (Djorgovski et al. 1999b), yields a minimum corresponding luminosity distances of 4.2 Gpc and 6.2 Gpc respectively for a standard Friedmann cosmological model with Hubble constant $`H_0`$ = 65 km/s/Mpc, cosmological density parameter $`\mathrm{\Omega }_0`$ = 0.2 and cosmological constant $`\mathrm{\Lambda }_0`$ = 0 (if $`\mathrm{\Lambda }_0>0`$ then the inferred distances would increase). Considering isotropic energy emission and observed fluence above 25 keV of $`10^4erg/cm^2`$ (Hurley 1999) for GRB 991208 and observed fluence $`>`$ 20 keV of 255.5 $`\mu `$erg/cm<sup>2</sup> (Kippen 1999) for GRB 991216 and using the corresponding inferred luminosity distances, we estimate the $`\gamma `$ray energy release to be $`1.3\times 10^{53}`$ erg $`0.07M_{}c^2`$ for GRB 991208 and 6.7$`\times 10^{53}`$ erg $``$ 0.4 $`M_{}c^2`$ for GRB 991216.
Of the dozen GRBs with known redshifts, five with total fluence energies $`>`$ 20 keV in excess of 10<sup>53</sup> erg (assuming isotropic emission) are GRB 991216 and GRB 991208 (discussed here); GRB 990510 (Harisson et al. 1999); GRB 990123 (Andersen et al. 1999; Galama et al. 1999) and GRB 971214 (Kulkarni et al. 1998). The name hypernova, coined recently, to describe such energetic events is therefore seems to be most appropriate. Recent observations suggest that GRBs are associated with stellar deaths, and not with quasars or the nuclei of galaxies as some GRBs including the present GRB 991216 (see Djorgovski et al. 1999b) are found off-set from their host galaxy. However, release of huge amount of isotropic energy of $`10^{53}`$ erg or more is essentially incompatible with the popular stellar death models (coalescence of neutron stars and death of massive stars). The large energy release can also not be understood with exotic models such as that of baryon decay (Perna & Loeb 1998), as the entire or a good fraction of rest mass energy of neutron stars is released in such models. There are two ways namely gravitational lensing and non-isotropic emission to reduce the enormous energy release. The possibility of the burst being amplified by gravitational lensing has been discussed at length by Kulkarni et al. (1999) in the case of GRB 990123. However, direct observational evidence for lensing lacks in GRB 990123 and others (cf. Marani et al. 1999). On the other hand, evidence for beaming seems to be present in the case of a few GRBs including GRB 991208 discussed below. Indeed, almost all energetic sources in astrophysics such as pulsars, quasars and accreting stellar black holes display jet-like geometry and hence, non-isotropic emission. Beaming reduces the estimated energy by a factor of 10 - 300, depending upon the size of its opening angle (Sari et al. 1999). The $`\gamma `$ray energy released then becomes $`10^{52}`$ erg, a value within reach of current popular models for the origin of GRBs (see Piran 1999 and references therein).
## 6 Discussions and Conclusions
Using optical and near-IR observations (see Table 1), we obtained the values of flux decay constant and spectral index as 2.2$`\pm `$0.1 and $`0.75\pm 0.03`$ for GRB 991208 OT and 1.2$`\pm `$0.1 and $`1.01\pm 0.12`$ for the early time flux decay of GRB 991216 afterglows. These values indicate that flux decay of the GRB 991216 is normal but that of GRB 991208 is fastest in the GRBs observed so far. The GRB 991216 OT light curve in $`R`$ becomes steeper by $`\delta \alpha =0.23\pm 0.06`$ at late time ($`>`$ 2 to 2.5 day after the burst). Before deriving any conclusion from the flux decays of these GRBs, we compare them with other well studied GRBs. Except GRB 990123 and GRB 990510, all exhibit, at both early and late times a single power-law decay, generally $``$ 1.2, a value reasonable for spherical expansion in the standard model. However, rapid decays and flat spectra ($`\beta 1.2`$) in optical and near-IR region of the OTs of GRB 980326 with $`\alpha `$=1.7$`\pm `$0.13 and $`\beta =0.66\pm 0.7`$ (Castro-Tirado & Gorosabel 1999, Sari et al. 1999); GRB 980519 with $`\alpha `$ = 2.05$`\pm `$0.04 and $`\beta =1.05\pm 0.10`$ (Halpern et al. 1999) and GRB 991208 with $`\alpha `$ = 2.2$`\pm `$0.1 and $`\beta =0.75\pm 0.03`$ (discussed here), can not be understood in terms of standard models but can either be explained by a jet (Sari et al. 1999) or by a circumstellar wind model (Chevalier & Li 1999).
Recent theoretical models on beaming of the relativistic outflow predict a break and a marked steepening in the afterglow light curve (Mészáros & Rees 1999; Rhoads 1999; Sari et al. 1999). In such models, a break in the light curve is expected when the jet makes the transition to sideways expansion after the relativistic Lorentz factor drops below the inverse of the opening angle of the initial beam. Slightly later, the jet begins a lateral expansion which causes a further steepening of the light curve. The time of occurrence of break and extent of steepening in the afterglow light curve thus depend upon the opening angle of the transient collimated outflow. At late times, when the evolution is dominated by the spreading of the jet, the value of $`\alpha `$ is expected to approach the electron energy distribution index with values between 2.0 and 2.5 while the value of $`\beta `$ is expected to be $`\alpha /2`$, if cooling frequency has passed the observed frequency and $`\frac{(\alpha 1)}{2}`$ otherwise (Sari et al. 1999). The expected values of $`\alpha `$ and $`\beta `$ are thus in excellent agreement with the corresponding observed values of $`2.4\pm 0.02`$ and $`0.61\pm 0.12`$ for GRB 990510 (Stanek et al. 1999) and 2.2$`\pm `$0.1 and $`0.75\pm 0.03`$ for GRB 991208 (discussed here). Fast optical flux decay and flat broadband spectrum observed in GRB 991208 here may therefore be due to effects of beaming like in GRB 990510.
Observational evidence for a break was found first in the optical light curve of GRB 990123 afterglow (Castro-Tirado et al. 1999a; Kulkarni et al. 1999) and recently in that of GRB 990510 afterglow (Stanek et al. 1999), where the light curve steepened 1.5 to 2 days after the burst. The value of $`\alpha =1.13\pm 0.02`$ for early time (3 hr to 2 day) of the GRB 990123 light curve becomes 1.75$`\pm `$0.11 at late times (2-20 day) while the corresponding slopes for GRB 990510 are 0.76$`\pm `$0.01 and 2.40$`\pm `$0.02 respectively with the break time 1.57$`\pm `$0.03 day. If the steepening observed in both cases are due to beaming, then one may conclude that it occures within $`<`$ 2 days of the burst. We therefore argue that observed steep decay in the optical light curve of GRB 991208 afterglow may be due to beaming which occurred before the start of its optical observations which is $``$ 2.1 day after the burst. However, a break in the light curve of GRB afterglow can occur due to a number of causes other than beaming (Kulkarni et al. 1999; Wei & Lu 1999). We are presently unable to understand the possible cause of steepening by 0.23$`\pm `$0.06 in the $`R`$ light curve of GRB 991216 between 2 to 2.5 day after the burst, as beaming steepens the light curve by $``$ 1 dex.
Prompt $`\gamma `$ray emission light curves of both long duration bursts GRB 991208 and GRB 991216 show complicated and irregular time profile. Presence of multi-peaked and spiky temporal profile in the light curves of both GRBs is an unambiguous indicator of a series of internal shocks within a relativistic flow.
Redshift determinations yield a minimum distance of 4.2 Gpc for GRB 991208 and 6.2 Gpc for the GRB 991216, if one assumes standard Friedmann cosmology with $`H_o=65`$ km/s/Mpc, $`\mathrm{\Omega }_0=0.2`$ and $`\mathrm{\Lambda }_0=0`$. Both GRBs are thus at cosmological distances. Considering isotropic energy emission, we estimate enormous amount of the $`\gamma `$ray energy release ($`1.3\times 10^{53}`$ erg for GRB 991208 and $`6.7\times 10^{53}`$ erg for GRB 991216). These high energetics are reduced if the emission is not isotropic but collimated, as suggested by the flat spectrum and steep decay in the optical light curve of GRB 991208.
The quasi-simultaneous spectral energy distributions are determined for both GRB afterglows in optical and near-IR region. The flux decreases with frequency in both cases and follows an exponential relation with not too different spectral slopes. There are indications that the synchrotron spectrum of GRB 991216 afterglow breaks near 1.2 $`\mu `$m.
Acknowledgements The authors are thankful to Prof. D. Bhattacharya for providing useful comments and suggestions. This research has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center.
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Caption to Figure
Figure 1. Finding charts are produced from the CCD images taken from UPSO, Nainital. North is top and East is left. For GRB 991208 field, the image is in $`I`$ passband taken on 1999 December 13.0 UT while for GRB 991216, it is on 1999 Dec 17.78 UT in $`R`$ passband. The optical transient (OT) is located inside the circle. Here only 2.$`{}_{}{}^{^{}}4\times 2.^{^{}}`$4 field of view is presented. The region corresponding to CCD image is extracted from the Digital Palomar Observatory Sky Survey and marked as DSS. A comparision of both images of the same field shows the absence of GRB afterglows on the DSS images. In the case of GRB 991208, also shown are the three comparison stars A and B (Jha et al. 1999) and C (Henden et al. 1999) calibrated by Dolan et al. (1999) in $`R`$ band.
Figure 2. The NEAR and KONUS light curves of GRB 991208 in two energy ranges 50 – 200 keV and 100 – 1000 keV.
Figure 3. The BATSE light curves of GRB991216 in four energy ranges 20 – 50 keV; 50 – 100 keV; 100 – 300 keV and $`>`$ 300 keV.
Figure 4. Light curve of (A) GRB 991208 afterglow in optical $`R`$ and $`I`$ photometric passbands from 2 to 4 days after the burst while that of (B) GRB991216 afterglow is from 1 to 20 days after trigger of the burst in $`R`$, Gunn $`i`$ and $`J`$ photometric passbands. For both GRBs, measurements from UPSO, Nainital have been marked.
Figure 5. The spectral flux distribution of the afterglows of (A) GRB 991208 and (B) GRB 991216 at $``$ 8.5 day and $``$ 35 hr after the corresponding bursts. For GRB 991216 both reddened (crosses) and unreddened (filled circles) spectra are presented.
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# Coexistence of Singlet and Triplet Attractive Channels in the Pairing Interactions Mediated by Antiferromagnetic Fluctuations
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## Abstract
We propose a phase diagram of quasi-low-dimensional type II superconductors in parallel magnetic fields, when antiferromagnetic fluctuations contribute to the pairing interactions. We point out that pairing interactions mediated by antiferromagnetic fluctuations necessarily include both singlet channels and triplet channels as attractive interactions. Usually, a singlet pairing is favored at zero field, but a triplet pairing occurs at high fields where the singlet pairing is suppressed by the Pauli paramagnetic pair-breaking effect. As a result, the critical field increases divergently at low temperatures. A possible relation to experimental phase diagrams of a quasi-one-dimensional organic superconductor is briefly discussed. We also discuss a possibility that a triplet superconductivity is observed even at zero field.
\]
Pairing interactions mediated by a spin fluctuations have been discussed as a possible mechanism of anisotropic superconductivity in exotic superconductors such as organic superconductors, heavy fermion superconductors, high-$`T_\mathrm{c}`$ cuprate superconductors, and ruthenate superconductors. For example, in a ruthenate superconductor $`\mathrm{Sr}_2\mathrm{RuO}_4`$, pairing interaction mediated by ferromagnetic fluctuations is a candidate for the mechanism of the superconductivity. The superconductivity in this compound is considered to be due to triplet pairing from experimental results such as those obtained in Knight shift measurements and $`\mu SR`$ experiments .
On the other hand, in the organics, cuprates, and heavy fermion superconductors, anisotropic singlet pairing intereactions mediated by antiferromagnetic fluctuations have been examined by many authors, because these compounds are in proximities to antiferromagnetic phases. However, in some of the quasi-one-dimensional organic superconductors and the heavy fermion superconductors, triplet superconductivities have been supported by some experimental results . In particular, in some of the heavy fermion superconductors, the triplet pairing seems to be established.
In a quasi-one-dimensional organic superconductor $`(\mathrm{TMTSF})_2\mathrm{PF}_6`$, triplet pairing is supported by recent Knight shift measurements by Lee et al. , but it may appear to contradict the proximity to an antiferromagnetic phase. We will briefly discuss later that it does not necessarily contradict the mechanism of superconductivity with pairing interactions mediated by antiferromagnetic fluctuations. There is another contradiction between the thermal conductivity measurements and the NMR experiments in $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$. The former indicates a nodeless gap, while the latter suggests an existence of line nodes. However, this contradiction can be consistently explained also in terms of the pairing interactions mediated by antiferromagnetic fluctuations .
In the cuprate high-$`T_\mathrm{c}`$ superconductors, experiments with $`\pi `$-junction suggest an anisotropic pairing which is conventionally called a $`d`$-wave pairing. Pairing interactions mediated by spin fluctuations have been discussed by many authors since the discovery of the high-$`T_\mathrm{c}`$ superconductors, for example, Miyake et al. and the present author et al. . However, it is not established to what extent the spin fluctuations contribute to the pairing interactions.
In this paper, we discuss a phase diagram of quasi-low-dimensional type II superconductors on a $`T`$-$`H`$ plane. We consider a situation in which a singlet pairing is favored at zero field because of pairing interactions induced by the exchange of antiferromagnetic spin fluctuations. We restrict our discussion to parallel magnetic fields so that we can regard the orbital pair-breaking effect as weak.
The pairing interactions mediated by spin fluctuations are written as
$$H^{}=g\underset{ij}{}\chi _{ij}\stackrel{}{S}_i\stackrel{}{S}_j,$$
$`(1)`$
where $`i`$ and $`j`$ denote lattice sites and $`\chi _{ij}`$ is the expression of the spin susceptibility in real space. The dynamical effects and strong coupling effects can be taken into account by developing a perturbation theory in more basic models such as Hubbard models . However, since it is not essential for the purpose of this paper, we discuss pairing interactions of the form of eq. (1) for a while. Equation (1) can be rewritten as
$$\begin{array}{ccc}\hfill H^{}& =& \frac{g}{N}\underset{\mathrm{𝐤𝐤}^{}}{}\chi (𝐤𝐤^{})[\frac{1}{4}(\psi _{11}^{}(𝐤)\psi _{11}(𝐤^{})\hfill \\ & & +\psi _{1,1}^{}(𝐤)\psi _{1,1}(𝐤^{})+\psi _{10}^{}(𝐤)\psi _{10}(𝐤^{}))\hfill \\ & & \frac{3}{4}\psi _{00}^{}(𝐤)\psi _{00}(𝐤^{})]\hfill \end{array}$$
$`(2)`$
where
$$\begin{array}{ccc}\hfill \psi _{11}(𝐤)& =& c_𝐤c_𝐤\hfill \\ \hfill \psi _{1,1}(𝐤)& =& c_𝐤c_𝐤\hfill \\ \hfill \psi _{10}(𝐤)& =& \frac{1}{\sqrt{2}}(c_𝐤c_𝐤+c_𝐤c_𝐤)\hfill \\ \hfill \psi _{00}(𝐤)& =& \frac{1}{\sqrt{2}}(c_𝐤c_𝐤c_𝐤c_𝐤).\hfill \end{array}$$
$`(3)`$
When the antiferromagnetic fluctuations are strong, the factor $`\chi _{ij}`$ changes its sign depending on the distance between the sites $`i`$ and $`j`$. In general, the factor $`\chi _{ij}`$ is positive for the sites $`(i,j)`$ on the same sublattice, while $`\chi _{ij}`$ is negative for the sites $`(i,j)`$ on the different sublattices, for the antiferromagnetic correlations. Here, it is easily verified from eq. (2) that the spin correlations between the different sublattices ($`\chi _{ij}<0`$) favor singlet pairing, while they on the same sublattices ($`\chi _{ij}>0`$) favor triplet pairing.
For example, in tight binding models near the half-filling, the factor $`\chi _{ij}`$ changes its sign alternately. For the nearest-neighbor sites $`(i,j)`$, $`\chi _{ij}\overline{\chi }_1<0`$, while for the next-nearest-neighbor sites $`\chi _{ij}\overline{\chi }_2>0`$. The former $`\overline{\chi }_1<0`$ favor the singlet pairing, while the latter $`\overline{\chi }_2>0`$ contribute to the next-nearest-neighbor triplet pairing.
The triplet pairing interactions between the next-nearest-neighbor sites have not been considered to be important so far, because the nearest-neighbor singlet pairing interactions are usually much stronger than the next-nearest-neighbor triplet pairing interactions. However, we could not ignore the triplet pairing interactions between electrons with parallel spins at high fields where the singlet pairing is suppressed by the Pauli pair-breaking effect.
It might be considered that the contributions to the triplet pairing interactions from $`\overline{\chi }_2>0`$ may be completely canceled by the larger negative contributions from $`\overline{\chi }_1<0`$. In order to illustrate that an attractive channel remains as a total, let us consider an example in which there are only two kinds of $`\chi _{ij}`$ with opposite signs, and write them $`\overline{\chi }_1`$ and $`\overline{\chi }_2`$. For example, in a one-dimensional tight binding model, if we truncate $`\chi _{ij}`$ at the next-nearest-neighbor sites, we obtain $`\overline{\chi }_1<0`$ and $`\overline{\chi }_2>0`$ and $`|\overline{\chi }_1|>|\overline{\chi }_2|`$.
Then, the gap equations are written in a matrix form
$$\left(\begin{array}{c}\mathrm{\Delta }_1\\ \mathrm{\Delta }_2\end{array}\right)=V\left(\begin{array}{cc}\overline{\chi }_1W_{11}& \overline{\chi }_1W_{12}\\ \overline{\chi }_2W_{21}& \overline{\chi }_2W_{22}\end{array}\right)\left(\begin{array}{c}\mathrm{\Delta }_1\\ \mathrm{\Delta }_2\end{array}\right),$$
$`(4)`$
where $`V=3g/8>0`$ for the singlet pairing and $`V=g/8<0`$ for the triplet pairing. The matrix elements $`W_{nm}`$ are defined by
$$W_{nm}=\frac{1}{N}\underset{𝐤}{}\gamma _n(𝐤)\frac{\mathrm{tanh}\frac{ϵ_𝐤}{2T}}{2ϵ_𝐤}\gamma _m(𝐤),$$
$`(5)`$
where $`\gamma _n(𝐤)`$ are the momentum dependent factors to expand the gap function. For example, when we consider one dimensional systems with interactions up to the next-nearest-neighbor sites, $`\gamma _n(𝐤)`$ are defined by
$$\begin{array}{ccc}\hfill \gamma _1(k_x)& =& \sqrt{2}\mathrm{cos}k_x\hfill \\ \hfill \gamma _2(k_x)& =& \sqrt{2}\mathrm{cos}2k_x\hfill \end{array}$$
$`(6)`$
for the singlet pairing, and
$$\begin{array}{ccc}\hfill \gamma _1(k_x)& =& \sqrt{2}\mathrm{sin}k_x\hfill \\ \hfill \gamma _2(k_x)& =& \sqrt{2}\mathrm{sin}2k_x\hfill \end{array}$$
$`(7)`$
for the triplet pairing. Extensions to two dimensional systems are straightforward. For example, $`\gamma _n`$ are defined by
$$\begin{array}{ccc}\hfill \gamma _1(𝐤)& =& \mathrm{cos}k_x\mathrm{cos}k_y\hfill \\ \hfill \gamma _2(𝐤)& =& \mathrm{cos}2k_x\mathrm{cos}2k_y\hfill \end{array}$$
$`(8)`$
for a $`d`$-wave-like pairing, while they are defined by
$$\begin{array}{ccc}\hfill \gamma _1(𝐤)& =& \sqrt{2}\mathrm{sin}k_x\hfill \\ \hfill \gamma _2(𝐤)& =& 2\mathrm{sin}k_x\mathrm{cos}k_y\hfill \end{array}$$
$`(9)`$
for a $`p`$-wave-like pairing. The matrix elements $`W_{12}=W_{21}`$ are not equal to zero for non-half-filling.
Now, we show that the two eigen values of the matrix on the right hand side of eq. (4) have opposite signs in general. They are equal to
$$\begin{array}{ccc}\multicolumn{3}{c}{\lambda _\pm =\frac{1}{2}[(\overline{\chi }_1W_{11}+\overline{\chi }_2W_{22})}\\ & & \pm \sqrt{(\overline{\chi }_1W_{11}+\overline{\chi }_2W_{22})^24\overline{\chi }_1\overline{\chi }_2(W_{11}W_{22}W_{12}^2)}].\hfill \end{array}$$
$`(10)`$
Since $`\overline{\chi }_1\overline{\chi }_2<0`$ and $`W_{11}W_{22}W_{12}^2>0`$, the second term in the square root is positive and thus the two eigen values $`\lambda _\pm `$ have opposite signs. $`W_{11}W_{22}W_{12}^2>0`$ can be proved as follows. First, we consider an average
$$\mathrm{}\frac{1}{N}\underset{𝐤}{}\frac{\mathrm{tanh}\frac{ϵ_𝐤}{2T}}{2ϵ_𝐤}(\mathrm{}).$$
$`(11)`$
Then, since an inequality $`(\gamma _1x\gamma _2)^2>0`$ is satisfied for arbitrary real number $`x`$, we obtain
$$\gamma _1\gamma _2^2\gamma _{1}^{}{}_{}{}^{2}\gamma _{2}^{}{}_{}{}^{2}<0.$$
Thus, $`W_{11}W_{22}W_{12}^2>0`$ is proved.
The fact that the two eigen values have opposite signs means that both the singlet and triplet interactions have attractive channels. For antiferromagnetic fluctuations, the attractive triplet interaction is weaker than the attractive singlet interaction as we discussed above. Thus, usually, the singlet pairing should occur at zero field. However, at high fields where the singlet pairing is suppressed, the triplet pairing takes place. With an assumption that magnetic field of the order of $`\mu _eH\mathrm{\Delta }_0`$ does not change the feature of the spin fluctuations drastically, we could predict a phase diagram as shown in Fig.1 on a $`T`$-$`H`$ plane.
Since the magnetic field is parallel to the highly conductive layers, the orbital pair-breaking effect is not efficient. Thus, the transition temperature of the triplet superconductivity of parallel spin pairing is reduced only slightly by the magnetic field. Hence, the triplet superconductivity appears at high fields.
The upturn of the critical field ($`^2H_c/T^2>0`$) of singlet superconductivity at low temperatures in Fig.1 is due to an appearance of Fulde-Ferrell-Larkin-Ovchinnikov state (FFLO state or LOFF state) . In low dimensional systems, the FFLO state is enhanced by Fermi-surface effects at low temperatures . A reentrant transition to a triplet superconductivity might be observed at higher fields , but the transition temperature could recover only up to the zero field value at most.
Our schematic phase diagram is consistent with the experimental results in $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$ and $`(\mathrm{TMTSF})_2\mathrm{PF}_6`$ . The observed critical field also shows an upturn at low temperatures ($`^2H_c/T^2>0`$), and tends to increase divergently in a low temperature limit ($`H_c/T\mathrm{}`$), although the observated transitions have widths and are rather ambiguous.
In the FFLO state, the singlet and the triplet order parameters are mixed in general, since the finite center-of-mass momentum $`𝐪`$ of the pairs breaks a symmetry in the real space, and at the same time the magnetic field breaks the rotational symmetry in the spin space. Hence, the FFLO state includes a component of a triplet superconductivity of antiparallel spin pairing. Matsuo et al. examined the mixing of the order parameters in an FFLO state, and found that the critical field is remarkably enhanced . In particular, the tri-critical temperature of the normal, BCS, FFLO phase is enhanced.
The lower critical fields of the FFLO state and the tri-critical point are not drawn in Fig.1, since it is difficult to assert their locations. It is also difficult to predict the orders of the transitions at the lower critical fields. In $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$, since first order transitions below the upper critical fields have not been observed, the FFLO state might be suppressed in this compound by impurity scatterings or some other reasons. In such a situation, the upturn of the critical field does not occur in our phase diagram. Such a suppression of the FFLO state might be a reason of the widths of the transitions at the upper critical fields in $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$.
In our phase diagram, we should be careful about the choice of the ratio of the transition temperatures of the singlet pairing and the triplet pairing at zero field. The transition temperatures are extremely sensitive to the strengths of the pairing interactions, Coulomb repulsive interactions, impurity scatterings for anisotropic pairings, and so on. For example, if the triplet pairing interactions are too weak although they exist, triplet superconductivity at high fields is not observed in practice.
On the other hand, the result of the recent Knight shift measurements in $`(\mathrm{TMTSF})_2\mathrm{PF}_6`$ might be explained by taking a larger ratio of the transition temperatures. In this compound, triplet superconductivity is supported by the Knight shift measurements in a strong magnetic field $`B=2.38[\mathrm{T}]`$, and the superconducting transition temperature was still about $`40\%`$ of the zero field transition temperature $`T_{\mathrm{c}}^{}{}_{}{}^{(0)}=1.18[\mathrm{K}]`$ in spite of the high magnetic field. If the superconductivity at zero field is due to a singlet pairing mediated by antiferromagnetic fluctuations, the strong magnetic field $`B=2.38[\mathrm{T}]`$ may favor a triplet pairing, since the pairing interactions include attractive triplet channels.
We have illustrated the existence of an attractive triplet channel in the interactions mediated by antiferromagnetic fluctuations in restricted cases. However, it is plausible that this feature is general. For example, the interactions between distant sites were calculated in a perturbation theory based on the quasi-one-dimensional Hubbard model, and it was found that triplet pairing interactions can be attractive .
In a 1/4-filled Hubbard model with electron dispersion
$$ϵ_𝐤=2t\mathrm{cos}k_xa2t^{}\mathrm{cos}k_yb\mu ,$$
$`(12)`$
a perturbation theory within an RPA gives pairing interactions $`V(𝐑_{ij}=m𝐚+n𝐛)V_{mn}`$ shown in Table I and II, where $`𝐚`$ and $`𝐛`$ are lattice vectors. In these tables, we find oscillations of the interactions in the real space. For triplet pairing, for example, $`V_{10}<0`$ and $`V_{40}<0`$ are attractive interactions. The former favors the intra-chain nearest-neighbor component of the gap function $`\mathrm{\Delta }_{10}\mathrm{sin}(k_xa)`$, which does not have a node on the open Fermi-surfaces. On the other hand, the latter favors the gap function of the form $`\mathrm{\Delta }_{40}\mathrm{sin}(4k_xa)`$, which has line nodes on the Fermi-surface near $`𝐤=(\pm \pi /4a,\pm \pi /2b)`$ for 1/4-filling. In practice, a superposition up to more distant components gives the gap function localized around the Fermi-surfaces with a width related to the spin fluctuations.
In conclusion, we point out that the pairing interactions mediated by antiferromagnetic fluctuations necessarily accompany attractive channels of triplet pairing interactions. Therefore, in quasi-low-dimensional type II superconductors in magnetic fields parallel to the highly conductive layers, if the origin of the pairing interactions is the exchange of antiferromagnetic fluctuations, a triplet pairing occurs at high fields where the singlet pairing is suppressed by the Pauli pair-breaking effect. We propose a schematic phase diagram which may explain the experimental observation in $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$.
We have discussed quasi-low-dimensional systems in a strong parallel magnetic field. However, if some extra mechanism suppresses the singlet pairing more than the triplet pairing, antiferromagnetic fluctuations can give rise to a triplet pairing superconductivity even at zero field, or even in three dimensional systems. For example, intersite Coulomb repulsions may suppress the pairing between electrons on nearest- and next-nearest-neighbor sites. Also, the suppression of anisotropic superconductivity due to impurity scatterings would be different depending on the pairing anisotropy. The quasi-one-dimensional organic superconductors $`(\mathrm{TMTSF})_2\mathrm{X}`$ have open Fermi-surfaces. Thus, the triplet pairing of the form $`\mathrm{\Delta }(𝐤)\mathrm{sin}(k_xa)`$, which was discussed by Belin et al. , does not have a node on the Fermi-surface. Such a nodeless gap function might have some advantage in comparison to the other anisotropic gap functions with line nodes. These possibilities will be examined in a separate paper.
This work was supported by a grant for CREST from JST.
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# Separability properties of tripartite states with U⊗U⊗U-symmetry
## I Introduction
One of the difficulties in the theory of entanglement is that state spaces are usually fairly high dimensional convex sets. Therefore, to explore in detail the potential of entangled states one often has to rely on lower dimensional “laboratories”. An example of this was the role played by a one-dimensional family of bipartite states , which has come to be known as “Werner states”. In this paper we present a similar laboratory, designed for the study of entanglement between three subsystems. The basic idea is rather similar to , and we believe this set shares many of the virtues with its bipartite counterpart. Firstly, the states have an explicit parametrization as linear combinations of permutation operators. This is helpful for explicit computations. Secondly, there is a “twirl” operation which brings an arbitrary tripartite state to this special subset. This proved to be very helpful for the discussion of entanglement distillation of bipartite entanglement: the first useful distillation procedures worked by starting with Werner states, applying a suitable distillation operation, and then the twirl projection to come back to the simple and well understood subset, thus allowing iteration. Geometrically this means that the subset we investigate is both a section of the state space by a hyperplane and the image of the state space under a projection. The basic technique for getting such subsets is averaging over a symmetry group of the entire state space. Such an averaging projection preserves entanglement if it is an average only over local (factorizing) unitaries (see for a recent example different from ours).
The third useful property of the states we study is that they can be defined for systems of arbitrary finite Hilbert space dimension $`d`$, which is again important for the discussion of distillation. Surprisingly, it even turns out that in the parametrization we choose all the sets we investigate are also independent of dimension.
We now describe the entanglement (or separability) properties we will chart for these special states. Of course, we can split the system into just two subsystems and apply the usual separability/entanglement distinctions. A split $`1|23`$ then corresponds to the grouping of the Hilbert space $`_1_2_3`$ into $`_1(_2_3)`$. We call a density operator $`\rho `$ on this Hilbert space $`1|23`$-separable ($`\rho _1`$), or just biseparable if the partition is clear from the context, if we can write
$$\rho =\underset{\alpha }{}\lambda _\alpha \rho _\alpha ^{(1)}\rho _\alpha ^{(23)},$$
(1)
with $`\lambda _\alpha 0`$ and density operators $`\rho _\alpha ^{(23)}`$ on $`_2_3.`$ Furthermore, as it is a necessary condition for biseparability (cf. Peres ), we are going to look at those states having a positive partial transpose with regard to such a split. Recall that the partial transpose $`AA^{T_1}`$ of operators on $`_1_2`$ is defined by
$$(\underset{\alpha }{}A_\alpha B_\alpha )^{T_1}=\underset{\alpha }{}A_\alpha ^TB_\alpha ,$$
(2)
where $`A^T`$ on the right hand side is the ordinary transposition of matrices with respect to a fixed basis.
As a genuinely “tripartite” notion of separability, we consider states, called triseparable (or “three-way classically correlated”), which can be decomposed as
$$\rho =\underset{\alpha }{}\lambda _\alpha \rho _\alpha ^{(1)}\rho _\alpha ^{(2)}\rho _\alpha ^{(3)},$$
(3)
where $`\lambda _\alpha 0`$, and the $`\rho _\alpha ^{(i)}`$ are density operators on the respective Hilbert spaces.
The detailed computations leading to the results presented here will be published elsewhere, together with the discussion of further aspects, such as violations of Bell inequalities, and some distillability relations.
## II Description of the states
We consider only the case, where $`_1=_2=_3=`$ is $`d`$-dimensional ($`2d<\mathrm{}`$). Then the set of states we are going to study, which will be denoted by $`𝒲`$, is the set of density operators, which commute with all unitaries of the form $`UUU`$. The subsets of $`𝒲`$ we will compute will be denoted by $`_1`$, for the $`1|23`$-biseparable states, $`𝒫_1`$ for the states with positive partial transpose with respect to $`1|23`$, and by $`𝒯`$ for the triseparable states. Of course, $`𝒯_1𝒫_1𝒲`$. We will see that all these inclusions are strict, even if we take biseparability with respect to all three partitions: $`𝒯(_1_2_3)`$.
It is a fundamental fact from the representation theory of classical groups that these states are precisely those which can be written as a linear combination of permutation operators
$$\rho 𝒲\rho =\underset{\pi }{}\mu _\pi V_\pi $$
(4)
with coefficients $`\mu _\pi `$ and the unitary permutation operators $`V_\pi `$ defined by
$$V_\pi \varphi _1\varphi _2\varphi _3=\varphi _{\pi ^11}\varphi _{\pi ^12}\varphi _{\pi ^13}$$
implementing the permutation symmetry of the three sites. For density operators hermiticity and normalization reduce the $`3!=6`$ complex parameters to five real ones (an explicit choice will be made below).
As usual, the integral
$$𝐏\rho =𝑑U(UUU)\rho (UUU)^{},$$
(5)
with respect to the normalized invariant measure “$`dU`$” of the unitary group $`\mathrm{U}_d`$ defines a twirl operation with the property $`\rho 𝒲𝐏\rho =\rho `$.
Up to here all statements generalize easily to an arbitrary number of factors, and some are even valid for an arbitrary averaging operation with respect to a compact symmetry group. However, to carry the analysis further one needs at least a precise description of the range of the coefficients $`\mu _\pi `$ in equation (4), such that the sum indeed represents a density operator. In general this is difficult, although sometimes one even gets a simplex. In the case we study in this paper, the positivity of (4) is best seen by using the following basis, rather than the set of permutation operators themselves.
$`R_+`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left(𝟙+V_{(12)}+V_{(23)}+V_{(31)}+V_{(123)}+V_{(321)}\right)`$ (7)
$`R_{}`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left(𝟙V_{(12)}V_{(23)}V_{(31)}+V_{(123)}+V_{(321)}\right)`$ (8)
$`R_0`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(2𝟙V_{(123)}V_{(321)}\right)`$ (9)
$`R_1`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(2V_{(23)}V_{(31)}V_{(12)}\right)`$ (10)
$`R_2`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}\left(V_{(12)}V_{(31)}\right)`$ (11)
$`R_3`$ $`=`$ $`{\displaystyle \frac{i}{\sqrt{3}}}\left(V_{(123)}V_{(321)}\right),`$ (12)
where we have used cycle notation to represent permutations. Then $`R_+,`$ $`R_{}`$ and $`R_0`$ are orthogonal projections commuting with all $`V_\pi `$, and adding up to one. The $`R_i`$ for $`i=1,2,3`$ fulfill the Pauli commutation relations $`[R_i,R_\pm ]_{}=\mathrm{𝟎},`$ $`R_i^2=R_0`$, and $`R_1R_2=iR_3`$ and cyclic. Now every operator $`\rho `$ in the linear span of the permutations can be decomposed into the orthogonal parts $`R_+\rho `$, $`R_{}\rho `$, and $`R_0\rho `$, and positivity of $`\rho `$ is equivalent to the positivity of all three operators. This leads to the following Criterion:
###### Criterion 1
For any operator $`\rho `$ on $``$, define the six parameters $`r_k(\rho )=tr(\rho R_k)`$, for $`k\{+,,0,1,2,3\}`$. Then $`r_k(𝐏\rho )=r_k(\rho )`$. Moreover, each $`\rho 𝒲`$ is uniquely characterized by the tuple $`(r_+,r_{},r_0,r_1,r_2,r_3)^6`$, and such a tuple belongs to a density matrix $`\rho 𝒲`$ if and only if
$`r_+,r_{},r_00,`$ $`r_++r_{}+r_0=1`$ (13)
$`\mathrm{and}`$ $`r_1^2+r_2^2+r_3^2r_0^2.`$ (14)
Taking $`r_0=1r_+r_{}`$ to be redundant, we get a simple representation of $`𝒲`$ as a convex set in $`5`$ dimensions.
Note that in this parametrization the set $`𝒲`$ does not depend on the dimension $`d`$ with one exception: for $`d=2`$ the anti-symmetric projection $`R_{}`$ is simply zero, so for qubits we get the additional constraint $`r_{}=0.`$ Although in the case of three Qubits the dimensionality of the set is the same as in the two sets differ. In fact the set presented in can be obtained by averaging over a group of local unitaries of order 24.
With this parametrization we can describe the 5 dimensional set $`𝒲`$ by the points lying in the $`(r_+,r_{})`$ plane together with a point $`(r_1,r_2,r_3)`$ in the corresponding Bloch sphere of radius $`r_0=1r_+r_{}`$. We note that a state $`\rho 𝒲`$ is invariant under cyclic permutations iff $`r_1=r_2=0`$, invariant under the interchange $`23`$ iff $`r_2=r_3=0`$, and invariant under all permutations iff $`r_1=r_2=r_3=0`$. The latter set will be denoted by $`𝒲^0`$.
## III Results
The basic results are summarized in Figure 1. On the one hand, each point in this triangle corresponds to a density matrix $`\rho 𝒲`$ with $`r_1=r_2=r_3=0`$, i.e., a permutation invariant state. On the other hand, each such point stands for the collection of states with the specified $`(r_+,r_{})`$, and arbitrary $`(r_1,r_2,r_3)`$, all of which are projected to the state with vanishing $`(r_1,r_2,r_3)`$ upon permutation averaging. For qubits, one always has $`r_{}=0`$, so only the abscissa EB remains. Otherwise all statements are valid in any dimension $`d`$.
### A Triseparable States
The black triangle ABC in Figure 1 is the set of triseparable states. Its vertices are obtained by taking suitable pure product states $`|\mathrm{\Psi }\mathrm{\Psi }|`$ with $`\mathrm{\Psi }=\varphi _1\varphi _2\varphi _3`$, ($`\varphi _i=1`$), and applying the averaging projection $`𝐏`$. Then one gets the points A,B,C, if for $`ij`$
$`A`$ $`:`$ $`\varphi _i|\varphi _j=0`$ (15)
$`B`$ $`:`$ $`\varphi _i|\varphi _j=1`$ (16)
$`C`$ $`:`$ $`\varphi _i|\varphi _j=\mathrm{cos}(2\pi /3).`$ (17)
Note that the “Mercedes Star” configuration for $`C`$ requires only two dimensions, whereas $`A`$ requires $`d3`$. The technique for getting all of $`𝒯`$ is similar: an arbitrary pure product state is projected into $`𝒲`$, and $`𝒯`$ is computed as the convex hull of these points. This is more difficult than it sounds, and the details will be presented elsewhere. The result can be summarized as follows.
###### Criterion 2
A state $`\rho 𝒲`$ is triseparable if and only if the following inequalities are satisfied:
* $`0r_{}\frac{1}{6}`$
* $`\frac{1}{4}(12r_{})r_+(15r_{})`$
* $`(3r_3^2+[13r_+]^2)(16r_{})(r_1+r_+r_{})((r_12r_++2r_{})^23r_2^2).`$
All extreme points other than $`A=(\frac{1}{6},\frac{1}{6},0,0,0)`$ are in the plane $`r_{}=0`$, i.e., they can also be realized by three qubits. For fixed $`(r_+,r_{})`$, the shape of $`𝒯`$, as embedded in the Bloch sphere parametrized by $`(r_1,r_2,r_3)`$ is shown in Figure 2 (innermost convex set). Its threefold symmetry is the residue of the permutations of the three sites.
### B Biseparable States
We fix the partition $`1|23`$ of the system. Since the projection of permutation averaging does not preserve biseparability with respect to this partition, we now have to distinguish two sets in Figure 1: those which are biseparable states with $`r_1=r_2=r_3=0`$, hence permutation invariant (represented as dark grey or black), and those which are the images of some biseparable state under permutation averaging (represented as light grey). So a light grey point in Figure 1 has the property that for some suitable $`(r_1,r_2,r_3)`$ one gets a biseparable state. Special points with this property are represented by white circles, as opposed to filled circles, which lie in the plane.
One interesting point in Figure 1 is $`G=(\frac{1}{5},0)`$. It is biseparable and also permutation invariant. In particular, it is biseparable for any partition of the system. But it is not triseparable and, in fact, the only extreme point of the permutation invariant biseparable set, which is not triseparable. It can be obtained by applying $`𝐏`$ to the pure state with vector $`\mathrm{\Psi }=(|112|121\sqrt{3}|122)/\sqrt{5}`$.
The basic technique for computing $`_1`$ is the same as in the triseparable case: one takes pure states with vectors of the form $`\mathrm{\Psi }=\varphi _1\varphi _{23}`$, and computes the convex hull of their images under $`𝐏`$. Some special extreme points of $`_1`$ are given below. They have the additional property of being invariant under the exchange of systems $`2`$ and $`3`$, which is equivalent to $`r_2=r_3=0`$. The following table lists the tuples $`(r_+,r_{},r_1)`$, and the vector $`\mathrm{\Psi }`$, in a suitable basis.
$`B:`$ $`(1,0,0)`$ $`|111`$ (18)
$`D:`$ $`({\displaystyle \frac{1}{3}},0,{\displaystyle \frac{2}{3}})`$ $`|122`$ (19)
$`E:`$ $`(0,0,1)`$ $`(|112|121)/\sqrt{2}`$ (20)
$`F:`$ $`(0,{\displaystyle \frac{1}{3}},{\displaystyle \frac{2}{3}})`$ $`(|123|132)/\sqrt{2}.`$ (21)
In addition to these four points there is a sphere of extreme points extending also into the $`r_2`$ and $`r_3`$-dimensions, which is tangent to the line connecting $`D`$ and $`E`$. The inequalities describing the biseparable set $`_1`$ are given in the following
###### Criterion 3
A state $`\rho 𝒲`$ is biseparable with respect to the partition $`1|23`$ if and only if $`0r_{}\frac{1}{3}`$, and one of the following conditions holds:
* $`(3r_{}1)(1+r_1r_{}2r_+)0`$ and
$`3r_2^2+3r_3^2+(1+2r_1`$ $`+`$ $`r_{}r_+)^2`$
$``$ $`(2+r_14r_{}2r_+)^2.`$
* $`0(1+r_1r_{}2r_+)(13r_{})`$ and
$$3r_2^2+3r_3^2+(13r_{}3r_+)^2(r_1+2r_{}2r_+)^2.$$
For a typical point in Figure 1, the subset $`_1`$ in the Bloch sphere is depicted in Figure 2. Note that the boundary is composed of two quadratic surfaces, corresponding to the two alternatives in the above criterion.
### C States with Positive Partial Transpose
Holding the partition $`1|23`$ fixed we can compare the set of states with positive partial transpose with respect to the first subsystem ($`𝒫_1`$) to $`_1`$. If Peres’ Criterion were valid in this case, we would have equality in $`𝒫_1_1`$. It turns out that the inclusion is strict, but in several respects the criterion is amazingly good. To begin with, the intersections of both sets with two important hyperplanes coincide: namely (1) the $`r_{}=0`$ plane (in particular, for three qubits), and (2) the $`r_2=r_3=0`$ plane, i.e. for states which are invariant under the $`23`$ interchange. In particular, the projections to the permutation invariant subset coincide, so no difference can be seen in Figure 1.
Despite this similarity the technique for computing $`𝒫_1`$ is completely different. The key is the observation that partial transposition in the first factor maps operators commuting with all unitaries $`(UUU)`$ to operators commuting with all unitaries of the form $`(\overline{U}UU)`$. Obviously, the latter set is again an algebra, which even happens to be isomorphic to the algebra $`(UUU)`$-invariant operators: two one-dimensional summands plus the $`2\times 2`$-matrices. Hence positivity of partial transposes can be decided along the same lines as in Criterion 1.
###### Criterion 4
Let $`\rho 𝒲`$ be a density operator with expectations $`r_k=tr(\rho R_k)`$, $`k=+,,1,2,3`$. Then the partial transpose of $`\rho `$ with respect to the first tensor factor is positive, i.e. $`\rho 𝒫_1`$, if and only if
$`s_11r_15r_{}r_+`$ $``$ $`0`$ (23)
$`s_21r_1+r_{}+5r_+`$ $``$ $`0`$ (24)
$`\text{and}r_2^2+r_3^2`$ $``$ $`s_1s_2/3.`$ (25)
Note that condition (25) is exactly the same as the quadratic inequality in Criterion 3, Part(b). Therefore, we need not even provide a new plot for the set $`𝒫_1`$: In Figure 2, this set can be obtained simply by extending the quadratic surface, which wraps around $`𝒯`$, all the way to the boundary of the Bloch sphere. In other words, the difference between $`_1`$ and $`𝒫_1`$ is only that states in $`_1`$ have to satisfy an additional quadratic inequality, which is represented in Figure 2 by the surface tangent to the Bloch sphere.
## Acknowledgements
We would like to thank M. Horodecki for discussions and the Deutsche Forschungsgemeinschaft (DFG) for supporting this work.
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# Untitled Document
March 2000 DFUB 00–05 Version 1 hep-th/0003230
3-point functions of universal scalars in maximal SCFTs at large $`N`$
by
Fiorenzo Bastianelli and Roberto Zucchini
Dipartimento di Fisica, Università degli Studi di Bologna
V. Irnerio 46, I-40126 Bologna, Italy
and
INFN, Sezione di Bologna
Abstract
We compute all 3-point functions of the “universal” scalar operators contained in the interacting, maximally supersymmetric CFTs at large $`N`$ by using the AdS/CFT correspondence. These SCFTs are related to the low energy description of M5, M2 and D3 branes, and the common set of universal scalars corresponds through the AdS/CFT relation to the fluctuations of the metric and the magnetic potential along the internal manifold. For the interacting $`(0,2)`$ SCFT<sub>6</sub> at large $`N`$, which is related to M5 branes, this set of scalars is complete, while additional non-universal scalar operators are present in the $`d=4`$, $`𝒩=4`$ super Yang–Mills theory and in the $`𝒩=8`$ SCFT<sub>3</sub>, related to D3 and M2 branes, respectively.
Keywords: String Theory, Conformal Field Theory, Geometry.
PACS no.: 0240, 0460, 1110.
0. Introduction
The low energy dynamics of non-dilatonic superstring/M-theory branes identify an interesting class of interacting CFT possessing maximal supersymmetry . These SCFT should presumably be given a description in terms of the collective coordinates of the branes. This is well known for a system of $`N`$ coinciding D3 branes, whose collective degrees of freedom span the $`d=4`$, $`𝒩=4`$ $`U(N)`$ super vector multiplet and whose infrared dynamics is described precisely by the corresponding super Yang–Mills theory . A similar explicit description for a set of $`N`$ coinciding M5 or M2 branes is unknown. Indeed, it is only known that the collective coordinates of a single M5 brane form a $`d=6`$, $`𝒩=(0,2)`$ free tensor multiplet (a 2-form with selfdual field strength, 5 scalars and 2 Weyl fermions) and that those of a single M2 brane form a $`d=3`$, $`𝒩=8`$ free scalar multiplet (8 bosons and 8 Majorana fermions) . Interacting SCFTs describing the collective coordinates of $`N`$ coinciding M5 or M2 branes remain instead quite mysterious. However, superstring/M-theory predicts the existence of these models \[6–8\] and, in fact, suggests a full ADE classification. A concrete handle on the problem is provided by the AdS/CFT duality conjecture, which relates these SCFT in $`d=3,4,6`$ to superstring/M-theory on AdS$`{}_{4,5,7}{}^{}\times `$S<sub>7,5,4</sub> \[9–11\]. Specifically, at large $`N`$, one can approximate the superstring/M-theory by the corresponding classical supergravity. Then, the latter may be used to obtain informations on the strong coupling limit of the related interacting SCFTs and, in the case of SCFT<sub>3,6</sub>, also to get important clues about their mysterious lagrangian formulation. The AdS/CFT duality conjecture has been tested extensively in the literature (see ref. and references therein) and used to compute 3- and 4-point functions of some chiral operators (a partial list consists of refs. \[13–24\]).
In this paper, we continue our analysis of the AdS/CFT correspondence presented in \[22–24\], and address the problem of computing the 3 point functions for a set of scalar operators which are present in all of the above mentioned theories at large $`N`$. In fact, there are three families of such scalars, to be denoted by $`𝒪^s`$, $`𝒪^f`$, $`𝒪^t`$, which are in correspondence with the metric and the magnetic potential fluctuations along the internal manifold (the metric contributing with two Kaluza-Klein families due to its splitting into a trace and a traceless part). They form a kind of “universal” scalar sector common to all the non-dilatonic branes, which is reminiscent of the NS-NS universal sector present in the spectrum of the various closed superstrings. At large $`N`$, all but a finite number of the supersymmetric short multiplets contain precisely one scalar $`𝒪^s`$, $`𝒪^f`$, $`𝒪^t`$, with $`𝒪^s`$ being the chiral primary. Their conformal dimensions are given by
$$\mathrm{\Delta }^s=\mathrm{\Delta },\mathrm{\Delta }^f=\mathrm{\Delta }+2,\mathrm{\Delta }^t=\mathrm{\Delta }+4,$$
$`(0.1)`$
where
$$\mathrm{\Delta }=\frac{n+1}{Dn3}k,$$
$`(0.2)`$
$`n`$ is the dimension of the brane, $`D`$ is the space time dimension and $`k4`$ is an integer characterizing the multiplet. The exceptional multiplets, corresponding to the values $`k=2,3`$, do not contain the operator $`𝒪^t`$. For the M5 brane case, this set of scalars is complete at large $`N`$, as all other operators have a non trivial tensorial character. On the other hand, for the M2 and D3 branes, additional non-universal scalars are present in the spectrum (see, e.g. the tables in ).
The simultaneous treatment of the universal sector is made possible by the use of the general gravitational model introduced in , which was shown later in to correctly reproduce the universal scalar self couplings also in the case of the dyonic D3 brane (where the full lagrangian of type IIB supergravity contains a 4-form with selfdual field strength).
Thus, in the following, we briefly review our general gravitational model and present the result for all of the 3-point couplings of the universal scalars. As a check, we have carried out the computation in two independent ways, by expanding the action at the cubic order in the scalar fields and by studying the quadratic corrections to the scalar equations of motion. Of course, we obtained the same final result. Then, the application of AdS/CFT duality allows us to obtain the announced universal scalar 3-point functions. We tried to cast the resulting expressions in a way which may suggest a group theoretic interpretation. Finally, we present some technical details on tensor spherical harmonics and their integrals in an appendix.
1. Identification of the universal scalar sector
According to the AdS/CFT duality principles \[9–11\], the low energy world volume CFT of $`N`$ coincident M5, M2, D3 branes at large $`N`$ is described by $`D=11`$, $`D=11`$, $`D=10`$ type IIB classical supergravity compactified on $`\mathrm{AdS}_7\times \mathrm{S}_4`$, $`\mathrm{AdS}_4\times \mathrm{S}_7`$, $`\mathrm{AdS}_5\times \mathrm{S}_5`$, respectively. The CFT scalar fields, whose three point functions we want to compute, are related by duality in a precise way to certain fluctuations of the AdS bosonic supergravity fields around a maximally supersymmetric Freund–Rubin background . In ref. , it has been shown that the dynamics of these fluctuations up to third order is governed by a gravitational action that has the same form for all the three types of branes mentioned above and is, therefore, universal. Let us describe and justify the model briefly.
Space time $`M_D`$ is $`\mathrm{AdS}_{D2p}\times \mathrm{S}_{2+p}`$. The relevant fields are the metric $`g`$ and the $`1+p`$ form field $`A_{1+p}`$ with field strength $`F_{2+p}=dA_{1+p}`$ <sup>1</sup> We denote form degree on $`M_D`$ by a subfix, e. g. $`\omega _r`$ is a $`r`$ form on $`M_D`$.. The Freund–Rubin background $`\overline{g}`$, $`\overline{A}_{1+p}`$ is such that $`\overline{g}`$ is factorized and $`\overline{F}_{2+p}=\overline{F}_{(0,2+p)}`$. The relevant bosonic fluctuations of $`g`$ and $`A_{1+p}`$ around the background are such that $`g`$ remains factorized and $`F_{2+p}=\overline{F}_{(0,2+p)}+da_{(0,1+p)}`$ <sup>2</sup> We say that a metric $`g`$ on $`M_D`$ is factorized if $`g`$ has the block structure $`g=g^{}g^{\prime \prime }`$, where $`\overline{g}^{}`$, $`\overline{g}^{\prime \prime }`$ are metrics on $`\mathrm{AdS}_{D2p}`$, $`\mathrm{S}_{2+p}`$, respectively. Similarly, we denote form degree on the factors $`\mathrm{AdS}_{D2p}`$, $`\mathrm{S}_{2+p}`$ by a pair of suffixes, e. g. $`\omega _{(r,s)}`$ denotes a $`r+s`$ form on $`M_D`$ that is a $`r`$ form on $`\mathrm{AdS}_{D2p}`$ and a $`s`$ form on $`\mathrm{S}_{2+p}`$.. The action is given by
$$I=\frac{1}{4\kappa ^2}_{\mathrm{AdS}_{D2p}\times \mathrm{S}_{2+p}}[R(g)_g1F_{2+p}_gF_{2+p}],$$
$`(1.1)`$
$$g=g^{}g^{\prime \prime },F_{2+p}=\overline{F}_{(0,2+p)}+da_{(0,1+p)}.$$
$`(1.2)`$
The important cases are those for which $`(D,p)=(11,2),(11,5),(10,3)`$.
For the M5 theory ($`(D,p)=(11,2)`$), the above action is obtained directly from that of the bosonic sector of $`D=11`$ supergravity by noting that, for the fluctuation considered here, the Chern–Simons term vanishes identically.
For the M2 theory ($`(D,p)=(11,5)`$), the situation is slightly more complicated. Using the standard 3–form formulation of $`D=11`$ supergravity is inconvenient as the relevant scalar fluctuation contained in the fluctuation $`a_{(3,0)}`$ of $`A_3`$ comes about as the solution of the constraint
$$d_{\overline{g}^{}}a_{(3,0)}=0$$
$`(1.3)`$
entailed by gauge fixing at quadratic level, which is difficult to implement in an off–shell fashion. This problem can be solved by means of a standard dualization trick, whereby the 3–form $`A_3`$ is replaced by a 6–form $`A_6`$ such that $`F_7=_gF_4`$. Since the Chern–Simons term vanishes also in this case for the fluctuation considered here, the resulting action takes the simple form (1.1). However, in the dual formulation, the relevant scalar fluctuation is contained in the fluctuation $`a_{(0,6)}`$ of $`A_6`$ and can thus be treated in an off–shell fashion in a way completely analogous to that of the M5 brane.
For the D3 theory ($`(D,p)=(10,3)`$), the relevant fields are the metric $`g`$ and the IIB Ramond–Ramond 4 form field $`A_4`$ with selfdual field strength $`F_5^{sd}=dA_4`$
$$F_5^{sd}=_gF_5^{sd}.$$
$`(1.4)`$
The selfdual Freund–Rubin background $`\overline{g}`$, $`\overline{A}_4`$ is such that $`\overline{g}`$ is factorized and $`\overline{F}_5^{sd}=2^{\frac{1}{2}}(\overline{F}_{(0,5)}+_{\overline{g}}\overline{F}_{(0,5)})`$. The relevant fluctuations of $`g`$ and $`A_4`$ around the background are such that $`g`$ is factorized, as usual, and $`F_5^{sd}=\overline{F}_5^{sd}+da_4`$, where $`a_4=2^{\frac{1}{2}}(a_{(4,0)}+a_{(0,4)})`$. The selfduality equations (1.4) relate the fluctuations $`a_{(4,0)}`$, $`a_{(0,4)}`$ and allow in principle to express $`a_{(4,0)}`$ in terms of $`a_{(0,4)}`$. Upon doing this, the resulting field equations can be seen to be equivalent to those obtained from the action (1.1).
The standard $`\mathrm{AdS}_{D2p}\times \mathrm{S}_{2+p}`$ Freund Rubin solution $`\overline{g}_{ij}`$, $`\overline{A}_{i_1\mathrm{}i_{1+p}}`$ of the field equations following from the action (1.1) is given by
$$\begin{array}{ccc}\hfill \overline{R}_{\kappa \lambda \mu \nu }& =a^2(\overline{g}_{\kappa \mu }\overline{g}_{\lambda \nu }\overline{g}_{\kappa \nu }\overline{g}_{\lambda \mu }),a^2=\frac{(1+p)}{(D2)(D3p)}e^2,\hfill & (1.5a)\hfill \\ \hfill \overline{R}_{\alpha \beta \gamma \delta }& =\overline{e}^2(\overline{g}_{\alpha \gamma }\overline{g}_{\beta \delta }\overline{g}_{\alpha \delta }\overline{g}_{\beta \gamma }),\overline{e}^2=\frac{(D3p)}{(D2)(1+p)}e^2,\hfill & (1.5b)\hfill \\ \hfill \overline{F}_{\alpha _1\mathrm{}\alpha _{2+p}}& =e\overline{ϵ}_{\alpha _1\mathrm{}\alpha _{2+p}},\hfill & (1.6)\hfill \end{array}$$
where $`\overline{ϵ}_{\alpha _1\mathrm{}\alpha _{2+p}}`$ denotes the standard volume form on the unit sphere and $`e`$ is an arbitrary mass scale parameterizing the compactification <sup>3</sup> In this paper, we adopt the following conventions. Latin lower case letters $`i,j,k,l,\mathrm{}`$ denote $`M_D`$ indices. Late Greek lower case letters $`\kappa ,\lambda ,\mu ,\nu \mathrm{}`$ denote $`\mathrm{AdS}_{D2p}`$ indices. Early Greek lower case letters $`\alpha ,\beta ,\gamma ,\delta ,\mathrm{}`$ denote $`\mathrm{S}_{2+p}`$ indices.. The other components of the Riemann tensor and the field strength vanish identically.
We expand the action in fluctuations around the background $`\overline{g}_{ij}`$, $`\overline{A}_{i_1\mathrm{}i_{1+p}}`$. We parameterize the fluctuations $`\delta g_{ij}`$, $`\delta A_{i_1\mathrm{}i_{1+p}}`$ of the fields $`g_{ij}`$, $`A_{i_1\mathrm{}i_{1+p}}`$ around the background as in
$$\begin{array}{ccc}\hfill \delta g_{\alpha \beta }& =f_{\alpha \beta }+\overline{}_\alpha n_\beta +\overline{}_\beta n_\alpha +(\overline{}_\alpha \overline{}_\beta \frac{1}{2+p}\overline{g}_{\alpha \beta }\overline{}^\gamma \overline{}_\gamma )q+\frac{1}{2+p}\overline{g}_{\alpha \beta }\pi ,\hfill & \\ \hfill f^\gamma _\gamma & =0,\overline{}^\gamma f_{\gamma \alpha }=0,\overline{}^\gamma n_\gamma =0,\hfill & (1.7)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \delta A_{\alpha _1\mathrm{}\alpha _{1+p}}& =(1+p)\overline{}_{[\alpha _1}a_{\alpha _2\mathrm{}\alpha _{1+p}]}+\overline{ϵ}_{\alpha _1\mathrm{}\alpha _{1+p}}{}_{}{}^{\gamma }\overline{}_{\gamma }^{}b,\hfill & \\ \hfill \overline{}^\gamma a_{\gamma \alpha _3\mathrm{}\alpha _{1+p}}& =0.\hfill & (1.8)\hfill \end{array}$$
Fluctuations of the other components of $`g_{ij}`$ and $`A_{i_1\mathrm{}i_{1+p}}`$ can be disregarded as they are independent up to third order from the ones we are interested in and therefore do not contribute to the relevant scalar 3-point couplings.
The gauge can be partially fixed by eliminating those gauge invariances which do not correspond to the usual reparameterization and form gauge invariances from the $`\mathrm{AdS}_{D2p}`$ perspective. This can be done by imposing
$$\overline{}^\beta (\delta g_{\beta \alpha }\frac{1}{2+p}\overline{g}_{\beta \alpha }\delta g^\gamma {}_{\gamma }{}^{})=0,$$
$`(1.9)`$
$$\overline{}^\beta \delta A_{i_1\mathrm{}i_p\beta }=0,$$
$`(1.10)`$
as shown in . Fixing the gauge entails a number of constraints which must be disposed of as explained in .
There are three universal families of $`\mathrm{AdS}_{D2p}`$ scalar fields contained in the fluctuations listed above, which we denote as $`f_I`$, $`s_I`$, $`t_I`$. The scalar fields $`f_I`$ are defined by expanding $`f_{\alpha \beta }`$ (cfr. eq. (1.7)) with respect to an orthonormal basis $`\{Y_I^{(2)}\}`$ of symmetric traceless transversal 2–tensor spherical harmonics of $`\mathrm{S}_{2+p}`$ (cfr. appendix A1)
$$f_{\alpha \beta }=\underset{I}{}f_IY_{I\alpha \beta }^{(2)}.$$
$`(1.11)`$
The scalar fields $`s_I`$, $`t_I`$ are given by linear functionals of $`\pi `$, $`b`$ (cfr. eq. (1.7), (1.8)) non local in $`\mathrm{S}_{2+p}`$ defined as follows. One expands the scalar fields $`\pi `$, $`b`$ with respect to an orthonormal basis $`\{Y_I^{(0)}\}`$ of scalar spherical harmonics of $`\mathrm{S}_{2+p}`$ (cfr. appendix A1)
$$\pi =\underset{I}{}\pi _IY_I^{(0)},b=\underset{I}{}b_IY_I^{(0)}$$
$`(1.12a),(1.12b)`$
and identifies the scalar mass eigenstates as given by
$$\begin{array}{ccc}\hfill s_I& =\frac{1}{2k+1+p}\left(\frac{1}{2(2+p)(D3p)}\pi _I+\frac{(1)^p(k+1+p)}{(1+p)(D2)}eb_I\right),\hfill & (1.13a)\hfill \\ \hfill t_I& =\frac{1}{2k+1+p}\left(\frac{1}{2(2+p)(D3p)}\pi _I\frac{(1)^pk}{(1+p)(D2)}eb_I\right).\hfill & (1.13b)\hfill \end{array}$$
It should be kept in mind that the range of the quantum numbers $`I`$ of $`f_I`$ differs from that of the quantum numbers $`I`$ of $`s_I`$, $`t_I`$, as these ranges parameterize orthogonal bases of spherical harmonics of different tensorial rank. However, we shall use the same notation for these different quantum numbers for simplicity, as no confusion is possible.
2. The cubic action of the universal scalar sector
From the action (1.1), one can extract the couplings of the scalars $`f_I`$, $`s_I`$ and $`t_I`$ defined in the previous section. After performing some field redefinitions, one finds that their action to cubic order is given by
$$I_{[3]}^{fst}=\frac{1}{4\kappa ^2}_{\mathrm{AdS}_{d+1}}d^{d+1}y(\overline{g}_{d+1})^{\frac{1}{2}}[\frac{1}{2}\underset{i}{}A_i\psi _i(\mathrm{}m_i{}_{}{}^{2})\psi _i+\frac{1}{3!}\underset{ijk}{}G_{ijk}\psi _i\psi _j\psi _k],$$
$`(2.1)`$
where $`d=D3p`$, $`\mathrm{}`$ denotes the d’Alembertian on AdS<sub>d+1</sub> and the index $`i=\{I,a\}`$ contains a flavor index $`a`$ for the $`(f,s,t)`$ types of fields, i.e. $`\psi _i=\psi _I^a=(f_I,s_I,t_I)`$. The various constants appearing in the actions are given by the following expressions.
$$\begin{array}{ccc}\hfill A_I^f& =\frac{1}{2}z_I\overline{e}^{2p},\hfill & (2.2a)\hfill \\ \hfill A_I^s& =\frac{2\nu k(k1)(2k+1+p)}{k+\gamma _s}z_I\overline{e}^{2p},\hfill & (2.2b)\hfill \\ \hfill A_I^t& =\frac{2\nu (k+1+p)(k+2+p)(2k+1+p)}{k+\gamma _t}z_I\overline{e}^{2p};\hfill & (2.2c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill m_I^f^2& =k(k+1+p)\overline{e}^2,\hfill & (2.3a)\hfill \\ \hfill m_I^s^2& =k(k1p)\overline{e}^2,\hfill & (2.3b)\hfill \\ \hfill m_I^t^2& =(k+1+p)(k+2+2p)\overline{e}^2;\hfill & (2.3c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill G_{I_1I_2I_3}^{fff}& =\left(\alpha +\frac{1}{2}(1+p)\right)a_{I_1I_2I_3}𝒯_{I_1}𝒯_{I_2}𝒯_{I_3}\overline{e}^p,\hfill & (2.4a)\hfill \\ \hfill G_{I_1I_2I_3}^{ffs}& =4(D2)\frac{\alpha _1\alpha _2\left(\alpha _3+\frac{1}{2}(1+p)\right)\left(\alpha +\frac{1}{2}(1+p)\right)}{k_3+\gamma _s}a_{I_1I_2I_3}𝒯_{I_1}𝒯_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & (2.4b)\hfill \\ \hfill G_{I_1I_2I_3}^{fft}& =4(D2)\frac{\left(\alpha _1+\frac{1}{2}(1+p)\right)\left(\alpha _2+\frac{1}{2}(1+p)\right)\alpha _3(\alpha +1+p)}{k_3+\gamma _t}a_{I_1I_2I_3}𝒯_{I_1}𝒯_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & \\ & & (2.4c)\hfill \\ \hfill G_{I_1I_2I_3}^{fss}& =8\nu \frac{\alpha _1\left(\alpha _1\frac{1}{2}(1+p)\right)\alpha \left(\alpha +\frac{1}{2}(1+p)\right)}{(k_2+\gamma _s)(k_3+\gamma _s)}\hfill & \\ & \times \left\{(\alpha _11)\left(\alpha +\frac{1+p}{D3p}\right)+\frac{\theta }{\nu }F^{fss}\right\}a_{I_1I_2I_3}𝒯_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & (2.4d)\hfill \\ \hfill G_{I_1I_2I_3}^{ftt}& =8\nu \frac{\alpha _1(\alpha _1+1+p)\left(\alpha +\frac{1}{2}(1+p)\right)\left(\alpha +\frac{3}{2}(1+p)\right)}{(k_2+\gamma _t)(k_3+\gamma _t)}\hfill & \\ & \times \left\{\left(\alpha _1+\frac{(1+p)(D4p)}{D3p}\right)(\alpha +p+2)+\frac{\theta }{\nu }F^{ftt}\right\}a_{I_1I_2I_3}𝒯_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & \\ & & (2.4e)\hfill \\ \hfill G_{I_1I_2I_3}^{fst}& =8\nu \frac{\alpha _1(\alpha _2+1+p)\left(\alpha _3\frac{1}{2}(1+p)\right)\left(\alpha +\frac{1}{2}(1+p)\right)}{(k_2+\gamma _s)(k_3+\gamma _t)}\hfill & \\ & \times \left\{\left(\alpha _2+\frac{(1+p)(D4p)}{D3p}\right)(\alpha _31)+\frac{\theta }{\nu }F^{fst}\right\}a_{I_1I_2I_3}𝒯_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & \\ & & (2.4f)\hfill \\ \hfill G_{I_1I_2I_3}^{sss}& =32(D2)\nu \frac{\alpha _1\alpha _2\alpha _3\left(\alpha \frac{1}{2}(1+p)\right)\left(\alpha +\frac{1}{2}(1+p)\right)}{(k_1+\gamma _s)(k_2+\gamma _s)(k_3+\gamma _s)}\hfill & \\ & \times \left\{(\alpha 1)\left(\alpha +\frac{1+p}{D3p}\right)\left(\alpha +\frac{(1+p)(D+4+2p)}{2(D2)}\right)+\frac{\theta }{\nu }F^{sss}\right\}\hfill & \\ & \times a_{I_1I_2I_3}𝒞_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & (2.4g)\hfill \\ \hfill G_{I_1I_2I_3}^{sst}& =32(D2)\nu \frac{\left(\alpha _1+\frac{1}{2}(1+p)\right)\left(\alpha _2+\frac{1}{2}(1+p)\right)\alpha _3(\alpha _31p)\left(\alpha +\frac{1}{2}(1+p)\right)}{(k_1+\gamma _s)(k_2+\gamma _s)(k_3+\gamma _t)}\hfill & \\ & \times \left\{(\alpha _31)\left(\alpha _3+\frac{(1+p)(D+3+p)}{D2}\right)\left(\alpha _3+\frac{(1+p)(D+4+p)}{D3p}\right)\frac{\theta }{\nu }F^{sst}\right\}\hfill & \\ & \times a_{I_1I_2I_3}𝒞_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & (2.4h)\hfill \\ \hfill G_{I_1I_2I_3}^{tts}& =32(D2)\nu \frac{\alpha _1\alpha _2\left(\alpha _3+\frac{1}{2}(1+p)\right)\left(\alpha _3+\frac{3}{2}(1+p)\right)(\alpha +1+p)}{(k_1+\gamma _t)(k_2+\gamma _t)(k_3+\gamma _s)}\hfill & \\ & \times \left\{(\alpha _3+2+p)\left(\alpha _3+\frac{(1+p)(3D82p)}{2(D2)}\right)\left(\alpha _3+\frac{(1+p)(D4p)}{D3p}\right)\frac{\theta }{\nu }F^{tts}\right\}\hfill & \\ & \times a_{I_1I_2I_3}𝒞_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & (2.4i)\hfill \\ \hfill G_{I_1I_2I_3}^{ttt}& =32(D2)\nu \frac{\left(\alpha _1+\frac{1}{2}(1+p)\right)\left(\alpha _2+\frac{1}{2}(1+p)\right)\left(\alpha _3+\frac{1}{2}(1+p)\right)(\alpha +1+p)(\alpha +2+2p)}{(k_1+\gamma _t)(k_2+\gamma _t)(k_3+\gamma _t)}\hfill & \\ & \times \left\{(\alpha +2+p)\left(\alpha +\frac{(1+p)(2D82p)}{D3p}\right)\left(\alpha +\frac{(1+p)(4D9p)}{2(D2)}\right)+\frac{\theta }{\nu }F^{ttt}\right\}\hfill & \\ & \times a_{I_1I_2I_3}𝒞_{I_1}𝒞_{I_2}𝒞_{I_3}\overline{e}^p,\hfill & (2.4j)\hfill \end{array}$$
where we have defined for notational convenience
$$\begin{array}{ccc}\hfill \nu & =(D2)(1+p)(D3p),\hfill & (2.5a)\hfill \\ \hfill \gamma _s& =\frac{1+p}{D3p},\gamma _t=\frac{(1+p)(D4p)}{D3p},\hfill & (2.5b)\hfill \\ \hfill \theta & =(1+p)(D3p)2(D2),\hfill & (2.5c)\hfill \end{array}$$
$`\overline{e}^2`$ is defined in eq. (1.5b), while $`\alpha _1`$, $`\alpha _2`$, $`\alpha _3`$, $`\alpha `$, $`z_I`$, $`a_{I_1I_2I_3}`$ and the contractions $`𝒯𝒯𝒯`$, $`𝒯𝒯𝒞`$, $`𝒯𝒞𝒞`$, $`𝒞𝒞𝒞`$ are defined in appendix A1. Note that the auxiliary functions $`F^{fss},F^{ftt},\mathrm{}`$ appearing in the couplings are always multiplied by $`\theta `$ and do not contribute to the relevant cases of AdS$`{}_{5,7,4}{}^{}\times `$S<sub>5,4,7</sub> where $`\theta `$ vanishes. The explicit expressions for such functions, which may be needed in future applications, are listed in appendix A2.
Writing above
$$A_I=\overline{A}_Iz_I\overline{e}^{2p},$$
$`(2.6)`$
$$m_I{}_{}{}^{2}=\overline{m}_I{}_{}{}^{2}\overline{e}_{}^{2},$$
$`(2.7)`$
$$G_{I_1I_2I_3}=\overline{G}_{I_1I_2I_3}a_{I_1I_2I_3}𝒴_{I_1}𝒴_{I_2}𝒴_{I_3}\overline{e}^p,$$
$`(2.8)`$
where the $`𝒴_{I_1}𝒴_{I_2}𝒴_{I_3}`$ denotes the appropriate tensor/scalar harmonic contractions, we get the following expressions.
$`\underset{¯}{\mathrm{AdS}_7\times \mathrm{S}_4}`$
$$\begin{array}{ccc}\hfill \overline{A}_I^f& =\frac{1}{2},\hfill & (2.9a)\hfill \\ \hfill \overline{A}_I^s& =\frac{2^23^4k(k1)(2k+3)}{k+\frac{1}{2}},\hfill & (2.9b)\hfill \\ \hfill \overline{A}_I^t& =\frac{2^23^4(k+3)(k+4)(2k+3)}{k+\frac{5}{2}};\hfill & (2.9c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \overline{m}_I^f^2& =k(k+3),\hfill & (2.10a)\hfill \\ \hfill \overline{m}_I^s^2& =k(k3),\hfill & (2.10b)\hfill \\ \hfill \overline{m}_I^t^2& =(k+3)(k+6);\hfill & (2.10c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \overline{G}_{I_1I_2I_3}^{fff}& =\alpha +\frac{3}{2},\hfill & (2.11a)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ffs}& =\frac{2^23^2\alpha _1\alpha _2(\alpha _3+\frac{3}{2})(\alpha +\frac{3}{2})}{k_3+\frac{1}{2}},\hfill & (2.11b)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fft}& =\frac{2^23^2(\alpha _1+\frac{3}{2})(\alpha _2+\frac{3}{2})\alpha _3(\alpha +3)}{k_3+\frac{5}{2}},\hfill & (2.11c)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fss}& =\frac{2^43^4(\alpha _1\frac{3}{2})(\alpha _11)\alpha _1\alpha (\alpha +\frac{1}{2})(\alpha +\frac{3}{2})}{(k_2+\frac{1}{2})(k_3+\frac{1}{2})},\hfill & (2.11d)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ftt}& =\frac{2^43^4\alpha _1(\alpha _1+\frac{5}{2})(\alpha _1+3)(\alpha +\frac{3}{2})(\alpha +4)(\alpha +\frac{9}{2})}{(k_2+\frac{5}{2})(k_3+\frac{5}{2})},\hfill & (2.11e)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fst}& =\frac{2^43^4\alpha _1(\alpha _2+\frac{5}{2})(\alpha _2+3)(\alpha _31)(\alpha _3\frac{3}{2})(\alpha +\frac{3}{2})}{(k_2+\frac{1}{2})(k_3+\frac{5}{2})},\hfill & (2.11f)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{sss}& =\frac{2^63^6\alpha _1\alpha _2\alpha _3(\alpha 1)(\alpha ^2\frac{1}{4})(\alpha ^2\frac{9}{4})}{(k_1+\frac{1}{2})(k_2+\frac{1}{2})(k_3+\frac{1}{2})},\hfill & (2.11g)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{sst}& =\frac{2^63^6(\alpha _1+\frac{3}{2})(\alpha _2+\frac{3}{2})\alpha _3(\alpha _31)(\alpha _32)(\alpha _3\frac{5}{2})(\alpha _33)(\alpha +\frac{3}{2})}{(k_1+\frac{1}{2})(k_2+\frac{1}{2})(k_3+\frac{5}{2})},\hfill & (2.11h)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{tts}& =\frac{2^63^6\alpha _1\alpha _2(\alpha _3+\frac{3}{2})(\alpha _3+\frac{5}{2})(\alpha _3+\frac{7}{2})(\alpha _3+4)(\alpha _3+\frac{9}{2})(\alpha +3)}{(k_1+\frac{5}{2})(k_2+\frac{5}{2})(k_3+\frac{1}{2})},\hfill & (2.11i)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ttt}& =\frac{2^63^6(\alpha _1+\frac{3}{2})(\alpha _2+\frac{3}{2})(\alpha _3+\frac{3}{2})(\alpha +3)(\alpha +4)(\alpha +5)(\alpha +\frac{11}{2})(\alpha +6)}{(k_1+\frac{5}{2})(k_2+\frac{5}{2})(k_3+\frac{5}{2})}.\hfill & \\ & & (2.11j)\hfill \end{array}$$
$`\underset{¯}{\mathrm{AdS}_4\times \mathrm{S}_7}`$
$$\begin{array}{ccc}\hfill \overline{A}_I^f& =\frac{1}{2},\hfill & (2.12a)\hfill \\ \hfill \overline{A}_I^s& =\frac{2^23^4k(k1)(2k+6)}{k+2},\hfill & (2.12b)\hfill \\ \hfill \overline{A}_I^t& =\frac{2^23^4(k+6)(k+7)(2k+6)}{k+4};\hfill & (2.12c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \overline{m}_I^f^2& =k(k+6),\hfill & (2.13a)\hfill \\ \hfill \overline{m}_I^s^2& =k(k6),\hfill & (2.13b)\hfill \\ \hfill \overline{m}_I^t^2& =(k+6)(k+12);\hfill & (2.13c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \overline{G}_{I_1I_2I_3}^{fff}& =\alpha +3,\hfill & (2.14a)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ffs}& =\frac{2^23^2\alpha _1\alpha _2(\alpha _3+3)(\alpha +3)}{k_3+2},\hfill & (2.14b)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fft}& =\frac{2^23^2(\alpha _1+3)(\alpha _2+3)\alpha _3(\alpha +6)}{k_3+4},\hfill & (2.14c)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fss}& =\frac{2^43^4(\alpha _13)(\alpha _11)\alpha _1\alpha (\alpha +2)(\alpha +3)}{(k_2+2)(k_3+2)},\hfill & (2.14d)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ftt}& =\frac{2^43^4\alpha _1(\alpha _1+4)(\alpha _1+6)(\alpha +3)(\alpha +7)(\alpha +9)}{(k_2+4)(k_3+4)},\hfill & (2.14e)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fst}& =\frac{2^43^4\alpha _1(\alpha _2+4)(\alpha _2+6)(\alpha _33)(\alpha _31)(\alpha +3)}{(k_2+2)(k_3+4)},\hfill & (2.14f)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{sss}& =\frac{2^63^6\alpha _1\alpha _2\alpha _3(\alpha +2)(\alpha ^21)(\alpha ^29)}{(k_1+2)(k_2+2)(k_3+2)},\hfill & (2.14g)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{sst}& =\frac{2^63^6(\alpha _1+3)(\alpha _2+3)\alpha _3(\alpha _31)(\alpha _32)(\alpha _34)(\alpha _36)(\alpha +3)}{(k_1+2)(k_2+2)(k_3+4)},\hfill & (2.14h)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{tts}& =\frac{2^63^6\alpha _1\alpha _2(\alpha _3+3)(\alpha _3+4)(\alpha _3+5)(\alpha _3+7)(\alpha _3+9)(\alpha +6)}{(k_1+4)(k_2+4)(k_3+2)},\hfill & (2.14i)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ttt}& =\frac{2^63^6(\alpha _1+3)(\alpha _2+3)(\alpha _3+3)(\alpha +6)(\alpha +7)(\alpha +8)(\alpha +10)(\alpha +12)}{(k_1+4)(k_2+4)(k_3+4)}.\hfill & \\ & & (2.14j)\hfill \end{array}$$
$`\underset{¯}{\mathrm{AdS}_5\times \mathrm{S}_5}`$
$$\begin{array}{ccc}\hfill \overline{A}_I^f& =\frac{1}{2},\hfill & (2.15a)\hfill \\ \hfill \overline{A}_I^s& =\frac{2^8k(k1)(2k+4)}{k+1},\hfill & (2.15b)\hfill \\ \hfill \overline{A}_I^t& =\frac{2^8(k+4)(k+5)(2k+4)}{k+3};\hfill & (2.15c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \overline{m}_I^f^2& =k(k+4),\hfill & (2.16a)\hfill \\ \hfill \overline{m}_I^s^2& =k(k4),\hfill & (2.16b)\hfill \\ \hfill \overline{m}_I^t^2& =(k+4)(k+8);\hfill & (2.16c)\hfill \end{array}$$
$$\begin{array}{ccc}\hfill \overline{G}_{I_1I_2I_3}^{fff}& =\alpha +2,\hfill & (2.17a)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ffs}& =\frac{2^5\alpha _1\alpha _2(\alpha _3+2)(\alpha +2)}{k_3+1},\hfill & (2.17b)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fft}& =\frac{2^5(\alpha _1+2)(\alpha _2+2)\alpha _3(\alpha +4)}{k_3+3},\hfill & (2.17c)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fss}& =\frac{2^{10}(\alpha _12)(\alpha _11)\alpha _1\alpha (\alpha +1)(\alpha +2)}{(k_2+1)(k_3+1)},\hfill & (2.17d)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ftt}& =\frac{2^{10}\alpha _1(\alpha _1+3)(\alpha _1+4)(\alpha +2)(\alpha +5)(\alpha +6)}{(k_2+3)(k_3+3)},\hfill & (2.17e)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{fst}& =\frac{2^{10}\alpha _1(\alpha _2+3)(\alpha _2+4)(\alpha _32)(\alpha _31)(\alpha +2)}{(k_2+1)(k_3+3)},\hfill & (2.17f)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{sss}& =\frac{2^{15}\alpha _1\alpha _2\alpha _3\alpha (\alpha ^21)(\alpha ^24)}{(k_1+1)(k_2+1)(k_3+1)},\hfill & (2.17g)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{sst}& =\frac{2^{15}(\alpha _1+2)(\alpha _2+2)\alpha _3(\alpha _31)(\alpha _32)(\alpha _33)(\alpha _34)(\alpha +2)}{(k_1+1)(k_2+1)(k_3+3)},\hfill & (2.17h)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{tts}& =\frac{2^{15}\alpha _1\alpha _2(\alpha _3+2)(\alpha _3+3)(\alpha _3+4)(\alpha _3+5)(\alpha _3+6)(\alpha +4)}{(k_1+3)(k_2+3)(k_3+1)},\hfill & (2.17i)\hfill \\ \hfill \overline{G}_{I_1I_2I_3}^{ttt}& =\frac{2^{15}(\alpha _1+2)(\alpha _2+2)(\alpha _3+2)(\alpha +4)(\alpha +5)(\alpha +6)(\alpha +7)(\alpha +8)}{(k_1+3)(k_2+3)(k_3+3)}.\hfill & \\ & & (2.17j)\hfill \end{array}$$
3. Computation of the 3 point functions of the universal scalar sector
We are now ready to compute two and three point functions in the SCFTs using the $`\mathrm{AdS}_{d+1}/\mathrm{CFT}_d`$ correspondence. The general formulas derived in work with AdS radius set to 1. Assume that the AdS scalar fields $`\varphi _i`$ correspond to the CFT local field $`𝒪_i`$. The mass $`m_i`$ of $`\psi _i`$ and the conformal dimension $`\mathrm{\Delta }_i`$ of $`𝒪_i`$ are related as
$$\mathrm{\Delta }_i=\frac{1}{2}[d+(d^2+4m_i{}_{}{}^{2})^{\frac{1}{2}}].$$
$`(3.1)`$
Then
$$𝒪_i(x)𝒪_j(y)=\frac{A_i}{4\kappa ^2}\frac{2}{\pi ^{\frac{d}{2}}}\frac{\mathrm{\Delta }_i\frac{d}{2}}{\mathrm{\Delta }_i}\frac{\mathrm{\Gamma }(\mathrm{\Delta }_i+1)}{\mathrm{\Gamma }(\mathrm{\Delta }_i\frac{d}{2})}\frac{(w_i)^2\delta _{ij}}{|xy|^{2\mathrm{\Delta }_i}},$$
$`(3.2)`$
where $`\frac{A_i}{4\kappa ^2}`$ is the coefficient of the canonically normalized kinetic term of the bulk field $`\psi _i`$ as in eq. (2.1) and
$$𝒪_i(x)𝒪_j(y)𝒪_k(z)=\frac{R_{ijk}}{|xy|^{\mathrm{\Delta }_i+\mathrm{\Delta }_j\mathrm{\Delta }_k}|yz|^{\mathrm{\Delta }_j+\mathrm{\Delta }_k\mathrm{\Delta }_i}|zx|^{\mathrm{\Delta }_k+\mathrm{\Delta }_i\mathrm{\Delta }_j}},$$
$`(3.3)`$
with
$$\begin{array}{ccc}\hfill R_{ijk}=& \frac{G_{ijk}}{4\kappa ^2}\frac{1}{2\pi ^d}\frac{\mathrm{\Gamma }(\frac{1}{2}(\mathrm{\Delta }_i+\mathrm{\Delta }_j\mathrm{\Delta }_k))\mathrm{\Gamma }(\frac{1}{2}(\mathrm{\Delta }_j+\mathrm{\Delta }_k\mathrm{\Delta }_i))\mathrm{\Gamma }(\frac{1}{2}(\mathrm{\Delta }_k+\mathrm{\Delta }_i\mathrm{\Delta }_j))}{\mathrm{\Gamma }(\mathrm{\Delta }_i\frac{d}{2})\mathrm{\Gamma }(\mathrm{\Delta }_j\frac{d}{2})\mathrm{\Gamma }(\mathrm{\Delta }_k\frac{d}{2})}\hfill & \\ & \mathrm{\Gamma }(\frac{1}{2}(\mathrm{\Delta }_i+\mathrm{\Delta }_j+\mathrm{\Delta }_kd))w_iw_jw_k,\hfill & (3.4)\hfill \end{array}$$
where $`\frac{G_{ijk}}{4\kappa ^2}`$ is the cubic coupling constant of $`\psi _i`$, $`\psi _j`$, $`\psi _k`$ as in eq. (2.1). The factors $`w_i`$ parameterize unknown proportionality constants which relate the fields $`\psi _i`$ to the sources of the operators $`𝒪_i`$, namely the generating functional of correlators reads as $`e^{{\scriptscriptstyle w_i\psi _i𝒪_i}}_{_{\mathrm{SCFT}}}`$. For the present purposes we follow ref. and fix them to normalize the two point functions as
$$𝒪_i(x)𝒪_j(y)=\frac{\delta _{ij}}{|xy|^{2\mathrm{\Delta }_i}}.$$
$`(3.5)`$
With this canonical normalization the three point functions are readily computed.
In our case, $`d=D3p`$. Imposing that the AdS radius is 1 fixes the value of $`\overline{e}`$ to be
$$\overline{e}=\frac{d}{1+p}.$$
$`(3.6)`$
We denote by $`𝒪_I^f`$, $`𝒪_I^s`$, $`𝒪_I^t`$ the $`\mathrm{CFT}_d`$ operators corresponding to the $`\mathrm{AdS}_{d+1}`$ scalars $`f_I`$, $`s_I`$, $`t_I`$ in the $`\mathrm{AdS}_{d+1}/\mathrm{CFT}_d`$ duality. Their dimensions are given by
$$\begin{array}{ccc}\hfill \mathrm{\Delta }_I^f& =\frac{d(k+1+p)}{1+p},\hfill & (3.7a)\hfill \\ \hfill \mathrm{\Delta }_I^s& =\frac{dk}{1+p},\hfill & (3.7b)\hfill \\ \hfill \mathrm{\Delta }_I^t& =\frac{d(k+2+2p)}{1+p}.\hfill & (3.7c)\hfill \end{array}$$
Separating out the group theory factors in the $`R_{ijk}`$ coefficients by defining
$$R_{ijk}=\overline{R}_{ijk}𝒴_{I_1}𝒴_{I_2}𝒴_{I_3}$$
$`(3.8)`$
as in eq. (2.8), we find the following expressions.
$`\underset{¯}{\mathrm{AdS}_7\times \mathrm{S}_4}`$
In this case one has $`\frac{1}{4\kappa ^2}=\frac{2N^3}{\pi ^5}`$ and $`\overline{e}=2`$. One has
$$\begin{array}{ccc}\hfill \mathrm{\Delta }_I^f& =2k+6,\hfill & (3.9a)\hfill \\ \hfill \mathrm{\Delta }_I^s& =2k,\hfill & (3.9b)\hfill \\ \hfill \mathrm{\Delta }_I^t& =2k+12.\hfill & (3.9c)\hfill \end{array}$$
Set
$$\begin{array}{ccc}\hfill \varphi (k)& =4\left[\frac{(2k+1)!}{(2k+2)!(2k+5)!}\right]^{\frac{1}{2}},\hfill & (3.10a)\hfill \\ \hfill \sigma (k)& =\left[(2k2)!\right]^{\frac{1}{2}},\hfill & (3.10b)\hfill \\ \hfill \tau (k)& =16\left[\frac{(2k+1)!(2k+4)!(2k+7)!}{(2k+6)!(2k+8)!(2k+9)!(2k+11)!}\right]^{\frac{1}{2}}.\hfill & (3.10c)\hfill \end{array}$$
Then,
$$\begin{array}{ccc}\hfill \overline{R}_{I_1I_2I_3}^{fff}& =\frac{2}{4(\pi N)^{\frac{3}{2}}}\varphi (k_1)\varphi (k_2)\varphi (k_3)2^{2\alpha }\frac{\mathrm{\Gamma }(2\alpha +4)\mathrm{\Gamma }(2\alpha +6)}{\mathrm{\Gamma }(2\alpha +3)\mathrm{\Gamma }(2\alpha +5)}\mathrm{\Gamma }(\alpha +3)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _1+3)\mathrm{\Gamma }(2\alpha _2+3)\mathrm{\Gamma }(2\alpha _3+3)}{\mathrm{\Gamma }(2\alpha _1+2)\mathrm{\Gamma }(2\alpha _2+2)\mathrm{\Gamma }(2\alpha _3+2)}\mathrm{\Gamma }(\alpha _1+\frac{3}{2})\mathrm{\Gamma }(\alpha _2+\frac{3}{2})\mathrm{\Gamma }(\alpha _3+\frac{3}{2})\hfill & (3.11a)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ffs}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\varphi (k_1)\varphi (k_2)\sigma (k_3)2^{2\alpha }\mathrm{\Gamma }(\alpha +2)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _3+6)}{\mathrm{\Gamma }(2\alpha _3+2)}\mathrm{\Gamma }(\alpha _1+\frac{1}{2})\mathrm{\Gamma }(\alpha _2+\frac{1}{2})\mathrm{\Gamma }(\alpha _3+\frac{5}{2}),\hfill & (3.11b)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fft}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\varphi (k_1)\varphi (k_2)\tau (k_3)2^{2\alpha }\frac{\mathrm{\Gamma }(2\alpha +9)}{\mathrm{\Gamma }(2\alpha +5)}\mathrm{\Gamma }(\alpha +4)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _1+6)\mathrm{\Gamma }(2\alpha _2+6)}{\mathrm{\Gamma }(2\alpha _1+2)\mathrm{\Gamma }(2\alpha _2+2)}\mathrm{\Gamma }(\alpha _1+\frac{5}{2})\mathrm{\Gamma }(\alpha _2+\frac{5}{2})\mathrm{\Gamma }(\alpha _3+\frac{1}{2}),\hfill & (3.11c)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fss}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\varphi (k_1)\sigma (k_2)\sigma (k_3)2^{2\alpha }\mathrm{\Gamma }(\alpha +1)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _2+3)\mathrm{\Gamma }(2\alpha _3+3)}{\mathrm{\Gamma }(2\alpha _2+2)\mathrm{\Gamma }(2\alpha _3+2)}\mathrm{\Gamma }(\alpha _1\frac{1}{2})\mathrm{\Gamma }(\alpha _2+\frac{3}{2})\mathrm{\Gamma }(\alpha _3+\frac{3}{2}),\hfill & (3.11d)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fst}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\varphi (k_1)\sigma (k_2)\tau (k_3)2^{2\alpha }\frac{\mathrm{\Gamma }(2\alpha +4)\mathrm{\Gamma }(2\alpha +6)}{\mathrm{\Gamma }(2\alpha +3)\mathrm{\Gamma }(2\alpha +5)}\mathrm{\Gamma }(\alpha +3)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _1+1)\mathrm{\Gamma }(2\alpha _1+3)}{\mathrm{\Gamma }(2\alpha _1)\mathrm{\Gamma }(2\alpha _1+2)}\frac{\mathrm{\Gamma }(2\alpha _2+3)\mathrm{\Gamma }(2\alpha _2+7)\mathrm{\Gamma }(2\alpha _2+9)}{\mathrm{\Gamma }(2\alpha _2+2)\mathrm{\Gamma }(2\alpha _2+4)\mathrm{\Gamma }(2\alpha _2+6)}\frac{\mathrm{\Gamma }(2\alpha _3)}{\mathrm{\Gamma }(2\alpha _3+1)}\hfill & \\ & \times \mathrm{\Gamma }(\alpha _1+\frac{3}{2})\mathrm{\Gamma }(\alpha _2+\frac{7}{2})\mathrm{\Gamma }(\alpha _3\frac{1}{2}),\hfill & (3.11e)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ftt}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\varphi (k_1)\tau (k_2)\tau (k_3)\hfill & \\ & \times 2^{2\alpha }\frac{\mathrm{\Gamma }(2\alpha +4)\mathrm{\Gamma }(2\alpha +6)\mathrm{\Gamma }(2\alpha +10)\mathrm{\Gamma }(2\alpha +12)}{\mathrm{\Gamma }(2\alpha +3)\mathrm{\Gamma }(2\alpha +5)\mathrm{\Gamma }(2\alpha +7)\mathrm{\Gamma }(2\alpha +9)}\mathrm{\Gamma }(\alpha +5)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _1+1)\mathrm{\Gamma }(2\alpha _1+3)\mathrm{\Gamma }(2\alpha _1+7)\mathrm{\Gamma }(2\alpha _1+9)}{\mathrm{\Gamma }(2\alpha _1)\mathrm{\Gamma }(2\alpha _1+2)\mathrm{\Gamma }(2\alpha _1+4)\mathrm{\Gamma }(2\alpha _1+6)}\frac{\mathrm{\Gamma }(2\alpha _2+3)}{\mathrm{\Gamma }(2\alpha _2+2)}\frac{\mathrm{\Gamma }(2\alpha _3+3)}{\mathrm{\Gamma }(2\alpha _3+2)}\hfill & \\ & \times \mathrm{\Gamma }(\alpha _1+\frac{7}{2})\mathrm{\Gamma }(\alpha _2+\frac{3}{2})\mathrm{\Gamma }(\alpha _3+\frac{3}{2}),\hfill & (3.11f)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{sss}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\sigma (k_1)\sigma (k_2)\sigma (k_3)2^{2\alpha }\mathrm{\Gamma }(\alpha )\mathrm{\Gamma }(\alpha _1+\frac{1}{2})\mathrm{\Gamma }(\alpha _2+\frac{1}{2})\mathrm{\Gamma }(\alpha _3+\frac{1}{2}),\hfill & (3.11g)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{sst}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\sigma (k_1)\sigma (k_2)\tau (k_3)2^{2\alpha }\mathrm{\Gamma }(\alpha +2)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _1+6)\mathrm{\Gamma }(2\alpha _2+6)}{\mathrm{\Gamma }(2\alpha _1+2)\mathrm{\Gamma }(2\alpha _2+2)}\mathrm{\Gamma }(\alpha _1+\frac{5}{2})\mathrm{\Gamma }(\alpha _2+\frac{5}{2})\mathrm{\Gamma }(\alpha _3\frac{3}{2}),\hfill & (3.11h)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{tts}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\tau (k_1)\tau (k_2)\sigma (k_3)2^{2\alpha }\frac{\mathrm{\Gamma }(2\alpha +9)}{\mathrm{\Gamma }(2\alpha +5)}\mathrm{\Gamma }(\alpha +4)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _3+10)\mathrm{\Gamma }(2\alpha _3+12)}{\mathrm{\Gamma }(2\alpha _3+2)\mathrm{\Gamma }(2\alpha _3+8)}\mathrm{\Gamma }(\alpha _1+\frac{1}{2})\mathrm{\Gamma }(\alpha _2+\frac{1}{2})\mathrm{\Gamma }(\alpha _3+\frac{9}{2}),\hfill & (3.11i)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ttt}& =\frac{1}{4(\pi N)^{\frac{3}{2}}}\tau (k_1)\tau (k_2)\tau (k_3)2^{2\alpha }\frac{\mathrm{\Gamma }(2\alpha +13)\mathrm{\Gamma }(2\alpha +15)}{\mathrm{\Gamma }(2\alpha +5)\mathrm{\Gamma }(2\alpha +11)}\mathrm{\Gamma }(\alpha +6)\hfill & \\ & \times \frac{\mathrm{\Gamma }(2\alpha _1+6)\mathrm{\Gamma }(2\alpha _2+6)\mathrm{\Gamma }(2\alpha _3+6)}{\mathrm{\Gamma }(2\alpha _1+2)\mathrm{\Gamma }(2\alpha _2+2)\mathrm{\Gamma }(2\alpha _3+2)}\mathrm{\Gamma }(\alpha _1+\frac{5}{2})\mathrm{\Gamma }(\alpha _2+\frac{5}{2})\mathrm{\Gamma }(\alpha _3+\frac{5}{2}).\hfill & (3.11j)\hfill \end{array}$$
$`\underset{¯}{\mathrm{AdS}_4\times \mathrm{S}_7}`$
In this case one has $`\frac{1}{4\kappa ^2}=\frac{N^{\frac{3}{2}}}{2^{\frac{19}{2}}\pi ^5}`$ and $`\overline{e}=\frac{1}{2}`$. One has
$$\begin{array}{ccc}\hfill \mathrm{\Delta }_I^f& =\frac{1}{2}k+3,\hfill & (3.12a)\hfill \\ \hfill \mathrm{\Delta }_I^s& =\frac{1}{2}k,\hfill & (3.12b)\hfill \\ \hfill \mathrm{\Delta }_I^t& =\frac{1}{2}k+6.\hfill & (3.12c)\hfill \end{array}$$
Set
$$\begin{array}{ccc}\hfill \varphi (k)& =\frac{1}{2}\left[\frac{k!(k+3)!}{(k+4)!}\right]^{\frac{1}{2}},\hfill & (3.13a)\hfill \\ \hfill \sigma (k)& =\left[(k+1)!\right]^{\frac{1}{2}},\hfill & (3.13b)\hfill \\ \hfill \tau (k)& =\frac{1}{4}\left[\frac{k!(k+2)!(k+3)!(k+5)!}{(k+4)!(k+7)!(k+10)!}\right]^{\frac{1}{2}}.\hfill & (3.13c)\hfill \end{array}$$
Then,
$$\begin{array}{ccc}\hfill \overline{R}_{I_1I_2I_3}^{fff}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\varphi (k_1)\varphi (k_2)\varphi (k_3)2^\alpha \frac{\mathrm{\Gamma }(\alpha +5)}{\mathrm{\Gamma }(\alpha +3)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +\frac{5}{2})}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+2)\mathrm{\Gamma }(\alpha _2+2)\mathrm{\Gamma }(\alpha _3+2)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _3+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha _1+1)\mathrm{\Gamma }(\frac{1}{2}\alpha _2+1)\mathrm{\Gamma }(\frac{1}{2}\alpha _3+1)}\hfill & (3.14a)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ffs}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\varphi (k_1)\varphi (k_2)\sigma (k_3)2^\alpha \frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +2)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _3+5)}{\mathrm{\Gamma }(\alpha _3+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}(\alpha _1+1))\mathrm{\Gamma }(\frac{1}{2}(\alpha _2+1))\mathrm{\Gamma }(\frac{1}{2}(\alpha _3+3))},\hfill & (3.14b)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fft}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\varphi (k_1)\varphi (k_2)\tau (k_3)2^\alpha \frac{\mathrm{\Gamma }(\alpha +8)}{\mathrm{\Gamma }(\alpha +4)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +3)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+5)\mathrm{\Gamma }(\alpha _2+5)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _2+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}(\alpha _1+3))\mathrm{\Gamma }(\frac{1}{2}(\alpha _2+3))\mathrm{\Gamma }(\frac{1}{2}(\alpha _3+1))},\hfill & (3.14c)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fss}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\varphi (k_1)\sigma (k_2)\sigma (k_3)2^\alpha \frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +\frac{3}{2})}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _2+2)\mathrm{\Gamma }(\alpha _3+2)}{\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _3+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha _1)\mathrm{\Gamma }(\frac{1}{2}\alpha _2+1)\mathrm{\Gamma }(\frac{1}{2}\alpha _3+1)},\hfill & (3.14d)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fst}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\varphi (k_1)\sigma (k_2)\tau (k_3)2^\alpha \frac{\mathrm{\Gamma }(\alpha +5)}{\mathrm{\Gamma }(\alpha +3)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +\frac{5}{2})}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+2)}{\mathrm{\Gamma }(\alpha _1)}\frac{\mathrm{\Gamma }(\alpha _2+8)}{\mathrm{\Gamma }(\alpha _2+1)}\frac{\mathrm{\Gamma }(\alpha _3)}{\mathrm{\Gamma }(\alpha _3+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha _1+1)\mathrm{\Gamma }(\frac{1}{2}\alpha _2+2)\mathrm{\Gamma }(\frac{1}{2}\alpha _3)},\hfill & (3.14e)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ftt}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\varphi (k_1)\tau (k_2)\tau (k_3)2^\alpha \frac{\mathrm{\Gamma }(\alpha +11)}{\mathrm{\Gamma }(\alpha +3)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +\frac{7}{2})}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+8)}{\mathrm{\Gamma }(\alpha _1)}\frac{\mathrm{\Gamma }(\alpha _2+2)}{\mathrm{\Gamma }(\alpha _2+1)}\frac{\mathrm{\Gamma }(\alpha _3+2)}{\mathrm{\Gamma }(\alpha _3+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha _1+2)\mathrm{\Gamma }(\frac{1}{2}\alpha _2+1)\mathrm{\Gamma }(\frac{1}{2}\alpha _3+1)},\hfill & (3.14f)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{sss}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\sigma (k_1)\sigma (k_2)\sigma (k_3)2^\alpha \frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +1)}\hfill & \\ & \times \frac{1}{\mathrm{\Gamma }(\frac{1}{2}(\alpha _1+1))\mathrm{\Gamma }(\frac{1}{2}(\alpha _2+1))\mathrm{\Gamma }(\frac{1}{2}(\alpha _3+1))},\hfill & (3.14g)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{sst}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\sigma (k_1)\sigma (k_2)\tau (k_3)2^\alpha \frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +2)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+5)\mathrm{\Gamma }(\alpha _2+5)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _2+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}(\alpha _1+3))\mathrm{\Gamma }(\frac{1}{2}(\alpha _2+3))\mathrm{\Gamma }(\frac{1}{2}(\alpha _31))},\hfill & (3.14h)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{tts}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\tau (k_1)\tau (k_2)\sigma (k_3)2^\alpha \frac{\mathrm{\Gamma }(\alpha +8)}{\mathrm{\Gamma }(\alpha +4)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +3)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _3+5)\mathrm{\Gamma }(\alpha _3+11)}{\mathrm{\Gamma }(\alpha _3+1)\mathrm{\Gamma }(\alpha _3+3)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}(\alpha _1+1))\mathrm{\Gamma }(\frac{1}{2}(\alpha _2+1))\mathrm{\Gamma }(\frac{1}{2}(\alpha _3+5))},\hfill & (3.14i)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ttt}& =\frac{\pi }{2}\left(\frac{2}{N}\right)^{\frac{3}{4}}\tau (k_1)\tau (k_2)\tau (k_3)2^\alpha \frac{\mathrm{\Gamma }(\alpha +8)\mathrm{\Gamma }(\alpha +14)}{\mathrm{\Gamma }(\alpha +4)\mathrm{\Gamma }(\alpha +6)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}\alpha +4)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+5)\mathrm{\Gamma }(\alpha _2+5)\mathrm{\Gamma }(\alpha _3+5)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _3+1)}\frac{1}{\mathrm{\Gamma }(\frac{1}{2}(\alpha _1+3))\mathrm{\Gamma }(\frac{1}{2}(\alpha _2+3))\mathrm{\Gamma }(\frac{1}{2}(\alpha _3+3))}.\hfill & (3.14j)\hfill \end{array}$$
$`\underset{¯}{\mathrm{AdS}_5\times \mathrm{S}_5}`$
In this case one has $`\frac{1}{4\kappa ^2}=\frac{N^2}{8\pi ^5}`$ and $`\overline{e}=1`$. One has
$$\begin{array}{ccc}\hfill \mathrm{\Delta }_I^f& =k+4,\hfill & (3.15a)\hfill \\ \hfill \mathrm{\Delta }_I^s& =k,\hfill & (3.15b)\hfill \\ \hfill \mathrm{\Delta }_I^t& =k+8.\hfill & (3.15c)\hfill \end{array}$$
Set
$$\begin{array}{ccc}\hfill \varphi (k)& =\left[\frac{k!}{(k+3)!}\right]^{\frac{1}{2}},\hfill & (3.16a)\hfill \\ \hfill \sigma (k)& =k^{\frac{1}{2}},\hfill & (3.16b)\hfill \\ \hfill \tau (k)& =\left[\frac{k!(k+1)!(k+2)!}{(k+5)!(k+6)!(k+7)!}\right]^{\frac{1}{2}}.\hfill & (3.16c)\hfill \end{array}$$
Then,
$$\begin{array}{ccc}\hfill \overline{R}_{I_1I_2I_3}^{fff}& =\frac{1}{N}\varphi (k_1)\varphi (k_2)\varphi (k_3)\frac{\mathrm{\Gamma }(\alpha +4)}{\mathrm{\Gamma }(\alpha +2)}\frac{\mathrm{\Gamma }(\alpha _1+2)\mathrm{\Gamma }(\alpha _2+2)\mathrm{\Gamma }(\alpha _3+2)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _3+1)}\hfill & (3.17a)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ffs}& =\frac{1}{N}\varphi (k_1)\varphi (k_2)\sigma (k_3)\frac{\mathrm{\Gamma }(\alpha _3+3)\mathrm{\Gamma }(\alpha _3+4)}{\mathrm{\Gamma }(\alpha _3+1)\mathrm{\Gamma }(\alpha _3+2)},\hfill & (3.17b)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fft}& =\frac{1}{N}\varphi (k_1)\varphi (k_2)\tau (k_3)\frac{\mathrm{\Gamma }(\alpha +5)\mathrm{\Gamma }(\alpha +6)}{\mathrm{\Gamma }(\alpha +3)\mathrm{\Gamma }(\alpha +4)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+3)\mathrm{\Gamma }(\alpha _1+4)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _1+2)}\frac{\mathrm{\Gamma }(\alpha _2+3)\mathrm{\Gamma }(\alpha _2+4)}{\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _2+2)},\hfill & (3.17c)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fss}& =\frac{1}{N}\varphi (k_1)\sigma (k_2)\sigma (k_3)\frac{\mathrm{\Gamma }(\alpha _2+2)}{\mathrm{\Gamma }(\alpha _2+1)}\frac{\mathrm{\Gamma }(\alpha _3+2)}{\mathrm{\Gamma }(\alpha _3+1)},\hfill & (3.17d)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{fst}& =\frac{1}{N}\varphi (k_1)\sigma (k_2)\tau (k_3)\frac{\mathrm{\Gamma }(\alpha +4)}{\mathrm{\Gamma }(\alpha +2)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+2)}{\mathrm{\Gamma }(\alpha _1)}\frac{\mathrm{\Gamma }(\alpha _2+5)\mathrm{\Gamma }(\alpha _2+6)}{\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _2+3)}\frac{\mathrm{\Gamma }(\alpha _3)}{\mathrm{\Gamma }(\alpha _3+1)},\hfill & (3.17e)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ftt}& =\frac{1}{N}\varphi (k_1)\tau (k_2)\tau (k_3)\frac{\mathrm{\Gamma }(\alpha +7)\mathrm{\Gamma }(\alpha +8)}{\mathrm{\Gamma }(\alpha +2)\mathrm{\Gamma }(\alpha +5)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+5)\mathrm{\Gamma }(\alpha _1+6)}{\mathrm{\Gamma }(\alpha _1)\mathrm{\Gamma }(\alpha _1+3)}\frac{\mathrm{\Gamma }(\alpha _2+2)}{\mathrm{\Gamma }(\alpha _2+1)}\frac{\mathrm{\Gamma }(\alpha _3+2)}{\mathrm{\Gamma }(\alpha _3+1)},\hfill & (3.17f)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{sss}& =\frac{1}{N}\sigma (k_1)\sigma (k_2)\sigma (k_3),\hfill & (3.17g)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{sst}& =\frac{1}{N}\sigma (k_1)\sigma (k_2)\tau (k_3)\frac{\mathrm{\Gamma }(\alpha _1+3)\mathrm{\Gamma }(\alpha _1+4)\mathrm{\Gamma }(\alpha _2+3)\mathrm{\Gamma }(\alpha _2+4)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _1+2)\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _2+2)},\hfill & (3.17h)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{tts}& =\frac{1}{N}\tau (k_1)\tau (k_2)\sigma (k_3)\frac{\mathrm{\Gamma }(\alpha +5)\mathrm{\Gamma }(\alpha +6)}{\mathrm{\Gamma }(\alpha +3)\mathrm{\Gamma }(\alpha +4)}\frac{\mathrm{\Gamma }(\alpha _3+7)\mathrm{\Gamma }(\alpha _3+8)}{\mathrm{\Gamma }(\alpha _3+1)\mathrm{\Gamma }(\alpha _3+2)},\hfill & (3.17i)\hfill \\ \hfill \overline{R}_{I_1I_2I_3}^{ttt}& =\frac{1}{N}\tau (k_1)\tau (k_2)\tau (k_3)\frac{\mathrm{\Gamma }(\alpha +9)\mathrm{\Gamma }(\alpha +10)}{\mathrm{\Gamma }(\alpha +3)\mathrm{\Gamma }(\alpha +4)}\hfill & \\ & \times \frac{\mathrm{\Gamma }(\alpha _1+3)\mathrm{\Gamma }(\alpha _1+4)\mathrm{\Gamma }(\alpha _2+3)\mathrm{\Gamma }(\alpha _2+4)\mathrm{\Gamma }(\alpha _3+3)\mathrm{\Gamma }(\alpha _3+4)}{\mathrm{\Gamma }(\alpha _1+1)\mathrm{\Gamma }(\alpha _1+2)\mathrm{\Gamma }(\alpha _2+1)\mathrm{\Gamma }(\alpha _2+2)\mathrm{\Gamma }(\alpha _3+1)\mathrm{\Gamma }(\alpha _3+2)}.\hfill & (3.17j)\hfill \end{array}$$
It is useful to remember that the value of the integer $`k`$ of the operators $`𝒪_I^s`$, $`𝒪_I^f`$, $`𝒪_I^t`$ belonging to the same multiplet are related as follows
$$k^s=k,k^f=k2,k^t=k4.$$
$`(3.18)`$
Some of these results have been obtained by other groups as well. Namely, in the SCFT<sub>4</sub> case, the 3-point function of the chiral primary operators eq. (3.17$`g`$) was produced in the seminal paper , while eq. (3.17$`h`$) was contained in . As for SCFT<sub>6</sub>, eq. (3.11$`g`$) was calculated in , though that result differs for a factor from ours . We have computed in previous works the $`s`$$`t`$ correlations functions , extended here above to the full universal sector.
4. Conclusions
We have computed in a systematic way the large $`N`$ limit of the 3-point functions of the scalars belonging to the universal sector which is common to all of the maximal supersymmetric CFT in $`d=3,4,6`$. The infrared dynamics of the M2, D3 and M5 branes belongs to the universality classes identified by these SCFT<sub>3,4,6</sub>, and in fact we used the AdS/CFT correspondence to compute some scalar correlation functions in the latter. That constitutes the main result of this paper.
At large $`N`$, all the operators group into short (also called chiral) supersymmetric multiplets \[31–35\]. In particular, the operators $`𝒪^s`$ are the chiral primaries which generate all of the other by application of the superconformal algebra . In $`d=4`$ it was shown in by using a superspace approach that the 3-point function of all chiral operators are fixed by a unique superspace conformal invariant up to a single coefficient, which can be easily read off from $`𝒪^s𝒪^s𝒪^s`$. Thus, it should be possible to obtain the correlation functions of the descendants, including the ones listed in section 3, by such superspace techniques, though this may be laborious. A similar strategy has not been worked out for the SCFT<sub>3,6</sub>, to our knowledge, and it is not known how many independent numbers describe the correlation functions of the chiral multiplets. Investigation of the stress tensor 3-point functions (belonging to the family identified by the chiral primary with $`k=2`$) show only a single overall coefficient for all of the SCFT<sub>3,6</sub> , and this may suggest that also in these new cases supersymmetry fixes the correlations function of chiral multiplets up to a constant. It would indeed be interesting to develop a superspace approach and reproduce the descendant correlation functions from the chiral ones. More importantly, it would be nice to investigate their $`\frac{1}{N}`$ corrections. On the other hand, the general model we used to obtain the scalar 3-point function can still be employed to compute the 4-point functions of the chiral primaries in a systematic way for the SCFT<sub>3,4,6</sub>. In the light of some results for the super Yang Mills case , that might be a formidable task but still within the reach of future research.
A1. Spherical Harmonics
We describe the $`n`$–dimensional sphere $`\mathrm{S}_n`$ of radius $`\rho `$ as $`\mathrm{S}_n=\{xR^{n+1}|x^2=\rho ^2\}`$.
Since $`\mathrm{S}_nR^{n+1}`$, we can represent tensor fields on $`\mathrm{S}_n`$ by means of tensor fields on $`R^{n+1}`$ of the same type satisfying certain conditions. Since further $`\mathrm{S}_n`$ is naturally equipped with the metric induced by the Euclidean metric of $`R^{n+1}`$, we need not distinguish covariant and contravariant tensor indices. Specifically, a rank $`s`$ tensor field $`T_{\alpha _1\mathrm{}\alpha _s}`$ on $`\mathrm{S}_n`$ may be viewed as a rank $`s`$ tensor field $`T_{i_1\mathrm{}i_s}`$ defined on a neighborhood of $`\mathrm{S}_nR^{n+1}`$ with no components normal to $`\mathrm{S}_n`$:
$$x_iT_{i_1\mathrm{}i_{a1}ii_{a+1}\mathrm{}i_s}(x)=0,1as.$$
$`(A1.1)`$
In particular, the induced metric $`g_{\alpha \beta }`$ of $`\mathrm{S}_n`$ is represented by
$$g_{ij}(x)=\delta _{ij}\frac{x_ix_j}{r^2},$$
$`(A1.2)`$
where $`r=(x_ix_i)^{\frac{1}{2}}`$. Therefore, the contraction of two rank $`s`$ tensor fields $`T_{\alpha _1\mathrm{}\alpha _s}`$, $`U_{\alpha _1\mathrm{}\alpha _s}`$ is given by
$$T^{\alpha _1\mathrm{}\alpha _s}U_{\alpha _1\mathrm{}\alpha _s}=T_{i_1\mathrm{}i_s}U_{i_1\mathrm{}i_s}.$$
$`(A1.3)`$
For a rank $`s`$ tensor field $`T_{\alpha _1\mathrm{}\alpha _s}`$, the covariant derivative $`_\alpha T_{\alpha _1\mathrm{}\alpha _s}`$ is represented by
$$_iT_{i_1\mathrm{}i_s}(x)=\left(_i\frac{x_i}{r}_r\right)T_{i_1\mathrm{}i_s}(x)+\underset{a=1}{\overset{s}{}}\frac{x_{i_a}}{r^2}T_{i_1\mathrm{}i_{a1}ii_{a+1}\mathrm{}i_s}(x),$$
$`(A1.4)`$
where $`_r=/r`$.
For any function $`F`$ on $`\mathrm{S}_n`$, the integral of $`F`$ on $`\mathrm{S}_n`$ is given by
$$_{\mathrm{S}_n}d^n\mathrm{vol}F=_{\mathrm{S}_n}r^n𝑑\mathrm{\Omega }_n(x)F(x)|_{r=\rho },$$
$`(A1.5)`$
where $`d\mathrm{\Omega }_n(x)`$ is the standard $`n`$ dimensional volume on $`\mathrm{S}_n`$ defined as usual by $`d^{n+1}x=r^ndrd\mathrm{\Omega }_n(x)`$.
Using the above integration formula, one can provide the space of rank $`s`$ tensor fields with a Hilbert space structure in obvious fashion.
Consider the rank $`s`$ tensor fields
$$Y_{Ii_1\mathrm{}i_s}^{(s)}(x)=𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}r^kx_{j_1}\mathrm{}x_{j_k},$$
$`(A1.6)`$
where the $`𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}`$ are constants satisfying the following conditions:
$`i)`$$`𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}`$ is symmetric and traceless in $`i_1,\mathrm{},i_s`$;
$`ii)`$$`𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}`$ is symmetric and traceless in $`j_1,\mathrm{},j_k`$;
$`iii)`$the following relation holds
$$𝒴_{Ii_1\mathrm{}i_{s1}\{i_s;j_1\mathrm{}j_k\}}^{(s)}=0,$$
$`(A1.7)`$
where $`\{\mathrm{}\}`$ denotes total symmetrization.
The index $`I`$ labels the different choices of the constants $`𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}`$. Note that $`Y_{Ii_1\mathrm{}i_s}^{(s)}`$ is characterized by the non negative integer $`k`$, which may be thought of as a function of the label $`I`$. It can be shown that, if $`Y_{Ii_1\mathrm{}i_s}^{(s)}0`$, then necessarily $`ks`$.
Then, the $`Y_{Ii_1\mathrm{}i_s}^{(s)}`$ are symmetric traceless rank $`s`$ tensor fields on $`\mathrm{S}_n`$. Further, they are divergenceless (transversal):
$$_iY_{Iii_2\mathrm{}i_s}^{(s)}=0,$$
$`(A1.8)`$
Finally, the $`Y_{Ii_1\mathrm{}i_s}^{(s)}`$ are eigenfields of the Laplacian:
$$_i_iY_{Ii_1\mathrm{}i_s}^{(s)}=\frac{1}{r^2}[(k(k+n1)s]Y_{Ii_1\mathrm{}i_s}^{(s)}.$$
$`(A1.9)`$
If, for fixed $`s`$, we choose a maximal set of constants $`𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}`$ such that
$$𝒴_{Ii_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}𝒴_{Ji_1\mathrm{}i_s;j_1\mathrm{}j_k}^{(s)}=\delta _{IJ}$$
$`(A1.10)`$
for all $`k`$, then, the tensor fields $`\{Y_{Ii_1\mathrm{}i_s}^{(s)}|I\}`$ provide an orthogonal basis of the space of divergenceless symmetric traceless rank $`s`$ tensor fields on $`\mathrm{S}_n`$.
In concrete applications, one has to compute the integrals of scalars formed by contraction of several tensor spherical harmonics $`Y^{(s_{\mathrm{}})}`$ and their covariant derivatives. This can be done by a systematic use of the formula
$$\begin{array}{ccc}\hfill _{S^n}r^n𝑑\mathrm{\Omega }_n(x)r^{2m}x^{i_1}\mathrm{}x^{i_{2m}}|_{r=\rho }& =\rho ^n\omega _n\frac{(n1)!!}{(2m+n1)!!}\hfill & \\ & \times (\text{all possible Wick contractions}),\hfill & (A1.11)\hfill \end{array}$$
where “all possible Wick contractions” are given by the sum of $`(2m1)!!`$ terms obtained by using $`r^2x^ix^j=\delta ^{ij}`$ as elementary Wick contraction and $`\omega _n`$ is the volume of the unit sphere
$$\omega _n=\frac{2\pi ^{\frac{n+1}{2}}}{\mathrm{\Gamma }(\frac{n+1}{2})}.$$
$`(A1.12)`$
The results are always expressible in terms of suitable contractions of the coefficients $`𝒴_{Ii_1\mathrm{}i_s_{\mathrm{}};j_1\mathrm{}j_k_{\mathrm{}}}^{(s_{\mathrm{}})}`$ generically denoted as $`_{\mathrm{}}𝒴_I_{\mathrm{}}^{(s_{\mathrm{}})}`$ and certain numerical functions of the $`k_{\mathrm{}}`$.
For two and three tensor spherical harmonics, the only such functions are
$$\begin{array}{ccc}\hfill z_I& =\omega _n\frac{(n1)!!k!}{(2k+n1)!!},\hfill & (A1.13)\hfill \\ \hfill a_{I_1I_2I_3}& =\omega _n\frac{(n1)!!}{(2\alpha +n1)!!}\frac{k_1!k_2!k_3!}{\alpha _1!\alpha _2!\alpha _3!}.\hfill & (A1.14)\hfill \end{array}$$
where
$$\alpha _1=\frac{1}{2}(k_2+k_3k_1),\alpha _2=\frac{1}{2}(k_3+k_1k_2),\alpha _3=\frac{1}{2}(k_1+k_2k_3),$$
$`(A1.15a)`$
$$\alpha =\frac{1}{2}(k_1+k_2+k_3).$$
$`(A1.15b)`$
In this paper, $`\rho =\overline{e}^1`$. Further, we consider only $`s=0,2`$. We set $`𝒞_{I;j_1\mathrm{}j_k}=𝒴_{I;j_1\mathrm{}j_k}^{(0)}`$ and $`𝒯_{Ii_1i_2;j_1\mathrm{}j_k}=𝒴_{Ii_1i_2;j_1\mathrm{}j_k}^{(2)}`$.
The main contractions are the following. $`𝒞_{I_1}𝒞_{I_2}𝒞_{I_3}`$ denotes the unique $`SO(n+1)`$ scalar contraction of three tensors $`𝒞_{Ii_1\mathrm{}i_k}`$ and in a similar fashion we define
$$\begin{array}{ccc}\hfill 𝒯_{I_1}𝒞_{I_2}𝒞_{I_3}& =𝒯_{I_1ab}𝒞_{I_2;a}𝒞_{I_3;b}\hfill & (A1.16a)\hfill \\ \hfill 𝒯_{I_1}𝒯_{I_2}𝒞_{I_3}& =𝒯_{I_1ab}𝒯_{I_2ab}𝒞_{I_3}\hfill & (A1.16b)\hfill \\ \hfill 𝒯_{I_1}𝒯_{I_2}𝒯_{I_3}& =4𝒯_{I_1ab}𝒯_{I_2bc}𝒯_{I_3ca}\hfill & \\ & +\underset{\mathrm{c}.\mathrm{p}.123}{}\alpha _1\left(2𝒯_{I_1ab}𝒯_{I_2ac;d}𝒯_{I_3bd;c}+𝒯_{I_1ab}𝒯_{I_2cd;a}𝒯_{I_3cd;b}\right)\hfill & (A1.16c)\hfill \end{array}$$
where on the right hand side one takes the unique contraction of the hidden indices, and where the notation $`\mathrm{c}.\mathrm{p}.123`$ stands for cyclic permutations of $`123`$.
A2. Auxiliary functions
Here is the complete list of the auxiliary functions $`F`$ appearing in $`(2.4a)(2.4j)`$.
$$\begin{array}{ccc}\hfill F^{fss}& =(D2)\alpha _2\alpha _3\hfill & (A2.1a)\hfill \\ \hfill F^{ftt}& =(D2)\alpha _2\alpha _3\hfill & (A2.1b)\hfill \\ \hfill F^{fst}& =(D2)\alpha _1(\alpha +1+p)\hfill & (A2.1c)\hfill \\ \hfill F^{sss}& =(1+p)(D3p)(\alpha _1{}_{}{}^{2}\alpha _{2}^{}+\alpha _2{}_{}{}^{2}\alpha _{1}^{}+\alpha _2{}_{}{}^{2}\alpha _{3}^{}+\alpha _3{}_{}{}^{2}\alpha _{2}^{}+\alpha _3{}_{}{}^{2}\alpha _{1}^{}+\alpha _1{}_{}{}^{2}\alpha _{3}^{})\hfill & \\ & +(3D8+(2D8)p2p^2)\alpha _1\alpha _2\alpha _3\hfill & \\ & +(1+p)(\frac{1}{2}D+2+p)(\alpha _1\alpha _2+\alpha _2\alpha _3+\alpha _3\alpha _1)\hfill & (A2.1d)\hfill \\ \hfill F^{sst}& =(1+p)(D3p)(\alpha _1{}_{}{}^{2}\alpha _{3}^{}+\alpha _3{}_{}{}^{2}\alpha _{1}^{}+\alpha _2{}_{}{}^{2}\alpha _{3}^{}+\alpha _3{}_{}{}^{2}\alpha _{2}^{})\hfill & \\ & +(1+(D4)pp^2)(\alpha _1{}_{}{}^{2}\alpha _{2}^{}+\alpha _2{}_{}{}^{2}\alpha _{1}^{})\hfill & \\ & +(D4+(2D8)p2p^2)\alpha _1\alpha _2\alpha _3\hfill & \\ & +(1+p)p(D3p)(\alpha _1\alpha _3+\alpha _2\alpha _3)\hfill & \\ & +(1+p)(D+2+(D3)pp^2)\alpha _1\alpha _2\hfill & \\ & +(1+p)(D3p)(\alpha _1{}_{}{}^{2}\alpha _2{}_{}{}^{2}+(1+p)\alpha _3{}_{}{}^{2})\hfill & \\ & +(1+p)^2(D+3+p)(\alpha _1+\alpha _2+\alpha _3)\hfill & (A2.1e)\hfill \\ \hfill F^{tts}& =(1+p)(D3p)(\alpha _1{}_{}{}^{2}\alpha _{3}^{}+\alpha _3{}_{}{}^{2}\alpha _{1}^{}+\alpha _2{}_{}{}^{2}\alpha _{3}^{}+\alpha _3{}_{}{}^{2}\alpha _{2}^{})\hfill & \\ & +(1+(D4)pp^2)(\alpha _1{}_{}{}^{2}\alpha _{2}^{}+\alpha _2{}_{}{}^{2}\alpha _{1}^{})\hfill & \\ & +(D4+(2D8)p2p^2)\alpha _1\alpha _2\alpha _3\hfill & \\ & +(1+p)(\frac{5}{2}D8+(2D9)p2p^2)(\alpha _1\alpha _3+\alpha _2\alpha _3)\hfill & \\ & +(1+p)(\frac{3}{2}D6+(2D9)p2p^2)\alpha _1\alpha _2\hfill & \\ & +(1+p)(\frac{3}{2}D5+(D5)pp^2)(\alpha _1{}_{}{}^{2}+\alpha _2{}_{}{}^{2})\hfill & \\ & +(1+p)^2(\frac{3}{2}D5+(D5)pp^2)(\alpha _1+\alpha _2)\hfill & (A2.1f)\hfill \\ \hfill F^{ttt}& =(1+p)(D3p)(\alpha _1{}_{}{}^{2}\alpha _{2}^{}+\alpha _2{}_{}{}^{2}\alpha _{1}^{}+\alpha _2{}_{}{}^{2}\alpha _{3}^{}+\alpha _3{}_{}{}^{2}\alpha _{2}^{}+\alpha _3{}_{}{}^{2}\alpha _{1}^{}+\alpha _1{}_{}{}^{2}\alpha _{3}^{})\hfill & \\ & +(3D8+(2D8)p2p^2)\alpha _1\alpha _2\alpha _3\hfill & \\ & +(1+p)(4D13+(3D14)p3p^2)(\alpha _1\alpha _2+\alpha _2\alpha _3+\alpha _3\alpha _1)\hfill & \\ & +(1+p)^2(D\frac{7}{2}p)(\alpha _1{}_{}{}^{2}+\alpha _2{}_{}{}^{2}+\alpha _3{}_{}{}^{2})\hfill & \\ & +(1+p)^2(3D11+(2D\frac{21}{2})p2p^2)(\alpha _1+\alpha _2+\alpha _3)\hfill & \\ & +(2+p)(1+p)^3(D4p)\hfill & (A2.1g)\hfill \end{array}$$
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# Renormalization group approach to nonextensive statistical mechanics
## Abstract
We analyze a simple classical Hamiltonian system within the hypothesis of renormalizability and isotropy that essentially led Maxwell to his ubiquitous Gaussian distribution of velocities. We show that the equilibrium-like power-law energy distribution emerging within nonextensive statistical mechanics satisfies these hypothesis, in spite of not being factorizable. A physically satisfactory renormalization group emerges in the $`(q,T_q)`$ space, where $`q`$ and $`T_q`$ respectively are the entropic index characterizing nonextensivity, and an appropriate temperature. This scenario enables the conjectural formulation of the one to be expected for $`d`$-dimensional systems involving long-range interactions (e.g., a classical two-body potential $`r^\alpha `$ with $`0\alpha /d1`$). As a corollary, we recover a quite general expression for the classical principle of equipartition of energy for arbitrary $`q`$.
If we allow ourselves to use a contemporary vocabulary, we may say that the essential hypothesis that led James Clerk Maxwell to the classical distribution of velocities that is named after him were two, namely renormalizability and isotropy. Let us be more specific. If we have the one- and two-degrees-of-freedom (hamiltonian-like) quantities $`h^{}(x;a^{})=a^{}|x|^z`$ and $`h(x,y;a,b)=a|x|^z+b|y|^z`$, is there any function $`f(h)`$ such that exact renormalization occurs upon reducing the degree of freedom $`y`$? More explicitly, is there any $`f(h)`$ such that $`_{\mathrm{}}^{\mathrm{}}𝑑yf(h)f(h^{})`$? It is well known that Maxwell thought of the exponential form, i.e., $`f(h)=exp(h)`$. Isotropy of course fixed $`z=2`$ (consistently with Newtonian mechanics). The fact that factorization occurs (i.e., $`f(h(x,y;a,b))=f(h^{}(x;a))f(h^{}(y;b))`$) can be considered, from the present viewpoint, as a simplifying aside consequence. Incidentally, it is worthy to note that, at Maxwell’s time, his arguments constituted a breakthrough; indeed, the distribution of velocities occasionally employed at that time was flat within some interval, and zero outside.
At this stage, let us point out that the exponential function is but the $`q=1`$ member of an entire family of functions, namely the $`q`$-exponentials $`f(h)=exp_q(h)[1(1q)h]^{\frac{1}{1q}}`$ which, for a continuous range of values of $`q`$, are renormalizable, and which also can satisfy isotropy. Let us more precisely define the $`q`$-exponential function:
$$e_q^t[1+(1q)t]^{\frac{1}{1q}}(t;q).$$
(1)
For $`q<1`$, the $`q`$-exponential function vanishes for $`t1/(1q)`$ and continuous and monotonically increases from $`0`$ to $`\mathrm{}`$ when $`t`$ increases from $`1/(1q)`$ to $`\mathrm{}`$. For $`q>1`$, the $`q`$-exponential function continuous and monotonically increases from $`0`$ to $`\mathrm{}`$ when $`t`$ increases from $`\mathrm{}`$ to $`1/(q1)`$, remaining divergent for $`t>1/(q1)`$. We easily verify that $`e_1^tlim_{q1+0}e_q^t=lim_{q10}e_q^t=e^t(t)`$.
Let us now illustrate, for a simple case, the above mentioned renormalizability:
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}`$ $`dx_2`$ $`exp_q(a_1|x_1|^{z_1}a_2|x_2|^{z_2})`$ (2)
$`=`$ $`A_2exp_q^{}(a_1^{}|x_1|^{z_1})(a_1,a_2,z_1,z_2>0)`$ (3)
where
$$\frac{1}{1q^{}}=\frac{1}{1q}+\frac{1}{z_2},$$
(4)
$$a_1^{}(1q^{})=a_1(1q)$$
(5)
and
$`A_2`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\xi exp_q(a_2|\xi |^{z_2})={\displaystyle \frac{2\mathrm{\Gamma }\left(1+\frac{1}{z_2}\right)}{a_2^{1/z_2}}}`$ (7)
$`\times \{\begin{array}{cc}\frac{\mathrm{\Gamma }\left(1+\frac{1}{1q}\right)}{(1q)^{1/z_2}\mathrm{\Gamma }\left(1+\frac{1}{z_2}+\frac{1}{1q}\right)}& \text{for}q<1\\ 1& \text{for}q=1\\ \frac{\mathrm{\Gamma }\left(\frac{1}{q1}\frac{1}{z_2}\right)}{(q1)^{1/z_2}\mathrm{\Gamma }\left(\frac{1}{q1}\right)}& \text{for}q>1\end{array}`$
This type of renormalization remains exact for the following $`N`$-degrees-of-freedom dimensionless Hamiltonian:
$$h_N(\{x_i\};\{a_i\})=\underset{i=1}{\overset{N}{}}a_i|x_i|^{z_i}$$
(8)
We straightforwardly verify that
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}`$ $`dx_N`$ $`exp_q(h_N(\{x_i\};\{a_i\}))`$ (9)
$`=`$ $`A_Nexp_q^{}(h_{N1}(\{x_i\};\{a_i^{}\})),`$ (10)
where $`q^{}`$ and $`A_N`$ are respectively given by Eqs. (3) and (5), with $`z_N`$ and $`a_N`$ replacing $`z_2`$ and $`a_2`$. Eq. (4) is generalized into $`a_i^{}(1q^{})=a_i(1q)(i=1,\mathrm{\hspace{0.33em}2},\mathrm{},N1)`$. It is clear that there is no major difficulty in reducing, at every step, more than one degree of freedom. Hamiltonian (6) with $`z_i=2(i)`$ corresponds, of course, to $`N`$ free particles in one dimension, or $`N/d`$ particles in $`d`$ dimensions; isotropy is automatically satisfied in such cases. Also, with $`z_i=2`$ for $`N/2`$ degrees of freedom and $`z_i=z`$ for the other $`N/2`$ degrees of freedom, it corresponds to $`N/2`$ one-dimensional anharmonic oscillators.
Let us now make the junction of the above renormalizability ideas with the nonextensive statistical mechanics introduced a decade ago , further implemented in and applied in a considerable variety of systems, such as Levy and correlated anomalous diffusions, peculiar velocities in spiral galaxies , turbulence in electron plasma, fully developed turbulence , citations of scientific papers , reassociation in folded proteins , quantum entanglement , and others (for recent reviews, see ). To be more precise, this formalism addresses systems which, in one way or another, exhibit spatial and/or temporal long-range interactions, multifractal structures, dissipation, and related anomalies. The basic formal standpoint for thermal equilibrium (or equilibrium-like stationary states) consists in optimizing, under appropriate constraints, the entropic form $`S_q=[1_ip_i^q]/[q1]`$ ($`q;\{p_i\}`$ is the set of probabilities associated with the microscopic states). In particular, for the canonical ensemble, the constraints are $`_ip_i=1`$ and $`_iP_iE_i=U_q`$ ($`\{E_i\}`$ is the set of the energies of the microscopic states), where $`P_i=p_i^q/_jp_j^q`$. It is clear that the $`q1`$ limit reproduces the standard Boltzmann-Gibbs recipe; in particular $`S_1=_ip_i\mathrm{ln}p_i`$ (we are using $`k_B=1`$). Also, if $`A`$ and $`B`$ are two probabilistically independent systems, we have that $`S_q(A+B)=S_q(A)+S_q(B)+(1q)S_q(A)S_q(B)`$, hence $`q=1,>1,<1`$ respectively correspond to extensive, subextensive and superextensive systems.
Optimization for arbitrary $`q`$ straightforwardly leads to
$$p_i=\frac{exp_q((E_iU_q)/T_q)}{\overline{Z}_q},$$
(11)
where $`\overline{Z}_q=_jexp_q((E_jU_q)/T_q)`$ with $`T_qT_jp_j^q`$, $`1/T\beta `$ being the Lagrange parameter associated with the energy constraint. As we see, the similarities with Boltzmann-Gibbs statistical mechanics are quite striking. For instance, it can be verified that $`1/T=S_q/U_q`$. Also, systematically, the function $`e_q^t`$ and its inverse $`\mathrm{ln}_qt(t^{1q}1)/(1q)`$ play the usual roles of the exponential and logarithm ones. In particular, $`F_qU_qTS_q=T\mathrm{ln}_qZ_q`$ and $`U_q=(\mathrm{ln}_qZ_q)/\beta `$, where $`Z_q`$ is defined through $`\mathrm{ln}_qZ_q=\mathrm{ln}_q\overline{Z}_q\beta U_q`$.
The application of this formalism to the classical Hamiltonian (6) yields
$`\overline{Z}_q`$ $`=`$ $`{\displaystyle d^N𝐱exp_q((h_N(\{x_i\};\{a_i\})U_q)/T_q)}`$ (12)
$`=`$ $`I_{q,\{\frac{a_i}{\tau _q}\}}exp_q(U_q/T_q),`$ (13)
where $`\tau _q\left[1+(1q)U_q/T_q\right]T_q`$ and $`I_{q,\{b_i\}}d^N𝐱exp_q(h_N(\{x_i\};\{b_i\}))`$ is easily, though tediously, calculated from the recursive application of Eqs. (2-5). Analogously we obtain
$`\stackrel{~}{Z}_q`$ $``$ $`{\displaystyle d^N𝐱\left[exp_q((h_N(\{x_i\};\{a_i\})U_q)/T_q)\right]^q}`$ (14)
$`=`$ $`I_{\stackrel{~}{q},\{\frac{qa_i}{\tau _q}\}}[exp_q(U_q/T_q)]^q,`$ (15)
where $`\stackrel{~}{q}21/q`$. By using the identity $`\overline{Z}_q=\stackrel{~}{Z}_q`$ we can solve the present set of implicit equations. It follows the generalized classical equipartition principle (see also )
$$U_q=\left[\underset{i=1}{\overset{N}{}}\frac{1}{z_i}\right]T_q.$$
(16)
Consequently $`\tau _q=\left[1+(1q)_{i=1}^Nz_i^1\right]T_q`$ . It is kind of remarkable that such a strongly Boltzmann-Gibbs-like equality as Eq. (11) does hold, in spite of the fact that the involved distributions are not factorizable.
Finally we must focus on the probability distributions: $`P_q^{(N)}\left(p_q^{(N)}\right)^qexp_{\stackrel{~}{q}}\left(\frac{qh_N}{\tau _q}\right)`$. Then, by reducing one degree of freedom (as done in Eqs. (2-5)), we obtain
$`P_q^{(N1)}`$ $`=`$ $`{\displaystyle 𝑑x_NP_q^{(N)}}`$ (17)
$``$ $`exp_{(21/q^{})}\left(qh_{N1}(\left\{x_i\right\};\left\{a_i/\tau _q^{}\right\})\right).`$ (18)
Consequently, by considering $`z_i=z(i)`$ we obtain
$$q^{}=\frac{1q+qz}{1q+z}$$
(19)
and
$$T_q^{}=\left(\frac{qz}{1q+qz}\right)T_q,$$
(20)
where we have used the fact that $`T_q\tau _q`$ with a proportionality coefficient which preserves, as easily verifible, the initial value of $`q`$, and not the renormalized one. The results corresponding to say N anharmonic oscillators are completely analogous.
The recurrence for $`q`$ has only one (double) fixed point, namely $`q=1`$. This point locally is an inflexion one, but globally is an attractor (like the tangent bifurcation of the logistic map at the entrance of the cycle-3 window): see Fig. 1. In other words, Boltzmann-Gibbs statistical mechanics is, as well expected, the correct one for the independent-particle system we have focused on here. We also verify that (i) $`T_q=0`$ is an invariant subspace of the renormalization group; (ii) there is no $`T_q`$-flow at the $`q=1`$ subspace, and (iii) Eq. (14) is invariant through the transformation $`T_q\lambda T_q`$ ($`\lambda >0`$) (which means that, without loss of generality, we can always start the recurrence with say $`T_q=1`$). A typical two-dimensional flow is shown in Fig. 2. Before going on, let us mention that, if we start the recurrence with $`0<q<1`$, the flow in the $`q,T_q`$ space is smooth and monotonic ($`q`$ approaches unity, and $`T_q`$ approaches zero). If we start with $`q`$ not much larger than unity, the flow is smooth and monotonic (both $`q`$ and $`T_q`$ increase) as long as the iterations provide $`q`$-images not exceeding $`1+z`$ (divergence of $`q^{}`$ in Eq. (13)). After that, the behavior becomes physically meaningless. Indeed, the $`q`$-image is quickly sent to quite negative values, then approaching $`q=1`$ from below. Concomitantly, $`T_q`$ changes sign, and approaches zero from below. This mathematical artifact is easy to understand; indeed, the integrals involved in the renormalization are not defined for $`q1+z`$.
Since the renormalization takes $`N`$ into $`N1`$, all fixed points necessarily correspond to the thermodynamic limit $`N\mathrm{}`$. The same type of flow is expected to correspond to any (classical or quantum) system with noninteracting elements. If there are collective short-range interactions (e.g., a classical $`d`$-dimensional fluid with two-body interactions decaying as $`r^\alpha `$, or an Ising ferromagnet with coupling constant decaying as $`r^\alpha `$, with $`\alpha >d`$), we still expect $`q=1`$ to be the unique (globally attractive) fixed point, but on the $`q=1`$ invariant subspace there might be a finite $`T_q`$ unstable fixed point, $`T_q=0`$ and $`T_q\mathrm{}`$ being stable fixed points, respectively corresponding to the ordered and disordered phases. However, if the interactions are long-range ones, we expect the double fixed point $`q=1`$ to split into two fixed points, namely a globally attractive one at $`q=1`$, and a globally repulsive one at $`q^{}>1`$, whose value should depend on $`(\alpha ,d)`$ (naturally, $`q^{}`$ is expected to continuously approach unity when $`\alpha /d1`$). See Fig. 3. A clarification is needed: why we rather expect $`q^{}>1`$ and not $`q^{}<1`$? This comes from an everyday increasing evidence in a variety of nonextensive systems (electron-positron annihilation , quark-gluon plasma , granular matter , cosmology , $`d=1`$ system of inertial classical planar rotators ferromagnetically coupled at long distances , among others), where the Boltzmann exponential distribution of energies is replaced by a long-tailed power-law, and this precisely is what occurs for $`q>1`$ (see Eq. (8)). One more clarification is needed: why we rather expect the $`q=1`$ fixed point, and not the $`q1`$ one, to be the (globally) attractive one? Once again, this comes from increasing evidence that the Boltzmann regime is the ultimately stable one for any finite-size system (it corresponds to the $`lim_N\mathrm{}lim_t\mathrm{}`$), whereas the nonextensive regime (i.e., $`q1`$) emerges in the $`lim_t\mathrm{}lim_N\mathrm{}`$ ordering (see also Fig. 4 of ). Moreover, the present conjecture is consistent with the topology recently found in for anomalous diffusion, namely a stable fixed point at $`q=1`$ and an unstable one at $`q=2`$.
Summarizing, we have shown that the renormalizability and isotropy principles which guided Maxwell arguments in establishing his celebrated Gaussian distribution of velocities is not a privilege of the exponential function, but it is shared by an entire power-law family of functions (the $`q`$-exponentials), which includes the standard exponential as the $`q=1`$ limiting case. This provides a remarkable bridge with nonextensive statistical mechanics, where precisely the $`q`$-exponentials play a central role (just as the exponential does within Boltzmann-Gibbs statistical mechanics). This observation straightforwardly enabled the establishment of the $`q`$-generalized classical principle of equipartition of energies. It also enabled the formulation of an exact renormalization group in the ($`q`$, temperature)- space, which shows that the globally stable fixed point $`q=1`$ (i.e., Boltzmann-Gibbs statistical mechanics) is a double one. This allowed the conjecture that, for systems including long-range interactions, this fixed point splits into two, one of them ($`q=1`$) remaining globally stable, and the other one (presumably $`q>1`$) being globally unstable. This situation respectively reflects the fact that the extensive or nonextensive thermostatistical are to be observed in the limits where the first to achieve infinity is the time or the size.
One of us (RSM) acknowledges S. Matteson and P. Grigolini for warm hospitality at the Department of Physics/UNT.
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# Two-subband electron transport in nonideal quantum wells
## I Introduction
The study of transport properties of semiconductor structures with many occupied electronic subbands has attracted scientific interest for a long time, concerning especially with two-subband occupancy and screening effects in the scattering processes . Moreover, until recently these studies were made in inversion layers of Si-MOS (metal-oxide-semiconductor) structures in GaAs/Al<sub>x</sub>Ga<sub>1-x</sub>As selectively doped heterojunctions with two-subband occupied , where large-scale fluctuations of layers have small effect on the position of the energy levels and transport properties. Recently, new types of quantum wells (QW), e.g., modulation-doped QW , wide parabolic QW , and stepped QW semiconductor structures with two occupied subbands, have been grown by tailoring the conduction-band edge of III-IV semiconductors. It was shown that these novel heterostuctures with double subband occupancy exhibit a much stronger effect of large-scale disorder on transport properties than the previously studied one-subband systems. For the new systems, the screening is effective only on the average of the external changes of the bottoms of the two occupied subbands, which are different from each other, and caused by smooth variations of QW parameters on the scale of the Bohr radius as illustrated in Fig. 1a. Only essential unscreened large-scale fluctuations of the both occupied QW levels are present in these systems.
This paper addresses the effect of such non-screened variations of both occupied energy levels on the electronic spectrum and the classical magnetotransport by employing different confinement models: hard wall QW (Fig. 1b), parabolic QW (Fig. 1c), and stepped QW (Fig. 1d). Short-range and small-angle elastic scattering mechanisms, within a local response approximation, are included in the linearized kinetic equation. We obtain effective magnetotransport coefficients, which are evaluated from the components of the local conductivity tensor averaged over large-scale inhomogeneities, up to second order in the disorder contributions to the conductivity, for zero temperature. In addition, we calculate the modulation of the effective conductivity by the transverse voltage. We take into account the difference between intra-subband momentum scattering frequencies and the inter-subband contributions. We investigate also the spatial variations of these frequencies. We find an essential broadening of the peak of intersubband transitions due to the large-scale inhomogeneities and we provide numerical estimates of magnetotransport coefficients for the considered models.
The organization of the paper is as follows. In Sec. II the energy spectrum, which takes into account non-screened variations of levels, and the general conductivity tensor within the linear response approach, are obtained. From the transition probability for a random potential model, we calculate, in Sec. III, the scattering frequencies and magnetotransport coefficients considering short-range and small-angle scattering mechanisms and after averaging the conductivity tensor over in-plane large-scale inhomogeneities. In Sec. IV, we discuss the assumptions, on which the work described here is explicitly dependent, and we present our concluding remarks.
## II General equations
We discuss now our model for the energy levels fluctuations due to random inhomogeneities and we obtain the general expressions of the conductivity tensor based on the local response approach for nonideal QWs with two occupied subbands.
### A Electron energy spectrum
Electron energy levels in a QW with slowly varying width can be described in terms of $`𝐫=\{x,y\}`$ along with the in-plane kinetic energy given by the parabolic dispersion law $`\epsilon _p=p^2/2m`$ with effective mass $`m`$. For instance, the influence of nonideal heterointerfaces in the hard-wall QW, formed by large band offsets, can be studied by assuming that the QW widths, $`d_𝐫`$, are randomly varied. Then, the few lowest energy levels $`s=1,2,\mathrm{}`$ are given by
$$\epsilon _{s𝐫}=\frac{(s\pi \mathrm{}/d_𝐫)^2}{2m}\epsilon _s\left(12\frac{\delta d_𝐫}{d}\right),$$
(1)
where $`\epsilon _s=s^2(\pi \mathrm{}/d)^2/2m`$, $`d`$ is the mean width of the QW, and $`\delta d_𝐫`$ is its random fluctuation due to heterointerface roughness. The energy of an electron in the $`s`$-th subband is given as $`E_{p𝐫}^{(s)}=p^2/2m+\epsilon _{s𝐫}+v_{s𝐫}`$, where $`v_{s𝐫}=𝑑z\left|\phi _{sz}\right|^2V_{𝐫z}`$ is the screening potential averaged over the $`s`$-th subband charge distribution $`\left|\phi _{sz}\right|^2`$ along the $`z`$ direction. The potential $`V_{𝐫z}`$ is determined by the Poisson’s equation as
$$^2V_{𝐫z}=\frac{4\pi e^2}{ϵ}(n_{𝐫z}n_{𝐫z}),n_{𝐫z}=\underset{s=1,2}{}n_{s𝐫}\left|\phi _{sz}\right|^2,$$
(2)
where $`n_{s𝐫}=\rho _{2D}(\epsilon _F\epsilon _{s𝐫}v_{s𝐫})`$ is the electron density in the $`s`$-th subband, $`\rho _{2D}=m/\pi \mathrm{}^2`$ is the 2D density of states, $`\epsilon _F`$ the Fermi energy, $`n_{𝐫z}`$ is the electron density averaged over the random inhomogeneities, and $`ϵ`$ is the dielectric constant, assumed independent of $`z`$. Hereafter, we consider only the case of two occupied subbands.
The solution of Eq. (2) is given as
$$V_{𝐪z}=\frac{2\pi e^2}{ϵq}𝑑z^{}e^{q|zz^{}|}\delta n_{𝐪z^{}},$$
(3)
where $`\delta n_{𝐪z}`$ is the 2D Fourier transform of the nonuniform part of the electron density
$$\delta n_{𝐫z}=\underset{s=1,2}{}\left|\phi _{sz}\right|^2\delta n_{s𝐫}=\rho _{2D}\underset{s}{}\left|\phi _{sz}\right|^2(\delta \epsilon _{s𝐫}+v_{s𝐫}).$$
(4)
Substituting Eq. (4) in Eq. (3), we are led to the system of two linear inhomogeneous equations for the Fourier transforms of screening potentials $`v_{s𝐪}`$ for $`s=1`$ and $`s=2`$ subbands:
$$v_{s𝐪}=\frac{2\pi e^2}{ϵq}\rho _{2D}\underset{s^{}}{}𝑑z\phi _{sz}^2𝑑z^{}e^{q|zz^{}|}\left|\phi _{s^{}z^{}}\right|^2(\delta \epsilon _{s^{}𝐪}+v_{s^{}𝐪}).$$
(5)
Notice that inhomogeneity of Eq. (5) comes from terms $`\delta \epsilon _{s^{}𝐪}`$. Hence the solutions are expressed in terms of the variations of the occupied levels, introduced by Eq. (1). Assuming large-scale variations, $`\mathrm{}_cd`$, it follows from Eq. (5) that only the Fourier components with $`q\mathrm{}_c^1d^1`$ are essential. Then $`\mathrm{exp}(q|zz^{}|)`$ in Eq. (5) can be well approximated by the unity and we have
$$v_{s𝐪}=\frac{4}{qa_B}\underset{s^{}}{}(\delta \epsilon _{s^{}𝐪}+v_{s^{}𝐪}),$$
(6)
where $`a_B`$ is the Bohr radius. Here the right-hand side is independent of $`s`$, so $`v_{1,2𝐪}v_𝐪`$. Further, for $`qa_B/81,`$ from Eq. (6), it follows that
$$v_𝐫\frac{1}{2}\underset{s=1,2}{}\delta \epsilon _{s𝐫},$$
(7)
i.e., screening is relevant only on the average of the external variations $`\delta \epsilon _{1𝐫}`$ and $`\delta \epsilon _{2𝐫}`$. As a result, the electron spectrum energy can be written in the form
$$E_{p𝐫}^{(s)}=\frac{p^2}{2m}+\epsilon _s(1)^s\delta \epsilon _𝐫,$$
(8)
where $`\delta \epsilon _𝐫=(\epsilon _2\epsilon _1)\delta d_𝐫/d3\epsilon _1\delta d_𝐫/d`$ is the non-screened part of potential. For further numerical estimates, we assume Gaussian correlations for the QW width fluctuations
$$\delta \epsilon _𝐫\delta \epsilon _𝐫^{}=\left(\frac{3\epsilon _1}{d}\right)^2\delta d_𝐫\delta d_𝐫^{}=\left(\overline{\delta \epsilon }\right)^2w(|𝐫𝐫^{}|).$$
(9)
Here $`\overline{\delta \epsilon }=3\epsilon _1\overline{\delta d}/d`$, $`\overline{\delta d}`$ is the typical height of the roughness interface and $`w(x)=\mathrm{exp}[(x/\mathrm{})^2]`$ is the Gaussian function with lateral correlation length $`\mathrm{}`$. We can also write analogous expressions for the case of parabolic (Fig. 1c) and stepped (Fig.1d) QWs but we do not give here the pertinent formulas considering further that $`\overline{\delta \epsilon }`$ is a given quantity.
### B Conductivity tensor
Classical transport phenomena for electrons with spectrum, given by Eq. (8), are described by the distribution function $`f_F(E_{p𝐫}^{(s)})+\mathrm{\Delta }f_{\mathrm{𝐩𝐫}}^{(s)}`$ within the linear response theory. Here $`f_F`$ is the unperturbed Fermi distribution and the field-induced distribution is determined from the linearized kinetic equation of $`s`$-th subband given by
$$\left(𝐯_𝐫+(1)^s\delta \epsilon _𝐫\frac{}{𝐩}+\frac{e}{c}[𝐯\times 𝐇]\frac{}{𝐩}\right)\mathrm{\Delta }f_{\mathrm{𝐩𝐫}}^{(s)}I_s(\mathrm{\Delta }f|\mathrm{𝐩𝐫})=e𝐄_𝐫\frac{f_F(E_{p𝐫}^{(s)})}{𝐩},$$
(10)
where $`𝐄_𝐫`$ is the electric field, which is zero in the absence of a net current density $`𝐣_𝐫`$, $`𝐇`$ is the magnetic field perpendicular to the QW’s plane ($`𝐯=𝐩/m`$) and the collision integral for the elastic scattering case is written as
$$I_s(\mathrm{\Delta }f|\mathrm{𝐩𝐫})=\underset{s^{}𝐩^{}}{}W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}(\mathrm{\Delta }f_{𝐩^{}𝐫}^{(s^{})}\mathrm{\Delta }f_{\mathrm{𝐩𝐫}}^{(s)}).$$
(11)
$`W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}`$ is the transition probability per second between states $`s,𝐩`$ and $`s^{},𝐩^{}`$. The total current density $`𝐣_𝐫`$ is given by the standard expression $`𝐣_𝐫=(2e/L^2)_{s𝐩}𝐯\mathrm{\Delta }f_{\mathrm{𝐩𝐫}}^{(s)}`$ and satisfies the continuity equation $`𝐣_𝐫=0`$.
The contributions from the convection and random fields in the left-hand side of Eq. (10) are estimated as $`\overline{v}/\mathrm{}`$ and $`\overline{\delta \epsilon }/(\overline{p}\mathrm{})`$ respectively. These contributions can be discarded when $`\overline{v}\overline{\tau }\mathrm{}`$ and $`\overline{\delta \epsilon }\overline{\epsilon }`$, where $`\overline{\epsilon }=\overline{v}\overline{p}/2`$ is the characteristics electron energy, where we have used the relaxation time approximation to estimate the collision integral as $`\overline{\tau }^1.`$ Under these assumptions, Eq. (10) assumes the form
$$\frac{e}{c}[𝐯\times 𝐇]\frac{}{𝐩}\mathrm{\Delta }f_{\mathrm{𝐩𝐫}}^{(s)}I_s(\mathrm{\Delta }f|\mathrm{𝐩𝐫})=e(𝐄_𝐫𝐯)f_F^{^{}}(E_{p𝐫}^{(s)}),$$
(12)
where $`f_F^{^{}}(E)=f_F(E)/E`$. We look for a solution in the form
$$\mathrm{\Delta }f_{\mathrm{𝐩𝐫}}^{(s)}=ef_F^{^{}}(E_{p𝐫}^{(s)})\left\{A_s(𝐄_𝐫𝐯)+B_s\frac{e}{mc}([𝐄_𝐫\times 𝐇]𝐯)\right\},$$
(13)
where the coefficients $`A_s`$ and $`B_s`$ depend only on $`p^2`$. Substituting Eq. (13) into the kinetic equation (12), we obtain the linear algebraic system (see Ref. for details)
$`\omega _c^2B_s{\displaystyle \underset{s^{}𝐩^{}}{}}W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}\left(A_s^{}{\displaystyle \frac{p^{}}{p}}\mathrm{cos}(𝐩,𝐩^{})A_s\right)`$ $`=`$ $`1,`$ (14)
$`A_s+{\displaystyle \underset{s^{}𝐩^{}}{}}W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}\left(B_s^{}{\displaystyle \frac{p^{}}{p}}\mathrm{cos}(𝐩,𝐩^{})B_s\right)`$ $`=`$ $`0.`$ (15)
The solution of Eq. (15) for our two-level system is expressed through the transport relaxation frequency of $`s`$-th subband given by
$$\nu _s^{tr}=\underset{𝐩^{}}{}W_{\mathrm{𝐩𝐩}^{}}^{ss}\left[1\mathrm{cos}(𝐩,𝐩^{})\right]$$
(16)
and the intersubband relaxation frequencies are written as
$$\nu _{ss^{}}=\underset{𝐩^{}}{}W_{\mathrm{𝐩𝐩}^{}}^{ss^{}},\stackrel{~}{\nu }_{ss^{}}=\underset{𝐩^{}}{}W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}\mathrm{cos}(𝐩,𝐩^{}),$$
(17)
where $`s,s^{}=1,2`$. The solution of Eqs. (15) is
$`A_1`$ $`=`$ $`{\displaystyle \frac{\nu _1[\omega _c^2+\nu _2^2+\eta _1\stackrel{~}{\nu }_{12}\nu _2]\stackrel{~}{\nu }_{12}[\stackrel{~}{\nu }_{12}\nu _2+\eta _1(\omega _c^2+\stackrel{~}{\nu }_{12}^2)]}{\mathrm{\Delta }}}`$ (18)
$`B_1`$ $`=`$ $`{\displaystyle \frac{\omega _c^2+\nu _2^2+\stackrel{~}{\nu }_{12}^2+\eta _1\stackrel{~}{\nu }_{12}(\nu _1+\nu _2)}{\mathrm{\Delta }}},`$ (19)
with the cyclotron frequency $`\omega _c=|e|H/mc`$, $`\nu _1=\nu _1^{tr}+\nu _{12}`$, $`\nu _2=\nu _2^{tr}+\nu _{12}`$, and $`\mathrm{\Delta }=[(\nu _1\nu _2\stackrel{~}{\nu }_{12}^2)^2+\omega _c^2(\omega _c^2+\nu _1^2+\nu _2^2+2\stackrel{~}{\nu }_{12}^2)]`$. In Eq. (19) we have $`\eta _1=p^{}/p`$, where the momenta $`p^{}`$ and $`p`$ are connected through $`(p^2p^2)/(2m)=\epsilon _2\epsilon _12\delta \epsilon _𝐫`$ from energy conservation. The expressions for $`A_2`$ and $`B_2`$ follows from the above expressions for $`A_1`$ and $`B_1`$, respectively, by changing $`12`$, $`21`$ everywhere in Eq. (19) and taking $`\eta _2=p^{}/p`$ where $`p^{}`$ now satisfies $`(p^2p^2)/(2m)=\epsilon _1\epsilon _2+2\delta \epsilon _𝐫`$.
Furthermore, for the zero-temperature, the coefficients $`A_s`$ and $`B_s`$ are calculated only at the Fermi level. Thus, we have to use $`p=p_{F_1}`$ ($`p=p_{F_2}`$) in $`A_1`$,$`B_1`$ ($`A_2`$,$`B_2`$) while $`\eta _1=p_{F_2}/p_{F_1}`$ and $`\eta _2=p_{F_1}/p_{F_2}`$ correspondingly. The induced current density, at zero temperature, is written as
$$𝐣_𝐫=\frac{e^2}{m}\underset{s}{}n_𝐫^{(s)}\left\{A_s𝐄_𝐫+B_s\frac{e}{mc}[𝐄_𝐫\times 𝐇]\right\}\widehat{\sigma }(𝐫)𝐄_𝐫,$$
(20)
where the electron concentration for the $`s`$-th subband is given by
$$n_𝐫^{(s)}=n_s+(1)^s\rho _{2D}\delta \epsilon _𝐫.$$
(21)
$`n_s`$ is the mean concentration of the $`s`$-th level and $`n=n_1+n_2`$ is the total average concentration. From Eq. (20), the components of the $`2\times 2`$ conductivity tensor are
$$\sigma _{xx}(𝐫)=\frac{e^2}{m}\underset{s}{}A_sn_𝐫^{(s)},\sigma _{yx}(𝐫)=\frac{e^2}{m}\omega _c\underset{s}{}B_sn_𝐫^{(s)},$$
(22)
where $`\sigma _{xx}(𝐫)=\sigma _{yy}(𝐫)`$ and $`\sigma _{yx}(𝐫)=\sigma _{xy}(𝐫)`$. Note, that the conductivity dependence on $`𝐫`$ comes not only due to the spatial variations of $`n_𝐫^{(s)}`$ but also because $`p_{F_1\text{ }}`$and $`p_{F_2}`$ depends on $`𝐫`$.
## III Transport properties
In this section, we study the peculiarities of the steady-state magnetotransport caused by unscreened fluctuations of the QW’s energy levels. In the model of random potentials, the transition probability can be written as
$$W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}=\frac{2\pi w}{\mathrm{}L^3}\underset{q}{}\mathrm{exp}[(Q/q_0)^2]|s^{}|e^{iqz}|s|^2\delta (E_{𝐩^{},s^{},𝐫}E_{𝐩,s,𝐫}),$$
(23)
where $`w\mathrm{exp}(Q^2/q_0^2)`$ is the Gaussian correlation function for the random potential with characteristic scale $`q_0^1`$ (note that $`q_0\mathrm{}^1`$), $`𝐐=[(𝐩^{}𝐩)/\mathrm{},q]`$ is a 3D wave vector, and $`L`$ is the normalization length. Summing over $`q`$ in Eq. (23) leads to
$$K_{ss^{}}=\frac{1}{L}\underset{q}{}e^{(q/q_0)^2}|s^{}|e^{iqz}|s|^2=\frac{q_0}{2\sqrt{\pi }}𝑑z𝑑z^{}\phi _{s^{}z}\phi _{sz}\phi _{s^{}z^{}}\phi _{sz^{}}e^{[q_0(zz^{})/2]^2}$$
(24)
and the transition probability transforms into
$$W_{\mathrm{𝐩𝐩}^{}}^{ss^{}}=\frac{2\pi w}{\mathrm{}L^2}\mathrm{exp}\{[(𝐩^{}𝐩)/\mathrm{}q_0]^2\}K_{ss^{}}\delta (E_{𝐩^{},s^{},𝐫}E_{𝐩,s,𝐫}),$$
(25)
where the $`\delta `$-function depends on $`𝐫`$ only for intersubband transitions, $`ss^{}`$. Notice that $`K_{12}=K_{21}`$.
The functions $`K_{ss^{}}`$ are calculated below for the cases of short-range ($`q_0^1d`$) and small-angle ($`\mathrm{}q_0p_{Fs}`$) scattering. We consider three models of confinement potential: hard-wall QWs (see Sec. IIA), parabolic QWs with effective width $`\mathrm{}_{}=\sqrt{\mathrm{}/m\omega _{}}`$, $`\omega _{}`$ is the characteristic frequency of the potential, and stepped QWs with quite different well widths $`d_nd_w`$. The coefficients $`K_{ss^{}}`$ are shown in Table I.
Consider next the relaxation frequencies for these cases. For short-range scattering, straightforward calculations of Eqs. (16), (17), and (25) give
$$\nu _1^{tr}=(mw/\mathrm{}^3)K_{11},\nu _2^{tr}=(mw/\mathrm{}^3)K_{22},\nu _{12}=(mw/\mathrm{}^3)K_{12},$$
(26)
and $`\stackrel{~}{\nu }_{12}=0`$. For small-angle scattering, we obtain
$$\nu _{1,2}^{tr}\frac{mwq_0^3}{8\sqrt{\pi }p_{F_{1,2}}^3}K_{11},\text{and }\nu _{12}\stackrel{~}{\nu }_{12}\frac{mwq_0}{2\sqrt{\pi }\mathrm{}^2\sqrt{p_{F_1}p_{F_2}}}K_{12}e^{(p_{F_1}p_{F_2})^2/\mathrm{}^2q_0^2},$$
(27)
where we assumed that $`(\mathrm{}q_0/p_{F_s})^21`$ and $`p_{F_s}`$ is determined from $`E_{p𝐫}^{(s)}=E_F`$. We point out that, in these conditions for small-angle scattering, we have $`\nu _{12}\nu _s^{tr}`$ due to the exponentially small factor. Indeed, for instance, in the case of the parabolic QW, $`\nu _{12}/\nu _1^{tr}=\sqrt{p_{F_1}/p_{F_2}}(p_{F_1}\mathrm{}_{}/\mathrm{})^2\mathrm{exp}[(p_{F_1}p_{F_2})^2/\mathrm{}^2q_0^2]`$. For the maximum ratio $`p_{F_1}/p_{F_2}`$, we estimate $`\nu _{12}/\nu _1^{tr}=4\sqrt{2}\mathrm{exp}[(p_{F_1}p_{F_2})^2/\mathrm{}^2q_0^2]`$. So, if $`\mathrm{exp}[(p_{F_1}p_{F_2})^2/\mathrm{}^2q_0^2]10^1`$, we obtain $`\nu _{12}/\nu _s^{tr}1`$ for hard-wall and parabolic QWs. Similar condition holds for the stepped QW. For small-angle scattering, we neglect further very small contributions related to $`\stackrel{~}{\nu }_{12}`$ and $`\nu _{12}`$. Then, as it is seen in the Table I and Eq. (27), the transport coefficients do not depend essentially on the specific QW for small-angle scattering.
In order to analyze the influence of non-uniform contributions, we have to average the local conductivity tensor, Eqs. (22), written in the form $`\sigma _{\mu \nu }(𝐫)=\sigma _{\mu \nu }+_𝐤(\delta \sigma _𝐤)_{\mu \nu }\mathrm{exp}(i𝐤𝐫)`$, where $`\delta \widehat{\sigma }_𝐤`$ is the non-uniform contribution and $`\sigma _{\mu \nu }`$ is the conductivity tensor for an ideal QW with two occupied subbands given by
$$\sigma _{\mu \nu }=\frac{e^2}{m}\underset{s}{}\frac{n_s}{\nu _s^2+\omega _c^2}\{\begin{array}{cc}\nu _s\hfill & \mu =x,\nu =x,\hfill \\ \omega _c\hfill & \mu =y,\nu =x\hfill \end{array}.$$
(28)
Here we assume that intersubband frequencies are negligible. Following Ref. , we obtain, up to the second order in the large-scale disorder, the effective conductivity tensor, from $`𝐣_𝐫=\widehat{\sigma }^{eff}𝐄_𝐫`$, as
$$\sigma _{\mu \nu }^{eff}=\sigma _{\mu \nu }\underset{𝐤}{}\frac{_{\alpha \beta }(\delta \sigma _𝐤)_{\mu \alpha }k_\alpha k_\beta (\delta \sigma _𝐤)_{\beta \nu }}{_{\alpha \beta }k_\alpha \sigma _{\alpha \beta }k_\beta },$$
(29)
where $`\mathrm{}`$ denotes the average over the sample area, i.e., for distances $`r\mathrm{}`$, and $`_𝐤(\delta \sigma _𝐤)_{\mu \nu }\mathrm{exp}(i\mathrm{𝐤𝐫})=0`$ . The average is performed using Fourier transform of the Gaussian correlation function, Eq. (9), $`\delta \epsilon _𝐤\delta \epsilon _𝐤^{}=\delta _{𝐤+𝐤^{},0}(\pi \overline{\delta \epsilon }^2\mathrm{}_c^2/L^2)\mathrm{exp}[(k\mathrm{}_c/2)^2]`$ with $`k=\sqrt{k_x^2+k_y^2}`$.
### A Short-range scattering
Before explicit calculation of the local magnetoconductivity tensor from the general Eq. (22), we present now standard expressions for magnetotransport coefficients of a QW with two occupied subbands. Using the conductivity tensor, given by Eq. (28), we obtain the magnetoresistance
$$\mathrm{\Delta }\rho _{}=\frac{n_1n_2\omega _c^2(\nu _1\nu _2)^2}{\nu _1\nu _2[(n_1+n_2)^2\omega _c^2+(n_1\nu _2+n_2\nu _1)^2]},$$
(30)
and the Hall coefficient
$$R=\frac{1}{ec}\frac{n_1(\nu _2^2+\omega _c^2)+n_2(\nu _1^2+\omega _c^2)}{[n_1^2(\nu _2^2+\omega _c^2)+n_2^2(\nu _1^2+\omega _c^2)+2n_1n_2(\nu _2\nu _1+\omega _c^2)]}.$$
(31)
For strong ($`\omega _c\tau 1`$) and weak ($`\omega _c\tau 1`$) magnetic fields, the Hall coefficient do not depend on $`H`$ leading to $`R(\mathrm{})1/ec(n_1+n_2)`$ and $`R(H=0)(n_1\nu _2^2+n_2\nu _1^2)/[ec(n_1\nu _2+n_2\nu _1)^2]`$.
For short-range scattering, all frequencies do not depend on $`p_{F_{1,2}}`$ and as a consequence, the coefficients $`A_s`$ and $`B_s`$ are independent of $`𝐫`$. The non-uniform contribution to the conductivity tensor takes the form
$$\delta \sigma _{\mu \nu }(𝐤)=\frac{e^2\rho _{2D}}{m}\underset{s}{}\frac{(1)^s\delta \epsilon _𝐤}{\nu _s^2+\omega _c^2}\{\begin{array}{cc}\nu _s\hfill & \mu =x,y\nu =x,y\hfill \\ \omega _c\hfill & \mu =y,\nu =x\hfill \end{array}.$$
(32)
After substituting Eq. (32) into Eq. (29) and performing the averaging process, we obtain the components of the effective conductivity tensor as
$$\sigma _{xx}^{eff}=\sigma _{xx}\frac{e^4\overline{\delta n}^2}{2m^2\sigma _{xx}}\left(\frac{1}{\omega _c^2+\nu _1^2}+\frac{1}{\omega _c^2+\nu _2^2}\frac{2(\omega _c^2+\nu _1\nu _2)}{(\omega _c^2+\nu _1\nu _2)^2+\omega _c^2(\nu _2\nu _1)^2}\right),$$
(33)
$$\sigma _{yx}^{_{eff}}=\sigma _{yx}\frac{e^4\overline{\delta n}^2}{m^2\sigma _{xx}}\omega _c\left(\frac{1}{\omega _c^2+\nu _1^2}\frac{1}{\omega _c^2+\nu _2^2}\right)\left(\frac{\nu _1}{\omega _c^2+\nu _1^2}\frac{\nu _2}{\omega _c^2+\nu _2^2}\right),$$
(34)
where $`\overline{\delta n}=\rho _{2D}\overline{\delta \epsilon }`$ gives the concentration fluctuation due to large-scale inhomogeneities.
Using Eqs. (33) and (34), the effective magnetoresistance $`\mathrm{\Delta }\rho _{eff}`$, and the Hall coefficient $`R_{eff}`$, can be easily obtained. In Fig. 2, we plot $`\mathrm{\Delta }\rho _{eff}`$ as a function of the magnetic field for $`n_2/n_1=0.5`$. The solid and dot-dashed curves are $`10`$ times enlarged and correspond to parabolic QWs where $`\nu _2/\nu _1=5/6`$ and $`\overline{\delta n}/n_1=0.2`$ and $`\overline{\delta n}/n_1=0`$ respectively, The dotted and dashed curves correspond to stepped QWs for $`\overline{\delta n}/n_1=0.2`$ and $`\overline{\delta n}/n_1=0`$, respectively, with $`d_n10`$ Å, $`d_w350`$ Å, $`U_00.1`$ eV, which leads to $`\kappa 10^6`$cm<sup>-1</sup>, $`\epsilon _2\epsilon _121.5`$ meV, and $`n_1+n_22.0\times 10^{12}`$cm<sup>-2</sup>. It follows that $`\nu _2/\nu _1=1/2.1`$. Notice that $`\mathrm{\Delta }\rho _{eff}0`$ as well as $`\mathrm{\Delta }\rho _{}0`$ for the hard-wall QW because $`\nu _2/\nu _1=1`$ for short-range scattering. Then magnetoresistance is absent for hard-wall QWs, while a positive magnetoresistance appears for the parabolic QW, which becomes larger by a factor of $`15`$ in the case of the stepped QW.
In Fig. 3, we depict $`(R_{eff}R_0)/R_0`$, where $`R_0=1/ecn`$ with $`n=(n_1+n_2)`$ using the same curves and conditions as in Fig. 2. Similarly to Fig. 2, the solid and dot-dashed curves represent $`10\times (R_{eff}R_0)/R_0`$ for the parabolic QW. In the case of the hard-wall QW, $`R_{eff}R_0`$ and $`RR_0`$ because $`\nu _2/\nu _1=1`$. Hence for hard-wall QW $`(R_{eff}R_0)/R_0=0`$, while an explicit dependence of $`H`$ is observed for parabolic and stepped QWs. In addition, from Figs. 2,3 it follows that unscreened effect of the large-scale inhomogeneities of a QW parameters is manifested through stronger magnetoresistance at $`\omega _c/\nu _1<1`$ and weaker at $`\omega _c/\nu _1>1`$. While it leads to smaller Hall coefficient for $`\omega _c/\nu _1<0.5`$, for $`\omega _c/\nu _12`$ effect of such large-scale inhomogeneities on Hall coefficient becomes negligible. Notice that in experiment of Ref. it was observed for magnetic fields, $`B_z<0.2`$ T, practically independent of $`H_z`$ magnetoresistance in GaAs-based parabolic QW with two occupied subbands: which leads to $`\nu _1`$ very close to $`\nu _2`$ that in turn can be valid only when scattering is short-range.
### B Small-angle scattering
For small-angle scattering, large-scale fluctuations of the electron density and scattering frequencies play an important role. As we have seen, scattering frequencies, given by Eq. (27), depend on fluctuations of the Fermi momenta. Further, we can neglect contributions coming from $`\nu _{12}`$ and $`\stackrel{~}{\nu }_{12}`$. Using Eqs. (19), (22), (27), and (29), the components of the effective conductivity tensor, for small-angle scattering, can be written as
$$\sigma _{xx}^{eff}/\overline{\sigma }_0=\overline{\sigma _{xx}}\frac{4\overline{\delta n}^2}{n^2\overline{\sigma _{xx}}}\left[F_x^2(H)F_y^2(H)\right],$$
(35)
and
$$\sigma _{yx}^{eff}/\overline{\sigma }_0=\overline{\sigma _{yx}}\frac{8\overline{\delta n}^2}{n^2\overline{\sigma _{xx}}}F_y(H)F_x(H),$$
(36)
where
$$\overline{\sigma _{xx}}=\sigma _{xx}/\overline{\sigma }_0=2\sqrt{2}\underset{s=1,2}{}\frac{(n_s/n_{2D})^{1/2}}{1+\omega _c^2/\nu _s^2}\left\{\left(\frac{n_s}{n}\right)^2+\frac{\overline{\delta n}^2}{n^2}\left[\frac{19}{16}+\left(\frac{7}{4}\frac{3\omega _c^2/\nu _s^2}{1+\omega _c^2/\nu _s^2}\right)^2\right]\right\},$$
(37)
$$\overline{\sigma _{yx}}=\sigma _{yx}/\overline{\sigma }_0=2\sqrt{2}\underset{s=1,2}{}\frac{(\omega _c/\nu _s)(n_s/n)^{1/2}}{1+\omega _c^2/\nu _s^2}\left\{\left(\frac{n_s}{n}\right)^2+\frac{\overline{\delta n}^2}{n^2}\left[\frac{1}{4}+\left(\frac{5}{2}\frac{3\omega _c^2/\nu _s^2}{1+\omega _c^2/\nu _s^2}\right)^2\right]\right\},$$
(38)
and
$$F_x(H)=\underset{s=1,2}{}(1)^s\frac{(n_s/n)^{3/2}}{1+\omega _c^2/\nu _s^2}\left(\frac{5}{2}\frac{3\omega _c^2/\nu _s^2}{1+\omega _c^2/\nu _s^2}\right),$$
(39)
$$F_y(H)=\underset{s=1,2}{}(1)^s\frac{(\omega _c/\nu _s)(n_s/n)^{3/2}}{1+\omega _c^2/\nu _s^2}\left(4\frac{3\omega _c^2/\nu _s^2}{1+\omega _c^2/\nu _s^2}\right).$$
(40)
Here $`\nu _s=mwq_0^4/16\pi \overline{p}_{F_s}^3`$, where $`\overline{p}_{F_s}`$ is independent of $`𝐫`$ and is determined by $`n_s`$, $`\overline{\sigma }_0=e^2n/m\nu _0`$, and a typical scattering frequency $`\nu _0`$ is determined as $`\nu _0^{2/3}=(\nu _1^{2/3}+\nu _2^{2/3})/2`$. Notice that $`\nu _s`$ is related to $`n_s`$, while $`\nu _0`$ corresponds to $`n/2`$. In Figs. 4 and 5 we present our calculated effective conductivity tensor, given by Eqs. (35)-(40), magnetoresistance $`\mathrm{\Delta }\rho _{eff}`$ and the Hall coefficient, $`R_{eff}`$.
In Fig. 4, we show $`\mathrm{\Delta }\rho _{eff}`$ for $`n_2/n_1=0.5`$ as a function of $`\omega _c/\nu _1`$. The solid and dashed curves represent $`\mathrm{\Delta }\rho _{eff}`$ for small-angle scattering for $`\overline{\delta n}/n=1/8`$ and $`\overline{\delta n}/n=0`$, respectively. and $`\nu _2/\nu _1=8`$. For comparison, we plot the dotted curve for short-range scattering in the stepped QW as shown in Fig. 2. We observe in Fig. 4 that, for small-angle scattering, large-scale inhomogeneities strongly modifies the effective magnetoresistance in the case of two occupied subbands. Its behavior can be essentially different from the situation of short-range scattering. In this case, as it can be seen in Fig. 2, the magnetoresistance increases before reaching a plateau at $`\omega _c/\nu _11`$. On the contrary, for small-angle scattering, this behavior is observed at $`\omega _c/\nu _18`$. As it is seen in Fig. 4, there is a much larger region of classical magnetic fields in which the magnetoresistance increases in case of small-angle scattering than for short-range scattering. Furthermore, in contrast with the short-range scattering case, we see that large-scale unscreened inhomogeneities lead to substantially smaller values of magnetoresistance at relatively weak magnetic fields, $`\omega _c/\nu _13`$, while contributes to enhance the magnetoresistance at larger magnetic fields, $`\omega _c/\nu _14`$. Notice that according experimental results of Ref. , where all data are given for $`n_2/n_11/2`$, the rather small magnetoresistance was attributed to small-angle scattering, which is confirmed by our calculated $`\mathrm{\Delta }\rho _{eff}`$ given by the solid curve in Fig. 4.
Using the same parameters of Fig. 4, $`(R_{eff}R_0)/R_0`$ is depicted in Fig. 5. We now observe that large-scale unscreened inhomogeneities lead to a substantially weaker dependence of $`R_{eff}`$ on $`H`$ in agreement with the experimental results of Ref. . In conclusion, our theoretical results describe qualitatively well the experimental ones. We point out that the results, in the case of small-angle scattering, are independent of QW confinement model.
### C Transverse field effect on the conductivity
Now we consider the modulation of the effective conductivity under transverse voltage which causes intersubband redistribution of the electron population. From Eq. (33), for zero magnetic field, the effective conductivity, for short-range scattering, can be written as
$$\sigma ^{eff}/\overline{\sigma }=\left(1+\frac{\mathrm{\Delta }n\mathrm{\Delta }\nu }{n\overline{\nu }}\right)\left\{12\frac{\overline{\delta n}^2\mathrm{\Delta }\nu ^2}{n^2\overline{\nu }^2(1+\mathrm{\Delta }n\mathrm{\Delta }\nu /n\overline{\nu })^2}\right\},$$
(41)
where $`\overline{\sigma }=e^2n\overline{\nu }/m\nu _1\nu _2`$, $`\overline{\nu }=(\nu _1+\nu _2)/2`$, $`\mathrm{\Delta }\nu =(\nu _2\nu _1)/2`$, $`\mathrm{\Delta }n=(n_1n_2)=\rho _{2D}(\epsilon _2\epsilon _1)`$ with $`n_1=(n+\mathrm{\Delta }n)/2`$ and $`n_2=(n\mathrm{\Delta }n)/2`$. For hard-wall QWs, because $`\mathrm{\Delta }\nu =0`$, it follows that $`\sigma ^{eff}`$ is independent of $`\mathrm{\Delta }n`$. In Fig. 6, we present $`\mathrm{\Delta }\sigma ^{eff}=\sigma ^{eff}/\overline{\sigma }1`$ as a function of $`\mathrm{\Delta }n/n`$. The dotted and dashed curves correspond to stepped QWs with $`\mathrm{\Delta }\nu /\overline{\nu }0.36`$, for the same parameters used in Fig. 2, and $`\overline{\delta n}/n=1/8`$ and $`\overline{\delta n}/n=0`$, respectively. The thin-solid curve corresponds to a parabolic QW, with $`\mathrm{\Delta }\nu /\overline{\nu }=1/11`$, for $`\overline{\delta n}/n=1/8`$ which practically coincides with that for $`\overline{\delta n}/n=0`$. We observe that all curves, plotted in Fig. 6, for short-range scattering, have a negative slope.
For small-angle scattering, the effective conductivity, given by Eq. (35), transforms, for $`H=0`$, into
$`\sigma ^{eff}/\overline{\sigma }_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left\{(1+{\displaystyle \frac{\mathrm{\Delta }n}{n}})^{5/2}+(1{\displaystyle \frac{\mathrm{\Delta }n}{n}})^{5/2}+{\displaystyle \frac{15\overline{\delta n}^2}{2n^2}}\left[(1+{\displaystyle \frac{\mathrm{\Delta }n}{n}})^{1/2}+(1{\displaystyle \frac{\mathrm{\Delta }n}{n}})^{1/2}\right]\right\}`$ (42)
$``$ $`\times \left(1{\displaystyle \frac{25\overline{\delta n}^2}{2n^2}}{\displaystyle \frac{\left[(1+\frac{\mathrm{\Delta }n}{n})^{3/2}(1\frac{\mathrm{\Delta }n}{n})^{3/2}\right]^2}{\left\{(1+\frac{\mathrm{\Delta }n}{n})^{5/2}+(1\frac{\mathrm{\Delta }n}{n})^{5/2}+\frac{15\overline{\delta n}^2}{2n^2}\left[(1+\frac{\mathrm{\Delta }n}{n})^{1/2}+(1\frac{\mathrm{\Delta }n}{n})^{1/2}\right]\right\}^2}}\right).`$ (43)
In Fig. 6, we show the results of $`\mathrm{\Delta }\sigma ^{eff}=\sigma ^{eff}/\overline{\sigma }_01`$ as a function of $`\mathrm{\Delta }n/n`$, calculated from Eq. (43) and represented by solid and dot-dot-dashed curves, which correspond to $`\overline{\delta n}/n=1/8`$ and $`\overline{\delta n}/n=0`$, respectively. We see that in contrast with the short-range scattering, now the curves have a positive slope. We do not discuss here the relation between $`\mathrm{\Delta }n/n`$ and the applied voltage. According to, for instance Refs. , and electro-optical measurements( for references see Ref. ), the population redistribution can be essential already for rather small voltages. More detailed behavior can be achieved by performing self-consistent calculations for band structures with diagrams shown in Figs. 1(b-d).
## IV Concluding remarks
We have shown that non-screened variations of the intersubband energy modify essentially the transport properties of quantum wells when two subbands are occupied. Relative changes in the transport coefficients are determined by the degree of the random redistribution of the electron density and by the extent of the asymmetry of scattering processes that, for short-range scattering, are characterized by dimensionless parameters $`\overline{\delta n}/n`$ and $`\mathrm{\Delta }\nu /\overline{\nu }`$, respectively. Our model is founded on some assumptions, which we discuss below, and more detailed numerical calculations, which take into account peculiarities of the band structure and scattering mechanisms, are necessary for a full description of the electron transport. However, our results demonstrate that the kinetic coefficients change when we move from single to double subband occupancy in samples of similar quality.
Along with magnetotransport characteristics (magnetoresistance, the Hall coefficient, etc.) and the field effect (modulation of effective conductivity by transverse voltage), other transport phenomena like Shubnikov-de Haas oscillations and cyclotron resonance are influenced by non-screened variations of subbands. For instance, essential broadening of the peak of intersubband transitions of a QW, due to unscreened large-scale inhomogeneities, takes place also in the case of two occupied subbands. The effect of such inhomogeneities on intersubband optical transitions also requires special study.
We discuss now the model assumptions. We have used the approximation of smooth inhomogeneities in several points: i) dependence of QW energy levels upon the in-plane coordinate $`𝐫`$; ii) we have assumed that characteristic scale of smooth inhomogeneities $`\mathrm{}a_B`$, and the screened potential, given by Eq. (7), results only on the average of variations of the energy levels; iii) the condition that the transport scattering length $`\overline{v}\overline{\tau }\mathrm{}`$ mainly determines the regime of applicability of the treatment; iv) the approximation of small amplitudes for smooth inhomogeneities, which leads to conditions $`\overline{\delta n}/n_{1,2}1`$, reduces quantitatively the effects, but it allows to use theory applied to weakly large-scale inhomogeneous media . In addition, our calculations are based on simple QW spectra models instead of detailed self-consistent calculations of the band structure. However, we believe that the model assumptions, which are commonly used, do not change the overall behavior and numerical estimates of the magnetotransport coefficients. We hope our work can stimulate further experimental study of the transport properties of nonideal QWs with multisubband occupancy in order to verify the effects of large-scale, unscreened inhomogeneities.
## ACKNOWLEDGMENTS
This work was supported by grants Nos. 95/0789-3 and 98/10192-2 from Fundação de Amparo à Pesquisa de São Paulo (FAPESP). O. G. B and N. S. are grateful to Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) for research fellowship.
TABLE I. Coefficients $`K_{ss^{}}`$, which appear in the transition probability given by Eq. (25). The columns labeled I and II stand for the short-range and small-angle scatterings, respectively, and for (b) hard-wall, (c) parabolic and (d) stepped QWs depicted in Fig. 1. $`\mathrm{}\kappa =\sqrt{2m(\epsilon _{21}\epsilon _w)}`$ with $`\epsilon _w=2(\pi \mathrm{}/d_w)^2/m`$, $`\kappa d_n1`$, $`\kappa d_w1`$, and $`q_0d_w1`$ and $`a4.6\times 10^3`$.
| | I (b) | I (c) | I (d) | II (b) | II (c) | II (d) |
| --- | --- | --- | --- | --- | --- | --- |
| $`K_{11}`$ | $`3/(2d)`$ | $`1/(\sqrt{2\pi }\mathrm{}_{})`$ | $`\kappa /2`$ | $`q_0/(2\sqrt{\pi })`$ | $`q_0/(2\sqrt{\pi })`$ | $`q_0/(2\sqrt{\pi })`$ |
| $`K_{22}`$ | $`3/(2d)`$ | $`3/(4\sqrt{2\pi }\mathrm{}_{})`$ | $`3/(2d_w)`$ | $`q_0/(2\sqrt{\pi })`$ | $`q_0/(2\sqrt{\pi })`$ | $`q_0/(2\sqrt{\pi })`$ |
| $`K_{12}`$ | $`1/d`$ | $`1/(2\sqrt{2\pi }\mathrm{}_{})`$ | $`4\pi ^2/[d_w(\kappa d_w)^2]`$ | $`aq_0(q_0d)^2`$ | $`q_0(q_0\mathrm{}_{})^2/(8\sqrt{\pi })`$ | $`32\pi ^{3/2}q_0^3/[\kappa ^2(\kappa d_w)^3]`$ |
FIGURE CAPTIONS
FIG. 1. (a) Schematic views of the spatial variations of two occupied energy levels in the QW along the $`x`$ direction with (solid curve) and without (dotted curve) screening. Band diagrams for (b) hard-wall, (c) parabolic and (d) stepped QWs with non-ideal heterointerfaces.
FIG. 2. Magnetoresistance $`\mathrm{\Delta }\rho _{eff}`$ as a function of the magnetic field for short-range scattering. The solid and dash-dotted curves plot $`10\times \mathrm{\Delta }\rho _{eff}`$ in case of parabolic QWs, $`\nu _2/\nu _1=5/6`$, with $`\overline{\delta n}/n_1=0.2`$ and $`\overline{\delta n}/n_1=0`$, respectively. The dotted and dashed curves correspond to stepped QWs, $`\nu _2/\nu _1=1/2.1`$, with $`\overline{\delta n}/n_1=0.2`$ and $`\overline{\delta n}/n_1=0`$, respectively. The ratio between average subband populations $`n_2/n_1=1/2`$ and $`\overline{\delta n}`$ is the typical value of the concentration fluctuations in both occupied subbands.
FIG. 3. Hall coefficient $`R_{eff}`$ as function of magnetic field for short-range scattering, where $`R_0=1/ecn`$, $`n=n_1+n_2`$. The curves represent the same cases as pertinent curves in Fig. 2.
FIG. 4. Magnetoresistance $`\mathrm{\Delta }\rho _{eff}`$ as function of magnetic field for small-angle scattering. The solid and dashed curves correspond to $`n_2/n_1=1/2`$ with $`\overline{\delta n}/n=1/8`$ and $`\overline{\delta n}/n=0`$, respectively. For comparison with the $`\mathrm{\Delta }\rho _{eff}`$ behavior for short-range scattering, the dotted curve is the same as in Fig. 2.
FIG 5. Hall coefficient $`R_{eff}`$ as function of magnetic field for small-angle scattering. The solid, dashed, and dotted curves correspond to pertinent curves in Fig. 4.
FIG. 6. Conductivity $`\mathrm{\Delta }\sigma ^{eff}`$, for zero magnetic field, as a function of $`\mathrm{\Delta }n=n_1n_2`$ showing the effect of intersubband population redistribution due to transverse electric field. The solid and dot-dot-dashed curves, with a positive slope, are for small-angle scattering and $`\overline{\delta n}/n=1/8`$ and $`\overline{\delta n}/n=0`$, respectively. The thin solid (parabolic QW with $`\overline{\delta n}/n=0`$) dotted (stepped QW with $`\overline{\delta n}/n=1/8)`$, and dashed curves (stepped QW with $`\overline{\delta n}/n=0)`$ are for short-range scattering; other parameters are the same as for the stepped QW in Fig. 2.
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# Untitled Document
Spherically symmetric empty space and its dual in general relativity
Naresh Dadhich Email : nkd@iucaa.ernet.in
Inter University Centre for Astronomy & Astrophysics
P.O. Box 4, Pune-411007, India
(to appear in Current Science)
In the spirit of the Newtonian theory, we characterize spherically symmetric empty space in general relativity in terms of energy density measured by a static observer and convergence density experienced by null and timelike congruences. It turns out that space surrounding a static particle is entirely specified by vanishing of energy and null convergence density. The electrograv-dual<sup>1</sup> to this condition would be vanishing of timelike and null convergence density which gives the dual-vacuum solution representing a Schwarzschild black hole with global monopole charge<sup>2</sup> or with cloud of string dust<sup>3</sup>. Here the duality<sup>1</sup> is defined by interchange of active and passive electric parts of the Riemann curvature, which amounts to interchange of the Ricci and Einstein tensors. This effective characterization of stationary vacuum works for the Schwarzschild and NUT solutions. The most remarkable feature of the effective characterization of empty space is that it leads to new dual spaces and the method can also be applied to lower and higher dimensions.
PACS no. 04.00, 04.20 Dw, 04.20 Jb, 98,80 Cq
The Newtonian gravitational field equation is given by $`^2\varphi =4\pi G\rho `$ and empty space is characterized by $`\rho =0`$. It is well-known that measure of energy is an ambiguous issue in GR primarily because of the inherent difficulty of non-localizability of gravitational field energy. However there is no difficulty in defining various kinds of energy density, signifying different aspects. The analogue of the Newtonian matter density is the energy density measured by a static observer and defined by $`\rho =T_{ab}u^au^b,u^au_a=1`$, where $`u_a=(\sqrt{g}_{00},0,0,0)`$ and $`T_{ab}`$ is the matter-stress tensor of non-gravitational matter field. Then there is the convergence density experienced by timelike and null particle congruences in the Raychaudhuri equation<sup>4</sup>. They are defined as the timelike convergence density, $`\rho _t=(T_{ab}\frac{1}{2}Tg_{ab})u^au^b`$ and the null convergence density $`\rho _n=T_{ab}v^av^b,v^av_a=0,v_a=(1,\sqrt{g_{11}/g_{00}},0,0)`$. The energy density $`\rho `$ refers to all kinds of energy other than the gravitational field energy, while the timelike and null convergence densities act as active gravitational charge densities. For perfect fluid they are given by $`\rho _t=\frac{1}{2}(\rho +3p)`$ and $`\rho _n=\rho +p`$. It is important to recognise that these three represent different aspects of energy distribution and its gravitational linkage. They would thus in general be not equal. Obviously all the three can never be equal unless space is flat. However $`\rho =\rho _t`$ implies vanishing of scalar curvature (radiation), $`\rho =\rho _n`$ indicates vanishing of pressure (dust) and $`\rho _t=\rho _n`$ gives $`\rho =p`$ (stiff fluid). It may be noted that the weak field and slow motion limit of the Einstein non-empty space equation is $`^2\varphi =4\pi G\rho `$, while its limit in weak field and relativistic motion is $`^2\varphi =8\pi G\rho _t`$.
In the following, we shall always refer $`\rho `$ and $`\rho _t`$ relative to a static observer, and $`\rho _n`$ to radial null geodesic. This does however bring in a particular choice for the timelike and null vectors but the choice is well motivated by the physics of the situation. The radial direction is picked up by the 4-acceleration of the timelike particle, identifying the direction of gravitational force, and so is the static observer for measure of energy and timelike convergence densities…
The main question we wish to address in this note is, can we characterize empty space solely in terms of these densities?
The answer is yes for the space surrounding a static particle. This may in general be true for isolated particle with some additional conditions which would specify the additional physical character of the problem. It is clear that any specification of empty space must involve density relative to both timelike and null particles. That means $`\rho _n`$ must vanish in any case and in addition one or both of $`\rho `$ and $`\rho _t`$ must vanish. Of course there should be no energy flux, $`P^c=h^{ac}T_{ab}u^b=0,h^{ac}=g^{ac}u^au^c`$. It turns out that for spherical symmetry effective equation for vacuum is $`\rho =\rho _n=P_c=0`$, the solution of which would imply $`\rho _t=0`$ and vanishing of the all Ricci components. Thus vanishing of energy and its flux, and null convergence density is sufficient to characterize empty space for spherical symmetry as these conditions completely determine the unique Schwarzschild solution. The effective vacuum equation is less restrictive than the vanishing of the entire Ricci tensor.
What actually happens is, for the spherically symmetric metric in the curvature coordinates, $`P_c=0`$ and $`\rho _n=0`$ lead to $`R_{01}=0`$ and $`R_0^0=R_1^1`$ which imply $`g_{00}=f(r)=g^{11}`$, and then $`\rho =0`$ means $`R_2^2=0`$ which integrates to give the Schwarzschild solution completely with $`g_{00}=12GM/r`$ (we have set $`c=1`$). Thus instead of $`R_{ab}=0`$, the less restrictive effective equation $`\rho =\rho _n=P_c=0`$ also equivalently characterizes empty space for a static particle. It is a covariant statement relative to a static observer and in the curvature coordinates it takes the form $`R_0^0=R_1^1,R_2^2=0=R_1^0`$.
Since there are three kinds of density, which could vanish with two at a time in three different ways, it is then natural to ask what would the other two cases give rise to?
The first thing that comes to mind is to replace $`\rho `$ by $`\rho _t`$ in the effective equation to write $`\rho _t=0=\rho _n=P_c`$, which would imply $`G_0^0=G_1^1,G_2^2=0=G_1^0`$. That is replacing Ricci by Einstein, which represents a duality relation between the two. Remarkably this duality transformation is implied at a more fundamental level by interchange of the active and passive electric parts of the Riemann curvature<sup>1</sup>. (Active and passive electric parts of the Riemann curvature are defined by the double (one for each 2-form) projection of the Riemann tensor and its double (both left and right) dual on a timelike unit vector, and dual is the usual Hodge dual, $`R_{abcd}=1/2ϵ_{abmn}R_{cd}^{mn}`$). That is interchange of active ($`E_{ab}=R_{acbd}u^cu^d`$) and passive ($`\stackrel{~}{E}_{ab}=Racbdu^cu^d`$) electric parts implies interchange of the Ricci and Einstein tensors because contraction of Riemann gives Ricci while that of its double dual gives Einstein tensor. We have defined the electrogravity duality transformation<sup>1</sup> by interchange of the active and passive electric parts, $`E_{ab}\stackrel{~}{E}_{ab},H_{ab}H_{ab}`$. Under this duality transformation it is clear that $`\rho \rho _t,\rho _n\rho _n,P_cP_c`$.
Then the condition $`\rho _t=\rho _n=P_c=0`$ is electrograv-dual to the effective empty space equation given above, and its solution would give rise to the space dual to empty space. It can be easily verified that it integrates out to give the general solution given by $`g_{00}=g^{11}=18\pi G\eta ^22GM/r`$, where $`\eta `$ is a constant. This is an asymptotically non-flat non-empty space which reduces to the Schwarzschild empty space for $`\eta =0`$. At large $`r`$, the stresses it produces accord precisely to that of a global monopole of core mass $`M`$ and $`\eta `$ indicating the scale of symmetry breaking<sup>2</sup>. Alternatively it can exactly for all $`r`$ represent a Schwarzschild black hole sitting in a cloud of string dust<sup>3</sup>. It is remarkable that here it arises as dual to empty space,i.e dual to the Schwarzschild black hole<sup>1</sup>. A global monopole is supposed to be produced when global symmetry $`O(3)`$ is spontaneously broken into $`U(1)`$ in phase transition in the early Universe. The physical properties of this space have been investigated<sup>5</sup> and it turns out that the basic character of the field remains almost the same except for scaling of the Schwarzschild’s values for the black hole temperature, the light bending and the perihelion advance<sup>6</sup>. The difference between the Schwarzschild solution and its dual can be demonstrated as follows. Both the solutions have $`g_{00}=g^{11}=1+2\varphi `$ with $`^2\varphi =0`$, which would have the general solution $`\varphi =kM/r`$. The Schwarzschild solution has $`k=0`$, while the dual does not. This is the only essential difference between the two. It is this constant, which is physically trivial in the Newtonian theory, that brings in the global monopole charge, a topological defect.
Let us also consider the remaining possibility, $`\rho =\rho _t=P_c=0`$ which would in terms of the Ricci components imply $`R=0,R_0^0=0`$. This integrates out to give the general solution, $`g_{00}=(k+\sqrt{12GM/r})^2,g_{11}=(12GM/r)^1`$, where $`k`$ is a constant. It is an asymptotically flat non-empty space with the stresses given by
$$T_1^1=\frac{2kGM/r^3}{k+\sqrt{12GM/r}}=2T_2^2.$$
Obviously, these stesses cannot correspond to any physically acceptable matter field because $`\rho =0`$. On the other hand the spacetime unlike the dual solution remains asymptotically flat. It will admit a static surface only if $`k<0`$ at $`r_s=2GM/(1k^2)`$ and a horizon at $`r_h=2GM`$. However $`r2GM`$ always for $`g_{00}`$ to be real. The region lying between $`r_s`$ and $`r_h`$ would define an ergosphere where negative energy orbits can, as for the Kerr black hole, occur. The Penrose process<sup>7</sup> can be set up to extract out the contribution of $`k`$ only if it is negative. However we do not know physical source for $`k`$.
On the other hand, when $`k>0`$, there occurs no horizon and it can represent a wormhole<sup>8</sup> of the throat radius $`r=2GM`$. It is remarkable that that it has the basic character of a wormhole which needs to be further investigated. Pursuing on this track, we are presently working out a viable wormhole model<sup>9</sup>.
This space is certainly empty relative to timelike particles as both $`\rho `$ and $`\rho _t`$ vanish but not so for photons as $`\rho _n0`$. At the least, it can be viewed as an asymptotic flatness preserving perturbation to the Schwarzschild field.
Further it is also possible to characterize the Reissner-Nordstr$`\ddot{o}`$m solution of a charged black hole by $`\rho =\rho _t,\rho _n=P_c=0`$, and the de Sitter ($`\mathrm{\Lambda }`$ \- vacuum) space by $`\rho +\rho _t=0,\rho _n=P_c=0`$. In the Ricci components, the former would translate into $`R=0,R_0^0=R_1^1`$. This is clearly invariant under the duality transformation. It is a non-empty space with trace-free stress tensor. The de Sitter space is given by $`\rho +\rho _t=P_c=0`$, which implies $`R_{ab}=\mathrm{\Lambda }g_{ab}`$. Of course under the duality transformation the sign of $`\mathrm{\Lambda }`$ would change indicating that the de Sitter and anti de Sitter are dual of each-other.
The next question is, could other empty space solutions representing isolated sources be characterized similarly?
It turns out that it is possible to characterize the NUT solution and its dual<sup>10,11</sup> in the similar manner. However an additional condition would come from the gravomagnetic monopole<sup>12</sup> character of the field. The most difficult and challenging problem would be to bring the Kerr solution in line. That is an open question and would engage us for some time in future. The crux of the matter is to identify the additional condition corresponding to gravomagnetic character of the field and solving the resulting equations. Once that is achieved, our new characterization of vacuum would cover all the interesting cases.
In conclusion we would like to say that it is always illuminating and insighful to understand the relativistic situations in terms of the familiar Newtonian concepts and constructs. Relating empty space to absence of energy and convergence density is undoubtedly physically very appealing and intuitively soothing. The most remarkable aspect of this way of looking at empty space is that it gives rise in a natural manner to the new spaces dual to the corresponding empty spaces. The dual spaces only differ from the orginal vacuum spaces by inclusion of a topological defect, global monopole charge.
Note that the characterization of empty space and its dual is by the covariant equations. Earlier the dual spacetimes<sup>1,13</sup> were obtained by modifying the vacuum equation, so as to break the invariance relative to the electrogravity duality transformation, in a rather ad-hoc manner. Now the effective vacuum equation has the direct physical meaning in terms of the energy and convergence density. This characterization could as well be applied in lower and higher dimensions to find new dual spaces. For example, in 3-dimensional gravity the dual space represents a new class of black hole spaces<sup>14</sup> with a string dust matter field. For higher dimensions, the method would simply go through without any change for n-dimensional spherically symmetric space and dual space would represent a corresponding Schwarzschild black hole with a global monopole charge. It can be further shown that a global monopole field in the Kaluza-Klein space can be constructed similarly<sup>15</sup> as dual to the vacuum solution<sup>16</sup>. It is thus an interesting characterization of empty space which leads to new spaces dual to corresponding empty spaces.
Acknowledgement: I thank the referee for his constructive comments.
References
1. Dadhich, N., Mod. Phys. Lett., 1999, A14, 337.
2. Barriola, M. and Vilenkin, A., Phys. Rev. Lett.,1989, 63, 341.
3. Letelier, P. S., Phys. Rev., 1979, D20, 1294.
4. Raychaudhuri, A. K., Phys. Rev., 1955, 90, 1123.
5. Harari, D. and Lousto, C., Phys. Rev., 1990, D42, 2626.
6. Dadhich, N., Narayan, K. and Yajnik, U., Pramana, 1998, 50, 307.
7. Penrose, R., Riv. Nuovo Cimento, 1969, 1, 252.
8. Visser, M., Lorentzian Wormholes: From Einstein To Hawking (American Institute of Physics, 1995).
9. Mukherjee, S. and Dadhich, N., under preparation.
10. Dadhich, N. and Nouri-Zonoz, M., under preparation.
11. Nouri-Zonoz, M, Dadhich, N. and Lynden-Bell, D., Class. Quant. Grav., 1999, 16, 1021.
12. Lynden-Bell, D. and Nouri-Zonoz, M., Rev. Mod. Phys., 1998, 70, 427.
13. Dadhich, N., in Black Holes, Gravitational Radiation and the Universe, eds. B. R. Iyer and B. Bhawal (Kluwer, 1999), p.171.
14. Bose, S., Dadhich, N. and Kar, S., A new class of black holes in 2+1 - gravity, gr-qc/9911069, accepted in Phys. Lett. B.
15. Dadhich, N., Patel, L. K. and Tikekar, R., Global monopole as dual-vacuum solution in Kaluza-Klein spacetime, gr-qc/9909065, Mod. Phys. Lett., 1999, A14, 2721.
16. Banerjee, A., Chatterjee, S. and Sen, A. A., Class. Quant. Grav., 1996, 13, 3141.
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# HST Observations of the Wolf-Rayet Nebula NGC 6888
## 1 Introduction
Wolf-Rayet (WR) stars are thought to be the late stage of the evolution of stars more massive than $`30`$ M. WR stars are characterized as possessing significant stellar winds, large in both mass-loss rate and terminal velocity. Observations of 62 Galactic WR stars in the northern sky show that about half are associated with nebular emission (Miller and Chu, 1993), some of which are ring nebulae. Johnson and Hogg (1965) were the first to propose that these ring nebulae were formed by stellar wind interaction with the local interstellar medium. Attempts have been made to analytically explain the formation and structure of such nebulae (Weaver et al., 1977; Van Buren, 1986).
One of the most prominent and best studied examples of this class of object is NGC 6888. NGC 6888 is associated with WR 136 (HD 192163), considered to be a member of the Cygnus OB1 association. Its large angular size (18$`\mathrm{}`$ x 12$`\mathrm{}`$) has made it an attractive object for investigation at a variety of wavelengths. For a distance of 1450 pc (Wendker et al., 1975) the nebula has a physical size of 7.6 pc $`\times `$ 5.0 pc. One of the first detailed studies of NGC 6888 was that of Lozhinskaya (1970) who, assuming that the nebula is prolate ellipsoid, stated that the nebula is tilted $`30^{}`$ out of the sky. Later studies (Parker, 1978; Kwitter, 1981) used emission-line ratios to show that the nebula is overabundant in nitrogen and helium and underabundant in oxygen. Explanations for this enrichment include the transport of processed material from the stellar interior to the outer atmosphere prior to the onset of the RSG phase (Esteban and Vílchez, 1992), and the mixing of interstellar and wind material (Kwitter, 1981). The high level of nitrogen is consistent with the classification of WR 136 as a WN6 star. An \[O III\] skin external to the H$`\alpha `$ nebulosity has previously been observed (Dufour, 1989; Mitra, 1990), suggesting that the stellar wind and the expanding shell are interacting with the bubble outside the RSG shell.
There have been a number of hydrodynamical simulations of the formation of Wolf-Rayet shells like NGC 6888. The most complete of these is García-Segura et al. (1996), based on a model for the evolution of a 35 M star. A summary of the stages in their scenario is as follows.
During its main-sequence (MS) lifetime the star sweeps the surrounding interstellar material into a thin shell with a radius of tens of parsecs. The interior of the MS bubble is filled with hot ($`>10^6`$ K) post-shock stellar wind material. In the absence of thermal evaporation of material at the outer edge, the electron density within the MS bubble should be of order $`10^3`$ cm<sup>-3</sup>.
After $`4.5\times 10^6`$ years the star evolves off the main sequence and into a red supergiant (RSG). Over its lifetime of $`2\times 10^5`$ years , the RSG wind fills the inner few parsecs of the MS bubble with cold dense material. The characteristic mass loss rate of the RSG phase is $`10^4`$ M yr<sup>-1</sup> with terminal velocity 15 km s<sup>-1</sup>. Between the free-streaming RSG wind and the MS bubble a thin dense shell of post-shock RSG material forms.
Lastly the star enters its Wolf-Rayet phase, with mass loss rate $`10^{4.5}`$ M yr<sup>-1</sup>, with V$`{}_{\mathrm{}}{}^{}`$ 2000 km s<sup>-1</sup> over its lifetime of $`2\times 10^5`$ years. The WR wind progressively sweeps up the RSG material, eventually overtaking the outer RSG shell. The resulting collision fractures the outer shell and the WR bubble breaks out into the MS bubble material. At this point the nebular shell reaches maximum brightness due to its high density; according to their model, the nebula should be detectable over a period of order 10<sup>4</sup> years.
The morphology and dynamics of WR shells are important not only as laboratories for studying wind interactions with the ISM, but also for the insights they provide into the mass-loss history of massive stars as well as the environments into which remnants of core collapse supernovae will propagate and interact. In this paper, we use observations of a region of NGC 6888 obtained with the Hubble Space Telescope WFPC2 to study the ionization structure and infer physical conditions within the shell.
## 2 Observations and Results
### 2.1 Observations
Observations of NGC 6888 were made in July 1995 using the Wide Field/Planetary Camera 2 on the Hubble Space Telescope. The orientation of the field of view is shown on a ground-based image of the nebula in Figure 1. The characteristics of the WFPC2 instrument are described in Trauger et al. (1994). Three of the cameras have an image scale of $`0\stackrel{}{\mathrm{.}}0996`$ per pixel; the fourth camera has an image scale of $`0\stackrel{}{\mathrm{.}}0455`$ per pixel. Two exposures were made in each of three filters: F502N (\[O III\] $`\lambda 5007`$), F656N (H$`\alpha `$), and F673N (\[S II\] $`\lambda \lambda 6717,6731`$). The integration time for each filter was $`2\times 1100`$ seconds. Each pair of exposures was reduced and combined using a cosmic-ray rejection routine. Remaining cosmetic defects were removed by direct inspection of the images. The resultant CCD frames were mosaicked using a routine utilizing the astrometric solution in Holtzmann et al. (1995a). Figure 2 shows a false-color composite of the narrow-band images in a linear stretch, with \[O III\] shown as blue, H$`\alpha `$ as green, and \[S II\] as red. Grayscale images from the individual filters are shown in Figures 3 (H$`\alpha `$), 4 (\[O III\]), and 5 (\[S II\]).
The conversion from DN to surface brightness (in erg cm<sup>-2</sup> sec<sup>-1</sup> pixel<sup>-1</sup>) for the narrow-band filters using the procedure outlined in Holtzmann et al. (1995b);
$$F_\lambda =DN\times \left(\frac{14}{GR_i}\right)\times \frac{E_\lambda }{A\times QT_\lambda \times t_{exp}}$$
(1)
where $`DN`$ = total data numbers in a given pixel, $`GR_i`$ 2 for the gain state used (7e<sup>-</sup>/DN), $`E_\lambda `$ = energy of a photon at the observed wavelength, $`A`$ = collecting area of the HST, $`QT_\lambda `$ = the telescope+filter efficiency at the observed wavelength, and $`t_{exp}`$ = the exposure time of the image.
The flux must then be corrected for internal and interstellar extinction. Mitra (1990) estimates the extinction in the NW region from the H$`\beta `$/H$`\alpha `$ ratio in the spectra. Results for the three positions are C = 0.94, 1.05, and 1.13. Using the median value with the reddening law given by Cardelli et al. (1989), the dereddened surface brightness in this region is given by
$`I(F656N)`$ $`=`$ $`F(F656N)\times 10^{C_{H\alpha }}`$ (2)
$`=`$ $`5.27F(F656N).`$
and similarly,
$`I(F673N)=5.04F(F673N),`$ (3a)
$`I(F502N)=10.2F(F502N).`$ (3b)
### 2.2 Results
At a distance of 1450 pc one WF pixel corresponds to $`2.18\times 10^{15}`$ cm. The entire field of view is thus about 1 pc on a side. The network of clumps comprising the nebular shell are photoionized by the central star HD 192163, about 3 parsecs away in the direction indicated in Figure 2. We assume that the nebula is oblate; i.e., the clumps and central star lie approximately in the plane of the sky; hence, distances in the image do not suffer geometric foreshortening. Even accepting the prolate shape of Lozhinskaya (1970), distances would only be compressed by 15%. The photoionized clumps are visible to varying degrees in all three filters, with a strong correlation between \[S II\] brightness and H$`\alpha `$ brightness. The filaments are typically shorter along the axis pointed towards the central star relative to the axis perpendicular to it. The network of filaments is enveloped by a “skin” of \[O III\] emission, formed by the shock driven into the external material by some combination of the nebular shell expansion and the pressure of the post-shock WR wind. The diffuse component of the nebular H$`\alpha `$ and \[S II\] emission, mostly internal to this skin, is a combination of emission from these two regions. In the NW quadrant, one clump deviates significantly from the positions of the rest of the shell. It has an \[O III\] arc extending beyond it, as well as a diffuse H$`\alpha `$ tongue of emission emanating from the clump and extending beyond the arc itself.
## 3 Photoionization Of The Nebular Shell
The material lost by the central star in its previous red supergiant wind has been swept up by the subsequent fast wind of the current WR phase. As the shell thinned it became subject to instability and fragmented. The bright patches of visible emission of NGC 6888 seen here are understood to be the fragmented circumstellar shell photoionized by the UV flux of the central star.
### 3.1 Spatial Profiles
Features were chosen on the basis of high H$`\alpha `$ brightness. Those clumps with significant variation at the resolution limit were rejected. Those clumps that appeared to have a complicated geometry were also rejected. A total of six clumps across the observed region were chosen from the remaining sample. Spatial profiles were extracted along the direction towards the central star with a stepsize of 0.5 pixel. The positions of the spatial profiles are shown in Figure 6. The background level for each profile was fit fit by a linear or quadratic function and subtracted. Finally, the depth along the line of sight was estimated from the geometry of a given clump, using the geometric mean of the major and minor axes for the spheroidal clumps and the overall curvature of the extended clumps as a rough equivalent to the emitting column. The volume emissivity of the gas is then given by
$$4\pi j_\lambda =\frac{4\pi I_\lambda }{\mathrm{\Omega }l},$$
(4)
where $`\mathrm{\Omega }`$ = solid angle subtended by one WF pixel, and $`l`$ = estimated line-of-sight depth, in cm.
A first estimate of the hydrogen density can be derived from these emissivities; using Osterbrock (1989), Table 4.2, one sees that for 10<sup>4</sup> K gas,
$$4\pi j_\lambda =3.56\times 10^{25}n_pn_e\mathrm{erg}\mathrm{cm}^3\mathrm{s}^1$$
(5)
For the clumps chosen the surface brightness and estimated line-of-sight depths result in densities of order 1000 cm<sup>-3</sup>.
The spatial profiles extracted from the images were modeled using the photoionization code CLOUDY (Ferland et al., 1998). Satisfactory fits were obtained by modeling clumps as thin slabs of constant density with two-component linear wings to the front and rear of the slab. The inflection point of the wings occurs where the density falls to one-half the density of the slab. Thus, each clump model has five spatial parameters: the beginning and end of the slab, the two inflection points, and the total width of the clump model. The abundances in the gas were fixed at solar values with the exception of helium, oxygen, nitrogen, nitrogen, and sulfur. Helium was fixed at twice the solar abundance, following the results of Kwitter (1981). Varying this abundance did not significantly change the emissivity of the other elements. The other abundances were constrained by the observed profiles. For oxygen and sulfur, the elemental abundance was varied to maximize agreement with the appropriate observed profile. For nitrogen, the abundance was chosen to match the \[N II\]/H$`\alpha `$ emission ratio to the value oberved by Parker (1978) for the corresponding area of the nebula. It is necessary to include the nitrogen emission in the model profile, as the F656N filter admits approximately the equivalent of 15% of the \[N II\]$`\lambda 6584`$ line flux (Biretta et al., 1996), which for NGC 6888 can represent 20% of the counts in the F656N image.
Each clump was placed at its projected distance from the central star. The input ionizing spectrum was the model atmosphere for a WN5/WN6 star presented in Hillier and Miller (1998). For comparison to the observed profiles the model profiles were convolved with a gaussian of width corresponding to the PSF in the images, approximately 0.5 pixel.
### 3.2 Model Results
A representative comparison of an observed and model profile is shown in Figure 7. Models with terminating ionization fronts consistently overestimated the separation of the peak \[S II\] and H$`\alpha `$ emissivities, suggesting that the shell does not contain large amounts of neutral material. This is supported by the absence of \[O I\] in the spectrophotometry of Mitra (1990); based on observed line fluxes, I(\[O I\]$`\lambda 6300`$) $`<`$ 0.02 I(H$`\beta `$). The best fit photoionization models required a minumum H-ionizing flux of log$`Q_0`$ = 49.2, with significant deviations for two of the models (clumps 2 and 5) for values less than 49.3. This is in reasonable agreement with the value of 49.0 from the Wolf-Rayet models of Crowther and Smith (1996). It is, however, at odds with Marston and Meaburn (1988), who calculate the Lyman continuum flux required to maintain the observed H$`\alpha `$ brightness as log$`Q_0`$ = 47.6. The implications of this discrepancy are addressed in §4.
Models were constructed for log$`Q_0`$ from 49.2 to 49.4. The uncertainty on the abundance for an individual model is small; variation in the model elemental abundances by as little as 0.02 dex was sufficient to shift the emissivity of the corresponding line out of agreement with the observation. Using the traditional nomenclature the abundances are (12 + log(N/H)) = $`8.1\pm 0.2`$, (12 + log(O/H)) = $`7.8\pm 0.2`$, and (12 + log(S/H)) = $`6.8\pm 0.2`$. The quoted uncertainty represents the spread between the abundances of all of the models, summarized in Table 1 and shown graphically in Figure 8.
One of the primary sources of error in determining abundances with this methodology is the uncertainty in the estimated line-of-sight depth for a given clump. This somewhat counterintuitive result arises from the fact that, while the ionic abundance can be inferred directly from the observations independent of density or line-of-sight depth, the ionic fraction differs significantly with changes in the density and ionizing flux (i.e., changes in the ionization parameter). For example, a 25% error in the estimated line-of-sight depth is roughly equivalent, in its effect on abundances, to an error of about $`\pm 0.05`$ dex in $`Q_0`$. This typically corresponds to an uncertainty of about $`\pm 0.1`$ dex in abundances. In addition, the offset between the peak \[O III\] and H$`\alpha `$ emissivities were consistently underestimated by the models, which we ascribe to the simplicity of the one-dimensional profile model. This deviation suggests that our oxygen abundance may be systematically low; based on the model electron density at the position of the observed peak, this effect is at most 0.15 dex.
### 3.3 Comparison with Ground-Based Spectroscopy
A longstanding question in nebular analysis involves the degree to which spectroscopy integrates over structure within nebulae, and the effect of inhomogeneity on inferences based on those data (e.g., the $`t^2`$ parameter in Peimbert 1967). Indeed, our images show significant density and ionization structure on spatial scales of $`1\mathrm{}`$ and shorter. A single resolution element typical of ground based spectroscopy would necessarily sample a range of physically diverse regions. Further, discrete features are typically embedded within diffuse line-of-sight background that is comparably bright to the features themselves. It is unreasonable to imagine that ensemble-average conditions measured spectroscopically have much physical meaning for specific locations within the nebula. Nor, conversely, can regions sampled spectroscopically be described meaningfully using a single set of physical parameters such as temperature or density.
An examination of inferred electron densities makes the point. Spectroscopy (Kwitter, 1981; Mitra, 1990) of this region typically yields \[O II\] and \[S II\] electron densities in the range from 100 to 450 cm<sup>-3</sup>, well below our densities of 1000-1600 cm<sup>-3</sup>. As discussed above, our density estimates are based on no more than the physics of hydrogen recombination. Enforcing spectroscopically-determined densities on features herein would require that their line-of-sight depths exceed their projected sizes by one to two orders of magnitude. A simpler explanation is that ground-based spectroscopy samples not only discrete features, but also unavoidably includes large volumes of lower density, more diffuse material. Roughly speaking, a mix of equal amounts of \[S II\] emission from gas at 1500 cm<sup>-3</sup> (typical of our inferred densities) and \[S II\] emission from gas in the low density limit will yield a “measured” spectroscopic density of around 500 cm<sup>-3</sup>even though there is little or no gas with that density actually present within the sampled volume. Comparable density inhomogeneities also exist within discrete features themselves. Similarly, our models show that T<sub>e</sub> can easily vary by 1000 K within the region sampled by a spectrograph aperture, even in the absence of background emission.
To employ traditional methods of interpreting spectra (e.g., i<sub>CF</sub>s) it is necessary to assume a certain degree of homogeneity within a zone responsible for emission from a given ion, as well as some correspondence between zones responsible for emission from different ions. These ad hoc methods have a definite advantage – they yield an answer. However, the physical assumptions upon which they are based are not well supported by our data or our models. While we do not observe the wealth of lines present in a spectrum, we are able to use a few lines from both low and high ionization species to constrain realistic models of the ionization structure of observed features. Our resulting abundance determinations differ from the results of Kwitter (1981) by +0.3 dex, -0.7 dex, and and +0.5 dex for N, O, and S, respectively. The concerns that we raise are in addition to those of Alexander and Balick (1997), who found that the i<sub>CF</sub> methodology may fail even in cases where the density is homogeneous. While the method we employ embodies its own suite of uncertainties, we suggest that there is ample evidence to warrant increased skepticism regarding the results of traditional nebular abundance determinations.
## 4 Nature of the Skin Emission
The dense shell is enveloped in a thin skin of emission, best seen at the outer edge of the nebula beyond the network of clumps, and most evident in \[O III\]. A perpendicular cut taken into the nebula at a bright part of the skin is shown in Figure 9. Notice that there is a rise in \[O III\] emission, followed by a rise in H$`\alpha `$ a few $`10^{16}`$ cm closer towards the star. If the difference in ionization state across the shell were due to photoionization effects, we would expect that the higher ionization emission would be found interior to the lower ionization emission, as seen in the clump profiles discussed above. Rather, this morphology suggests instead that the leading edge of \[O III\] emission arises in the cooling behind a radiative shock driven into the relatively low density medium surrounding the shell. The recombination region, however, is “incomplete”, and the postshock flow cools and recombines only to the point that it comes into photoionization equilibrium with the ionizing flux from the star. Since the ionization parameter is high in this trailing photoionized zone, the \[O III\]/H$`\alpha `$ ratio remains high ($``$ 5) and \[S II\] remains very weak throughout. There are, however, a few positions where post-shock material is more prominent in H$`\alpha `$. These are probably locations where the shock is partially “shadowed” from the stellar UV flux by dense clumps within the shell.
An arc seen in the NW quadrant of the field in \[O III\] emission extends well beyond the general perimeter of the skin. This is morphologically consistent with the early stage of a “blowout”: a place where the shocked stellar wind has broken more completely through the nebular shell material and is expanding outward into the MS bubble itself. An echelle spectrum of this arc was taken in the light of \[O III\] in December 1997 by Graham et al. (1998) using the 3.5-m telescope at Mt. Hamilton. We do not discuss this spectrum in detail here other than to note that it showed the characteristic velocity structure of an expanding bubble at this location. Assuming the line-of-sight angle of the expansion is the same as the angle of the arc to the general perimeter of the skin, the echelle arc has in an expansion velocity of $`70\pm 12`$ km s<sup>-1</sup>, implying a shock velocity of $``$ $`93\pm 16`$ km-s<sup>-1</sup>. This is insufficient to produce such a large \[O III\]/H$`\alpha `$ in a neutral pre-shock medium, suggesting that the pre-shock medium is fully ionized Cox and Raymond (1985). We show below that this is supported by observation.
We estimate the emissivity of the post-shock gas at the leading edge of the NW arc, again using the geometry to estimate the pathlength. Assuming a temperature of $`10^4`$ K, this yields a hydrogen density of 100 cm<sup>-3</sup>. Due to Poisson noise, the pathlength estimate, and the unknown temperature, the uncertainty is about a factor of 2. If we assume the pre-shock gas temperature is also $`10^4`$ K, then we can use the isothermal assumption to relate the densities of the pre-shock MS material and post-shock skin material; i.e.,
$$\rho _{skin}=2M^2\rho _{MS}.$$
(6)
With the shock velocity 93 km s<sup>-1</sup>, M = 5.6, and the resulting pre-shock density is 2 cm<sup>-3</sup>.
On the basis of our analysis, it is clear that the shell is extremely “leaky” to ionizing emission. Using parameters derived below, the optical depth of the postshock region to ionizing radiation is only about $`2\times 10^3`$ assuming log$`Q_0`$ = 49.3, and so any radiation that reaches the shock has effectively escaped from the nebula. The densest knots themselves have optical depths of order 1. As can be seen from the more face-on portions of the shell in 1, such dense knots cover a very small fraction of the surface of the nebula. As a result, Zanstra methods cannot be used to obtain reliable estimates of the total H-ionizing flux of the central stars of objects such as NGC 6888. Based on the H-ionizing flux budget of the nebula obtained by Marston and Meaburn (1988) (log$`Q_0`$ = 47.6) and the value derived in this work (49.3), only 2% of the ionizing photons from HD 192163 are processed within the nebular shell of NGC 6888.
Another consequence of this analysis is that any material surrounding NGC 6888 will be fully ionized. This implies that there cannot be a significant amount of neutral material close to the observed nebula as suggested by Marston (1995). However, an ionized shell of density 2 cm<sup>-3</sup> exterior to the nebular shell could contain a significant amount of mass with low surface brightness. It may be that a major portion of the estimated 18 M of material lost in the RSG wind has been lost to the MS bubble, and exists as a low density shell is only visible in post-shock emission.
## 5 Discussion
NGC 6888 is primarily composed of the material from the RSG wind of the Wolf-Rayet progenitor, swept into a shell by the central star’s WR wind. This shell is photoionized by the UV flux from the central star. We combine the results of this paper and previous X-ray observations to create a coherent picture of the past and present state of NGC 6888. In Figure 10 is a sketch of the optical and X-ray emitting regions.
### 5.1 Gas Pressure
The gas pressure of a shocked stellar wind can be expressed in terms of its mass loss rate and its terminal velocity. For an adiabatic shock, the post-shock gas pressure is
$$P_w=\frac{3\dot{M}V_{\mathrm{}}}{16\pi R_w^2}=2.88\times 10^7\dot{M}_4V_3R_w^2\mathrm{cm}^3\mathrm{K},$$
(7)
where $`\dot{M}_4`$ is the mass loss rate in units of $`10^4`$ M yr<sup>-1</sup>, $`V_3`$ is the terminal velocity in units of $`10^3`$ km s<sup>-1</sup>, and $`R_w`$ is the radius of the termination shock in parsecs.
Crowther and Smith (1996) derive the stellar parameters $`\dot{M}_4=1.23`$ and $`V_3=1.75`$ from model fits to infrared observations of WR 136. In addition, they also summarize the results of previous studies for this object. If we assume that the inner edge of the X-ray emission corresponds to the location of the termination shock, we estimate that $`R_w=3.1`$ pc. These results yield a pressure behind the stellar wind shock of
$$P_w=3.45.3\times 10^6\mathrm{cm}^3\mathrm{K}.$$
(8)
assuming that the location of the termination shock is not changing rapidly.
The X-ray flux comes from the post-shock WR wind material. For the X-ray emitting region, the results of Wrigge et al. (1994) were used for the temperature, emission measure, and emitting volume. (We note that we suspect the value quoted in their paper for the emission measure has a transcription error, resulting in an error of a factor of $`10^{28}`$. We use this corrected value in this paper.) The density can be derived from the emission measure E; i.e.,
$$n_H^2VE\times 4\pi D^2,$$
(9)
where V is the volume of the emitting region, and D is the distance to the nebula. Wrigge et al. (1994) get an emitting volume of $`712\times 10^{55}`$ cm<sup>3</sup> and a (corrected) emission measure of $`(1.5\pm 1.1)\times 10^{11}`$ cm<sup>-5</sup>, then at an assumed distance of 1450 pc the density of the X-ray gas is n<sub>H</sub> = 0.3 - 0.8 cm<sup>-3</sup>. With a temperature of $`2.36\pm 0.52\times 10^6`$ K, the pressure of the X-ray gas is
$$P_X=1.43.8\times 10^6\mathrm{cm}^3\mathrm{K},$$
(10)
roughly equal to that of the post-shock stellar wind. This gas is not simply the post-shock wind material, as its expected temperature is $`4.2\times 10^7`$ K and of such low density that it would be unable to cool quickly to the observed X-ray gas temperature. Instead, this material is probably the result of thermal evaporation of nebular shell material into the post-shock stellar wind (Hartquist et al., 1986). The rough equivalence between the pressure expected from eq. (8) and the pressure of the observed gas from eq. (10) supports this contention.
The gas pressure of each of the regions can be calculated assuming an ideal gas law. For the outer shock and nebular shell, the values used are those derived in the previous sections. For the outer shock, the pressure is
$$P_{skin}2\times 10^6\mathrm{cm}^3\mathrm{K}.$$
(11)
Given uncertainties in parameters used to infer pressures for the various components of NGC 6888, this is not significantly different from the pressures inferred for the shocked stellar wind and the X-ray gas.
For the clumps comprising the nebular shell the central pressure can be calculated from the models. Using a peak density of 1300 cm<sup>-3</sup> at a temperature $`10^4`$ K typical of the spatial profile models yields a pressure of
$$P_{shell}=26\times 10^6\mathrm{cm}^3\mathrm{K}.$$
(12)
Thus, clumps in the nebular shell are in severe overpressure compared to the surrounding gas, by a factor of order 10. This is consistent with the inclusion of density ramps in the model profiles of these regions, although the magnitude of the discrepancy is surprising. With typical clump size of $`10^{17}`$ cm, isothermal expansion of the clumps at the sound speed should alleviate this pressure discrepancy on a timescale of order 2000 years. This implies that until recently the termination shock was at R$`{}_{w}{}^{}<1.3`$ pc. If we assume that the loss of pressure support for the termination shock would result in its motion outward at the stellar wind velocity, it would take of order 1200 years for R<sub>w</sub> to move from 1.2 to 3.1 pc. Considering that the clump pressure was initially higher than now observed coupled with the quadratic dependence of pressure with R<sub>w</sub>, there can be a considerable time where the clumps have not yet come into pressure balance with its surroundings.
Is there evidence supporting the contention of rapid depressurization of the bubble interior? Initially, we note that the thickness of the postshock region behind the outer \[O III\] skin provides an estimate of the age of this shock. Assuming a post-shock density of 100 cm<sup>-3</sup>, a preshock density of 2 cm<sup>-3</sup>, a shock velocity of $``$ 100 km s<sup>-1</sup>, and a thickness of $`10^{16}`$ cm, the shock broke through the densest portion of the shell about 1500 years ago. Blowouts can also be seen on the global scale of NGC 6888. In Miller and Chu (1993) Figure 3b, one sees that the elliptical nebular shell is enclosed by a complete, approximately spherical \[O III\] bubble. The loss of containment would cause a rapid drop of internal pressure like that implied by the pressure mismatch between the shell and stellar wind. If we use the time for the clumps to expand into balance with the new pressure as a constraint, then the edge of the blowout has to traverse 1.3 pc in much less than 2000 years, requiring an expansion velocity well over 600 km s<sup>-1</sup>. This implies that the density in the outer MS bubble drops with increasing distance. Using the present internal pressure as a lower limit, the density of the outer MS bubble is still $`>0.1`$ cm<sup>-3</sup>.
### 5.2 Comparison with Hydrodynamical Simulations
The most complete numerical simulations of Wolf-Rayet bubble formation and dynamics is García-Segura et al. (1996). In it, they follow the evolutionary phases of a massive star, with main-sequence, red supergiant, and Wolf-Rayet mass loss. In summary, they produce an MS bubble 30 pc in radius, filled with hot ($`10^7`$ K) thin (0.002 cm<sup>-3</sup>) material; 18.5 M of RSG material, with a thin shell of post-shock RSG material at the RSG-MS interface; and a Wolf-Rayet wind that sweeps up the RSG material, leading to a collision with the thin RSG shell and eventually breakout of the WR wind into the MS bubble. The results of this paper show two main deviations from this picture. First, as argued before, the material filling the MS bubble is at least 0.1 cm<sup>-3</sup>. For the MS bubble density implied by García-Segura et al. (1996), any outer shock would not be visible. The thermal pressure of the observed material is the same as that assumed for the simulations, so a thin RSG shell can still form. Second, their post-collision shell density (1000 cm<sup>-3</sup>) is consistent with that derived in this paper, but the total mass of the shell is 4 times higher than that implied by our result of a fully ionized shell. A simple resolution to both of these differences is the presence of thermal evaporation from the thin RSG shell into the MS bubble. At 2 cm<sup>-3</sup>, a $``$ 1 pc thick annulus of material outside the nebular shell would have a mass of 15 M of material and still be undetectable in the WFPC2 image. A smaller annulus with a density gradient could hide a similar mass. It has also been suggested that the central star’s proper motion can remove it from its relic MS bubble; this does not resolve the RSG mass loss issue. Another minor issue is that of the limitation of these simulations. In a non-spherical shell the pressure will drastically change before the shells collide along the major axis. How that alters the dynamics of the shell is undetermined, although the problem of ellipsoidal shells was pursued in García-Segura and Mac Low (1995).
## 6 Conclusions
NGC 6888 is a bubble formed by the mass loss of the precursor to the central star WR 136. The internal pressure of the shocked WR stellar wind has swept up the ejecta from the previous RSG phase. This material collides with a thin RSG shell formed at the MS bubble interface, fragmenting into the clumps seen today. Models of spatial profiles of selected clumps appear to be fully ionized, resulting in a log Q$`{}_{0}{}^{}>`$ 49.2 for the central star, and average abundances for the shell material of \[N, O, S\] = \[8.1, 7.8, 6.8\]. The oxygen depletion appears even more severe than that seen in previous spectroscopic studies.
The internal pressure of the stellar wind drives a shock into the material external to the visible shell. The shock is visible in \[O III\] and H$`\alpha `$ as a skin enveloping the clump network. The density of this material suggests that the MS bubble cooled efficiently. Combined with the mass of the visible shell compared to the total mass loss of the RSG phase, we argue that thermal evaporation of material from the outer RSG shell has already occurred. Comparing the pressure inside and outside the nebular shell suggests that a radical drop in pressure has recently occurred, and that the clumps have not yet come into equilibrium with the current pressure of the stellar wind.
## 7 Acknowledgments
BDM would like to thank Jason P. Aufdenberg and Ravi Sankrit for helpful comments in the preparation of this paper. The authors would also like to thank Dr. Hillier for providing his WN5/WN6 model atmosphere for the preparation of this paper. This work was supported by NASA grant NAS 5-1661 to the WF/PC Investigation Definition Team (IDT) and NASA contract NAS-7-1260 to the WFPC2 IDT. This work was supported at Arizona State University by NASA/JPL contracts 959289 and 959329 and Caltech contract PC 064528.
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# Breakdown of the standard Perturbation Theory and Moving Boundary Approximation for “Pulled” Fronts
## 1 Introduction
For a pattern in two or more dimensions that naturally can be divided into domains and “domain walls” separating them, a much used analytical approach is a moving boundary or effective interface approximation . This seems appropriate, when the width of the domain wall, front, interface, or transition zone is much smaller than the typical length scale of the pattern and when the dynamics of the pattern on long space and time scales occurs through the motion of these interfaces. The moving boundary approximation amounts to treating these fronts or transition zones as a mathematically sharp interface or boundary. In other words, their width is taken to be zero and their internal degrees of freedom are eliminated. We shall henceforth use the word boundary or interface to denote this zero width limit and use the word front when we look at a scale where its internal structure can be resolved.
Moving boundary approximations (MBA’s) are ubiquitous in the theory of pattern formation: they arise in most analytical approaches to late stage coarsening , in the analysis of interface dynamics in dendritic growth and viscous fingering , step dynamics at surfaces , thermal plumes , in chemical wave dynamics , combustion fronts , etc.
The main physical idea underlying the derivation of a MBA is that the front itself can on large length and time scales be viewed as a well-defined coherent structure which can be characterized by its coordinates and a few effective parameters, such as its velocity or a mobility coefficient. This idea plays a role for many coherent structures, like vortices, or pulse-type solutions like sources, sinks, solitons, etcetera . The response of a coherent structure to an external driving force or noise or the interaction between them can frequently be derived by a perturbative expansion about the isolated coherent structure solution. Often the effective parameters (a diffusion coefficient, a mobility or an effective interaction force) can be derived from a solvability condition. A solvability condition expresses that a linear equation of the form $`L\varphi _1=g_1`$, where the linear operator $`L`$ results from linearizing about the isolated coherent structure solution, is solvable provided $`g_1`$ is orthogonal to the kernel (null space) of $`L`$. In other words, the requirement for such an equation to be solvable is that that $`g_1`$ is orthogonal to the left zero mode $`\chi `$ of $`L`$.
Although this is hardly ever mentioned explicitly, there are two important implicit assumptions underlying such approximations, namely $`(a)`$ that there is a separation of time scales between the motion of the front as a whole and its internal dynamics, and $`(b)`$ that the internal dynamics of the front is determined by the nonlinear front region itself, so that the solvability type integrals are dominated by the contributions from this finite region, and hence donot diverge.
The issue that we address in this paper is that while the above conditions are satisfied for the familiar MBA for bistable fronts and also for so-called pushed fronts, they are not for so-called pulled fronts. We will indeed discuss several related properties of pulled fronts which bear on this: $`(i)`$ the divergence of the solvability integrals, with the concommittant breakdown of a MBA or of the derivation of the response functions of the front, like a diffusion or mobility coefficient; $`(ii)`$ the shift of the dynamically dominant zone from the interior to the leading edge of the front, that causes the solvability integrals to diverge; $`(iii)`$ the fact that the stability spectrum of planar pulled front solutions is gapless; $`(iv)`$ the recently discovered universal slow power law relaxation of planar pulled fronts . We will initially focus our discussion on the derivation of a MBA, but as we shall see our observations and conclusions apply equally well to essentially any perturbative analysis of a pulled front.
The crucial feature of the standard moving boundary problem is that the boundary conditions are local in space and time — e.g., the growth velocity of an interface is a function of the instantaneous local temperature and curvature of the interface. Usually, some of the boundary conditions are associated with conservation laws, like the conservation of heat, and so they can often be guessed from physical considerations.
If there is a separation of spatial scales, then such a MBA applies only if there is also a separation of time scales between the internal dynamics of the front and the dynamics of the outer bulk fields. E.g., if the internal front modes relax on a time scale $`\tau `$, and one considers a front of width $`W`$, propagation velocity $`v`$ and typical curvature $`\kappa `$, then a MBA becomes appropriate in the regime $`\kappa W1`$, $`v\kappa \tau 1`$. Such a well-defined relaxation time $`\tau `$ of a front on the inner scale actually exists only if the relaxation is exponential in time. In this case, $`\tau `$ is the inverse of the gap in the spectrum of the stability modes of the planar front. Just like multiple scale and amplitude expansions are based on projecting all rapidly decaying gapped modes onto the slow one (the center manifold), the MBA or effective interface approximation can be thought of as projecting a problem with fronts onto the slow interfacial dynamics.
However, if the stability spectrum of the planar front is gapless, the internal modes of the front relax algebraically in time. Thus there is no characteristic time $`\tau `$ for the internal modes, no separation of time scales and no standard MBA, no matter how thin the front is. The internal dynamics of such a pulled front is actually slaved to the evolution of its leading edge on the outer scale, which motivates the term “pulling”. Note that despite its different temporal behavior, it is not at all visible on an instantaneous picture of a front, whether it is bistable, pushed or pulled.
In a problem where the starting equations are partial differential equations, the derivation of the MBA can often be done analytically using by now standard methods. One should keep in mind, however, that MBA’s can be equally powerful in situations where the approximation can not be derived cleanly by starting from a partial differential equation and applying standard methods. E.g., in crystal growth the interfacial boundary conditions are determined on a molecular scale, where for a rough interface the molecular processes are so fast that after some coarse graining, we can describe the interface for many purposes as a sharp interface whose response to changes in temperature and concentration are instantaneous . Similar considerations apply to coarsening interfaces or combustion fronts.
In the next section, we will first summarize the necessary essentials of the stability and relaxation properties of pulled fronts. Then, in section 3 we illustrate the issue by following the standard derivation of a MBA for the type of coupled equations that have in recent years been used in a phase-field type formulation of solidification problems. In section 4 we then discuss the conditions under which such a type of analysis applies in more detail, to identify the difficulties that arise when the front dynamics on the inner scale is changed from the usual bistable or pushed case to pulled. We then in section 5 generalize our findings to equations with higher derivatives and to coupled equations, that create uniformly translating fronts. We show that the usual route of deriving solvability conditions does work in general for bistable and pushed fronts, but not for pulled fronts.
## 2 Pulled fronts: Properties and statement of the problem
When one considers a linearly unstable state, even a small perturbation about this unstable state grows out and spreads. We will confine our analysis to fronts emerging from a localized initial perturbation of the unstable state. One can calculate the asymptotic linear spreading velocity $`v^{}`$ of such a perturbation simply from the linear dispersion relation $`\omega (k)`$ of the unstable modes according to
$$\frac{\mathrm{d}\omega (k)}{\mathrm{d}k}|_k^{}=v^{},\frac{\text{Im}\omega (k^{})}{\text{Im}k^{}}=v^{}.$$
(1)
We furthermore will confine ourselves in this paper to fronts which asymptotically are uniformly translating. For these, $`\omega ^{}`$ and $`k^{}`$ are purely imaginary, and we use the notation $`k^{}=i\lambda ^{}`$. If the above equation admits more than one solution, the one corresponding to the largest value of $`v^{}`$ is the relevant one. We refer for the derivation of these results to our recent paper , which we will quote as paper I below. Pulled fronts are those for which the asymptotic spreading velocity $`v_{as}`$ of the nonlinear front equals this linear spreading velocity $`v^{}`$: $`v_{as}=v^{}`$ . A number of model equations for which fronts are pulled are discussed in paper I, but they also arise in the analysis of more complicated situations like pearling , the Couette-Taylor instability , Rayleigh-Bénard convection , the instabilities of wakes of bluff bodies, leading e.g. to von Karman instabilities , the emergence of global modes , liquid crystals , streamer discharge patterns , the competion of domains in the Kupers-Lortz instabilility , the emergence of domains near structural phase transitions , polymer patterns , superconducting fronts , error propagation , deposition models , step propagation , chaotic fronts in the complex Ginzburg-Landau equation , renormalization group analysis of disorder models , and the analysis of the Lyapunov exponents in kinetic models .
Fronts which propagate into an unstable state always are pulled if all the nonlinearities suppress the growth. If not all of them do, the asymptotic fronts speed $`v_{as}`$ may become larger than $`v^{}`$: $`v_{as}=v^{}>v^{}`$. The relaxation of such “pushed” fronts is exponential with a characteristic relaxation time $`\tau `$, that is finite . As we will discuss, for these the same perturbative schemes apply as for the familiar bistable fronts, and likewise for these a standard type MBA can be derived.
In paper I, we have shown that when a pulled front grows out of sufficiently steep initial conditions (decaying into the unstable state at least as $`e^{\lambda x}`$ for $`x\mathrm{}`$ with some $`\lambda >\lambda ^{}`$), then the velocity of a front obeys a universal power law relaxation given by
$`v(t)`$ $``$ $`v^{}+\dot{X}(t),`$ (2)
$`\dot{X}(t)`$ $`=`$ $`{\displaystyle \frac{3}{2\lambda ^{}t}}+{\displaystyle \frac{3\sqrt{\pi }}{2\lambda ^2\sqrt{D}t^{3/2}}}+O\left({\displaystyle \frac{1}{t^2}}\right),`$ (3)
where
$$D=\frac{i\mathrm{d}^2\omega (k)}{2\mathrm{d}k^2}|_k^{}$$
(4)
is real and positive for uniformly translating front solutions. For the front profile, a similar power law relaxation holds, and the extension of these results to one-dimensional pattern forming fronts is given in . The analysis reveals, that the power law relaxation emerges from the dynamics of the foremost part of the front where the dynamics is governed by the equations linearized about the unstable state. The dynamics in the nonlinear region is essentially slaved to this so-called leading edge. The very slow $`1/t`$ power law relaxation of pulled fronts without characteristic time scale obviously implies that the separation of time scales, which is necessary for a MBA to be applicable, is missing.
While from this perspective it is already intuively obvious that a standard perturbation theory or MBA does not apply to pulled fronts, the arguments underlying the separation of time scales are hardly ever discussed explicitly in the literature on the derivation of a MBA. The purpose of this article therefore is to point out where the standard derivation breaks down and how this emerges at a more formal level. In such an approach, one generally encounters solvability type integrals of the form
$$_{\mathrm{}}^{\mathrm{}}𝑑\xi e^{v\xi }\left(\frac{\mathrm{\Phi }_0}{\xi }\right)^2$$
(5)
or generalizations thereof — see e.g. (22), (27) or (37). Here $`\xi =xvt`$ is a frame moving with the front with speed $`v`$, and $`\mathrm{\Phi }_0(\xi )`$ is the associated planar front solution. The translation mode $`_\xi \mathrm{\Phi }_0`$ is a right zero mode of the linear operator $`L`$ emerging from linearization about the asymptotic front $`\mathrm{\Phi }_0`$, and $`e^{v\xi }_\xi \mathrm{\Phi }_0`$ is a left zero mode of this operator. As we shall see, such solvability type integrals are well-defined and finite for bistable and pushed fronts, but diverge for pulled fronts, since the integrand does not converge for $`\xi \mathrm{}`$. In a way, the solvability integral still correctly distributes its weight over the dynamically important region, but for a pulled front, this region becomes semi-infinite, and therefore the integral diverges. Our discussion also shows why introduction of an ad-hoc cutoff in these integrals — an approach that has sometimes been considered in the literature — does not necessarily cure the problem.
## 3 The derivation of a MBA from a phase field model
In this section, we first follow the standard derivation of a moving boundary approximation (MBA) from a phase field model to highlight the assumptions and approximations along the way. We then analyze why and how the approximation breaks down for pulled fronts.
As an example, we study the “phase field model”
$`u/t`$ $`=`$ $`\alpha ^2u+\varphi /t,`$ (6)
$`\epsilon \varphi /t`$ $`=`$ $`\epsilon ^2^2\varphi +f(\varphi ,u),`$ (7)
where $`f(\varphi ,u)=\varphi (1\varphi )(\mu \lambda u+\varphi ),\lambda >0.`$ (8)
In the limit of zero front width $`ϵ0`$, this model for appropriate parameters $`\alpha `$, $`\mu `$ and $`\lambda `$ reduces to a moving boundary approximation for a solidification front, where we can think of $`\varphi `$ as the order parameter field, while $`u`$ plays the role of the temperature. $`\varphi `$ then varies from the stationary “liquid-like” solution $`\varphi 0`$ in one domain to another “solid-like” solution $`\varphi 1`$ in the other domain. Note that in contrast to , $`\varphi /t`$ in (7) has a coefficient $`\epsilon `$, not $`\epsilon ^2`$. This allows the front to have a velocity of order unity, so the velocity is nonvanishing already in the lowest order perturbation theory $`O(\epsilon ^0)`$. The $`\varphi /t`$ on the r.h.s. in (6) models the generation of latent heat in the interfacial zone where $`\varphi `$ changes rapidly.
Other choices for $`f(\varphi ,u)`$ can be found in the literature but the form (8) is most convenient for our present purpose. $`f`$ can be considered as the derivative of a “free energy” $`F`$,
$`f(\varphi ,u)`$ $`=`$ $`{\displaystyle \frac{F(\varphi ,u)}{\varphi }},`$ (9)
$`F(\varphi ,u)`$ $`=`$ $`{\displaystyle \frac{(\mu \lambda u)\varphi ^2}{2}}{\displaystyle \frac{(1\mu +\lambda u)\varphi ^3}{3}}+{\displaystyle \frac{\varphi ^4}{4}}.`$
Since $`u`$ varies on spatial and temporal scales of order unity, let us treat it as a constant for a moment on the small length scale $`\epsilon `$ on which $`\varphi `$ varies, and let us define $`\overline{\mu }=\mu \lambda u`$. The connection with the phase field models for solidification is closest in the range $`1<\overline{\mu }<0`$, when the function $`F`$ (which is like a Ginzburg-Landau free energy density), has two minima at $`\varphi =0`$ and at $`\varphi =1`$. When $`\overline{\mu }=1/2`$, then $`F(0,u)=F(1,u)=0`$ and the two “phases” $`\varphi =0`$ and $`\varphi =1`$ are in equilibrium. So if we choose the bare parameter $`\mu =1/2`$, then $`u=0`$ corresponds to the melting temperature, where (7) admits stationary front solutions with velocity $`v=0`$. For $`\mu =1/2`$ but $`u`$ nonzero, the minima of $`f`$ shift relative to each other, and the order parameter front (7) moves. When $`u`$ is positive, the liquid like minimum at $`\varphi =0`$ is the absolute minimum of $`F`$, and for $`u`$ negative the solid like minimum at $`\varphi =1`$ is the absolute one. The front then will move such that the state with the lowest free energy extends. For $`\overline{\mu }>0`$ the state $`\varphi =0`$ is linearly unstable; so we then deal with fronts propagating into unstable states which are pushed for $`0<\overline{\mu }<1/2`$ and pulled for $`\overline{\mu }>1/2`$ . Though the interpretation of the model as a solidification model might be lost, we will illustrate the derivation of a MBA as a function of $`\overline{\mu }`$ for this example, and we will find that the method breaks down at the transition from pushed to pulled fronts at $`\overline{\mu }=1/2`$.
Let us now trace the steps of the approximation in more detail. The field $`u`$ (6) varies on a spatial scale of order unity, and the field $`\varphi `$ (7) on a spatial scale of order $`\epsilon 1`$. A moving boundary approximation consists of first matching an inner expansion of the problem on scale $`\epsilon `$ to an outer problem on scale 1, and then letting $`\epsilon 0`$ such that an effective moving boundary problem on the outer scale results. In the limit of $`\epsilon 0`$, the interface might have a nonvanishing velocity and curvature on the outer length scale, so we allow for $`v=O(\epsilon ^0)`$ and $`\kappa =O(\epsilon ^0)`$ .
Let us for simplicity consider the problem in two spatial dimensions $`(x,y)`$. On the outer scale, the fields are expanded in powers of $`\epsilon `$ as
$`u(x,y,t)`$ $`=`$ $`u_0(x,y,t)+\epsilon u_1(x,y,t)+\mathrm{},`$ (10)
$`\varphi (x,y,t)`$ $`=`$ $`\varphi _0(x,y,t)+\epsilon \varphi _1(x,y,t)+\mathrm{}.`$ (11)
For a further analysis of these equations on the outer scale and their matching to the inner scale, we refer to the literature. Here we focus on the analysis of the $`\varphi `$-front on the inner scale. First a coordinate system moving with the front is introduced, where $`s`$ measures the arc length of the interface in the tangential direction, and $`\xi `$ the direction in which $`\varphi `$ varies and propagates. We put, e.g., $`\xi =0`$ at the place where $`\varphi =1/2`$. The coordinate $`\xi `$ in the direction normal to the front is scaled with a factor $`\epsilon `$, since the front width will be of order $`\epsilon `$ in the limit $`\epsilon 0`$. However, the coordinate $`s`$ is not scaled: along the front, the variation is assumed to be simple on length scales of the order of unity. For the inner expansion of the fields, one then writes
$`u(x,y,t)`$ $`=`$ $`U_0(\xi ,s,t)+\epsilon U_1(\xi ,s,t)+\mathrm{},`$ (12)
$`\varphi (x,y,t)`$ $`=`$ $`\mathrm{\Phi }_0(\xi ,s,t)+\epsilon \mathrm{\Phi }_1(\xi ,s,t)+\mathrm{}.`$ (13)
The choice of coordinates can be illustrated when we consider a weakly curved front which locally propagates with a velocity $`v(s,t)`$ in the $`x`$ direction, so that
$$s=y,\xi =\frac{xX(s,t)}{\epsilon },X(s,t)=x_0+^tdt^{}v(s,t^{}).$$
(14)
In general, the front is curved and has a velocity $`v`$ and curvature $`\kappa `$ which varies locally but on the outer time scale $`t`$ and spatial scale $`s`$. They are therefore are expanded as
$`v(s,t)`$ $`=`$ $`v_0(s,t)+\epsilon v_1(s,t)+\mathrm{},`$ (15)
$`\kappa (s,t)`$ $`=`$ $`\kappa _0(s,t)+\epsilon \kappa _1(s,t)+\mathrm{}.`$ (16)
The differential operators in (7) then in the interior coordinates $`(\xi ,s)`$ have the $`\epsilon `$ expansion
$`\epsilon {\displaystyle \frac{}{t}}|_{(x,y)}`$ $`=`$ $`\epsilon {\displaystyle \frac{}{t}}|_{(\xi ,s)}\left[v_0+\epsilon v_1+\mathrm{}\right]{\displaystyle \frac{}{\xi }}+O(\epsilon ^2),`$ (17)
$`\epsilon ^2^2`$ $`=`$ $`{\displaystyle \frac{^2}{\xi ^2}}+\epsilon \kappa _0{\displaystyle \frac{}{\xi }}+O(\epsilon ^2).`$ (18)
Inserting the expanded operators into (7) and ordering in powers of $`\epsilon `$ yields in order $`\epsilon ^0`$
$$\frac{^2}{\xi ^2}\mathrm{\Phi }_0+v_0\frac{}{\xi }\mathrm{\Phi }_0+f(\mathrm{\Phi }_0,U_0)=0,$$
(19)
where $`U_0`$ is essentially constant on the inner scale $`\xi `$. In order $`\epsilon ^1`$ one finds
$$L\mathrm{\Phi }_1=(\kappa _0+v_1)\frac{}{\xi }\mathrm{\Phi }_0+\frac{}{t}\mathrm{\Phi }_0\frac{f(\mathrm{\Phi }_0,U)}{U}|_{U_0}U_1$$
(20)
with the linear operator
$$L\left(\frac{^2}{\xi ^2}+v\frac{}{\xi }+\frac{f(\mathrm{\Phi },U_0)}{\mathrm{\Phi }}|_{\mathrm{\Phi }_0}\right).$$
(21)
Note that since $`\mathrm{\Phi }_0`$ is a solution of the ordinary differential equation (19), its time dependence occurs solely through the variation the $`U`$ field.
Equation (20) is an inhomogeneous linear differential equation for the unknown field $`\mathrm{\Phi }_1`$. If one has a left zero mode $`\chi (\xi )`$ of $`L`$ such that $`\chi L=0=L^{}\chi `$, where $`L^{}`$ is the adjoint operator defined through partial integrations, then (20) can be evaluated with a so-called “solvability” analysis by projection onto $`\chi `$:
$$(\kappa _0+v_1)_{\mathrm{}}^{\mathrm{}}𝑑\xi \chi \frac{\mathrm{\Phi }_0}{\xi }+_{\mathrm{}}^{\mathrm{}}𝑑\xi \chi \frac{f(\mathrm{\Phi }_0,U)}{U}|_{U_0}U_1=_{\mathrm{}}^{\mathrm{}}𝑑\xi \chi \frac{\mathrm{\Phi }_0}{t}.$$
(22)
There are clearly two important conditions for the identification of (22) with the common solvability condition: If the scalar products with $`\chi `$ exist, and if the temporal derivative $`_t\mathrm{\Phi }_0`$ of the zero order solution (19) can be neglected, then (22) expresses the first order velocity correction $`v_1`$ as a function of the local curvature $`\kappa _0`$, of the outer temperature field $`_UfU_1`$ and of the zero order solution $`\mathrm{\Phi }_0`$ (19). It is exactly at these two points that the analysis breaks down for pulled fronts. The violation of these conditions always happens concomitantly, as they are physically related.
Let us construct the left zero mode $`\chi `$ explicitly: It is well known, that the right zero mode of $`L`$ is the mode of infinitesimal translation $`_\xi \mathrm{\Phi }_0`$: $`L_\xi \mathrm{\Phi }_0=0`$. Since $`L`$ is nonhermitian, the left zero mode of $`L`$ is a right zero mode of the adjoint $`L^{}`$ of $`L`$,
$$L^{}\chi (\xi )=0,L^{}\left(\frac{^2}{\xi ^2}v\frac{}{\xi }+\frac{f(\mathrm{\Phi },U_0)}{\mathrm{\Phi }}|_{\mathrm{\Phi }_0}\right),$$
(23)
and $`\chi _\xi \mathrm{\Phi }_0(\xi )`$. However, the left zero mode $`\chi `$ can be obtained by noting that the transformation
$$\varphi =e^{v\xi /2}\stackrel{~}{\varphi },L\varphi =\stackrel{~}{L}\stackrel{~}{\varphi },$$
(24)
with
$$\stackrel{~}{L}=e^{v\xi /2}Le^{v\xi /2}=\left(\frac{^2}{\xi ^2}+\frac{f(\mathrm{\Phi },U_0)}{\mathrm{\Phi }}|_{\mathrm{\Phi }_0}\frac{v^2}{4}\right).$$
(25)
turns the problem into a hermitian eigenvalue problem. As a result the left zero eigenmode $`\stackrel{~}{\chi }`$ of $`\stackrel{~}{L}`$ is equal to the right zero eigenmode $`e^{v\xi /2}_\xi \mathrm{\Phi }_0`$ of $`\stackrel{~}{L}`$. Transforming back to $`L`$, this yields for the left zero mode
$$\chi =e^{v\xi }_\xi \mathrm{\Phi }_0,$$
(26)
as can also be verified by substitution. If we may ignore the term associated with the time derivative $`_t\mathrm{\Phi }_0`$ and insert the expression for $`\chi `$ into (22) we find
$$v_1=\kappa _0\frac{_{\mathrm{}}^{\mathrm{}}𝑑\xi e^{v\xi }\frac{\mathrm{\Phi }_0}{\xi }\frac{f(\mathrm{\Phi }_0,U)}{U}|_{U_0}U_1}{_{\mathrm{}}^{\mathrm{}}𝑑\xi e^{v\xi }\left(\frac{\mathrm{\Phi }_0}{\xi }\right)^2}.$$
(27)
If we furthermore ignore the term due to the coupling to the $`u`$ field, the expression $`v_1=\kappa _0`$ is the familiar result of motion by mean curvature first derived within the context of continuum models by Allen and Cahn .
The structure of the solvability analysis is generic for the perturbative expansion about a uniformly translating front. Although we have only considered the simplest type of model, and although refinements are possible , Eq. (27) captures the basic structure of the expression that one obtains in lowest order in a MBA: the relations between the velocity, curvature and temperature field $`u`$ of the front, which play the role of boundary conditions for the outer fields at the boundary in the zero width limit $`\epsilon 0`$, contain solvability integrals of the form $`𝑑\xi e^{v\xi }(_\xi \mathrm{\Phi }_0)^2`$. (Note that $`_Uf`$ in (27) contains a factor $`\mathrm{\Phi }_0`$, that for $`\xi \mathrm{}`$ decays essentially like $`_\xi \mathrm{\Phi }_0`$.) Solvability integrals of this type essentially arise in any type of perturbative calculation, since they just express the solvability condition of the linear perturbation problem $`L\mathrm{\Phi }_1(\xi )=g_1(\xi )`$: the inhomogeneous term $`g_1(\xi )`$ has to be orthogonal to the left zero mode $`\chi `$ of the linear operator $`L`$.
## 4 Violation of the two conditions underlying the MBA for pulled fronts
We now discuss the conditions under which the MBA can be derived along the lines sketched above in more detail.
Consider first the condition concerning the separation of time scales. For fronts between two linearly stable states (with $`1<\overline{\mu }<0`$ in $`f`$), there is such a separation between the inner dynamics of the front and its displacement: In this case, the stability spectrum of planar front modes has a gap , and all internal eigenmodes decay as $`e^{\omega _nt/\epsilon }`$ with eigenvalues $`\omega _n\omega _1=1/\tau =O(1)`$. Thus, in the limit $`\epsilon 0`$, there is a clear separation of inner and outer time scales, and the adiabatic approximation (27) is justified on the outer time scale of order unity. Moreover, as discussed in paper I, for pushed fronts propagating into an unstable state the stability spectrum is also gapped, and therefore the separation of timescales necessary for the MBA to apply, does hold. However, the stability spectrum of pulled fronts is gapless, and as Eq. (2) of section II illustrates, pulled fronts show indeed a power law convergence to their asymptotic speed $`v^{}`$. Clearly, then, the standard derivation of a MBA does not apply to pulled fronts.
The same conclusion also emerges from the properties of the solvability integrals themselves. For increasing $`v`$, the exponential factor $`e^{v\xi }`$ enhances the value of the integrand for large positive $`\xi `$, while suppressing the integrand for large negative $`\xi `$. We therefore now turn to fronts propagating into an unstable state for $`\mu >0`$ (for simplicity of notation, we use $`u=0`$), and investigate the behavior of the integrand for $`\xi \mathrm{}`$. The large $`\xi `$ asymptotics of $`\mathrm{\Phi }_0(\xi )`$ follows directly from the o.d.e. (19) by noting that $`f^{}(\mathrm{\Phi }_0(\mathrm{}))=f^{}(0)=\mu `$, so that
$$\mathrm{\Phi }_0(\xi )\stackrel{\xi 1}{}\{\begin{array}{cc}A_1(v)e^{\lambda _{}\xi }+A_2(v)e^{\lambda _+\xi },\hfill & v>v^{}=2\sqrt{\mu },\hfill \\ (\alpha \xi +\beta )e^{\lambda ^{}\xi },\hfill & v=v^{}=2\sqrt{\mu },\hfill \end{array}$$
(28)
where
$`\lambda _\pm (v)`$ $`=`$ $`{\displaystyle \frac{v}{2}}\pm {\displaystyle \frac{1}{2}}\sqrt{v^24\mu }={\displaystyle \frac{v}{2}}\pm {\displaystyle \frac{1}{2}}\sqrt{v^2(v^{})^2},\text{for }\mu >0`$ (29)
$`\lambda ^{}(v^{})`$ $`=`$ $`\lambda _\pm (v^{})={\displaystyle \frac{v^{}}{2}}.`$ (30)
The behavior of $`\mathrm{\Phi }_0`$ for $`v=v^{}`$ results from the fact that precisely at the so-called pulled velocity $`v^{}`$, the two roots $`\lambda _\pm `$ coincide.
While for an arbitrary velocity $`v>v^{}`$ the term $`A_1(v)`$ in (28) will be nonzero, so that the asymptotic behavior of $`\mathrm{\Phi }_0`$ is as $`e^{\lambda _{}\xi }`$, the pushed front solution — if it exists — is precisely the solution with a well-defined value $`v=v^{}`$ at which $`A_1(v^{})=0`$. Note that for $`\mu <0`$, we have $`\lambda _{}<0`$, so that the relevant front solution in the range $`\mu <0`$ has $`A_1(v)=0`$; thus the pushed front solution for $`\mu >0`$ is precisely the analytic continuation of this front solution to the regime $`\mu >0`$. If such a solution with $`A_1(v^{})=0`$ exists, it is the dynamically selected one from steep initial conditions . Moreover, these solutions decay for $`\xi 1`$ as $`e^{\lambda _+\xi }`$, i.e., faster than $`e^{v^{}\xi /2}`$. As a result, integrands in (27) like $`e^{v^{}\xi }(_\xi \mathrm{\Phi }_0)^2`$ or $`e^{v^{}\xi }(_\xi \mathrm{\Phi }_0)g(\mathrm{\Phi }_0,\xi )e^{v^{}\xi }(_\xi \mathrm{\Phi }_0)\mathrm{\Phi }_0`$ for $`\xi \mathrm{}`$ are integrable, as
$$e^{v^{}\xi }\left(\frac{\mathrm{\Phi }_0}{\xi }\right)^2\stackrel{\xi 1}{}e^{v^{}\xi }e^{2\lambda _+\xi }=e^{\sqrt{(v^{})^2(v^{})^2}\xi }\stackrel{\xi \mathrm{}}{}0.$$
(31)
Thus, for a pushed front both criteria for a solvability analysis of a perturbation theory are satisfied: the spectrum of the stability operator is gapped and the solvability integrals converge properly.
In passing, we note that the adjoint mode $`\chi `$ itself does not decay to zero for large $`\xi `$ in the supercritical range $`\mu >0`$, since
$$\chi \stackrel{\xi 1}{}e^{v^{}\xi }\frac{\mathrm{\Phi }_0}{\xi }e^{\left(v^{}\sqrt{(v^{})^2(v^{})^2}\right)\xi /2}\stackrel{\xi \mathrm{}}{}\mathrm{}.$$
(32)
For our perturbation theory this is no problem as long as the inner product that defines the adjoint operator converges for $`\xi \pm \mathrm{}`$. Eq. (31) shows that this is indeed the case.
While the solvability integrals converge properly for pushed fronts, they do not for pulled fronts, as according to (30)
$$e^{v^{}\xi }\left(\frac{\mathrm{\Phi }_0}{\xi }\right)^2\stackrel{\xi 1}{}\xi ^2e^{v^{}\xi }e^{2\lambda _{}\xi }=\xi ^2\stackrel{\xi \mathrm{}}{}\mathrm{}.$$
(33)
As we already anticipated from the power law relaxation of pulled fronts, standard perturbation theory used to derive a MBA does not apply to pulled fronts.
One could, of course, regularize the solvability integrals by first introducing a cutoff $`\xi _c`$, and taking the cutoff to infinity as the end of the calculation . Whether such an approach yields sensible results, depends on the situation under consideration. If, e.g., this procedure is applied blindly to a solvability expression of the type (27), one finds that the changes in the nonlinear terms of the equation give no contribution — in fact, since only the divergent terms survive, this procedure amounts to calculating the changes in $`v^{}`$ in perturbation theory for changes in the parameters in the linearized equation. Since $`v^{}`$ can more easily be calculated explicitly from Eq. (1) such a calculation has no particular value.
In fact, the divergence of the solvability integrals and the absence of a characteristic time scale for the internal front dynamics are deeply related. From (25) it is easily seen that the continuous spectrum defined by $`L\varphi _\sigma =\sigma \varphi _\sigma `$, is bounded from below by $`\sigma _0=(v^2v_{}^{}{}_{}{}^{2})/4`$. For $`\sigma (k)=\omega _0+k^2`$, the eigenfunctions take the form of Fourier modes $`\varphi _{\sigma (k)}e^{\pm ik\xi }`$ in the leading edge region $`\xi 1`$. Hence for $`v=v^{}`$, the gap $`\sigma _0`$ of the spectrum vanishes, and all the eigenfunctions of $`L`$ are essentially plane waves in the semi-infinite leading edge. One finds furthermore , that generic perturbations of pulled planar fronts $`\mathrm{\Phi }_0`$ are even outside the Hilbert space spanned by the eigenfunctions $`\varphi _\sigma `$. In this case, the long time dynamics cannot easily be understood in terms of the eigenfunctions of $`L`$. One rather should directly study the linearized equation
$$\epsilon _t\varphi =\left[\epsilon ^2^2+\frac{f(\varphi ,u)}{\varphi }|_{\varphi =0}\right]\varphi +O(\varphi ^2)$$
(34)
valid in the leading edge. In this formulation, the nonlinear region of the front interior plays the role of a boundary condition for the leading edge . As a result one finds predictions like (1) – (4). Note finally, that the leading edge extends on the same outer length scale on which also $`u`$ varies. This demonstrates why it is not possible to eliminate the dynamics of a pulled front in a moving boundary approximation — independent of how thin the front is.
## 5 Generalization of the solvability analysis and of its break-down
In the previous sections, we have traced the main steps in the derivation of a MBA for two coupled equations that have been studied as phase field models for solidification. In this case, the inner equation for the order parameter reduces to the well-known nonlinear diffusion equation studied first by Fisher and Kolmogorov et al. , and the nonhermitian linear operator $`L`$ could be transformed to a hermitian operator $`\stackrel{~}{L}`$. This allowed us to obtain the left zero mode $`\chi `$ of $`L`$ explicitly. When one considers higher order dynamical equations or sets of coupled equations for the inner front region, it is usually not possible to find the adjoint mode explicitly. Nevertheless, we show in this section that the same conclusions hold more generally.
We consider a case where one has a vector $`\stackrel{}{\varphi }(x,t)`$ of dynamical fields, that in the long time limit can approach a planar uniformly translating front profile $`\stackrel{}{\mathrm{\Phi }}_0(\xi )`$ between the homogeneous stationary states $`\stackrel{}{\varphi }^\pm =\stackrel{}{\mathrm{\Phi }}_0(\pm \mathrm{})`$. The front solution $`\stackrel{}{\mathrm{\Phi }}_0(\xi )`$ with $`\xi =xvt`$ obeys a set of o.d.e.’s, and because of translation invariance $`d\stackrel{}{\mathrm{\Phi }}_0(\xi )/d\xi `$ is again a zero mode of the linear matrix operator $`𝐋`$, obtained by linearizing the o.d.e.’s about the front solution $`\stackrel{}{\mathrm{\Phi }}_0(\xi )`$:
$$𝐋(\frac{d}{d\xi },\frac{d^2}{d\xi ^2},\frac{d^3}{d\xi ^3},\mathrm{};\stackrel{}{\mathrm{\Phi }}_0(\xi ))\frac{d\stackrel{}{\mathrm{\Phi }}_0(\xi )}{d\xi }=0.$$
(35)
If a front $`\stackrel{}{\mathrm{\Phi }}_0(\xi )`$ is perturbed by external forces, other coherent structures or curvature effects, one generally encounters equations like
$$𝐋\stackrel{}{\varphi }_1=\stackrel{}{g}_1$$
(36)
in a perturbation expansion about $`\stackrel{}{\mathrm{\Phi }}_0`$. In our example above, $`\stackrel{}{g}_1`$ decayed essentially like $`\stackrel{}{\mathrm{\Phi }}_0`$ and $`d\stackrel{}{\mathrm{\Phi }}_0/d\xi `$ as $`\xi \mathrm{}`$, and we only study such cases here. As is well known, such linear equations are solvable provided the right hand side is orthogonal to the kernel (null space) of $`L`$. The existence of a left zero mode $`\stackrel{}{\chi }`$ of $`𝐋`$ therefore generally leads to the solvability condition
$$_{\mathrm{}}^{\mathrm{}}𝑑\xi \stackrel{}{\chi }\stackrel{}{g}_1=0,\stackrel{}{g}_1\stackrel{\xi \mathrm{}}{}𝐐\frac{d\stackrel{}{\mathrm{\Phi }}_0}{d\xi },$$
(37)
(where the matrix Q contains some slowly varying fields), which relates parameters of the expansion as in (27). So we now address the question of the existence of the left zero mode $`\stackrel{}{\chi }`$ of $`𝐋`$, which is defined through $`𝐋^{}\stackrel{}{\chi }=0`$. In other words: $`\stackrel{}{\chi }`$ is the zero mode of the adjoint operator $`𝐋^{}`$ obtained by partial integration,
$$_{\mathrm{}}^{\mathrm{}}𝑑\xi \stackrel{}{b}(𝐋\stackrel{}{a})=_{\mathrm{}}^{\mathrm{}}𝑑\xi (𝐋^{}\stackrel{}{b})\stackrel{}{a}.$$
(38)
For this definition to hold, the integrals have to converge and the boundary terms that arise from performing the partial integrations all have to vanish. This imposes conditions on the allowed behavior of $`\stackrel{}{b}`$, given the asymptotic behavior of $`\stackrel{}{a}`$: the product of these terms has to decay sufficiently rapidly for $`\xi \pm \mathrm{}`$.
In general, there is no particular simplifying relation between $`𝐋`$ and $`𝐋^{}`$; e.g., a term $`f(\mathrm{\Phi }_0)d/d\xi `$ in $`𝐋`$ gives rise to a term $`\left(df(\mathrm{\Phi }_0)/d\xi \right)f(\mathrm{\Phi }_0)d/d\xi `$ in $`𝐋^{}`$. As a result, there is in general no simple relation between the left and right eigenmodes. However, since $`\stackrel{}{\mathrm{\Phi }}_0(\xi )`$ approaches the constant vectors $`\stackrel{}{\varphi }^\pm `$ for $`\xi \pm \mathrm{}`$, the operators $`𝐋`$ and $`𝐋^{}`$ asymptotically are linear operators with constant coefficients, so that
$`\underset{\xi \pm \mathrm{}}{lim}`$ $`L_{ij}^{}`$ $`({\displaystyle \frac{d}{d\xi }},{\displaystyle \frac{d^2}{d\xi ^2}},{\displaystyle \frac{d^3}{d\xi ^3}},\mathrm{};\stackrel{}{\varphi }_v^0(\xi ))=L_{ij}^{}({\displaystyle \frac{d}{d\xi }},{\displaystyle \frac{d^2}{d\xi ^2}},{\displaystyle \frac{d^3}{d\xi ^3}},\mathrm{};\varphi ^\pm )=`$ (39)
$`=`$ $`L_{ji}({\displaystyle \frac{d}{d\xi }},{\displaystyle \frac{d^2}{d\xi ^2}},{\displaystyle \frac{d^3}{d\xi ^3}},\mathrm{};\varphi ^\pm ).`$
Moreover, in this limit, the operator $`𝐋`$ is exactly the same as the one that one obtains from linearizing the set of o.d.e.’s for $`\stackrel{}{\mathrm{\Phi }}_0`$ around the homogeneous stationary states $`\stackrel{}{\varphi }^\pm `$. Therefore both $`\stackrel{}{\mathrm{\Phi }}_0`$ and the right zero mode $`d\stackrel{}{\mathrm{\Phi }}_0/d\xi `$ of $`𝐋`$ are asymptotically for $`\xi \pm \mathrm{}`$ just sums of simple exponentials of the form
$$d\stackrel{}{\mathrm{\Phi }}_0/d\xi \stackrel{\xi \pm \mathrm{}}{}\underset{n=1}{\overset{N}{}}\stackrel{}{a}_n^\pm e^{\lambda _n^\pm \xi },$$
(40)
where the eigenvalues $`\lambda _n^\pm `$ are determined by the characteristic polynomial of degree $`N`$
$$det𝐋(\lambda _n^\pm ,\lambda _{n}^{\pm }{}_{}{}^{2},\lambda _{n}^{\pm }{}_{}{}^{3},\mathrm{};\stackrel{}{\varphi }^\pm )=0.$$
(41)
The asymptotic behavior of an adjoint zero mode $`\stackrel{}{\chi }`$ follows immediately from the symmetry relation (39). If we write the asymptotics for $`\xi \pm \mathrm{}`$ of $`\stackrel{}{\chi }`$ as
$$\stackrel{}{\chi }\stackrel{\xi \pm \mathrm{}}{}\underset{n=1}{\overset{N}{}}\stackrel{}{b}_n^\pm e^{\overline{\lambda }_n^\pm \xi },$$
(42)
then the eigenvalues $`\overline{\lambda }_n^\pm `$ are determined by the eigenvalue equation
$$det𝐋^{}(\overline{\lambda }_n^\pm ,\overline{\lambda }_{n}^{\pm }{}_{}{}^{2},\overline{\lambda }_{n}^{\pm }{}_{}{}^{3},\mathrm{};\stackrel{}{\varphi }^\pm )=0,$$
(43)
which in view of (39) and the fact that $`det𝐋=det𝐋^{}`$ immediately yields
$$\overline{\lambda }_n^\pm =\lambda _n^\pm .$$
(44)
Let us now investigate the asymptotic behavior of products $`\stackrel{}{b}\stackrel{}{a}`$ of left modes $`\stackrel{}{b}`$ and right modes $`\stackrel{}{a}`$, which is required for the existence and definition of the adjoint operator and modes. Assume that the eigenvalues are ordered as Re $`\lambda _{n+1}^\pm `$ Re $`\lambda _n^\pm `$. A pushed or bistable front is a discrete solution with asymptotic behavior
$$\stackrel{}{\mathrm{\Phi }}_0\{\begin{array}{ccc}\underset{n=M+1}{\overset{N}{}}\stackrel{}{A}_ne^{\lambda _n^+\xi }& \stackrel{}{A}_{M+1}e^{\lambda _{M+1}^+\xi }\hfill & \text{for }\xi \mathrm{}\hfill \\ \underset{n=1}{\overset{M}{}}\stackrel{}{B}_ne^{\lambda _n^{}\xi }& \stackrel{}{B}_Me^{\lambda _M^{}\xi }\hfill & \text{for }\xi \mathrm{}\hfill \end{array},$$
(45)
that can be constructed from (40) for a particular value of $`v=v^{}`$. The right zero mode $`d\stackrel{}{\mathrm{\Phi }}_0/d\xi `$ obviously has the same asymptotic behavior. In this expression, the eigenvalues $`\lambda _1^{},\mathrm{},\lambda _M^{}`$ for $`\xi \mathrm{}`$ are all the eigenvalues with negative real part so that the exponentials converge, while on the right for $`\xi \mathrm{}`$ all $`\lambda _{M+1}^+,\mathrm{},\lambda _N^+`$ have positive real parts. The existence of $`M`$ modes on the left and $`NM+1`$ modes on the right is a reflection of the fact that the bistable or pushed front solution is an isolated (discrete) solution .
At this point, there is only one difference between bistable fronts and pushed fronts propagating into an unstable state: for the former, Re $`\lambda _M^+<0`$ so that this mode is not present because it corresponds to a diverging behavior, while for a pushed front propagating into an unstable state, Re $`\lambda _M^+>0`$ but $`A_M^+=0`$ by definition .
A product of this right mode with a left mode converges to zero at $`\pm \mathrm{}`$, if the left zero mode behaves asymptotically like
$$\stackrel{}{\chi }\{\begin{array}{ccc}\underset{n=1}{\overset{M}{}}\stackrel{}{C}_ne^{\lambda _n^+\xi }& \stackrel{}{C}_Me^{\lambda _M^+\xi }\hfill & \text{for }\xi \mathrm{}\hfill \\ \underset{n=M+1}{\overset{N}{}}\stackrel{}{D}_ne^{\lambda _n^{}\xi }& \stackrel{}{D}_{M+1}e^{\lambda _{M+1}^{}\xi }\hfill & \text{for }\xi \mathrm{}\hfill \end{array}.$$
(46)
One easily verifies by counting the dimensions of stable and unstable manifolds in the two asymptotic regions, that also $`\chi `$ belongs to a discrete spectrum, independent of the value of $`M`$, and that in general the divergent term $`e^{\lambda _M^+\xi }`$ is needed for this mode to exist. Indeed, the textbook argument
$`𝐋\stackrel{}{\varphi }_m=\sigma _m\stackrel{}{\varphi }_m`$ , $`𝐋^{}\stackrel{}{\chi }_l=\sigma _l^{}\stackrel{}{\chi }_l,`$ (47)
$`\sigma _l^{}{\displaystyle \stackrel{}{\chi }_l\stackrel{}{\varphi }_m}={\displaystyle (𝐋^{}\stackrel{}{\chi }_l)\stackrel{}{\varphi }_m}`$ $`=`$ $`{\displaystyle \stackrel{}{\chi }_l(𝐋\stackrel{}{\varphi }_m)}=\sigma _m{\displaystyle \stackrel{}{\chi }_l\stackrel{}{\varphi }_m}`$ (48)
shows that the eigenvalues $`\sigma _l^{}=\sigma _m`$ equal each other, if the product of the eigenfunctions $`\stackrel{}{\chi }_l\stackrel{}{\varphi }_m`$ is finite and likewise that eigenfunctions with different eigenvalues are orthogonal. Application of simple “counting arguments” for the existence and multiplicity of solutions of o.d.e.’s shows that (47) implies that associated with the discrete right zero mode of a pushed or bistable front solution, there is in general an isolated (discrete) left zero mode of $`𝐋^{}`$ with a nonzero divergent term (47).
This reasoning does not work for a pulled front, where the zero mode of L is part of a continuous spectrum with the same asymptotic decay properties at $`\xi \pm \mathrm{}`$. The same counting argument as above now yields, that in general no left zero mode of $`𝐋^{}`$ exists.
This formal argument is supported by the observation, that a solvability integral for a pushed front diverges as the pushed velocity $`v^{}`$ approaches the pulled velocity $`v^{}`$ (1): Generally, the velocity $`v`$ will appear as a parameter in the characteristic polynomial (41). If we consider the $`\lambda _n=\lambda _n^+`$ as functions of $`v`$, then according to the general scenario of front propagation into unstable states the pulled velocity is associated with a minimum of the curve $`v(\lambda _M)`$ where $`\lambda _M`$ is the root of (41) with the smallest positive real part. Hence for $`v\stackrel{>}{}v^{}`$ and uniformly translating fronts with $`\lambda _M`$ and $`\lambda _{M+1}`$ real, we have
$`\lambda _M(v)`$ $`=`$ $`\lambda ^{}{\displaystyle \frac{2}{v^{\prime \prime }}}\sqrt{vv^{}}+\mathrm{},`$ (49)
$`\lambda _{M+1}(v)`$ $`=`$ $`\lambda ^{}+{\displaystyle \frac{2}{v^{\prime \prime }}}\sqrt{vv^{}}+\mathrm{},`$ (50)
where
$$v^{\prime \prime }=\frac{d^2v(\lambda _M)}{d\lambda _M^2}|_\lambda ^{}$$
(51)
is the curvature of $`v(\lambda _M)`$ in the minimum that determines $`v^{}`$ and $`\lambda ^{}`$ (see , section V.C.2). It hence is a positive constant.
In complete analogy with our earlier discussion in section 3, the general scenario for front propagation into unstable states is that while the asymptotic decay for $`\xi 1`$ is as $`e^{\lambda _M\xi }`$ for an arbirary velocity $`v`$, a pushed front solution exists if for some velocity $`v^{}>v^{}`$, there is a front solution whose asymptotic large $`\xi `$ behavior is as $`e^{\lambda _{M+1}\xi }`$ in agreement with (45).
If there is no such pushed front solution, then starting from “steep” initial conditions the selected front velocity is $`v^{}`$; the asymptotic front profile with this velocity is then
$$\stackrel{}{\mathrm{\Phi }}_0(\xi )\stackrel{\xi 1}{}(\stackrel{}{\alpha }\xi +\stackrel{}{\beta })e^{\lambda _M\xi },\lambda _M=\lambda _{M+1},$$
(52)
in analogy with (28).
As we discussed above, for a pushed front, there is in general a discrete left zero mode (46) with asymptotic behavior $`\chi e^{\lambda _M\xi }`$ for large $`\xi `$. In spite of this divergence, the product of left and right modes converges as
$`\stackrel{}{\chi }𝐐{\displaystyle \frac{d\stackrel{}{\varphi }_0}{d\xi }}`$ $`\stackrel{\xi 1}{}`$ $`e^{(\lambda _M\lambda _{M+1})\xi }\stackrel{}{C}_M𝐐\stackrel{}{A}_{M+1},`$ (53)
$``$ $`e^{(4/v^{\prime \prime })\sqrt{v^{}v^{}}\xi }\stackrel{\xi \mathrm{}}{}0(v\stackrel{>}{}v^{}),`$
and solvability conditions generally can be derived.
Just as we saw in the previous sections, the present analysis also shows that as $`v^{}`$ approaches $`v^{}`$ from above, the solvability integrals converge less and less fast until, at $`v^{}`$, we have according to (52)
$$\stackrel{}{\chi }𝐐\frac{d\stackrel{}{\mathrm{\Phi }}_0}{d\xi }\stackrel{\xi 1}{}\xi ^2\stackrel{\xi \mathrm{}}{}\mathrm{}.$$
(54)
in complete analogy with our earlier result (33) for the example discussed in section 3.
## 6 Conclusions and outlook
In contrast to “bistable” or pushed fronts, the dynamics of pulled fronts is determined essentially in the leading edge. This was recently shown to imply a general power law relaxation of pulled fronts. In this paper, we have shown that this in turn entails that pulled fronts lack the separation of time scales necessary for the applicability of the usual MBA, and that solvability integrals diverge when a front is pulled.
It is important to stress that one should not simply view this negative result as a formal problem — rather, one should take this conclusion as a signal that the pattern dynamics involving the motion of pulled fronts poses interesting new physical questions with possibly surprising non-standard answers.
As a first simple illustration of this, consider the uncoupled F-KPP equation (7) in two dimensions with $`\epsilon =1`$ and $`f=\varphi \varphi ^3`$. If one starts with a radially symmetric steep initial condition, e.g., $`\varphi (r,t=0)=\mathrm{exp}(r^2)`$, then this front will spread out in a circularly symmetric way. According to (27) the curvature correction will then give a contribution $`1/r=1/(v^{}t)=1/(2t)`$ to the velocity at large times. However, in addition to that, there is a contribution $`3/(2t)`$ of the same order of magnitude from the power law relaxation (3), as $`\lambda ^{}=1`$ in this case. Thus, due to the combination of the power law relaxation and the curvature correction, the front velocity $`v^{}`$ will be approached asymptotically as $`v(t)=v^{}2/t`$ !
In the example above of a circularly symmetric pattern without any coupling to other fields, the relaxation and curvature effects can be simply added up, but for a less trivial patterns whose shape is changing in time, the proper description is far from obvious. Nontrivial patterns where pulled front propagation plays a dominant role occur e.g. in streamer discharges . Hence new analytical tools have to be developed for a moving boundary like description of these finger-like patterns. Work in progress suggests that the limit of zero electron diffusion creating shock-like electron fronts is a valuable approximation for negatively charged streamers.
A recent illustration of the fact that the nonexistence of solvability integrals signals a transition to qualitatively different dynamical behavior is given by the behavior of fronts in the presence of multiplicative noise . Pushed fronts in the presence of multiplicative noise show regular diffusive behavior due to the noise being summed over the finite interior front region, and their diffusion coefficient can be expressed in terms of solvability type integrals . In contrast, fully relaxed pulled fronts in an infinite system do not diffuse at all, and if a front with pulled dynamics starts from a local (or “sufficiently steep” ) initial condition, it is subdiffusive : the root mean square displacement of pulled fronts increases with time as $`t^{1/4}`$, not as $`t^{1/2}`$. This prediction was first suggested by using a time-dependent cutoff $`\xi _c(t)\sqrt{t}`$ in the solvability expression for the diffusion coefficient that is valid for pushed fronts. The motivation for this time-dependent cutoff comes from the relaxation analysis of pulled fronts given in . Hence, this example illustrates both that using a cutoff in the solvability integrals sometimes can yield sensible results, and that the behavior of pulled fronts can be qualitatively different from those of pushed fronts.
We finally note that these considerations also have implications for numerical codes. In cases where a MBA applies in the limit in which the front width is taken to zero, numerical codes with adaptive gridsize refinement in the interior front region, where gradients are large, are quite efficient. For pulled fronts, however, solutions with a too coarse basic grid give inaccurate front velocities. For these, the refinement has to be done ahead of the front, in the leading edge !
## Acknowledgement
The work of UE was supported by the Dutch research foundation NWO and by the EU-TMR network “Patterns, Noise and Chaos”.
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# C-axis optical properties of high Tc cuprates Submitted to Physica C.Invited talk at the 6th International Conference on Materials and Mechanisms of Superconductivity and High Temperature Superconductors (M2SHTSC), February 20-25 2000, Houston, USA.
## Abstract
A review is given of the experimental status of the interlayer coupling energy in the cuprates. A second c-axis plasmon is identified in the double layer compound Y123 for various dopings. The anomalous transport properties along the c-direction and in the planar directions are compared to model calculations based on strongly anisotropic scattering. An excellent description of the optical data at optimal doping is obtained if an anomalously large anisotropy of the scattering rate between cold spots and hot spots is assumed. This raises questions as to the physical meaning of these parameters.
During the past four years the issue whether the mechanism of superconductivity in the cuprates could be a lowering of kinetic energy (as opposed to potential energy in BCS theory) has received considerable attention both theoretically and experimentally. Although originally conceived as an in-plane mechanism in the hole-model of superconductivity, attention later was concentrated on the c-axis properties first of all because the c-axis transport of quasiparticles had been found to have a very large scattering rate in the normal state and, rather surprisingly, also in the superconducting state, thus providing a channel for kinetic energy lowering for paired charge carriers as soon as they become delocalized as a result of the pairing. A high value of the scattering rate for transport along the c-direction which remains high in the superconducting state appears to be a robust property of the cuprates: It has been reported for La214, Y123 Tl2201, and Tl2212 . In the second place the kinetic energy lowering is just the Josephson coupling energy (or in any case not larger) in the interlayer tunneling (ILT) model, which suggested a direct experimental way to test the model by measuring both the condensation energy ($`E_{cond}`$) and E<sub>J</sub>. The ILT hypothesis requires that $`E_JE_{cond}`$. To avoid the complexity of having two possible Josephson junctions per unit cell of different strength, single layer cuprates had to be considered. Among those Tl2201 had one of the highest T<sub>c</sub>’s ($`80`$ K), and relatively large (though thin along the $`c`$-direction) crystals and thin films were available. In the spring of 1996 the first experimental results were presented, showing that $`E_J`$ was at least two orders of magnitude too small to account for the condensation energy. Although these results seemed to rule out ILT as the main mechanism of superconductivity they relied on the non-observance of a plasma-resonance where it should have been in the superconducting state (800 cm<sup>-1</sup>). The issue remained dormant until first $`\lambda _c`$ of 17 $`\mu `$m and next the Josephson plasma resonance (JPR) at $`28`$ cm<sup>-1</sup> had been observed experimentally, allowing a precise determination of $`E_J0.3\mu `$eV in Tl2201 with $`T_c=80`$k. This is a factor 400 lower than $`E_{cond}100\mu `$eV per copper, based either on $`c_V`$ experimental data, or on the formula $`E_{cond}=0.5N(0)\mathrm{\Delta }^2`$ with $`N(0)=1eV^1`$ per copper, and $`\mathrm{\Delta }15meV`$. A c-axis kinetic energy change even smaller than $`E_J`$ is obtained from estimating the amount of high energy spectral weight transferred to the $`\delta `$-function at zero frequency: In the examples studied so far this gives a value of $`\mathrm{\Delta }E_{kin,c}`$ wich is 0.5 $`E_J`$, for the underdoped materials, and less than 0.1 $`E_J`$ for the optimally doped materials. In Fig. 1 the change in c-axis kinetic energy and the Josephson coupling energies are compared to the condensation energy for a large number of high T<sub>c</sub> cuprates. For most materials materials we see, that $`E_J<E_{cond}`$, sometimes differing by several orders of magnitude.
In this plot we have also indicated optimally doped and overdoped Y123. Below T<sub>c</sub> we observe a transfer of spectral weight from the FIR not only to the condensate at $`\omega `$=0, but also to a new peak in the MIR. This peak is naturally explained as a transverse out-of-phase bilayer plasmon by a model for $`\sigma (\omega )`$ which takes the layered crystal structure into account. With decreasing doping the plasmon shifts to lower frequencies and can be identified with the surprising and so far not understood FIR feature reported in underdoped bilayer cuprates. A second Josephson plasmon has also been reported for the T phase La<sub>1-x</sub>Sr<sub>x</sub>SmCuO4. For points marked YBCO $`\mathrm{\Delta }E_{kin}`$ was calculated from the total superfluid spectral weight of the two plasmons. For optimally doped and overdoped YBCO almost all (at least 95 $`\%`$) superfluid spectral weight originates from the gap-region, resulting in the solid points.
As mentioned in the beginning of this paper, there is the issue of the very large scattering rate in the normal state and, rather surprisingly, also in the superconducting state. Usually a large scattering rate along the c-axis is interpreted as a form of tunneling with a large scattering of $`k_{}`$ of the charge carriers. The term ’incoherent’ is usually reserved for non- $`k_{}`$ conserving tunneling. Clearly there must be some degree of $`k_{}`$ conservation in the tunneling, as otherwise the c-axis critical current would be zero due to cancellation of the phases of the d-wave order parameter. However, another form of incoherent transport exists, namely where $`k_{}`$ is conserved, while the memory of $`k_{}`$ is lost on the timescale of a tunneling event. If c-axis tunneling is $`k_{}`$-conserving, this has a number of interesting consequences.
In the first place the tunneling matrix elements depend strongly on $`k_{}`$: As a result of some peculiarities of the crystal structure of these materials it has zero’s in the zone-diagonal directions.
There are indications that the charge carrier scattering rate is also strongly $`k_{}`$ dependend, probably due to coupling to spin-fluctuations: The zone-diagonal directions remain unaffacted, while the $`(\pi ,0)`$ directions have a strong scattering.
This leads to a simple formula for the in-plane optical conductivity in the normal state $`ϵ_{ab}(\omega )=ϵ_{\mathrm{}}\frac{\omega _p^2\tau }{\omega \sqrt{1i\omega \tau }\sqrt{1+\mathrm{\Gamma }\tau i\omega \tau }}`$. Here $`\mathrm{\Gamma }`$ is the hot-spot scattering rate, $`1/\tau `$ is the cold-spot scattering rate, and the above expression was derived assuming that the scattering rate varies smoothly between these two extrema along the Fermi-surface. In Fig. 2 we provide reflectivity curves of Bi2201 (T$`{}_{c}{}^{}10K`$) taken from Ref. together with the four parameter fits. In the fit procedure the value of $`\omega _p`$ was kept fixed at 13700 cm<sup>-1</sup> at all temperatures, while $`ϵ_{\mathrm{}}`$, $`\tau `$ and $`\mathrm{\Gamma }`$ were adjusted to obtain the best fit. It turned out, that $`ϵ_{\mathrm{}}=4.2\pm 0.1`$ at all temperatures. The temperature dependence of $`\mathrm{\Gamma }`$ and $`1/\tau `$ are indicated in the lower panel of Fig. 2. We see, the model leads to a very large anisotropy between these two scattering rates: $`\mathrm{\Gamma }`$ is almost a constant, while $`1/\tau `$ has a $`T^2`$ temperature dependence on top of a small residual value.
In fact the parameters obtained with this fit look quite unreasonable. A scattering rate of almost 1 eV around the hot spots is an order of magnitude larger than typical linewidths observed with ARPES. On the other hand for the optical spectra a rather complete and selfconsistent description is obtained: The optical conductivity along the c-axis is largely determined by the hot-spots, as a result of the strong k-dependence of $`k_{}`$. The resulting analytical expressions for the c-axis conductivity provide spectra which closely resemble the experimentally observed optical conductivity along $`c`$. In the righthand panel of Fig. 3 we display the theoretical curves for the in-plane and c-axis conductivity using the same parameters as above. In the lefthand panel of Fig. 3 the experimental curves for La214 along the two crystallographical directions are displayed. Clearly there is a close resemblence between these datat sets. The significance of these results is really not clear at this moment. Questions that need to be answered are:
1. To what extent is $`k_{}`$ conserved in the tunneling. and possible implications for the theory of transport in the cuprates?
2. What is the minimum value of $`t_{}(k_{})`$? The ’chemical’ arguments mentioned abouve provide no arguments why it should be exactly zero?
3. Do the minimum value of the hopping parameter, of the scattering rate and of the gap always coincide at exactly the same value of $`k_{}`$? This is not dictated by the symmetry of the materials, which is more often than not orthorhombic rather than tetragonal.
4. If the answer to the above is affirmative, what is the microscopic reason?
5. Why are the scattering rate observed with ARPES and transport/optical probes completely different?
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# Gravitational anomalies in a dispersive approachThis work was partly supported by Austria-Czech Republic Scientific collaboration, project KONTACT 1999-8.
## I Introduction
Anomalies are the key to a deeper understanding of quantum field theory. Since their first discovery by Adler , Bell and Jackiw , and by Bardeen they play a fundamental role in physics (for details see Ref.). Also in gravitation, where fermions interact with a gravitational field, anomalies may occur. These are the Einstein anomaly – signaling the breakdown of energy-momentum conservation – the Lorentz anomaly – reflecting an antisymmetric part of the energy-momentum tensor – and the Weyl anomaly – expressing the nonvanishing tensor trace. We mainly refer to the work of the authors who have calculated (ultraviolet divergent) Feynman diagrams where the external gravitational field couples to a fermion loop via the energy-momentum tensor.
In our paper we want to draw attention to an other approach with interesting features. It is the dispersion relation (DR) approach which is an independent and complementary view of the anomaly phenomenon as compared to the ultraviolet regularization procedures. In connection with anomalies DR have been introduced by Dolgov and Zakharov and also by Kummer . In the following several authors used successfully DR to determine the anomalies in the chiral current. Recently Hořejší and Schnabl have applied the method to the well-known trace anomaly which is related to the broken dilatation (or scale) invariance. We extend in our work the method of DR to the case of pure gravitation and perform the calculations in two dimensions.
## II Structure of the amplitude
The gravitational anomalies are determined by the one-loop diagram of a Weyl fermion in a gravitational background field. Since it is sufficient to work with a linearized gravitational field $`g_{\mu \nu }=\eta _{\mu \nu }+\kappa h_{\mu \nu }`$ and $`e_\mu ^a=\eta _\mu ^a+\frac{1}{2}\kappa h_\mu ^a`$, where $`e_\mu ^a`$ is the zweibein and $`E_a^\mu `$ its inverse $`E_a^\mu e_\nu ^a=\delta _\nu ^\mu `$ , we can start with the following linearized interaction Lagrangian (for convenience $`\kappa `$ is absorbed into $`h^{a\mu }`$, $`_\mu ^\psi `$ acts only on $`\psi `$)
$$_I^{lin}=\frac{i}{4}\left(h^{a\mu }\overline{\psi }\gamma _a\frac{1\pm \gamma _5}{2}\stackrel{}{_\mu ^\psi }\psi +h_\mu ^\mu \overline{\psi }\gamma ^a\frac{1\pm \gamma _5}{2}\stackrel{}{_a^\psi }\psi \right)=\frac{1}{2}h_{\mu \nu }T^{\mu \nu }.$$
(1)
From this expression follow the Feynman rules for the vertices in the loop and the explicit form of the (symmetric) energy-momentum tensor
$`T^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(T_a^\mu E^{a\nu }+T_a^\nu E^{a\mu }\right)`$ (2)
$`=`$ $`{\displaystyle \frac{i}{4}}\left(\overline{\psi }E^{a\nu }\gamma _a{\displaystyle \frac{1\pm \gamma _5}{2}}\stackrel{}{^\mu }\psi +\overline{\psi }E^{a\mu }\gamma _a{\displaystyle \frac{1\pm \gamma _5}{2}}\stackrel{}{^\nu }\psi \right),`$ (3)
(note that in two dimensions the spin connection $`\omega _\mu `$ does not contribute, see e.g. Ref.).
Then the whole amplitude under consideration is given by the two-point function
$$T_{\mu \nu \rho \sigma }(p)=id^2xe^{ipx}0|T[T_{\mu \nu }(x)T_{\rho \sigma }(0)]|0.$$
(4)
Due to Lorentz covariance and symmetry we decompose and separate the amplitude in the following way
$$T_{\mu \nu \rho \sigma }=T_{\mu \nu \rho \sigma }^V+T_{\mu \nu \rho \sigma }^A$$
(5)
$`T_{\mu \nu \rho \sigma }^V(p)`$ $`=`$ $`p_\mu p_\nu p_\rho p_\sigma T_1(p^2)+(p_\mu p_\nu g_{\rho \sigma }+p_\rho p_\sigma g_{\mu \nu })T_2(p^2)`$ (8)
$`+(p_\mu p_\rho g_{\nu \sigma }+p_\mu p_\sigma g_{\nu \rho }+p_\nu p_\rho g_{\mu \sigma }+p_\nu p_\sigma g_{\mu \rho })T_3(p^2)`$
$`+g_{\mu \nu }g_{\rho \sigma }T_4(p^2)+(g_{\mu \rho }g_{\nu \sigma }+g_{\mu \sigma }g_{\nu \rho })T_5(p^2)`$
$`T_{\mu \nu \rho \sigma }^A(p)`$ $`=`$ $`(\epsilon _{\mu \tau }p^\tau p_\nu p_\rho p_\sigma +\epsilon _{\nu \tau }p^\tau p_\mu p_\rho p_\sigma +\epsilon _{\rho \tau }p^\tau p_\mu p_\nu p_\sigma +\epsilon _{\sigma \tau }p^\tau p_\mu p_\nu p_\rho )T_6(p^2)`$ (12)
$`+(\epsilon _{\mu \tau }p^\tau p_\nu g_{\rho \sigma }+\epsilon _{\nu \tau }p^\tau p_\mu g_{\rho \sigma }+\epsilon _{\rho \tau }p^\tau p_\sigma g_{\mu \nu }+\epsilon _{\sigma \tau }p^\tau p_\rho g_{\mu \nu })T_7(p^2)`$
$`+[\epsilon _{\mu \tau }p^\tau (p_\rho g_{\nu \sigma }+p_\sigma g_{\nu \rho })+\epsilon _{\nu \tau }p^\tau (p_\rho g_{\mu \sigma }+p_\sigma g_{\mu \rho })`$
$`+\epsilon _{\rho \tau }p^\tau (p_\mu g_{\nu \sigma }+p_\nu g_{\mu \sigma })+\epsilon _{\sigma \tau }p^\tau (p_\mu g_{\nu \rho }+p_\nu g_{\mu \rho })]T_8(p^2).`$
The functions $`T_1(p^2),\mathrm{},T_8(p^2)`$ are the formfactors that are to be evaluated.
The classical properties of the energy-momentum tensor ($`T_{\mu \nu }=T_{\nu \mu }`$ symmetric, $`^\mu T_{\mu \nu }=0`$ conserved, $`T_\mu ^\mu =0`$ traceless) lead to the following canonical (naive) Ward identities:
1. $`T_{\mu \nu \rho \sigma }(p)=T_{\nu \mu \rho \sigma }(p)`$
2. $`p^\mu T_{\mu \nu \rho \sigma }(p)=0`$
3. $`g^{\mu \nu }T_{\mu \nu \rho \sigma }(p)=0`$ .
We are interested in the pure Einstein anomaly therefore we demand the quantized energy-momentum tensor to be symmetric, which is always possible to achieve. Thus the symmetry property 1.) of the amplitude is fulfilled, however, the Ward identity (WI) 2.) and the trace identity (TI) 3.) need not be satisfied, they can be broken by the Einstein- and the Weyl anomaly respectively.
The canonical Ward identities we re-express by the formfactors. For the pure tensor part of the amplitude the WI may be written as
$`p^2T_1+T_2+2T_3=0`$ (13)
$`p^2T_2+T_4=0`$ (14)
$`p^2T_3+T_5=0,`$ (15)
and the TI as
$`p^2T_1+2T_2+4T_3=0.`$ (16)
In the following we shall use a renormalization procedure which keeps the WI in the pure tensor part (13) – (15) so that the anomaly occurs only in the pseudotensor part of the amplitude.
For convenience we split the pure tensor piece of the loop in the following way
$$T_{\mu \nu \rho \sigma }^V(p)=\frac{1}{2}T_{\mu \nu \rho \sigma }^{pv}(p)T_{\mu \nu \rho \sigma }^{dv}(p),$$
(17)
where $`T_{\mu \nu \rho \sigma }^{pv}`$ represents the loop with the identity instead of the chirality projectors and $`T_{\mu \nu \rho \sigma }^{dv}`$ denotes the part proportional to $`m^2`$.
Finally, the axial part of the amplitude is connected to the vector part due to relation
$$\gamma _\mu \gamma _5=\epsilon _{\mu \nu }\gamma ^\nu $$
(18)
(valid only in 2 dimensions) where our conventions are $`g_{00}=g_{11}=1`$, $`\epsilon ^{01}=1`$ and $`\gamma ^0=\sigma ^2`$, $`\gamma ^1=i\sigma ^1`$, $`\gamma ^5=\gamma ^0\gamma ^1=\sigma ^3`$, and $`\sigma ^i`$ being the Pauli matrices.
## III Dispersion relations
The formfactors of the amplitude (5) – (12) can be expressed by dispersion relations which relate the real part of the amplitude to its imaginary part. The imaginary parts of the amplitude can be easily calculated via Cutkosky’s rule . In this way we find the imaginary parts of all formfactors in the total amplitude $`T_{\mu \nu \rho \sigma }`$ (for details see Ref. ):
$`ImT_1(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{4}}J_0{\displaystyle \frac{m^2}{p^2}}\left(14{\displaystyle \frac{m^2}{p^2}}\right)`$ (19)
$`ImT_2(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{48}}J_0p^2\left(18{\displaystyle \frac{m^2}{p^2}}+16{\displaystyle \frac{m^4}{p^4}}\right)`$ (20)
$`ImT_3(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{96}}J_0p^2\left(1+{\displaystyle \frac{m^2}{p^2}}20{\displaystyle \frac{m^4}{p^4}}\right)`$ (21)
$`ImT_4(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{48}}J_0p^4\left(18{\displaystyle \frac{m^2}{p^2}}+16{\displaystyle \frac{m^4}{p^4}}\right)`$ (22)
$`ImT_5(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{96}}J_0p^4\left(12{\displaystyle \frac{m^2}{p^2}}8{\displaystyle \frac{m^4}{p^4}}\right)`$ (23)
$`ImT_6(p^2)`$ $`=`$ $`\pm {\displaystyle \frac{1}{16}}J_0{\displaystyle \frac{m^2}{p^2}}\left(14{\displaystyle \frac{m^2}{p^2}}\right)`$ (24)
$`ImT_7(p^2)`$ $`=`$ $`\pm {\displaystyle \frac{1}{192}}J_0p^2\left(18{\displaystyle \frac{m^2}{p^2}}+16{\displaystyle \frac{m^4}{p^4}}\right)`$ (25)
$`ImT_8(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{384}}J_0p^2\left(1+4{\displaystyle \frac{m^2}{p^2}}32{\displaystyle \frac{m^4}{p^4}}\right)`$ (26)
with the threshold function
$$J_0=\frac{1}{p^2}\left(1\frac{4m^2}{p^2}\right)^{1/2}\theta (p^24m^2).$$
(27)
Considering on the other hand the amplitude $`T_{\mu \nu \rho \sigma }^{pv}`$ we get the following imaginary parts:
$`ImA_1(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}J_0{\displaystyle \frac{m^2}{p^2}}\left(14{\displaystyle \frac{m^2}{p^2}}\right)`$ (28)
$`ImA_2(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{24}}J_0p^2\left(18{\displaystyle \frac{m^2}{p^2}}+16{\displaystyle \frac{m^4}{p^4}}\right)`$ (29)
$`ImA_3(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{48}}J_0p^2\left(1+4{\displaystyle \frac{m^2}{p^2}}32{\displaystyle \frac{m^4}{p^4}}\right)`$ (30)
$`ImA_4(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{24}}J_0p^4\left(18{\displaystyle \frac{m^2}{p^2}}+16{\displaystyle \frac{m^4}{p^4}}\right)`$ (31)
$`ImA_5(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{48}}J_0p^4\left(1+4{\displaystyle \frac{m^2}{p^2}}32{\displaystyle \frac{m^4}{p^4}}\right).`$ (32)
Clearly, the imaginary parts (28) – (32) of the amplitude $`T_{\mu \nu \rho \sigma }^{pv}`$ satiesfy the WI (13)–(15) with $`T_iImA_i(p^2)`$, and the subtraction procedure we choose in the following keeps this property for the entire formfactors $`A_i(p^2)`$.
Now we start with an unsubtracted dispersion relation for the formfactors
$$T(p^2)=\frac{1}{\pi }\underset{4m^2}{\overset{\mathrm{}}{}}\frac{dt}{tp^2}ImT(t)$$
(33)
and we observe that, for instance, the integral for $`T_1(p^2)`$ is convergent whereas for $`T_2(p^2)`$ it is logarithmically divergent and needs to be subtracted once, and for $`T_4(p^2)`$ it is linearly divergent and needs to be subtracted twice. We can infer already from the $`p^2=t`$ behaviour of the imaginary parts which kind of dispersion relation we have to use.
So for the formfactors $`T_1,T_6,A_1`$ an unsubtracted DR is sufficient and we get
$`T_1(p^2)`$ $`=`$ $`4T_6(p^2)={\displaystyle \frac{1}{2}}A_1(p^2)`$ (34)
$`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{m^2}{t^2}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}`$ (35)
$`=`$ $`{\displaystyle \frac{1}{p^2}}\left[{\displaystyle \frac{1}{24\pi }}{\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{m^2}{p^2}}+{\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{m^2}{p^2}}a(p^2)\right]`$ (36)
with
$$a(p^2)=\sqrt{\frac{4m^2p^2}{p^2}}\mathrm{arctan}\sqrt{\frac{p^2}{4m^2p^2}}.$$
(37)
A once subtracted DR defined by
$$T^R(p^2)=T(p^2)T(0)=\frac{p^2}{\pi }\underset{4m^2}{\overset{\mathrm{}}{}}\frac{dt}{tp^2}\frac{1}{t}ImT(t)$$
(38)
we use for the following formfactors
$`T_2^R(p^2)`$ $`=`$ $`4T_7^R(p^2)={\displaystyle \frac{1}{2}}A_2^R(p^2)`$ (39)
$`=`$ $`{\displaystyle \frac{p^2}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^2}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{48}}t+{\displaystyle \frac{1}{6}}m^2{\displaystyle \frac{1}{3}}{\displaystyle \frac{m^4}{t}}\right)`$ (40)
$`=`$ $`{\displaystyle \frac{1}{18\pi }}+{\displaystyle \frac{1}{6\pi }}{\displaystyle \frac{m^2}{p^2}}+{\displaystyle \frac{1}{24\pi }}\left(14{\displaystyle \frac{m^2}{p^2}}\right)a(p^2)`$ (41)
$`T_3^R(p^2)`$ $`=`$ $`{\displaystyle \frac{p^2}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^2}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{96}}t+{\displaystyle \frac{1}{96}}m^2{\displaystyle \frac{5}{24}}{\displaystyle \frac{m^4}{t}}\right)`$ (42)
$`=`$ $`{\displaystyle \frac{7}{576\pi }}+{\displaystyle \frac{5}{48\pi }}{\displaystyle \frac{m^2}{p^2}}{\displaystyle \frac{1}{48\pi }}\left(1+5{\displaystyle \frac{m^2}{p^2}}\right)a(p^2)`$ (43)
$`A_3^R(p^2)`$ $`=`$ $`{\displaystyle \frac{p^2}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^2}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{48}}t+{\displaystyle \frac{1}{12}}m^2{\displaystyle \frac{2}{3}}{\displaystyle \frac{m^4}{t}}\right)`$ (44)
$`=`$ $`{\displaystyle \frac{1}{72\pi }}+{\displaystyle \frac{1}{3\pi }}{\displaystyle \frac{m^2}{p^2}}{\displaystyle \frac{1}{24\pi }}\left(1+8{\displaystyle \frac{m^2}{p^2}}\right)a(p^2)`$ (45)
$`T_8^R(p^2)`$ $`=`$ $`{\displaystyle \frac{p^2}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^2}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{384}}t+{\displaystyle \frac{1}{96}}m^2{\displaystyle \frac{1}{12}}{\displaystyle \frac{m^4}{t}}\right)`$ (46)
$`=`$ $`{\displaystyle \frac{1}{576\pi }}{\displaystyle \frac{1}{24\pi }}{\displaystyle \frac{m^2}{p^2}}\pm {\displaystyle \frac{1}{192\pi }}\left(1+8{\displaystyle \frac{m^2}{p^2}}\right)a(p^2).`$ (47)
For the remaining formfactors a twice subtracted DR defined by
$$T^R(p^2)=T(p^2)T(0)p^2\frac{d}{dp^2}T(p^2)|_{p^2=0}=\frac{p^4}{\pi }\underset{4m^2}{\overset{\mathrm{}}{}}\frac{dt}{tp^2}\frac{1}{t^2}ImT(t)$$
(48)
is necessary and we find
$`T_4^R(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}A_4^R(p^2)={\displaystyle \frac{p^4}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^3}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{48}}t^2{\displaystyle \frac{1}{6}}tm^2+{\displaystyle \frac{1}{3}}m^4\right)`$ (49)
$`=`$ $`p^2\left[{\displaystyle \frac{1}{18\pi }}{\displaystyle \frac{1}{6\pi }}{\displaystyle \frac{m^2}{p^2}}{\displaystyle \frac{1}{24\pi }}\left(14{\displaystyle \frac{m^2}{p^2}}\right)a(p^2)\right]`$ (50)
$`T_5^R(p^2)`$ $`=`$ $`{\displaystyle \frac{p^4}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^3}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{96}}t^2+{\displaystyle \frac{1}{48}}tm^2+{\displaystyle \frac{1}{12}}m^4\right)`$ (51)
$`=`$ $`p^2\left[{\displaystyle \frac{5}{288\pi }}{\displaystyle \frac{1}{24\pi }}{\displaystyle \frac{m^2}{p^2}}+{\displaystyle \frac{1}{48\pi }}\left(1+2{\displaystyle \frac{m^2}{p^2}}\right)a(p^2)\right]`$ (52)
$`A_5^R(p^2)`$ $`=`$ $`{\displaystyle \frac{p^4}{\pi }}{\displaystyle \underset{4m^2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dt}{tp^2}}{\displaystyle \frac{1}{t^3}}\left(1{\displaystyle \frac{4m^2}{t}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{48}}t^2{\displaystyle \frac{1}{12}}tm^2+{\displaystyle \frac{2}{3}}m^4\right)`$ (53)
$`=`$ $`p^2\left[{\displaystyle \frac{1}{72\pi }}{\displaystyle \frac{1}{3\pi }}{\displaystyle \frac{m^2}{p^2}}+{\displaystyle \frac{1}{24\pi }}\left(1+8{\displaystyle \frac{m^2}{p^2}}\right)a(p^2)\right].`$ (54)
With these explicit expressions for the formfactors we have determined the whole amplitude $`T_{\mu \nu \rho \sigma }`$, Eqs.(4)–(12), from which the correct Ward identities will follow.
## IV Anomalous Ward identities and gravitational anomalies
Now we turn to the calculation of the Ward identities and gravitational anomalies. We consider the massless limit, $`m0`$, where the formfactors $`2T_iA_i`$ (i = 1,…,5) fulfill the WI (13) – (15). This means that the WI for the pure tensor part is satiesfied
$$p^\mu T_{\mu \nu \rho \sigma }^V(p)=0.$$
(55)
Next we calculate the WI for the pseudo tensor part. We use the formfactor identities
$$T_6=\frac{1}{4}T_1,T_7=\frac{1}{4}T_2,T_8=\frac{1}{4}T_3,$$
(56)
and we obtain the anomalous result
$$p^\mu T_{\mu \nu \rho \sigma }^A(p)=\frac{1}{4}p^2T_1\epsilon _{\nu \tau }p^\tau (p_\rho p_\sigma g_{\rho \sigma }p^2).$$
(57)
The anomalous WI depends only on the finite formfactor $`T_1=4T_6`$ with its explicit result
$`T_1(p^2)`$ $`=`$ $`4T_6(p^2)={\displaystyle \frac{1}{24\pi p^2}}.`$ (58)
So the anomaly is independent of a specific renormalization procedure (as long as it preserves the WI (13)-(15)) and we agree with the anomaly results of Tomiya and Alvarez-Gaumé and Witten who applied quite different (regularization) methods.
We want to emphasize that our subtraction procedure is the ‘natural’ choice dictated by the $`t`$behaviour of the imaginary parts $`ImT_i(t)`$ of the formfactors, which automatically shifts the total anomaly into the pseudotensor part of the WI (57).
What is the origin of the anomaly in this dispersive approach? The source of the anomaly is the existence of a superconvergence sum rule for the imaginary part of the formfactor $`T_1(p^2)`$
$$\underset{0}{\overset{\mathrm{}}{}}𝑑tImT_1(t)=\frac{m^2}{4}\underset{4m^2}{\overset{\mathrm{}}{}}\frac{dt}{t^2}\left(1\frac{4m^2}{t}\right)^{\frac{1}{2}}=\frac{1}{24}.$$
(59)
The anomaly originates from a $`\delta `$-function singularity of $`ImT_1(t)`$ when the threshold $`t=4m^20`$ approaches zero (the infrared region)
$$\underset{m0}{lim}ImT_1(t)=\underset{m0}{lim}\frac{m^2}{4t^2}\left(1\frac{4m^2}{t}\right)^{\frac{1}{2}}\theta (t4m^2)=\frac{1}{24}\delta (t).$$
(60)
The limit must be performed in a distributional sense.
Then the unsubtracted dispersion relation for $`T_1(p^2)`$, Eq.(33), provides the result (58). This threshold singularity of the imaginary part of the relevant formfactor is a typical feature of the DR approach for calculating the anomaly (see e.g. Refs., ).
Next we turn to the energy-momentum tensor. From the anomalous WI (57) we can deduce the linearized consistent Einstein (or diffeomorphism) anomaly
$$^\mu T_{\mu \nu }=\frac{1}{192\pi }\epsilon _{\mu \nu }^\mu \left(_\alpha _\beta h^{\alpha \beta }_\alpha ^\alpha h_\beta ^\beta \right).$$
(61)
Result (61) is indeed the linearization of the exact result that follows from differential geometry and topology (see for instance Ref.).
Now what about the covariant Einstein anomaly? It arises when considering the covariantly transforming energy-momentum tensor $`\stackrel{~}{T}_{\mu \nu }`$ which is related to our tensor definition (2) by the Bardeen-Zumino polynomial $`𝒫_{\mu \nu }`$
$$\stackrel{~}{T}_{\mu \nu }=T_{\mu \nu }+𝒫_{\mu \nu }.$$
(62)
This polynomial is calculable explicitly, for its linearized version we find
$$^\mu 𝒫_{\mu \nu }=\frac{1}{192\pi }\epsilon _{\mu \nu }^\mu \left(_\alpha _\beta h^{\alpha \beta }_\alpha ^\alpha h_\beta ^\beta \right)$$
(63)
leading to the linearized covariant Einstein anomaly
$$^\mu \stackrel{~}{T}_{\mu \nu }=\frac{1}{96\pi }\epsilon _{\mu \nu }^\mu \left(_\alpha _\beta h^{\alpha \beta }_\alpha ^\alpha h_\beta ^\beta \right).$$
(64)
It is twice the linearized consistent result (61) as it should be.
Finally we also calculate the trace identity. Using again relations (56) and taking into account the WI (13) provides us the anomalous result
$$T_{\mu \rho \sigma }^\mu =p^2T_1[(p_\rho p_\sigma p^2g_{\rho \sigma })\frac{1}{4}(\epsilon _{\rho \lambda }p^\lambda p_\sigma +\epsilon _{\sigma \lambda }p^\lambda p_\rho )].$$
(65)
Also the anomalous TI depends only on the finite formfactor $`T_1=4T_6`$ so that it is independent of a specific renormalization procedure (which preserves the WI (13)-(15)).
Inserting the formfactor, Eq.(58), implies the following linearization of the Weyl (or trace) anomaly
$$T_\mu ^\mu =\frac{1}{48\pi }\left[\left(_\mu _\nu h^{\mu \nu }_\mu ^\mu h_\nu ^\nu \right)\frac{1}{2}\epsilon _{\mu \lambda }^\lambda _\nu h^{\mu \nu }\right].$$
(66)
Again, result (66) is indeed the linearization of the exact result (see for instance Ref.).
Adding last but not least the Bardeen-Zumino polynomial $`𝒫_{\mu \nu }`$ with its linearization
$$𝒫_\mu ^\mu =\pm \frac{1}{96\pi }\epsilon ^{ab}^\mu _bh_{\mu a}$$
(67)
we find for the linearized covariant trace anomaly
$$T_\mu ^\mu =\frac{1}{48\pi }\left(_\mu _\nu h^{\mu \nu }_\mu ^\mu h_\nu ^\nu \right).$$
(68)
Clearly this result is in agreement with Ref..
## V Conclusions
We have investigated an alternative method, the DR approach, to calculate the gravitational anomalies. The method appears quite appealing, all one has to calculate is the imaginary part of just one formfactor of the amplitude $`T_{\mu \nu \rho \sigma }(p)`$, namely $`ImT_1(p^2)`$, which is an easy task.
Our ‘natural’ subtraction procedure for the formfactors implies that the pure tensor WI (13) – (15) for the renormalized formfactors is satisfied (in the limit $`m0`$), so that the total anomaly is automatically shifted into the pseudotensor part of the WI (57). From the anomalous WI and the anomalous TI follow the linearized Einstein- and Weyl anomaly, and we have also determined their covariant versions. An analogous dispersive calculation of the anomalous commutators of the energy-momentum tensors – the gravitational Schwinger terms – is given elsewhere .
The anomalies originate from the peculiar infrared feature of the imaginary part of the relevant formfactor $`T_1(p^2)`$ which approaches a $`\delta `$-function singularity at zero momentum squared when $`m0`$.
We have considered the anomalies in two dimensions, where the essential features of the DR approach already show up and all calculations come out very simple. However, this convenient computational simplicity is a very special feature of the two space-time dimensions, in higher dimensions the calculations will turn out much more complicated.
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# Scalar fields, energy conditions, and traversable wormholes
## 1 Introduction
It is often (mistakenly) believed that every kind of matter, on scales in which we do not need to consider its quantum features, has an energy density that is everywhere positive. (In fact, we could think on this property as defining what we understand by classical matter). This is more precisely stated by saying that every type of classical matter satisfies the energy conditions of general relativity . There are several (pointwise) energy conditions requiring that various linear combinations of the components of the energy-momentum tensor of matter have positive values. (Or at the very least, non-negative values.) Among them, we will be particularly interested in the null energy condition (NEC) because it is the weakest one: If the NEC is violated all pointwise energy conditions would be violated .
Now, if we assume that the energy conditions are satisfied by every kind of classical matter, general relativity leads to many powerful classical theorems. The singularity theorems , the positive mass theorem , the superluminal censorship theorem , the topological censorship theorem , certain types of no-hair theorem , and various constraints on black hole surface gravity , all make use of some type of energy condition. As an illustration of the importance of these results, the conclusion regarding the inevitability of the appearance of singularities , has been (for the last thirty years) one of the central pillars from which many investigations in general relativity start. (Additional powerful technical assumptions are also needed for the singularity theorems to apply; see for a critical review). In this regard, the alleged impossibility of the existence of traversable wormholes connecting different spatial regions of the universe , a topic in which we will be particularly interested in this paper, could be seen as a complementary way of phrasing that conclusion (of course, one should not carry this parallelism too far).
Assuming the positivity of the energy density implies that spacetime geometries containing traversable wormholes<sup>1</sup><sup>1</sup>1 The term “traversable wormhole” was adopted by M. Morris and K.S. Thorne to describe a class of Lorentzian geometries connecting two asymptotically flat regions of spacetime, in a manner suitable for a signal or particle to pass through in both direcctions. By the definition of traversability it should be possible to travel from one asymptotic region to the other without encountering either horizons or naked singularities. In this paper we use this term exclusively form this geometrical point of view. are ruled out of the classical realm. Specifically, the topological censorship theorem states that if the averaged null energy (ANEC; the NEC averaged over a complete null geodesic) is satisfied, then there cannot be any topological obstruction (e.g., a wormhole) inside any asymptotically flat spacetime. In agreement with this result, a purely local analysis by David Hochberg and one of the present authors shows that the violation of NEC on or near the throat of a traversable wormhole is a generic property of these objects. For this reason most of the investigations regarding traversable wormholes tend to view these objects as semiclassical in nature, using the expectation value of the quantum operator associated with the energy-momentum tensor as the source of gravity .
However, it is easy to demonstrate that an extremely simple and apparently quite innocuous classical field theory, a scalar field non-minimally coupled to gravity (that is, with a non-vanishing coupling to the scalar curvature), can violate the NEC and even the ANEC . As we will see, some of the other energy conditions can be violated even by minimally coupled scalar fields. There exist other classical systems that exhibit NEC violations, such as Brans–Dicke theory , higher derivative gravity or Gauss–Bonnet theory , but they are all based on modifications of general relativity at high energies. It is the simplicity of the scalar field theory that particularly attracted our attention.
In a previous paper we analyzed a massless scalar field conformally coupled to gravity (that is, we used the special value $`\xi =1/6`$) and found that among the classical solutions for the system there exists an entire branch of traversable wormholes. The case of conformal coupling has many interesting features and, in fact, it seems the most natural behaviour for a scalar field at low energies . However, in this paper we want to point out that assuming conformal coupling is not the critical issue, and that it is only the fact of non-minimality (more precisely, positive curvature coupling $`\xi >0`$) that is important for traversable wormhole solutions to exist. We have found general expressions for the classical solutions of gravity plus a massless non-minimally coupled scalar field. In particular, we have found a sub-class of traversable wormhole solutions for the entire range $`\xi >0`$. In our solutions, apart from the geometry, there is also a scalar field that modifies the effective Newton constant. We will not address here the possible effects of this scalar field on the journey of any hypothetical traveller trying to cross the wormhole throat.
In the next section we will review the possibilities that scalar fields offer to violate the different energy conditions. (That scalar fields might potentially cause problems in this regard was first noted at least 25 years ago , and is an issue that has periodically come in and out of focus since then .) Then we will obtain and describe the classical solutions for gravity plus a non-minimally coupled massless scalar field, restricting to static and spherically symmetric configurations. Among these solutions there are an assortment of naked singularities but we also find an entire branch of traversable wormhole solutions for curvature coupling $`\xi >0`$. We will leave it to section 4 to analyze these traversable wormhole geometries in detail. Finally, in section 5 we will discuss the key features of these solutions and the plausibility with which they might actually be produced in nature, based on the role of scalar fields in modern theoretical physics and the totality of the experimental constraints arising from both particle physics and gravity physics.
## 2 Scalar fields and energy conditions
When a classical scalar field acts as a source of gravity, many of the energy conditions can be violated depending on the form of the scalar potential and the value of the curvature coupling.
### 2.1 Effective stress energy tensor
The Einstein equations $`\kappa G_{\mu \nu }=T_{\mu \nu }`$ relate the geometry-dependent Einstein tensor $`G_{\mu \nu }`$ to the energy-momentum tensor for the matter field $`T_{\mu \nu }`$. The symbol $`\kappa `$ represents essentially the inverse of Newton’s constant, $`\kappa =1/(8\pi G_N)`$. These equations can be obtained by varying the Einstein–Hilbert action which, for a generically coupled scalar field, reads
$$𝒮=\frac{1}{2}d^4x\sqrt{g}\kappa R+d^4x\sqrt{g}\left(\frac{1}{2}g^{\mu \nu }_\mu \varphi _\xi _\nu \varphi _\xi V(\varphi _\xi )\frac{1}{2}\xi R\varphi _\xi ^2\right).$$
(2.1)
Then, the scalar field energy-momentum tensor has the form
$`[T(\varphi _\xi )]_{\mu \nu }=`$ $`_\mu \varphi _\xi _\nu \varphi _\xi {\displaystyle \frac{1}{2}}g_{\mu \nu }(\varphi _\xi )^2g_{\mu \nu }V(\varphi _\xi )`$ (2.2)
$`+\xi \left[G_{\mu \nu }\varphi _\xi ^22_\mu (\varphi _\xi _\nu \varphi _\xi )+2g_{\mu \nu }^\lambda (\varphi _\xi _\lambda \varphi _\xi )\right].`$
This energy-momentum tensor has a term that depends algebraically on the Einstein tensor. By grouping all the dependence on $`G_{\mu \nu }`$ on the left hand side of Einstein equations we can rewrite them, alternatively, by using an effective energy-momentum tensor
$`[T^{\mathrm{eff}}(\varphi _\xi )]_{\mu \nu }=`$ $`{\displaystyle \frac{\kappa }{\kappa \xi \varphi _\xi ^2}}[_\mu \varphi _\xi _\nu \varphi _\xi {\displaystyle \frac{1}{2}}g_{\mu \nu }(\varphi _\xi )^2g_{\mu \nu }V(\varphi _\xi )`$ (2.3)
$`\xi [2_\mu (\varphi _\xi _\nu \varphi _\xi )2g_{\mu \nu }^\lambda (\varphi _\xi _\lambda \varphi _\xi )]].`$
This is the relevant expression for the analysis of the different energy conditions: Since the Einstein equations now read $`\kappa G_{\mu \nu }=[T^{\mathrm{eff}}(\varphi _\xi )]_{\mu \nu }`$, a constraint on this effective stress-energy tensor is translated directly into a constraint on the spacetime curvature, and it is ultimately constraints on the spacetime curvature that lead to singularity theorems and the like.
### 2.2 Pointwise energy conditions
Now let $`v^\mu `$ be a properly normalized timelike vector, $`(v^2=1)`$, and, for convenience, let it be locally extended to a geodesic vector field, so that $`v^\mu _\mu v^\nu =0`$. If $`x^\mu (\tau )`$ denotes a timelike geodesic with tangent vector $`v^\mu =\mathrm{d}x^\mu /\mathrm{d}\tau `$ we have $`v^\mu _\mu \varphi =\mathrm{d}\varphi /\mathrm{d}\tau \varphi ^{}`$. We can now express the strong energy condition (SEC) as
$`R_{\mu \nu }v^\mu v^\nu =`$ $`{\displaystyle \frac{1}{\kappa }}\left([T^{\mathrm{eff}}(\varphi _\xi )]_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }[T^{\mathrm{eff}}(\varphi _\xi )]\right)v^\mu v^\nu `$
$`=`$ $`{\displaystyle \frac{1}{\kappa \xi \varphi _\xi ^2}}\left[(\varphi _\xi ^{})^2V(\varphi _\xi )\xi [(\varphi _\xi ^2)^{\prime \prime }^\mu (\varphi _\xi _\mu \varphi _\xi )]\right]0,`$ (2.4)
where $`R_{\mu \nu }`$ is the Ricci tensor of the geometry. It is easy to see that even in the minimally coupled case the SEC can be violated for positive values of the scalar potential such us a mass term or a positive cosmological constant. Every cosmological inflationary process violates the SEC . We could say that violation of the SEC is a generic property of scalar fields. In fact, it is so easy to violate SEC in many situations that it has almost become to be abandoned as a reasonable restriction on the properties of matter.
With the same definitions, the weak energy condition (WEC) reads
$`G_{\mu \nu }v^\mu v^\nu =`$ $`{\displaystyle \frac{1}{\kappa }}[T^{\mathrm{eff}}(\varphi _\xi )]_{\mu \nu }v^\mu v^\nu `$ (2.5)
$`=`$ $`{\displaystyle \frac{1}{\kappa \xi \varphi _\xi ^2}}\left[(12\xi )(\varphi _\xi ^{})^2+{\displaystyle \frac{1}{2}}(\varphi _\xi )^2+V(\varphi _\xi )\xi [(\varphi _\xi ^2)^{\prime \prime }+2^\mu (\varphi _\xi _\mu \varphi _\xi )]\right]0.`$
In the minimally coupled case $`(\xi =0)`$ it is generically satisfied. Only a large negative potential, for example, a negative cosmological constant, could provide a violation of WEC. Although recent observations suggest a probable positive value for the effective cosmological constant, a possible negative value can not be ruled out on theoretical grounds. In the non-minimal case there are various terms that can be negative depending on the situation, so the WEC can be violated in various ways.
Finally, let us now analyze the NEC. It is the weakest pointwise energy condition, that is, when it is violated the WEC and SEC are violated too. Let $`k^\mu `$ be a null vector tangent to the null geodesic $`x^\mu (\lambda )`$, with $`\lambda `$ some affine parameter. In an analogous way as with the previous energy conditions, we arrive at the following expression for the NEC
$$G_{\mu \nu }k^\mu k^\nu =\frac{1}{\kappa }[T^{\mathrm{eff}}(\varphi _\xi )]_{\mu \nu }k^\mu k^\nu =\frac{1}{\kappa \xi \varphi _\xi ^2}\left[\varphi _\xi ^2\xi (\varphi _\xi ^2)^{\prime \prime }\right]0.$$
(2.6)
This condition is clearly satisfied by minimally coupled scalars. However, for $`\xi 0`$ it can be violated in a number of ways: For $`\xi <0`$ any local minimum of $`\varphi _\xi ^2`$ violates the NEC while for $`\xi >0`$ and $`|\varphi _\xi |`$ small, \[meaning $`|\varphi _\xi |<(\kappa /\xi )^{1/2}`$\], any local maximum of $`\varphi _\xi ^2`$ violates the NEC. Finally for $`\xi >0`$ and $`|\varphi _\xi |`$ large, \[meaning $`|\varphi _\xi |>(\kappa /\xi )^{1/2}`$, roughly corresponding to super–Planckian values for the scalar field\], any local minimum of $`\varphi _\xi ^2`$ violates the NEC.
At this point it is worth noticing that, because our analysis is completely classical, it is a priori conceivable that averaged versions of the energy conditions (averaged over a geodesic) could in principle be as easily violated as their pointwise counterparts. In particular, ANEC violations, critical for traversable wormhole configurations to be able to exist, could in principle be as easy to find as NEC violations, and it is to exploring this possibility that we now turn.
### 2.3 Averaged energy conditions — ANEC
Suppose we take a segment of a null geodesic and consider the ANEC integral
$$(\lambda _1,\lambda _2)=_{\lambda _1}^{\lambda _2}[T^{\mathrm{eff}}(\varphi _\xi )]_{\mu \nu }k^\mu k^\nu d\lambda .$$
(2.7)
Then
$$(\lambda _1,\lambda _2)=_{\lambda _1}^{\lambda _2}\frac{\kappa }{\kappa \xi \varphi _\xi ^2}\left\{\left(\frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)^22\xi \frac{\mathrm{d}}{\mathrm{d}\lambda }\left(\varphi _\xi \frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)\right\}d\lambda .$$
(2.8)
Integrate by parts
$$(\lambda _1,\lambda _2)=_{\lambda _1}^{\lambda _2}\frac{\kappa }{\kappa \xi \varphi _\xi ^2}\left\{\left(\frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)^2+\frac{4\xi ^2\varphi _\xi ^2(\mathrm{d}\varphi _\xi /\mathrm{d}\lambda )^2}{\kappa \xi \varphi _\xi ^2}\right\}d\lambda \left\{\frac{2\xi \kappa }{\kappa \xi \varphi _\xi ^2}\left(\varphi _\xi \frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)\right\}|_{\lambda _1}^{\lambda _2}$$
(2.9)
Now assemble the pieces:
$$(\lambda _1,\lambda _2)=_{\lambda _1}^{\lambda _2}\frac{\kappa [\kappa \xi (14\xi )\varphi _\xi ^2]}{(\kappa \xi \varphi _\xi ^2)^2}\left(\frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)^2𝑑\lambda \left\{\frac{2\xi \kappa }{\kappa \xi \varphi _\xi ^2}\left(\varphi _\xi \frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)\right\}|_{\lambda _1}^{\lambda _2}.$$
(2.10)
Discarding the boundary terms is an issue fraught with subtlety: We start by considering a complete null geodesic and assuming sufficiently smooth asymptotic behaviour. Then the boundary terms from asymptotic infinity can be neglected, and the only potential problems with the boundary terms come from the places $`\lambda _i`$ where $`\kappa =\xi \varphi _\xi (\lambda _i)^2`$. We obtain
$$(\mathrm{},+\mathrm{})=\frac{\kappa [\kappa \xi (14\xi )\varphi _\xi ^2]}{(\kappa \xi \varphi _\xi ^2)^2}\left(\frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)^2𝑑\lambda +\underset{i}{}\left\{\frac{2\xi \kappa }{\kappa \xi \varphi _\xi ^2}\left(\varphi _\xi \frac{\mathrm{d}\varphi _\xi }{\mathrm{d}\lambda }\right)\right\}|_{\lambda _i^+}^{\lambda _i^{}}.$$
(2.11)
1. If $`\xi <0`$ then there are no places on the geodesic where $`\kappa =\xi [\varphi _\xi (\lambda )]^2`$, so the boundary terms represent an empty set. But if $`\xi <0`$ the integrand in the above formula is itself guaranteed positive so ANEC is satisfied.
2. If $`\xi >0`$, but we have $`(\varphi _\xi )^2<\kappa /\xi `$, then again there are no places on the geodesic where $`\kappa =\xi [\varphi _\xi (\lambda )]^2`$. Furthermore the integrand appearing above is again positive and ANEC is satisfied.
3. Finally, if $`\xi >0`$, and we have at least some places where $`(\varphi _\xi )^2>\kappa /\xi `$, then there are by definition places on the geodesic where $`\kappa =\xi [\varphi _\xi (\lambda )]^2`$. The boundary terms can no longer be neglected and potentially can contribute — typically making negative and infinite contributions to the ANEC integral. Furthermore the integrand appearing above is no longer guaranteed to be positive. (If $`\xi (0,1/4)`$ then it is possible to have $`(\varphi _\xi )^2>\kappa /[\xi (14\xi )]`$ and so make the integrand negative.) In short: there is definitely the possibility of ANEC violations under these conditions, and in the exact solutions we investigate below we shall see that for some of these exact solutions the ANEC is certainly violated.
Thus we have seen that a rather simple and apparently quite harmless scalar field theory can in many cases violate all the energy conditions. Violating all the pointwise energy conditions is particularly simple, and violating the averaged energy conditions, though more difficult, is still generically possible. In the next section we shall exhibit some specific examples of this phenomenon in the form of exact solutions to the coupled Einstein–scalar-field equations. In the final section we will discuss the extent to which these exact solutions are realistic: we shall discuss the generic role played by scalar fields in modern theoretical physics, and the experimental/observational limits on their existence and behaviour in order to address the physical plausibility of these energy condition violations.
## 3 Non-minimal classical solutions
As we have just seen, a non-minimally coupled scalar field can violate, in some circumstances, the NEC and even the ANEC. This opens up the possibility of finding some traversable wormholes among the many geometries that can be supported by a classical non-minimally coupled scalar field. That this is in fact the case for a massless conformally coupled scalar field was shown in . In the present paper, we will see that even for non-conformal coupling (curvature coupling different from $`1/6`$), but positive, we can also find traversable wormholes. In this section we will obtain the classical solutions for gravity plus a generic non-minimally coupled scalar field. For simplicity, we will restrict to the spherically symmetric and static configuration and will take the scalar potential $`V(\varphi )`$ equal zero. (To add a particle mass to the scalar field complicates the equations sufficiently to preclude the possibility of analytic results).
### 3.1 Some “trivial” solutions
The first thing that we realize is that for any spatially constant value of the scalar field, $`\varphi _\xi =C`$, the Einstein equations reduce to $`\kappa G_{\mu \nu }=\xi G_{\mu \nu }C^2`$. By looking also at the scalar field equation $`(^2\varphi _\xi =\xi R\varphi _\xi )\xi R\varphi _\xi =0`$, where $`R`$ is the Ricci scalar curvature, we can straightforwardly find a variety of trivial solutions for this system. For (i) $`\xi >0`$ and $`C\pm \sqrt{\kappa /\xi }`$, or (ii) $`\xi <0`$ and any value value of $`C`$, we find that the ordinary vacuum Einstein solutions also solve the coupled Einstein-scalar equations. As we are here restricted to spherically symmetric and static configurations without cosmological constant, the solutions that show up are the Schwarzschild and anti-Schwarzschild geometries ($`M<0`$ represents a perfectly good solution to the Einstein field equations, normally the negative mass Schwarzschild geometry is excluded by hand, here it’s best to keep it for the time being as an aid in classifying the total solution space.)
More surprising is that for $`\xi >0`$ and $`C=\pm \sqrt{\kappa /\xi }`$ every Ricci-scalar-flat geometry is a solution. (That is, any geometry satisfying the condition $`R=0`$ is a solution of the coupled Einstein-scalar equations.) The condition $`R=0`$ is characteristic of geometries supported by conformally invariant matter. In particular, the geometries that appear in the solutions for the $`\xi =1/6`$ case all satisfy $`R=0`$. These geometries were found in Froyland and also in , and will be re-obtained later on this paper as particular cases. Here we want to point out that these geometries are not only associated with the conformal coupling but they appear quite generally, for arbitrary $`\xi >0`$, provided only $`\varphi _\xi =C\pm \sqrt{\kappa /\xi }`$.
### 3.2 Solution generating technique
To obtain additional (non-trivial) solutions for a scalar field non-minimally coupled to gravity we will use a “solution generating technique” that relies on knowledge of the solutions for the minimally coupled case . The classical solutions for a massless scalar field minimally coupled to gravity are very well known. They have been discovered and re-discovered several times in different coordinate systems (see the articles by Fisher , Janis, Newman, and Winicour , Wyman , and M. Cavaglia and V. De Alfaro ). They can be expressed as
$`ds_m^2=\left(1{\displaystyle \frac{2\eta }{r}}\right)^{\mathrm{cos}\chi }dt^2+\left(1{\displaystyle \frac{2\eta }{r}}\right)^{\mathrm{cos}\chi }dr^2+\left(1{\displaystyle \frac{2\eta }{r}}\right)^{1\mathrm{cos}\chi }r^2(d\theta ^2+\mathrm{sin}^2\theta d\mathrm{\Phi }^2),`$
(3.12)
$`\varphi _m=\sqrt{{\displaystyle \frac{\kappa }{2}}}\mathrm{sin}\chi \mathrm{ln}\left(1{\displaystyle \frac{2\eta }{r}}\right).`$ (3.13)
The same geometry, which has an obvious symmetry under $`\chi \chi `$, can exist with a field configuration $`\varphi _m`$ or the reversed sign configuration $`\varphi _m`$. Less obvious is that by making a coordinate transformation $`r\stackrel{~}{r}=r2\eta `$, one uncovers an additional symmetry under $`\{\eta ,\chi \}\{\eta ,\chi +\pi \}`$, (with $`\varphi _m+\varphi _m`$). The key to this symmetry is to realize that
$$\left(1\frac{2\eta }{r}\right)=\left(1+\frac{2\eta }{\stackrel{~}{r}}\right)^1.$$
(3.14)
In view of these symmetries one can without loss of generality take $`\eta 0`$ and $`\chi [0,\pi ]`$ remembering the overall two possible signs for the scalar field. Similar symmetries will be encountered for non-minimally coupled scalars.
The Lagrangian for which these “minimal” solutions are extrema is
$$S_m=\frac{1}{2}d^4x\sqrt{g_m}\kappa R_m+d^4x\sqrt{g_m}\left(\frac{1}{2}g_m^{\mu \nu }_\mu \varphi _m_\nu \varphi _m\right).$$
(3.15)
This Lagrangian and the Lagrangian for a non-minimally coupled massless scalar field,
$$S_\xi =\frac{1}{2}d^4x\sqrt{g_\xi }\kappa R_\xi +d^4x\sqrt{g_\xi }\left(\frac{1}{2}g_\xi ^{\mu \nu }_\mu \varphi _\xi _\nu \varphi _\xi \frac{1}{2}\xi R_\xi \varphi _\xi ^2\right),$$
(3.16)
can be related by a conformal transformation of the metric $`g_{\mu \nu }^\xi =\mathrm{\Omega }^2g_{\mu \nu }^m`$ and a redefinition of the scalar field $`\varphi _\xi =\varphi _\xi (\varphi _m)`$ . Rescaling the field $`\mathrm{\Phi }=\varphi /\sqrt{6\kappa }`$ we can write the specific transformation as
$$\mathrm{\Omega }^2=\frac{1}{(16\xi \mathrm{\Phi }_\xi ^2)},\frac{d\mathrm{\Phi }_m}{d\mathrm{\Phi }_\xi }=\pm \frac{\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}}{(16\xi \mathrm{\Phi }_\xi ^2)}.$$
(3.17)
Notice that for $`0<\xi <1/6`$ the absolute value of the non-minimally coupled scalar field cannot surpass $`1/\sqrt{6\xi (16\xi )}`$ if we want expression (3.17) to make sense. For every solution of equation (3.17) we have a two-parameter family, $`\{\eta ,\chi \}`$, of solutions for the non-minimally coupled system. For $`\xi =0`$, the expressions in (3.17) become the identity transformation, as they must. For $`\xi =1/6`$ we easily find the following solutions:
$`\mathrm{\Omega }^2=\mathrm{cosh}^2(\mathrm{\Phi }_m\mathrm{\Phi }_+^0),`$ $`\mathrm{\Phi }_{\xi =1/6}=\pm \mathrm{tanh}(\mathrm{\Phi }_m\mathrm{\Phi }_+^0),`$ (3.18)
$`\mathrm{\Omega }^2=\mathrm{sinh}^2(\mathrm{\Phi }_m\mathrm{\Phi }_{}^0),`$ $`\mathrm{\Phi }_{\xi =1/6}=\pm \mathrm{coth}(\mathrm{\Phi }_m\mathrm{\Phi }_{}^0),`$ (3.19)
with $`\mathrm{\Phi }_+^0`$ and $`\mathrm{\Phi }_{}^0`$ two arbitrary real constants. The second set of solutions is unphysical because it gives a negative sign for the metric signature (opposite to the one we are using). However, one can easily demonstrate that the Einstein tensor $`G_{\mu \nu }`$ and the energy-momentum tensor (2.2) for a massless scalar field are both invariant if we change $`g_{\mu \nu }`$ to $`g_{\mu \nu }`$ leaving the field unchanged. Therefore, from the unphysical solutions (3.19) we obtain physical solutions of the form
$$\mathrm{\Omega }^2=\mathrm{sinh}^2(\mathrm{\Phi }_m\mathrm{\Phi }_{}^0),\mathrm{\Phi }_{\xi =1/6}=\pm \mathrm{coth}(\mathrm{\Phi }_m\mathrm{\Phi }_{}^0).$$
(3.20)
We can also find additional solutions by considering the limiting cases when the constants $`\mathrm{\Phi }_+^0`$ or $`\mathrm{\Phi }_{}^0`$ tend to ($`\pm `$) infinity. In this way we find the solutions:
$`\mathrm{\Omega }^2=\mathrm{exp}(2\mathrm{\Phi }_m),`$ $`\mathrm{\Phi }_{\xi =1/6}=\pm 1,`$ (3.21)
$`\mathrm{\Omega }^2=\mathrm{exp}(2\mathrm{\Phi }_m),`$ $`\mathrm{\Phi }_{\xi =1/6}=\pm 1.`$ (3.22)
All these metrics $`g_{\mu \nu }^{(\xi =1/6)}=\mathrm{\Omega }^2g_{\mu \nu }^m`$, described in (3.18), (3.20), (3.21), and (3.22) have a zero scalar curvature, $`R=0`$, owing to the conformal coupling features . Therefore, any of these geometries, supplemented with the specific value $`\mathrm{\Phi }_\xi =\pm 1/\sqrt{6\xi }`$ for the non-minimally coupled scalar field (with $`\xi >0`$) are examples of the “trivial” solutions for the non-minimally coupled system of which we have spoken at the beginning of this section,<sup>2</sup><sup>2</sup>2 Notice that, for the conformal case the solutions obtained by means of the limiting procedure, (3.21) and (3.22), are already in this later class. and these “trivial” solutions no longer seem to be all that trivial. These solutions cannot be obtained by means of the conformal transformation procedure described above because the conformal factor has a singular behaviour for those scalar field values.
The spacetime geometries of all these solutions were analyzed in a previous paper although with a slightly different parameterization. Here, we will describe them as limiting cases of the solutions that we will find for the interval $`0<\xi <1/6`$. However we want to mention that among these conformal solutions we found traversable wormholes and that in the present parameterization they correspond to (3.18) with $`\mathrm{\Phi }_+^0>0`$, (3.20) with $`\mathrm{\Phi }_{}^0>0`$, and (3.22); all using a value for $`\chi `$ in (3.13) equal to $`\pi /3`$.
Let us now solve the general equation (3.17) for an arbitrary $`\xi `$. We first rewrite this equation as a sum of two terms
$$\frac{d\mathrm{\Phi }_m}{d\mathrm{\Phi }_\xi }=\pm \left[\frac{6\xi }{(16\xi \mathrm{\Phi }_\xi ^2)\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}}+\frac{(16\xi )}{\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}}\right].$$
(3.23)
For convenience, we will express the solutions of this equation in terms of two functions $`F(\mathrm{\Phi }_\xi )`$ and $`H(\mathrm{\Phi }_\xi )`$ as
$$\mathrm{\Phi }_m(\mathrm{\Phi }_\xi )=\pm \mathrm{ln}[F(\mathrm{\Phi }_\xi )H(\mathrm{\Phi }_\xi )].$$
(3.24)
The function $`F`$ will be related with the first term in (3.23) and the function $`H`$ with the second term.
### 3.3 $`F(\mathrm{\Phi })`$:
The first term in (3.23) can easily be integrated by changing to a new variable
$$v\frac{6\xi \mathrm{\Phi }_\xi }{\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}}.$$
(3.25)
Using this new variable we only have to solve an integral of the form
$$\frac{dv}{1v^2},$$
(3.26)
that we express in terms of logarithms. In this way (once we invert the change of variables), we arrive at a closed form for the function F in (3.24), for arbitrary $`\xi `$. Indeed, the above integral gives rise to two possible functions $`F`$, $`F_+`$ and $`F_{}`$, of the form
$$F_\pm (\mathrm{\Phi }_\xi )=\mathrm{\Phi }_\pm \sqrt{\pm \frac{\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}+6\xi \mathrm{\Phi }_\xi }{\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}6\xi \mathrm{\Phi }_\xi }}$$
(3.27)
for $`\xi >0`$, and only one, the positive sign $`F_+`$, for $`\xi 0`$.
This restriction on signs is due to the fact that for $`\xi >0`$ the absolute value of the variable $`v`$ can be greater or lower than unity and these two domains have to be analyzed separately. In terms of the scalar field, these two domains are separated by the critical value $`|\mathrm{\Phi }|=1/\sqrt{6\xi }`$. At best, the function $`F_+`$ is only defined for $`|\mathrm{\Phi }|1/\sqrt{6\xi }`$ whilst $`F_{}`$ is at best defined for the on region $`|\mathrm{\Phi }|1/\sqrt{6\xi }`$. Indeed, in the case $`0<\xi <1/6`$, the function $`F_{}`$ is only defined up to $`|\mathrm{\Phi }|1/\sqrt{6\xi (16\xi )}`$.
An observation is in order at this point. In the second domain of values for the scalar field the conformal factor $`\mathrm{\Omega }^2=1/(16\xi \mathrm{\Phi }_\xi ^2)`$ is negative and so the geometry obtained is “unphysical” in the sense that the metric has reversed signature. As explained before for the conformal case, from this unphysical solution we can obtain a physical solution by changing the sign of the conformal factor to $`\mathrm{\Omega }^2=1/(6\xi \mathrm{\Phi }_\xi ^21)`$ . Another observation concerning the functions $`F_\pm `$ is that we have already embedded into them the corresponding integration constants for each solution. The $`\mathrm{\Phi }_\pm `$ in (3.27) are these integration constants. Owing to the logarithmic form in which we have cast the solution these constants are both positive. In summary —
1. $`\xi <0`$:
$`F_+(\mathrm{\Phi })`$ is real and well-defined for all values of $`\mathrm{\Phi }`$;
$`F_{}(\mathrm{\Phi })`$ is undefined (complex), and un-needed.
2. $`\xi =0`$:
$`F_+(\mathrm{\Phi })=\mathrm{\Phi }_+`$;
$`F_{}(\mathrm{\Phi })`$ is undefined (complex), and un-needed.
3. $`0<\xi <1/6`$:
$`F_+(\mathrm{\Phi })`$ is real and well-defined for $`|\mathrm{\Phi }|<1/\sqrt{6\xi }<1/\sqrt{6\xi (16\xi )}`$;
and is undefined outside this range.
$`F_{}(\mathrm{\Phi })`$ is real and well-defined for $`1/\sqrt{6\xi }<|\mathrm{\Phi }|<1/\sqrt{6\xi (16\xi )}`$;
and is undefined outside this range.
4. $`\xi =1/6`$:
For conformal coupling there is tremendous simplification
$$F_\pm (\mathrm{\Phi })=\mathrm{\Phi }_\pm \sqrt{\pm \frac{1+\mathrm{\Phi }}{1\mathrm{\Phi }}}.$$
$`F_+(\mathrm{\Phi })`$ is well defined for $`|\mathrm{\Phi }|<1`$, whereas $`F_{}(\mathrm{\Phi })`$ is well-defined for $`|\mathrm{\Phi }|>1`$.
5. $`\xi >1/6`$:
$`F_+(\mathrm{\Phi })`$ is real and well-defined for $`|\mathrm{\Phi }|<1/\sqrt{6\xi }`$;
and is undefined outside this range.
$`F_{}(\mathrm{\Phi })`$ is real and well-defined for $`|\mathrm{\Phi }|>1/\sqrt{6\xi }`$;
and is undefined outside this range.
### 3.4 $`H(\mathrm{\Phi })`$:
The second term in (3.23) can be integrated directly yielding different rather complex algebraic expressions for the function $`H(\mathrm{\Phi }_\xi )`$ depending on the value of $`\xi `$
1. $`\xi <0`$:
$$H(\mathrm{\Phi }_\xi )=\left(\sqrt{6\xi (6\xi 1)}\mathrm{\Phi }_\xi +\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}\right)^{\sqrt{\frac{6\xi 1}{6\xi }}}.$$
(3.28)
2. $`\xi =0`$:
$$H(\mathrm{\Phi }_\xi )=\mathrm{exp}(\mathrm{\Phi }_\xi ).$$
(3.29)
3. $`0<\xi <1/6`$:
$$H(\mathrm{\Phi }_\xi )=\mathrm{exp}\left(\sqrt{\frac{16\xi }{6\xi }}\mathrm{sin}^1\left(\sqrt{6\xi (16\xi )}\mathrm{\Phi }_\xi \right)\right).$$
(3.30)
4. $`\xi =1/6`$:
$$H(\mathrm{\Phi }_\xi )=1.$$
(3.31)
5. $`\xi >1/6`$:
$$H(\mathrm{\Phi }_\xi )=\left(\sqrt{6\xi (6\xi 1)}\mathrm{\Phi }_\xi +\sqrt{16\xi (16\xi )\mathrm{\Phi }_\xi ^2}\right)^{\sqrt{\frac{6\xi 1}{6\xi }}}.$$
(3.32)
Here, we have not introduced any arbitrary integration constants because, as we mentioned before, we have already included these constants in the $`F_\pm `$ functions.
### 3.5 The general solution
At this point we already have (implicitly) all the different classical solutions for gravity plus a massless non-minimal scalar field. On one hand, if we substitute the different $`F(\mathrm{\Phi }_\xi )`$ and $`H(\mathrm{\Phi }_\xi )`$ in the left hand side of (3.24), and the minimally coupled scalar field (3.13) in the right hand side, we have a implicit expression for the non-minimally coupled scalar field as a function of the radial coordinate
$$\left(1\frac{2\eta }{r}\right)^{\frac{\mathrm{sin}\chi }{2\sqrt{3}}}=[F(\mathrm{\Phi }_\xi )H(\mathrm{\Phi }_\xi )]^{\pm 1}.$$
(3.33)
These relations cannot be analytically inverted in general. Also, depending on whether the function $`F`$ is $`F_+`$ or $`F_{}`$ we have geometries $`g_{\mu \nu }^\xi =\mathrm{\Omega }^2g_{\mu \nu }^m`$ with different conformal factors:
$$F_+\mathrm{\Omega }^2=\frac{1}{16\xi \mathrm{\Phi }_\xi ^2};F_{}\mathrm{\Omega }^2=\frac{1}{6\xi \mathrm{\Phi }_\xi ^21}.$$
(3.34)
Our next step is to analyze the different solutions found. Let us begin with some general comments. For convenience, henceforth we will work in isotropic coordinates,
$$r=\overline{r}\left(1+\frac{\eta }{2\overline{r}}\right)^2.$$
(3.35)
In these coordinates the previous implicit expression for the scalar field (3.33) becomes
$$\left[\frac{1\frac{\eta }{2\overline{r}}}{1+\frac{\eta }{2\overline{r}}}\right]^{\frac{\mathrm{sin}\chi }{\sqrt{3}}}=[F(\mathrm{\Phi }_\xi )H(\mathrm{\Phi }_\xi )]^{\pm 1}.$$
(3.36)
As in the minimally coupled case, the non-minimal solutions possess a symmetry under $`(\eta ,\chi )`$ going to $`(\eta ,\chi +\pi )`$. Also, they exhibit a symmetry under the change of $`\chi `$ to $`\chi `$ and a simultaneous flip in the sign of the exponent on the right hand side of (3.36). Therefore, we will without loss of generality restrict the analysis to $`\eta 0`$, $`\chi [0,\pi ]`$ and the positive exponent, remembering that for every solution there is a second solution that is geometrically identical but with a reversed sign for the scalar field.
After a little algebra we can express the Schwarzschild radial coordinate $``$ for the different geometries as a function of $`\mathrm{\Phi }_\xi `$ and, therefore, implicitly as a function of the isotropic radial coordinate $`\overline{r}`$,
$$_\pm (\mathrm{\Phi }_\xi )=2\eta \frac{(F_\pm H)^{\frac{\sqrt{3}(1\mathrm{cos}\chi )}{\mathrm{sin}\chi }}}{\left[1(F_\pm H)^{\frac{2\sqrt{3}}{\mathrm{sin}\chi }}\right]\sqrt{\pm (16\xi \mathrm{\Phi }_\xi ^2)}}.$$
(3.37)
In the following discussion it is useful to know that, in the case $`\xi >0`$, if we make a perturbative expansion of the functions $`F_\pm H`$ around $`\mathrm{\Phi }_\xi =1/\sqrt{6\xi }`$ (that is, we take
$$\mathrm{\Phi }_\xi =\frac{1}{\sqrt{6\xi }}\pm ϵ,$$
(3.38)
with $`ϵ`$ and small positive quantity) then the functions $`F_\pm H0`$ as $`\sqrt{ϵ}`$. In the same way, the conformal factor $`\mathrm{\Omega }\mathrm{}`$ as $`1/\sqrt{ϵ}`$.
### 3.6 Solutions with $`\xi <0`$
In this case, the function $`F_+H`$ is everywhere positive. (See figure 1.) For a certain (finite) value of the scalar field (depending on $`\mathrm{\Phi }_+`$ and $`\xi `$), $`F_+H1`$. We can easily verify that both $`\overline{r}`$ and $`_+`$ go to infinity at this stage, so they are describing an asymptotic region. Indeed, it is an asymptotically flat region because since the scalar field goes to a finite constant in the asymptotic region with $`\overline{r}\mathrm{}`$ the conformal factor tends to a constant, and therefore the geometry behaves as in the minimal solution metric (3.13).
Decreasing the value of the scalar field we drive ourselves towards the interior of the geometry. As $`\mathrm{\Phi }_\xi \mathrm{}`$, $`F_+H0`$, and $`\overline{r}\eta /2`$. Then, analyzing the asymptotic behavior of $`\mathrm{\Phi }_\xi `$ in equation (3.37) we can conclude that the Schwarzschild radial coordinate shrinks to zero for every $`\chi 0`$. Thus, for a non-minimally coupled scalar field with a curvature coupling $`\xi <0`$ we find naked singularities, in the same manner as for a minimally coupled scalar field . For the special case $`\chi =0`$ we find solutions with a constant value for the scalar field and a Schwarzschild geometry (of course, in this case the spacetime geometry does not shrink to zero for $`\overline{r}=\eta /2`$), while for $`\chi =\pi `$ we encounter an anti-Schwarzschild geometry.
### 3.7 Solutions with $`\xi =0`$
The function $`F(\mathrm{\Phi })`$ in this case becomes a constant. The function $`H(\mathrm{\Phi })`$ is $`\mathrm{exp}(\mathrm{\Phi }_\xi )`$, so in equation (3.24) we can read that $`\mathrm{\Phi }_m=\mathrm{\Phi }_\xi +const`$. Clearly, we recover the standard minimally coupled solutions with its naked singularities.
### 3.8 Solutions with $`0<\xi <1/6`$
Here we have to analyze separately both signs in equation (3.37). Let us begin with the positive, $`F_+`$. As before, for a certain value of the scalar field the function $`F_+H1`$, making both $`_+\mathrm{}`$ and $`\overline{r}\mathrm{}`$, thereby describing an asymptotically flat region. (See figure 2.) Then, decreasing the value of the field we leave the asymptotic region going towards the interior of the geometry. At the value $`1/\sqrt{6\xi }`$ the $`\overline{r}`$ coordinate reaches the value $`\eta /2`$ with the corresponding zero value for $`F_+H`$. A perturbative analysis around $`1/\sqrt{6\xi }`$ tells us that for $`\chi (0,\pi /3)`$ the Schwarzschild radial coordinate blows up. For the rest of values the geometry shrinks to a naked singularity except for $`\chi =0`$ and $`\chi =\pi /3`$ in which the Schwarzschild radial coordinate goes to a constant value.
The solution with $`\chi =0`$ is once more the Schwarzschild geometry, whilst among the naked singularities we have the $`\chi =\pi `$ case representing the anti-Schwarzschild geometry.
The solutions with $`\chi =\pi /3`$ are more bizarre. At $`\overline{r}=\eta /2`$ the geometry neither shrinks to zero nor blows up to infinity. We can see the reason for this behaviour easily by looking at equation (3.37). For $`\chi =\pi /3`$ the exponent of the function $`F_+H`$ becomes unity and so it goes to zero at the same rate as the factor of $`\sqrt{16\xi \mathrm{\Phi }_\xi ^2}`$, with these two terms counteracting each other. Moreover, it can be seen that $`g_{tt}>0`$ for $`\overline{r}\eta /2`$, that is, we do not find any horizon by going inward from the asymptotic region. In fact, we can extend these geometries to values $`\overline{r}<\eta /2`$ but we will leave for the next section to describe the traversable wormhole nature of these solutions.
The solutions with $`\chi (0,\pi /3)`$ also deserve some additional attention. They are wormhole-like shaped, that is, they have two asymptotic regions (at $`\overline{r}=\mathrm{}`$ and $`\overline{r}=\eta /2`$) joined by a throat. However, analyzing the $`tt`$ component of the Ricci tensor ($`R_{\widehat{t}\widehat{t}}`$ in an orthonormal coordinate basis) one can easily realize that it diverges when the scalar field reaches the value $`1/\sqrt{6\xi }`$, that is, at $`\overline{r}=\eta /2`$. Therefore, the region $`\overline{r}\eta /2`$ is not a proper “asymptotic” region. (See the discussion on this point in ). Although in these geometries there exist diverging-lens effects (they have a throat), they are not genuine traversable wormholes.
The solutions with $`F_{}`$ in equation (3.37) merit a discussion similar to that made for the plus sign. The real function $`F_{}H`$ is only defined for absolute values of the scalar field greater than $`1/\sqrt{6\xi }`$, and of course less than $`1/\sqrt{6\xi (16\xi )}`$. (See figure 3.) When the scalar field reaches a value slightly lower than $`1/\sqrt{6\xi }`$ the radial coordinate $`\overline{r}`$ approaches $`\eta /2`$, with $`F_{}H`$ going to zero. At this coordinate point we can perform the same analysis as before, concerning the different behaviour as a function of $`\chi `$ of the Schwarzschild radial coordinate $`_{}`$. Obviously, we find the same results. The case in which we are most interested is that of $`\chi =\pi /3`$. In the next section we will see how by extending the geometry beyond $`\eta /2`$ we finally get a perfectly well-defined traversable wormhole. However, for this to happen it is necessary that by decreasing the value of the scalar field from the critical value $`1/\sqrt{6\xi }`$, one must reach an asymptotic region before arriving to the lowest possible value of $`1/\sqrt{6\xi (16\xi )}`$. That can only be guaranteed if the condition
$$\mathrm{\Phi }_{}>\mathrm{exp}\left(\sqrt{\frac{16\xi }{6\xi }}\frac{\pi }{2}\right)$$
(3.39)
is fulfilled. This condition is obtained by requiring that $`F_{}H`$ have a value greater than one for $`\mathrm{\Phi }=1/\sqrt{6\xi (16\xi )}`$. In the example of figure 3 this is not satisfied. This constraint implies super-Planckian values of the scalar field in the wormhole throat, and is a cause for some mild concern — we shall return to this point shortly.
### 3.9 Solutions with $`\xi =1/6`$
The coupling constant $`\xi =1/6`$ corresponds to a conformal coupling prescription. We have already found all the classical solutions for this system in , highlighting the many interesting characteristics possessed by the conformal coupling. Here, we present these solutions as a particular case of the curvature coupling. For this particular case the function $`H`$ is unity and the functions $`F_\pm `$ become
$$F_\pm (\mathrm{\Phi }_{[\xi =1/6]})=\mathrm{\Phi }_\pm \sqrt{\pm \frac{1+\mathrm{\Phi }_{[\xi =1/6]}}{1\mathrm{\Phi }_{[\xi =1/6]}}}.$$
(3.40)
The expression (3.24) can be inverted<sup>3</sup><sup>3</sup>3 Tip: remember that $`\frac{1}{2}\mathrm{ln}\frac{1+x}{1x}=\mathrm{tanh}^1(x)`$. yielding the two solutions (3.18) and (3.20), provided we identify $`\mathrm{\Phi }_{}^0=\mathrm{ln}\mathrm{\Phi }_{}`$ and $`\mathrm{\Phi }_+^0=\mathrm{ln}\mathrm{\Phi }_+`$.
The analysis done for the previous $`0<\xi <1/6`$ case extends directly to $`\xi =1/6`$. The special geometry corresponding to $`\chi =\pi /3`$ will be described more fully in the next section in combination with the equivalents for the range $`0<\xi <1/6`$.
### 3.10 Solutions with $`\xi >1/6`$
Once more it is necessary to take into account the functions $`F_+`$ and $`F_{}`$ separately. The form of $`F_+H`$ tells us that the scalar field reaches some finite value in an asymptotic region, at the point with $`F_+H=1`$. (See figure 4.) Then, by going inward from this asymptotically flat region we approach the $`\overline{r}=\eta /2`$ section, for a value of the scalar field equal to $`1/\sqrt{6\xi }`$. Perturbatively analyzing the form of $`F_+H`$ around $`\mathrm{\Phi }_\xi =1/\sqrt{6\xi }`$ we can see that $`_+`$ has a different behaviour depending on the value of $`\chi `$. One again obtains the same qualitative results as for the previous $`0<\xi <1/6`$ case. For $`0<\chi <\pi /3`$ the geometry blows up in a singular way, for $`\pi /3<\chi <\pi `$ the geometry shrinks to a naked singularity, and in the special $`\chi =\pi /3`$ case the geometry can be extended to values $`\overline{r}<\eta /2`$. Once more, this particular case will be described in the next section.
If we now consider the function $`F_{}H`$, we can see that it is only defined for $`|\mathrm{\Phi }_\xi |>1/\sqrt{6\xi }`$. Here, for a negative value of the field lower than $`1/\sqrt{6\xi }`$ we have an asymptotically flat region, $`\overline{r}\mathrm{}`$ ($`F_{}H1`$), but now this happens independently of the value of $`\mathrm{\Phi }_{}`$. (See figure 5.) Increasing the value of the scalar field up to $`1/\sqrt{6\xi }`$ we arrive at the inner $`\overline{r}=\eta /2`$ region. At this coordinate point we find once more what we now see are the three possible standard behaviours for the geometry depending on $`\chi `$.
## 4 Non-minimal scalars and traversable wormholes
In this section we shall describe in more detail the solutions with $`\chi =\pi /3`$ and $`\xi >0`$. In all these cases the expression under the square root symbol of the functions $`F_+`$ or $`F_{}`$ changes its sign when $`\mathrm{\Phi }_\xi =1/\sqrt{6\xi }`$ ($`\overline{r}=\eta /2`$). It seems that we cannot define the scalar field beyond this point because the apparently complex values that $`F`$ would generate. However, we have to realize that for $`\chi =\pi /3`$ the expression (3.36) can be written as
$$\left[\frac{1\frac{\eta }{2\overline{r}}}{1+\frac{\eta }{2\overline{r}}}\right]=[F(\mathrm{\Phi }_\xi )H(\mathrm{\Phi }_\xi )]^2.$$
(4.41)
which we shall see allows us to avoid the problem and permits the extension. By using isotropic coordinates and particularizing to the value $`\chi =\pi /3`$ one can realize that there is a convenient way in which we can write the metric:
$$ds_\xi ^2=\pm \frac{(F_\pm H)^2}{16\xi \mathrm{\Phi }_\xi ^2}\left[dt^2+\left(1+\frac{\eta }{2\overline{r}}\right)^4[d\overline{r}^2+\overline{r}^2(d\theta ^2+\mathrm{sin}^2\theta d\mathrm{\Phi }^2)]\right].$$
(4.42)
Let us see what happens in the $`0<\xi <1/6`$ case when we choose the function $`F_+`$. As we explained in the previous section, the implicit relation (4.41), and the form of the Schwarzschild radial coordinate (3.37), tell us that we have a geometry that is perfectly regular from $`\overline{r}\mathrm{}`$ to $`\overline{r}=\eta /2`$, at which point the scalar field acquires the value $`1/\sqrt{6\xi }`$. The function $`(F_+H)^2`$ has a zero for $`\mathrm{\Phi }_\xi =1/\sqrt{6\xi }`$ which counteracts the zero in the denominator of the prefactor in equation (4.42). Therefore, despite naive appearances, this prefactor acquires a finite positive value on $`\mathrm{\Phi }_\xi =1/\sqrt{6\xi }`$. Beyond that point, that is for $`\overline{r}<\eta /2`$ and $`\mathrm{\Phi }<1/\sqrt{6\xi }`$, we can see that this prefactor continues to be finite and positive \[$`(F_+H)^2`$ changes its sign in the same way as $`(16\xi \mathrm{\Phi }_\xi ^2)`$\] even at the lowest possible value for the scalar field $`1/\sqrt{6\xi (16\xi )}`$. Now, if the radial coordinate $`\overline{r}`$ reaches the value zero before the scalar field reaches its lowest possible value $`1/\sqrt{6\xi (16\xi )}`$, that is, if the condition
$$\mathrm{\Phi }_+>\mathrm{exp}\left(\sqrt{\frac{16\xi }{6\xi }}\frac{\pi }{2}\right)$$
(4.43)
is fulfilled, expression (4.42) tells us that for $`\overline{r}=0`$ there is another asymptotically flat region. This spacetime is now a perfectly well-defined traversable wormhole geometry.
If the condition (4.43) is not satisfied, then the scalar field reaches the critical value $`1/\sqrt{6\xi (16\xi )}`$ before the function $`(F_+H)^2`$ reaches the value $`1`$ for which the other asymptotic region shows up. In these solutions, we can extend the geometry and the scalar field regularly up to a spherical section at which the scalar field approaches the value $`1/\sqrt{6\xi (16\xi )}`$. At this value we can see, by differentiating (3.36) with respect $`\overline{r}`$, that the derivative of the scalar field becomes infinite. This, and the form of the scalar curvature for these systems,
$$R_\xi =\frac{6(\mathrm{\Phi }_\xi )^2(16\xi )}{16\xi (16\xi )\mathrm{\Phi }_\xi ^2},$$
(4.44)
tells us that there is a curvature singularity in these solutions. (This will be a naked singularity hiding behind a wormhole throat, but the lack of a second asymptotic region implies these are not true traversable wormhole solutions.)
We can now realize that by choosing the $`F_{}`$ branch and extending upwards from scalar field values greater than $`1/\sqrt{6\xi (16\xi )}`$ towards $`\mathrm{\Phi }_\xi >1/\sqrt{6\xi }`$, we obtain the same solutions as for $`F_+`$, but with interchanged asymptotic regions. The prefactor in equation (4.42) is $`(F_{}H)^2/(6\xi \mathrm{\Phi }_\xi ^21)`$ in this case. The condition (3.39) now plays the same role here as that of (4.43) previously.
The traversable wormhole solutions that we found in for the conformal case can be rediscovered here as the limiting case of those with $`0<\xi <1/6`$. The conditions (3.39) and (4.43) for the existence of wormholes, become $`\mathrm{\Phi }_{}>1`$ and $`\mathrm{\Phi }_+>1`$ which yield easily the conditions $`\mathrm{\Phi }_{}^0=\mathrm{ln}\mathrm{\Phi }_{}>0`$ and $`\mathrm{\Phi }_+^0=\mathrm{ln}\mathrm{\Phi }_+>0`$ for the conformal wormholes.
In the case $`\xi >1/6`$, and using the function $`F_+`$, we had solutions with an asymptotic region in which the scalar field acquired a value greater than $`1/\sqrt{6\xi }`$. From this asymptotic region one can move in the direction in which the scalar field decreases. In this way, first one crosses the non-singular section with $`\mathrm{\Phi }_\xi =1/\sqrt{6\xi }`$. Later on, one crosses a spherical section with a minimum diameter (a throat), and from that point on the size of the spherical sections begin to grow to reach another asymptotic region associated with some asymptotic value for the scalar field which is of course lower than $`1/\sqrt{6\xi }`$. Here, one does not have to impose any restriction on $`\mathrm{\Phi }_+`$ in order to obtain a traversable wormhole configuration.
By choosing the function $`F_{}`$ we find the same solutions, but coordinatized in a reversed way: The asymptotic region with a greater scalar field value is here that with $`\overline{r}=0`$.
In view of the plethora of traversable wormhole solutions we have found, an important observation is in order. In all these solutions the scalar field has to reach absolute values above $`m_p/\sqrt{\xi }`$, where $`m_p`$ is the Planck mass. That is, either the scalar field acquires trans-Planckian values or the curvature coupling constant $`\xi `$ must become disturbingly large<sup>4</sup><sup>4</sup>4 This might suggest that ultimately a proper quantum treatement of these wormholes would be desirable.. Moreover, imagining that we include in the system some additional matter field with an action
$$𝒮^m=\sqrt{g_\xi }f(\mathrm{\Phi }_\xi )^m,$$
(4.45)
its contribution to the effective energy-momentum tensor would be
$$[T_{\mathrm{eff}}^m]_{\mu \nu }=\frac{f(\mathrm{\Phi }_\xi )}{16\xi \mathrm{\Phi }_\xi ^2}T_{\mu \nu }^m.$$
(4.46)
This behaves as if this matter interacts through an “effective Newton constant”
$$\stackrel{~}{G}_{\mathrm{eff}}=G_N\frac{f(\mathrm{\Phi }_\xi )}{16\xi \mathrm{\Phi }_\xi ^2}=\frac{1}{8\pi }\frac{f(\varphi _\xi )}{\kappa \xi \varphi _\xi ^2}.$$
(4.47)
(This is not yet quite the physical Newton constant even in the standard case $`f(\mathrm{\Phi }_\xi )=1`$; see section 5 below). Then, unless $`f(\mathrm{\Phi }_\xi )`$ is specifically chosen to counteract the $`16\xi \mathrm{\Phi }_\xi ^2`$ factor, this effective Newton constant would change its sign form one asymptotic region to the other, producing weird effects on ordinary matter<sup>5</sup><sup>5</sup>5 It might be also a source of problems for the stability of the solutions found, but we have not addressed this problem here.. One can try to “build” symmetric wormholes beginning from these asymmetric wormholes and performing “thin-shell surgery” . In this way, one could potentially restrict the peculiar effects on matter to a thin region around the wormhole throat.
## 5 Summary and discussion
We have seen that a non-minimally coupled scalar field can violate all the energy conditions at a classical level. The violation, in principle, of the ANEC inspired us to look for the possible existence of traversable wormhole geometries supported by these non-minimal scalar fields. We have obtained the classical solutions for gravity plus a massless arbitrarily coupled scalar field in the restricted class of spherically symmetric and static configurations. Let separate the different cases
1. $`\xi <0`$:
We find naked singularity geometries and, in the case of a constant value for the scalar field, we recover the Schwarzschild solution.
2. $`\xi =0`$:
In this case we have the usual class of minimally coupled solutions with its naked singularities. Again, we recover the Schwarzschild solution for a constant field.
3. $`0<\xi <1/6`$:
We find assorted naked singularities. In some of them the geometry shrinks to zero, in others the singularity is placed in an asymptotic region, and yet others there is a scalar curvature singularity at a finite size spherical section.
For a constant value of the field we recover the Schwarzschild solution, but if this value is exactly $`\pm 1/\sqrt{6\xi }`$ the geometry can be arbitrarily chosen from among the solutions for the conformal $`1/6`$ case.
Apart from these solutions we find a two-parameter family of perfectly well-defined traversable wormholes geometries. Given an asymptotic value for the scalar field, with absolute value lower than $`1/\sqrt{6\xi (16\xi )}`$, and a scalar charge, the asymptotic mass for a traversable wormhole is fixed.
4. $`\xi =1/6`$:
The case of conformal coupling leads to the same type of naked singularities that were seen before, but the scalar curvature singularities are now absent.
The different geometries can appear either in combination with a suitable spatial dependent scalar field, or with a constant field $`\mathrm{\Phi }=\pm 1`$.
Here, we have also a two-parameter family of traversable wormholes with the only difference that now the asymptotic value of the scalar field can have arbitrary values. In fact, when one asymptotic region has an infinite value for the scalar field it means that it is not asymptotically flat, degenerating to a cornucopia .
5. $`\xi >1/6`$:
Once more we find assorted naked singularities of the same type as in the conformal coupling.
For a special constant value of the field, $`\pm 1/\sqrt{6\xi }`$, the geometry can again be arbitrarily selected from among the solutions for the conformal $`1/6`$ case. For a different constant value we only recover the Schwarzschild solution.
Also, there are specific traversable wormhole solutions in which an infinite asymptotic value for the scalar field cannot be reached.
Since the potential existence of traversable wormholes is a perhaps somewhat disturbing possibility, we feel it a good idea to see where the potential pitfalls might be — mathematically, we have exhibited exact classical traversable wormhole solutions to the Einstein equations, and now wish to investigate the extent to which they should physically be trusted.
To start with, scalar fields play a somewhat ambiguous role in modern theoretical physics: on the one hand they provide great toy models, and are from a theoretician’s perspective almost inevitable components of any reasonable model of empirical reality; on the other hand the direct experimental/observational evidence is spotty.
The only scalar fields for which we have really direct “hands-on” experimental evidence are the scalar mesons (pions $`\pi `$; kaons $`K`$; and their “charm”, “truth”, and “beauty” relatives, plus a whole slew of resonances such as the $`\eta `$, $`f_0`$, $`\eta ^{}`$, $`a_0`$,…) . Not a single one of these particles are fundamental, they are all quark-antiquark bound states, and while the description in terms of scalar fields is useful when these systems are probed at low momenta (as measured in their rest frame) we should certainly not continue to use the scalar field description once the system is probed with momenta greater than $`\mathrm{}/(\mathrm{bound}\mathrm{state}\mathrm{radius})`$. In terms of the scalar field itself, this means you should not trust the scalar field description if gradients become large, if
$$\varphi >\frac{\varphi }{\mathrm{bound}\mathrm{state}\mathrm{radius}}.$$
(5.48)
Similarly you should not trust the scalar field description if the energy density in the scalar field exceeds the critical density for the quark-hadron phase transition. (Note that if the scalar mesons were strict Goldstone bosons \[exactly massless\] rather than pseudo–Goldstone bosons, then they could achieve arbitrarily large values of the field variable with zero energy cost.) Thus scalar mesons are a mixed bag: they definitely exist, and we know quite a bit about their properties, but there are stringent limitations on how far we should trust the scalar field description.
The next candidate scalar field that is closest to experimental verification is the Higgs particle responsible for electroweak symmetry breaking. While in the standard model the Higgs is fundamental, and while almost everyone is firmly convinced that some Higgs-like scalar field exits, there is a possibility that the physical Higgs (like the scalar mesons) might itself be a bound state of some deeper level of elementary particles (e.g., technicolor and its variants). Despite the tremendous successes of the standard model of particle physics we do not (currently) have direct proof of the existence of a fundamental Higgs scalar field.
Accepting for now the existence of a fundamental Higgs scalar, what is its curvature coupling? The parameter $`\xi `$ is completely unconstrained in the flat-space standard model. If we choose for technical reasons to adopt the “new improved stress energy tensor” for the Higgs scalar in flat spacetime then one is naturally led to conformal coupling in curved spacetime . Conformal coupling seems to be the “most natural” choice for the Higgs curvature coupling, and we have seen in this note that both conformal coupling and the entire open half-line $`\xi (0,\mathrm{})`$ surrounding conformal coupling lead to traversable wormhole geometries. Unfortunately adding a Higgs mass results in analytically intractable equations.
A third candidate scalar field of great phenomenological interest is the axion: it is extremely difficult to see how one could make strong interaction physics compatible with the observed lack of strong CP violation, without something like an axion to solve the so-called “strong CP problem”. Still, the axion has not yet been directly observed experimentally.
A fourth candidate scalar field of phenomenological interest specifically within the astrophysics/cosmology community is the so-called “inflaton”. This scalar field is used as a mechanism for driving the anomalously fast expansion of the universe during the inflationary era. While observationally it is a relatively secure bet that something like cosmological inflation (in the sense of anomalously fast cosmological expansion) actually took place, and while scalar fields of some type are presently viewed as the most reasonable way of driving inflation, we must again admit that direct observational verification of the existence of the inflaton field (and its variants, such as quintessence) is far from being accomplished. Note that in many forms of inflation trans–Planckian values of the scalar field are generic and widely accepted (though not universally accepted) as part of the inflationary paradigm.
A fifth candidate scalar field of phenomenological interest specifically within the general relativity community is the so-called “Brans–Dicke scalar”. This is perhaps the simplest extension to Einstein gravity that is not ruled out by experiment. (It is certainly greatly constrained by observation and experiment, and there is no positive experimental data guaranteeing its existence, but it is not ruled out.) The relativity community views the Brans–Dicke scalar mainly as an excellent testing ground for alternative ideas and as a useful way of parameterizing possible deviations from Einstein gravity. (And experimentally and observationally, Einstein gravity still wins.)
In this regard it is important to emphasize that the type of scalar fields we have been discussing in the present paper are completely compatible with current experimental limits on Brans–Dicke scalars, or more generally, generic scalar-tensor theories . To take the observational limits and utilize them in our formalism you need to use the translations
$$\mathrm{\Phi }_{\mathrm{Brans}\mathrm{Dicke}}=\kappa \xi \varphi _\xi ^2.$$
(5.49)
$$\omega (\mathrm{\Phi }_{\mathrm{Brans}\mathrm{Dicke}})=\frac{\mathrm{\Phi }_{\mathrm{Brans}\mathrm{Dicke}}}{\left(\mathrm{d}\mathrm{\Phi }_{\mathrm{Brans}\mathrm{Dicke}}/\mathrm{d}\varphi _\xi \right)^2}=\frac{\kappa \xi \varphi _\xi ^2}{4\xi ^2\varphi _\xi ^2}.$$
(5.50)
Then, the physical Newton constant, which takes its meaning within the perturbative PPN expansion around flat Minkowski space, can be written as
$$G_{\mathrm{physical}}=\frac{1}{\mathrm{\Phi }_{\mathrm{Brans}\mathrm{Dicke}}}\left(\frac{4+2\omega }{3+2\omega }\right)|_{\mathrm{asymp}}=\frac{1}{8\pi }\frac{1}{\kappa \xi \varphi _\xi ^2}\left(\frac{4+2\omega }{3+2\omega }\right)|_{\mathrm{asymp}}.$$
(5.51)
(Here, we have set the function $`f(\varphi _\xi )`$ in (4.47) equal to one. However it must be pointed out that if $`f(\varphi _\xi )1`$ then the current theories are more general even than the standard scalar-tensor models). In the wormhole solutions that we have found, the scalar field $`\varphi _\xi `$ reaches a trans-Planckian value in one of the asymptotic regions, making the physical Newton constant negative. This means that, contrary to what is commonly done in scalar-tensor theories , the translated Brans-Dicke field should not be restricted to only positive values. In order to cover our wormhole solutions, negative values of the Brans-Dicke field are required.
Current solar system measurements imply $`\omega (\mathrm{\Phi }_{\mathrm{Brans}\mathrm{Dicke}})>3000`$ . More precisely, VLBI techniques allow us to use the deflection of light by the Sun to place very strong constraints on the PPN parameter $`\gamma `$, with
$$\gamma =1(0.6\pm 3.1)\times 10^4.$$
(5.52)
The standard result that for Brans–Dicke theories
$$\gamma =\frac{\omega +1}{\omega +2}$$
(5.53)
now provides the limit on $`\omega `$ quoted above. For instance, this constraint is very easily satisfied if the scalar field $`\varphi _\xi `$ is a small fraction of the naive Planck scale ($`\sqrt{\kappa }`$) in the solar neighborhood. Thus, the scalar theories we investigate in this paper are perfectly compatible with known physics.
Finally, the membrane-inspired field theories (low-energy limits of what used to be called string theory) are literally infested with scalar fields. In membrane theories it is impossible to avoid scalar fields, with the most ubiquitous being the so-called “dilaton”. However, the dilaton field is far from unique, in general there is a large class of so-called “moduli” fields, which are scalar fields corresponding to the directions in which the background spacetime geometry is particularly “soft” and easily deformed. So if membrane theory really is the fundamental theory of quantum gravity, then the existence of fundamental scalar fields is automatic, with the field theory description of these fundamental scalars being valid at least up to the Planck scale, and possibly higher.
(For good measure, by making a conformal transformation of the spacetime geometry it is typically possible to put membrane-inspired scalar fields into a framework which closely parallels that of the generalized Brans–Dicke fields. Thus there is a potential for much cross-pollination between Brans–Dicke inspired variants of general relativity and membrane-inspired field theories.)
So overall, we have excellent theoretical reasons to expect that scalar field theories are an integral part of reality, but the direct experimental/observational verification of the existence of fundamental fields is still an open question. Nevertheless, we think it fair to say that there are excellent reasons for taking scalar fields seriously, and excellent reasons for thinking that the gravitational properties of scalar fields are of interest cosmologically, astrophysically, and for providing fundamental probes of general relativity. The fact that scalar fields then lead to such widespread violations of the energy conditions , with potentially far-reaching consequences like a “universal bounce” (instead of a big-bang singularity) , the traversable wormholes of this paper (see also ), and possibly even weirder physics (see for example ), leads to a rather sobering assessment of the marked limitations of our current understanding.
## Acknowledgments
The research of CB was supported by the Spanish Ministry of Education and Culture (MEC). MV was supported by the US Department of Energy. MV wishes to thank Jacob Bekenstein for his interest and comments.
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# Isospectral deformations of negatively curved Riemannian manifolds with boundary which are not locally isometric
## Introduction
A fundamental question in spectral geometry is the extent to which the spectrum of the Laplacian on a Riemannian manifold determines the geometry of the manifold. The only way to identify specific geometric invariants which are not spectrally determined is through explicit constructions of isospectral manifolds, i.e., manifolds whose Laplacians, acting on smooth functions, have the same eigenvalue spectrum. In the case of manifolds with boundary, one may consider the spectrum of the Laplacian acting on functions satisfying either Dirichlet or Neumann boundary conditions. We will say that two manifolds with boundary are isospectral if they are both Dirichlet and Neumann isospectral.
All examples of isospectral manifolds constructed prior to 1992 as well as many of the more recent examples are locally isometric; see, for example, \[BGG\], \[Bu\], \[DG\], \[GWW\], \[GW2, 3\], \[Gt1, 2\], \[I\], \[M\], \[Su\], \[V\] or the expository articles \[Be\], \[Br\], \[G3\], or \[GGt\]. These examples reveal various global invariants which are not spectrally determined such as the diameter and the fundamental group, but give no information concerning local invariants such as curvature.
In the past several years, examples of isospectral manifolds with different local geometry have appeared. The first such examples were pairs of manifolds with boundary constructed by the second author (preprint 1992). These examples together with examples constructed later of closed manifolds appeared in \[Sz\]. Among the latter examples are a pair of isospectral closed manifolds, one of which is homogeneous and the other not. The examples in \[Sz\] were proven isospectral first by explicit computation of the spectra and later by construction of an intertwining operator between the Laplacians. The first author developed a technique for constructing isospectral manifolds with different local geometry in \[G1, 2\]. This technique was further developed in \[GW4\], resulting in continuous families of isospectral manifolds with boundary having different Ricci curvature, and in \[GGSWW\], resulting in continuous families of isospectral closed manifolds whose scalar curvature functions have different maxima. D. Schueth \[Sch\] modified this technique to construct the first examples of isospectral simply-connected closed manifolds, in fact isospectral deformations of simply-connected closed manifolds. All these examples of isospectral manifolds with different local geometry are principal torus bundles with totally geodesic fibers.
In this article, we give new examples of isospectral manifolds with different local geometry. The manifolds are again principal torus bundles but the fibers are not totally geodesic. The new examples include:
(i) Continuous isospectral deformations of negatively curved manifolds with boundary. The boundaries are also isospectral but in general non-isometric. Examples can be constructed in which the curvature is bounded above by any prescribed negative constant. The examples include both families of locally homogeneous manifolds and families of locally inhomogeneous manifolds. These examples contrast with the result of Guillemin-Kazhdan \[GuK\] in dimension two, generalized by Croke and Sharafutdinov \[CS\] to arbitrary dimensions, stating that negatively curved closed manifolds cannot be continuously isospectrally deformed.
(ii) Pairs of isospectral manifolds with boundary one of which has negative sectional curvature and the other mixed curvature.
(iii) A pair of isospectral manifolds with boundary one of which has constant Ricci curvature and the other variable Ricci curvature.
(iv) Pairs of isospectral closed manifolds one of which has constant scalar curvature and the other variable scalar curvature. In contrast, Patodi \[P\] showed that from the spectra of the Laplacian acting on functions, 1-forms, and 2-forms, one can tell whether the manifold has constant scalar curvature. Our examples show that the spectrum on functions alone does not determine this information.
(v) Pairs of isospectral manifolds with boundary such that one manifold has parallel curvature tensor (it is a domain in a locally symmetric space) and the other does not.
Examples (iii) and (iv) suggest the possibility that one may not be able to tell from the spectrum whether a closed manifold is Einstein, although the spectra of the Laplacian on functions, 1-forms and 2-forms does determine whether the metric is Einstein \[P\].
It is very likely that the construction also allows a negatively curved manifold with boundary to be continuously isospectrally deformed to a manifold with curvature of both signs. The locally homogeneous isospectral manifolds $`M_t`$ with boundary constructed in (i) are domains with boundary in locally homogeneous manifolds whose universal coverings are solvable Lie groups $`G_t`$ with left-invariant metrics. Each $`G_t`$ is a semi-direct product $`G_t=AH_t`$ where $`H_t`$ is a nilpotent Lie group, the nilradical of the solvable group $`G_t`$, and $`A`$. One may rescale the metric on the factor $`A`$ arbitrarily (but consistently for the various $`G_t`$) without affecting the isospectrality of the domains $`M_t`$. For the particular class of solvable Lie groups in our construction, Heintze \[Hz\] and, independently, Azencott and Wilson \[AW2\] proved that suitable scaling factors result in negative curvature. In particular, for each of the homogeneous solvmanifolds $`G_t`$, there exists a positive constant $`\lambda _t`$ such that rescaling the metric on $`A`$ by any constant less than $`\lambda _t`$ results in negative curvature and any constant greater than $`\lambda _t`$ results in mixed curvature. The isospectral manifolds with boundary cited in the second example above were obtained by choosing a pair $`G_1`$ and $`G_2`$ for which $`\lambda _1`$ and $`\lambda _2`$ are different. (These pairs are not part of a continuous family.) For these particular pairs, explicit curvature computations are feasible and in fact were carried out in \[D\]. For the various continuous families $`G_t`$ which result in the first class of examples above, explicit computations of the $`\lambda _t`$ seem intractible. However, it is certainly likely that the $`\lambda _t`$ vary with $`t`$. If this is the case, then one can isospectrally deform a manifold of negative curvature to one of mixed curvature.
## Section 1. Technique for constructing isospectral manifolds with different local geometry.
###### Definition 1.1 Background and Notation
Let $`T`$ be a torus, let $`\pi :MN`$ be a principal $`T`$-bundle and endow $`M`$ with a Riemannian metric so that the action of $`T`$ is by isometries. Give $`N`$ the induced Riemannian metric so that $`\pi `$ is a Riemannian submersion. For $`aM`$, we can decompose $`T_a(M)`$ into the vertical subspace (the tangent space to the fiber at $`a`$) and the horizontal subspace (the orthogonal complement to the vertical space). For $`XT_a(M)`$, write $`X=X^v+X^h`$ where $`X^v`$ is vertical and $`X^h`$ is horizontal. Let $``$ be the Levi-Civita connection on $`M`$. The mean curvature of the fibers in $`M`$ is given as follows: Let $`Z_1,\mathrm{},Z_k`$ be an orthonormal basis of left-invariant vector fields on $`T`$. These define fundamental vector fields, which we denote by the same name, on $`M`$. These fundamental vector fields give a basis of the vertical space at each point. For $`aM`$, the mean curvature at $`a`$ of the fiber through $`a`$ is given by
$$H_a=\mathrm{\Sigma }_{i=1}^k(_{Z_i}Z_i)^h.$$
Since $`T`$ acts by isometries, we have $`H_{z(a)}=z_{}H_a`$ for all $`aM`$ and $`zT`$. Hence we may define a $`\pi `$-related vector field $`\stackrel{~}{H}`$ on $`N`$. We will refer to $`\stackrel{~}{H}`$ as the mean curvature vector field of the submersion.
Berard-Bergery and Bourguignon \[BB\] gave a decomposition of the Laplacian $`\mathrm{\Delta }_M`$ into vertical and horizontal components $`\mathrm{\Delta }_M=\mathrm{\Delta }^v+\mathrm{\Delta }^h`$. In the case of functions $`f`$ on $`M`$ which are constant on the fibers of the submersion, so $`f=\pi ^{}\overline{f}`$ for some function $`\overline{f}`$ on $`N`$, then $`\mathrm{\Delta }^v(f)=0`$ and
$$\mathrm{\Delta }_M(f)=\mathrm{\Delta }^h(f)=\pi ^{}(\mathrm{\Delta }_N(\overline{f})+\stackrel{~}{H}(\overline{f})).$$
$`1.1`$
If $`N`$ has non-trivial boundary, then $`M=\pi ^1(N)`$. Since $`\pi :MN`$ is a Riemannian submersion, $`\pi ^{}:C^{\mathrm{}}(N)C^{\mathrm{}}(M)`$ maps functions on $`N`$ satisfying Neumann boundary conditions to functions on $`M`$ satisfying Neumann boundary conditions. Of course, it also maps functions satisfying Dirichlet conditions to functions satisfying Dirichlet conditions.
###### Remark Remark
In the situation of Notation 1.1, the space $`\pi ^{}(C^{\mathrm{}}(N))`$ of functions on $`M`$ which are constant on the fibers of the submersion is precisely the space of $`T`$-invariant functions. Since $`T`$ acts by isometries, it follows that $`\pi ^{}(C^{\mathrm{}}(N))`$ is invariant under $`\mathrm{\Delta }_M`$. The map $`\pi ^{}:C^{\mathrm{}}(N)\pi ^{}(C^{\mathrm{}}(N))`$ is a linear isomorphism but it need not be unitary. The operator $`\mathrm{\Delta }_N+\stackrel{~}{H}`$ on $`N`$ is not necessarily self-adjoint; however, it does have a discrete spectrum since it is similar to the restriction of $`\mathrm{\Delta }_M`$ to $`\pi ^{}(C^{\mathrm{}}(N))`$.
###### 1.2. Theorem
Let $`T`$ be a torus. Suppose $`M_1`$ and $`M_2`$ are principal $`T`$-bundles endowed with Riemannian metrics so that the $`T`$-action is by isometries. For each subtorus $`K`$ of $`T`$ of codimension at most one, suppose that the quotient manifolds $`K\backslash M_1`$ and $`K\backslash M_2`$, with the induced metrics, are isometric and that the isometry $`\tau _K`$ satisfies $`\tau _K(\stackrel{~}{H}_K^{(1)})=\stackrel{~}{H}_K^{(2)}`$, where $`\stackrel{~}{H}_K^{(i)}`$ is the mean curvature vector field for the submersion $`M_iK\backslash M_i`$. (See Notation 1.1.) Then $`M_1`$ and $`M_2`$ are isospectral. If the manifolds have boundary, the conclusion is valid for both the Dirichlet and the Neumann spectrum.
This theorem generalizes a method developed in \[G2\] and \[GW4\] in the special case that the fibers are totally geodesic.
###### Demonstration Proof
Let $`\mathrm{\Delta }_i`$ denote the Laplacian of $`M_i`$, and let $`\text{L}_{}^2(M_i)`$ denote the space of complex-valued square-integrable functions on $`M_i`$. The torus $`T`$ acts on $`\text{L}_{}^2(M_i)`$, $`i=1,2`$, and by a Fourier decomposition for this action, we have
$$\text{L}_{}^2(M_i)=\mathrm{\Sigma }_{\alpha \widehat{T}}_i^\alpha $$
where $`\widehat{T}`$ consists of all characters on $`T`$, i.e., all homomorphisms from the group $`T`$ to the unit complex numbers, and
$$_i^\alpha =\{f\text{L}_{}^2(M_i):zf=\alpha (z)f\text{ for all }zT\}.$$
Since the torus action on $`M_i`$ is by isometries, the Laplacian leaves each of the subspaces $`_i^\alpha `$ invariant. If $`M_i`$ has boundary, then we replace $`\text{L}_{}^2(M_i)`$ with the subspace of functions satisfying either Neumann or Dirichlet boundary conditions (with the boundary conditions chosen consistently).
Define an equivalence relation on $`\widehat{T}`$ by $`\alpha \beta `$ if $`ker(\alpha )=ker(\beta )`$. Let $`[\alpha ]`$ denote the equivalence class of $`\alpha `$ and let $`[\widehat{T}]`$ denote the set of equivalence classes. Setting
$$_i^{[\alpha ]}=\mathrm{\Sigma }_{\beta [\alpha ]}_i^\beta ,$$
then
$$\text{L}_{}^2(M_i)=\mathrm{\Sigma }_{[\alpha ][\widehat{T}]}_i^{[\alpha ]}.$$
For $`\alpha =1`$ the trivial character, we have $`[1]=\{1\}`$, and the space $`_i^1`$ consists of those functions constant on the fibers of the submersion $`\pi _i:M_iT\backslash M_i`$. By equation (1.1) and the remarks following 1.1, $`\pi _i^{}`$ intertwines the restriction of $`\mathrm{\Delta }_i`$ to $`_i^1`$ with $`\overline{\mathrm{\Delta }}_i+\stackrel{~}{H}_T^{(i)}`$ acting on $`\text{L}_{}^2(T\backslash M_i)`$, where $`\overline{\mathrm{\Delta }}_i`$ denotes the Laplacian of $`T\backslash M_i`$. Moreover the isometry $`\tau _T`$, whose existence is hypothesized in the theorem, gives a unitary isomorphism between $`\text{L}_{}^2(T\backslash M_1)`$ and $`\text{L}_{}^2(T\backslash M_2)`$ which intertwines $`\overline{\mathrm{\Delta }}_1+\stackrel{~}{H}_T^{(1)}`$ with $`\overline{\mathrm{\Delta }}_2+\stackrel{~}{H}_T^{(2)}`$. Thus the restrictions of the Laplacians $`\mathrm{\Delta }_i`$ to the spaces $`_i^1`$ are isospectral.
For non-trivial $`\alpha \widehat{T}`$, the kernel of $`\alpha `$ is a subtorus $`K`$ of $`T`$ of codimension one. The space of all functions on $`M_i`$ constant on the fibers of the submersion $`\pi _i:M_iK\backslash M_i`$ coincides with $`_i^{[\alpha ]}_i^1`$. We can again use the hypothesis of the theorem to conclude that the restrictions of the Laplacians of $`M_i`$ to the subspaces $`_i^{[\alpha ]}_i^1`$, $`i=1,2`$ are isospectral. Since we already know that the restrictions to the subspaces $`_i^1`$ are isospectral, we conclude that the restrictions to $`_i^{[\alpha ]}`$ are also isospectral, and the theorem follows.
We now introduce the specific classes of manifolds that will be our main objects of study.
###### Definition 1.3 Notation
(i) Lie algebras $`𝔤(j)`$, $`𝔥(j)`$ and $`𝔯`$.
Starting with inner product spaces $`(𝔳,,)`$ and $`(𝔷,,)`$, a non-trivial linear map $`j:𝔷𝔰𝔬(𝔳)`$, a one-dimensional vector space $`𝔞`$ and a fixed choice of non-zero vector $`A𝔞`$, we construct three Lie algebras $`𝔥(j)`$, $`𝔤(j)`$ and $`𝔯`$ as follows. As vector spaces, we set
$$𝔥(j)=𝔳+𝔷$$
$$𝔯=𝔳+𝔞$$
and
$$𝔤(j)=𝔳+𝔷+𝔞.$$
Define a Lie bracket on $`𝔥(j)`$ so that $`𝔷`$ is central, $`[𝔳,𝔳]𝔷`$, and
$$[X,Y],Z=j(Z)X,Y$$
for $`X,Y𝔳`$ and $`Z𝔷`$. This gives $`𝔥(j)`$ the structure of a two-step nilpotent Lie algebra. Next give $`𝔤(j)`$ the unique bracket structure so that $`𝔥(j)`$ is an ideal in $`𝔤(j)`$ and
$$[A,X]=1/2X\text{and}[A,Z]=Z$$
for $`X𝔳`$ and $`Z𝔷`$. Define the Lie algebra structure on $`𝔯`$ by declaring $`𝔳`$ to be abelian and setting
$$[A,X]=1/2X$$
for $`X𝔳`$. With these structures, $`𝔤(j)`$ is a solvable Lie algebra with nilradical $`𝔥(j)`$, $`𝔷`$ is an abelian ideal in $`𝔤(j)`$, and $`𝔯`$ is isomorphic to the quotient $`𝔷\backslash 𝔤(j)`$.
(ii) Metric Lie algebras $`𝔤(j,c)`$, $`𝔥(j)`$ and $`𝔯(c)`$.
A metric Lie algebra is a Lie algebra $`𝔤`$ together with an inner product. If $`G`$ is any Lie group with Lie algebra $`𝔤`$, then the inner product on $`𝔤`$ defines a left-invariant Riemannian metric on $`G`$. Two metric Lie algebras are said to be isomorphic if there exists a Lie algebra isomorphism between them which is also an isometry with respect to their inner products.
In the notation of (i), the inner products on $`𝔳`$ and $`𝔷`$ define an inner product on $`𝔥(j)`$ so that the decomposition $`𝔥(j)=𝔳+𝔷`$ is an orthogonal sum. Given a real number $`c>0`$, define an inner product on $`𝔞`$ by requiring that $`A=\frac{1}{c}`$. This inner product together with the inner products on $`𝔳`$ and $`𝔷`$ defines inner products on $`𝔤(j)`$ and $`𝔯`$ so that the decompositions $`𝔤(j)=𝔳+𝔷+𝔞`$ and $`𝔯=𝔞+𝔳`$ are orthogonal sums. We will denote these metric Lie algebras by $`𝔤(j,c)`$ and $`𝔯(c)`$. As Lie algebras, $`𝔤(j,c)=𝔤(j)`$ and $`𝔯(c)=𝔯`$; only the metric depends on $`c`$. We denote by $`G(j)`$ and $`R`$ the simply-connected Lie groups with Lie algebras $`𝔤(j)`$ and $`𝔯`$, respectively, and by $`G(j,c)`$ and $`R(c)`$ the Lie groups $`G(j)`$ and $`R`$ endowed with the left-invariant metrics defined by the inner product on the Lie algebra. (We remark that the Riemannian manifold $`R(1)`$ is isometric to real hyperbolic space.) The notation $`H(j)`$ will be used both for the simply-connected Lie group with Lie algebra $`𝔥(j)`$ and for this Lie group endowed with the left-invariant metric corresponding to the inner product defined above on $`𝔥(j)`$.
(iii) Torus bundle $`\pi _j:\overline{G}(j,c)R(c).`$
The Lie group exponential map $`\mathrm{exp}:𝔤(j)G(j)`$ is a diffeomorphism which restricts to a linear isomorphism from $`𝔷`$ to an abelian normal subgroup $`\mathrm{exp}(𝔷)`$ of $`G(j)`$, central in the nilradical $`H(j)`$ but not central in $`G(j)`$. The quotient $`\mathrm{exp}(𝔷)\backslash G(j)`$ is isomorphic to the solvable Lie group $`R`$ and, with the metrics defined in $`(ii)`$, the projection $`\pi _j:G(j,c)R(c)`$ is a Riemannian submersion for each choice of $`c`$. The metric induced on each fiber by the metric on $`G(j,c)`$ is Euclidean.
Let $``$ be a lattice of full rank in $`𝔷`$ and let $`T`$ be the torus $`\backslash 𝔷`$. We identify $``$ with $`\mathrm{exp}()`$, a discrete subgroup of $`G(j)`$ (central in $`H(j)`$ but not even normal in $`G(j)`$). Let $`\overline{G}(j,c)`$ and $`\overline{H}(j)`$ be the quotients $`\backslash G(j,c)`$ and $`\backslash H(j)`$, respectively, with the induced Riemannian metrics. Since $``$ is central in $`H(j)`$, the manifold $`\overline{H}(j)`$ is a Lie group covered by $`H(j)`$ and its metric is homogeneous. This is not the case for $`\overline{G}(j,c)`$, although the metric is locally homogeneous. Moreover, the torus $`T:=\backslash \mathrm{exp}(𝔷)`$ acts freely on $`\overline{G}(j,c)`$ by isometries and each orbit, with the induced metric, is a flat torus. This action gives $`\overline{G}(j,c)`$ the structure of a principal $`T`$ bundle with base $`R(c)`$. The projection $`\pi _j:\overline{G}(j,c)R(c)`$ is a Riemannian submersion. The restriction $`\overline{\pi }_j`$ of $`\pi _j`$ to $`\overline{H}(j)`$ is a Riemannian submersion $`\overline{\pi }_j:\overline{H}(j)𝔳`$ to the Euclidean space $`𝔳`$.
Each left-invariant vector field $`X`$ on $`G(j)`$ descends to a vector field on $`\overline{G}(j,c)`$ which we will also denote by $`X`$. We will abuse language and refer to $`X`$ as an invariant vector field on $`\overline{G}(j,c)`$ even though $`\overline{G}(j,c)`$ is not homogeneous.
(iv) Riemannian submanifolds $`Q(c)`$ of $`R(c)`$, $`M(j,c,Q)`$ of $`\overline{G}(j,c)`$, and $`N_r(j)`$ of $`H(j)`$.
Let $`m=dim(𝔳)`$. The orthogonal group $`O(m,)O(𝔳)`$ acts by orthogonal automorphisms on the metric Lie algebra $`𝔯(c)`$ leaving $`𝔞`$ pointwise fixed. The corresponding automorphisms of the Lie group $`R`$ are isometries with respect to all the metric structures $`R(c)`$. Given any compact submanifold $`Q`$ of $`R`$ (with or without boundary) which is invariant under the action of $`O(m)`$, let $`Q(c)`$ denote $`Q`$ endowed with the metric induced from that of $`R(c)`$. Set
$$M(j,c,Q)=\pi _j^1(Q)$$
with the metric induced from $`\overline{G}(j,c)`$. Then $`M(j,c,Q)`$ is a submanifold of $`\overline{G}(j,c)`$ and $`\pi _j:M(j,c,Q)Q(c)`$ is a Riemannian submersion and a principal $`T`$ bundle. The action of $`T`$ is by isometries.
Let $`S_r`$, denote the geodesic sphere of radius $`r`$ in the Euclidean space $`𝔳`$ and let $`N_r(j)=\overline{\pi }_j^1(S_r)`$, where $`\overline{\pi }_j:\overline{H}(j)𝔳`$ is the projection defined in (iii). Thus we also have a Riemannian submersion $`\overline{\pi }_j:N_r(j)S_r`$.
The manifolds $`M(j,c,Q)`$ will be our main objects of study. The only cases of interest to us here will be when (a) $`Q`$ is a bounded domain in $`R`$ or (b) $`Q`$ is a submanifold of codimension one in $`R`$ with or without boundary. The manifolds $`N_r(j)`$ were studied in \[GGSWW\]. We will use $`N_r(j)`$ as an aid in understanding the manifolds $`M(j,c,Q)`$ in case (b).
In what follows, we will fix $`𝔳`$, $`𝔷`$, $`𝔞`$, a choice of lattice $``$ in $`𝔷`$ and a choice of $`Q`$. We will consider families of maps $`j_t:𝔷𝔰𝔬(𝔳)`$ so that the manifolds in each family $`\{M(j_t,c,Q)\}_t`$ (with $`c`$ fixed) are isospectral.
###### Definition 1.4 Notation and Remarks
We use the notation of 1.3, fixing a choice of $`j`$ and $``$. Subtori $`K`$ of the torus $`T=\backslash 𝔷`$ correspond to subspaces $`𝔴`$ of $`𝔷`$ spanned by lattice vectors in $``$. Given $`K`$ and thus $`𝔴`$, let $`𝔷_K=𝔷𝔴`$, let $`j_K=j_{|𝔷_K}`$, and let $`_K`$ be the orthogonal projection of $``$ to $`𝔷_K`$. Then $`_K`$ is a lattice of full rank in $`𝔷_K`$. Let $`W`$ be the connected normal subgroup of $`G(j,c)`$ with Lie algebra $`𝔴`$. As in 1.3, use the data $`(𝔞,𝔳,𝔷_K,j_K,c,_K)`$ to define a solvable Lie group $`G(j_K,c)`$, a quotient manifold $`\overline{G}(j_K,c)=_K\backslash G(j_K,c)`$ and a submanifold $`M(j_K,c,Q)`$. Then we have isometries:
$$G(j_K,c)W\backslash G(j,c),$$
$$\overline{G}(j_K,c)K\backslash \overline{G}(j,c)$$
and
$$M(j_K,c,Q)K\backslash M(j,c,Q)$$
where the manifolds on the right-hand-side of each equation have the quotient Riemannian metrics. We will thus identify $`\overline{G}(j_K,c)`$ with $`K\backslash \overline{G}(j,c)`$ and $`M(j_K,c,Q)`$ with $`K\backslash M(j,c,Q)`$.
In 1.3, we fixed a choice of vector $`A`$ in $`𝔞`$ and viewed $`A`$ both as a left-invariant vector field on $`G(j,c)`$ with norm $`1/c`$ and as an invariant vector field on $`\overline{G}(j,c)`$. We continue to write $`A`$ for the analogous left-invariant vector field on $`G(j_K,c)`$ and the invariant vector field on $`\overline{G}(j_K,c)`$.
###### 1.5. Lemma
In the notation of 1.1, 1.3 and 1.4, let $`K`$ be a subtorus of $`T`$. Then the mean curvature vector field for the submersion $`\overline{G}(j,c)\overline{G}(j_K,c)`$ is given by $`c^2(dim(K))A`$, viewed as a vector field on $`\overline{G}(j_K,c)`$. The mean curvature vector field $`\stackrel{~}{H}_K`$ for the submersion $`M(j,c,Q)M(j_K,c,Q)`$ is given by the orthogonal projection to $`T(M(j_K,c,Q))`$ of $`c^2(dim(K))A_{|M(j_K,c,Q)}`$.
###### Demonstration Proof
Let $``$ be the Levi-Civita connection on $`\overline{G}(j,c)`$. For invariant vector fields $`U,V,W`$ on $`\overline{G}(j,c)`$ we have
$$2_U(V),W=[U,V],W+[W,U],V+[W,V],U.$$
Using this formula and the fact that $`A1/c`$ with respect to the metric on $`\overline{G}(j,c)`$, we see that for any unit vector $`Z𝔷`$, we have
$$_Z(Z)=c^2A.$$
Since $`A`$ is a horizontal vector field for the submersion $`\overline{G}(j,c)\overline{G}(j_K,c)`$, the first statement follows from the formula for the mean curvature given in 1.1. The second statement is a consequence of the first.
###### Definition 1.6. Definition
Let $`𝔳`$ and $`𝔷`$ be as above.
(i) A pair $`j,j^{}`$ of linear maps from $`𝔷`$ to $`𝔰𝔬(𝔳)`$ will be called equivalent, denoted $`jj^{}`$, if there exists orthogonal transformations $`\alpha `$ of $`𝔳`$ and $`\beta `$ of $`𝔷`$ such that
$$\alpha j(z)\alpha ^1=j^{}(\beta (z))$$
for all $`z𝔷`$.
(ii) Let $``$ be a lattice of full rank in $`𝔷`$. We will say that the pair $`(j,)`$ is equivalent to the pair $`(j^{},^{})`$ if $`jj^{}`$ and if the map $`\beta `$ in definition (i) can be chosen so that $`\beta ()=`$.
(iii) The pair $`j,j^{}`$ will be called isospectral, denoted $`jj^{}`$, if for each $`z𝔷`$, the eigenvalue spectra (with multiplicities) of $`j(z)`$ and $`j^{}(z)`$ coincide; i.e., for each $`z𝔷`$, there exists an orthogonal linear operator $`\alpha _z`$ for which
$$\alpha _zj(z)\alpha _z^1=j^{}(z).$$
###### 1.7. Proposition
We use the notation of 1.3, fixing $`𝔳`$, $`𝔷`$, $`𝔞`$, $``$ and $`c`$. Let $`j`$ and $`j^{}`$ be linear injections from $`𝔷`$ to $`𝔰𝔬(𝔳)`$. In the notation of 1.6, the following are equivalent:
(a) $`jj^{}`$;
(b) $`G(j,c)`$ is isometric to $`G(j^{},c)`$;
(c) $`\overline{G}(j,c)`$ is locally isometric to $`\overline{G}(j^{},c)`$
Moreover, if the pair $`(j,)`$ is equivalent to the pair $`(j^{},^{})`$, then $`\overline{G}(j,c)`$ is isometric to $`\overline{G}(j^{},c)`$.
###### Demonstration Proof
The local geometries of $`G(j,c)`$ and $`\overline{G}(j,c)`$ are identical. Thus $`(c)`$ is equivalent to saying that $`G(j,c)`$ is locally isometric to $`G(j^{},c)`$ which, by simple-connectivity, is equivalent to $`(b)`$.
By Theorem 5.2 of \[GW1\], $`G(j,c)`$ is isometric to $`G(j^{},c)`$ if and only if $`𝔤(j,c)`$ and $`𝔤(j^{},c)`$ are isomorphic as metric Lie algebras. (See 1.3(ii).) This condition is equivalent to the condition that $`jj^{}`$. The metric Lie algebra isomorphism $`\tau :𝔤(j,c)𝔤(j^{},c)`$ is given in this case by $`\tau (sA+X+Z)=sA+\alpha (X)+\beta (Z)`$ for $`s`$, $`X𝔳`$ and $`Z𝔷`$, where $`\alpha `$ and $`\beta `$ are given as in Definition 1.6(i). The corresponding isomorphism $`\stackrel{~}{\tau }:G(j,c)G(j^{},c)`$ is then an isometry. Thus (a) and (b) are equivalent.
Finally, if the pair $`(j,)`$ is equivalent to the pair $`(j^{},^{})`$, then the isometry $`\stackrel{~}{\tau }`$ in (b) descends to an isometry $`\stackrel{~}{\tau }:\overline{G}(j,c)\overline{G}(j^{},c)`$.
###### 1.8. Lemma
We use the notation of 1.3(iv) and 1.6. Suppose that the pair $`(j,)`$ is equivalent to the pair $`(j^{},^{})`$. If $`Q`$ is any $`O(m)`$-invariant submanifold of $`R`$, then $`M(j,c,Q)`$ is isometric to $`M(j^{},c,Q)`$.
###### Demonstration Proof
The isometry $`\stackrel{~}{\tau }:\overline{G}(j,c)\overline{G}(j^{},c)`$ defined in the proof of Proposition 1.7 is a bundle map. The induced isometry of $`R(c)`$ lies in $`O(m)`$ and is defined by the orthogonal transformation $`\alpha `$ of $`𝔳`$ in the notation of Definition 1.6. In particular, this isometry carries $`Q`$ to $`Q`$, since $`Q`$ is $`O(m)`$-invariant. Hence $`\stackrel{~}{\tau }`$ restricts to an isometry from $`M(j,c,Q)`$ to $`M(j^{},c,Q)`$.
We will prove a partial converse to Lemma 1.8 under a genericity condition in Proposition 1.10 below. First, however, we address the question of isospectrality.
###### 1.9. Theorem
We use the notation of 1.3. fixing $`𝔳`$, $`𝔷`$, $`𝔞`$, $``$, $`Q`$ and $`c`$. Let $`j,j^{}:𝔷𝔰𝔬(𝔷)`$ be isospectral linear maps as in Definition 1.6. Then $`M(j,c,Q)`$ is isospectral to $`M(j^{},c,Q)`$. If these manifolds have boundary, then they are both Dirichlet and Neumann isospectral. Moreover, their boundaries, with the induced metrics, are also isospectral.
###### Demonstration Proof
We apply Theorem 1.2. Let $`K`$ be a subtorus of $`T`$ of co-dimension one and recall the Notation 1.4. Since $`𝔷_K`$ is one-dimensional, the condition that $`j`$ be isospectral to $`j^{}`$ implies that the pair $`(j_K,_K)`$ is equivalent to the pair $`(j_K^{},_K)`$. Consequently, by Lemma 1.8, there exists an isometry $`\sigma :M(j_K,c,Q)M(j_K^{},c,Q)`$. To see that $`\sigma _{}`$ carries the mean curvature vector field for the submersion $`M(j,c,Q)M(j_K,c,Q)`$ to that for the submersion $`M(j^{},c,Q)M(j_K^{},c,Q)`$, apply Lemma 1.5 together with the fact that $`\sigma `$ extends to an isomorphism $`\sigma :\overline{G}(j_K,c,Q)\overline{G}(j_K^{},c,Q)`$ satisfying $`\sigma _{}(A)=A`$ (as can be seen from the proofs of Proposition 1.7 and Lemma 1.8). Thus the manifolds $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ satisfy the hypothesis of Theorem 1.2 for all co-dimension one subtori $`K`$ of $`T`$. A similar but easier argument shows that the hypothesis is also satisfied for $`K=T`$. Theorem 1.2 therefore implies that $`M(j,c,Q)`$ is isospectral to $`M(j^{},c,Q)`$ (Dirichlet and Neumann isospectral if the boundaries are non-empty). In the case where the manifolds have boundary, we have $`(M(j,c,Q))=M(j,c,Q)`$ and $`(M(j^{},c,Q))=M(j^{},c,Q)`$. Since $`Q`$ is an $`O(m)`$-invariant submanifold of $`R`$, the isospectrality of the boundaries follows from the main statement of the theorem.
We now consider the converse of Lemma 1.8.
###### 1.10 Proposition
We use the notation of 1.3, fixing $`𝔳`$, $`𝔷`$, $`𝔞`$, $``$, $`c`$ and $`Q`$. Assume that $`Q`$ is either a bounded domain in $`R`$ or a submanifold of codimension one. Suppose that $`j:𝔷𝔰𝔬(𝔳)`$ satisfies the property that there are only finitely many orthogonal maps of $`𝔳`$ which commute with all the transformations $`j(Z)`$, $`Z𝔷`$. Then if $`j^{}:𝔷𝔰𝔬(𝔳)`$ is any linear map for which $`M(j,c,Q)`$ is isometric to $`M(j^{},c,Q)`$, then $`jj^{}`$.
The hypothesis on $`j`$ is generic. When the hypothesis holds and when $`Q`$ is a domain with boundary in $`R`$, Proposition 1.10 may be applied to $`M(j,c,Q)=(M(j,c,Q))`$ to conclude that $`(M(j,c,Q))`$ is not isometric to $`(M(j^{},c,Q))`$. Thus Theorem 1.9 and Proposition 1.10 together imply that $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ are isospectral manifolds with isospectral boundaries, but neither the manifolds nor the boundaries are isometric.
Before proving the proposition, we give a more explicit description of $`Q`$.
###### Definition 1.11 Explicit construction of $`R`$ and $`Q`$
(a) The Lie group $`R`$ of Definition 1.3 is diffeomorphic to $`^+\times 𝔳`$. The Lie group multiplication, viewed on $`^+\times 𝔳`$, is given by
$$(t,X)(t^{},X^{})=(tt^{},X+t^{1/2}X^{})$$
for $`t,t^{}^+`$ and $`X,X^{}𝔳`$. The left-invariant vector field $`A`$ is given by
$$A(t,X)=\frac{d}{ds}_{|s=0}((t,X)(s,0))=t\frac{}{t}.$$
Each $`X𝔳`$ gives rise in a natural way to two different vector fields on $`R`$. First, $`X`$ defines a left-invariant vector field, also denoted $`X`$. Secondly, ignoring the group structure and identifying the underlying manifold $`R`$ with the vector space $`^+\times 𝔳`$, then $`X`$ defines a directional derivative $`D_X`$ on $`R`$ given by $`D_X(g)(t,Y)=\frac{d}{ds}_{|s=0}g(t,Y+sX)`$ for $`gC^{\mathrm{}}(R)`$. The two vector fields are related by:
$$X(t,Y)=t^{\frac{1}{2}}D_X(t,Y).$$
(b) To construct $`Q`$ explicitly, first suppose that $`Q`$ is a compact $`O(m)`$-invariant submanifold of $`R`$ of codimension one in $`R`$ with or without boundary. Then there exists an interval $`[t_1,t_2]`$ in $`^+`$ and a continuous function $`f:[t_1,t_2]`$ such that $`f`$ is strictly positive and smooth on $`(t_1,t_2)`$ and
$$Q=\{(a,X)R:a[t_1,t_2]\text{ and }X=f(a)\}.$$
$`(1.2)`$
(Of course, when $`Q`$ is closed, $`f`$ must satisfy certain boundary conditions. These conditions will never be used explicitly, however.)
Next suppose that $`Q`$ is an $`O(m)`$-invariant bounded domain in $`R`$. Then there exists an interval $`[t_1,t_2]`$ in $`^+`$ and a function $`f:[t_1,t_2]`$ as above, satisfying the additional condition that $`f(t_1)=f(t_2)=0`$, such that
$$Q=\{(a,X):a[t_1,t_2]\text{ and }Xf(a)\}.$$
(Again, smoothness of $`Q`$ imposes an additional boundary condition on $`f`$ which we will not need explicitly.)
###### Demonstration Proof of Proposition 1.10
First suppose that $`Q`$ is a bounded domain in $`R`$ and thus $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ are bounded domains in $`\overline{G}(j,c)`$ and $`\overline{G}(j^{},c)`$, respectively. Since the local geometry of $`M(j,c,Q)`$ is that of $`\overline{G}(j,c)`$, the statement of the proposition is immediate from Proposition 1.7 in this case.
We thus assume that $`Q`$ has codimension one in $`R`$. We first consider the mean curvature vector fields for the submersions $`\pi _j:M(j,c,Q)Q`$ and $`\pi _j^{}:M(j^{},c,Q)Q`$. By Lemma 1.5, the two vector fields are identical and are given by $`c^2k\overline{A}`$ where $`k`$ is the dimension of $`𝔷`$ and $`\overline{A}(m)`$ is the orthogonal projection of $`A(m)`$ to $`T_m(Q)`$ for $`mQ`$.
Define $`f`$ as in 1.11(b) and write $`\varphi (t,X)=Xf(t)`$. Using the local coordinate expressions for the left-invariant vector fields on $`R`$ given in 1.11(a), we obtain
$$grad(\varphi )(t,X)=ctf^{}(t)(cA)+\frac{t^{\frac{1}{2}}X}{X}.$$
(We emphasize that on the left-hand-side of this equation, the element $`X`$ of $`𝔳`$ is being used as one of the coordinates for a point in $`R`$, while on the right-hand-side, it is being viewed as a left-invariant vector field. Recall that both $`cA`$ and $`\frac{X}{X}`$ are unit vectors with respect to the Riemannian metric. The gradient is computed with respect to the Riemannian metric.) Thus a unit normal vector to $`Q`$ at $`(t,X)`$ is given by $`p(t)cA+q(t)\frac{X}{X}`$ where
$$p(t)=\frac{ct^{\frac{1}{2}}f^{}(t)}{\sqrt{1+c^2t(f^{}(t)^2}}\text{ and }q(t)=\frac{1}{\sqrt{1+c^2t(f^{}(t)^2}}.$$
The orthogonal projection $`c\overline{A}`$ of $`cA`$ to $`T_m(Q)`$ at $`m=(t,X)`$ has length $`q(t)`$.
Thus $`\overline{A}`$ is constant on each “slice” $`S(t)`$ obtained by holding $`a=t`$ with $`t`$ in $`[t_1,t_2]`$. (See equation (1.2).) Each such slice is a round sphere in $`𝔳`$ isometric to the sphere $`S_{f(t)}`$ defined in 1.3(iv). The sphere may collapse to a single point when $`t=t_1`$ and/or $`t=t_2`$. Letting $`\pi _j:M(j,c,Q)Q`$ and $`\pi _j^{}:M(j^{},c,Q)Q`$ be the bundle projections, then $`\pi _j^1(S(t))`$ and $`\pi _j^{}^1(S(t))`$ are submanifolds of $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ isometric to $`N_{f(t)}(j)`$ and $`N_{f(t)}(j^{})`$, respectively. (See 1.3(iv) for the definition of $`N_r(j)`$.)
We first prove the proposition in the special case that $`\tau :M(j,c,Q)M(j^{},c,Q)`$ is both an isometry and a bundle map with respect to the bundle structures $`\pi _j:M(j,c,Q)Q`$ and $`\pi _j^{}:M(j^{},c,Q)Q`$. The idea of the proof in this case will be to show that any isometry between $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ induces an isometry between $`N_r(j)`$ and $`N_r(j^{})`$ for some $`r`$. Since a result analogous to Proposition 1.10 was proven in \[GGSWW\] with $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ replaced by $`N_r(j)`$ and $`N_r(j^{})`$, we will then be able to conclude that $`jj^{}`$.
Since $`\tau `$ is both an isometry and a bundle map, it induces an isometry $`\overline{\tau }:QQ`$. Moreover, $`\tau `$ carries the mean curvature vector field for $`\pi _j`$ to that for $`\pi _j^{}`$. Thus $`\overline{\tau }_{}(\overline{A})=\overline{A}`$, so $`\overline{\tau }`$ preserves the level sets of $`\overline{A}`$ in $`Q`$. As seen above, each such level set is a union of spheres $`S(t)`$ where $`t`$ ranges over a level set of $`q`$.
If $`q`$ is non-constant, then we may choose a regular value of $`q`$ so that the corresponding level set of $`\overline{A}`$ consists of only finitely many such spheres. Choose $`t`$ in this level set of $`q`$. Then $`\overline{\tau }`$ carries $`S(t)`$ to some $`S(t^{})`$ with $`q(t^{})=q(t)`$. Moreover $`f(t)=f(t^{})`$ since the isometric spheres $`S(t)`$ and $`S(t^{})`$ must have the same radius. The restriction of $`\tau `$ to $`\pi _j^1(S(t))`$ carries $`\pi _j^1(S(t))`$ isometrically to $`\pi _j^{}^1(S(t^{}))`$; i.e., it defines an isometry between $`N_{f(t)}(j)`$ and $`N_{f(t)}(j^{})`$ in the notation of 1.3(iv).
Next if $`q`$ is constant, then $`f^{}`$ must also be constant and thus $`f`$ cannot vanish at both $`t_1`$ and $`t_2`$, say $`f(t_1)0`$. In this case, $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ are manifolds with boundary; their boundaries are the inverse images under $`\pi _j`$ and $`\pi _j^{}`$, respectively, of either $`S(t_1)`$ or of $`S(t_1)S(t_2)`$, depending on whether $`f(t_2)`$ is zero. Thus $`\overline{\tau }`$ carries $`S(t_1)`$ to one of $`S(t_1)`$ or $`S(t_2)`$. In either case, the argument in the previous paragraph yields an isometry between $`N_r(j)`$ and $`N_r(j^{})`$ where $`r=f(t_1)`$.
Thus, whether or not $`q`$ is constant, we obtain an isometry between $`N_r(j)`$ and $`N_r(j^{})`$ for some $`r`$. As noted above, it follows that $`jj^{}`$.
Before moving on to the general case, we emphasize some key points in the argument above: There exists some $`t`$ (either a regular point of $`q`$ or an endpoint of the interval $`[t_1,t_2]`$) and some $`t^{}`$ for which $`\tau `$ carries $`\pi _j^1(S(t))`$ isometrically to $`\pi _j^{}^1(S(t^{}))`$. Moreover, given such a $`t`$, then there are only finitely many possibilities for $`t^{}`$: either $`t^{}`$ is in the same finite level set as $`t`$ or else $`t`$ and $`t^{}`$ are both endpoints. We will also need below the fact that $`\overline{\tau }_{}(\overline{A})=\overline{A}`$.
We have reduced the proposition to the following claim:
Claim. Under the hypotheses of the theorem, if $`M(j,c,Q)`$ and $`M(j^{},c,Q)`$ are isometric, then there exists an isometry between them which is also a bundle map.
Before proving the claim, we first show that the torus $`T`$ (see notation 1.3) is a maximal torus in the full isometry group $`Iso(M(j,c,Q))`$. Let $`C(T)`$ be the centralizer of $`T`$ in $`Iso(M(j,c,Q))`$ and let $`\tau C(T)`$. Since $`\tau `$ is an isometry of $`M(j,c,Q)`$ which commutes with the action of $`T`$, it must also be a bundle map of $`M(j,c,Q)`$. Thus by the key point stated just before the claim, there exist $`t[t_1,t_2]`$ and $`t^{}`$ in a finite subset of $`[t_1,t_2]`$ such that $`f(t)=f(t^{})`$ and such that $`\tau `$ restricts to an isometry $`\sigma `$ from $`\pi _j^1(S(t))`$ to $`\pi _j^1(S(t^{}))`$, with both submanifolds being isometric to $`N_{f(t)}(j)`$. Moreover, $`\tau `$ is uniquely determined by its restriction $`\sigma `$ to $`\pi _j^1(S(t))`$. Indeed choose a point $`p`$ in $`\pi _j^1(S(t))`$. Then the horizontal lift $`\stackrel{~}{A}`$ of $`\overline{A}`$ spans a complement to $`T_p(N_{f(t)}(j))`$ in $`T_p(M(j,c,Q))`$. Since $`\overline{\tau }_{}(\overline{A})=\overline{A}`$, we have $`\tau _{}\stackrel{~}{A}=\stackrel{~}{A}`$. Thus both the value and the differential of $`\tau `$ at $`p`$ are completely determined by $`\sigma `$. Recalling that an isometry of a connected manifold is uniquely determined by its value and differential at a single point, we see that $`\sigma `$ determines $`\tau `$.
Let $`r=f(t)`$. The isometry $`\sigma `$ commutes with the action of $`T`$ on $`N_r(j)`$. Under the hypothesis on $`j`$ given in the proposition, it was proven in \[GGSWW\] that $`T`$ is a maximal torus in the isometry group of $`N_r(j)`$ for any $`r`$, in particular for $`r=f(t)`$. This fact together with the fact that there are only finitely many possibilities for $`t^{}`$ shows that $`T`$ is a maximal connected subset of $`C(T)`$; i.e., $`T`$ is a maximal torus in $`Iso(M(j,c,Q))`$. (Aside: In order to apply the result of \[GGSWW\], we need to use the hypothesis on $`j`$ stated in the theorem. Thus we cannot conclude a priori that $`T`$ is also a maximal torus in $`Iso(M(j^{},c,Q))`$, although we will see below that this is the case.)
We now prove the claim. Suppose $`\tau :M(j,c,Q)M(j^{},c,Q)`$ is an isometry. Then $`\tau `$ induces an isomorphism $`\widehat{\tau }:Iso(M(j,c,Q))Iso(M(j^{},c,Q))`$ given by $`\widehat{\tau }(\beta )=\tau \beta \tau ^1`$. In particular, the maximal tori in $`Iso(M(j,c,Q))`$ and $`Iso(M(j^{},c,Q))`$ must have the same dimension, so $`T`$, viewed as a subgroup of $`Iso(M(j^{},c,Q))`$, must be a maximal torus. Since all maximal tori in $`Iso(M(j^{},c,Q))`$ are conjugate in $`Iso(M(j^{},c,Q))`$, we may assume, after composing $`\tau `$ with an isometry of $`M(j^{},c,Q)`$, that $`\widehat{\tau }`$ carries $`T`$ to $`T`$. Equivalently, $`\tau `$ is a bundle map. This proves the claim and the proposition follows.
###### 1.12 Proposition \cite{GW4}
Let $`dim(𝔷)=2`$, and let $`m=dim(𝔳)`$ be any positive integer other than $`1,2,3,4`$, or $`6`$. Let $`W`$ be the real vector space consisting of all linear maps from $`𝔷`$ to $`𝔰𝔬(𝔳)`$. Then there is a Zariski open subset $`𝒪`$ of $`W`$ (i.e., $`𝒪`$ is the complement of the zero locus of some non-zero polynomial function on $`W`$) such that each $`j𝒪`$ belongs to a $`d`$-parameter family of isospectral, inequivalent elements of $`W`$. Here $`dm(m1)/2[m/2]([m/2]+2)>1`$. In particular, $`d`$ is of order at least $`O(m^2)`$.
###### Corollary 1.13
In the notation of 1.3, fix $`𝔳`$, $`𝔷`$, $`𝔞`$, $``$, $`c`$ and $`Q`$. Assume that $`dim(𝔷)=2`$, that $`m=dim(𝔳)`$ is not equal to $`1,2,3,4`$, or $`6`$ and that $`Q`$ is either a bounded domain in $`R`$ or a submanifold of codimension one. Then for each $`j`$ in the set $`𝒪`$ defined in Proposition 1.12, the manifold $`M(j,c,Q)`$ lies in a continuous $`d`$-parameter family of isospectral, non-isometric manifolds, where $`d`$ is given as in 1.12. Moreover, if $`Q`$ is a bounded domain, then the boundaries of these isospectral manifolds are also isospectral but not isometric.
###### Demonstration Proof
One of the defining properties of the Zariski set $`𝒪`$ in \[GW4\] is that the elements $`j`$ satisfy the hypothesis of Proposition 1.10. Thus the corollary follows immediately from Propositions 1.10 and 1.12 and the comments following the statement of Proposition 1.10.
Although the expression for $`d`$ gives $`0`$ when $`m=6`$, explicit examples of continuous families of isospectral, inequivalent $`j`$ maps are given in \[GW4\], Example 2.4, when $`m=6`$. These maps also satisfy the hypothesis of Proposition 1.10 and thus give rise to continuous families of isospectral, non-isometric manifolds $`M(j,c,Q)`$.
## Locally homogeneous examples
Throughout this section, we use the notation of 1.3, with $`Q`$ chosen to be a bounded domain in $`R`$, for example a geodesic ball. Recall that $`M(j,c,Q)`$ is locally homogeneous and its local geometry is that of $`G(j,c)`$.
The following proposition is a special case of the more general classification of homogeneous manifolds of non-positive curvature, carried out in \[Hz\] for strictly negative curvature and in \[AW1, 2\] for nonpositive curvature.
###### 2.1 Proposition
(\[Hz\] or \[AW2\], Proposition 8.5) In the notation of 1.3, for each choice of $`j`$, there exists a constant $`\lambda (j)`$ such that $`G(j,c)`$ has strictly negative curvature when $`c>\lambda (j)`$, non-positive curvature when $`c=\lambda (j)`$ and mixed curvature when $`c<\lambda (j)`$. Moreover, as $`c`$ approaches $`\mathrm{}`$, the maximum of the sectional curvature of $`G(j,c)`$ approaches $`\mathrm{}`$.
###### 2.2 Theorem
In every dimension $`n8`$, there exist continuous isospectral deformations of locally homogeneous negatively curved manifolds with boundary which are not locally isometric. Moreover, given any constant $`\kappa >0`$, we can choose the isospectral metrics so that their curvature is bounded above by $`\kappa `$.
###### Demonstration Proof
Let $`k=2`$, let $`m5`$ and let $`\{j_t\}`$ be a family of isospectral, inequivalent maps $`j_t:𝔷𝔰𝔬(𝔳)`$ as in Proposition 1.12 or as in the comments following Corollary 1.13. Then for any choice of $`c>0`$, the manifolds $`(M(j_t,c,Q))`$ are isospectral but not locally isometric. Proposition 2.1 allows us to adjust the constant $`c`$ to achieve any desired curvature bound.
###### Remark Remark 2.3
If the constant $`\lambda (j_t)`$ depends non-trivially on $`t`$, then we can choose $`c`$ so that $`c>\lambda (j_t)`$ for some choices of $`t`$ and $`c<\lambda (t)`$ for some other choices of $`t`$. In this case, we obtain isospectral deformations in which some of the metrics have negative curvature and others mixed. Unfortunately, due to the complexity of the curvature expressions, we have not been able to compute the constants $`\lambda (j_t)`$ for any of the deformations. It is very likely, however, that for generic deformations, $`\lambda (j_t)`$ does vary with $`t`$. The only situation in which we have computed the constants thus far is for the pair of isospectral $`j`$ maps in Example 2.4 below. In this case, the constants are indeed different. This pair of maps does not belong to a continuous family of isospectral, inequivalent maps, however.
###### Definition 2.4 Example
A two-step nilmanifold $`H(j)`$ defined as in 1.3(ii) is said to be of Heisenberg type, as defined by A. Kaplan \[K\], if $`j^2=Id`$. For simplicity, we will say that $`j`$ is of Heisenberg type in this case. Damek and Ricci \[DR\] proved that if $`j`$ is of Heisenberg type, then $`G(j,1)`$ is a harmonic manifold. Included among such spaces are all the rank one symmetric spaces of non-compact type as well as the first known examples of non-symmetric harmonic manifolds.
Observe that if $`j,j^{}:𝔷𝔰𝔬(𝔳)`$ are both of Heisenberg type, then they are necessarily isospectral. We now consider a specific example. Let $`𝔷`$ be the purely imaginary quaternions with the standard inner product, and let $`𝔳`$ be the orthogonal direct sum of $`l`$ copies of the quaternions, viewed as a $`4l`$-dimensional real vector space with the standard inner product. Choose non-negative integers $`a`$ and $`b`$ with $`l=a+b`$. Define the map $`j_{a,b}:𝔷\text{so}(𝔳)`$ by
$$j_{a,b}(p)(q_1,\mathrm{},q_a,q_1^{},\mathrm{},q_b^{})=(pq_1,\mathrm{},pq_a,q_1^{}p,\mathrm{},q_b^{}p)$$
where $`pq_i`$ and $`q_j^{}p`$ denote quaternionic multiplication. The maps $`j_{(a,b)}`$ and $`j_{(a^{},b^{})}`$ are both of Heisenberg type, and they are equivalent if and only if $`(a^{},b^{})`$ is a permutation of $`(a,b)`$. Thus when $`(a^{},b^{})`$ is not a permutation of $`(a,b)`$ but $`a+b=a^{}+b^{}`$, the manifolds $`M(j_{(a,b)},c,Q)`$ and $`M(j_{(a^{},b^{})},c,Q)`$ are isospectral but not isometric for any choice of $`c`$ and bounded domain $`Q`$. In particular, choosing $`c=1`$ and choosing any pair $`(a,b)`$ of positive integers, we obtain isospectral manifolds $`M(j_{(a+b,0)},1,Q)`$ and $`M(j_{(a,b)},1,Q)`$, the first of which is a domain with boundary in the symmetric space $`G(j_{(a+b,0)},1)`$ (quaternionic hyperbolic space) and thus has parallel curvature tensor while the second has non-parallel curvature.
We now show that $`\lambda (j_{(2,0)})\lambda (j_{(1,1)})`$. The quaternionic hyperbolic space $`G(j_{(2,0)},1)`$ has curvature bounded above by -1/4. Thus $`\lambda (j_{(2,0)})>1`$. Damek \[D\] showed that if $`j`$ is of Heisenberg type, then $`G(j,1)`$ always has non-positive curvature, and it has some two planes of zero curvature if and only if there exist vectors $`X,Y𝔳`$ such that $`[X,Y]=0`$ and $`j(𝔷)(X)j(𝔷)(Y)`$ is non-empty. Consider $`j=j_{(1,1)}`$. In the Lie algebra $`𝔥(j)`$, the subspace $`W`$ of $`𝔳`$ given by $`\{(q,q):qQ\}`$ is an abelian subalgebra of $`𝔥(j)`$. Letting $`q`$ and $`q^{}`$ be distinct non-zero purely imaginary quaternions, then the elements $`X=(q,q)`$ and $`Y=(q^{},q^{})`$ of $`𝔳`$ satisfy Damek’s condition for the existence of zero curvature. Thus $`G(j_{(1,1)},1)`$ has some zero curvature, and so $`\lambda (j_{(1,1)})=1`$. Choosing $`c`$ so that $`\lambda (j_{(2,0)})>c>1`$, we find that $`M(j_{(2,0)},c,Q)`$ has strictly negative curvature while $`M(j_{(1,1)},c,Q)`$ has mixed curvature.
We next consider conditions for constant Ricci curvature and for constant scalar curvature.
###### 2.5 Proposition
\[EH\] We use the notation of 1.3. The solvable Lie group $`G(j,c)`$ with its left-invariant metric is Einstein if and only if $`c=1`$ and both the following conditions are satisfied:
(i) The map $`j:𝔷j(𝔷)𝔰𝔬(𝔳)`$ is a linear isometry relative to the Riemannian inner product $`,`$ on $`𝔷`$ and the inner product $`(,)`$ on $`𝔰𝔬(𝔳)`$ given by $`(\alpha ,\beta )=\frac{1}{m}tr(\alpha \beta )`$, where $`m=dim(𝔳)`$.
(ii) Letting $`\{Z_1,\mathrm{},Z_k\}`$ be an orthonormal basis of $`𝔷`$, then $`_{i=1}^kj(Z_i)^2`$ is a scalar operator. (This condition is independent of the choice of orthonormal basis.)
We will now construct a pair of isospectral maps $`j,j^{}`$ such that $`G(j,1)`$ is Einstein but $`G(j^{},1)`$ is not. For any choice of bounded domain $`Q`$, this will then give us a pair of isospectral manifolds $`M(j,1,Q)`$ and $`M(j^{},1,Q)`$ with boundary such that $`M(j,1,Q)`$ has constant Ricci curvature, but $`M(j^{},1,Q)`$ does not.
###### Definition 2.6 Example
We take $`𝔷=^3`$ with the inner product $`Z,W=\frac{2}{3}(Z,W)`$, where $`(,)`$ is the standard inner product. We take $`𝔳=^6`$ with its standard inner product. To define $`j`$, view $`𝔳`$ as $`^3\times ^3`$, and for $`Z𝔷=^3`$, and $`(U,V)𝔳`$, set
$$J(Z)(U,V)=(Z\times U,Z\times V)$$
where $`\times `$ denotes the cross product in $`^3`$. Then the eigenvalues of $`j(Z)`$ are $`\pm \sqrt{\frac{3}{2}}Z\sqrt{1}`$ and $`0`$, each occurring with multiplicity 2. It is straightforward to verify that $`j`$ satisfies the conditions of Proposition 2.5, so that $`G(j,1)`$ is Einstein and $`M(j,1,Q)`$ has constant Ricci curvature.
To define $`j^{}`$, view $`𝔳=^6`$ as $`Q\times ^2`$ where $`Q`$ denotes the quaternions, and view $`𝔷=^3`$ as the space of purely imaginary quaternions. For $`Z𝔷`$ and $`(U,V)𝔳`$ with $`UQ`$ and $`V^2`$, set
$$j^{}(Z)(U,V)=(ZU,0)$$
where $`ZU`$ denotes quaternionic multiplication. Then the eigenvalues of $`j^{}(Z)`$ are also $`\pm \sqrt{\frac{3}{2}}Z\sqrt{1}`$ and $`0`$, each occurring with multiplicity 2. However, now all the $`j^{}(Z)`$, as $`Z`$ varies over $`𝔷`$, have the same zero eigenspace, so the second condition in Proposition 2.5 is not satisfied. Thus $`G(j^{},1)`$ is not Einstein, and $`M(j^{},1)`$ does not have constant Ricci curvature.
###### 2.7 Theorem
In the notation of 1.3, the closed manifold $`N(j)`$ has constant scalar curvature if and only if $`j`$ satisfies condition (ii) of Proposition 2.5.
###### Demonstration Proof
The Lie group exponential map $`\mathrm{exp}:𝔥(j)H(j)`$ is a diffeomorphism. Define global coordinates $`H(j)𝔳+𝔷`$ on $`H(j)`$ by $`\mathrm{exp}(x+z)x+z`$ for $`x𝔳`$ and $`z𝔷`$. We then obtain a diffeomorphism of $`\overline{H}(j)=\backslash H(j)`$ with $`𝔳\times T`$ by recalling that $`T\backslash 𝔷`$. We use this diffeomorphism to parametrize $`\overline{H}(j)`$, denoting points in $`\overline{H}(j)`$ as $`(x,\overline{z})`$ with $`x𝔳`$ and $`\overline{z}T`$.
Since $`\overline{H}(j)`$ is homogeneous, it has constant scalar curvature $`\tau `$. In \[GGSWW\], the scalar curvature of the submanifold $`N(j)`$ is computed:
$$scal(x,\overline{z})=\tau (x,\overline{z})+(m1)(m2)\underset{i=1}{\overset{k}{}}j(Z_i)^2(x,x)$$
where $`\{Z_1,\mathrm{},Z_k\}`$ is an orthonormal basis of $`𝔷`$. The theorem now follows.
###### Definition 2.8 Example
In Example 2.6, we constructed a pair of isospectral maps $`j,j^{}:^3𝔰𝔬(6,)`$ such that $`j`$ satisfies condition (ii) of Proposition 2.5 but $`j^{}`$ does not. These maps give rise to 8-dimensional closed manifolds $`N(j)`$ and $`N(j^{})`$, such that the first has constant scalar curvature and the second does not.
## Locally inhomogeneous examples
In this section we study the geometry of the manifolds of the form $`M(j,c,Q)`$ in the notation 1.3 for which $`Q`$ is a submanifold of $`R`$ of codimension one. For simplicity we will focus on the special class of such submanifolds specified in 3.2 below. Before considering the manifolds $`M(j,c,Q)`$, we first describe the connection and curvature on the ambient space $`\overline{G}(j,c)`$. Recall that $`\overline{G}(j,c)`$ is locally homogeneous and locally isometric to $`G(j,c)`$, so it suffices for this purpose to consider $`G(j,c)`$.
###### Proposition 3.1
We use the notation of 1.3. For $`X`$, $`X^{}𝔳`$ and $`Z,Z^{}𝔷`$, we have:
(a) $`_XX^{}=\frac{1}{2}[X,X^{}]+\frac{c^2}{2}X,X^{}A.`$
(b) $`_ZZ^{}=c^2Z,Z^{}A.`$
(c) $`_XZ=_ZX=\frac{1}{2}J_Z(X).`$
(d) $`_XA=\frac{1}{2}X.`$
(e) $`_ZA=Z.`$
(f) $`_A=0.`$
The proposition is a straightforward computation using the fact that for left-invariant vector fields, we have
$$2_UV,W=[U,V],W+[W,U],V+[W,V],U$$
and recalling that $`A=\frac{1}{c}`$.
###### Definition 3.2. A special class of submanifolds
Let $`Q`$ be a submanifold of $`R`$ of codimension one defined as in 1.3(iv). As in 1.11, $`Q`$ may be expressed as a level set of a function $`\varphi (t,X)=Xf(t)`$. For simplicity, we now restrict attention to the case that the function $`f`$ is constant, say $`fr`$ with $`r>0`$. (In particular, $`Q`$ has non-trivial boundary.) Since $`Q`$ is uniquely defined by the constant $`r`$, we will write $`M(j,c,r)`$ for $`M(j,c,Q)`$ in this case.
###### Definition 3.3. The Weingarten map
Let $`Q`$ be given as in 3.2. A unit normal vector field $`𝕟_Q`$ along $`Q`$ is given by $`𝕟_Q(t,X)=\frac{X}{r}`$ in the notation of 1.11(a). Since $`M(j,c,r)=\pi _j^1(Q)`$, a unit normal vector field $`𝕟`$ along $`M(j,c,r)`$ in $`\overline{G}(j,c)`$ is horizontal with respect to the submersion $`\pi _j`$ and is given as follows: For $`aM(j,c,r)`$ with $`\pi _j(a)=(t,X)`$, we have $`𝕟_a=\frac{X_a}{r}`$ where $`X𝔳`$ is viewed as an invariant vector field on $`\overline{G}(j,c)`$.
For $`aM(j,c,r)`$ as above, the tangent space to $`M(j,c,r)`$ at $`a`$ is spanned by $`A_a`$ together with $`\{Z_a:Z𝔷\}`$ and $`\{Y_a:Y𝔳,YX\}`$, where $`U_a`$ denotes the value at $`a`$ of an invariant vector field $`U`$ on $`\overline{G}(j,c)`$. For simplicity, we will drop the subscripts $`a`$. The Weingarten map $`B`$ of $`M(j,c,r)`$, defined by $`B(U)=_U(𝕟)`$ for $`U`$ a tangent vector to $`M(j,c,r)`$, is given at $`a`$ by:
$$B(Y)=\frac{t^{\frac{1}{2}}}{r}Y+\frac{1}{2r}[Y,X],$$
$$B(Z)=\frac{1}{2r}J_Z(X),$$
$$B(A)=0$$
for $`Y𝔳`$ with $`YX`$ and for $`Z𝔷`$.
The key point here is that the Weingarten map does not depend on the parameter $`c`$. This fact can be seen even without the explicit formula in 3.3 by the following observations: (i) when $`X𝔳`$ and $`U𝔤(j)`$ is perpendicular to $`X`$, then the invariant vector field $`_UX`$ is independent of $`c`$ (as can be seen from Proposition 3.1) and (ii) the normal vector field $`𝕟`$ to $`M(j,c,r)`$ takes all its values in $`𝔳`$.
###### Theorem 3.4
We use the notation of 3.2 and 1.3. Given $`j`$ as in 1.3(i) and r as in 3.2, there exists a constant $`\lambda (j,r)>0`$ such that $`M(j,c,r)`$ has strictly negative curvature when $`c>\lambda (j,r)`$. Moreover as $`c`$ approaches $`\mathrm{}`$, the maximum of the sectional curvature of $`M(j,c,r)`$ approaches $`\mathrm{}`$.
###### Demonstration Proof
Let $`R`$, respectively $`\stackrel{~}{R}`$, denote the curvature tensor of $`\overline{G}(j,c)`$, respectively $`M(j,c,r)`$. Then for $`X,Y`$ tangent vectors to $`M(j,c,r)`$ at a point $`aM(j,c,r)`$, we have
$$\stackrel{~}{R}(X,Y)Y,X=R(X,Y)Y,X+B(X),XB(Y),YB(X),Y^2.$$
Since the Weingarten map $`B`$ is independent of $`c`$, the theorem follows immediately from Proposition 2.1.
###### Corollary 3.5
Suppose $`Q`$ is a submanifold of $`R`$ defined as a level set of a function $`\varphi (t,X)=Xf(t)`$. If $`f^{}`$ and $`f^{\prime \prime }`$ are bounded sufficiently close to zero, then for each $`j`$, there exists a constant $`\lambda (j)>0`$ such that $`M(j,c,Q)`$ has strictly negative curvature when $`c>\lambda (j)`$. Moreover as $`c`$ approaches $`\mathrm{}`$, the maximum of the sectional curvature of $`M(j,c,Q)`$ approaches $`\mathrm{}`$.
The corollary follows from the theorem by a continuity argument.
###### Remark 3.6 Remark
One would not expect to obtain a similar result when $`f^{}`$ is allowed to vary too greatly. Indeed, in the extreme case when $`f`$ is zero on the endpoints of its domain $`[t_1,t_2]`$ and has infinite slope at these points, then $`M(j,c,Q)`$ is a closed manifold which admits a non-trivial isometric action by a torus. Since Bochner’s Theorem states that a closed manifold of negative Ricci curvature cannot admit a nontrivial Killing field, $`M(j,c,Q)`$ cannot have negative Ricci curvature, let alone negative sectional curvature, in this case.
###### Proposition 3.7
In the notation of 3.2, the Riemannian manifold $`M(j,c,r)`$ has non-constant scalar curvature and thus is locally inhomogeneous.
###### Demonstration Proof
Letting $`\rho `$ and $`Ric`$ denote the scalar curvature and Ricci tensor on $`\overline{G}(j,c)`$ and $`\stackrel{~}{\rho }`$ the scalar curvature on $`M(j,c,r)`$, then
$$\stackrel{~}{\rho }=\rho 2Ric(𝕟,𝕟)+(tr(B))^2tr(B^2).$$
Since $`\overline{G}(j,c)`$ is locally homogeneous, $`\rho `$ is constant. Using coordinates $`(t,X)`$ on $`R`$ as in 1.11(a), we see from 3.3 that as $`a`$ varies over $`M(j,c,r)`$, the normal vector field $`𝕟`$ depends only on the $`X`$ coordinate of $`\pi (a)`$ and thus $`Ric(𝕟,𝕟)`$ is independent of the coordinate $`t`$. On the other hand, 3.3 also shows that $`(tr(B))^2tr(B^2)`$ depends non-trivially on $`t`$. Thus $`\stackrel{~}{\rho }(a)`$ depends non-trivially on the $`t`$ coordinate of $`\pi (a)`$.
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# 1 Introduction
## 1 Introduction
A recent excitement in string theory is that we finally arrive at concrete proposals for nonperturbative definitions of superstring theory . In particular, Matrix Theory and the IIB matrix model , which are candidates for a nonperturbative definition of M-theory and type IIB superstring theory, respectively, have attracted considerable interest (for reviews, see Refs. ). The proposed formulations take the form of large $`N`$ reduced models , which can be obtained by dimensional reduction of large $`N`$ gauge theories; a reduction to one dimension for M-theory, and to zero dimension (one point) for type IIB superstring theory. These proposals are supported by some evidences such as the similarity of the Hamiltonian (or the action) to that of membranes or strings, the appearance of soliton-type objects known as D-branes with consistent interactions, and the consistency with string dualities upon compactification. For the IIB matrix model, even an attempt to establish a direct connection to perturbative string theory has been made by deriving the light-cone string field Hamiltonian from loop equations of the model . This attempt was indeed successful, albeit with the aid of symmetry and power-counting arguments. Further variants of that model have been proposed in Refs. .
As another approach to analyze these proposals we can investigate the dynamical properties of large $`N`$ reduced models of this kind, and verify if they really have the potential to describe nonperturbative string theory. In Ref. a two-dimensional reduced model with unitary matrices has been studied in this context. There, a large $`N`$ limit, which differs from the planar limit (or ’t Hooft limit), has been discovered numerically <sup>1</sup><sup>1</sup>1This non-planar large $`N`$ limit has recently been re-interpreted as a continuum limit of non-commutative gauge theory .. A Hermitian matrix model obtained by simply omitting the fermions in the IIB matrix model, and its generalizations to arbitrary dimensions larger than two, have been studied in Refs. . In Ref. , Monte Carlo simulations up to $`N=256`$ have been reported and analytical methods such as perturbation theory, Schwinger-Dyson equations and $`1/D`$ expansions have been applied, providing a comprehensive understanding of the large $`N`$ dynamics of that model. A new type of Monte Carlo technique was used to extract the value of the partition function . This technique has been further applied to extract the asymptotic behavior of the eigenvalue distribution for large eigenvalues .
In the present paper, we make a first attempt to extract the large $`N`$ dynamics of a supersymmetric large $`N`$ reduced model obtained by dimensional reduction of 4D supersymmetric Yang-Mills theory. The model can be regarded as a 4D counterpart of the IIB matrix model. The bosonic model is well understood , but the inclusion of fermions makes the system far more complicated. An attempt to study the model analytically maps it onto a soluble system , but the relevance to the original model is unclear due to a nontrivial change of variables in an analytic continuation. Here we take a direct approach, based on Monte Carlo simulations. Fermions are completely included by the use of the so-called Hybrid-R algorithm , which is one of the standard methods in QCD simulations with dynamical quarks.
One of the features that makes the IIB matrix model most attractive as a nonperturbative definition of string theory is that space-time is dynamically generated as the eigenvalue distribution of the bosonic matrices . In Ref. a low energy effective theory of the model is constructed, where the authors discuss some possible mechanisms that may induce a collapse of the eigenvalue distribution to a four-dimensional manifold. We extract the large $`N`$ behavior of the space-time extent in our model and compare the result with the prediction obtained by the low energy effective theory. Another dynamical issue to be addressed in this context is the space-time uncertainty relation, which was proposed as a principle for constructing nonperturbative string theory . We extract the large $`N`$ behavior of the space-time uncertainty of our model and confirm that the model indeed satisfies the proposed principle.
Another attractive feature of the IIB matrix model as a nonperturbative definition of string theory is that its only parameter $`g`$ is a simple scale parameter <sup>2</sup><sup>2</sup>2This means in particular that the string coupling constant, which is related to the vacuum expectation value of the dilaton field, is not a tunable parameter. We come back to this point in Section 4.3.. One has to tune $`g`$ suitably as one sends $`N`$ to infinity, so that the correlation functions have finite large $`N`$ limits. According to Ref. , Wilson loop operators can be interpreted as the string creation and annihilation operators, and it was found that $`g^2N`$ should be fixed in order to obtain the light-cone string field Hamiltonian in the large $`N`$ limit. It is a non-trivial test of the model to verify if the correlation functions of Wilson loops really have a universal large $`N`$ scaling. We address this issue in the present model and show that there is indeed a universal large $`N`$ scaling at fixed $`g^2N`$.
We also address yet another important dynamical issue in this model, namely the question of equivalence to ordinary super Yang-Mills theory in the sense of Eguchi and Kawai , which is exactly the way large $`N`$ reduced models first appeared in history. The crucial observation is that large $`N`$ gauge theory does not depend on the volume (under some assumptions), which inspired Eguchi and Kawai to propose the zero-volume limit of large $`N`$ gauge theory as a model equivalent to the gauge theories in an infinite volume . One of the assumptions is that the $`(\text{}_N)^D`$ symmetry of the model is not spontaneously broken, where $`D`$ is the space-time dimension. However, in the purely bosonic case in $`D>2`$, the symmetry is spontaneously broken at weak coupling , thus preventing one from taking a continuum limit. This led to modifications of the model so that the $`(\text{}_N)^D`$ symmetry is not spontaneously broken while keeping the equivalence valid. In the supersymmetric case, the effective action which induces the spontaneous symmetry breaking of the (<sub>N</sub>)<sup>D</sup> symmetry is naively cancelled by the contributions of fermions. Indeed, in the scalar field case, it has been shown that the reduced model is equivalent to the field theory without such modifications . We observe in the present supersymmetric model that the Eguchi-Kawai equivalence indeed holds at least in a finite range of scale. What is rather remarkable is that actually this is true also for the bosonic case, which is contrary to what has been expected.
In Section 2 we describe the model we are going to investigate. In Section 3 we study the space-time structure of the model. In Section 4 we present our results for correlation functions of Wilson loop and Polyakov line operators, and we discuss the Eguchi-Kawai equivalence as well as the universal scaling behavior. Section 5 is devoted to a summary and discussion. In Appendix A we comment on the algorithm we used for the simulation. In Appendix B we present the corresponding results for the bosonic case for comparison.
## 2 The model
The model we investigate is a supersymmetric matrix model obtained by dimensional reduction of 4D SU($`N`$) super Yang-Mills theory. The partition function is given by
$`Z`$ $`=`$ $`{\displaystyle \text{d}A\text{e}^{S_b}\text{d}\psi \text{d}\overline{\psi }\text{e}^{S_f}},`$
$`S_b`$ $`=`$ $`{\displaystyle \frac{1}{4g^2}}\text{tr}[A_\mu ,A_\nu ]^2,`$
$`S_f`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\text{tr}\left(\overline{\psi }_\alpha (\mathrm{\Gamma }^\mu )_{\alpha \beta }[A_\mu ,\psi _\beta ]\right),`$ (2.1)
where $`A_\mu `$ ($`\mu =1,\mathrm{},4`$) are traceless $`N\times N`$ Hermitian matrices, and $`\psi _\alpha `$, $`\overline{\psi }_\alpha `$ ($`\alpha =1,2`$) are traceless $`N\times N`$ complex matrices. The measure is defined as
$`\text{d}\psi \text{d}\overline{\psi }`$ $`=`$ $`{\displaystyle \underset{\alpha =1}{\overset{2}{}}}\left[{\displaystyle \underset{i,j=1}{\overset{N}{}}}\left[\text{d}(\psi _\alpha )_{ij}\text{d}(\overline{\psi }_\alpha )_{ij}\right]\delta \left({\displaystyle \underset{i=1}{\overset{N}{}}}(\psi _\alpha )_{ii}\right)\delta \left({\displaystyle \underset{i=1}{\overset{N}{}}}(\overline{\psi }_\alpha )_{ii}\right)\right],`$ (2.2)
$`\text{d}A`$ $`=`$ $`{\displaystyle \underset{\mu =1}{\overset{4}{}}}\left[{\displaystyle \underset{i<j}{}}\{\text{d}\text{Re}(A_\mu )_{ij}\text{d}\text{Im}(A_\mu )_{ij}\}{\displaystyle \underset{i=1}{\overset{N}{}}}\{\text{d}(A_\mu )_{ii}\}\delta \left({\displaystyle \underset{i=1}{\overset{N}{}}}(A_\mu )_{ii}\right)\right].`$ (2.3)
This model is invariant under 4D Lorentz transformations <sup>3</sup><sup>3</sup>3When one defines the IIB matrix model nonperturbatively, a Wick rotation to Euclidean signature in needed. This is also the case for the present model. Hence by Lorentz invariance we actually mean rotational invariance., where $`A_\mu `$ transforms as a vector and $`\psi _\alpha `$ as a Weyl spinor. $`\mathrm{\Gamma }_\mu `$ are 2 $`\times `$ 2 matrices acting on the spinor indices, and they can be given explicitly as
$$\mathrm{\Gamma }_1=i\sigma _1,\mathrm{\Gamma }_2=i\sigma _2,\mathrm{\Gamma }_3=i\sigma _3,\mathrm{\Gamma }_4=\mathrm{𝟏}.$$
(2.4)
The model is manifestly supersymmetric, and it also has a SU($`N`$) symmetry
$$A_\mu VA_\mu V^{};\psi _\alpha V\psi _\alpha V^{};\overline{\psi }_\alpha V\overline{\psi }_\alpha V^{},$$
(2.5)
where $`V\text{SU}(N)`$. All these symmetries are inherited from the super Yang-Mills theory before dimensional reduction. The model can be regarded as the four-dimensional counterpart of the IIB matrix model .
In contrast to unitary matrix models, where the integration domain for the partition function is compact, the first nontrivial question to be addressed in Hermitian matrix models in general, is whether the model is well-defined as it stands. The problem can be most clearly understood by decomposing the Hermitian matrices into eigenvalues and angular variables, where a potential danger of divergence exists in the integration over the eigenvalues, even at finite $`N`$. This issue has been addressed numerically for the supersymmetric case at $`N=3`$ as well as the bosonic case up to $`N=6`$. Exact results are available for $`N=2`$ . There is also a perturbative argument which is valid when all the eigenvalues are well separated from each other . This reasoning agrees with the conclusions obtained for small $`N`$ . In particular, supersymmetric models in $`D=4,6,10`$ are expected to be well-defined for arbitrary $`N`$. Our simulations confirm that this is indeed the case for $`D=4`$.
Since the model is well-defined without any cutoff, the parameter $`g`$, which is the only parameter of the model, can be absorbed by rescaling the variables,
$`A_\mu `$ $`=`$ $`g^{1/2}X_\mu ,`$ (2.6)
$`\psi _\alpha `$ $`=`$ $`g^{3/4}\mathrm{\Psi }_\alpha .`$ (2.7)
Therefore, $`g`$ is a scale parameter rather than a coupling constant, i.e. the $`g`$ dependence of physical quantities is completely determined on dimensional grounds. The parameter $`g`$ should be tuned appropriately as one sends $`N`$ to infinity, so that each correlation function of Wilson loops has a finite large $`N`$ limit. Whether such a limit really exists or not is one of the dynamical issues we address in this work.
We now discuss the Eguchi-Kawai equivalence , which is the equivalence between reduced models and the corresponding gauge theories in the large $`N`$ limit. In its proof based on the Schwinger-Dyson equation, one has to assume quantities of the type
$$\text{tr}(\text{e}^{ik_\mu A_\mu })\text{tr}(\text{e}^{ik_\mu A_\mu })(k_\mu 0)$$
(2.8)
to vanish. Assuming in addition large $`N`$ factorization, the vanishing of (2.8) is equivalent to $`\text{tr}(\text{e}^{ik_\mu A_\mu })`$$`=0`$, which is guaranteed if the eigenvalues of $`A_\mu `$ are uniformly distributed on the whole real axis in the large $`N`$ limit. The fact that the present model is well-defined without any cutoff implies that the eigenvalue distribution of $`A_\mu `$ is not uniform, but it has a finite extent for finite $`N`$. Hence, the Eguchi-Kawai equivalence is quite nontrivial even in the supersymmetric case. Here the situation is more subtle than in the case of the unitary matrix model version of a large $`N`$ reduced model . There, the model has the $`(\text{}_N)^D`$ symmetry $`U_\mu \text{e}^{2\pi im_\mu /N}U_\mu `$ ($`m_\mu =0,1,\mathrm{},N1`$), hence quantities like $`\text{tr}(U_\mu )^n`$ vanish, unless the symmetry is spontaneously broken.
One might be tempted to consider a model defined by the partition function (2.1) but without imposing the traceless condition on $`A_\mu `$. We denote such a model as the U($`N`$) model, to be distinguished from the original model, which we call the SU($`N`$) model. The U($`N`$) model has the U(1)<sup>4</sup> symmetry
$$A_\mu A_\mu +\alpha _\mu \mathrm{𝟏}_N,$$
(2.9)
where $`\alpha _\mu `$ is a real vector. Note, however, that the trace part of $`A_\mu `$ in the U($`N`$) model simply decouples because $`A_\mu `$ appears in the action only through commutators. The transformation (2.9) acts on the decoupled trace part and hence it cannot play any physical rôle. Indeed the quantity (2.8) calculated with the U($`N`$) model or with the SU($`N`$) model is exactly the same. Thus, considering the U($`N`$) model does not help.
Next we comment on the method we use to study the model. Details can be found in Appendix A. The integration over fermionic variables can be done explicitly and the result is given by $`det`$, $``$ being a $`2(N^21)`$ $`\times `$ $`2(N^21)`$ complex matrix which depends on $`A_\mu `$. Hence the system we want to simulate can be written in terms of bosonic variables as
$$Z=\text{d}A\text{e}^{S_b}det.$$
(2.10)
A crucial point for the present work is that the determinant $`det`$ is actually real positive, as we prove in Appendix A. Due to this property, we can introduce a $`2(N^21)`$ $`\times `$ $`2(N^21)`$ Hermitian positive matrix $`𝒟=^{}`$, so that $`det=\sqrt{det𝒟}`$, and the effective action of the system takes the form
$$S_{\text{eff}}=S_b\frac{1}{2}\mathrm{ln}det𝒟.$$
(2.11)
We apply the Hybrid R algorithm to simulate this system. In the framework of this algorithm, each update of a configuration is made by solving a Hamiltonian equation for a fixed “time” $`\tau `$. The algorithm is plagued by a systematic error due to the discretization of $`\tau `$ that we used to solve the equation numerically. We performed simulations at three different values of the time step $`\mathrm{\Delta }\tau `$. Except in Fig. 2, we find that the results do not depend much on $`\mathrm{\Delta }\tau `$ (below a certain threshold), so we just present the results for the value $`\mathrm{\Delta }\tau =0.002`$, which appears to be sufficiently small.
We also note that there is an exact result
$$\text{tr}F^2=\text{tr}(\underset{\mu \nu }{}[A_\mu ,A_\nu ]^2)=6g^2(N^21),$$
(2.12)
which can be obtained by a scaling argument, similar to the one used for the bosonic case . We used this exact result to check the code and the numerical accuracy.
## 3 The space-time structure
We first study the space-time structure of the reduced model. In the IIB matrix model, the eigenvalues of the bosonic matrices $`A_\mu `$ are interpreted as the space-time coordinates . However, since the matrices $`A_\mu `$ are not simultaneously diagonizable in general, the space-time is not classical. In order to extract the space-time structure, we first define the space-time uncertainty $`\mathrm{\Delta }`$ by
$$\mathrm{\Delta }^2=\frac{1}{N}\text{tr}(A_\mu ^2)\underset{U\text{SU}(N)}{\mathrm{max}}\frac{1}{N}\underset{i}{}\{(UA_\mu U^{})_{ii}\}^2,$$
(3.1)
which is invariant under Lorentz transformation and SU($`N`$) transformation (2.5) . This formula has been derived in Ref. based on analogy to quantum mechanics, regarding $`A_\mu `$ as an operator acting on a space of states. It has the natural property that $`\mathrm{\Delta }^2`$ vanishes if and only if the matrices $`A_\mu `$ are diagonalizable simultaneously. For each configuration $`A_\mu `$ generated by a Monte Carlo simulation, we maximize $`_i\{(UA_\mu U^{})_{ii}\}^2`$ with respect to the SU($`N`$) matrix $`U`$. We denote the matrix which yields the maximum as $`U_{\mathrm{max}}`$, and we define $`x_{\mu i}=(U_{\mathrm{max}}A_\mu U_{\mathrm{max}}^{})_{ii}`$ as the space-time coordinates of $`N`$ points ($`i=1,\mathrm{},N`$) in four-dimensional space-time.
Note that $`x_{\mu i}`$ should be identified with the dynamical variables denoted by the same $`x_{\mu i}`$ in Ref. . There, the bosonic matrices $`A_\mu `$ and the fermionic matrices $`\psi _\alpha `$ are decomposed into diagonal and off-diagonal elements as
$`(A_\mu )_{ij}`$ $`=`$ $`x_{\mu i}\delta _{ij}+a_{\mu ij}(a_{\mu ii}=0),`$
$`(\psi _\alpha )_{ij}`$ $`=`$ $`\xi _{\alpha i}\delta _{ij}+\phi _{\alpha ij}(\phi _{\alpha ii}=0).`$ (3.2)
The off-diagonal parts $`a_{\mu ij}`$ and $`\phi _{\alpha ij}`$ are integrated out using the “Lorentz gauge” in the one-loop approximation, which is valid when the points $`x_{\mu i}`$ $`(i=1,\mathrm{},N)`$ are well separated from each other. Thus one obtains the effective action for $`x_{\mu i}`$ and $`\xi _{\alpha i}`$, which can be considered as a low-energy effective action of the supersymmetric large $`N`$ reduced model. In order to get the effective action only for $`x_{\mu i}`$, one still has to integrate over $`\xi _{\alpha i}`$, which cannot be done exactly for $`D=6`$ and $`D=10`$ (IIB matrix model). In $`D=4`$, however, the integration over $`\xi _{\alpha i}`$ can be carried out exactly and the system of $`x_{\mu i}`$ is described by a simple branched polymer with an attractive potential between the points connected by a bond. In $`D=6`$ and $`D=10`$, the system of $`x_{\mu i}`$ is expected to be described by some complicated branched-polymer like structure. Thus, although the one-loop approximation might seem quite drastic, the low energy effective theory of $`x_{\mu i}`$ still has a nontrivial dynamics. In Ref. , some plausible mechanisms for the collapse of the $`x_{\mu i}`$ distribution in IIB matrix model have been discussed. What we have described in the previous paragraph provides a way to extract the low-energy effective theory of $`x_{\mu i}`$ from the full model without perturbative expansions. In particular, we can check explicitly whether the one-loop approximation adopted in Ref. really captures the low energy dynamics of the supersymmetric large $`N`$ reduced model.
We first look at the distribution $`\rho (r)`$ of the distances $`r`$, where the distance between two arbitrary points $`x_ix_j`$ is measured by $`\sqrt{(x_ix_j)^2}`$. In Fig. 1 we plot the results for $`N=16,\mathrm{\hspace{0.17em}24},\mathrm{\hspace{0.17em}32}`$ and 48. We first note that the distribution at small $`r`$ falls off rapidly below $`r/\sqrt{g}1.5`$, independently of $`N`$. (This behavior is also seen in the bosonic case shown in Fig. 10.) This observation is in agreement with the argument in Ref. that the ultraviolet behavior of the space-time structure of the model is controlled by the SU(2) matrix model. There, this argument has been used to justify the introduction of a $`N`$-independent ultraviolet cutoff in the low energy effective theory, which otherwise suffers from ultraviolet divergence due to coinciding $`x_{\mu i}`$’s. Our observation confirms that the ultraviolet cutoff is indeed generated dynamically if one treats the full model nonperturbatively instead of making perturbative expansions around diagonal matrices.
In both, the supersymmetric as well as the bosonic case, we observe that the distribution shifts towards larger $`r`$ as one increases $`N`$. In order to quantify this behavior, we define the extent of space-time by
$$R_{\mathrm{new}}=\frac{2}{N(N1)}\underset{i<j}{}\sqrt{(x_ix_j)^2}=_0^{\mathrm{}}\text{d}rr\rho (r).$$
(3.3)
We denote this quantity by $`R_{\mathrm{new}}`$ in order to distinguish it from the definition of the extent of the space-time $`R=\sqrt{\frac{1}{N}\text{tr}(A_\mu ^2)}`$ used in Ref. . $`R`$, which roughly corresponds to $`\sqrt{_0^{\mathrm{}}\text{d}rr^2\rho (r)}`$, is logarithmically divergent in the 4D supersymmetric case due to the asymptotic behavior $`\rho (r)r^3`$ at large $`r`$ . On the other hand, $`R_{\mathrm{new}}`$ does not suffer from this divergence as eq. (3.3) shows. In Fig. 2 we plot the results for the space-time extent $`R_{\mathrm{new}}`$ as well as those for the space-time uncertainty $`\sqrt{\mathrm{\Delta }^2}`$ for $`N=16,24,32`$ and 48. We repeat the same measurements for the bosonic model with $`N`$ up to 256 and include the results in Fig. 2 for comparison. We see that the effect of fermions enhances $`R_{\mathrm{new}}`$ and suppresses $`\sqrt{\mathrm{\Delta }^2}`$ considerably. However, the power of the large $`N`$ behavior does not seem to be affected.
Let us discuss the results for $`R_{\mathrm{new}}`$. In the bosonic case, the data can be nicely fitted to a power behavior with $`R_{\mathrm{new}}/\sqrt{g}=1.56(1)N^{1/4}`$. As expected, the observed large $`N`$ behavior of $`R_{\mathrm{new}}`$ is the same as the one obtained for $`R`$ in Ref. . In the supersymmetric case, the large $`N`$ behavior of $`R_{\mathrm{new}}`$ can be predicted by the branched polymer picture based on the one-loop approximation . Since the Hausdorff dimension of branched polymers is four, $`d_\text{H}=4`$, the number of points $`N`$ grows as the extent $`R_{\mathrm{new}}`$ of the branched polymer, $`N(R_{\mathrm{new}}/\mathrm{})^{d_\text{H}}`$. Here $`\mathrm{}`$ is the minimum length of the bond, which is of $`O(\sqrt{g})`$ as we have already discussed. Thus one obtains $`R_{\mathrm{new}}\sqrt{g}N^{1/4}`$. The data in Fig. 2 seem to be consistent with this prediction. Fitting the data to this power behavior, we obtain $`R_{\mathrm{new}}/\sqrt{g}=3.30(1)N^{1/4}`$.
One might be surprised that supersymmetry does not affect the power of the large $`N`$ behavior of the space-time extent $`R_{\mathrm{new}}`$. We recall, however, that in the bosonic case the explanation is completely different — although the power is the same . There the one-loop perturbative expansion around diagonal matrices yields a logarithmic attractive potential between all the pairs of eigenvalues. The one-loop effective potential is dominant as far as the extent of the eigenvalue distribution is larger than $`\sqrt{g}N^{1/4}`$. One can therefore put an upper bound on the space-time extent $`R\sqrt{g}N^{1/4}`$. What happens actually is that this upper bound is saturated. The behavior $`R\sqrt{g}N^{1/4}`$ can also be shown to all orders in the $`1/D`$ expansion .
Let us turn to the results for the space-time uncertainty. Using the one-loop perturbative expansion, $`\mathrm{\Delta }^2`$ can be roughly estimated as
$$\mathrm{\Delta }^2=\frac{1}{N}\underset{ij}{}a_{\mu ij}a_{\mu ji}=\frac{1}{N}\underset{ij}{}\frac{g^2}{(x_ix_j)^2}\frac{g^2N}{R_{\mathrm{new}}^2}.$$
(3.4)
The powers of $`R_{\mathrm{new}}`$ and $`\sqrt{\mathrm{\Delta }^2}`$, as well as the coefficients we observe, are in qualitative agreement with this estimation. The bosonic case has been studied before in Ref. . The data in Fig. 2 can be nicely fitted to a power behavior with $`\sqrt{\mathrm{\Delta }^2/g}=0.907(3)N^{1/4}`$. Thus, in the bosonic case we obtain $`\sqrt{\mathrm{\Delta }^2}0.58R_{\mathrm{new}}`$ , which indicates a signficant deviation from the classical space-time picture. On the other hand, in the supersymmetric case we obtain $`\sqrt{\mathrm{\Delta }^2/g}=0.730(2)N^{1/4}`$, hence our result amounts to $`\sqrt{\mathrm{\Delta }^2}0.22R_{\mathrm{new}}`$, coming closer to the classical space-time picture.
We will see in the next section that the scale parameter $`g`$ should be taken to be $`O(1/\sqrt{N})`$ in order to obtain a universal scaling behavior for the Wilson loop correlators. This means that the space-time uncertainty in the physical scale remains finite, rather than vanishing, in the large $`N`$ limit. Therefore the present model satisfies the space-time uncertainty principle proposed for nonperturbative definitions of string theories .
## 4 Wilson loop correlation functions
In the interpretation of a large $`N`$ reduced model as a string theory, Wilson loop operators correspond to string creation operators . Therefore, the existence of a non-trivial large $`N`$ limit of the Wilson loop correlators is an absolutely crucial issue. It has been addressed before in the 2D Eguchi-Kawai model, where non-trivial large $`N`$ scaling has indeed been observed .
We define the “Wilson loop” and the “Polyakov line” operators as
$`W(k)`$ $`=`$ $`{\displaystyle \frac{1}{N}}\text{tr}(\text{e}^{ikX_1}\text{e}^{ikX_2}\text{e}^{ikX_1}\text{e}^{ikX_2}),`$
$`P(k)`$ $`=`$ $`{\displaystyle \frac{1}{N}}\text{tr}(\text{e}^{ikX_1}),`$ (4.1)
where $`X_\mu `$ are dimensionless matrices defined in eq. (2.6). For convenience we have chosen particular components of $`X_\mu `$ in the above definitions, but the choice of the directions becomes irrelevant when taking the vacuum expectation value, due to Lorentz symmetry and parity invariance. In the actual calculations we take an average over all possible choices of the components in order to enhance the statistics.
The real parameter $`k`$ represents the dimensionless “momentum” that characterizes the momentum density distributed along the string. The physical (dimensionful) momentum variable is given by $`k_{\text{phys}}=k/\sqrt{g}`$. We have to tune $`g`$ depending on $`N`$, so that the correlation functions of the above operators have definite large $`N`$ limits as functions of $`k_{\text{phys}}`$. In the following, we always set $`g=1`$ for $`N=48`$ without loss of generality.
In all plots except for Fig. 4, we further assume $`g`$ to be proportional to $`1/\sqrt{N}`$. This turns out to be consistent with large $`N`$ scaling, hence $`g1/\sqrt{N}`$ can be regarded as one of our observations.
### 4.1 One-point function and Eguchi-Kawai equivalence
In this subsection we discuss the one-point functions, and we start with the Wilson loop $`W(k)`$. Also Ref. presents some recent results about this quantity.
In the small $`k`$ regime it can be expanded as
$`W(k)`$ $`=`$ $`1+{\displaystyle \frac{1}{2N}}k^4\text{tr}([X_1,X_2]^2)+O(k^6)`$ (4.2)
$`=`$ $`1{\displaystyle \frac{1}{4}}k^4\left(N{\displaystyle \frac{1}{N}}\right)+O(k^6),`$
where we have used the exact result (2.12). Therefore, in order to make the small $`k`$ regime scale, we have to take $`g1/\sqrt{N}`$, as we mentioned above. In Fig. 4 we plot $`W(k)`$ against $`k/\sqrt{g}`$. The small $`k`$ region scales as it should, and the results agree with the analytical prediction (4.2). Moreover the scaling extends up to $`k/\sqrt{g}=O(1)`$.
If the model is equivalent to ordinary gauge theory — namely to 4D pure super Yang-Mills theory with four supercharges — which is confining, then the Wilson loop should exhibit an area law behavior. In order to illustrate this behavior, we show a logarithmic plot of $`W(k)`$ versus the area $`k^2/g`$ in Fig. 4. In this figure only, we fine-tune $`g`$ as a function of $`N`$ so that the scaling in the intermediate regime of $`k`$ becomes even better. We stay with the convention $`g(48)=1`$ and use the optimal values $`g(32)=1.291`$, $`g(24)=1.563`$, $`g(16)=1.929`$, which is not far from $`g1/\sqrt{N}`$. The small deviation can be understood as a manifestation of finite $`N`$ effects. Fig. 4 shows indeed a region of $`k`$ that corresponds to the area law behavior $`W(k)\mathrm{exp}(\text{const.}k^2)`$. Surprisingly, the area law behavior is also observed in the bosonic model, as Fig. 12 shows, which is quite contrary to what one might have expected . In both cases, supersymmetric and bosonic, it is not clear from the data whether the area law extends to $`k=\mathrm{}`$ in the large $`N`$ limit. We will discuss the observed area law behavior from a theoretical point of view later.
We now proceed to the one-point function of the Polyakov line. In the 2D Eguchi-Kawai model this quantity vanishes due to $`(\text{}_N)^D`$ symmetry. In the present model, however, there is no exact symmetry that could make such a quantity vanish, as we explained in Section 2. Note for instance that $`P(k=0)=1`$ for any configuration. Fig. 5 shows the results for $`P(k)`$. It falls off rapidly as $`k`$ increases <sup>4</sup><sup>4</sup>4One may consider the small $`k`$ expansion here, as in eq. (4.2). The result is $`P(k)=1\frac{1}{2N}k^2\text{tr}(X_1^2)+\mathrm{}`$. The fact that $`\text{tr}(A_\mu ^2)`$ is logarithmically divergent means that actually $`P(k)`$ has a non-analytic behavior $`1+\mathrm{const}.k^2\mathrm{ln}|k|`$ around $`k=0`$.. Again we observe a good scaling with $`g1/\sqrt{N}`$. Remember also that $`P(k)`$ is actually just a Fourier transform of the eigenvalue distribution. Therefore, the value of $`k`$ at which $`P(k)`$ drops to zero, which we denote as $`k_0`$, should be inversely proportional to the space-time extent $`R_{\mathrm{new}}`$. The observed scaling with $`g1/\sqrt{N}`$ is consistent with our result in the previous section, $`R_{\mathrm{new}}\sqrt{g}N^{1/4}`$. The result for the bosonic case is shown in Fig. 13. We obtain a similar behavior except for some oscillations in the large $`k`$ region. In particular, scaling is confirmed with $`g1/\sqrt{N}`$. The value of $`k_0`$ is larger than the supersymmetric $`k_0`$, as expected. The ratio of $`k_0`$ in the two cases is indeed roughly the inverse of the corresponding ratio of $`R_{\mathrm{new}}`$ (the bosonic $`k_0`$ is about twice as large as the supersymmetric one).
The above observations concerning $`P(k)`$ and $`R_{\mathrm{new}}`$ have an interesting implication on the Eguchi-Kawai equivalence. We recall that from the results for $`W(k)`$, we phenomenologically concluded that the Eguchi-Kawai equivalence holds at least in a finite range of scale for both, the supersymmetric and the bosonic case. We would like to understand this from a theoretical point of view. As we mentioned in Section 2, in the proof of Eguchi-Kawai equivalence, $`P(k)`$ is assumed to vanish. We have found that $`P(k)`$ is indeed small for $`k>k_0`$, but not for $`k<k_0`$. This means that the proof works for $`k>k_0`$, but not for small $`k`$, which corresponds to the ultraviolet regime in the corresponding gauge theory. We also observed that $`k_0`$ remains finite with respect to a physical scale in the large $`N`$ limit. A complementary understanding can be obtained by taking Gross-Kitazawa’s point of view . As explained in Ref. , the extent of the eigenvalue distribution of $`A_\mu `$ determines the momentum cutoff of the corresponding gauge theory . The observation in Section 3 that $`R_{\mathrm{new}}\sqrt{g}N^{1/4}`$ implies that the momentum cutoff remains finite in physical scale as $`N\mathrm{}`$. Let us assume that the momentum cutoff is finite, but large enough to attract the renormalization flow to the fixed point which corresponds to the universality class of gauge theory. Then the flow follows closely the renormalization trajectory of the gauge theory, in a certain regime. That would explain why the equivalence holds at least in a finite range of scale. However, since the momentum cutoff does not go to infinity in the large $`N`$ limit, it is conceivable that the renormalization flow will leave the renormalization trajectory of the gauge theory at some low-energy scale eventually. In this case the observed area law would not extend to $`k=\mathrm{}`$ even in the large $`N`$ limit.
### 4.2 Multi-point functions and universal scaling
In this subsection we proceed to the large $`N`$ scaling of multi-point functions of Wilson loops. We first note that in the bosonic case, there are analytical results to all order in the $`1/D`$ expansion . The statement is that
$$𝒪_1𝒪_2\mathrm{}𝒪_n_{con}O\left(\frac{1}{N^{2(n1)}}\right)\text{for the bosonic case},$$
(4.3)
where $`𝒪_i`$ denotes a Wilson loop or a Polyakov line as defined in eq. (4.1), and $`\mathrm{}_{con}`$ means that only the connected part is taken. The correlation functions should be considered as functions of $`k_{\text{phys}}=k/\sqrt{g}`$, where $`g`$ is taken to be proportional to $`1/\sqrt{N}`$. Our results for the bosonic model shown in Figs. 11 to 17 clearly confirm this analytical prediction. Let us consider a wave-function renormalization for each operator, $`𝒪_i^{(\mathrm{ren})}=Z𝒪_i`$, so that connected correlation functions of the renormalized operators $`𝒪_i^{(\mathrm{ren})}`$ become finite in the large $`N`$ limit. Relation (4.3) means, however, that we cannot make all the multi-point functions finite. If we make the two-point functions finite by choosing $`ZO(N)`$, then all the higher-point functions vanish in the large $`N`$ limit. In the supersymmetric case, we will see that scaling is observed again with $`g1/\sqrt{N}`$, but in contrast to the bosonic case a universal $`Z`$ that makes all the correlators finite seems to exist. In the following, we always set $`Z(N=48)=1`$, without loss of generality.
Let us start with the two-point functions, for which we measure the following two correlation functions,
$`G_2^{(W)}(k)`$ $`=`$ $`\{\text{Im}W(k)\}^2`$
$`G_2^{(P)}(k)`$ $`=`$ $`\{\text{Im}P(k)\}^2.`$ (4.4)
We take the imaginary part in order to avoid subtraction of a disconnected part. <sup>5</sup><sup>5</sup>5We also measured a number of multi-point functions, which are not presented here since the relative errors are rather large. (Note in this regard that since $`\text{Im}W(k)`$ and $`\text{Im}P(k)`$ are parity odd, the one-point functions $`\text{Im}W(k)`$ and $`\text{Im}P(k)`$ vanish due to parity invariance of the model.) The results are shown in Figs. 6 and 7, respectively. If we multiply the data by $`(N/48)^2`$, they scale nicely with $`g1/\sqrt{N}`$.
As a three-point function, we measure
$$G_3^{(W)}(k)=(\text{Im}W(k))^2\text{Re}W(k)(\text{Im}W(k))^2\text{Re}W(k).$$
(4.5)
We multiply the data either by $`(N/48)^3`$, which is required for the universal scaling of all the multi-point correlation functions, or by $`(N/48)^4`$, which is the factor predicted for the bosonic model. The results are compared in Fig. 8. We do observe a nice scaling behavior with a factor of $`(N/48)^3`$, but the scaling becomes worse for a factor of $`(N/48)^4`$.
Similarly, as a four-point function we measure
$$G_4^{(W)}(k)=(\text{Im}W(k))^43(\text{Im}W(k))^2.$$
(4.6)
We multiply the data either by $`(N/48)^4`$, which is required for the universal scaling of all the multi-point correlation functions, or by $`(N/48)^6`$, which is the factor predicted for the bosonic model. The results are compared in Fig. 9. Again the scaling behavior obtained with the factor for universal scaling is superior over the behavior with the bosonic factor.
To summarize our results concerning Wilson loop correlators, we observe that
$`𝒪O(1)`$ (4.7)
$`𝒪_1𝒪_2\mathrm{}𝒪_n_{con}O\left({\displaystyle \frac{1}{N^n}}\right)\text{for}n2.`$
These correlators scale as functions of $`k_{\text{phys}}=k/\sqrt{g}`$, where $`g`$ is taken to be proportional to $`1/\sqrt{N}`$. This means that all the multi-point functions of the renormalized operators $`𝒪_i^{(\mathrm{ren})}=Z𝒪_i`$ become finite in the large $`N`$ limit if we set $`ZO(N)`$, in contrast to the bosonic case. We will discuss further the implications of this universal scaling behavior in the next subsection.
Finally we comment on large the $`N`$ factorization. In ordinary gauge theory, large $`N`$ factorization can be shown by weak-coupling expansion as well as strong-coupling expansion. In a large $`N`$ reduced model with Hermitian matrices, one cannot do a weak-coupling or a strong-coupling expansion, because $`g`$ is not a coupling constant but a scale parameter, as we have mentioned. Hence large $`N`$ factorization is nontrivial. In the bosonic case, large $`N`$ factorization holds to all orders of the $`1/D`$ expansion . Our observation (4.7) implies
$$𝒪_1𝒪_2\mathrm{}𝒪_n=𝒪_1𝒪_2\mathrm{}𝒪_n+O\left(\frac{1}{N^2}\right),$$
(4.8)
where the $`O\left(1/N^2\right)`$ contributions are due to $`𝒪_1𝒪_2_{con}𝒪_3\mathrm{}𝒪_n`$, etc. Therefore the large $`N`$ factorization is also valid in the supersymmetric case.
### 4.3 Interpretation of the large $`N`$ scaling
In this subsection, we further discuss the physical significance of the large $`N`$ scaling (4.7) we observed.
If one views the supersymmetric matrix model considered here as a non-perturbative definition of type IIB string theory, and the Wilson loops as fundamental strings, string unitarity requires a large $`N`$ behavior of the form $`N^{a\chi _n}`$ for the connected correlators of $`n`$ Wilson loops, where $`\chi _n=2n`$ is the Euler characteristic of the worldsheet. In order to compare our results for the supersymmetric case (4.7) as well as for the bosonic case (4.3) to this behavior, we first drop the extra $`1/N^n`$ factor in (4.3) and (4.7), which is due to the chosen normalization (4.1) of the operators $`𝒪_i`$. Then we find that the connected correlators of Wilson loops change from an $`O(N^{\chi _n})`$ behavior to an $`O(1)`$ behavior by the introduction of supersymmetry. Our results for the supersymmetric case indicate $`a=0`$, which is not in contradiction to the above requirement of string unitarity, but it is an extreme case where one is far away from a perturbative expansion in genus. It would be interesting to understand the result $`a=0`$ analytically, directly from the matrix model. From the string theoretical point of view this indicates that the supersymmetric matrix model might automatically realize a kind of double scaling limit, as it has been known from (ordinary) matrix models of two-dimensional quantum gravity. In these models contributions from all genera are important.
While we do not presently have an analytic understanding of the difference between the connected correlators in the supersymmetric and the bosonic case, we can try to make an educated guess, based on the perturbative expansion (3.2).
Let us consider the bosonic case. After integrating out the off-diagonal elements perturbatively, schematically each diagram gives a contribution
$$\underset{i_1,\mathrm{},i_F}{}\left(\frac{g^2}{(x_ix_j)^2}\right)^L\left((x_kx_l)\frac{1}{g^2}\right)^{V_3}\left(\frac{1}{g^2}\right)^{V_4},$$
(4.9)
where $`x_i`$ denotes the diagonal elements as usual, and $`F`$, $`L`$, $`V_3`$, $`V_4`$ are the number of index loops (faces), propagators (links), 3-point and 4-point vertices, respectively. They obey the relations
$$F+VL=\chi ,4V_4+3V_3=2L,V=V_3+V_4.$$
Here $`\chi `$ is the Euler characteristic of the diagram given as $`\chi =22hn`$, where $`h`$ is the genus (the number of handles in the diagram) and $`n`$ is the number of the operators.
Let us now integrate over the diagonal elements $`x_i`$, under the assumption that the infrared region dominates. This assumption implies that the $`x_i`$’s are not close. In fact we assume that they are generically separated by some scale $`R`$, which is a measure of the extension of our universe. Viewing the $`x_i`$’s as the coordinates of the worldsheet in target space, the above assumption implies that the worldsheet is rough: points are scattered quite randomly. We can now estimate the value for the diagram considered by simply replacing the integration over the $`x_i`$’s by their typical separation, assuming the existence of a suitable measure which implements the above hypothesis. We obtain
$$N^F\left(\frac{g^2}{R^2}\right)^L\left(\frac{R}{g^2}\right)^{V_3}\left(\frac{1}{g^2}\right)^{V_4}N^\chi ,$$
(4.10)
where we have used $`R\sqrt{g}N^{1/4}`$ . So the assumption of infrared dominance reproduces the observed large $`N`$ behavior.
In the supersymmetric case, the fermion diagonal elements make the power-counting more complicated. However, let us naively consider the contribution (4.9). When we integrate over the diagonal elements $`x_i`$, let us assume that the ultraviolet rather than the infrared region dominates. Namely, we assume that smooth worldsheets are favoured dynamically due to supersymmetry <sup>6</sup><sup>6</sup>6It should be remarked here that such an increased smoothness of the bosonic part in a supersymmetric worldsheet has been observed in toy models for superstrings .. More precisely we assume that the dominant $`x_i`$ configurations are such that $`x_i`$’s, which are connected in a given diagram, are as close together as the actual distribution of $`x_i`$’s allows. Above we have seen that there seems to be such a minimal length $`\mathrm{}`$, which is of the order $`\sqrt{g}`$, characterizing the distribution of $`|x_ix_j|`$. Replacing $`|x_ix_j|`$ with this minimal length in (4.9) we arrive at
$$\left(\frac{g^2}{\mathrm{}^2}\right)^L\left(\frac{\mathrm{}}{g^2}\right)^{V_3}\left(\frac{1}{g^2}\right)^{V_4}O(1).$$
(4.11)
Thus the assumption of ultraviolet dominance leads to our observed results in the supersymmetric case. Of course it remains to be understood why there is a difference between infrared and ultraviolet dominance in the bosonic and supersymmetric cases.
If the above naive argument is true, it also implies that the contributions in the supersymmetric case do not depend on the genus $`h`$ either, and consequently that diagrams of all topologies contribute with equal weight. This is reminiscent of the double scaling limit of matrix models. For example, let us consider a Hermitian one-matrix model with the partition function
$$Z=\text{d}\varphi \text{e}^{N(\text{tr}\varphi ^2\lambda \text{tr}\varphi ^3)},$$
(4.12)
$`\varphi `$ being a $`N\times N`$ Hermitian matrix. The $`n`$-point correlation functions of loop operators behave as
$$\text{tr}\varphi ^{l_1}\mathrm{}\text{tr}\varphi ^{l_n}(Nϵ^{5/2})^{22hn}ϵ^n,$$
(4.13)
where $`ϵ`$ is the parameter related to the $`l_i`$ and to the coupling constant $`\lambda `$ as
$$l_i\frac{1}{ϵ},\lambda \lambda _cϵ^2,$$
(4.14)
and $`\lambda _c`$ is the critical coupling constant. Note that the large $`N`$ behavior for fixed $`ϵ`$ is $`N^\chi `$, which we obtain for the bosonic large $`N`$ reduced model. When one takes the large $`N`$ limit with $`Nϵ^{5/2}=g_{\mathrm{str}}^1`$ fixed, the dependence on $`h`$ disappears and the remaining power behavior $`ϵ^n`$ can be absorbed into the wavefunction renormalization of each operator. In the large $`N`$ reduced model, we do not have the parameter corresponding to $`\lambda `$. The large $`N`$ scaling we observed for the supersymmetric case is formally the same as one obtains in the double scaling limit of the one-matrix model. In this sense, one might say that the double scaling limit is taken automatically in the supersymmetric large $`N`$ reduced model, and that the string coupling constant $`g_{\mathrm{str}}`$ is not a tunable parameter but is fixed dynamically. If this is the case, it should be considered as a very satisfactory feature of the supersymmetric large $`N`$ reduced model as a nonperturbative definition of superstring theory, since we do expect the string coupling constant $`g_{\mathrm{str}}`$, which is related to the vacuum expectation value of the dilaton field, to be fixed dynamically (if superstring theory is treated nonperturbatively). It is also interesting that the qualitative difference of the large $`N`$ behavior for the bosonic and the supersymmetric case might be traced back to the smoothness of the worldsheet, which is itself a dynamical question to be addressed. This point needs further clarification.
## 5 Summary and discussion
In this paper, we have studied the large $`N`$ dynamics of a supersymmetric large $`N`$ reduced model by means of Monte Carlo simulations.
We studied the space-time structure represented by the eigenvalues of the bosonic matrices. In particular, we found that the large $`N`$ power behavior of the space-time extent is consistent with the branched-polymer picture based on the one-loop perturbative expansion around diagonal matrices. The effect of fermions in the space-time extent was observed by the enhancement of the coefficient in the power behavior, but not in the power itself. The power appears to be the same for the bosonic and supersymmetric case. We emphasized, however, that the theoretical explanation is completely different. We also found that the space-time uncertainty is clearly reduced for the supersymmtric case, which means that space-time comes closer to the classical behavior. Even in the supersymmetric case, the space-time uncertainty is found to be finite in the physical scale in the large $`N`$ limit. We argued that this implies that the model satisfies the uncertainty principle for the nonperturbative definition of superstring theory.
The large $`N`$ scaling behavior of Wilson loop correlators is observed at fixed $`g^2N`$. Although this scaling of $`g`$ is the same as in the bosonic model, there is a striking difference from the bosonic case in the wave-function renormalization with the multi-point functions. In the bosonic case, there was no universal scaling behavior: keeping two-point functions finite, all the higher-point functions vanish. In the supersymmetric case, we observed a clear trend for all the higher-point functions to become finite in the large $`N`$ limit. We gave a perturbative argument that this result for the supersymmetric case might be understood if we assume smooth worldsheets to dominate. This argument also implies that all the topologies of the worldsheet contribute with equal weight to the amplitude. All these features are reminiscent of the double scaling limit of matrix models.
We also addressed the issue of Eguchi-Kawai equivalence. By searching for the area law behavior in the one-point function of the Wilson loop, we concluded that the equivalence does hold at least in a finite region of scale. What is rather surprising is that the area law behavior has been observed also for the bosonic model. This suggests that the bosonic model is also equivalent to ordinary large $`N`$ Yang-Mills theory at least in a finite region of scale, which is contrary to what has been generally believed. We argued, however, that this conclusion can be understood from a more theoretical point of view based on the large $`N`$ behavior obtained for $`R_{\mathrm{new}}`$ and the one-point function of the Polyakov line. It is an open question whether this equivalence extends to the far infrared regime.
To summarize, we have gained new insight into the dynamical properties of the large $`N`$ behavior of a supersymmetric large $`N`$ reduced model. We hope that our findings shed light on the dynamical aspects of the most interesting 10D version of our model, i.e. the IIB matrix model. In this respect, it is encouraging that the large $`N`$ scaling of Wilson loop correlators in the present model has been observed at fixed $`g^2N`$, which coincides with the result obtained by requiring that the loop equations of the IIB matrix model should reproduce the string field Hamiltonian. We presume that a large $`N`$ scaling of Wilson loop correlators — like the one we observed — also holds for the IIB matrix model; then the only difference would be the spontaneous breakdown of Lorentz symmetry. One of the good news revealed in the present work is that low energy effective theory, based on the one-loop approximation, does already capture the low energy dynamics of the supersymmetric matrix model. We therefore hope to address the most interesting issue of spontaneous breakdown of Lorentz invariance by using the low energy effective theory — which is in 10D far more complicated than in the 4D case. We are going to report on Monte Carlo studies of IIB matrix model along these lines in the near future.
## Acknowledgment
We thank T. Ishikawa, C.F. Kristjansen, Y.M. Makeenko, T. Nakajima, M. Staudacher, A. Tsuchiya and G. Vernizzi for valuable discussions. J. N. is supported by the Japan Society for the Promotion of Science as a Postdoctoral Fellow for Research Abroad. The computation has been done partly on Fujitsu VPP500 at High Energy Accelerator Research Organization (KEK), Fujitsu VPP700E at The Institute of Physical and Chemical Research (RIKEN), and NEC SX4 at Research Center for Nuclear Physics (RCNP) of Osaka University. This work is supported by the Supercomputer Project (No.99-53) of KEK.
## Appendix A The algorithm for the Monte Carlo simulation
In this appendix, we explain the algorithm we use for the Monte Carlo simulation of the supersymmetric matrix model. Only in this appendix we set $`g=1`$ for simplicity.
We first carry out the integration over fermionic matrices to obtain the explicit formula for the fermion determinant. We calculate
$$Z_f[A]=\text{d}\psi \text{d}\overline{\psi }\text{e}^{S_f},$$
(A.1)
where we use the notation introduced in eq. (2.1). We define a set of generators $`t^a`$ gl($`N`$,) by
$$(t^a)_{ij}=\delta _{ii_a}\delta _{jj_a}(a=1,\mathrm{},N^2),$$
(A.2)
where $`i_a`$ and $`j_a`$ are integers running from 1 to $`N`$, specified uniquely by
$$a=N(i_a1)+j_a.$$
(A.3)
We also introduce the notation $`\overline{a}=N(j_a1)+i_a`$. The fermionic matrix $`\psi _\alpha `$ can be expanded in terms of $`t^a`$ as
$$(\psi _\alpha )_{ij}=\underset{a=1}{\overset{N^2}{}}\psi _{a\alpha }(t^a)_{ij},$$
(A.4)
where $`\psi _{a\alpha }=(\psi _\alpha )_{i_aj_a}`$. $`\overline{\psi }_\alpha `$ and $`A_\mu `$ can be expanded similarly with the coefficients $`\overline{\psi }_{a\alpha }=(\overline{\psi }_\alpha )_{i_aj_a}`$ and $`A_{a\mu }=(A_\mu )_{i_aj_a}`$. Note also that $`A_{\overline{a}\mu }=(A_{a\mu })^{}`$ due to the Hermiticity of $`A_\mu `$.
We define the structure constants $`g_{abc}`$ of gl($`N`$,) by
$`g_{abc}`$ $`=`$ $`\text{tr}(t^c[t^a,t^b])`$ (A.5)
$`=`$ $`\delta _{j_ai_b}\delta _{j_bi_c}\delta _{j_ci_a}\delta _{j_ci_b}\delta _{j_bi_a}\delta _{j_ai_c}.`$
The fermionic action then reads
$`S_f`$ $`=`$ $`g_{abc}\overline{\psi }_{c\alpha }(\mathrm{\Gamma }_\mu )_{\alpha \beta }A_{a\mu }\psi _{b\beta }`$ (A.6)
$`=`$ $`\overline{\psi }_{a\alpha }_{a\alpha ,b\beta }^{}\psi _{b\beta },`$
where
$$_{a\alpha ,b\beta }^{}=g_{abc}(\mathrm{\Gamma }_\mu )_{\alpha \beta }A_{c\mu }.$$
(A.7)
We first integrate out $`(\psi _\alpha )_{NN}`$ and $`(\overline{\psi }_\alpha )_{NN}`$ using the $`\delta `$ functions in the measure (2.2). We get a factor of $`1/N^4`$ followed by the replacements
$$(\psi _\alpha )_{NN}\underset{j=1}{\overset{N1}{}}(\psi _\alpha )_{jj};(\overline{\psi }_\alpha )_{NN}\underset{j=1}{\overset{N1}{}}(\overline{\psi }_\alpha )_{jj}$$
(A.8)
in the fermionic action. The integration over the remaining Grassmann variables yields $`det`$, where $``$ is the $`\mathrm{\hspace{0.17em}2}(N^21)`$ $`\times `$ $`2(N^21)`$ complex matrix defined by
$$_{a\alpha ,b\beta }=_{a\alpha ,b\beta }^{}_{N^2\alpha ,b\beta }^{}\delta _{i_aj_a}_{a\alpha ,N^2\beta }^{}\delta _{i_bj_b}$$
(A.9)
(the indices $`a`$ and $`b`$ run from 1 to $`N^21`$). Thus, we obtain
$$Z_f[A]=\frac{1}{N^4}det.$$
(A.10)
We first want to show that the determinant $`det`$ is real positive <sup>7</sup><sup>7</sup>7This has been already reported in Ref. as a numerical observation. For related work, see Ref. .. For this purpose we note that the matrix $``$ satisfies the identity $`\sigma _2\sigma _2=^{}`$. Hence if $`\phi _{a\alpha }`$ is an eigenvector of $``$ with an eigenvalue $`\lambda `$, then $`\psi _{a\alpha }=(\sigma _2)_{\alpha \beta }(\phi _{a\beta })^{}`$ is an eigenvector of $``$ with an eigenvalue $`\lambda ^{}`$. It is important that the two vectors $`\phi _{a\alpha }`$, $`\psi _{a\alpha }`$ are linearly independent. The determinant, which is the product of all the eigenvalues of $``$, should therefore be real and positive semi-definite. In the case of 6D or 10D (IIB matrix model) versions of the supersymmetric large $`N`$ reduced model, the fermion integral yields a complex effective action in general. This causes the notorious sign problem, which makes standard Monte Carlo simulations practically inapplicable for large $`N`$. In the present case, since the determinant $`det`$ is real positive, we can introduce a $`\mathrm{\hspace{0.17em}2}(N^21)`$ $`\times `$ $`2(N^21)`$ Hermitian matrix $`𝒟=^{}`$, which has real positive eigenvalues, and $`det=\sqrt{det𝒟}`$. Therefore we have written the effective action for the bosonic matrices $`A_\mu `$ in eq. (2.11) as
$$S_{\text{eff}}=S_b\frac{1}{2}\mathrm{ln}det𝒟.$$
(A.11)
We apply the Hybrid R algorithm to simulate this system <sup>8</sup><sup>8</sup>8Ref. gives an overview of effective algorithms for dynamical fermions, including the Hybrid R algorithm..
The first step of the Hybrid R algorithm is to apply the molecular dynamics method . We introduce a conjugate momentum for $`A_{a\mu }`$ as $`X_{a\mu }`$, which satisfies $`X_{\overline{a}\mu }=(X_{a\mu })^{}`$. The partition function can be re-written as
$$Z=\text{d}X\text{d}A\text{e}^H,$$
(A.12)
where $`H`$ is the “Hamiltonian” defined by
$$H=\frac{1}{2}\underset{\mu a}{}X_{\overline{a}\mu }X_{a\mu }+S_b[A]\frac{1}{2}\mathrm{ln}det𝒟.$$
(A.13)
The update of $`X_{a\mu }`$ can be done by just generating $`X_{a\mu }`$ with the probability distribution $`\mathrm{exp}(\frac{1}{2}|X_{a\mu }|^2)`$. In order to update $`A_{a\mu }`$, we use the Hamiltonian equations
$`{\displaystyle \frac{\text{d}A_{a\mu }(\tau )}{\text{d}\tau }}`$ $`=`$ $`{\displaystyle \frac{H}{X_{a\mu }}}=X_{\overline{a}\mu },`$ (A.14)
$`{\displaystyle \frac{\text{d}X_{a\mu }(\tau )}{\text{d}\tau }}`$ $`=`$ $`{\displaystyle \frac{H}{A_{a\mu }}}={\displaystyle \frac{1}{2}}\text{tr}\left({\displaystyle \frac{𝒟}{A_{a\mu }}}𝒟^1\right){\displaystyle \frac{S_b}{A_{a\mu }}}.`$ (A.15)
Along the “classical trajectory” given by the Hamiltonian equation,
(i) $`H`$ is invariant,
(ii) the motion is reversible,
(iii) the phase-volume is preserved,
$$\frac{(A(\tau ),X(\tau ))}{(A(0),X(0))}=1,$$
(A.16)
where $`(A(\tau ),X(\tau ))`$ is a point on the trajectory after evolution from $`(A(0),X(0))`$. Therefore, generating a new set of $`(A,X)`$ by solving the Hamiltonian equation for a fixed “time” interval $`\tau `$ satisfies detailed balance. This procedure — together with the proceeding generation of $`X_{a\mu }`$ with the Gaussian distribution — is called “one trajectory”, which corresponds to “one sweep” in ordinary Monte Carlo simulations.
In order to solve the Hamiltonian equation numerically, we have to discretize the “time” $`\tau `$. A discretization which maintains the properties (ii) and (iii) is known. The slight violation of (i) for finite $`\mathrm{\Delta }\tau `$ causes systematic errors. One can in principle eliminate the systematic error completely, by making a Metropolis accept/reject decision at the end of each trajectory. But in the present case, the overhead for this procedure is rather large. We therefore decided to omit that step, and just use a sufficiently small $`\mathrm{\Delta }\tau `$. Still we can use the specific discretization of Ref. , which we explain below, to minimize the systematic error. As we explain later, we do find a good convergence in small $`\mathrm{\Delta }\tau `$, and the systematic error is well under control.
We introduce a short-hand notation for the discretized $`X_{a\mu }(\tau )`$ and $`A_{a\mu }(\tau )`$,
$$X_{a\mu }^{(r)}=X_{a\mu }(r\mathrm{\Delta }\tau );A_{a\mu }^{(s)}=A_{a\mu }(s\mathrm{\Delta }\tau ).$$
(A.17)
The Hamiltonian equations are discretized as
$`A_{a\mu }^{(\frac{1}{4})}`$ $`=`$ $`A_{a\mu }^{(0)}+{\displaystyle \frac{\mathrm{\Delta }\tau }{4}}X_{\overline{a}\mu }^{(0)}`$
$`A_{a\mu }^{(n+\frac{1}{2})}`$ $`=`$ $`A_{a\mu }^{(n+\frac{1}{4})}+{\displaystyle \frac{\mathrm{\Delta }\tau }{4}}X_{\overline{a}\mu }^{(n)}`$
$`A_{a\mu }^{(m+\frac{1}{4})}`$ $`=`$ $`A_{a\mu }^{(m\frac{1}{2})}+{\displaystyle \frac{3\mathrm{\Delta }\tau }{4}}X_{\overline{a}\mu }^{(m)}`$
$`A_{a\mu }^{(\nu )}`$ $`=`$ $`A_{a\mu }^{(\nu \frac{1}{2})}+{\displaystyle \frac{\mathrm{\Delta }\tau }{2}}X_{\overline{a}\mu }^{(\nu )}`$
$`X_{a\mu }^{(n+1)}`$ $`=`$ $`X_{a\mu }^{(n)}+\mathrm{\Delta }\tau \left\{{\displaystyle \frac{1}{2}}R_{a\mu }^{(n+\frac{1}{2})}{\displaystyle \frac{S_b}{A_{a\mu }}}\left(A_{a\mu }^{(n+\frac{1}{2})}\right)\right\},`$ (A.18)
where $`n=0,1,\mathrm{},\nu 1`$, $`m=1,\mathrm{},\nu 1`$, and $`R_{a\mu }^{(n+\frac{1}{2})}`$ is defined by
$`R_{c\mu }^{(n+\frac{1}{2})}`$ $`=`$ $`\mathrm{\Phi }_{a\alpha }^{}\left({\displaystyle \frac{𝒟(A_{a\mu }^{(n+\frac{1}{2})})}{A_{c\mu }}}\right)_{a\alpha b\beta }\mathrm{\Phi }_{b\beta },`$ (A.19)
$`𝒟(A_{a\mu }^{(n+\frac{1}{2})})\mathrm{\Phi }`$ $`=`$ $`^{}(A_{a\mu }^{(n+\frac{1}{4})})\eta .`$ (A.20)
Here $`\eta _{a\alpha }`$ are complex variables generated by the Gaussian distribution $`\mathrm{exp}(_{a\alpha }|\eta _{a\alpha }|^2)`$. The judicious choice of the argument of $`^{}`$ is the tool to reduce the systematic error .
We solve eq. (A.20) with respect to $`\mathrm{\Phi }`$ by means of the conjugate gradient method , which is iterative. Each iteration involves a multiplication of the matrix $`𝒟`$ with some vector $`v`$. Since $`𝒟`$ is a $`\mathrm{\hspace{0.17em}2}(N^21)`$ $`\times `$ $`2(N^21)`$ matrix, storing $`𝒟`$ requires $`O(N^4)`$ memory, and multiplying $`𝒟`$ with $`v`$ naively involves $`O(N^4)`$ arithmetic operations. Actually we can do much better than this. We first recall that $`𝒟=^{}`$, where $``$ is the $`\mathrm{\hspace{0.17em}2}(N^21)`$ $`\times `$ $`2(N^21)`$ matrix defined in eq. (A.9). The point is that the number of nonzero elements of $``$ is only $`O(N^3)`$ (not $`O(N^4)`$). Indeed, the multiplication $`v`$ can be done economically as follows.
We consider
$$w_{a\alpha }=_{a\alpha b\beta }v_{b\beta },$$
(A.21)
and define the quantities $`w_{a\alpha }^{}`$ and $`v_{a\alpha }^{}`$, where $`a`$ runs from 1 to $`N^2`$ as in $`^{}`$, by
$`v_{a\alpha }^{}`$ $`=`$ $`v_{a\alpha }\text{for}a=1,\mathrm{},N^21,`$
$`v_{N^2\alpha }^{}`$ $`=`$ $`{\displaystyle \underset{i_a=j_a}{}}v_{a\alpha },`$ (A.22)
$`w_{a\alpha }^{}`$ $`=`$ $`_{a\alpha b\beta }^{}v_{b\beta }^{}.`$ (A.23)
Now $`w_{a\alpha }`$ can be written as
$$w_{a\alpha }=\{\begin{array}{cc}w_{a\alpha }^{}w_{N^2\alpha }^{}\hfill & \text{for}i_a=j_a\hfill \\ w_{a\alpha }^{}\hfill & \text{otherwise.}\hfill \end{array}$$
(A.24)
Thus the problem reduces to calculating the matrix-vector product in eq. (A.23). Using definition (A.7), we obtain
$$(w_\alpha ^{})_{ij}=(\mathrm{\Gamma }^\mu )_{\alpha \beta }[A_\mu ,v_\beta ^{}]_{ji},$$
(A.25)
where $`w_\alpha ^{}`$ and $`v_\alpha ^{}`$ are $`N\times N`$ matrices associated with $`w_{a\alpha }^{}`$ and $`v_{a\alpha }^{}`$, respectively, as in eq. (A.4). The commutator in eq. (A.25) requires $`O(N^3)`$ arithmetic operations. Thus we save $`O(N)`$ operations. In addition, we do not have to store neither $`g_{abc}`$ nor $``$. Multiplication of $`^{}`$ with some vector $`v`$ is done in the same way.
A similar technique should be used to calculate $`R_{a\mu }`$ in eq. (A.19). Note first that it can be written as $`R_{c\mu }=T_{c\mu }+(T_{\overline{c}\mu })^{}`$, where $`T_{c\mu }`$ is given by
$`T_{c\mu }`$ $`=`$ $`\mathrm{\Psi }_{a\alpha }\left({\displaystyle \frac{}{A_{c\mu }}}\right)_{a\alpha b\beta }\mathrm{\Phi }_{b\beta },`$
$`\mathrm{\Psi }_{a\alpha }`$ $`=`$ $`(_{a\alpha b\beta }\mathrm{\Phi }_{b\beta })^{}.`$ (A.26)
We define $`\mathrm{\Phi }^{}`$ and $`\mathrm{\Psi }^{}`$ in terms of $`\mathrm{\Phi }`$ and $`\mathrm{\Psi }`$, as we defined $`v^{}`$ in terms of $`v`$ before in eq. (A). Now we can re-write $`T_{c\mu }`$ as
$$T_{c\mu }=\frac{}{A_{c\mu }}\left(\mathrm{\Psi }_{a\alpha }^{^{}}(^{})_{a\alpha b\beta }\mathrm{\Phi }_{b\beta }^{}\right).$$
(A.27)
Using again eq. (A.7), we obtain
$$(T_\mu )_{ij}=(\mathrm{\Gamma }_\mu )_{\alpha \beta }[\mathrm{\Psi }_\alpha ^{^{}},\mathrm{\Phi }_\beta ^{}]_{ji},$$
(A.28)
where $`\mathrm{\Phi }_\alpha ^{}`$, $`\mathrm{\Psi }_\alpha ^{}`$ and $`T_\mu ^{}`$ are $`N\times N`$ matrices associated with $`\mathrm{\Phi }_{a\alpha }^{^{}}`$, $`\mathrm{\Psi }_{a\alpha }^{^{}}`$ and $`T_{a\mu }^{^{}}`$, respectively, as in eq. (A.4).
There are two parameters $`\nu `$ and $`\mathrm{\Delta }\tau `$ in this algorithm. We can choose $`\nu \mathrm{\Delta }\tau `$ so that a typical autocorrelation time is minimized. We have taken $`\nu \mathrm{\Delta }\tau =1`$ throughout the present work, and $`\nu =200,\mathrm{\hspace{0.17em}280},\mathrm{\hspace{0.17em}500}`$ for each of the cases $`N=16,\mathrm{\hspace{0.17em}24},\mathrm{\hspace{0.17em}32}`$, and $`\nu =500,\mathrm{\hspace{0.17em}600}`$ for $`N=48`$. Except in Fig. 2, we observed that the results are reasonably well converged at $`\nu =500`$, $`\mathrm{\Delta }\tau =0.002`$, so we just present those results. For Fig. 2 we carried out an extrapolation to $`\mathrm{\Delta }\tau =0`$ by assuming the $`\mathrm{\Delta }\tau `$ dependence of some observables $`Q(\mathrm{\Delta }\tau )`$ to be
$$Q(\mathrm{\Delta }\tau )Q(\mathrm{\Delta }\tau =0)(\mathrm{\Delta }\tau )^2\text{tr}(A_\mu ^2)_{\mathrm{\Delta }\tau }.$$
(A.29)
This assumption has been checked for $`\text{tr}F^2`$ with the exact result (2.12). We also observed that $`\text{tr}(A_\mu ^2)_{\mathrm{\Delta }\tau }`$ behaves as
$$\text{tr}(A_\mu ^2)_{\mathrm{\Delta }\tau }c_1c_2\mathrm{log}\mathrm{\Delta }\tau ,$$
(A.30)
for small $`\mathrm{\Delta }\tau `$, where $`c_1`$ and $`c_2`$ are constants depending on $`N`$. <sup>9</sup><sup>9</sup>9In QCD the $`\mathrm{\Delta }\tau `$ dependence of the systematic error is $`O(\mathrm{\Delta }\tau ^2)`$ . A similar argument leads to the assumption (A.29). Due to eq. (A.30), the $`\mathrm{\Delta }\tau `$ dependence of the systematic error in our case is expected to be $`(\mathrm{\Delta }\tau )^2\mathrm{log}\mathrm{\Delta }\tau `$. This implies that it diverges logarithmically for $`\mathrm{\Delta }\tau 0`$, which is consistent with the theoretical prediction discussed below eq. (3.3).
Let us comment on the required computational effort of our algorithm. The dominant part comes from solving the linear system (A.20) using the conjugate gradient method. First of all, we find that the number of iterations necessary for the convergence of the method seems to grow linearly with the size of the matrix $`𝒟`$, namely as $`O(N^2)`$. This is much worse than the full QCD case with a fixed quark mass, where the number of iterations does not depend on the system size. We may interpret this phenomenon as a sort of “critical slowing down”, since the present system corresponds to QCD in the chiral limit. As we have seen, the number of arithmetic operations for each iteration is of order $`N^3`$. Therefore, the required computational effort of our algorithm is estimated to be $`O(N^5)`$.
For the bosonic case, we use the heat bath algorithm in the way proposed in Ref. , which requires an effort of $`O(N^4)`$. We note, however, that application of a Hybrid Monte Carlo algorithm allows for an $`O(N^3)`$ algorithm for the bosonic case, which might be useful for proceeding to much larger $`N`$.
Finally, we comment on the numbers of configurations used for the measurements. For the supersymmetric case, they are 3060, 1508, 1296, 436 for $`N=16,24,32,48`$, respectively. For the bosonic case, we used 1000 configurations for each $`N`$.
## Appendix B Results for the bosonic case
For comparison we show in this appendix the results for the bosonic case. By the bosonic case we mean a model obtained by just dropping the fermions from the supersymmetric matrix model described by the partition function (2.1). Fig. 10 shows the distribution $`\rho (r)`$ defined in Section 3. Figs. 11 to 17 show the Wilson loop and Polyakov line correlators defined in Section 4. We take $`g1/\sqrt{N}`$ ($`g=1`$ for $`N=48`$) and plot the results against $`k_{\text{phys}}=k/\sqrt{g}`$, as in the supersymmetric case. We multiply the results by $`(N/48)^{2(n1)}`$ for $`n`$-point functions.
The data scale nicely in agreement with the theoretical prediction for large $`N`$ given by eq. (4.3). For comparison we also show the 3-point and the 4-point Wilson loop correlators with the renormalization factors, which were used successfully in Sec. 4 for the supersymmetric case. We see very clearly that the bosonic prediction is the correct one in this case.
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# 1 Introduction
## 1 Introduction
Since the NMC experiment in 1991, which precisely measured the structure functions of the proton and neutron, $`F_2^p(x)`$ and $`F_2^n(x)`$, for a wide region of Bjorken’s $`x`$, it has been realized that the Gottfried sum rule is violeted and the light sea-quark distributions, $`\overline{u}(x)`$ and $`\overline{d}(x)`$, are asymmetric. A considerable excess of the $`\overline{d}`$ quark density relative to the $`\overline{u}`$ quark density was seen. The same result was confirmed by the E866 experiment which measured the cross section ratio of the Drell-Yang processes, $`\sigma (p+d)/\sigma (p+p)`$, though the violation of the Gottfried sum rule is smaller than reported by the NMC. Now, study on the origin of the flavor asymmetry of light sea–quarks has been a challenging subject in particle and nuclear physics because it is closely related to the dynamics of nonperturbative QCD. Although the most widely accepted idea to understand it is the meson cloud model, many discussions are still under going with several approaches such as chiral quark model, Skyrme model, Pauli blocking effects, etc..
However, what is going on with the polarized case, $`\mathrm{\Delta }\overline{u}(x)`$ and $`\mathrm{\Delta }\overline{d}(x)`$? In these years, measurement of the polarized structure function of the nucleon in polarized deep–inelastic scatterings have shown that the nucleon spin is carried by quarks a little and the strange sea–quark is negatively polarized in quite large. The results were not anticipated by conventional theories and often referred as ‘the proton spin crisis. By using many data with high precision on the polarized structure functions of the proton, neutron and deuteron accumulated so far, good parametrization models of polarized parton distribution functions have been proposed at the next–to–leading order(NLO) of QCD. The behavior of polarized valence $`u`$ and $`d`$ quarks has been well–known from such analyses. However, the knowledge of polarized sea–quarks and gluons is still poor. Although people usually assume the symmetric light sea–quark polarized distribution, i.e. $`\mathrm{\Delta }\overline{u}(x)=\mathrm{\Delta }\overline{d}(x)`$, in analyzing the polarized structure functions of nucleons, there is no physical ground of such an assumption. In order to understand the nucleon spin structure, it is very important to know if the light sea–quark flavor symmetry is broken even for polarized distributions and to determine how $`\mathrm{\Delta }\overline{u}(x)`$ and $`\mathrm{\Delta }\overline{d}(x)`$ behave in the nucleon. Related to these subjects, it is interesting to know that even if we start with the symmetric distributions for the polarized light sea–quarks, $`\mathrm{\Delta }\overline{u}=\mathrm{\Delta }\overline{d}`$, at an initial $`Q_0^2`$, the symmetry can be violated for higher $`Q^2`$ regions, if the polarized distributions are perturbatively evolved in NLO calculations of QCD. In addition, some people have estimated the amount of its violation at an initial $`Q_0^2`$ using some effective models. However, their results do not agree with each other. Therefore, it is interesting to extract the value of $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$ from the experimental data and test the flavor symmetry of $`\mathrm{\Delta }\overline{d}(x)`$ and $`\mathrm{\Delta }\overline{u}(x)`$ experimentally.
Recently, using longitudinal polarized lepton beams and longitudinal polarized fixed targets, SMC group at CERN and HERMES group at DESY observed the cross sections of the following semi–inclusive processes,
$$\stackrel{}{l}+\stackrel{}{N}l^{}+h+X,$$
(1)
and obtained the data on spin asymmetries for proton, deuteron and <sup>3</sup>He targets, where $`h`$ is a created charged hadron or one of $`\pi ^\pm `$, $`K^\pm `$, $`p`$ and $`\overline{p}`$. A created hadron depends on the flavor of a parent quark and thus properly combining these data it is possible to decompose polarized quark distributions into the ones with individual flavor. These data provide a good material to test the light flavor symmetry of polarized sea–quark distributions and it might be timely to test the symmetry by using the present data.
## 2 Simple formulas of $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$
In this letter, we propose new formulas for extracting a difference, $`\mathrm{\Delta }\overline{d}\mathrm{\Delta }\overline{u}`$, from the data of the above–mentioned semi–inclusive processes and estimate the value of it from the present data in order to test if the light flavor symmetry of polarized sea–quark distributions is originally violated.
Let us start with the semi–inclusive asymmetry for the process of eq.(1) with proton targets, which is written by
$$A_{1p}^h(x,Q^2)=\frac{_{q,H}e_q^2\{\mathrm{\Delta }q(x,Q^2)D_q^H(Q^2)+\mathrm{\Delta }\overline{q}(x,Q^2)D_{\overline{q}}^H(Q^2)\}}{_{q,H}e_q^2\{q(x,Q^2)D_q^H(Q^2)+\overline{q}(x,Q^2)D_{\overline{q}}^H(Q^2)\}}\times \{1+R(x,Q^2)\},$$
(2)
in the leading order(LO) of QCD, where $`\mathrm{\Delta }q(x,Q^2)`$ ($`\mathrm{\Delta }\overline{q}(x,Q^2)`$) and $`q(x,Q^2)`$ ($`\overline{q}(x,Q^2)`$) are the spin–dependent and spin–independent quark distribution functions at some values of $`x`$ and $`Q^2`$, respectively, and $`R(x,Q^2)`$ is a ratio of the absorption cross section of longitudinally and transversely polarized virtual photons by the nucleon, $`R(x,Q^2)=\sigma _L/\sigma _T`$. $`D_q^H(Q^2)`$ is given by integration of the fragmentation function, $`D_q^H(z,Q^2)`$, over the measured kinematical region of $`z`$, i.e. $`D_q^H(Q^2)=_{z_{min}}^1𝑑zD_q^H(z,Q^2)`$, where $`D_q^H(z,Q^2)`$ represents the probability of producing a hadron $`H`$ carrying momentum fraction $`z`$ at some $`Q^2`$ from a struck quark with flavor $`q`$. $`h`$ is the observed hadron concerned with here. When $`h`$ is $`h^+`$, the fragmentation function of, for example, $`u`$–quark decaying into $`h^+`$ is given by
$$D_u^{h^+}(z,Q^2)=D_u^{\pi ^+}(z,Q^2)+D_u^{K^+}(z,Q^2)+D_u^p(z,Q^2),$$
(3)
because $`h^+`$ is dominantly composed of $`\pi ^+`$, $`K^+`$ and $`p`$. Assuming the reflection symmetry along the V–spin axis, the isospin symmetry and charge conjugation invariance of the fragmentation functions, many fragmentation functions can be classified into the following 6 functions,
$`DD_u^{\pi ^+}=D_{\overline{d}}^{\pi ^+}=D_d^\pi ^{}=D_{\overline{u}}^\pi ^{},`$
$`\stackrel{~}{D}D_d^{\pi ^+}=D_{\overline{u}}^{\pi ^+}=D_u^\pi ^{}=D_{\overline{d}}^\pi ^{}=D_s^{\pi ^+}=D_{\overline{s}}^{\pi ^+}=D_s^\pi ^{}=D_{\overline{s}}^\pi ^{},`$
$`D^KD_u^{K^+}=D_{\overline{s}}^{K^+}=D_{\overline{u}}^K^{}=D_s^K^{},`$ (4)
$`\stackrel{~}{D^K}D_d^{K^+}=D_s^{K^+}=D_{\overline{u}}^{K^+}=D_{\overline{d}}^{K^+}=D_u^K^{}=D_d^K^{}=D_{\overline{d}}^K^{}=D_{\overline{s}}^K^{},`$
$`D^pD_u^p=D_d^p=D_{\overline{u}}^{\overline{p}}=D_{\overline{d}}^{\overline{p}},`$
$`\stackrel{~}{D^p}D_s^p=D_{\overline{u}}^p=D_{\overline{d}}^p=D_{\overline{s}}^p=D_u^{\overline{p}}=D_d^{\overline{p}}=D_s^{\overline{p}}=D_{\overline{s}}^{\overline{p}},`$
where $`D^H`$ and $`\stackrel{~}{D^H}`$ are called favored and unfavored fragmentation functions, respectively. Here we follow the commonly taken assumption on the fragmentation functions, for simplicity.
Now, we can rewrite eq.(2) as
$`{\displaystyle \underset{q,H}{}}e_q^2\{\mathrm{\Delta }q(x,Q^2)D_q^H(Q^2)+\mathrm{\Delta }\overline{q}(x,Q^2)D_{\overline{q}}^H(Q^2)\}`$
$`={\displaystyle \frac{A_{1p}^h(x,Q^2)[_{q,H}e_q^2\{q(x,Q^2)D_q^H(Q^2)+\overline{q}(x,Q^2)D_{\overline{q}}^H(Q^2)\}]}{\{1+R(x,Q^2)\}}}`$
$`=\mathrm{\Delta }N_p^h(x,Q^2),`$ (5)
where $`\mathrm{\Delta }N_p^h(x,Q^2)`$ is reffered to the spin–dependent production processes of charged hadrons with proton targets. From a combination of $`\mathrm{\Delta }N_{p,n}^{h^+,h^{}}(x,Q^2)`$ for proton and neutron targets, we can obtain the following formula,
$`\mathrm{\Delta }\overline{d}(x,Q^2)\mathrm{\Delta }\overline{u}(x,Q^2)`$
$`={\displaystyle \frac{\mathrm{\Delta }N_p^{h^+}(x,Q^2)\mathrm{\Delta }N_n^{h^+}(x,Q^2)\mathrm{\Delta }N_p^h^{}(x,Q^2)+\mathrm{\Delta }N_n^h^{}(x,Q^2)}{2I_1(Q^2)}}`$
$`{\displaystyle \frac{\mathrm{\Delta }N_p^{h^+}(x,Q^2)\mathrm{\Delta }N_n^{h^+}(x,Q^2)+\mathrm{\Delta }N_p^h^{}(x,Q^2)\mathrm{\Delta }N_n^h^{}(x,Q^2)}{2I_2(Q^2)}},`$ (6)
where
$`I_1(Q^2)=5D(Q^2)+4D^K(Q^2)+3D^p(Q^2)5\stackrel{~}{D}(Q^2)4\stackrel{~}{D^K}(Q^2)3\stackrel{~}{D^p}(Q^2),`$
$`I_2(Q^2)=3D(Q^2)+4D^K(Q^2)+3D^p(Q^2)+3\stackrel{~}{D}(Q^2)+2\stackrel{~}{D^K}(Q^2)+3\stackrel{~}{D^p}(Q^2).`$
Furthermore, if one can specify the detected charged hadron in experiment, one can obtain more simplified formulas for the difference of polarized light sea–quark densities. For the case of semi–inclusive $`\pi ^\pm `$–productions with proton and neutron targets, the difference can be written by
$`\mathrm{\Delta }\overline{d}(x,Q^2)\mathrm{\Delta }\overline{u}(x,Q^2)`$
$`={\displaystyle \frac{1}{6\{D(Q^2)+\stackrel{~}{D}(Q^2)\}}}\times [\{J(Q^2)1\}\{\mathrm{\Delta }N_p^{\pi ^+}(x,Q^2)\mathrm{\Delta }N_n^{\pi ^+}(x,Q^2)\}`$ (8)
$`\{J(Q^2)+1\}\{\mathrm{\Delta }N_p^\pi ^{}(x,Q^2)\mathrm{\Delta }N_n^\pi ^{}(x,Q^2)\}],`$
where $`J(Q^2)=\frac{3(D(Q^2)+\stackrel{~}{D}(Q^2))}{5(D(Q^2)\stackrel{~}{D}(Q^2))}`$. Eqs.(6) and (8) are main results of this work. Based on these formulas, one can extract $`\mathrm{\Delta }\overline{d}(x,Q^2)\mathrm{\Delta }\overline{u}(x,Q^2)`$ by using the values of $`\mathrm{\Delta }N_N^h(x,Q^2)`$ which can be derived from experimental data of spin asymmetries $`A_{1N}^h(x,Q^2)`$, if the spin–independent quark distribution functions and fragmentation functions are well known.
## 3 Extraction of $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$ from semi-inclusive data
The remaining task is to numerically estimate the value of $`\mathrm{\Delta }\overline{d}(x,Q^2)\mathrm{\Delta }\overline{u}(x,Q^2)`$ from the present semi–inclusive data in order to examine how these formulas are effective for testing the light flavor symmetry of polarized distributions. In this analysis, we use the parametrization of GRV98(LO) for the unpolarized parton distribution being the $`\overline{u}/\overline{d}`$ asymmetric and the R1990 parametrization for the ratio $`R`$ in eq.(2). The fragmentation functions of eq.(4) are determined so as to fit well the EMC data and by integrating them from $`z_{min}=0.2`$ to $`1`$, we have obtained $`D^H(Q^2)`$ and $`\stackrel{~}{D}^H(Q^2)`$. At present, we have some data of $`A_{1p}^{h^\pm }`$ and $`A_{1d}^{h^\pm }`$ measured by the SMC group and also some data of $`A_{1p}^{h^\pm }`$, $`A_{1^3He}^{h^\pm }`$, $`A_{1p}^{\pi ^\pm }`$ and $`A_{1^3He}^{\pi ^\pm }`$ by the HERMES group. From these data, we can estimate the values of $`\mathrm{\Delta }\overline{d}(x,Q^2)\mathrm{\Delta }\overline{u}(x,Q^2)`$ from eqs.(6) and (8) by using $`\mathrm{\Delta }N_N^h`$ calculated from the data set of ($`A_{1p}^{h^\pm }`$, $`A_{1d}^{h^\pm }`$) by SMC and ($`A_{1p}^{h^\pm }`$, $`A_{1^3He}^{h^\pm }`$) and ($`A_{1p}^{\pi ^\pm }`$, $`A_{1^3He}^{\pi ^\pm }`$) by HERMES. Here, for the data of <sup>3</sup>He targets, the values of $`A_{1n}^h`$ were derived from the data of $`A_{1^3He}^h`$ according to the way in ref.. In the present analysis, we have neglected the $`Q^2`$ dependence being fixed as $`Q_0^2=4`$GeV<sup>2</sup> because no significant $`Q^2`$ dependence has been observed in this region in the spin asymmetry $`A_{1N}`$ for inclusive data. The results calculated from eqs.(6) and (8) are presented in fig.1. We have checked the model dependence of unpolarized quark distribution functions and found that the results are not sensitive to those models.
To examine the behavior of $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$ in more detail and to test the light flavor asymmetry of $`\mathrm{\Delta }\overline{d}(x)`$ and $`\mathrm{\Delta }\overline{u}(x)`$, we have parametrized it as
$$\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)=Cx^\alpha (\overline{d}(x)\overline{u}(x)),$$
(9)
and determined the values of $`C`$ and $`\alpha `$ from the $`\chi ^2`$–fit to the results presented in fig.1. The results were $`C=3.40(3.87)`$ and $`\alpha =0.567(0.525)`$ for the GRV98(LO)(MRST98(LO)) unpolarized distributions, while the values of $`\chi ^2`$/d.o.f. were 0.91(0.90) for GRV98(LO)(MRST98(LO)). $`C<0(0)`$ is a remarkable result, suggesting an asymmetry of $`\mathrm{\Delta }\overline{d}(x)`$ and $`\mathrm{\Delta }\overline{u}(x)`$. It is interesting to note that the negative value of $`C`$ is consistent with instanton interaction predictions. Also, the similar result is indicated from the chiral quark soliton model. However, it must be premature to lay stress on this result because of too large errors of the present data, though this result might suggest a violation of the polarized light flavor sea–quark symmetry. We urge to have more data with high precision to confirm this result.
Some comments are in order for the usefulness of our formulas: (i) Our formulas depend on the unpolarized parton distribution functions and the fragmentation functions. Unfortunately, some of them are poorly known at present. In addition, $`\mathrm{\Delta }N_{p(n)}^h`$ depends on the semi–inclusive asymmetry, $`A_{1p(n)}^h`$, and contains some experimental errors. Therefore, it might be rather difficult to extract the exact value of $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$ from the present data. However, we believe that they must be quite useful for future experimental test of the polarized light sea-quark asymmetry if we have more precise data and good information on these functions. Our formulas are simple and can be easily tested in experiment. (ii) At present we see only asymmetries, $`A_{1p(n)}^h`$, in literature. However, if the precise experimental data on the polarized cross sections will be presented, then our formulas make more sense by replacing $`A_{1p(n)}^h`$ by the polarized cross sections themselves, where the unpolarized parton distributions and $`R(x,Q^2)`$ do not come in and we do not need to worry about their uncertainty.
## 4 Summary and discussion
In conclusion, we have proposed simple new formulas for extracting a difference of the polarized light sea–quark density, $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$, from polarized deep–inelastic semi–inclusive data and numerically estimated it using these formulas from the present experimental data for semi–inclusive processes. Unfortunately, the precision of the present data is not enough for extracting an exact value of the difference, $`\mathrm{\Delta }\overline{d}(x)\mathrm{\Delta }\overline{u}(x)`$, and unambiguously testing the polarized light flavor sea–quark asymmetry. However, the HERMES group is now measuring semi–inclusive processes by using a new detector called RICH which can identify each of charged particles over a wide kinematical range and these data of charged pions with high statistics are expected to allow us to test more clearly the asymmetry of polarized light flavor sea–quark densities.
Another interesting way to study the asymmetry of $`\mathrm{\Delta }\overline{u}(x)`$ and $`\mathrm{\Delta }\overline{d}(x)`$ is the Drell–Yan process for polarized proton/deuteron–polarized proton collisions. The process provides informations on the raito of $`\mathrm{\Delta }\overline{u}(x)/\mathrm{\Delta }\overline{d}(x)`$ and thus it is complementary to our processes.
## Acknowledgements
One of us (T. Y.) thanks S. Kumano, H. Kitagawa and Y. Sakemi for valuable discussions.
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# Cosmic magnetism, curvature and the expansion dynamics
## 1 Introduction
Current observations provide strong evidence for the widespread presence of magnetic fields in the universe. Magnetic fields appear to be a common property of the intracluster medium of galaxy clusters, extending well beyond the core regions . Strengths of ordered magnetic fields in the intracluster medium of cooling-flow clusters exceed those typically associated with the interstellar medium of the Milky Way, suggesting that galaxy formation and even cluster dynamics are, at least in some cases, influenced by magnetic forces. Furthermore, reports of Faraday rotation associated with high redshift Lyman-$`\alpha `$ absorption systems seem to imply that dynamically significant magnetic fields may be present in condensations at high redshift . In summary, the more we look for extragalactic magnetic fields, the more ubiquitous we find them to be.
The origin of cosmic magnetism remains a mystery and is still a matter of debate. Over the years, a number of possible solutions has been proposed, ranging from eddies and density fluctuations in the early plasma to cosmological phase-transitions, inflationary and superstring inspired scenarios . Historically, studies of magnetogenesis were motivated by the need to explain the origin of large-scale galactic fields. Typical spiral galaxies have magnetic fields of the order of a few $`\mu `$G coherent over the plane of their disc. Such fields could arise from a relatively large primordial seed field, adiabatically amplified by the collapse of the protogalaxy, or by a much weaker one that has been strengthened by the galactic dynamo. Provided that this mechanism is efficient, the seed can be as low as $`10^{23}`$G at present. However, in the absence of nonlinear dynamo amplification, seeds of the order of $`10^{12}`$G or even $`10^8`$G are required .
Magnetic fields introduce new ingredients into the standard, but nevertheless uncertain, picture of the early universe. A fundamental and unique property of magnetic fields is their vectorial nature, which couples the field to the spacetime geometry via the Ricci identity (see Eq. (4)). An additional, also unique, characteristic is the tension (i.e. the negative pressure) exerted along the field’s lines of force. This means that every small magnetic flux tube behaves like an infinitely elastic rubber band . Intuitively, what the magneto-curvature coupling does, is to inject these elastic properties of the field into space itself. The implications of such an interaction are kinematical as well as dynamical with quite unexpected results. Kinematically speaking, the magneto-curvature effect tends to accelerate positively curved perturbed regions, while it decelerates regions with negative local curvature . Dynamically, the most important magneto-curvature effect is that it can reverse the pure magnetic effect on density perturbations. To be precise, in the absence of curvature, the field is found to slow down the growth of density gradients . However, when curvature is taken into account, the inhibiting magnetic effect is reduced and, in the case of ‘maximum’ spatial curvature contribution, even reversed . Here, we focus upon the kinematics and provide an example of how a cosmological magnetic field can modify, through its coupling to geometry, the expansion rate of an almost-FRW universe.
We assume a spacetime filled with a perfectly conducting barotropic fluid and permeated by a weak primordial magnetic field. The energy density and the anisotropic pressure of the field are treated as first-order perturbations upon the FRW background. The vectorial nature of the field results in a magneto-geometrical term in the Raychaudhuri equation, which depends on the curvature of the unperturbed model. The negative pressure, that is the tension, carried by the magnetic force-lines makes the implications of this term unique. Qualitatively speaking the effect depends on the curvature sign of the background spacelike sections. When the unperturbed universe is spatially open, the magneto-geometrical term adds to the decelerating effect of ordinary matter. For a spatially closed background, however, the magneto-curvature contribution tends to accelerate the expansion. In both cases the magnetic tension brings the expansion rate closer to that of a flat FRW model. Quantitatively, the effect depends on the relative strength of the field and on the type of matter that fills the universe. In particular, the magneto-geometrical term remains constant throughout an epoch of stiff-matter domination. During this period the field acts as an effective (positive or negative) cosmological constant. As the universe progresses into the radiation and subsequently the dust era, the magneto-curvature term progressively decreases mimicking a time-decaying quintessence. Under normal circumstances these effects are relatively weak, although subtle enough to make an open FRW universe look less open and a closed one look less closed. On the other hand, the magneto-curvature effect on the expansion can be dramatic, if the field or the curvature are strong. Moreover, even weak magnetic fields have a significant overall impact in a strongly curved universe. In fact, the mere magnetic presence in spatially open inflationary models leads to kinematical complications that can suppress the onset of the accelerated phase. In a particular example, weakly magnetised FRW universes with $`p=\rho `$ cannot enter a period of de Sitter inflation as long as $`\mathrm{\Omega }<0.5`$.
In what follows, we employ the covariant perturbation formalism (applied to magnetised cosmologies in ) to illustrate the kinematical implications of cosmological magnetic fields. The reader is referred to the aforementioned articles for further discussion and details.
## 2 Magneto-curvature effects on the expansion
We consider a perturbed, slightly inhomogeneous and anisotropic, FRW universe filled with a single perfectly conducting barotropic medium with energy density $`\rho `$. We also allow for a magnetic field ($`B_a`$), which is weak relative to the dominant matter component (i.e. $`B^2=B_aB^a\rho `$). The magnetic field is assumed to be a test-field on the FRW background. The energy density ($`\rho _{\mathrm{mag}}=\frac{1}{2}B^2`$), the isotropic pressure ($`p_{\mathrm{mag}}=\frac{1}{6}B^2`$) and the anisotropic stresses ($`\pi _{ab}=B_aB_b`$) of the field will be treated as first-order perturbations.<sup>1</sup><sup>1</sup>1Angled brackets denote the projected, symmetric, trace-free part of tensors and the orthogonal projections of vectors. The same notation is also used for the orthogonally projected time derivatives. Note that the spatial hypersurfaces of the unperturbed model may be closed or open as well as flat. Thus, the zero-order Friedmann equation is given by
$$\frac{3k}{a^2}=8\pi G\rho _03H^2+\mathrm{\Lambda },$$
(1)
where $`k=0,\pm 1`$ is the curvature index of the spatial hypersurfaces, $`\rho _0`$ is the background matter density, $`H=\dot{a}/a`$ is the Hubble parameter ($`a`$ is the scale factor) and $`\mathrm{\Lambda }`$ the cosmological constant.
In the background $`H=\frac{1}{3}\mathrm{\Theta }`$, where $`\mathrm{\Theta }`$ describes the rate of the (volume) expansion and obeys Raychaudhuri’s formula. In its non-linear form, the latter reads
$$\dot{\mathrm{\Theta }}+\frac{1}{3}\mathrm{\Theta }^2+4\pi G\left(\rho +3p+B^2\right)\mathrm{D}^aA_aA_aA^a+2\left(\sigma ^2\omega ^2\right)\mathrm{\Lambda }=0,$$
(2)
where $`p`$ is the fluid pressure, $`A_a`$ is the 4-acceleration and $`\sigma ^2`$, $`\omega ^2`$ are respectively the shear and vorticity magnitudes. Note that $`\mathrm{D}_a`$ is the covariant derivative operator projected orthogonally to the fluid flow. The crucial magnetic effects propagate through the fluid acceleration, which satisfies the non-linear Euler equation
$$\left(\rho +p+\frac{2}{3}B^2\right)A_a+c_\mathrm{s}^2\mathrm{D}_a\rho +\epsilon _{abc}B^b\mathrm{curl}B^c+A^b\pi _{ba}=0,$$
(3)
where $`c_\mathrm{s}^2`$ is the sound speed of the barotropic fluid. Linearising the divergence $`\mathrm{D}^aA_a`$ and using the commutation law between the projected gradients of spacelike vectors, namely
$$\mathrm{D}_{[a}\mathrm{D}_{b]}B_c=\frac{1}{2}_{dcba}B^d\epsilon _{abd}\omega ^d\dot{B}_c,$$
(4)
we can calculate the first-order magnetic contribution to Eq. (2). Note that formula (4), also known as the 3-Ricci identity, is the source of the magneto-curvature coupling discussed here. It illustrates the vectorial nature of the field and leads inevitably to curvature-dependent terms every time the gradients of the magnetic vector commute. Here, it is written in its exact, fully non-linear, form. Thus, $`\omega _a`$ and $`_{abcd}`$ are respectively the vorticity vector and the ‘spatial’ Riemann tensor of the real spacetime.
Expressed in terms of the deceleration parameter and given the weakness of the field, the linearised Raychaudhuri equation becomes
$`\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}`$ $`=`$ $`4\pi G\rho (1+3w){\displaystyle \frac{2kc_\mathrm{a}^2}{(1+w)a^2}}+{\displaystyle \frac{c_\mathrm{s}^2\mathrm{\Delta }}{(1+w)a^2}}+{\displaystyle \frac{c_\mathrm{a}^2}{2(1+w)a^2}}`$ (5)
$`{\displaystyle \frac{2}{\rho (1+w)}}\left[\left(\mathrm{D}_aB_b\right)^2\left(\mathrm{D}_{[a}B_{b]}\right)^2\right]\mathrm{\Lambda },`$
where $`\mathrm{q}=13\dot{\mathrm{\Theta }}/\mathrm{\Theta }^2`$ is the deceleration parameter, $`w=p/\rho `$ and $`c_\mathrm{a}^2=B^2/\rho `$ is the Alfvén speed. In deriving Eq. (5) we have used the fact that $`D^aB_a=0`$, and employed the zero-order expressions $`_{ab}=\frac{1}{3}h_{ab}`$ and $`=6k/a^2`$ for the spatial Ricci tensor and Ricci scalar respectively (recall that $`_{ab}=^c_{acb}`$). Also, the scalars $`\mathrm{\Delta }=(a^2/\rho )\mathrm{D}^2\rho `$ and $`=(a^2/B^2)\mathrm{D}^2B^2`$ represent fluctuations in the matter and the magnetic energy densities respectively.
Clearly, the sign of the right-hand side of Eq. (5) determines the state of the expansion. Negative terms accelerate the universe, while positive ones slow the expansion down. Note the quantities $`(\mathrm{D}_aB_b)^2=\frac{1}{2}\mathrm{D}_aB_b\mathrm{D}^aB^b`$ and $`(\mathrm{D}_{[a}B_{b]})^2=\frac{1}{2}\mathrm{D}_{[a}B_{b]}\mathrm{D}^{[a}B^{b]}=\frac{1}{2}(\mathrm{curl}B_a)^2`$. They respectively describe what one might call ‘magnetic-shear’ and ‘magnetic-vorticity’ effects . Interestingly, the impact these magnetically induced terms have on the expansion is opposite to that of their kinematic counterparts. Indeed, unlike the kinematic shear, the magnetic-shear term in Eq. (5) is negative and therefore tends to accelerate the universe. Also, the curl of the field vector causes further gravitational collapse, in direct contrast to the effects of ordinary kinematic vorticity. Both terms, however, are quadratic with respect to the field-vector gradients, which suggests that they only become important in highly inhomogeneous situations. On these grounds, we may ignore the magnetically induced shear and vorticity and rewrite Eq. (5) as
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=4\pi G\rho (1+3w)\frac{2kc_\mathrm{a}^2}{(1+w)a^2}+\frac{c_\mathrm{s}^2\mathrm{\Delta }}{(1+w)a^2}+\frac{c_\mathrm{a}^2}{2(1+w)a^2}\mathrm{\Lambda }.$$
(6)
Locally, the first-order scalars $`\mathrm{\Delta }`$ and $``$ are either positive or negative, depending on whether the perturbed region is respectively over-dense or under-dense. On average, however, one expects that $`\mathrm{\Delta }=0=`$. On the other hand, the mean $`\rho `$ and $`c_\mathrm{a}^2`$ are always positive. As a result, the spatial average of Eq. (6) gives
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=4\pi G\rho (1+3w)\frac{2kc_\mathrm{a}^2}{(1+w)a^2}\mathrm{\Lambda },$$
(7)
with $`\dot{\rho }=(1+w)\mathrm{\Theta }\rho `$ and $`(c_\mathrm{a}^2)^{}=\frac{1}{3}(13w)\mathrm{\Theta }c_\mathrm{a}^2`$ , given that $`(B^2)^{}=\frac{4}{3}\mathrm{\Theta }B^2`$ to first order. Thus, the coupling between the magnetic field and the background spatial curvature affects the average deceleration of a perturbed magnetised FRW universe. Qualitatively, the effect depends on the geometry of the spacelike hypersurfaces. In particular, when $`k=1`$, the magneto-curvature term in Eq. (7) simply adds to the gravitational pull of the (ordinary) matter component. On the other hand, for a spatially closed background the magneto-curvature coupling tends to accelerate the expansion, thus opposing the matter effect. In both cases the overall result of the field presence is to bring the expansion rate closer to that of a flat universe. This unconventional behaviour is caused by the negative pressure experienced along the magnetic lines of force, that is by the field’s tension. The latter tends to smooth out the kinematic effects of curvature, imprinted in Eq. (1), by modifying the expansion rate of the universe accordingly. Intuitively, one might argue that the magneto-curvature coupling has transferred the elastic properties of the field into space itself . Note that for $`k=+1`$ the field will reverse the fluid effect on the expansion, if the magneto-geometrical term in Eq. (7) is stronger than the matter term. This is possible when the field is strong or when the spatial regions are strongly curved. Even a moderate magneto-curvature contribution, however, can boost the expansion rate of a closed FRW universe and make it look less closed, or slow down an open one to make it look less open.
How important the above effects are and what period in the lifetime of the universe they affect most, depends on the type of the matter that fills the universe. As we shall see next, for cosmological models with ordinary matter (i.e. $`0w1`$), the most intriguing magneto-curvature effects occur in a $`k=+1`$ model. On the other hand, if exotic matter dominates (e.g. $`1w\frac{1}{3}`$), the magneto-curvature coupling is crucial when $`k=1`$. This case also offers an example of how a relatively weak magnetic field can have a strong impact.
## 3 The magnetic field as an effective cosmological constant
Equation (7) raises the interesting question as to whether the magneto-curvature term can mimic a cosmological constant. The answer is positive, depending on the matter component of the universe. To be precise, the magneto-geometrical term in Eq. (7) is time-independent if $`c_\mathrm{a}^2a^2`$. Given that $`c_\mathrm{a}^2a^{3w1}`$ this happens when $`w=1`$. Thus, provided that stiff matter dominates, the magnetic field introduces an effective $`\mathrm{\Lambda }`$-term through its coupling to the background curvature. Such an effective cosmological constant is positive when the unperturbed FRW universe is positively curved and negative if $`k=1`$. Here, we will focus upon the $`k=+1`$ case because then the magnetic effects on the expansion oppose those of the matter. We set $`\mathrm{\Lambda }=0`$ and consider an early period with $`p=\rho `$. Then Eq. (7) becomes
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=16\pi G\rho \frac{c_\mathrm{a}^2}{a^2},$$
(8)
where $`c_\mathrm{a}^2a^2`$ since $`\rho a^6`$. Note how the magneto-curvature term acts as a positive cosmological constant, having effectively replaced $`\mathrm{\Lambda }`$. This term leads to exponential expansion as long as it dominates the right-hand side of Eq. (8). On using expression (1), Eq. (8) gives
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=6H^2\mathrm{\Omega }\left[1\frac{\left(\mathrm{\Omega }_01\right)c_\mathrm{a}^2}{6\mathrm{\Omega }}\right],$$
(9)
where $`\mathrm{\Omega }\rho /\rho _\mathrm{c}`$, $`\mathrm{\Omega }_0\rho _0/\rho _\mathrm{c}`$ are respectively the average and background density parameters, with $`\rho _\mathrm{c}3H^2/8\pi G`$ representing the background critical density. For a weak magnetic field $`\rho \rho _0`$ on average, which means that $`\mathrm{\Omega }\mathrm{\Omega }_0`$. On these grounds, we will no longer distinguish between $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_0`$ but use them interchangeably. Hence, the expansion is accelerated if
$$c_\mathrm{a}^2>\frac{6\mathrm{\Omega }}{\mathrm{\Omega }1}.$$
(10)
This implies that marginally closed universes, with $`0<\mathrm{\Omega }11`$, require very strong magnetic fields to accelerate. When $`\mathrm{\Omega }11`$, however, a cosmological field with energy density comparable to that of the stiff matter could trigger a period of accelerated expansion. Stiff-matter FRW models are encountered in the so called pre-Big-Bang scenarios as the dual counterparts of the string-theory inspired dilaton cosmologies. They also correspond to scalar-field models dominated by the field’s kinetic energy .
One should keep in mind that as the magnetic field gets stronger the almost-FRW treatment given here becomes less reliable. In this respect, condition (10) should only be taken as indicative. Having said that, studies of perturbed magnetised Bianchi I models have shown that, qualitatively speaking, the magnetic effects on average scalars (such as $`\mathrm{\Theta }`$) remain very close to those predicted by the FRW treatments (see Eq. (68) in ).
In Eq. (8) the magneto-geometrical term drops slower than the matter term, which means that it can accelerate the expansion later in the stiff-matter era. Using the evolution law $`\rho =\rho _{}(1+z)^6`$, we find that the acceleration starts at redshift
$$z1+\sqrt[6]{\frac{(c_\mathrm{a}^2)_{}\left(\mathrm{\Omega }_{}1\right)}{6\mathrm{\Omega }_{}}},$$
(11)
where for convenience $`z_{}=0`$ at the end of the stiff-matter era rather than today.
## 4 The magnetic field as quintessence
Let us now consider a radiation dominated universe. When $`w=\frac{1}{3}`$ Eq. (7) becomes
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=8\pi G\rho \frac{3c_\mathrm{a}^2}{2a^2},$$
(12)
with $`\rho a^4`$ and $`c_\mathrm{a}^2=\mathrm{constant}`$. The magneto-curvature term is no longer constant but decreases as $`a^2`$, slower than the matter term. Here, the magneto-geometrical effects resemble those attributed to a time-decaying quintessence . As before, Eqs. (1) and (12) imply that the accelerated phase commences if $`c_\mathrm{a}^2>2\mathrm{\Omega }/(\mathrm{\Omega }1)`$ at redshift $`z1+\sqrt{(c_\mathrm{a}^2)_0(\mathrm{\Omega }_01)/2\mathrm{\Omega }_0}`$, the latter measured at the time of matter-radiation equality. Although magnetic fields of such strength are not allowed at nucleosynthesis, , they are not a priori excluded earlier in the radiation era. Neutrino damping means that relatively strong magnetic fields in the early radiation era can efficiently dissipate their energy to satisfy the nucleosynthesis limits .
Qualitatively speaking, the picture does not change in the dust era. The difference now is that the magneto-curvature term drops as fast as the fluid term (i.e. $`a^3`$). Similarly to the radiation era, the field mimics a time-decaying quintessence and leads to accelerated expansion if $`c_\mathrm{a}^2>3\mathrm{\Omega }/4\left(\mathrm{\Omega }1\right)`$. Such magnetic fields, however, are beyond the limits set by current observations . Nevertheless, even weak fields can slightly accelerate the expansion and thus make a magnetised closed FRW universe look less closed than it actually is. Note that when $`k=1`$ only the sign of the effects discussed so far changes. In spatially open models the magneto-curvature effects on the expansion are complementary to those of the ordinary matter.
## 5 Strong effects from weak magnetic fields
So far we have restricted ourselves to magnetised cosmologies filled with ordinary matter (i.e. $`0w1`$). In these environments the magneto-curvature effects, subtle though they may be, remain secondary unless the field is relatively strong. However, strong magnetic fields are not always necessary for the magneto-curvature effect to be significant. In fact, the aforementioned interaction between magnetism and geometry may also challenge the widespread perception that magnetic fields are relatively unimportant for cosmology. This belief is based on current observations, which point towards a weak magnetic presence at nucleosynthesis and recombination. However, the magneto-curvature coupling could make the field into a key player irrespective of the magnetic strength. In principle, even weak magnetic fields can lead to appreciable effects, provided that there is a strong curvature contribution. To illustrate how this can happen, we turn to spatially open cosmological models containing matter with negative pressure. For $`k=1`$ Eq. (7) becomes
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=4\pi G\rho (1+3w)+\frac{2c_\mathrm{a}^2}{(1+w)a^2},$$
(13)
where we have set $`\mathrm{\Lambda }=0`$. We begin with a simple qualitative argument. In Eq. (13) the magneto-curvature term evolves as $`c_\mathrm{a}^2/a^2a^{3(1w)}`$ and the matter term obeys the standard evolution law $`\rho a^{3(1+w)}`$. Thus, $`(c_\mathrm{a}^2/a^2)/\rho a^{6w}`$, which implies that the magneto-geometrical effects dominate the right hand side of Eq. (13) at sufficiently early times if $`w<0`$. Note that the Alfvén speed, which measures the relative strength of the field, behaves as $`c_\mathrm{a}^2a^{1+3w}`$. This means that, as we go back in time, the ratio $`(c_\mathrm{a}^2/a^2)/\rho `$ grows faster than the Alfvén speed provided that $`w<\frac{1}{3}`$. Therefore, when $`1<w<\frac{1}{3}`$, the magneto-geometrical effects can dominate the dynamics of the early expansion while the field is still relatively weak. In these cases the phase of accelerated expansion, which otherwise would have been inevitable, may not happen. Instead, the universe goes through a period of decelerated expansion. This is an interesting possibility that puts a question mark on the efficiency of inflationary models in the presence of primordial magnetism. Recall that an initial curvature era was never considered as a problem for inflation, given the smoothing power of the accelerated phase. However, this may not be the case when a primordial magnetic field is present, no matter how weak the latter is.
There is a plethora of scenarios, which utilise out-of-equilibrium epochs in the early universe to generate primeval magnetic fields . The energy scales involved vary from $`100`$ MeV at the QCD phase transition, to $`100`$ GeV in the case of electro-weak (EW) physics and closer to the Planck energy scale for inflation or string cosmology. The viability of the proposed mechanisms depends primarily on the field’s subsequent evolution, in view of the current observational constraints. Crucially for our purposes, only a weak (seed) magnetic field is required. As we shall see next, when curvature dominates, it is the mere presence of the field that is important and not its relative strength. Note that in the current section we assume a magnetic presence at epochs earlier than the EW phase transition, when the SU(2)$`\times `$U(1)<sub>Y</sub> symmetry is restored. If primordial magnetic fields were to be present at these high temperatures, they should correspond to the U(1)<sub>Y</sub> hypercharge rather than U(1)<sub>EM</sub>. Such hyper-electromagnetic fields have the same stress-tensor of their EM counterparts and, in an infinitely conducting medium, the remaining hyper-magnetic field obeys an induction equation and satisfies a vanishing-divergence law analogous to the standard Maxwell equations (see e.g. ). Thus, the formulae derived in Sec. 2 are also compatible with epochs prior to the EW symmetry-breaking.
Equation (13) can also apply to weakly magnetised, almost-FRW, scalar-field dominated cosmologies. Indeed, given the absence of a background magnetic field (see Sec. 2), consider a FRW unperturbed model containing a self-interacting complex scalar field $`\varphi `$. Relative to a timelike 4-velocity $`u_a`$, the stress tensor associated with $`\varphi `$ has the perfect-fluid form $`T_{ab}=\rho u_au_b+ph_{ab}`$, where $`\rho =\frac{1}{2}\dot{\varphi }\dot{\varphi }^{}+V(\varphi \varphi ^{})`$ and $`p=\frac{1}{2}\dot{\varphi }\dot{\varphi }^{}V(\varphi \varphi ^{})`$ . On the other hand, the magnetic field always behaves as an imperfect fluid with $`T_{ab}=\frac{1}{2}B^2u_au_b+\frac{1}{6}B^2h_{ab}B_aB_b`$. Thus, the total energy momentum tensor reads
$$T_{ab}=\left(\rho +\frac{1}{2}B^2\right)u_au_b+\left(p+\frac{1}{6}B^2\right)h_{ab}B_aB_b,$$
(14)
assuming that, to leading order, the coupling between $`\varphi `$ and magnetism does not affect the perfect-fluid behaviour of the scalar field.<sup>2</sup><sup>2</sup>2Following scalar electrodynamics, a typical Lagrangian coupling $`\varphi `$ to the electromagnetic vector potential $`A_a`$ has the form
$$=\frac{1}{2}𝒟_a\varphi (𝒟^a\varphi )^{}V(\varphi \varphi ^{})\frac{1}{4}F_{ab}F^{ab}.$$
(15) In the above $`F_{ab}=2_{[a}A_{b]}`$ is the Faraday tensor, $`𝒟_a=_aieA_a`$ is the gauge covariant derivative ($`e`$ is the electromagnetic coupling) and $`V=V(\varphi \varphi ^{})`$ is the potential that describes the self-interaction of $`\varphi `$. This is a reasonable approximation given the weakness of the magnetic field. Moreover, the pure geometrical nature of the magneto-curvature interaction means that imperfections in the fluid description of $`\varphi `$ are of minor importance for our purposes. The effects we are examining here are triggered solely by the spacetime geometry and by the tension of the magnetic force-lines. In addition to, their impact on the expansion dynamics depends almost entirely on the strength on the background curvature. On these grounds, one may substitute expression (14) into the conservation law $`^bT_{ab}=0`$, obtain the formulae of Sec. 2 and eventually recover Eq. (13), this time for a spatially open scalar-field dominated universe.
Let us now consider the implications of the magnetic presence for a simple inflationary model. The initial conditions at the onset of inflation are rather unclear and subject to debate. Usually, the universe enters the inflationary regime from the Planck era or after a highly relativistic epoch. The accelerated expansion is driven by the dominating inflaton field $`\varphi `$, with an equation of state that satisfies the condition $`\rho p<\frac{1}{3}\rho `$. Here, we also allow for a weak primeval magnetic field. To begin with, recall our qualitative argument that as long as the index $`w=p/\rho `$ varies within $`(1,\frac{1}{3})`$, there is always an early period when the expansion is dominated by the magneto-curvature effects. The latter could suppress the accelerated phase. To refine and quantify this statement we employ Eq. (1) and then (see Sec. 3) rewrite Eq. (13) as
$$\frac{1}{3}\mathrm{\Theta }^2\mathrm{q}=\frac{3}{2}H^2\left[(1+3w)\mathrm{\Omega }+\frac{4c_\mathrm{a}^2(1\mathrm{\Omega })}{3(1+w)}\right],$$
(16)
which reduces to the standard non-magnetised expression when the field term is dropped . Thus, the condition for suppressing acceleration (i.e. for $`\mathrm{q}>0`$) reads
$$c_\mathrm{a}^2>\frac{3(1+w)(1+3w)\mathrm{\Omega }}{4(1\mathrm{\Omega })}.$$
(17)
In spatially open inflationary cosmologies, the density parameter diverges from the boundary point ($`a=0,\mathrm{\Omega }=0`$) towards the $`\mathrm{\Omega }=1`$ limit . Such models go through a curvature dominated early stage characterised by $`\mathrm{\Omega }1`$. During this period, a relatively weak magnetic field (with $`c_\mathrm{a}^21`$) is capable of slowing the expansion down, as condition (17) shows. For example, when $`w=\frac{2}{3}`$ condition (17) reduces to<sup>3</sup><sup>3</sup>3The value $`w=\frac{2}{3}`$ also corresponds to the effective equation of state associated with network of infinite planar domain walls. Similarly, $`w=\frac{1}{3}`$ also represents a network of infinitely extended cosmic strings .
$$c_\mathrm{a}^2>\frac{\mathrm{\Omega }}{4(1\mathrm{\Omega })},$$
(18)
which is satisfied by a weak magnetic field provided $`\mathrm{\Omega }1`$. This strong curvature requirement is considerably relaxed as $`w1,\frac{1}{3}`$, since then the right-hand side of (17) becomes arbitrarily small. Note that the limit $`w=1`$ corresponds to standard slow-roll inflation with $`\frac{1}{2}\dot{\varphi }\dot{\varphi }^{}V`$. On the other hand, at $`w=\frac{1}{3}`$ we have, what one might call, a ‘minimal inflation’ scenario. In both cases condition (17) is reduced to the requirement that $`c_\mathrm{a}^2>0`$. This, in turn, suggests that the mere magnetic presence will suppress the accelerated phase in any open universe with $`w=1,\frac{1}{3}`$, irrespective of how strong its spatial curvature is. This is not surprising given that at $`w=1`$ the magneto-curvature impact on the expansion maximises, while at $`w=\frac{1}{3}`$ the gravitational effects take their minimum value (see Eq. (13)). One can refine these results by recalling the, in the magnetic presence, the total gravitational mass of the universe is $`\rho +3p+B^2`$ instead of $`\rho +3p`$ and the total energy density is $`\rho +p+\frac{2}{3}B^2`$ rather than $`\rho +p`$. Given the weakness of the field, this correction is of very little importance when $`1<w<\frac{1}{3}`$. When $`w=\frac{1}{3}`$, however, the total gravitational mass is $`B^2`$ and still positive, which explains why the model decelerates. Of particular interest is the behaviour near the $`w=1`$ limit. In this case one should replace $`1+w`$ in condition (17) with $`\frac{2}{3}c_\mathrm{a}^2`$ rather than zero. Then, one obtains a refined, curvature depended, requirement $`\mathrm{\Omega }<0.5`$ for the suppression of the accelerated phase. Therefore, moderately open universes dominated by a slowly rolling scalar field cannot enter a period of de Sitter inflation as there is an arbitrarily weak magnetic field present.
In the absence of cosmic magnetism, our model goes through an accelerated phase until a more conventional equation of state is restored, as $`\varphi `$ rolls towards the minimum of its potential. In the process, the curvature of the space is smoothed out and the universe ends up arbitrarily flat. This apparent solution of the flatness problem has long been considered a major point in favour of the inflationary paradigm. However, by introducing even a weak primordial magnetic field, one could drastically change this picture. The results presented so far indicate that, in the presence of primeval magnetism, inflation may not be able to cope with negative curvature effectively.
In principle, one could still argue that our model might eventually enter a late accelerated phase. Clearly, whether this could happen or not depends on how strong the initial curvature is and how long the inflaton-dominated regime lasts. The details rest with the particular model that one might have in mind. However, it seems plausible that the stronger the initial magneto-curvature effects are, the longer the inflaton domination must be if the universe is ever to accelerate. Thus, provided that the effective index $`w`$ is trapped within $`(1,\frac{1}{3})`$ long enough, the aforementioned magneto-curvature effects may eventually become too weak to suppress inflation. On the other hand, if the universe remains inflaton-dominated for a brief spell only, the accelerated phase will never have the chance to begin.
Let us emphasise that the magneto-curvature effects discussed above should be seen as the field’s kinematic reaction to the geometry of the spatial sections rather, than as a direct attempt to suppress inflation. In an open universe the tension of the magnetic force-lines slows down the expansion rate to bring it closer to that of a flat FRW model (see discussion in Sec. 2). The stronger the curvature is the more dramatic the effect. In this respect, the magnetic presence does not generically target inflation although it might seem so at first. In fact, as one can immediately see through Eqs. (7) and (13), the field would have assisted the inflationary expansion if the space had been closed (i.e. if $`k=+1`$) instead of open.
## 6 Discussion
Despite their established widespread presence, research on cosmological magnetic fields remains rather marginal. The reasons could be the perceived weakness of the field effects or the lack, as yet, of a consistent theory explaining the origin of cosmic magnetism. The fact that magnetic fields further complicate the picture of the early universe may be an additional factor. However, magnetic fields have been observed everywhere where modern technology has made their detection possible. Thus, we feel justified to argue that a magnetic-free picture of the early universe is not a complete picture. Moreover, we believe that the potential of some unique magnetic characteristics, such as their vectorial nature and tension properties, has not been fully appreciated. The magneto-geometrical interaction discussed here is a consequence of these properties and of the general relativistic geometrical interpretation of gravity. Intuitively, what the magneto-curvature coupling does, is to inject the elastic properties of the field into space itself. The resulting effects are unexpected and potentially very important. The main task of this paper was to draw attention to these issues.
Our examples illustrate the impact of this coupling between magnetism and geometry on the evolution of the universe. We have discussed how, depending on the circumstances, the magneto-curvature effects mimic those of a positive cosmological constant, or those attributed to a time-decaying quintessence. For a spatially closed background, the overall magnetic impact varies from weakly opposing deceleration to accelerated expansion depending on the field’s strength. The stronger the field is, the more dramatic the effect. On the other hand, when the background is open, the magnetic contribution to the expansion is simply complementary to that of ordinary matter. Even then, however, the field’s role is subtle, making the universe look less open than it actually is.
The most intriguing result, however, is that even weak magnetic fields can become, through their coupling to geometry, key players in the evolution of the universe. We argue that, when the curvature is strong, the mere presence of a magnetic field leads to effects that can alter the picture of the universe in unexpected ways. In particular, we have demonstrated how spatially open cosmological models containing matter with negative pressure are not guaranteed a period of early accelerated expansion if a magnetic field is present. In fact, for $`p=\rho `$ the mere presence of the field can suppress the inflationary phase even in moderately curved spaces with $`\mathrm{\Omega }<0.5`$. Strong curvature is important when $`\rho <p<\frac{1}{3}\rho `$, if appreciable deceleration is to be achieved. Still, this effect can be triggered by arbitrarily weak fields. The magnetic strength is not the issue any more. Once the vectorial nature of the field has brought geometry into play, the overall magnetic impact no longer depends on the field alone. It is the presence of the magnetic field that is important and not its relative strength.
## Acknowledgements
CGT was supported by PPARC. The authors would like to thank R. Maartens, M. Bruni, D. Wands, A. Kandus, C. Ungarelli and B. Bassett for helpful discussions and also the referee for constructive comments.
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# MAGNETIC PHOTON SPLITTING: THE S-MATRIX FORMULATION IN THE LANDAU REPRESENTATION
## I INTRODUCTION
The third-order quantum electrodynamical process of photon splitting $`\gamma \gamma \gamma `$ in a strong magnetic field, currently popular in several astrophysical models of different neutron star sources, was first studied over three decades ago. Due to analytic complexities encountered when investigating this interaction, it was not until the beginning of the 1970s that a body of correct and uncontroversial results emerged. These early splitting calculations used either effective Lagrangian or variations of Schwinger’s proper-time techniques , the expediency of which yielded compact analytic forms for the rates $`R`$ when specializing to low energy ($`R\omega ^5`$) or low field ($`RB^6`$) cases. After a hiatus of nearly two decades, photon splitting became of interest again in the literature following the publication of an S-matrix calculation in the Landau representation of its rates by Mentzel, Berg and Wunner, specifically because of their contention that the earlier works cited above had seriously underestimated the strength of this process. The rates computed in were later retracted in , with a sign error in their numerical coding having been discovered and corrected. Mentzel et al.’s analytic derivation was the first comprehensive presentation of the application of a Landau representation technique specifically to magnetic photon splitting, though the QED formalism presented by Melrose and Parle virtually provided an equivalent enunciation of such S-matrix forms for splitting amplitudes. More recently, Weise, Baring & Melrose confirmed the analytic derivation of . The Landau representation calculations and most of the earlier effective Lagrangian and proper-time presentations were generally applicable to non-dispersive regimes below the pair creation threshold ($`\mathrm{}\omega =2mc^2`$), where the momentum vectors of the initial and final photons are collinear, and arbitrary field strengths.
Below pair threshold, the effective Lagrangian approach of and the proper-time calculations in appear much more amenable for the purposes of numerical evaluation than the S-matrix formulation in the Landau representation. This arises because effective Lagrangian and proper-time (collectively referred to by the label ELP here) methods produce results that involve triple integrals over relatively simple (hyperbolic and exponential) functions, while the S-matrix amplitudes integrate over the parallel momentum $`p_z`$ and include a triple summation over the Landau level quantum numbers of the intermediate pair states. Both techniques start from different but equivalent forms of the electron propagator, and hence S-matrix computations should yield identical results to proper-time numerics . For the specific case of magnetic pair creation $`\gamma e^+e^{}`$, such an equivalence of the S-matrix and proper-time methods has been demonstrated, but only via continuous asymptotic approximations that smoothly average out the exact “sawtooth” resonance structure. Yet the S-matrix Landau representation approach explicitly retains the resonances in the scattering amplitudes above pair threshold, whereas the ELP methods eliminate such information early during developments. Photon splitting becomes effectively first-order in $`\alpha _\mathrm{f}`$ at any one of a multitude of pair resonances, generated when the intermediate states become “on-shell.” Hence it is quite possible that splitting can compete effectively with pair creation as a photon absorption mechanism above pair threshold. Ascertaining whether this is true is an interesting physics question. Moreover, if splitting is approximately as probable as pair creation above threshold, then it manifestly changes the character of vacuum dispersion, so that quadratic (and by inference perhaps higher order) contributions to the vacuum polarization tensor become significant relative to the standard linear ones used in the derivation of kinematic selection rules for splitting. Hence, the generation of exact and compact expressions for the rates for $`\gamma \gamma \gamma `$ valid both below and above pair creation threshold is clearly a worthwhile enterprise from a physics perspective.
Developed expressions for the rates for photon splitting are also important for astrophysical applications of this process, particularly to effect efficient and accurate computations of such rates. These applications have so far focused on neutron star magnetospheres, primarily on models of soft gamma repeaters (SGRs) and strongly-magnetized pulsars, both being extremely topical in the astrophysics community at present. The potential importance of splitting in neutron star environments was suggested by . Possible formation of splitting cascades has been explored in models of SGR transient outbursts as a means of softening the spectrum efficiently with no production of pairs . If both polarizations can split, or if polarization switching is active during SGR outbursts, then the properties of the splitting cross-section guarantee emergent spectra in the observed range (20–150 keV) and of the observed shape for all fields in excess of around $`\mathrm{\hspace{0.17em}10}^{14}`$Gauss , provided that the emission region is not concentrated near the polar cap. The spectral properties of SGRs in quiescent emission appear to be distinct from those during outburst. Pulsations and temporal increases of their periods (i.e. spin-down) have now been observed for two of the four confirmed SGRs (SGR 1806-20 and SGR 1900+14), leading to inferences of fields in the vicinity of $`\mathrm{\hspace{0.17em}10}^{15}`$Gauss. The connection between these pulsars of extremely high magnetization, so-called magnetars, and conventional radio/X-ray/gamma-ray pulsars is not well-understood. Baring & Harding postulated that radio quiescence, a property of the SGRs, may be common in magnetars due to the efficient action of photon splitting and other effects in suppressing the creation of pairs. Photon splitting also has spectral implications for such pulsars with more modest fields: demonstrated that the unusual absence of $`>30`$MeV emission in the gamma-ray pulsar PSR 1509-58 (whose spin-down field is $`3\times 10^{13}`$Gauss) can naturally be explained by the operation of $`\gamma \gamma \gamma `$ in the intense magnetic and gravitational fields near its surface.
Several desirable goals are immediately identifiable on the basis of this historical path for the study of the physics of photon splitting, and the needs of the astrophysics community. It would be satisfying (i) to obtain analytic expressions for rates that are valid above pair creation threshold using the Landau representation methodology, (ii) to know whether the analytic formalism of Mentzel et al. can be developed and simplified, and (iii) to demonstrate a formal equivalence between this S-matrix Landau representation approach and extant results from proper-time/effective Lagrangian techniques. This paper addresses these issues, using the verified analytic formalism of Mentzel et al. as the starting point for mathematical developments. The analysis here considers all the polarization modes that are permitted by the CP invariance symmetry ($``$, $``$ and $``$), and applies for collinear momenta of the incoming and outgoing photons, i.e. when the effects of vacuum dispersion are neglected. A significant development provided in this paper is the dramatic simplification incurred by algebraically performing the summation over the spin states that are incorporated in the electron propagators. The resulting expressions in Section II A (first stated in ) are relatively compact, and of an appearance familiar to Landau representation/S-matrix theory applications to magnetized environments (i.e. including associated Laguerre functions). Furthermore, here the integrations over the momentum parallel to the field are performed analytically for the first time in Section II B, rendering the splitting rates in most amenable forms (see Eqs. and \[LABEL:eq:Mform\]) that are optimal for numerical applications: the analytic forms presented consist of just triple summations over Landau level quantum numbers of the intermediate states. These general results are valid both below and above pair threshold at non-resonant photon energies, and provide substantial advances over the work of ; they are much more suitable for numerical evaluation since many cancellations have been eliminated algebraically.
Two specializations are discussed in Section III, primarily to (partially) demonstrate equivalence of the Landau representation formalism presented here with extant proper-time/effective Lagrangian limiting forms for splitting rates, and simultaneously to serve as a check on the mathematical manipulations of this paper. Results are presented for all three polarization modes permitted by CP invariance in the limit of zero dispersion. The first asymptotic regime is (see Section III A) for highly supercritical fields, $`BB_\mathrm{c}=m^2c^3/e\mathrm{}`$, where in the case of $``$, the limit was found to concur with a recent analytic result that was obtained by Baier et al. , while new results were obtained for the other two modes. In the second specialization, in Section III B, asymptotic results for energies $`\omega mc^2`$ well below pair creation threshold were obtained, reproducing the cubic energy dependence of the amplitudes obtained by other QED techniques. Moreover, new and compact expressions for the scattering amplitudes in this low energy limit are derived in terms of the logarithm of the Gamma function, its integral and their derivatives. These simplified forms in Eqs. (LABEL:eq:Mperptoparparwll1) and (LABEL:eq:Mperptoperpperpwll1) are also produced from extant integral forms for splitting matrix elements derived first in , thereby facilitating the first analytic demonstration of the equivalence of splitting rates obtained by the S-matrix formulation in the Landau representation and those derived using Schwinger-type techniques.
## II THE GENERAL S-MATRIX FORMALISM
The rates for photon splitting within an S-matrix formulation can be developed using a variety of conventions; here the Landau representation used by Mentzel, Berg and Wunner is adopted, and formal developments lead to an independent confirmation of their analytic derivation. Specifically, for a field B$`=(0,0,B)`$, this approach uses a representation of the electron/positron wavefunctions as eigenstates of the magnetic moment (or spin) operator $`\mu _z`$ (with $`\mu \mu \mu =m\sigma \sigma \sigma +\gamma _5\beta \sigma \sigma \sigma \times [\text{p}+e\text{A}(\text{x})]`$) in Cartesian coordinates within the confines of the Landau gauge $`𝐀(𝐱)=(0,Bx,\mathrm{\hspace{0.17em}0})`$. Such states turn out to be very convenient because they generate useful symmetry properties; they were identified by Sokolov and Ternov , who dubbed them states of “transverse polarization.” Let $`e`$, $`e^{}`$ and $`e^{\prime \prime }`$ denote the polarizations of the initial and final (primed) photons ($`e,e^{},e^{\prime \prime }=,`$), and $`k_\mu =(\omega ,\text{k})`$, $`k_\mu ^{}=(\omega ^{},\text{k}^{})`$ and $`k_\mu ^{\prime \prime }=(\omega ^{\prime \prime },\text{k}^{\prime \prime })`$ denote the absorbed and produced photon four momenta. Then the total rate for splitting via the polarization mode $`ee^{}e^{\prime \prime }`$ can be written, using Eqs. (27)–(29) of , in terms of the S-matrix element $`S_{fi}^{(3)}`$, which is the sum of six terms $`S_{fi,j}^{(3)}`$ corresponding to the six viable time-ordering possibilities:
$$R_{ee^{}e^{\prime \prime }}=\frac{1}{2}\left(\frac{V}{8\pi ^3}\right)^2\frac{mc^2}{\mathrm{}}d^3k^{}d^3k^{\prime \prime }\frac{1}{T}\left|\underset{j=1,6}{}S_{fi,j}^{(3)}\right|^2,$$
(1)
where $`V`$ and $`T`$ denote the volume and time associated with the interaction calculation and the factor of $`\mathrm{\hspace{0.17em}1}/2`$ out the front avoids double counting of the final states. The priming convention adopted throughout the paper is one and two primes for the produced photons and no prime for the initial photon. Since the S-matrix element contains a delta function $`\delta ^4(k_\mu k_\mu ^{}k_\mu ^{\prime \prime })`$ prescribing four-momentum conservation for splitting, it is squared in the usual way using $`|\delta ^4(k_\mu k_\mu ^{}k_\mu ^{\prime \prime })|^2[VT/(2\pi )^4]\delta ^4(k_\mu k_\mu ^{}k_\mu ^{\prime \prime })`$. Note that the S-matrix element should possess a cubic dependence on photon energies when well below pair creation threshold, due to parity symmetry, photon gauge invariance, and the antisymmetric nature of the electromagnetic field tensor; details are discussed in .
Before writing down expressions for the S-matrix element terms, it is appropriate to identify the dimensionless convention that shall be adopted throughout this paper. Since the electron rest mass $`m`$ is the only mass that enters into this QED problem, we opt to scale all energies by $`mc^2`$ and momenta by $`mc`$ unless otherwise specified. This includes a scaling of $`mc^2/\mathrm{}`$ for photon frequencies $`\omega `$. In the spirit of this convention, we choose to use the symbol $`\epsilon `$ to represent dimensionless electron energies and reserve $`E`$ ($`=\epsilon mc^2`$) to denote “dimensional” energies as in . In addition, the magnetic field will be expressed in terms of the quantum critical field $`B_\mathrm{c}=m^2c^3/e\mathrm{}`$ hereafter, so that $`B=1`$ denotes a field of $`\mathrm{\hspace{0.17em}4.413}\times 10^{13}`$Gauss.
The convention for polarizations is identical to that assumed in , who opted for real polarization vectors with zero time components. The polarization states $``$ and $``$ are defined according to whether the photon’s electric vector lies either perpendicular or parallel (respectively) to the plane containing the photon’s momentum $`𝐤`$ and the (uniform) magnetic field B vectors, the convention of . In the limit of zero dispersion, three polarization modes are permitted by charge/parity (CP) invariance in QED, namely $``$, $``$ and $``$. However, Adler showed (see also ) that for weak vacuum dispersion (roughly delineated by $`B1`$), where the refractive indices for the polarization states are very close to unity, energy and momentum could simultaneously be conserved only for the splitting mode $``$. This kinematic selection rule applies to gamma-ray pulsar magnetospheres where plasma dispersion is negligible. In magnetar models of soft gamma repeaters, where supercritical fields are employed, strong vacuum dispersion arises. In such a regime, it is not clear whether Adler’s selection rules still endure, since his linear dispersion analysis omits higher order (quadratic) contributions to the vacuum polarization tensor (e.g. those that couple to photon absorption via splitting) that may become significant in supercritical fields. Furthermore, plasma dispersion effects, which can nullify the vacuum selection rules, may be quite pertinent to soft gamma repeater magnetospheres, rendering them distinctly different from those of conventional pulsars. Therefore, in the interests of generality, consideration of all three CP-permitted splitting modes is adopted throughout this paper.
The derivation of the S-matrix element proceeds along lines identical to those in Mentzel, Berg & Wunner , with the result being an exact reproduction of their analytic formalism, as reported in Weise, Baring & Melrose ; for details, one is referred to . Of the six $`S_{fi,j}^{(3)}`$ contributions to Eq. (1), it is sufficient to explicitly present just one:
$`S_{fi,1}^{(3)}`$ $`=`$ $`i\frac{\pi ^2}{16}\frac{\left(4\pi \alpha _\mathrm{f}\right)^{3/2}B}{\sqrt{\omega \omega ^{}\omega ^{\prime \prime }}}\frac{1}{\left(2V\right)^{3/2}}\delta ^{(4)}(k_\mu k_\mu ^{}k_\mu ^{\prime \prime }){\displaystyle \underset{nn^{}n^{\prime \prime }}{}}{\displaystyle \underset{\sigma \sigma ^{}\sigma ^{\prime \prime }}{}}\frac{1}{\epsilon _0\epsilon _0^{}\epsilon _0^{\prime \prime }}{\displaystyle 𝑑p_z}`$ (2)
$`\times `$ $`\frac{𝒟_{n^{}n}^{++}\left(\text{k}^{\prime \prime }\right)𝒟_{nn^{\prime \prime }}^+\left(\text{k}^{}\right)𝒟_{n^{\prime \prime }n^{}}^+\left(\text{k}\right)𝒟_{nn^{}}^{}\left(\text{k}^{\prime \prime }\right)𝒟_{n^{\prime \prime }n}^+\left(\text{k}^{}\right)𝒟_{n^{}n^{\prime \prime }}^+\left(\text{k}\right)}{\epsilon \epsilon ^{}\epsilon ^{\prime \prime }\left(\epsilon +\epsilon ^{\prime \prime }+\omega ^{}iϵ\right)\left(\epsilon ^{}+\epsilon ^{\prime \prime }+\omega iϵ^{}\right)}|_{p_z^{}=p_zk_z^{\prime \prime },p_z^{\prime \prime }=p_zk_z^{}},`$ (3)
where $`\alpha _\mathrm{f}=e^2/(\mathrm{}c)`$ is the fine structure constant, and the energies $`\epsilon `$ and $`\epsilon _0`$ are defined in Eq. (13) below, with similar definitions for the primed energies involving primed quantum numbers and momenta of the virtual electrons. Using the $`J`$ notation in Eq. (15) below,
$`𝒟_{n^{}n}^{++}(\text{k}^{\prime \prime })`$ $`=`$ $`J(k_x^{\prime \prime }|n^{}1,k_y^{\prime \prime }|n,\mathrm{\hspace{0.17em}0})[\kappa _1^{}\kappa _4+\kappa _3^{}\kappa _2]e_{}^{\prime \prime }`$ (6)
$`+J(k_x^{\prime \prime }|n^{},k_y^{\prime \prime }|n1,\mathrm{\hspace{0.17em}0})[\kappa _4^{}\kappa _1+\kappa _2^{}\kappa _3]e_+^{\prime \prime }`$
$`\{J(k_x^{\prime \prime }|n^{},k_y^{\prime \prime }|n,\mathrm{\hspace{0.17em}0})[\kappa _2^{}\kappa _4+\kappa _4^{}\kappa _2]J(k_x^{\prime \prime }|n^{}1,k_y^{\prime \prime }|n1,\mathrm{\hspace{0.17em}0})[\kappa _1^{}\kappa _3+\kappa _3^{}\kappa _1]\}e_z^{\prime \prime },`$
$`𝒟_{nn^{\prime \prime }}^+(\text{k}^{})`$ $`=`$ $`J(k_x^{}|n1,\mathrm{\hspace{0.17em}0}|n^{\prime \prime },k_y^{})[\kappa _1^{}\kappa _2^{\prime \prime }+\kappa _3^{}\kappa _4^{\prime \prime }]e_{}^{}`$ (9)
$`+J(k_x^{}|n,\mathrm{\hspace{0.17em}0}|n^{\prime \prime }1,k_y^{})[\kappa _2^{}\kappa _1^{\prime \prime }+\kappa _4^{}\kappa _3^{\prime \prime }]e_+^{}`$
$`\{J(k_x^{}|n,\mathrm{\hspace{0.17em}0}|n^{\prime \prime },k_y^{})[\kappa _2^{}\kappa _2^{\prime \prime }+\kappa _4^{}\kappa _4^{\prime \prime }]J(k_x^{}|n1,\mathrm{\hspace{0.17em}0}|n^{\prime \prime }1,k_y^{})[\kappa _1^{}\kappa _1^{\prime \prime }+\kappa _3^{}\kappa _3^{\prime \prime }]\}e_z^{},`$
$`𝒟_{n^{\prime \prime }n^{}}^+(\text{k})`$ $`=`$ $`J(k_x|n^{\prime \prime }1,k_y^{}|n^{},k_y^{\prime \prime })[\kappa _4^{}\kappa _3^{\prime \prime }+\kappa _2^{}\kappa _1^{\prime \prime }]e_{}`$ (12)
$`+J(k_x|n^{\prime \prime },k_y^{}|n^{}1,k_y^{\prime \prime })[\kappa _3^{}\kappa _4^{\prime \prime }+\kappa _1^{}\kappa _2^{\prime \prime }]e_+`$
$`\{J(k_x|n^{\prime \prime },k_y^{}|n^{},k_y^{\prime \prime })[\kappa _4^{}\kappa _4^{\prime \prime }+\kappa _2^{}\kappa _2^{\prime \prime }]J(k_x|n^{\prime \prime }1,k_y^{}|n^{}1,k_y^{\prime \prime })[\kappa _3^{}\kappa _3^{\prime \prime }+\kappa _1^{}\kappa _1^{\prime \prime }]\}e_z,`$
where the polarization vector $`e_\mu =(0,e_x,e_y,e_z)`$ is specified by $`e_\pm =e_x\pm ie_y`$ and $`e_z`$, and similarly for the final photon polarizations (primed). The other three $`𝒟`$s in Eq. (3) are not displayed here for brevity; they can be obtained from those in Eq. (9) simply by the interchange $`e_+e_{}`$ of polarization components (and similarly for primed components) and a relabelling of the $`J`$s that produces a correspondence $`𝒟_{n^{}n}^{q^{}q}(\text{k})𝒟_{nn^{}}^{qq^{}}(\text{k})`$.
Several notations need to be identified. First, the particles have energies $`\epsilon `$, and momentum components $`p_z`$ along the field. The energies $`\epsilon `$ and $`\epsilon _0`$ that appear here are, respectively, with and without the parallel momentum $`p_z`$:
$$\epsilon =\sqrt{1+p_z^2+2nB},\epsilon _0=\sqrt{1+2nB},$$
(13)
with $`n`$ denoting the Landau level quantum numbers, as usual. The other quantum number pertaining to the eigenstates of $`\mu _z`$ is $`\sigma =\pm 1`$, which signifies the spin state of the fermions ( used the label $`\tau `$; here the notation of Melrose and Parle is preferred), and satisfies $`\mu _z\psi =\sigma \epsilon _0\psi `$. It does not appear explicitly in $`\epsilon `$, but is embedded in the spinor coefficients $`\kappa _i`$:
$$\left(\begin{array}{c}\kappa _1\\ \kappa _2\\ \kappa _3\\ \kappa _4\end{array}\right)\left(\begin{array}{cccc}\delta _{}& \delta _+& 0& 0\\ \delta _+& \delta _{}& 0& 0\\ 0& 0& \delta _{}& \delta _+\\ 0& 0& \delta _+& \delta _{}\end{array}\right)\left(\begin{array}{c}\sqrt{(\epsilon _0+1)(\epsilon +\epsilon _0)}\\ ip_z\sqrt{\frac{\epsilon _01}{\epsilon +\epsilon _0}}\\ p_z\sqrt{\frac{\epsilon _0+1}{\epsilon +\epsilon _0}}\\ i\sqrt{(\epsilon _01)(\epsilon +\epsilon _0)}\end{array}\right),$$
(14)
for $`\delta _+=\delta _{\sigma ,1}`$ and $`\delta _{}=(1\delta _{n,0})\delta _{\sigma ,1}`$ where the spin quantum number $`\sigma `$ takes on two values except for the $`n=0`$ ground state (zeroth Landau level), where only $`\sigma =1`$ is permissible. Here $`\delta _{i,j}`$ is the familiar Kronecker delta. The primed coefficients $`\kappa _i^{}`$ and $`\kappa _i^{\prime \prime }`$ are similarly defined in terms of primed momenta and Landau level quantum numbers, subject to the momentum conservation implicit in Eq. (3).
The $`J`$ functions that appear in Eq. (9) are integrals over the oscillator functions (Hermite polynomial products), a form undeveloped in . Here, Eq. (7.377) of is employed to express these integrals analytically in terms of generalized Laguerre polynomials, $`L_n^{n^{}n}(x)`$ (see also Eq. (47) of ):
$$J(\alpha |n^{},\beta ^{}|n,\beta )=\mathrm{exp}(i\frac{\alpha }{2B}[\beta +\beta ^{}])\left\{ie^{i\psi }\right\}^{n^{}n}I_{n^{},n}\left(\frac{\rho ^2}{2B}\right)$$
(15)
where $`\rho `$ ($`>0`$) and the phase $`\psi `$ are introduced for convenience of notation: $`\alpha =\rho \mathrm{cos}\psi `$ and $`\beta ^{}\beta =\rho \mathrm{sin}\psi `$. Note that the $`\beta `$s are always $`k_y`$s and $`\alpha `$ is always a $`k_x`$. Here the $`I_{n^{},n}`$ functions follow the Sokolov and Ternov convention up to a factor of $`n!`$, being related to the $`𝐉`$ functions of Melrose and Parle , and both are defined in terms of the generalized Laguerre polynomials (see ):
$$I_{n^{},n}(x)=(1)^{n^{}n}I_{n,n^{}}(x)=𝐉_{n^{}n}^n(x)\sqrt{\frac{n!}{n^{}!}}e^{x/2}x^{(n^{}n)/2}L_n^{n^{}n}(x),n^{}>n.$$
(16)
Values for $`n>n^{}`$ are obtained by interchanging indices, as indicated. Hereafter, the (modified) Sokolov and Ternov convention for writing the Laguerre polynomials will be adopted. Complex conjugation of Eq. (15) can be used to establish the identity
$$𝒟_{n^{}n}^{q^{}q}(\text{k})=(1)^{n^{}n}\left\{𝒟_{nn^{}}^{qq^{}}(\text{k})\right\}^{},$$
(17)
noting that the $`\kappa `$ products are either purely imaginary or real, for all choices of spin quantum numbers. The three factors like $`(1)^{n^{}n}`$ appearing in the second product of three $`𝒟`$s in Eq. (3) cancel, leading to this product being just the complex conjugate of the first three $`𝒟`$s. This useful symmetry property clearly underlines the convenience of the Sokolov and Ternov choice of wavefunctions when adopting real components for the photon polarization.
The form of the contribution to the S-matrix element in Eq. (3) is identical to that for $`S_{fi,1}^{(3)}`$ given in Eq. (25) of Mentzel, Berg and Wunner . In the same fashion, it can be found that the expression derived here for $`S_{fi,2}^{(3)}`$ is absolutely identical to Eq. (26) of , thereby providing confirmation of their analytic developments; it can be obtained by using the substitutions $`\text{k}^{}\text{k}^{\prime \prime }`$, $`n^{}n^{\prime \prime }`$ and $`e^{}e^{\prime \prime }`$ in Eq. (9). All other $`S_{fi,j}^{(3)}`$ contributions result from application of the cyclic permutations
$`P_{+1}:`$ $`k_\mu ^{\prime \prime },e_\mu ^{\prime \prime }k_\mu ^{},e_\mu ^{},k_\mu ^{},e_\mu ^{}k_\mu ,e_\mu ^{},k_\mu ,e_\mu ^{}k_\mu ^{\prime \prime },e_\mu ^{\prime \prime };`$ (18)
$`P_1:`$ $`k_\mu ,e_\mu ^{}k_\mu ^{},e_\mu ^{},k_\mu ^{},e_\mu ^{}k_\mu ^{\prime \prime },e_\mu ^{\prime \prime },k_\mu ^{\prime \prime },e_\mu ^{\prime \prime }k_\mu ,e_\mu ^{},`$ (20)
where $`k_\mu =(\omega ,\text{k})`$, $`e_\mu =(0,e_x,e_y,e_z)`$, etc. Observe also that a minus sign and the complex conjugation of the polarizations are always associated with the initial photon since it is absorbed in the process. Given these permutations, the crossing symmetry for splitting is manifested in the following relationship between the various terms like those in Eq. (3) that contribute to Eq. (1):
$$S_{fi,3}^{(3)}=P_1S_{fi,2}^{(3)},S_{fi,4}^{(3)}=P_{+1}S_{fi,1}^{(3)},S_{fi,5}^{(3)}=P_{+1}S_{fi,2}^{(3)},S_{fi,6}^{(3)}=P_1S_{fi,1}^{(3)},$$
(21)
where the permutations act as operators. This symmetry can be expressed in a multitude of ways using the identities $`P_{+1}P_1=I=P_1P_{+1}`$ and $`P_{\pm 1}^3=I`$.
It is important to remark that the derivation of analytic forms by Mentzel, Berg and Wunner is not the first in the literature relating to S-matrix applications to photon splitting. The papers by Melrose and Parle dealing with various aspects of QED in strong magnetic fields, specifically from a wave dispersion/response tensor approach, constructed the S-matrix element for splitting in Eqs. (46) and (47) of , which incorporated the quadratic vacuum response tensor given in Eq. (36) of . This tensor is obviously of a standard S-matrix Landau representation appearance. Eqs. (3) and (9) can be generated directly (and also $`S_{fi,2}^{(3)}`$) from the Melrose and Parle evaluation after a modicum of algebra. Hence, Eqs. (3) and (9) here, and Eqs. (25) and (26) can be used as reliable starting points for further S-matrix developments.
### A Analytic Reduction: Summation over Spin States
The form in Eqs. (3) and (9) is quite cumbersome. It can be simplified considerably by (i) specializing to specific but representative directions of photon propagation and (ii) analytically performing the summations over spin states $`\sigma `$, $`\sigma ^{}`$ and $`\sigma ^{\prime \prime }`$. Restricting the photon motion to the $`x`$-direction yields photon motion perpendicular to the field: since splitting is collinear in the non-dispersive limit discussed earlier in this paper, it follows that $`k_z=k_z^{}=k_z^{\prime \prime }=0`$. This choice dramatically simplifies coefficients of the Laguerre polynomials in Eq. (9). Without significant loss of generality, setting $`k_y=k_y^{}=k_y^{\prime \prime }=0`$ removes nearly all of the phase factors in the definition of the $`J`$s in Eq. (15), leaving just $`i^{n^{}n}`$. Three such factors emerge in the triple product of $`𝒟`$s, leading to a factor of $`(1)^{n^{\prime \prime }n^{}}`$.
The CP symmetry possessed by the splitting process becomes most evident at this point, since it is now simple to derive the CP selection rules. The specification of $`k_y=k_y^{}=k_y^{\prime \prime }=0`$ and $`k_z=k_z^{}=k_z^{\prime \prime }=0`$ yields only one possible component of polarization perpendicular to the field, $`e_{}\epsilon _y=i\epsilon _+=i\epsilon _{}`$ and one conceivable component of polarization parallel to the field, $`e_{}\epsilon _z`$ (and similarly for primed quantities). The polarization (electric field) vector of the photons is, of course, normal to the photon momentum vector, which automatically spawns the notation for the two possible polarization states: $`:e_{}=1,e_{}=0`$ and $`:e_{}=0,e_{}=1`$. From the presence of subtractions in the numerators of the integrands of Eq. (3) together with the complex conjugation property in Eq. (17) and the proportionality of the $`𝒟`$s to factors like $`i^{n^{}n}`$, it follows that only terms with an odd number of $`e_{}`$ factors contribute to $`S_{fi,1}^{(3)}`$, i.e. terms proportional to $`e_{}e_{}^{}e_{}^{\prime \prime }`$, $`e_{}e_{}^{}e_{}^{\prime \prime }`$, $`e_{}e_{}^{}e_{}^{\prime \prime }`$ and $`e_{}e_{}^{}e_{}^{\prime \prime }`$. All other terms cancel identically to zero. By virtue of the permutation symmetries in Eq. (LABEL:eq:perm), this is also true for all other $`S_{fi,j}^{(3)}`$. It is then trivial to deduce the CP selection rules for photon splitting, namely that the only permitted transitions are
$$,,.$$
(22)
The three other splitting transitions all have S-matrix elements that are exactly zero for collinear photon momenta, and hence are forbidden. This technique for CP selection rule derivation was implemented in . These restrictions are simply consequences of the charge conjugation (C) and parity (P) symmetries of the splitting process, i.e. relating to the transformations $`𝐤𝐤`$ and $`𝐁𝐁`$.
The summation over the spin states $`\sigma `$, $`\sigma ^{}`$ and $`\sigma ^{\prime \prime }`$ ($`=\pm 1`$) produces a dramatic simplification in the appearance of the S-matrix elements. Such spin summations act only on the products of the $`\kappa _i`$s that appear in Eq. (9); the algebra is lengthy but straightforward, being facilitated by pairing $`S_{fi,j}^{(3)}`$ terms with denominators that differ only in the sign of their photon energies. The total splitting rate in Eq. (1) can be written in the form
$$R_{ee^{}e^{\prime \prime }}=\frac{\alpha _\mathrm{f}^3}{2\pi ^2}\frac{mc^2}{\mathrm{}}\frac{d\omega ^{}}{\omega ^2}\left|_{ee^{}e^{\prime \prime }}\right|^2,$$
(23)
where $`\omega ^{\prime \prime }=\omega \omega ^{}`$ is implicitly understood from the conservation of four-momentum. While these rates will be expressed for photon propagation normal to the uniform magnetic field, the results for general photon obliquities $`\theta `$ to B can be obtained via a simple Lorentz transformation: $`\omega \omega \mathrm{sin}\theta `$, $`\omega ^{}\omega ^{}\mathrm{sin}\theta `$, $`\omega ^{\prime \prime }\omega ^{\prime \prime }\mathrm{sin}\theta `$, together with an extra multiplicative factor of $`\mathrm{sin}\theta `$ applied to the rate in Eq. (23).
The momentum dependence in the integrands of Eq. (3) can be simplified by forming sums of the products of energy denominators. Separating such sums into real and imaginary parts via the representation $`\mathrm{\Sigma }_{\lambda ,\mu }=\mathrm{\Sigma }_{\lambda ,\mu }^\text{R}+i\mathrm{\Sigma }_{\lambda ,\mu }^\text{I}`$, leads to the definition
$`\mathrm{\Sigma }_{\lambda ,\mu }^\text{R}`$ $`=`$ $`\left\{\frac{1}{\left(\epsilon ^{\prime \prime }+\epsilon +\omega ^{}\right)\left(\epsilon ^{}+\epsilon ^{\prime \prime }+\omega \right)}+\frac{1}{\left(\epsilon ^{\prime \prime }+\epsilon \omega ^{}\right)\left(\epsilon ^{}+\epsilon ^{\prime \prime }\omega \right)}\right\}`$ (24)
$`+`$ $`\lambda \left\{\frac{1}{\left(\epsilon ^{}+\epsilon ^{\prime \prime }\omega \right)\left(\epsilon +\epsilon ^{}\omega ^{\prime \prime }\right)}+\frac{1}{\left(\epsilon ^{}+\epsilon ^{\prime \prime }+\omega \right)\left(\epsilon +\epsilon ^{}+\omega ^{\prime \prime }\right)}\right\}`$ (25)
$`+`$ $`\mu \left\{\frac{1}{\left(\epsilon +\epsilon ^{}+\omega ^{\prime \prime }\right)\left(\epsilon ^{\prime \prime }+\epsilon \omega ^{}\right)}+\frac{1}{\left(\epsilon +\epsilon ^{}\omega ^{\prime \prime }\right)\left(\epsilon ^{\prime \prime }+\epsilon +\omega \right)}\right\},`$ (26)
of the real part, where $`\lambda `$ and $`\mu `$ assume the values $`\pm 1`$. The imaginary part is not explicitly stated since it will not be of use in the subsequent developments. The momentum integrations over these $`\mathrm{\Sigma }_{\lambda ,\mu }^\text{R}`$ then assume one of the forms
$`_n={\displaystyle _{\mathrm{}}^{\mathrm{}}}\frac{p_z^{2n}dp_z}{\epsilon \epsilon ^{}\epsilon ^{\prime \prime }}\mathrm{\Sigma }_{1,1}^\text{R},`$ (27)
$`𝒥={\displaystyle _{\mathrm{}}^{\mathrm{}}}\frac{dp_z}{\epsilon }\mathrm{\Sigma }_{1,1}^\text{R},`$ $`𝒥^{}={\displaystyle _{\mathrm{}}^{\mathrm{}}}\frac{dp_z}{\epsilon ^{}}\mathrm{\Sigma }_{1,1}^\text{R},`$ $`𝒥^{\prime \prime }={\displaystyle _{\mathrm{}}^{\mathrm{}}}\frac{dp_z}{\epsilon ^{\prime \prime }}\mathrm{\Sigma }_{1,1}^\text{R}`$ (29)
for $`n=0`$ or $`\mathrm{\hspace{0.17em}1}`$; generalizations to complex $`\mathrm{\Sigma }_{\lambda ,\mu }`$ (relevant to calculating splitting rates above pair threshold and near pair resonances) are routine. These manipulations yield the following compact forms for the $`_{ee^{}e^{\prime \prime }}`$ coefficients in Eq. (23):
$`_{}`$ $`=`$ $`\frac{B}{4}{\displaystyle \underset{n,n^{},n^{\prime \prime }}{}}(1)^{n^{\prime \prime }n^{}}\{\sqrt{8nn^{}n^{\prime \prime }B^3}_0\mathrm{}_1^{}+\sqrt{2n^{\prime \prime }B}[𝒥^{\prime \prime }+_1_0]\mathrm{}_2^{}`$ (31)
$`+\sqrt{2n^{}B}[𝒥^{}_1+_0]\mathrm{}_3^{}+\sqrt{2nB}[𝒥+_1+_0]\mathrm{}_4^{}\}`$
$`_{}`$ $`=`$ $`\frac{B}{4}{\displaystyle \underset{n,n^{},n^{\prime \prime }}{}}(1)^{n^{\prime \prime }n^{}}\{\sqrt{8nn^{}n^{\prime \prime }B^3}_0\mathrm{}_1^{}+\sqrt{2n^{\prime \prime }B}[𝒥^{\prime \prime }_1_0]\mathrm{}_2^{}`$ (34)
$`+\sqrt{2n^{}B}[𝒥^{}+_1+_0]\mathrm{}_3^{}+\sqrt{2nB}[𝒥+_1+_0]\mathrm{}_4^{}\}`$
$`_{}`$ $`=`$ $`\frac{B}{4}{\displaystyle \underset{n,n^{},n^{\prime \prime }}{}}(1)^{n^{\prime \prime }n^{}}\{\sqrt{8nn^{}n^{\prime \prime }B^3}_0\mathrm{}_1^{}+\sqrt{2n^{\prime \prime }B}[𝒥^{\prime \prime }+_1_0]\mathrm{}_2^{}`$ (36)
$`+\sqrt{2n^{}B}[𝒥^{}+_1+_0]\mathrm{}_3^{}+\sqrt{2nB}[𝒥_1+_0]\mathrm{}_4^{}\},`$
results that are to be used in conjunction with Eq. (23). The factor of $`B/4`$ is introduced to render the scaled amplitudes positive, and also to afford a direct mapping onto limiting forms obtained by the proper-time technique, as will become evident in Section III. The $`\mathrm{\Delta }_i^{ee^{}e^{\prime \prime }}`$ are differences of triple products of generalized Laguerre polynomials (defined in Eq. ); for $``$
$`\mathrm{}_1^{}=`$ $`I_{n1,n^{}1}^{\prime \prime }I_{n^{\prime \prime },n}^{}I_{n^{},n^{\prime \prime }1}I_{n,n^{}}^{\prime \prime }I_{n^{\prime \prime }1,n1}^{}I_{n^{}1,n^{\prime \prime }}`$ (37)
$`\mathrm{}_2^{}=`$ $`I_{n1,n^{}1}^{\prime \prime }I_{n^{\prime \prime }1,n1}^{}I_{n^{}1,n^{\prime \prime }}I_{n,n^{}}^{\prime \prime }I_{n^{\prime \prime },n}^{}I_{n^{},n^{\prime \prime }1}`$ (38)
$`\mathrm{}_3^{}=`$ $`I_{n1,n^{}1}^{\prime \prime }I_{n^{\prime \prime }1,n1}^{}I_{n^{},n^{\prime \prime }1}I_{n,n^{}}^{\prime \prime }I_{n^{\prime \prime },n}^{}I_{n^{}1,n^{\prime \prime }}`$ (40)
$`\mathrm{}_4^{}=`$ $`I_{n1,n^{}1}^{\prime \prime }I_{n^{\prime \prime },n}^{}I_{n^{}1,n^{\prime \prime }}I_{n,n^{}}^{\prime \prime }I_{n^{\prime \prime }1,n1}^{}I_{n^{},n^{\prime \prime }1},`$ (41)
where the Sokolov and Ternov representation of the associated Laguerre functions in Eq. (16) is used together with the priming notation
$$I_{n^{},n}I_{n^{},n}\left(\frac{\omega ^2}{2B}\right),I_{n^{},n}^{}I_{n^{},n}\left(\frac{\left[\omega ^{}\right]^2}{2B}\right),I_{n^{},n}^{\prime \prime }I_{n^{},n}\left(\frac{\left[\omega ^{\prime \prime }\right]^2}{2B}\right),$$
(42)
thereby aiding brevity. For the $``$ mode,
$`\mathrm{}_1^{}=`$ $`I_{n,n^{}1}^{\prime \prime }I_{n^{\prime \prime },n1}^{}I_{n^{},n^{\prime \prime }1}I_{n1,n^{}}^{\prime \prime }I_{n^{\prime \prime }1,n}^{}I_{n^{}1,n^{\prime \prime }}`$ (43)
$`\mathrm{}_2^{}=`$ $`I_{n,n^{}1}^{\prime \prime }I_{n^{\prime \prime }1,n}^{}I_{n^{}1,n^{\prime \prime }}I_{n1,n^{}}^{\prime \prime }I_{n^{\prime \prime },n1}^{}I_{n^{},n^{\prime \prime }1}`$ (44)
$`\mathrm{}_3^{}=`$ $`I_{n,n^{}1}^{\prime \prime }I_{n^{\prime \prime }1,n}^{}I_{n^{},n^{\prime \prime }1}I_{n1,n^{}}^{\prime \prime }I_{n^{\prime \prime },n1}^{}I_{n^{}1,n^{\prime \prime }}`$ (46)
$`\mathrm{}_4^{}=`$ $`I_{n,n^{}1}^{\prime \prime }I_{n^{\prime \prime },n1}^{}I_{n^{}1,n^{\prime \prime }}I_{n1,n^{}}^{\prime \prime }I_{n^{\prime \prime }1,n}^{}I_{n^{},n^{\prime \prime }1},`$ (47)
and the results for the $``$ mode are not explicitly stated since they can be obtained by exploiting crossing symmetries: the inverse of the permutation in Eq. (49) yields the transformation $`\mathrm{}_1^{}\mathrm{}_1^{}`$, $`\mathrm{}_2^{}\mathrm{}_3^{}`$, $`\mathrm{}_3^{}\mathrm{}_4^{}`$, $`\mathrm{}_4^{}\mathrm{}_2^{}`$. The $`\mathrm{}_i^{ee^{}e^{\prime \prime }}`$ can alternatively be expressed using the $`𝐉_b^a`$ functions of Melrose and Parle as in . Note that the potential subtlety of having to include factors of $`\mathrm{\hspace{0.17em}1}/2`$ for some contributions from ground intermediate states is eliminated by the specific choice of the Sokolov and Ternov wavefunctions.
The comparative simplicity of the reduced form of the S-matrix element relative to Eq. (3) is both notable and comforting. Unlike Eqs. (25) and (26) of , this developed form of the splitting S-matrix element has an appearance familiar to S-matrix applications of QED in the Landau representation to strongly-magnetized systems, with products of generalized Laguerre polynomials multiplied by simple combinations of energies and momentum components. Examples of previous work bearing such familiar forms focus largely on lower-order QED processes and include studies of synchrotron radiation , single photon pair creation , and vacuum and plasma polarization.
For the purposes of the analysis in the next section, it is pertinent to define the cyclic permutations
$`\omega \omega ^{\prime \prime },\omega ^{}\omega ,\omega ^{\prime \prime }\omega ^{},`$ (48)
(49)
$`nn^{\prime \prime },n^{}n,n^{\prime \prime }n^{},`$ (50)
in the spirit of the $`P_{+1}`$ permutation in Eq. (LABEL:eq:perm). These permutations will appear repeatedly in the developments below, and lead to the following transformation properties of Eq. (25):
$$\mathrm{\Sigma }_{1,1}^\text{R}\mathrm{\Sigma }_{1,1}^\text{R},\mathrm{\Sigma }_{1,1}^\text{R}\mathrm{\Sigma }_{1,1}^\text{R},\mathrm{\Sigma }_{1,1}^\text{R}\mathrm{\Sigma }_{1,1}^\text{R},$$
(51)
with $`\mathrm{\Sigma }_{1,1}^\text{R}`$ being invariant, symmetries that are consequences of the arrangements of electron and positron propagators in the Feynman diagram for splitting. These translate into obvious mappings between $`𝒥`$, $`𝒥^{}`$ and $`𝒥^{\prime \prime }`$ and an invariance of the $`I_n`$. It is also easily seen that under this cyclic permutation, the factor in braces in the summation for $`_{}`$ is invariant, while the equivalent factor in the summation for $`_{}`$ maps over (up to a minus sign) to the factor in braces in the $`_{}`$ summation. As will become evident in Section III, the remaining powers of $`1`$ in the summations do not provide any unsatisfactory interference in the limits of low photon energy ($`\omega 1`$) and high fields ($`B1`$), so that permutation symmetry can be extended to the total amplitudes in these specific parameter regimes.
### B Analytic Reduction: Integration over Parallel Momentum
Further analytic development is not only possible, but also desirable, given that the integrations over the momentum $`p_z`$ parallel to the field can be expressed compactly in terms of elementary functions. Such tractability facilitates both numerical evaluations and the derivation of asymptotic limits. In proceeding, since results are sought at energies sufficiently remote from pair creation resonances, the imaginary parts of the denominators in the $`\mathrm{\Sigma }_{\lambda ,\mu }`$ are dropped in all further considerations, i.e., we consider only the functions $`\mathrm{\Sigma }_{\lambda ,\mu }^\text{R}=\text{Re}\mathrm{\Sigma }_{\lambda ,\mu }`$.
It turns out that carefully-constructed contour integrations in the complex $`p_z`$ plane do not facilitate the $`p_z`$ integrations. Hence the first step in integrating over $`p_z`$ is effected by the more cumbersome and less elegant approach of completing the squares and rationalizing the denominators using products of factors like $`(\epsilon ^{}\pm \epsilon ^{\prime \prime }\pm \omega )`$. These factors define poles $`p_{ij}`$ of the $`p_z`$ integration for $`i`$ and $`j`$ being some combination of $`n`$, $`n^{}`$ and $`n^{\prime \prime }`$. Such poles fall into two types: pair creation ones (e.g. see ) that contribute only above pair threshold, due to the structure of the splitting rate, and cyclotronic ones that must be considered below pair threshold. The appearance of such cyclotronic poles is an artifact of the rationalization of denominators, so that they are really pseudo-poles of the subsequent analysis; a consistency check on the algebra is that the S-matrix element be effectively continuous across them. It is convenient to define energies that correspond to the $`p_{ij}`$ poles:
$$\epsilon _{nn^{}}=\frac{\left(\omega ^{\prime \prime }\right)^2+𝒩𝒩^{}}{2\omega ^{\prime \prime }},\epsilon _{n^{}n^{\prime \prime }}=\frac{\omega ^2+𝒩^{}𝒩^{\prime \prime }}{2\omega },\epsilon _{n^{\prime \prime }n}=\frac{\left(\omega ^{}\right)^2+𝒩^{\prime \prime }𝒩}{2\omega ^{}}$$
(52)
and three others paired with these, which are obtained via the relations $`\epsilon _{n^{}n}+\epsilon _{nn^{}}=\omega ^{\prime \prime }`$, $`\epsilon _{n^{\prime \prime }n^{}}+\epsilon _{n^{}n^{\prime \prime }}=\omega `$ and $`\epsilon _{nn^{\prime \prime }}+\epsilon _{n^{\prime \prime }n}=\omega ^{}`$. Here the notation
$$𝒩=\mathrm{\hspace{0.33em}1}+2nB,𝒩^{}=\mathrm{\hspace{0.33em}1}+2n^{}B,𝒩^{\prime \prime }=\mathrm{\hspace{0.33em}1}+2n^{\prime \prime }B$$
(53)
is used for the purposes of abbreviation. Observe that, taking advantage of the subjectivity of such definitions, a minus sign appears in front of the expression for $`\epsilon _{n^{}n^{\prime \prime }}`$, a choice that preserves symmetries induced by the mapping in Eq. (49) in the results that follow. These definitions spawn the following useful identities for the momentum poles:
$`p_{nn^{}}^2`$ $`=`$ $`\epsilon _{nn^{}}^2𝒩=\epsilon _{n^{}n}^2𝒩^{}`$ (54)
$`p_{n^{}n^{\prime \prime }}^2`$ $`=`$ $`\epsilon _{n^{}n^{\prime \prime }}^2𝒩^{}=\epsilon _{n^{\prime \prime }n^{}}^2𝒩^{\prime \prime }`$ (55)
$`p_{n^{\prime \prime }n}^2`$ $`=`$ $`\epsilon _{n^{\prime \prime }n}^2𝒩^{\prime \prime }=\epsilon _{nn^{\prime \prime }}^2𝒩,`$ (56)
which immediately imply the possibility of poles along the imaginary axis. In fact, $`p_{nn^{}}^2\text{min}\{𝒩,𝒩^{}\}`$, with equality for $`\omega ^{\prime \prime }=|𝒩𝒩^{}|^{1/2}`$, and likewise for the other poles. Note that for the one-vertex calculations of cyclotron emission and single photon pair creation and annihilation, the requirement that such poles be real, corresponding to real components of particle momenta on external lines, is precisely what generates thresholds (e.g. ) and kinematic cutoffs (e.g. ) for transitions involving various states.
The rationalization of the denominators yields relatively compact decompositions for these sums, after much cancellation and simplification. They take the form
$$\mathrm{\Sigma }_{\lambda ,\mu }^\text{R}=c_{\lambda ,\mu }+\frac{2}{W}\left\{t_{\lambda ,\mu }^{\epsilon \epsilon ^{}}\epsilon \epsilon ^{}+t_{\lambda ,\mu }^{\epsilon ^{}\epsilon ^{\prime \prime }}\epsilon ^{}\epsilon ^{\prime \prime }+t_{\lambda ,\mu }^{\epsilon ^{\prime \prime }\epsilon }\epsilon ^{\prime \prime }\epsilon \right\},$$
(57)
the simplicity of which is contingent upon the energy-conservation restriction $`\omega ^{\prime \prime }=\omega \omega ^{}`$. Here
$$W=\omega \omega ^{}\omega ^{\prime \prime }+\omega 𝒩\omega ^{}𝒩^{}\omega ^{\prime \prime }𝒩^{}.$$
(58)
Identities such as $`W=2\omega \omega ^{}(\epsilon _{n^{\prime \prime }n^{}}+\epsilon _{n^{\prime \prime }n})`$ prove useful in the ensuing analysis. The $`c_{\lambda ,\mu }`$ and $`t_{\lambda ,\mu }`$ coefficients assume simple forms when expressed as partial fractions. Consider first the result for $`\mathrm{\Sigma }_{1,1}^\text{R}`$, which has the coefficients
$`c_{1,1}`$ $`=`$ $`0`$ (59)
$`t_{1,1}^{\epsilon \epsilon ^{}}`$ $`=`$ $`\frac{\epsilon _{n^{\prime \prime }n}}{p_{n^{\prime \prime }n}^2p_z^2}+\frac{\epsilon _{n^{\prime \prime }n^{}}}{p_{n^{}n^{\prime \prime }}^2p_z^2}`$ (60)
$`t_{1,1}^{\epsilon ^{}\epsilon ^{\prime \prime }}`$ $`=`$ $`\frac{\epsilon _{nn^{\prime \prime }}}{p_{n^{\prime \prime }n}^2p_z^2}+\frac{\epsilon _{nn^{}}}{p_{nn^{}}^2p_z^2}`$ (62)
$`t_{1,1}^{\epsilon ^{\prime \prime }\epsilon }`$ $`=`$ $`\frac{\epsilon _{n^{}n}}{p_{nn^{}}^2p_z^2}+\frac{\epsilon _{n^{}n^{\prime \prime }}}{p_{n^{}n^{\prime \prime }}^2p_z^2}.`$ (63)
Observe that a cyclic symmetry is immediately apparent: $`\mathrm{\Sigma }_{1,1}^\text{R}`$ is invariant under the permutation in Eq. (49), as is evident from its original definition in Eq. (25). Similarly, the algebraic developments yield coefficients for the $`\mathrm{\Sigma }_{1,1}^\text{R}`$ sum, which appears in the $`\epsilon \epsilon ^{}\mathrm{\Delta }_2`$ terms, as
$`c_{1,1}`$ $`=`$ $`\frac{1}{\omega \omega ^{}}\frac{2}{W}\left\{\frac{\epsilon _{n^{\prime \prime }n^{}}\epsilon _{n^{}n^{\prime \prime }}}{p_{n^{}n^{\prime \prime }}^2p_z^2}[\epsilon _{n^{\prime \prime }n^{}}+\omega ^{}]+\frac{\epsilon _{n^{\prime \prime }n}\epsilon _{nn^{\prime \prime }}}{p_{n^{\prime \prime }n}^2p_z^2}[\epsilon _{n^{\prime \prime }n}\omega ]\right\}`$ (64)
$`t_{1,1}^{\epsilon \epsilon ^{}}`$ $`=`$ $`0`$ (65)
$`t_{1,1}^{\epsilon ^{}\epsilon ^{\prime \prime }}`$ $`=`$ $`\frac{\epsilon _{n^{\prime \prime }n^{}}+\omega ^{}}{p_{n^{}n^{\prime \prime }}^2p_z^2}\frac{\epsilon _{nn^{}}}{p_{nn^{}}^2p_z^2}`$ (67)
$`t_{1,1}^{\epsilon ^{\prime \prime }\epsilon }`$ $`=`$ $`\frac{\epsilon _{n^{\prime \prime }n}\omega }{p_{n^{\prime \prime }n}^2p_z^2}\frac{\epsilon _{n^{}n}}{p_{nn^{}}^2p_z^2}.`$ (68)
The coefficients for the sum $`\mathrm{\Sigma }_{1,1}^\text{R}`$ that appears in the $`\epsilon \epsilon ^{\prime \prime }\mathrm{\Delta }_3`$ terms and the coefficients for the sum $`\mathrm{\Sigma }_{1,1}^\text{R}`$ that appears in the $`\epsilon ^{}\epsilon ^{\prime \prime }\mathrm{\Delta }_4`$ terms are similar: there is little need to state them explicitly, since the coefficients possess a relationship to each other due to the permutation symmetry enunciated in Eq. (51).
Given these decompositions, it is now fairly straightforward to evaluate the integrations over $`p_z`$, expressing them in terms of the an elementary function $`f`$ with real arguments $`\epsilon _{ij}`$:
$$f(𝒩,)P_{\mathrm{}}^{\mathrm{}}\frac{dp_z}{\sqrt{𝒩+p_z^2}}\frac{}{^2𝒩p_z^2}=\{\begin{array}{cc}\frac{1}{\sqrt{^2𝒩}}\mathrm{log}_e\left|\frac{+\sqrt{^2𝒩}}{\sqrt{^2𝒩}}\right|,\hfill & \text{if }^2>𝒩\text{,}\hfill \\ \frac{2}{\sqrt{𝒩^2}}\mathrm{arctan}\left\{\frac{}{\sqrt{𝒩^2}}\right\},\hfill & \text{if }\mathrm{\hspace{0.17em}0}<^2<𝒩\hfill \end{array}$$
(69)
for real $``$. The identity $`\mathrm{arctan}z=(1/2i)\mathrm{log}_e[(1+iz)/(1iz)]`$ with $`z=/\sqrt{𝒩^2}`$ has been used to map across the singularities at $`=\pm \sqrt{𝒩}`$ (cyclotronic below pair threshold) and guarantee bounded and continuous behaviour of $`f(𝒩,)/`$ at $`=0`$. The integral identity in Eq. (69) can be established quickly with the aid of result 3.513.2 in , using the substitution $`p_z=\sqrt{𝒩}\mathrm{sinh}t`$ and partial fractions. Note that real values (either positive or negative) of $``$ are guaranteed by the formalism here, with $`=0`$ being improbable due to the discreteness of the quantum numbers $`n`$, $`n^{}`$ and $`n^{\prime \prime }`$.
The integration of the coefficients $`_0`$ of the $`\mathrm{\Delta }_1`$ terms for each of the polarization modes are then straightforward, and the identities in Eq. (55) can be used to advantage. Similar terms appear in the $`_1`$ integrations of parts of the coefficients of the other$`\mathrm{\Delta }_i`$ terms, which also possess integrands with terms proportional to $`\mathrm{\hspace{0.17em}1}/\epsilon `$, $`\mathrm{\hspace{0.17em}1}/\epsilon ^{}`$ and $`\mathrm{\hspace{0.17em}1}/\epsilon ^{\prime \prime }`$ that formally lead to divergences that cancel each other (an artifice introduced by the rationalization of the denominators). Using partial fractions, the divergent contributions can be written as integrals over the finite range $`pp_zp`$, rearranging to subtract off exactly-cancelling terms, and then taking the limit as $`p\mathrm{}`$. Similar manipulations are used for the $`𝒥^{\prime \prime }`$ integration over $`\mathrm{\Sigma }_{1,1}^\text{R}`$, where again the leading order terms are individually divergent yet collectively convergent. Partial fractions can again be used to enable rearrangements and separate the divergent terms, which are then integrated over finite ranges as with the $`_1`$ evaluation. The results are encapsulated in the identities
$`_0`$ $`=`$ $`\frac{2}{W}\left\{_{nn^{}}+_{n^{}n^{\prime \prime }}+_{n^{\prime \prime }n}\right\},`$ (70)
$`_1`$ $`=`$ $`+\frac{2}{W}\left\{p_{nn^{}}^2_{nn^{}}+p_{n^{}n^{\prime \prime }}^2_{n^{}n^{\prime \prime }}+p_{n^{\prime \prime }n}^2_{n^{\prime \prime }n}\right\},`$ (71)
$`𝒥^{\prime \prime }`$ $`=`$ $`\frac{2}{W}\left\{\epsilon _{nn^{}}\epsilon _{n^{}n}_{nn^{}}+\epsilon _{n^{}n^{\prime \prime }}(\epsilon _{n^{\prime \prime }n^{}}+\omega ^{})_{n^{}n^{\prime \prime }}+\epsilon _{nn^{\prime \prime }}(\epsilon _{n^{\prime \prime }n}\omega )_{n^{\prime \prime }n}\right\},`$ (72)
where
$$_{nn^{}}=f(𝒩,\epsilon _{nn^{}})+f(𝒩^{},\epsilon _{n^{}n}),_{n^{}n^{\prime \prime }}=f(𝒩^{},\epsilon _{n^{}n^{\prime \prime }})+f(𝒩^{\prime \prime },\epsilon _{n^{\prime \prime }n^{}}),_{n^{\prime \prime }n}=f(𝒩^{\prime \prime },\epsilon _{n^{\prime \prime }n})+f(𝒩,\epsilon _{nn^{\prime \prime }}),$$
(73)
and
$$=\frac{1}{\omega ^{}\omega ^{\prime \prime }}\mathrm{log}_e𝒩\frac{1}{\omega ^{\prime \prime }\omega }\mathrm{log}_e𝒩^{}\frac{1}{\omega \omega ^{}}\mathrm{log}_e𝒩^{\prime \prime }.$$
(74)
No further integration is necessary: the cyclic permutations in Eq. (49) can be used to quickly derive expressions for $`𝒥^{}`$ and $`𝒥`$ from Eq. (71).
At this point, it is salient to remark that the divergences at $`^2=𝒩`$ in the functions $`f(𝒩,)`$ pose no problem for the integral evaluations in Eqs. (71), because these functions always appear two at a time. Below the pair threshold, these divergences are cyclotronic in nature, being encountered when $`\omega |\sqrt{𝒩^{}}\sqrt{𝒩^{\prime \prime }}|`$ or for similar circumstances for the other photon energies. As $`\omega `$ tends to such a limit, for example, we observe that $`\epsilon _{n^{}n^{\prime \prime }}\sqrt{𝒩^{}}`$ and $`\epsilon _{n^{\prime \prime }n^{}}\sqrt{𝒩^{\prime \prime }}`$ when $`𝒩^{}>𝒩^{\prime \prime }`$ (without loss of generality). This opposition of signs guarantees cancellation of divergences when the $`\mathrm{arctan}`$ form of $`f(𝒩,)`$ is used ($`\mathrm{arctan}(1/z)\pi /2z`$ as $`z0`$), so that continuity across cyclotron “pseudo-resonances” emerges naturally from Eq. (71), consistent with the continuity of the $`\mathrm{\Sigma }_{\lambda ,\mu }^\text{R}`$ functions. Continuity across pair resonances does not arise above pair threshold, so that true divergences emerge.
The incorporation of Eq. (71) into the scaled matrix elements in Eq. (LABEL:eq:Mform) constitutes the final product of the general analytic developments in this paper, providing rates valid for all energies below pair threshold (and applicable for non-resonant energies above threshold), and for photon propagation normal to the uniform magnetic field. They are eminently suitable for numerical computations, having improved upon the analytic formalism of Mentzel, Berg and Wunner (i.e. Eq. ) by performing the summations of the spin states and integration over the momenta parallel to the field that are associated with the electron propagators. Such developments are prudent prior to numerical evaluations due to the large degree of cancellation in these sums and integrations.
## III ASYMPTOTIC LIMITS FOR HIGH $`B`$ OR SMALL $`\omega `$
A fruitful extension of this analysis is the exploration of the simplification of the scattering amplitudes and rates in two particular asymptotic regimes, namely the limit of highly supercritical fields, $`B1`$, and the specialization to photon energies well below threshold, i.e. $`\omega 1`$. The benefits of such an investigation are twofold. First, it provides the first unequivocal analytic demonstration of the equivalence of splitting results from the S-matrix formulation in the Landau representation and effective Lagrangian/proper-time results from Schwinger-type formalisms in well-defined parameter regimes. In doing so, it serves as a powerful check on the developments here. Second, in the $`\omega 1`$ case, it identifies a new, satisfyingly compact representation of the scattering amplitudes in terms of special functions that leads to an efficient means of computation.
These two parameter regimes are encompassed under the single limit $`\omega ^21+2B`$, which thereby identifies the appropriate series expansion of the generalized Laguerre polynomials that appear in the amplitudes. For small arguments $`x`$, the leading order terms in the series for $`I_{n^{},n}(x)`$ can be found in the Appendix of . Given that $`n`$, $`n^{}`$ and $`n^{\prime \prime }`$ cluster in a manner such that $`|n^{}n||n^{\prime \prime }n|1`$, this series converges rapidly provided $`nx1`$. Hence $`n\omega ^2/(2B)`$ actually represents the true expansion parameter here, with $`\omega ^{}`$ and $`\omega ^{\prime \prime }`$ being similarly bounded. The leading order terms of such expansions for the $`\mathrm{\Delta }_i^{ee^{}e^{\prime \prime }}`$ are linear in the photon energies, while the next higher order terms are cubic; a more detailed exposition can be found in Weise, Baring and Melrose . The series for the integrations of $`p_z`$, namely $`_0`$, $`_1`$, $`𝒥^{\prime \prime }`$, $`𝒥^{}`$ and $`𝒥`$ (which do not depend on the polarization mode) are expansions in $`\omega ^2/(1+2B)`$ rather than $`\omega ^2/(2B)`$. They are independent of photon energy to leading order, with a quadratic scaling with energy to next order. The series for $`\omega ^21+2B`$ possess logarithmic character in the quantum numbers in situations when no two of them are equal (i.e. $`𝒩𝒩^{}𝒩^{\prime \prime }𝒩`$):
$`_0`$ $``$ $`\frac{4\mathrm{log}_e𝒩}{\left(𝒩𝒩^{}\right)\left(𝒩^{\prime \prime }𝒩\right)}+\frac{4\mathrm{log}_e𝒩^{}}{\left(𝒩^{}𝒩^{\prime \prime }\right)\left(𝒩𝒩^{}\right)}+\frac{4\mathrm{log}_e𝒩^{\prime \prime }}{\left(𝒩^{\prime \prime }𝒩\right)\left(𝒩^{}𝒩^{\prime \prime }\right)},`$ (75)
$`_1𝒥^{\prime \prime }`$ $``$ $`\frac{2𝒩\mathrm{log}_e𝒩}{\left(𝒩𝒩^{}\right)\left(𝒩^{\prime \prime }𝒩\right)}\frac{2𝒩^{}\mathrm{log}_e𝒩^{}}{\left(𝒩^{}𝒩^{\prime \prime }\right)\left(𝒩𝒩^{}\right)}\frac{2𝒩^{\prime \prime }\mathrm{log}_e𝒩^{\prime \prime }}{\left(𝒩^{\prime \prime }𝒩\right)\left(𝒩^{}𝒩^{\prime \prime }\right)},`$ (77)
and additionally involve inverse trigonometric functions when two $`n`$s (e.g. for $`𝒩=𝒩^{}`$) are in fact equal:
$`_0`$ $``$ $`\frac{4}{\left(𝒩𝒩^{\prime \prime }\right)^2}\mathrm{log}_e\frac{𝒩}{𝒩^{\prime \prime }}\frac{4}{𝒩\left(𝒩𝒩^{\prime \prime }\right)}Q\left(\frac{\omega ^{\prime \prime }}{2\sqrt{𝒩}}\right),`$ (78)
$`_1`$ $``$ $`\frac{2𝒩^{\prime \prime }}{\left(𝒩𝒩^{\prime \prime }\right)^2}\mathrm{log}_e\frac{𝒩}{𝒩^{\prime \prime }}\frac{2}{𝒩𝒩^{\prime \prime }}+\frac{4𝒩\left(\omega ^{\prime \prime }\right)^2}{𝒩\left(𝒩𝒩^{\prime \prime }\right)}Q\left(\frac{\omega ^{\prime \prime }}{2\sqrt{𝒩}}\right)\frac{4}{\left(𝒩𝒩^{\prime \prime }\right)}Q\left(\frac{\omega ^{\prime \prime }}{2\sqrt{𝒩}}\right)𝒥^{\prime \prime },`$ (80)
where
$$Q(x)=\frac{\mathrm{arcsin}x}{x\sqrt{1x^2}}$$
(81)
and the identity $`\mathrm{arcsin}x=\mathrm{arctan}[x/\sqrt{1x^2}]`$ has been invoked. This retention of the inverse trigonometric functions is particularly relevant for determining the high $`B`$ limiting forms of the scattering amplitudes. Relations similar to Eq. (LABEL:eq:Iapprox2) exist for $`𝒩=𝒩^{}`$ and $`𝒩^{}=𝒩^{\prime \prime }`$, obtained by the cyclic permutations through $`𝒩`$s and photon energies. The lengthier higher order (quadratic) terms are not explicitly stated for the sake of brevity. This concludes the preamble that guides the reader in the subsequent specializations.
### A The Special Case of $`B1`$
This regime is of particular relevance to the study of magnetars such as soft gamma repeaters. For the two modes $``$ and $``$, only the leading order terms for the $`\mathrm{\Delta }_i`$ and the momentum integrals presented in Eqs. (LABEL:eq:Iapprox) and (LABEL:eq:Iapprox2) are required. Consider first the reduction of $`_{}`$. Here the $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_3`$ terms contribute leading order terms only through $`n^{\prime \prime }=1`$, $`n=n^{}=0`$ and $`n^{}=1`$, $`n=n^{\prime \prime }=0`$ cases, respectively, where it is necessary to use the full forms in Equation (LABEL:eq:Iapprox2), and inverse trigonometric functions appear through the $`Q(x)`$ function, which assumes the arguments $`x=\omega ^{}/2`$ and $`x=\omega ^{\prime \prime }/2`$. A similar $`n=1`$, $`n^{}=n^{\prime \prime }=0`$ term is identically equal to zero by virtue of the $`\mathrm{\Delta }_4`$ factor. The contributions from the $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_4`$ terms possess an entirely different character, being infinite summations over $`n`$, with the values of $`n^{}`$ and $`n^{\prime \prime }`$ being constrained by $`|n^{}n|+|n^{\prime \prime }n|1`$, producing five groupings of the indices. The series is evaluated by truncating the sum at $`nk`$, relabelling one of the logarithmic terms, and then taking the limit $`k\mathrm{}`$. The net result is (for $`\omega <2`$)
$$_{}\frac{4\omega ^{}}{\omega ^{\prime \prime }\sqrt{4\left(\omega ^{\prime \prime }\right)^2}}\mathrm{arcsin}\left(\frac{\omega ^{\prime \prime }}{2}\right)+\frac{4\omega ^{\prime \prime }}{\omega ^{}\sqrt{4\left(\omega ^{}\right)^2}}\mathrm{arcsin}\left(\frac{\omega ^{}}{2}\right)\omega ,B1,$$
(82)
which, when combined with Equation (23), yields the asymptotic high-B result derived by Baier et al. , and reproduced independently by Baring & Harding ; the overall rate for $``$ approaches a value independent of $`B`$. Observe that the manifestations of the pair creation threshold for each of the final photons of $``$ polarization (i.e. at $`\omega ^{}=2`$ and $`\omega ^{\prime \prime }=2`$) are the individually-divergent coefficients of the inverse trigonometric functions. Yet, collectively, due to the energy conservation relation $`\omega =\omega ^{}+\omega ^{\prime \prime }`$, such divergences cancel each other to yield a finite overall result as $`\omega 2`$. For the incident photon of $``$ polarization, the pair threshold of $`\mathrm{\hspace{0.17em}1}+\sqrt{1+2B}`$ is remote from $`\omega =2`$ so that it would only become explicitly apparent when the amplitude was evaluated to higher order in $`B`$. Note also that the $`\omega 1`$ limit of Eq. (82) is $`\omega \omega ^{}\omega ^{\prime \prime }/6`$ and reproduces results obtained in and . The functional form of Eq. (82) is plotted in Figure 1.
The equivalent result for the splitting mode $`_{}`$ requires little additional algebra given that it can be obtained from the analysis just above using the cyclic symmetry transformations of Eq. (49). Carefully keeping track of signs and all photon frequencies by relabelling at the beginning of the manipulations, the roles of the $`\mathrm{\Delta }_4`$ and $`\mathrm{\Delta }_3`$ terms are interchanged, and the obvious result emerges:
$$_{}\frac{4\omega ^{\prime \prime }}{\omega \sqrt{4\omega ^2}}\mathrm{arcsin}\left(\frac{\omega }{2}\right)\frac{4\omega }{\omega ^{\prime \prime }\sqrt{4\left(\omega ^{\prime \prime }\right)^2}}\mathrm{arcsin}\left(\frac{\omega ^{\prime \prime }}{2}\right)+\omega ^{},B1.$$
(83)
While not established before in the literature, the low energy limit of this, namely $`_{}\omega \omega ^{}\omega ^{\prime \prime }/6`$, yields the differential rate from previous expositions of low energy approximations. The form of Eq. (83) is displayed in Figure 1, exhibiting the asymmetry expected under interchanges $`\omega ^{}\omega ^{\prime \prime }`$. In this case, pair threshold structure in the amplitude appears again for the two photons of parallel polarization (i.e. at $`\omega =2`$ and $`\omega ^{\prime \prime }=2`$), and is also absent for the produced $``$ photon, being of higher order in $`B`$. Consequently, the amplitude possesses a real divergence at $`\omega =2`$, a noteworthy occurrence that is illustrated by comparing the two panels of Figure 1. Such divergences, which are not integrable over $`\omega `$ (and therefore patently different in nature from the resonances encountered in rates for $`\gamma e^\pm `$), are characteristic of the photon splitting rate near resonances at and above the pair threshold of $`\omega =2`$, corresponding to the creation of virtual pairs in various excited states. In fact, near such resonances, photon splitting necessarily becomes first order in $`\alpha _\mathrm{f}`$ like pair creation as the intermediate states “go on-shell.”
The rapid increase of the rate of $``$ relative to that of $``$ is exhibited in Figure 2, where the rates have been scaled by the low energy ($`\omega 1`$) limiting forms ($`R(\omega )\omega ^5`$) discussed in the next subsection. This particular scaling is chosen to illustrate deviations from the $`\omega 1`$ asymptotic forms, and therefore to demonstrate the need for relinquishing use of them when sampling photon energies near pair threshold, a parameter regime very relevant to certain astrophysical calculations (e.g. see ). The dominance of the $`R_{}`$ over $`R_{}`$ near $`\omega =2`$ apparent in these $`B1`$ results becomes substantive in parameter regimes where the weakly-dispersive vacuum (i.e. for $`B1`$) polarization selection rules for splitting derived by Adler (which prohibit $``$ and $``$ splittings) may not apply if non-linear contributions to vacuum polarization or plasma effects are significant. This underlines the saliency of a detailed determination of the dispersive properties of the magnetized vacuum or plasma medium appropriate to a particular astrophysical scenario.
The derivation of the $`B1`$ form for the amplitude for $``$ differs significantly from the results just expounded. First, contributions from $`n^{\prime \prime }=1`$, $`n=n^{}=0`$ and $`n^{}=1`$, $`n=n^{\prime \prime }=0`$ and $`n=1`$, $`n^{}=n^{\prime \prime }=0`$ combinations are identically equal to zero by virtue of each of the associated $`\mathrm{\Delta }_i`$ factors. This automatically implies that no inverse trigonometric functions that have arguments independent of $`B`$ appear in the amplitude, a property not possessed by the other splitting modes. The consequences of this are twofold. First, this cancellation implies that the scattering for $``$ is of a higher order in $`B`$ than for the other two splitting modes. Second, since any potential appearance of inverse trigonometric functions spawned by the forms in Eq. (LABEL:eq:Iapprox2) involves arguments that depend on $`B`$ through the $`𝒩`$s, these arguments are always small when $`B1`$, precipitating a redundancy with the low energy limit. Hence, it follows immediately that the scattering amplitude for $``$ in the regime of highly super-critical fields is identical to that of the $`B1`$ specialization of the low energy ($`\omega 1`$) limit. As the latter has been derived in various papers in the literature (e.g. see and the subsequent section), here it is sufficient to merely state the result:
$$_{}\frac{\omega \omega ^{}\omega ^{\prime \prime }}{3B},B1.$$
(84)
This extremely simple form differs profoundly from those of the other two modes because of the absence of photons of $``$ polarization in the interaction. Hence any signatures of the pair threshold of $`\mathrm{\hspace{0.17em}1}+\sqrt{1+2B}`$ of $``$ photons are absent in the domain of $`\omega <2`$, and a scaling-type form with obvious cyclic symmetry emerges.
### B Approximations for $`\omega 1`$
The low energy limit $`\omega 1`$ is of interest not only because it was the regime where compact analytic expressions for the splitting rates were first obtained , but also because the analysis that follows derives simple and elegant representations of the scattering amplitudes in terms of well-known special functions that provide a convenient alternative option for numerical evaluations.
The amplitudes for each of the splitting modes should exhibit a cubic energy dependence when $`\omega 1`$. Hence, a necessary product of the Landau representation formalism is that terms linear in photon energies should contribute exactly zero. For the polarization modes $``$ and $``$, whose amplitudes are identical in the low energy limit , the demonstration of this is not dissimilar to the $`B1`$ analysis. The $`\omega 1`$ restriction generates a single infinite series in $`n`$ due to the clustering of $`n^{}`$ and $`n^{\prime \prime }`$ around $`n`$. The ensuing algebra in the simplification of this series is moderately lengthy, and requires re-indexing of the logarithmic terms to assume forms involving $`\mathrm{log}_e[1+2nB]`$, and also some relabelling of the rational functions. Care must be taken in these rearrangements due to the infinite nature of the series, and the technique adopted is outlined just below. The terms linear in photon energy result in zero, as expected: for more details, the reader is referred to . The next order contribution is cubic in energy, as desired, with terms coming from a mixture of (i) the linear terms of the $`\mathrm{\Delta }_i`$ combined with the quadratic higher order terms of the $`p_z`$ integrals, and (ii) the cubic $`\mathrm{\Delta }_i`$ terms in conjunction with the leading order (constant) terms from the $`p_z`$ integrals. The algebra is straightforward, but lengthy and tedious, generating an exact cancellation of all but terms proportional to $`\omega \omega ^{}\omega ^{\prime \prime }`$. This approach leads to a reproduction of the $`C_j`$ listed in entirety in Appendix B of Weise, Baring & Melrose for both the $``$ and $``$ modes of splitting. Hence there is little point in replicating these expressions here; the reader is referred to for details.
These results are expressed as single infinite series in the label $`n`$, which sometimes starts at $`n=0`$, and sometimes begins at higher integer values (up to $`\mathrm{\hspace{0.17em}3}`$). Hence, an aesthetic goal is to rearrange some of these series so that the summations in each contribution begin at $`n=0`$, and then add the terms in the series together. This is a non-trivial exercise, given the divergent nature of the series in many of the individual contributions. Hence, considerable care must be taken when performing the rearrangements, for which there is no unique prescription. One choice for relabelling the sums is adopted by Weise, Baring & Melrose , though their end results expressed in their Appendix C do not facilitate analytic development in the most expedient manner, and were in fact erroneous (discussed briefly below). An alternative and preferable choice for rearrangement of the multitude of series over the label $`n`$ is adopted here, outlined as follows. Inspection of the various $`C_j`$ contributions in Appendix B of reveals that they always consist of three types of terms: (i) logarithmic ones proportional to $`\mathrm{log}_e[1+2(n+l)B]`$, for $`l=0,\pm 1,\pm 2,\pm 3`$, (ii) rational functions of $`\mathrm{\hspace{0.17em}1}+2(n+l)B`$ for $`l=0,\pm 1,\pm 2`$, and (iii) polynomials in $`n`$. A unique method for rearrangement is to truncate all series to finite ones with $`nk`$, and then perform relabellings so that the first two types of terms consist only of $`\mathrm{log}_e[1+2nB]`$ terms and rational functions of $`\mathrm{\hspace{0.17em}1}+2nB`$. This approach provides no particular focus on series that originate with labels $`n>0`$, but requires careful accounting of the remainder terms at the upper and lower ends of the sums, for which significant cancellation arises. The coefficients of the logarithmic functions, originally cubic in $`n`$, reduce to linear functions of $`n`$ in this development. The consequent simplification of the series terms is counterbalanced by the transferral of complexity to the constant remainder terms, which are purely functions of $`k`$ and $`B`$. Taking the limit of $`k\mathrm{}`$ achieves the desired (and convergent) result.
After considerable algebra collecting together all the constituent series in Appendix B of , and performing the rearrangement as just prescribed, one arrives at the following series representation of the scaled scattering amplitudes:
$$_{ee^{}e^{\prime \prime }}=\omega \omega ^{}\omega ^{\prime \prime }\underset{k\mathrm{}}{lim}\left\{\underset{n=0}{\overset{k}{}}T_{ee^{}e^{\prime \prime }}(n,B)+_{ee^{}e^{\prime \prime }}(k,B)\right\}$$
(85)
for $`\omega 1`$, where
$`T_{}(n,B)`$ $`=`$ $`\left(\frac{4n}{B}+\frac{3}{2B^2}\right)\mathrm{log}_e\left[n+\frac{1}{2B}\right]+\left(\frac{2}{3}+\frac{1}{2B^2}\right)\frac{1}{1+2nB}\frac{1}{3\left(1+2nB\right)^2}`$ (86)
$`T_{}(n,B)`$ $`=`$ $`\frac{3}{2B^2}\mathrm{log}_e\left[n+\frac{1}{2B}\right]\frac{3}{2B^2}\frac{1}{1+2nB}+\frac{1}{2B^2}\frac{1}{\left(1+2nB\right)^2}`$ (88)
defines the series terms. The remainders are quite lengthy, and are listed in Appendix A.
Consider first the polarization mode $``$. While possibly only marginally simpler than Eq. (C1) of , the series and remainder in Eqs. (85), (LABEL:eq:Mseries1Tdef) and (LABEL:eq:Mseries1Rdef) naturally enable the development of a special function representation of the scattering amplitude. The finite summation over terms like $`(x+n)\mathrm{log}_e(x+n)`$ in Eq. (LABEL:eq:Mseries1Tdef) can be expressed using result 44.1.2 of in terms of an integral of the logarithm of the Gamma function. At this juncture, the analysis begins to image parts of that generated in expressing the polarization properties of a magnetized vacuum via effective Lagrangian or proper-time techniques , as should be expected. Hence, it is appropriate to adopt definitions from such literature as much as possible. Following , here a definition for the generalized Gamma function $`\mathrm{\Gamma }_1(x)`$ of
$$\mathrm{log}_e\mathrm{\Gamma }_1(x)=_0^x𝑑t\mathrm{log}_e\mathrm{\Gamma }(t)+\frac{1}{2}x(x1)\frac{x}{2}\mathrm{log}_e2\pi $$
(89)
is adopted. Properties of this function, which include $`\mathrm{\Gamma }_1(1)=1`$, are discussed at length in and outlined in Appendix B.
Using Eq. (B1), one soon arrives at an expression for the scattering amplitude in terms of a handful of special (polygamma) functions, namely $`\mathrm{\Gamma }_1(x)`$, and $`\mathrm{log}_e\mathrm{\Gamma }(x)`$ and its derivatives. This representation consists of two parts, one independent of $`k`$, and one that involves a limit as $`k\mathrm{}`$ of the remainder in Eq. (LABEL:eq:Mseries1Rdef), combined with several terms incorporating the special functions with arguments that depend on $`k`$. In evaluating this limit, most terms can be handled in a straightforward manner, and standard asymptotic series (e.g. see ) for $`\mathrm{log}_e\mathrm{\Gamma }(x)`$ and $`\psi (x)`$ as $`x\mathrm{}`$ prove useful. However, the treatment of the term involving the function $`\mathrm{log}_e\mathrm{\Gamma }_1(1+k+1/2B)`$ that appears in the limit contribution is non-trivial. A series representation for this function for large arguments is required, and is presented in Eq. (B6). Assembling the various pieces, the limiting result as $`k\mathrm{}`$ is
$`_{}`$ $`=`$ $`\omega \omega ^{}\omega ^{\prime \prime }\{\frac{4}{B}\mathrm{log}_e\mathrm{\Gamma }_1\left(\frac{1}{2B}\right)\frac{1}{2B^2}\mathrm{log}_e\mathrm{\Gamma }\left(\frac{1}{2B}\right)(\frac{1}{3B}+\frac{1}{4B^3})\psi \left(\frac{1}{2B}\right)`$ (92)
$`\frac{1}{12B^2}\psi ^{}\left(\frac{1}{2B}\right)\frac{1}{6}+\frac{1}{6B}\frac{4L_1}{B}+\frac{1}{4B^2}(\mathrm{log}_e2\pi 13\mathrm{log}_e2B)\}`$
for $`\omega 1`$. This is the sought-after compact analytic form that is comparable in simplicity to the one-loop effective Lagrangians calculated in . Using series and asymptotic expansions for all the special functions present, it is routine to establish that $`_{}(26B^3/315)\omega \omega ^{}\omega ^{\prime \prime }`$ for $`B1`$, while for $`B1`$, one finds $`_{}\omega \omega ^{}\omega ^{\prime \prime }/6`$, a result obtainable from Eq. (82).
The developments are similar for the $``$ mode: this representation again consists of two parts, one independent of $`k`$, and one that involves a limit as $`k\mathrm{}`$ of the remainder in Eq. (LABEL:eq:Mseries2Rdef), combined with several terms incorporating polygamma functions with arguments that depend on $`k`$. This limit can easily be evaluated using asymptotic series to yield (for $`\omega 1`$)
$`_{}`$ $`=`$ $`\omega \omega ^{}\omega ^{\prime \prime }\{\frac{3}{2B^2}\mathrm{log}_e\mathrm{\Gamma }\left(\frac{1}{2B}\right)+\frac{3}{4B^3}\psi \left(\frac{1}{2B}\right)`$ (95)
$`+\frac{1}{8B^4}\psi ^{}\left(\frac{1}{2B}\right)+\frac{1}{3B}+\frac{1}{2B^2}\frac{1}{B^3}+\frac{3}{4B^2}(\mathrm{log}_e2\pi +\mathrm{log}_e2B)\}.`$
Using series and asymptotic expansions for all the special functions present, it is routine to establish that $`_{}(48B^3/315)\omega \omega ^{}\omega ^{\prime \prime }`$ for $`B1`$, while for $`B1`$, one finds $`_{}\omega \omega ^{}\omega ^{\prime \prime }/(3B)`$, the result stated in Eq. (84).
It must be remarked in passing that the expressions for $``$ in Eqs. (LABEL:eq:Mseries1Tdef), (LABEL:eq:Mseries2Rdef) and (LABEL:eq:Mperptoperpperpwll1) cannot be derived from the series in Eq. (C2) of , principally because that series expression is divergent, and therefore erroneous. Such an error was introduced by an inappropriate rearrangement of individually-divergent contributing series (leading to the addition of infinite contributions), a mistake that is avoided by the careful technique employed here in manipulating the results of Appendix B in . Notwithstanding, the numerical results for the $``$ mode presented in were effectively evaluated before any series rearrangement, and therefore remain valid.
The compact analytic forms presented in Eqs. (LABEL:eq:Mperptoparparwll1) and (LABEL:eq:Mperptoperpperpwll1) represent the culmination of the $`\omega 1`$ focus here. It is the first time such simple forms for the scattering amplitudes involving just special functions have been calculated in this limit, though somewhat more convoluted, yet essentially equivalent, expressions have been put forward in . A distinct advantage of the expressions in Eqs. (LABEL:eq:Mperptoparparwll1) and (LABEL:eq:Mperptoperpperpwll1) is the ease with which they can be accurately computed numerically. Their dependence on $`B`$ is illustrated in Figure 3, replicating the numerics of and earlier effective Lagrangian determinations , which are just as expedient since (see Eqs. and below) they involve just integrals of elementary functions.
The low frequency result for $`_{}`$ is not presented explicitly since it reproduces that for $`_{}`$ (e.g. see ); this is due to the crossing symmetries involved. Note that while the cubic dependences of all the modes at low energies reflect the lack of an energy scale in this domain (i.e. such as pair threshold), the normalizations are dependent on the polarization mode, particularly at highly supercritical fields where the $`_{}`$ amplitude is highly suppressed. This effectively represents how the rate normalization is sensitive to the (virtual) pair creation thresholds for the polarization states involved in a particular splitting mode.
To conclude this presentation focusing on the $`\omega 1`$ specialization, an obvious objective is the re-derivation of Eqs. (LABEL:eq:Mperptoparparwll1) and (LABEL:eq:Mperptoperpperpwll1) starting with extant and well-known effective Lagrangian/proper-time (ELP) results, and thereby demonstrating analytically the equivalence of the S-matrix formulation in the Landau representation and Schwinger-type formalisms in the low energy limit. Consider first the mode $``$, for which such a determination is somewhat involved. The starting point is the integral expression that corresponds to the scaled scattering amplitude that generates the same form for the rate as in Eq. (23):
$$_{}^{\text{ELP}}=\frac{\omega \omega ^{}\omega ^{\prime \prime }}{B}_0^{\mathrm{}}\frac{ds}{s}e^{s/B}\left\{\left(\frac{3}{4s}+\frac{s}{6}\right)\frac{\mathrm{cosh}s}{\mathrm{sinh}s}+\frac{3+2s^2}{12\mathrm{sinh}^2s}+\frac{s\mathrm{cosh}s}{2\mathrm{sinh}^3s}\right\},$$
(96)
which has $`B1`$ and $`B1`$ limits matching those of Eq. (LABEL:eq:Mperptoparparwll1). In the subsequent analysis, it is useful to manipulate integrations using the variable $`\mu =1/B`$. The first step is to recognize that $`\mathrm{\hspace{0.17em}1}/s^3`$ times the factor in curly braces in Eq. (96) is a perfect derivative, namely $`dg/ds`$, where $`g(s)=(1/4s^3)d[s\mathrm{coth}s1]/ds\mathrm{coth}s/(6s)`$. Integration by parts is obviously the operative method, with the goal of retaining $`\mathrm{coth}s`$ functions explicitly, combined with powers of $`s`$. After some algebra, one finds that
$`\frac{_{}^{\text{ELP}}}{\omega \omega ^{}\omega ^{\prime \prime }}`$ $`=`$ $`\frac{1}{B}{\displaystyle _0^{\mathrm{}}}𝑑se^{s/B}\left[\frac{1}{4B^2s}\frac{1}{4Bs^2}\frac{1}{6B}+\frac{1}{3s}\right](s\mathrm{coth}s1)`$ (99)
$`\frac{1}{B}{\displaystyle _0^{\mathrm{}}}\frac{ds}{s^3}e^{s/B}\left[s\mathrm{coth}s1\frac{s^2}{3}\right]`$
results. The integral on the first line can be performed using identities 3.551.3 and 3.554.4 of , yielding the Gamma function and polygamma functions (or equivalently generalized Riemann Zeta functions) in addition to elementary functions. The only subtle part pertains to the second term of this integral, namely that contributed by the $`1/(4Bs^2)`$ factor. This can be differentiated with respect to $`B`$, evaluated to yield a $`\psi `$ function, and then the result integrated, noting the behaviour as $`B0`$. The evaluation of the integral on the second line of Eq. (LABEL:eq:Mperptoparparwll1\_ELP2) is much more involved. However, it has been performed before in the literature, and appears explicitly in calculations of the one-loop effective Lagrangian describing refractive indices of the magnetized vacuum in QED. Hence the motivation for the particular partitioning of integrations chosen in Eq. (LABEL:eq:Mperptoparparwll1\_ELP2). Details of the determination of this integral are found in Dittrich et al. , and the second line of Eq. (LABEL:eq:Mperptoparparwll1\_ELP2) can be equated to $`8\pi ^2/B^3`$ times the Lagrangian $`^{(1)}(B)`$ (see Eqs. (2.4) and (3.16) of ), thereby introducing the $`\mathrm{\Gamma }_1`$ function. Collecting together the terms neatly generates an analytic form for $`_{}^{\text{ELP}}`$ that is identical to Eq. (LABEL:eq:Mperptoparparwll1), so that the desired demonstration of equivalence of the Landau representation and effective Lagrangian forms is achieved.
The procedure for the $``$ mode is similar, though somewhat less involved. The equivalent scaled scattering amplitude obtained from effective Lagrangian/proper-time techniques is
$$_{}^{\text{ELP}}=\frac{\omega \omega ^{}\omega ^{\prime \prime }}{B}_0^{\mathrm{}}\frac{ds}{s}e^{s/B}\left\{\frac{3}{4s}\frac{\mathrm{cosh}s}{\mathrm{sinh}s}+\frac{34s^2}{4\mathrm{sinh}^2s}\frac{3s^2}{2\mathrm{sinh}^3s}\right\}.$$
(100)
Recognizing that the factor in curly braces can be written as $`(3s/4)d[\mathrm{coth}s/s1/s^2]/ds+(s^2/4)d^3[\mathrm{coth}s1/s]/ds^3`$, integration by parts is again indicated, with identities 3.551.3 and 3.554.4 of again proving useful. With manipulations similar to (but simpler than: the $`\mathrm{\Gamma }_1`$ function is not involved here) those for the $``$, a modicum of algebra leads to the derivation of Eq. (LABEL:eq:Mperptoperpperpwll1) from Eq. (100), as desired. This equivalence is a satisfying indication of the verity of the Landau representation analysis in this paper.
## IV Conclusion
This paper has provided a detailed development of the S-matrix formulation of the QED process of magnetic photon splitting in the Landau representation, focusing on the case of zero dispersion where photon propagation is collinear. The formalism in Section II rederives and extends the exposition of Mentzel, Berg & Wunner . The two principal general developments offered here are an analytic reduction via the summation over the spins of the intermediate pair states, discussed briefly in , and the analytic integration over the momenta parallel to the field incorporated in the electron propagators. This latter accomplishment is presented here for the first time. The cumulative product of these developments is a satisfyingly simple and elegant form in Eq. (LABEL:eq:Mform) for the scattering amplitude for each of the polarization modes permitted by CP invariance. These amplitudes possess products of generalized Laguerre polynomials that are common to QED processes in external magnetic fields, and elementary functions involving the photon energies and the various pair thresholds associated with the propagators. Moreover, the analytic forms presented consist of just triple summations over Landau level quantum numbers of the intermediate states, and are eminently suitable for accurate numerical computations both below and above pair creation threshold $`\omega =2`$. The applicability of these results to regimes above pair threshold is a benefit of the S-matrix expansion in the Landau representation that is not afforded by effective Lagrangian and proper-time calculations: while these (latter) Schwinger-type techniques elegantly formulate splitting rates below pair threshold, they eliminate the resonance structure early on in their mathematical developments, a severe limitation above $`\omega =2`$.
As an embellishment to these general results, specializations in two significant domains have been obtained. The first is for highly supercritical fields, $`B1`$, reproducing in particular the result of for the $``$ mode, and deriving new results for the other two modes permitted by CP invariance in the limit of zero dispersion. The second group of asymptotic results are for energies $`\omega 1`$ well below pair creation threshold, where new and compact expressions for the scattering amplitudes have been derived in Eqs. (LABEL:eq:Mperptoparparwll1) and (LABEL:eq:Mperptoperpperpwll1) in terms of the logarithm of the Gamma function, its integral and their derivatives. These two domains of specialization herein have facilitated the first analytic demonstration of the equivalence of splitting rates obtained by the S-matrix formulation in the Landau representation and those derived using Schwinger-type effective Lagrangian/proper-time techniques.
###### Acknowledgements.
I thank my collaborators Jeanette Weise, Don Melrose and Alice Harding, and also Carlo Graziani and George Pavlov for many productive discussions, and also the referee Stephen Adler for suggestions that improved the presentation. I also thank the RCfTA at the University of Sydney for hospitality during part of the period when this work was performed.
## A
Here the remainders that appear in the series representation in Eq. (85) for the $`\omega 1`$ specializations to the splitting amplitudes for polarization modes $``$ and $``$ are presented:
$`_{}(k,B)`$ $`=`$ $`\frac{k+1}{8B}\left[2k^2+k\left(4+\frac{1}{B}\right)+\frac{1}{B}\right]\mathrm{log}_e\left[k+2+\frac{1}{2B}\right]`$ (A1)
$`+`$ $`\frac{1}{4B}\left[11k^3+k^2\left(21+\frac{21}{2B}\right)+k\left(10+\frac{14}{B}+\frac{5}{2B^2}\right)+\frac{5}{2B}+\frac{5}{4B^2}\right]\mathrm{log}_e\left[k+1+\frac{1}{2B}\right]`$ (A2)
$``$ $`\frac{1}{4B}\left[11k^3+k^2\left(16+\frac{21}{2B}\right)+k\left(5+\frac{9}{B}+\frac{5}{2B^2}\right)+\frac{5}{4B^2}\right]\mathrm{log}_e\left[k+\frac{1}{2B}\right]`$ (A3)
$``$ $`\frac{k}{4B}\left[k^2+\frac{k}{2B}1\right]\mathrm{log}_e\left[k1+\frac{1}{2B}\right]`$ (A5)
$``$ $`(\frac{B}{3}(k+1)+\frac{1}{6}+\frac{k+1}{2B})\frac{1}{1+2\left(k+1\right)B}+\frac{k}{2B\left[1+2kB\right]}`$ (A6)
$``$ $`\frac{9k^2}{2B}\frac{5k}{B}\frac{7k}{4B^2}\frac{5}{8B}\frac{9}{8B^2}\frac{3}{4B^2}\mathrm{log}_e2B,`$ (A7)
and
$`_{}(k,B)`$ $`=`$ $`\frac{\left(k+1\right)\left(k+2\right)\left(k+3\right)}{12B}\mathrm{log}_e\left[k+3+\frac{1}{2B}\right]`$ (A16)
$`\frac{k+1}{16B}\left[\frac{13}{3}k^2+k\left(\frac{32}{3}+\frac{7}{2B}\right)+4+\frac{7}{2B}\right]\mathrm{log}_e\left[k+2+\frac{1}{2B}\right]`$
$`+\frac{1}{16B}\left[\frac{71}{3}k^3+k^2\left(38+\frac{9}{2B}\right)+k\left(\frac{79}{3}\frac{4}{B}\right)+12\frac{2}{B}\right]\mathrm{log}_e\left[k+1+\frac{1}{2B}\right]`$
$`\frac{1}{16B}\left[\frac{71}{3}k^3+k^2\left(13+\frac{9}{2B}\right)k\left(\frac{20}{3}\frac{13}{B}\right)+\frac{13}{2B}\right]\mathrm{log}_e\left[k+\frac{1}{2B}\right]`$
$`+\frac{k}{16B}\left[\frac{13}{3}k^2+k\left(2+\frac{7}{2B}\right)\frac{19}{3}\right]\mathrm{log}_e\left[k1+\frac{1}{2B}\right]`$
$`+\frac{k\left(k1\right)\left(k2\right)}{12B}\mathrm{log}_e\left[k2+\frac{1}{2B}\right]+\frac{\left(k+1\right)\left(k+2\right)^2}{2\left[1+2\left(k+2\right)B\right]}`$
$`\frac{\left(k+1\right)^2\left(5k+2\right)}{2\left[1+2\left(k+1\right)B\right]}\frac{k^2\left(5k1\right)}{2\left[1+2kB\right]}+\frac{k\left(k1\right)^2}{2\left[1+2\left(k1\right)B\right]}`$
$`+\frac{7k^2}{4B}+\frac{7k}{4B}+\frac{9}{8B}+\frac{k+1}{B^2}+\frac{3}{4B^2}\mathrm{log}_e2B.`$
## B
In this Appendix, various useful properties of the $`\mathrm{\Gamma }_1(x)`$ function, the integral of the logarithm of the Gamma function, that are needed in the $`\omega 1`$ specializations are stated. Given the definition of $`\mathrm{\Gamma }_1`$ in Eq. (89), it is elementary to establish, using 44.1.2 of , that
$$\underset{n=0}{\overset{k}{}}(x+n)\mathrm{log}_e(x+n)=\mathrm{log}_e\mathrm{\Gamma }_1(1+x+k)\mathrm{log}_e\mathrm{\Gamma }_1(x).$$
(B1)
Taking successive derivatives with respect to $`x`$, one quickly arrives at well-known finite series representations of $`\mathrm{\Gamma }(x)`$ and its logarithmic derivative $`\psi (x)`$; see for discussions of these functions and their series representations.
An asymptotic series representation for the $`\mathrm{\Gamma }_1`$ function for large arguments is useful, and can be derived with the aid of the following series representation (see result 8.343.2 of ) for the logarithm of the Gamma function:
$$\mathrm{log}_e\mathrm{\Gamma }(x)=\left(x\frac{1}{2}\right)\mathrm{log}_exx+\frac{1}{2}\mathrm{log}_e2\pi +\frac{1}{2}\underset{m=1}{\overset{\mathrm{}}{}}\frac{m}{\left(m+1\right)\left(m+2\right)}\left[\zeta (m+1,x)\frac{1}{x^{m+1}}\right]$$
(B2)
from which Stirling’s asymptotic expansion can be derived. Here, $`\zeta (m,t)`$ is the generalized Riemann Zeta function, defined in 9.511 and 9.521.1 of . The integration of this series is effected using the identity $`\zeta ^{}(m,t)=\zeta (m+1,t)`$, and is mostly uneventful. However, the treatment of the $`m=1`$ term in the summation is somewhat more subtle, due to the singular nature of $`\zeta (0,t)`$, and requires taking the limit $`m1^+`$, assuming $`m`$ to be a continuous variable. Then result 8.362.1 of comes in handy, and the series identity
$`\mathrm{log}_e\mathrm{\Gamma }_1(x)`$ $`=`$ $`\frac{x1}{4}(2x\mathrm{log}_exx1)+\frac{1}{12}[\psi (x)+\frac{1}{x}+\gamma _\text{E}1]`$ (B5)
$`+\frac{1}{2}{\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}\frac{1}{\left(m+1\right)\left(m+2\right)}\left[\zeta (m,1)\zeta (m,x)1+\frac{1}{x^m}\right]`$
follows, where $`\gamma _\text{E}=\psi (1)0.5772`$ is Euler’s constant. This series, which adequately substitutes for an asymptotic representation, can be used very effectively for numerical evaluations for all $`x1`$. For the range $`\mathrm{\hspace{0.17em}0}x<1`$, this series also effects accurate evaluation of $`\mathrm{log}_e\mathrm{\Gamma }_1(x)`$ via use of the recurrence relation $`\mathrm{log}_e\mathrm{\Gamma }_1(x)=\mathrm{log}_e\mathrm{\Gamma }_1(1+x)x\mathrm{log}_ex`$, an identity derivable from Eq. (89) with the aid of 6.441.3 in . For large $`x`$, it then follows that
$$\mathrm{log}_e\mathrm{\Gamma }_1(x)\left(\frac{x\left(x1\right)}{2}+\frac{1}{12}\right)\mathrm{log}_ex\frac{x^2}{4}+L_1+O\left(\frac{1}{x}\right)$$
(B6)
where
$`L_1`$ $`=`$ $`\frac{\gamma _\text{E}}{12}+\frac{1}{6}+\frac{1}{2}{\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}\frac{\zeta (m,1)1}{\left(m+1\right)\left(m+2\right)}`$ (B7)
$``$ $`\underset{k\mathrm{}}{lim}\left\{{\displaystyle \underset{n=1}{\overset{k}{}}}n\mathrm{log}_en\left(\frac{k\left(k+1\right)}{2}+\frac{1}{12}\right)\mathrm{log}_ek+\frac{k^2}{4}\right\}`$ (B9)
with numerical value $`L_10.24875`$. This is just the constant appearing in the magnetized vacuum polarization analyses of , where the Raabe integral form for it can be found. The second definition of $`L_1`$ in Eq. (LABEL:eq:L1def) can be obtained by setting $`x=0`$ in Eq. (B1), and is a result noted by .
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# References
hep-th/0003204
Open String and Morita Equivalence
of the Dirac-Born-Infeld Action with Modulus $`\mathrm{\Phi }`$
Shijong Ryang
Department of Physics
Kyoto Prefectural University of Medicine
Taishogun, Kyoto 603-8334 Japan
ryang@koto.kpu-m.ac.jp
## Abstract
Based on the canonical quantization of open strings ending on D-branes with a background $`B`$ field, we construct the open string propagator. We demonstrate the relation between the T duality of the underlying string theory and the Morita equivalence of the interpolating general Dirac-Born-Infeld theory on a noncommutative torus in the nonzero modulus $`\mathrm{\Phi }`$ sector. The general noncommutative Dirac-Born-Infeld action with the Wess-Zumino terms expressed by the background R-R fields is shown to be Morita invariant.
March, 2000
Many insights of the noncommutativities in the string-M theories have been accumulated since the Yang-Mills theory on a noncommutative torus was found to describe the DLCQ of M theory on a torus with a three-form field background . The Matrix theory description of the gauge theory on the noncommutative torus has been extensively studied to give the BPS energy spectrum and show the Morita equivalence of it or of the action itself , which is argued to be related with the T-duality $`SO(d,d,Z)`$ of type II string theory compactified on the $`d`$-torus . The Morita equivalence of the BPS mass spectrum and its relation with the T-duality have been also studied by a canonical description of the Dirac-Born-Infeld (DBI) theory on a noncommutative torus .
On the other hand in the presence of a constant background NS-NS $`B`$ field the world-volume of D-branes becomes noncommutative and then the low energy dynamics of D-branes is naturally described by the noncommutative Yang-Mills (NCYM) theory. The quantization of open strings propagating in the background $`B`$ field is directly related to the noncommutativity of D-branes, where the world-volume coordinates of D-branes, which are in the static gauge identified with the space-time coordinates of open string end-points, are shown not to commute by means of the string mode expansion method and the Green function method . The former method has been rigorously studied by Dirac’s constrained quantization procedure for the mixed boundary condition .
Though there is in general a coupling between the open and closed strings, we can take an appropriate low energy limit in such a way that the closed strings decouple from the open strings ending on the D-branes and the resulting theory for the open strings reduces to the NCYM theory . Specially through the different regularizations the equivalence between the ordinary Yang-Mills theory and the NCYM theory has been shown by comparing the ordinary DBI theory with the noncommutative DBI theory where the background $`B`$ field is replaced by the noncommutativity of the world-volume coordinates. Moreover a general DBI theory interpolating the two theories has been proposed to be described by a noncommutative action including an extra modulus $`\mathrm{\Phi }`$, which is known to appear as a magnetic background in the NCYM action and show a particular transformation under the group of the Morita equivalence for the NCYM theory . Based on this general DBI theory the Morita transformation rules have been reproduced through the appropriate low energy limit from the T-duality of type II string theory in the zero $`\mathrm{\Phi }`$ sector.
We will try to extend the results of Seiberg and Witten for the interrelations among the string dynamics, the noncommutative DBI theory and the NCYM theory. In order to see whether the canonical quantization of open strings ending on D-branes in the presence of a constant background $`B`$ field is consistently well defined or not, we will calculate the string propagator and compare with that derived from the Green function method. Based on the interpolating DBI theory on a noncommutative torus we will study how the Morita equivalence transformation is related with the T-duality generally in the nonzero $`\mathrm{\Phi }`$ sector. The invariance of the general noncommutative DBI action with modulus $`\mathrm{\Phi }`$ and the Wess-Zumino (WZ) action themselves under the Morita equivalence transformation will be investigated and the transformation properties of the background R-R fields will be elucidated.
The bosonic part of the classical action for an open string ending on a D$`p`$-brane is given by
$$S=\frac{1}{4\pi \alpha ^{}}_\mathrm{\Sigma }d^2\sigma (g_{\mu \nu }_aX^\mu ^aX^\nu 2\pi \alpha ^{}B_{\mu \nu }ϵ^{ab}_aX^\mu _bX^\nu )+_\mathrm{\Sigma }𝑑\tau A_i(X)_\tau X^i,$$
(1)
where $`A_i,i=0,1,\mathrm{},p`$ is the U(1) gauge field living on the D$`p`$-brane and $`g_{\mu \nu },B_{\mu \nu },\mu =0,1,\mathrm{},9`$ represent the constant background metric and the constant background NS-NS two-form field. Since the background $`B_{\mu \nu }`$ field can have nonzero components only along the directions parallel to the D$`p`$-brane, the action can be expressed as
$$S=\frac{1}{4\pi \alpha ^{}}_\mathrm{\Sigma }d^2\sigma (g_{\mu \nu }_aX^\mu ^aX^\nu 2\pi \alpha ^{}_{ij}ϵ^{ab}_aX^i_bX^j)$$
(2)
in terms of the gauge invariant field strength $`_{ij}=B_{ij}+F_{ij}`$ with $`F=dA`$. The transverse string variable $`X^\mu ,\mu =p+1,\mathrm{},9`$ can be treated trivially so that we will be concerned with the longitudinal variable $`X^i`$ only. The solution of $`X^i`$ to the equation of motion, satisfying the mixed boundary condition $`_\sigma X^i2\pi \alpha ^{}_\tau X^j_j^i=0`$ at $`\sigma =0,\pi `$, is given by
$$X^k=x_0^k+(p_0^k\tau +2\pi \alpha ^{}p_0^j_j^k\sigma )+\underset{n0}{}\frac{e^{in\tau }}{n}(ia_n^k\mathrm{cos}n\sigma +2\pi \alpha ^{}a_n^j_j^k\mathrm{sin}n\sigma ).$$
(3)
In Ref. the quantization of $`X^k`$ was performed by a generalization of the canonical approach analyzing the time-averaged symplectic form on the phase space. The commutation relations for the modes were extracted as
$$[a_m^i,a_n^j]=2\alpha ^{}mM^{1ij}\delta _{m+n},[x_0^i,p_0^j]=i2\alpha ^{}M^{1ij},$$
$$[x_0^i,x_0^j]=i2\pi \alpha ^{}(M^1)^{ij},[p_0^i,p_0^j]=0,$$
(4)
where $`M_{ij}=g_{ij}(2\pi \alpha ^{})^2(g^1)_{ij}`$ and $`(M^1)^{ij}`$ is abbreviation for $`M^{1ik}_{kl}g^{1lj}`$.
Making use of these results we construct the propagator of the open string position operator $`X^k(\sigma ,\tau )`$. Here we turn to the Euclidean metric on the world sheet. By substituting $`\tau =i\tau ^{}`$ into (3) and using $`z=e^{\tau ^{}+i\sigma }`$ we have the following normal mode expression
$$X^k(z)=x_0^k\frac{i}{2}(p_0^k\mathrm{ln}z\overline{z}+2\pi \alpha ^{}p_0^j_j^k\mathrm{ln}\frac{z}{\overline{z}})+i\underset{n0}{}(a_n^k(z^n+\overline{z}^n)+2\pi \alpha ^{}a_n^j_j^k(z^n\overline{z}^n)).$$
(5)
The commutation relations in (4) provide the string propagator
$`<0|X^i(z)X^j(z^{})|0>=\alpha ^{}(M^{1ij}\mathrm{ln}z\overline{z}+2\pi \alpha ^{}(M^1)^{ij}\mathrm{ln}{\displaystyle \frac{z}{\overline{z}}}`$
$`{\displaystyle \frac{1}{2}}M^{1ij}(\mathrm{ln}|1{\displaystyle \frac{z^{}}{z}}|^2+\mathrm{ln}|1{\displaystyle \frac{\overline{z}^{}}{z}}|^2)+{\displaystyle \frac{(2\pi \alpha ^{})^2}{2}}(M^1)^{ij}(\mathrm{ln}|1{\displaystyle \frac{z^{}}{z}}|^2\mathrm{ln}|1{\displaystyle \frac{\overline{z}^{}}{z}}|^2)`$ (6)
$`{\displaystyle \frac{2\pi \alpha ^{}}{2}}(M^1)^{ij}\mathrm{ln}{\displaystyle \frac{(zz^{})(\overline{z}z^{})}{(z\overline{z}^{})(\overline{z}\overline{z}^{})}}+{\displaystyle \frac{2\pi \alpha ^{}}{2}}(M^1)^{ij}(\mathrm{ln}{\displaystyle \frac{(zz^{})(z\overline{z}^{})}{(\overline{z}z^{})(\overline{z}\overline{z}^{})}}2\mathrm{ln}{\displaystyle \frac{z}{\overline{z}}})),`$
whose first and second terms are the zero mode contributions. Owing to the relations $`M^1(2\pi \alpha ^{})^2g^1M^1g^1=g^1,M^1g^1=g^1M^1`$, where abbreviation is not used but the indeces are raised by metric, the propagator turns out to be
$$\alpha ^{}(g^{1ij}(\mathrm{ln}|zz^{}|\mathrm{ln}|z\overline{z}^{}|)+M^{1ij}\mathrm{ln}|zz^{}|^22\pi \alpha ^{}(M^1g^1)^{ij}\mathrm{ln}\frac{z\overline{z}^{}}{\overline{z}z^{}}).$$
(7)
In view of $`M^1=(g+2\pi \alpha ^{})^1g(g2\pi \alpha ^{})^1`$ and $`M^1g^1=(g+2\pi \alpha ^{})^1(g2\pi \alpha ^{})^1`$ we note that we have obtained the same expression as that mentioned in Ref. , where the open string propagator is constructed as a solution to the equation of motion for the Green function satisfying the mixed boundary condition.
Seiberg and Witten have proposed a general DBI theory with an arbitrary $`\theta `$ and parameters $`G,\mathrm{\Phi }`$ determined by a formula
$$\frac{1}{G+2\pi \alpha ^{}\mathrm{\Phi }}=\frac{\theta }{2\pi \alpha ^{}}+\frac{1}{g+2\pi \alpha ^{}B},$$
(8)
which implies that the open string metric $`G`$ and the antisymmetric two-form $`\mathrm{\Phi }`$ are expressed in terms of the closed string parameters $`g,B`$ and the noncommutative parameter $`\theta `$ . In the formula (8) expressed by the $`(p+1)\times (p+1)`$ matrices we assume that $`B_{0i}=0`$ as well as $`g_{0i}=0`$, here $`i=1,\mathrm{},p`$ in the Lorentzian target space-time. For the D$`p`$-brane compactified on a $`p`$-torus $`T^p`$ parametrized by $`x^ix^i+2\pi r`$, $`i=1,\mathrm{},p`$ with closed string metric $`g_{ij}`$, the T-duality $`SO(p,p,Z)`$ transformation on $`E=r^2(g+2\pi \alpha ^{}B)/\alpha ^{}`$ is given by $`E^{}=(aE+b)(cE+d)^1`$, with $`c^ta+a^tc=0,d^tb+b^td=0,c^tb+a^td=1`$ where $`a,b,c`$ and $`d`$ are $`p\times p`$ matrices with integer entries. We consider the case that the $`\theta `$ dependence appears through the noncommutativity of the world-volume space-coordinates, so that $`\theta ^{0i}`$ is set to zero. Therefore we have a formula (8) expressed by the $`p\times p`$ matrices, $`G_{00}=g_{00}`$ and $`\mathrm{\Phi }_{0i}=0`$ which corresponds to the treatment of $`\mathrm{\Phi }`$ as the magnetic background. From the $`p\times p`$ matrix formula (8) using the dimensionless $`p\times p`$ matrix $`\mathrm{\Theta }=\theta /2\pi r^2`$ we extract $`G`$ and $`\mathrm{\Phi }`$ as
$`G`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}}{2r^2}}{\displaystyle \frac{1}{1+E^t\mathrm{\Theta }}}(E+E^t){\displaystyle \frac{1}{1\mathrm{\Theta }E}},`$
$`\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{1}{4\pi r^2}}{\displaystyle \frac{1}{1+E^t\mathrm{\Theta }}}(2E^t\mathrm{\Theta }E+EE^t){\displaystyle \frac{1}{1\mathrm{\Theta }E}}.`$ (9)
Compared with the given closed string parameters $`g`$ and $`B`$, the NCYM theory includes the corresponding two parameters $`G`$ and $`\theta `$ with an extra modulus $`\mathrm{\Phi }`$ added, which is associated with $`SO(p)`$ symmetry for the relativistic generalization of some NCYM energy that is identified with the BPS mass formula of the noncommutative DBI theory . Here assuming that $`\mathrm{\Theta }`$ transforms by a fractional transformation as $`\mathrm{\Theta }\mathrm{\Theta }^{}=(c+d\mathrm{\Theta })(a+b\mathrm{\Theta })^1`$ we examine how $`G`$ and $`\mathrm{\Phi }`$ transform with respect to the T-duality. There are interesting symmetric relations, $`E^{}+E^t=(E^tc^t+d^t)^1(E+E^t)(cE+d)^1`$ and
$$1\mathrm{\Theta }^{}E^{}=\frac{1}{a^t\mathrm{\Theta }b^t}(1\mathrm{\Theta }E)\frac{1}{cE+d}.$$
(10)
Combining them with the first equation of (9) and $`\mathrm{\Theta }_{}^{}{}_{}{}^{t}=\mathrm{\Theta }^{}`$ we derive the transformation for the open string metric
$$G^{}=(a+b\mathrm{\Theta })G(a+b\mathrm{\Theta })^t.$$
(11)
Similarly the transformed modulus $`\mathrm{\Phi }^{}`$ is represented by
$$\mathrm{\Phi }^{}=\frac{1}{4\pi r^2}(a+b\mathrm{\Theta })\frac{1}{1+E^t\mathrm{\Theta }}(2X+Y)\frac{1}{1\mathrm{\Theta }E}(a+b\mathrm{\Theta })^t,$$
(12)
where $`X=(E^ta^t+b^t)(c+d\mathrm{\Theta })(a+b\mathrm{\Theta })^1(aE+b)`$ and $`Y`$ is given by $`Y=EE^t+2Y_0`$ with $`Y_0=(E^ta^t+b^t)cE+(E^tc^t+d^t)b`$. For convenience, $`X=(E^ta^t+b^t)\mathrm{\Theta }^{}(aE+b)`$ is equivalently rewritten by
$$X=\frac{1}{2}(E^ta^t+b^t)((c+d\mathrm{\Theta })\frac{1}{a+b\mathrm{\Theta }}\frac{1}{a^t\mathrm{\Theta }b^t}(c^t\mathrm{\Theta }d^t))(aE+b)$$
(13)
because of $`\mathrm{\Theta }_{}^{}{}_{}{}^{t}=\mathrm{\Theta }^{}`$, which is further expressed as $`X=(E^t+(1+E^t\mathrm{\Theta })b^t(a^t\mathrm{\Theta }b^t)^1)(\mathrm{\Theta }+X_0)(E+(a+b\mathrm{\Theta })^1b(1\mathrm{\Theta }E))`$ with $`X_0=(c^t\mathrm{\Theta }d^t)b\mathrm{\Theta }+(a^t\mathrm{\Theta }b^t)c`$. From these expressions we first extract some terms suggested by the second equation in (9) as $`2X+Y=2E^t\mathrm{\Theta }E+EE^t+2Z,`$ where the remaining terms are gathered by
$`Z`$ $`=`$ $`E^tX_0E+E^t(\mathrm{\Theta }+X_0){\displaystyle \frac{1}{a+b\mathrm{\Theta }}}b(1\mathrm{\Theta }E)`$ (14)
$`+`$ $`(1+E^t\mathrm{\Theta })b^t{\displaystyle \frac{1}{a^t\mathrm{\Theta }b^t}}(\mathrm{\Theta }+X_0)E+Y_0+Z_0`$
with $`Z_0=(1+E^t\mathrm{\Theta })b^t(a^t\mathrm{\Theta }b^t)^1(\mathrm{\Theta }+X_0)(a+b\mathrm{\Theta })^1b(1\mathrm{\Theta }E)`$.
The substitution of an identity
$$c^t\mathrm{\Theta }d^t=(a^t\mathrm{\Theta }b^t)(c+d\mathrm{\Theta })\frac{1}{a+b\mathrm{\Theta }}$$
(15)
into $`X_0`$ in (14) brings two kinds of cancellations in the first term against the second and third terms. As a result the first term of (14) becomes $`E^t(a^tc+(a^t\mathrm{\Theta }b^t)d\mathrm{\Theta }(a+b\mathrm{\Theta })^1b\mathrm{\Theta })E`$, whose first term is further cancelled against a term in $`Y_0`$. Since there is another cancellation between the second and third terms through $`b^t(c+d\mathrm{\Theta })(a+b\mathrm{\Theta })^1=(a+b\mathrm{\Theta })^1d^t`$, the resulting third term can be expressed as $`[(1+E^t\mathrm{\Theta })(b^t(a^t\mathrm{\Theta }b^t)^1d^tb)+(a+b\mathrm{\Theta })^1b]\mathrm{\Theta }E+b^tcE`$, whose last term is also cancelled against a term in $`Y_0`$. The remainging second term is given by $`E^t[(\mathrm{\Theta }+(a^t\mathrm{\Theta }b^t)c)(a+b\mathrm{\Theta })^1b(c^t\mathrm{\Theta }d^t)b\mathrm{\Theta }(a+b\mathrm{\Theta })^1b(1\mathrm{\Theta }E)]`$, which is further changed into $`E^t[(a^tc+\mathrm{\Theta }d^ta)(a+b\mathrm{\Theta })^1b(c^t\mathrm{\Theta }d^t)(1a(a+b\mathrm{\Theta })^1)b(1\mathrm{\Theta }E)]`$ where a combination $`E^t(a^tc+c^ta)(a+b\mathrm{\Theta })^1b`$ vanishes. Thus we have
$`Z`$ $`=`$ $`E^t(c^tb+(a^t\mathrm{\Theta }b^t)(c+d\mathrm{\Theta }){\displaystyle \frac{1}{a+b\mathrm{\Theta }}}b+\mathrm{\Theta }{\displaystyle \frac{1}{a+b\mathrm{\Theta }}}b2\mathrm{\Theta }d^tb)\mathrm{\Theta }E`$ (16)
$`+`$ $`E^t\mathrm{\Theta }d^tb+({\displaystyle \frac{1}{a+b\mathrm{\Theta }}}d^tb)\mathrm{\Theta }E+d^tb+Z_0+(1+E^t\mathrm{\Theta })b^t{\displaystyle \frac{1}{a^t\mathrm{\Theta }b^t}}\mathrm{\Theta }E,`$
whose last term is cancelled against a term in $`Z_0=(E^t\mathrm{\Theta }+1)b^t(a^t\mathrm{\Theta }b^t)^1(\mathrm{\Theta }+X_0)(E+(a+b\mathrm{\Theta })^1(aE+b))`$. The second term in (16) is simplified into $`E^t(c^t\mathrm{\Theta }d^t)b\mathrm{\Theta }E`$ through (15). Then the remaining $`Z_0`$ is further arranged by using (15) for $`X_0`$ into
$`Z_0`$ $`=`$ $`(E^t\mathrm{\Theta }+1)b^t[{\displaystyle \frac{1}{a^t\mathrm{\Theta }b^t}}\mathrm{\Theta }{\displaystyle \frac{1}{a+b\mathrm{\Theta }}}(aE+b)`$ (17)
$`+`$ $`((c+d\mathrm{\Theta }){\displaystyle \frac{1}{a+b\mathrm{\Theta }}}b\mathrm{\Theta }+c){\displaystyle \frac{1}{a+b\mathrm{\Theta }}}b(1\mathrm{\Theta }E)].`$
Collecting the three terms with $`b`$ on the right end in (17) and making use of
$$\frac{1}{a^t\mathrm{\Theta }b^t}\mathrm{\Theta }+c=(c+d\mathrm{\Theta })\frac{1}{a+b\mathrm{\Theta }}a,$$
(18)
we can see that they are simply expressed as $`(E^t\mathrm{\Theta }+1)b^t(c+d\mathrm{\Theta })(a+b\mathrm{\Theta })^1b`$. This compact expression further takes the form $`(E^t\mathrm{\Theta }+1)(a+b\mathrm{\Theta })^1bE^t\mathrm{\Theta }d^tbd^tb`$ whose last two terms are cancelled out in $`Z`$ (16). The three terms with $`E`$ on the right end in (17) turn out to be $`(E^t\mathrm{\Theta }+1)(d^tb2(a+b\mathrm{\Theta })^1b)\mathrm{\Theta }E`$ also through (18). Gathering together we arrive at a simplified expression
$$Z=(E^t\mathrm{\Theta }+1)\frac{1}{a+b\mathrm{\Theta }}b(1\mathrm{\Theta }E),$$
(19)
which yields
$$\mathrm{\Phi }^{}=(a+b\mathrm{\Theta })\mathrm{\Phi }(a+b\mathrm{\Theta })^t+\frac{1}{2\pi r^2}b(a+b\mathrm{\Theta })^t.$$
(20)
The $`SO(p,p,Z)`$ T-duality action on the closed string coupling $`g_s`$ is given by $`g_s^{}=g_s/det(cE+d)^{1/2}`$. The effective open string coupling $`G_s=g_s(det(G+2\pi \alpha ^{}\mathrm{\Phi })/det(g+2\pi \alpha ^{}B))^{1/2}`$ specified by the $`(p+1)\times (p+1)`$ matrices is expressed as $`G_s=g_s(det(1\mathrm{\Theta }E))^{1/2}`$ since $`G_{00}=g_{00},\mathrm{\Phi }_{0i}=B_{0i}=0`$. Therefore the relation (10) yields the $`SO(p,p,Z)`$ T-duality action on $`G_s`$
$$G_s^{}=\sqrt{det(a+b\mathrm{\Theta })}G_s,$$
(21)
which further determines the transformation for the Yang-Mills gauge coupling $`g_{YM}=((2\pi )^{p2}G_s/(\alpha ^{})^{(3p)/2})^{1/2}`$ to be
$$g_{YM}^{}=g_{YM}(det(a+b\mathrm{\Theta }))^{\frac{1}{4}}.$$
(22)
The obtained expressions such as (11), (20) and (22) are just the Morita transformation rules in the NCYM theory with modulus $`\mathrm{\Phi }`$. In the $`\mathrm{\Phi }=0`$ orbit the T-duality action on the closed string metric $`g`$ and NS-NS $`B`$ field was shown to be mapped to the Morita transformation only when the zero slope limit was taken in such a way that $`E^1\mathrm{\Theta }`$ . In our general nonzero $`\mathrm{\Phi }`$ case this mapping naturally appears where we do not restrict ourselves to the zero slope limit. We would like to interpret this general mapping as a direct relation between the Morita equivalence of the noncommutative DBI theory and the T-duality.
In order to confirm this interpretation we apply the above Morita transformation rules to the non-abelian DBI theory living on a noncommutative torus. The effective action of D$`p`$-branes with the modulus two-form $`\mathrm{\Phi }`$ on a $`p`$-dimensional noncommutative torus is given by
$$S=\frac{1}{G_s(2\pi )^p\alpha ^{\frac{p+1}{2}}}d^{p+1}\sigma Tr_\theta \sqrt{det(G+2\pi \alpha ^{}(F+\mathrm{\Phi }))}+S_{WZ}.$$
(23)
The first term is regarded as an general DBI action interpolationg between the ordinary DBI one on a commutative torus with $`G=g,\mathrm{\Phi }=B,G_s=g_s`$ and the commutative gauge fields, and the noncommutative DBI one expressed in terms of the open string variables with $`\mathrm{\Phi }=0`$ and the noncommutative gauge fields . The $`Tr_\theta `$ is the trace on the gauge bundle on the noncommutative torus and is regarded as the symmetric trace for the non-abelian group. We assume that the WZ action $`S_{WZ}`$ on a noncommutative torus takes the same form as that on a commutative torus . So it is represented by $`S_{WZ}=Tr_\theta (C^{(n)})e^{2\pi \alpha ^{}F}`$ in terms of a pullback of the $`n`$-form R-R potential $`C^{(n)}`$, where on the exponential $`F`$ only appears and the background $`B`$ field is replaced by the noncommutativity $`\theta `$. In the DBI action the square root part is decomposed into $`\sqrt{det(G+2\pi \alpha ^{}(F+\mathrm{\Phi }))_{ij}}((G_{00}(2\pi \alpha ^{})^2F_{0i}(G+2\pi \alpha ^{}(F+\mathrm{\Phi }))^{1ij}F_{j0}))^{1/2}`$, where $`i=1,\mathrm{},p`$ and we have taken account of $`\mathrm{\Phi }_{0i}=G_{0i}=0`$. Under the Morita equivalence transformation on a $`p`$-dimensional noncommutative torus the magnetic component of the gauge field strength $`F_{ij}`$ is transformed as $`F_{ij}((a+b\mathrm{\Theta })F(a+b\mathrm{\Theta })^t\frac{1}{2\pi r^2}b(a+b\mathrm{\Theta })^t)_{ij}`$ according to (20), while the electric component $`F_{0i}`$ is transformed as $`F_{0i}(F(a+b\mathrm{\Theta })^t)_{0i}`$. These transformation rules are argued in the investigation of the Morita equivalence in the context of the NCYM theory . We can take $`G_{00}=g_{00}`$ to be unchanged since the T-duality transformation is performed on the directions of the $`p`$-torus. The transformation of the trace $`Tr_\theta `$ is given by $`Tr_\theta (det(a+b\mathrm{\Theta }))^{1/2}Tr_\theta `$ . Under these transformation rules together with (11), (20) and(21) we can see that the general interpolating DBI action is invariant.
For the WZ action we consider the $`D5`$-brane theory for concreteness and write down
$`S_{WZ}`$ $`=`$ $`{\displaystyle }d^6\sigma Tr_\theta ϵ^{ilklm}({\displaystyle \frac{2\pi \alpha ^{}}{24}}F_{0i}C_{jklm}+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}F_{0i}F_{jk}C_{lm}+{\displaystyle \frac{(2\pi \alpha ^{})^3}{8}}F_{0i}F_{jk}F_{lm}C`$ (24)
$`+`$ $`{\displaystyle \frac{1}{5!}}C_{0ijklm}+{\displaystyle \frac{2\pi \alpha ^{}}{12}}C_{0ijk}F_{lm}+{\displaystyle \frac{(2\pi \alpha ^{})^2}{8}}C_{0i}F_{jk}F_{lm}).`$
The WZ action for the first three terms is shown to be invariant under the Morita equivalence transformation, if we take the R-R potentials such as $`C,C_{lm}`$ and $`C_{jklm}`$ to transform simultaneously as
$`C`$ $``$ $`{\displaystyle \frac{1}{\sqrt{detA}}}C,C_{ij}{\displaystyle \frac{1}{\sqrt{detA}}}((ACA^t)_{ij}+{\displaystyle \frac{\alpha ^{}}{r^2}}(bA^t)_{[ij]}C),`$ (25)
$`C_{ijkl}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{detA}}}(A_{[i}^aA_j^bA_k^cA_{l]}^dC_{abcd}+{\displaystyle \frac{6\alpha ^{}}{r^2}}A_{[i}^aA_j^b(bA^t)_{kl]}C_{ab}+3({\displaystyle \frac{\alpha ^{}}{r^2}})^2C(bA^t)_{[ij}(bA^t)_{kl]}),`$
where $`A=a+b\mathrm{\Theta }`$ and $`A_i^a`$ stands for $`A_i^a`$ and the appropriate antisymmetrization factors 6, 3 appear. The invariance of $`S_{WZ}`$ for the last three terms is also shown, if we make $`C_{0i},C_{0ijk}`$ and $`C_{0ijklm}`$ transform in the following way
$`C_{0i}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{detA}}}A_i^aC_{0a},C_{0ijk}{\displaystyle \frac{1}{\sqrt{detA}}}(A_{[i}^aA_j^bA_{k]}^cC_{0abc}+{\displaystyle \frac{3\alpha ^{}}{r^2}}A_{[i}^a(bA^t)_{jk]}C_{0a}),`$
$`C_{0ijklm}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{detA}}}(A_{[i}^a\mathrm{}A_{m]}^eC_{0a\mathrm{}e}+{\displaystyle \frac{10\alpha ^{}}{r^2}}A_{[i}^aA_j^bA_k^c(bA^t)_{lm]}C_{0abc}`$
$`+`$ $`15({\displaystyle \frac{\alpha ^{}}{r^2}})^2A_{[i}^a(bA^t)_{jk}(bA^t)_{lm]}C_{0a}),`$
where the coefficients 3, 10 and 15 also show the appropriate antisymmetrization factors specified by $`{}_{3}{}^{}C_{1}^{},{}_{5}{}^{}C_{3}^{}`$ and $`3{}_{5}{}^{}C_{1}^{}`$.
Redefinitions of the above R-R potentials as
$`\lambda ^i={\displaystyle \frac{1}{4!}}ϵ^{ijklm}C_{jklm},\lambda ^{ijk}={\displaystyle \frac{1}{2!}}ϵ^{ijklm}C_{lm},\lambda ^{ijklm}=ϵ^{ijklm}C,`$
$`\lambda ={\displaystyle \frac{1}{5!}}ϵ^{ijklm}C_{0ijklm},\lambda ^{ij}={\displaystyle \frac{1}{3!}}ϵ^{ijklm}C_{0klm},\lambda ^{ijkl}=ϵ^{ijklm}C_{0m}`$ (27)
enable us to write the WZ action (24) to be
$`S_{WZ}`$ $`=`$ $`{\displaystyle }d^6\sigma Tr_\theta (2\pi \alpha ^{}F_{0i}\lambda ^i+{\displaystyle \frac{(2\pi \alpha ^{})^2}{2}}F_{0i}F_{jk}\lambda ^{ijk}+{\displaystyle \frac{(2\pi \alpha ^{})^3}{8}}F_{0i}F_{jk}F_{lm}\lambda ^{ijklm}`$ (28)
$`+`$ $`\lambda +{\displaystyle \frac{2\pi \alpha ^{}}{2}}F_{ij}\lambda ^{ij}+{\displaystyle \frac{(2\pi \alpha ^{})^2}{8}}F_{ij}F_{kl}\lambda ^{ijkl}).`$
The first three terms are also invariant under the Morita transformation accompanied with
$`\lambda ^i`$ $``$ $`\sqrt{detA}(B_a^i\lambda ^a+{\displaystyle \frac{\alpha ^{}}{2r^2}}B_a^iB_b^jB_c^k\lambda ^{abc}(bA^t)_{jk})+{\displaystyle \frac{1}{8}}({\displaystyle \frac{\alpha ^{}}{r^2}})^2{\displaystyle \frac{1}{\sqrt{detA}}}\lambda ^{ijklm}(bA^t)_{jk}(bA^t)_{lm},`$
$`\lambda ^{ijk}`$ $``$ $`\sqrt{detA}B_a^iB_b^jB_c^k\lambda ^{abc}+{\displaystyle \frac{\alpha ^{}}{2r^2}}{\displaystyle \frac{1}{\sqrt{detA}}}\lambda ^{ijklm}(bA^t)_{lm},\lambda ^{ijklm}{\displaystyle \frac{1}{\sqrt{detA}}}\lambda ^{ijklm},`$ (29)
which are obtained from (25) by defining $`B=(A^1)^t`$ and using $`B_a^i`$ for $`B_a^i`$. The invariance for the last three terms is also provided by the following transformation properties of the redefined R-R potentials
$`\lambda `$ $``$ $`\sqrt{detA}(\lambda +{\displaystyle \frac{\alpha ^{}}{2r^2}}B_a^iB_b^j(bA^t)_{ij}\lambda ^{ab}+{\displaystyle \frac{1}{8}}({\displaystyle \frac{\alpha ^{}}{r^2}})^2B_a^iB_b^jB_c^kB_d^l(bA^t)_{ij}(bA^t)_{kl}\lambda ^{abcd}),`$ (30)
$`\lambda ^{ij}`$ $``$ $`\sqrt{detA}(B_a^iB_b^j\lambda ^{ab}+{\displaystyle \frac{\alpha ^{}}{2r^2}}B_a^iB_b^jB_c^kB_d^l(bA^t)_{kl}\lambda ^{abcd}),\lambda ^{ijkl}\sqrt{detA}B_a^iB_b^jB_c^kB_d^l\lambda ^{abcd},`$
which are derived by combining (26) and (27). Thus we have observed the Morita equivalence of the action itself for the interpolating general DBI theory, which is compared with the Morita equivalence of the BPS energy spectrum based on the canonical approaches of the DBI theory on the noncommutative two- or four- torus and the NCYM theory . The action of the Yang-Mills theory on a noncommutative three-torus with the Chern-Simon topological terms is proved to be Morita invariant in Ref.. The transformation behaviors of the zero-form and two-form R-R potentials given there are now extended to (25) for the noncommutative five-torus, where the transformation property of the four-form R-R potential is obtained in a suggestive and systematic form, while the corresponding transformation rules (29) for the redefined R-R potentials are considered as an extension of those for the noncommutative three-torus presented in Ref. . In Refs. only the space components of the R-R potentials are assumed to be nonzero. Here even if we take account of the R-R potentials with a time component the Morita equivalence of the WZ action for them is confirmed to hold separately, where the transformation of the six-form R-R potential is specified.
We have shown that the quantization of open strings ending on the D-branes with the background $`B`$ field is so well constructed from the symplectic structure on the phase space that we can consistently derive the string propagator with the mixed boundary conditions. Combining the T-duality transformation for the closed string parameters with the fractional transformation for the noncommutativity parameter we can extract the Morita transformation rules for the open string parameters which characterize the interpolating noncommutative DBI action, without recourse to the low energy zero slope limit. The interpolating DBI action with nonzero modulus $`\mathrm{\Phi }`$ as well as the WZ action on a noncommutative torus have been demonstrated to have the same Morita equivalence as the NCYM theory. Therefore it can be said that the T-duality transformation is directly translated to the Morita equivalence in the context of the noncommutative DBI theory, which is considered as the generalization of the indirect low-energy extraction of the Morita equivalence for the NCYM theory.
On the five-dimensional noncommutative torus we have seen that the transformed R-R potentials are expanded in terms of the same and lower rank R-R potentials with the appropriate coefficients which appear as the antisymmetrization numbers. This expansion reflects the characteristics for the couplings of the D$`p`$-brane not only to the the R-R potential with the $`(p+1)`$ rank but also to the R-R potentials with the ranks lower by even numbers, accompanied with the additional and multiple interactions to the world-volume gauge field strength in the noncommutative WZ acion. We speculate that this expansion is related with the recent works about the noncommutative description of D-branes where the D-branes can be expressed as a configuration of infinitely many lower dimensional D-branes. It is tempting to suspect that the application of the Morita transformation of the noncommutative DBI theory is useful to build the nontrivial bound state consisting of a D$`p`$-brane and the D-branes with lower world-volume dimensions from a pure D$`p`$-brane configuration.
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# Large 𝑁_𝑐, Constituent Quarks, and 𝑁, Δ Charge Radii
## I Introduction
The only known path to rendering QCD-like theories perturbative at all energy scales is to increase the number $`N_c`$ of color charges, so that $`1/N_c`$ itself becomes the small expansion parameter. While mesons in large $`N_c`$ continue to exhibit the quantum numbers of a single quark-antiquark pair, the large-$`N_c`$ baryon requires $`N_c`$ valence quarks, since SU($`N_c`$) group theory requires a minimum of $`N_c`$ fundamental representation indices to form a color singlet.See Ref. for a pedagogical introduction to large $`N_c`$. However, physical baryons consist also of myriad gluons and sea quark-antiquark pairs; does this then imply that large $`N_c`$ baryons have a meaning only within the context of the valence quark model? In this paper we claim that this is not the case, and indeed argue that it is possible to use the very existence of baryons boasting well-defined quantum numbers and large-$`N_c`$ arguments to derive a rigorous constituent quark picture. These assumptions are clearly independent of the momentum transfer scale, and therefore this constituent picture holds from the low-energy to deep-inelastic scattering regimes.<sup>§</sup><sup>§</sup>§Of course, for any finite $`N_c`$, the individual coefficients of the terms in the $`1/N_c`$ expansion might grow large for high momentum transfers, spoiling the utility of the expansion. It is not known where this transition occurs.
This is actually the same picture, in a somewhat different language, used to derive an effective Hamiltonian $`1/N_c`$ operator expansion for baryon observables. The operator expansion has been used to analyze phenomenologically the baryon mass spectrum of the ground-state, orbitally-excited, and heavy-quark baryons, as well as magnetic moments, axial-vector couplings, and photoproduction and pionic transitions of $`N^{}`$s in large $`N_c`$.
We then apply this knowledge to a study of the charge radii of the nonstrange baryons $`N`$ and $`\mathrm{\Delta }`$. We first present the generic expansion demanded by $`1/N_c`$ when no other physical input is included, and then specialize to include physical restrictions, such as the statement that the operators representing the charge radii must be proportional to the constituent quark charges. We find that there are actually two independent contributions at the leading order, $`O(N_c^0)`$, and one at $`O(1/N_c)`$. Since there are six baryons in the $`N,\mathrm{\Delta }`$ multiplets, this implies a number of relations between the charge radii that are expected to be satisfied particularly well, as we explore below. For example, we show that a relation found previously in an $`N_c=3`$ quark model with two-body currents holds for arbitrary $`N_c`$ with $`O(1/N_c^2)`$ corrections.
The paper is organized as follows. In Sec. II, we elucidate the promised relation between constituent quarks and baryon symmetry properties. In Sec. III we restrict to the two-flavor case and exhibit the complete $`1/N_c`$ operator expansion for scalar observables such as $`N,\mathrm{\Delta }`$ charge form factors. We then consider this expansion in the “general parametrization method” generalized to large $`N_c`$, which places additional restrictions on the allowed operators based on the observable at hand. We present and discuss results in Sec. IV and conclude in Sec. V.
## II Large $`N_c`$ and Constituent Quarks
We begin with the quantum numbers of the current quarks themselves. To obtain the electric charge and hypercharge of the quarks for arbitrary $`N_c`$, we require only that $`(u,d)`$, $`(c,s)`$, and $`(t,b)`$ remain weak isospin doublets with $`I_3=+1/2`$ and $`1/2`$, respectively, that under strong isospin the up quark and down quark still form a doublet with $`I_3=+1/2`$ and $`1/2`$, respectively, while the strange and all other quarks are isosinglets, and that all quarks in the electroweak interaction and $`u,d,s`$ quarks in the strong interaction satisfy the Gell-Mann–Nishijima condition
$$Q=I_3+Y/2.$$
(1)
Then the cancellation of the SU($`N_c`$)$`\times `$SU(2)$`\times `$U(1) standard model chiral anomalies imposes
$$Q_{u,c,t}=(N_c+1)/2N_c,Q_{d,s,b}=(N_c+1)/2N_c,$$
(2)
while under strong hypercharge one finds
$$Y_u=Y_d=1/N_c,Y_s=(N_c+1)/N_c.$$
(3)
It is interesting to note that these results maintain for arbitrary $`N_c`$ the usual electric charge and hypercharge assignments familiar in $`N_c=3`$, such as the proton quantum numbers $`Q_p=Y_p=+1`$.
Baryons in large $`N_c`$ have masses of $`O(N_c)`$, owing to both the intrinsic $`O(1)`$ masses of the quarks and interaction terms which also scale as $`N_c`$. The emergence of an exact spin-flavor symmetry in the large-$`N_c`$ limit for any number of flavors was first demonstrated in Ref. , so that it is meaningful to classify baryons into spin-flavor representations at leading order in $`1/N_c`$.
The ground-state multiplet of baryons for arbitrary $`N_c`$ fills, by assumption, a spin-flavor multiplet described by a tensor completely symmetric on $`N_c`$ indices (Fig. 1). For three flavors ($`u,d,s`$), this is an SU(6) multiplet that for $`N_c=3`$ reduces to the familiar positive-parity $`\mathrm{𝟓𝟔}`$-plet containing the spin-1/2 SU(3) octet and spin-3/2 decuplet. When $`N_c>3`$, these multiplets are much larger.The multiplets are exhibited in Refs. . Then each multiplet possesses, in general, a number of states whose quantum numbers reduce to those of the familiar baryons in $`N_c=3`$. For example, the spin-flavor multiplet of Fig. 1 decomposes into $`N_c`$ distinct flavor multiplets with spins 1/2, 3/2, …, $`N_c/2`$: Is the $`\mathrm{\Delta }`$ to be identified as a spin-3/2 or spin-$`N_c/2`$ state? In this case, one finds that $`(M_\mathrm{\Delta }M_N)J(J+1)/N_c`$, compared to $`M_{\mathrm{\Delta },N}=O(N_c)`$. The observed relatively small $`\mathrm{\Delta }`$-$`N`$ mass splitting suggests that one should take $`J=3/2`$ rather than $`J=N_c/2`$.
Similar considerations lead one to take the large-$`N_c`$ analogues of the familiar baryons to have the usual spins, isospins, and hypercharges of $`O(1)`$ rather than $`O(N_c)`$. In particular, this identifies the proton as a state with $`I=I_3=1/2`$, $`J=1/2`$, and valence quark content consisting of the usual triple of $`uud`$ in an $`I=J=1/2`$ combination, augmented by $`(N_c3)/2`$ $`ud`$ pairs, each in a spin-singlet, isosinglet combination. Then $`N_u=(N_c+1)/2`$ and $`N_d=(N_c1)/2`$, and one may verify the previous claim that $`Q_p=Y_p=+1`$.
Obtaining a rigorous constituent picture for baryons requires that each baryon truly resides in a unique spin-flavor multiplet. In the case of the familiar SU(3) octet and decuplet baryons, this is the completely symmetric 56-plet of SU(6). Such an assumption is subject to two conditions:
1. The baryons are stable under strong interactions, so that they are true narrow-width eigenstates of the strong Hamiltonian. This is true in large $`N_c`$, since the production of each meson costs one power of $`1/\sqrt{N_c}`$ in the amplitude. It is also true for physical nucleons, where only weak decays are permitted, and to a lesser extent for the other ground-state baryons, where phase space suppresses such decays.
2. Configuration mixing between the dominant ground-state multiplet and higher multiplets is suppressed.“Configuration mixing” has two meanings here: One, such as that used in the text, indicates the change of a baryon wavefunction when spins or flavors of individual quarks are altered. There is also a narrower meaning of mixing between two spin-flavor eigenstates with the same global quantum numbers, such as between nucleon and Roper states. In both cases, the mixing between pure spin-flavor eigenstates requires gluon exchanges and thus is suppressed in $`1/N_c`$. This is also true in large $`N_c`$, where such mixing requires the exchange of gluons to excite the ground state into an overlap with the higher state. These gluon couplings introduce additional $`1/N_c`$ suppressions. For example, consider flipping the spin of one of the $`N_c`$ quarks in a proton to form a $`\mathrm{\Delta }^+`$. Dynamics tells us that the spatial wavefunction of the baryon should adjust itself to the new spin configuration; however, since only one of the quarks in $`N_c`$ has changed, one expects this effect to be suppressed by some power of $`1/N_c`$.
Once these conditions are satisfied, it becomes a matter of mathematics alone to identify individual “constituent” quarks within the baryon. This is seen from the spin-flavor Young tableau for the ground state (Fig. 1); the spin-flavor wavefunction is a completely symmetric tensor with $`N_c`$ indices, represented by $`N_c`$ boxes in the tableau. Each index corresponds to a fundamental representation of the spin-flavor group, and carries precisely the same quantum numbers as one of the current quarks within the baryon. One may use spin-flavor projection operators to isolate these representation “quarks” (which we call r-quarks), the collective action of which is to reproduce the entire baryon spin-flavor wavefunction.<sup>\**</sup><sup>\**</sup>\**The spatial wavefunction of each r-quark then has the same functional behavior as the spatial wavefunction of the whole baryon, restating the assumption that configuration mixing is neglected. In terms of field theory, the r-quarks are interpolating fields carrying the spin-flavor quantum numbers of current quarks, such that an appropriately symmetrized set of $`N_c`$ boast complete overlap with the baryon wavefunction (Fig. 2). The r-quarks are then true “constituent” quarks, in that the baryon is constituted entirely of them and nothing else. To reiterate, the rigorous constituent quark is the r-quark, which is defined as the interpolating field associated with a single box in the baryon Young tableau. It turns out that the “Naive quark model for an arbitrary number of colors” presented in Ref. , based on the constituent quark model, is not so naive after all.
We hasten to add that this is not a revolutionary idea. It was understood, at least implicitly, in a number of large-$`N_c`$ analyses where knowledge of the completeness of sets of spin-flavor operators acting upon particular baryon multiplets is important, such as in Refs. . Indeed, the “quark representation” presented in Ref. is mathematically equivalent to the r-quark construction. Our purpose in introducing the r-quark is to give such analyses a firm physical interpretation as well as to probe the limitations of this picture, as detailed above.
Obviously, such a manipulation cannot possibly tell us everything about the baryon structure. As an explicit example, consider the strangeness content of the proton. We have argued that the flavor structure of the proton for arbitrary $`N_c`$ consists of the usual valence $`uud`$ triple and $`(N_c3)/2`$ $`ud`$ pairs each in a spin-singlet, isosinglet combination. But if these are all of the r-quarks, how can the proton have strange content? The answer is that $`s\overline{s}`$ pairs are present, as are other sea quarks and gluons, but all of these have been incorporated into the r-quarks. In terms of field theory, these other components have been integrated out in favor of the r-quark fields.<sup>††</sup><sup>††</sup>††Indeed, $`s\overline{s}`$ pairs in the proton appear only in vacuum loops, which introduce $`1/N_c`$ suppressions compared to pure glue interactions. The same is not necessarily true for $`u\overline{u}`$ or $`d\overline{d}`$ pairs in the proton, which can appear in $`Z`$-graphs. Thus, the proton may have strange content even if it has no strange r-quarks.
The r-quark decomposition clearly does not indicate in detail how constituent quarks are formed from the fundamental degrees of freedom in the baryon. But it does give, by construction, values for observable matrix elements that an arbitrarily good constituent quark model, i.e., one that gives all of the correct baryon observables, must satisfy. In this way it serves as a means to improve explicit quark model calculations. As an example given in the next section, one can extract the r-quark masses and interaction energy terms from the $`N,\mathrm{\Delta }`$ spectrum.
Finally, it should be pointed out that this decomposition has nothing to do with large $`N_c`$ per se, except that identifying physical baryons with distinct irreducible spin-flavor representations for larger $`N_c`$ is on somewhat more solid theoretical ground because of the conditions listed above. If one declares that the proton lies entirely in an SU(6) 56-plet in the physical case of $`N_c=3`$, there is no problem in defining the three r-quarks.
## III Operator Analyses
The analysis of any observable with given spin-flavor quantum numbers in the $`1/N_c`$ expansion may be carried out in essentially the same way: One simply writes down all operators with the same spin-flavor transformation properties as the observable, weighted with the appropriate suppression power of $`1/N_c`$. The number of such operators is finite since the number of spin-flavor structures connecting the initial- and final-state baryons is finite. As a trivial example, consider the problem of mass operators of the $`I=1/2`$ nucleon states. The Wigner-Eckart theorem tells us that only operators with isospins $`I=0`$ or 1 can connect the states. Indeed, the most general decomposition, as was done for the ground-state baryon masses, or the orbitally-excited baryons, or here for the charge radii, may be considered the application of the Wigner-Eckart theorem in spin-flavor space.
We also see from this example that there are precisely as many operators (2) as independent mass observables, which permits arbitrary masses for the $`p`$ and $`n`$ states. In the given example, the $`I=0`$ and $`I=1`$ operators contribute to $`(m_n+m_p)/2`$ and $`(m_nm_p)`$, respectively. Unless some of the operators in a given expansion may be eliminated or suppressed, the operators merely provide a reparametrization of the data, i.e., a different basis for the same vector space of observables.
However, we have not yet taken into account suppressions of operators by powers of $`1/N_c`$. In order to identify these suppressions for baryons, it is most convenient to work with r-quarks. Let us define an n-body operator as one that requires the participation of $`n`$ r-quarks; that is, the Feynman diagram has a piece that is $`n`$-particle irreducible. Since r-quarks each carry a fundamental color index, they exchange gluons just like current quarks and hence obey the same large-$`N_c`$ counting rules. Indeed, it is not difficult to see that an $`n`$-body operator requires the exchange of a minimum of $`n1`$ gluons and hence a suppression of $`1/N_c^{n1}`$, since $`\alpha _s1/N_c`$.
The most general possible $`n`$-body operators can be built from $`n`$th-degree polynomials in 1-body operators, whose members fill the adjoint representation of the spin-flavor group. We denote these
$`J^i`$ $``$ $`q_\alpha ^{}\left({\displaystyle \frac{\sigma ^i}{2}}𝟙\right)q^\alpha ,`$ (4)
$`T^a`$ $``$ $`q_\alpha ^{}\left(𝟙{\displaystyle \frac{\lambda ^𝕒}{\mathrm{𝟚}}}\right)q^\alpha ,`$ (5)
$`G^{ia}`$ $``$ $`q_\alpha ^{}\left({\displaystyle \frac{\sigma ^i}{2}}{\displaystyle \frac{\lambda ^a}{2}}\right)q^\alpha ,`$ (6)
where $`\sigma ^i`$ are the usual Pauli spin matrices, $`\lambda ^a`$ denote Gell-Mann flavor matrices, and the index $`\alpha `$ sums over all $`N_c`$ quark lines in the baryons. In the two-flavor case considered here, $`T^a`$ is replaced with the isospin operator $`I^a`$. One then builds polynomials in $`J`$, $`I`$, and $`G`$ with the same spin-flavor quantum numbers as the observable in question.
However, there are still three important points to take into account before the analysis is complete. First, the operators in Eq. (6) sum over all the r-quarks in the baryon and may add coherently to give combinatoric powers of $`N_c`$ that compensate some of the $`1/N_c`$ suppressions. Generally, this occurs for $`G`$ and not $`I`$ or $`J`$, since we have chosen baryons to have spins and isospins of $`O(1)`$ rather than $`O(N_c)`$.
Second, there exist relations, called operator reduction rules, between some combinations of operators due to the spin-flavor symmetry or the symmetry of the baryon representation. For example, one particular combination of $`J^2`$, $`I^2`$, and $`G^2`$ is the quadratic Casimir of the spin-flavor algebra, and just gives the same number when applied to all baryons in the same representation. In the two-flavor case with scalar operators, the operator reduction rules of Ref. tell us that the $`G^{ia}`$ never need appear, since every possible contraction of its spin index leads to a reducible combination. Likewise, $`I^2=J^2`$ in the two-flavor case.
Third, the most complicated operator necessary to describe a baryon with $`N_c`$ r-quarks is an $`N_c`$-body operator. However, ultimately we are interested in the subset of these baryons that persist when $`N_c=3`$, and by the same logic, these are completely described by expanding only out to 3-body operators. The 4-, 5-, …, $`N_c`$-body operators would be linearly independent when acting upon the full baryon representation, but must be linearly dependent on the 0-, 1-, 2-, and 3-body operators when acting upon the baryons that persist for $`N_c=3`$. Since we are not taking the strict $`N_c\mathrm{}`$ limit but rather $`N_c`$ large and finite, the question of losing information due to noncommutativity with the chiral limit does not arise.
Using these rules, it is straightforward to write down the expansion for an arbitrary scalar quantity with possible isospin breaking but preserving $`I_3`$ (as in electromagnetic interactions or masses). Our example is the derivative of the baryon charge (Sachs) form factor $`F(q^2)`$ at $`q^2=0`$, but note that the same expansion would hold for the whole $`q^2`$-dependent form factor, as well as masses:
$$6\frac{dF(q^2)}{dq^2}|_{q^2=0}=c_0𝟙+𝕔_\mathrm{𝟙}𝕀_\mathrm{𝟛}+\frac{𝕔_\mathrm{𝟚}}{_𝕔}𝕀^\mathrm{𝟚}+\frac{𝕔_\mathrm{𝟛}}{_𝕔}\{𝕀_\mathrm{𝟛},𝕀_\mathrm{𝟛}\}+\frac{𝕔_\mathrm{𝟜}}{_𝕔^\mathrm{𝟚}}\{𝕀^\mathrm{𝟚},𝕀_\mathrm{𝟛}\}+\frac{𝕔_\mathrm{𝟝}}{_𝕔^\mathrm{𝟚}}\{𝕀_\mathrm{𝟛},\{𝕀_\mathrm{𝟛},𝕀_\mathrm{𝟛}\}\}.$$
(7)
The brackets indicate that the operators are to be evaluated for a particular baryon state; anticommutators are used to remind one that the commutator combinations are reducible, owing to the spin-flavor symmetry. Here, each of the coefficients $`c_i`$ possesses a $`1/N_c`$ expansion starting at order $`N_c^0`$; they play the role of reduced matrix elements in the Wigner-Eckart theorem. We make the naturalness assumption that any dimensionless coefficient appearing in the analysis is of order unity, unless one can think of a reason it is suppressed (additional symmetry or chance dynamical cancellation) or enhanced (additional dynamics). An example of the first case is the neutron-proton mass difference, where one would find an anomalously small coefficient unless the approximate symmetry of isospin is recognized. An example of the second case is that the neutron-proton scattering lengths are much larger than “natural size,” pointing to shallow bound (the deuteron) or nearly bound ($`{}_{}{}^{1}S_{0}^{}`$) states.
To illustrate the r-quark picture for the baryons, consider the case of $`N`$ and $`\mathrm{\Delta }`$ masses using the r.h.s. of Eq. (7). The operator $`𝟙`$ clearly gives a common mass $`c_0`$ to each r-quark, while the $`I_3`$ term differentiates $`u`$ and $`d`$ r-quarks. The remaining operators require interactions of the r-quarks and may be considered matrix elements of the potential. Using Breit-Wigner masses for the $`\mathrm{\Delta }`$ states (Note, however, Ref. for a treatment using pole masses), one finds
$$m_u=c_0+c_1/2=287.6\mathrm{MeV},m_d=c_0c_1/2=289.6\mathrm{MeV},$$
(8)
and the interaction energy terms for nucleons and $`\mathrm{\Delta }`$’s amount to about 73 and 366 MeV, respectively. These values for the quark masses are consistent with those used in ordinary constituent quark models. The r-quark masses thus account for the bulk of baryon masses, underscoring the economy of this picture.
It is convenient to rewrite Eq. (7) in terms of the global quantum numbers $`J(J+1)`$ and $`Q`$, which equal $`I(I+1)`$ and $`I_3+1/2`$, respectively, in the two-flavor case. Then the expansion reads
$$6\frac{dF(q^2)}{dq^2}|_{q^2=0}=d_0N_c+d_1Q+\frac{d_2}{N_c}J(J+1)+\frac{d_3}{N_c}Q^2+\frac{d_4}{N_c^2}QJ(J+1)+\frac{d_5}{N_c^2}Q^3,$$
(9)
where again each $`d_i`$ possesses a $`1/N_c`$ expansion starting at order $`N_c^0`$. Note in either case that there are 6 independent operators, reflecting that there are 6 observables, corresponding to the isodoublet of $`N`$’s and the isoquartet of $`\mathrm{\Delta }`$’s. Equation (9) is therefore the most general expansion one can write down, modified only by the $`1/N_c`$ suppression factors.
For the particular case of the charge form factor, one can go a bit further. Despite their $`O(N_c)`$ masses, baryons in large $`N_c`$ nevertheless have a finite size, so $`d_0N_c`$ in Eq. (9) should actually be replaced by $`d_0`$. One can see this by noting that no interaction diagram in the baryon is larger than $`N_c^1`$, so that the interaction energy per quark is no larger than $`N_c^0`$, and thus the wavefunction of each quark has a spatial extent of $`O(N_c^0)`$. Thus, the most general expansion based solely upon symmetry and the grossest features of large $`N_c`$ reads
$$6\frac{dF(q^2)}{dq^2}|_{q^2=0}=d_0+d_1Q+\frac{d_2}{N_c}J(J+1)+\frac{d_3}{N_c}Q^2+\frac{d_4}{N_c^2}QJ(J+1)+\frac{d_5}{N_c^2}Q^3.$$
(10)
This operator method lies at one extreme end of possible analyses, in that it includes only symmetry information. At the other end lie phenomenological models, in which not only the structure of the individual operators but also their coefficients are provided. As an intermediate choice, one may impose mild physical constraints on the allowed operators; this is the approach of the “general parametrization (GP) method”. It was applied to the case of baryon charge radii in order to check relations appearing in a quark model calculation that includes two-body exchange currents. Here we extend the analysis to arbitrary $`N_c`$. Pion-baryon couplings are studied using the GP and compared with results of a $`1/N_c`$ approach in Ref. .
It should be stressed that these “mild physical constraints” do indeed impose some model dependence on the GP, meaning that its predictivity follows not from QCD alone but requires additional dynamical assumptions. However, as argued next and in the first paragraph of Sec. IV, these assumptions have a firm dynamical basis and are more mild than those of an arbitrary model.
The assumptions of the GP method for charge form factors are quite minimal: All scalar operators are allowed that couple to the quarks (r-quarks in our case) through precisely one factor of the quark charges, which is what one expects from a single photon vertex. Then one has
$$6\frac{dF(q^2)}{dq^2}|_{q^2=0}=A\underset{i}{\overset{N_c}{}}Q_i+\frac{B}{N_c}\underset{ij}{\overset{N_c}{}}Q_i𝝈_i𝝈_j+\frac{C}{N_c^2}\underset{ijk}{\overset{N_c}{}}Q_i𝝈_j𝝈_k.$$
(11)
The rules for assigning $`1/N_c`$ suppressions in the coefficients are the same as above: $`n`$-body operators have a factor $`1/N_c^{n1}`$, and $`A,B,C`$ each possess $`1/N_c`$ expansions starting at order $`N_c^0`$. Note that this expression, unlike Eq. (5) in Ref. , has no strange quark term: As discussed above, the $`N`$’s and $`\mathrm{\Delta }`$’s have no strange r-quarks; the $`s\overline{s}`$ contributions appear as $`O(1/N_c)`$ corrections to the dynamical coefficients already presented.
It is straightforward to evaluate matrix elements of these three operators. The sums are re-expressed in terms of the Casimirs $`Q`$, $`𝐉^2`$, $`𝐒_u^2`$, and $`𝐒_d^2`$. To evaluate the final two Casimirs, note that the spin-flavor wavefunction is completely symmetric. Thus, all of the $`u`$ quarks, for example, are in a symmetric state, and one then has total $`u`$-quark spin $`S_u=N_u/2`$. After simplifying all terms, one finds
$`{\displaystyle \underset{i}{}}Q_i`$ $`=`$ $`Q,`$ (12)
$`{\displaystyle \underset{ij}{}}Q_i𝝈_i𝝈_j`$ $`=`$ $`Q(N_c1)\left[N_c+2(J+1)\right]\left[N_c2J\right]/2N_c,`$ (13)
$`{\displaystyle \underset{ijk}{}}Q_i𝝈_j𝝈_k`$ $`=`$ $`Q\left[4J(J+1)+25N_c\right]+\left[N_c+2(J+1)\right]\left[N_c2J\right]/N_c.`$ (14)
The GP expansion then reads
$`6{\displaystyle \frac{dF(q^2)}{dq^2}}|_{q^2=0}`$ $`=`$ $`AQ+{\displaystyle \frac{B}{N_c^2}}\left\{QN_c(N_c1){\displaystyle \frac{1}{2}}\left[N_c+2(J+1)\right]\left[N_c2J\right]\right\}`$ (16)
$`+{\displaystyle \frac{C}{N_c^3}}\left\{QN_c\left[4J(J+1)+25N_c\right]+\left[N_c+2(J+1)\right]\left[N_c2J\right]\right\}.`$
The charge radii, defined as
$$r_B^2=6\frac{1}{F(q^2)}\frac{dF(q^2)}{dq^2}|_{q^2=0}=6\frac{1}{Q}\frac{dF(q^2)}{dq^2}|_{q^2=0}$$
(17)
if $`Q0`$, and neglecting the $`Q`$ factor if $`Q=0`$, are presented for the $`N`$ and $`\mathrm{\Delta }`$ states in Table I.
It is interesting to compare the two expressions Eqs. (10) and (16). First, one sees that the latter is, as it must be, a special case of the most general possible expression Eq. (10). Specifically, the two expressions are related by
$`d_0`$ $`=`$ $`{\displaystyle \frac{B}{2}}{\displaystyle \frac{1}{N_c}}(BC)+{\displaystyle \frac{2C}{N_c^2}},`$ (18)
$`d_1`$ $`=`$ $`A+B{\displaystyle \frac{1}{N_c}}(B+5C)+{\displaystyle \frac{2C}{N_c^2}},`$ (19)
$`d_2`$ $`=`$ $`{\displaystyle \frac{2B}{N_c}}{\displaystyle \frac{4C}{N_c^2}},`$ (20)
$`d_3`$ $`=`$ $`0,`$ (21)
$`d_4`$ $`=`$ $`4C,`$ (22)
$`d_5`$ $`=`$ $`0,`$ (23)
meaning that in GP the coefficients $`d_0,d_1,d_4`$ are independent and of natural \[$`O(1)`$\] size, $`d_2`$ is dependent and subleading in $`1/N_c`$, and $`d_3=d_5=0`$. Note also that the coefficient $`B`$ can appear at $`O(1)`$ and $`C`$ at $`O(1/N_c`$), a factor $`N_c`$ larger than naively expected from Eq. (11), a result arising from the combined spin ($`𝝈`$) and flavor ($`Q_i`$) structure of the corresponding operators. Since the $`Q`$ operator, containing a piece transforming as $`I=1`$, is the sole source of isospin breaking in the GP, one expects that the $`I=2`$ and 3 contributions, first appearing in $`Q^2`$ and $`Q^3`$ terms, are absent. By the Wigner-Eckart theorem, one can see that these relations involve only $`\mathrm{\Delta }`$ states.
## IV Results and Discussion
We have pointed out that the GP expression Eq. (16) is not the most general possible expansion for the charge radius. The other terms in Eq. (10) but not (16) can appear if subleading effects are taken into account. For example, in the GP expression, the only source of isospin quantum numbers is the quark charge operator $`Q_i`$. Explicit isospin breaking due to, say, the $`u`$-$`d`$ quark mass difference introduces factors of the operator $`I_3=Q1/2`$, which do not conform to the expression (16), but appear with an additional small ($`5\times 10^3`$) coefficient. Similar statements are expected for loop corrections; for example, one can see how electromagnetic loop corrections induce a $`Q^3`$ and possibly other suppressed terms in the expansion, at the cost of an $`\alpha _{\mathrm{EM}}/4\pi `$ suppression. Inasmuch as these additional effects are dynamically suppressed, the GP expansion should give an excellent expansion for the charge form factors. Since the neglected coefficients are small, they would make little numerical difference if included in the analysis below.
One interesting feature of the GP expression Eq. (16) is that the terms not proportional to the total baryon charge $`Q`$ are all proportional to $`N_c2J`$, and in particular, vanish for $`J=N_c/2`$. That is, all charge radii (and other electromagnetic matrix elements) are proportional to $`Q`$ for $`J=N_c/2`$, which was pointed out by Coleman for the case $`N_c=3`$. The symmetry reason for this feature is not hard to see: The charge operator $`Q`$ transforms according to the adjoint representation of the spin-flavor group. The $`J=N_c/2`$ flavor representation, unlike that of $`J=1/2`$, 3/2, …, $`N_c/21`$, is completely symmetric, and has the same Young tableau as the spin-flavor representation in Fig. 1. In the product of this representation with its conjugate (relevant to baryon bilinears) there is only one adjoint representation, and since one already has one such operator, $`Q`$, its matrix elements must be proportional to the eigenvalue $`Q`$. For the flavor representations with $`J<N_c/2`$ (such as that of spin-3/2 for $`N_c>3`$), the corresponding product has two or more adjoints, and exact proportionality to $`Q`$ no longer holds.
As discussed above, $`I=2`$ and 3 terms are absent in Eq. (16). The following relations (or any combination thereof) hold in the GP:
$`2r_{\mathrm{\Delta }^{++}}^2r_{\mathrm{\Delta }^+}^2r_{\mathrm{\Delta }^0}^2r_\mathrm{\Delta }^{}^2=0`$ $`(I=2),`$ (24)
$`2r_{\mathrm{\Delta }^{++}}^23r_{\mathrm{\Delta }^+}^2+3r_{\mathrm{\Delta }^0}^2+r_\mathrm{\Delta }^{}^2=0`$ $`(I=3).`$ (25)
One also sees from Eq. (16) and Table I that both $`A`$ and $`B`$ terms are of leading order ($`N_c^0`$) for generic $`N`$’s and $`\mathrm{\Delta }`$’s in large $`N_c`$, despite the fact that the former comes from one-body and the latter from two-body operators. This is due to the coherence effect in the two-body operator. Similarly, the three-body operator ($`C`$ term) is suppressed only by $`1/N_c`$. It is only special combinations of the charge radii in which these leading effects cancel. A particularly interesting combination of this type is
$$(r_p^2r_{\mathrm{\Delta }^+}^2)(r_n^2r_{\mathrm{\Delta }^0}^2)=12C/N_c^2,$$
(26)
in which the full one- and two-body terms, as well as the coherent part of the three-body term, cancel for all $`N_c`$. This cancellation also holds for the completely generic expansion (10), in which the r.h.s. of Eq. (26) reads $`3d_4/N_c^2`$. Thus, if three-body operators are neglected, one has
$$r_p^2r_{\mathrm{\Delta }^+}^2=r_n^2r_{\mathrm{\Delta }^0}^2,$$
(27)
for all $`N_c`$. The only other such combinations are obtained by adding linear combinations of Eqs. (24). If we still demand an $`O(1/N_c^2)`$ combination but allow a two-body operator (which would serve to distinguish large $`N_c`$ from the straightforward GP approach), one finds the separate relations
$`r_p^2r_{\mathrm{\Delta }^+}^2`$ $`=`$ $`{\displaystyle \frac{6}{N_c^2}}\left[B+2C\left(1{\displaystyle \frac{1}{N_c}}\right)\right],`$ (28)
$`r_n^2r_{\mathrm{\Delta }^0}^2`$ $`=`$ $`{\displaystyle \frac{6}{N_c^2}}\left[B{\displaystyle \frac{2C}{N_c}}\right].`$ (29)
One may combine these relations with Eqs. (24) to predict all the $`\mathrm{\Delta }`$ charged radii in terms of $`r_{p,n}^2`$ good to $`O(1/N_c^2)`$.
Alternately, if one allows $`N_c`$-dependent coefficients, the only relation in addition to Eqs. (24) with no corrections in the GP is
$$(N_c+5)(N_c3)r_n^2=(N_c+3)(N_c1)r_{\mathrm{\Delta }^0}^2,$$
(30)
which is trivial for $`N_c=3`$.
For completeness, the isovector and isoscalar charge radii are given by
$`r_{I=1}^2=(r_p^2r_n^2)`$ $`=`$ $`A+B{\displaystyle \frac{N_c1}{N_c}}5C{\displaystyle \frac{N_c1}{N_c^2}},`$ (31)
$`r_{I=0}^2=(r_p^2+r_n^2)`$ $`=`$ $`A3B{\displaystyle \frac{N_c1}{N_c^2}}3C{\displaystyle \frac{(N_c1)(N_c2)}{N_c^3}}.`$ (32)
The experimental values $`r_p^2=0.792(24)`$ fm<sup>2</sup> and $`r_n^2=0.113(3)(4)`$ fm<sup>2</sup>, together with Table I, suggest that $`A/B5`$ if $`C`$ is neglected. While this is somewhat larger than one would expect from a pure naturalness assumption, dynamical models for $`A`$ and $`B`$ must be studied to decide whether this ratio is unnatural. Moreover, using Eqs. (24) and (28) with these experimental values and estimating $`O(1/N_c^2)`$ terms to be about $`r_p^2/90.09`$ fm<sup>2</sup> (which overwhelms statistical uncertainties on $`r_{p,n}^2`$), one finds
$`r_{\mathrm{\Delta }^{++}}^2`$ $`=`$ $`r_p^2{\displaystyle \frac{1}{2}}r_n^2+{\displaystyle \frac{3}{N_c^2}}\left[B+2C\left(2{\displaystyle \frac{1}{N_c}}\right)\right]=0.85\pm 0.09\mathrm{fm}^2,`$ (33)
$`r_{\mathrm{\Delta }^+}^2`$ $`=`$ $`r_p^2+{\displaystyle \frac{6}{N_c^2}}\left[B+2C\left(1{\displaystyle \frac{1}{N_c}}\right)\right]=0.79\pm 0.09\mathrm{fm}^2,`$ (34)
$`r_{\mathrm{\Delta }^0}^2`$ $`=`$ $`r_n^2+{\displaystyle \frac{6}{N_c^2}}\left[B{\displaystyle \frac{2C}{N_c}}\right]=0.11\pm 0.09\mathrm{fm}^2,`$ (35)
$`r_\mathrm{\Delta }^{}^2`$ $`=`$ $`r_p^22r_n^2{\displaystyle \frac{6}{N_c^2}}\left[B2C\left(1+{\displaystyle \frac{1}{N_c}}\right)\right]=1.02\pm 0.09\mathrm{fm}^2.`$ (36)
## V Conclusions
We have seen that a rigorous constituent quark picture for baryons, in that all spin-flavor matrix elements are reproduced by construction, follows from the assumption that the physical baryons are narrow-width eigenstates of distinct spin-flavor representations. Both of these requirements hold in the large-$`N_c`$ limit. To improve systematically upon these assumptions, baryon strong decay amplitudes and configuration mixing must be accommodated, opening up new possibilities for large-$`N_c`$ quark models.
The analysis of observables is possible in this simplified scheme. In particular, here we have studied $`N,\mathrm{\Delta }`$ charge radii, and showed 1) that the one-body and part of the two-body operator are of leading order in $`1/N_c`$, and 2) that a number of useful relations follow from a simple parametrization (GP) representing the most important physical effects. It will be interesting to test which of these relations are supported by experiment.
Acknowledgments
AJB thanks W. Broniowski for useful discussions and the Deutsche Forschungsgemeinschaft for support under title BU 813/2-1 and Jefferson Lab for their hospitality. RFL thanks C.E. Carlson, C.D. Carone, and J.L. Goity for valuable comments, and the Department of Energy for support under Contract No. DE-AC05-84ER40150.
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# The Radiative Stress Tensor
## 1 Introduction
The presence of a radiation field will subject an otherwise perfect fluid to dissipation. In the limit of short photon mean free paths, dissipation is expressed as diffusion of momentum and energy and is regulated by the transport coefficients of viscosity and conductivity. These were obtained by Thomas (1930) who started from the relativistic transfer equation and developed the solutions in an expansion in photon mean free path. Since Thomas retained only terms of first order, his was a diffusion theory whose results have been extended to include the effects of general relativity (Hämeen-Antilla and Suhonen, 1971) Thomson scattering (Masaki, 1971; Hsieh and Spiegel, 1976) and Compton scattering (Masaki, 1981).
Unfortunately, a diffusion approximation does not provide an adequate description of the effects of radiation on the medium and its dynamics when vigorous radiative fluid dynamics produces large fluctuations in physical conditions. In such conditions, transparent regions may form and the photon mean free path can become relatively long so that better approximations are needed. One approach is to continue using the equations for the first two moments of the radiative intensity, energy density and flux, and closing the system by providing an improved approximation for the pressure tensor. A step in this direction is to use the Eddington factor methods (Mihalas and Mihalas, 1984) as has been done by a sequence of authors (Castor, 1972; Fu, 1987; Minerbo, 1983; Dominguez, 1995, 1996, 1997). As Castor (1972; see also (Mihalas, 1983)) has reported, the scheme seems to be usable for long photon mean free paths, but it does call for the introduction of additional information. Typically the variable Eddington factor is to be found from numerical solutions of the transfer equation in related conditions. It is therefore desirable to seek a self-contained approximation for the pressure tensor and we shall provide one here.
We shall here use an approach that originates, in part, with a method used for closure in the study of thermal effects of radiation (Unno and Spiegel, 1966). In the treatment of the thermal effects alone, the Eddington approximation gives rather good results. This is so because the Eddington closure relation for the radiative stress-energy tensor is the result of resummation of terms of all orders in an expansion in photon mean free path (Unno and Spiegel, 1966), and it captures aspects of both optically thin and thick structures. When we use the Eddington approximation we get a radiative heat equation (for a static medium) that is schematically of the form (Unno and Spiegel, 1966):
$$_tS=\kappa _1𝒟^2S,𝒟=\left(1\kappa _2^2\right)^1,$$
(1)
where $`\kappa _1`$ and $`\kappa _2`$ are suitable “diffusion” coefficients. The Laplacian, which is the usual diffusion operator, is here augmented by the additional smoothing operator $`𝒟`$. Of course, this is the bare essential of such a result, whose simplicity depends on a number of idealizations, most notably that the mean free path of photons is a constant, and on the neglect of retardation effects. Nevertheless, $`𝒟`$ carries much of the qualitative character of the radiative smoothing process. If we develop the smoothing operator in equation (1) for large scales (small $`^2`$, qualitatively speaking) we obtain $`𝒟^2^2+\kappa _2^4`$. This illustrates why we may recover the full expression for $`𝒟`$ from a Padé approximation based on only the first two terms in the expansion.
On the other hand, for the case of viscous stresses, the Eddington closure approximation fails to produce a physically acceptable result (Anderson and Spiegel, 1972) and an improved version is needed. The aim of the present paper is to devise a closure for the second order moments of the radiation field that may be used to deal with both the dynamical and thermal effects of the radiation field for both optically thick and thin structures. Similar techniques have recently been used in kinetic theory where an improved viscous stress tensor has been obtained by resumming terms up to only second order in an expansion in mean free path (Rosenau, 1989, 1993; Slemrod, 1997). The resummed forms, when expanded, contain terms of all orders, as in the earlier radiative thermal study.
Starting from the manifestly covariant form of the transfer equation for a moving medium, we develop the solution of the transfer equation in photon mean free path. Then we group terms within this expansion according to angular complexity. This leads to multiple sums and we rearrange the series so as to be able to compare terms of like character. From each order, we take the dominant term in power of the mean free path. Then we choose the leading portion at each order in terms of angular complexity, in what is really a Galerkin truncation. The resulting infinite sum is then converted to finite form by a resummation, or Padé, technique (Baker, 1975) to provide a compact form for the radiative viscosity tensor.
## 2 Basic Formulas
### 2.1 Transfer Equation
To include the effects of differential motion of a medium on the transfer of radiation, Thomas (1930) used the transfer equation in relativistic form. In this way, he readily included effects such as aberration and Doppler shift and was able to obtain the correct radiative viscosity where others had failed (Mihalas 1983). Even if one is not concerned with relativistic fluid velocities, it is convenient adopt the relativistic formulation and also to follow Hazelhurst and Sargent (1959) in using the covariant form of the equation of radiative transfer for the case of moving media. This approach is especially effective if one makes use of the one-particle distribution function for photons, $`f(p,x)`$, where $`p`$ (or $`p^\mu `$) is the four-momentum of a photon and $`x`$ (or $`x^\mu `$) is its location in space-time. According to the way one proceeds, $`f`$ is a scalar (as here) or a scalar density.
If we neglect gravitational bending of light and refraction by the medium, we may write the transfer equation in the general form (Anderson and Spiegel, 1972)
$$p^\mu _\mu f=\stackrel{~}{\rho }(\alpha \beta f)$$
(2)
where $`_\mu `$ stands for $`/x^\mu `$ and summation over any repeated index is understood. Here $`\alpha `$ is the rate of injection of photons with momentum $`p`$ by emission and $`\beta f`$ is the rate at which photons are removed by absorption; both rates are per unit mass. The quantity $`\stackrel{~}{\rho }`$ is the number density of absorbers times the rest mass per absorber.
Unlike $`f`$, the specific intensity, $``$, is not a scalar. Its transformation properties, as given by Thomas (1930), may be deduced from the definition
$$=\frac{h^4\nu ^3f}{c^3},$$
(3)
where $`h`$ is Planck’s constant, $`c`$ is the speed of light and $`\nu `$ is the frequency. We shall use units in which $`c`$ and $`h`$ are unity.
The transformation properties of the other quantities in the usual transfer equation are obtained by comparing that equation in the local rest frame of the matter with equation (2). For our purposes, there are two important reference frames, a basic inertial frame (such as that of a stationary star) and a frame locally comoving with the matter. The four-velocity of the matter, $`u^\mu `$, has components $`(1,0,0,0)`$ in the locally comoving frame.
The invariant
$$\stackrel{~}{\nu }=u^\mu p_\mu .$$
(4)
is the photon frequency in the local rest frame of the matter. By comparing the transfer equation in a general frame with that in the comoving frame, Thomas (1930) found $`\beta =\stackrel{~}{\nu }\kappa (\stackrel{~}{\nu })`$, where $`\kappa `$ is the opacity, and $`\alpha =\stackrel{~}{\nu }^2j(\stackrel{~}{\nu })`$, where $`j`$ is the emissivity. Since $`\alpha `$, $`\beta `$ and $`\stackrel{~}{\nu }`$ are scalars, we then know the transformation rules for $`j`$ and $`\kappa `$ once we introduce the (relativistic) Doppler relation between general frequency $`\nu `$ and $`\stackrel{~}{\nu }`$.
### 2.2 Radiative Stress Tensor
A basic object of radiative fluid dynamics is the radiative stress tensor, $`T^{\mu \nu }`$. It may be defined as an integral of the distribution function over momentum space:
$$T^{\mu \nu }=p^\mu p^\nu f𝑑P,$$
(5)
where $`dP`$ is the covariant volume element in momentum space. With $`\stackrel{~}{\nu }`$ as the radial coordinate in spherical polar coordinates in momentum space the element of volume in momentum space is $`dP=\stackrel{~}{\nu }d\stackrel{~}{\nu }d\mathrm{\Omega }`$, where $`d\mathrm{\Omega }`$ is the element of solid angle (Landau and Lifshitz, 1984). We may then factor the frequency from $`p^\mu `$ and define the null vector
$$n^\mu =p^\mu /\stackrel{~}{\nu },$$
(6)
so that the stress tensor is
$$T^{\mu \nu }=𝑑\mathrm{\Omega }n^\mu n^\nu I$$
(7)
where we have introduced the frequency-integrated specific intensity
$$I=_0^{\mathrm{}}\stackrel{~}{\nu }^3f𝑑\stackrel{~}{\nu }.$$
(8)
The projection operator
$$h^{\mu \nu }=\eta ^{\mu \nu }u^\mu u^\nu $$
(9)
picks out space-like components in the frame of the matter, where $`\eta ^{\mu \nu }`$ is the Minkowski metric, diag$`(1,1,1,1)`$. Then we may introduce the spacelike unit four-vector,
$$l^\mu =h_\nu ^\mu n^\nu ,$$
(10)
so that
$$n^\mu =u^\mu +l^\mu .$$
(11)
We see that $`l^\mu `$ must be perpendicular to $`u^\mu `$ and that $`l_\mu l^\mu =1`$. Then with the introduction of (11) we arrive at a standard way to write the stress tensor, namely
$$T^{\mu \nu }=P^{\mu \nu }+F^\mu u^\nu +u^\mu F^\nu +Eu^\mu u^\nu $$
(12)
with
$$E=I𝑑\mathrm{\Omega },F^\mu =l^\mu I𝑑\mathrm{\Omega },P^{\mu \nu }=l^\mu l^\nu I𝑑\mathrm{\Omega },$$
(13)
where these integrals are over all solid angle.
By taking moments of the transfer equation itself, we derive equations for moments like those in (12). This procedure leads to an infinite hierarchy of moment equations that may be truncated by introducing a relation amongst the moments, $`E`$, $`F^\mu `$ and $`P^{\mu \nu }`$. Such closure relations can be found by assuming some particular forms for the angular dependence of $`I`$, usually expressed in terms of the $`l^\mu `$ or $`n^\mu `$ and this requires angular integrals of their products. Though we do not follow this procedure, we do need such integrals and so we give a list of formulas for the angular integrals in Appendix A. In the simplest case, when the isotropic approximation is introduced for the intensity, we need the integral
$$l^\mu l^\nu 𝑑\mathrm{\Omega }=\frac{4\pi }{3}h^{\mu \nu }$$
(14)
for the evaluation of $`P^{\mu \nu }`$ that is used in the Eddington closure approximation (Anderson and Spiegel, 1972).
### 2.3 The Matter and the Total Stress Tensors
To describe the matter macroscopically, we adopt, with Weinberg (1971), the procedures given by Eckart (1940), who noted that a vector $`V^\mu `$ may be written as $`V^\mu =(u_\alpha V^\alpha )u^\mu +h_\alpha ^\mu V^\alpha `$, as in equation (11). A similar decomposition is possible for tensors and, in particular, for the radiative stress tensor, we see that
$$E=u_\alpha u_\beta T^{\alpha \beta },F^\mu =u_\alpha T^{\alpha \beta }h_\beta ^\mu ,P^{\mu \nu }=h_\alpha ^\mu h_\beta ^\nu T^{\alpha \beta }.$$
(15)
As in Eckart (1940)’s approach, we may use the form of (15) to define the three important moments of kinetic theory in terms of the matter stress tensor. If we denote the stress-energy tensor of the matter as $`𝒯^{\mu \nu }`$, the mass-energy density, the matter flux and the pressure tensor are given (as in (15)) by
$$=u_\alpha u_\beta 𝒯^{\alpha \beta },^\mu =u_\alpha 𝒯^{\alpha \beta }h_\beta ^\mu ,𝒫^{\mu \nu }=h_\alpha ^\mu h_\beta ^\nu 𝒯^{\alpha \beta }.$$
(16)
To concentrate on radiative effects, we assume that, in the absence of interaction with radiation, the matter would be a perfect fluid, for which $`^\mu =0`$ and $`𝒫^{\mu \nu }=𝒫h^{\mu \nu }`$, where $`𝒫`$ is the partial pressure of the matter. The matter stress tensor in that case would be
$$𝒯^{\mu \nu }=u^\mu u^\nu 𝒫h^{\mu \nu }.$$
(17)
The total stress tensor (matter plus radiation) is
$$\mathrm{\Theta }^{\mu \nu }=T^{\mu \nu }+𝒯^{\mu \nu }$$
(18)
and the equations of motion of the mixture are expressed as
$$\mathrm{\Theta }_{,\nu }^{\mu \nu }=0.$$
(19)
## 3 Diffusion Theory
For a discussion of the extension of Thomas’ theory, a brief restatement of his results is useful for bringing out some of the issues to be faced. To provide one here, we introduce the source function, $`𝒮=\alpha /\beta `$, and the local photon mean free path, $`\epsilon =(\stackrel{~}{\rho }\kappa )^1`$ where $`\kappa `$ is generally a function of $`\stackrel{~}{\nu }`$ as well as of the state variables of the medium. The mean free path appears explicitly in the transfer equation (2), which we rewrite as
$$f=𝒮\epsilon n^\mu f_{,\mu }$$
(20)
where $`n^\mu `$ is defined in (6). This way of writing the transfer equation is meant to take advantage of the smallness of $`\epsilon `$, which is assumed in Thomas’ theory. The fact that $`\epsilon `$ appears in front of the derivative means that the perturbation theory based on its smallness will be singular. Generally speaking, singular perturbations expansions give rise to (divergent) asymptotic series but these may be made useful by appropriate (re)summation techniques (Bender, 1978) such as we shall use here.
In first approximation, we have $`f𝒮`$. If we iterate on this once in (20) we get Thomas’ approximation,
$$f=𝒮\epsilon n^\mu 𝒮_{,\mu }.$$
(21)
To compute the stress tensor, we first perform the integration over frequency after multiplying by $`\stackrel{~}{\nu }^3`$ to obtain an approximation for the frequency-integrated intensity,
$$I=Sn^\mu _0^{\mathrm{}}\stackrel{~}{\nu }^3\epsilon 𝒮_{,\mu }𝑑\stackrel{~}{\nu },$$
(22)
where we have introduced the integrated source function
$$S(T)=_0^{\mathrm{}}\stackrel{~}{\nu }^3𝒮(\stackrel{~}{\nu },T)𝑑\stackrel{~}{\nu }.$$
(23)
The integral in formula (22) is a simple example of the kind of integrals that the higher order development entails, so it is worth discussing its evaluation.
In Thomas theory, $`\stackrel{~}{\nu }^3𝒮`$ is the Planck distribution and it depends explicitly on $`\stackrel{~}{\nu }`$ and temperature, $`T`$, from which it derives an implicit dependence on position and time. Therefore we may write
$$𝒮_{,\mu }=\stackrel{~}{\nu }_{,\mu }_{\stackrel{~}{\nu }}𝒮+T_{,\mu }_T𝒮.$$
(24)
On recalling that $`\stackrel{~}{\nu }=u_\mu p^\mu `$ and that $`p^\mu `$ does not depend on coordinates, we obtain $`\stackrel{~}{\nu }_{,\mu }=p_\nu u_{,\mu }^\nu `$. Then, since $`u_\nu u_{,\mu }^\nu =0`$, we have that
$$\stackrel{~}{\nu }_{,\mu }=\stackrel{~}{\nu }n_\nu u_{,\mu }^\nu .$$
(25)
If, as in local thermodynamic equilibrium, the source function depends on $`\stackrel{~}{\nu }`$ and $`T`$ only through the combination $`\stackrel{~}{\nu }/T`$, we have
$$\stackrel{~}{\nu }_{\stackrel{~}{\nu }}=T_T$$
(26)
and so (24) can be rewritten as
$$𝒮_{,\mu }=\left(T_{,\mu }Tn^\rho u_{\rho ,\mu }\right)_T𝒮.$$
(27)
The integral in (22) then becomes
$$_0^{\mathrm{}}\stackrel{~}{\nu }^3\epsilon 𝒮_{,\mu }𝑑\stackrel{~}{\nu }=(T_{,\mu }Tn^\nu u_{\nu ,\mu })_0^{\mathrm{}}\stackrel{~}{\nu }^3\epsilon _T𝒮d\stackrel{~}{\nu }.$$
(28)
If we pull the $`T`$ derivative out of the integral, we get an extra term involving the $`T`$ derivative of $`\epsilon `$. On the other hand, we can simply introduce a weighted frequency integral through the relation
$$\overline{\epsilon }S_{,T}=_0^{\mathrm{}}\stackrel{~}{\nu }^3𝒮_{,T}(\stackrel{~}{\nu },T)\epsilon 𝑑\stackrel{~}{\nu }.$$
(29)
The quantity $`\overline{\epsilon }`$ is a mean of the inverse of the absorption coefficient with respect to $`𝒮_{,T}`$ in the spirit of the Rosseland mean absorption coefficient. Then we find that, for $`TS_{,T}=4S`$,
$$I=S\overline{\epsilon }n^\mu S_{,\mu }+4\overline{\epsilon }n^\mu n^\nu Su_{\mu ,\nu }.$$
(30)
In the higher order theory to be discussed below, we can use similar tricks by introducing a variety of mean absorption coefficients, as is done sometimes in the theory of stellar atmospheres. More often than not, all these are assumed to be equal in the final analysis. To avoid such purely formal maneuvers, we shall assume in the presentation of higher order theory that the medium is gray.
Then, to this approximation, partial integrations such as we have just described give us the known forms of moments of the intensity in the Thomas approximation:
$$E=4\pi S4\pi \overline{\epsilon }\left[u^\alpha S_{,\alpha }+\frac{4}{3}Su_{,\alpha }^\alpha \right],$$
(31)
$$F^\mu =\frac{4\pi }{3}\overline{\epsilon }h^{\mu \alpha }\left[S_{,\alpha }4Su^\beta u_{\alpha ,\beta }\right],$$
(32)
$`P^{\mu \nu }={\displaystyle \frac{1}{3}}h^{\mu \nu }E+{\displaystyle \frac{16\pi }{15}}\overline{\epsilon }Su_{\rho ,\sigma }\tau ^{\mu \nu \rho \sigma },`$ (33)
where we have used the relevant formulae from Appendix A and have introduced
$$\tau ^{\mu \nu \rho \sigma }=h^{\mu \rho }h^{\nu \sigma }+h^{\mu \sigma }h^{\nu \rho }\frac{2}{3}h^{\mu \nu }h^{\rho \sigma }.$$
(34)
From the expression for the flux we see that, since $`S`$ is proportional to $`T^4`$, there is the usual conduction term proportional to the (four) gradient of $`T`$ with a conductivity coefficient $`16\pi \overline{\epsilon }S/(3T)`$. This is the diffusion limit and it is much less good than the Eddington approximation, for which the flux is proportional to the gradient of $`E`$. With the Eddington approximation, thermal times are well approximated over all ranges of optical thickness (Unno and Spiegel, 1966). The second term in (32) has been considered to be a purely relativistic term (Mihalas, 1983), but a classical analogue exists in the kinetic theory of rarefied gases (Chen, PhD thesis; Chen et al., 2000).
In the expression for the pressure tensor, the first term, to the order given, does mimic the Eddington approximation and we have in addition a viscous term. From the standard form of the pressure tensor, we can read off the viscosity coefficient given by Thomas, $`16ϵ\pi S/15`$. Like the Thomas expression for the flux, this is also a diffusive approximation good only for short mean free paths. Our aim here is to improve on the non-diagonal viscous tensor in the same way that the Eddington approximation improves on the conduction term. In a subsequent paper, we shall describe an improved approximation for the diagonal terms for the case where scattering is important.
## 4 The Expansion of $`f`$
To go beyond the Thomas approximation, we could continue the iteration process described in the previous section, but we find it more effective to proceed by formal expansions. Our small parameter will be a typical value of $`\epsilon `$, call it $`ϵ`$. Then we form the expansion
$$f=\underset{m=0}{\overset{\mathrm{}}{}}f_{(m)}ϵ^m,$$
(35)
which we introduce into the transfer equation. On demanding that the expanded equation is satisfied term by term and prescribing that $`\epsilon `$ is everywhere of order $`ϵ`$, we get
$$f_{(0)}=𝒮,$$
(36)
as in comoving local thermodynamic equilibrium and, for the higher orders, we obtain
$$f_{(m+1)}=\frac{\epsilon }{ϵ}n^\mu f_{(m),\mu }.$$
(37)
In the first order, as in diffusion theory, the complication caused by having $`\epsilon `$ in the formulas is slight, but in higher orders, it makes the development very cumbersome especially on account of the presence of derivatives of $`\epsilon `$ in the expressions of $`f_{(m)}`$. These may be converted to derivatives with respect to rest frequency and state variables as for the source function but still, in the performance of the integrals over frequency, it soon becomes necessary to introduce a plethora of mean absorption coefficients, and even tensorial mean absorption coefficients (Anderson and Spiegel, 1972). Though we do not report on this here, we have retained variation of $`\epsilon `$ in calcualtions out to the third order in $`\epsilon `$ in (Chen, PhD thesis). This is far enough for one aspect of our approach to be carried out, though we shall not go into this here.
More generally, it is possible to make allowances for the dependence of $`\epsilon `$ on $`x^\mu `$ by a formal device like used in stellar atmosphere theory. We may introduce new coordinates $`y^\mu `$ through the transformation $`ϵdy^\mu =\overline{\epsilon }dx^\mu `$ where $`\overline{\epsilon }`$ is a mean (over frequency) absorption coefficient. This formal simplification is analogous to a transformation to the local rest frame of the matter. But since both $`\overline{\epsilon }`$ and the $`u^\mu `$ are dependent on the radiation field, such implicit definitions of coordinates necessitate, at the end of the calculations, some rather hard inversions. Moreover, we would need to take frequency means to use such transformations effectively. We shall avoid all these complications here and will stick to inertial coordinates, requiring that $`\epsilon `$ is constant. In that case, we obtain
$$f_{(m+1)}=n^\mu f_{(m),\mu },$$
(38)
or, in terms of $`𝒮`$,
$$f_{(m)}=(1)^m\frac{D^m𝒮}{Ds^m},$$
(39)
where
$$\frac{D}{Ds}=n^\mu _\mu .$$
(40)
To perform the indicated differentiations, it is useful to have a formula for the derivative of the null vector, $`n^\mu `$. On differentiating $`p^\mu =n^\mu \stackrel{~}{\nu }`$ and making use of (25), we find that
$$n_{,\nu }^\mu =n^\mu n^\rho u_{\rho ,\nu }.$$
(41)
We can then develop explicit formulas for the $`f_{(m)}`$ in terms of the source function and these together lead to a series providing $`f`$ as a functional of $`𝒮`$. This is tantamount to what Chandrasekhar (1960) has called the formal solution of the transfer equation. (Its integral expression in terms of optical distance is helpful in treating the case of variable $`\epsilon `$.) The idea of the formal solution is that the source function and the absorption coefficient are material properties of the medium and are to be considered as given for the purposes of solving the transfer problem, though the situation is reversed when we try to solve equations for the properties of the medium. So we need to decide how the source function is to be specified.
In the simplest case mathematically, we would be given $`𝒮`$ explicitly as a function of space and time. From this, we would compute frequency integrals to get the integrated intensity through formula (8). But it is more representative of the general situation to assume, as we did for diffusion theory, that $`𝒮`$ is expressible in terms of $`T`$ and $`\stackrel{~}{\nu }`$. Though the source function does not depend on direction, we do have effects of angular distribution entering in through the transfer equation itself. To make allowances for that also, we write
$$_\mu =T_{,\mu }_T+p^\rho u_{\rho ,\mu }_{\stackrel{~}{\nu }}+n_{,\mu }^\sigma _{n^\sigma }$$
(42)
and we are led to a generalization of the differentiation formula implicit in (30):
$$_\mu =\left(T_{,\mu }Tn^\rho u_{\rho ,\mu }\right)_Tn^\sigma n^\rho u_{\rho ,\mu }_{n^\sigma }.$$
(43)
On noting that the quantity $`f_{(0)}=𝒮`$ does not depend on direction ($`n^\mu `$) we can evaluate $`f_{(1)}`$. We find using (43) that
$$f_{(1)}=𝒮_{,T}T_{,\mu }n^\mu +T𝒮_{,T}u_{\nu ,\mu }n^\mu n^\nu .$$
(44)
If we use this formula to compute the moments, we recover the results of the previous section with $`ϵ`$ in place of $`\overline{\epsilon }`$.
From (39), we see on using (41), that
$$f_{(2)}=n^\mu n^\nu 𝒮_{,\mu \nu }n^\mu n^\nu n^\rho u_{\rho ,\mu }𝒮_{,\nu }.$$
(45)
We then have to cope with the higher derivatives of the source function $`𝒮`$. If we continue to assume that $`𝒮`$ depends only on $`\stackrel{~}{\nu }/T`$, since $`𝒮`$ does not depend on $`n^\mu `$, (43) gives us
$$𝒮_{,\mu }=T𝒮_{,T}[(lnT)_{,\mu }(ln\stackrel{~}{\nu })_{,\mu }].$$
(46)
A similar, but lengthier, calculation leads to
$`𝒮_{,\mu \nu }`$ $`=`$ $`T𝒮_{,T}\{[(lnT)_{,\mu }(ln\stackrel{~}{\nu })_{,\mu }](lnT)_{,\nu }+(lnT)_{,\mu \nu }(ln\stackrel{~}{\nu })_{,\mu \nu }\}`$
$`+`$ $`[T^2𝒮_{,TT}(lnT)_{,\nu }(T𝒮_{,T}+T^2𝒮_{,TT})(ln\stackrel{~}{\nu })_{,\nu }]\left[(lnT)_{,\mu }(ln\stackrel{~}{\nu })_{,\mu }\right]`$
where we have used (25) and (41).
We then find that (45) takes the form
$$f_{(2)}=n^\mu n^\nu _{\mu \nu }^{(22)}n^\mu n^\nu n^\rho _{\mu \nu \rho }^{(23)}+n^\mu n^\nu n^\rho n^\sigma _{\mu \nu \rho \sigma }^{(24)}$$
(48)
with
$`_{\mu \nu }^{(22)}`$ $`=`$ $`𝒮_{,T}T_{,\mu \nu }+𝒮_{,TT}T_{,\mu }T_{,\nu }`$
$`_{\mu \nu \rho }^{(23)}`$ $`=`$ $`T𝒮_{,T}u_{\mu ,\nu \rho }+(3𝒮_{,T}+2T𝒮_{,TT})u_{\mu ,\nu }T_{,\rho }`$
$`_{\mu \nu \rho \sigma }^{(24)}`$ $`=`$ $`(3T𝒮_{,T}+T^2𝒮_{,TT})u_{\mu ,\nu }u_{\rho ,\sigma }.`$ (49)
This way of writing $`f_{(2)}`$ is useful in computing terms in the next order and from (39) and (40) and the forms of $`f_{(1)}`$ and $`f_{(2)}`$, we may surmise that
$$f_{(m)}=\underset{k=m}{\overset{2m}{}}(1)^k_{\mu _1\mathrm{}\mu _k}^{(mk)}n^{\mu _1}\mathrm{}n^{\mu _k}$$
(50)
where the quantities $``$ are functions of $`𝒮`$ and its derivatives with respect to $`T`$; that is, they are functionals of $`𝒮`$. (If we had not assumed constant photon mean free path, they would be functionals of $`\mathrm{log}\epsilon `$ as well.) The calculation of the distribution function at any order then boils down to the calculation of these functionals, which is a straightforward, if demanding, task. For $`m=3`$, we are led to the results
$$_{\mu \nu \alpha }^{(33)}=𝒮_{,TTT}T_{,\mu }T_{,\nu }T_{,\alpha }+3𝒮_{,TT}T_{,\mu \nu }T_{,\alpha }+𝒮_{,T}T_{,\mu \alpha \nu }$$
(51)
$`_{\mu \nu \alpha \beta }^{(34)}`$ $`=`$ $`T𝒮_{,T}u_{\alpha ,\beta \mu \nu }+(4𝒮_{,T}+3T𝒮_{,TT})u_{\alpha ,\beta \mu }T_{,\nu }+(6𝒮_{,T}+3T𝒮_{,TT})u_{\alpha ,\beta }T_{,\mu \nu }`$ (52)
$`+(8𝒮_{,TT}+3T𝒮_{,TTT})u_{\alpha ,\beta }T_{,\mu }T_{,\nu }`$
$`_{\mu \nu \alpha \beta \rho }^{(35)}`$ $`=`$ $`u_{\alpha ,\beta }[(10T𝒮_{,T}+3T^2𝒮_{,TT})u_{\mu ,\nu \rho }`$ (53)
$`+(15𝒮_{,T}+18T𝒮_{,TT}+3T^2𝒮_{,TTT})u_{\mu ,\nu }T_{,\rho }]`$
$$_{\mu \nu \rho \sigma \alpha \beta }^{(36)}=[15T𝒮_{,T}+9T^2𝒮_{,TT}+T^3𝒮_{,TTT}]u_{\mu ,\nu }u_{\rho ,\sigma }u_{\alpha ,\beta }$$
(54)
We thus have all the terms up to third order.
In this way we see that we may order the terms by increasing angular complexity. In that case, if we go up to four factors of $`n^\mu `$, we have an expansion of $`f`$ in the form
$`f`$ $`=`$ $`𝒮ϵ_\mu ^{(11)}n^\mu +ϵ[_{\mu \nu }^{(12)}+ϵ_{\mu \nu }^{(22)}]n^\mu n^\nu ϵ^2[_{\mu \nu \rho }^{(23)}+ϵ_{\mu \nu \rho }^{(33)}]n^\mu n^\nu n^\rho `$ (55)
$`ϵ^2[_{\mu \nu \rho \sigma }^{(24)}+ϵ_{\mu \nu \rho \sigma }^{(34)}+ϵ^2_{\mu \nu \rho \sigma }^{(44)}]n^\mu n^\nu n^\rho n^\sigma +\mathrm{}.`$
We may compute the coefficients $``$ at any order using this procedure.
## 5 The Intensity Expansion
An intermediate step on the way to computing the moments that make up the radiative stress tensor, is the computation of the (frequency) integrated intensity defined in (8). Its expansion is
$$I=\underset{m=0}{\overset{\mathrm{}}{}}ϵ^mI_{(m)},$$
(56)
and when we introduce (50) into (8) we obtain for the coefficients in (56),
$$I_{(m)}=\underset{k=m}{\overset{2m}{}}(1)^kY_{\mu _1\mathrm{}\mu _k}^{(m,k)}n^{\mu _1}\mathrm{}n^{\mu _k}$$
(57)
where
$$Y_{\mu _1\mathrm{}\mu _k}^{(m,k)}=\stackrel{~}{\nu }^3_{\mu _1\mathrm{}\mu _k}^{(mk)}𝑑\stackrel{~}{\nu }.$$
(58)
With the expressions for the $`_{\mu _1\mathrm{}\mu _k}^{(mk)}`$ given in the previous section, we may develop explicit expressions for $`Y_{\mu _1\mathrm{}\mu _k}^{(m,k)}`$. We do this by working out a recursion formula for these coefficients. First, we introduce the expression (50) for $`f_{(m)}`$ into (38) to obtain
$$f_{(m+1)}=n^\mu \underset{k=m}{\overset{2m}{}}(1)^k\left[_{\mu _1\mathrm{}\mu _k,\mu }^{(mk)}n^{\mu _1}\mathrm{}n^{\mu _k}+_{\mu _1\mathrm{}\mu _k}^{(mk)}(n^{\mu _1}\mathrm{}n^{\mu _k})_{,\mu }\right].$$
(59)
Since from (41), we have
$$(n^{\mu _1}\mathrm{}n^{\mu _k})_{,\mu }=kn^\rho u_{\rho ,\mu }(n^{\mu _1}\mathrm{}n^{\mu _k}),$$
(60)
the only real complication comes from the derivatives of the $``$.
Next, we reexamine the derivation of the explicit formulae for the $``$, and see that their dependence on position and time comes about through their dependence on $`\stackrel{~}{\nu }`$, on $`T`$ and on $`u^\mu `$, as well as the derivatives of these quantities with respect to $`x^\mu `$. So each $``$ depends on $`\stackrel{~}{\nu }`$ and on $`N`$ other variables that we shall call $`V^A`$, where $`A=1,2,\mathrm{},N`$. The $`V^A`$ are $`T_{,\mu }`$, $`T_{,\mu \nu }`$, …, $`u_{\mu ,\nu }`$, and so on. Let
$$\mathrm{\Lambda }_\mu ^{(m,k)}=V_{,\mu }^A_{V^A}$$
(61)
where summation over repeated $`A`$ is understood. Then
$$_\mu =\stackrel{~}{\nu }_{,\mu }_{\stackrel{~}{\nu }}+\mathrm{\Lambda }_\mu ^{(m,k)}$$
(62)
On recalling that $`\stackrel{~}{\nu }_{,\mu }=\stackrel{~}{\nu }n^\rho u_{\rho ,\mu }`$ we can rewrite (59) as
$`f_{(m+1)}`$ $`=`$ $`{\displaystyle \underset{k=m}{\overset{2m}{}}}(1)^{k+1}\stackrel{~}{\nu }n^\rho n^\mu u_{\rho ,\mu }_{\stackrel{~}{\nu }}_{\mu _1\mathrm{}\mu _k}^{(mk)}n^{\mu _1}\mathrm{}n^{\mu _k}`$ (63)
$`+`$ $`{\displaystyle \underset{k=m}{\overset{2m}{}}}(1)^{k+1}\left[n^\mu \mathrm{\Lambda }_\mu ^{(mk)}kn^\rho n^\mu u_{\rho ,\mu }\right]_{\mu _1\mathrm{}\mu _k}^{(mk)}n^{\mu _1}\mathrm{}n^{\mu _k}`$
To compute the $`I_{(m)}`$, we carry out the frequency integral indicated in (8) and integrate by parts in the term with $`_{\stackrel{~}{\nu }}`$ to obtain
$$I_{(m+1)}=\underset{k=m}{\overset{2m}{}}(1)^k\left[(k+4)n^\rho n^\mu u_{\rho ,\mu }n^\mu \mathrm{\Lambda }_\mu ^{(m,k)}\right]Y_{\mu _1\mathrm{}\mu _k}^{(m,k)}n^{\mu _1}\mathrm{}n^{\mu _k}.$$
(64)
Now $`\stackrel{~}{\nu }`$ is no longer in the problem, and so (62) simplifies to $`\mathrm{\Lambda }_\mu ^{(m,k)}=_\mu `$; we shall make this replacement in the rest of the development.
Formula (64) has two terms, each having a different angular structure. To keep to our general attempt to order things by angular structure as well as by mean free path, we make a further rearrangement. So far, in the expressions for the $``$, for different pairs $`(mk)`$, we have had need only of values for which $`mk2m`$. Therefore we are at liberty to impose that
$$_{\mu _1\mathrm{}\mu _k}^{(mk)}=0\mathrm{for}k<m\mathrm{and}k>2m.$$
(65)
Accordingly
$$Y_{\mu _1\mathrm{}\mu _k}^{(m,k)}=0\mathrm{for}k<m\mathrm{and}k>2m.$$
(66)
Moreover, for either $`m<0`$ or $`k<0`$, we define $`Y_{\mu _1\mathrm{}\mu _k}^{(m,k)}`$ to be zero.
Now we can adjust the indices in the summation (64) by replacing $`k`$ in the first term with $`k2`$ and $`k`$ in the second term with $`k1`$. We then have
$$I_{(m+1)}=\underset{k=m+1}{\overset{2(m+1)}{}}(1)^k\left[(k+2)Y_{\mu _1\mathrm{}\mu _{k2}}^{(m,k2)}u_{\mu _{k1},\mu _k}+Y_{\mu _1\mathrm{}\mu _{k1},\mu _k}^{(m,k1)}\right]n^{\mu _1}\mathrm{}n^{\mu _k}$$
(67)
and, on comparing with (57), we observe that
$$Y_{\mu _1\mathrm{}\mu _k}^{(m+1,k)}=Y_{\mu _1\mathrm{}\mu _{k1},\mu _k}^{(m,k1)}+(k+2)Y_{\mu _1\mathrm{}\mu _{k2}}^{(m,k2)}u_{\mu _{k1},\mu _k},$$
(68)
which will be used in the sequel. The $`Y`$ sequence is to be built up from $`Y^{(0,0)}`$. As we see from (58), this is the integrated source function, that is
$$Y^{(0,0)}=S.$$
(69)
Hence, as seen above, $`I`$ is a functional of $`S`$ as well as of $`u^\mu `$ and the angular variables.
## 6 The Viscosity Tensor
Once we have calculated the integrated intensity, as in the previous section, we can evaluate the physically important angular moments,
$$E=\underset{m=0}{\overset{\mathrm{}}{}}ϵ^mE_{(m)},F^\mu =\underset{m=0}{\overset{\mathrm{}}{}}ϵ^mF_{(m)}^\mu ,P^{\mu \nu }=\underset{m=0}{\overset{\mathrm{}}{}}ϵ^mP_{(m)}^{\mu \nu }.$$
(70)
Since the $`Y`$ defined in (58) are independent of angle, the terms in these expansions are
$$E_{(m)}=\underset{k=m}{\overset{2m}{}}(1)^kY_{\mu _1\mathrm{}\mu _k}^{(m,k)}n^{\mu _1}n^{\mu _2}\mathrm{}n^{\mu _k}𝑑\mathrm{\Omega }$$
(71)
$$F_{(m)}^\mu =\underset{k=m}{\overset{2m}{}}(1)^kY_{\mu _1\mathrm{}\mu _k}^{(m,k)}l^\mu n^{\mu _1}n^{\mu _2}\mathrm{}n^{\mu _k}𝑑\mathrm{\Omega }$$
(72)
$$P_{(m)}^{\mu \nu }=\underset{k=m}{\overset{2m}{}}(1)^kY_{\mu _1\mathrm{}\mu _k}^{(m,k)}l^\mu l^\nu n^{\mu _1}n^{\mu _2}\mathrm{}n^{\mu _k}𝑑\mathrm{\Omega }.$$
(73)
Though we shall quote some results about the approximations to $`E`$ and $`F^\mu `$, our main interest is in providing an improved treatment of the viscous effects for transparent regions of the system under study. So we shall detail only the calculation of an improved approximation for the pressure tensor. If we introduce the Eddington closure for the diagonal terms in the stress tensor, we may write
$$P^{\mu \nu }=\frac{1}{3}Eh^{\mu \nu }+\mathrm{\Xi }^{\mu \nu },$$
(74)
where $`\mathrm{\Xi }^{\mu \nu }`$ is the viscous stress tensor, whose expression the main goal of this work. As mentioned, in a later paper, we shall show how the first term in (74) can be improved considerably.
To seek a representation for $`\mathrm{\Xi }^{\mu \nu }`$ that is suitable for both long and short photon mean free paths, we begin by expanding the viscosity tensor as
$$\mathrm{\Xi }^{\mu \nu }=\underset{m=0}{\overset{\mathrm{}}{}}ϵ^m\mathrm{\Xi }_{(m)}^{\mu \nu }.$$
(75)
From (71) and (73) we find the coefficients in this expansion and so can write
$$\mathrm{\Xi }_{(m)}^{\mu \nu }=\underset{k=m}{\overset{2m}{}}(1)^kY_{\mu _1\mathrm{}\mu _k}^{(m,k)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _k},$$
(76)
where
$$\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _k}(l^\mu l^\nu +\frac{1}{3}h^{\mu \nu })n^{\mu _1}n^{\mu _2}\mathrm{}n^{\mu _k}𝑑\mathrm{\Omega }.$$
(77)
Since the trace of $`l^\mu l^\nu +\frac{1}{3}h^{\mu \nu }`$ is zero, $`\mathrm{\Xi }_{(m)}^{\mu \nu }`$ and $`\mathrm{\Xi }^{\mu \nu }`$, are traceless, symmetric tensors.
For the $`Y`$s we have the recursion formula (68) given at the end of the previous section, while to reexpress the angular integrals usefully, we can refer to the formula of Appendix A. We see from these that
$$\mathrm{\Omega }^{\mu \nu }=0,\mathrm{\Omega }^{\mu \nu \rho }=0\mathrm{and}\mathrm{\Omega }^{\mu \nu \rho \sigma }=\frac{4\pi }{15}\tau ^{\mu \nu \rho \sigma },$$
(78)
where $`\tau ^{\mu \nu \rho \sigma }`$ is defined in (34). To extend the results of Thomas we next generalize $`\tau ^{\mu \nu \rho \sigma }`$ into a series of orthogonal polynomials that represent the expansion of $`\mathrm{\Omega }`$.
If we use (A6), we can develop the products of the $`n^\mu `$ and express $`\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _k}`$ in terms of the moments of $`l^\mu `$. Then we have
$$\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _k}=\underset{i=0}{\overset{k}{}}\left(\begin{array}{c}i\\ k\end{array}\right)W^{\mu \nu (\mu _1\mathrm{}\mu _i}u^{\mu _{i+1}}\mathrm{}u^{\mu _k)}$$
(79)
where
$$W^{\mu \nu \mu _1\mathrm{}\mu _{\mathrm{}}}=M^{\mu \nu \mu _1\mathrm{}\mu _{\mathrm{}}}+\frac{1}{3}h^{\mu \nu }M^{\mu _1\mathrm{}\mu _{\mathrm{}}}$$
(80)
and
$$M^{\mu _1\mathrm{}\mu _{\mathrm{}}}=l^{\mu _1}l^{\mu _2}\mathrm{}l^\mu _{\mathrm{}}𝑑\mathrm{\Omega }.$$
(81)
The integral for an odd number of factors $`l^\mu `$ is zero so, for odd $`k`$, $`M^{\mu _1\mathrm{}\mu _k}0`$, and hence $`W^{\mu \nu \mu _1\mathrm{}\mu _k}0`$. Therefore we may rewrite (79) in a way that will be convenient later, namely,
$$\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _k}=\underset{i=0}{\overset{[\frac{k}{2}]}{}}\left(\begin{array}{c}2i\\ k\end{array}\right)W^{\mu \nu (\mu _1\mathrm{}\mu _{2i}}u^{\mu _{2i+1}}\mathrm{}u^{\mu _k)}$$
(82)
where $`[\frac{k}{2}]`$ means the integer part of $`\frac{k}{2}`$.
When $`k=1`$, the upper limit of the sum is $`i=0`$, and $`\mathrm{\Omega }^{\mu \nu \rho }=W^{\mu \nu }u^\rho `$. Because $`M=4\pi `$ and, according to (14), $`M^{\mu \nu }=\frac{4\pi }{3}h^{\mu \nu }`$, we have $`W^{\mu \nu }=0`$ and $`\mathrm{\Omega }^{\mu \nu \rho }=0`$ as just noted. In the same way, at the next level, from (A2) we see that
$$\tau ^{\mu \nu \rho \sigma }=W^{\mu \nu \rho \sigma }$$
(83)
which is equivalent to the third expression in (78). We then define a generalized $`\tau `$ as
$$\tau ^{\mu \nu \mu _1\mathrm{}\mu _2\mathrm{}}=W^{\mu \nu \mu _1\mathrm{}\mu _2\mathrm{}}+\frac{1}{3}W^{\mu \nu \mu _1\mathrm{}\mu _{2\mathrm{}3}\mu _{2\mathrm{}2}}h^{\mu _{2\mathrm{}1}\mu _2\mathrm{}}.$$
(84)
To introduce this into (82) we rewrite (84) as
$$W^{\mu \nu \mu _1\mathrm{}\mu _2\mathrm{}}=\tau ^{\mu \nu \mu _1\mathrm{}\mu _2\mathrm{}}\frac{1}{3}W^{\mu \nu \mu _1\mathrm{}\mu _{2\mathrm{}3}\mu _{2\mathrm{}2}}h^{\mu _{2\mathrm{}1}\mu _2\mathrm{}},$$
(85)
where it is understood that $`h^{\mu _p\mu _q}`$ is zero if either $`p`$ or $`q`$ is negative. Hence, for $`\mathrm{}=1`$ we recover (83) and we may then proceed recursively to express $`W`$ in terms of $`\tau `$. When $`\mathrm{}=2`$ we have
$$W^{\mu \nu \mu _1\mu _2\mu _3\mu _4}=\tau ^{\mu \nu \mu _1\mu _2\mu _3\mu _4}\frac{1}{3}\tau ^{\mu \nu \mu _1\mu _2}h^{\mu _3\mu _4}.$$
(86)
From this we see that
$$W^{\mu \nu \mu _1\mathrm{}\mu _{2p}}=\underset{q=0}{\overset{p}{}}\left(\frac{1}{3}\right)^{pq}\tau ^{\mu \nu \mu _1\mathrm{}\mu _{2q}}h^{\mu _{2q+1}\mu _{2q+2}}\mathrm{}h^{\mu _{2p1}\mu _{2p}}.$$
(87)
When we put (87) into (82) we obtain the desired expansion of $`\mathrm{\Omega }`$ in terms of the generalized $`\tau `$:
$`\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _k}`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{[\frac{k}{2}]}{}}}\left(\begin{array}{c}2i\\ k\end{array}\right){\displaystyle \underset{j=0}{\overset{i}{}}}\left({\displaystyle \frac{1}{3}}\right)^{ij}`$ (88)
$`\times `$ $`\tau ^{\mu \nu (\mu _1\mathrm{}\mu _{2j}}h^{\mu _{2j+1}}\mathrm{}h^{\mu _{2i1}\mu _{2i}}u^{\mu _{2i+1}}\mathrm{}u^{\mu _k)}.`$
The generalized $`\tau `$ are useful for developing the angular structure of tensors and we find them more suited to this problem than the spherical harmonics of the usual moment schemes.
## 7 Ordering the Summations
In a calculation that is in some ways the predecessor of this one (Unno and Spiegel, 1966), a series of angular moments was rearranged and resummed to provide a closure approximation for the thermal terms. These terms lacked off-diagonal elements and so gave only the Eddington approximation, which is nevertheless a great improvement on the diffusion approximation. The moral is that it is very effective to ensure that all orders in mean free path made themselves felt in the result. However, since the approximation used in that earlier work fails to capture the viscous effects, we here propose one that retains the off-diagonal terms and leads to results good both for long and short photon mean free paths. To bring out the nature of the rearrangement we propose, let us shift the index $`k`$ in (76) to $`k+m`$ so that (75)-(76) becomes
$$\mathrm{\Xi }^{\mu \nu }=\underset{m=0}{\overset{\mathrm{}}{}}\underset{k=0}{\overset{m}{}}\mathrm{{\rm Y}}_{(m,k)}^{\mu \nu }$$
(89)
where
$$\mathrm{{\rm Y}}_{(m,k)}^{\mu \nu }=(1)^{k+m}ϵ^mY_{\mu _1\mathrm{}\mu _{k+m}}^{(m,m+k)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _{k+m}}.$$
(90)
When we write out the $`\mathrm{{\rm Y}}_{m,k}^{\mu \nu }`$ as an array of tensors, with $`m`$ designating the rows and $`k`$ designating the columns, it takes the form
$$\begin{array}{cccc}\mathrm{{\rm Y}}_{(0,0)}^{\mu \nu }& 0& 0& \mathrm{}\\ \mathrm{{\rm Y}}_{(1,0)}^{\mu \nu }& \mathrm{{\rm Y}}_{(1,1)}^{\mu \nu }& 0& \mathrm{}\\ \mathrm{{\rm Y}}_{(2,0)}^{\mu \nu }& \mathrm{{\rm Y}}_{(2,1)}^{\mu \nu }& \mathrm{{\rm Y}}_{(2,2)}^{\mu \nu }& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}$$
(91)
Thus, the $`\mathrm{{\rm Y}}_{(m,k)}^{\mu \nu }`$ form a lower triangular matrix of tensors.
The first sum in (89) is taken over the $`m^{\mathrm{th}}`$ row in the array of $`\mathrm{{\rm Y}}`$s and the second sum is over the columns. In the spirit of the earlier derivation of the Eddington approximation by resummation, we rearrange the terms so that the sum is first taken over columns, then over the rows. That is, we can sum first over the $`m`$. Since, for fixed $`k`$, the sum over $`m`$ begins with the value $`m=k`$, it is then convenient to shift the index $`m`$ by $`k`$. This simple rearrangement amounts to
$$\underset{m=0}{\overset{\mathrm{}}{}}\underset{k=0}{\overset{m}{}}\mathrm{{\rm Y}}_{(m,k)}^{\mu \nu }=\underset{k=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\mathrm{{\rm Y}}_{(m+k,k)}^{\mu \nu }.$$
(92)
This device, which we shall employ again, turns (89) into
$$\mathrm{\Xi }^{\mu \nu }=\underset{k=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\mathrm{{\rm Y}}_{(m+k,k)}^{\mu \nu }$$
(93)
so that the expansion of the viscosity tensor is now
$$\mathrm{\Xi }^{\mu \nu }=\underset{k=0}{\overset{\mathrm{}}{}}ϵ^k\mathrm{\Xi }_{[k]}^{\mu \nu }$$
(94)
with
$$\mathrm{\Xi }_{[k]}^{\mu \nu }=\underset{m=0}{\overset{\mathrm{}}{}}(1)^mϵ^mY_{\mu _1\mathrm{}\mu _{m+2k}}^{(m+k,m+2k)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _{m+2k}}.$$
(95)
The two expansions for $`\mathrm{\Xi }^{\mu \nu }`$, (75) and (94) look similar but, when we compare them carefully, we detect an important difference: only the series for $`\mathrm{\Xi }_{[k]}^{\mu \nu }`$ contains terms of all orders in $`ϵ`$. We see also that (93) involves $`\mathrm{{\rm Y}}_{(m+k,k)}^{\mu \nu }`$, which in turn requires that we be more explicit about the $`Y_{\mu _1\mathrm{}\mu _{m+2k}}^{(m+k,m+2k)}`$ in (95). The relevant development can proceed with the help of the iteration formula (68). We first use (66) in (68) with $`mm1`$ and $`k=m`$ to obtain
$$Y_{\mu _1\mathrm{}\mu _m}^{(m,m)}=Y_{\mu _1\mathrm{}\mu _{m1},\mu _m}^{(m1,m1)}.$$
(96)
Iteration of this formula gives
$$Y_{\mu _1\mathrm{}\mu _m}^{(m,m)}=Y_{,\mu _1\mathrm{}\mu _m}^{(0,0)}.$$
(97)
More generally, for $`k>0`$, we may use $`(\text{68})`$ to find
$$Y_{\mu _1\mathrm{}\mu _{2k}}^{(k,2k)}=(2k+2)Y_{\mu _1\mathrm{}\mu _{2k2}}^{(k1,2k2)}u_{\mu _{2k1},\mu _{2k}}.$$
(98)
Again, using (68), we see that
$$Y_{\mu _1\mathrm{}\mu _{2k+1}}^{(k+1,2k+1)}=Y_{\mu _1\mathrm{}\mu _{2k},\mu _{2k+1}}^{(k,2k)}+(2k+3)Y_{\mu _1\mathrm{}\mu _{2k1}}^{(k,2k1)}u_{\mu _{2k},\mu _{2k+1}},$$
(99)
and so on. For the special case of $`k=0`$, we obtain (97).
Now we can use the rearrangement trick again by noting that if we put (98)-(99) into (95), it takes the form
$$\mathrm{\Xi }_{[k]}^{\mu \nu }=\underset{m=0}{\overset{\mathrm{}}{}}\underset{i=0}{\overset{m}{}}X_{(m+k,k,i)}^{\mu \nu }$$
(100)
where the expressions for the $`X`$ can be obtained by comparing to (95). We do not need their explicit form since we need only to observe that by a repetition of the formula (92) we get
$$\mathrm{\Xi }_{[k]}^{\mu \nu }=\underset{i=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}X_{(m+k+i,k,i)}^{\mu \nu }.$$
(101)
We may then carry out the necessary substitutions, and separate out the exceptional case $`k=0`$, to obtain
$`\mathrm{\Xi }^{\mu \nu }`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^{m+i}ϵ^{m+k+i}(2k+i+2)\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _{2k+m+i}}`$ (102)
$`\times \left[Y_{\mu _1\mathrm{}\mu _{2k+i2}}^{(k+i1,2k+i2)}u_{\mu _{2k+i1},\mu _{2k+i}}\right]_{,\mu _{2k+1+i}\mathrm{}\mu _{2k+m+i}}`$
$`+{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(1)^mϵ^mY_{,\mu _1\mathrm{}\mu _m}^{(0,0)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}`$
This completes the formal expansion procedure for the viscosity tensor, which we can now express in terms of the generalized $`\tau `$ and the coefficients of the intensity expansion. For both of these sets of quantities we have recursion formulae. We next begin to make approximations to prepare the way for representing the results in terms of rational approximations to the series.
## 8 Approximating the Orders
So far we have been proceeding with formal expansions in mean free path and making convenient rearrangements of the series obtained. The result is that terms in the series depend on $`ϵ`$ so that terms of similar character can be compared side by side. Now we turn to some approximations to make the series more manageable. What we shall propose in this section is the neglect of those terms in each order of the formal expansion that are clearly (and asymptotically) smaller than their fellows in the same order, as in the earlier study of the radiative heat equation. There it was observed that by retaining a dominant term in every order one is led to a useful outcome (in that case, the Eddington approximation). That approach is what we mean by ‘approximating the orders.’
We note that in (102) we may change the order of summation, since the sums are each taken to infinity in that expression. So we may rewrite (102) more compactly as
$$\mathrm{\Xi }^{\mu \nu }=\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^m\left\{\underset{k=1}{\overset{\mathrm{}}{}}\underset{i=0}{\overset{\mathrm{}}{}}(1)^iϵ^{k+i}A_{(m,k,i)}^{\mu \nu }+Y_{,\mu _1\mathrm{}\mu _m}^{(0,0)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}\right\}$$
(103)
where
$$A_{(m,k,i)}^{\mu \nu }=(2k+i+2)\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _{2k+m+i}}\left[Y_{\mu _1\mathrm{}\mu _{2k+i2}}^{(k+i1,2k+i2)}u_{\mu _{2k+i1},\mu _{2k+i}}\right]_{,\mu _{2k+1+i}\mathrm{}\mu _{2k+m+i}}.$$
(104)
We operate first on the double sum of the summand of (103) by separating out its leading term for $`k=1`$ and $`i=0`$. The double sum can then be rewritten as
$$ϵA_{(m,1,0)}^{\mu \nu }+\underset{k=2}{\overset{\mathrm{}}{}}\underset{i=1}{\overset{\mathrm{}}{}}(1)^iϵ^{k+i}A_{(m,k,i)}^{\mu \nu }+\underset{k=2}{\overset{\mathrm{}}{}}ϵ^kA_{(m,k,0)}^{\mu \nu }+\underset{i=1}{\overset{\mathrm{}}{}}(1)^iϵ^{i+1}A_{(m,1,i)}^{\mu \nu }.$$
(105)
In the double sum of (105), we shift the indices so that $`k`$ becomes $`k+2`$ and $`i`$ goes over into $`i+1`$. Similar shifts can be carried out for the last two terms of sum. Then (105) becomes
$$ϵA_{(m,1,0)}^{\mu \nu }ϵ^3\underset{k=0}{\overset{\mathrm{}}{}}\underset{i=0}{\overset{\mathrm{}}{}}(1)^iϵ^{k+i}A_{(m,k+2,i+1)}^{\mu \nu }+ϵ^2\underset{k=0}{\overset{\mathrm{}}{}}ϵ^k\left[A_{(m,k+2,0)}^{\mu \nu }(1)^kA_{(m,1,k+1)}^{\mu \nu }\right].$$
(106)
Since the last two terms in this expression are down by at least a factor of $`ϵ`$ from the first term, from which they are otherwise not dissimilar, we may neglect them.
Next, let us look at the second term in the summand of (103). A simplification of this term can be based on the fact, seen on inspection, that $`\mathrm{\Omega }^{\mu \nu }=0`$, together with the result given in (78) that $`\mathrm{\Omega }^{\mu \nu \rho }=0`$. With the first two terms gone from this second sum over $`m`$ it becomes
$$\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^mY_{,\mu _1\mathrm{}\mu _m}^{(0,0)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}=\underset{m=2}{\overset{\mathrm{}}{}}(ϵ)^mY_{,\mu _1\mathrm{}\mu _m}^{(0,0)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}.$$
(107)
By shifting $`m`$ to $`m+2`$, we can turn (107) into
$$\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^{m+2}Y_{,\mu _1\mathrm{}\mu _{m+2}}^{(0,0)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _{m+2}},$$
(108)
and so, we can write (103) as
$`\mathrm{\Xi }^{\mu \nu }={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^m\{ϵA_{(m,1,0)}^{\mu \nu }`$ $``$ $`ϵ^3{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}(1)^iϵ^{k+i}A_{(m,k+2,i+1)}^{\mu \nu }`$ (109)
$`+`$ $`ϵ^2Y_{,\mu _1\mathrm{}\mu _{m+2}}^{(0,0)}\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _{m+2}}\}.`$
As we have stated, we are going to neglect the middle term in this summand and now we see that we may also neglect the last term. Our expression for the radiative viscous stress tensor may then be approximated as
$$\mathrm{\Xi }^{\mu \nu }=4ϵ\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^m\mathrm{\Omega }^{\mu \nu \rho \sigma \mu _1\mathrm{}\mu _m}[Y^{(0,0)}u_{\rho ,\sigma }]_{,\mu _1\mathrm{}\mu _m}$$
(110)
where each of the neglected terms is $`O(ϵ)`$ compared to its counterparts. We note that the term for $`m=0`$ of this expansion is the Thomas approximation to the stress tensor.
## 9 The Viscous Smoothing Operator
The thermal smoothing operator in (1) is a rational fraction of polynomials in the Laplacian operator. It was obtained by first expanding the original integral operator of radiative smoothing in a series of powers of photon mean free path and approximating each term according to various criteria, especially simplicity of geometrical structure. In attempting a similar approach here for the viscosity problem we encounter a more complicated development. We have grouped terms in our expansion by a combination of order in the mean free path expansion and geometric complexity. This approach has permitted us to compare terms of like character and then to keep in each cluster of terms the leading ones in powers of mean free path. Now we wish to examine the remaining terms and keep only the geometrically simplest terms, as was done in the derivation of $`𝒟`$ of (1). We shall also make some further approximations in terms of $`ϵ`$.
As always, much depends on $`Y^{(0,0)}=S`$ (see (69)), which we now introduce into (110). We then observe that the viscous stress tensor takes the simple form
$$\mathrm{\Xi }^{\mu \nu }=4ϵID^{\mu \nu \rho \sigma }\left[Su_{\rho ,\sigma }\right]$$
(111)
where the smoothing operator, $`ID`$, the centerpiece of this investigation, is given as
$$ID^{\mu \nu \rho \sigma }=\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^m\mathrm{\Omega }^{\mu \nu \rho \sigma \mu _1\mathrm{}\mu _m}_{\mu _1\mathrm{}\mu _m}.$$
(112)
We now wish to extract the geometrically simplest part from each term in this expansion. To do this, we recall formula (88) for $`\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}`$, in which the leading nonvanishing term in the series involves the tensor $`\tau ^{\mu \nu \rho \sigma }`$ that also appears in the standard form of the viscous stress tensor. The origin of the general $`\tau `$ has been discussed in the derivation of (87).
To obtain the usual form of the Eddington approximation, one normally omits higher order angular moments of the intensity field in series such as we have obtained. But the conventionally neglected moments contain projections onto $`\tau ^{\mu \nu \rho \sigma }`$ and so that form of truncation misrepresents the viscosity tensor. That is why we developed the $`\tau `$ tensors — by retaining only the leading angular approximation in these quantities we keep just the angular quantity that is central to the representation of viscosity. Therefore, we here select from (88) only the geometrically most elementary part of the term in each order and write
$$\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}=\underset{\mathrm{}=1}{\overset{[\frac{m}{2}]}{}}\left(\begin{array}{c}2\mathrm{}\\ m\end{array}\right)\left(\frac{1}{3}\right)^\mathrm{}1\tau ^{\mu \nu (\mu _1\mu _2}h^{\mu _3\mu _4}\mathrm{}h^{\mu _{2\mathrm{}1}\mu _2\mathrm{}}u^{\mu _{2\mathrm{}1}}\mathrm{}u^{\mu _m)}.$$
(113)
In allowing contributions to each term from only the leading generalized $`\tau `$ we have made what may be called a Galerkin truncation.
Next we make an index shift $`j\mathrm{}1`$, so that (113) becomes
$$\mathrm{\Omega }^{\mu \nu \mu _1\mathrm{}\mu _m}=\underset{j=0}{\overset{[\frac{m2}{2}]}{}}\left(\begin{array}{c}2j+2\\ m\end{array}\right)\left(\frac{1}{3}\right)^j\tau ^{\mu \nu (\mu _1\mu _2}h^{\mu _3\mu _4}\mathrm{}h^{\mu _{2j+1}\mu _{2j+2}}u^{\mu _{2j+3}}\mathrm{}u^{\mu _m)}.$$
(114)
This in turn can be written as
$$\mathrm{\Omega }^{\mu \nu \rho \sigma \mu _1\mathrm{}\mu _m}=\underset{j=0}{\overset{[\frac{m}{2}]}{}}\left(\begin{array}{c}2j+2\\ m+2\end{array}\right)\left(\frac{1}{3}\right)^j\tau ^{\mu \nu (\rho \sigma }h^{\mu _1\mu _2}\mathrm{}h^{\mu _{2j1}\mu _{2j}}u^{\mu _{2j+1}}\mathrm{}u^{\mu _m)}.$$
(115)
With this approximation for $`\mathrm{\Omega }`$, the viscous smoothing operator is
$`ID^{\mu \nu \rho \sigma }`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^m{\displaystyle \underset{j=0}{\overset{[\frac{m}{2}]}{}}}\left(\begin{array}{c}2j+2\\ m+2\end{array}\right)\left({\displaystyle \frac{1}{3}}\right)^j`$ (116)
$`\times `$ $`\tau ^{\mu \nu (\rho \sigma }h^{\mu _1\mu _2}\mathrm{}h^{\mu _{2j1}\mu _{2j}}u^{\mu _{2j+1}}\mathrm{}u^{\mu _m)}_{\mu _1\mathrm{}\mu _m}.`$
Because $`_{\mu _1\mathrm{}\mu _m}`$ is symmetric, the symmetrization of the $`\mu _i`$ is redundant and may be omitted. However, this is not the case for indices $`\rho `$ and $`\sigma `$. If we approximate (116) by keeping only the term with factor $`\tau ^{\mu \nu \rho \sigma }`$ after symmetrization, there is an extra numerical factor $`\frac{2}{(m+2)(m+1)}`$. Taking all these into account and interchanging indices $`j`$ and $`m`$ in the summation, we obtain
$$ID^{\mu \nu \rho \sigma }=\tau ^{\mu \nu \rho \sigma }\underset{j=0}{\overset{\mathrm{}}{}}\underset{m=2j}{\overset{\mathrm{}}{}}\frac{2}{(m+2)(m+1)}\left(\begin{array}{c}2j+2\\ m+2\end{array}\right)(ϵ)^m\left(\frac{1}{3}\right)^jIL_{\{j,m2j\}}$$
(117)
where
$$IL_{\{j,m\}}=h^{\mu _1\mu _2}\mathrm{}h^{\mu _{2j1}\mu _{2j}}u^{\mu _{2j+1}}\mathrm{}u^{\mu _{m+2j}}_{\mu _1\mathrm{}\mu _{m+2j}}.$$
(118)
When we replace the index $`m`$ by $`m+2j`$ (117) becomes
$$ID^{\mu \nu \rho \sigma }=\tau ^{\mu \nu \rho \sigma }\underset{j=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{2}{(m+2)(m+1)}\left(\begin{array}{c}2j+2\\ m+2j+2\end{array}\right)(ϵ)^{m+2j}\left(\frac{1}{3}\right)^jIL_{\{j,m\}}.$$
(119)
We next want to simplify the differential operator $`IL`$ by approximating it with
$$_{\{j,m\}}=h^{\mu _1\mu _2}_{\mu _1\mu _2}\mathrm{}h^{\mu _{2j1}\mu _{2j}}_{\mu _{2j1}\mu _{2j}}u^{\mu _{2j+1}}_{\mu _{2j+1}}\mathrm{}u^{\mu _{m+2j}}_{\mu _{m+2j}}.$$
(120)
Direct evaluation shows that $`IL_{\{0,0\}}=_{\{0,0\}},`$ $`IL_{\{1,0\}}=_{\{1,0\}}`$ and $`IL_{\{0,1\}}=_{\{0,1\}},`$ and this means that we would be making approximations only in the higher order terms in (119) in replacing $`IL`$ by $``$. That is, this replacement leads to the neglect of terms of relative order $`ϵ^2`$ in only the higher terms, as we detail in Appendix B.
The advantage in making the approximate replacement of $`IL`$ is that we may write
$$_{\{j,m\}}=(h^{\alpha \beta }_{\alpha \beta })^j(u^\alpha _\alpha )^m;$$
(121)
this lends itself to the rational approximations that we wish to develop for the viscous smoothing operator, which we may now write as
$$ID^{\mu \nu \rho \sigma }=\tau ^{\mu \nu \rho \sigma }\underset{j=0}{\overset{\mathrm{}}{}}\left(\frac{ϵ^2}{3}h^{\alpha \beta }_{\alpha \beta }\right)^j\underset{m=0}{\overset{\mathrm{}}{}}\frac{2}{(m+2)(m+1)}\left(\begin{array}{c}2j+2\\ m+2j+2\end{array}\right)(ϵu^\alpha _\alpha )^m.$$
(122)
## 10 Rational Approximation for $`ID^{\mu \nu \rho \sigma }`$
An asymptotic expansion such as we have developed can be made more useful by the technique of resummation (Baker, 1975; Bender, 1978), of which there are various forms. The general idea is to replace the series by a rational function of operators in one of several well documented ways. For a given function $`g(ϵ)`$ with series representation
$$g(ϵ)=\underset{i=0}{\overset{\mathrm{}}{}}\gamma _iϵ^i$$
(123)
the Padé approximation of order $`[m,n]`$ is written as the rational function
$$\mathrm{}_{[m,n]}[g(ϵ)]\frac{P_m(ϵ)}{Q_n(ϵ)}$$
(124)
where $`P_m(ϵ)`$ and $`Q_n(ϵ)`$ are polynomials in $`ϵ`$ of degrees $`m`$ and $`n`$, respectively. The coefficients in these polynomials are to be fixed according to the condition that the first $`m+n`$ coefficients of the expansion of $`\mathrm{}_{[m,n]}`$ should match the first $`m+n`$ coefficients in the series for $`g(ϵ)`$.
This procedure, for all its wide acceptance, has not been rigorously justified, but a considerable experience shows that most of the reasonable choices are qualitatively better than a truncated asymptotic expansion. An intuitive explanation is that the rational function can have poles at the same points that the function to be approximated does. Because of this, the range of validity of the expansion may be extended.
In a simple version of resummation, we might try to represent only a few terms in $`ID^{\mu \nu \rho \sigma }`$, say out to order $`ϵ^2`$, as a rational fraction of operators. The first few terms from (122) are
$$ID^{\mu \nu \rho \sigma }=\tau ^{\mu \nu \rho \sigma }\left[1ϵu^\alpha _\alpha +(ϵu^\alpha _\alpha )^2\frac{ϵ^2}{3}h^{\alpha \beta }_{\alpha \beta }+\mathrm{}\right].$$
(125)
The $`[0,1]`$ order Padé approximation is
$$ID^{\mu \nu \rho \sigma }=\frac{\tau ^{\mu \nu \rho \sigma }}{1+ϵu^\alpha _\alpha }$$
(126)
while the order $`[0,2]`$ approximation can be expressed as
$$ID^{\mu \nu \rho \sigma }=\frac{\tau ^{\mu \nu \rho \sigma }}{[1+ϵu^\alpha _\alpha +\frac{1}{3}ϵ^2h^{\kappa \lambda }_{\kappa \lambda }]}.$$
(127)
These representations of the viscous stress tensor should already provide a considerable improvement on the standard diffusive form, but we would like to suggest what we think is yet a better version. In the earlier work on the thermal smoothing problem, it was possible to obtain an operator that had very accurate limits at large and small $`ϵ`$. In the normal case, where the transition between the two situations is smooth, this meant that the approximation would be reasonably good for all values of $`ϵ`$. We would like to achieve a similar accuracy for viscous smoothing and, since (127) is always good for vanishing $`ϵ`$, we need to focus on large $`ϵ`$ in our determination. For this, we propose the following generalization of the prescription for fixing the numerical coefficients in the rational approximation.
We introduce a new rational approximation
$$\mathrm{}_{[m,n]}^{(N)}[g(ϵ)]\frac{P_m(ϵ)}{Q_n(ϵ)}$$
(128)
where, as before, $`P_m(ϵ)`$ and $`Q_n(ϵ)`$ are polynomials in $`ϵ`$ whose orders are to be specified at our convenience. However, this time, the coefficients are to be chosen according to a more general matching prescription. We suppose that the asymptotic series for $`\mathrm{}_{[m,n]}^{(N)}`$ is
$$\mathrm{}_{[m,n]}^{(N)}[g(ϵ)]=\underset{i=0}{\overset{\mathrm{}}{}}R_i^{(N)}ϵ^i$$
(129)
and we determine its coefficients by the conditions that $`R_i^{(N)}=\gamma _i`$ for $`i=0,1,,\mathrm{},m1`$ and for $`i=N+m,\mathrm{},N+n+m1`$ where the orders $`m`$ and $`n`$ are to be specified as before. Thus we leave a gap between the highest and lowest order terms that we choose to match with the asymptotic series of the original function.
By varying $`N`$ we control how much influence the higher terms in the series can have on our rational approximation. On the other hand, nothing has been lost since it is clear that when $`N=0`$ this procedure reduces to the standard one: $`\mathrm{}_{[m,n]}^{(0)}=\mathrm{}_{[m,n]}`$. However, we shall be especially interested in
$$R_{[m,n]}^{(\mathrm{})}[g(ϵ)]=\underset{N\mathrm{}}{lim}R_{[m,n]}^{(N)}[g(ϵ)].$$
(130)
For example, if we represent $`g(ϵ)`$ at the level of approximation where we have
$$\mathrm{}_{[0,1]}^{(N)}[g(ϵ)]=\frac{\gamma _0}{1q_Nϵ},$$
(131)
we obtain
$$q_N=\left(\frac{\gamma _N}{\gamma _0}\right)^{1/N}$$
(132)
and
$$q_N=\frac{\gamma _{N+1}}{\gamma _N}.$$
(133)
We have then, in particular, that
$$\mathrm{}_{[0,1]}^{(\mathrm{})}[g(ϵ)]=\frac{\gamma _0}{1q_{\mathrm{}}ϵ}$$
(134)
with
$$q_{\mathrm{}}=\underset{N\mathrm{}}{lim}\left(\frac{\gamma _N}{\gamma _0}\right)^{1/N}.$$
(135)
Since $`\underset{N\mathrm{}}{lim}(\gamma _0)^{1/N}=1`$ for any finite $`\gamma _0`$, we have
$$q_{\mathrm{}}=\underset{N\mathrm{}}{lim}(\gamma _N)^{1/N}=\underset{N\mathrm{}}{lim}\frac{\gamma _{N+1}}{\gamma _N}.$$
(136)
For the present study, we shall use only the representation for the viscous smoothing operator with $`N=\mathrm{}`$ and $`[m,n]=[0,1]`$. It is therefore convenient to use a simple notation for this case, namely
$$[\mathrm{}]\mathrm{}_{[0,1]}^{(\mathrm{})}[\mathrm{}].$$
(137)
Returning now to the study of the viscous smoothing operator in (122), we apply the resummation procedure to find that
$$\left[\underset{n=0}{\overset{\mathrm{}}{}}\left(\begin{array}{c}2j+2\\ n+2j+2\end{array}\right)(ϵu^\alpha _\alpha )^n\right]=\frac{1}{1+ϵu^\alpha _\alpha }.$$
(138)
The disappearance of $`j`$ from this expression is a result of the large $`N`$ limit.
Then we note that
$$\underset{j=0}{\overset{\mathrm{}}{}}ϵ^{2j}(\frac{1}{3}h^{\alpha \beta }_{\alpha \beta })^j=\frac{1}{1+\frac{1}{3}ϵ^2h^{\alpha \beta }_{\alpha \beta }}.$$
(139)
In terms of these newly defined smoothing operators, we may write
$$ID^{\mu \nu \rho \sigma }=\tau ^{\mu \nu \rho \sigma }𝒟_x𝒟_\tau $$
(140)
where
$$𝒟_x=\frac{1}{1+\frac{1}{3}ϵ^2h^{\alpha \beta }_{\alpha \beta }},𝒟_\tau =\frac{1}{1+ϵu^\alpha _\alpha }.$$
(141)
Then the viscous stress tensor can be written as
$$\mathrm{\Xi }^{\mu \nu }=\frac{16\pi ϵ}{15}\tau ^{\mu \nu \rho \sigma }𝒟_x𝒟_\tau (Su_{\rho ,\sigma })$$
(142)
or, more compactly, within our present level of approximation, as
$$\mathrm{\Xi }^{\mu \nu }=𝒟_x𝒟_\tau [\mu _0\tau ^{\mu \nu \rho \sigma }u_{\rho ,\sigma }]$$
(143)
where $`\mu _0=\frac{16\pi ϵS}{15}`$ is the first order shear viscosity of the Thomas theory.
If we denote the Thomas stress tensor of (33) by
$$\mathrm{\Xi }_T^{\mu \nu }=\mu _0\tau ^{\mu \nu \rho \sigma }u_{\rho ,\sigma },$$
(144)
then, from (143), (138) and (139), we arrive at this linear partial differential equation for $`\mathrm{\Xi }^{\mu \nu }`$:
$$(1+\frac{1}{3}ϵ^2h^{\alpha \beta }_{\alpha \beta })(1+ϵu^\alpha _\alpha )\mathrm{\Xi }^{\mu \nu }=\mathrm{\Xi }_T^{\mu \nu }.$$
(145)
This is an evolution equation or, what meteorologists would call, a prognostic equation. However, the operator $`u^\mu _\mu `$ is effectively a time derivative and, for times longer than the flight times of photons, it is negligible in this formula. So when we are dealing with nonrelativistic motions, (145) reduces to the diagnostic equation
$$\frac{1}{3}ϵ^2h^{\alpha \beta }_{\alpha \beta }\mathrm{\Xi }^{\mu \nu }=\mathrm{\Xi }_T^{\mu \nu }\mathrm{\Xi }_{\mu \nu }.$$
(146)
An illustration of an application of this formula is given elsewhere (Chen, PhD thesis).
In the nonrelativistic case, (146) could be written as
$$\frac{1}{3}ϵ^2\mathrm{\Delta }\mathrm{\Xi }^{\mu \nu }=\mathrm{\Xi }_T^{\mu \nu }\mathrm{\Xi }^{\mu \nu }$$
(147)
where $`\mathrm{\Delta }`$ is the three-dimensional Laplacian operator. However, this last step involves the neglect of retardation times, which is not always a safe practice (Delache and Froeschlé, 1972).
## 11 Transport Coefficients
Our formula for the radiative stress tensor provides a closure relation that may be used in the standard evolution equations for the radiative energy density and flux. These equations, in conjunction with the fluid dynamical equations, provide a two-fluid description of radiative fluid dynamics (Simon, 1963; Hsieh and Spiegel, 1976) that is reasonably complete. However, the simpler one-fluid formulation is more tractable and could be used in certain cases, as when radiative forces are weak.
In the single fluid approximation we may think of the radiation as providing a source of dissipation for the fluid. In that case, we would treat the fluid as imperfect with appropriate dissipative terms and use the transfer theory to provide the corresponding transport coefficients. This version of radiative fluid dynamics has been developed by Weinberg (1972). We add to this theory here by providing some resummed results for the coefficients of viscosity and conductivity.
Since the procedures we have laid down provide formal solutions to the transfer equation, we may compute the radiative quantities in terms of the material properties of the radiating medium. We have described the calculation of the viscous stress tensor since that is the object needed to close the hierarchy of moment equations at a low order. We can similarly solve for the energy density and radiative flux.
On resumming the expansions for the energy density and flux of the radiation we obtain expressions for them like that for the viscosity tensor. We shall not give the calculations for these other moments since they parallel those given above and, in any case, our intention in this section is merely to indicate this other possible direction for treating the dynamics of radiating fluids. So we simply report that
$$E=\frac{4\pi }{3}𝒟_x𝒟_\tau \left[\left(34ϵu_{,\rho }^\rho \right)S\right]$$
(148)
and
$$F^\mu =\frac{4\pi ϵ}{3}𝒟_x𝒟_\tau \left[h^{\mu \rho }\left(S_{,\rho }4Su^\sigma u_{\rho ,\sigma }\right)\right].$$
(149)
These expressions may be introduced into the radiative stress tensor, which we write here as
$$T^{\mu \nu }=T_0^{\mu \nu }+\mathrm{\Delta }T^{\mu \nu }$$
(150)
where the equilibrium part is given by
$$T_0^{\mu \nu }=4\pi Su^\mu u^\nu \frac{4\pi }{3}Sh^{\mu \nu }$$
(151)
and the nonequilibrium contribution is
$$\mathrm{\Delta }T^{\mu \nu }=(E4\pi S)u^\mu u^\nu +F^\mu u^\nu +F^\nu u^\mu \frac{1}{3}(E4\pi S)h^{\mu \nu }+\mathrm{\Xi }^{\mu \nu }.$$
(152)
With the formula for $`E`$ just given, we find that
$$E4\pi S=\frac{4\pi ϵ}{3}𝒟_x𝒟_\tau (3u^\alpha S_{,\alpha }+4Su_{,\rho }^\rho ),$$
(153)
while $`F^\mu `$ is given by (149).
The transport coefficients can be identified from the expression for entropy generation. This is given by Weinberg (1972) as
$$S_{,\mu }^\mu =\mathrm{\Delta }T^{\mu \nu }\left(\frac{u_{\mu ,\nu }}{T}\frac{u_\mu T_{,\nu }}{T^2}\right)$$
(154)
where $`T`$ is temperature, the entropy current is
$$S^\mu =su^\mu T^1u_\nu \mathrm{\Delta }T^{\mu \nu }$$
(155)
and $`s`$ is the total (matter plus radiation) entropy density in a frame locally moving with the matter, as advocated by Mihalas (1984). (We have made some sign modifications from Weinberg to adapt these expressions to the metric signature used here.)
The calculations needed in the evaluation of the entropy generation are not difficult, but they are lengthy and not central to this work, so we omit them here and merely quote the result, which is
$`S_{,\mu }^\mu `$ $`=`$ $`\eta h^{\mu \nu }\left({\displaystyle \frac{T_{,\mu }}{T}}u^\rho u_{\mu ,\rho }\right)\left({\displaystyle \frac{T_{,\nu }}{T}}u^\rho u_{\nu ,\rho }\right)+\xi \theta ^2`$ (156)
$`+`$ $`{\displaystyle \frac{2\mu }{T}}h^{\mu \rho }h^{\nu \sigma }(u_{\mu ,\nu }+u_{\nu ,\mu }{\displaystyle \frac{2}{3}}h_{\mu \nu }\theta )(u_{\rho ,\sigma }+u_{\sigma ,\rho }{\displaystyle \frac{2}{3}}h_{\rho \sigma }\theta )`$
where $`\theta =u_{,\mu }^\mu `$ and the transport coefficients are given by
$$\eta =𝒟_x𝒟_\tau \left(\frac{16\pi ϵS}{3T}\right),$$
(157)
$$\xi =𝒟_x𝒟_\tau \left[\frac{16\pi ϵS}{T}\left(\frac{u^\alpha T_{,\alpha }}{T\theta }+\frac{1}{3}\right)^2\right]$$
(158)
and
$$\mu =𝒟_x𝒟_\tau \left(\frac{4\pi }{15}ϵS\right).$$
(159)
The positivity of the three generalized transport coefficients is a sufficient condition for the entropy generation rate to be positive. This is of interest in that a failure of this rate to be positive would signal a breakdown in the procedures.
The first term in (156) represents entropy generation by thermal processes — heat flux, momentum exchange with the radiation field — and the corresponding transport coefficient, $`\eta `$, is a generalized thermal conductivity. The second term comes from entropy generation due to the bulk volume expansion, and its coefficient, $`\xi `$, is similarly a form of bulk viscosity. Finally, the third term results from dissipation by shearing motions, with $`\mu `$ as a generalization of the Thomas formula. Each of these transport coefficients take the form of a bare coefficient (the coefficient obtained in the diffusive limit) renormalized by the operation of $`𝒟_x𝒟_\tau `$. However, since these formulae are to be used in connection with a stress tensor of the diffusive form, these results are applicable only when the flow does not oscillate rapidly in time or space.
## 12 Conclusion
In the moment method of radiative transfer (Thorne, 1981; Struchtrup, 1997), one replaces the transfer equation by an infinite hierarchy of moment equations. To render this system usable, one truncates it by introducing a supplementary closure relation among the retained moments. That approximation is typically obtained by truncating the expansion for the intensity at an order corresponding to the level of closure desired. When we do this at the lowest reasonable level, only the first two moment equations are retained, and these need to be closed by an expression for the pressure tensor. The standard procedure at this level, the Eddington approximation, fails badly at representing viscous effects in radiative fluid dynamics (Anderson and Spiegel, 1972).
Here, we are proposing to keep the first two moment equations since these contain the main physics of the radiative action on the fluid. But rather than following the procedure of truncating the moment hierarchy with the corresponding Eddington approximation, we seek a closure approximation by another route. Our procedure is to develop an asymptotic expansion for the intensity in the manner of the Hilbert expansion of kinetic theory (Grad, 1963; Caflisch, 1983), but we use this solution only for the purpose of devising an expression for the viscosity tensor; the detailed solution itself does not play a role in the theory. Since the Hilbert expansion is an outer expansion, in the sense of asymptotic theory (Bender, 1978), we extend its validity by the technique of resummation so as to render it useful for situations where the photon mean free path is long
Because of the structure of the transfer equation, our series for the distribution function turns into a development of $`ϵn^\mu _{,\mu }`$, the operator that appears in the transfer equation (20) and that operates iteratively on the source function in the expansions. To extract the desired information from this development we needed to perform integrals over the momentum space of the photons and this required extensive manipulations. Since the expansion parameter $`ϵ`$ appears in front of the highest (indeed the only) derivatives in the problem, we were faced with a problem in singular perturbation theory, a subject where successful approximation techniques are known but whose rigor is rarely, if ever, established.
Even with the help of the asymptotic methods, and resummation, the calculations were demanding and we were led to idealize the problem to the case with constant mean free path, though this approximation could be avoided by a suitable choice of optical coordinates, as we noted. The resummations, in conjunction with approximations, permitted us to obtain a compact expression for the radiative viscosity tensor for use at for all photon free paths. Our form for this tensor can be written as an integral operator on the diffusion tensor of Thomas (1930). Since this integral operator is simple, we could see at once how to convert the result into the linear partial differential equation (145) for $`\mathrm{\Xi }^{\mu \nu }`$. Depending on whether the fluid dynamics is very relativistic or not, this equation can be either prognostic or diagnostic but, in any case, it provides a general closure relation for radiative fluid dynamics.
Asymptotic procedures, when suitably applied, can give very good results, and they have proved their usefulness in kinetic theory (Caflisch, 1983). But of course the results need to be tested, for example, by comparison with the results of other methods. To do this, we must solve specific problems with the methods being examined and to compare results with those from other methods. A first test of this approach would be to compare it with the moment method for this problem since that theory has been under serious development (Thorne, 1981; Struchtrup, 1997) and should provide a good benchmark for new procedures. We know already that to get anything like a reasonable representation of viscous effects in a moment method, we need to truncate at a higher order than in the standard Eddington approximation (Anderson and Spiegel, 1972).
Of course, both these methods give macroscopic descriptions of radiative fluid dynamics and so cannot satisfy the full boundary and initial conditions of transport theory, as is known in kinetic theory (Grad, 1963). But we suggest that this loss is more than compensated by a gain in flexibility and usefulness of our macroscopic description. This we have seen in applying our method to the problem of entropy generation in cosmology (to be reported elsewhere). Those calculations involve relatively smooth flows and are not as demanding of a method as more complicated radiating flows such as may arise in the dynamics of photon bubbles or radiative interaction with vortices and flux tubes in hot media. We believe that the study of such more complicated flows involving strong, possibly turbulent, fluctuations in radiating media will provide the real test of our approach.
Finally, we would suggest that the methods we have used here could be useful in other problems where the mean free path of the basic elements is long compared to scales of variation in the medium. An example is turbulent convection where the local mixing length theory encounters a loss of validity because the mixing length may be comparable to scales of variation in space and time in the medium. The results derived here may point the way to a more useful theory of eddy transport processes.
## Appendix A Useful Angular Integrals
When we introduce the angular expansions into the integrals for the moments of the intensity we naturally encounter a variety of integrals over products of the $`l^\mu `$ and $`n^\mu `$ alone as well as over various mixed products of them. In this appendix we list some formulas for such products that we have had need of throughout this work. Such formulas may be obtained by writing them in terms of linear combinations of $`u^\mu u^\nu `$, $`\eta ^{\mu \nu }`$, and so on, and using special cases to find the coefficients as in previous studies (Anderson and Spiegel, 1972; Thorne, 1981; Struchtrup, 1997, 1998).
First we note that the angular integral of an odd number of factors $`l^\mu `$ vanishes. Therefore, for the general moment over factors of $`l^\mu `$ we consider (81) only for even $`\mathrm{}`$. As can be seen, $`M^{\mu _1\mathrm{}\mu _2\mathrm{}}`$ is orthogonal to $`u^\mu `$ in all suffices and this simplifies the problem.
The special cases for $`\mathrm{}=1`$ and $`\mathrm{}=2`$ are most commonly encountered and so it is worth writing them out explicitly:
$$l^\mu l^\nu 𝑑\mathrm{\Omega }=\frac{4\pi }{3}h^{\mu \nu }$$
(A1)
$$l^\mu l^\nu l^\rho l^\sigma 𝑑\mathrm{\Omega }=\frac{4\pi }{15}(h^{\mu \nu }h^{\rho \sigma }+h^{\mu \rho }h^{\nu \sigma }+h^{\mu \sigma }h^{\nu \rho }).$$
(A2)
The general case is found by induction and we have
$$M^{\mu _1\mathrm{}\mu _2\mathrm{}}=(1)^{\mathrm{}}\frac{4\pi }{2\mathrm{}+1}h^{(\mu _1\mu _2}\mathrm{}h^{\mu _{2\mathrm{}1}\mu _2\mathrm{})},$$
(A3)
where the symmetrization is assumed for the indices inside the parentheses.
We also make use of moments like
$$N^{\mu _1\mu _2\mathrm{}\mu _k}=n^{\mu _1}n^{\nu _2}\mathrm{}n^{\mu _k}𝑑\mathrm{\Omega },$$
(A4)
the simplest of which is
$$n^\mu n^\nu 𝑑\mathrm{\Omega }=\frac{4\pi }{3}(4u^\mu u^\nu \eta ^{\mu \nu })=\frac{4\pi }{3}(3u^\mu u^\nu h^{\mu \nu }).$$
(A5)
The general case is easily obtained using the binomial theorem. On noting that
$$n^{\mu _1}\mathrm{}n^{\mu _k}=\underset{i=0}{\overset{k}{}}\left(\begin{array}{c}i\\ k\end{array}\right)u^{(\mu _1}\mathrm{}u^{\mu _i}l^{\mu _{i+1}}\mathrm{}l^{\mu _k)}.$$
(A6)
where binomial coefficient is $`\left(\begin{array}{c}i\\ k\end{array}\right)=\frac{k!}{i!(ki)!}`$ we have
$$N^{\mu _1\mu _2\mathrm{}\mu _k}=\underset{i=0}{\overset{k}{}}\left(\begin{array}{c}i\\ k\end{array}\right)u^{(\mu _1}u^{\mu _2}\mathrm{}u^{\mu _i}M^{\mu _{i+1}\mathrm{}\mu _k)}.$$
(A7)
## Appendix B The Operators $`IL`$ and $``$
In Section 9 of the text, we have used the following approximation
$$ID\underset{j=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}C_{\{j,m\}}(ϵ)^{m+2j}IL_{\{j,m\}}=\underset{j=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}C_{\{j,m\}}(ϵ)^{m+2j}_{\{j,m\}}$$
(B1)
where $`C_{\{j,m\}}`$ represents the rest coefficient in operator $`ID`$. To justify this approximation, let us define the difference between $`IL`$ and $``$ as
$$L_{\{j,m\}}=IL_{\{j,m\}}_{\{j,m\}}.$$
(B2)
Evidently (as we saw in the text), $`L_{\{0,0\}}=L_{\{1,0\}}=L_{\{0,1\}}=0`$. This leads to
$`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}C_{\{j,m\}}L_{\{j,m\}}`$ $`=`$ $`{\displaystyle \underset{j=2}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}C_{\{j,m\}}L_{\{j,m\}}`$ (B3)
$`+{\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}(ϵ)^mC_{\{0,m\}}L_{\{0,m\}}`$
$`+{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2}C_{\{1,m\}}L_{\{1,m\}}.`$
After shifting indices as we did previously, we get
$`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}C_{\{j,m\}}L_{\{j,m\}}={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}ϵ^2C_{\{j+1,m\}}L_{\{j+1,m\}}`$
$`+{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^mϵ^2(C_{\{0,m+2\}}L_{\{0,m+2\}}+C_{\{1,m\}}L_{\{1,m\}}).`$ (B4)
We can then decompose the summation for $`_{\{j,m\}}`$ as
$$\underset{j=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^{m+2j}C_{\{j,m\}}_{\{j,m\}}=\underset{j=1}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^{m+2j}C_{\{j,m\}}_{\{j,m\}}+\underset{m=0}{\overset{\mathrm{}}{}}(ϵ)^mC_{\{0,m\}}_{\{0,m\}}).$$
(B5)
Thus with the decomposition of (B4)-(B5) we have
$`ID`$ $`=`$ $`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}C_{\{j,m\}}(ϵ)^{m+2j}[_{\{j,m\}}+L_{\{j,m\}}]`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}C_{\{j,m\}}(_{\{j,m\}}+ϵ^2L_{\{j,m\}})`$
$`+`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^m\left[C_{\{0,m\}}_{\{0,m\}}+ϵ^2(C_{\{0,m+2\}}L_{\{0,m+2\}}+C_{\{1,m\}}L_{\{1,m\}})\right].`$
We see that the term by term difference between $`IL`$ and $``$ is of order $`ϵ^2`$. If we omit in each term the higher correction associated with $`L`$, we are left with
$`ID`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}C_{\{j,m\}}_{\{j,m\}}+{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^mC_{\{0,m\}}_{\{0,m\}}`$ (B7)
$`=`$ $`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}(ϵ)^{m+2j}C_{\{j,m\}}_{\{j,m\}}.`$
This is the approximation we used in the text.
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# On the pseudogap phase in high-𝑇_𝑐 superconductors
## Abstract
We describe the approach of the superconducting state as a sequence of cross-over phenomena. As the temperature is decreased, uncorrelated pairing of the electrons leads to the opening of a pseudogap at $`T_F^{}`$. Upon further lowering the temperature those electron pairs acquire well behaved itinerant features at $`T_B^{}`$, leading to partial Meissner screening and Drude type behavior of the optical conductivity. Further decrease of the temperature leads to their condensation and superconductivity at $`T_c`$. The analysis is done on the basis of the Boson-Fermion model in the cross-over regime between 2D and 3D.
It is now generally accepted that the onset of superconductivity in high temperature superconductors (HTS) is controlled by phase fluctuations, whilst a finite amplitude of the order parameter is expected to persist up to some $`T^{}`$, which can be well above $`T_c`$. It has also been argued that the shrinking of the pseudogap phase (the interval $`[T_c,T^{}]`$) with increased doping should be related to an increase of the superfluid density $`n_s`$ rather than of the coherence length. In that case, doping of HTS should not induce a cross-over between a Bose-Einstein condensation (BEC) of preformed pairs and a BCS state and hence the opening of the pseudogap should be unrelated to the onset of superconducting fluctuations. These expectations seem to be confirmed by specific heat data, transient Meissner screening and Andreev spectroscopy. The picture evolves according to which a pseudogap opens up, exclusively driven by amplitude fluctuations (dynamical pair-formation, uncorrelated in space and not necessarily related to incipient superconductivity). At some lower temperature short-range and short-time correlations of the electron pairs set in, eventually driving the system into a superconducting state.
From a theoretical point of view these are questions which can be addressed without having to resort to a specific microscopic mechanism for electron pairing and can be studied on such models as the generalized BCS hamiltonian, the negative U Hubbard model or the Boson-Fermion model (BFM). These phenomenological models which explicitly incorporate pair correlations, capture a number of normal state properties of the HTS.
In a classical BCS type superconductor long range phase coherence occurs as soon as short range amplitude correlations (in form of electron pairing) set in. A simple mean field treatment can perfectly describe this situation. On the contrary, in HTS amplitude and phase correlations are separated and a minimal treatment must contain the possibility of allowing for propagating modes of electron-pairs on a time scale of the order of the inverse zero temperature gap. We shall here explore the intricate relations between the onset of pairing of the electrons, their becoming itinerant and ultimately their condensation. In order to separate these various features in approaching the superconducting state we study them in view of a dimensional cross-over such as to capture part of the doping induced changes when going from the under into the overdoped regime. The dimensional cross-over will be controlled by the degree of anisotropy of the electron dispersion. The anisotropy in the electric transport coefficients lends itself to such a picture.
This study is based on the BFM, a phenomenological model which is particularly suited for that purpose. The notion of rather long lived short range pair correlations is introduced explicitly into this model by assuming the presence of localized tightly bound electron pairs which hybridize with pairs of itinerant electrons. We assume a system described by effective sites each of which can alternatively be occupied by either a bound electron-pair or a pair of itinerant electrons, uncorrelated with each other. For the present study we shall assume a homogeneous distribution of both the bound electron-pairs and the itinerant electrons. It is however feasible that the distribution between those constituents occurs in form of a phase-separated phase with dynamically fluctuating regions of predominantly bound electron-pairs and regions with predominantly electrons, leading to “stripe phases”. Previous studies of the BFM, based on conserving diagrammatic approximations let one envisage a well defined finite temperature interval for the pseudogap phase in 1D and 2D, while for 3D such a phase should be restricted to a very narrow temperature regime above $`T_c`$. This suggests that the nature of the pseudogap phase should depend on dimensionality and that the pair-fluctuations which control it have, depending on temperature, different characteristics as far as superconducting fluctuations are concerned. We expect that at least two energy scales should be involved here, identifiable as two temperatures: $`T_F^{}T^{}`$ and $`T_B^{}T_F^{}`$,
* $`T_F^{}`$ corresponding to the opening of the pseudogap in the DOS of the electrons due to the onset of strong local correlations leading to electron pairing, uncorrelated in space.
* $`T_B^{}`$ corresponding to those local pair states becoming well defined itinerant excitations due to the onset of temporal and spatial correlations.
We shall determine the dependence of $`T_F^{}`$ and $`T_B^{}`$ on dimensionality by monitoring the anisotropy of the ratio of the electron mass orthogonal to the basal plane to that within it, $`\alpha =m_{}/m_{}`$ in the bare electron dispersion
$`\epsilon _𝐤={\displaystyle \frac{1}{m_{}}}\left({\displaystyle \frac{|𝐤_{}|}{\pi }}\right)^2+{\displaystyle \frac{1}{m_{}}}\left({\displaystyle \frac{|𝐤_{}|}{\pi }}\right)^2\mu `$ (1)
The BFM is then defined by the following Hamiltonian
$`H={\displaystyle \underset{𝐤,\sigma }{}}\epsilon _𝐤c_{𝐤\sigma }^{}c_{𝐤\sigma }+E_0{\displaystyle \underset{𝐪}{}}b_𝐪^{}b_𝐪+v{\displaystyle \underset{𝐤}{}}[b_𝐪^{}c_{𝐤+𝐪}c_𝐤+h.c.],`$ (2)
with $`E_0=\mathrm{\Delta }_B2\mu `$ and $`v`$ denoting the pair-exchange coupling constant. $`c_{𝐤\sigma }^{()}`$ denote fermionic operators for electrons with spin $`\sigma `$ and wavevector $`𝐤`$ and $`b_𝐪^{()}`$ describe tightly bound electron pairs which will be considered as simple Bosons. The chemical potential $`\mu `$ is common to Fermions and Bosons (up to a factor 2 for the Bosons) in order to guarantee charge conservation. We examine this model within the lowest order self-consistent conserving diagrammatic approximation for which the self-energies for the Fermions and Bosons are given by:
$`\mathrm{𝐼𝑚}\mathrm{\Sigma }_B(𝐪,\omega )={\displaystyle \frac{v^2}{2\pi }}{\displaystyle \frac{d^3k}{(2\pi )^3}𝑑\epsilon \mathrm{𝐼𝑚}G_F(𝐤𝐪,\omega \epsilon )}`$ (3)
$`\mathrm{𝐼𝑚}G_F(𝐤,\epsilon )\left(tanh({\displaystyle \frac{\epsilon }{2k_BT}})tanh({\displaystyle \frac{\epsilon \omega }{2k_BT}})\right)`$ (4)
$`\mathrm{𝐼𝑚}\mathrm{\Sigma }_F(𝐤,\omega )={\displaystyle \frac{v^2}{2\pi }}{\displaystyle \frac{d^3q}{(2\pi )^3}𝑑\epsilon \mathrm{𝐼𝑚}G_F(𝐤𝐪,\epsilon \omega )}`$ (5)
$`\mathrm{𝐼𝑚}G_B(𝐪,\epsilon )\left(tanh({\displaystyle \frac{\epsilon \omega }{2k_BT}})cotanh({\displaystyle \frac{\epsilon }{2k_BT}})\right).`$ (6)
$`G_F(𝐤,\omega )=[\omega \epsilon _𝐤\mathrm{𝑅𝑒}\mathrm{\Sigma }_F(𝐤,\omega )i\mathrm{𝐼𝑚}\mathrm{\Sigma }_F(𝐤,\omega )]^1`$ and $`G_B(𝐪,\epsilon )=[\omega E_0\mathrm{𝑅𝑒}\mathrm{\Sigma }_B(𝐪,\omega )i\mathrm{𝐼𝑚}\mathrm{\Sigma }_B(𝐪,\omega )]^1`$ denote the fully renormalized Fermion and Boson Green’s functions which have to be determined selfconsistently. The above set of equations for the Green’s functions is solved by a standard iterative procedure. The integration over the momenta $`𝐤_{}`$ is carried out by summing over a grid of 1025 points in the interval $`[0,\pi ]`$. The integration over frequencies is carried out slightly above the real axis i.e., taking $`\omega =\mathrm{𝑅𝑒}\omega +i\eta `$ with $`\eta =0.01`$ and by summation over 2048 real frequencies in the interval $`[2,2]`$.Throughout the present work all energies are given in units of the bare basal plane bandwidth $`\stackrel{~}{D}=8t_{}`$.
The pseudogap features which result from the solution of the above set of equations depend strongly on dimensionality. In 1D and 2D the Fermionic self-energy is essentially determined by the term proportional to $`cotanh`$ which leads to the most divergent contribution. For 3D the major contribution to the self-energy comes from the term proportional to $`tanh`$ and does not give rise to a noticeable pseudogap effect. A pseudogap is only seen as we lower the temperature and approach $`T_c`$ where the term proportional to $`cotanh`$ again becomes important.
The various parameters entering our Hamiltonian are determined such as to reproduce certain robust features of HTS. Pinning down the number of Bosons $`n_B=b_i^+b_i`$ in this model is not free of ambiguities, given our poor understanding of the doping process in these materials. For a system such as, for instance, YBCO the number of doping induced bound elelctron-pairs could possibly be given by half the number of dopant ions $`O_2^2(1)`$ in the chains, thus varying between $`0`$ and $`0.5`$ per effective site. The number of fermions $`n_F=_\sigma c_{i\sigma }^+c_{i\sigma }`$ is taken to be equal to 1 if the boson-fermion exchange coupling were absent. We thus obtain a total number of charge carriers $`n_{tot}=n_F+2n_B`$ which should be contained between 1 and 2. As a representative example we choose $`n_{tot}=1.25`$. In order to have $`n_F1`$ we fix the bosonic level as $`\mathrm{\Delta }_B=1.1`$. In order to obtain values for $`T^{}`$ of the order of a few hundred degrees K we choose $`v=0.1`$.
The pseudogap manifests itself as a dip which emerges in the DOS of the electrons close to the chemical potential below a certain temperature $`T_F^{}`$. Tracing the value of the DOS at this energy as a function of temperature permits to identify this characteristic temperature. The appearence of this pseudogap is linked, as we have discussed previously, to a breakdown of well defined single-electron excitations close to the Fermi surface. Concomitantly with this trend, two-electron states (local electron-pair resonances) emerge and upon lowering the temperature, acquire itinerant behaviour below a second characteristic temperature $`T_B^{}`$. $`T_B^{}`$ is defined by the condition (see Fig.1) that the imaginary part divided by the real part of the Boson self-energy is small, i.e., $`\gamma _q^B(T)/\omega _q^B(T)\mathrm{\Gamma }_B(q_{},\omega _B(q_{},T),T)/\omega _B(q_{},T)0.1`$ for small $`q`$ vectors such as $`q_{}=0.1`$. Below $`T_B^{}`$ we find $`\omega _B(q_{})=\mathrm{}^2q_{}^2/2m_B(T)`$ for $`q0.2`$) where $`m_B(T)`$ denotes the temperature dependent mass of the itinerant two-particle excitations.
The two-electron states, becoming well defined as the temperature decreases, goes hand in hand with a significant increase of the distribution function for those states with small wave vectors. It is this feature which leads to a finite value of the amplitude of the order parameter in the normal state whilst at the same time phase coherence is totally absent. The temperature $`T_c`$ at which superconductivity sets in is determined by the condition that the two-electron excitations condense in a macroscopic quantum state. According to the Hugenholtz-Pines theorem, it is determined by $`\mathrm{\Delta }_B2\mu Re\mathrm{\Sigma }_B(0,0)=0`$. We plot in Fig.1 these three characteristic temperatures as a function of $`\alpha `$. Notice the opposite trends of $`T_F^{}`$ and $`T_c`$, approaching each other as the isotropic limit is approached, ($`\alpha =10)`$. This is reminiscent of the experimental situation in cuprate HTS materials, as we go from the underdoped towards the optimally doped regime and might hence partly be related to such a dimensional cross-over.
In order to track such cross-over behavior in the pseudogap phase, leading from uncorrelated fluctuating electron pairs to their itinerant behavior as the temperature is decreased, we now show how such features are related to precursor Drude behavior of the optical conductivity and partial Meissner screening above $`T_c`$. We encounter here physics similar to that of the 2D non-interacting charged Bose gas, where a macroscopic number of itinerant bosonic states with momenta $`𝐤1/\xi `$ ($`\xi `$ denoting the coherence length) act together collectively in a way similar to the macroscopically occupied condensed states with $`𝐤=0`$ in the superconducting phase. The optical conductivity $`\sigma (𝐪,\omega )`$ and the diamagnetic susceptiblity $`\chi (𝐪,\omega )`$ are given by the longitudinal, respectively transverse part of the linear response to an external vector potential $`𝐀(𝐱,t)`$ depending on space and time. The resulting current is given by
$`J_i(𝐱,t)={\displaystyle \frac{e^2}{m_{}^2c}}{\displaystyle d^3x𝑑tK_{ij}(𝐱𝐱^{},tt^{})A_j(𝐱^{},t^{})},`$ (7)
$`K_{ij}(𝐱,t)=i\mathrm{\Theta }(t)[j_i(𝐱,t),j_j(0,0)]2m_{}\delta (𝐱)\delta (t)\delta _{ij}n^F(x)`$ (8)
where $`n^F(x)`$ denotes the density of the Fermions and $`j_i^F(𝐪,t)=_𝐤2k_ic_{𝐤𝐪/\mathrm{𝟐}}^{}c_{𝐤+𝐪/\mathrm{𝟐}}`$ the Fourier transform of their current density. Putting
$`K_{ij}(𝐪,\omega )=\delta _{ij}i\omega \sigma (𝐪,\omega )(q_iq_j\delta _{ij}q^2)\chi (𝐪,\omega )`$ (9)
permits to extract the optical conductivity and diamagnetic susceptibility. The kernel $`K_{ij}(𝐱,t)`$ is decomposed into two contributions. A first one is given by the simple bubble for the current autocorrelation function and neglecting vertex corrections. This is justified because of the strong incoherent contributions of $`G_F`$. The second contribution to this kernel is evaluated in terms of the typical Aslamazov-Larkin diagram which takes into account the contributions of the itinerant Bosons. Due to the intrinsically localized nature of the Bosons there are no direct contributions of them to the electrical current. However since below $`T_B^{}`$ those bosonic two-electron excitations become itinerant they will, according to this Aslamazov-Larkin mechanism, contribute to substantially enhance the conductivity. This is manifest in the dc resistivity (see insert of Fig.2) which clearly shows that upon decreasing the anisotropy ratio $`\alpha `$, the resistivity changes qualitatively from an upturn to a downturn as the temperature is lowered. Similarly, the effect of the pseudogap and the precursor to a macroscopic quantum state of the two-particle excitations can be tracked in the optical conductivity (Fig.2). By inspection of Fig. 2 we notice that for frequencies above $`0.01`$ the optical conductivity drops as the temperature is decreased below $`T=0.03`$ (indicative of a remnance of the pseudogap in the DOS of the single-electron states), while for frequencies below $`0.01`$ the optical conductivity for those temperatures increases (indicative of an emerging precursor “Drude” component as we approach $`T_c`$). The crossover temperature at $`T=0.01`$ is identified as the temperature $`T_B^{}`$ where the electron-pairs become itinerant. As the temperature is lowered, spectral weight is shifted downwards from the frequency regime $`[0.01\omega 0.04]`$ thus enhancing this “Drude” component below $`0.01`$. Such a redistribution of spectral weight is in fact observed. For frequencies below 0.001 ($`240GHz`$, taking $`\stackrel{~}{D}=1eV`$) the optical conductivity increases substantially as one approaches $`T_c`$.
Similarly, the real part of the diamagnetic susceptibility $`\chi ^{}(𝐪,\omega )`$ for small wavevectors ($`q1/\xi `$, $`\xi =1/\sqrt{2m_B(T)\omega _0^B}`$ denoting the coherence length) and frequencies is negative and small for high temperatures. It is given by the usual Landau diamagnetism of the electrons arising from the first contribution to the kernel $`K_{ij}`$. For temperatures below $`T_B^{}`$ (which is $`0.01163`$ for a representative example of $`\alpha =10^3`$) we calculate $`\chi ^{}(q,\omega )`$, not taking into account the phase fluctuations. Close to $`T_c`$ $`(=0.01127`$ for $`\alpha =10^3)`$ $`\chi ^{}(q,0)`$ however is expected to diverge as $`1/\xi _{KTB}^2`$, where $`\xi _{KTB}^2`$ is the Kosterlitz-Thouless-Berezinskii coherence length for phase fluctuations. Our calculated $`\chi ^{}(q,\omega )`$ increases significantly (roughly by a factor 50) over the Landau diamagnetism (see Fig. 3). It is given by the Aslamazov-Larkin contribution of $`K_{ij}`$ i.e., $`\chi ^{}(0,0)av^4(\frac{e^2}{24\pi m_B(T)c^2}\frac{k_BT}{\omega _0^B})`$, $`a`$ being a numerical factor of order unity. The expression in the bracket corresponds to that known from the 2D Bose gas. It is this contribution which leads to almost complete Meissner screening. A characteristic frequency scale thus emerges below which phase uncorrelated amplitude fluctuations of the electron-pairs behave in some respects as condensed electron-pairs in the superconducting state. For frequencies $`\omega 10^5`$ we find the usual Landau diamagnetism but for $`\omega 10^5`$ we notice a saturation of $`\chi ^{}(𝐪,\omega )`$ which decreases as the temperature increases. It is in this low frequency regime that we can extract from the diamagnetic susceptibility an almost complete Meissner screening for strong anisotropies. Its physical meaningfulness arises from the fact that for such a system there is phase locking over a given finite distance which is controlled essentially by the thermal wavelength of the itinerant Bosons.
In this Letter we have examined the effect of pure amplitude fluctuations in the pseudogap phase of HTS as the dimensionality of the system varies between quasi-2D and quasi-3D. We conclude that the doping induced cross-over between the under- and the over-doped regime might at least partly be related to such a dimensional cross-over, clearly indicating a shrinking of the temperature regime for the pseudogap phase as the optimally doped limit is approached. We identified two characteristic temperatures in the pseudogap phase. The first one, $`T_F^{}`$, corresponding to the opening of the pseudogap due to the onset of local uncorrelated electron-pair correlations. The second one, $`T_B^{}`$, corresponding to the onset of itinerant behavior of those electron-pairs, below which we expect partial Meissner screening (very similar to that expected for the 2D non-interacting charged Bose gas, i.e., in the absence of any phase fluctuations) and an optical conductivity showing Drude behavior.
We would like to acknowledge helpful discussions with B. K. Chakraverty, T. Domanski, K. Matho and A. Romano. This research was supported in part by a European network contract ERBCHRXCT940438.
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# 1 Introduction and summary of the results
## 1 Introduction and summary of the results
The conjectured AdS/CFT correspondence has renewed the interest in conformal field theories (CFT’s), in particular $`𝒩`$=4 supersymmetric Yang-Mills theory (SYM) in $`D=4`$, and has raised the issue of finding to what extent high order perturbative computations are feasible in the weak coupling regime.
The interest is twofold. On the one hand, given the explicit analytic expressions of certain four-point amplitudes in the AdS context, one may ask whether it is possible to recognize some systematic pattern in the perturbative $`𝒩`$=4 field-theoretic results. On the other hand, insights gained in such finite theories may prove to be useful in theories with (partial) supersymmetry breaking.
In CFT the dependence of two- and three-point functions of scalar primary operators on the external insertion points is completely fixed by conformal symmetry. For protected operators non-renormalisation theorems hold that prevent quantum corrections to the lowest order contribution. Explicit computations have confirmed the validity of these theorems in the context of the AdS/CFT correspondence . Except for extremal and sub-extremal correlators , no such non-renormalisation theorems are believed to hold for higher-point functions.
A particularly interesting class of higher-point functions are the four-point functions of the lowest chiral primary operators, i.e. dimension-two gauge-invariant scalar composites in the $`𝒩`$=4 supercurrent multiplet. Perturbative computations involving such operators have been performed at order $`g^2`$ in . Motivated by the presence of string corrections to the AdS effective action , instanton computations have been carried out in . All such computations show logarithmic behaviours at short-distances that allow an interpretation in terms of anomalous dimensions of unprotected operators in long supermultiplets exchanged in intermediate channels . Similar analyses have been performed in the AdS context in the supergravity limit . A detailed comparison of the two classes of results is problematic because of the different regimes in the ($`g^2`$, $`N`$) parameter space that are explored by the two approaches. Nevertheless, explicit AdS computations in the scalar sector that are amenable to a perturbative analysis in the field-theoretic weak coupling regime, such as the one presented here, have been recently completed in in the supergravity approximation with the help of the results of .
In this paper, we compute at order $`g^4`$ four-point correlation functions of the lowest dimension scalar composite operators in the $`𝒩`$=4 supercurrent multiplet using the $`𝒩`$=1 superfield formalism. We confirm the interpretation of the short-distance logarithmic behaviour in terms of anomalous dimensions of unprotected operators exchanged in intermediate channels and we extract the two-loop contribution to the anomalous dimension of the $`𝒩`$=4 Konishi supermultiplet. In order to illustrate our point we will concentrate in most of our presentation on the simplest of the six independent four-point functions of chiral primary operators (see below). Identities that have been proved to hold both in perturbation theory in and at the one-instanton level in should be enough to determine all four-point functions from the one we consider.
A recent interesting paper by Eden, Schubert and Sokatchev has reported on similar computations at order $`g^4`$ from a different vantage point and confirmed the validity of the above identities . Their approach is based on the less familiar $`𝒩`$=2 harmonic superspace formalism. It is remarkable that, although we adopt a different approach, we find the same result for the four-point function on which we focus our attention, up to an overall constant that was not fixed in . We would like to stress that, contrary to expectations, the $`𝒩`$=1 superfield approach we have pursued is not prohibitively complicated and it is of wider applicability. In particular we have in mind applications to some interesting finite $`𝒩`$=1 superconformal theories that are promising candidates for realistic theories after soft supersymmetry breaking.
The plan of the paper is as follows. In section 2, for the sake of completeness, we will write down the action, propagators and vertices in the $`𝒩`$=1 superfield formalism and identify the six independent four-point functions of chiral primary operators. In section 3 we draw the relevant Feynman superdiagrams and sketch the computation for the simplest possible four-point function. In section 4 we discuss the final result and interpret the dominant logarithmic behaviours at short distance in terms of the anomalous dimension of the lowest dimensional operator, $`𝒦_\mathrm{𝟏}`$, in the $`𝒩`$=4 Konishi supermultiplet. We confirm the one-loop results of and extract the two-loop contribution<sup>1</sup><sup>1</sup>1Notice that we call “$`\mathrm{}`$-loops” calculations that are of order $`g^2\mathrm{}`$. The authors of refs. and dub diagrams of this order as $`\mathrm{}+1`$-loop calculations. to the anomalous dimension of $`𝒦_\mathrm{𝟏}`$. We finally comment on possible extensions of our results to finite $`𝒩`$=1 supersymmetric theories that arise after soft breaking of $`𝒩`$=4 supersymmetry.
## 2 $`𝒩`$=4 SYM in $`𝒩`$=1 superspace
The field content of $`𝒩`$=4 SYM comprises a vector, $`A_\mu `$, four Weyl spinors, $`\psi ^A`$ ($`A`$=1,2,3,4), and six real scalars, $`\phi ^i`$ ($`i`$=1,2,…,6), all in the adjoint representation of the gauge group $`𝒢`$. Since no off-shell formulation is available that manifestly preserves $`𝒩`$=4 supersymmetry, in order to compute quantum corrections one has to resort either to the $`𝒩`$=2 harmonic superspace approach pursued in or to the more familiar $`𝒩`$=1 formalism pursued in .
In the $`𝒩`$=1 formalism the fundamental fields can be arranged into a vector superfield, $`V`$, and three chiral superfields, $`\mathrm{\Phi }^I`$ ($`I`$=1,2,3). The six real scalars, $`\phi ^i`$, are combined into three complex fields, namely
$$\varphi ^I=\frac{1}{\sqrt{2}}\left(\phi ^I+i\phi ^{I+3}\right)\varphi _I^{}=\frac{1}{\sqrt{2}}\left(\phi ^Ii\phi ^{I+3}\right),$$
(1)
that are the lowest components of the superfields $`\mathrm{\Phi }^I`$ and $`\mathrm{\Phi }_I^{}`$, respectively. Three of the Weyl fermions, $`\psi ^I`$, are the spinors of the chiral multiplets. The fourth spinor, $`\lambda =\psi ^4`$, together with the vector, $`A_\mu `$, form the vector multiplet. In this formulation only a $`SU(3)\times U(1)`$ subgroup of the original $`SU(4)`$ R-symmetry group is manifest. $`\mathrm{\Phi }^I`$ and $`\mathrm{\Phi }_I^{}`$ transform in the representations 3 and $`\overline{\mathrm{𝟑}}`$ of the global $`SU(3)`$ “flavour” Q-symmetry, while $`V`$ is a singlet. Under the axial $`U(1)`$ R-symmetry the vector $`A_\mu `$ is neutral, the gaugino $`\lambda `$ has charge $`+3/2`$, the spinors of the chiral multiplets $`\psi ^I`$ have charge $`1/2`$ and the three complex scalars $`\varphi ^I`$ have charge $`+1`$.
The (Euclidean) action in the $`𝒩`$=1 superfield formulation reads
$`S`$ $`=`$ $`2\mathrm{tr}\{{\displaystyle }d^4x[({\displaystyle }d^2\theta {\displaystyle \frac{1}{16}}W^\alpha W_\alpha +\mathrm{h}.\mathrm{c}.)+\left({\displaystyle }d^2\theta d^2\overline{\theta }e^{gV}\mathrm{\Phi }_I^{}e^{gV}\mathrm{\Phi }^I\right)`$ (2)
$``$ $`{\displaystyle \frac{g}{3!\sqrt{2}}}({\displaystyle }d^2\theta \epsilon _{IJK}\mathrm{\Phi }^I[\mathrm{\Phi }^J,\mathrm{\Phi }^K]{\displaystyle }d^2\overline{\theta }\epsilon ^{IJK}\mathrm{\Phi }_I^{}[\mathrm{\Phi }_J^{},\mathrm{\Phi }_K^{}]\text{})]\},`$
where $`W_\alpha `$ is the chiral superfield-strength of $`V`$
$$W_\alpha =\frac{1}{4g}\overline{D^2}\left(e^{2gV}D_\alpha e^{2gV}\right).$$
(3)
The trace over the colour indices is defined by
$$\mathrm{tr}(T^aT^b)=\frac{1}{2}\delta ^{ab}a,b=1,\mathrm{},\text{dim}(𝒢),$$
(4)
where $`T^a`$ are the generators in the fundamental representation of the gauge group.
Notice that a gauge fixing term, $`S_{\mathrm{gf}}`$, has to be added to the classical action (2). As usual we decide to take
$$S_{\mathrm{gf}}=\frac{1}{16\alpha }\mathrm{tr}d^4xd^2\theta d^2\overline{\theta }\left[\left(D^2V\right)\left(\overline{D}^2V\right)\right],$$
(5)
where $`\alpha `$ is a gauge parameter. We will not display here ghost terms since they do not contribute to the Green functions that we will consider at the order we work. The choice $`\alpha =1`$ greatly simplifies all the computations, as it makes all corrections to the propagators of the fundamental superfields vanishing at order $`g^2`$ .
Expanding the exponentials $`e^{\pm gV}`$ in (2) gives
$`S`$ $`=`$ $`{\displaystyle }d^4xd^2\theta d^2\overline{\theta }\{\text{}V^a\mathrm{}V_a\mathrm{\Phi }_I^a\mathrm{\Phi }_a^Iigf_{abc}\mathrm{\Phi }_{}^{}{}_{I}{}^{a}V^b\mathrm{\Phi }^{Ic}+{\displaystyle \frac{g^2}{2}}f_{abe}f_{ecd}\mathrm{\Phi }_{}^{}{}_{I}{}^{a}V^bV^c\mathrm{\Phi }^{Id}`$ (6)
$`{\displaystyle \frac{ig}{3!\sqrt{2}}}f^{abc}[\epsilon _{IJK}\mathrm{\Phi }_a^I\mathrm{\Phi }_b^J\mathrm{\Phi }_c^K\delta (\overline{\theta })\epsilon ^{IJK}\mathrm{\Phi }_{aI}^{}\mathrm{\Phi }_{bJ}^{}\mathrm{\Phi }_{cK}^{}\delta (\theta )]+\mathrm{}\},`$
where $`f_{abc}`$ are the structure constants of the gauge group and we have displayed only the terms that are relevant for our subsequent computations.
In the following we will carry on the calculations using $`𝒩`$=1 formalism in coordinate superspace, that is more suitable for the study of CFT’s. The superfield propagators in the conventions of eq. (6) are
$$\mathrm{\Phi }_{Ia}^{}(x_i,\theta _i,\overline{\theta }_i)\mathrm{\Phi }_b^J(x_j,\theta _j,\overline{\theta }_j)=\frac{\delta _{I}^{}{}_{}{}^{J}\delta _{ab}}{4\pi ^2}e^{i\left(\xi _{ii}+\xi _{jj}2\xi _{ji}\right)_i}\frac{1}{x_{ij}^2}$$
(7)
$$V_a(x_i,\theta _i,\overline{\theta }_i)V_b(x_j,\theta _j,\overline{\theta }_j)=\frac{\delta _{ab}}{8\pi ^2}\frac{\delta (\theta _{ij})\delta (\overline{\theta }_{ij})}{x_{ij}^2},$$
(8)
where
$$x_{ij}=x_ix_j\theta _{ij}=\theta _i\theta _j\xi _{ij}^\mu =\theta _i^\alpha \sigma _{\alpha \dot{\alpha }}^\mu \overline{\theta }_j^{\dot{\alpha }}.$$
(9)
In the next section we will describe the calculation of the order $`g^4`$ perturbative correction to the four-point correlation function
$$G^{(H)}(x_1,x_2,x_3,x_4)=𝒞^{11}(x_1)𝒞_{11}^{}(x_2)𝒞^{22}(x_3)𝒞_{22}^{}(x_4),$$
(10)
where the gauge-invariant composite operators
$$𝒞^{IJ}=\mathrm{tr}(\varphi ^I\varphi ^J)𝒞_{IJ}^{}=\mathrm{tr}(\varphi _I^{}\varphi _J^{})$$
(11)
are the lowest components of the (anti-)chiral superfields
$$C^{IJ}=\mathrm{tr}(\mathrm{\Phi }^I\mathrm{\Phi }^J)C_{IJ}^{}=\mathrm{tr}(\mathrm{\Phi }_I^{}\mathrm{\Phi }_J^{}).$$
(12)
In turn $`𝒞^{IJ}`$ and $`𝒞_{IJ}^{}`$ appear in the decomposition of $`𝒬_{\mathrm{𝟐𝟎}}^{ij}`$, the lowest scalar components of the $`𝒩`$=4 current supermultiplet, under $`SU(4)SU(3)\times U(1)`$. The $`𝒬_{\mathrm{𝟐𝟎}}^{ij}`$ belong to the real representation $`\mathrm{𝟐𝟎}`$ of $`SU(4)`$ and are defined as
$$𝒬_{\mathrm{𝟐𝟎}}^{ij}=\mathrm{tr}(\phi ^i\phi ^j\frac{\delta ^{ij}}{6}\phi _k\phi ^k).$$
(13)
The most general four-point function of the $`𝒬_{\mathrm{𝟐𝟎}}^{ij}`$
$$G^{(𝒬)}(x_1,x_2,x_3,x_4)=𝒬^{i_1j_1}(x_1)𝒬^{i_2j_2}(x_2)𝒬^{i_3j_3}(x_3)𝒬^{i_4j_4}(x_4)$$
(14)
can be expressed as a linear combination of $`G^{(H)}`$, defined in eq. (10), and the following five independent four-point functions
$`G^{(V)}(x_1,x_2,x_3,x_4)`$ $`=`$ $`𝒞^{11}(x_1)𝒞_{11}^{}(x_2)𝒞^{11}(x_3)𝒞_{11}^{}(x_4)`$ (15)
$`G^{(1)}(x_1,x_2,x_3,x_4)`$ $`=`$ $`𝒞^{11}(x_1)𝒞_{22}^{}(x_2)𝒞^{22}(x_3)𝒞_{11}^{}(x_4)`$
$`G^{(2)}(x_1,x_2,x_3,x_4)`$ $`=`$ $`𝒞^{11}(x_1)𝒞^{22}(x_2)𝒞_{11}^{}(x_3)𝒞_{22}^{}(x_4)`$
$`G^{(3)}(x_1,x_2,x_3,x_4)`$ $`=`$ $`𝒞^{11}(x_1)𝒞_{11}^{}(x_2)𝒞^{11}(x_3)𝒞_{11}^{}(x_4)`$
$`G^{(4)}(x_1,x_2,x_3,x_4)`$ $`=`$ $`𝒞^{11}(x_1)𝒞^{11}(x_2)𝒞_{11}^{}(x_3)𝒞_{11}^{}(x_4).`$
We stress that the above five linearly independent four-point functions have been shown to be functionally related to (10) both in perturbation theory and non-perturbatively at the one-instanton level . For instance one finds
$$G^{(H)}(x_1,x_2,x_3,x_4)=sG^{(V)}(x_1,x_2,x_3,x_4)$$
(16)
where $`s`$ is one of the two independent conformally invariant cross-ratios
$$r=\frac{x_{12}^2x_{34}^2}{x_{13}^2x_{24}^2},s=\frac{x_{14}^2x_{23}^2}{x_{13}^2x_{24}^2}$$
(17)
that can be constructed out of four points.
## 3 Superdiagrams and calculations
The four-point function $`G^{(H)}(x_1,x_2,x_3,x_4)`$ defined in (10) is the lowest component of the supercorrelation function
$$\mathrm{\Gamma }^{(H)}(z_1,z_2,z_3,z_4)=C^{11}(z_1)C_{11}^{}(z_2)C^{22}(z_3)C_{22}^{}(z_4)$$
(18)
viz.
$$G^{(H)}(x_1,x_2,x_3,x_4)=\mathrm{\Gamma }^{(H)}(z_1,z_2,z_3,z_4)|_{\theta _i=\overline{\theta }_i=0},$$
(19)
where $`z_i=(x_i^\mu ,\theta _i^\alpha ,\overline{\theta }_{i\dot{\alpha }})`$ as usual. The $`𝒩`$=1 superfield approach greatly simplifies the calculations. The choice of external flavours guarantees that there are no connected supergraphs at tree level. The potential corrections to the propagators at order $`g^4`$ would only contribute to disconnected supergraphs <sup>2</sup><sup>2</sup>2 Order $`g^4`$ corrections to two-point functions of operators belonging to ultra-short supermultiplets vanish . since the choice $`\alpha =1`$ in the gauge-fixing term makes all propagator corrections vanish at order $`g^2`$ .
The connected superdiagrams contributing to (18) are reported in Figs. 2, 2 and 3. We have only displayed superdiagrams that do not vanish by colour contractions. There are 4 superdiagrams with only chiral lines, 21 superdiagrams with one internal vector line and 10 superdiagrams with two internal vector lines. Notice that none of them involves cubic or quartic pure vector vertices. This explains why we have not explicitly displayed the corresponding couplings in (6).
The computation of the overall weights, due to combinatorial factors and colour and flavour contractions, is greatly simplified if fake different coupling constants are introduced for each interaction term in the action. Only at the very end one imposes the relations among the couplings that guarantee $`𝒩`$=4 supersymmetry. As a result one finds<sup>3</sup><sup>3</sup>3In what follows we will only display group theory factors relevant for the case $`𝒢=SU(N)`$. The generalization to an arbitrary gauge group amounts to substituting $`g^2N`$ with $`g^2C_2(A)`$ and $`N^21`$ with $`\text{dim}(𝒢)`$, $`C_2(A)`$ being the quadratic Casimir of the adjoint representation. for the superdiagrams with only chiral lines
$$A_{\mathrm{tot}}=\frac{g^4}{8}N^2(N^21)\left(2A_1+A_2+A_3+A_4\right),$$
(20)
for those with one vector line
$`B_{\mathrm{tot}}`$ $`=`$ $`{\displaystyle \frac{g^4}{4}}N^2(N^21)(2B_1+2B_2+B_3+B_4B_52B_6+2B_7+2B_8+B_9`$
$`+B_{10}B_{11}2B_{12}+B_{13}+B_{14}+B_{15}+B_{16}+B_{17}B_{18}B_{19}B_{20}B_{21})`$
and for the superdiagrams with two vector lines
$$C_{\mathrm{tot}}=\frac{g^4}{2}N^2(N^21)\left(2C_1+2C_22C_32C_4+C_5C_6+2C_7+2C_8C_9\right).$$
(22)
Note that $`C_{10}`$ is zero due to Grassmann integration over the $`\theta `$’s of the interaction vertices. In general, the integration over the $`\theta `$ variables of the interaction vertices is greatly simplified by our choice of computing the lowest component of the supercorrelation function (18). This amounts to put to zero the $`\theta `$ variables of the external insertions.
The final result is a complicated combination of double, triple and quadruple integrals of convolutions of massless scalar propagators and derivatives thereof.
The general strategy for computing the resulting integrals is the following. Exploiting the conformal invariance of the full correlation function we send one of the external points (say $`x_1`$) to infinity after multiplying the correlator by $`(x_1^2)^\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is the conformal dimension of the operator inserted at $`x_1`$. Note that this simple prescription only works for operators (like $`𝒞`$) with protected conformal dimension ($`\mathrm{\Delta }=2`$ in the case at hand), i.e. independent of the coupling constant $`g^2`$. For operators that acquire anomalous dimensions, one has to carefully subtract divergent terms that behave like powers of $`\mathrm{log}(x_1^2)`$ as $`x_1\mathrm{}`$. In this limit the final answer will depend on the three variables $`x_{23}^2`$, $`x_{24}^2`$ and $`x_{34}^2`$. The complete $`x_1`$ dependence is dictated by conformal invariance and can be recovered after the substitutions $`x_{23}^2x_{23}^2x_{14}^2`$, $`x_{24}^2x_{24}^2x_{13}^2`$ and $`x_{34}^2x_{34}^2x_{12}^2`$.
Taking the limit $`x_1\mathrm{}`$ considerably simplifies the computation for two reasons. On the one hand it lowers the number of propagators to be integrated. On the other hand, before taking the limit, one can integrate by parts some of the derivatives in the chiral propagators and make them act on propagators involving the point $`x_1`$. This increases the power of $`x_1`$ in the denominator making it larger than 4 with the consequence that terms generated in this way vanish in the limit. This trick also simplifies the $`\theta `$ integrals. As a result one is left with only double integrals except for the diagrams $`B_{21}`$ and $`C_6`$ where the remaining integral is (naively) a triple one. A drawback of our procedure is that the limit $`x_1\mathrm{}`$ breaks many of the permutation symmetries of the integrand, thus diagrams that were related by rotations (or reflections) to one another must be separately computed. An important simplification arises by observing that in the limit $`x_1\mathrm{}`$ certain linear combinations of diagrams contributing to (3) and (22) actually vanish. Precisely one finds $`B_1=0`$, $`B_9=0`$, $`B_{15}B_{18}=0`$, $`2B_2B_5B_{20}=0`$, $`B_32B_6+B_{13}+B_{17}B_{19}=0`$, $`C_1C_3=0`$, $`C_2+C_8=0`$, $`2C_4C_5+C_9=0`$. As already observed $`C_{10}=0`$ due to the $`\theta `$ integration even before taking the limit.
The whole result can be expressed in terms of only two functions
$$g(i,j,k)=\frac{dx_5}{x_{i5}^2x_{j5}^2x_{k5}^2}$$
(23)
and
$$f(i;j,k)=\frac{dx_5dx_6}{x_{i5}^2x_{j5}^2x_{i6}^2x_{k6}^2x_{56}^2},$$
(24)
where in the notation used in
$$f(i;j,k)f(i,j;i,k).$$
(25)
A useful expression for the function $`g`$ is
$$g(2,3,4)=\frac{\pi ^2}{x_{23}^2}B(\frac{x_{34}^2}{x_{23}^2},\frac{x_{24}^2}{x_{23}^2}),$$
(26)
where $`B(r,s)`$ is a box-type integral given by
$$B(r,s)=𝑑\beta _0𝑑\beta _1𝑑\beta _2\delta (1\beta _0\beta _1\beta _2)\frac{1}{\beta _1\beta _2+r\beta _0\beta _1+s\beta _0\beta _2}.$$
(27)
The result of the integration in (27) can be expressed as a combination of logarithms and dilogarithms as follows
$`B(r,s)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{p}}}\{\mathrm{ln}(r)\mathrm{ln}(s)\left[\mathrm{ln}\left({\displaystyle \frac{r+s1\sqrt{p}}{2}}\right)\right]^2`$ (28)
$`2\mathrm{L}\mathrm{i}_2\left({\displaystyle \frac{2}{1+rs+\sqrt{p}}}\right)2\mathrm{L}\mathrm{i}_2\left({\displaystyle \frac{2}{1r+s+\sqrt{p}}}\right)\},`$
with $`\mathrm{Li}_2(z)=_{n=1}^{\mathrm{}}\frac{z^n}{n^2}`$ and
$$p=1+r^2+s^22r2s2rs.$$
(29)
The explicit expression of the function $`f(i;j,k)`$ has been obtained in
$$f(i;j,k)=\frac{\pi ^4}{x_{jk}^2}\mathrm{\Phi }^{(2)}(\frac{x_{ij}^2}{x_{jk}^2},\frac{x_{ik}^2}{x_{jk}^2})$$
(30)
where $`\mathrm{\Phi }^{(2)}(r,s)`$ involves polylogarithms of up to fourth order. For the purpose of the present investigation, however, we only need the following identities
$$\mathrm{}_jf(i;j,k)=4\pi ^2\frac{1}{x_{ij}^2}g(i,j,k),$$
(31)
$$\mathrm{}_if(i;j,k)=4\pi ^2\frac{x_{jk}^2}{x_{ij}^2x_{ik}^2}g(i,j,k).$$
(32)
The latter identity has to be used in both directions to simplify the integrals appearing in the diagrams $`A_2`$, $`B_7`$, $`B_8`$ and $`B_{11}`$. The triple integrals that appear in the computation of the diagrams $`B_{21}`$ and $`C_6`$ can be simplified with the help of the relation
$$\mathrm{}_3\frac{dx_5}{x_{25}^5}\left[g(3,4,5)\right]^2=4\pi ^2\frac{x_{24}^2}{x_{34}^2}\left[g(2,3,4)\right]^2.$$
(33)
Eq. (33) can in turn be proved using the identity
$$\mathrm{}_2\left(x_{24}^2\left[g(2,3,4)\right]^2\right)=x_{34}^2\mathrm{}_3\left[g(2,3,4)\right]^2,$$
(34)
which can be verified by resorting to the explicit expression of $`g(2,3,4)`$ given by eq. (26).
The total contributions of each of the three classes of diagrams of Figs. 2, 2 and 3 is
$$A_{\mathrm{tot}}=\frac{g^4N^2(N^21)}{8(4\pi ^2)^8}\left\{\frac{2}{x_{34}^2}[f(3;2,4)+f(2;3,4)]+\left[g(2,3,4)\right]^2\right\},$$
(35)
$$B_{\mathrm{tot}}=\frac{g^4N^2(N^21)}{4(4\pi ^2)^8}\frac{1}{4x_{34}^2}\left\{\left[g(2,3,4)\right]^2(x_{24}^2+x_{34}^2x_{23}^2)4f(3;2,4)4f(4;2,3)\right\},$$
(36)
$$C_{\mathrm{tot}}=\frac{g^4N^2(N^21)}{2(4\pi ^2)^8}\frac{1}{4x_{34}^2}\left\{x_{24}^2\left[g(2,3,4)\right]^22f(3;2,4)\right\}.$$
(37)
Summing the above three contributions yields
$`G(x_2,x_3,x_4)\underset{x_1\mathrm{}}{lim}x_1^4G^{(H)}(x_1,x_2,x_3,x_4)={\displaystyle \frac{g^4N^2(N^21)}{4(4\pi ^2)^8x_{34}^2}}\times `$
$`\left\{f(2;3,4)+f(3;2,4)+f(4;2,3)+{\displaystyle \frac{1}{4}}(x_{24}^2+x_{34}^2+x_{23}^2)\left[g(2,3,4)\right]^2\right\}.`$ (38)
As already explained, the actual $`x_1`$ dependence is recovered by performing in the right hand side of (38) the substitutions $`x_{23}^2x_{23}^2x_{14}^2`$, $`x_{24}^2x_{24}^2x_{13}^2`$ and $`x_{34}^2x_{34}^2x_{12}^2`$. The final result is in perfect agreement with the expression of the corresponding four-point function of hypermultiplet bilinears computed by means of $`𝒩`$=2 harmonic superspace techniques in .
## 4 Logarithms and anomalous dimensions
As in previous computations at order $`g^2`$ and at the one-instanton level , the function (38) shows the expected short-distance logarithmic behaviour. Indeed at short distances (i.e. in the limit in which pairs of points are taken to coincide) one finds linear and quadratic logarithms that are not incompatible with the finiteness of $`𝒩=4`$ SYM in the superconformal phase.
To illustrate this point in a simple fashion we will follow closely and consider as an example the two-point function of a primary operator of scale dimension $`\mathrm{\Delta }`$
$$𝒪_\mathrm{\Delta }^{}(x)𝒪_\mathrm{\Delta }(y)=\frac{A_\mathrm{\Delta }}{(xy)^{2\mathrm{\Delta }}},$$
(39)
where $`A_\mathrm{\Delta }`$ is an overall normalisation constant possibly depending on the subtraction scale $`\mu `$. Now suppose that $`\mathrm{\Delta }=\mathrm{\Delta }^{^{(0)}}+\gamma `$, i.e. the operator under consideration has an anomalous dimension. In perturbation theory $`\gamma =\gamma (g^2)`$ is expected to be small and to admit an expansion in the coupling constant $`g^2`$
$$\gamma (g)=\gamma _1g^2+\gamma _2g^4+\mathrm{}.$$
(40)
The perturbative expansion of (39) in powers of $`g^2`$ yields
$`𝒪_\mathrm{\Delta }^{}(x)𝒪_\mathrm{\Delta }(y)={\displaystyle \frac{a_\mathrm{\Delta }}{(xy)^{2\mathrm{\Delta }^{^{(0)}}}}}\times `$ (41)
$`\left(1g^2\gamma _1\mathrm{log}[\mu ^2(xy)^2]+g^4\left\{{\displaystyle \frac{1}{2}}\gamma _1^2(\mathrm{log}[\mu ^2(xy)^2])^2\gamma _2\mathrm{log}[\mu ^2(xy)^2]\right\}+\mathrm{}\right),`$
where after renormalisation we have set $`A_\mathrm{\Delta }=a_\mathrm{\Delta }\mu ^{2\gamma }`$. Thus, although the exact expression (39) is conformally invariant, at each order in $`g^2`$ eq. (41) contains powers of logarithms that seem to even violate scale invariance. Similar considerations apply to generic $`n`$-point Green functions as well.
Assuming the validity of the OPE, a four-point function can be expanded in the $`s`$-channel in the form
$$𝒬_A(x)𝒬_B(y)𝒬_C(z)𝒬_D(w)=\underset{K}{}\frac{C_{CD}{}_{}{}^{K}(zw,_w)}{(zw)^{\mathrm{\Delta }_C+\mathrm{\Delta }_D\mathrm{\Delta }_K}}𝒬_A(x)𝒬_B(y)𝒪_K(w),$$
(42)
where $`K`$ runs over a complete set of primary operators. Descendants are implicitly taken into account by the presence of derivatives in the Wilson coefficients, $`C`$’s. An expansion like (42) is valid in the other two channels as well. To simplify formulae we assume that $`𝒬_A,𝒬_B,𝒬_C,𝒬_D`$ are protected operators, i.e. they have no anomalous dimensions. In general the operators $`𝒪_K`$ may have anomalous dimensions, $`\gamma _K`$, so that $`\mathrm{\Delta }_K=\mathrm{\Delta }_K^{^{(0)}}+\gamma _K`$, where $`\mathrm{\Delta }_K^{^{(0)}}`$ is the tree-level scale dimension. Similarly $`C_{IJ}{}_{}{}^{K}=C_{IJ}^{^{(0)}}{}_{}{}^{K}+\eta _{IJ}^K`$, with $`\eta _{IJ}^K`$ the perturbative correction to the OPE coefficients.
The three-point function in the right hand side of eq. (42) is determined by conformal invariance to be of the form
$$𝒬_A(x)𝒬_B(y)𝒪_K(z)=\frac{C_{ABK}(g^2)}{(xy)^{\mathrm{\Delta }_A+\mathrm{\Delta }_B\mathrm{\Delta }_K}(xz)^{\mathrm{\Delta }_A\mathrm{\Delta }_B+\mathrm{\Delta }_K}(yz)^{\mathrm{\Delta }_B\mathrm{\Delta }_A+\mathrm{\Delta }_K}}.$$
(43)
Eq. (43), like the two-point function (41), can be expanded in power series in $`g^2`$ giving rise to logarithmic terms. From these formulae one can extract the corrections to both the OPE coefficients and the anomalous dimensions of the operators $`𝒪_K`$. The same procedure applies also to derivatives of the three- and four-point functions as well as to their limits for $`x_1\mathrm{}`$.
Let us analyze the function $`G^{(H)}`$ in the limit $`x_4x_3`$ that exposes the $`s`$-channel. Only operators in the singlet of the manifest $`SU(3)\times U(1)`$ may be exchanged . Barring the identity operator, that is clearly not renormalized, the leading contribution comes from the operator
$$𝒦_\mathrm{𝟏}=\frac{1}{3}:\mathrm{tr}(\phi ^i\phi ^i):,$$
(44)
that has naive dimension $`\mathrm{\Delta }^{^{(0)}}=2`$ and is lowest component of the long Konishi supermultiplet.
In the case under consideration, the relative complexity of the explicit expression for $`f(i;j,k)`$ makes it difficult to directly analyse the short distance behaviour of the function (38). Thus we find it more convenient to compute $`\mathrm{}_2G(x_2,x_3,x_4)`$, which can be expressed in terms of only the much simpler function $`g(i,j,k)`$. Using eqs. (31), (32) and (34), one obtains
$`\mathrm{}_2G(x_2,x_3,x_4)`$ $`=`$ $`{\displaystyle \frac{g^4N^2(N^21)}{8(4\pi ^2)^8}}[{\displaystyle \underset{j=2}{\overset{4}{}}}_jg(2,3,4)_jg(2,3,4)`$ (45)
$``$ $`3(4\pi ^2)({\displaystyle \frac{1}{x_{23}^2x_{34}^2}}+{\displaystyle \frac{1}{x_{24}^2x_{34}^2}}+{\displaystyle \frac{1}{x_{23}^2x_{24}^2}})g(2,3,4)].`$
The leading behaviour of (45) in the limit $`x_4x_3`$ is given by
$$\mathrm{}_2G(x_2,x_3,x_4)\text{ }x_4x_3\frac{g^4N^2(N^21)}{16(4\pi ^2)^6}\frac{1}{x_{23}^4x_{34}^2}\left[3\mathrm{log}\left(\frac{x_{34}^2}{x_{23}^2}\right)5\right].$$
(46)
We now compare eq. (46) with the result of the OPE analysis of the order $`g^4`$ contribution to the function $`\mathrm{}_2G(x_2,x_3,x_4)`$. The latter yields
$$\mathrm{}_2G(x_2,x_3,x_4)\text{ }x_4x_3\frac{g^4(N^21)}{(4\pi ^2)^6x_{23}^4x_{34}^2}\left[a_0\gamma _1^2\mathrm{log}\left(\frac{x_{34}^2}{x_{23}^2}\right)+a_0(\gamma _1^2+2\gamma _2)+2a_1\gamma _1\right],$$
(47)
where the coefficients $`a_0`$ and $`a_1`$ are given by
$$a_0=\frac{1}{3}(4\pi ^2)^2,a_1=N\pi ^2.$$
(48)
They represent the tree-level contribution of the Konishi scalar $`𝒦_\mathrm{𝟏}`$ to the $`s`$-channel expansion of the function $`G^{(H)}`$ and its finite one-loop correction. The coefficients $`a_0`$ and $`a_1`$ are determined by the one-loop analysis performed in that gives
$`G(x_2,x_3,x_4)|_{1\mathrm{loop}}`$ $`\text{ }x_4x_3`$ $`{\displaystyle \frac{g^2(N^21)}{(4\pi ^2)^6}}{\displaystyle \frac{1}{x_{23}^2x_{34}^2}}\left[a_0{\displaystyle \frac{\gamma _1}{2}}\mathrm{log}\left({\displaystyle \frac{x_{34}^2}{x_{23}^2}}\right)+a_1\right]`$ (49)
$`={\displaystyle \frac{g^2(N^21)}{(4\pi ^2)^6}}{\displaystyle \frac{1}{x_{23}^2x_{34}^2}}\pi ^2N\left[{\displaystyle \frac{1}{2}}\mathrm{log}\left({\displaystyle \frac{x_{34}^2}{x_{23}^2}}\right)1\right].`$
We stress that the quadratic logarithmic term in $`G^{(H)}`$ contributes a linear logarithmic term to $`\mathrm{}_2G^{(H)}`$ in eq. (47.
Comparison of eq. (46) with eq. (47) shows that the coefficient of the logarithmic term is related to the square of the one-loop anomalous dimension of $`𝒦_\mathrm{𝟏}`$, and agrees with the known value $`\gamma _1=\frac{3N}{16\pi ^2}`$ . The the constant term corresponds to a combination of the one- and two-loop anomalous dimensions and the known one-loop correction to the OPE coefficient. For the $`g^4`$ contribution to the anomalous dimension of the Konishi supermultiplet one obtains
$$\gamma _{2\mathrm{loop}}=\gamma _2g^4=\frac{3g^4N^2}{16(4\pi ^2)^2}.$$
(50)
The analysis of the other two non-singlet channels ($`x_{24}0`$ and $`x_{23}0`$) is more subtle. The lowest dimensional operators that can be exchanged in both channels belong to the $`\mathrm{𝟏𝟎𝟓}`$ and to the $`\mathrm{𝟖𝟒}`$ representations of the $`SU(4)`$ R-symmetry. Single- and double-trace operators of dimension four in the $`\mathrm{𝟏𝟎𝟓}`$ are expected to be protected . In order to disentangle the two $`SU(4)`$ representations it is necessary to consider another four-point function. We find it convenient to analyse the four-point correlator $`G^{(V)}`$, defined in (15). One-loop , one-instanton and two-loop computations give $`sG^{(V)}=G^{(H)}`$. The OPE analysis of the $`g^4`$ contribution to $`G^{(V)}`$, as it is obtained from the above functional relation, confirms the non-renormalisation of the $`\mathrm{𝟏𝟎𝟓}`$ operators.
The two possible operators of naive dimension four in the $`\mathrm{𝟖𝟒}`$ mix at one-loop . One of them, $`𝒦_{\mathrm{𝟖𝟒}}`$ is a superconformal descendant of of $`𝒦_\mathrm{𝟏}`$ and as such has the same anomalous dimension. A careful OPE analysis, combined with the symmetry of the factor in brackets in the right hand side of eq. (38) under the exchange of $`x_2`$ and $`x_4`$, implies that this operator saturates the logarithmic behaviour in this channel. We thus conclude that the operator $`\widehat{𝒟}_{\mathrm{𝟖𝟒}}`$, identified in as the combination orthogonal to $`𝒦_{\mathrm{𝟖𝟒}}`$, is protected also at order $`g^4`$. This is in agreement with the fact that it belongs to a supermultiplet satisfying a generalized shortening conditions .
## 5 Comments
Let us briefly comment on the bearing of the results of this paper. First of all the very fact that it was possible to compute in closed form a four-point function of protected composite operators at order $`g^4`$ shows that $`𝒩`$=4 SYM is both non-trivial and calculable. No off-shell approach is known that preserves $`𝒩`$=4 supersymmetry. At the quantum level, one has to resort either to the $`𝒩`$=1 superspace approach pursued here or to the less familiar $`𝒩`$=2 harmonic superspace approach pursued in . The coincidence of all known results in the two approaches gives independent support to some $`𝒩`$=2 harmonic superspace identities , based on the bonus symmetry proposed in , that led to drastic simplifications in the computations reported in .
The introduction of supersymmetric mass-terms gives rise to interesting, in some cases confining, theories that can be handled with $`𝒩`$=1 superfield techniques. Alternatively one might consider other finite $`𝒩`$=1 gauge theories some of which are conjectured to be dual to type IIB superstring on $`AdS_5\times S^5/\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is a discrete subgroup of an $`SU(3)`$ subgroup of the $`SU(4)`$ R-symmetry. These gauge theories govern the dynamics of the light degrees of freedom of stacks of coincident D3-branes at special orbifold singularities . Other $`𝒩`$=1 finite theories can be obtained by perturbing $`𝒩`$=2 theories by mass-terms. This is the case of D3-branes at generalized conifold singularities , whose supergravity dual replaces $`S^5`$ with less trivial Einstein spaces . In all such cases the $`𝒩`$=1 formalism pursued in this paper might allow one to compute correlation functions of protected composite operators. By OPE one would then extract anomalous dimensions and couplings of unprotected operators such as those belonging to Konishi-like long supermultiplets. These are expected to be dual to genuine string excitations and as such should decouple from the operator algebra in the supergravity limit, that is dual to the large $`N`$ and strong ’t Hooft coupling limit. The fact that the one-loop anomalous dimension of the Konishi multiplet has been known for some time to be positive was somewhat reassuring in this respect. The OPE analysis of the two-loop computations confirm the one-loop result, but at the same time yields a negative two-loop contribution to the anomalous dimension. This result certainly requires further investigation and some cross-checks . Another related issue is the rôle of multi-trace operators that are expected to be dual to multiparticle states in the AdS description. We have shown and confirmed in the present paper that their mixing with single trace operators is not suppressed in the large $`N`$ limit at finite ’t Hooft coupling. In fact protected operators belonging to supermultiplets that satisfy generalized shortening conditions are typically mixtures of single- and multi-trace operators. One would like to clarify their rôle in the operator algebra in relation to the “string exclusion principle” that is expected to drastically reduce the spectrum of AdS excitations at finite “radius”, i.e. at finite $`N`$ .
Acknowledgements
We would like to thank E. D’Hoker, S. Ferrara, M. Gunaydin and J.F. Morales for useful discussions. Ya.S.S. and S.K. would like to thank the Physics Department and I.N.F.N. Section at Università di Roma “Tor Vergata” for hospitality and financial support.
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# Self-dual Einstein Hermitian four manifolds
## Introduction
The main goal of this paper is to give a local description of all self-dual Einstein $`4`$-manifolds $`(M,g)`$ which admit a positive Hermitian structure.
It follows from a (weak) Riemannian version of the Goldberg-Sachs theorem that a Riemannian Einstein $`4`$-manifold locally admits a positive Hermitian structure if and only if the self-dual Weyl tensor $`W^+`$ is degenerate. This means that at any point of $`M`$ at least two of the three eigenvalues of $`W^+`$ coincide, when $`W^+`$ is viewed as a symmetric traceless operator acting on the three-dimensional space of self-dual 2-forms.
Riemannian Einstein 4-manifolds with degenerate self-dual Weyl tensor have been much studied by A. Derdziński; we here recall the following facts taken from :
1. $`W^+`$ either vanishes identically or else has no zero, i.e. has exactly two distinct eigenvalues at any point (one of them, say $`\lambda `$, is simple; the other one is of multiplicity $`2`$, and therefore equals $`\frac{\lambda }{2}`$ as $`W^+`$ is trace-free).
2. In the latter case, the Kähler form of the Hermitian structure $`J`$ is a generator of the simple eigenspace of $`W^+`$ — in particular, the conjugacy class of $`J`$ is uniquely defined by the metric — and the conformal metric $`\overline{g}=|W^+|^{\frac{2}{3}}g`$ is Kähler with respect to $`J`$.
3. If, moreover, $`g`$ is assumed to be self-dual — meaning that the anti-self-dual Weyl tensor, $`W^{}`$, vanishes identically — the simple eigenvalue $`\lambda `$ of $`W^+`$ is constant (equivalently, the norm $`|W^+|`$ is constant) if and only if $`(M,g)`$ is locally symmetric, i.e., a real or complex space form.
We then have a natural bijection between the following three classes of Riemannian $`4`$-manifolds (see Lemma 2 below):
1. Self-dual Einstein $`4`$-manifolds with degenerate self-dual Weyl tensor $`W^+`$, such that $`|W^+|`$ is not constant.
2. Self-dual Einstein Hermitian $`4`$-manifolds which are neither conformally-flat nor Kähler.
3. Self-dual Kähler manifolds with nowhere vanishing and non-constant scalar curvature.
In this correspondence, the Riemannian metrics are defined on the same manifold and belong to the same conformal class. Observe that each class is defined by an algebraic closed condition (the vanishing of some tensors) and an open genericity condition.
Since the compact case is completely understood, see e.g. or for a classification, the paper will concentrate on the local situation.
The first known examples of (non-locally-symmetric) self-dual Einstein Hermitian metrics have been metrics of cohomogeneity one under the isometric action of a four-dimensional Lie group. Einstein metrics which are of cohomogeneity one under the action of a four-dimensional Lie group are automatically Hermitian . By using this remark, A. Derdziński constructed a family of cohomogeneity-one self-dual Einstein Hermitian metrics under the action of $`\times \mathrm{Isom}(^2)`$, U(1,1) and U(2); this family actually includes (in a rather implicit way) the well-known Pedersen-LeBrun metrics which play an important role in Section 3 of this paper.
It is a priori far from obvious that there are any other examples of self-dual Einstein Hermitian 4-manifolds, since the conditions of being self-dual, Einstein and Hermitian constitute an over-determined second order PDE system for the metric $`g`$. We show however that there are actually many other examples; more precisely, we classify all local solutions of this system and provide a simple, explicit (local) Ansatz for self-dual Einstein Hermitian 4-manifolds (see Theorem 2 and Lemma 3 for a precise statement).
An amazing, a priori unexpected fact comes out from the argument and explains a posteriori the integrability of the above mentioned Frobenius system : all self-dual Einstein Hermitian metrics admit a local isometric action of $`^2`$ with two-dimensional orbits (Theorem 2 and Remark 3). In particular, these metrics locally fall into the more general context of self-dual metrics with torus action considered in and, more recently, in (see Remark 3 (ii)).
It turns out that this property of having more (local) symmetries than expected is actually shared by Kähler metrics with vanishing Bochner tensor in all dimensions, as shown in the recent work of R. Bryant (see for precise statements). Since the Bochner tensor of a Kähler manifold of real dimension four is the same as the anti-self-dual tensor $`W^{}`$ — so that Bochner-flat Kähler metrics are a natural generalization of self-dual Kähler metrics in higher dimensions — by using the correspondence given by Lemma 2, Bryant’s work provides an alternative approach to our classification in Section 2.
Moreover, Bryant’s work includes a large section devoted to complete metrics; in particular, by specifying his general techniques to dimension four, he has been able (again via Lemma 2) to give complete examples of self-dual Einstein Hermitian 4-manifolds, corresponding to the generic case considered in Theorem 2.
The paper is organized as follows:
Section 1 displays the background material; the notation closely follows our previous work — with the exception of the Lee form, whose definition here is slightly different — and we send back the reader to for more details and references.
Section 2.1 provides a complete description of (locally defined) cohomogeneity-one self-dual Einstein Hermitian metrics (Theorem 1). It turns out that they all admit a local isometric action (with three-dimensional orbits) of certain four-dimensional Lie groups, such that the metrics can be put in a diagonal form; in other words, they are biaxial diagonal Bianchi metrics of type A, see e.g. . Theorem 1 relies on the fact that every (non-locally-symmetric) self-dual Einstein Hermitian metric $`(g,J)`$ has a distinguished non-trivial Killing field, namely $`K=J\mathrm{grad}_g(|W^+|^{\frac{1}{3}})`$, . Then, the Jones-Tod reduction with respect to $`K`$ provides a three-dimensional space of constant curvature. The diagonal form of the metrics follows from and (a unified presentation for these cohomogeneity-one metrics also appears in ). To the best of our knowledge, apart from these metrics no other examples of self-dual Einstein Hermitian metrics were known in the literature (see however Section 4).
Section 2.2 is devoted to the generic case, when the metric is neither locally-symmetric nor of cohomogeneity one. Our approach is similar to Armstrong’s one in : When considering the Einstein condition alone, the Riemannian Goldberg-Sachs theorem together with Derdziński’s results reported above imply a number of relations for the 4-jet of an Einstein Hermitian metric (Sec. 2.1, Proposition 2); these happen to be the only obstructions for prolonging the 3-jet solutions of the problem to 4-jet and no further obstructions appear when reducing the equations for non-Kähler, non-anti-self-dual Hermitian Einstein 4-manifolds to a (simple) perturbated $`\mathrm{SU}(\mathrm{})`$-Toda field equation . If, moreover, we insist that $`g`$ be also self-dual, we find further relations for the 5-jet of the metric and we show that they have the form of an integrable closed Frobenius system of PDE’s for the parameter space of the 4-jet of the metric. We thus prove the local existence of non-locally symmetric and non-cohomogeneity-one self-dual Einstein Hermitian metrics (Theorem 2). It turns out that this Frobenius system can be explicitly integrated (Lemma 3). We thus obtain a uniform local description for all self-dual Einstein Hermitian metrics in an explicit way.
Section 3 is devoted to the subclass of self-dual Einstein Hermitian metrics which admit a compatible, non-closed, anti-self-dual hypercomplex structure. This is the same, locally, as the class of self-dual Einstein Hermitian metrics which admit a non-closed Einstein-Weyl connection (see Section 1.2). From this viewpoint, it is a particular case of four-dimensional conformal metrics which admit two distinct Einstein-Weyl connections. In our case, one of them is the Levi-Civita connection of the Einstein metric, whereas the other one is non-closed, hence, because of Proposition 3, attached to a non-closed hyperhermitian structure. (Recall that a conformal 4-manifold admitting two distinct closed Einstein-Weyl structures is necessarily conformally flat (folklore), and that, conversely, every conformally flat 4-manifold only admits closed Einstein-Weyl structures , see also Proposition 3 and Corollary 1 below).
It turns out that self-dual Einstein Hermitian metrics which admit a compatible, non-closed, anti-self-dual hypercomplex structure, actually admit a second one and thus fall in the bi-hypercomplex situation described by Madsen in ; in particular, these metrics admit a local action of $`\mathrm{U}(2)`$, with three-dimensional orbits, and are diagonal Bianchi XI metrics, see Theorem 3 below.
Notice that a general description of (anti-self-dual) metrics admitting two distinct compatible hypercomplex structures appears in , see also , whereas a family of self-dual Einstein metrics with compatible non-closed hyperhermitian structures, parameterized by holomorphic functions of one variable, has been constructed in .
In Section 4, we show that all anti-self-dual, Einstein four dimensional orbifolds obtained by quaternionic Kähler reduction from the eight dimensional quaternionic Kähler Wolf spaces $`P^2`$, $`SU(4)/S(U(2)U(2))`$ and their non-compact duals (see and ) are actually Hermitian with respect to the opposite orientation, hence locally isomorphic to metrics described in Section 2. These orbifolds include the weighted projective planes $`P^{[p_1,p_2,p_3]}`$ for integers $`0<p_1p_2p_3`$ satisfying $`p_3<p_1+p_2`$, cf. \[27, Sec. 4\]. On these orbifolds, Bryant has constructed Bochner-flat Kähler metrics with everywhere positive scalar curvature, hence also self-dual, Einstein Hermitian metrics according to Lemma 2 below, \[13, Sec. 4.3\]; in view of the results of Section 2, Galicki-Lawson’s and Bryant’s metrics agree locally, but the issue as to whether they agree globally remains unclear.
Acknowledgments. The first-named author thanks the Dipartimento di Matematica, Università di Rome Tre and the Max-Planck-Institut in Bonn for hospitality during the preparation of this paper. He would like to express his gratitude to J. Armstrong for explaining his approach to Einstein Hermitian metrics and many illuminating discussions. The authors warmly thank S. Salamon for being an initiator of this work and for gently sharing his expertise, and C. LeBrun, C. Boyer, K. Galicki, whose comments are at the origin of the last section of the paper. It is also a pleasure for us to thank N. Hitchin, S. Marchiafava, H. Pedersen, P. Piccinni, M. Pontecorvo and K.P. Tod for their interest and stimulating conversations, and R. Bryant for his interest and remarks.
Finally, a special aknowledgment is due to D. Calderbank for his friendly assistance in carefully reading the manuscript, checking computations, correcting mistakes and suggesting improvements; he in particular decisively contributed to improving the paper by pointing out a mistake in a former version and thus revealing the rational character of the metrics described in Section 2.2.
## 1. Einstein metrics, Hermitian structures and Einstein-Weyl geometry in dimension 4
### 1.1. Einstein metrics and compatible Hermitian structures
In the whole paper $`(M,g)`$ denotes an oriented Riemannian four-dimensional manifold.
A specific feature of the four-dimensional Riemannian geometry is the splitting
(1)
$$AM=A^+MA^{}M,$$
of the Lie algebra bundle, $`AM`$, of skew-symmetric endomorphisms of the tangent bundle, $`TM`$, into the direct sum of two Lie algebra subbundles, $`A^\pm M`$, derived from the Lie algebra splitting $`𝔰𝔬(4)=𝔰𝔬(3)𝔰𝔬(3)`$ of the orthogonal Lie algebra $`𝔰𝔬(4)`$ into the direct sum of two copies of $`𝔰𝔬(3)`$.
A similar decomposition occurs for the bundle $`\mathrm{\Lambda }^2M`$ of $`2`$-forms
(2)
$$\mathrm{\Lambda }^2M=\mathrm{\Lambda }^+M\mathrm{\Lambda }^{}M,$$
given by the spectral decomposition of the Hodge-star operator, $``$, whose restriction to $`\mathrm{\Lambda }^2M`$ is an involution; here, $`\mathrm{\Lambda }^\pm M`$ is the eigen-subbundle for the eigenvalue $`\pm `$ of $``$.
Both decompositions are actually determined by the conformal metric $`[g]`$ only. When $`g`$ is fixed, $`\mathrm{\Lambda }^2M`$ is identified to $`AM`$ by setting: $`\psi (X,Y)=g(\mathrm{\Psi }(X),Y)`$, for any $`\mathrm{\Psi }`$ in $`AM`$ and any vector fields $`X,Y`$; then, we can arrange signs in (1) so that (1) and (2) are identified to each other. A similar decomposition and a similar identification occur for the bundle $`\mathrm{\Lambda }^2(TM)`$ of bivectors.
Sections of $`\mathrm{\Lambda }^+M`$, resp. $`\mathrm{\Lambda }^{}M`$, are called self-dual, resp. anti-self-dual, and similarly for sections of $`AM`$ or $`\mathrm{\Lambda }^2(TM)`$.
In the sequel, the vector bundles $`AM`$, $`\mathrm{\Lambda }^2M`$ and $`\mathrm{\Lambda }^2(TM)`$ will be freely identified to each other; similarly, the cotangent bundle $`T^{}M`$ will be freely identified to $`TM`$; when no confusion can arise, the inner product determined by $`g`$ will be simply denoted by $`(,)`$; we adopt the convention that $`(\mathrm{\Psi }_1,\mathrm{\Psi }_2)=\frac{1}{2}\mathrm{tr}(\mathrm{\Psi }_1\mathrm{\Psi }_2)`$, for sections of $`AM`$, and the corresponding convention for $`\mathrm{\Lambda }^2M`$ and $`\mathrm{\Lambda }^2(TM)`$.
The Riemannian curvature, $`R`$, is defined by $`R_{X,Y}=D_{[X,Y]}^g[D_X^g,D_Y^g],`$ where $`D^g`$ denotes the Levi-Civita connection of $`g`$; $`R`$ is thus a $`AM`$-values $`2`$-form, but will be rather considered as a section of the bundle $`S^2(\mathrm{\Lambda }^2M)`$ of symmetric endomorphisms of $`\mathrm{\Lambda }^2M`$.
The Weyl tensor, $`W`$, commutes with $``$ and, accordingly, splits as $`W=W^++W^{}`$, where $`W^\pm =\frac{1}{2}(W\pm W)`$; $`W^+`$ is called the self-dual Weyl tensor; it acts trivially on $`\mathrm{\Lambda }^{}M`$ and will be considered in the sequel as a field of (symmetric, trace-free) endomorphisms of $`\mathrm{\Lambda }^+M`$; similarly, the anti-self-dual Weyl tensor $`W^{}`$ will be considered as a field of endomorphismes of $`\mathrm{\Lambda }^{}M`$.
The Ricci tensor, $`\mathrm{Ric}`$, is the symmetric bilinear form defined by $`\mathrm{Ric}(X,Y)=\mathrm{tr}\{ZR_{X,Z}Y\}`$; alternatively, $`\mathrm{Ric}(X,Y)=_{i=1}^4(R_{X,e_i}Y,e_i)`$ for any $`g`$-orthonormal basis $`\{e_i\}`$. We then have $`\mathrm{Ric}=\frac{s}{4}g+\mathrm{Ric}_0`$, where $`s`$ is the scalar curvature (= the trace of $`\mathrm{Ric}`$ with respect to $`g`$) and $`\mathrm{Ric}_0`$ is the trace-free Ricci tensor. The latter can be made into a section of $`S^2(\mathrm{\Lambda }^2M)`$, then denoted by $`\stackrel{~}{\mathrm{Ric}_0}`$, by putting $`\stackrel{~}{\mathrm{Ric}_0}(XY)=\mathrm{Ric}_0(X)Y+X\mathrm{Ric}_0(Y).`$
It is readily checked that $`\stackrel{~}{\mathrm{Ric}_0}`$ satisfies the first Bianchi identity, i.e. $`\stackrel{~}{\mathrm{Ric}_0}`$ is a tensor of the same kind as $`R`$ itself, as well as $`W^+`$ and $`W^{}`$; moreover, $`\stackrel{~}{\mathrm{Ric}_0}`$ anti-commutes with $``$, so that it can be viewed as a field of homomorphisms from $`\mathrm{\Lambda }^+M`$ into $`\mathrm{\Lambda }^{}M`$, or from $`\mathrm{\Lambda }^{}M`$ into $`\mathrm{\Lambda }^+M`$ (adjoint to each other); we eventually get the well-known Singer-Thorpe decomposition of $`R`$, see e.g. :
(3)
$$R=\frac{s}{12}\mathrm{Id}_{|\mathrm{\Lambda }^2M}+\frac{1}{2}\stackrel{~}{\mathrm{Ric}}_0+W^++W^{},$$
or, in a more pictorial way
$$R=\left(\begin{array}{ccc}& W^++\frac{s}{12}\mathrm{Id}_{|\mathrm{\Lambda }^+M}& \frac{1}{2}\stackrel{~}{\mathrm{Ric}_0}_{|\mathrm{\Lambda }^{}M}\\ \\ & \frac{1}{2}\stackrel{~}{\mathrm{Ric}_0}_{|\mathrm{\Lambda }^+M}& W^{}+\frac{s}{12}\mathrm{Id}_{|\mathrm{\Lambda }^{}M}\end{array}\right)$$
The metric $`g`$ is Einstein if $`\mathrm{Ric}_0=0`$ (equivalently, $`g`$ is Einstein if $`R`$ commutes with $``$).
The metric $`g`$ (or rather the conformal class $`[g]`$) is self-dual if $`W^{}=0`$; anti-self-dual if $`W^+=0`$.
An almost-complex structure $`J`$ is a field of automorphisms of $`TM`$ of square $`\mathrm{Id}|_{TM}`$. An integrable almost-complex structure is simply called a complex structure.
In this paper, the metric $`g`$, or its conformal class $`[g]`$, is fixed and we only consider $`g`$-orthogonal almost-complex structures, i.e. almost-complex structure $`J`$ satisfying the identity $`g(JX,JY)=g(X,Y)`$, so that the pair $`(g,J)`$ is an almost-Hermitian structure; then, the associated bilinear form, $`F`$, defined by $`F(X,Y)=g(JX,Y)`$ is a $`2`$-form, called the Kähler form.
The pair $`(g,J)`$ is Hermitian if $`J`$ is integrable; Kähler if $`J`$ is parallel with respect to the Levi-Civita connection $`D^g`$; if $`(g,J)`$ is Kähler then $`J`$ is integrable and $`F`$ is closed; conversely, these two conditions together imply that $`(g,J)`$ is Kähler.
A $`g`$-compatible almost-complex structure $`J`$ is either a section of $`A^+M`$ or a section of $`A^{}M`$; it is called positive, or self-dual, in the former case, negative, or anti-self-dual in the latter case. Alternatively, the Kähler form is either self-dual or anti-self-dual. Conversely, any section $`\mathrm{\Psi }`$ of $`A^+M`$, resp. $`A^{}M`$, such that $`|\mathrm{\Psi }|^2=2`$, is a positive, resp. negative, $`g`$-orthogonal almost-complex structure. It follows that any non-vanishing section, $`\mathrm{\Psi }`$, of $`A^+M`$ — if any — determines a (positive) almost-complex structure $`J`$, defined by $`J=\sqrt{2}\frac{\mathrm{\Psi }}{|\mathrm{\Psi }|}`$ (similarly for non-vanishing sections of $`A^{}M`$).
Whereas the existence of a (positive) $`g`$-orthogonal almost-complex structure is a purely topological problem, the similar issue for complex structures heavily depends on the geometry of $`g`$, and this dependence is essentially measured by the self-dual Weyl tensor $`W^+`$.
This assertion can be made more precise in the following way. We denote by $`\lambda _+\lambda _0\lambda _{}`$ the eigenvalues of $`W^+`$ at some point, $`x`$, of $`M`$, and we assume that $`W^+`$ does not vanish at $`x`$; equivalently, since $`W^+`$ is trace-free, we assume that $`\lambda _+\lambda _{}`$ is positive; we denote by $`F_+`$ an eigenform of $`W^+`$ with respect to $`\lambda _+`$, normalized by $`|F_+|^2=2`$; similarly, $`F_{}`$ denotes an eigenform of $`W^+`$ for $`\lambda _{}`$, again normalized by $`|F_{}|^2=2`$; the roots, $`P`$, of $`W^+`$ at $`x`$ are then defined by $`P=\frac{(\lambda _+\lambda _0)^{\frac{1}{2}}}{(\lambda _+\lambda _{})^{\frac{1}{2}}}F_{}+\frac{(\lambda _0\lambda _{})^{\frac{1}{2}}}{(\lambda _+\lambda _{})^{\frac{1}{2}}}F_+;`$ it is easily checked that this expression actually determine two distinct pairs of opposite roots in the generic case, when the eigenvalues are all distinct, and one pair in the degenerate case, when $`\lambda _0`$ is equal to either $`\lambda _+`$ or $`\lambda _{}`$.
It is a basic fact that when $`J`$ is a positive, $`g`$-orthogonal complex structure defined on $`M`$, the value of $`J`$ at any point $`x`$ where $`W^+`$ does not vanish must be equal to a root of $`W^+`$ at that point. This means that on the open subset of $`M`$ where $`W^+`$ does not vanish, the conjugacy class of a positive, $`g`$-orthogonal complex structure — if any — is almost entirely determined by $`g`$ (in fact by $`[g]`$), with at most a $`2`$-fold ambiguity.
On the other hand, it is an easy consequence of the integrability theorem in that $`A^+M`$ can be locally trivialized by integrable (positive, $`g`$-orthogonal) almost-complex structures if and only if $`[g]`$ is anti-self-dual.
In the sequel, $`W^+`$ will be called degenerate at some point $`x`$ if it has at most two distinct eigenvalues at that point. The terms anti-self-dual and non-anti-self-dual will be abbreviated as ASD and non-ASD respectively.
For a given non-ASD metric $`g`$ it is a subtle question to decide whether the roots of $`W^+`$ actually provide complex structures (this is of course not true in general). The situation is quite different if $`g`$ is Einstein. It is then settled by the following (weak) Riemannian version of the Goldberg-Sachs theorem, cf. :
###### Proposition 1.
Let $`(M,g)`$ be an oriented Einstein 4-manifold; then the following three conditions are equivalent:
1. $`W^+`$ is everywhere degenerate;
2. there exists a positive $`g`$-orthogonal complex structure in a neighbourhood of each point of $`M`$;
3. $`(M,g)`$ is either ASD or $`W^+`$ has two distinct eigenvalues at each point.
A consequence of this proposition is that the self-dual Weyl tensor $`W^+`$ of a non-ASD Einstein Hermitian $`4`$-manifold nowhere vanishes and has two distinct eigenvalues at any point, one simple, the other one of multiplicity $`2`$; moreover, the Kähler form $`F`$ is an eigenform of $`W^+`$ for the simple eigenvalue. Conversely, for any oriented, Einstein $`4`$-manifold whose $`W^+`$ has two distinct eigenvalues, the generator of the simple eigenspace of $`W^+`$ determines a (positive) Hermitian structure.
For any positive $`g`$-orthogonal almost-complex structure $`J`$, $`A^+M`$ splits as follows:
(4)
$$A^+M=JA^{+,0}M,$$
where $`J`$ is the trivial subbundle generated by $`J`$ and $`A^{+,0}M`$ is the orthogonal complement (equivalently, $`A^{+,0}M`$ is the subbundle of elements of $`A^+M`$ that anticommute with $`J`$); $`A^{+,0}M`$ is a rank $`2`$ vector bundle and will be also considered as a complex line bundle by putting $`J\mathrm{\Phi }=J\mathrm{\Phi }`$. We have the corresponding decomposition
(5)
$$\mathrm{\Lambda }^+M=F\mathrm{\Lambda }^{+,0}M,$$
where $`\mathrm{\Lambda }^{+,0}M`$ is the subbundle of $`J`$-anti-invariant $`2`$-forms, i.e. $`2`$-forms satisfying $`\varphi (JX,JY)=\varphi (X,Y)`$; again, $`\mathrm{\Lambda }^{+,0}M`$ is considered as a complex line bundle by putting $`(J\varphi )(X,Y)=\varphi (JX,Y)=\varphi (X,JY)`$. As complex line bundles, both $`A^{+,0}M`$ and $`\mathrm{\Lambda }^{+,0}M`$ are identified to the anti-canonical bundle $`K^1M=\mathrm{\Lambda }^{0,2}M`$ of the (almost-complex) manifold $`(M,J)`$.
For an Einstein, Hermitian $`4`$-manifold, the action of $`W^+`$ preserves the decompositions (4) and (5).
The Lee form of an almost-Hermitian structure $`(g,J)`$ is the real $`1`$-form, $`\theta `$, defined by
(6)
$$\mathrm{d}F=2\theta F;$$
equivalently, $`\theta =\frac{1}{2}J\delta F`$, where $`\delta `$ denotes the co-differential with respect to $`g`$ (here, and henceforth, the action of $`J`$ on $`1`$-forms is defined via the identification $`T^{}MTM`$ given by the metric; we thus have $`(J\alpha )(X)=\alpha (JX)`$, for any $`1`$-form $`\alpha `$). The reason for the choice of the factor $`2`$ in (6) will be clear in the next subsection (notice that a different normalization is used in our previous work ).
When $`(g,J)`$ is Hermitian, it is Kähler if and only if $`\theta `$ vanishes identically; it is conformally Kähler if and only if $`\theta `$ is exact, i.e. $`\theta =\mathrm{d}\mathrm{ln}f`$ for a positive smooth real function $`f`$ (then, $`J`$ is Kähler with respect to the conformal metric $`g^{}=f^2g)`$; it is locally conformally Kähler — lcK for short — if and only if $`\theta `$ is closed, hence locally of the above type.
The Lee form clearly satisfies $`(\mathrm{d}\theta ,F)=0`$; this means that the self-dual part, $`\mathrm{d}\theta ^+`$, of $`\mathrm{d}\theta `$ is a section of the rank $`2`$ subbundle, $`\mathrm{\Lambda }^{+,0}M`$.
In the Hermitian case, $`\mathrm{d}\theta ^+`$ is an eigenform of $`W^+`$ for the mid-eigenvalue $`\lambda _0`$; moreover, $`\lambda _0=\frac{\kappa }{12}`$, where $`\kappa `$ is the conformal scalar curvature, of which a more direct definition is given in the next subsection; $`\kappa `$ is related to the (Riemannian) scalar curvature $`s`$ by
(7)
$$\kappa =s+6(\delta \theta |\theta |^2),$$
and we also have
(8)
$$\kappa =3(W^+(F),F),$$
see . Notice that, in the Hermitian case, the mid-eigenvalue $`\lambda _0`$ of $`W^+`$ is always a smooth function (this, however, is not true in general for the remaining two eigenvalues of $`W^+`$, $`\lambda _+`$ and $`\lambda _{}`$, which are given by:
$$\lambda _\pm =\frac{1}{24}\kappa \pm \frac{1}{8}(\kappa ^2+32|\mathrm{d}\theta ^+|^2)^{\frac{1}{2}},$$
cf. ).
It follows that for Hermitian 4-manifolds the following three conditions are equivalent (cf. ):
1. $`\mathrm{d}\theta ^+=0`$;
2. $`W^+`$ is degenerate;
3. $`F`$ is an eigenform of $`W^+`$.
(In the latter case $`F`$ is actually an eigenform for the simple eigenvalue of $`W^+`$, which is then equal to $`\frac{\kappa }{6}`$, also equal to $`\lambda _+`$ or $`\lambda _{}`$ according as $`\kappa `$ is positive or negative). If, moreover, $`M`$ is compact, any one of the above three conditions is equivalent to $`(g,J)`$ being locally conformally Kähler; if, in addition, the first Betti number of $`M`$ is even, $`(g,J)`$ is then globally conformally Kähler .
By Proposition 1 we conclude that for every Einstein Hermitian $`4`$-manifold, we have $`\mathrm{d}\theta ^+=0`$, i.e. $`\mathrm{d}\theta `$ is self-dual. In fact, a stronger statement is true, see \[2, Prop.1\] and \[23, Prop.4\]:
###### Proposition 2.
Let $`(M,g,J)`$ be an Einstein, non-ASD Hermitian 4-manifold. Then the conformal scalar curvature $`\kappa `$ nowhere vanishes and the Lee form $`\theta `$ is given by $`\theta =\frac{1}{3}\mathrm{d}\mathrm{ln}|\kappa |`$ (in particular, $`(g,J)`$ is conformally Kähler).
If, moreover, $`\kappa `$ is not constant, i.e. if $`(g,J)`$ is not Kähler, then $`K=J\mathrm{grad}_\mathrm{g}(\kappa ^{\frac{1}{3}})`$ is a non-trivial Killing vector field with respect to $`g`$, holomorphic with respect to $`J`$.
### 1.2. Einstein-Weyl structures and anti-self-dual conformal metrics
Another specific feature of the four-dimensional geometry is that to each conformal Hermitian structure $`([g],J)`$ is canonically attached a unique Weyl connection $`D`$ such that $`J`$ is parallel with respect to $`D`$; in other words, any Hermitian structure is “Kähler” in the extended context of Weyl structures (of course, $`(g,J)`$ is Kähler in the usuel sense — the only one used in this paper — if and only if $`D`$ is the Levi-Civita connection of some metric in the conformal class $`[g]`$).
Recall that, given a conformal metric $`[g]`$, a Weyl connection (with respect to $`[g]`$) is a torsion-free linear connection, $`D`$, on $`M`$ which preserves $`[g]`$; the latter condition can be reformulated as follows: for any metric $`g`$ in $`[g]`$, there exists a real $`1`$-form $`\theta _g`$ such that $`Dg=2\theta _gg`$; $`\theta _g`$ is called the Lee form of $`D`$ with respect to $`g`$; then, the Weyl connection $`D`$ and the Levi-Civita connection $`D^g`$ are related by $`D=D^g+\stackrel{~}{\theta }_g`$, meaning
(9)
$$D_XY=D_X^gY+\theta _g(X)Y+\theta _g(Y)Xg(X,Y)\theta _g^\mathrm{}_g,$$
where $`\theta _g^\mathrm{}_g`$ is the Riemannian dual of $`\theta _g`$ with respect to $`g`$. If $`g^{}=f^2g`$ is another metric in $`[g]`$, the Lee form, $`\theta _g^{}`$, of $`D`$ with respect to $`g^{}`$ is related to $`\theta _g`$ by $`\theta _g^{}=\theta _g+\mathrm{d}\mathrm{ln}f`$.
A Weyl connection $`D`$ is the Levi-Civita connection of some metric in the conformal class $`[g]`$ if and only if its Lee form with respect to any metric $`g`$ in $`[g]`$ is exact, i.e. $`\theta _g=\mathrm{d}\mathrm{ln}f`$; then, $`D=D^{f^2g}`$; such a Weyl connection is called exact. More generally, a Weyl connection is said to be closed if its Lee form with respect to any metric in $`[g]`$ is closed; then, $`D`$ is locally of the above type, i.e. locally the Levi-Civita connection of a (local) metric in $`[g]`$.
The definitions of the curvature $`R^D`$ and the Ricci tensor $`\mathrm{Ric}^D`$ of a Weyl connection $`D`$ are formally identical as the ones we gave for $`D^g`$ (notice that the derivation of $`\mathrm{Ric}^D`$ from $`R^D`$ requires no metric); however, $`R^D`$ is now a $`AM\mathrm{Id}|_{TM}`$-valued $`2`$-form, i.e. has a scalar part equal to $`F^D\mathrm{Id}|_{TM}`$, where the real $`2`$-form $`F^D`$, the so-called Faraday tensor of the Weyl connection, is equal to $`\mathrm{d}\theta _g`$ for any metric $`g`$ in $`[g]`$; moreover, $`\mathrm{Ric}^D`$ is not symmetric in general: its skew-symmetric part is equal to $`\frac{1}{2}F^D`$; $`\mathrm{Ric}^D`$ is thus symmetric if and only if $`D`$ is closed.
A Weyl connection $`D`$ is called Einstein-Weyl if the symmetric, trace-free part of $`\mathrm{Ric}^D`$ vanishes; with respect to any metric $`g`$ in $`[g]`$, and by writing $`\theta `$ instead of $`\theta _g`$, this conditions reads
(10)
$$D^g\theta \theta \theta +\frac{1}{4}(\delta \theta +|\theta |^2)g\frac{1}{2}\mathrm{d}\theta \frac{1}{2}\mathrm{Ric}_0=0,$$
see e.g. ; for a fixed metric $`g`$, (10) should be considered as an equation for an unknown $`1`$-form $`\theta `$.
The conformal scalar curvature of $`D`$ with respect to $`g`$, denoted by $`\kappa _g`$, is the trace of $`\mathrm{Ric}^D`$ with respect to $`g`$; it is related to the (Riemannian) scalar curvature $`s`$ by:
(11)
$$\kappa _g=s+6(\delta \theta |\theta |^2),$$
see e.g. .
A key observation is that the Lee form, $`\theta `$, of an almost-Hermitian structure $`(g,J)`$ is also the Lee form with respect to $`g`$ of the Weyl connection canonically attached to the conformal almost-Hermitian structure $`([g],J)`$; in other words, the Weyl connection $`D`$ defined by $`D=D^g+\stackrel{~}{\theta }`$ is actually independent of $`g`$ in its conformal class $`[g]`$. The Weyl connection $`D`$ defined in this way is called the canonical Weyl connection of the (conformal) almost-Hermitian structure $`([g],J)`$.
The scalar curvature $`\kappa _g`$ of $`D`$ with respect to $`g`$ is called the conformal scalar curvature of $`(g,J)`$; it coincides with the function $`\kappa `$ introduced in the previous paragraph.
The canonical Weyl connection is an especially interesting object when $`J`$ is integrable, because of the following lemma:
###### Lemma 1.
(i) $`J`$ is integrable if and only if $`DJ=0`$.
(ii) If $`J_1`$ and $`J_2`$ are two $`g`$-orthogonal complex structures, the corresponding canonical connections $`D^1`$ and $`D^2`$ coincide if and only if the scalar product $`(J_1,J_2)`$ is constant.
###### Proof.
(i) The condition $`DJ=0`$ reads
(12)
$$D_X^gJ=[X\theta ,J];$$
this identity is proved e.g. in .
(ii) Let $`p`$ denote the angle function of $`J_1`$ and $`J_2`$, defined by $`p=\frac{1}{4}\mathrm{tr}(J_1J_2)=\frac{1}{2}(J_1,J_2)`$; we then have
(13)
$$J_1J_2+J_2J_2=2p\mathrm{Id}|_{TM}.$$
Let $`\theta _1`$ and $`\theta _2`$ be the Lee forms of $`D^1`$, $`D^2`$; from (12) applied to $`J_1`$, we infer $`(D^gJ_1,J_2)=([J_1,J_2]X,\theta _1)`$; similarly, we have $`(D^gJ_2,J_1)=([J_2,J_1]X,\theta _2)`$; putting together these two identities, we get
(14)
$$\mathrm{d}p=\frac{1}{2}[J_1,J_2](\theta _1\theta _2).$$
This obviously implies $`\mathrm{d}p=0`$ if $`D^1=D^2`$; the converse is also true, as the commutator $`[J_1,J_2]`$ is invertible at each point where $`J_2\pm J_1`$. ∎
An almost-hypercomplex structure is the datum of three almost-complex structures, $`I_1,I_2,I_3`$, such that
$$I_1I_2=I_2I_1=I_3.$$
Since $`M`$ is a four-dimensional manifold, any almost-hypercomplex structure $`I_1,I_2,I_3`$ determines a conformal class $`[g]`$ with respect to which each $`I_i`$ is orthogonal: $`[g]`$ is defined by decreeing that, for any non-vanishing (local) vector field $`X`$, the frame $`X,I_1X,I_2X,I_3X`$ is (conformally) orthonormal; for any $`g`$ in the conformal class defined in this way, we thus get an almost-hyperhermitian structure $`(g,I_1,I_2,I_3)`$; notice that the $`I_i`$’s are pairwise orthogonal with respect to $`g`$, so that $`I_1,I_2,I_3`$ is a (normalized) orthonormal frame of $`A^+M`$; conversely, for a given Riemannian metric $`g`$ any (normalized) orthonormal frame of $`A^+M`$ is an almost-hypercomplex structure and, together with $`g`$ form an almost-hyperhermitian structure.
An almost-hyperhermitian structure $`(g,I_1,I_2,I_3)`$ is called hyperhermitian if all $`I_i`$’s are integrable; it is called hyperkählerian if the $`I_i`$’s are all parallel with respect to the Levi-Civita connection $`D^g`$.
In the hyperhermitian case the canonical Weyl connections, $`D^1,D^2,D^3`$, of the almost-Hermitian structures $`(g,I_1)`$, $`(g,I_2)`$, $`(g,I_3)`$ are the same by Lemma 1; the common Weyl connection, $`D`$, is called the canonical Weyl connection of the hyperhermitian structure.
Conversely, the condition $`D^1=D^2=D^3`$ implies that $`(g,I_1,I_2,I_3)`$ is hyperhermitian (this observation is due to S. Salamon and F. Battaglia, see e.g. ).
The canonical Weyl connection of a hyperhermitian structure $`(g,I_1,I_2,I_3)`$ is closed if and only if $`I_1,I_2,I_3`$ is locally hyperkähler with respect to some (local) metric belonging to the conformal class $`[g]`$; for brevity, a hyperhermitian structure will be called closed or non-closed according as its canonical Weyl connection being closed or non-closed.
###### Remark 1.
In general, for any given hypercomplex structure $`I_1,I_2,I_3`$ on a $`n`$-dimensional manifold, there exists a unique torsion–free linear connection on $`M`$ that preserves the $`I_i`$’s, called the Obata connection; the canonical connection thus coincides with the Obata connection; for $`n>4`$ however, there is no conformal metric canonically attached to $`I_1,I_2,I_3`$ and, in general, the Obata connection is not a Weyl connection.
If $`(g,I_1,I_2,I_3)`$ is hyperhermitian, we have $`DI_1=DI_2=DI_3=0`$, where $`D`$ is the canonical Weyl connection acting on sections of $`A^+M`$; it follows that the connection of $`A^+M`$ induced by $`D`$ is flat; conversely, if $`D`$ is a Weyl connection, whose induced connection on $`A^+M`$ is flat, then $`A^+M`$ can be locally trivialized by a $`D`$-parallel (normalized) orthonormal frame $`I_1,I_2,I_3`$, which, together with $`g`$, constitute a hyperhermitian structure.
The curvature, $`R^{D,A^+M}`$, of the induced connection is given by $`R_{X,Y}^{D,A^+M}\mathrm{\Psi }=[R_{X,Y}^D,\mathrm{\Psi }]`$, where $`R_{X,Y}^D`$ is understood as a field of endomorphisms of $`TM`$ — more precisely a section of $`AM\mathrm{Id}|_{TM}`$ — and $`[R_{X,Y}^D,\mathrm{\Psi }]`$ is the commutator of $`R_{X,Y}^D`$ and $`\mathrm{\Psi }`$; we easily infer that the vanishing of $`R^{D,A^+M}`$ is equivalent to the following four conditions:
1. $`W^+=0`$;
2. $`(F^D)^+=0`$; if $`\theta `$ denotes the Lee form of $`D`$, this also reads $`\mathrm{d}\theta ^+=0`$;
3. $`D`$ is Einstein-Weyl, i.e. the Lee form $`\theta `$ is solution of (10);
4. The scalar curvature of $`D`$ vanishes identically; in view of (11), this condition reads
(15)
$$s=6(\delta \theta +|\theta |^2).$$
It follows from this discussion that, for an ASD Riemannian 4-manifold, the existence of a compatible hypercomplex structure is locally equivalent to the existence of an Einstein-Weyl connection satisfying the above conditions 2 and 4 (cf. or ). In this correspondence, conformally hyperkähler structures correspond to closed Einstein-Weyl structures. The existence of a non locally hyperkähler, hyperhermitian structure is actually (locally) equivalent to the existence of a non-closed Einstein-Weyl connection, in view of the following result of D. Calderbank:
###### Proposition 3.
() Let $`(M,[g],D)`$ be an anti-self-dual Einstein-Weyl 4-manifold. Then either $`D`$ is closed, or else $`D`$ satisfies conditions 2 and 4 above, i.e. is the canonical Weyl connection of a hyperhermitian structure.
Notice that in the case when $`M`$ is compact, $`d\theta ^+=0`$ implies $`\mathrm{d}\theta =0`$, hence any hyperhermitian structure is locally conformally hyperkähler; a complete classification appears in .
## 2. Self-dual Einstein Hermitian 4-manifolds
By Proposition 2, a Hermitian, Einstein 4-manifold, whose self-dual Weyl tensor $`W^+`$ has constant eigenvalues is either anti-self-dual or Kähler-Einstein, . If, moreover, the metric $`g`$ is self-dual, this happens precisely when $`g`$ is locally-symmetric, i.e. when $`(M,g)`$ is a real or a complex space form, see . More generally, a self-dual Einstein 4-manifold is locally-symmetric if and only if $`W^+`$ is degenerate, with constant eigenvalues, .
In the opposite case, we have the following lemma:
###### Lemma 2.
Non-locally-symmetric self-dual Einstein Hermitian metrics are in one-to-one correspondence with self-dual Kähler metrics of nowhere vanishing and non-constant scalar curvature.
###### Proof.
Every self-dual Einstein Hermitian 4-manifold $`(M,g,J)`$ of non-constant curvature is conformally related (via Proposition 2) to a self-dual Kähler metric $`\overline{g}`$ of nowhere vanishing scalar curvature. A self-dual Kähler metric is locally-symmetric if and only if its scalar curvature is constant ; thus, the one direction in the correspondence stated in the lemma follows by observing that $`\overline{g}`$ is locally-symmetric as soon as $`g`$ is. Since the Bach tensor of a self-dual metric vanishes , it follows from \[23, Prop.4\] that any self-dual Kähler metric of nowhere vanishing scalar curvature gives rise to an Einstein Hermitian metric in the same conformal class. ∎
In the remainder of this section, $`(M,g,J)`$ is an Einstein, self-dual Hermitian $`4`$-manifold, and we assume that $`g`$ is not locally-symmetric; in particular, $`W^+`$ is degenerate, but its eigenvalues, $`\lambda ,\frac{\lambda }{2}`$, or, equivalently, its norm $`|W^+|=\sqrt{\frac{3}{2}}|\lambda |`$, are not constant.
Since $`(M,g,J)`$ is not Kähler (Proposition 2), by substituting to $`M`$ the dense open subset where the Lee form $`\theta `$ does not vanish, we shall assume throughout this section that $`D^gJ`$ nowhere vanishes, see (12).
For convenience, we choose a (local, normalized) orthonormal frame of $`\mathrm{\Lambda }^{+,0}M`$ of the form $`\{\varphi ,J\varphi \}`$, where $`|\varphi |=\sqrt{2}`$; such a frame will be called a gauge. Then, the triple $`\{F,\varphi ,J\varphi \}`$ is a (local, normalized) orthonormal frame of $`\mathrm{\Lambda }^+M`$.
Recall that by Proposition 1 we have
(16)
$$W^+(\psi )=\frac{\kappa }{12}\psi ,$$
for any section $`\psi `$ of $`\mathrm{\Lambda }^{+,0}M`$, whereas
(17)
$$W^+(F)=\frac{\kappa }{6}F.$$
With respect to the gauge $`\{\varphi ,J\varphi \}`$, the covariant derivative $`D^gF`$ is written as
(18)
$$D^gF=\alpha \varphi +J\alpha J\varphi ,$$
where
(19)
$$\alpha =\varphi (J\theta );$$
equivalently,
(20)
$$\varphi =\frac{1}{|\theta |^2}\left(\alpha J\theta +J\alpha \theta \right);J\varphi =\frac{1}{|\theta |^2}\left(\alpha \theta J\alpha J\theta \right).$$
We also have
(21)
$$D^g\varphi =\alpha F+\beta J\varphi ;D^g(J\varphi )=J\alpha F\beta \varphi ,$$
for some 1-form $`\beta `$.
From (18), we infer
$`(D^g)^2|_{\mathrm{\Lambda }^2M}F`$ $`=`$ $`(\mathrm{d}\alpha +J\alpha \beta )\varphi +(\mathrm{d}(J\alpha )\alpha \beta )J\varphi `$
$`=`$ $`R(J\varphi )\varphi +R(\varphi )J\varphi .`$
Because of (16), this reduces to
(22)
$$\{\begin{array}{cc}\hfill \mathrm{d}\alpha \beta J\alpha =& \frac{(\kappa s)}{12}J\varphi \\ \hfill \mathrm{d}(J\alpha )+\beta \alpha =& \frac{(\kappa s)}{12}\varphi .\end{array}$$
Similarly, because of (17), we infer the following additional relation from (21):
(23)
$$\mathrm{d}\beta +\alpha J\alpha =\frac{(s+2\kappa )}{12}F.$$
Notice that 1-forms $`\alpha `$ and $`\beta `$ are both gauge dependent; if
$$\varphi ^{}=(\mathrm{cos}\phi )\varphi +(\mathrm{sin}\phi )J\varphi $$
they transform to
$$\alpha ^{}=(\mathrm{cos}\phi )\alpha +(\mathrm{sin}\phi )J\alpha ;\beta ^{}=\beta +\mathrm{d}\phi .$$
We next introduce 1-forms $`n_i,m_i,i=1,2`$ by
(24)
$$D^g\theta =m_1\theta +n_1J\theta +m_2\alpha +n_2J\alpha .$$
By (18) and (20) we derive
(25)
$$\begin{array}{cc}& D^g(J\theta )=n_1\theta +m_1J\theta (n_2+J\alpha )\alpha +(m_2+\alpha )J\alpha ;\\ & D^g\alpha =m_2\theta +(n_2+J\alpha )J\theta +m_1\alpha (n_1\beta )J\alpha ;\\ & D^g(J\alpha )=n_2\theta (m_2+\alpha )J\theta +(n_1\beta )\alpha +m_1J\alpha .\end{array}$$
A straightforward computation, using identities (22) and the fact that the vector field $`K=(\kappa ^{\frac{1}{3}}J\theta )^\mathrm{}_g`$, the dual of $`\kappa ^{\frac{1}{3}}J\theta `$, is Killing (see Proposition 2), gives the following expressions for $`m_i`$ and $`n_i`$:
(26)
$$\{\begin{array}{cc}\hfill m_1=& m_0+(p\frac{(\kappa s)}{24|\theta |^2}+\frac{1}{2})\theta \\ \hfill n_1=& Jm_0+(p\frac{(\kappa s)}{24|\theta |^2}\frac{1}{2})J\theta \\ \hfill m_2=& J\varphi (m_0)(p+\frac{(\kappa s)}{24|\theta |^2}+\frac{1}{2})\alpha \\ \hfill n_2=& \varphi (m_0)(p+\frac{(\kappa s)}{24|\theta |^2}+\frac{1}{2})J\alpha ,\end{array}$$
where $`p`$ is a smooth function, and $`m_0`$ is a 1-form which belongs to the distribution $`𝒟^{}=\mathrm{span}\{\alpha ,J\alpha \}`$, the orthogonal complement of $`𝒟=\mathrm{span}\{\theta ,J\theta \}`$.
Since $`m_1=\mathrm{d}\mathrm{ln}|\theta |`$, the 1-form $`m_0`$ is nothing else than the projection of $`\mathrm{d}\mathrm{ln}|\theta |`$ to the subbundle $`𝒟^{}`$. Moreover, with respect to any gauge $`\varphi `$, we write
(27)
$$m_0=q\alpha +rJ\alpha ,$$
for some smooth functions $`q`$ and $`r`$.
In view of (12), identities (24) and (26) are conditions on the 2-jet of $`J`$. Since $`J`$ is completely determined by $`W^+`$ (see Proposition 1), these are the conditions on the 4-jet of the metric referred to in the introduction.
This completes the analysis of the Einstein condition and we are now going to see how the vanishing of $`W^{}`$ interacts on further jets of $`g`$.
For that, we introduce the “mirror frame” of $`\mathrm{\Lambda }^{}M`$:
$$\overline{F}=F+\frac{2}{|\theta |^2}\theta J\theta ;\overline{\varphi }=\varphi +\frac{2}{|\theta |^2}J\alpha \theta ;$$
$$I\overline{\varphi }=J\varphi +\frac{2}{|\theta |^2}J\alpha J\theta ,$$
where the negative almost Hermitian structure $`I`$, of which the anti-self-dual 2-form $`\overline{F}`$ is the Kähler form, is equal to $`J`$ on $`𝒟`$ and $`J`$ on $`𝒟^{}`$. By (25) and the fact that $`\theta =\frac{\mathrm{d}\kappa }{3\kappa }`$, we obtain the following expression for the covariant derivative of the Killing vector field $`K=(\kappa ^{\frac{1}{3}}J\theta )^\mathrm{}_g`$
(28)
$$D^gK=\kappa ^{\frac{1}{3}}|\theta |^2\left(q\overline{\varphi }rI\overline{\varphi }(p\frac{1}{2})\overline{F}+\frac{(\kappa s)}{24|\theta |^2}F\right).$$
Moreover, since $`K`$ is Killing, we have
(29)
$$D_X^g\mathrm{\Psi }=R(K,X),$$
where $`\mathrm{\Psi }=D^gK`$.
Considering the ASD parts of both sides of (29), we infer that the condition $`W^{}=0`$ is equivalent to
(30)
$$D^g(\mathrm{\Psi }^{})=\frac{s}{24}(\overline{\varphi }(K)\overline{\varphi }+I\overline{\varphi }(K)I\overline{\varphi }+IK\overline{F}),$$
where
$$\mathrm{\Psi }^{}=\kappa ^{\frac{1}{3}}|\theta |^2\left(q\overline{\varphi }rI\overline{\varphi }(p\frac{1}{2})\overline{F}\right)$$
is the ASD part of $`\mathrm{\Psi }=D^gK`$, see (28). Furthermore, by (24) and (25) one gets
$`D^g\overline{F}`$ $`=`$ $`(2m_2+\alpha )\overline{\varphi }+(2Jm_2+J\alpha )I\overline{\varphi };`$
(31) $`D^g\overline{\varphi }`$ $`=`$ $`(2m_2+\alpha )\overline{F}+(2n_1\beta )I\overline{\varphi };`$
$`D^gI\overline{\varphi }`$ $`=`$ $`(2Jm_2+J\alpha )\overline{F}(2n_1\beta )\overline{\varphi }.`$
Keeping in mind that $`\theta =\frac{\mathrm{d}\kappa }{3\kappa }`$ and $`m_1=\mathrm{d}\mathrm{ln}|\theta |`$, (30) then reduces to
$`\mathrm{d}p`$ $`=`$ $`(p{\displaystyle \frac{1}{2}})(2m_1\theta )+q(m_2+\alpha )`$
$`+r(Jm_2+J\alpha ){\displaystyle \frac{s}{24|\theta |^2}}\theta `$
$`\mathrm{d}q`$ $`=`$ $`(p{\displaystyle \frac{1}{2}})(m_2+\alpha )q(2m_1\theta )`$
$`r(2n_1\beta ){\displaystyle \frac{s}{24|\theta |^2}}\alpha `$
$`\mathrm{d}r`$ $`=`$ $`(p{\displaystyle \frac{1}{2}})(Jm_2+J\alpha )+q(2n_1\beta )`$
$`r(2m_1\theta ){\displaystyle \frac{s}{24|\theta |^2}}J\alpha .`$
Now, taking into account (22) and (23), (2)–(2) constitute a closed differential system that a self-dual Einstein Hermitian metric must satisfy; by (22), (23), (25) and (26) one can directly check that the integrability conditions $`\mathrm{d}(\mathrm{d}p)=\mathrm{d}(\mathrm{d}q)=\mathrm{d}(\mathrm{d}r)=0`$ are satisfied. This is a first evidence that the existence of self-dual Einstein Hermitian metrics with prescribed 4-jet at a given point can be expected. To carry out this program explicitly, we first consider the case when $`q0,r0`$ and show that it precisely corresponds to cohomogeneity-one self-dual Einstein Hermitian metrics.
### 2.1. Self-dual Einstein Hermitian metrics of cohomogeneity one
A Riemannian 4-manifold $`(M,g)`$ is said to be (locally) of cohomogeneity one, if it admits a (local) isometric action of a Lie group $`G`$, with three-dimensional orbits. The manifold $`M`$ is then locally a product
$$M(t_1,t_2)\times G/H.$$
The metric $`g`$ descends to a left invariant metric $`h(t)`$ on each orbit $`\{t\}\times G/H`$, and, by an appropriate choice of the parameter $`t`$, can be written as
$$g=dt^2+h(t).$$
If, moreover, $`(M,g)`$ is Einstein and self-dual, and $`G`$ is at least of dimension four, then, according to a result of A. Derdziński , the spectrum of the self-dual Weyl tensor of $`g`$ is everywhere degenerate, and $`g`$ is Hermitian with respect some invariant complex structure.
Here is a way of constructing such metrics, all belonging to the class of diagonal Bianchi metrics of type A (see e.g. ). Let $`\stackrel{~}{G}`$ be one of the following six three-dimensional Lie groups: $`^3`$, $`\mathrm{Nil}^3,\mathrm{Sol}^3`$, Isom($`^2`$), SU(1,1) or SU(2); let $`H`$ be a discrete subgroup of $`\stackrel{~}{G}`$ and consider, on $`\stackrel{~}{G}/H`$, the family of diagonal metrics $`h(t)`$ of the form
(35)
$$h(t)=A(t)\sigma _1^2+B(t)\sigma _2^2+C(t)\sigma _3^2,$$
where $`A,B,C`$ are positive smooth functions, and $`\sigma _i`$ are the standard left invariant generators of the corresponding Lie algebras; we thus have
$$d\sigma ^1=n_1\sigma _2\sigma _3;d\sigma _2=n_2\sigma _1\sigma _3;d\sigma _3=n_3\sigma _1\sigma _2$$
for a triple $`(n_1,n_2,n_3)`$, $`n_i\{1,0,1\}`$, depending on the chosen group, according to the following table:
| class | $`n_1n_2n_3`$ | $`\stackrel{~}{G}`$ |
| --- | --- | --- |
| I | $`\mathrm{0\; 0\; 0}`$ | $`^3`$ |
| II | $`\mathrm{0\; 0\; 1}`$ | $`\mathrm{Nil}^3`$ |
| $`\mathrm{VI}_0`$ | $`1\mathrm{1\; 0}`$ | $`\mathrm{Sol}^3`$ |
| $`\mathrm{VII}_0`$ | $`\mathrm{1\; 1\; 0}`$ | $`\mathrm{Isom}(^2)`$ |
| VIII | $`\mathrm{1\; 1}1`$ | $`\mathrm{SU}(1,1)`$ |
| IX | $`\mathrm{1\; 1\; 1}`$ | $`\mathrm{SU}(2)`$ |
Except for Class $`\mathrm{VI}_0`$, when $`A=B`$ all these metrics admit a further (local) symmetry which rotates the $`\{\sigma _1,\sigma _2\}`$-plane, i.e. we get the so-called biaxial Bianchi metrics, see e.g. . We thus obtain diagonal Bianchi metrics of Class A, admitting a local isometric action of a four-dimensional Lee group $`G`$, where $`G`$ is $`\times \mathrm{Isom}(^2)`$, U(1,1), U(2), or the non-trivial central extension of $`\mathrm{Isom}(^2)`$ corresponding to biaxial Class II metrics. Clearly, any such metric admits a positive and a negative invariant Hermitian structure, $`J`$ and $`I`$, whose Kähler forms are given by
$$F=\sqrt{C}dt\sigma _3+A\sigma _1\sigma _2,$$
and
$$\overline{F}=\sqrt{C}dt\sigma _3A\sigma _1\sigma _2,$$
respectively. When imposing the Einstein and the self-duality conditions, we obtain an ODE system for the unknown functions $`A`$ and $`C`$, which can be explicitly solved, cf. e.g. , , , , , .
In the sequel, we shall simply refer to these (self-dual, Einstein, Hermitian) metrics as diagonal Bianchi metrics.
Notice that $`4`$-dimensional locally symmetric metrics, i.e. real and complex space forms, can also be put (in several ways) as diagonal Bianchi metrics. For example, self-dual Einstein Hermitian metrics in Class I are all flat .
Our next result shows that, apart from locally symmetric spaces, diagonal Bianchi metrics in the above sense are actually all (non-locally symmetric) cohomogeneity-one self-dual Einstein Hermitian metrics, and, in fact, can be characterized by the property $`m_00`$ in the notation of the preceding section. More precisely, we have:
###### Theorem 1.
Let $`(M,g)`$ be a self-dual Einstein 4-manifold. Suppose that $`(M,g)`$ is not locally symmetric. Then the following three conditions are equivalent:
1. $`(M,g)`$ is of cohomogeneity one and the spectrum of $`W^+`$ is degenerate.
2. $`(M,g)`$ admits a local isometric action of a Lie group of dimension at least four, with three-dimensional orbits, and is locally isometric to a diagonal Bianchi self-dual Einstein Hermitian metric belonging to one of the classes $`\mathrm{II}`$, $`\mathrm{VII}_0`$, $`\mathrm{VIII}`$ or $`\mathrm{IX}`$.
3. $`(M,g)`$ admits a positive, non-Kähler Hermitian structure $`J`$, and a negative Hermitian structure $`I`$ such that $`I`$ is equal to $`J`$ on $`𝒟=\mathrm{span}\{\theta ,J\theta \}`$ and to $`J`$ on the orthogonal complement $`𝒟^{}`$ ; equivalently, the 1-form $`m_0`$ of $`(g,J)`$ vanishes identically.
###### Proof.
$`(\mathrm{i})(\mathrm{iii})`$. By Propositions 1 and 2, $`W^+`$ has two distinct, non-constant eigenvalues at any point and there exists a positive, non-Kähler Hermitian structure $`J`$ whose Kähler form $`F`$ generates the eigenspace of $`W^+`$ corresponding to the simple eigenvalue. It follows that the Hermitian structure is preserved by the action of $`G`$, and therefore both functions $`|D^gF|^2=2|\theta |^2`$ and $`|W^+|^2=\frac{\kappa ^2}{24}`$ are constant along the orbits of $`G`$; in particular, $`\mathrm{d}\mathrm{ln}|\theta |`$ is colinear to $`\theta =\frac{\mathrm{d}\kappa }{3\kappa }`$, at any point; this means that $`m_0=0`$; by (31) and (26), the vanishing of $`m_0`$ is equivalent to the integrability of the negative almost Hermitian structure $`I`$.
$`(\mathrm{iii})(\mathrm{ii})`$. If $`m_00`$ or, equivalently, if the negative almost Hermitian structure $`I`$ is integrable, then, by (31), the Lie form $`\theta _I`$ of $`(g,I)`$ reads:
(36)
$$\theta _I=(2p+\frac{(\kappa s)}{12|\theta |^2})\theta .$$
According to (26) we also have $`m_1=\mathrm{d}\mathrm{ln}|\theta |=(p\frac{(\kappa s)}{24|\theta |^2}+\frac{1}{2})\theta `$ and $`\theta =\frac{1}{3}\mathrm{d}\mathrm{ln}|\kappa |`$; it follows that $`\mathrm{d}\theta _I=0`$; then, locally, $`\theta _I=\mathrm{d}f`$ for a positive function $`f`$, i.e., $`g`$ is conformal to a Kähler metric $`g^{}=f^2g`$. Since $`W^{}=0`$, the Kähler metric $`g^{}`$ is of zero scalar curvature. Clearly, the Killing field $`K`$ preserves both $`J`$ and $`g`$, hence, also, the Kähler structure $`(g^{},I)`$. Two cases occur, according as $`g^{}`$ is homothetic or not to $`g`$.
(a) Suppose $`g^{}`$ is not homothetic to $`g`$; equivalently, the scalar curvature $`s`$ of $`g`$ does not vanishes; then, by , $`K^{}=I\mathrm{grad}_g(f^1)`$ is a Killing vector field for $`g`$ and $`g^{}`$ and is holomorphic with respect $`I`$. By the very definition of $`I`$ we have that $`J|_𝒟=I|_𝒟`$; the Killing vector fields $`K^{}`$ and $`K`$ are thus colinear everywhere (see (36)); it follows that $`K^{}`$ is a constant multiple of $`K`$. By considering $`z=f^2`$ as a local coordinate on $`M`$ and, by introducing a holomorphic coordinate $`x+iy`$ on the (locally defined) orbit-space for the holomorphic action of $`K+\sqrt{1}IK`$ on $`(M,I)`$, the metric $`g`$ can be written in the following form:
(37)
$$g=\frac{1}{z^2}[e^uw(\mathrm{d}x^2+\mathrm{d}y^2)+w\mathrm{d}z^2+w^1\omega ^2],$$
where $`u(x,y,z)`$ is a smooth function satisfying the $`\mathrm{SU}(\mathrm{})`$ Toda field equation:
$$u_{xx}+u_{yy}+(e^u)_{zz}=0,$$
$`w`$ is a positive function given by
$$w=\frac{6(zu_z2)}{s},$$
and $`\omega `$ is a connection 1-form of the $``$-bundle $`MN=\{(x,y,z)\}^3`$, whose curvature is given by
(38)
$$\mathrm{d}\omega =w_x\mathrm{d}y\mathrm{d}zw_y\mathrm{d}z\mathrm{d}x(we^u)_z\mathrm{d}x\mathrm{d}y,$$
(see, e.g. ). Moreover, the Killing field $`K`$ is dual to $`\frac{1}{wz^2}\omega `$, and the (anti-self-dual) Kähler form of the negative Hermitian structure $`I`$ is given by
(39)
$$\overline{F}=\frac{1}{z^2}\left(we^u\mathrm{d}x\mathrm{d}y\mathrm{d}z\omega \right).$$
By (36) we have that $`𝒟=\mathrm{span}\{\theta ,J\theta \}=\mathrm{span}\{\theta _I,I\theta _I\}=\mathrm{span}\{K^\mathrm{}_g,IK^\mathrm{}_g\}`$, so that the Kähler form $`F`$ of the positive Hermitian structure $`J`$ is given by
(40)
$$F=\frac{1}{z^2}\left(we^u\mathrm{d}x\mathrm{d}y+\mathrm{d}z\omega \right).$$
It is now easily seen that (39) and (40) simultaneously define integrable almost complex structures if and only if $`w_x=w_y=0`$, or equivalently if and only if $`u(x,y,z)=u_1(x,y)+u_2(z)`$. This means that $`u`$ is a separable solution to the $`\mathrm{SU}(\mathrm{})`$ Toda field equation. Up to a change of the holomorphic coordinate $`x+iy`$, it is explicitly given by
$$e^u=\frac{4(c+bz+az^2)}{(1+a(x^2+y^2))^2},$$
for properly chosen constants $`a,b,c`$. Any such solution gives rise to a diagonal Bianchi self-dual Einstein Hermitian metric pertaining to one of classes II, $`\mathrm{VII}_0`$, VIII and IX, depending on the choice of the constants $`a,b,c`$ (see e.g. \[19, Sec. 8\]) for a common case of these metrics in the Bianchi IX case).
(b) If $`g^{}`$ is homothetic to $`g`$, i.e. $`(g,I)`$ is itself a Kähler structure of zero scalar curvature, then $`g`$ is locally hyperkähler and $`K`$ is a Killing vector field preserving the Kähler structure $`I`$. Then, one of the two following situations occurs:
(b1) $`K`$ is triholomorphic, i.e. $`K`$ preserves each Kähler structure in the hyperkähler family: Then the quotient space, $`N`$, for the (real) action of $`K`$ is flat and is endowed with a field of parallel straight lines. This situation is described by the Gibbons-Hawking Ansatz , and the metric $`g`$ has the form:
$$g=w(\mathrm{d}x^2+\mathrm{d}y^2+\mathrm{d}z^2)+\frac{1}{w}\omega ^2,$$
for a positive harmonic function $`w(x,y,z)`$ on $`N`$ and a 1-form $`\omega `$ on $`M`$ satisfying
$$\mathrm{d}\omega =w_x\mathrm{d}y\mathrm{d}zw_y\mathrm{d}z\mathrm{d}xw_z\mathrm{d}x\mathrm{d}y.$$
The Killing field $`K`$ is dual to $`\frac{1}{w}\omega `$ and one may consider that the positive and negative Hermitian structures, $`J`$ and $`I`$, correspond to the 2-forms
$$F=w\mathrm{d}x\mathrm{d}y+\mathrm{d}z\omega ;\overline{F}=w\mathrm{d}x\mathrm{d}y\mathrm{d}z\omega ,$$
respectively. We again conclude $`w_x=0,w_y=0`$, and therefore $`w=az+b`$. The case $`a=0`$ corresponds to flat metrics in Class I, whereas, when $`a0`$, by putting $`at=az+b,\sigma _1=\mathrm{d}x,\sigma _2=\mathrm{d}y,\sigma _3=\omega `$, the metric becomes a diagonal Bianchi metric of Class II.
(b2) $`K`$ is not triholomorphic: Since, nevertheless, $`K`$ preserves $`(g,I)`$, the metric $`g`$ takes the form
$$g=e^uw(\mathrm{d}x^2+\mathrm{d}y^2)+w\mathrm{d}z^2+w^1\omega ^2,$$
where $`u(x,y,z)`$ is a solution to the $`\mathrm{SU}(\mathrm{})`$ Toda field equation, $`w=au_z`$, $`\omega `$ satisfies (38) and $`a`$ is a constant. Moreover, $`K`$ is dual to $`\frac{1}{w}\omega `$, and $`I`$ is defined by the anti-self-dual form
$$\overline{F}=we^u\mathrm{d}x\mathrm{d}y\mathrm{d}z\omega .$$
Similar arguments as above show that $`w_x=w_y=0`$, i.e., $`u`$ is a separable solution to the $`\mathrm{SU}(\mathrm{})`$ Toda field equation, and therefore our metric is again a diagonal Bianchi metric in one of the classes II, $`\mathrm{VII}_0`$, VIII or IX, cf. .
The implication $`(\mathrm{ii})(\mathrm{i})`$ is clear. ∎
###### Remark 2.
A weaker version of Theorem 1 was announced in (see \[22, Rem. 1.3\] and Lemma 2 above).
### 2.2. The generic case
We now consider the generic case, when $`m_0`$ a non-vanishing section of $`𝒟^{}`$, hence determines a gauge $`\varphi `$ such that $`r0,q0`$ in (26). According to (26), the 1-form $`\alpha `$ is then given by
(41)
$$m_1=\mathrm{d}\mathrm{ln}|\theta |=q\alpha +(p\frac{(\kappa s)}{24|\theta |^2}+\frac{1}{2})\theta ;$$
moreover, by (2)–(2), we have that
$`\beta `$ $`=`$ $`{\displaystyle \frac{1}{q}}\left(p(2p+{\displaystyle \frac{(\kappa s)}{12|\theta |^2}}1){\displaystyle \frac{\kappa }{24|\theta |^2}}+2q^2\right)J\alpha `$
$`{\displaystyle \frac{(\kappa s)}{12|\theta |^2}}J\theta ,`$
$`\mathrm{d}p`$ $`=`$ $`\left(2q^2p(2p{\displaystyle \frac{(\kappa s)}{12|\theta |^2}}1){\displaystyle \frac{\kappa }{24|\theta |^2}}\right)\theta `$
$`q\left(4p+{\displaystyle \frac{(\kappa s)}{12|\theta |^2}}1\right)\alpha ,`$
$`\mathrm{d}q`$ $`=`$ $`q\left(4p{\displaystyle \frac{(\kappa s)}{12|\theta |^2}}1\right)\theta `$
$`\left(2q^2p(2p+{\displaystyle \frac{(\kappa s)}{12|\theta |^2}}1)+{\displaystyle \frac{\kappa }{24|\theta |^2}}\right)\alpha .`$
By differentiating (41) and by making use of (2.2)–(2.2), we get
(45)
$$\mathrm{d}\alpha =\frac{(\kappa s)}{12|\theta |^2}\alpha \theta =\alpha J\beta ;$$
this is nothing else than the first relation in (22), when $`\beta `$ is given by (2.2); by substituting the expression (2.2) for $`\beta `$ into the second relation of (22), we obtain
(46)
$$\mathrm{d}(J\alpha )=J\alpha J\beta .$$
In view of (41) and (2.2)–(2.2), it is not hard to check that the 1-form $`J\beta `$ is equivalently given by
(47)
$$J\beta =\mathrm{d}\mathrm{ln}(\frac{|\kappa |}{|q||\theta |^4}),$$
so that (46) becomes
(48)
$$\mathrm{d}(\frac{\kappa }{q|\theta |^4}J\alpha )=0;$$
from (25) we get
(49)
$$\mathrm{d}(J\theta )=J\theta \left(\frac{1}{3}\mathrm{d}\mathrm{ln}|\kappa |2\mathrm{d}\mathrm{ln}|\theta |\right)+J\alpha \eta ,$$
or, equivalently,
(50)
$$\mathrm{d}(\frac{\kappa ^{\frac{1}{3}}}{|\theta |^2}J\theta )=\frac{\kappa ^{\frac{1}{3}}}{|\theta |^2}J\alpha \eta ,$$
where
$$\eta =2q\theta +(2p+\frac{(\kappa s)}{12|\theta |^2}1)\alpha .$$
We are now ready to prove the existence of self-dual Einstein Hermitian metrics with $`m_00`$. More precisely, we exhibit a 1–1-correspondence between these metrics and the set of solutions of the integrable Frobenius system (2.2)–(2.2). We start with the data $`(s,\kappa ,|\theta |)`$ consisting of a constant $`s`$ (the scalar curvature), a nowhere vanishing smooth function $`\kappa `$ (the conformal scalar curvature), and a positive smooth function $`|\theta |`$ (the norm of the Lie form $`\theta =\frac{\mathrm{d}\kappa }{3\kappa }`$), defined on an open subset $`U`$ of $`M`$, such that $`\theta \mathrm{d}|\theta |^2`$ has no zero on $`U`$ (equivalently, $`m_0`$ does not vanish on $`U`$). We then introduce local coordinates $`x=\kappa ^{\frac{1}{3}}0`$ and $`y=|\theta |^2>0`$. Observe that $`x`$ is a momentum map for the Killing field $`K`$ with respect to the self-dual Kähler metric $`\overline{g}=\kappa ^{\frac{2}{3}}g`$ while $`y=|K|_{\overline{g}}^2`$ is the square-norm of $`K`$ with respect to $`\overline{g}`$ (see Proposition 2). The Lee form $`\theta `$ is then given by
(51)
$$\theta =\frac{\mathrm{d}x}{x},$$
and the 1-form $`\alpha `$ is given by (41) for some smooth functions $`p(x,y)`$ and $`q(x,y)0`$ of $`x,y`$, i.e.
(52)
$$\alpha =\frac{1}{q}\left(\frac{\mathrm{d}y}{2y}\frac{1}{x}(p\frac{(x^3s)}{24y}+\frac{1}{2})\mathrm{d}x\right).$$
Then, (2.2)–(2.2) can be made into the following Frobenius system for the (unknown) functions $`p`$ and $`q^2`$:
$`\mathrm{d}p`$ $`=`$ $`{\displaystyle \frac{1}{x}}\left[2q^2+2(p+{\displaystyle \frac{(x^3s)}{24y}})(p{\displaystyle \frac{(x^3s)}{24y}}+1){\displaystyle \frac{1}{2}}{\displaystyle \frac{x^3}{24y}}\right]\mathrm{d}x`$
$`{\displaystyle \frac{1}{y}}\left[2p+{\displaystyle \frac{(x^3s)}{24y}}{\displaystyle \frac{1}{2}}\right]\mathrm{d}y`$
$`\mathrm{d}(q^2)`$ $`=`$ $`{\displaystyle \frac{1}{y}}\left[2q^22p(p+{\displaystyle \frac{(x^3s)}{24y}}{\displaystyle \frac{1}{2}})+{\displaystyle \frac{x^3}{24y}}\right]\mathrm{d}y`$
$`{\displaystyle \frac{2}{x}}[(p{\displaystyle \frac{(x^3s)}{24y}}+{\displaystyle \frac{1}{2}})(2p(p+{\displaystyle \frac{(x^3s)}{24y}}{\displaystyle \frac{1}{2}}){\displaystyle \frac{x^3}{24y}})`$
$`2q^2(1p)]\mathrm{d}x`$
A straightforward computation shows that the integrability condition $`\mathrm{d}(\mathrm{d}p)=\mathrm{d}(\mathrm{d}q^2)=0`$ is satisfied (as a matter of fact, the explicit solutions are given in Lemma 3 below). The above mentioned correspondence between solutions to (2.2)–(2.2) and self-dual Einstein Hermitian metrics with $`m_00`$ now goes as follows. Since (2.2)–(2.2) is integrable, each value of $`(p,q)`$ at a given point $`(x_0,y_0)`$ can be extended to a solution of (2.2)–(2.2) in some neighborhood $`V`$ of $`(x_0,y_0)`$; moreover, by choosing $`q(x_0,y_0)0`$, we may assume that $`q`$ has no zero on $`V`$; by (52) and (2.2)–(2.2), one immediately obtains (45) for the corresponding 1-form $`\alpha `$. We then introduce a third local coordinate, $`z`$, such that
(55)
$$J\alpha =\frac{qy^2}{x^3}\mathrm{d}z,$$
see (48). Finally, since the 1-form $`J\theta `$ satisfies (49) or, equivalently, (50), the integrability condition reads as follows:
$$\mathrm{d}(\frac{qy}{x^2}\eta )=0,$$
see (48) and (49); by using (2.2)–(46), one easily checks that the integrability condition is actually satisfied, so that
(56)
$$J\theta =\frac{y}{x}(\mathrm{d}t+h\mathrm{d}z),$$
where $`t`$ is a suitable transversal coordinate to $`(x,y,z)`$, and $`h(x,y)`$ is a smooth function on $`V`$, defined by
$$\mathrm{d}h=\frac{qy}{x^2}\eta .$$
It is an easy consequence of (2.2) that the above equation is solved by
(57)
$$h=\frac{yp}{x^2}+\frac{x}{24}.$$
The metric $`g`$ and the orthogonal almost complex structure $`J`$ are then given by
$$g=\frac{1}{|\theta |^2}(\theta \theta +J\theta J\theta +\alpha \alpha +J\alpha J\alpha );$$
according to (51),(52),(55) and (56), and by using the coordinates $`(x,y,z,t)`$, the metric $`g`$ takes the form
(58)
$$g=\frac{1}{y}\left[\frac{\mathrm{d}x^2}{x^2}+\frac{1}{q^2}\left(\frac{\mathrm{d}y}{2y}\frac{1}{x}(p\frac{(x^3s)}{24y}+\frac{1}{2})\mathrm{d}x\right)^2+\frac{q^2y^4}{x^6}\mathrm{d}z^2+\frac{y^2}{x^2}(\mathrm{d}t+h\mathrm{d}z)^2\right];$$
this shows that any self-dual Einstein Hermitian metric with $`m_00`$ is locally isometric to a metric of the above form for some solution $`(p,q)`$ to (2.2)–(2.2).
Conversely, for any solution to (2.2)–(2.2), the corresponding almost-Hermitian metric $`(g,J)`$ is self-dual Einstein Hermitian metric with $`m_00`$. Indeed, by (45), (46) and (50), $`J`$ is integrable and it is easily checked that $`\theta =\frac{\mathrm{d}x}{x}`$ is the Lee form for $`(g,J)`$, i.e.,
$$\mathrm{d}F=2\theta F;$$
moreover, the 1-form $`\alpha `$ corresponds to the gauge
$$\varphi =\frac{1}{y}\left(\alpha J\theta +J\alpha \theta \right),$$
meaning that $`\alpha =\varphi (J\theta )`$; one directly computes
$$\mathrm{d}\varphi =(\theta +J\beta )\varphi ,$$
where the 1-form $`\beta `$ is given by (2.2); it follows that $`\beta `$ is precisely the 1-form defined by (21) and that (45)–(46) are nothing else than the Ricci identities (22); this allows us to recognize the curvature: By (22), the Ricci tensor of $`(g,J)`$ is $`J`$-invariant, and, since $`\theta =\frac{\mathrm{d}x}{x}`$, the dual vector field $`K`$ of $`\kappa ^{\frac{1}{3}}J\theta =\frac{1}{x}J\theta `$ is Killing, cf. e.g. ; by (50) and (18), the covariant derivative of $`\theta `$ is given by (24) for $`p`$ and $`q`$ constructed as above, and $`r0`$; hence, (2.2) and (2.2)–(2.2) (equivalently, (2.2)–(2.2)) are the same as relations (2)–(2); these, in turn, are a way of re-writing (30); it follows that the projection of the curvature to $`\mathrm{\Lambda }^{}M`$ reduces to $`\frac{s}{12}\mathrm{Id}|_{\mathrm{\Lambda }^{}M}`$, i.e. the Hermitian metric $`g`$ is Einstein and self-dual, with scalar curvature equal to $`s`$, see (3); turning back to (45), we conclude that the conformal scalar curvature is $`\kappa =x^3`$, see (22); the metric constructed in this way is not of cohomogeneity one, as $`m_00`$, see Theorem 1. Finally, different solutions $`(p,q)`$ of (2.2)–(2.2) give rise to non-isometric metrics, as $`p`$ and $`q`$ are completely determined by $`|W^+|,\mathrm{d}|W^+|`$ and $`\mathrm{d}|D^gW^+|`$, see Sec. 2 and (41).
We finally observe that the metric (58) admits two commuting vector fields, $`\frac{}{t}`$ and $`\frac{}{z}`$.
We summarize the results obtained so far as follows:
###### Theorem 2.
Let $`(M,g,J)`$ be a self-dual Einstein Hermitian 4-manifold. Suppose that $`(M,g,J)`$ is neither locally-symmetric nor of cohomogeneity one. Then, on an open dense subset of $`M`$, $`g`$ is locally given by (58). In particular, $`(M,g)`$ admits a local isometric action of $`^2`$ almost-everywhere.
###### Remark 3.
(i) It is easily seen that the metrics (58) have only 2-dimensional continuous symmetries. Moreover, as we already observed, the coordinate $`x=\kappa ^{\frac{1}{3}}`$ is a momentum map of the Killing vector field $`\frac{}{t}`$ with respect to the Kähler metric $`\overline{g}=x^2g`$ while, by (2.2) and (57), a momentum map $`\stackrel{~}{\mu }`$ of the second Killing field, $`\frac{}{z}`$, is given by
$$2x\stackrel{~}{\mu }=y+\frac{x^3+s}{12},$$
where $`\frac{x^3+s}{12}=\frac{\kappa +s}{12}`$ is the (pointwise constant) holomorphic sectional curvature of $`(g,J)`$.
The momentum map $`x`$ is also equal to the scalar curvature of the Kähler metric $`\overline{g}`$. A straighforward computation shows that the second momentum map $`\stackrel{~}{\mu }`$ defined above is related to the Pfaffian of the normalized Ricci form $`\overline{\sigma }`$ of the Kähler metric $`\overline{g}`$ by
$$\stackrel{~}{\mu }=12(\mathrm{Pfaff}\overline{\sigma }+b),$$
where $`b`$ is the constant appearing in (61) below. This fits with an observation of R. Bryant in . (Recall that for any $`2`$-form $`\psi `$, the Pfaffian of $`\psi `$ with respect to $`\overline{g}`$ is defined by: $`\psi \psi =2\mathrm{Pfaff}\psi v_{\overline{g}}`$, where $`v_{\overline{g}}`$ is the volume form of $`\overline{g}`$; the normalized Ricci form $`\overline{\sigma }`$ is the $`(1,1)`$-form associated to the normalized Ricci tensor, $`\overline{S}`$, appearing in the usual decomposition $`\overline{R}=\overline{S}\overline{g}+W`$ of the curvature operator of $`\overline{g}`$ ; it is related to the usual Ricci form $`\overline{\rho }`$ by $`\overline{\sigma }=\frac{1}{2}(\overline{\rho }_0+\frac{x}{12}\overline{\omega })`$, where $`\overline{\rho }_0`$ is the trace-free part of $`\overline{\rho }`$; since $`g=x^2\overline{g}`$ is Einstein and $`\mathrm{d}^cx`$ is the dual of a Killing vector field, we have that $`\overline{\rho }_0=\frac{1}{x}(\mathrm{dd}^cx)_0`$; the result follows easily).
(ii) It follows from Theorems 1 and 2 that every self-dual Einstein Hermitian 4-manifold admits a (local) isometric $`^2`$-action compatible with a product structure in the sense of ; the general considerations in \[37, Sec.2\] therefore apply to the present situation; a detailed analysis of self-dual Einstein 4-manifolds admitting $`^2`$-continuous symmetry has been carried out by D. Calderbank , based on results of .
We end this section by providing an explicit form for the metric (58), in view of the following
###### Lemma 3.
The solutions $`p(x,y)`$ and $`q(x,y)`$ of the system (2.2)–(2.2) are explicitly given by
(59)
$$p=\frac{f}{y^2}\frac{(x^3s)}{24y}+\frac{1}{4};$$
(60)
$$q^2=\frac{1}{y^2}\left[\frac{x}{2}f^{}f+\left(\frac{x^3s}{24}\right)^2\right]\frac{x^3}{24y}p^2,$$
where
(61)
$$f(x)=ax^2+bx^4\frac{(x^6s^2)}{576},$$
$`a`$ and $`b`$ are constants defined by positivity in (60), and $`f^{}`$ stands for the first derivative of $`f`$.
###### Proof.
We first observe that (2.2) can be equivalently written as
$$\mathrm{d}\left(y^2(p+\frac{(x^3s)}{24y}\frac{1}{4})\right)=$$
$$\frac{y^2}{x}\left[2q^2+2(p+\frac{(x^3s)}{24y})(p\frac{(x^3s)}{24y})+2(p+\frac{(x^3s)}{24y}\frac{1}{4})+\frac{x^3}{12y}\right]\mathrm{d}x;$$
this shows that $`y^2(p+\frac{(x^3s)}{24y}\frac{1}{4})`$ is function of $`x`$, say $`f`$; from the above equality, we get (59) and (60), where $`f`$ is a (still unknown) smooth function; in order to determine $`f`$, we differentiate (60) by using (59) and substitute into (2.2); then, cancellations occur and (2.2) eventually reduces to
(62)
$$x^2f^{\prime \prime }5xf^{}+8f+\frac{(x^6s^2)}{72}=0;$$
the solutions of (62) are given by (61). ∎
## 3. Self-dual Einstein Hermitian metrics with hyperhermitian structures
In this section, we consider self-dual, Einstein, Hermitian metrics which in addition admit a non-closed hyperhermitian structure compatible with the negative orientation. It is well-known that LeBrun-Pedersen metrics, which are of cohomogeneity one under the action of the unitary group $`\mathrm{U}(2)`$, carry such hyperhermitian structures; in LeBrun’s coordinates these metrics read as follows:
(63)
$$g=\frac{1}{(bt^2+4c)^2}\left((1+\frac{8b}{t^2}+\frac{16c}{t^4})^1\mathrm{d}t^2+\frac{t^2}{4}\left[\sigma _1^2+\sigma _2^2+(1+\frac{8b}{t^2}+\frac{16c}{t^4})\sigma _3^2\right]\right),$$
where $`b`$ and $`c`$ are properly chosen constants ; more precisely, we have the following
###### Proposition 4.
() Let $`(M,g)`$ be an oriented self-dual Einstein 4-manifold. Assume that $`(M,g)`$ admits a $`\mathrm{U}(2)`$ isometric action with generically three-dimensional $`\mathrm{SU}(2)`$-orbits. If $`g`$ admits a non-closed, $`\mathrm{U}(2)`$-invariant negative hyperhermitian structure, then $`g`$ is isometric to (63) with $`c>b^2`$, and actually admits exactly two distinct invariant hyperhermitian structures.
We here prove the following more general result:
###### Theorem 3.
A self-dual Einstein Hermitian 4-manifold $`(M,g,J)`$ locally admits a non-closed, negative hyperhermitian structure if and only if $`g`$ is locally isometric to one of the $`\mathrm{U}(2)`$-invariant metrics (63) with $`c>b^2`$; then, $`(M,g)`$ actually carries exactly two distinct hyperhermitian structures, each of them $`\mathrm{U}(2)`$-invariant.
We first establish general facts concerning self-dual Einstein 4-manifolds which carry a non-closed hyperhermitian structure compatible with the negative orientation. As already observed in Sec.2, a (negative) hyperhermitian structure $`(g,I_1,I_2,I_3)`$ is determined by a real $`1`$-form $`\theta `$ — the common Lee form of $`(g,I_i)`$, also the Lee form of the Obata connection — satisfying conditions (10) and (15), and such that $`\mathrm{\Phi }:=\mathrm{d}\theta `$ is self-dual; in particular, the 2-form $`\mathrm{\Phi }`$ is harmonic. The next Lemma shows that the self-dual Weyl tensor of $`g`$ is completely determined by $`\theta `$, $`\mathrm{\Phi }`$ and the first covariant derivative $`D^g\mathrm{\Phi }`$ of $`\mathrm{\Phi }`$.
###### Lemma 4.
Let $`(M,g)`$ be an oriented self-dual Einstein 4-manifold and assume that $`(M,g)`$ carries a negative hyperhermitian structure. Then, as a symmetric operator acting on $`\mathrm{\Lambda }^+M`$, the self-dual Weyl tensor $`W^+`$ is given by
(64)
$$W^+(\psi )=\frac{1}{2}[\psi ,\mathrm{\Phi }]+\frac{1}{|\theta |^2}D_{\psi (\theta )}^g\mathrm{\Phi },$$
where $`\psi `$ is any self-dual 2-form, $`\theta `$ is viewed as a vector field by Riemannian duality, and $`[,]`$ denotes the commutator of 2-forms, viewed as skew-symmetric endomorphisms of the tangent bundle. Moreover, $`\theta `$ and $`\mathrm{\Phi }`$ are related by
(65)
$$D_\theta ^g\mathrm{\Phi }=2|\theta |^2\mathrm{\Phi }.$$
(66)
$$\mathrm{d}|\theta |^2(\frac{s}{12}+|\theta |^2)\theta +\mathrm{\Phi }(\theta )=0,$$
###### Proof.
By using (10), the right-hand side of
$$R_{X,Y}\theta =(D^g)_{Y,X}^2\theta (D^g)_{X,Y}^2\theta $$
is easily computed; we thus obtain:
$`R(\theta Z)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{d}|\theta |^2Z{\displaystyle \frac{1}{2}}({\displaystyle \frac{s}{12}}|\theta |^2)\theta Z`$
$`{\displaystyle \frac{1}{2}}\mathrm{\Phi }(Z)\theta {\displaystyle \frac{1}{2}}D_Z^g\mathrm{\Phi }+\theta (Z)\mathrm{\Phi }.`$
Since $`g`$ is self-dual and Einstein, $`R=\frac{s}{12}\mathrm{Id}|_{\mathrm{\Lambda }^2M}+W^+`$, see (3). Then, by projecting (3) to $`\mathrm{\Lambda }^{}M`$, we get (66), whereas the projection of (3) to $`\mathrm{\Lambda }^+M`$ gives (64) and (65). ∎
###### Corollary 1.
() Every hyperhermitian structure on a conformally flat 4-manifold is closed.
###### Proof.
If we assume that $`\mathrm{\Phi }0`$ somewhere on $`M`$ and that the anti-self-dual Weyl tensor is identically zero, then, after contracting (64) and (65) with $`\mathrm{\Phi }`$, we obtain $`\theta =\frac{1}{4}\mathrm{d}\mathrm{ln}|\mathrm{\Phi }|^2`$, which contradicts $`\mathrm{\Phi }=\mathrm{d}\theta 0`$. ∎
We can compute the covariant derivative $`D_\theta ^gW^+`$ of $`W^+`$ along the dual vector field of $`\theta `$ (still denoted by $`\theta `$), by using (64) together with (65) and (66) (the latter are used for evaluating the term $`(D^g)_{\theta ,\psi (\theta )}^2\mathrm{\Phi }`$ which appears in the calculation); we thus get
###### Lemma 5.
Let $`(M,g)`$ be an oriented self-dual Einstein 4-manifold, admitting a negative hyperhermitian structure; then, the covariant derivative $`D_\theta ^gW^+`$ of the self-dual Weyl tensor $`W^+`$ along the dual vector field of the Lee form $`\theta `$ is given by
(68) $`((D_\theta ^gW^+)(\psi ),\varphi )`$ $`=`$ $`([W^+(\varphi ),\psi ]+[W^+(\psi ),\varphi ],\mathrm{\Phi })`$
$`+(4|\theta |^2{\displaystyle \frac{s}{6}})(W^+(\psi ),\varphi )`$
$`+|\mathrm{\Phi }|^2(\psi ,\varphi )3(\mathrm{\Phi },\psi )(\mathrm{\Phi },\varphi ),`$
for any sections, $`\varphi `$ and $`\psi `$, of $`\mathrm{\Lambda }^+M`$.
From Lemma 5 and Propositions 1 and 2, we infer
###### Proposition 5.
Let $`(M,g)`$ be an oriented self-dual Einstein 4-manifold, admitting a non-closed hyperhermitian structure compatible with the negative orientation. Then the following three conditions are equivalent:
1. the spectrum of $`W^+`$ is everywhere degenerate;
2. $`W^+`$ has two distinct eigenvalues at any point;
3. the self-dual 2-form $`\mathrm{\Phi }`$ is a nowhere vanishing eigenform for $`W^+`$ with respect to the simple eigenvalue, and is proportional to a positive Hermitian structure $`J`$.
###### Proof.
$`(\mathrm{i})(\mathrm{ii})`$. According to Proposition 1, if the spectrum of $`W^+`$ is everywhere degenerate, then either $`W^+`$ vanishes identically (and therefore the hyperhermitian structure is closed by Corollary 1) or $`W^+`$ has two distinct eigenvalues $`\lambda `$ and $`\frac{\lambda }{2}`$ at any point.
$`(\mathrm{ii})(\mathrm{iii})`$. By Proposition 1, we know that a normalized generator $`F`$ of the $`\lambda `$-eigenspace of $`W^+`$ is the Kähler form of a positive Hermitian structure $`J`$. Let $`\varphi `$ be any self-dual 2-form orthogonal to $`F`$, with $`|\varphi |^2=2`$; then, $`\varphi `$ and $`\psi =(J\varphi )`$ are orthogonal, $`(\frac{\lambda }{2})`$-eigenforms of $`W^+`$; by substituting into (68), we get
$$0=((D_\theta ^gW^+)(\varphi ),\psi )=3(\mathrm{\Phi },\psi )(\mathrm{\Phi },\varphi ),$$
$$\mathrm{d}\lambda (\theta )=((D_\theta ^gW^+)(\varphi ),\varphi )=(4|\theta |^2\frac{s}{6})\lambda +2|\mathrm{\Phi }|^23(\mathrm{\Phi },\varphi )^2,$$
$$\mathrm{d}\lambda (\theta )=((D_\theta ^gW^+)(\psi ),\psi )=(4|\theta |^2\frac{s}{6})\lambda +2|\mathrm{\Phi }|^23(\mathrm{\Phi },\psi )^2.$$
From the last two equalities, we get $`(\mathrm{\Phi },\psi )=\pm (\mathrm{\Phi },\varphi )`$, and by the first one we conclude that $`(\mathrm{\Phi },\psi )=(\mathrm{\Phi },\varphi )=0`$. This shows that $`\mathrm{\Phi }`$ is a multiple of $`F`$. It remains to prove that $`\mathrm{\Phi }`$ does not vanish on $`M`$; by taking a two-fold cover of $`M`$ if necessary, we may assume that the Hermitian structure $`J`$ is globally defined on $`M`$; by Proposition 2, $`(g,J)`$ is conformally Kähler and $`\lambda ^{\frac{2}{3}}F`$ is the corresponding closed Kähler form; but $`\mathrm{\Phi }`$ is also a closed, self-dual 2-form, and a multiple of $`F`$, hence a constant (non zero) multiple of $`\lambda ^{\frac{2}{3}}F`$.
$`(\mathrm{iii})(\mathrm{i})`$. This is an immediate consequence of Proposition 1. ∎
Convention: From now on, we assume that $`(M,g)`$ is an oriented self-dual Einstein 4-manifold whose self-dual Weyl $`W^+`$ has degenerate spectrum, and which admits a non-closed hyperhermitian structure compatible with the negative orientation of $`M`$. According to Proposition 5, $`W^+`$ has two distinct eigenvalues which we denote by $`\lambda `$ and $`\frac{\lambda }{2}`$, and the harmonic self-dual 2-form $`\mathrm{\Phi }`$ defines a positive Hermitian structure $`J`$ on $`(M,g)`$ whose Kähler form, $`F`$, is an $`\lambda `$-eigenform for $`W^+`$. Moreover, it follows from Proposition 2 that, after rescaling the metric if necessary, we may assume:
(69)
$$\mathrm{\Phi }=\frac{1}{2}\lambda ^{\frac{2}{3}}F.$$
In the notation of Sec.2.1, the conformal scalar curvature $`\kappa `$ of $`(g,J)`$ is thus equal to $`6\lambda `$; the Lee form $`\theta _J`$ and the Killing vector field $`K`$, rescaled by an appropriate positive constant, are therefore given by:
(70)
$$\theta _J=\frac{\mathrm{d}\lambda }{3\lambda };K=J\mathrm{grad}_\mathrm{g}(\lambda ^{\frac{1}{3}}),$$
(see Proposition 2).
At this point, our main technical result reads as follows:
###### Proposition 6.
A self-dual Einstein Hermitian 4-manifold $`(M,g,J)`$ admits a non-closed, hyperhermitian structure compatible with the negative orientation if and only if the Lee form $`\theta _J`$ satisfies
(71)
$$\begin{array}{cc}\hfill D^g\theta _J& =\frac{(1+\lambda ^{\frac{2}{3}})(s+3\lambda ^{\frac{1}{3}})}{12}g\hfill \\ & +\frac{(1+2\lambda ^{\frac{2}{3}})}{(1+\lambda ^{\frac{2}{3}})}\theta _J\theta _J+\frac{\lambda ^{\frac{2}{3}}}{(1+\lambda ^{\frac{2}{3}})}J\theta _JJ\theta _J.\hfill \end{array}$$
In this case, $`(M,g)`$ actually admits exactly two non-closed hyperhermitian structures $`\{I_1^{},I_2^{},I_3^{}\}`$ and $`\{I_1^{\prime \prime },I_2^{\prime \prime },I_3^{\prime \prime }\}`$ whose Lee forms, $`\theta ^{}`$ and $`\theta ^{\prime \prime }`$, are given by
$$\theta ^{}=\frac{1}{(1+\lambda ^{\frac{2}{3}})}\left(\theta _J\lambda ^{\frac{1}{3}}J\theta _J\right),$$
$$\theta ^{\prime \prime }=\frac{1}{(1+\lambda ^{\frac{2}{3}})}\left(\theta _J+\lambda ^{\frac{1}{3}}J\theta _J\right)$$
respectively. Moreover, the Killing vector field $`K`$ is triholomorphic for both hyperhermitian structures, i.e., $`K`$ preserves all complex structures $`I_i^{}`$ and $`I_i^{\prime \prime }`$, $`i=1,2,3`$.
###### Proof.
We first show that if $`(M,g,J)`$ admits a non-closed hyperhermitian structure compatible with the negative orientation, then the corresponding Lee form $`\theta `$ must be one of the forms $`\theta ^{}`$ and $`\theta ^{\prime \prime }`$ given in Proposition 6.
From (65) and the fact that $`\mathrm{\Phi }`$ is an $`\lambda `$-eigenform of $`W^+`$, we infer
(72)
$$\mathrm{d}|\mathrm{\Phi }|^2=4|\mathrm{\Phi }|^2\theta +4\lambda \mathrm{\Phi }(\theta ).$$
By differentiating (72) and by using (66) in order to compute $`\mathrm{d}(\mathrm{\Phi }(\theta ))`$, we obtain
$$(\mathrm{d}\lambda 3\lambda \theta )\mathrm{\Phi }(\theta )+\left(|\mathrm{\Phi }|^2+\lambda (\frac{s}{12}+|\theta |^2)\right)\mathrm{\Phi }=0;$$
we infer:
(73)
$$|\mathrm{\Phi }|^2=\lambda (\frac{s}{12}+|\theta |^2).$$
By substituting the above expression of $`|\mathrm{\Phi }|^2`$ in (72), and by using (66) again, we get
(74)
$$\mathrm{d}\lambda 3\lambda \theta =\frac{3\lambda ^2}{|\mathrm{\Phi }|^2}\mathrm{\Phi }(\theta ).$$
Now, according to the above convention, by (70) and (69) we end up with the following expression for $`\theta `$:
(75)
$$\theta =\frac{1}{(1+\lambda ^{\frac{2}{3}})}\left(\theta _J\lambda ^{\frac{1}{3}}J\theta _J\right).$$
This shows that every non-closed hyperhermitian structure is completely determined by the self-dual harmonic 2-form $`\mathrm{\Phi }`$. It remains to prove that $`\mathrm{\Phi }`$ itself is determined, up to sign, by the metric $`g`$; then, the two possible values of $`\theta `$ appearing in Proposition 6 will only differ by conjugation of $`J`$ or, equivalently, by substituting $`\mathrm{\Phi }`$ to $`\mathrm{\Phi }`$. Notice that, according to our convention, at this stage we have the freedom to rescal the $`2`$-form $`\mathrm{\Phi }`$ by a non-zero constant. In other words, by fixing one non-closed hyperhermitian structure and by following our convention, we know that any other non-closed hyperhermitian structure corresponds to a harmonic 2-form of the form $`a\mathrm{\Phi }=\frac{a}{2}\lambda ^{\frac{2}{3}}F`$, where $`a`$ is a non-zero constant. Our claim is that $`a=\pm 1`$; to see this, by using (64) and (65), we calculate
$$|D^g\mathrm{\Phi }|^2=2|\theta |^2(3|\mathrm{\Phi }|^2+|W^+|^2);$$
in the present situation, when $`W^+`$ has degenerate spectrum, the norm of $`W^+`$ is given by $`|W^+|^2=\frac{3}{2}\lambda ^2`$; then, by (73), the above equality reduces itself to
(76)
$$|D^g\mathrm{\Phi }|^2=(\frac{|\mathrm{\Phi }|^2}{\lambda }+\frac{s}{12})(6|\mathrm{\Phi }|^2+3\lambda ^2);$$
it is readily checked that if the $`2`$-forms $`\mathrm{\Phi }`$ and $`a\mathrm{\Phi }`$ simultaneously satisfy (76), then $`a=\pm 1`$.
We now check that the conditions (10)&(15) for either $`\theta ^{}`$ or $`\theta ^{\prime \prime }`$ are equivalent to (71). Keeping (69) in mind, we see that (74) can be equivalently re-written as
(77)
$$\theta _J=\theta +\lambda ^{\frac{1}{3}}J\theta ;$$
then, the equivalence “(71) $``$ (10)&(15)” follows by a straightforward computation involving the expressions (75) and (77), and using formula (12); the 1-forms $`\theta ^{}`$ and $`\theta ^{\prime \prime }`$ thus correspond to two distinct, non-closed hyperhermitian structures $`\{I_1^{},I_2^{},I_3^{}\}`$ and $`\{I_1^{\prime \prime },I_2^{\prime \prime },I_3^{\prime \prime }\}`$ provided that (71) holds, see Sec. 1.2.
As a final step, we have to prove that $`K`$ is triholomorphic with respect to both hyperhermitian structures. For a general hyperhermitian structure $`I_i,i=1,2,3`$, with Lee form $`\theta `$, and for any Killing field $`K`$, we have
$$_KI_i=D_KI_i[DK,I_i],$$
where $`D`$ is the Weyl derivative given by (9); we thus only need to check that in our specific situation $`DK`$ commutes with $`I_i`$; by using (9), (70), (12) and (71), we get
$$DK=\theta (K)\mathrm{Id}|_{TM}+\frac{(1+\lambda ^{\frac{2}{3}})}{4}J;$$
the claim follows immediately. ∎
###### Corollary 2.
() A locally-symmetric self-dual Einstein 4-manifold does not admit non-closed hyperhermitian structures.
###### Proof.
Any such manifold is either a space of constant curvature, hence conformally flat, or a Kähler manifold of constant holomorphic sectional curvature (see Propositions 1 and 2). In the former case, the claim follows by Corollary 1, whereas in the latter case $`\theta _J=0`$; we then conclude by using Proposition 6. ∎
###### Remark 4.
D. Calderbank proved that any conformal selfdual 4-manifold admitting two distinct Einstein-Weyl structures is equipped with a canonical conformal submersion to an Einstein-Weyl 3-manifold . In the situation described by Proposition 6, this conformal submersion is seen as follows: the hyperhermitian structures $`\{I_1^{},I_2^{},I_3^{}\}`$ and $`\{I_1^{\prime \prime },I_2^{\prime \prime },I_3^{\prime \prime }\}`$ determine a SO(3)-valued function, $`p`$, on $`M`$ defined by:
$$I_i^{\prime \prime }=\underset{j=1}{\overset{3}{}}a_{ij}I_j^{};A=(a_{ij})\mathrm{SO}(3);$$
we claim that $`p`$ is a conformal submersion of $`(M,g)`$ to SO(3)=$`P^4`$: The differential of $`p`$ is easily computed by using the fact that $`I_i^{\prime \prime }`$ and $`I_j^{}`$ are both integrable; we thus obtain:
(78)
$$\mathrm{d}(a_{ij})+\frac{\lambda ^{\frac{2}{3}}}{2(1+\lambda ^{\frac{2}{3}})}\mathrm{\Sigma }_{k=1}^3a_{ik}\left([I_k^{},I_j^{}]K\right)^\mathrm{}_g=0;$$
here, $`[,]`$ denotes the commutator of endomorphisms of $`TM`$ and $`^\mathrm{}_g`$ stands for the Riemannian duality; from (78), we infer:
$$_Ka_{ij}=0,$$
$$\underset{i,j}{}\left(da_{ij}(X)\right)^2=\frac{\lambda ^{\frac{4}{3}}}{2(1+\lambda ^{\frac{2}{3}})^2}g(X,X),XK^{};$$
The first equality shows that $`p`$ coincides with the projection of $`M`$ to the space, $`N`$, of orbits of $`K`$, whereas the second equality means that the $`K`$-invariant metric $`\overline{g}=\frac{\lambda ^{\frac{2}{3}}}{(1+\lambda ^{\frac{2}{3}})}g`$ descends to the round metric of $`\mathrm{SO}(3)=P^3`$; in other words, $`K`$ defines a Riemannian submersion from $`(M,\overline{g})`$ to $`\mathrm{SO}(3)`$.
Proof of Theorem 3. We first notice that the Killing vector field $`K`$ is trivial if and only if $`\lambda `$ is constant (see (70)), or, equivalently, $`\theta _J=0`$. Thus, according to Propositions 5 and 6, if $`(M,g,J)`$ is a self-dual Einstein Hermitian 4-manifold admitting a non-closed hyperhermitian structure, the Killing vector field $`K`$ does not vanish on an open, dense subset of $`M`$. It then follows from that self-dual Einstein 4-manifolds admitting two distinct hyperhermitian structures and a non-trivial triholomorphic Killing vector field are locally given by Proposition 4.
For completeness, however, we here give a different and more direct argument adapted to our “Hermitian” situation.
By Proposition 4 it is sufficient to show that our metric can be written in the diagonal form (35). Since the eigenvalues of $`W^+`$ are not constant, i.e., $`\theta _J0`$ (Proposition 6), we introduce the variable $`t=\lambda ^{\frac{1}{3}}`$; the Lee form $`\theta _J`$ is then equal to $`\frac{\mathrm{d}t}{t}`$, whereas the dual $`1`$-form of the Killing vector field is given by $`\frac{1}{t^2}J\mathrm{d}t`$. We set: $`\sigma _3=f(t)J\mathrm{d}t`$, for some smooth function $`f`$ of $`t`$, and we insist that
(79)
$$\mathrm{d}\sigma _3=\sigma _1\sigma _2,$$
where the 1-forms $`\sigma _1`$ and $`\sigma _2=J\sigma _1`$ are both orthogonal to $`\mathrm{d}t`$ and satisfy
(80)
$$\mathrm{d}\sigma _1=\sigma _2\sigma _3;\mathrm{d}\sigma _2=\sigma _3\sigma _1.$$
We then derive $`f`$ from (79): By differentiating (75) and by making use of (69), we obtain
(81)
$$\mathrm{d}(J\mathrm{d}t)=\frac{(1+t^2)t^2}{2}F+\frac{2t}{(1+t^2)}\mathrm{d}tJ\mathrm{d}t.$$
By (77), (73) and (69), we also get
$$|\mathrm{d}t|^2=(\frac{t}{2}+\frac{s}{12})(t^4+t^2);$$
it follows that $`(\mathrm{d}\sigma _3,\mathrm{d}tJ\mathrm{d}t)=0`$ if and only if $`(\mathrm{ln}f)^{}=\frac{2t}{(1+t^2)}\frac{1}{(t+\frac{s}{6})}`$, where the prime stands for $`\frac{\mathrm{d}}{\mathrm{d}t}`$; we then have $`f=\frac{a}{(1+t^2)(t+\frac{s}{6})}`$, hence
(82)
$$\sigma _3=\frac{a}{(1+t^2)(t+\frac{s}{6})}J\mathrm{d}t$$
for a positive constant $`a`$.
In order to determine the 1-forms $`\sigma _1`$ and $`\sigma _2`$, we choose a gauge $`\varphi `$ or, equivalently, a 1-form $`\alpha =\varphi (J\theta _J)𝒟^{}`$; since $`\sigma _1`$ and $`\sigma _2=J\sigma _1`$ are orthogonal to $`\mathrm{d}t`$, there certainly exists a smooth function $`h`$ of $`t`$ and a smooth function $`\phi `$ on $`M`$, such that
$$\sigma _1=h(\mathrm{cos}\phi \alpha +\mathrm{sin}\phi J\alpha );\sigma _2=h(\mathrm{sin}\phi \alpha +\mathrm{cos}\phi J\alpha );$$
by (82) and (79), we obtain the following expression for $`h`$:
(83)
$$h^2=\frac{at^2}{(t+\frac{s}{6})^2(1+t^2)};$$
by using (82) and (22), we now see that the conditions (80) are equivalent to
(84)
$$\mathrm{d}\phi +\beta +\frac{(\frac{s}{6}t^3+at)}{t(1+t^2)(\frac{s}{6}+t)}J\mathrm{d}t=0;$$
therefore, the existence of a smooth function $`\phi `$ satisfying (84) is equivalent to the following condition:
$$\mathrm{d}(\beta +\frac{(\frac{s}{6}t^3+at)}{t(1+t^2)(\frac{s}{6}+t)}J\mathrm{d}t)=0;$$
a straightforward computation involving (23) and (81) shows that the above equality holds whenever the constant $`a`$ is chosen equal to $`1+\frac{s^2}{36}.`$
## 4. Hermitian structures on quaternionic quotients
Let $`(N,g)`$ be a quaternionic Kähler manifold of real dimension $`4n`$, endowed with a non-trivial Killing field $`K`$ which preserves the quaternionic structure. According to Galicki and Galicki-Lawson , under some “non-degeneracy” condition for $`K`$ one can define a $`4(n1)`$-dimensional quaternionic orbifold $`(M,g^{})`$ via the so-called quaternionic reduction construction. This can be described as follows. We first consider the following orthogonal splitting of the bundle of 2-forms:
(85)
$$\mathrm{\Lambda }^2N=\mathrm{\Lambda }^+N\mathrm{\Lambda }^{1,1}N\mathrm{\Lambda }^{}N,$$
where:
1. $`\mathrm{\Lambda }^+N`$ is the 3-dimensional sub-bundle of “self-dual” 2-forms which determines the quaternionic structure (also identified to a sub-bundle $`A^+N`$ of skew-symmetric endomorphism of $`TN`$): both $`A^+N`$ and $`\mathrm{\Lambda }^+N`$ are preserved by the Levi-Civita connection, $`D^g`$, and at each point $`x`$ of $`N`$ there is an orthonormal basis $`\{I_1,I_2,I_3\}`$ of $`A^+N\mathrm{End}(T_xN)`$ with the property that: $`I_iI_j=\delta _{ij}\mathrm{Id}|_{TN}+ϵ_{ijk}I_k`$ (resp. $`\mathrm{\Lambda }^+N=\mathrm{span}(\omega _1,\omega _2,\omega _3)`$, where $`\omega _i`$ are the fundamental 2-forms of the almost Hermitian structures $`(g,I_l)`$. In the sequel, we refer to any such choice of $`I_l`$’s (resp. $`\omega _l`$’s) as a trivialization of $`A^+N`$ (resp. $`\mathrm{\Lambda }^+N`$);
2. $`\mathrm{\Lambda }^{1,1}N`$ is the sub-bundle of 2-forms which are $`I_i`$-invariant for any section of $`A^+N`$;
3. $`\mathrm{\Lambda }^{}N`$ denotes the orthogonal complement of $`\mathrm{\Lambda }^+N\mathrm{\Lambda }^{1,1}N`$ in $`\mathrm{\Lambda }^2N`$.
We denote by $`\mathrm{\Pi }^+`$ the projection of $`\mathrm{\Lambda }^2N`$ to $`\mathrm{\Lambda }^+N`$; for any trivialization $`\{\omega _1,\omega _2,\omega _3\}`$ of $`\mathrm{\Lambda }^+N`$ we then have
$$\mathrm{\Pi }^+=\frac{1}{2n}\underset{l}{}\omega _l\omega _l,$$
and $`\mathrm{\Pi }_K^+:=\frac{1}{2n}_l(i_K\omega _l\omega _l)`$ is a section of $`T^{}N\mathrm{\Lambda }^+N`$. Then, Galicki-Lawson showed \[27, Th. 2.4\]. that there exists a section $`f_K`$ of $`\mathrm{\Lambda }^+N`$ such that
$$\mathrm{d}^{D^g}f_K=D^gf_K=\mathrm{\Pi }_K^+.$$
The section $`f_K`$ is called the momentum map associated to $`(N,g,K)`$ and it is easily seen that the “level set”
$$L_K:=\{xN:f_K(x)=0\}$$
is $`K`$-invariant.
Assuming that $`K_x0`$ at $`xL_K`$, Galicki-Lawson proved that $`L_K`$ is regular, i.e. $`L_K`$ is a smooth submanifold of $`N`$. If moreover the quotient space $`M:=L_K/K`$ is (locally) a $`(4n4)`$-dimensional manifold (or just an orbifold), then it becomes a quaternionic Kähler manifold with respect to the “projected” quaternionic structure, $`g^{}`$, of $`N`$. Thus, when $`N`$ is 8-dimensional, the quaternonic reduction gives rise to a four dimensional anti-self-dual Einstein orbifold (with respect to the canonical orientation induced by $`N`$). Note that when $`K`$ is the generator of a $`S^1`$-quaternionic action on $`N`$, under the non-degeneracy condition as above $`M`$ always inherits an orbifold structure, cf. \[27, Th. 3.1 & Cor. 3.2\].
The above construction applies in particular to $`N=P^2`$ endowed with certain weighted $`S^1`$-actions; one thus obtains a wealth of examples of compact anti-self-dual Einstein orbifolds; as shown by Galicki-Lawson, the corresponding orbifolds are all weighted projective planes $`P^{[p_1,p_2,p_3]}`$ for some integers $`0<p_1p_2p_3`$ satisfying $`p_3<p_1+p_2`$, \[27, Sec. 4\]. Notice that, with respect to the orientation induced by the canonical complex structure, the metric becomes self-dual. (In the case when $`p_1=p_2=p_3`$ one obtains the Fubini-Study metric on $`P^2`$).
On the other hand, R. Bryant showed \[13, Sec. 4.2\] that each weighted projective plane admits a self-dual Kähler metric which under the above assumption for the weights has everywhere positive scalar curvature. Therefore, according to \[2, Lemma 2\], Bryant’s metric gives rise to a self-dual Einstein Hermitian metric on $`P^{[p_1,p_2,p_3]}`$, $`p_3<p_1+p_2`$.
When considering both results together, a natural question arises:
Question. Are the Galicki-Lawson metrics on $`P^{[p_1,p_2,p_3]}`$ Hermitian with respect to some anti-self-dual complex structure?
In this section we show that this is indeed the case, at least on a dense open subset; more generally, we show that the answer to the above question is essentially yes for any anti-self-dual Einstein 4-orbifold obtained by quaternionic reduction from the 8-dimensional Wolf spaces $`P^2`$, $`SU(4)/S(U(2)U(2))`$ and the corresponding non-compact dual spaces (but according to the argument fails for quaternionic quotients of the exeptional 8-spaces $`G_2/SO(4)`$ and $`G_2^2/SO(4)`$). More precisely, we have the following
###### Proposition 7.
Let $`(N,g)`$ be $`P^2,SU(4)/S(U(2)U(2))`$, or one of the corresponding non-compact dual spaces. Then, any anti-self-dual, Einstein 4-orbifold $`(M,g^{})`$ which is obtained as a quaternionic reduction of $`(N,g)`$ by a quaternionic Killing field $`K`$ locally admits (a negatively oriented) Hermitian structure $`J`$. In particular, the metric $`g^{}`$ is locally given by the explicit constructions in Sec. 2.
The proof is based on the following simple observation.
###### Lemma 6.
Let $`(N,g)`$ be a quaternionic Kähler manifold of non-zero scalar curvature and $`K`$ be a Killing field on $`N`$. Denote by $`\mathrm{\Psi }(X,Y)=(D_X^gK,Y)`$ the 2-form corresponding to $`D^gK`$ and let $`\mathrm{\Psi }^+=\mathrm{\Pi }^+(\mathrm{\Psi })`$ be the projection of $`\mathrm{\Psi }`$ to $`\mathrm{\Lambda }^+N`$. Then, up to multiplication by a constant, the momentum map $`f_K`$ of $`K`$ is given by $`\mathrm{\Psi }^+`$.
###### Proof.
Since $`K`$ is Killing, equality (29)
$$D_X^g\mathrm{\Psi }=R(KX)$$
holds. For a quaternionic Kähler manifold the curvature operator $`R`$ acts on $`\mathrm{\Lambda }^+N`$ by $`\lambda \mathrm{Id}|_{\mathrm{\Lambda }^+N}`$, where $`\lambda `$ is a positive multiple of the scalar curvature, cf. e.g. . Thus, projecting (29) to $`\mathrm{\Lambda }^+N`$ we get $`D_X^g\mathrm{\Psi }^+=\lambda \mathrm{\Pi }_K^+.`$
By Lemma 6 the “level set” $`L_K`$ of $`K`$ is the same as the set of points $`xN`$ where $`\mathrm{\Psi }_x^+=0`$. Thus, at any point $`xL_K`$ the tangent space $`T_xL_K`$ is given by $`T_xL_K=\{T_xNX:D_X^g\mathrm{\Psi }^+=0\}.`$ Since by assumption $`K`$ does not vanish on $`L_K`$, we conclude by (29) and the fact that $`R|_{\mathrm{\Lambda }^+N}=\lambda \mathrm{Id}|_{\mathrm{\Lambda }^+N}`$
$$T_xL_K=\mathrm{span}(I_1K,I_2K,I_3K)^{},$$
where $`\{I_1,I_2,I_3\}`$ is any trivialization of $`A^+N`$.
We also observe that the 2-form $`\mathrm{\Psi }`$ is a section of $`\mathrm{\Lambda }^+N\mathrm{\Lambda }^{1,1}N`$, provided that $`K`$ preserves the quaternionic structure. Indeed,
$$[D^gK,I_l]=D_K^gI_l_KI_l,$$
where $`[,]`$ stands for the commutator of $`\mathrm{End}(TN)`$. Since $`K`$ is quaternionic, the left-hand-side of the above equality is a section of $`\mathrm{\Lambda }^+N`$. By summing over $`l`$ in the above relation we get
(86)
$$\mathrm{\Psi }+2\mathrm{\Pi }^{1,1}(\mathrm{\Psi })\mathrm{\Lambda }^+N,$$
where $`\mathrm{\Pi }^{1,1}`$ denotes the projection to $`\mathrm{\Lambda }^{1,1}N`$:
(87)
$$\mathrm{\Pi }^{1,1}(\psi )(,)=\frac{1}{4}[(\psi (,)+\underset{l}{}\psi (I_l,I_l)],\psi \mathrm{\Lambda }^2N.$$
Thus, $`\mathrm{\Psi }`$ is a section of $`\mathrm{\Lambda }^+N\mathrm{\Lambda }^{1,1}N`$, and at $`xL_K`$, $`\mathrm{\Psi }_x`$ actually belongs to $`\mathrm{\Lambda }_x^{1,1}N`$.
Since $`\mathrm{\Psi }=\frac{1}{2}\mathrm{d}K^{\mathrm{}}`$, where $`K^{\mathrm{}}`$ is the $`g`$-dual 1-form of $`K`$, we conclude that
$$_K\mathrm{\Psi }=\mathrm{d}(i_K(\mathrm{\Psi }))=\frac{1}{2}\mathrm{d}(\mathrm{d}|K|^2)=0,$$
i.e. $`\mathrm{\Psi }`$ is a closed $`K`$-invariant 2-form. This shows that $`\mathrm{\Psi }`$ projects to $`M=L_K/K`$ to define an anti-self-dual form on $`(M,g^{})`$, then denoted by $`\mathrm{\Psi }^{}`$. Considering the Riemannian submersion
$$\pi :L_KM=L_K/K,$$
the horizontal space, $`H`$, of $`TL_K`$ is given by
$$H=\mathrm{span}(K,I_1K,I_2K,I_3K)^{}.$$
Note that $`H`$ is $`I_l`$-invariant for any section $`I_l`$ of $`A^+N`$. Using the above remarks we calculate:
(88)
$$(D_U^{}^g^{}\mathrm{\Psi }^{})(V^{},T^{})=(D_U^g\mathrm{\Psi })(V,T)\frac{4}{|K|_g^2}\mathrm{\Pi }^{1,1}(i_U\mathrm{\Psi }i_K\mathrm{\Psi })(V,T),$$
where $`D^g^{}`$ is the Levi-Civita connection of $`g^{}`$, $`U^{},V^{},T^{}`$ are any vectors on $`M`$, and $`U,V,T`$ are the corresponding horizontal lifts.
By assumption, $`K`$ has no zero on $`L_K`$; it then follows from (88) and (29) that $`\mathrm{\Psi }^{}`$ does not vanish identically on $`M`$. Thus, on the open subset of $`(M,g^{})`$ where $`\mathrm{\Psi }^{}0`$ the normalised ASD form $`\frac{\sqrt{2}\mathrm{\Psi }^{}}{|\mathrm{\Psi }^{}|_g^{}}`$ determines a negative almost Hermitian structure $`J`$. By virtue of the Riemannian Goldberg-Sachs (\[2, Prop. 1\]), Proposition 7 follows from the following
###### Lemma 7.
The almost-complex structure $`J`$ is integrable.
###### Proof.
We denote $`Z_i^{}`$ any complex (1,0)-vector field of $`(M,J)`$ and $`Z_i`$ the corresponding horizontal lift (considered as complex vector in $`T_x^{}N`$); then, $`J`$ is integrable if and only if the following identity holds:
(89)
$$D_{Z_i^{}}^g^{}(\frac{\sqrt{2}\mathrm{\Psi }^{}}{|\mathrm{\Psi }^{}|_g^{}})(Z_j^{},Z_k^{})=(D_{Z_i^{}}^g^{}\mathrm{\Psi }^{})(Z_j^{},Z_k^{})=0i,j,k;$$
by the very definition of $`J`$ we have $`\mathrm{\Psi }(Z_i,Z_j)=0`$; moreover, since $`\mathrm{\Psi }`$ belongs to $`\mathrm{\Lambda }^{1,1}N`$ on $`L_K`$, the almost complex structure $`J`$ (defined on $`H`$) commutes with $`I_l`$’s for any trivialization $`\{I_1,I_2,I_3\}`$ of $`A^+N`$. Then, by (88) and (29) it is easily seen that the integrability condition (89) for $`J`$ is the same as
(90)
$$(D_{Z_i^{}}^g^{}\mathrm{\Psi }^{})(Z_j^{},Z_k^{})=(D_{}^{g}{}_{Z_i}{}^{}\mathrm{\Psi })(Z_j,Z_k)=(R(KZ_i),Z_jZ_k)=0.$$
We now derive (90) from the structure of the curvature tensor of the Riemannian symmetric spaces $`P^2,SU(4)/S(U(2)U(2))`$ and the corresponding non-compact duals, $`H^2`$ and $`SU(2,2)/S(U(2)U(2))`$ (we refer to for a general description of the curvature operator, $`R`$, of a Riemannian symmetric space).
We first consider the simplest case of $`N=P^2=Sp(3)/(Sp(1)Sp(2))`$ (or its non-compact dual). The eigenspaces of $`R`$ are then the simple factors $`\mathrm{𝐬𝐩}(1)`$ and $`\mathrm{𝐬𝐩}(2)`$ of the isotropy Lie sub-algebra $`𝐡=\mathrm{𝐬𝐩}(1)\mathrm{𝐬𝐩}(2)`$, and the orthogonal complement $`𝐡^{}`$ of $`𝐡`$ in the space $`\mathrm{Skew}(𝐦)`$ of the skew-symmetric endomorphisms of $`𝐦=\mathrm{𝐬𝐩}(3)/𝐡`$ (note that $`R`$ acts trivially on $`𝐡^{}`$); the decomposition $`\mathrm{Skew}(𝐦)=\mathrm{𝐬𝐩}(1)\mathrm{𝐬𝐩}(2)𝐡^{}`$ into eigenspaces of $`R`$ then fits with the splitting (85); $`\mathrm{\Lambda }^+N`$ is thus identified to $`\mathrm{𝐬𝐩}(1)`$, and $`\mathrm{\Lambda }^{1,1}N`$ to $`\mathrm{𝐬𝐩}(2)`$, whereas $`\mathrm{\Lambda }^{}N`$ corresponds to the kernel of $`R`$, the space $`𝐡^{}`$. This shows that the curvature operator acts on the first two factors in (85) by multiplication with a non-zero constant (a certain multiple of the scalar curvature), and acts trivially on the third factor (therefore, $`R`$ has thus three distinct eigenvalues, $`\lambda ,\mu `$ and $`0`$); this observation also shows that any Killing field on $`P^2`$ is necessarily quaternionic.
As already observed, the almost complex structure $`J`$ (defined on $`H`$) commutes with the $`I_l`$’s, so that $`I_l(Z_k)`$ is again a (1,0)-vector of $`(H,J)`$; we thus get
$$\mathrm{\Pi }^+(Z_jZ_k)=\underset{l}{}(Z_j,I_l(Z_k))\omega _l=0,$$
which means that $`Z_jZ_k`$ is an element of $`\mathrm{\Lambda }_x^{1,1}M\mathrm{\Lambda }_x^{}N`$. It then follows that
$`(R(KZ_i),Z_jZ_k)`$ $`=`$ $`(R(Z_jZ_k),KZ_i)`$
$`=`$ $`\mu (\mathrm{\Pi }^{1,1}(Z_jZ_k),KZ_i).`$
But $`\mathrm{\Pi }^{1,1}(Z_jZ_k)`$ is again a (2,0)-vector of $`(M,J)`$ (see formula (87)), so that $`(\mathrm{\Pi }^{1,1}(Z_jZ_k),KZ_i)=0`$; this implies (90).
The same argument holds for the non-compact dual space $`H^2`$.
The case of $`N=SU(4)/S(U(2)U(2))`$ (or its non-compact dual) is similar, but $`N`$ is now a Hermitian symmetric space, whose canonical Hermitian structure $`I`$ comutes with any $`I_i\mathrm{\Lambda }_x^+N`$. The corresponding Kähler form, $`\mathrm{\Omega }_I`$, then belongs to the space $`\mathrm{\Lambda }^{1,1}N`$ and gives rise to a further splitting
$$\mathrm{\Lambda }^{1,1}N=\mathrm{\Omega }_I\mathrm{\Lambda }_0^{1,1}N,$$
where $`\mathrm{\Lambda }_0^{1,1}N`$ is the orthogonal complement of $`\mathrm{\Omega }_I`$. Correspondingly, the eigenspaces of the curvature $`R`$ are the bundles $`\mathrm{\Lambda }^+N`$, $`\mathrm{\Omega }_I`$, $`\mathrm{\Lambda }_0^{1,1}N`$, and $`\mathrm{\Lambda }^{}N`$. Note that $`R`$ acts trivially on $`\mathrm{\Lambda }^{}N`$, whereas $`\mathrm{\Omega }_I`$ is an eigenform of $`R`$ corresponding to the simple eigenvalue; in particular, $`K`$ must preserve $`I`$ and $`\mathrm{\Omega }_I`$, so that $`\mathrm{\Psi }`$ is of type $`(1,1)`$ with respect to $`I`$; in other words, the almost complex structure $`I`$ commutes with $`J`$, when acting on $`H`$. It follows that $`Z_iZ_j`$ belongs to $`\mathrm{\Lambda }_0^{1,1}N\mathrm{\Lambda }^{}N`$, and we conclude as in the case of $`P^2`$. ∎
Remark 5. (i) By (88) and Lemma 7, we see that $`\frac{1}{|K|^2}\mathrm{\Psi }^{}`$ is a harmonic 2-form on $`(M,g^{})`$; it is actually the Kähler form of a self-dual Kähler metric in the conformal class of $`g^{}`$ (see \[2, Prop. 2\]). In particular, if $`(M,g^{})`$ is not a real space form, then $`\mathrm{\Psi }^{}`$ has no zero on $`M`$. By construction, $`\frac{2}{|K|^2}\mathrm{\Psi }^{}`$ is the curvature form of the submersion $`\pi :L_KM`$. It follows that $`L_K`$ is a Sasakian manifold fibered over a Kähler self-dual — equivalently, a Bochner-flat — four-manifold. It is well known that the corresponding CR-structure of $`L_K`$ has vanishing fourth-order Chern-Moser curvature; therefore $`L_K`$ is uniformized over $`S^5`$ with respect to $`\mathrm{Aut}_{CR}(S^5)=PU(3,1)`$, cf. .
(ii) As observed in \[27, p. 20\], the quaternionic reduction procedure can be applied to the quaternionic hyperbolic space to obtain smooth, complete (non locally symmetric) Einstein self-dual metrics of negative scalar curvature, which are necessarily Hermitian by Lemma 7; see also for another construction of complete Einstein self-dual Hermitian metrics. In view of our first remark, these examples seem to contradict some results in .
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# Every homotopy theory of simplicial algebras admits a proper model
## 1. Introduction
To axiomatize the notion of a “homotopy theory” Quillen introduced closed model categories \[Qui67\], and produced a number of examples of such, one class of which are categories of *simplicial algebras*. A standard technique for constructing new model categories from old ones is that of *localization*: given a category $`𝐂`$ equipped with a model category structure and a morphism $`f`$ in that category, one produces a new model category structure on $`𝐂`$ in which the weak equivalences are the smallest class containing both the old weak equivalences and the map $`f`$. There are several “machines” for constructing localization model category structures; one of the most general is due to Hirschhorn \[Hir\]; note also \[DHK\], \[Smi\], and \[GJ99, Ch. X\]. They have been used extensively in recent years, notably to construct model categories for stable homotopy theories.
These localization machines require that the initial model category structure on $`𝐂`$ have certain additional properties, beyond those introduced by Quillen. In most cases they require in particular that $`𝐂`$ be a “left proper” model category; namely, the class of weak equivalences should be closed under cobase change along cofibrations (see (2.1)). Properness was first introduced by Bousfield and Friedlander \[BF78\] as an axiom needed to be able to put a model structure on a category of spectra; their construction is in fact an instance of a localization model category.
Many well-understood examples of model categories, including most categories of simplicial algebras, turn out *not* to be proper. (We give examples of such in §2.10.) It is the most non-trivial axiom needed for the localization machines. Thus, the following question becomes significant: does our homotopy theory admit a *proper* model? That is, given a closed model category $`𝐂`$ which is not necessarily proper, does there exist a proper closed model category $`𝐂^{}`$ which has the same homotopy theory as $`𝐂`$?
In this paper, we examine the case of *simplicial algebras*, i.e., simplicial objects in a category of algebras associated to an algebraic theory in the sense of Lawvere \[Law63\], and more generally the case of simplicial algebras over a *multi-sorted, simplicial theory* (see §4.1, §4.11). This class of examples includes simplicial groups, rings, and so forth, as well as algebras over a simplicial operad, as in \[Rez96\]. They are the simplicial analogues of the topological theories considered by Boardman and Vogt \[BV73\]. Categories of simplicial algebras always always admit a model category structure, with the weak equivalences being those of the underlying simplicial sets (7.2).
###### Theorem A.
The homotopy theory of a category of simplicial algebras always admits a proper model.
Whether *any* reasonable homotopy theory (e.g., one associated to a model category) admits a proper model is an open question; Theorem A is the only result in this direction that I am aware of.
Theorem A can be made more precise. It is a corollary of the following
###### Theorem B.
Let $`T`$ be a (possibly simplicial, possibly multi-sorted) theory, and let $`T\text{-}\mathrm{alg}`$ be the corresponding category of simplicial $`T`$-algebras, equipped with a simplicial model category structure in which a map is a weak equivalence or fibration if it is a weak equivalence or fibration of the underlying simplicial sets.
Then there exists a morphism $`ST`$ of simplicial theories such that
1. the induced adjoint pair $`S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$ is a Quillen equivalence of model categories, and
2. $`S\text{-}\mathrm{alg}`$ is a *proper* simplicial closed model category.
The proof of Theorem B follows a straightforward pattern; we (a) put a model category structure on the category of simplicial theories (7.2) so that in particular cofibrant resolutions of simplicial theories exist; (b) show that algebras over a *cofibrant* simplicial theory are a proper model category (11.4); and (c) observe that weakly equivalent simplicial theories give rise to Quillen equivalent model categories of algebras (8.6).
We say that a category is *pointed* if the initial object is isomorphic to the terminal object. It is most natural to study stable homotopy of algebras in the context of pointed objects. Thus we offer
###### Theorem C.
Given the hypotheses of Theorem B, suppose that in addition $`T\text{-}\mathrm{alg}`$ is a pointed category. Then $`S`$ can be chosen as in Theorem B so that $`S\text{-}\mathrm{alg}`$ is also a pointed category.
Finally, we have
###### Theorem D.
Given the hypotheses of Theorem B (resp. of Theorem C), the theory $`S`$ can be chosen as in Theorem B (or Theorem C) so that $`S\text{-}\mathrm{alg}`$ is a *cellular model category* in the sense of Hirschhorn \[Hir\] .
By Hirschhorn’s results \[Hir\], Theorem D implies
###### Corollary.
For any set of maps in $`S\text{-}\mathrm{alg}`$ there is a localization model category structure with respect to this set.
The proofs of Theorems A, B, C and D are given in §12.
In order to prove these results, we need to set up a certain amount of foundations for algebraic theories and their homotopy theory; this will take all of §§38. Our exposition of theories (§§34) is more involved than one might like; this is because we want to deal with “multi-sorted” theories, and because we need to introduce the notion of “bimodules” of algebraic theories. However, this is not idle generalization: the category of single-sorted theories and categories of bimodules over such are themselves categories of algebras over a multi-sorted theory, so considering multi-sorted theories from the start lets us avoid much duplication of exposition. The theory of bimodules of algebraic theories plays an important role in the proofs of the main theorems (see §8 and §11).
Some of this foundational material seems to be of independent interest, notably our definition of “bimodules” of algebraic theories and their relation to functors between categories of algebras (4.4), and the homotopy invariance results (8.5) and (8.6).
### 1.1. Notation and conventions
We write $`X\backslash 𝐂`$ and $`𝐂/X`$ for the categories of objects under and over a given object $`X`$ (the “comma categories”). We write $`𝐃^𝐂`$ or $`\mathrm{Func}(𝐂,𝐃)`$ for the category of functors from $`𝐂`$ to $`𝐃`$.
If $`X`$ and $`Y`$ are algebras over some monad $`T`$, we adopt the convention of writing $`X{\displaystyle \stackrel{T\text{-}\mathrm{alg}}{}}Y`$ or $`X^TY`$ for the coproduct of $`X`$ and $`Y`$ in the category of $`T`$-algebras. An undecorated coproduct symbol means one taken in some underlying category, which typically is sets or simplicial sets.
We write $`𝒮`$ for the category of sets, and $`s𝒮`$ for the category of simplicial sets; it is often convienient to regard $`𝒮s𝒮`$ as the full subcategory of *discrete* simplical sets. Generally, we write $`s𝐂`$ for the category of simplicial objects in $`𝐂`$. The diagonal functor $`\mathrm{diag}:s(s𝐂)s𝐂`$ sends $`\{Y_{p,q}\}\{Y_{n,n}\}`$. We often use the diagonal principle \[GJ99, IV.1.7\], which says that if $`f:XY`$ is a morphism in $`s(s𝒮)`$ (i.e., of bisimplicial sets) such that $`f_{p,}:X_{p,}Y_{p,}`$ is a weak equivalence of simplicial sets for every $`p0`$, then $`\mathrm{diag}(f)`$ is a weak equivalence of simplicial sets.
### 1.2. Acknowledgments
The author would like to thank Paul Goerss for conversations which improved the paper. The author would also like to thank Haynes Miller for suggesting an improved title.
### 1.3. Organization of the paper
In §2 we describe the notion of proper model categories and prove some key properties; we also give several examples of categories of simplicial algebras which are not proper. In §§3 and 4 we establish what we need for algebraic theories and their algebras over sets and simplicial sets. In the approach we take, algebraic theories are simply monads over sets (or graded sets) which commute with filtered colimits. We also establish the notion of a bimodule between theories, and identify them with a certain class of functors between categories of algebras. In §§5 and 6 we carry out some preparations needed for §7, in which we describe the model category structure on categories of simplicial algebras, and for §8, in which we show that the homotopy theory of algebras over a theory is a weak homotopy invariant of the theory, and that cofibrant right modules over a theory preserve all weak equivalences. In §9 we establish a criterion for a category of simplicial algebras to be proper, by generalizing an argument of Dwyer and Kan \[DK80\]. In §10 we give a description of free theories using trees, which is then used in §11 to show that a cofibrant theory gives rise to a proper model category of algebras. We give proofs of Theorems A–D in §12.
## 2. Proper model categories
By model category, we mean a closed model category in the sense of Quillen \[Qui67\], \[Qui69\]. (See also \[Hov99\], who defines model categories with a slightly stronger set of axioms than Quillen. However, everything in this section holds under Quillen’s axioms.) We write $`\mathrm{Ho}𝐌`$ for the category obtained by formally inverting the weak equivalences in a model category $`𝐌`$.
### 2.1. Definition of properness
We recall the notion of a proper model category.
###### Definition 2.2.
A model category $`𝐌`$ is left proper if for each pushout square in $`𝐌`$ of the form
in which $`i`$ is a cofibration and $`f`$ is weak equivalence, the map $`g`$ is weak equivalence.
Similarly, $`𝐌`$ is right proper if it satisfies the dual property involving pullback squares, fibrations, and weak equivalences.
A model category $`𝐌`$ is proper if it is both left proper and right proper.
### 2.3. Under- and over-categories and properness
Properness is most naturally understood as a statement about “families” of model categories which are parameterized by the objects of a fixed model category.
We say that a pair of adjoint functors $`L:𝐌𝐍:R`$ between model categories is a Quillen pair if the left adjoint $`L`$ takes cofibrations to cofibrations and the right adjoint $`R`$ takes fibrations to fibrations. The pair forms a Quillen equivalence if, in addition, for each cofibrant object $`X`$ in $`𝐌`$ and fibrant object $`Y`$ in $`𝐍`$, a map $`LXY𝐍`$ is a weak equivalence if and only if its adjoint $`XRY𝐌`$ is.
###### Proposition 2.4.
A Quillen pair as above gives rise to a derived adjoint pair $`\mathrm{Ho}𝐌\mathrm{Ho}𝐍`$. Furthermore, the derived pair is an equivalence if and only if the Quillen pair is a Quillen equivalence.
###### Proof.
See \[DHK\] or \[Hov99, 1.3.10 and 1.3.13\]. ∎
Recall that given an object $`X`$ in a model category $`𝐌`$ the categories $`X\backslash 𝐌`$ and $`𝐌/X`$ of objects under and over $`X`$ are naturally equipped with model category structures, in which the fibrations, cofibrations, and weak equivalences are inherited from $`𝐌`$. Furthermore, given a map $`f:XY`$ in $`𝐌`$, the induced adjoint functor pairs
$$Y_X:X\backslash 𝐌Y\backslash 𝐌:f^{}\text{and}f_{}:𝐌/X𝐌/Y:X\times _Y$$
are Quillen pairs. We note that
###### Proposition 2.5.
Let $`𝐌`$ be a model category, and suppose $`f:XY𝐌`$. Then the following are equivalent:
1. The pair $`X\backslash 𝐌Y\backslash 𝐌`$ (resp. $`𝐌/X𝐌/Y`$) is a Quillen equivalence.
2. The pushout (resp. pullback) of $`f`$ along any cofibration (resp. fibration) in $`𝐌`$ is a weak equivalence.
A necessary condition for (1) and (2) to hold is that $`f`$ be a weak equivalence. Sufficient conditions for (1) and (2) to hold are: that $`f`$ be a trivial cofibration (resp. trivial fibration), *or* that $`X`$ and $`Y`$ be cofibrant (resp. fibrant) objects.
###### Proof.
We give the proof of the cofibration case, as the fibration case is strictly dual. Let $`i:XX^{}`$ and $`j:YY^{}`$. Then a map $`g:X^{}Y^{}X\backslash 𝐌`$ and its adjoint $`g^{}:X^{}_XYY^{}Y\backslash 𝐌`$ are related by $`g=g^{}f^{}`$, where $`f^{}`$ is the pushout of $`f`$ along $`i`$. If (1) holds and if $`i`$ is a cofibration, we can construct $`g^{}`$ so that it is a weak equivalence to a fibrant object, and it then follows from (1) that $`g`$ and hence $`f^{}`$ are weak equivalences, giving (2). Conversely, if (2) holds, then $`g`$ is a weak equivalence if and only if $`g^{}`$ is, giving (1).
The necessary condition follows from considering the case when $`i`$ is the identity map. That $`f`$ being a trivial cofibration is sufficient is clear; that $`X`$ and $`Y`$ being cofibrant is sufficient then follows using (2.6) and the fact that Quillen equivalences satisfy a 2 out of 3 property \[Hov99, 1.3.15\]. ∎
###### Lemma 2.6.
Let $`f:XY𝐌`$ be a weak equivalence between cofibrant objects. Then the exists a factorizaton $`f=pi`$ such that $`p`$ admits a section $`s`$ and both $`i`$ and $`s`$ are trivial cofibrations.
###### Proof.
See \[Hov99, 1.1.12\]. ∎
Thus one has the following reformulation of the notion of properness.
###### Proposition 2.7.
A model category $`𝐌`$ is left (resp. right) proper if and only if for every weak equivalence $`f:XY`$ in $`𝐌`$, the induced adjoint functor pair $`X\backslash 𝐌Y\backslash 𝐌`$ (resp. $`𝐌/X𝐌/Y`$) is a Quillen equivalence.
###### Remark 2.8.
1. If all objects in $`𝐌`$ are cofibrant (resp. fibrant) then $`𝐌`$ is left (resp. right) proper, because of the sufficiency condition of (2.5).
2. Note that if $`𝐌`$ is left or right proper, then so are all comma categories $`X\backslash 𝐌`$ and $`𝐌/X`$.
We should note that proper model categories have good theories of homotopy cartesian and cocartesian squares; this topic is treated in detail in \[GJ99, II.8\].
### 2.9. Examples of proper model categories
The categories of simplicial sets and of topological spaces are examples of proper model categories; for simplicial sets a proof is given in \[GJ99, II.8.6\]. We will observe in (7.2) that all categories of simplicial algebras are *right* proper.
In certain cases, model categories of simplical algebras (as defined in §7) are known to be left proper (and hence proper). These examples include simplical objects in: all abelian categories, commutative monoids, monoids, simplicial categories with a fixed set of objects \[DK80\], commutative algebras over any commutative ring $`R`$, and associative algebras over a field.
### 2.10. Examples of improper model categories
Not every category of simplicial algebras is *left* proper. We offer two examples in which left properness fails. In both cases, left properness is shown to fail by observing that it fails in the simplest case: the functor which takes an simplicial algebra $`X`$ to the coproduct of $`X`$ with a free algebra on one generator does not in general take weak equivalences to weak equivalences (cf. 9.1 and 9.2). It should be apparent that many other such examples could be constructed, and that failure of left properness is a “generic” property of categories of simplicial algebras.
###### Example 2.11.
Let $`T`$ be the theory of associative algebras over a commutative ring $`R`$. If $`R`$ has $`\mathrm{Tor}`$-dimension greater than $`0`$, then simplicial $`T`$-algebras is not a left proper model category. (This example was pointed out to me by Paul Goerss.)
If $`A`$ is an associative $`R`$-algebra, the algebra $`Ax`$ obtained by adjoining one free generator has the form
$$Ax=\underset{n1}{}A^n,$$
where the tensor product is taken over $`R`$. (The $`n`$-fold tensor product in this sum corresponds to all expressions in $`Ax`$ of the form $`a_1xa_2xa_3x\mathrm{}xa_n`$, with $`a_iA`$.) Any $`R`$-algebra $`A`$ is weakly equivalent to a simplicial $`R`$-module $`B`$ which is degreewise flat over $`R`$, by taking a free resolution. Thus, if there exists an algebra $`A`$ such that $`\mathrm{Tor}_i^R(A,A)0`$ for some $`i>0`$ (e.g., $`A=RMN`$ with $`\mathrm{Tor}_1^R(M,N)0`$ and with trivial product on $`MN`$), then $`Ax`$ is not weakly equivalent to $`Bx`$.
###### Example 2.12.
Let $`C`$ denote the theory of augmented commutative $`R`$-algebras. Any such algebra $`A`$ has an augmentation ideal $`I(A)`$. Thus, this category is equivalent to the category of non-unital commutative $`R`$-algebras, by the functor sending $`AI(A)`$. Let $`C_n`$ for $`n1`$ denote the theory of augmented commutative $`R`$-algebras with the additional property that $`I(A)^n=0`$. The category of simplicial algebras over $`C_n`$ is not proper for $`n3`$.
We give the proof in the case $`n=3`$; the general case is no more difficult. In this case, if $`A`$ is a $`C_3`$-algebra with augmentation ideal $`I=I(A)`$, and $`Ax`$ is the $`C_3`$-algebra obtained by adjoining one free generator to $`A`$, we have
$$AxA[x]/(I,x)^3A(A/I^2)x(A/I)x^2.$$
Since $`A/I=R`$ and $`A/I^2=RI/I^2`$, the functor $`AAx`$ is a direct sum of the identity functor, two copies of the functor with constant value $`R`$, and the indecomposables functor $`II/I^2`$. The indecomposables functor on $`C_3`$-algebras has non-trivial higher derived functors, and hence if $`B`$ is a free simplicial resolution of $`A`$, then $`Ax`$ will not in general be weakly equivalent to $`Bx`$. (A specific example where this occurs is $`A=R[y]/y^2`$.)
We also note for the record that there are examples of model categories which are not right proper; the first was given by Quillen \[Qui69, II.2.9\]. Here is a more typical example. Consider the category of simplicial sets, equipped with a model category structure in which weak equivalences are rational homology isomorphisms, and cofibrations are inclusions; this is an example of Bousfield’s localization model category structure \[Bou75\]. Then one can form a pull-back square of the form
in which $`p`$ is a rational fibration from a contractible space $`C`$ and $`f`$ is a rational homology isomorphism, but $`g`$ is not a rational homology isomorphism.
## 3. Functors on sets
In this section we characterize functors between categories of sets (and more generally, graded sets) which commute with filtered colimits. This is a prerequisite to our approach to theories in §4.
### 3.1. Reflexive coequalizers
A reflexive pair in a category is a diagram consisting of a pair of maps $`f,g:XY`$ together with a map $`s:YX`$ (called a reflection) such that $`fs=1_Y=gs`$. The colimit of such a diagram is the same as the coequalizer of the pair $`f,g`$; we call it a reflexive coequalizer. We record the following elementary but useful fact.
###### Proposition 3.2.
In $`𝒮`$ (the category of sets), reflexive coequalizers commute with finite products.
### 3.3. Functors from finite sets
Let $`f𝒮𝒮`$ denote a fixed skeleton of the full subcategory of finite sets. It will be convenient to identify $`\mathrm{ob}f𝒮`$ with $``$, and to write $`n=\{1,\mathrm{},n\}\mathrm{ob}f𝒮`$ for the distinguished copy of the $`n`$-element set. We write $`X^n=\mathrm{hom}_𝒮(n,X)`$.
Let $`r:\mathrm{Func}(𝒮,𝒮)𝒮^{f𝒮}`$ denote the restriction functor; it takes an endofunctor on sets to its restriction $`f𝒮𝒮`$. This functor admits a left adjoint $`\iota :𝒮^{f𝒮}\mathrm{Func}(𝒮,𝒮)`$, which associates to each $`A𝒮^{f𝒮}`$ its *left Kan extension* $`\iota A:𝒮𝒮`$ along the full embedding $`f𝒮𝒮`$. This can be presented as a reflexive coequalizer:
(3.4)
$$\underset{pq}{}A(p)\times X^q\underset{n}{}A(n)\times X^n(\iota A)(X),$$
where $`X𝒮`$ and $`A𝒮^{f𝒮}`$. Because $`f𝒮𝒮`$ is a *full* subcategory, one sees that $`Ar\iota A`$ is an isomorphism for all $`A`$ in $`𝒮^{f𝒮}`$, (that is, $`(\iota A)(n)A(n)`$) and hence that $`\iota `$ identifies $`𝒮^{f𝒮}`$ up to equivalence as a full subcategory of the category of all functors.
Let $`\mathrm{Func}^\mathrm{f}(𝐂,𝐃)\mathrm{Func}^{\mathrm{fr}}(𝐂,𝐃)`$ denote the full subcategories of $`\mathrm{Func}(𝐂,𝐃)`$ consisting of those functors which commute respectively: with filtered colimits; with filtered colimits and reflexive coequalizers. Note that both subcategories are closed under composition of functors.
###### Proposition 3.5.
There is a factorization $`\iota :𝒮^{f𝒮}\mathrm{Func}(𝒮,𝒮)`$ into
$$𝒮^{f𝒮}\stackrel{\iota _1}{}\mathrm{Func}^{\mathrm{fr}}(𝒮,𝒮)\stackrel{\iota _2}{}\mathrm{Func}^\mathrm{f}(𝒮,𝒮)\mathrm{Func}(𝒮,𝒮),$$
and $`\iota _1`$ and $`\iota _2`$ are equivalences of categories.
###### Proof.
Let $`A𝒮^{f𝒮}`$. The formula (3.4) for $`\iota A`$ given above shows that $`\iota A(X)`$ is computed from $`A`$ and $`X`$ using only colimits and finite products, and both of these commute with filtered colimits and reflexive coequalizers. Hence $`\iota `$ factors through a functor $`\iota _1`$.
To show that $`\iota _1`$ and $`\iota _2`$ are equivalences, it suffices to show that if $`F\mathrm{Func}^\mathrm{f}(𝒮,𝒮)`$, then $`\eta _F:\iota rFF`$ is an isomorphism. In fact, $`\eta _F`$ is clearly an isomorphism when evaluated at any finite set, and the result follows from the fact that every set is a filtered colimit of its finite subsets. ∎
As an immediate consequence of (3.5) we see that $`𝒮^{f𝒮}`$ admits the structure of a monoidal category, which corresponds via $`\iota `$ to composition of functors. We will denote this monoidal structure by $`AB`$, for $`A,B𝒮^{f𝒮}`$, so that $`\iota (AB)\iota A\iota B`$. The unit corresponds to $`I`$, defined by $`I(n)=\mathrm{hom}_{f𝒮}(1,n)=n`$. Given $`A,B𝒮^{f𝒮}`$ and $`mf𝒮`$, a formula for $`(AB)(m)`$ can be derived by inserting $`B(m)`$ for $`X`$ in (3.4).
### 3.6. Graded sets
Let $``$ be a set. An $``$-graded set is a collection $`(X_i)_i`$ of sets, and a morphism of such is collection of maps respecting the grading. The category of $``$-graded sets is denoted $`𝒮^{}`$. An $``$-graded set is said to be finite if $`_iX_i`$ is a finite set.
We write $`f𝒮/`$ for the category whose objects are functions $`f:n`$, $`nf𝒮`$, and whose morphisms are commuting triangles. A function $`f:X`$ of sets naturally gives rise to an $``$-graded set $`(f^1(i))_i`$, giving an inclusion functor $`f𝒮/𝒮^{}`$ which is equivalent to the inclusion of the full subcategory of *finite* $``$-graded sets.
Given sets $``$ and $`𝒥`$, let $`f𝒮(,𝒥)=𝒥\times f𝒮/`$. Objects in this category are pairs $`(j𝒥,f:n)`$; a morphism $`(j,f)(j^{},f^{})`$ is defined only if $`j=j^{}`$, in which case it consists of a map $`ff^{}f𝒮/`$. We write $`(,𝒥)=\mathrm{ob}f𝒮(,𝒥)`$. Then $`𝒮^{f𝒮(,𝒥)}=(𝒮^𝒥)^{f𝒮/}`$ is equivalent to the category of functors from *finite* $``$-graded sets to $`𝒥`$-graded sets, giving rise to a restriction functor $`r:\mathrm{Func}(𝒮^{},𝒮^𝒥)𝒮^{f𝒮(,𝒥)}`$. This functor admits a left adjoint $`\iota :𝒮^{f𝒮(,𝒥)}\mathrm{Func}(𝒮^{},𝒮^𝒥)`$, which associates to each $`A𝒮^{f𝒮(,𝒥)}=(𝒮^𝒥)^{f𝒮/}`$ its *left Kan extension* $`\iota A:𝒮^{}𝒮^𝒥`$ along the full embedding $`f𝒮/𝒮^{}`$. There is a reflexive coequalizer formula:
(3.7)
$$\underset{pqf𝒮/}{}A(j,p)\times X^q\underset{f\mathrm{ob}f𝒮/}{}A(j,f)\times X^f(\iota A)(X)_j,j𝒥,$$
where for $`f:n\mathrm{ob}f𝒮/𝒮^{}`$ and $`X𝒮^{}`$ we write $`X^f=\mathrm{hom}_𝒮^{}(f,X)=_{kn}X_{f(k)}𝒮`$.
Since $`f𝒮/𝒮^{}`$ is full, we have that $`Ar\iota A`$, so that $`(\iota A)(K)_jA(j,K)`$ for $`j𝒥`$ and $`Kf𝒮/𝒮^{}`$. We take advantage of this fact to write $`A(K)𝒮^𝒥`$ for the $`𝒥`$-graded set $`A(\text{},K)`$.
Considerations identical to those which gave (3.5) give
###### Proposition 3.8.
There is a factorization $`\iota :𝒮^{f𝒮(,𝒥)}\mathrm{Func}(𝒮^{},𝒮^𝒥)`$ into
$$𝒮^{f𝒮(,𝒥)}\stackrel{\iota _1}{}\mathrm{Func}^{\mathrm{fr}}(𝒮^{},𝒮^𝒥)\stackrel{\iota _2}{}\mathrm{Func}^\mathrm{f}(𝒮^{},𝒮^𝒥)\mathrm{Func}(𝒮^{},𝒮^𝒥),$$
and $`\iota _1`$ and $`\iota _2`$ are equivalences of categories.
An immediate consequence of (3.8) is the existence of pairings $`\text{}\text{}:𝒮^{f𝒮(𝒥,𝒦)}\times 𝒮^{f𝒮(,𝒥)}𝒮^{f𝒮(,𝒦)}`$ which correspond via $`\iota `$ to composition of functors. Let $`f𝒮()=f𝒮(,)`$ and $`()=\mathrm{ob}f𝒮()`$. Then $`𝒮^{f𝒮()}`$ is a monoidal category, and in fact is a full monoidal subcategory of the category of endofunctors of $`𝒮^{}`$. The unit object $`I`$ is defined by $`I(i,f:n)=f^1(i)`$.
### 3.9. Free series
Let $``$ and $`𝒥`$ be sets. Recall that $`(,𝒥)=\mathrm{ob}f𝒮(,𝒥)`$. The forgetful functor $`𝒮^{f𝒮(,𝒥)}𝒮^{(,𝒥)}`$ admits a left adjoint $`𝒮:𝒮^{(,𝒥)}𝒮^{f𝒮(,𝒥)}`$ called the free series functor. One easily checks the formula
$$𝒮A\underset{K(,𝒥)}{}A(K)\times I^K,$$
where $`I^K𝒮^{f𝒮(,𝒥)}`$ is defined by $`LI^K(L)=\mathrm{hom}_{f𝒮(,𝒥)}(K,L)`$. For $`X𝒮^{}`$ we have
$$(\iota 𝒮A)(X)_j\underset{f:nf𝒮/}{}A(f)_j\times X^f,$$
where $`X^f𝒮`$ is as in (3.7). In the case when $`=𝒥`$ is a singleton, these formulas reduce to $`𝒮A_nA(n)\times I^n`$ and $`(\iota 𝒮A)(X)=_nA(n)\times X^n`$.
### 3.10. Simplicial objects
By prolongation, we obtain a functor $`s𝒮^{f𝒮(,𝒥)}\mathrm{Func}(s𝒮^{},s𝒮^𝒥)`$. The image of this functor is the full subcategory of *simplicial objects* in the category of functors which commute with filtered colimits and reflexive coequalizers. Formulas (3.4) and (3.7) still apply in this case, where the objects are now *graded* simplicial sets.
## 4. Theories, algebras, and bimodules
In this section, we define algebraic theories and their associated algebra categories. In our approach, we also consider multi-sorted theories. We also give some attention to *bimodules* of theories, which give rise to a large class of functors between categories of algebras, and will play an important role in §§8 and 11. The definitions of theories and algebras that we give appear quite different than the notions of algebraic theories and their models as in \[Law63\], where a theory is defined to be a category with finite products (see the nice treatment in \[Bor94, Ch. 3\] for this). However, our categories of “algebras” are the same as the categories of “models”, as we note below (4.2). Our formulation is one of those used by Boardman and Vogt in a topological context \[BV73\] (they write “theories with colours” for what we call “multi-sorted theories”). It is also close to that given by Schwede \[Sch\], although the theories he considers are *pointed*. Lawvere’s original formulation is also used in \[BV73\], and is used in a crucial way by Badzioch \[Bad00\].
In what follows, we make repeated use of the identifications of $`𝒮^{f𝒮(,𝒥)}`$ and $`s𝒮^{f𝒮(,𝒥)}`$ as full subcategories of the respective functor categories, and we omit use of the $`\iota `$ symbol of §3; thus we write $`A(X)`$ where before we had $`(\iota A)(X)`$.
### 4.1. Theories
Let $``$ be a set, and recall that $`𝒮^{f𝒮()}`$ is a monoidal category, equivalent to a full monoidal subcategory of $`\mathrm{Func}(𝒮^{},𝒮^{})`$. We define an $``$-sorted theory, or more simply a theory, to be a monoid object $`T`$ in $`𝒮^{f𝒮()}`$. That is, $`T𝒮^{f𝒮()}`$ is equipped with maps $`\mu _T:TTT`$ and $`\eta _T:IT`$ satisfying the usual axioms for a monoid. From (3.8), we see that $``$-sorted theories are essentially the same as monads on $`𝒮^{}`$ which commute with filtered colimits.
We write $`𝒯()`$ for the category of $``$-sorted theories over sets.
### 4.2. Algebras over a theory
An algebra $`X`$ over an $``$-sorted theory $`T`$ is an algebra over the monad induced by $`T`$; that is, an algebra is an object $`X𝒮^{}`$ equipped with a map $`\psi :T(X)X`$ satisfying the usual axioms. The category of $`T`$-algebras is denoted $`T\text{-}\mathrm{alg}`$.
Given a graded set $`X`$, the object $`T(X)`$ is naturally a $`T`$-algebra, namely the free $`T`$-algebra on $`X`$.
###### Proposition 4.3.
Let $`T`$ be an $``$-sorted theory. The category $`T\text{-}\mathrm{alg}`$ is complete and cocomplete. Limits, filtered colimits and reflexive coequalizers are created in the underlying category $`𝒮^{}`$. There exists an adjoint functor pair $`T:𝒮^{}T\text{-}\mathrm{alg}:u`$, where $`u`$ is the forgetful functor, and $`T`$ is called the free $`T`$-algebra functor.
###### Proof.
That limits, filtered colimits, and reflexive coequalizers exist and are created in $`𝒮^{}`$ is immediate from (3.8). That the free algebra functor is left adjoint is a standard property of monads \[Bor94, 4.1.4\]. Existence of colimits follows from \[Bor94, 4.3.6\]; or note that colimits of a diagram $`\alpha X_\alpha :𝐀T\text{-}\mathrm{alg}`$ can be constructed explicitly as the reflexive coequalizer in $`T\text{-}\mathrm{alg}`$ of $`T(\mathrm{colim}_𝐀^𝒮^{}TX_\alpha )T(\mathrm{colim}_𝐀^𝒮^{}X_\alpha )`$, the top map being induced by the inclusions $`X_\alpha \mathrm{colim}_𝐀^𝒮^{}TX_\alpha `$ and the top map being induced by the algebra structure maps $`TX_\alpha X_\alpha `$. ∎
According to our definition, a single-sorted theory $`T`$ corresponds, via (3.5), precisely to a monad on sets which commutes with filtered colimits. By \[Bor94, 4.6.2\], categories of algebras over such monads (which we have called “algebras over a theory”) are exactly those which are equivalent to categories of “models of an algebraic theory” in the classical sense. See also \[BV73, Prop. 2.30\].
Finally, note that the category $`𝒯()`$ of $``$-sorted theories is itself an example of a category of algebras over a certain $`()`$-sorted theory, namely the theory of $``$-sorted theories. This is because the forgetful functor $`𝒯()𝒮^{()}`$ admits a left adjoint, and is monadic. Thus (4.3) shows that the category of such theories is complete and cocomplete, and that there exist free theories. We will consider an explicit construction of free theories in §10.
### 4.4. Bimodules
Given $`S𝒯()`$ and $`T𝒯(𝒥)`$, a $`T,S`$-bimodule is an object $`M𝒮^{f𝒮(,𝒥)}`$ equipped with actions $`TMM`$ and $`MSM`$, which are associative and unital and which commute with each other. Let $`T,S\text{-}\mathrm{mod}`$ denote the category of bimodules. A right $`S`$-module is an $`I,S`$-bimodule and a left $`T`$-module is a $`T,I`$-bimodule.
Given an $`S`$-algebra $`X`$, let $`M_SX`$ denote the coequalizer of the following reflexive pair in $`T\text{-}\mathrm{alg}`$ (which can be computed in graded sets by (4.3)):
$$M(S(X))M(X)M_SX.$$
This gives rise to a functor $`\iota :T,S\text{-}\mathrm{mod}\mathrm{Func}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})`$. (Warning: this is not the $`\iota `$ used in §3.) Note that if $`Kf𝒮/𝒮^{}`$, then $`M_SS(K)M(K)`$ as objects of $`𝒮^𝒥`$; that is, $`M(K)`$ is the value of $`M_S\text{}`$ on the free $`S`$-algebra generated by $`K`$.
###### Proposition 4.5.
Let $`S`$ and $`T`$ be $``$\- and $`𝒥`$-sorted theories over sets. The functor $`\iota :T,S\text{-}\mathrm{mod}\mathrm{Func}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})`$ defined above factors through, and induces an equivalence with, the full subcategory $`\mathrm{Func}^{\mathrm{fr}}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})`$ of functors which commute with filtered colimits and reflexive coequalizers.
###### Proof.
It is clear using (3.8) that $`\iota `$ factors through the subcategory. It remains to show that $`\iota `$ is an equivalence.
Let $`S\text{-}\mathrm{alg}^{\mathrm{fgf}}S\text{-}\mathrm{alg}`$ denote the full subcategory of *finitely generated free* $`S`$-algebras; every object in this subcategory is isomorphic to $`S(K)`$ for some $`Kf𝒮/`$. Consider the sequence of functors
$$T,S\text{-}\mathrm{mod}\stackrel{𝜄}{}\mathrm{Func}^{\mathrm{fr}}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})\mathrm{Func}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})\mathrm{Func}(S\text{-}\mathrm{alg}^{\mathrm{fgf}},T\text{-}\mathrm{alg});$$
the right-hand arrow is the one induced by restriction of functors to the subcategory. The result will follow when we show that the composites $`\alpha :\mathrm{Func}^{\mathrm{fr}}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})\mathrm{Func}(S\text{-}\mathrm{alg}^{\mathrm{fgf}},T\text{-}\mathrm{alg})`$ and $`\beta :T,S\text{-}\mathrm{mod}\mathrm{Func}(S\text{-}\mathrm{alg}^{\mathrm{fgf}},T\text{-}\mathrm{alg})`$ are equivalences.
To see that $`\alpha `$ is an equivalence, observe that every $`S`$-algebra is a coequalizer of a reflexive diagram of free algebras, and that every free $`S`$-algebra is a filtered colimit of finitely generated free algebras. Thus every functor $`S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$ which commutes with filtered colimits and reflexive coequalizers is determined up to unique isomorphism by its restriction to the subcategory of finitely generated free algebras, and natural transformation between such functors are uniquely determined by this restriction. Any functor $`S\text{-}\mathrm{alg}^{\mathrm{fgf}}T\text{-}\mathrm{alg}`$ extends to an element of $`\mathrm{Func}^{\mathrm{fr}}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})`$ by a left Kan extension construction, and therefore this construction gives the inverse to $`\alpha `$.
We now show that $`\beta `$ is an equivalence. Explicitly, $`\beta `$ sends $`MT,S\text{-}\mathrm{mod}`$ to the functor $`G:XM_SX`$; note that if $`XS(K)`$, then $`G(X)M(K)`$. We will construct an inverse $`\gamma :\mathrm{Func}(S\text{-}\mathrm{alg}^{\mathrm{fgf}},T\text{-}\mathrm{alg})T,S\text{-}\mathrm{mod}`$. Given $`F:S\text{-}\mathrm{alg}^{\mathrm{fgf}}T\text{-}\mathrm{alg}`$, define $`N𝒮^{f𝒮(,𝒥)}`$ by $`N(K)=F(S(K))`$; recall that under the equivalence $`𝒮^{f𝒮(,𝒥)}\mathrm{Func}^{\mathrm{fr}}(𝒮^{},𝒮^𝒥)`$, the object $`N`$ corresponds to a functor $`𝒮^{}𝒮^𝒥`$ also denoted by $`N`$, and there is a map $`N(X)F(S(X))`$ natural in $`X𝒮^{}`$. Give $`N`$ the structure of a left $`T`$-module by
$$(TN)(K)=T(F(S(K)))F(S(K))=N(K),$$
using the fact that $`F`$ takes values in $`T`$-algebras. Give $`N`$ the structure of a right $`S`$-module by
$$(NS)(K)N(S(K))F(S(S(K)))\stackrel{F(\mu _K)}{}F(S(K)),$$
using the $`S`$-algebra structure of $`S(K)`$. It follows that $`N`$ is a $`T,S`$-bimodule, that our construction $`F\gamma F=N`$ is a functor from functors to bimodules, and that $`\beta \gamma \mathrm{id}`$ and $`\gamma \beta \mathrm{id}`$ as desired.
###### Remark 4.6.
Let $`S𝒯()`$ and $`T𝒯(𝒥)`$. Then the category $`T,S\text{-}\mathrm{mod}`$ is a category of algebras over a certain $`(,𝒥)`$-sorted theory $`B_{T,S}`$; this is because bimodules are simply algebras over the monad $`ATAS`$ on $`(,𝒥)`$-graded sets, which commutes with filtered colimits.
Suppose that $`XS\text{-}\mathrm{alg}`$, and consider the functor $`T,S\text{-}\mathrm{mod}T\text{-}\mathrm{alg}`$ given by $`MM_SX`$. This functor commutes with filtered colimits and reflexive coequalizers by construction, and thus by (4.5) it is represented by a certain $`T,B_{T,S}`$-bimodule $`N_X`$ (whose underlying set is graded by $`((,𝒥),𝒥)`$!) We will need this observation in §8.
Given a morphism $`\phi :ST`$ of $``$-sorted theories, there is an evident restriction functor $`\phi ^{}:T\text{-}\mathrm{alg}S\text{-}\mathrm{alg}`$, which is the identity on underlying graded sets.
###### Proposition 4.7.
The restriction functor $`\phi ^{}`$ admits a left adjoint functor $`\phi _{}:S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$, and $`\phi _{}XT_SX`$.
###### Proof.
Let $`YT\text{-}\mathrm{alg}`$. Then $`\mathrm{hom}_{T\text{-}\mathrm{alg}}(\phi _{}X,Y)`$ is the equalizer of $`\mathrm{hom}_{T\text{-}\mathrm{alg}}(TX,Y)\mathrm{hom}_{T\text{-}\mathrm{alg}}(TSX,Y)`$, or equivalently of $`\mathrm{hom}_{𝒮^𝒥}(X,Y)\mathrm{hom}_{𝒮^𝒥}(SX,Y)`$, where the two arrows send $`f:XY`$ to $`f(\psi _X)`$ and $`(\psi _Y)(\phi X)(Sf)`$ respectively, where $`\psi _X:SXX`$ and $`\psi _Y:TYY`$ denote the algebra structure maps. ∎
### 4.8. Undercategories and coproducts of theories
Let $`T`$ be an $``$-sorted theory, and $`X`$ a $`T`$-algebra. Define $`T_X𝒮^{f𝒮()}`$ by $`T_X(K)=T(K)^TX`$.
###### Proposition 4.9.
The object $`T_X`$ admits the structure of a theory, and there is an equivalence of categories $`T_X\text{-}\mathrm{alg}X\backslash T\text{-}\mathrm{alg}`$.
###### Proof.
Define $`IT_X`$ to be the evident map $`I(K)KT(K)^TXT_X(K)`$, and $`T_XT_XT_X`$ to be the evident map $`(T_XT_X)(K)T_X(T_X(K))T(T(K)^TX)^TXT(K)^TXT_X(K)`$. Then $`T_X`$ is easily seen to be a theory, and the evident functor $`T_X\text{-}\mathrm{alg}X\backslash T\text{-}\mathrm{alg}`$ an equivalence. ∎
Given $`X𝒮^{}`$ and $`g:XY𝒮^{}`$, there exist endomorphism theories $`_X`$ and $`_g`$, with the property that $`\mathrm{hom}_{𝒯()}(T,_X)`$ is in bijective correspondence with the set of $`T`$-algebra structures on $`X`$, and $`\mathrm{hom}_{𝒯()}(T,_g)`$ is in bijective correspondence with the set of pairs of $`T`$-algebra structures on $`X`$ and $`Y`$ which make $`f`$ a map of $`T`$-algebras. They are given by the formulas
$$_X(j,f)=\mathrm{hom}_{f𝒮(,𝒥)}(X^f,X_j),$$
$$_g(j,f)=\mathrm{hom}_{f𝒮(,𝒥)}(X^f,X_j)\times _{\mathrm{hom}_{f𝒮(,𝒥)}(X^f,Y_j)}\mathrm{hom}_{f𝒮(,𝒥)}(Y^f,Y_j).$$
Here $`X^f`$ is as in (3.7).
Let $`S`$ and $`T`$ be two $``$-indexed theories. Then $`S^{𝒯()}T`$ denotes the coproduct in $`𝒯()`$.
###### Proposition 4.10.
The category $`(S^{𝒯()}T)\text{-}\mathrm{alg}`$ has as objects $`X𝒮^{}`$ equipped with both an $`S`$-algebra and a $`T`$-algebra structure, and as morphisms those maps which commute with both algebra structures.
###### Proof.
This is immediate from the existence of the endomorphism theories. ∎
### 4.11. Simplicial objects
We can similarly consider simplicial theories, namely monoid objects in $`s𝒮^{f𝒮()}`$; these are the same as simplicial objects in $`𝒯()`$, and we write $`s𝒯()`$ for the category of $``$-simplicial theories.
If $`T`$ is a simplicial theory, then by a $`T`$-algebra $`X`$ we mean a simplicial algebra, namely an object of $`s𝒮^{}`$ which is an algebra over the monad induced by $`T`$. Effectively, if $`T=\{T_n\}`$ is a simplicial theory, $`X`$ amounts to a collection $`\{X_n\}`$ of objects in $`𝒮^{}`$, such that each $`X_n`$ is equipped with the structure of a $`T_n`$ algebra, together with, for each $`\delta :[m][n]\mathrm{\Delta }`$, a map $`X_\delta :X_n(T_\delta )^{}X_m`$ of $`T_n`$-algebras, with the conditions $`X_\delta ^{}X_\delta =X_{\delta \delta ^{}}`$.
Similarly, we have simplicial bimodules; these are objects $`M`$ in $`s𝒮^{f𝒮(,𝒥)}`$ which are $`T,S`$-bimodules, or equivalently a collection $`M=\{M_n\}`$ of objects in $`𝒮^{f𝒮(,𝒥)}`$ such that each $`M_n`$ is a $`T_n,S_n`$-bimodule, together with simplicial operators acting as above.
Propositions (4.3), (4.7), (4.9), and (4.10) carry over to the simplicial setting: change $`𝒮`$ to $`s𝒮`$. There is also a simplicial analogue of (4.5). We say a functor $`F:S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$ between categories of simplicial algebras is degreewise if there exist functors $`F_n:S_n\text{-}\mathrm{alg}T_n\text{-}\mathrm{alg}`$ such that $`F(X)_nF_n(X_n)`$ for $`n0`$, together with natural transformations $`F_\delta (S_\delta )^{}:F_n(T_\delta )^{}F_m`$ for each $`\delta :[m][n]\mathrm{\Delta }`$ satisfying the appropriate identities.
###### Proposition 4.12.
Let $`S`$ and $`T`$ be $``$ and $`𝒥`$-sorted simplicial theories. Then the functor $`\iota :T,S\text{-}\mathrm{mod}\mathrm{Func}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})`$ factors through, and induces an equivalence with, the full subcategory $`\mathrm{Func}^{\mathrm{dfr}}(S\text{-}\mathrm{alg},T\text{-}\mathrm{alg})`$ of degreewise functors which in each degree commute with filtered colimits and reflexive coequalizers.
###### Proof.
Apply (4.5) in each simplicial degree. ∎
## 5. Functors commuting with products
Henceforward, we consider only *simplicial* $``$-sorted theories and simplicial algebras over such, unless otherwise indicated.
Let $`E:s𝒮s𝒮`$ be a functor. Such a functor induces a functor $`s𝒮^{}s𝒮^{}`$, which we also denote by $`E`$. We say that $`E`$ commutes with products if $`E(1)1`$ and for all $`X,Ys𝒮`$ the natural map $`E(X\times Y)EX\times EY`$ is an isomorphism. Note that if $`f:pnf𝒮𝒮`$ and if we write $`X^f:X^nX^p`$ for the induced map on products, then $`E(X^f)(EX)^f`$.
Suppose that in addition there is a natural transformation $`\eta :\mathrm{Id}E`$. Then there exist natural maps $`X\times EYE(X\times Y)`$ for all $`X,Ys𝒮`$; furthermore, these maps are coherent, in the sense that both ways to obtain a map $`X\times Y\times EZE(X\times Y\times Z)`$ are the same. In particular, $`E`$ is a *simplicial* functor.
Let $`F=𝒮As𝒮^{f𝒮(,𝒥)}`$ be a free series (3.9) on some $`As𝒮^{(,𝒥)}`$, and let $`Xs𝒮^{}`$. The above discussion shows that there is an evident map $`\alpha :F(E(X))E(F(X))`$ in $`s𝒮^𝒥`$; for instance, in the case when $`=`$, the map is
$$\alpha :F(E(X))\underset{n}{}A(n)\times (EX)^n\underset{n}{}E\left(A(n)\times X^n\right)E\left(\underset{n}{}A(n)\times X^n\right)E(F(X)),$$
induced by $`(EX)^nE(X^n)`$ and $`X\times EYE(X\times Y)`$.
###### Proposition 5.1.
Let $`E:s𝒮s𝒮`$ be a functor commuting with products and equipped with a natural transformation $`\eta :\mathrm{Id}E`$. Then for all $`Xs𝒮^{}`$ and $`Fs𝒮^{f𝒮(,𝒥)}`$, there exist maps
$$\stackrel{~}{\alpha }:F(E(X))E(F(X))$$
which are natural in $`X`$ and $`F`$, and which in the case that $`F=𝒮A`$ is the map $`\alpha `$ described above. Furthermore, the $`\stackrel{~}{\alpha }`$ are the unique collection of maps with this property.
###### Proof.
For convenience, we write the proof only in the case $``$ and $`𝒥`$ are singleton sets; the general case is only notationally more difficult.
We first show that $`\alpha `$ is in fact a natural transformation between functors defined on the full subcategory of free objects in $`s𝒮^{f𝒮}`$. Consider a map $`𝒮A𝒮B`$ between free objects. This amounts to a collection of maps $`A(n)_pB(p)\times n^p`$, $`n0`$, and the induced map $`𝒮A(X)𝒮B(X)`$ factors
$$\underset{n}{}A(n)\times X^n\underset{n,p}{}B(p)\times n^p\times X^n\underset{p}{}B(p)\times X^p.$$
To show that $`\alpha `$ commutes with these maps reduces to showing that it commutes with $`n^p\times X^nX^p`$, which is clear.
Define $`\stackrel{~}{\alpha }=\alpha `$ on the full subcategory of free objects in $`s𝒮^{f𝒮}`$. Since every object of $`s𝒮^{f𝒮}`$ is a reflexive coequalizer of a pair of free objects, the $`\stackrel{~}{\alpha }`$ extend in a unique way to arbitrary objects in $`s𝒮^{f𝒮}`$. ∎
By the uniqueness property of (5.1), we see that $`\stackrel{~}{\alpha }:\mathrm{Id}(E(X))E(\mathrm{Id}(X))`$ is the identity, and the two ways of getting maps $`G(F(E(X)))E(G(F(X)))`$ coincide: $`\stackrel{~}{\alpha }_{GF}=(\stackrel{~}{\alpha }_GF)(G\stackrel{~}{\alpha }_F)`$.
###### Corollary 5.2.
Let $`T`$ be a (possibly multi-sorted) simplicial theory. A product preserving functor $`E:s𝒮s𝒮`$ equipped with a natural transformation $`\eta :\mathrm{Id}E`$ lifts in a natural way to a functor $`E:T\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$. Furthermore, for every $`MT,S\text{-}\mathrm{mod}`$ and every $`XT\text{-}\mathrm{alg}`$ there exist maps
$$\stackrel{~}{\alpha }:M_TEXE(M_SX)$$
which are natural in $`M`$ and $`X`$, and coherent with respect to compositions of functors.
###### Example 5.3.
1. Let $`K`$ be a fixed simplicial set, and let $`X^K`$ mapping complex from $`K`$ to $`X`$. Then $`XX^K`$ commutes with products and there are natural maps $`XX^K`$ induced by the projection $`K1`$. Then (5.1) says that our functor $`F:s𝒮^{}s𝒮^𝒥`$ is a *simplicial functor*, and (5.2) says that $`X^K`$ is a $`T`$-algebra if $`X`$ is.
2. Define $`E(X)=\mathrm{Sing}|X|`$, the singular complex of the geometric realization of the underlying simplicial sets; this commutes with products and admits a natural transformation $`\mathrm{Id}E`$. Then (5.2) says that $`E`$ lifts to all categories of $`T`$-algebras.
3. Similarly, if $`E(X)=\mathrm{Ex}^{\mathrm{}}(X)`$, the functor of \[Kan57\], then (5.2) says that $`E`$ lifts to all categories of $`T`$-algebras.
## 6. Simplicial algebras and s-free maps
In this section we explain the notion of an *$`s`$-free map;* this terminology is due to Goerss and Hopkins \[GHa\]; it is essentially what Quillen calls a *free* map \[Qui67, II.4\].
### 6.1. Free degeneracy diagrams
Let $`\mathrm{\Delta }`$ denote the category of finite totally ordered sets of the form $`[n]=\{0,\mathrm{},n\}`$ and weakly monotone maps between them. The category of simplicial objects in $`𝐂`$ is just the category of functors $`\mathrm{\Delta }^{\mathrm{op}}𝐂`$. The degeneracy category $`\mathrm{\Delta }_+`$ is the subcategory of $`\mathrm{\Delta }`$ consisting of all *surjective* maps. A degeneracy diagram in $`𝐂`$ is a functor $`F:\mathrm{\Delta }_+^{\mathrm{op}}𝐂`$.
A degeneracy diagram $`K:\mathrm{\Delta }_+^{\mathrm{op}}𝒮`$ is free if there exist sets $`L_nK_n`$ and an isomorphism of degeneracy diagrams
$$K_n\underset{\sigma :[m][n]\mathrm{\Delta }_+}{}L_m.$$
That is, $`K`$ is a left Kan extension of $`L:^{\mathrm{op}}𝒮`$ along the inclusion $`^{\mathrm{op}}\mathrm{\Delta }^{\mathrm{op}}`$ sending $`n[n]`$.
It is well known that if $`X`$ is a simplicial set, then the underlying degeneracy diagram of $`X`$ is free. More is true. Let $`\mathrm{\Delta }_0\mathrm{\Delta }`$ denote the subcategory consisting of those morphisms $`\delta :[m][n]`$ such that $`\delta (0)=0`$. (A functor $`\mathrm{\Delta }_0𝐂`$ is precisely an augmented simplicial object in $`𝐂`$ with a contracting homotopy.) Note that $`\mathrm{\Delta }_+\mathrm{\Delta }_0`$.
###### Lemma 6.2.
1. If $`X:\mathrm{\Delta }_0^{\mathrm{op}}𝒮`$, then the underlying degeneracy diagram of $`X`$ is free.
2. Suppose $`YX`$ is an inclusion of degeneracy diagrams of sets, and that $`X`$ free. Then $`Y`$ is free if and only if for all $`xX_n`$ and $`\sigma :[m][n]\mathrm{\Delta }_+`$, $`\sigma (x)Y_m`$ implies that $`xY_n`$.
###### Proof.
Let $`X`$ be as in (1). For this proof, we will write simplicial operators as acting on the right. Say that an $`xX_n`$ in non-degenerate if it is not of the form $`y\sigma `$ for some non-identity $`\sigma :[n][m]\mathrm{\Delta }_+`$ and some $`yX_m`$. We claim: if $`xX_k`$, $`x^{}X_{\mathrm{}}`$ are non-degenerate elements such that $`x\sigma =x^{}\sigma ^{}X_n`$ for some $`\sigma ,\sigma ^{}\mathrm{\Delta }_+`$, then
1. $`k=\mathrm{}`$ and $`x=x^{}`$, and
2. $`\sigma =\sigma ^{}`$.
From this claim it will follow that for each $`yX_n`$ there is a unique non-degenerate $`xX_m`$ and a unique $`\sigma :[n][m]\mathrm{\Delta }_+`$ such that $`y=x\sigma `$; that is, the underlying degeneracy diagram of $`X`$ is *free* on the non-degenerate elements, proving (1). To prove the claim, observe that there exist $`\delta ,\delta ^{}\mathrm{\Delta }_0`$ such that $`\sigma \delta =\mathrm{id}_{[k]}`$ and $`\sigma ^{}\delta ^{}=\mathrm{id}_{[\mathrm{}]}`$. Then $`x^{}\sigma ^{}\delta =x\sigma \delta =x`$ and $`x\sigma \delta ^{}=x^{}\sigma ^{}\delta ^{}=x^{}`$. Any map in $`\mathrm{\Delta }_0`$ must factor uniquely in the form $`\delta _1\sigma _1`$ for an injective $`\delta _1`$ and surjective $`\sigma _1`$; this fact applied to $`\sigma \delta ^{}`$ and $`\sigma ^{}\delta `$ together with the non-degeneracy of $`x`$ and $`x^{}`$ implies that $`\sigma \delta ^{}=\sigma ^{}\delta =\mathrm{id}`$ and hence that $`x=x^{}`$, proving (a). To get (b), observe that the same argument shows that $`\sigma `$ and $`\sigma ^{}`$ must admit exactly the same elements of $`\mathrm{\Delta }_0`$ as right inverses, and it is easy to derive (b) from this.
To show (2) observe that $`X`$, being free, is a disjoint union of free degeneracy diagrams on one generator (in various degrees), and that a free degeneracy diagram on one generator has no non-trivial free sub-diagrams. ∎
### 6.3. $`s`$-free morphisms
We say a morphism $`f:XYT\text{-}\mathrm{alg}`$ is $`s`$-free if, after restricting from $`\mathrm{\Delta }`$ to the degeneracy category, there is an isomorphism
$$YX\stackrel{T\text{-}\mathrm{alg}}{}T(K),$$
where $`K`$ is a free degeneracy diagram in $``$-graded sets. This means that for each $`n0`$, $`Y_nX_n^{T_n}T_nK_n`$, and the $`K_n`$’s are closed under degeneracy operations. (The complication here is that each level $`Y_n`$ in the simplicial algebra is an object in a *different* category for each $`n`$).
An object $`XT\text{-}\mathrm{alg}`$ is said to be $`s`$-free if the map from the initial object to $`X`$ is $`s`$-free. Note that $`f:XYT\text{-}\mathrm{alg}`$ is an $`s`$-free morphism if and only if $`Y`$ is an $`s`$-free object in the comma category $`X\backslash T\text{-}\mathrm{alg}T_X\text{-}\mathrm{alg}`$.
###### Proposition 6.4.
Let $`X`$ be a simplicial $`T`$-algebra, and define a simplicial object $`Y`$ in $`T\text{-}\mathrm{alg}`$ by $`[n]Y_{n,}T^{n+1}X`$. Then $`\mathrm{diag}(Y)T\text{-}\mathrm{alg}`$ is $`s`$-free.
###### Proof.
We have that $`Y_{n,n}(T_n)^{n+1}X_nT_n((T_n)^nX_n)`$; thus, we must show that $`[n](T_n)^nX_n`$ is a free degeneracy diagram of $``$-graded sets. First, suppose that $`T`$ and $`X`$ are a *discrete* theory and algebra. The degeneracy diagram $`\mathrm{\Delta }_+𝒮^{}:[n]T^nX`$ extends to a functor $`\mathrm{\Delta }_0𝒮^{}`$, using the fact that $`T`$ is a monad and and $`X`$ and algebra: the “face” maps are given by $`T^i\mu _TT^{ni2}:T^nXT^{n1}X`$ and $`T^{n1}\psi _X:T^nXT^{n1}X`$.
Since the extension from a $`\mathrm{\Delta }_+`$-diagram to a $`\mathrm{\Delta }_0`$-diagram is natural in $`T`$ and $`X`$, we see that $`[n](T_n)^nX_n`$ is the “diagonal” of a *simplicial* object in $`\mathrm{\Delta }_0`$-diagrams, and in particular it is a $`\mathrm{\Delta }_0`$-diagram, and the result follows using (6.2) (1). ∎
## 7. Homotopy theory of algebras
In this section we describe a model category structure on the category of simplicial algebras over any $``$-sorted theory $`T`$ based on simplicial sets. The model category structure we construct coincides with those constructed in \[Sch\] and \[Bad00\].
### 7.1. Closed model category structure
Let $`T`$ be an $``$-sorted theory over $`s𝒮`$. Recall that there is a forgetful functor $`T\text{-}\mathrm{alg}s𝒮^{}`$. Write $`U_\alpha :T\text{-}\mathrm{alg}s𝒮`$ for the underlying simplicial set corresponding to $`\alpha `$.
We say that a morphism $`f:XY`$ is a strong retract of $`g:XY^{}`$ if $`f`$ is a retract of $`g`$ in the category of objects under $`X`$.
###### Theorem 7.2.
The category $`T\text{-}\mathrm{alg}`$ admits a simplicial model category structure in which $`f:XYT\text{-}\mathrm{alg}`$ is
1. a fibration or a weak equivalence if and only if each $`U_\alpha (f),\alpha `$ is a fibration or weak equivalence of simplicial sets, and
2. a cofibration if and only if it is a strong retract of an $`s`$-free map.
Furthermore, this model category is right proper.
Let $`\phi :STs𝒯()`$ be a morphism of $``$-sorted simplicial theories.
###### Corollary 7.3.
The induced adjoint pair $`\phi _{}:S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}:\phi ^{}`$ (4.7) is a Quillen pair between the corresponding model categories.
###### Proof.
The right adjoint $`\phi ^{}`$ is the identity on the underlying simplicial sets, and hence preserves weak equivalences and fibrations, and thus the left adjoint preserves cofibrations. ∎
###### Example 7.4.
The categories $`s𝒮^{}`$ of graded simplicial sets admit a model category structure in which a map is a fibration, cofibration, or weak equivalence if it is such in each $``$-grading.
###### Example 7.5.
The category $`s𝒯`$ of simplicial theories is a category of algebras over an $``$-sorted theory, and so admits a simplicial model category structure; similarly for categories of bimodules over such theories. More generally, the category $`s𝒯()`$ of $``$-sorted simplicial theories admits a simplicial model category structure, as do categories of bimodules over simplicial multi-sorted theories.
We will only sketch the proof of (7.2); it is an instance of the “small object argument”, which was already used by Quillen \[Qui67\] for the case of simplicial algebras over a discrete theory. (A more recent exposition of Quillen’s proof for simplicial algebras is \[GJ99, II.5\].) We note that the statement about right properness follows from the fact that pullbacks, fibrations, and weak equivalences are created by the $`U_\alpha `$’s, and that $`s𝒮`$ is right proper. The fact that $`T\text{-}\mathrm{alg}`$ is a *simplicial* model category follows by a straightforward argument using (5.2) and (5.3) (1), together with the fact that graded simplicial sets are a simplicial model category.
To apply the small object argument, we must name sets of “generating cofibrations” and “generating trivial cofibrations”. In our case we can take as generating cofibrations the set of maps
$$T(K\times \mathrm{\Delta }[n])T(K\times \mathrm{\Delta }[n]),K\mathrm{ob}f𝒮/,n0,$$
and as generating trivial cofibrations the set of maps
$$T(K\times \mathrm{\Lambda }^k[n])T(K\times \mathrm{\Delta }[n]),K\mathrm{ob}f𝒮/,nk0,$$
where $`\mathrm{\Delta }[n]\mathrm{\Delta }[n]\mathrm{\Lambda }^k[n]`$ are the standard $`n`$-simplex, its boundary, and its $`k`$-th “horn”. Here we regard $`f𝒮/𝒮^{}s𝒮^{}`$ as usual, and also $`s𝒮s𝒮^{}`$ by the diagonal inclusion. (We really only need to use those $`K`$ whose underlying set is a singleton.)
Using the small object argument, it is straightforward to produce factorizations $`(\text{map})=(\text{triv. fib})(s\text{-free})`$. To get factorizations $`(\text{map})=(\text{fib.})(\text{triv. cof.})`$ we need the following lemma, which ensures that the putative trivial cofibrations produced by the small object argument are in fact such.
###### Lemma 7.6.
Suppose $`f:XYT\text{-}\mathrm{alg}`$ is a map which has the left lifting property with respect to all fibrations (as defined in (7.2)). Then $`f`$ is a weak equivalence.
###### Proof.
Let $`\gamma :\mathrm{Id}E`$ be a natural transformation of functors $`s𝒮s𝒮`$ such that $`E`$ is product preserving, $`E(X)`$ is a fibrant simplicial set and $`\gamma _X:XE(X)`$ is a weak equivalence for all $`X`$; we can use examples (5.3) (2) or (3). This functor $`E`$ extends to $`T\text{-}\mathrm{alg}`$ by (5.2). Now consider
where the fiber product is defined using $`\mathrm{ev}_1:(EY)^{\mathrm{\Delta }[1]}EY`$ and $`p`$ is defined using $`\mathrm{ev}_0:(EY)^{\mathrm{\Delta }[1]}EY`$. The map $`p`$ is a fibration: it can be factored
$$(EY)^{\mathrm{\Delta }[1]}\times _{EY}EX(EY)^{\mathrm{\Delta }[1]}\times _{EY}EXEY\times EXEY,$$
where both maps are fibrations since $`EX`$ and $`EY`$ are fibrant. By hypothesis, the dotted arrow exists. Furthermore, $`\pi `$ is a trivial fibration, and hence $`i`$ and $`j`$ are weak equivalences, and we can conclude that $`f`$ is a weak equivalence. ∎
### 7.7. A useful lemma
It is convenient to give here the following generalization of (7.6), which is used in §8.
###### Lemma 7.8.
Given the hypotheses of (7.6), suppose that $`F:T\text{-}\mathrm{alg}s𝒮^𝒥`$ is a degreewise functor which commutes with filtered colimits and reflexive coequalizers in each degree. Then $`F(f)`$ is a weak equivalence in $`s𝒮^𝒥`$.
###### Proof.
Consider the diagram
The left-hand side is obtained by applying $`F`$ to the square used in the proof of (7.6). By (4.12) the functor $`F`$ must be representable by some right $`T`$-module, and therefore the horizontal maps on the right-hand side are obtained using (5.1) and (5.2), and the right-hand square commutes. The top and bottom rows of the rectangle are weak equivalences by the same arguments as used in the proof of (7.6), and hence we conclude that $`Ff`$ is a weak equivalence. ∎
## 8. Homotopy invariance properties
This section is dedicated to giving criteria for functors to preserve weak equivalences. As a corollary (8.6) of these results, we will see that the homotopy theory of $`T`$-algebras depends only on the weak homotopy type of the simplicial theory $`T`$.
###### Theorem 8.1.
Let $`T`$ be an $``$-sorted theory, and $`f:XY`$ a weak equivalence between cofibrant $`T`$-algebras, and let $`F:T\text{-}\mathrm{alg}s𝒮^𝒥`$ be a degreewise functor which commutes with filtered colimits and reflexive coequalizers (i.e., a right $`T`$-module). Then $`F(f)`$ is a weak equivalence.
###### Proof.
If $`f`$ is a trivial cofibration, this is (7.8). The theorem follows using (2.6). ∎
###### Proposition 8.2.
Let $`ABs𝒮^{f𝒮(,𝒥)}`$ be a weak equivalence, and let $`Xs𝒮^{}`$. Then the induced map $`A(X)B(X)`$ is a weak equivalence in $`s𝒮^𝒥`$.
###### Proof.
We can first reduce to the case when $`X`$ is a *discrete* graded simplicial set, using the diagonal principle (1.1) and the fact that $`A(X)`$ (and similarly $`B(X)`$) can be obtained as the diagonal of the simplicial object in $`s𝒮^𝒥`$ given by $`[n]A(X_n)`$, where $`X_n`$ is the $`n`$th simplicial degree of $`X`$. Next note that it is enough to show that the conclusion holds when $`X`$ is both discrete and *finite*, since every graded set is a filtered colimit of its finite subsets, and $`A(\text{})`$ and $`B(\text{})`$ commute with such colimits. Now we are done, since $`AB`$ is a weak equivalence exactly when $`A(K)B(K)s𝒮^𝒥`$ is one for all $`Kf𝒮/`$. ∎
###### Theorem 8.3.
Let $`f:MM^{}`$ be a map of right $`T`$-modules. The following are equivalent.
1. The map $`f`$ is a weak equivalence of right $`T`$-modules.
2. For every $`T`$-algebra $`X`$ of the form $`X=T(K)`$ with $`Kf𝒮/s𝒮^{}`$, the induced map $`M_TXM^{}_TX`$ is a weak equivalence.
3. For every *cofibrant* $`T`$-algebra $`X`$, the induced map $`M_TXM^{}_TX`$ is a weak equivalence.
###### Proof.
The equivalence of (1) and (2) is immediate, since the $`j`$th graded piece of $`M_TT(K)`$ is $`M(j,K)`$. Since for any $`Kf𝒮/s𝒮^{}`$, $`X=T(K)`$ is a cofibrant $`T`$-algebra, (3) implies (2).
To show that (1) implies (3), let $`Y`$ be a simplicial object in $`T\text{-}\mathrm{alg}`$ defined by $`[n]Y_{n,}=T^{n+1}X`$; then $`\mathrm{diag}(Y)T\text{-}\mathrm{alg}`$ is $`s`$-free by (6.4), and hence is cofibrant, and $`\mathrm{diag}(Y)X`$ is a weak equivalence by the existence of a contracting homotopy. Now consider
The maps marked $``$ are weak equivalences by (8.1), so to show that $`f_TX`$ is a weak equivalence it suffices to show that $`g`$ is. By the diagonal principle (1.1), it suffices to show that $`M_TT^{n+1}XMT^nXM^{}_TT^{n+1}XM^{}T^nX`$ is a weak equivalence for $`n0`$; this is (8.2). ∎
###### Corollary 8.4.
Let $`f:XX^{}`$ be any weak equivalence of $`T`$-algebras. Then for any *cofibrant* right $`T`$-module $`M`$, the induced map $`M_TXM_TX^{}`$ is a weak equivalence.
###### Proof.
The functors $`\text{}_TX,\text{}_TX^{}:I,T\text{-}\mathrm{mod}s𝒮^{}`$ are represented by an appropriate bimodules $`N_X`$ and $`N_X^{}`$, as described in (4.6). We claim that the map $`N_XN_X^{}`$ induced by $`f`$ is a weak equivalence, which means that we can derive the corollary as a special case of (8.3). To see that $`N_XN_X^{}`$ is a weak equivalence, it suffices to show that it induces a weak equivalence when applied to a free “algebra”, by (8.3). Translated, this means that we must show that $`M_TXM_TX^{}`$ is a weak equivalence when $`M`$ is a free right $`T`$-module. In fact, this is the case whenever $`MAT`$ for some $`As𝒮^{f𝒮(,)}`$, by (8.2), and so is in particular true for free objects. ∎
###### Remark 8.5.
If $`M`$ is a $`T,S`$-bimodule, then (8.1) implies that the induced functor $`M_S\text{}:S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$ preserves all weak equivalences between cofibrant $`S`$-algebras. Therefore, there is an induced *left derived functor* $`M_S^𝐋\text{}:\mathrm{Ho}S\text{-}\mathrm{alg}\mathrm{Ho}T\text{-}\mathrm{alg}`$. Similar considerations show that if $`X`$ is an $`S`$-algebra, then the induced functor $`\text{}_SX:T,S\text{-}\mathrm{mod}T\text{-}\mathrm{alg}`$ preserves all weak equivalence between all bimodules which are cofibrant as right $`S`$-modules, and hence induces a left derived functor $`\text{}_S^𝐋X:\mathrm{Ho}T,S\text{-}\mathrm{mod}\mathrm{Ho}T\text{-}\mathrm{alg}`$.
Furthermore, (8.3) and (8.4) show that the two ways of defining $`M_S^𝐋X`$ are isomorphic in $`\mathrm{Ho}T\text{-}\mathrm{alg}`$; that is, there is a well-defined *derived pairing* $`\text{}_S^𝐋\text{}:\mathrm{Ho}T,S\text{-}\mathrm{mod}\times \mathrm{Ho}S\text{-}\mathrm{alg}\mathrm{Ho}T\text{-}\mathrm{alg}`$.
###### Corollary 8.6.
Let $`\phi :ST`$ be a morphism of simplicial $``$-sorted theories. Then the induced Quillen adjoint pair (7.3)
$$\phi _{}:S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}:\phi ^{}$$
is a Quillen equivalence if and only if $`\phi `$ is a weak equivalence of theories.
###### Proof.
First, note that the pair is a Quillen equivalence if and only if the adjunction map $`X\phi ^{}\phi _{}X`$ is a weak equivalence for every cofibrant $`S`$-algebra $`X`$. This is because, given $`f:\phi _{}XYT\text{-}\mathrm{alg}`$, the adjoint map factors
$$X\phi ^{}\phi _{}X\stackrel{\phi ^{}f}{}\phi ^{}Y,$$
and $`\phi ^{}f`$ is a weak equivalence if and only if $`f`$ is. The result now follows from (8.3), since the adjunction map is isomorphic to $`S_SXT_SX`$. ∎
## 9. A criterion for properness
In this section we give a criterion for a category of simplicial algebras over a theory to be left proper. The proof is adapted with some changes from an argument of Dwyer and Kan \[DK80, §8\], who use it to show that simplicially enriched categories with a fixed object set form a proper model category.
###### Theorem 9.1.
Let $`T`$ be an $``$-sorted simplicial theory. The following are equivalent.
1. The model category $`T\text{-}\mathrm{alg}`$ is proper.
2. For each finite $``$-graded set $`Kf𝒮/𝒮^{}s𝒮^{}`$, the functor $`T\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$ given by $`XX^TT(K)`$ carries weak equivalences to weak equivalences.
###### Remark 9.2.
Note that it suffices in condition (2) of (9.1) to take only those $`K`$ whose underlying set is singleton. In particular, if $``$ is singleton, then the theorem says that $`T\text{-}\mathrm{alg}`$ is proper if and only if the functor $`XX^TT(1)`$ preserves weak equivalences.
###### Proof.
We have already seen that $`T\text{-}\mathrm{alg}`$ is always right proper (7.2), so we need only consider left properness. That (1) implies (2) follows by observing that if $`f:XYT\text{-}\mathrm{alg}`$, then the square
is a pushout square in $`T`$-algebras in which the top arrow is a cofibration; properness implies that $`g`$ is a weak equivalence if $`f`$ is.
To show (2) implies (1), we must show that for any cofibration $`i:UV`$,
1. the functor $`\text{}_U^TV:U\backslash T\text{-}\mathrm{alg}V\backslash T\text{-}\mathrm{alg}`$ carries weak equivalences to weak equivalences.
We proceed by a series of reductions. First, it suffices to show (\*) when $`i`$ is an $`s`$-free map, since cofibrations are strong retracts of such.
Next, it suffices to show (\*) for $`i`$ of the form $`T(j):T(K)T(L)`$ where $`j:KL`$ is an inclusion of $``$-graded simplicial sets. This is because any $`s`$-free map can be written as a directed colimit of a series of maps, each of which is a pushout along a map of the form $`T(j)`$, and because weak equivalences are preserved by directed colimits.
Define $`(X,U,V)`$ to be the simplicial object in $`T\text{-}\mathrm{alg}`$ given by
$$[n]_n(X,U,V)=X^T\left(\underset{n}{\overset{T}{}}U\right)^TV.$$
We claim that if $`i=T(j):T(K)T(L)`$, then the evident augmentation $`\mathrm{diag}(X,U,V)X_U^TV`$ is a weak equivalence. In fact, in each *internal* degree $`m`$ we have that $`L_mK_mK_m^{}`$ for some $``$-graded set $`K_m^{}`$, and thus
$$[n]_n(X_m,U_m,V_m)X_m\stackrel{T_m}{}\underset{n}{\overset{T_m}{}}U_m\stackrel{T_m}{}V_mX_m\stackrel{T_m}{}T_m(\underset{n}{}K_mK_mK_m^{}),$$
which augments to $`X_m_{T(K_m)}^TT(L_m)X_m^{T_m}T_m(K_m^{})`$. There is an evident contracting homotopy using the inclusion $`K_m^{}K_mK_m^{}`$, showing that $`(X_m,U_m,V_m)(X_U^TV)_m`$ is a weak equivalence of (graded) simplicial sets, and hence the claim follows using the diagonal principle (1.1).
Next, it suffices to show (\*) for $`i`$ of the form $`T(0)T(K)`$ for $`Ks𝒮^{}`$; that is, to show that the functor $`XX^TT(K)`$ preserves weak equivalences. This follows using the diagonal principle and the above claim, since then for $`n0`$ each $`XX^TT(_nKL)`$ must preserve weak equivalences.
Next, it suffices to show (\*) for $`i`$ of the form $`T(0)T(K)`$ where $`K`$ is a discrete graded simplicial set; this follows by another application of the diagonal principle to $`[n]X^TT(K_n)`$, the diagonal of which is $`X^TT(K)`$.
The theorem now follows using the fact that $`X^TT(K)`$, with $`K`$ discrete, is a filtered colimit over the diagram of all finite subobjects of $`K`$, and that weak equivalences are preserved by filtered colimits. ∎
## 10. Free theories and trees
In this section we give the explicit construction of a free theory over graded sets, and use this to derive some results needed for the proof of (11.1). Essentially, we show (10.8) that a coproduct of two *free* theories is free as a right module over one of these theories. That free theories may be described in terms of trees is an observation of Boardman \[Boa71\], \[BV73\]. The point of view we take here is that free theories are essentially the same as free *operads* (more precisely, free $`\mathrm{\Sigma }`$-operads, i.e., ones in which symmetric groups do not act), which can also be described using trees. Our definitions of trees are based on those of \[GJ\], and on ones given in an early version of \[GHb\].
### 10.1. Trees
A totally ordered tree $`𝒯`$ (or simply tree) is an oriented contractible graph which
1. has a (possibly empty) finite set of vertices, such that
2. each vertex has a (possibly empty) finite totally ordered set of input edges,
3. each vertex has exactly one output edge, and
4. there is exactly one edge of $`𝒯`$ which is not the output edge of a vertex.
Let $`\mathrm{in}(v)`$ denote the ordered set of input edges of a vertex $`v`$, and let $`\mathrm{out}(v)`$ denote the unique output edge. The external edges of a tree $`𝒯`$ consist of a unique output edge $`\mathrm{out}(𝒯)`$ and a set of input edges $`\mathrm{in}(𝒯)`$, which acquires a total ordering in an evident way from the orderings of the $`\mathrm{out}(v)`$. The output edge of a tree is not an input edge, *except* for the case of a tree which has an empty set of vertices; this is called the trivial tree, and it has a unique edge.
We fix a total ordering of each finite set $`nf𝒮`$, so that there is a unique order preserving bijection between $`\mathrm{in}(v)`$ (resp. $`\mathrm{in}(𝒯)`$) and some $`n`$, making it convenient to identify these sets when necessary.
There is an evident notion of isomorphism of trees, and we will identify isomorphic trees.
Let $``$ be a set. An $``$-tree is a tree $`𝒯`$ together with a choice of an element $`i(e)`$ for each edge $`e`$ of $`𝒯`$; in other words, the set of edges of $`𝒯`$ is an $``$-graded set. To each vertex of an $``$-tree one can associate an element $`i(v)()\mathrm{ob}(\times f𝒮/)`$, namely the pair $`(i(\mathrm{out}(v)),i|_{\mathrm{in}(v)}:\mathrm{in}(v))`$. Similarly, to an $``$-tree there is an associated element $`i(𝒯)()`$, namely the pair $`(i(\mathrm{out}(𝒯)),i:\mathrm{in}(𝒯))`$.
Let $`A𝒮^{()}`$. An $`A`$-labelled $``$-tree is a tree $`𝒯`$ together with a choice, for each vertex $`v`$ of $`𝒯`$, of an element $`a(v)A(i(v))`$. The set of isomorphism classes of $`A`$-labelled trees is naturally a $`()`$-graded set, denoted $`𝒬A`$, with the $`K()`$ graded piece isomorphic to
$$(𝒬A)(K)\underset{\stackrel{\text{trees }𝒯\text{,}}{i(𝒯)=K}}{}\underset{\stackrel{\text{vertices}}{v\text{ of }𝒯}}{}A(i(v)).$$
If $`𝒯`$ is an $`A`$-labelled $``$-tree with input edges $`\mathrm{in}(𝒯)`$, and if for each $`k\mathrm{in}(𝒯)`$ the $`𝒯_1,\mathrm{},𝒯_n`$ are $`A`$-labelled $``$-trees such that $`i(\mathrm{out}(𝒯_k))=i(k)`$, then we can form a tree $`𝒯[𝒯_1,\mathrm{},𝒯_n]`$ by grafting $`𝒯_k`$ at the edge $`k`$, obtaining a new $`A`$-labelled $``$-tree.
### 10.2. Description of free theories by trees
Suppose $`:𝒮^{()}𝒯()`$ (the free theory functor) and $`𝒮:𝒮^{()}𝒮^{f𝒮()}`$ (the free series functor, as in (3.9)) denote the left adjoints to the corresponding forgetful functors.
For $`A,B𝒮^{()}`$, define $`AB𝒮^{()}`$ by
$$(AB)(i,f:n)=\underset{g:mf𝒮/}{}A(i,g)\times \left(\underset{\underset{\text{weak monot.}}{h:nm}}{}\underset{km}{}B(g(k),f|h^1(k))\right),$$
where the second coproduct is taken over the set of *weakly monotone* maps $`h:nm`$ in $`f𝒮`$ (i.e., $`ij`$ implies $`h(i)h(j)`$), and $`h^1(k)n`$ is identified bijectively with an object of $`f𝒮`$ via the ordering induced as a subset of $`n`$. Let $`\delta 𝒮^{()}`$ denote the object with
$$\delta (i,f:n)=\{\begin{array}{cc}\hfill & \text{if }n=1\text{ and }f(1)=i\text{,}\hfill \\ \mathrm{}\hfill & \text{otherwise.}\hfill \end{array}$$
(If $``$ is singleton, these become
$$(AB)(n)=\underset{m}{}A(m)\times \underset{i_1+\mathrm{}+i_m=n}{}B(i_1)\times \mathrm{}\times B(i_m),\delta (n)=\{\begin{array}{cc}\hfill & \text{if }n=1\text{,}\hfill \\ \mathrm{}\hfill & \text{otherwise.}\hfill \end{array}.)$$
###### Lemma 10.3.
The category $`𝒮^{()}`$ admits the structure of a monoidal category, with the monoidal product given by $``$ and with unit object $`\delta `$. Furthermore, the functor $`𝒮:𝒮^{()}𝒮^{f𝒮()}`$ admits the structure of a monoidal functor for which $`I𝒮\delta `$ and $`𝒮(AB)𝒮A𝒮B`$.
###### Proof.
Recall from (3.8) that $`𝒮^{f𝒮()}`$ is equivalent to a full subcategory of the category of endofunctors on $`𝒮^{}`$. There is an evident explicit isomorphism $`𝒮A(𝒮B(X))𝒮(AB)(X)`$ natural in $`X𝒮^{}`$, as can be seen by applying (3.9). More explicit computations show that the monoidal structure on $`𝒮^{f𝒮()}`$ restricts to $`𝒮^{()}`$ along $`𝒮:𝒮^{()}𝒮^{f𝒮()}`$. ∎
###### Proposition 10.4.
$`A𝒮(𝒬A)`$ as objects of $`𝒮^{f𝒮()}`$.
###### Remark 10.5.
The object $`𝒬A`$ is nothing more than the free $`\mathrm{\Sigma }`$-operad on $`A`$ (cf. \[GJ\]). Thus this proposition relates the free $`\mathrm{\Sigma }`$-operad on $`A`$ with the free theory on $`A`$.
###### Proof of Proposition 10.4.
It is enough to show that $`𝒬A`$ is the *free monoid* with respect to the $``$-product on $`𝒮^{()}`$; that is, maps $`AM𝒮^{()}`$ are in bijective correspondence with maps $`𝒬AM`$ of monoids. Then from (10.3) it follows formally that $`𝒮(𝒬A)`$ is the free monoid with respect to the $``$-product, i.e., it is a free theory.
To make $`𝒬A`$ into a monoid with respect to the $``$ structrue, let $`\delta 𝒬A`$ be the map classifying the trivial trees, and let $`𝒬A𝒬A𝒬A`$ be the evident map describing grafting of trees. Now note that $`𝒬A`$ is precisely the formula for the free $`\mathrm{\Sigma }`$-operad on $`A`$. ∎
### 10.6. Essentially labelled trees
If $`𝒯`$ is a tree, we say that $`𝒯^{}𝒯`$ is a rooted subtree if it is a subtree such that $`\mathrm{out}(𝒯^{})=\mathrm{out}(𝒯)`$. Given any rooted subtree $`𝒯^{}`$ of $`𝒯`$ there is a unique way to write $`𝒯`$ as a graft $`𝒯^{}[𝒯_1,\mathrm{},𝒯_n]`$ for some subtrees $`𝒯_1,\mathrm{},𝒯_n`$.
Let $`𝒯𝒬(AB)`$. Let $`e_B(𝒯)`$ denote the minimal rooted subtree of $`𝒯`$ which contains all of the vertices which are labelled by $`B`$; if no vertices are labelled by $`B`$ then $`e_B(𝒯)`$ is a trivial tree. Say that $`𝒯𝒬(AB)`$ is $`B`$-essential if $`e_B(𝒯)=𝒯`$, and write $`𝒬_e(A,B)𝒬(AB)`$ for the sub-$`()`$-graded set of $`B`$-essential trees. We thus have shown
###### Lemma 10.7.
Every $`𝒯𝒬(AB)`$ can be written uniquely as the grafting of a $`B`$-essential $``$-tree $`𝒯^{}`$ with $``$-trees $`𝒯_1,\mathrm{},𝒯_n`$ labelled only by $`A`$.
###### Proposition 10.8.
$`(AB)𝒮(𝒬_e(A,B))A`$ as objects in the category of right $`A`$-modules.
###### Proof.
Using (10.3) and (10.4), this amounts to showing that $`𝒬(AB)𝒬_e(A,B)𝒬A`$, which is a direct translation of (10.7). ∎
###### Proposition 10.9.
The diagram $`𝒬_e(A,\mathrm{})𝒬_e(A,B)𝒬_e(A,BB)`$ is an equalizer of $`()`$-graded sets, where the parallel maps are those induced by the two inclusions of $`B`$ into $`BB`$.
###### Proof.
If $`𝒯𝒬_e(A,B)`$ has the same image under the two maps, then it can have no vertices labelled by $`B`$, and hence must be a trivial tree. There is exactly one trivial tree for each element of $``$, and $`𝒬_e(A,\mathrm{})`$ contains only these. ∎
## 11. Cofibrations of theories and properness
In this section we show (11.4) that cofibrant theories give rise to proper model categories.
###### Theorem 11.1.
Let $`\phi :TU`$ be a cofibration between cofibrant simplicial theories. Then $`U`$ is cofibrant as a right $`T`$-module.
Taking (11.1) together with (8.4) immediately gives
###### Corollary 11.2.
If $`\phi :TU`$ is a cofibration between cofibrant simplical theories, then $`\phi _{}:T\text{-}\mathrm{alg}U\text{-}\mathrm{alg}`$ preserves all weak equivalences.
###### Proof of (11.1).
We first show that it suffices to assume that $`T`$ is an $`s`$-free theory and that $`\phi `$ is an $`s`$-free map of theories. In fact, using the model category structure we see that $`\phi `$ is a retract of a map $`\phi ^{}:T^{}U^{}`$, where $`T^{}`$ and $`\phi ^{}`$ are $`s`$-free. Then there are maps $`UU^{}_T^{}TU`$ of right $`T`$-modules, and the composite of these maps is the identity, making $`U`$ a retract of $`U^{}_T^{}T`$ as a right $`T`$-module. If $`U^{}`$ is cofibrant as a right $`T^{}`$-module, then $`U^{}_T^{}T`$ is cofibrant as a right $`T`$-module (since the functor $`\text{}_T^{}T:I,T^{}\text{-}\mathrm{mod}I,T\text{-}\mathrm{mod}`$ is the left adjoint of a Quillen pair), and hence $`U`$ is too.
Now suppose that $`T`$ and $`\phi `$ are $`s`$-free. Thus $`T_nA_n`$ and $`U_n(A_nB_n)`$, where $`A_n`$ and $`B_n`$ are free degeneracy diagrams in $`s𝒮^{()}`$. Then by (10.8) we have $`U_n𝒮(𝒬_e(A_n,B_n))T_n`$. Thus, it suffices to show that $`[n]𝒬_e(A_n,B_n)`$ is a free degeneracy diagram in $`𝒮^{()}`$. Now $`𝒬_e(A,B)𝒬(AB)`$, and $`𝒬(AB)`$ is free by the hypotheses that $`T`$ and $`\phi `$ be $`s`$-free. By (6.2) it suffices to show that $`𝒬_e(A,B)`$ is closed inside of $`𝒬(AB)`$. That is, if $`𝒯𝒬(AB)`$ and $`\sigma \mathrm{\Delta }_+`$ such that $`𝒯\sigma 𝒬_e(A,B)`$, then $`𝒯𝒬_e(A,B)`$. The operator $`\sigma `$ acts on $`𝒯`$ by relabeling the vertices of $`𝒯`$ according to the way $`\sigma `$ acts on $`A`$ and $`B`$ separately, and it does not change the underlying shape of the tree or whether a given vertex is labelled by $`A`$ or $`B`$; hence, if $`\sigma (𝒯)`$ is $`B`$-essential, then so is $`𝒯`$. ∎
Given $`K𝒮^{}`$, let $`ϵK𝒮^{()}`$ denote the object with $`(ϵK)(\alpha ,0)=K_\alpha `$, and $`(ϵK)(\alpha ,n)=\mathrm{}`$ for $`n>0`$.
###### Lemma 11.3.
The theory $`T_{T(K)}`$ (4.8) is isomorphic to $`T^{}(ϵK)`$, where $`(ϵK)`$ is the free $``$-sorted theory on $`ϵK`$, and the coproduct is taken in the category of $``$-sorted theories.
###### Proof.
Using the endomorphism theory technology of (4.8), it is easy to see that $`(ϵK)\text{-}\mathrm{alg}K\backslash s𝒮^{}`$. By (4.10) we see that algebras over $`T^{}(ϵK)`$ are the same as $`T`$-algebras $`X`$ equipped with a map $`KX`$ of graded sets, or equivalently, the same as $`T`$-algebras $`X`$ equipped with a map $`T(K)X`$ of $`T`$-algebras. ∎
###### Corollary 11.4.
If $`T`$ is a cofibrant simplicial theory, then $`T\text{-}\mathrm{alg}`$ is a proper model category.
###### Proof.
Suppose that $`Kf𝒮/s𝒮^{}`$. By (11.3), $`TT_{T(K)}`$ is a cofibration between cofibrant theories, and thus $`T_{T(K)}_T\text{}:T\text{-}\mathrm{alg}T_{T(K)}\text{-}\mathrm{alg}T(K)\backslash T\text{-}\mathrm{alg}`$ carries weak equivalences to weak equivalences by (11.2). Since there is an isomorphism $`T_{T(K)}(X)X^TT(K)`$ of underlying $`T`$-algebras, it follows that $`T\text{-}\mathrm{alg}`$ is proper by (9.1). ∎
## 12. Proofs of the theorems
###### Proof of Theorems A and B.
Given a simplicial theory $`T`$, one can construct a weak equivalence $`ST`$ from a cofibrant theory $`S`$, since simplicial theories are a model category (7.5). Then $`S\text{-}\mathrm{alg}`$ is a proper simplicial model category by (11.4), and the induced Quillen pair $`S\text{-}\mathrm{alg}T\text{-}\mathrm{alg}`$ is a Quillen equivalence by (8.6). ∎
###### Proof of Theorem C.
Recall that $`T\text{-}\mathrm{alg}`$ being pointed means that the initial object $`T(0)`$ is isomorphic to the terminal object, denoted $``$. Choose $`\phi :ST`$ as in the proof of Theorem B, so that $`S\text{-}\mathrm{alg}`$ is proper and is Quillen equivalent to $`T\text{-}\mathrm{alg}`$ via $`\phi `$. The initial object in $`S\text{-}\mathrm{alg}`$ is $`S(0)`$, which is not in general the terminal object. But since $`ST`$ is a weak equivalence, $`S(0)`$ is weakly equivalent to $`T(0)`$.
Let $`S_{}`$ denote the theory of $`S`$-algebras under $``$ as in (4.8), so that $`S_{}\text{-}\mathrm{alg}\backslash S\text{-}\mathrm{alg}`$. We have restriction functors $`T\text{-}\mathrm{alg}S_{}\text{-}\mathrm{alg}S\text{-}\mathrm{alg}`$ factoring $`\phi ^{}`$ and hence maps
$$S\stackrel{\psi ^{}}{}S_{}\stackrel{\psi ^{\prime \prime }}{}T$$
of theories factoring the weak equivalence $`\phi `$. Since $`S\text{-}\mathrm{alg}`$ is proper, the Quillen pair induced by $`\psi ^{}`$ is a Quillen equivalence by (2.7), and hence a weak equivalence by (8.6). Hence $`\psi ^{\prime \prime }`$ is a weak equivalence and so induces a Quillen equivalence between $`S_{}\text{-}\mathrm{alg}`$ and $`T\text{-}\mathrm{alg}`$. The theorem is now proved, since $`S_{}\text{-}\mathrm{alg}`$ is a pointed category, and is proper by (2.8 (ii)). ∎
An effective monomorphism $`XY`$ in a category with pushouts is a map such that $`XYY_XY`$ is an equalizer.
###### Lemma 12.1.
If $`T`$ is a cofibrant simplicial theory, then cofibrations in $`T\text{-}\mathrm{alg}`$ are effective monomorphisms.
###### Proof.
We first show that it suffices to assume that $`T`$ is $`s`$-free. In general, $`T`$ is a retract of some $`s`$-free $`T^{}`$. Let $`i:XY`$ be a cofibration of $`T`$-algebras. Write $`X^{}=T^{}_TX`$ and $`Y^{}=T^{}_TY`$. Then the diagram $`XYY_X^TY`$ is a retract of the diagram obtained by applying $`T^{}_T\text{}`$ to it, which is $`X^{}Y^{}Y^{}_X^{}^T^{}Y^{}`$, and the map $`i^{}=T^{}_Ti:X^{}Y^{}`$ is a cofibration of $`T^{}`$-algebras. If we know that $`i^{}`$ is an effective monomorphism, then this diagram is an equalizer, and so is any retract of it, whence $`i`$ is an effective monomorphism.
Now assume $`T`$ is $`s`$-free. We can also assume that $`i`$ is an $`s`$-free map, since retracts of effective monomorphisms are again effective monomorphisms. To show that $`i`$ is an effective mono, it suffices to check it in each simplicial degree. Thus, we must show that for $`A𝒮^{()}`$, $`XA\text{-}\mathrm{alg}`$, and $`K𝒮^{}`$, the diagram
$$XX^A(A)(K)X^A(A)(KK)$$
is an equalizer. Using (11.3) and (10.8) this is the same as
$$𝒮(𝒬_e(A,\mathrm{}))X𝒮(𝒬_e(A,ϵK))X𝒮(𝒬_e(A,ϵKϵK))X,$$
where $`ϵK`$ is as defined in §11, and the lemma now follows easily using (10.9). ∎
We note that the conclusion of (12.1) does not hold for a general theory. For a counterexample, take $``$ singleton, and let $`T`$ be the unique theory with $`T(0)=\mathrm{}`$ and $`T(n)=`$ for $`n>0`$. The category of $`T`$-algebras has exactly two objects: $`\mathrm{}`$ and $``$. The unique map $`\mathrm{}`$ is a monomorphism, but is not effective!
###### Proof of Theorem D.
A model category $`𝐌`$ is cellular in the sense of Hirschhorn \[Hir\] if it is a cofibrantly generated model category with sets $`I`$ and $`J`$ of generating cofibrations and trivial cofibrations with the property that
1. the domains and codomains of the elements of $`I`$ are “compact”,
2. the domains of the elements of $`J`$ are “small relative to $`I`$”, and
3. the cofibrations are effective monomorphisms.
Axioms (1) and (2) say that mapping out of the domains and codomains of the generators commutes with certain kinds of directed colimits (for the precise notions, refer to \[Hir\]). They certainly hold for categories of algebras over a simplical theory, since in that case the domains and codomains of the generators are “small” in the sense that mapping out of them commutes with arbitrary filtered colimits. Axiom (3) holds for a cofibrant theory by (12.1), giving the result for the hypotheses of Theorem B. If Axiom (3) holds in a model category, it also holds in all undercategories, and this gives the result for the hypotheses of Theorem C. ∎
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# Non-Linear Effects on the Angular Correlation Function
## 1 Introduction
Even as redshift surveys which allow us to obtain three dimensional maps of the sky advance, photometric surveys still maintain their usefulness for cosmology. The fundamental advatange of the two dimensional surveys is that they can measure the positions of many more galaxies than can redshift surveys. This is often enough to offset the loss of radial information, especially if one is interested only in some simple statistics characterizing the underlying density field.
In order to make sense of the angular information, one needs to understand how structure is sampled along the line of sight. For example, a deep survey picks up information about structure at much earlier times and much larger scales than a shallow one. Most of this information is encoded in the kernel which is given by Limber’s Equation if the selection function is known. Recapturing the three-dimensional power spectrum from the angular correlation function then involves inverting the kernel. This inversion is not completely straightforward, but several different techniques have been used (Baugh & Efstathiou 1993,1994; Gaztañaga & Baugh 1998; Dodelson & Gaztañaga 1999; and Eisenstein & Zaldarriaga 1999), and they all seem to agree fairly well.
One aspect of Limber’s equation which is typically given short shrift is the question of how the power spectrum (or its Fourier transform, the correlation function) evolves with time. Some assumption is needed in order to generate the kernel; typically it has been assumed that the power spectrum scales as $`(1+z)^\beta `$ where $`z`$ is the redshift and $`\beta =2`$ corresponding to linear evolution in a flat universe is the standard choice. It is important to note that making a choice is crucial to the success of the inversion process. An assumption about the time dependence of the power spectrum allows the kernel to be written as a function of wavenumber $`k`$ only; undoing the integral over $`k`$ for many angles is then possible. If no assumption was made, the integral would be over both redshift and $`k`$. It would be much more difficult, if not impossible, to undo this two-dimensional integration and get out $`P(k,z)`$.
Since we are forced into an assumption about how the power spectrum evolves with time, we need to ask how much this assumption affects the results. Here we examine this question. Section 2 briefly reviews the standard derivation of Limber’s Equation. Section 3 introduces a tool to analyze the effectiveness of the assumption that $`P(1+z)^\beta `$. This is the recent work which allows one to generates a full non-linear $`P(k,z)`$ from a given linear power spectrum. Armed with this tool, we then show two power spectra, both of which give the same angular correlation function. One has the simple $`(1+z)^\beta `$ scaling, while the other has more realistic scaling accounting for non-linearities. Although these two 3D power spectra give the same angular correlation function, they are much different today. We illustrate this for an APM-like survey (Maddux et al. 1990) .
Section 4 isolates the reason for the difference between the two spectra. Essentially, any survey is actually a measure of the power spectrum over a range of redshifts centered at $`\overline{z}`$, an easily computable function of wavenumber. If one insists on interpreting the results as measures of the power spectrum today, different scalings from $`\overline{z}`$ to $`z=0`$ lead to different $`P(k,z=0)`$. However, if one interprets the results as a measurement of $`P(k,\overline{z})`$, the scaling scheme one uses is irrelevant. Another way of saying this is to emphasize that the measurement is of $`P(k,\overline{z})`$; the weighting function is fairly compact and so is often insensitive to the behavior of $`P`$ for $`z`$ much different than $`\overline{z}`$.
Finally section 5 computes the error in the estimate of $`P(k,\overline{z})`$ introduced by assuming linear scaling through $`\overline{z}`$. This error is largest on small scales where non-linear evolution sets in earliest. For 3D wave numbers $`k1`$ h Mpc<sup>-1</sup>, the error is quite small for APM, and larger, but still less than the statistical errors for a wider, deeper survey such as the Sloan Digital Sky Survey (SDSS)<sup>1</sup><sup>1</sup>1http://www.sdss.org .
## 2 The Kernel and the Standard Assumption
We begin with the discretized, relativistic version of Limber’s equation,
$$w_i=\underset{a\alpha }{}𝒦_{ia\alpha }P_{a\alpha }$$
(1)
where $`w_i`$ is the angular correlation function in a bin centered at $`\theta _i`$; $`P_{a\alpha }`$ is the power spectrum in a bin centered at wavenumber $`k_a`$ and redshift $`z_\alpha `$; and $`𝒦`$ is the kernel which depends on all three variables. The kernel is
$`𝒦_{ia\alpha }`$ $`=`$ $`{\displaystyle \frac{(\mathrm{\Delta }k)(\mathrm{\Delta }z)}{2\pi }}{\displaystyle \frac{k_ax(z_\alpha )^4}{(1+z_\alpha )^6F(z_\alpha )H(z_\alpha )}}`$ (2)
$`\times \psi ^2(z_\alpha )J_0(k_ax(z_\alpha )\mathrm{sin}\theta _i),`$
where $`x`$ is the comoving distance out to redshift $`z`$; $`F`$ depends on the cosmological model, equal to one in a flat, matter dominated universe; $`H`$ is the Hubble rate as a function of redshift which is also model dependent; and $`\psi `$ is the selection function. It has been normalized so that
$$_0^{\mathrm{}}𝑑xx^2a^3(x)\psi (x)=1.$$
(3)
If one assumes a linearly evolving power spectrum, then
$$P(k,z)=P(k,z=0)(1+z)^2,$$
(4)
and $`P(k,0)`$ can be moved out of the sum over redshifts. In this case, the kernel simplifies and we are left with:
$$w_i=K_{ia}P_a$$
(5)
where $`P_a`$ now denotes the power spectrum today and the new kernel is independent of redshift:
$`K_{ia}`$ $`=`$ $`{\displaystyle \frac{(\mathrm{\Delta }k)(\mathrm{\Delta }z)}{2\pi }}k_a{\displaystyle \underset{\alpha }{}}{\displaystyle \frac{x(z_\alpha )^4}{(1+z_\alpha )^8F(z_\alpha )H(z_\alpha )}}`$ (6)
$`\times \psi ^2(z_\alpha )J_0(k_ax(z_\alpha )\mathrm{sin}\theta _i).`$
Equation (5) is then inverted to extract the three dimensional power spectrum $`P_a`$.
To reiterate, the separation in eq. (4) is certainly not correct, since the power on small scales evolves differently over time than the power at large scales. We now turn to more realistic scaling.
## 3 Non-Linear Scaling
To arrive at a non-linear power spectrum from a linear one, we use the treatment described by Peacock & Dodds (1996). In their paper they work in terms of the dimensionless power spectrum $`\mathrm{\Delta }^2`$, where
$$\mathrm{\Delta }^2(k)=\frac{k^3}{2\pi ^2}P(k).$$
(7)
They introduce the non-linear wave-number, $`k_{NL}`$, a function of the linear wave-number, $`k_L`$ and the non-linear power spectrum $`\mathrm{\Delta }_{NL}^2`$. In particular,
$$k_{NL}=(1+\mathrm{\Delta }_{NL}^2(k_{NL}))^3k_L$$
(8)
and
$$\mathrm{\Delta }_{NL}^2(k_{NL})=f_{NL}(\mathrm{\Delta }_L^2(k_L)),$$
(9)
where the function $`f_{NL}`$ is given in Peacock and Dodds.
Armed with this transformation, we can invert it using the Newton-Raphson method to determine the linear power spectrum that would give rise to a given non-linear one. This linear power spectrum can be evolved trivially from early times until today, at each step of the way using eq. (9) to form the corresponding non-linear power spectrum. This gives a much more realistic $`P(k,z)`$, which can then be used to compute the angular correlation function.
Figure 1 shows three power spectra which might conceivably be extracted from the APM survey. The three lines correspond to three different power spectra, all shown at $`z=0`$:
* $`P_1`$ is the power spectrum one gets from the inversion assuming linear scaling.
* $`P_2`$ has the more realistic scaling using the formalism of Peacock and Dodds, but leads to a very similar $`w(\theta )`$ (see figure 2). We will discuss in the next section how we arrived at this power spectrum.
* Finally $`P_3`$ is the linear spectrum associated with the non-linear spectrum $`P_2`$. That is, if the universe started with $`P_3`$ at early times (scaled back by $`(1+z)^2`$), the non-linear power today would be $`P_2`$.
The first of these, $`P_1`$, is what emerges from a blind inversion assuming $`P(1+z)^2`$. This is what is usually used to compare with theories. The second, $`P_2`$, is a much more accurate extraction of the power spectrum today since we accounted for the non-linear evolution. It clearly differs from $`P_1`$ at $`k0.5`$, so any attempt to use $`P_1`$ to constrain cosmological parameters will necessarily be inaccurate. The only problem with $`P_2`$ is that we have not yet explained how we got it. We’ll do this in the next section. To do accurate parameter estimation, one does a best fit to the data allowing for several free parameters and evaluating the power spectrum at any point in parameter space with for example the BBKS (Bardeen et al. 1986) form or the output from CMBFAST (Seljak & Zaldarriaga 1996). To do this comparison properly, the power spectrum $`P_3`$ would need to be used, for the codes compute the linear power spectra and $`P_3`$ is the linear spectra corresponding to $`P_2`$. It has been common practice to neglect non-linear effects and simply use $`P_1`$ to fit for cosmological parameters, neglecting information on scales larger than some $`k_{\mathrm{max}}`$, typically chosen to be in the range $`0.10.2h`$ Mpc<sup>-1</sup>. Since $`P_1`$ (the incorrect linear spectrum) differs from $`P_3`$ (the correct linear spectrum) at wavenumbers $`k`$ even smaller than $`0.1h`$ Mpc<sup>-1</sup>, it would be clearly be much better to find a systematic way of obtaining $`P_3`$ or equivalently its non-linear counterpart, $`P_2`$.
## 4 The Weight Function
We are almost ready to divulge the secret of how we got the spectrum $`P_2`$, which we claim is a much better estimate of the power spectrum today than is $`P_1`$. First, though, let’s try to understand why the spectra $`P_1`$ and $`P_2`$ above differ. If the measurement was only of the power spectrum today, then it wouldn’t matter how the spectrum evolved with time beforehand: to fit the angular correlation function, $`P_1`$ would have to be equal to $`P_2`$ today. The difference between the two today, as reflected in figures 1 and 2, then must be due to the fact that the measurements are a weighted average of the power spectrum over time. Different surveys will carry with them different weight functions. Indeed, even different wavenumbers in the same survey will have different weight functions. It is clearly very important to understand and be able to compute the weight function.
The weight function can be computed by first forming a $`\chi ^2`$ from the observed $`\widehat{w}_i`$’s and the theoretical $`w_i(P)`$:
$$\chi ^2\left(\widehat{w}_iw_i(P)\right)C_{ij}^1\left(\widehat{w}_jw_j(P)\right)$$
(10)
where $`C`$ is the covariance matrix for $`\widehat{w}_i`$. If we want to figure out how much weight the power spectrum at redshift $`z_\alpha `$ and wavenumber $`k_a`$ contributes to the $`\chi ^2`$, we need only compute the second derivative of the $`\chi ^2`$ with respect to $`P_{a\alpha }`$. This gives the curvature, or the weight function:
$`W(k_a,z_\alpha )`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{^2\chi ^2}{P_{a\alpha }^2}}`$ (11)
$`=`$ $`{\displaystyle \underset{i,j}{}}𝒦_{ia\alpha }C_{ij}^1𝒦_{ja\alpha }.`$
Plugging in from eq. (2), we see that the weight function is
$`W(k,z)`$ $`=`$ $`\left[{\displaystyle \frac{k(\mathrm{\Delta }k)(\mathrm{\Delta }z)}{2\pi }}{\displaystyle \frac{x^4\psi ^2}{HF(1+z)^6}}\right]^2`$
$`\times {\displaystyle \underset{i}{}}C_{ij}^1J_0(kx\mathrm{sin}\theta _i)J_0(kx\mathrm{sin}\theta _i).`$
The weight function is plotted in figure 3 for two surveys, APM and the SDSS photometric survey<sup>2</sup><sup>2</sup>2To do this, we have had to assume something about the covariance matrix. We restricted ourselves to angular scales greater than half a degree and assumed the covariance matrix was due solely to cosmic variance. We computed this matrix assuming Gaussian statistics.. For the former, which is shallower, the weight function is peaked at $`z0.08`$ and is fairly narrow. The weight function for SDSS is also shown assuming galaxies can be extracted down to $`22`$nd magnitude. As expected it peaks at higher redshift and is broader. For fixed $`k`$ we define $`\overline{z}`$ to be the redshift at which $`W(k,z)`$ peaks.
The weight functions shown in figure 3 may be somewhat suprising to those with knowledge of the surveys. The median redshifts of these surveys are larger than might be expected from consideration of figure 3. The discrepency can be attributed to the fact that, for a given $`k`$, quite a bit of the weight for the measurement of the power spectrum comes from large angles (and therefore reshifts much smaller than the median redshift).
The weight function gives us a very clear way to think of the power spectra extracted from the inversion. Recall that the inversion techniques assume linear scaling. Since the weight function tells us that a given $`k`$ mode is mostly a measure of $`P(k,\overline{z})`$, we should scale back the inverted power spectrum to $`\overline{z}`$. Then, if we want the power spectrum today, we can scale forward with the non-linear formulae. Indeed, we can now reveal that this is how we arrived at $`P_2`$ in the previous section.
This suggests the following recipe for extracting a present day 3D power spectrum from angular data:
* Assume linear scaling so that Eq. (1) reduces to the much more managable Eq. (5).
* Invert to find $`P_1`$ today.
* Scale $`P_1(k,z=0)`$ back linearly to $`P_1(k,\overline{z}(k))=P_1(k,z=0)(1+\overline{z}(k))^2`$. This scaled back spectrum is a good estimator for the non-linear spectrum at $`\overline{z}`$.
* Scale the spectrum obtained in the previous step non-linearly to its present value, $`P_2`$.
* Find the underlying linear spectrum corresponding to $`P_2`$ and $`P_3`$, call it $`P_3`$. This can then be compared to linear models to extract parameters.
## 5 Error on $`P(k,\overline{z})`$
There is one final loose end to tie up. The above prescription would be exact if the weight function was a delta-function, infinitely sharp at $`\overline{z}`$. Its finite width allows for the possibility that the scaling assumed around $`\overline{z}`$ affects the measurement of $`P(k,\overline{z})`$. There are several ways we can test this possibility. The first is to look at the resultant angular correlation functions from the two spectra. Figure 2 shows these and the difference between the two for APM. It is encouraging that the difference is so small. This suggests that the evolution of the power spectrum through $`\overline{z}`$ is not very important; the measurements are simply of $`P(k,\overline{z})`$.
To test this further and to assign error bars due to the assumed scaling, we can define
$$\mathrm{\Delta }_{\mathrm{SC}}^2(k)\underset{\alpha }{}W(k,z_\alpha )(P_1(k,z_\alpha )P_2(k,z_\alpha ))^2.$$
(13)
Since $`_\alpha W(k,z_\alpha )`$ is the weight of the measurement, it is the inverse of the square of the error on the measurement of $`P(k)`$. Therefore, $`\mathrm{\Delta }_{\mathrm{SC}}`$ can be thought of as the ratio of the error due to the linear scaling assumption used in the inversion process to the overall error in the power spectrum. If $`\mathrm{\Delta }_{\mathrm{SC}}`$ is much less than one, then we need not worry about the scaling assumption. Figure 4 shows that, for surveys with the depth of APM or even SDSS, $`\mathrm{\Delta }_{\mathrm{SC}}`$ is indeed quite small for $`k1h`$ Mpc<sup>-1</sup>. The broader weight function of SDSS leads to a larger scaling error. One might argue that, even for $`k`$ as low as $`0.3h`$ Mpc<sup>-1</sup>, the statistical error on the power spectrum is an underestimate. Taking $`\mathrm{\Delta }_{\mathrm{SC}}^2`$ to be $`0.2`$ there leads suggests (assuming errors add in quadrature) that the linear evolution assumption increases the errors by a factor of $`\sqrt{1+0.2}`$, about ten percent. And of course, at higher wavenumbers the error bars get even larger.
## 6 Conclusions
The inversion of the angular correlation function gives a measure of the three-dimensional power spectrum at redshift $`\overline{z}`$, where $`\overline{z}`$ is the place where $`W(k,z)`$ in eq. (4) peaks. A simple way to obtain an estimate for $`P(k,\overline{z})`$ is to assume linear scaling of the power spectrum, invert the kernel, and scale back the power spectrum to $`\overline{z}`$. An estimate in the error incurred by this procedure is given by eq. (13). For current, and even future surveys, the error is small for $`k<0.5h`$ Mpc<sup>-1</sup> (but might be much more significant for deep surveys). On larger scales, the error is larger. This is not necessarily a bad thing: it is an indication that the survey is sensitive to the evolution of the power spectrum. In fact, the tools developed here could be applied to help plan surveys or devise optimal strategies for breaking a survey into subsets. One could compute the weight function for a given subset of data (e.g. a given magnitude slice) and choose a different subset whose weight function peaks far away in redshift. The width of the weight function in SDSS suggests that this may already be possible.
We have not dealt at all with the possibility of using photometric redshifts to learn more about the evolution of the power spectrum. And we have completely ignored the issue of how the galaxies are biased with respect to the matter. There has been much activity in both of these fields over the past several years, which should help extract even more useful information from angular surveys.
Acknowledgments This work is supported by NASA Grant NAG 5-7092 and the DOE.
## 7 References
Baugh, C.M., Efstathiou, G., 1993, MNRAS 265, 145
Baugh, C.M., Efstathiou, G., 1994, MNRAS 267, 323
Bardeen, J. M., Bond, J. R., Kaiser, N., & Szalay, A. S., 1986, ApJ , 304, 15
Dodelson, S. & Gaztañaga, E., 1999, astro-ph/9906289
Eisenstein, D. J. & Zaldarriaga, M., 1999, astro-ph/9912149
Gaztañaga, E. & Baugh, C.M., 1998, MNRAS , 294, 229
Maddox, S. J., Efstathiou, G., Sutherland, W. J., & Loveday, L. 1990, MNRAS , 242, 43P
Peacock, J. A. & Dodds, S. J., 1996, MNRAS , 280, 19
Seljak, U. & Zaldarriaga, M., 1996, ApJ 469, 437
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# Cosmic Ray Antiprotons
## 1 General Properties of Cosmic Rays
Cosmic rays are high-energy $`p`$, $`\overline{p}`$, nuclei, and $`e^\pm `$ in interplanetary and interstellar (IS) space. The dominant component consists of protons (hydrogen H) with a smaller admixture of heavier nuclei, especially He (Figure 1). Antiprotons $`(\overline{p})`$ occur at an abundance of $`10^{4,5}`$ times that of $`p`$. These energetic particles, with kinetic energy $`K>`$ 10 MeV, are Galactic in origin, not to be confused with the much denser solar wind plasma, with much lower $`K`$, streaming from the Sun.<sup>1</sup><sup>1</sup>1Also ignored here are “pickup ions” or anomalous Galactic cosmic rays, neutral IS atoms which drift into the solar system and are then ionized by solar UV radiation.
The relative element abundances in cosmic rays (CRs) indicate they originate in the IS medium, where they are ionized and accelerated, probably by supernova shocks. (Recent measurements all but rule out an origin in supernova ejecta proper.) Such accelerated, pre-existing nuclei are CR primaries Once accelerated to high energies, the primaries induce the production of further CRs, the secondaries, in the IS medium and at local sites in the Galaxy. (The terms “primaries” and “secondaries” are also used in a completely different sense: CR primaries are the CRs that strike the top of the Earth’s atmosphere, the secondaries the induced CR shower propagating into the lower atmosphere.) Secondaries include $`e^+`$, $`\overline{p}`$, and certain nuclear isotopes. As some of these isotopes are unstable, their populations must be continually replenished to maintain their observed abundances.
### 1.1 Cosmic Ray Antiprotons
Standard secondary CR antiprotons are produced by the process $`pA\overline{p}X`$, with $`p`$ = high-energy CR, $`A`$ = IS medium nucleus of atomic weight $`A`$, and $`X`$ = anything consistent with charge and baryon number $`(B)`$ conservation. The threshold channel is $`pAp\overline{p}pA`$, with threshold $`E_p`$ = $`(3+4/A)m_p`$. (The nucleus $`A`$ can break up without significantly changing the dynamics.) The dominant case is H, $`A`$ = 1, with threshold $`E_p`$ = $`7m_p`$. The only other significant contribution comes from He target nuclei. By number, the IS medium is $``$ 93% H and 7% He.
The secondary $`\overline{p}`$’s subsequently propagate in the Galaxy and are subject to a variety of elastic (scattering, including energy-loss) and inelastic (annihilation and extra-Galactic leakage) processes. Leakage is the dominant loss; the Galactic storage time $``$ 13 Myr as inferred from the abundance of unstable CR isotopes. Energy loss shifts the $`\overline{p}`$ spectrum without changing their number. Some uncertainty is unavoidable in models of Galactic propagation, including H and He abundances, as well as the Galaxy’s highly tangled, stochastic magnetic field $`B_{\mathrm{Gal}}`$ 0.3 nT and small wind $`V_{\mathrm{Gal}}\begin{array}{c}<\\ \end{array}`$ 20 km sec<sup>-1</sup> (a superposition of many stellar and supernova winds) . The field and wind control the diffusion of CRs into intergalactic space and are fairly well constrained by measurements of unstable CR isotopes. But more complicated transport mechanisms are possible, including reacceleration shocks and variation of the Galactic geometry.
The CR fluxes measured at the top of the Earth’s atmosphere are modulated by their transport through the heliosphere, the Sun’s magnetic sphere of influence (Figure 2). The heliosphere consists of a solar wind $`(V_W`$ 400 km sec<sup>-1</sup> along the ecliptic plane, 700-800 km sec<sup>-1</sup> along the solar axes) of $`e^{}`$ and nuclei (mainly $`p)`$ carrying the embedded magnetic field $`B_{}`$ (Figure 2). Near the Sun, the field falls off with heliocentric distance $`r`$ as $`r^2`$, arising from frozen field flux transported radially outwards. Since the Sun rotates, however, the field is twisted into an Archimedean or Parker spiral, and the field is predominantly azimuthal in the outer solar system, falling off more softly as $`r^1`$. At one AU (AU = 149.5 Mkm, the Earth’s orbit), the heliomagnetic field strength $`B_{}`$ 5 nT.
The CRs gyrate around the local $`𝐁`$ field lines. The solar field is not fully deterministic, however: it is modified by episodic (practically random) shocks that cause the CRs to diffuse along and across field lines, especially at times of solar magnetic maximum (currently 2000-01 and periodically about every 11 years, when the heliomagnetic field changes sign). In addition, the wind both imposes a macroscopic convective drift and performs work on the CRs (adiabatic deceleration), lowering their energies as they fight “upstream” into the inner solar system. A realistic prediction of Earth-measured CR fluxes must include these mechanisms, which are particularly important at lower $`K`$ and affect oppositely-charged CRs differently. Heliospheric in situ measurements have been ongoing for four decades and have recently become much better with the IMP and Ulysses space probes.
### 1.2 Exotic Sources of Cosmic Ray Antiprotons
The density of IS matter $`n_\mathrm{H}`$ 1 H atom cm<sup>-3</sup> and the known spectrum and abundance of CR $`p`$ primaries fix the predicted spectrum and abundance of $`\overline{p}`$ secondaries, if the $`pA\overline{p}X`$ cross section $`\sigma (\overline{p})`$ is known. Let $`Q_{\overline{p}}(K)`$ be the differential production rate (antiprotons cm<sup>-3</sup> MeV<sup>-1</sup> sec<sup>-1</sup>); schematically,
$$Q_{\overline{p}}(K)=𝑑K^{}n_p(K^{})v(p)n_\mathrm{H}𝑑\sigma (pp\overline{p};K,K^{})/𝑑K^{}.$$
(1)
The $`pp`$ process has been measured in laboratory experiments, and the $`p+`$He case can be inferred from the $`pp`$ cross section (but see subsection 3.2). The differential $`\overline{p}`$ abundance $`n_{\overline{p}}(K)`$ (antiprotons cm<sup>-3</sup> MeV<sup>-1</sup>) is related to $`Q_{\overline{p}}(K)`$ by $`n_{\overline{p}}(K)`$ = $`\tau _{\mathrm{eff}}(K)Q_{\overline{p}}(K)`$, where the effective Galactic residence time
$$\frac{1}{\tau _{\mathrm{eff}}(K)}=\frac{1}{\tau _{\mathrm{leak}}(K)}+\frac{1}{\tau _{\mathrm{ann}}(K)}+\mathrm{},$$
(2)
summing over all loss mechanisms. The sum is dominated by the first term, the extra-Galactic diffusion rate. The measured CR $`\overline{p}`$ flux is then related to $`n_{\overline{p}}(K)`$ through the transformation by heliospheric transport. Variation of Galactic transport mechanisms modifies $`\tau _{\mathrm{eff}}(K)`$. This picture is the basis for the simple Leaky Box Model. A more complex picture, with explicit spatial dependence on Galactic geometry (inhomogeneous leaky disk model = ILDM), is possible and indeed necessary, because of measurements of Galactic plane cosmic ray synchrotron radiation mapping the IS CR distribution.
The cross section $`\sigma (\overline{p})`$ has a crucial property arising from its threshold at $`E_p`$ = 7$`m_p`$ (Figure 3). The spectrum of outgoing $`\overline{p}`$’s rises sharply from $`K_{\overline{p}}`$ = 0. Since $`n_p(K)`$ falls off rapidly (as $`K_p^{2.75})`$, $`n_{\overline{p}}(K)`$ falls off similarly at high $`K_{\overline{p}}`$, leaving a $`\overline{p}`$ secondary spectrum with a sharp rise to a peak at $`K`$ 2 GeV and falling off above that. The lower threshold for He targets enhances the low-$`K`$ spectrum somewhat.
Although the secondary $`\overline{p}`$ spectrum must be there, its presence does not rule out non-standard $`\overline{p}`$ sources, so-called “exotic primaries”. These would add to the predicted secondary flux in total number. More crucially, they can also change the shape of the $`\overline{p}`$ spectrum, particularly at low $`K`$, as well the fall-off for $`K\begin{array}{c}>\\ \end{array}`$ 3 GeV. Cosmologically significant amounts of antimatter are strongly disfavored. Instead, the most logical sources for trace amounts of exotic primary $`\overline{p}`$ would be annihilating or decaying dark matter remnants in the halo of our Galaxy. Popular models feature annihilating supersymmetric (SUSY) dark matter (WIMPs, assumed to be the LSP = lightest SUSY particle, usually neutralinos $`\stackrel{~}{\chi }^0`$) or decaying primordial black holes. The predictions depend on model details, but both have roughly flat $`\overline{p}`$ production spectra as $`K`$ 0 and a non-standard fall-off with $`K`$ at high energies. Such signals can only be seen if the exotic primaries compete in number with standard secondaries. A general range of exotic SUSY $`\overline{p}`$ production (Figure 4) exhibits the dramatic modification of the low-$`K`$ $`\overline{p}`$ spectrum possible in SUSY CDM models of the Galactic halo for smaller neutralino mass.
SUSY halo dark matter $`\overline{p}`$’s (from $`\stackrel{~}{\chi }^0\stackrel{~}{\chi }^0q\overline{q}`$, Figure 5a) requires sufficient abundance and a large enough annihilation cross section to be seen, in turn implying WIMP masses $`\begin{array}{c}<\\ \end{array}`$ few 100 GeV and $`\sigma (\mathrm{ann})v(\mathrm{WIMP})`$ 0.1 pb. (Production of heavier WIMPs is suppressed in the Big Bang with with increasing mass.) The hadronic shower evolves finally into $`p`$’s, $`\overline{p}`$’s, $`e^\pm `$, $`\nu `$’s, and $`\gamma `$’s. WIMP annihilation is natural in minimal SUSY models with conserved $`R`$-parity. An extension of minimal SUSY allows $`R`$-parity violation, in turn allowing the LSPs to decay to ordinary matter, violating lepton and/or baryon number (Figure 5b). This mechanism could open another source of CR $`\overline{p}`$’s. In a semi-realistic scenario, lepton number violation is dominant, leading in the end to excess (anti)neutrinos. An exciting possible signal of annihilating or decaying CDM in the Galactic halo is suggested by the Galactic gamma ray maps of the orbiting Compton Gamma Ray Observatory’s EGRET telescope (Figure 6).
Primordial black holes (PBHs) are postulated to have been produced very early in the hot Big Bang, in the quantum gravity era. They evaporate in turn by the Hawking process, as their temperatures rise, and can produce significant $`p`$’s and $`\overline{p}`$’s at a late time when $`T_{\mathrm{BH}}\begin{array}{c}>\\ \end{array}`$ $`\mathrm{\Lambda }_{\mathrm{QCD}}`$. The relic PBH density and $`\overline{p}`$ production rate have been estimated.
### 1.3 Intrinsic Properties of Antimatter: CPT Symmetry
Cosmic ray $`\overline{p}`$’s also give us a window on the intrinsic properties of antimatter. These properties should be the same or charge-conjugated from the corresponding matter by the CPT (charge-conjugation, parity- and time-reversal) symmetry of local relativistic quantum field theory (LRQFT). Some $`\overline{p}`$ properties have been checked in the laboratory directly. These include the mass, charge, magnetic moment, and the neutrality of hydrogen and antihydrogen.
More difficult to limit is the decay lifetime of $`\overline{p}`$’s. Not enough antimatter can be gathered into a detector for long enough to produce lifetime limits on antimatter competitive with the limits for matter. Astrophysical processes partially ameliorate this difficulty. The Galactic storage time for $`\overline{p}`$’s $``$ 10 Myr, and intrinsic $`\overline{p}`$ decay would modify the Galactic residence time $`\tau _{\mathrm{eff}}`$ . If the decay lifetime is short enough (taking Lorentz dilation into account), the $`\overline{p}`$ spectrum is significantly distorted. The shape and normalization of the $`\overline{p}`$ spectrum then place a lower limit on $`\tau _{\overline{p}}`$
Laboratory limits have been obtained for the $`\overline{p}`$ lifetime. Earlier limits include the LEAR Collaboration at the CERN $`\overline{p}`$ storage ring $`(\tau _{\overline{p}}>`$ 0.08 yr) and the antihydrogen Penning trap of Gabrielse et al. $`(\tau _{\overline{p}}>`$ 0.28 yr). The best current laboratory limit is that of the APEX Collaboration at the Fermilab $`\overline{p}`$ storage ring $`(\tau _{\overline{p}}>`$ 50 kyr for $`\overline{p}\mu ^{}X`$ and 300 kyr for $`e^{}\gamma `$). A proposed APEX II experiment would be able to reach $`\overline{p}`$ lifetime limits of 1–10 Myr, comparable to the cosmic ray limit.<sup>2</sup><sup>2</sup>2All lifetime limits quoted here are at 90% C.L.
Since the CPT symmetry holds in LRQFT under the assumptions of Poincaré invariance, locality, microcausality, and vacuum uniqueness, modification of basic physics would be necessary to break it. Within QFT, an extensive formalism and phenomenology of Lorentz and CPT violation has been developed by Kostelecký and collaborators. String theory at first glance might seem to provide a natural way to violate locality, but perturbative string dynamics has been shown to preserve CPT in the field theory target space after compactification. Non-perturbative string effects associated with compactification may evade this result. Extended quantum mechanics, with non-unitary time evolution, violates CPT in general, by violating locality and/or Poincaré symmetry. Controversial proposals of non-unitary evolution have been put forward as natural consequences of quantum gravity and information loss in the presence of spacetime horizons. Non-unitary effects have been powerfully limited in the very well-measured $`K^0`$$`\overline{K}^0`$ system (to a few parts in $`10^{16}`$), but not well at all in other systems, particularly baryons.
The most plausible source of CPT violation lies beyond the Planck scale, based on strings or some other quantum theory of gravity, because of the necessary generalization beyond global Poincaré symmetry. Typically such effects are thought of as suppressed by the large Planck mass $`M_{\mathrm{Pl}}10^{19}`$ GeV. But if gravity is fundamentally associated with “large” extra dimensions acting at mass scales as low as 1 TeV, the CPT-violating mechanisms may not be that suppressed at accessible energies.
## 2 Measurements of Cosmic Ray Antiprotons
Detection of CR antiprotons has gone through three distinct phases, following the proposal of Gaisser and Levy to search for $`\overline{p}`$ secondaries. All but recent space-based experiments have been mounted on high-altitude balloons. The measurements are conventionally quoted as the $`\overline{p}/p`$ ratio of fluxes, convenient because a number of theoretical and experimental uncertainties cancel: the overall IS primary $`p`$ flux normalization uncertainty, the overall detector flux normalization uncertainty, and (at $`K\begin{array}{c}>\\ \end{array}`$ 500 MeV) diffusive modulation of both fluxes (see below).
The first two Western experiments (those of Golden et al. and Buffington et al.) detected $`\overline{p}`$ signals at a level higher than the standard secondary prediction. These early experiments detected $`\overline{p}`$’s by energy calorimetry (the deceleration and annihilation of the $`\overline{p}`$’s in the balloon), but lacked definite identification by a magnetic spectrometer. Of particular concern is the background of kaons in the detector, as $`m_K\begin{array}{c}<\\ \end{array}m_p`$.
Stimulated by the possibility of an excess of CR $`\overline{p}`$’s, a number of groups completed measurements in the 1970s and 1980s with better particle identification. The PBAR and LEAP groups established upper limits on the CR $`\overline{p}`$ flux contradicting the first-generation experiments. Roughly contemporaneous, the Soviet group of Bogomolov et al. reported three flux measurements (from the periods 1972-77, 1984-85, and 1986-88) consistent with standard secondary predictions.
### 2.1 Abundance & Spectrum of Antiprotons
The third generation of experiments came in the 1990s and included markedly better particle detection by magnetic spectrometer, of quality comparable to accelerator experiments. From 1991 to 1997, the MASS (1991), IMAX (1992), CAPRICE (1994), and BESS (1993, 1995, 1997) collaborations have made clean measurements of the CR $`\overline{p}`$ flux with low backgrounds.
The analysis presented here in based on all refereed and published measurements not contradicted by later measurements with better detectors (Table 1). Figure 7 shows the selected measurements compared with the ILDM prediction for IS fluxes. The disagreement evident in the figure is explicable by heliospheric modulation. Figure 8 compares the modulated ILDM predictions with the measured fluxes. This figure makes the comparison by renormalizing the measured fluxes to a single epoch (July 1995, chosen as roughly the most recent heliomagnetic minimum) and using the prediction for that epoch. Our analysis did not use measurements with $`K<`$ 500 MeV because of the large and difficult-to-calculate diffusion modulation in that energy range.
### 2.2 Implications
The most basic result implied by Table 1 and Figure 8 is the standard $`\overline{p}`$ secondary flux alone, from a realistic ILDM, can account for the observed flux in the relevant energy range, within uncertainties. If variant Galactic transport mechanisms (such as reacceleration or shrouded sources ) or exotic $`\overline{p}`$ sources are at work in this $`K`$ range, their effects are too small to see at this time. (A hint of reacceleration may be visible in the range $`K`$ 2–5 GeV by distortion of the spectrum evident in Figure 8, but the effect is not significant within uncertainties.) A second, less obvious, result is a limit on the intrinsic decay lifetime of the antiproton: $`\tau _{\overline{p}}>`$ 0.8 Myr, the best limit currently feasible. While the exclusion of the $`K<`$ 500 MeV spectrum does not significantly affect the $`\tau _{\overline{p}}`$ limit, it does limit conclusions about the absence of exotic $`\overline{p}`$ sources, as these would have their largest effect relative to the standard secondaries precisely at such low $`K`$.
A short $`\overline{p}`$ lifetime $`\tau _{\overline{p}}\begin{array}{c}<\\ \end{array}`$ 10 Myr (Galactic CR storage time) would of course indicate CPT violation. The two pictures of CPT violation introduced in subsection 1.3 are: modification of LRQFT within ordinary quantum mechanics, and non-standard quantum mechanics (NSQM) with non-unitary time evolution. If only one new mass scale is relevant to the CPT violation, lower limits can be placed on such scales. In Table 2, the limiting CPT-violating scales associated with modified QFT $`(M_X)`$ and NSQM $`(M_Y)`$ are shown, assuming $`\tau _{\overline{p}}`$ = 10 Myr. The $`\overline{p}`$ lifetime is assumed related to each scale by simple mass dimensions. For modified QFT, $`\mathrm{\Gamma }_{\overline{p}}`$ = $`m_p(m_p/M_X)^n`$; while for NSQM, $`\mathrm{\Gamma }_{\overline{p}}`$ = $`(m_p/2)(m_p/M_Y)^k`$. It is interesting to note that the largest $`M_X`$ lower bound is $`𝒪(M_{\mathrm{Pl}})`$, while the scales of order the “intermediate” scale $`(10^8`$$`10^{12}`$ GeV) are possible, as well as scales $``$ TeV. The last scale may not be unreasonably low in the context of “large” extra dimensional gravity.
## 3 Future Developments and Prospects
Uncertainties intrinsic to cosmic ray analysis will probably limit deduction of antimatter properties to about the level already achieved. But the search for exotic sources of primary $`\overline{p}`$’s is still open, especially at low energy.
### 3.1 More and Better Measurements
Future measurement of the medium energy range $`(K`$ = 0.5–10 GeV) will define that part of the spectrum better, but it the spectral shape at the two extremes that is critical for exotic $`\overline{p}`$ searches.
A number of experiments have already taken recent data not yet published. These include the CAPRICE (1998) and HEAT (1999) balloons, as well as the prototype AMS (1998) and PAMELA (1995 and 1997) systems tested on Space Shuttle STS-91 and the Mir space station, respectively. These experiments can and have searched for positrons and $`A>`$ 1 antinuclei as well. The HEAT-$`\overline{p}`$99 data are especially of interest because of their large energy range ($`K`$ = 4–50 GeV).
The PAMELA instrument, after being tested in prototype on the Mir space station, is scheduled to fly on an unmanned satellite (the Russian-Italian Resurs-Arktika 4) for three years, starting in 2002. It can detect $`e^+`$, $`\overline{p}`$, and $`\overline{\mathrm{He}}`$ at a relative sensitivity of better than one part in $`10^7`$ over a range $`K`$ = 0.1–150 GeV. The full AMS instrument is scheduled for the International Space Station Alpha starting in 2005, also for three years, with an antiparticle/antinucleus sensitivity of one part in $`10^6`$ for $`E>`$ 5 GeV.
The MASS91 collaboration have also reanalyzed their data and released a new version divided into three energy bins, instead of one. These three experiments (MASS91, HEAT, and PAMELA) will decisively address the paucity of data at the highest energies and define the spectrum in that range.
### 3.2 Production & Propagation: Importance of the Low-Energy Spectrum
The low-energy range is already being mapped out by the BESS experiment, in particular in the 1995 and 1997 data sets. Repeated, reliable measurement of the low-energy spectrum is the most important task in the contemporary period of $`\overline{p}`$ measurements, followed closely by reliable measurement of the high-energy fall-off. The presence of exotic primary $`\overline{p}`$’s in this range should be detectable with the current or next generation of experiments.
The main obstacles to conclusive limits on a non-standard $`\overline{p}`$ flux at low energy are now theoretical. There are two crucial effects needing clarification for such a signal to be found or ruled out. The first is the “subthreshold” $`\overline{p}`$ production on IS He-4 target nuclei. The status of previous estimates of this effect has been changed in the last decade by laboratory measurements of the $`\overline{p}`$ production on heavy target nuclei, providing evidence for a scaling relation between the $`A>`$ 1 and $`A`$ = 1 cases. Recent calculations have begun to take account of these data, and further work is under way to develop a simple nuclear model.
The second is providing a complete heliospheric modulation calculation that includes diffusion, as well as the wind and magnetic drift. The present gap in the literature is defined on one side by thorough modulation calculations applied to low-energy CRs $`(K<`$ 100 MeV) and on the other by accurate modulation done at higher energies $`(K>`$ 500 MeV) without diffusion. Approximate calculations without magnetic drift are available, but the charge-dependent magnetic drift is essential to predicting the $`\overline{p}/p`$ ratio correctly. A full calculation covering $`K\begin{array}{c}<\\ \end{array}`$ 100 MeV to 500 MeV is essential to proper interpretation of the BESS data.
Cosmic ray antimatter measurements are undergoing exciting developments that will define much of our future understanding of the composition of our Galaxy and of basic symmetries of Nature. Perhaps within 10 years, precise cosmic ray measurements will be a mature subject, along with the ripening of other types of particle astrophysics.
## Acknowledgments
The author thanks the PASCOS 99 meeting organizers at UC Davis for the opportunity to present these results, based on work done in collaboration with Stephen Geer (Fermilab). This work was supported by the U.S. DOE under grants DE-FG02-97ER41029 (Univ. Florida) and DE-AC02-76CH03000 (Fermilab), NASA under grant NAG5-2788 (Fermilab), and the Institute for Fundamental Theory at the Univ. Florida, and was greatly enhanced by conversations with J. .R. Jokipii (Lunar & Planetary Laboratory, Univ. Arizona), E. J. Smith (Jet Propulsion Laboratory), V. A. Kostelecký (Indiana Univ.), and M. Kamionkowski (CalTech). The author is also grateful to the NASA/Fermilab Theoretical Astrophysics group and the Telluride Summer Research Center for their hospitality.
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# An NMR-based nanostructure switch for quantum logic
\[
## Abstract
We propose a nanostructure switch based on nuclear magnetic resonance (NMR) which offers reliable quantum gate operation, an essential ingredient for building a quantum computer. The nuclear resonance is controlled by the magic number transitions of a few-electron quantum dot in an external magnetic field.
\]
Quantum superposition and entanglement are currently being exploited to create powerful new computational algorithms in the growing field of quantum information processing. A major question for condensed matter physics is whether a solid-state quantum computer can ever be built. There are at least two basic requirements which must be met by any candidate designs: First is the ability to perform single quantum bit (qubit) rotations as well as two-qubit controlled operations, i.e. quantum gates. Second, the individual qubits should have a long decoherence time. Of utmost importance, therefore, is the identification of a solid-state system which can be used to represent the qubits.
Nuclei with spin $`\frac{1}{2}`$ are natural qubits for quantum information processing as compared to electrons, since they have a far longer decoherence time: indeed they have been used in bulk liquid NMR experiments to perform some basic quantum algorithms like those of Deutsch and Grover. Their exceptionally low decoherence rates allow implementation of quantum gates by applying a sequence of radio-frequency pulses. Nuclear spins have already been employed in some solid-state proposals, for example that of Kane where a set of donor atoms (like P) is embedded in pure silicon. Here, the qubit is represented by the nuclear spin of the donor atom and single qubit and Controlled-Not (CNOT) operations might then be achieved between neighbor nuclei by attaching electric gates on top and between the donor atoms. Another proposal suggests controlling the hyperfine electron-nuclear interaction via the excitation of the electron gas in quantum Hall systems . Both of these proposals, however, require the attachment of electrodes or gates to the sample in order to manipulate the nuclear spin qubit. Such electrodes are likely to have an invasive effect on the coherent evolution of the qubit, thereby destroying quantum information.
In this paper we present a new solid-state based proposal in which a nuclear spin is coupled, not with an electron gas, but with a reduced number of electrons in a quantum dot (QD). Our proposal avoids the complications associated with voltage gates or electron transport by providing an all-optical system. The nuclear resonance is controlled by exploiting the abrupt ground-state (so-called ‘magic number’) transitions which arise in a few-electron QD as a function of external magnetic field. The proposal was inspired by recent experimental results which demonstrated the optical detection of an NMR signal in both single QDs and doped bulk semiconductors. The experimental dots were formed by interface fluctuations in GaAs/GaAlAs quantum wells. The NMR signal from constituent Ga and As nuclei was optically detected via excitonic recombination, exploiting the hyperfine coupling between the electronic and nuclear systems. Hence the underlying nuclear spins in the QD can indeed be controlled with optical techniques, via the electron-nucleus coupling. In addition, the experimental results of Ashoori et al. and others, have demonstrated that few electron (i.e. $`N2`$) dots can be prepared, and their magic number transitions measured as a function of magnetic field. The requirements for the present proposal are therefore compatible with current experimental capabilities.
Consider a silicon-based $`N`$electron QD in which a <sup>13</sup>C impurity atom (nuclear spin $`\frac{1}{2}`$) is placed at the center . Ordinary silicon (<sup>28</sup>Si) has zero nuclear spin, hence it is possible to construct the QD such that no nuclear spins are present other than that carried by the carbon nucleus. Since carbon is an isoelectronic impurity in silicon, no Coulomb field is generated by this impurity. Hence the electronic structure of the bare QD is essentially unperturbed by the presence of the carbon atom. Suppose the quantum dot is quasi two-dimensional (2D) and contains $`N=2`$ electrons. An external perpendicular magnetic field $`B`$ is applied. The lateral confining potential in such quasi-2D QDs is typically parabolic to a good approximation: the electrons, with effective mass $`m^{}`$, are confined to the $`z=0`$ plane with lateral confinement $`\frac{1}{2}m^{}\omega _0^2r^2`$. Repulsion between electrons is modelled by an inverse-square interaction $`\alpha r^2`$ which leads to the same ground-state physics as a bare Coulomb interaction $`r^1`$ : moreover, such a non-Coulomb form may actually be more realistic due to the presence of image charges . Any many-valley effects due to the band structure of silicon should be small and will be ignored. In the effective mass approximation, the Hamiltonian is:
$`H=H_{2e}+C{\displaystyle \underset{\nu =1}{\overset{2}{}}}𝑰𝑺_\nu \delta (𝒓_\nu )\gamma _nBI_Z+{\displaystyle \underset{\nu =1}{\overset{2}{}}}\gamma _eBS_{\nu ,Z}\text{,}`$ (1)
where the electron-nucleus hyperfine interaction strength is given by $`C=\frac{8\pi }{3}\gamma _e\gamma _n\mathrm{}^2|\varphi (z=0)|^2`$, with $`\varphi (z=0)`$ the single-electron wavefunction evaluated at the QD plane, $`\gamma _e`$ ($`\gamma _n`$) is the electronic (nuclear) gyromagnetic ratio and $`𝑺_\nu `$ ($`𝑰`$) is the electron (nuclear) spin polarization. The electron location in the QD plane is denoted by the 2D vector $`𝒓_\nu `$. The first term represents the two-electron QD with a perpendicular $`B`$field, the second is the Fermi contact hyperfine coupling of the nuclear spin with the electron spin, and the last two terms give the nuclear and the electron-spin Zeeman energies. Following Ref. , $`H_{2e}`$ split up into commuting center-of-mass (CM) motion and relative motion ($`rel`$) contributions, for which exact eigenvalues and eigenvectors can be obtained analytically. The total energy is $`E=E_{CM}+E_{rel}+E_{spin}`$. The electron-electron interaction only affects $`E_{rel}`$.
The eigenstates of $`H`$ can be labelled as $`|I_Z;N,M;n,m;S,S_Z`$, where $`N`$and $`M`$($`n`$and $`m`$) are the Landau and angular momentum numbers for the CM (relative motion) coordinates; $`S`$ and $`S_Z`$ represent the total electron spin and its $`z`$-component, while $`I_Z`$ represents the $`z`$-component of the carbon nuclear spin. Consider the two-electron system in its ground state, i.e. $`N=M=0`$, $`n=0`$; $`m`$ determines the orbital symmetry while $`S=0,1`$ represents the singlet and triplet states respectively. The overall spin eigenstates have the form $`|I_Z;S,S_Z_m`$. For a given electron ground state orbital, the spin Hamiltonian matrix elements are:
$`H_S`$ $`=\frac{C}{2}`$ $`{\displaystyle \underset{\nu =1}{\overset{2}{}}}\{\delta _{I_Z,}\delta _{I_Z^{},+}S^{},S_Z^{}\left|𝑺_{\nu ,}\right|S,S_Z+`$ (5)
$`\delta _{I_Z,+}\delta _{I_Z^{},}S^{},S_Z^{}\left|𝑺_{\nu ,+}\right|S,S_Z+`$
$`I_Z\delta _{I_ZI_Z^{}}S^{},S_Z^{}\left|𝑺_{\nu ,Z}\right|S,S_Z\}m|\delta (𝒓_\nu )|m+`$
$`H_{Zeeman}\text{,}`$
where $`H_{Zeeman}`$ is the Zeeman term. In the presence of the $`B`$field, the low-lying energy levels all have $`n=0`$ and $`m<0`$. The relative angular momentum $`m`$ of the two-electron ground state jumps in value with increasing $`B`$ (see Refs. and ). The particular sequence of $`m`$ values depends on the electron spin because of the overall antisymmetry of the two-electron wavefunction . For example, only odd values of $`m`$ arise if the $`B`$field is sufficiently large for the spin wavefunction to be symmetric (the spatial wavefunction is then antisymmetric). These transitions, obtained analytically within our inverse-square model, yield the same sequence of transitions as for the Coulomb interaction. The electron-nucleus coupling depends on the wavefunction value at the nucleus and hence on $`m`$. The jumps in $`m`$ will therefore cause jumps in the amount of hyperfine splitting in the nuclear spin of the carbon atom.
The nuclear spin$``$electron spin effective coupling affecting the resonance frequency $`\omega _{_{NMR}}`$ of the carbon nucleus is given by $`m\left|\delta (𝒓_\nu )\right|m\mathrm{\Delta }_{m,\nu }`$, where
$$\mathrm{\Delta }_{m,\nu }=𝑑𝑹𝑑𝒓\mathrm{\Psi }_{2e}^{}(𝑹,𝒓)\delta (𝒓_\nu )\mathrm{\Psi }_{2e}(𝑹,𝒓)\text{ .}$$
(6)
Here $`\mathrm{\Psi }_{2e}(𝐑,𝐫)=\xi _{N,M}(𝐑)\zeta _{n,m}(𝐫)`$ where $`\xi _{N,M}(𝐑)`$ ($`\zeta _{n,m}(𝐫)`$) is the center-of-mass (relative) wavefunction . A straightforward calculation gives $`\mathrm{\Delta }_{m,\nu }\mathrm{\Delta }(m)`$ where
$$\mathrm{\Delta }(m)=\frac{1}{\pi l^22^{1+\mu _m}}\text{ .}$$
(7)
Here $`l=\sqrt{\mathrm{}/m^{}\omega }`$ is the effective magnetic length, the effective frequency is given by $`\omega =\sqrt{\omega _c^2+4\omega _0^2}`$, $`\omega _c=eB/m^{}`$ is the cyclotron frequency. The term $`\mu _m=\left(m^2+\frac{\alpha /l_0^2}{\mathrm{}\omega _0}\right)^{\frac{1}{2}}`$ absorbs the effects of the electron-electron interaction and $`l_0=\sqrt{\mathrm{}/m^{}\omega _0}`$ is the oscillator length. Hence, the effective spin Hamiltonian $`H_S`$ (Eq. (2)) has the form
$$H_S=A(m)\left[(I__+S_{_{}}+I_{_{}}S__+)+2I__ZS__Z\right]\gamma _nBI__Z+\gamma _eBS__Z$$
(8)
where $`A(m)=\frac{1}{2}C\mathrm{\Delta }(m)`$ represents a $`B`$dependent hyperfine coupling. We note that the first term of the hyperfine interaction in Eq. (5) corresponds to the dynamic part responsible for nuclear-electron flip-flop spin transitions while the second term describes the static shift of the electronic and nuclear spin energy levels.
Electrons in the singlet state ($`S`$ = $`0`$) are uncoupled to the nucleus. In this case, the nuclear resonance frequency is given by the undoped-QD NMR signal $`\omega _{_{NMR,0}}=\gamma _nB`$. For electron triplet states, the nuclear resonance signal corresponds to a transition where the electron spin is unaffected by a radio-frequency excitation pulse whereas the nuclear spin experiences a flip. This occurs for the transition between states $`|;1,1`$ and $`|\mathrm{\Psi }=c_1|+;1,1+c_2|;1,0`$. The coefficients $`c_1`$ and $`c_2`$ can be obtained analytically by diagonalizing the Hamiltonian given in Eq. (5) . Hence
$`h\omega _{_{NMR}}={\displaystyle \frac{3A(m)}{2}}+{\displaystyle \frac{1}{2}}\left(\gamma _n\gamma _e\right)B+`$ (9)
$`{\displaystyle \frac{1}{2}}\left[\left[A(m)+\left(\gamma _n+\gamma _e\right)B\right]^2+8A^2(m)\right]^{\frac{1}{2}}.`$ (10)
Since $`\gamma _e>>\gamma _n`$, $`h\omega _{_{NMR}}\gamma _nB+2A(m)`$ which illustrates the dependence of the NMR signal on the effective $`B`$dependent hyperfine interaction.
Figure 1 shows the effective coupling $`\mathrm{\Delta }(m)`$ between the two-electron gas and nucleus as a function of the ratio between the cyclotron frequency and the harmonic oscillator frequency. (The CM is in its ground state). For silicon, $`C/l_0^2=60MHz`$. For $`B`$-field values where the electron ground state is a spin singlet ($`m`$ even) no coupling is present. The strength of the effective coupling decreases as the $`B`$field increases due to the larger spatial extension of the relative wavefunction at higher $`m`$ values, i.e. the electron density at the centre of the dot becomes smaller. The $`B`$field provides a very sensitive control parameter for controlling the electron-nucleus effective interaction. In particular, we note the large abrupt variation of $`\mathrm{\Delta }(m)`$ for $`\frac{\omega _c}{\omega _0}2.1`$ where the electron ground state is performing a transition from a spin triplet state ($`m=1`$) to a spin triplet state ($`m=3`$). This ability to tune the electron-nucleus coupling underlies the present proposal for an NMR-based switch.
In the presence of infra-red (IR) radiation incident on the QD, the CM wavefunction will be altered since the CM motion absorbs IR radiation. (The relative motion remains unaffected in accordance with Kohn’s theorem). This allows an additional method for externally controlling the nucleus-electron effective coupling, using optics. By considering the CM transition from the ground state $`|N=0,M=0`$ to the excited state $`|N=1,M=1`$, which becomes the strongest transition in high $`B`$fields, we get the new spin-spin coupling term given by
$$\mathrm{\Delta }_{_{\text{CM}}}(m)=\left(\frac{1+\mu _m}{2}\right)\mathrm{\Delta }(m)\text{ .}$$
(11)
Hence the nuclear spin-electron spin coupling is renormalized by the factor $`\frac{1+\mu _m}{2}`$ in the presence of IR radiation. By changing the location of the impurity atom in the QD, the discontinuity strengths in Fig. 1 will be modified, since the coupling is affected by the density of probability of the CM wavefunction at the impurity site: future work will investigate the effect of placing impurities away from the QD center.
Figure 2 shows the relative variation of $`\omega _{_{NMR}}`$ with respect to the undoped QD NMR signal, i.e. $`\mathrm{\Delta }\omega _{_{NMR}}=\frac{\omega _{NMR}\omega _{NMR,0}}{\omega _{NMR,0}}`$ (solid line) as a function of the frequency ratio $`\frac{\omega _c}{\omega _0}`$. The jumps in the carbon nucleus resonance are abrupt, reaching 25% in the absence of IR radiation. This allows a rapid tuning on and off resonance of an incident radio-frequency pulse. The NMR signal in regions of spin-singlet states remains unaltered. The $`B`$fields required to perform these jumps are relatively small (a few Tesla). Moreover, the nuclear spin is being controlled by radio-frequency pulses which are externally imposed, thereby offering a significant advantage over schemes which need to fabricate and control electrostatic gates near to the qubits, such as Refs. . Illuminating the QD with IR light will shift the frequencies $`\omega _{_{NMR}}`$ (see dotted line in Fig. 2) hence providing further all-optical control of the nuclear qubit. A crucial aspect of the present proposal is the capability to manipulate individual nuclear spins. All-optical NMR measurements in semiconductor nanostructures together with local optical probe experiments are quickly approaching such a level of finesse.
The present proposal is not in principle limited to $`N=2`$ electrons: generalizations of the present angular momentum transitions arise for $`N>2`$. It was pointed out recently that the spin configurations in many-electron QDs could be explained in terms of just two-electron singlet and triplet states. Therefore, the present results may occur in QDs with $`N>2`$. In addition, by employing QDs of different sizes, one could switch a subset of a QD array. Even if the QD array is irregular, one may still be able to perform the solid-state equivalent of the bulk/ensemble NMR computing recently reported in Ref. : this again represents a potential advantage of the present scheme. Further advantages stem from the electrostatically neutral character of the impurity atom <sup>13</sup>C, and from the fact that the silicon nuclei surrounding it have no nuclear spin: the carbon nuclear spin state will be very effectively shielded from the environment and hence can be expected to have an even longer decoherence time than the (charged) donor nuclei in Ref. , thereby offering reliable quantum gate implementation.
Conditional quantum dynamics can be performed based on the selective driving of spin resonances of the two impurity nuclear qubits $`I_1,I_2`$ (spin $`\frac{1}{2}`$) in a system of two coupled QDs, separated by a distance $`d`$, each containing two electrons. The QDs do not need to be identical in size. The orthonormal computation basis of single qubits $`\{|0,|1\}`$ is represented by the spin up and down of the impurity nuclei. The Hamiltonian (1) must be modified: $`H_{2e}`$ must include the effects of the intra-dot and inter-dot correlations between the two-body electron-electron interaction, and the effects of the electron and nuclear spins of the second QD must be included. Hence, we get an additional magic number transition as a function of $`B`$field which can be used for selective switching between dots, i.e. since the ground state switches back and forth between pure and mixed states , the resonant frequency for transitions between the states $`|0,`$ and $`|1`$ of one nuclear spin (target qubit) depends on the state of the other one (control qubit). In this way, such coupled QDs can be used to generate the conditional CNOT gate CNOT<sub>ij</sub>$`(|\phi _i|\phi _j)|\phi _i|\phi _i\phi _j`$ (where $``$ denotes addition modulo 2 and the indices $`i`$ and $`j`$ refer to the control bit and the target bit) on the qubits $`|\phi _i`$, and $`|\phi _j`$. Single qubit rotations, e.g. the Hadamard transformation $`H^T(|0)\frac{1}{\sqrt{2}}\left(|0+|1\right),`$and $`H^T(|1)\frac{1}{\sqrt{2}}\left(|0|1\right)`$ can be performed by rotating the single nuclear qubit via the application of an appropriate $`B`$field. Note that the presence or absence of an IR photon can also represent a qubit: hence the present single QD system in an IR cavity can also be used to perform two qubit gates as a result of the coupling.
In summary, we have proposed a solid-state qubit scheme which offers long decoherence times and reliable implementation of quantum gates. The fabrication requirements are compatible with current experimental capabilities. Being all-optical, rather than transport-based, the scheme avoids the need for electrical contacts and gates.
J.H.R. and L.Q. acknowledge financial support from COLCIENCIAS. We thank Bruce Kane for drawing our attention to Ref. . J.H.R. thanks the hospitality of the Condensed Matter Theory Group at Universidad de Los Andes, where part of this work was carried out, and is indebted to Helen Steers for continuous encouragement.
Figure 1. Variation of the electron spin – nucleus spin effective coupling $`\mathrm{\Delta }(m)`$ as a function of $`\frac{\omega _c}{\omega _0}`$; $`\omega _c`$ is proportional to the magnetic field and $`\omega _0`$ represents the QD confining potential strength (see text). The center-of-mass motion remains in its ground state. The electron repulsion strength is given by $`\frac{\alpha /l_0^2}{\mathrm{}\omega _0}=3.0`$. The two-electron ground state undergoes transitions in the relative angular momentum $`m`$. The sequence, in terms of $`|m|`$ and the total electron spin $`S`$, is given by $`(|m|,S)=\{(0,0),(1,1),(3,1),(5,1),\mathrm{}\}`$.
Figure 2. Relative variation of the effective nuclear magnetic resonance frequency of the carbon impurity nucleus as a function of $`\frac{\omega _c}{\omega _0}`$. The electron repulsion parameter is the same as in Fig. 1. Solid line corresponds to center-of-mass in the ground state. Dotted line corresponds to center-of-mass in the first excited state after absorption of IR light.
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# Towards artificial muscles
## 1 Introduction
As soon as Kuhn understood the flexibility of polymer chains, and the origin of rubber elasticity, his student A. Katchalsky thought about the possibility of transforming chemical energy into mechanical energy, using gels swollen by water. His first idea is explained on Fig.1. Starting from chains which carry acid groups $`(CO_2H)`$ and adding $`OH^{}`$ ions, one obtains a charged network $`(CO_2^{})`$ where the chains stretch by electrostatic repulsions. If one then adds $`H^+`$, the system returns to neutral, and the gel contracts.
This system, however, does not allow for many cycles. Adding $`OH^{}`$ really means adding soda $`(NaOH)`$ and adding $`H^+`$ means adding hydrochloric acid $`(HCl)`$. At each cycle, one thus adds one mole of $`NaCl`$, and this ionic solute screens out the electrostatic interactions: the system dies out fast.
Katchalsky solved this problem by an intelligent trick: he used ion exchange $`(Na^+`$ against $`Ba^{++})`$ where $`Ba^{++}`$ binds two $`(CO_2^{})`$ groups and contracts the gel.
His group produced active fibers of this type . However, the process did not gave rise to useful applications, for a number of reasons:
1) Time constants: what is implied here is diffusion of ions from a bath to a fiber, and diffusion is always very slow. And even if the ions were injected locally (by highly divided electrodes, or, by conducting polymers) the diffusion of water remains necessary to swell or deswell.
2) Fatigue: if we swell a gel by water, the swelling process starts at the outer surface, and creates huge mechanical tensions in a thin region: buckling instabilities occur and fractures show up. There is little hope for an artificial muscle which breaks locally at each cycle.
In the following section, we present two attempts where these difficulties are taken into account. It may well be that none of them gives a durable answer, but the trends are interesting.
## 2 A semi fast nematic muscle
The starting point here is a nematic network schematized on Fig.2. At low temperatures, the system is elongated. At higher temperatures, above the nematic isotropic transition point $`T_{N1}`$, the network contracts. Networks of this type have been synthetised by a very intelligent technique .
Of course, thermal effects have their difficulties: the diffusion of heat is faster than the diffusion of solvents, but is still slow. This led us to think about a semi-fast system$`:`$ here we heat up rapidly the system by a light pulse (having some adsorbing dyes inside) and induce the nematic isotropic transition. The contraction time of rubber in a sling -is related to the velocity of shear waves in the rubber, and is typically of order 1 millisecond. When we want to close the cycle, we have to cool down the sample (by a few degrees) and this takes a long time (seconds). But this semi fast actuator might be of some use.
To avoid fatigue, we conceived a system based on block copolymers (Fig.3) which is hopefully well protected. The fabrication of these sophisticated copolymers requires artistic chemistry, and is under way.
## 3 Nafions
A completely different approach has been used by M. Shahinpoor and coworkers . Here, the basic material is commercially available, cheap, and robust. It is a ”nafion”: a fluoropolymer containing some fixed $`SO_3^{}`$ groups plus $`Na^+`$ counterions and small water pockets which are inter connected (Fig.4). Shahinpoor was able to set up electrodes, with large contact areas, on both sides of a thin nafion sheet, by formation of platinum nanoparticles.
When such a sheet is put under a mild voltage ($``$1 volt) it deforms as shown on Fig5. The basic process appears to be simple. When a $`Na^+`$ ion moves, it drags some water with it towards the cathode: thus the cathode swells, while the anode contracts.
There is also an inverse effect: if a bending torque is applied to the sheet, a voltage difference shows up.
The features can be described rather simply (like all electro osmosis effects) in terms of two coupled fluxes (normal to the plate): the electric current $`J`$ and the water flux $`Q\text{[7]}.`$ The corresponding forces are the electric field $`E`$ and the pressure gradient $`p:`$
$$J=EL_{12}p$$
(1)
$$Q=L_{21}EKp$$
(2)
Here, $`\sigma `$ is the conductivity, $`K`$ the Darcy permeability and $`L_{12}=L_{21}=L`$ is a coupling coefficient.
1) The direct effect corresponds to $`Q=0`$ and $`p=L/KE.`$The pressure gradient induces a curvature $`C`$: in the absence of any external toque, they are related by:
$$p=kYC$$
(3)
where $`Y`$ is the Young modulus, and $`k`$ is a numerical factor involving the Poisson ratio $`\sigma _p`$:
$$k^1=(1+\sigma _p)(12\sigma _p)$$
(4)
2) For the inverse effect, we have $`J=0,`$ and $`E=L_{12}p`$ is proportional to the curvature.
One can construct order of magnitude estimates for the various coefficients. For the very small pores of interest here, the standard (Smoluchow ski) description of electro osmosis is not very adequate. The following is an alternate view point:
a) The conductance is:
$$\sigma =\frac{ne^2}{\zeta }$$
(5)
where $`n`$ is the number of sodium ions per unit volume and $`\zeta `$ a friction coefficient:
b) The Darcy permeability $`K`$ is of order:
$$K\varphi \frac{d^2}{\eta }$$
(6)
where $`\varphi `$ is the water volume fraction, $`d`$ the size of the water pores, and $`\eta `$ the viscosity.
c) Finally, the coupling coefficient $`L`$ can be estimated from a situation where $`p=0`$, assuming that each $`Na^+`$ ion drags a volume $`w`$ of water. Then:
$$Q=LE=\text{v}w$$
(7)
where v=$`eE/\xi `$ is the drift velocity of the ions. It seems that, in this way, we can arrive at a reasonable picture of the whole effect.
We are currently studying the time response, ie the frequency dependence of all these processes. But some general features emerge:
1) The system is robust, and can be cycled many times.
2) The frequency response is typically in the range of 30 cycles -ie slow, but still of possible interest for some biomedical applications.
On the whole, it is clear that soft actuators are still in their infancy; but it is also clear that they will soon become important.
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# Matching and Digital Control Implementation for Underactuated Systems
## 1 Introduction
Several papers have been written recently regarding the control of nonlinear underactuated systems -. Recall that an underactuated system, is a system with fewer control inputs than degrees of freedom. The idea that one should look for control laws such that the closed loop system takes a particular form is common to all of these papers. The particular form of the final equations is chosen so that there will be a natural candidate for a Lyapunov function. If the Lyapunov function attains a local minimum at an isolated point, then this point is a locally asymptotically stable equilibrium of the continuous system.
Digital implementation of continuous control laws introduces additional difficulties. It is not a priori clear that a method which produces good results in the continuous case with full state feedback will continue to produce acceptable results with state estimation and sampled data. For a digitally controlled system, the data is collected and the control input is calculated at discrete moments of time. In addition, the full state cannot be directly measured and must be estimated based on observable data. Assume the continuous closed-loop system is modelled by
$$\dot{x}=f(x,u(x)),$$
(1)
where $`u`$ is a full state feedback control law. Let $`\tau `$ be the sample time, let $`x_k=x(\tau k)`$, let $`y_k=C(x_k)`$ be the observerable data, and let $`\underset{¯}{x}_k`$ be the estimated state at time $`\tau k`$. A model of a corresponding digitally controlled system is
$$\begin{array}{c}\dot{x}(t)=f(x(t),u(\underset{¯}{x}(t)),\\ \underset{¯}{x}(t)=\underset{¯}{x}_k,\text{for}\tau kt<\tau (k+1),\\ \underset{¯}{x}_{k+1}=g(y_k,\underset{¯}{x}_k),\end{array}$$
(2)
where $`g`$ is the state estimator. In practice, it is not system 1, but rather system (2), which must have an asymptotically stable equilibrium. There is a lower bound on the sampling time, $`\tau `$, dictated by the control apparatus. There is an upper bound on $`\tau `$ depending upon the state estimator and the control law.
For a simple linear system corresponding to $`f(x,u)=Ax+Bu(x)`$, $`y=Cx`$, conditions to make (2) asymptotically stable are well known. For the continuous closed-loop system to be asymptotically stable, there must exist a matrix, $`G`$ so that the eigenvalues of $`AGC`$ all lie in the left half plane, and $`\tau `$ must be sufficiently small.
For nonlinear systems, the situation is more complicated. One case, however, is easy to understand. Consider a nonlinear closed-loop system $`\dot{x}=f(x,u(x))`$ whose linearization, $`\dot{x}=Ax+Bu(x)`$, at the equilibrium $`x=0`$ is asymptotically stable such that there exists a matrix $`G`$ so that all eigenvalues of $`AGC`$ lie in the left half plane. In this case, the continuous system
$$\begin{array}{c}\dot{x}=f(x,u(\underset{¯}{x}))\\ \underset{¯}{\overset{\dot{}}{x}}=f(\underset{¯}{x},u(\underset{¯}{x}))+GC(x\underset{¯}{x})\end{array}$$
will be locally asymptotically stable. In fact any system with correct linearization will do. For digital control, one may choose, for example, the following system
$$\begin{array}{c}\dot{x}=f(x,u(\underset{¯}{x}))\\ \underset{¯}{x}(t)=\underset{¯}{x}_k,\text{for}\tau kt<\tau (k+1),\\ \underset{¯}{x}_{k+1}=A_d\underset{¯}{x}_k+B_du\underset{¯}{x}_k+G_dC(x_k\underset{¯}{x}_k),\end{array}$$
(3)
where $`A_d=\mathrm{exp}(\tau A)`$, $`B_d=_0^\tau \mathrm{exp}(sA)𝑑sB`$ and $`G_d`$ is chosen such that $`spec(A_dG_dC)=exp(\tau spec(AGC))`$. If the sampling time, $`\tau `$, is sufficiently small, then the system (3) will be locally asyptotically stable.
## 2 The Control Law
In this section, we briefly recall a method for constructing an infinite dimensional family of controls laws for many nonlinear systems. We will then use the method to derive a specific control law for an inverted pendulum cart system. The implementation of this control law including a sample time and a state estimator will be discussed in the final section of this paper.
Let $`Q`$ denote a configuration space. Let $`g\mathrm{\Gamma }(T^{}QT^{}Q)`$ be a metric. Let $`c,f:TQTQ`$ be fiber-preserving maps. We assume that $`c(X)=c(X)`$. Let $`V:Q𝑹`$. The system that we consider is
$$_{\dot{\gamma }}\dot{\gamma }+c(\dot{\gamma })+grad_\gamma V=f(\dot{\gamma }).$$
Let $`P\mathrm{\Gamma }(T^{}QTQ)`$ be a $`g`$-orthogonal projection. We consider the situation where a constraint $`P(f)=0`$ is imposed. A system is called underactuated if $`P0`$. In order to describe the final control law, we will use several other variables. The variable $`\widehat{g}\mathrm{\Gamma }(T^{}QT^{}Q)`$ will be a metric, $`\widehat{c}:TQTQ`$ will be a fiber-preserving map, $`\widehat{V}`$ will be a real-valued function, and $`\lambda \mathrm{\Gamma }(T^{}QTQ)`$ will be a $`g`$-self adjoint map. One first solves the equations
$$g\lambda |_{\text{Im}P^2}=0,$$
for $`\lambda |_{\text{Im}P}`$. Then one solves
$$L_{_{\lambda PX}}\widehat{g}=L_{_{PX}}g$$
(this is a slight rewrite of equation (1.12) of our previous paper ),
$$L_{_{\lambda PX}}\widehat{V}=L_{_{PX}}V$$
(this is equation (1.13) of our previous paper ), then after solving,
$$P(c(X)\widehat{c}(X))=0,$$
the control input will be given by:
$$f(X)_XX\widehat{}_XX+grad_\gamma V\widehat{grad}_\gamma \widehat{V}+c(X)\widehat{c}(X)$$
(4)
We now apply the above method to the inverted pendulum cart depicted in Figure 1.
With appropriate scaling, the metric $`g`$ is given by $`g=d\theta ^2+2b\mathrm{cos}(\theta )dxd\theta +dx^2`$, where $`b`$ is a physical parameter, $`0<b<1`$. The potential energy is given by $`V=\mathrm{cos}(\theta )`$. Since no torques can be applied directly to the pendulum, $`P=(b\mathrm{cos}(\theta )dx+d\theta )/\theta `$ is the orthogonal projection onto the direction $`/\theta `$. Assuming that there is no dissipation, $`c=0`$.
Let $`\theta `$ be the coordinate with index $`1`$, and $`x`$ be the coordinate with index $`2`$. Writing $`\lambda PX=\sigma \frac{}{\theta }+\mu \frac{}{x}`$, where $`\sigma `$ and $`\mu `$ are yet to be found, the $`\lambda `$-equation may be rewritten as
$$\frac{}{\theta }(\sigma +b\mathrm{cos}(\theta )\mu )+2b\mathrm{sin}(\theta )\mu =0,$$
$$\frac{}{x}(\sigma +b\mathrm{cos}(\theta )\mu )=0.$$
For these equations to be consistent the following compatibility condition must hold:
$$\frac{}{x}(\mathrm{sin}(\theta )\mu )=0.$$
This implies that $`\mu `$ is a function of $`\theta `$. The second $`\lambda `$-equation implies that $`\sigma `$ is a function of $`\theta `$. The first $`\lambda `$-equation then becomes an ODE which may be solved for $`\sigma `$ giving,
$$\sigma (\theta )=\sigma _0+b\mu _0b\mathrm{cos}(\theta )2b_0^\theta \mathrm{sin}(t)\mu (t)𝑑t.$$
Before solving the $`\widehat{g}`$-equation, it is helpful to solve,
$$\sigma \frac{y}{\theta }+\mu \frac{y}{x}=0.$$
Using the method of characteristics, we find,
$$y=x_0^\theta \frac{\mu (t)}{\sigma (t)}𝑑t.$$
The $`\widehat{g}`$-equation may be rewritten as
$$\sigma \frac{\widehat{g}_{11}}{\theta }+\mu \frac{\widehat{g}_{11}}{x}+2(\frac{\sigma }{\theta }\frac{\sigma }{\mu }\frac{\mu }{\theta })\widehat{g}_{11}+2\frac{\frac{\mu }{\theta }}{\mu }=0.$$
Let $`\overline{\sigma }`$ and $`\overline{\mu }`$ be $`\sigma `$ and $`\mu `$ considered as functions of $`\theta `$ and $`y`$, i.e.,
$$\overline{\sigma }(\theta ,y(\theta ,x))=\sigma (\theta ,x),\overline{\mu }(\theta ,y(\theta ,x))=\mu (\theta ,x).$$
The solution to the $`\widehat{g}`$-equation is then given explicitly by
$$\widehat{g}_{11}(\theta ,x)=\frac{\mu ^2}{\sigma ^2}\left[2_0^\theta \frac{\overline{\sigma }}{\overline{\mu }^3}\frac{\overline{\mu }}{\theta }𝑑\theta |_y+h(y)\right],$$
where $`h(y)`$ is an arbitrary function of a single variable. Using the definition of $`\lambda `$, we have
$$\widehat{g}_{12}=\frac{1}{\mu }(1\sigma \widehat{g}_{11}),$$
$$\widehat{g}_{22}=\frac{1}{\mu }(b\mathrm{cos}(\theta )\sigma \widehat{g}_{12}).$$
Using integration by parts and the first $`\lambda `$-equation, we can simplify the integral appearing in $`\widehat{g}_{11}`$. Explicitly,
$$\widehat{g}_{11}(\theta ,x)=\frac{1}{\sigma }\frac{\sigma _0\mu ^2}{\mu _0^2\sigma ^2}\frac{b\mathrm{cos}(\theta )\mu }{\sigma ^2}+\frac{b\mu ^2}{\mu _0\sigma _0^2}+\frac{\mu ^2}{\sigma ^2}h(y).$$
The function $`\widehat{V}`$ satisfies the equation
$$\sigma \frac{\widehat{V}}{\theta }+\mu \frac{\widehat{V}}{x}=\mathrm{sin}(\theta ).$$
Considering $`\widehat{V}`$ as a function of $`\theta `$ and $`y`$, this becomes an ODE. The resulting expression for $`\widehat{V}`$ is:
$$\widehat{V}(\theta ,x)=w(y(\theta ,x))_0^\theta \frac{\mathrm{sin}(t)}{\sigma (t)}𝑑t,$$
here $`w(y)`$ is an arbitrary function. Finally, the solution to the $`\widehat{c}`$-equation is given by:
$$\widehat{c}^1=b\mathrm{cos}(\theta )(\widehat{c}^2c^2)+c^1,$$
where $`\widehat{c}^2`$ is an arbitrary function which is odd in the velocities. The final control law is given by equation (4).
For the inverted pendulum in our lab, the parameter, $`b`$, is .238, and $`c=0`$. (In practice, there is some dissipation in the base of the cart, but this may be directly counteracted by a term in the control law. The dissipation in the joint holding the pendulum is really negligible.) The value of $`b`$ is different from the value that was used in the simulations in . This is because we are now taking into account additional contributions to the mass of the base of the cart and to the mass of the pendulum.
The control law studied in stabilized a wide range of initial conditions, however, it was found to be underdamped for small initial conditions. This was not dissapointing because the arbitrary functions in our control law were chosen for algebraic simplicity, and not for specific engineering goals. For this paper, we decided to use step functions in place of some of the constants used previously. By using step functions we hoped to reduce the number of parameters to something which would be reasonable to analyze. Our plan was to try to blend the nonlinear control law which worked well for large disturbances with one which would linearize to the linear control law that worked well for small initial conditions. In particular, we took
$$\mu (\theta )=\{\begin{array}{cc}\mu _0\mathrm{cos}(\theta ),\hfill & \text{for }|\theta |\theta _L\hfill \\ \mu _{\mathrm{}}\mathrm{cos}(\theta ),\hfill & \text{otherwise}\hfill \end{array}.$$
$$h(y)=\{\begin{array}{cc}h_0,\hfill & \text{for }yy_L\hfill \\ h_{\mathrm{}},\hfill & \text{otherwise}\hfill \end{array}$$
$$w(y)=\{\begin{array}{cc}\frac{1}{2}w_0y^2,\hfill & \text{for }yy_L\hfill \\ \frac{1}{2}w_{\mathrm{}}y^2,\hfill & \text{otherwise}\hfill \end{array}$$
The entire motivation for this method is that $`\widehat{H}(\dot{\gamma })=\frac{1}{2}\widehat{g}(\dot{\gamma },\dot{\gamma })+\widehat{V}(\gamma )`$, is a natural candidate for a Lyapunov function for the closed loop system. The time derivative of $`\widehat{H}`$ is, $`\widehat{g}(\widehat{c}(X),X)=(det\widehat{g})\widehat{c}^2(\mu _0\mathrm{cos}\theta \dot{\theta }\sigma _0\dot{x})`$. Thus taking $`\widehat{c}^2=\mathrm{\Phi }(\mu _0\mathrm{cos}\theta \dot{\theta }\sigma _0\dot{x})`$ will insure that $`\widehat{H}`$ is never increasing. We take,
$$\mathrm{\Phi }(\theta )=\{\begin{array}{cc}\mathrm{\Phi }_0,\hfill & \text{for }|\theta |\theta _L\hfill \\ \mathrm{\Phi }_{\mathrm{}},\hfill & \text{otherwise}\hfill \end{array}.$$
With these choices, the function $`\sigma `$ will take the form,
$$\sigma (\theta )=\{\begin{array}{cc}\sigma _0,\hfill & \text{for }|\theta |\theta _L\hfill \\ \sigma _{\mathrm{}},\hfill & \text{otherwise}\hfill \end{array},$$
where $`\sigma _{\mathrm{}}=\sigma _0+b(\mu _0\mu _{\mathrm{}})\mathrm{cos}^2(\theta _L)`$. We guessed $`\theta _L=.3`$ and $`y_L=15`$. Values which stabilize a large region are:
$`\sigma _{\mathrm{}}=.05,\mu _{\mathrm{}}=9.9,w_{\mathrm{}}=1.5,`$ $`\mathrm{\Phi }_{\mathrm{}}=.75,`$ and $`h_{\mathrm{}}=.03.`$
These are a slight modification of the values given in our previous paper, since we are using a slightly diferent value of $`b`$. To compute the appropriate values for the remaining constants, we write the linear control input as: $`u_l=g(f,\frac{}{x})=p_1\theta +p_2x+d_1\dot{\theta }+d_2\dot{x}`$. Setting $`\frac{u}{\theta }|_0=p_1`$, $`\frac{u}{x}|_0=p_2`$, $`d_1\sigma _0+d_2\mu _0=0`$, and $`\sigma _{\mathrm{}}=\sigma _0+b(\mu _0\mu _{\mathrm{}})\mathrm{cos}^2(\theta _L)`$ determines four of the remaining parameters. The final parameter is determined by the condition, $`\frac{u}{\dot{\theta }}|_0=d_1`$. The resulting parameters are:
$`\sigma _0=1.59`$, $`\mu _0=17`$, $`w_0=.00296`$, $`\mathrm{\Phi }_0=1.48`$, and $`h_0=.0081.`$
Numerical results comparing the control law described above with the linear control law are presented in Figs. 2 through 5 below. The small initial conditions were $`\theta _0=0.4`$, $`x_0=0`$, $`\dot{\theta }_0=0`$, and $`\dot{x}_0=0`$. The large initial conditions were $`\theta _0=1.1`$, $`x_0=0`$, $`\dot{\theta }_0=0`$, and $`\dot{x}_0=0`$.
## 3 Implementation
The inverted pendulum cart in our lab cannot directly observe the velocity or angular velocity of the cart. Thus, full state feedback is not possible and the modifications needed to implement the control law based upon the output of a non-trivial linear observer, $`C`$, must be considered. For our first test of a digital control system implementing the control law described above, we took an estimator of the form (3) with $`\tau =0.0143`$,
$$A_d=\left(\begin{array}{cccc}1\hfill & 0\hfill & 0.0143\hfill & 0\hfill \\ 0\hfill & 1\hfill & 0\hfill & 0.0143\hfill \\ 0.0151\hfill & 0\hfill & 1\hfill & 0\hfill \\ .0036\hfill & 0\hfill & 0\hfill & 1\hfill \end{array}\right),$$
$`B_d`$ $`=`$ $`\left(\begin{array}{c}0\hfill \\ 0\hfill \\ 0.0036\hfill \\ 0.0151\hfill \end{array}\right),C=\left(\begin{array}{cccc}1\hfill & 0\hfill & 0\hfill & 0\hfill \\ 0\hfill & 1\hfill & 0\hfill & 0\hfill \end{array}\right),`$ (11)
$`G_d`$ $`=`$ $`\left(\begin{array}{cc}0.168\hfill & 0\hfill \\ .0001\hfill & 0.165\hfill \\ 0.509\hfill & 0\hfill \\ .0039\hfill & 0.473\hfill \end{array}\right),x=\left(\begin{array}{c}\theta \hfill \\ x\hfill \\ \dot{\theta }\hfill \\ \dot{x}\hfill \end{array}\right)`$ (20)
Results from our numerical computations of this larger system are displayed in Figures 6 and 7. The initial estimated state was chosen to be the same as the initial conditions. System (3) was unstable with the large initial conditions for both the linear and nonlinear control law.
## 4 Conclusions
Looking for control laws so that the closed loop system takes some specified form appears to be a promising idea in nonlinear control theory. There are however many issues which have not been fully resolved. One must first decide what it means to say that one control law is better than another. With only an intuitive idea of what is ”better” we would argue that a control law derived via the matching equations works “better” for an inverted pendulum cart than a linear control law. This brings up the question of finding control laws of this type. Such control laws are usually described as solutions to a system of partial differential equations. Just guessing a solution based on the form of the equations is not a very satisfactory solution to the problem. The general solution to the matching equations may be found for systems with two degrees of freedom. If there is some symmetry present, it is also possible to find solutions to the matching equations. This leaves open the problem of finding such control laws for systems with more degrees of freedom in the absence of symmetry. The general matching equations have many solutions. This means that one must have some method for picking a good solution to the matching equations.
Assuming that all of these questions have been answered, one must still come up with satisfactory answers to the main questions discussed in this paper: what state estimator should be used, and why will the closed loop system be stable when only sampled data is used. Mathematically, it is well known that the resulting system will be locally stable if the linearization about the equilibrium is stable and the sample time is sufficiently small. Perhaps some numerical and experimental tests will shed some light on the correct choice for a state estimation scheme. Given the promising results of the matching control law applied to the inverted pendulum cart, and the wide array of open questions, this is a fertile area for future research.
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# Line narrowing via cavity-induced quantum interference in a Ξ-type atom
## Abstract
We show that cavity-induced interference may result in spectral line narrowing in the absorption spectrum of a $`\mathrm{\Xi }`$-type atom coupled to a single-mode, frequency-tunable cavity field with a pre-selected polarization at finite temperature.
Within recent years, quantum interference among different transition pathways of atoms has become a very important tool in manipulating radiative properties of atoms . Many interesting and counterintuitive effects, such as electromagnetically-induced transparency , enhancement of the index of refraction without absorption , lasing without population inversion , fluorescence quenching , quantum beats , are attributed to the interference. Very recently, we have shown that quantum interference can also result in spectral line narrowing and is potentially of interest as a spectroscopic tool, as well.
Quantum interference effects can be generated by coherent laser fields . For example, for three-level atomic systems (in $`V`$, $`\mathrm{\Lambda }`$ and $`\mathrm{\Xi }`$ configurations) excited by two laser fields: one being a strong pump field to drive two levels (say $`|1`$ and $`|2`$) and the other being a weak probe field at different frequency to probe the levels $`|0`$ and $`|1`$ or $`|2`$, the strong coherent field can drive the levels $`|1`$ and $`|2`$ into superpositions of these states, so that different atomic transitions are correlated. For such systems, the cross-transition terms (quantum interference) are evident in the atomic dressed picture . The interference may also arise as two transition pathways are created due to atomic emission into a common vacuum of the infinite electromagnetic modes . The latter requires that the dipoles moments of the transitions involved are non-orthogonal. The maximal effect of quantum interference occurs with parallel moments. From the experimental point view, however, it is difficult to find isolated atomic systems which have parallel moments .
An alternative scheme for engineering quantum interference (equivalently two parallel or anti-parallel dipole transition moments) has been proposed by coupling a V-type atom to a cavity mode with low quality factor $`Q`$ . Here we extend the study to a $`\mathrm{\Xi }`$-type atom coupled to a frequency-tunable, single-mode cavity field with a pre-selected polarization at finite temperature. We show that maximal quantum interference can be achieved in such a system, and the cavity-induced interference may lead to linewidth narrowing in the probe absorption spectrum.
For a $`\mathrm{\Xi }`$-configuration three-level atom having the levels $`|0`$, $`|1`$ and $`|2`$ with level energies $`E_0<E_1<E_2`$, we assume that the levels $`|0|1`$, and $`|1`$ $`|2`$ are coupled by the single-mode cavity field, respectively. Direct transitions between the ground level $`|0`$ and the upper excited level $`|2`$ are dipole forbidden. The master equation for the total density matrix operator $`\rho _T`$ in the frame rotating with the average atomic transition frequency $`\omega _0=(E_2E_0)/2`$ takes the form,
$$\dot{\rho }_T=i[H_A+H_C+H_I,\rho _T]+\rho _T,$$
(1)
where
$`H_A`$ $`=`$ $`\mathrm{\Delta }A_{11},`$ (2)
$`H_C`$ $`=`$ $`\delta a^{}a,`$ (3)
$`H_I`$ $`=`$ $`i\left(g_{01}A_{01}+g_{12}A_{12}\right)a^{}h.c.,`$ (4)
$`\rho _T`$ $`=`$ $`\kappa (N+1)\left(2a\rho _Ta^{}a^{}a\rho _T\rho _Ta^{}a\right)`$ (6)
$`+\kappa N\left(2a^{}\rho _Taaa^{}\rho _T\rho _Taa^{}\right),`$
where $`H_C`$, $`H_A`$ and $`H_I`$ are the unperturbed cavity, the unperturbed atom and the cavity-atom interaction Hamiltonians respectively, while $`\rho _T`$ describes damping of the cavity field by the continuum electromagnetic modes at finite temperature, characterized by the decay constant $`\kappa `$ and the mean number of thermal photons N; $`a`$ and $`a^{}`$ are the photon annihilation and creation operators of the cavity mode, and $`A_{ij}=|ij|`$ is the atomic population (the dipole transition) operator for $`i=j`$ $`(ij)`$; $`\delta =\omega _C\omega _0`$ is the cavity detuning from the average atomic transition frequency, $`\mathrm{\Delta }=E_1\omega _0`$, and $`g_{ij}=𝐞_\lambda 𝐝_{ij}\sqrt{\mathrm{}\omega _C/2ϵ_0V}`$ is the atom-cavity coupling constant with $`𝐝_{ij},`$ the dipole moment of the atomic transition from $`|j`$ to $`|i,`$ $`𝐞_\lambda `$, the polarization of the cavity mode, and $`V,`$ the volume of the system. In the remainder of this work we assume that the polarization of the cavity field is pre-selected, i.e., the polarization index $`\lambda `$ is fixed to one of two possible directions.
In this paper we are interested in the bad cavity limit: $`\kappa g_{ij}`$, that is the atom-cavity coupling is weak, and the cavity has a low $`Q`$ so that the cavity field decay dominates. The cavity field response to the continuum modes is much faster than that produced by its interaction with the atom, so that the atom always experiences the cavity mode in the state induced by the thermal reservoir. Thus one can adiabatically eliminate the cavity-mode variables, giving rise to a master equation for the atomic variables only , which are of the form
$`\dot{\rho }`$ $`=`$ $`i[H_A,\rho ]`$ (12)
$`+\{F(\mathrm{\Delta })(N+1)[|g_{01}|^2(A_{01}\rho A_{10}A_{11}\rho )+g_{01}g_{12}^{}A_{01}\rho A_{21}]`$
$`+F(\mathrm{\Delta })(N+1)\left[|g_{12}|^2\left(A_{12}\rho A_{21}A_{22}\rho \right)+g_{01}^{}g_{12}A_{12}\rho A_{10}\right]`$
$`+F(\mathrm{\Delta })N\left[|g_{01}|^2\left(A_{10}\rho A_{01}\rho A_{00}\right)+g_{01}g_{12}^{}A_{21}\rho A_{01}\right]`$
$`+F(\mathrm{\Delta })N\left[|g_{12}|^2\left(A_{21}\rho A_{12}\rho A_{11}\right)+g_{01}^{}g_{12}A_{10}\rho A_{12}\right]`$
$`+h.c.\},`$
where $`F(\pm \mathrm{\Delta })=[\kappa +i(\delta \pm \mathrm{\Delta })]^1`$
Obviously, the equation (12) describes the cavity-induced atomic decay into the cavity mode. The real part of $`F(\pm \mathrm{\Delta })|g_{ij}|^2`$ represents the cavity-induced decay rate of the atomic level $`|j`$ to the lower level $`|i`$, while the imaginary part is associated with the frequency shift of the atomic level resulting from the interaction with the thermal field in the detuned cavity. The other terms, $`F(\pm \mathrm{\Delta })g_{01}g_{12}^{}`$ and $`F(\pm \mathrm{\Delta })g_{01}^{}g_{12}`$, however, represent the cavity-induced correlated transitions of the atom, in which the atomic transition $`|1|0`$ induces the other transition $`|1|2`$, and vice versa. It is these correlated transitions that give rise to quantum interference.
The effect of quantum interference is very sensitive to the orientations of the atomic dipoles and the polarization of the cavity mode. For instance, if the cavity-field polarization is not pre-selected, as in free space, one must replace $`g_{ij}g_{kl}^{}`$ by the sum over the two possible polarization directions, giving $`\mathrm{\Sigma }_\lambda g_{ij}g_{kl}^{}𝐝_{ij}𝐝_{kl}^{}`$ . Therefore, only non-orthogonal dipole transitions lead to nonzero contributions, and the maximal interference effect occurs with the two dipoles parallel. As pointed out in Refs. however, it is questionable whether there is a isolated atomic system with parallel dipoles. Otherwise, if the polarization of the cavity mode is fixed, say $`𝐞_\lambda =𝐞_x`$, the polarization direction along the $`x`$-quantization axis, then $`g_{ij}g_{kl}^{}\left(𝐝_{ij}\right)_x\left(𝐝_{kl}^{}\right)_x`$, which is nonvanishing, regardless of the orientation of the atomic dipole matrix elements.
Now we investigate the effects of quantum interference on the steady-state absorption spectrum of such a system, which is defined as
$$A(\omega )=\mathrm{}e_0^{\mathrm{}}\underset{t\mathrm{}}{lim}[P(t+\tau ),P^{}(t)]e^{i\omega \tau }d\tau ,$$
(13)
where $`\omega =\omega _p\omega _0`$, and $`\omega _p`$ is the frequency of the probe field and $`P(t)=d_1A_{01}+d_2A_{12}`$ is the component of the atomic polarization operator in the direction of the probe field polarization vector $`𝐞_p`$, with $`d_1=𝐞_p𝐝_{01}`$ and $`d_2=𝐞_p𝐝_{12}`$. Obviously, we may probe atomic absorption between different transition levels by selecting the polarization of the probe beam . For example, if the polarization direction $`𝐞_p`$ is perpendicular to the dipole moment $`𝐝_{12}`$ of atomic transitions between the levels $`|1`$ and $`|2`$, then $`d_2=0`$, the spectrum (13) hence describes the atomic absorption between the ground level $`|0`$ and the intermediate level $`|1`$, while it represents the probe absorption from the intermediate level $`|1`$ to the upper level $`|2`$, if $`𝐞_p𝐝_{01}`$, otherwise, eq. (13) is the stepwise two-photon absorption spectrum between the ground and upper levels.
The spectrum (13) can be evaluated from the cavity-modified Bloch equations
$`\dot{\rho }_{11}`$ $`=`$ $`2\gamma _1\left[(N+1)\rho _{11}N\rho _{00}\right]2\gamma _2\left[N\rho _{11}(N+1)\rho _{22}\right],`$ (14)
$`\dot{\rho }_{22}`$ $`=`$ $`2\gamma _2\left[(N+1)\rho _{22}N\rho _{11}\right],`$ (15)
$`\dot{\rho }_{20}`$ $`=`$ $`\left[\gamma _1N+\gamma _2(N+1)+i\omega _{sh}\right]\rho _{20},`$ (16)
$`\dot{\rho }_{10}`$ $`=`$ $`\left[F(\mathrm{\Delta })|g_{01}|^2(2N+1)+F^{}(\mathrm{\Delta })|g_{12}|^2N+i\mathrm{\Delta }\right]\rho _{10}`$ (18)
$`+\left[F(\mathrm{\Delta })+F^{}(\mathrm{\Delta })\right]g_{01}^{}g_{12}(N+1)\rho _{21},`$
$`\dot{\rho }_{21}`$ $`=`$ $`\left[F^{}(\mathrm{\Delta })|g_{01}|^2N+F(\mathrm{\Delta })|g_{12}|^2(2N+1)i\mathrm{\Delta }\right]\rho _{21}`$ (20)
$`+\left[F^{}(\mathrm{\Delta })+F(\mathrm{\Delta })\right]g_{01}g_{12}^{}N\rho _{10},`$
where $`\omega _{sh}=\mathrm{}m\left[F(\mathrm{\Delta })\right]N|g_{01}|^2+\mathrm{}m\left[F(\mathrm{\Delta })\right](N+1)|g_{12}|^2`$ is the cavity-induced frequency shift, and $`\gamma _1`$ ($`\gamma _2`$) is the cavity-induced decay rate of the intermediate state $`|1`$ to the ground state $`|0`$ ($`|2|1`$),
$$\gamma _1=\frac{\kappa |g_{01}|^2}{\kappa ^2+(\delta \mathrm{\Delta })^2},\gamma _2=\frac{\kappa |g_{12}|^2}{\kappa ^2+(\delta +\mathrm{\Delta })^2},$$
(21)
which vary with the cavity frequency, decay rate and coupling constants. It is not difficult to find from eq. (20) that the steady state populations are, however, independent of these parameters:
$`\rho _{22}`$ $`=`$ $`{\displaystyle \frac{N^2}{3N(N+1)+1}},`$ (22)
$`\rho _{11}`$ $`=`$ $`{\displaystyle \frac{N(N+1)}{3N(N+1)+1}},`$ (23)
$`\rho _{00}`$ $`=`$ $`{\displaystyle \frac{(N+1)^2}{3N(N+1)+1}},`$ (24)
and the steady-state coherence between the ground and upper levels is zero, $`\rho _{20}=0`$, which are the same as a $`\mathrm{\Xi }`$-type atom damped by a thermal reservoir in free space. Nevertheless, the transit atomic coherence $`\rho _{20}(t)`$ may oscillate due to the cavity-induced frequency shift.
Figure 1 represents the probe absorption spectrum between the ground state $`|0`$ and the intermediate state $`|1`$, for $`\mathrm{\Delta }=\delta =0`$, $`g_{01}=g_{12}=g=10`$, $`\kappa =100`$, and various numbers of thermal photon. It is evident that when the photon number is very small, see $`N=0.01`$ in Fig. 1(a) for instance, both the spectra in the presence and absence of the cavity induced interference are virtually same. Otherwise, the spectral line is narrowed in the presence of the interference, as shown in Figs. 1(b)-1(d), where $`N=0.1,\mathrm{\hspace{0.17em}1}`$, and $`2`$, respectively. The larger the number, the more profound the line narrowing. One can find from eq. (20) that in the case, no frequency shift occurs, and the absorption spectrum consists of two Lorentzians centred at $`\omega _p=\omega _0`$ with the spectral linewidths $`\mathrm{\Gamma }_\pm =2[(3N+1)\pm 2\eta \sqrt{N(N+1)}]g^2/\kappa `$ . In the absence of the cavity-induced quantum interference ($`\eta =0`$), the two Lorentzians are same. Otherwise, $`\eta =1`$, the Lorentzians have different linewidths.. Noting that heights of the Lorentzians are proportional to $`(1/\mathrm{\Gamma }_\pm )`$, the Lorentzian with linewidth $`\mathrm{\Gamma }_{}`$ dominates. Therefore, the absorption peck is narrower and higher in the presence of the cavity-induced quantum interference.
Figure 2 shows the variations of the spectral line narrowing with the cavity detuning for $`N=1`$ and $`\mathrm{\Delta }=0`$. The spectrum is sharper in large cavity detuning, for example, $`\delta =100`$ in the frame 2(d). This is because the cavity-induced decay rates, as shown in eq. (21), are suppressed when the cavity is far off resonant with the atomic transition. In addition, the absorption peak is displaced a bit from the atomic transition frequency involved $`\omega _{10}=\omega _0`$ for large detuning, owing to the cavity induced frequency shifts.
Figure 3 exhibits that the effect of the cavity induced interference on the spectral linewidth narrowing is significant only when the $`\mathrm{\Xi }`$-type atom has an equally-spaced or near equally-spaced level structure, as displayed in Figs. 3(a) with $`\mathrm{\Delta }=0`$, and 3(b) with $`\mathrm{\Delta }=1`$. Otherwise, the effect is negligible small, which is demonstrated in the frames 3(c) and 3(d) for $`\mathrm{\Delta }=5`$ and $`10`$, respectively.
It should be pointed out that the features of the cavity interference assisted line narrowing in the probe spectrum between the intermediate and upper states, and in the stepwise two-photon absorption spectrum between the ground and upper states are similar to those in the atomic absorption spectrum from the ground state to the intermediate state, as exhibited in the above figures.
In summary, we have shown that cavity-induced quantum interference can lead to significant linewidth narrowing in the probe absorption spectra of a $`\mathrm{\Xi }`$-type atom with equal (or near equal) space level-lying, coupled to a single-mode, frequency-tunable cavity field, which is damped by a thermal reservoir, in the bad cavity limit. There are no special restrictions on the atomic dipole moments for the appearance of quantum interference , as long as the polarization of the cavity field is pre-selected.
###### Acknowledgements.
This work is supported by the ARO/NSA grant G-41-Z05. I gratefully acknowledge conversations with Z. Ficek, T. A. B. Kennedy, S. Swain, and L. You.
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# Nonlinear ac susceptibility studies of high-𝑇_𝑐 rings: Influence of the structuring method and determination of the flux creep exponent
## I Introduction
In a recently published letter we have shown that the measurement of the magnetic moment of samples with ring geometry enables the identification of regions with degraded superconducting regions and can be used as a sensitive method to investigate the critical current density $`J_c`$ of high temperature superconducting thin films . The ac field amplitude dependence of the ac susceptibility of structured narrow rings provides the experimental foundation for this method. Within the Bean model and via the determination of the so-called penetration field $`H_p`$ (at which the perfect diamagnetic shielding is lost) and geometry parameters we obtain $`J_c`$. In this work we have exploited this technique at zero dc magnetic field $`H_{dc}`$ to investigate the influence of the structuring method used to fabricate the high-temperature superconducting rings on $`J_c`$. Our results indicate clearly that ion beam etching is a far less destructive structuring technique than laser ablation.
We have also obtained the dc field dependence of $`J_c`$ and analysed the effects of flux creep with an extended Bean model which enables the interpretation of the frequency dependence of the ac susceptibility associated with a finite resistivity due to flux motion . We have analyzed the shift of the ac susceptibility with frequency and applied a scaling relation which has been predicted by Brandt . Within this theory we have determined the flux creep exponent $`n(T,H_{dc})`$ and compared it with the one determined by relaxation measurements with a SQUID.
The paper is organized as follows. In the next section we give a brief summary of the measured samples and experimental details. In section III we provide a theoretical resume of the ac response of narrow superconducting rings as well as the determination of the flux creep exponent from ac susceptibility. The results are described in section IV. A brief summary is given in section V.
## II Experimental Details and Investigated Samples
The ac susceptibility measurements were performed with a Lake Shore 7000 AC Susceptometer designed for operation at low-level ac magnetic field amplitudes $`H_0`$ 2 mT. We applied dc magnetic fields up to 3 T by a superconducting solenoid.
We have studied rings made from YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub> high-temperature superconducting 200 nm thin films prepared by pulsed laser deposition on 1 mm thick $`\mathrm{Al}_2\mathrm{O}_3`$ substrates with a critical temperature between $`T_c`$ = 89 K and 90 K . A 30 nm $`\mathrm{CeO}_2`$ buffer layer was used. All the films were characterized by ac susceptibility measurements before structuring. Results on the films can be found in . The films were structured by two methods: (a) by laser ablation (LA) with an excimer workstation having an optical resolution of $`1.5\mu \mathrm{m}`$ and (b) by ion beam etching (IE). For the ion beam etching procedure a spun-on $`1.5\mu `$m thick resist layer (AZ1450) was structured by excimer laser ablation using a scanning method. The resist was etched by laser apart from a thin, $`200`$ nm thick remaining film to prevent any damage of the superconducting layer. We used ion beam sputtering with argon to transfer the mask structure into the film. The ion etching was performed in a non-commercial IBE system with a base pressure better than $`2\times 10^6`$ mbar equipped with a Kaufman type ion beam source operating at a beam energy of 700 eV and current density of 0.2 mA/cm<sup>2</sup>. The beam was neutralized by means of a hot filament to prevent charge accumulation on the sample surface. The samples were mounted on a water-cooled and rotating sample holder to avoid an excessive increase of temperature during etching. Table I shows the main characteristics of the measured samples.
## III Theory
### A AC Susceptibility of Narrow Superconducting Rings
In this section we briefly review the ac response of narrow superconducting rings as described in . We discuss the limit of a thin narrow ring of width $`w`$ much smaller than the mean radius $`R`$, $`Rw/2rR+w/2`$. Within the Bean model the virgin magnetization curve completely determines the hysteresis loop which has the shape of a parallelogram . From these loops one obtains the complex susceptibility $`\chi =\chi ^{}i\chi ^{\prime \prime }`$ of a superconducting narrow ring with constant $`J_c`$. For cycled magnetic field $`H_a(t)=H_0\mathrm{sin}\omega t`$ we define the nonlinear susceptibility, the quantity we measure, as
$$\chi (H_0)=\frac{\omega }{V\pi H_0}_0^{2\pi }m(t)e^{i\omega t}𝑑t.$$
(1)
where $`m`$ is the magnetic moment and $`V`$ the sample volume. The virgin magnetization curve of such a ring is composed of two straight lines, $`m(H_a)=(H_a/H_p)m_{sat}`$ for $`H_aH_p`$ and $`m(H_a)=m_{sat}`$ for $`H_aH_p`$, since the screening supercurrent in the ring is limited to a maximum value $`I_c=J_cdw`$ ($`d`$ is the ring thickness). As long as $`|I|<I_c`$ holds for the current induced in the ring by the applied field $`H_a`$, no magnetic flux can penetrate through the ring into the hole of the ring. When $`|I|=I_c`$ is reached the ring becomes transparent to magnetic flux. Therefore, when the applied field is increased further, flux lines will move through the ring as described in . These authors treat the superconducting strip with transport current in an applied field. With the moving flux lines in the ring, magnetic flux enters the ring hole until the screening supercurrent decreases again to the value $`I_c`$. The magnetic moment $`m=\pi R^2I`$ of the ring thus saturates at the value $`m_{sat}=\pi R^2I_c`$. The applied field value $`H_p`$ at which this saturation is reached follows from the inductivity $`L`$ of the flat narrow ring , $`L=\mu _0R(\mathrm{ln}8R/wa)`$ with $`a0.5`$ .
The magnetic flux generated in the hole by a ring current $`I`$ is $`\mathrm{\Phi }=\mathrm{L}\mathrm{I}`$. As long as $`I<I_c`$ one has ideal screening, thus $`\mathrm{\Phi }=\pi \mathrm{R}^2\mu _0\mathrm{H}_\mathrm{a}`$. Equating these two fluxes one obtains for the flat ring $`I=\mathrm{\Phi }/\mathrm{L}=\pi \mathrm{R}\mathrm{H}_\mathrm{a}/[\mathrm{ln}8\mathrm{R}/\mathrm{w}\mathrm{a}]`$. At $`H_a=H_p`$ one reaches $`|I|=I_c=J_cwd`$, thus $`H_p=[\mathrm{ln}8R/wa]I_c/\pi R`$. Therefore, one can express $`J_c`$ as
$$J_c=\frac{\pi R}{wd\left[\mathrm{ln}\frac{8R}{w}\frac{1}{2}\right]}H_p.$$
(2)
The formulae given above are accurate to corrections of order $`w/2R`$ since the precise values of $`m`$ and $`L`$ depend on the current distribution across the ring width $`w`$ which changes during the magnetization process.
With Eq. (1) and the expressions for $`m(t)`$ which are given in we obtain the susceptibility of the ring normalized to the initial value $`\chi (0)=1`$, i.e., to $`\chi \chi V/m^{}(0)`$,
$`\chi ^{}(h)`$ $`=`$ $`1,\chi ^{\prime \prime }(h)=0,h1,`$ (3)
$`\chi ^{}(h)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\pi }}\mathrm{arcsin}s+{\displaystyle \frac{1}{\pi }}s\sqrt{1s^2},`$ (4)
$`\chi ^{\prime \prime }(h)`$ $`=`$ $`{\displaystyle \frac{4}{\pi }}{\displaystyle \frac{h1}{h^2}},h1,`$ (5)
with $`h=H_0/H_P`$ and $`s=2/h1`$. These theoretical results have been confirmed experimentally in a previous paper . We use expression (2) to determine $`J_c`$ from the measured penetration field $`H_p`$.
### B Flux Creep Exponent from ac Susceptibility
For high enough dc magnetic fields, the influence of flux creep should be taken into account in the ac response of the superconducting ring. In our analysis we use a current voltage law $`E=E(J)`$ that is connected to a logarithmic dependence of the pinning potential on the current density $`U(J)=U_0\mathrm{ln}(J_c/J)`$ and describes flux creep as an activated motion of vortices which have to overcome this potential. Following we have
$$E(J)=E_c\mathrm{exp}^{\frac{U(J)}{kT}}=E_c\left(\frac{J}{J_c}\right)^n,$$
(6)
where $`n(T,H)=U_0(T,H)/kT`$ is the so-called flux creep exponent. The power law in Eq. (6) includes the limiting cases of Bean-like field distribution for which $`n=\mathrm{}`$ and of Ohmic dissipation for which $`n=1`$.
By investigating the frequency ($`f`$) dependence of narrow rings under the application of a harmonic ac field $`H_a(t)=H_0\mathrm{sin}(\omega t)`$ during flux creep, e.g. $`1<n<\mathrm{}`$, Brandt derived a scaling law for the frequency and magnetic field amplitude which states the following: The complex ac susceptibility at fixed temperature $`\chi (T,f,H)=\chi ^{}i\chi ^{\prime \prime }`$ remains unchanged under the simultaneous transformation of time by a constant factor $`C`$, e.g. $`tt/C`$, and magnetic field by a factor $`C^\beta `$, e.g. $`HHC^\beta `$, with $`\beta =1/(n1)`$. This is equivalent to state that the following equation holds:
$$\chi (T,f,H)=\chi (T,fC,HC^\beta ).$$
(7)
Using this property we determined the flux creep exponent $`n(T,H)`$ at different $`T`$ and applied dc fields $`H_{dc}`$ by measuring the ac susceptibility at different frequencies $`f_0,f_1,f_2\mathrm{}f_i`$ and by equating the ac fields at which the same susceptibility is measured, i.e.
$$H_i=H_0C^\beta =H_0(f_i/f_0)^{\frac{1}{n1}},$$
(8)
where $`C`$ is determined by the frequency ratio $`C=f_i/f_0`$. Equation (8) is a power law for the magnetic field amplitude. Plotting $`\mathrm{ln}H`$ vs. $`\mathrm{ln}f`$ should then give a straight line of slope $`\beta =1/(n1)`$.
Jönsson-Åkerman et al. recently confirmed the scaling relation for the nonlinear ac susceptibility response of HgBa<sub>2</sub>CaCu<sub>2</sub>O<sub>6+δ</sub> thin films . In a previous work the flux creep exponent $`n`$ was determined from the frequency dependence of $`\chi ^{}`$ in the limit of large ac amplitudes. In what follows we present a further confirmation of the scaling relation (7) by applying it on structured thin rings. Furthermore, we use a straightforward analysis procedure to obtain the field dependence of the pinning potential $`U_0`$ for fields up to 2T.
## IV Results
### A Influence of the structuring method on $`J_c`$
In a drastic decrease of $`J_c`$ after structuring the films into rings was found. This behavior has been explained by the existence of microcracks in the path of the ring. In this paper we show that the structuring technology used to fabricate the superconducting ring has a large influence on its $`J_c`$.
Figure 1 shows the temperature dependence of the critical current density $`J_c`$ for sample LA2 before and after structuring by laser ablation. For this sample and before structuring $`J_c`$ is 500 times larger than its value after structuring. For comparison the $`J_c`$ values for the sample IE1 before and after structuring by ion beam etching are given in Fig. 2. For the ring of this sample $`J_c`$ is reduced only 30 % compared to the unstructured sample. For all measured samples we have found that $`J_c`$ of the measured LA-Rings is at least 100 times smaller than $`J_c`$ before structuring. On the other hand the results for the IE-rings vary only a few percent.
On the origin of the remarkable difference in $`J_c`$ of the rings structured by laser ablation we speculate as follows. During treatment by the laser the tiny region within the laser spot is heated up to several thousands Kelvin for a few milliseconds. Because of the bad thermal conductivity of the substrate the temperature of the film rises to several hundred degrees in a small region around the spot as well.
It is known that heating can change the oxygen concentration of $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{7\delta }`$. As a result the superconducting properties at the edges of the structured path may be altered up to the complete loss of superconductivity. Also, thermally induced shock waves may produce microcracks within the width of the ring and degrade the maximum critical current density. Our measurements of the thickness profile of the ring after structuring indicate a region of $`5\mu \mathrm{m}`$ at the edges of the ring where the film appears to be completely damaged. In contrast we found sharp edges on films structured by ion beam etching.
To compare both structuring methods we can use a better way to present the data by plotting the in phase component of the magnetic moment $`m^{}=\chi ^{}H_aV`$ as a function of the ac magnetic field amplitude. This is shown for the rings LA2, Fig. 3 and IE1, Fig. 4. The LA-ring in Fig. 3 shows a clear two-step-transition, one in the low-field-range and the other in the high-field range. We recognize a crossover from the ring with a lower $`J_c`$ to the bulk signal for a long strip , see Fig. 3. On the other hand the IE-ring in Fig. 4 shows only a slight deviation from the expected ideal ring behavior (continuous line in Fig. 4) very probaly due to small inhomogeneities within the ring.
To check whether the laser ablation structuring process leads to a “homogeneous” or “inhomogeneous” $`J_c`$ over the width of the ring we structured sample LA1 once more by ion beam etching from a width of 0.2 mm to 0.05 mm. Whereas in the “homogeneous” case we do not expect a change in the measured $`J_c`$ in the “inhomogeneous” case a different value for $`J_c`$ should be measured due to the existence of islands with higher or lower critical current density. In Fig. 5 the results for the two consecutive structuring procedures are shown. We assign the observed decrease in $`J_c`$ after the second structuring to tiny islands of lower $`J_c`$ which are along the path of the ring with smaller width and were created after the first laser ablation structuring, indicating strongly inhomogeneous film properties.
In a similar experiment we reduced the width of the IE-ring (notch) by cutting a notch into it by ion beam etching, leaving only a small (16 $`\mu `$m) path where the current can flow. By this means we basically measure $`J_c`$ in the path region. Figure 6 presents the critical current density corresponding to bulk, ring and ring-notch signal. Within experimental uncertainty $`J_c`$ remains unchanged. This result supports the assumption of a homogeneous $`J_c`$ in the film. Ion beam etching is therefore a far less destructive structuring technique than laser ablation.
### B Field Dependence of the Pinning Potential
For the measurements presented in this section we have chosen rings with highest critical current density and with different radius to width ratios, e.g. rings IE1 and IE2. Together with a dc bias field the small ac perturbation $`\mu _0H_0<2`$mT was applied. In Fig. 7 one recognizes that the dc bias field mainly shifts $`\chi _{max}^{}{}_{}{}^{\prime \prime }`$ to lower ac amplitudes and leaves the dependence of $`\chi `$ on the ac field amplitude essentially unaltered. This behavior is due to a decrease in the critical current density that determines the field $`H_pJ_c`$ at which the magnetic flux enters into the center of the ring.
During the increase of the applied dc field a current is induced in the ring. As described in section III A perfect shielding occurs as long as the current density is below the critical one. At currents larger than $`J_c`$ flux can move into the center until the critical value is reached again. At large dc fields the magnetic moment of the ring thus saturates at a value that is determined by the shielding capability of the ring which is given by the critical current related to the specific dc field. By applying then a harmonic ac signal to the ring, its magnetic moment has a hysteresis loop around the static dc bias field similar as for $`H_{dc}=0`$.
Since the application of the dc field leads to flux penetration it will influence the pinning of vortices in the ring material as well. By this means the flux creep exponent $`n=U_0/kT`$ is altered. In Fig. 7 an increase in flux creep can be found for large dc fields. As predicted by Brandt a slight smoothing of $`\chi ^{\prime \prime }`$ or $`\chi ^{}`$ around the penetration field $`H_p`$ is observed for increasing dc field, i.e. decreasing $`n`$. From the shift of $`H_p`$ with dc field one can determine the field dependence of $`J_c`$ shown in Fig. 8. The field dependence of $`J_c`$ we obtain is similar to that measured by vibrating reed experiments in Y123 thin films . The observed field dependence of $`J_c`$ can be understood within the collective pinning theory for three dimensional pinning mechanism . Three dimensional pinning is assumed since the correlation length of the vortex lines along the field direction is smaller than the thickness of the films . The magnetic field independence of $`J_c`$ observed at low fields indicate that the vortices are pinned independently, i.e. the single vortex pinning regime. At higher fields the interaction between flux lines leads to the formation of flux bundles which are pinned collectively and therefore $`J_c`$ decreases with field.
In what follows we concentrate on the field dependence of the pinning potential $`U_0`$. For a series of dc fields we measured the amplitude dependence of $`\chi ^{}`$ at four different frequencies. Such a scan can be seen in Fig. 9(a) for the ring IE2. In a step by step procedure we determine the ac field amplitudes corresponding to the frequencies for a fixed value of $`\chi ^{}`$ where the slope is largest. This is indicated by the arrow in Fig. 9(a). Then we plot the logarithm of the obtained magnetic ac field amplitudes versus the logarithm of the respective frequencies, see Fig. 10, and by performing a linear fit we determine the corresponding slope $`\beta =1/(n1)`$ for different dc fields. Within the available frequency range this plot gives straight lines for fixed dc field and temperature as theoretically expected. This gives the flux creep exponent $`n`$ for fixed temperature and dc field, see Eq. (8). Figure 9(b) shows the rescaling of all four curves in (a) following Eqs. (6) and (7) and using the obtained value for $`n`$. In routine measurements one only needs to measure $`\chi `$ around the maximum in $`\chi ^{\prime \prime }`$ to determine the shift of $`\chi ^{}`$ with frequency (only 15 to 20 points per scan). The necessary information on the ac field amplitude range to be measured at each dc field can be obtained by a preliminary scan. Within 20 hours we were thus able to measure the scans required to determine $`n(T,H_{dc})`$ for 10 dc fields at one fixed temperature.
Scans for the two selected rings and temperatures $`T`$=74.9K and $`T`$=79.8K have been performed and analyzed in this manner. The dependence of the flux creep exponent $`n(T,H_{dc})`$ and the pinning potential $`U_0(T,H_{dc})`$ on dc field are shown in Fig. 11. In Fig. 11(a) one clearly sees the strong decrease of $`n`$ with dc field. It can be also noted that $`n`$ increases the lower the temperature of the ring. The large values of $`n2040`$ at $`H_{dc}=0`$ for both rings are consistent with the little frequency dependence of the ac response at low dc fields. For this reason the Bean model is a good approximation in this limit. At the same $`T`$ and $`H_{dc}`$ we find $`n_{IE2}>n_{IE1}`$. We assign this difference in $`n`$ between the two rings to variations in the film properties from which the rings were structured.
The same qualitative statement holds for $`J_c`$ as well, see Fig. 8. In Fig. 11(b) one notes for both rings a similar dependence of $`U_0`$ on $`H_{dc}`$. We distinguish a low- and a high-field region in which we obtain straight lines in a double logarithmic plot. Assuming a power law for the field dependence of $`U_0`$, e.g. $`U_0H_{dc}^\alpha `$, we obtain exponents $`\alpha 0.2`$ and $`\alpha 0.40.7`$ in the low- and high-field regions, respectively. At $`T=100`$K and in a dc field range between 20 and 100 Oe a similar dc field dependence for the flux creep exponent $`nH_{dc}^{0.18}`$ has been recently observed for HgBa<sub>2</sub>CaCu<sub>2</sub>O<sub>6+δ</sub> thin films ($`T_c=120`$K) .
Figure 11(b) also shows the values for $`U_0`$ obtained from relaxation measurements. We used this technique to verify our results by an independent method. In the presence of flux creep the magnetic moment $`m(t)`$ relaxes after ramping of the external field $`H_{dc}`$ to some value. After a transient time $`\tau `$ one observes the universal relaxation
$$m(t)(t/\tau )^\beta .$$
(9)
With a SQUID magnetometer we have performed three relaxation measurements with the ring IE2. The results are shown in Fig. 12(a). Following Eq. (9) we obtain the flux creep exponent $`n`$ and hence the pinning potential $`U_0`$ from a linear fit in the double logarithmic plot. With the respective values for $`n=(1+\beta )/\beta `$, $`m(t)/t^\beta `$ vs. $`t`$ should be time independent. This is nicely confirmed in Fig. 12(b). A similar time dependence with $`n20`$ at $`H_{dc}=1`$T has been obtained for the irreversible magnetization of Bi<sub>2</sub>Sr<sub>2</sub>Ca<sub>2</sub>Cu<sub>3</sub>O<sub>10</sub> samples below 20 K . As shown in Fig. 11(b), the relaxation measurements provide values for the pinning potential $`U_0`$ which are similar to those obtained with the nonlinear ac susceptibility scaling procedure.
## V Conclusions
In this work we have used the nonlinear ac susceptibility method on structured YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub> high-temperature superconducting rings to study the influence of different patterning methods to the critical current density of the films. The nonlinear susceptibility method applied on superconducting rings of small enough widths is a suitable method to identify regions with degraded superconducting properties. We have found that laser ablation structuring degrades the superconducting properties of the film, decreasing strongly its critical current density and introducing inhomogeneities within $`100\mu `$m from the patterned edges. In contrast, the ion beam etching procedure is a far less destructive technique. Measuring the nonlinear susceptibility of the rings at different frequencies we reconfirmed the recently proposed scaling relation for the frequency and field amplitude dependence. The scaling relation allows us to obtain the field dependence of the flux creep exponent or pinning potential at different temperatures. Our results show a power law dependence for the flux creep exponent $`nH_{dc}^{0.2}`$ for fields below $`0.2`$T and at reduced temperatures $`0.8<T/T_c<0.9`$.
## Acknowledgments
The authors thank M. Lorenz for providing us with the thin films. This work was supported by the German-Israeli Foundation for Scientific Research and Development (Grant G-0553-191.14/97) and by the Innovationskolleg ”Phänomene an den Miniaturisierungsgrenzen” (DFG IK 24/B1-1).
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# Depletion curves in cluster lenses: simulations and application to the cluster MS1008–1224 Based on observations with the VLT–ANTU (UT1), operated on Cerro Paranal by the European Southern Observatory (ESO), Chile
## 1 Introduction
Since a few years, a new application of gravitational lensing in clusters of galaxies has started to be explored, namely the depletion effect of number counts of background galaxies in cluster centers. This effect results from the competition between the gravitational magnification that increases the detection of individual objects (at least for flux limited data and marginally resolved objects) and the deviation of light beam that spatially magnifies the observed area and thus decreases the apparent number density of sources.
This effect was pointed out as a possible application of the magnification bias by Broadhurst et al. Broadhurst et al. (1995) where they suggested a new method for measuring the projected mass distribution of galaxy clusters, based solely on gravitational magnification of background populations by the cluster gravitational potential. In addition, they suggested that the mass-sheet degeneracy, initially pointed out by Schneider and Seitz Schneider and Seitz (1995) and observed in mass reconstruction with weak lensing measures, could be broken by using gravitational magnification information which is directly provided by the depletion curves. This method has been used by Fort et al. Fort et al. (1997) and by Taylor et al. Taylor et al. (1998) to reconstruct a two-dimensional mass map of Abell 1689 in the innermost 27 arcmin<sup>2</sup>, taking into account the nonlinear clustering of the background population and shot noise. The results are consistent with those inferred from weak shear measurements and from strong lensing. However, the surface mass density cannot be obtained from magnification alone since magnification also depends on the shear caused by matter outside the data field Young (1981); Bartelmann and Schneider (2000). But in practice, if the data field is sufficiently large and no mass concentration lies close to but outside the data field, the mass reconstruction obtained from magnification can be quite accurate Schneider et al. (2000).
This method is an attractive alternative to weak lensing because it is only based on galaxy counts and does not require the measure of shape parameters of very faint galaxies. In addition, it is still valid in the intermediate lensing regime, close to the cluster center, without any strong modifications of the formalism. Meanwhile, it is more sensitive to Poisson noise which increases when the number density decreases in the depletion area. Another weak point identified by Schneider et al. Schneider et al. (2000) is that it may significantly depend on the galaxy clustering of background objects which can have large fluctuations from one cluster to another.
A second application of the magnification bias that has been suggested is to use the shape and the width of depletion curves to reveal the redshift distribution of the background populations. This technique was first used by Fort et al. Fort et al. (1997) in the cluster Cl0024+1654 to study the redshift distribution of background sources in the range $`26<\mathrm{B}<28`$ and $`24<\mathrm{I}<26.5`$. They found that $`60\%\pm 10\%`$ of the population in the B band is located between $`z=0.9`$ and $`z=1.1`$ while the remaining galaxies are broadly distributed around $`z=3`$. The population in the I band shows a similar redshift distribution but it extends to larger redshift $`(20\%`$ of objects at $`z>4)`$.
The last application of the magnification bias that has been explored is the search for constraints on cosmological parameters. This method is based on the fact that the ratio of the two extreme radii which delimit the depletion area depends on the ratio of the angular distances lens-source and observer-source. Consequently it depends on the cosmological parameters, as soon as all the redshifts are fixed, and mainly on the cosmological constant. This method was first used by Fort et al. Fort et al. (1997) in Cl0024+1654 and in Abell 370. Their results favor a flat cosmology with $`0.6<\mathrm{\Omega }_\mathrm{\Lambda }<0.85`$ and are consistent with those obtained from other independent methods (see White White (1998)). This technique requires a good modeling of the lens and could be improved by being extended to a large number of cluster lenses and by using an independent estimate of the redshift distribution (for example from photometric redshifts). However, this method was disputed by Asada Asada (1997) who claimed that it is difficult to determine $`\mathrm{\Omega }`$ by this method without the assumption of a spatially flat universe. He also mentioned the uncertainty of the lens model as one of the most serious problems in this test and concluded that this method cannot be taken as a clear cosmological test to determine $`\mathrm{\Lambda }`$.
In order to better understand the formation of depletion curves and their dependence with the main characteristics of the lenses and the sources, we developed a detailed modeling of the curves in various conditions. In Sect. 2 we present the lens and counts models used in our simulations. In Sect. 3 we study the influence of the lens mass profile, with several sets of analytical mass distributions. In Sect. 4 we explore the influence of background sources distribution, selected through different filters. An application on real data is presented in Sect. 5, in the cluster MS 1008–1224, observed with the VLT. We compare these observations with the simulations in order to derive some constraints on the mass profile and the ellipticity of the cluster, as well as on the background sources distribution. Some prospects about the future of this method are given as a conclusion in Sect. 6.
Throughout the paper, we adopt a Hubble constant of H$`{}_{0}{}^{}=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, with $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ and $`\mathrm{\Omega }_0=1`$.
## 2 Modeling depletion curves
### 2.1 The magnification bias
The projected number density of objects magnified by a factor $`\mu `$ through a lensing cluster and with magnitude smaller than $`m`$ can be written in the standard form:
$$\mathrm{N}(<m)=\mathrm{N}_0(<m)\mu ^{2.5\gamma 1}$$
where $`\mathrm{N}_0`$ is the number density of objects in an empty field and $`\gamma `$ is the logarithmic slope of the galaxy number counts. Note first that this relation applies only for background galaxies. This means that we implicitly work at faint magnitude where the foreground counts are reduced and do not affect the slope $`\gamma `$. Note also that the magnification $`\mu `$ depends on the source redshift through the geometric factor $`\mathrm{D}_{LS}/\mathrm{D}_{OS}`$ in a significant way. For example, for $`z_L=0.4`$, $`\mathrm{D}_{LS}/\mathrm{D}_{OS}`$ changes by more than 40% when $`z_S`$ varies from 0.8 to 2. For a lower redshift cluster lens, the effect should be reduced, at least for all sources at $`z>0.8`$.
An exact writing of the magnification bias, which also takes into account the local effect of magnification, changing with radius $`r`$ within the lens can be re-formulated as:
$`{\displaystyle \frac{\mathrm{N}(r,<m)}{\mathrm{N}_0(<m)}}=`$ (1)
$`={\displaystyle \frac{_0^{z_L}n(z,<m)dz+_{z_L}^+\mathrm{}n(z,<m)\mu (r,z)^{2.5\gamma 1}dz}{_0^+\mathrm{}n(z,<m)dz}}`$
$`=1{\displaystyle \frac{_{z_L}^+\mathrm{}n(z,<m)[1\mu (r,z)^{2.5\gamma 1}]dz}{\mathrm{N}_0(<m)}}`$
where $`n(z,<m)`$ is the density of galaxies of apparent magnitude smaller than $`m`$, located at redshift $`z`$. $`\gamma (z)`$ represents the shape of the luminosity function at redshift $`z`$ and we will assume in the following that $`\gamma `$ does not depends on redshift, i.e. most of the faint galaxies are representative of the power-law part of the luminosity function. In addition we suppose that the slope is a constant with redshift.
It is clear that the radial behavior of the ratio $`\mathrm{N}(r,<m)/\mathrm{N}_0(<m)`$ is strongly related to $`\mu (r)`$. It decreases from the center, up to a minimum at $`rR_E`$ when magnification goes to infinity (Einstein radius) and then increases up to 1 again, when magnification goes to 0. This is the so-called radial depletion curve which has been detected in a few clusters already Fort et al. (1997); Taylor et al. (1998); Athreya et al. (2000).
From the lensing point of view, the magnification $`\mu `$ can be written as Schneider et al. (1992) :
$$\mu =\frac{1}{\mathrm{det}𝒜}=\frac{1}{(1\kappa )^2\gamma ^2}$$
(2)
where $`𝒜`$ is the magnification matrix. The convergence $`\kappa `$ and the shear $`\gamma `$ are expressed in cartesian coordinates as a function of the reduced gravitational potential $`\phi `$ by :
$$\kappa =\frac{1}{2}\left(\frac{^2\phi }{x^2}+\frac{^2\phi }{y^2}\right)$$
(3)
$$\gamma =\sqrt{\gamma _1^2+\gamma _2^2}$$
(4)
with :
$$\gamma _1=\frac{1}{2}\left(\frac{^2\phi }{x^2}\frac{^2\phi }{y^2}\right)\mathrm{and}\gamma _2=\frac{^2\phi }{xy}$$
All these factors depend on the lens and source redshifts, as $`\phi `$ is related to the true projected potential $`\mathrm{\Phi }`$ by :
$$\phi =\frac{2}{c^2}\frac{1}{\zeta ^2}\frac{\mathrm{D}_{LS}\mathrm{D}_{OL}}{\mathrm{D}_{OS}}\mathrm{\Phi }$$
where $`\zeta `$ is a characteristic scale of the lens.
In the weak lensing regime we have the approximation $`\mu (r)1+2\kappa (r)`$ Broadhurst et al. (1995). So the potential interest of the depletion curves is that they trace directly the convergence distribution, or equivalently the surface mass density distribution. In principle, they may allow an easy mass reconstruction of lenses in the weak regime. We will see below what are the main limitations of such curves, already explored by Athreya et al. Athreya et al. (2000).
### 2.2 The cluster lens
Different sets of models are used, with increasing complexity. In all cases we suppose that the lens redshift is 0.4, with reference to the cluster Cl0024+1654 studied by Fort et al. Fort et al. (1997). With the adopted cosmology this means that the scaling corresponds to 6.4 $`h_{50}^1`$ kpc for 1″. For each model we will use an analytic expression and develop it to compute analytically the magnification and its dependence with redshift and radius. All the models are scaled in terms of the Einstein radius $`R_E`$.
#### 2.2.1 The singular isothermal sphere (SIS)
This model is the simplest one which can describe a cluster of galaxies and is very useful for the analytical calculations of the gravitational magnification. However it has also some physical meanings:
* it corresponds to a solution of the Jeans equation and thus it can be written as a function of the observed velocity dispersion;
* in a non-collisionnal description of the collapse of a self-gravitating system, the violent relaxation, during which particles exchange energy with the average field, leads to an isothermal distribution Binney and Tremaine (1987).
But, this model is only valid inside certain limits due to the divergence of the central mass density and of the total mass to infinity. This divergence has no consequences on our work because the validity limits of the model correspond to the limits of the depletion regime. The density of matter can be written as :
$$\rho (r)=\rho _E\left(\frac{r}{R_E}\right)^2$$
(5)
where $`R_E`$ is the Einstein radius :
$$R_E=4\pi \frac{\sigma ^2}{c^2}\frac{D_{LS}D_{OL}}{D_{OS}}$$
and $`\sigma `$ is the velocity dispersion along the line of sight. The gravitational magnification is simply :
$$\mu ^1=1\frac{R_E}{r}$$
(6)
#### 2.2.2 The isothermal sphere with core radius
This model avoids the divergence of the mass density in the inner part of the cluster with an internal cut-off of the density distribution. We chose the following distribution, as described in Hinshaw and Krauss Hinshaw and Krauss (1987) or Grossman and Saha Grossman and Saha (1994). The density of matter is given by :
$$\rho (r)=\frac{3}{2\pi }\frac{\mathrm{\Phi }_0}{GR_C^2}\frac{1+\frac{x^2}{3}\left|\mathrm{\Delta }^21\right|}{(1+x^2\left|\mathrm{\Delta }^21\right|)^2}$$
(7)
where $`R_C`$ is the core radius, $`x=r/R_E`$ and $`\mathrm{\Phi }_0`$ is the central value of the gravitational potential.
In this case, the Einstein radius is $`R_E=R_C\sqrt{\mathrm{\Delta }^21}`$, where :
$$\mathrm{\Delta }=\frac{4\pi \sigma ^2}{c^2}\frac{D_{LS}}{D_{OS}}\frac{D_{OL}}{R_C}$$
The magnification can be written as :
$`\mu ^1=[1\mathrm{\Delta }(1+x^2|\mathrm{\Delta }^21\left|\right)^{\frac{3}{2}}]\times `$ (8)
$`\left[1\mathrm{\Delta }\left(1+x^2\left|\mathrm{\Delta }^21\right|\right)^{\frac{1}{2}}\right]`$
Physically, in most cases the core radius is smaller than or comparable to the Einstein radius, so we do not expect strong effects in the outer parts of the depletion curves.
#### 2.2.3 A power-law density profile
This model is a generalization of the SIS. It can be used in order to test the departure from an isothermal profile far away from the cluster center. The density is given by :
$$\rho =\rho _E\left(\frac{r}{R_E}\right)^\alpha $$
(9)
where $`\alpha `$ is the logarithmic slope of the density profile. In order to keep a physical model for the mass distribution, we must have $`\alpha <3`$. The Einstein radius can be written as :
$$R_E=\sqrt{\frac{4}{c^2}\frac{D_{LS}D_{OL}}{D_{OS}}GM_EI_{\alpha /2}}$$
where $`M_E=4\pi \rho _ER_E^3/\left(3\alpha \right)`$ is the integrated mass inside the Einstein radius and $`I_\beta =_0^+\mathrm{}(1+\xi ^2)^\beta 𝑑\xi `$. The magnification is then :
$$\mu ^1=\left[1(2\alpha )\left(\frac{r}{R_E}\right)^{1\alpha }\right]\times \left[1\left(\frac{r}{R_E}\right)^{1\alpha }\right]$$
(10)
#### 2.2.4 The singular isothermal ellipsoid
This type of model is interesting as a lot of clusters have elliptical shapes in their galaxy distribution or their X-ray isophotes Buote and Canizares (1992, 1996); Lewis et al. (1999); Soucail et al. (2000). Thus, an elliptical lens represents a more realistic model although it is still reasonably simple. In order to study the effect of the ellipticity of the potential $`ϵ=1\frac{b}{a}(ab)`$ on the depletion, we introduced the singular isothermal ellipsoid in our simulations Kormann et al. (1994). Using polar coordinates $`(r,\phi )`$ in the lens plane we introduce
$$\zeta =\sqrt{\left(r\mathrm{cos}\phi \right)^2+\left(1ϵ\right)^2\left(r\mathrm{sin}\phi \right)^2}$$
(11)
which is constant on ellipses with minor axis $`\zeta `$ and major axis $`\zeta /\left(1ϵ\right)`$. The surface mass density can then be written as :
$$\mathrm{\Sigma }(r,\phi )=\frac{\sqrt{1ϵ}\sigma ^2}{2G}\frac{1}{\zeta }$$
(12)
where $`\sigma `$ is the velocity dispersion along the line of sight.
The convergence is :
$$\kappa =\frac{\mathrm{\Sigma }(r,\phi )}{\mathrm{\Sigma }_{critical}}=\mathrm{\Sigma }(r,\phi )\times \frac{4\pi G}{c^2}\frac{D_{OL}D_{LS}}{D_{OS}}$$
(13)
The magnification writes then quite simply:
$$\mu ^1=12\kappa $$
(14)
#### 2.2.5 NFW profile
We introduced in our simulations the universal density profile of Navarro et al. Navarro et al. (1996) for dark matter halos which was found from cosmological simulations of the growth of massive structures. This profile is a very good description of the radial mass distribution inside the virial radius $`r_{200}`$. Wright and Brainerd Wright and Brainerd (2000) have compared it with a SIS for several cosmological models. They find that the assumption of an isothermal sphere potential results in an overestimate of the halos mass which increases linearly with the value of the NFW concentration parameter. This overestimate depends upon the cosmology and is smaller for rich clusters than for galaxy-sized halos.
The NFW density profile is given by :
$$\rho (r)=\frac{\delta _c\rho _c}{\left(r/r_s\right)\left(1+r/r_s\right)^2}$$
(15)
where $`r_s=r_{200}/c`$ is a characteristic radius and $`\rho _c`$ is the critical density. $`c`$ is the concentration parameter and $`\delta _c`$ is a characteristic over-density for the halo which is related to $`c`$ by the requirement that the mean density within the virial radius should be $`200\rho _c`$. This leads to :
$$\delta _c=\frac{200}{3}\frac{c^3}{\mathrm{ln}(1+c)c/(1+c)}$$
If we take $`x=r/r_s`$, the surface mass density and the shear of a NFW lens can be written as Wright and Brainerd (2000):
$$\kappa _{\mathrm{NFW}}(x)=\frac{r_s\delta _c\rho _c}{\mathrm{\Sigma }_c}\{\begin{array}{cc}f_<(x)\hfill & \hfill (x<1)\\ 2/3\hfill & \hfill (x=1)\\ f_>(x)\hfill & \hfill (x>1)\end{array}$$
$$\gamma _{\mathrm{NFW}}(x)=\frac{r_s\delta _c\rho _c}{\mathrm{\Sigma }_c}\{\begin{array}{cc}g_<(x)\hfill & \hfill (x<1)\\ 10/3+4\mathrm{ln}(1/2)\hfill & \hfill (x=1)\\ g_>(x)\hfill & \hfill (x>1)\end{array}$$
where $`\mathrm{\Sigma }_c`$ is the critical surface mass density. $`f_<(x)`$ and $`f_>(x)`$ express as :
$$f_<(x)=\frac{2}{\left(x^21\right)}\left(1\frac{2}{\sqrt{1x^2}}\mathrm{arg}\mathrm{th}\sqrt{\frac{1x}{1+x}}\right)$$
$$f_>(x)=\frac{2}{\left(x^21\right)}\left(1\frac{2}{\sqrt{x^21}}\mathrm{arctan}\sqrt{\frac{x1}{x+1}}\right)$$
while $`g_<(x)`$ and $`g_>(x)`$ express as :
$`g_<(x)`$ $`=`$ $`{\displaystyle \frac{8\mathrm{arg}\mathrm{th}\sqrt{\frac{1x}{1+x}}}{x^2\sqrt{1x^2}}}+{\displaystyle \frac{4}{x^2}}\mathrm{ln}\left({\displaystyle \frac{x}{2}}\right)`$
$`{\displaystyle \frac{2}{\left(x^21\right)}}+{\displaystyle \frac{4\mathrm{arg}\mathrm{th}\sqrt{\frac{1x}{1+x}}}{\left(x^21\right)\sqrt{1x^2}}}`$
$`g_>(x)`$ $`=`$ $`{\displaystyle \frac{8\mathrm{arctan}\sqrt{\frac{x1}{x+1}}}{x^2\sqrt{x^21}}}+{\displaystyle \frac{4}{x^2}}\mathrm{ln}\left({\displaystyle \frac{x}{2}}\right)`$
$`{\displaystyle \frac{2}{\left(x^21\right)}}+{\displaystyle \frac{4\mathrm{arctan}\sqrt{\frac{x1}{x+1}}}{\left(x^21\right)^{\frac{3}{2}}}}`$
The magnification by the NFW lens is then :
$$\mu ^1=\left(1\kappa _{\mathrm{NFW}}\right)^2\gamma _{\mathrm{NFW}}^2$$
(16)
### 2.3 The galaxy redshift distribution
#### 2.3.1 Analytical distribution
We used the analytical redshift distribution introduced by Taylor et al. Taylor et al. (1998) to fit the redshift distribution of the galaxies in the range $`20<I<24`$ for $`0.25<z<1.5`$ :
$$N(z,I<24)=N_0(I<24)\frac{\alpha z^2}{z_{}^3\mathrm{\Gamma }(3/\alpha )}\mathrm{exp}\left[\left(\frac{z}{z_{}}\right)^\alpha \right]$$
(17)
with $`\alpha =1.8`$ and $`z_{}=0.78`$. Here, we extend the redshift range between $`z=0.05`$ and $`z=3`$ and we take $`N_0(I<24)=12`$ objects per arcmin<sup>2</sup> which is the count rate found by Taylor et al. Taylor et al. (1998) for red galaxies with $`20<I<24`$. The distribution shows a maximum at $`z=0.8`$ and has an average redshift of $`<z>1`$. It is worth noting that with these parameters, the redshift distribution does not correspond to very deep observations.
#### 2.3.2 The magnitude-redshift distributions in the U to K photometric bands
We also used a model of galaxy number counts from which the magnitude-redshift distribution in empty field can be computed with a large set of photometric bands. This model was developed by Bézecourt et al. Bézecourt et al. (1998) and largely inspired by Pozetti et al. Pozetti et al. (1996). It includes the model of galaxy evolution developed by Bruzual and Charlot Bruzual and Charlot (1993), with the upgraded version so-called GISSEL, and standard parameters for the initial mass function (IMF) and star formation rates (SFR) for different galaxy types. In order to reproduce the deep number counts of galaxies, evolution of the number density of galaxies is included to compensate for the smaller volumes in an $`\mathrm{\Omega }_0=1`$ universe, following the prescriptions of Rocca-Volmerange and Guiderdoni Rocca-Volmerange and Guiderdoni (1990). This model reproduces fairly well deep number counts up to $`B=27`$ or $`I=25`$, as well as redshift distributions of galaxies up to $`B=24`$ or $`I=22`$ Bézecourt et al. (1998).
The advantage of this model is that the galaxy distribution can be computed for any photometric band, and the effects of the color distribution of sources can be explored. In practice we will limit our study in this paper to B, I and K bands (Table 1).
## 3 Influence of the lens parameters on depletion curves
For our first set of simulations, we used the analytical redshift distribution for the sources, allowing a fully analytical treatment of the simulations. The contamination by foreground objects with this distribution is weak (about $`9\%`$ of foreground galaxies for $`z_L=0.4`$). In each case, we computed depletion curves, and then examined their behavior. Note that we limited our analysis outside the first 20″ from the center where the signal cannot be constrained observationally (decrease in the observed area for each point, obscuration by the brightest cluster galaxies …). For these reasons, this “forbidden” area will be shaded in each plot.
### 3.1 Influence of the velocity dispersion
We used a SIS model and varied the velocity dispersion $`\sigma `$ from 1000 to 1800 km s<sup>-1</sup> (Fig. 1). As expected the radius of the minimum increases with $`\sigma `$. Indeed for a SIS, the Einstein radius scales exactly as $`\sigma ^2`$, so the minimum of the depletion curve, which roughly corresponds to the maximum Einstein radius (at $`z4`$ or more), also scales as $`\sigma ^2`$.
More surprisingly, the depth of the depletion at the position of the minimum is roughly constant and, at first order, does not depend on the velocity dispersion of the cluster or its total mass. Part of this effect is due to the density of foreground galaxies, but part of it is intrinsic to this SIS model, as other potential shapes do not show this property (see below). On the contrary there is a clear dependence on the half width at half minimum with $`\sigma `$ (Figure 1).
### 3.2 Influence of the core radius
The introduction of a core radius in the model (Fig. 2) does not affect significantly the outer region of the depletion area and has little effect on the position of the minimum. As $`R_C`$ increases, the inner width of the curve is enlarged and its slope is decreased. In fact, the study of this area for our purpose has no interest, because the spatial resolution of galaxy number counts variations is by far larger than this scale. In addition, in rich clusters of galaxies, the central density of galaxies is large enough so that empty areas are quite small between the envelopes of large and bright galaxies.
In practice, the only observable effect of a core radius is a deformation of the inner depletion curve with a significant departure from a symmetry with respect to the outer part. But we suspect that a quantitative estimate of $`R_C`$ would be difficult to extract from the signal.
### 3.3 Influence of the slope of the mass profile
The simulations are done with the power-law density profile, characterised by its slope $`\alpha `$ (Fig. 3). The minimum position of the depletion area does not depend significantly of $`\alpha `$, because our scaling of the potential was fixed at the Einstein radius, nearly independent of $`\alpha `$. On the contrary, the two other typical features of the depletion area (half width at half minimum and intensity of the minimum) strongly depend on this parameter. The width of the curve represents roughly the mass dependence with radius. In the case $`\alpha =1.7`$ for example, the shallower slope of the mass radial dependence creates a larger width of the depletion curve. The half width at half minimum of the curve decreases when $`\alpha `$ increases. The reason is the same as with the SIS, that is to say, when $`\alpha `$ increases, the mass is concentrated in the inner part of the cluster and the depletion effect is less extended to the outer regions.
### 3.4 Influence of the ellipticity of the potential
In these simulations, we use the singular isothermal ellipsoid potential, with $`\sigma =1400`$ km s<sup>-1</sup>, and we study the depletion curves along the minor and major axis (Fig. 4). The increase of $`ϵ`$ does not affect the minimum value of the depletion area but leads to an increase/decrease of the half width at half minimum and of the minimum position along the major/minor axis as an homothetic transformation. The relative positions of the two minima of the depletion area along the main axis gives immediately the axis ratio and thus the ellipticity of the potential. An application of this differential effect along the two main axis is presented in Sect. 5.
### 3.5 Study of NFW profile
With the NFW model we varied separately the virial radius and the concentration parameter. We have chosen the values for these two parameters in the range of those found by Navarro et al. Navarro et al. (1996). For the first set of simulations, we adopted $`c=15`$ and varied $`r_{200}`$ from 1800 to 3600 kpc (Fig. 5). An increase of the virial radius (more massive cluster) leads to an increase of the three characteristic features of the depletion area and to the appearance of a bump in the central region which grows with $`r_{200}`$. The increase of the half width at half minimum of the depletion curves with $`r_{200}`$ can be explained by the fact that when $`r_{200}`$ increases there is more mass in the outer regions. Consequently, the depletion area is more extended to the outer part of the cluster and reaches its asymptotic value less rapidly. The second set of simulations was done with $`r_{200}=3000`$ kpc and we varied $`c`$ from 7 to 25 (Fig. 6). The variation of $`c`$ affects only the inner part of the depletion curves. An increase of the concentration parameter (cluster with smaller characteristic radius) leads to an increase of the intensity and position of the minimum with a steeper slope for the small values of $`c`$. Contrary to $`r_{200}`$, the variation of $`c`$ does not affect significantly the half width at half minimum of the depletion area.
## 4 Influence of background galaxies on depletion curves
In this section, we use a unique model for the lens, i.e. a SIS profile with a velocity dispersion of 1500 km s<sup>-1</sup> for a cluster located at $`z_L=0.4`$, to avoid effects due to the lens.
### 4.1 Effect of the lens on the magnitude-redshift distribution of background populations
Fig. 7 shows the distortion of the magnitude-redshift distribution in the B band along the curve. The results are qualitatively the same in the others bands. Near the cluster center, where the effects of the gravitational magnification are stronger, objects located just behind the lens show a gain in magnitude larger than 1. In the minimum area of the curve, the competition between gravitational magnification and dilatation is more favorable to high $`z`$ objects ($`z>2.4`$). In the outer part of the cluster, the effects of the gravitational magnification decrease and one finds again the distribution in empty field (asymptotic limit of the depletion curves).
### 4.2 Differential effects in several filters
We first studied the evolution of the depletion area with the redshift distribution of the background population by considering several filters. We tried to determine some characteristics of the redshift distribution of background population which could be connected to typical features of the depletion area (Fig. 8). The magnitude limits of the simulations correspond to a typical observation time of about 2 hours on an 8-meter telescope with good imaging facilities. The contamination by foreground objects $`(z<0.4)`$ in the 3 filters is weak ($`8\%`$ in the I and K bands and $`6\%`$ in the B band for which the counts are deeper).
The evolution of the position of the minimum of the depletion area reflects the evolution of the mean redshift of the different populations ($`<z>1.57`$ for the K band, $`<z>1.76`$ for the B band and $`<z>1.79`$ for the I band), but with a weak effect. The variation of the intensity of the minimum of the depletion area is connected for one part to the fraction of foreground objects and for the other part to the slope $`\gamma `$ of the luminosity function. As this slope decreases from I band to B band $`(\gamma _I=0.23,\gamma _K=0.22,\gamma _B=0.14)`$ with the magnitude thresholds we have chosen, the intensity of the minimum of the depletion area decreases in the same way from I band ($`0.31`$) to B band ($`0.26`$). Both features of the depletion curves are in fact weakly dependent on the choice of the filter and may be difficult to distinguish with real data, at least while the variation of the redshift distribution with wavelength is rather smooth.
On the contrary, the half width at half minimum of the depletion curve is affected by the redshift distribution of background populations in a more sensitive way. The increase of the half width at half minimum from B band to K band is anti-correlated with the fraction of objects at high redshift ($`z>2`$) for these populations which also decreases in the same way from B band ($`37\%`$) to K band ($`29\%`$) and seems to reflect essentially the bulk of galaxies at redshift around 1.
## 5 Depletion effect in the cluster MS1008–1224
We have applied our simulations to the cluster MS1008–1224 ($`z=0.3062`$, Lewis et al. Lewis et al. (1999)) which is one cluster of the Einstein Observatory Extended Medium Sensitivity Survey Gioia and Luppino (1994). It is a very rich galaxy cluster, slightly extended in X-rays, and it is also part of the Canadian Network for Observational Cosmology Survey Carlberg et al. (1996). Its galaxy distribution is quite circular, surrounding a North-South elongated core. There is a secondary clump of galaxies to the North. The X-ray luminosity is L<sub>X</sub>(0.3-3.5 keV)$`=4.5\times 10^{44}`$ erg.s<sup>-1</sup> Gioia and Luppino (1994), the X-ray temperature inferred from ASCA observations is T$`{}_{X}{}^{}=7.3`$ keV Mushotzky and Scharf (1997) and the radio flux at 6 cm is lower than 0.8 mJy Gioia and Luppino (1994). Some gravitationally lensed arcs to the North and to the East of the field have been reported by Le Fèvre et al. Le Fèvre et al. (1994) as well as by Athreya et al. Athreya et al. (2000).
### 5.1 The observations
Data were obtained during very deep observations with FORS and ISAAC during the science verification phase of the VLT–ANTU (UT1) at Cerro Paranal (http://www.eso.org/science/ut1sv). Multicolor photometry was obtained in the B, V, R and I bands with FORS1 (field-of-view $`6.8^{}\times 6.8^{}`$) and in the J and Ks bands with ISAAC (field-of-view $`2.5^{}\times 2.5^{}`$) with sub-arcsecond seeing in all cases. The total exposure times are respectively 2880 seconds in J, 3600 seconds in Ks, 4050 seconds in I, 4950 seconds in B, 5400 seconds in V and R. We used the SExtractor software Bertin and Arnouts (1996) to construct our photometric catalogue. The completeness magnitudes are respectively $`\mathrm{J}=24`$, $`\mathrm{Ks}=22`$, $`\mathrm{I}=25.5`$, $`\mathrm{V}=26.5`$, $`\mathrm{B}=26.5`$ and $`\mathrm{R}=26`$. Our values are identical to those of Athreya et al. Athreya et al. (2000) concerning the FORS observations but they are one magnitude deeper concerning the ISAAC ones. In practice, we used only the FORS data which extend to a larger distance and are more suited to our study.
In order to remove part of the contamination by cluster members, we identified the elliptical galaxies by their position on the color–magnitude diagram (Fig. 10). So background sources were selected by removing this sequence, essentially valid at relatively bright magnitudes. This statistical correction is not fully reliable as it does not eliminate bluer cluster members or foreground sources. But it partly removes one cause of contamination, especially significant close to the cluster center. Our counts may also present an over-density of objects in the inner part of the cluster ($`r<20\mathrm{}`$) due to the non-correction of the surface of cluster elliptical galaxies we have removed, effect which is more sensitive in the inner part of the cluster where these galaxies are dominant. But as it is not in the most interesting region of the depletion area, we did not try to improve the measures there.
In addition, due to the presence of two 11 magnitude stars in the northern part of the FORS field, two occulting masks were put to avoid excessive bleeding and scattered light. We took into account this partial occultation of the observed surface for the radial counts above a distance of 130″ (see Fig. 9). This may possibly induce some additional errors in the last two points of the curves, which are probably underestimated, because of the difficulty to estimate the surface of the masks and some edge effects at the limit of the field.
### 5.2 Depletion curves and mass density profile
The first step would be to locate the cluster center. Its position is rather difficult to estimate directly from the distribution of the number density of background sources, although in principle one should be able to identify it as the barycenter of the points with the lower density around the cluster. We did not attempt to fit it and preferred to fix it 15″ North of the cD, following both the X-ray center position Lewis et al. (1999) or the weak lensing center Athreya et al. (2000).
The radial counts were performed in a range of 3 magnitudes up to the completeness magnitude in the B, V, R and I bands and up to a radial distance of 210″ from the center, which covers the entire FORS field. The count step was fixed to 30 pixels (6″) in the innermost 80″ and for the rest of the field we adopted a count step of 60 pixels (12″) to reduce the statistical error bars. These values are a good balance between statistical errors in each bin which increase for small steps and a reasonable spatial resolution in the radial curve, limited by the bin size. The depletion curves obtained in the B, V, R and I bands are shown on Fig. 11. At some small limiting radius ($`r<20\mathrm{}`$), the ratio between the area of the count rings and the area covered by the cluster galaxies is close to unity. For this reason, we exclude the measures obtained in these innermost rings for any study of depletion effects (shaded regions on figure 11).
We fitted the observed depletion curve in the I-band with three of the mass models discussed above, namely a singular isothermal sphere, a power-law density profile and a NFW profile, and with the galaxy distribution described in §2.3.2. For each model, a $`\chi ^2`$ minimization was introduced to derive the best fits and their related parameters (Table 2). The first fit included all the data points ($`\chi _{\text{ap}}^2`$) and gave poor results with a reduced $`\chi ^2`$ always close to or larger than 2. A second fit was done after removing some clear deviant points ($`\chi _{\text{wd}}^2`$): the last two points probably poorly corrected from edge effects, and those associated to the overdensity seen at $`r80\mathrm{}`$. This bump is easily identifiable in the V, R and I curves, and can be partly explained by the presence of a background cluster lensed by MS1008–1224 and identified by Athreya et al. Athreya et al. (2000). Nevertheless, even if we remove from our data all the lower right quadrant of the field where this structure is located, the bump is still there although significantly reduced. This suggests that it may be more extended behind the cluster center than initially suspected. This second fit gave more satisfying results. So we will consider the parameters associated with the best fit of each model as our best results.
* The velocity dispersion derived from the SIS model ($`\sigma _{\text{fit}}=1200_{175}^{+200}`$ km s<sup>-1</sup>) is in good agreement with the value measured by Carlberg et al. Carlberg et al. (1996) ($`\sigma _{\text{obs}}=1054\pm 107`$ km s<sup>-1</sup>) but is more discordant with the value of 900 km s<sup>-1</sup> inferred from the shear analysis of Athreya et al. Athreya et al. (2000).
* The slope of the potential fit with a power-law density profile is close to an isothermal one ($`\alpha =1.88`$), although slightly shallower.
* For a NFW profile, we find a virial radius ($`r_{200}=3.2h_{50}^1`$ Mpc) and a concentration parameter ($`c=8.9`$) quite in good agreement with those of Athreya et al. Athreya et al. (2000) derived from weak lensing measures.
* The comparison between the 3 fits favors a NFW profile as the best fit of our depletion curves (Table 2), also in agreement with the shear results for this cluster.
Note however that we did not use the B-band data in the fit because the depletion effect is less obvious and much noisier than in the 3 other filters. This is due to the fact that for this magnitude range the logarithmic slope of the counts is close to the critical value 0.4 and the depletion effect is strongly attenuated. Probing fainter objects in this band ($`26<\mathrm{B}<28`$), even beyond the completeness limit, strengthens the depletion signal again , as it is shown in Figure 12. In addition this deeper magnitude range may be used to scan a different redshift distribution with a higher density of high redshift objects. This is one of the future prospects of the depletion curve analysis to perform a multi-wavelength analysis to try to disentangle lensing effects from the statistical distribution of the sources.
### 5.3 Ellipticity and orientation of the mass distribution
We have also used the depletion effect to determine the orientation of the main axis and the ellipticity of MS1008–1224. For this purpose, we divided the area of the FORS field into four quadrants where quadrants 1 and 2 are in opposition, and we performed the counts for radial distances from the cluster center to 130″ (Fig. 9). The positions of the four quadrants are marked by $`\theta `$, the clockwise angle between the North-South axis and the median of quadrant 1. We then computed the depletion curves corresponding to the counts in quadrants 1+2 and 3+4. We varied $`\theta `$ and followed the shift of the minimum position of the depletion area of the two curves. We can measure the orientation of the two main axis when the shift between the two minima is maximum. For this value of $`\theta `$, the relative positions of the two minima give the main axis ratio and consequently the ellipticity. The results, obtained from I-band data only, are similar in the others bands. From the I-band data only, we found $`\theta =10^{}\pm 3^{}`$ and an ellipticity of $`ϵ=0.18\pm 0.04`$ (Fig. 13). These results agree well with the mass map orientation derived from weak lensing as well as the galaxy number density map Athreya et al. (2000). A small discrepancy arrises with the X-ray gas distribution which orientation is shifted a few 10 to 20 degrees West from our measure Lewis et al. (1999). But globally, all these results are consistent within each other.
## 6 Conclusions
The gravitational magnification by cluster lenses represents an effective tool to probe the distant universe and the mass distribution in the lenses. The first aim of this paper was to study the effects of lens mass profile model parameters on the typical features of depletion curves. We have also attempted to characterize some features associated with the background redshift distribution of the galaxies. Models were constructed in three bands covering a large spectral range and by using five different lens models.
Our simulations agree well with very deep and high quality images of the cluster MS1008–1224 obtained with the VLT and FORS. The depletion effect is clearly seen in this cluster, and we have fitted its radial variation with several sets of mass profiles. The results are quite satisfying as we are able to constrain the mass profile up to a reasonable distance from the center (about 200″, or equivalently 1.1 $`h_{50}^1`$ Mpc). Our results marginally favor the NFW mass profile over the isothermal profile, and more significantly reject a power-law distribution, essentially because of the steep rise of the depletion curve just after its minimum. Note that this region corresponds to the “intermediate” lensing regime, where shear measurements are more difficult to relate to the mass distribution. We have also studied the shape of the depletion area, which is easy to relate to the ellipticity of the mass distribution. We were then able to constrain the ellipticity and orientation of the potential of MS1008–1224 with a good accuracy.
This preliminary study highlights the need for additional exploration of several issues not fully explored in the present paper. For example, the question of clustering of the background sources still remains, although in the case of MS1008–1224, we have shown how it can be partly eliminated. Schneider et al. (2000) also mention this problem and insist on the fact that, at deep magnitudes, the two point correlation function of the sources is still quite uncertain, but a positive signal does not seem to extend much above $``$ 1 ″. More quantitatively, we can use the most recent measures of the two point correlation function from the HDF-South Fynbo et al. (2000). At the magnitude limits used in our paper, this correlation function does not exceed a few percent for an angular separation of 10″, typical of our bin size. Previous measurements were less optimistic in the sense that their values attained 8 to 10 % at 10″, even at very faint magnitudes. But although there is still only poor knowledge of the amplitude of the correlation function at the faintest levels, we can hope that the effect will not be dramatic in our studies of the magnification bias, provided we retain a reasonable bin size at several arcseconds, to wash out most of the inhomogeneities.
Following preliminary approaches from the observational point of view Taylor et al. (1998); Athreya et al. (2000) or a more theoretical one Schneider et al. (2000), one now clearly needs to extensively and quantitatively compare the weak lensing approach with the magnification bias. In particular, with the new facilities of deep wide-field imaging presently available, most of the difficulties related to a small field-of-view can be overcome: for weak lensing measurement, a complete mass reconstruction requires shear measurements up to the “no-shear” region in the outer parts of the cluster to integrate the mass inwards. The absolute normalization of the field number counts for the magnification bias can also be estimated outside the cluster, in exactly the same observing conditions (filter, magnitude limit, seeing, …), giving an absolute calibration of the depletion effect.
Moreover, the full 2D mass reconstruction of the cluster from the depletion signal alone should be tested. As the signal is directly related to the magnification $`\mu (r)`$, and then to $`\kappa (r)`$ and $`\gamma (r)`$, it should be in principle feasible to invert the depletion map to produce a non-parametric mass map. In practice, the reconstruction is simpler as soon as the shear $`\gamma `$ becomes small, because in that case $`\mu `$ and $`\kappa `$ are simply linearly related. In any case, we have shown in this paper that it is rather easy to reach the outer parts of the cluster up to Mpc scales. This is quite similar to what can be done with deep X-ray maps for intermediate redshift clusters Soucail et al. (2000). We want to insist on the fact that the magnification bias effect is easy to detect from the observational point of view because it is less sensitive to seeing conditions or to geometrical distortions of the instruments than are shear measurements Broadhurst et al. (1995); Fort et al. (1997). It only requires deeper observations, not necessarily in photometric conditions, provided one is able to reach the outer parts of the cluster to normalise the number counts. In order to improve the mass reconstruction, one may progress with the help of photometric redshifts, quite useful for faint objects, to constrain the redshift distribution of the sources Pelló et al. (1999); Bolzonella et al. (2000). This approach might also be useful in order to limit the influence of large scale over-density fluctuations when evaluating the magnification and the asymptotic limit of the depletion curves. This of course requires deep multi-color photometry, such as the one obtained on MS1008–1224. Extending this study up to large-scale structures (LSS) would probably be more difficult to implement as compared to the search for cosmic shear Van Waerbeke et al. (2000), and the depletion effect should be restricted to cluster scales, at least with the simple method used in this paper.
Finally, one of our initial prospects was to try to constrain the background redshift distribution with multi-wavelength observations of the depletion effect. We have shown that this is quite a difficult task as the wavelength dependence of the depletion curves is a kind of second order effect. Nevertheless, this may be an interesting point to explore at other wavelengths, where the background redshift distribution is quite different than in the optical. For example, deep ISO observations in the mid-IR of a few cluster lenses Altieri et al. (1999) may represent an extension of our analysis, as well as submm observations with SCUBA, provided enough sources are detected behind the lenses for a statistical analysis. Another possibility would be to address the question of the nature of the X-ray background sources and their redshift distribution through deep and high resolution observations of clusters with the new X-ray satellites Chandra and XMM Refregier and Loeb (1997).
###### Acknowledgements.
We wish to thank Roser Pelló and Bernard Fort for fruitful discussions and encouragements. This work was supported by the TMR network “Gravitational Lensing : New Constraints on Cosmology and the Distribution of Dark Matter” of the European Commission under contract No : ERBFMRX-CT98-0172.
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# Untitled Document
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Recently much work has been done in Inflationary theories in Einstein-Cartan cosmology without avery clear criteria of how to define inflation with dilaton fields or inflatons.In this letter we hope to remedy this situation by stablishing this criteria following the same pattern that was used in the context of General Relativity (GR) .Application of this criteria to an example where we investigate the relation between the spin-torsion and matter densities and the temperature anisotropies is given, where the COBE data is used to obtain an expression between the spin-torsion density and temperature of the Universe.This letter complements previous work developed by Palle in the sense that we deal with inflation generated by a scalar field which is not taken into account when Palle investigates a model of inflation with rotation and expansion and computes the density perturbation during this phase.Korotky has also applied this model to show that is possible to solve some problems that appear in the Nucleosynthesis in Riemann-Cartan spacetime.To start with let us consider the Einstein-Cartan equations as given in Gasperini
$$H^2=\frac{8\pi G}{3}(\rho _{eff}2\pi G\sigma ^2)$$
(1)
and
$$H^2=\frac{4\pi G}{3}(\rho _{eff}+3p_{eff}8\pi G\sigma ^2)$$
(2)
Where $`\frac{\dot{a}}{a}=H`$.Application of the de Sitter metric
$$ds^2=dt^2e^{2Ht}(dz^2+dx^2+dy^2)$$
(3)
to the EC equations yields
$$\rho _{eff}=p_{eff}+4\pi G\sigma ^2$$
(4)
Where
$$\rho _{eff}=\dot{\varphi }^2+V(\varphi )+\rho $$
(5)
and
$$p_{eff}=\dot{\varphi }^2V(\varphi )+\rho $$
(6)
Substitution of expressions (5) and (6) into expression (4) yields after some algebra
$$2\dot{\varphi }^2+\rho =p+4\pi G\sigma ^2$$
(7)
One must note that this criteria reduces to the GR criteria when torsion and the dilaton field $`\varphi `$ vanish.Expression (7) gives us some more freedom on the criteria to choose to consider inflation in the context of Einstein-Cartan gravity.The first could be to maintain the criteria of GR inflation and to use $`\rho =p`$ into expression (7) yields
$$\dot{\varphi }^2=2\pi G\sigma ^2$$
(8)
In the particular case where torsion is constant integration of expression (8) yields a linear relation between dilaton and time where torsion appears in the angular coefficient of the straight lines as
$$\varphi (t)=\varphi (0)+2\pi G\sigma _0t$$
(9)
where the index $`0`$ indicates that the quantity is constant.By making use of the relation $`a(t)=\frac{1}{T}`$ between the cosmic scale factor $`a`$ and the temperature $`T`$,one obtains
$$\delta a=\frac{\delta T}{T^2}$$
(10)
Now from the EC field equations above one obtains
$$\frac{\delta \rho }{\rho }|_{eff}=2k\frac{T\delta T}{H^2kT^2}$$
(11)
By making use of the approximation $`kT^2>>>H^2`$ one obtains the relationship between the effective matter density fluctuation and the temperature fluctuation
$$\frac{\delta \rho }{\rho }|_{eff}=2\frac{\delta T}{T}$$
(12)
Yet from the field equations one now has
$$\frac{\delta \rho }{\rho }|_{eff}=\frac{2}{T}\frac{\delta \sigma }{\sigma }3\frac{k}{16\pi G^2\sigma ^2}2\frac{\delta T}{T}$$
(13)
To simplify matters we shall consider the flat section $`(k=0)`$ and the last term drops out.From the expression (5) one obtains
$$\frac{\delta \rho }{\rho }=\frac{1}{T}\frac{\delta \sigma }{\sigma }$$
(14)
and from the COBE data $`\frac{\delta T}{T}=10^5`$ we obtain a relation between the spin-torsion density fluctuation and the temperature of the Universe as
$$\frac{\delta \sigma }{\sigma }=\frac{1}{2}.10^5T$$
(15)
Just to give an estimate to the spin-torsion density during the de Sitter inflationary phase let us consideer the temperature $`T_0=0.5K`$ for the temperature of the CBR radiation which yields
$$\frac{\delta \sigma }{\sigma }=2.510^6$$
(16)
In principle an experiment could be proposed to measured such relative high value predicted for the spin-torsion density fluctuation based on the Einstein-Cartan cosmology.
## Acknowledgments
###
Thanks are due to Prof.I.L.Shapiro and Prof.Rudnei Ramos, for their constant advice on the subject of this paper.I am very much indebt to FAPESP (fundacao de Amparo a Pesquisa do Estado de Sao Paulo) and CNPq. (Brazilian Government Agency) for financial support.
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# COLOR RECONNECTION AND BOSE-EINSTEIN CORRELATIONS AT LEP2
## 1 Motivation
In high energy $`e^+e^{}`$ collisions at LEP the W bosons are produced in pairs. As the hadronisation scale is much larger than the distance of the W bosons at their primary decay vertices, the decay products have a significant space-time overlap and the two systems may interfere during the hadronisation phase. One important consequence is a possible shift in the invariant mass of the reconstructed W bosons in the fully hadronic channel. Two types of final state interactions are investigated and will be reviewed seperately: color reconnection and Bose-Einstein correlations.
The results are based on $`55`$ $`pb^1`$ at $`\sqrt{s}=183`$ $`GeV`$ and $`173`$ $`pb^1`$ at $`\sqrt{s}=189`$ $`GeV`$ per LEP collaboration.
## 2 Color Reconnection (CRC)
Color reconnection (CRC) leads to a rearrangement of the color flow between the hadronic decay products of the W bosons. That this may cause a possibly significant shift in the W mass measurement was first suggested by Sjöstrand and Khoze \[$`\mathrm{?}\mathrm{?}`$\]. In the perturbative case the color flow of the primary quarks is rearranged and possible effects can be estimated by perturbative QCD. The shift of the W mass is predicted to $`\mathrm{\Delta }M_W𝒪`$$`(5MeV)`$ and thus negligible. The effect due to the rearrangement of the color flow of the secondary decay products has to be investigated by MC studies and non-perturbative QCD models have to be used. The consequence for the W mass shift is estimated to be of the order of $`\mathrm{\Delta }M_W𝒪`$$`(50MeV)`$. The following review concentrates on the latter case.
### 2.1 Inclusive Mean Charged Particle Multiplicity
To investigate effects of CRC simple observables like the inclusive charged multiplicity $`N_{ch}`$ are obvious candidates. There have been models \[$`\mathrm{?}\mathrm{?}`$\] which predict a $`10\%`$ effect of CRC on the mean charged multiplicity $`N_{ch}^{4q}`$ in the $`W^+W^{}q\overline{q}q\overline{q}`$ channel which were excluded in earlier analysis \[$`\mathrm{?}\mathrm{?}`$, a.o.\] but encouraged the interest in these kind of studies.
As a reference for $`N_{ch}^{4q}`$ the mean charged multiplicity $`N_{ch}^{qq\mathrm{}\nu }`$ of the hadronic part of the semileptonic channel is used. Typically the difference $`\mathrm{\Delta }N_{ch}=N_{ch}^{4q}2N_{ch}^{qq\mathrm{}v}`$ is chosen as an observable and should be 0 for no observed effect. The results of the four collaborations \[$`\mathrm{?}\mathrm{?}`$ \- $`\mathrm{?}\mathrm{?}`$\] in figure 1a should not be compared directly with each other due to different unfolding and correction procedures. MC studies with physically reasonable CRC models predict a shift in the mean charged multiplicity of the fully hadronic channel of $`|\mathrm{\Delta }N_{ch}^{MC}|0.3`$. Therefore all the results are still compatible with standard model predictions.
### 2.2 Inclusive Charged Particle Momentum Distributions
From MC studies an effect of CRC \[$`\mathrm{?}\mathrm{?}`$\], especially in the low momentum region of the hadronic WW events, is expected. ALEPH \[$`\mathrm{?}\mathrm{?}`$\], DELPHI \[$`\mathrm{?}\mathrm{?}`$\] and OPAL \[$`\mathrm{?}\mathrm{?}`$\] performed similar analysis on momentum distributions. However no evidence for CRC within the statistical significance could be found. As an example the $`\xi `$ distribution of ALEPH is shown in figure 1b where $`\xi `$ is the transformed normalized momentum of the charged particles: $`\xi =ln(x_p)=ln(\frac{p}{\sqrt{s}/2})`$. A comparison of the hadronic and the semileptonic channel shows no evidence for color reconnection. Even more low momentum particles are observed whereas less are expected by the 3 shown CRC models of Sjöstrand and Khoze. Further MC studies claimed \[$`\mathrm{?}\mathrm{?}`$\], that the effect should be enlarged for low momentum heavy particles in the context of Sjöstrands CRC models. DELPHI \[$`\mathrm{?}\mathrm{?}`$\] and OPAL \[$`\mathrm{?}\mathrm{?}`$\] performed analyses on the low momentum distributions of charged Kaons and Protons. The result of OPAL is shown in figure 2.
In both channels some discrepancies between the data and the KORALW standard MC are found. Nevertheless the ratio $`R=N_{K,p}^{4q}/(2N_{K,p}^{qq\mathrm{}\nu })`$ prefers the MC without CRC. For comparison 2 ARIADNE CRC models are shown. The ratio of the production rates in the momentum region $`0.002x_p0.012`$ was found to be
$`R(183GeV)=0.91\pm 0.13\pm 0.08`$
$`R(189GeV)=1.11\pm 0.08\pm 0.06`$
For both energies the result is consistent with the expectation of standard QCD models without CRC.
### 2.3 Particle and Energy Flow Distributions between Jets
In the context of the string fragmentation model CRC should change the particle production between different jets. This can be investigated via particle and energy flow distributions. The particle flow describes the number of particles produced per angular unit between 2 adjacent jets. In the energy flow histogram the entries are weighted with the energy of the particles. The analysis of the L3 collaboration \[$`\mathrm{?}\mathrm{?}`$\] uses a topological event selection, afterwards the jets coming from one W boson are identified and sorted. The angle between the jets is rescaled to be one. Angles from 0 to 1 (A) and from 2 to 3 (B) in figure 3a describe the region between the jets from the same W boson, angles from 1 to 2 (C) and from 3 to 4 (D) describe the region between jets from different W bosons.
The data show no significant deviation from the MC without CRC. The ratio between the particle production of jets coming from the same and from different W bosons $`\frac{particleflow(regionA+B)}{particleflow(regionC+D)}`$ can be used as a more sensitive variable to CRC. In figure 3b this ratio is shown for the energy flow distribution of the low momentum particles ($`p<1`$ $`GeV`$) in comparison with one of the Sjöstrand/Khoze models (SK I) as well as the somewhat extreme Gustafson/Häkkinen model (GH) \[$`\mathrm{?}\mathrm{?}`$\]. Although the errors are still quite large it seems that most of the data points are systematically slightly lower than the standard MC prediction without CRC. Nevertheless no evidence for CRC can be claimed within the statistical significance.
## 3 Bose-Einstein Correlations (BEC)
From quantum mechanics it is known that the wave function of a pair of identical bosons must be symmetric. As a consequence the number of identical bosons, produced close in phase space, is enhanced. The so called Bose-Einstein correlations (BEC) are well established for pions in $`Z^o`$ decays. However it is not clear to what extent BEC are induced from the space-time overlap of the decay products of the pair-produced W bosons. From MC studies the shift in the W mass in the hadronic channel is estimated to the order of $`\mathrm{\Delta }M_W𝒪`$$`(50MeV)`$.
### 3.1 BEC Studies at ALEPH
The ALEPH collaboration uses the following double ratio \[$`\mathrm{?}\mathrm{?}`$\]:
$`R^{}(Q)=\left(\frac{N_\pi ^{++,}(Q)}{N_\pi ^+(Q)}\right)^{data}/\left(\frac{N_\pi ^{++,}(Q)}{N_\pi ^+(Q)}\right)_{noBEC}^{MC}`$
The ratio of the number of ’like-sign pion pairs’ to ’unlike-sign pion pairs’ of the data is compared with a MC sample without BEC. This ratio is parametrized with $`R^{}(Q)=\kappa (1+ϵQ)(1+\lambda e^{\sigma ^2Q^2})`$. $`Q`$ is the Lorentz-invariant momentum distance of 2 bosons, $`\kappa `$ defines the strength of the correlations and $`\sigma `$ the source size of the boson emitter. The double ratio and the fit to the data are shown in figure 4a. The data points are compared to MC with and without BEC which is tuned and corrected at the $`Z^o`$ peak. BEC between pions from different W bosons are disfavoured by the MC.
### 3.2 BEC Studies at DELPHI
The DELPHI collaboration uses an event mixing technique \[$`\mathrm{?}\mathrm{?}`$\] where they compare the number of ’like-sign pion pairs’ in the hadronic channel with the number of ’like-sign pion pairs’ of a hadronic event, which is built of the hadronic part of 2 semileptonic events:
$`g^{}(Q)=\left(\frac{N_{4q}(Q)}{N_{mix}(Q)}\right)^{data}/\left(\frac{N_{4q}(Q)}{N_{mix}(Q)}\right)_{noBEC}^{MC}`$
By definition there are no correlations between the pions of different W bosons. The double ratio is parametrized as $`g^{}(Q)=1+\mathrm{\Delta }e^{k^2Q^2}`$. The fit results in $`\mathrm{\Delta }=(7.3\pm 2.5_{stat}\pm 1.8_{syst})\%`$. If there are no BEC between pions from different W bosons the expectation would be $`\mathrm{\Delta }=0`$. Therefore the BEC between the W bosons are preferred by this analysis.
### 3.3 BEC Studies at L3
In the subtraction method of the L3 collaboration \[$`\mathrm{?}\mathrm{?}`$\] a 2 particle density function is defined as $`\rho (p_1,p_2)=\frac{1}{N_{evt}}\frac{dn_{pairs}}{dQ}`$.
The overall 2 particle density can be written as:
$`\rho ^{WW}=2\rho ^W+2\rho _{mix}^{WW}\mathrm{\Delta }\rho =\rho ^{WW}+2\rho ^W+2\rho _{mix}^{WW}`$
with $`\mathrm{\Delta }\rho =0`$ for no BEC between pion pairs from different W bosons. The $`\mathrm{\Delta }\rho `$ distributions for the like-sign and unlike-sign charged pions are investigated as well as $`\delta \rho =\mathrm{\Delta }\rho (\pm ,\pm )\mathrm{\Delta }\rho (+,)`$ which should only depend on BEC. No excess is observed in the distributions and BEC between pions from different W bosons are disfavoured.
### 3.4 BEC Studies at OPAL
The OPAL collaboration uses the same double ratio as ALEPH but performs a simultanous fit \[$`\mathrm{?}\mathrm{?}`$\] to the following event classes:
hadronic WW, semileptonic WW and $`e^+e^{}q\overline{q}`$ events. In table 1 the fit result of the source size R and the strength of the correlations $`\lambda `$ are shown.
With $`\lambda =0.05\pm 0.67\pm 0.35`$ BEC between pions coming from different W bosons cannot be established with the current level of precision.
## 4 Summary
Studies of final state interactions are an interesting field in itself and may help to obtain a deeper understanding of the space-time development of the fragmentation process.
The analyses on color reconnection show that all the investigated distributions are compatible with standard MC predictions. Nevertheless they are still limited by the statistics. The particle and energy flow analysis of the L3 collaboration looks promising as the statistics will be increased by at least a factor of 3. With similar analyses of the other LEP collaborations the statistical errors could be decreased by almost a factor of 4 with the final statistics.
The BEC analyses for the LEP collaborations use different methods and the results are not yet conclusive. More experimental effort is needed in this sector to understand BEC resulting from the interference of the hadronic decay products of different W bosons.
One should be aware that an interference between CRC and BEC may reduce or enhance the overall effect.
The present experimental status of the W mass \[$`\mathrm{?}\mathrm{?}`$\] is
$`M_W(q\overline{q}q\overline{q})M_W(q\overline{q}\mathrm{}\nu _{\mathrm{}})=152\pm 74MeV/c^2`$
As the actual systematic error on final state interaction is given with $`58MeV/c^2`$ \[$`\mathrm{?}\mathrm{?}`$\] it is important to understand color reconnection and Bose-Einstein correlations because they are an important systematic uncertainty on the W mass measurement in the hadronic channel.
## Acknowledgments
I would like to thank all colleagues in the LEP collaborations who performed the analyses and helped in preparing the talk.
## References
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# Does localization occur in a hierarchical random–matrix model for many–body states?
## Abstract
We use random–matrix theory and supersymmetry techniques to work out the two–point correlation function between states in a hierarchical model which employs Feshbach’s chaining hypothesis: Classes of many–body states are introduced. Only states within the same or neighboring classes are coupled. We assume that the density of states per class grows monotonically with class index. The problem is mapped onto a one–dimensional non–linear sigma model. In the limit of a large number of states in each class we derive the critical exponent for the growth of the level density with class index for which delocalization sets in. From a realistic modelling of the class–dependence of the level density, we conclude that the model does not predict Fock–space localization in nuclei.
, , and
thanks: dedicated to Franz Wegner on the occasion of his 60th birthdaythanks: electronic mail: thomas.rupp@mpi-hd.mpg.dethanks: Unité Mixte de Recherche CNRS – Université (UMR 7085)
Statistical methods play an important role in the quantal many–body problem. We recall the importance of the Gaussian Orthogonal Ensemble of random matrices (the GOE) for the description of fluctuation properties of the energies and wave functions of neutron resonances and other data on nuclear energy levels located a few MeV above the ground state. The use of the GOE is not restricted to nuclei, of course, and this ensemble is equally important in other many–body systems like atoms or quantum dots .
It is well known that the GOE does not furnish a completely adequate description of stochasticity in any of these systems. This is because the forces between the constituents (nucleons in the case of nuclei, electrons in the case of atoms and quantum dots) are predominantly of two–body type. Then it is more natural to assume that the matrix elements of the two–body interaction are random variables. Both in nuclear and in atomic physics, there is empirical evidence that this assumption is viable . The random–matrix ensemble which implements this assumption in large shell–model spaces (the two–body random ensemble) differs from the GOE: The number of independent two–body matrix elements is generically much smaller than the dimension of a typical shell–model matrix, while for the GOE, the number of independent matrix elements is proportional to the square of the dimension of the matrix. Numerical studies have indicated long ago that this characteristic difference is immaterial for spectral fluctuation properties . However, these studies were limited to small matrix dimensions. Therefore, the question persists whether the GOE and the random two–body ensemble are fully equivalent.
The question has resurfaced with the recent observation that in quantum dots, a statistical model for the two–body interaction allows, in principle, for localization in Fock space . Numerical studies seem to support this proposal, at least at sufficiently high energies , while near the Fermi energy no evidence for localization was found . It is then only natural to ask whether a random two–body interaction in nuclei might likewise lead to Fock–space localization in nuclei. Such localization would have exciting implications for level statistics and wave function properties. Moreover, Fock–space localization could lead to novel aspects of nuclear reaction dynamics.
Localization is a wave phenomenon discovered by Anderson . It occurs when non–interacting electrons move diffusively under the influence of impurity scattering through a conductor. The Anderson tight–binding model describes this process in terms of a lattice with random on–site energies distributed uniformly over an interval of length $`2W`$ and with fixed hopping matrix elements $`V`$ connecting neighboring sites. Localized eigenfunctions of the tight–binding Hamiltonian are not spread uniformly over the entire lattice but possess an envelope which decays exponentially at large distance. Anderson localization occurs not only in the passage of Schrödinger waves through a disordered medium but likewise in the passage of light through a medium with a disordered index of refraction .
The concept of localization can be extended to many–body systems. This was first suggested in quantum chemistry . Logan and Wolynes observed a close topological similarity between a statistical description of the many–body problem in polyatomic molecules and the tight–binding model. An analogous similarity exists in quantum dots . In the present paper, we point out that a corresponding similarity also exists in a Fock–space description of many–body systems like nuclei or atoms with random two–body interactions. We investigate the question whether in these systems, localization is expected to occur.
The occurrence of localization can either be established by very extensive numerical calculations or analytically. Here, we choose the second approach. First, we must seek a model which allows us to pose quantitative questions. Optimally, we would want to consider a Hamiltonian which is the sum of one–body and two–body operators. The one–body terms would describe a nearly degenerate set of single–particle or shell–model orbitals, and the two–body terms would contain the random two–body matrix elements. This kind of model does not allow for an analytical treatment, however, and it is difficult to see how numerical calculations on the required scale could be performed. Our work is, instead, based on a Fock–space model commonly used in the statistical theory of nuclear reactions. We recall that in nucleon–induced nuclear reactions, precompound reactions are important whenever the equilibration time of the compound system is comparable to or even larger than the decay time of the system. This situation occurs typically at bombarding energies of several 10 MeV. Then, the standard compound–nucleus model (which uses the GOE) fails to apply and is replaced by a hierarchical statistical model: The incident nucleon creates a sequence of $`m`$–particle $`(m1)`$–hole states where the integer $`m`$ increases by one unit in each two–body collision of the projectile with one of the target nucleons. The density of $`m`$–particle $`(m1)`$–hole states at fixed excitation energy grows very strongly with increasing $`m`$, see Eq. (27) and the text following it. Therefore, a dynamical description of the process is out of the question and statistical concepts are used instead. We define classes of states. The states in class $`m`$ are composed of the $`m`$–particle $`(m1)`$–hole states. Within each class, the two–body interaction mixes the $`m`$–particle $`(m1)`$–hole states. We assume that the resulting matrix problem in each class $`m`$ can be replaced by a GOE. The GOE’s pertaining to different classes (different $`m`$ values) are uncorrelated. For each $`m`$, the one parameter of the GOE is fixed by the density of states in that class. Classes differing in $`m`$ by one unit are connected by the elements of the two–body interaction which are taken to be independent Gaussian distributed random variables. This last assumption corresponds to Feshbach’s “chaining hypothesis”. It embodies the two–body character of the interaction and defines a hierarchical model. Within this model, we ask whether the eigenstates of the full Hamiltonian are localized. We now turn to the details of this model. We closely follow the work of Ref. .
We introduce a basis $`|m\mu `$ of states where $`m`$ is the class index introduced above, and where $`\mu `$ with $`\mu =1,\mathrm{},N_m`$ is a running index. The Hamiltonian reads
$$H=\underset{mn\mu \nu }{}|m\mu H_{m\mu ,n\nu }n\nu |$$
(1)
and
$$H_{m\mu ,n\nu }=\delta _{mn}\delta _{\mu \nu }h_m+\delta H_{m\mu ,n\nu }$$
(2)
is real and symmetric under exchange of ($`m\mu `$) and ($`n\nu `$). We assume that all matrix elements are Gaussian distributed random variables with the following first and second moments,
$`\overline{H_{m\mu ,n\nu }}`$ $`=`$ $`\delta _{mn}\delta _{\mu \nu }h_m,`$ (3)
$`\overline{\delta H_{m\mu ,n\nu }\delta H_{m^{}\mu ^{},n^{}\nu ^{}}}`$ $`=`$ $`M_{mn}(\delta _{mm^{}}\delta _{nn^{}}\delta _{\mu \mu ^{}}\delta _{\nu \nu ^{}}+\delta _{mn^{}}\delta _{nm^{}}\delta _{\mu \nu ^{}}\delta _{\nu \mu ^{}}).`$ (4)
The bar indicates ensemble averaging. For fixed $`m`$, the matrix $`H_{m\mu ,m\nu }`$ belongs to the GOE. The matrices describing different classes $`m`$ are seen to be uncorrelated. In order to keep the GOE spectrum finite in the limit $`N_m\mathrm{}`$, the diagonal terms $`M_{mm}`$ must scale as $`N_m^1`$. We consider the weak coupling case where the non–diagonal elements $`M_{mn}`$ ($`mn`$) are suppressed by an additional factor $`N_n^1`$,
$$M_{mn}=\frac{\lambda _m^2}{N_m}\delta _{mn}+\frac{\lambda _{mn}^2}{N_mN_n}(1\delta _{mn}).$$
(5)
Here $`\lambda _m`$ and $`\lambda _{mn}`$ are the strength of the matrix elements in class $`m`$ and the coupling strength of states in different classes, respectively. In keeping with the remarks made above, we assume that $`\lambda _{mn}`$ vanishes for $`|mn|2`$. The spectrum of the $`N_m`$ states in class $`m`$ has the shape of a semicircle with center $`h_m`$ and radius $`2\lambda _m`$. We proceed by assuming that all semicircles have identical centers, $`h_m=0`$ for all $`m`$, and identical radii, $`\lambda _m=\lambda `$ for all $`m`$. The remaining parameters $`N_m`$ allow us to account for the fact that the local level densities $`\rho _m(E)`$ at energy $`E`$ differ in the classes. We work at the centers of the semicircles and put $`E=0`$ without loss of generality. Later we need the inverse $`g`$ of $`M`$ given by
$$g_{mn}=\frac{N_m}{\lambda ^2}\delta _{mn}\frac{\lambda _{mn}^2}{\lambda ^4}(1\delta _{mn})+O\left(\frac{1}{\sqrt{N_mN_n}}\right).$$
(6)
With $`D(E^\pm )=EH\pm i\eta `$ and the ensemble–averaged two–point correlation function $`𝒦`$ defined by ($`mn`$)
$$𝒦_{m\mu ,n\nu }=\overline{m\mu |D^1(E^+)|n\nu n\nu |D^1(E^{})|m\mu },$$
(7)
the quantity of central interest is the class average of $`𝒦`$,
$$𝒦_{mn}=\frac{1}{N_mN_n}\underset{\mu \nu }{}𝒦_{m\mu ,n\nu }.$$
(8)
If $`𝒦_{mn}`$ vanishes exponentially with increasing distance $`|mn|`$, the eigenstates of $`H`$ are (exponentially) localized.
The explicit dependence of $`𝒦_{mn}`$ on $`|mn|`$ can be found with the help of the supersymmetric non–linear sigma model the use of which is by now completely standard. Moreover, a derivation taylored to the present problem may be found in Ref. . Therefore, we restrict ourselves to the essential steps and emphasize those aspects which are specific to the present problem. We use the notation of Ref. . The correlation function is expressed in terms of the generating function $`Z`$,
$$𝒦_{mn}=\frac{^2\overline{Z}(J)}{J_m^{15}J_n^{15}}|_{J=0}$$
(9)
where $`J_m^{15}`$ denotes the (1,5) element (with respect to the supersymmetry indices) of the auxiliary $`J`$–field. Similar notation is used in Eq. (15). Here we have averaged the generating function over the Gaussian distribution of $`H_{m\mu ,n\nu }`$. After eliminating the quartic dependence on the original integration variables by means of a Hubbard–Stratonovitch transformation, we find for $`\overline{Z}`$ the expression
$`\overline{Z}(E,J)=`$ (10)
$`{\displaystyle d[\sigma ]\mathrm{exp}\left(\frac{1}{4}\underset{mn}{}\lambda ^2g_{mn}\mathrm{trg}(\sigma _m\sigma _n)\frac{1}{2}\mathrm{trg}_{m,\mu ,\alpha }\mathrm{ln}𝒩(J)\right)}.`$
The fields $`\sigma _m`$ are $`8\times 8`$ graded matrices and $`d[\sigma ]=_md[\sigma _m]`$. Moreover,
$$𝒩(J)=E+i\eta +J\mathrm{\Sigma },\mathrm{\Sigma }=\{\lambda \delta _{mn}\delta _{\mu \nu }\sigma _m^{\alpha \beta }\}.$$
(11)
The integral in Eq. (10) is evaluated by means of a saddle–point approximation by varying the $`\sigma _m`$’s. In view of the smallness of the terms with $`mn`$ in Eq. (6), we obtain a separate saddle–point equation $`\sigma _m(E\lambda \sigma _m)=\lambda `$ for each class $`m`$. The solution yields the semicircle for the level density. Integrating over the massive modes in the limit where $`N_m\mathrm{}`$ leaves us only the Goldstone modes $`\sigma _m^\mathrm{G}`$. We focus attention on the correlation function $`𝒦(m)=𝒦_{1m}`$ which takes the form
$$𝒦(m)=\frac{1}{2\lambda ^2}\underset{k=1}{\overset{M}{}}d[\sigma _k](\sigma _1^\mathrm{G})^{51}(\sigma _m^\mathrm{G})^{51}\mathrm{exp}\left(\underset{i=1}{\overset{M1}{}}\frac{\lambda _{ii+1}^2}{4\lambda ^2}\mathrm{trg}(\sigma _i^\mathrm{G}\sigma _{i+1}^\mathrm{G})\right).$$
(12)
Here $`M`$ is the total number of classes. In the case of weak coupling we have
$$4\frac{\lambda _{mn}^2}{\lambda ^2}=2\pi \rho _m\overline{V_{mn}^{}{}_{}{}^{2}}2\pi \rho _n$$
(13)
where we wrote $`M_{mn}=\overline{V_{mn}^{}{}_{}{}^{2}}`$ and where $`\rho _m=N_m/\pi \lambda `$ is the density of states in class $`m`$ at energy $`E=0`$. The form of the expression in the exponent of Eq. (12) displays the chaining hypothesis (only states belonging to next–neighboring classes are coupled by non–vanishing matrix elements).
To proceed, we omit from now on the index G on the sigma fields and follow Refs. . The aim consists in replacing the summation over classes by an integration (continuum limit). We put
$$\frac{\lambda _{ii+1}^2}{4\lambda ^2}=\frac{1}{4ϵ}\alpha _{i,i+1}$$
(14)
with $`ϵ=1/\zeta `$ and both $`\zeta `$ and $`\alpha _{i,i+1}1`$. This is justified because the left–hand side of Eq. (14) is much larger than unity, see Eqs. (26) and (27). We write the correlation function in the form
$$𝒦(m)=\frac{1}{2\lambda ^2}𝑑\sigma _1𝑑\sigma _m\sigma _1^{51}W(\sigma _1,\sigma _m;1,m)\sigma _m^{51}Y(\sigma _m;m)$$
(15)
where
$`W(\sigma _m,\sigma _n;m,n)`$ $`=`$ $`{\displaystyle \underset{k=m+1}{\overset{n1}{}}d\sigma _k\mathrm{exp}\left[\frac{1}{4ϵ}\underset{i=m}{\overset{n1}{}}\alpha _{i,i+1}\mathrm{trg}(\sigma _i\sigma _{i+1})\right]},`$
$`Y(\sigma _m;m)`$ $`=`$ $`{\displaystyle \underset{k=m+1}{\overset{M}{}}d\sigma _k\mathrm{exp}\left[\frac{1}{4ϵ}\underset{i=m}{\overset{M1}{}}\alpha _{i,i+1}\mathrm{trg}(\sigma _i\sigma _{i+1})\right]}.`$ (16)
Obviously, $`W`$ obeys the equation
$`W(\sigma _m,\sigma _{n+1};m,n+1)`$ (17)
$`={\displaystyle 𝑑\sigma _nW(\sigma _m,\sigma _n;m,n)\mathrm{exp}\left[\frac{1}{4ϵ}\alpha _{n,n+1}\mathrm{trg}(\sigma _n\sigma _{n+1})\right]}.`$
We use the smallness of $`ϵ`$ to take the continuum limit and replace the summation over classes by an integration over the continuous variable $`t=m/\zeta `$. Then,
$`\alpha _{m,m+1}`$ $``$ $`\alpha (t)`$
$`W(\sigma _1,\sigma _m;1,m)`$ $``$ $`W(\sigma _1,\sigma (t);t)`$
$`Y(\sigma _m;m)`$ $``$ $`Y(\sigma (t);t)`$
and Eq. (17) becomes an integral equation. This integral equation is equivalent to a modified heat equation,
$$\alpha (t)_tW(\sigma ^{},\sigma ;t)=\mathrm{\Delta }_\sigma W(\sigma ^{},\sigma ;t)$$
(18)
with the initial condition
$$\underset{t0}{lim}W(\sigma ^{},\sigma ;t)=\delta (\sigma ^{}\sigma ).$$
(19)
Here $`\mathrm{\Delta }_\sigma ^2/\sigma ^2`$ .
In previous work , the prefactor in the exponent of Eq. (12) was a constant (independent of the class index $`i`$), and the solution of the heat equation did display an exponential decay signalling localization. In the present case, $`\alpha (t)`$ does depend upon $`t`$ because the level densities $`\rho _m`$ depend strongly upon $`m`$. This fact raises the following questions: (i) Is localization affected or even destroyed by a monotonic increase of $`\rho _m`$ with $`m`$ and, thus, of $`\alpha (t)`$ with $`t`$? (ii) If so, can we determine the critical exponent $`\beta `$ in $`\alpha (t)t^\beta `$ which marks the transition from the localized to the delocalized regime? (iii) What are the implications of our findings for localization in nuclei, i.e., for a realistic modelling of the $`t`$–dependence of $`\alpha (t)`$?
To answer these questions, we observe that we retrieve the standard heat equation by a change of variable,
$$\alpha (t)_t=_s.$$
(20)
In terms of the rescaled function
$$\stackrel{~}{W}(\sigma _1,\stackrel{~}{\sigma }(s);s)=\stackrel{~}{W}(\sigma _1,\stackrel{~}{\sigma }(s(t));s(t))=W(\sigma _1,\sigma (t);t)$$
(21)
this leads to
$$_s\stackrel{~}{W}(\stackrel{~}{\sigma }^{},\stackrel{~}{\sigma };s)=\mathrm{\Delta }_{\stackrel{~}{\sigma }}\stackrel{~}{W}(\stackrel{~}{\sigma }^{},\stackrel{~}{\sigma };s).$$
(22)
We choose $`s(t)`$ such that $`s(0)=0`$ which ensures that $`\stackrel{~}{W}`$ also obeys Eq. (19). The transformation (20) reduces our problem to the heat equation solved in Ref. . The rescaled propagator
$$\stackrel{~}{𝒦}(s)=\frac{1}{2\lambda ^2}𝑑\sigma _1𝑑\stackrel{~}{\sigma }(s)\sigma _1^{51}\stackrel{~}{W}(\sigma _1,\stackrel{~}{\sigma }(s);s)\stackrel{~}{\sigma }^{51}(s)\stackrel{~}{Y}(\stackrel{~}{\sigma (s)};s)$$
(23)
can be worked out by introducing the Fourier transform $`\stackrel{~}{K}(k)`$ of Eq. (23). This yields
$$\stackrel{~}{𝒦}(s)=\frac{\pi ^4\sqrt{\pi }}{16\zeta \lambda ^2}\left(\frac{4\zeta }{s}\right)^{3/2}\mathrm{exp}\left(\frac{s}{4\zeta }\right)$$
(24)
which is valid for $`s\zeta `$. The function $`𝒦(t)`$ is obtained by solving for $`s(t)`$ the differential equation
$$\frac{ds(t)}{dt}=\frac{1}{\alpha (t)},$$
(25)
and replacing $`s`$ by $`s(t)`$ in Eq. (24). For a power–law dependence, $`\alpha (t)t^\beta `$, Eq. (8) yields $`st^{1\beta }`$. Combining this with Eq. (24), we see that $`\beta =1`$ is the critical exponent which marks the transition from localization to delocalization. The existence of such an exponent is intuitively clear: A monotonic increase of $`\alpha (t)`$ with $`t`$ signals an ever increasing phase space. The resulting drag on the system overcompensates, for $`\beta >1`$, the tendency of the system to form localized states.
In order to apply this result to the case of nuclei, we must determine the dependence of $`\alpha (t)`$ on $`t`$. We recall that
$$\alpha (t)\alpha _{m,m+1}=(\pi ^2\rho _m\overline{V_{m,m+1}^{}{}_{}{}^{2}}\rho _{m+1})/\zeta =(\pi ^2\rho _m\mathrm{\Gamma }_{mm+1}^{})/\zeta $$
(26)
where $`\mathrm{\Gamma }_{mm+1}^{}`$ is the spreading width for transitions from class $`m`$ to class $`m+1`$. The width $`\mathrm{\Gamma }_{mm+1}^{}`$ approximately scales with $`1/m`$ . The density of states in class $`m`$ at excitation energy $`E`$ is
$$\rho _m(E)=\frac{1}{m!(m+1)!(2m)!\mathrm{\Delta }}\left(\frac{E}{\mathrm{\Delta }}\right)^{2m}$$
(27)
where $`\mathrm{\Delta }`$ is the mean level spacing of the single–particle states. For fixed $`E`$, $`\rho _m(E)`$ grows strongly with $`m`$ up to a maximal value of $`m`$ and then drops quickly. In the present context, we are not interested in this cut–off because it might mask the existence of localization. For this reason, we take the limit of high excitation energy $`E/\mathrm{\Delta }m`$. Then, we can neglect the factorial factors in Eq. (27) as well as the $`1/m`$ dependence of $`\mathrm{\Gamma }_{mm+1}`$ and obtain approximately $`\alpha _{m,m+1}(E/\mathrm{\Delta })^{2m}`$. This yields
$$s(t)s_m1(E/\mathrm{\Delta })^{2m}.$$
(28)
We observe that $`\alpha _{m,m+1}`$ grows with $`m`$ much more strongly than linearly. As a consequence, $`s_m`$ is bounded from above and approaches asymptotically a finite constant. Thus, the correlation function $`𝒦(t)`$ tends to a finite value as $`t\mathrm{}`$. We conclude that the interaction spreads the states in class 1 over the entire Hilbert space.
The results of the model investigated in the present paper negate the possibility of localization in a many–body Fermi system like the nucleus. This finding must be contrasted with the results of Ref. where the chain of $`m`$–particle $`(m1)`$–hole states was mapped onto a Bethe lattice, and localization was predicted. Such mapping completely neglects the interaction between states within each class $`m`$. In contradistinction, our use of a GOE for the states within each class may overemphasize the role of the interaction between states within each class $`m`$, although we believe the present model to be closer to reality in nuclei than the model using a Bethe lattice. As mentioned above, in the numerical work of Leyronas et al. evidence for localization was presented. In that work, all those $`m`$–particle $`(m1)`$–hole states were taken into account the unperturbed energies of which lie in some small neighborhood of the energy $`E`$ considered. It is not clear to us whether this constraint might not affect the localization properties of the system.
In summary, we have shown that in the framework of our hierarchical model localization is destroyed whenever the density of states increases more strongly than linearly with increasing complexity $`m`$ of states. In the case of nuclei, the model does not predict localization.
T.R. thanks C. Mejía–Monasterio for beneficial discussions at the early stages of this work.
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# Diabolical Points in Magnetic Molecules: An Exactly Solvable Model
## Abstract
The magnetic molecule Fe<sub>8</sub> has been observed to have a rich pattern of degeneracies in its magnetic spectrum as the static magnetic field applied to the molecule is varied. The points of degeneracy, or diabolical points in the magnetic field space, are found exactly in the simplest model Hamiltonian for this molecule. The points are shown to form a perfect centered rectangular lattice, and are shown to be multiply diabolical in general. The multiplicity is found. An earlier semiclassical solution to this problem is thereby shown to be exact in leading order in $`1/J`$ where $`J`$ is the spin.
A famous theorem of quantum mechanics states that the intersection of two energy levels of a physical system is infinitely unlikely as a single parameter is varied . Instead, level repulsion is the rule, and level crossing happens only when there is some symmetry. If one can vary more than one parameter, however (at least two if the Hamiltonian is real, three if it is complex), then degeneracies can be found at isolated points in the parameter space . Such degeneracies are usually called “accidental”, for as a rule the points obey no discernible pattern. Berry and Wilkinson’s coinage for such degeneracies, “diabolical,” emphasizes the same point, although the term originates less in any desire to attribute the phenomenon to a Mephistophelean hand, than in the fact that the energy surface near the degeneracy is a double cone, like an Italian toy called the diavolo. When exceptions occur, and the pattern of diabolical points or degeneracies is not random, as in the Kepler problem, or in the isotropic harmonic oscillator, one seeks (and sometimes finds) a higher dynamical symmetry of the Hamiltonian.
It is therefore of some interest that a whole array of diabolical points has been discovered by Wernsdorfer and Sessoli (WS) in the magnetic spectrum of the molecular solid \[(tacn)<sub>6</sub>Fe<sub>8</sub>O<sub>2</sub>(OH)<sub>12</sub>\]<sup>8+</sup> (shortened to Fe<sub>8</sub> from now on). Strong intramolecular exchange interactions among the Fe<sup>3+</sup> ions lead to a total spin of $`J=10`$ in the ground manifold for each molecule, which can therefore be conceived of as a single large spin of this magnitude. The dipolar interactions between molecules are weak, and may be ignored. Spin-orbit interactions lead to an easy-axis anisotropy, with further differentiation in the non-easy plane. The simplest anisotropy Hamiltonian that describes the magnetic properties of one molecule is
$$=k_2J_z^2+(k_1k_2)J_x^2g\mu _B𝐉𝐇,$$
(1)
with $`k_1>k_2>0`$ ( $`k_10.33`$ K, and $`k_20.22`$ K ), $`g=2`$, and $`𝐇`$ is an external magnetic field. With Eq. (1), the easy, medium, and hard axes are $`\widehat{𝐳}`$, $`\widehat{𝐲}`$, and $`\widehat{𝐱}`$, respectively.
To understand the evidence for diabolicity, let us suppose that the field $`𝐇`$ is along the hard axis, $`\widehat{𝐱}`$, and not too large. The easy directions, which are along $`\pm \widehat{𝐳}`$ when $`𝐇=0`$, cant symmetrically toward $`\widehat{𝐱}`$. At first sight, as $`H_x`$ is increased, it should be progressively easier for the spin to tunnel from a state localized in the potential well in the positive $`J_z`$ hemisphere to the symmetrically located state in the negative hemisphere. It was found some time ago, however, that in the model (1), the tunnel splitting between the ground states in the positive and negative $`J_z`$ wells actually oscillates as a function of $`H_x`$, going to zero at periodically spaced $`H_x`$ values . Precisely these oscillations have been seen by WS in Fe<sub>8</sub>. The oscillations were initially explained in terms of an interference between instanton trajectories for the spin, and the observations on Fe<sub>8</sub> are very hard to explain by other mechanisms. The clincher is that WS see additional oscillations that were not predicted. To understand these, suppose $`𝐇`$ also has a nonzero $`z`$ component so as to bring the first or second excited state in the positive $`J_z`$ well into degeneracy with the ground state in the other well. One can then conceive of tunneling between these states. WS observe that the amplitude for this tunneling also oscillates with $`H_x`$, and that the oscillations are shifted by half a period for each excited state in the deeper well.
That the tunnel splitting between two states vanishes, is merely another way of saying that the states are exactly degenerate. The degeneracies that lie on the $`H_x`$ or $`H_z`$ axes in the magnetic field space can be understood in terms of symmetry allowed level crossings as per the von Neumann-Wigner theorem , but the newly discovered ones by WS lie off the axes, and cannot be so understood. They are truly nontrivial instances of diabolical points. Since the experiments were reported, they have been successfully explained by one of us (AG) , and independently, Villain and Fort . The approach is based on a discrete version of the phase integral or Wentzel-Kramers-Brillouin method, and is semiclassical in nature, with $`1/J`$ playing the role of $`\mathrm{}`$ in continuum problems with massive particles. It is found that the $`\mathrm{}^{}`$th level in the negative $`J_z`$ well (with $`\mathrm{}^{}=0`$ being the lowest level) and the $`\mathrm{}^{\prime \prime }`$th level in the positive one are degenerate when $`H_y=0`$, and (see Fig. 1)
$`{\displaystyle \frac{H_z(\mathrm{}^{},\mathrm{}^{\prime \prime })}{H_c}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{\lambda }(\mathrm{}^{\prime \prime }\mathrm{}^{})}{2J}}`$ (2)
$`{\displaystyle \frac{H_x(\mathrm{}^{},\mathrm{}^{\prime \prime })}{H_c}}`$ $`=`$ $`{\displaystyle \frac{\sqrt{1\lambda }}{J}}\left[Jn\frac{1}{2}(\mathrm{}^{}+\mathrm{}^{\prime \prime }+1)\right],`$ (3)
with $`n=0,1,\mathrm{},2J(\mathrm{}^{}+\mathrm{}^{\prime \prime }+1)`$. Here, $`\lambda =k_2/k_1`$, and $`H_c=2k_1J/g\mu _B`$. Note that these equations do give a half-period shift per excited state, as seen by WS.
The surprise is that although Eqs. (2) and (3) are dervied semiclassically, and should have higher order corrections in $`1/J`$, they appear to be exact as written! This has been noted by both Villain and Fort, and AG. The evidence is from (a) analytic diagonalization for $`J2`$, (b) perturbation theory in $`\lambda `$ , and (c) numerics. Note that if exact, Eqs. (2) and (3) would imply not only that the diabolical points lie on a perfect centered rectangular lattice in the $`H_x`$-$`H_z`$ plane, but also that many of the points are multiply diabolical, i.e., that more than one pair of levels is simultaneously degenerate. It is easily shown that the multiplicity is as indicated in Fig. 1: If we arrange the points into concentric rhombi, those on the outermost rhombus are singly diabolical (i.e., there is only one pair of degenerate states), those on the next rhombus are doubly diabolical (two pairs of degenerate states), and so on.
In this paper we shall prove that this perfect lattice hypothesis is in fact true. Not only is this an interesting problem in mathematical physics in its own right, but we believe that it will help understand real Fe<sub>8</sub> also. Exact solutions generally open the way for perturbative treatment of small corrections, and in Fe<sub>8</sub>, we beleive our work will enable us to better treat such effects as the higher order anisotropies and the dipolar interactions mentioned above, and allow more detailed understanding of nonzero temperature effects .
Before giving our proof, we should note that we have not been able to find if the Hamiltonian (1) has a higher symmetry at the diabolical points. Such a suspicion is natural, given the experience with the exceptional cases mentioned in our first paragraph. Likewise, we have not succeeded in finding the wavefunctions. We also note that the semiclassical approximation is demonstrably inexact at non diabolical values of $`𝐇`$, in order to dispel any suspicion in the readers’ minds that the classical and quantum dynamics of the Hamiltonian (1) are identical as in the case of the harmonic oscillator.
We now present our proof. It proceeds in three steps. In step 1 we perform a spin rotation about $`\widehat{𝐲}`$ so that $``$ no longer has any terms in $`J_x^2`$. The Hamiltonian is then tridiagonal in the new $`J_z`$ basis. In step 2 we make use of a necessary condition for a tridiagonal Hermitean matrix to have degenerate eigenvalues, and thus determine the possible locations of any diabolical points. In step 3, we use continuity and topological arguments to find the multiplicity of each of these diabolical points. The results are precisely those given above.
Step 1: Let us rotate $`𝐉`$ about the $`\widehat{𝐲}`$ axis so that
$$\left(\begin{array}{c}J_z\\ J_x\end{array}\right)\left(\begin{array}{cc}\sqrt{\lambda }& \sqrt{\overline{\lambda }}\\ \sqrt{\overline{\lambda }}& \sqrt{\lambda }\end{array}\right)\left(\begin{array}{c}J_z\\ J_x\end{array}\right),$$
(4)
where $`\overline{\lambda }=1\lambda `$. It is also convenient to define scaled fields $`u_x`$, $`u_y`$, and $`u_z`$ via
$$𝐇=\frac{H_c}{2J}(\begin{array}{ccc}\sqrt{\overline{\lambda }}u_x,\hfill & u_y,& \hfill \sqrt{\lambda }u_z\end{array}),$$
(5)
to scale all energies by $`k_1`$, and to write $`\overline{}=/k_1`$. In the new axes, we have
$`\overline{}`$ $`=`$ $`(\lambda \overline{\lambda })J_z^2\sqrt{\lambda \overline{\lambda }}(J_zJ_x+J_xJ_z)`$ (7)
$`\left[(\lambda u_z\overline{\lambda }u_x)J_z+\sqrt{\lambda \overline{\lambda }}(u_x+u_z)J_x+u_yJ_y\right].`$
Step 2: The Hamiltonian (7) is tridiagonal in the the new $`J_z`$ basis, $`J_z|m=m|m`$. Its only nonzero matrix elements are $`m|\overline{}|mw_m`$, and $`m|\overline{}|m^{}t_{m,m^{}}`$, with $`m^{}=m\pm 1`$. And, it is obviously Hermitean: $`w_m^{}=w_m`$, $`t_{m,m^{}}=t_{m^{},m}^{}`$. For such matrices, it is a theorem that all the eigenvalues are simple (i.e., nondegenerate) if none of the $`t_{m,m^{}}`$ vanish . This result is physically almost obvious if one thinks of $`\overline{}`$ as a tight-binding model for an electron in one dimension with on-site energies $`w_m`$ and nearest neighbor hopping elements $`t_{m,m\pm 1}`$. Two states which were degenerate could be spatially localized in different regions of the lattice. But then, since $`t_{m,m\pm 1}0`$ for any $`m`$, it would be possible for the electron to hop from one region to the other, which is self-contradictory. The rigorous proof by Stoer and Bulirsch consists of noting that the successive diagonal subdeterminants of $`\overline{}EI`$ (where $`I`$ is the unit matrix), form a Sturmian sequence of polynomials $`p_j(E)`$, $`j=1,2,\mathrm{},2J+1`$, with the properties that $`p_j`$ is of degree $`j`$, has $`j`$ real roots, each one of which is simple, and is strictly bracketed by two roots of $`p_{j+1}`$.
It follows that the diabolical points of $`\overline{}`$, if any, must lie on the loci in magnetic field space defined by $`t_{m,m+1}=0`$. Using the standard representation of the angular momentum matrices, we have
$$t_{m,m+1}=\frac{1}{2}\left[\left(u_x+u_z+(2m+1)\right)\sqrt{\lambda \overline{\lambda }}+iu_y\right][J(J+1)m(m+1)]^{1/2}.$$
(8)
The real and imaginary parts of this quantity must vanish separately for some $`m`$. We thus conclude that any diabolical points must lie in the $`H_x`$-$`H_z`$ plane:
$$u_y=0,$$
(9)
and in this plane on the lines
$$u_x+u_z=(2m_0+1),m_0=J,J+1,\mathrm{},J1.$$
(10)
Further, when these conditions are obeyed, $`\overline{}`$ divides into two blocks, of size $`n_n`$ and $`n_p`$, with $`n_n=J+m_0+1`$, and $`n_p=Jm_0`$. In the first block, $`mm_0`$, and in the second $`mm_0+1`$.
The conditions (9) and (10) are not enough to locate the diabolical points. However, we can repeat our argument, starting with a rotation (4) in which the signs of the $`\sqrt{\overline{\lambda }}`$ entries are reversed. In this way we find that at a diabolical point, we must also obey the condition
$$u_xu_z=(2n_0+1),n_0=J,J+1,\mathrm{},J1,$$
(11)
which along with Eq. (10) fixes the points completely. Solving these equations, we get
$`\begin{array}{ccc}\hfill u_x& =& (m_0+n_0+1),\hfill \\ \hfill u_z& =& n_0m_0,\hfill \end{array}`$ (14)
which with Eq. (5) are identical to Eqs. (2) and (3).
Step 3: It remains to find just how many pairs of levels are degenerate at each of the points (14). To do this, we first show that under a continuous change in the parameter $`\lambda `$, the diabolical points of the Hamiltonian (1) must evolve smoothly in the $`u_x`$-$`u_z`$ plane. In particular, the number of diabolical points must stay fixed. We present two arguments for this, one more physical, and the other more mathematical.
The physical argument is much like the standard one for the von Neumann-Wigner theorem. Suppose that for some $`\lambda =\lambda _0`$, $`\overline{}`$ has two degenerate states $`|\psi _a`$ and $`|\psi _b`$ at $`u_x=u_{x0}`$, $`u_z=u_{z0}`$. (We set $`u_y=0`$ throughout.) Now let $`\lambda `$ be changed by a small amount $`\delta \lambda `$. We seek new eigenstates in the first approximation as linear combinations of $`|\psi _a`$ and $`|\psi _b`$. The secular matrix in this subspace is given by
$$\left(\begin{array}{cc}\overline{}_{aa}& \overline{}_{ab}\\ \overline{}_{ba}& \overline{}_{bb}\end{array}\right),$$
(15)
with $`\overline{}_{ba}=\overline{}_{ab}`$ since with $`u_y=0`$, the Hamiltonian is real. Here, $`\overline{}_{aa}`$, $`\overline{}_{ab}`$, etc., are all smooth functions of $`\lambda `$, $`u_x`$, and $`u_z`$. The eigenvalues of this matrix will be equal if and only if $`\overline{}_{aa}=\overline{}_{bb}`$, and $`\overline{}_{ab}=0`$. Expanding these conditions in the deviations from $`\lambda _0`$, $`u_{x0}`$, and $`u_{z0}`$, we get
$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{c}\delta u_x\\ \delta u_z\end{array}\right)=\delta \lambda \left(\begin{array}{c}e\\ f\end{array}\right),$$
(16)
where the quantities $`a`$ through $`d`$ are partial derivatives of $`\overline{}_{aa}`$ etc. with respect to $`u_x`$ and $`u_z`$, and $`e`$ and $`f`$ are partial derivatives with respect to $`\lambda `$. Since the diabolical point for $`\lambda =\lambda _0`$ is isolated, it follows that the only solution to Eq. (16) when $`\delta \lambda =0`$ is $`\delta u_x=\delta u_z=0`$, i.e., that the matrix on the left hand side is nonsingular, and a nonzero solution can be found when $`\delta \lambda 0`$. It follows in turn that the diabolical point can only be moved, and not eliminated or created by changing $`\lambda `$.
The second argument is based on Berry’s phase . Let us consider a diabolical point as in the preceding paragraph, and let $`C`$ be a small closed contour in the $`u_x`$-$`u_z`$ plane encircling this point. Berry’s phase is given by
$$\gamma (C)=i_C\psi _a(\lambda ,𝐮)|_𝐮\psi _a(\lambda ,𝐮)𝑑𝐮,$$
(17)
where $`𝐮=(u_x,u_z)`$, and $`_𝐮`$ is a gradient with respect to these fields. As shown by Berry, $`\gamma (C)=\pm \pi `$ if $`C`$ encloses a true diabolical point, and $`\gamma (C)=0`$ if the two states merely approach each other very closely without ever being degenerate. \[Actually, since our Hamiltonian is real, and the parameter space $`(u_x,u_z)`$ is two-dimensional, we really only need the weaker result due to Herzberg and Longuet-Higgins for the sign change of the wavefunction upon encircling the degeneracy: $`e^{i\gamma (C)}=1`$.\] Since the perturbation $`\delta \overline{}`$ engendered by changing $`\lambda `$ or $`𝐮`$ by a small amount is non-singular, $`|\psi _a(\lambda ,𝐮)`$ is a smooth function of $`\lambda `$ and $`𝐮`$. It follows that if $`\lambda `$ varies continuously, the integrand of Eq. (17) can not change discontinuously. Hence, for small enough $`\delta \lambda `$, the phase $`\gamma (C)`$ must continue to be what it was for $`\lambda =\lambda _0`$, $`+\pi `$, say, implying that $`C`$ continues to encircle a degeneracy.
The rest is plain sailing. Consider $`\overline{}`$ in the form (7), and let $`u_x`$ and $`u_z`$ be one of the points (14). As noted before, $`\overline{}`$ divides into two blocks at this point. Consider now how the eigenvalues of each block change as $`\lambda `$ is varied. Suppose the variation is as depicted in Fig. 2. This would imply that the total diabolicity of our system changes discontinuosly, in violation of the result just proved. Thus a behavior as in Fig. 2 is impossible, and the correct picture is as in Fig. 3. One can also see that the behavior can not be that as in Fig. 2 for some $`(m_0,n_0)`$ and that as in Fig. 3 for others, since there is then no way to keep the total diabolicity constant.
We thus conclude that the multiplicity $`f(m_0,n_0)`$ of the diabolical point at $`(m_0,n_0)`$ is independent of $`\lambda `$, and we may find it by evaluating it for any one value of $`\lambda `$. We do this for $`\lambda =0`$, as $`\overline{}`$ is then not just tridiagonal, but diagonal. Degeneracy occurs whenever
$$w_{m_1}=w_{m_2},(m_1m_0;m_2m_0+1).$$
(18)
Since $`w_m=m^2(m_0n_0)m`$ for $`\lambda =0`$, this condition becomes
$$m_1+m_2=m_0n_0.$$
(19)
The problem is now one of counting. We leave it as an exercise to show that with the conditions in Eq. (18) on $`m_1`$ and $`m_2`$, and in Eqs. (10) and (11) on $`m_0`$ and $`n_0`$, the number of solutions to Eq. (19) is given by
$$f(m_0,n_0)=\frac{1}{2}\left[2J+1|m_0n_0||m_0+n_0+1|\right].$$
(20)
This is precisely the multiplicity implied by Eqs. (2) and (3). One way to see this is to evaluate $`f`$ on the rhombi drawn in Fig. 1, in particular, the segment lying in the first quadrant in the $`H_x`$-$`H_z`$ plane. Regarding the outermost rhombus as the first, the next as the second, etc., we have $`m_0=(J+1)+k`$ on the $`k`$th one. Further, for the part in the first quadrant, $`n_0`$ ranges from $`m_0`$ to $`Jk`$. Thus $`(m_0n_0)`$ and $`(m_0+n_0+1)`$ are both negative, and
$`f(m_0,n_0)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[2J+1+(m_0n_0)+(m_0+n_0+1)\right]`$ (21)
$`=`$ $`J+m_0+1`$ (22)
$`=`$ $`k,`$ (23)
exactly as expected.
For completenes, we conclude by observing that our results obey the symmetries of the Hamiltonian. First, for half-integral $`J`$, the point at $`𝐇=0`$ corresponds to $`m_0=n_0=1/2`$. The value of $`f`$ is then $`J+\frac{1}{2}`$, i.e., every state is doubly degenerate, as required by Kramers’ theorem. Second, the reflection symmetries $`H_xH_x`$, $`H_zH_z`$ are clearly obeyed by the set (2) and (3). In terms of the quantities $`m_0`$ and $`n_0`$, these symmetries correspond to $`m_0(m_0+1)`$ and $`n_0(n_0+1)`$, and it is easy to see from Eq. (20) that these leave $`f`$ unchanged. Lastly, the Hamiltonian (1) has the following duality property. Showing its dependence on $`\lambda `$, $`H_x`$ and $`H_z`$ explicitly by writing $`(\lambda ,H_x,H_z)`$, we note that a $`90^{}`$ rotation about $`(\widehat{𝐱}+\widehat{𝐳})/\sqrt{\mathrm{𝟐}}`$ yields the transformation
$$(\lambda ,H_x,H_z)(1\lambda ,H_z,H_x).$$
(24)
In particular, the spectra of the two Hamiltonians are so related, and ranking the levels is order of increasing energy, we see that if the levels with ordinal numbers $`i`$ and $`i+1`$ are degenerate when $`H_x=f_x(\lambda )`$ and $`H_y=f_y(\lambda )`$, where the functions $`f_x`$ and $`f_y`$ are unknown, then level numbers $`2J+2i`$ and $`2J+1i`$ are degenerate when $`H_x=f_y(1\lambda )`$ and $`H_y=f_x(1\lambda )`$. This property is also obeyed by Eqs. (2) and (3), and (20).
###### Acknowledgements.
AG’s research is supported by the NSF via grant number DMR-9616749, and he is much indebted to Jacques Villain and Wolfgang Wernsdorfer for useful discussions and correspondence.
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# Alternative Buffer-Layers for the Growth of SrBi2Ta2O9 on Silicon
## I Introduction
With the fast development of the semiconductor industry, there is nowadays a growing interest in the investigation of novel functional layers on silicon. In particular Perovskite materials have been intensively studied during the last years. That is mainly because of the large number of different physical properties observed in this class of materials. For example, we can find among perovskites, superconducting (YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub>), ferromagnetic (La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub>) and ferroelectric compounds (Pb(Zr<sub>1-x</sub>Ti<sub>x</sub>)O<sub>3</sub>).
Due to the high reactivity of silicon with oxygen, the deposition of high quality perovskites on similar substrates is no trivial task. However during the last years, the possibility of growing crystalline perovskites on Si by Pulsed Laser Deposition (PLD) was widely demonstrated . Although this technology is not yet comfortable for wide area deposition, complex heterostructures can be prepared.
More recently, because of a growing interest on the development of non-volatile memory cells, several groups concentrated their activities on the deposition of SrBi<sub>2</sub>Ta<sub>2</sub>O<sub>9</sub> thin films (SBT) on silicon by Pulsed Laser Deposition . A large number of buffer layers like Y<sub>2</sub>O<sub>3</sub> , SrTiO<sub>3</sub>, MgO , Si<sub>3</sub>N<sub>4</sub> and Al<sub>2</sub>O<sub>3</sub> have been investigated. However the formation of an amorphous SiO<sub>2</sub> inter-diffusion layer can hardly be controlled by the use of these buffers.
In this work, we investigate the influence of (Y<sub>2</sub>O<sub>2</sub>)<sub>x</sub>(ZrO<sub>2</sub>)<sub>1-x</sub> (YSZ) and CeO<sub>2</sub>/YSZ buffer layers on the structure, surface morphology and ferroelectric properties of SrBi<sub>2</sub>Ta<sub>2</sub>O<sub>9</sub> thin films. The YSZ layer has been used in order to avoid the formation of SiO<sub>2</sub>.
First a description of the employed deposition method is described and the structural properties of the different layers are discussed. The characteristic surface and ferroelectric domain morphologies are studied by using Atomic Force Microscopy (AFM). Finally we compare the Capacitance versus bias Voltage (CV) characteristics of Metal-Ferroelectric-Semiconductor capacitors for SrBi<sub>2</sub>Ta<sub>2</sub>O<sub>9</sub> layers deposited with and without buffers.
## II PLD deposition with different buffer layers
One of the challenging problems in depositing crystalline oxide layers on Si is to avoid the spontaneous formations of SiO<sub>2</sub> at the interface. Thanks to the discovery of High Temperature Superconductors (HTS), a large effort was done in order to get an effective solution. This was mainly because the superconducting properties of HTS can only be obtained through a reasonable crystalline quality. Here the solution was to use a YSZ buffer layer (Y<sub>2</sub>O<sub>2</sub>)<sub>x</sub>(ZrO<sub>2</sub>)<sub>1-x</sub> in order to avoid the formation of SiO<sub>2</sub>. Later additional layers of BaZrO<sub>3</sub> or CeO<sub>2</sub> have been used in order to avoid inter-diffusion and increase the crystalline quality. From the different studies it became clear that during the deposition of the YSZ layer, Zr reacts at high temperatures with SiO<sub>2</sub> giving ZrO<sub>2</sub> and SiO . The latter can be easily removed by natural sublimation which occurs at low pressures (below 10<sup>-6</sup> mbar) and temperatures above 800 C. The best YSZ layers are usually obtained at pressures below 10<sup>-5</sup> mbar . The YSZ layer has to be deposited at low pressures while the other layers need usually pressures larger than 0.3 mbar. An in-situ deposition of the different layers, at large deposition rates, can be easily achieved by Pulsed Laser Deposition (PLD). However an ex-situ deposition of perovskites on top of pre-buffered substrates is also possible .
Our PLD chamber was specially designed for depositing complex heterostructures. The system consists of a carousel-type holder, which allows the in-situ deposition of up to six layers. The deposition chamber has a base pressure of about 10<sup>-7</sup> mbar and maximum deposition temperature of about 1000C. A self designed computer controlled system, allows the scanning of the laser plum over an area of about 2$`\times `$2 cm<sup>2</sup>.
The silicon substrates were cleaned with different steps. In order to remove organic contamination, the substrates were cleaned with a solution of H<sub>2</sub>SO<sub>4</sub> and H<sub>2</sub>O<sub>2</sub>. The native SiO<sub>2</sub> layer was etched by a standard HF solution.
The best SBT films deposited on Si were obtained at substrate temperatures of 800C and O<sub>2</sub> deposition pressures of 0.8 mbar. Only at lower pressures we observed the formation of the Pyrochlore SBT phase (p-SBT). Fig. 1 shows a $`\theta `$-$`2\theta `$ scan of a SBT film deposited on Si. It can be observed that a small amount of the p-SBT phase is still present. From low angle x-ray diffraction we detected a 4 nm thick layer which was attributed to a SiO<sub>2</sub> inter-diffusion layer. Because of the amorphous SiO<sub>2</sub>, the SBT layer did not grow with a defined orientation. The intensities observed in Fig. 1 are consistent with the expected values for a non-oriented powder.
In order to get rid of the 4 nm SiO<sub>2</sub>, a 40 nm thick YSZ buffer layer was deposited at typically 850C and 10<sup>-5</sup> mbar. Under these conditions the YSZ layer is c-axis oriented with rocking curves in the order of 1.2 degrees. The presence of the (111) reflection shows that a small amount of randomly oriented crystallites is still present. However, from x-ray low-angle diffraction experiments, we could not detect any SiO<sub>2</sub> layer.
As we can see in Fig. 2, for the same deposition parameters for SBT as in Fig. 1, we could only grow an a-axis oriented p-SBT phase with a rocking curve of 1.4 degrees for the (400) reflex. No temperature/pressure-window could be found in order to get the desired SBT phase. This result is consistent with the work of Ishikawa et al. done on YSZ substrates . As it is shown in Fig. 3, by introducing a 20 nm thick CeO<sub>2</sub> layer between SBT and YSZ we succeeded in obtaining a fully c-axis oriented SBT film with rocking curve of 1.2 for the (006) reflection. One can notice that only a small amount of p-SBT phase is still present. The in-plane orientation of the films was checked by $`\mathrm{\Phi }`$-scans. It can be seen that, indeed, the SBT films grow cube-to-cube with respect to the silicon substrate (Fig. 4). The biggest difficulty, in this case, was the small lattice mismatch between CeO<sub>2</sub> and Si, which obliged us to measure the (024) family of reflections for CeO<sub>2</sub>.
## III Characterization by Atomic Force Microscopy
We studied the topography of the different ferroelectric films with a commercial Atomic Force Microscope (AFM) (Multimode, Digital Instruments, Santa Barbara, CA). The surface roughness was directly calculated from the topography images obtained in contact mode. For the SBT/Si layers we obtained an average roughness value of 5.6 nm rms (Fig. 5). An AFM image of the c-axis oriented SBT/CeO<sub>2</sub>/YSZ/Si is shown in Fig.6. In this case the average roughness is 4.4 nm rms. The terraces in Fig.6 correspond to the c-axis unit cell of SBT, while the smaller grains observed at the top-right side correspond to the p-SBT phase, which could be observed in the x-ray data too.
In order to characterise the ferroelectric domains, an alternating voltage was applied between the conductive AFM tip and the back-side of the sample substrate during imaging, as already described in details by Martin et al. and Auciello et al. . The piezoelectric response to the applied AC voltage is probed by sub-nanometer oscillations of the tip, superimposed to the static deflection kept by the AFM feedback loop. Phase shift and amplitude of the cantilever oscillation can be detected by a lock-in amplifier and recorded simultaneously with the sample topography.
Fig. 7 shows the topography, amplitude and phase shift of a 300 nm thick SBT film. This film was deposited at lower O<sub>2</sub> pressure (0.3 mbar) so that it is possible to observe as well the response of the 50 nm wide p-SBT grains, which appear in Fig. 7, between two large SBT grains. From the phase signal, it is possible to identify ferroelectric domains with opposite dipole orientation inside the SBT grains. In the amplitude image, we distinguish the domain walls (darker regions) between the ferroelectric domains (bright regions). The p-SBT phase shows no evident piezoelectric response.
Similar experiments done in c-axis oriented SBT films did not show features that we could directly correlate to domain structures, although, as it will be shown below, the films still showed a ferroelectric behaviour.
## IV Metal-Ferroelectric-Insulator-Semiconductor structures
The CV curves were found to be weakely dependent on the AC-amplitude for a range between 50 and 100 mV. The gold electrodes had a typical area of 0.5$`\times `$0.5 mm<sup>2</sup>.
Fig. 8 shows the capacitance versus bias Voltage U of a Au/SBT/Si heterostructure with a 300 nm thick SBT layer. The behaviour is very similar to what is expected for a Metal-Ferroelectric- Semiconductor diode measured at high frequency. Additionaly the hysteresis induced by the coercive field of SBT ca be observed . The ferroelectricity of our isotropic SBT-film generates a typical memory window of 0.3 V.
Fig. 9 shows a CV-characteristic for a Au/SBT/CeO<sub>2</sub>/YSZ/Si heterostructure. The thicknesses were 50, 20, and 40 nm for SBT, CeO<sub>2</sub>, and YSZ respectively. In this case, the use of the buffer layers increased the memory window to 0.9 V. The remanent capacitance can be switched between 200 and 800 pF for voltages between $`\pm `$ 3 V. As it was observed by Han et al and predicted by Miller and McWhorter , the memory window is mainly related to the coercitive field and is very little influenced by the amplitude of the remanent polarization (for P$`{}_{r}{}^{}>`$ 0.1 C/cm<sup>2</sup>).
## V Conclusion
We have shown that by using CeO<sub>2</sub>/YSZ buffers it is possible to obtain c-axis oriented SBT films with rocking curves of 1.2 for the (006) reflection. $`\mathrm{\Phi }`$-Scans show that the films grow cube-to-cube with respect to the silicon substrate. In spite the fact that the easy direction for the polarization of SBT is known to lay along the (a,b)-plane, we observed, for c-axis SBT films, a memory window of MFIS structures of 0.9 V instead of the 0.3 V measured in Au/SBT/Si. The capacitance of the device could be switched by a factor 4 (from 200 to 800 pF) by applying 3 V.
These improvements are mainly due to the better crystalline quality of the c-axis-oriented films and the absence of amorphous SiO<sub>2</sub> at the YSZ/Si interface.
From AFM measurements we have been able to identify terraces which correspond to the c-axis unit cell, and we could observe ferroelectric domains in non-oriented films. For the moment we could not identify a clear domain structure in c-axis oriented SBT films.
## VI Acknowledgement
J.S would like to acknowledge support from the Undergraduate Materials Research Initiative from the Materials Research Society. J.C.M and R.R were financed by the European Union under contracts (ERBMBICT972217 and FMBICT972487). This work was partially supported by the Material Wissenschaftliches Forschung Zentrum of the University of Mainz.
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# A GENERALIZED INFLATION MODEL WITH COSMIC GRAVITATIONAL WAVES
## 1 Introduction
The observational reconstruction of the cosmological density perturbation (CDP) spectrum is a key problem of the modern cosmology. It provids a dramatic challenge after detecting the primordial CMB anisotropy as the signal found by DMR COBE at $`10^0`$ has appeared to be few times higher than the expected value of $`\mathrm{\Delta }T/T`$ in the most simple and best developed cosmological standard CDM model.
During recent years there were many proposals to improve sCDM (in the simplest term, to remove the discrepancy between the CDP amplitudes at $`8h^1\mathrm{Mpc}`$ as determined by galaxy clusters, and at large scales, $`1000h^1\mathrm{Mpc}`$, according to $`\mathrm{\Delta }T/T`$) by adding hot dark matter, a $`\mathrm{\Lambda }`$-term, or considering non-flat primordial CDP spectra. Below, we present another, presumably more natural way to solve the sCDM problem based on taking into account a possible contribution of cosmic gravitational waves (CGWs) into the large-scale CMB anisotropy; we will also try to preserve the original near-scale-invariant CDP spectrum. Thus, the problem is reduced to the construction of a simple inflation producing near Harrison-Zel’dovich (HZ) spectrum of CDPs ($`n_S1`$) and a considerable contribution of CGWs into the large-scale $`\mathrm{\Delta }T/T`$.
A simple model of such kind is $`\mathrm{\Lambda }`$-inflation, an inflationary model with an effective metastable $`\mathrm{\Lambda }`$-term$`^\mathrm{?}`$<sup>,</sup> $`^\mathrm{?}`$. This model produces both S (CDPs) and T (CGWs) modes which have a non-power-law spectra, with a shallow minimum in the CDP spectrum, located at a scale $`k_{cr}`$ (there the $`\mathrm{\Lambda }`$-term and the scalar field have equal energies while slowly-rolling at inflation) where the S-slope is exact HZ locally. The S-spectrum is ’red’ for $`k<k_{cr}`$, and ’blue’ for $`k>k_{cr}`$; around the $`k_{cr}`$ scale T/S is close to its maximum, it is of the order unity depending on the model parameters.
## 2 $`\mathrm{\Lambda }`$-inflation with self-interaction
Let us consider a general potential of $`\mathrm{\Lambda }`$-inflation driven by a single scalar field $`\phi `$:
$$V(\phi )=V_0+\underset{\kappa =2}{\overset{\kappa _{max}}{}}\frac{\lambda _\kappa }{\kappa }\phi ^\kappa ,$$
(1)
where $`V_0>0`$ and $`\lambda _\kappa `$ are constants, $`\kappa =2,3,4,..`$. In the case of massive inflaton ($`\kappa =\kappa _{max}=2`$) T/S can be larger than unity only when the CDP spectrum slope in the ‘blue’ asymptote is very steep, $`n_S^{blue}>1.8`$. To avoid such a strong spectral bend on short scales ($`k>k_{cr}`$) we choose here another simple version of $`\mathrm{\Lambda }`$-inflation – the case with self-interaction: $`\kappa =\kappa _{max}=4`$, $`\lambda _4\lambda >0`$; this model is called $`\mathrm{\Lambda }\lambda `$-inflation.
The scalar field $`\phi `$ drives an inflationary evolution if $`\gamma \dot{H}/H^2<1`$, where $`H\sqrt{V/3}`$ (we assume $`8\pi G=c=\mathrm{}=1`$ and $`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$). This condition holds true for all values of $`\phi `$ if
$$c\frac{1}{4}\phi _{cr}^2=\frac{1}{2}\sqrt{\frac{V_0}{\lambda }}>1,$$
(2)
which we imply hereafter. The fundamental gravitation perturbation spectra $`q_k`$ and $`h_k`$ generated in $`\mathrm{\Lambda }\lambda `$-inflation in S and T modes, respectively, are as follows $`^\mathrm{?}`$<sup>,</sup> $`^\mathrm{?}`$<sup>,</sup> $`^\mathrm{?}`$:
$$q_k=\frac{H}{2\pi \sqrt{2\gamma }}=\frac{\sqrt{2\lambda /3}}{\pi }\left(c^2+x^2\right)^{3/4},h_k=\frac{H}{\pi \sqrt{2}}=\frac{2c\sqrt{\lambda /3}}{\pi }\left(1+\frac{x}{\sqrt{c^2+x^2}}\right)^{1/2},$$
(3)
where
$$x=\mathrm{ln}\left[\frac{k}{k_{cr}}\left(1+\left(\frac{x}{c}\right)^2\right)^{1/4}\left(1+\frac{x}{\sqrt{c^2+x^2}}\right)^{2/3}\right]\mathrm{ln}(k/k_{cr}).$$
(4)
The dimentionless spectrum of density perturbations depends on a transfer function $`T(k)`$:
$$\mathrm{\Delta }_k=3.6\times 10^6\left(\frac{k}{h}\right)^2q_kT(k).$$
(5)
## 3 CDM cosmology from $`\mathrm{\Lambda }\lambda `$-inflation
Let us consider the CDP spectrum with CDM transfer function, normalized both by $`\mathrm{\Delta }T/T|_{10^0}`$ (including the contribution from CGWs) and the galaxy cluster abundance at $`z=0`$, to find the family of the most realistic $`q`$-spectra produced in $`\mathrm{\Lambda }\lambda `$-inflation.
In total, we have three parameters entering the function $`q_k`$ : $`\lambda `$, $`c`$ and $`k_{cr}`$. Constraining them by two observational tests we are actually left with only one free parameter (say, $`k_{cr}`$) which may be restricted elsewhere by other observations.
To demonstrate explicitly how the three parameters are mutually related, we first employ a simple analytical estimates for the $`\sigma _8`$ and $`\mathrm{\Delta }T/T`$ tests to derive the key equation relating $`c`$ and $`k_{cr}`$, and then solve it explicitly to obtain the range of interesting physical parameters.
Instead of taking the $`\sigma `$-integral numerically we may estimate the spectrum amplitude on cluster scale ($`k=k_10.3h/\mathrm{Mpc}`$):
$$q_{k_1}4.5\times 10^7\frac{h^2\sigma _8}{k_1^2T(k_1)}.$$
(6)
On the other hand, the spectrum amplitude on large scale ($`k_2=k_{COBE}10^3h/\mathrm{Mpc}`$) can be taken from $`\mathrm{\Delta }T/T`$ due to the Sachs-Wolfe effect $`^\mathrm{?}`$:
$$\left(\frac{\mathrm{\Delta }T}{T}\right)^2_{10^0}=\mathrm{S}+\mathrm{T}1.1\times 10^{10},\mathrm{S}=0.04q^2_{10^0}0.06q_{k_2}^2.$$
(7)
The relation between the variance of the $`q`$ potential averaged in $`10^0`$-angular-scale and the power spectrum at COBE scale, involves a factor of the effective interval of spectral wavelengths proportional to $`\mathrm{ln}\left(\frac{k_2}{k_{hor}}\right)1.6`$. To estimate T/S, we use the following approximation formula at $`x_2=x_{COBE}`$:
$$\frac{\mathrm{T}}{\mathrm{S}}6n_T=\frac{6}{\sqrt{c^2+x_2^2}}\left(1\frac{x_2}{\sqrt{c^2+x_2^2}}\right).$$
(8)
Evidently, both normalizations, (6) and (7), determine essentially the corresponding $`q_k`$ amplitudes at the locations of cluster ($`k_1`$) and COBE ($`k_2`$) scales. Taking their ratio we get the key equation relating $`c`$ and $`k_{cr}`$ (see eqs.(3),(4),(8)):
$$\left(\frac{q_{k_1}}{q_{k_2}}\right)^2D\left(1+\frac{\mathrm{T}}{\mathrm{S}}\right),$$
(9)
Eq.(9) has a clear physical meaning: the ratio of the S-spectral powers at cluster and COBE scales is proportional to $`\sigma _8^2`$ and inversly proportional to the fraction of the scalar mode contributing to the large-scale temperature anisotropy variance, S/(S+T). It provides quite a general constraint on the fundamental inflation spectra in a wide set of dark matter models using only two basic measurement (the cluster abundance and large scale $`\mathrm{\Delta }T/T`$). The DM information is contained in the D-coefficient which can be calculated using the same equation (9) for a simple inflationary spectrum (preserving the given DM model). For CDM with $`h=0.5`$ we have:
$$D\frac{0.6\sigma _8^2}{13.1\mathrm{\Omega }_b},\mathrm{\Omega }_b<0.2.$$
(10)
The solution of eq.(9) has been obtained in the plane $`x_2c`$ numerically. For the whole range $`0.1<D<0.5`$, it can be analytically approximated with a precision better that 10% as follows:
$$\mathrm{ln}^2\left(\frac{k_0}{k_{cr}}\right)E\left(c_0c\right)\left(c+c_1\right),\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}2}<cc_0.$$
(11)
Notice there exists no solution of eq.(9) for $`c>c_0`$. We have found the following best fit coefficients $`E,k_0[h/\mathrm{Mpc}]`$ and $`c_{0,1}`$:
$$E1,\mathrm{ln}k_049D^2+1.3,c_061D^2+6.2,c_144D^2+4.0.$$
The tensor-mode-contribution is approximated similarly ($`k_{cr}`$ is measured in $`[h/\mathrm{Mpc}]`$):
$$\frac{\mathrm{T}}{\mathrm{S}}\frac{2.534.3D}{(\mathrm{ln}k_{cr}+4.65)^{2/3}}+\frac{1}{3}.$$
(12)
## 4 Discussion
We have presented a new inflationary model predicting a near scale-invariant spectrum of density perturbations and large amount of CGWs. Our model is consistent with COBE $`\mathrm{\Delta }T/T`$ and cluster abundance data. The perturbation spectra depend on one free scale-parameter, $`k_{cr}`$, which can be found in further analysis by fitting other observational data. At the location of $`k_{cr}`$, the CDP spectrum transfers smoothly from the red ($`k<k_{cr}`$) to the blue ($`k>k_{cr}`$) parts.
Today we seriously discuss a nearly flat shape of the dimensionless CDP spectrum within the scale range encompassing clusters and superclusters,
$$\mathrm{\Delta }_k^2k^{(0.9_{}^+0.2)},k(0.04,0.2)h\mathrm{Mpc}^1,$$
(13)
(with a break towards the HZ slope on higher scales) which stays in obvious disagreement with the sCDM prediction. The arguments supporting eq.(13) came from the analysis of large-scale galaxy distribution $`^\mathrm{?}`$ and the discovery of large quasar groups $`^\mathrm{?}`$<sup>,</sup> $`^\mathrm{?}`$, a higher statistical support was brought by recent measurements of the galaxy cluster power spectrum $`^\mathrm{?}`$<sup>,</sup> $`^\mathrm{?}`$.
A possible explanation of eq.(13) could be a fundamental red power spectrum established on large scales, then the transition to the spectrum (13) at $`100\mathrm{M}\mathrm{p}\mathrm{c}/\mathrm{h}`$ would be much easier understood with help of a traditional modification of the transfer function $`T(k)`$ (e.g. for mixed hot+cold dark matter). The rediness may be not too high, remaining in the range (0.9, 1). A way to enhance the power spectrum at Mpc scale could be the identification of $`k_{cr}`$ within a cluster scale ($`k_{cr}k_1`$).
Notice that one of the problems for the matter-dominated models is a low number of $`\sigma _8`$: if $`\sigma _8<0.6`$, then the first acoustic peak in $`\mathrm{\Delta }T/T`$ cannot be as high as $`{}_{}{}^{>}70\mu `$K.
### Acknowledgments
The work was partly supported by German Scientific Foundation (DFG-436 RUS 113/357/0) and INTAS grant (97-1192). V.N.L. and E.V.M. are grateful to the Organizing Committee for the hospitality.
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# Surjective factorization of holomorphic mappings
## 1. Introduction and preliminary results
In recent years many authors have studied conditions on a holomorphic mapping $`f`$ between complex Banach spaces so that it may be written in the form either $`f=gT`$ or $`f=Tg`$, where $`g`$ is another holomorphic mapping and $`T`$ a (linear bounded) operator belonging to certain classes of operators.
A rather thorough study of the factorization of the form $`f=gT`$, where $`T`$ is in a closed injective operator ideal, was carried out by the authors in . In the present paper we analyze the case $`f=Tg`$.
If $`f=Tg`$, with $`T`$ in the ideal of compact operators, and $`g`$ is holomorphic on a Banach space $`E`$ then, since $`g`$ is locally bounded, $`f`$ will be “locally compact” in the sense that every $`xE`$ has a neighbourhood $`V_x`$ such that $`f(V_x)`$ is relatively compact. It is proved in that the converse also holds: every locally compact holomorphic mapping $`f`$ can be written in the form $`f=Tg`$, with $`T`$ a compact operator. Similar results were given in for the ideal of weakly compact operators, in for the Rosenthal operators, and in for the Asplund operators. We extend this type of factorization to every closed surjective operator ideal.
Throughout, $`E`$, $`F`$ and $`G`$ will denote complex Banach spaces, and $``$ will be the set of natural numbers. We use $`B_E`$ for the closed unit ball of $`E`$, and $`B(x,r)`$ for the open ball of radius $`r`$ centered at $`x`$. If $`AE`$, then $`\overline{\mathrm{\Gamma }}(A)`$ denotes the absolutely convex, closed hull of $`A`$, and if $`f`$ is a mapping on $`E`$, then
$$f_A:=sup\{|f(x)|:xA\}.$$
We denote by $`(E,F)`$ the space of all operators from $`E`$ into $`F`$, endowed with the usual operator norm. A mapping $`P:EF`$ is a $`k`$-homogeneous (continuous) polynomial if there is a $`k`$-linear continuous mapping $`A:E\times \stackrel{(k)}{\mathrm{}}\times EF`$ such that $`P(x)=A(x,\mathrm{},x)`$ for all $`xE`$. The space of all such polynomials is denoted by $`𝒫(^kE,F)`$. A mapping $`f:EF`$ is holomorphic if, for each $`xE`$, there are $`r>0`$ and a sequence $`(P_k)`$ with $`P_k𝒫(^kE,F)`$ such that
$$f(y)=\underset{k=0}{\overset{\mathrm{}}{}}P_k(yx)$$
uniformly for $`yx<r`$. We use the notation
$$P_k=\frac{1}{k!}d^kf(x),$$
while $`(E,F)`$ stands for the space of all holomorphic mappings from $`E`$ into $`F`$.
We say that a subset $`AE`$ is circled if for every $`xA`$ and complex $`\lambda `$ with $`|\lambda |=1`$, we have $`\lambda xA`$.
For a general introduction to polynomials and holomorphic mappings, the reader is referred to . The definition and general properties of operator ideals may be seen in .
An operator ideal $`𝒰`$ is said to be injective \[18, 4.6.9\] if, given an operator $`T(E,F)`$ and an injective isomorphism $`i:FG`$, we have that $`T𝒰`$ whenever $`iT𝒰`$. The ideal $`𝒰`$ is surjective \[18, 4.7.9\] if, given $`T(E,F)`$ and a surjective operator $`q:GE`$, we have that $`T𝒰`$ whenever $`Tq𝒰`$. We say that $`𝒰`$ is closed \[18, 4.2.4\] if for all $`E`$ and $`F`$, the space $`𝒰(E,F):=\{T(E,F):T𝒰\}`$ is closed in $`(E,F)`$.
Given an operator $`T(E,F)`$, a procedure is described in to construct a Banach space $`Y`$ and operators $`k(E,Y)`$ and $`j(Y,F)`$ so that $`T=jk`$. We shall refer to this construction as the DFJP factorization. It is shown in \[12, Propositions 1.6 and 1.7\] (see also \[8, Proposition 2.2\] for simple statement and proof) that given an operator $`T(E,F)`$ and a closed operator ideal $`𝒰`$,
(a) if $`𝒰`$ is injective and $`T𝒰`$, then $`k𝒰`$;
(b) if $`𝒰`$ is surjective and $`T𝒰`$, then $`j𝒰`$.
We say that $`𝒰`$ is factorizable if, for every $`T𝒰(E,F)`$, there are a Banach space $`Y`$ and operators $`k(E,Y)`$ and $`j(Y,F)`$ so that $`T=jk`$ and the identity $`I_Y`$ of the space $`Y`$ belongs to $`𝒰`$.
We now give a list of closed operator ideals which are injective, surjective or factorizable. We recall the definition of the most commonly used, and give a reference for the others.
An operator $`T(E,F)`$ is (weakly) compact if $`T(B_E)`$ is a relatively (weakly) compact subset of $`F`$; $`T`$ is (weakly) completely continuous if it takes weak Cauchy sequences in $`E`$ into (weakly) convergent sequences in $`F`$; $`T`$ is Rosenthal if every sequence in $`T(B_E)`$ has a weak Cauchy subsequence; $`T`$ is unconditionally converging if it takes weakly unconditionally Cauchy series in $`E`$ into unconditionally convergent series in $`F`$.
| Closed operator ideals | Injective | Surjective | Factorizable |
| --- | --- | --- | --- |
| compact operators | Yes | Yes | No |
| weakly compact | Yes | Yes | Yes |
| Rosenthal | Yes | Yes | Yes |
| completely continuous | Yes | No | No |
| weakly completely continuous | Yes | No | No |
| unconditionally converging | Yes | No | No |
| Banach-Saks \[13, §3\] | Yes | Yes | Yes |
| weakly Banach-Saks \[13, §3\] | Yes | No | No |
| strictly singular \[18, 1.9\] | Yes | No | No |
| separable range | Yes | Yes | Yes |
| strictly cosingular \[18, 1.10\] | No | Yes | No |
| limited | No | Yes | No |
| Grothendieck | No | Yes | No |
| decomposing (Asplund) \[18, 24.4\] | Yes | Yes | Yes |
| Radon-Nikodým \[18, 24.2\] | Yes | No | No |
| absolutely continuous \[14, §3\] | Yes | No | No |
The results on this list may be found in and the other references given, for the injective and surjective case. The factorizable case may be seen in .
If $`𝒰`$ is an operator ideal, the dual ideal $`𝒰^d`$ is the ideal of all operators $`T`$ such that the adjoint $`T^{}`$ belongs to $`𝒰`$. Easily, we have:
$`𝒰\text{ is closed injective}`$ $``$ $`𝒰^d\text{ is closed surjective}`$
$`𝒰\text{ is closed surjective}`$ $``$ $`𝒰^d\text{ is closed injective}`$
The list above might therefore be completed with some more dual ideals.
Moreover, to each $`T(E,F)`$ we can associate an operator $`T^q:E^{}/EF^{}/F`$ given by $`T^q(x^{}+E)=T^{}(x^{})+F`$. Let $`𝒰^q:=\{T(E,F):T^q𝒰\}`$. Then, if $`𝒰`$ is injective (resp. surjective, closed), so is $`𝒰^q`$ \[8, Theorem 1.6\].
###### Remark 1.
There is another notion of factorizable operator ideal which may be used. We say that $`𝒰`$ is DFJP factorizable \[8, Definition 2.3\] if, for every $`T𝒰`$, the identity of the intermediate space in the DFJP factorization of $`T`$ belongs to $`𝒰`$. Clearly, every DFJP factorizable operator ideal is factorizable. The following example shows that the converse is not true. Let $`𝒜`$ be the ideal of all the operators that factor through a subspace of $`c_0`$. Clearly, $`𝒜`$ is factorizable. Consider the operator $`T:\mathrm{}_2\mathrm{}_2`$ given by $`T((x_n)):=(x_n/n)`$. We have $`T𝒜`$. The intermediate space in the DFJP factorization is an infinite dimensional reflexive space. Clearly, the identity map on it does not belong to $`𝒜`$.
All the factorizable ideals on the table above are DFJP factorizable . Note also that, if $`𝒰`$ is DFJP factorizable, then so are $`𝒰^d`$ and $`𝒰^q`$ .
## 2. Surjective factorization
In this Section, we study the factorizations in the form $`Tg`$, with $`T𝒰`$, where $`𝒰`$ is a closed surjective operator ideal.
###### Lemma 2.
\[13, Proposition 2.9\] Given a closed surjective operator ideal $`𝒰`$, let $`S(E,F)`$ and suppose that for every $`ϵ>0`$ there are a Banach space $`D_ϵ`$ and an operator $`T_ϵ𝒰(D_ϵ,F)`$ such that
$$S(B_E)T_ϵ(B_{D_ϵ})+ϵB_F.$$
Then, $`S𝒰`$.
We denote by $`𝒞_𝒰(E)`$ the collection of all $`AE`$ so that $`AT(B_Z)`$ for some Banach space $`Z`$ and some operator $`T𝒰(Z,E)`$ (see ).
The following probably well-known properties of $`𝒞_𝒰`$ will be needed:
###### Proposition 3.
Let $`𝒰`$ be a closed surjective operator ideal. Then:
(a) If $`A𝒞_𝒰(E)`$ and $`BA`$, then $`B𝒞_𝒰(E)`$;
(b) if $`A_1,\mathrm{},A_n𝒞_𝒰(E)`$, then $`_{i=1}^nA_i𝒞_𝒰(E)`$ and $`_{i=1}^nA_i𝒞_𝒰(E)`$;
(c) if $`AE`$ is bounded and, for every $`ϵ>0`$, there is a set $`A_ϵ𝒞_𝒰(E)`$ such that $`AA_ϵ+ϵB_E`$, then $`A𝒞_𝒰(E)`$.
(d) if $`A𝒞_𝒰(E)`$, then $`\overline{\mathrm{\Gamma }}(A)𝒞_𝒰(E)`$;
Proof. (a) is trivial and (b) is easy. Both are true without any assumption on the operator ideal $`𝒰`$.
(c) For $`AE`$ bounded, consider the operator
$$T:\mathrm{}_1(A)E\text{ given by }T\left((\lambda _x)_{xA}\right)=\underset{xA}{}\lambda _xx.$$
Given $`ϵ>0`$, there is $`A_ϵ𝒞_𝒰(E)`$ such that $`AA_ϵ+ϵB_E`$. Therefore,
$$AT\left(B_{\mathrm{}_1(A)}\right)\overline{\mathrm{\Gamma }}(A)\mathrm{\Gamma }(A)+ϵB_E\mathrm{\Gamma }(A_ϵ)+2ϵB_E.$$
Clearly, $`\mathrm{\Gamma }(A_ϵ)𝒞_𝒰(E)`$. Hence, $`T𝒰`$ (by Lemma 2), and $`A𝒞_𝒰(E)`$.
(d) If $`A𝒞_𝒰(E)`$, there is a space $`Z`$ and $`T𝒰(Z,E)`$ such that $`AT(B_Z)`$. Therefore, for all $`ϵ>0`$,
$$\overline{\mathrm{\Gamma }}(A)\overline{T(B_Z)}T(B_Z)+ϵB_E.$$
Now, it is enough to apply part (c). $`\mathrm{}`$
We shall denote by $`_𝒰(E,F)`$ the space of all $`f(E,F)`$ such that each $`xE`$ has a neighbourhood $`V_x`$ with $`f(V_x)𝒞_𝒰(F)`$. Easily, a polynomial $`P𝒫(^kE,F)`$ belongs to $`_𝒰(E,F)`$ if and only if $`P(B_E)𝒞_𝒰(F)`$. The set of all such polynomials will be denoted by $`𝒫_𝒰(^kE,F)`$.
The following result is an easy consequence of the Hahn-Banach theorem and the Cauchy inequality
###### Lemma 4.
\[20, Lemma 3.1\] Given $`f(E,F)`$, a circled subset $`UE`$, and $`xE`$, we have
$$\frac{1}{k!}d^kf(x)(U)\overline{\mathrm{\Gamma }}(f(x+U))$$
for every $`k`$.
###### Proposition 5.
Let $`𝒰`$ be a closed surjective operator ideal, and $`f(E,F)`$. The following assertions are equivalent:
(a) $`f_𝒰(E,F)`$;
(b) there is a zero neighbourhood $`VE`$ such that $`f(V)𝒞_𝒰(F)`$;
(c) for every $`k`$ and every $`xE`$, we have that $`d^kf(x)𝒫_𝒰(^kE,F)`$;
(d) for every $`k`$, we have that $`d^kf(0)𝒫_𝒰(^kE,F)`$.
Proof. (a) $``$ (c) and (b) $``$ (d) follow from Lemma 4.
(d) $``$ (a) Let $`xE`$. There is $`ϵ>0`$ such that
$$f(y)=\underset{k=0}{\overset{\mathrm{}}{}}\frac{1}{k!}d^kf(0)(y)$$
uniformly for $`yB(x,ϵ)`$ \[17, §7, Proposition 1\]. By Proposition 3(b), for each $`m`$, we have
$$\{\underset{k=0}{\overset{m}{}}\frac{1}{k!}d^kf(0)(y):yB(x,ϵ)\}𝒞_𝒰(F).$$
Using the uniform convergence on $`B(x,ϵ)`$, and Proposition 3(c), we conclude that $`f(B(x,ϵ))𝒞_𝒰(F)`$.
(a) $``$ (b) and (c) $``$ (d) are trivial. $`\mathrm{}`$
If $`A`$ is a closed convex balanced, bounded subset of $`F`$, $`F_A`$ will denote the Banach space obtained by taking the linear span of $`A`$ with the norm given by its Minkowski functional.
###### Theorem 6.
Let $`𝒰`$ be a closed surjective operator ideal, and $`f(E,F)`$. The following assertions are equivalent:
(a) $`f_𝒰(E,F)`$;
(b) there is a closed convex, balanced subset $`K𝒞_𝒰(F)`$ such that $`f`$ is a holomorphic mapping from $`E`$ into $`F_K`$;
(c) there is a Banach space $`G`$, a mapping $`g(E,G)`$ and an operator $`T𝒰(G,F)`$ such that $`f=Tg`$.
Proof. (a) $``$ (b) follows the ideas in the proof of \[2, Proposition 3.5\] and \[20, Theorem 3.7\].
For each $`m`$ and $`xE`$, define
$$A_m(x):=\{\lambda y:yB(x,\frac{1}{m})\text{ and }|\lambda |1\}$$
and
$$U_m:=\{B(x,\frac{1}{m}):xm\text{ and }f_{A_m(x)}m\}.$$
For each $`xE`$ there is a neighbourhood of the compact set $`\{\lambda x:|\lambda |1\}`$ on which $`f`$ is bounded. Hence, there is $`m`$ so that $`f_{A_m(x)}m`$, which shows that $`E=_{m=1}^{\mathrm{}}U_m`$.
Let $`W_m`$ be the balanced hull of $`U_m`$. Since the sets $`A_m(x)`$ are balanced, we have $`|f(x)|m`$ for all $`xW_m`$. Let $`V_m:=2^1W_m`$. We have $`E=_{m=1}^{\mathrm{}}V_m`$ and hence
(1) $`f(E)={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}f(V_m).`$
For each $`k,m`$, define
$$K_{mk}:=\overline{\mathrm{\Gamma }}\left(\frac{1}{k!}d^kf(0)(W_m)\right)𝒞_𝒰(F).$$
By Proposition 3, we obtain that the set
$$K_m:=\{\underset{k=0}{\overset{\mathrm{}}{}}2^kz_k:z_kK_{mk}\}$$
belongs to $`𝒞_𝒰(F)`$. Easily, $`f(V_m)K_m`$. Hence $`f(V_m)𝒞_𝒰(F)`$ for all $`m`$. By Proposition 3, we can select numbers $`\beta _m>0`$ with $`\beta _m<\mathrm{}`$ so that
$$K:=\overline{\mathrm{\Gamma }}\left(\underset{m=1}{\overset{\mathrm{}}{}}\beta _mf(V_m)\right)𝒞_𝒰(F).$$
It follows from (1) that $`f`$ maps $`E`$ into $`F_K`$.
It remains to show that $`f(E,F_K)`$. Let $`xE`$. Easily, there are $`ϵ>0`$ and $`r`$ such that $`f(B(x,2ϵ))rK`$. By Lemma 4,
(2) $`{\displaystyle \frac{1}{k!}}d^kf(x)\left(B(0,2ϵ)\right)rK`$
for all $`k`$. Now, for each $`n`$ and $`aB(0,ϵ)`$, we have
$$f(x+a)\underset{k=0}{\overset{n}{}}\frac{1}{k!}d^kf(x)(a)=2^n\underset{k=n+1}{\overset{\mathrm{}}{}}2^{nk}\frac{1}{k!}d^kf(x)(2a).$$
Since $`K`$ is convex and closed, we get from (2) that
$$\underset{k=n+1}{\overset{\mathrm{}}{}}2^{nk}\frac{1}{k!}d^kf(x)(2a)rK.$$
Hence,
$$f(x+a)\underset{k=0}{\overset{n}{}}\frac{1}{k!}d^kf(x)(a)2^nrK,$$
and so, the $`F_K`$-norm of the left hand side is less than or equal to $`2^nr`$, for all $`aB(0,ϵ)`$. Thus, $`f`$ is holomorphic.
(b) $``$ (c). It is enough to note that, by Lemma 2, the natural inclusion $`F_KF`$ belongs to $`𝒰`$.
(c) $``$ (a). Each $`xE`$ has a neighbourhood $`V_x`$ such that $`g(V_x)`$ is bounded in $`G`$. Hence, $`f(V_x)=T(g(V_x))𝒞_𝒰(F)`$.
###### Theorem 7.
Let $`𝒰`$ be a closed surjective, factorizable operator ideal and take a mapping $`f(E,F)`$. Then $`f_𝒰(E,F)`$ if and only if there are a Banach space $`G`$, a mapping $`g(E,G)`$ and $`T𝒰(G,F)`$ such that $`I_G𝒰`$ and $`f=Tg`$.
###### Remark 8.
Theorem 7 implies that, if $`𝒰`$ is the ideal of weakly compact (resp. Rosenthal, Banach-Saks or Asplund) operators and $`f_𝒰(E,F)`$, then $`f`$ factors through a Banach space $`G`$ which is reflexive (resp. contains a copy of $`\mathrm{}_1`$, has the Banach-Saks property or is Asplund).
Moreover, if $`𝒰=\{T:T^q\text{ has separable range}\}`$, then $`G`$ is isomorphic to $`G_1\times G_2`$, with $`G_1^{}`$ separable and $`G_2`$ reflexive . If $`𝒰=\{T:T^{}\text{ is Rosenthal}\}`$, then $`G`$ contains no copy of $`\mathrm{}_1`$ and no quotient isomorphic to $`c_0`$ .
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# Unexpectedly large surface gravities for acoustic horizons?
## 1 Introduction
Acoustic black holes are very useful toy models that share many of the fundamental properties of the black holes of general relativity, while having a very clear and clean physical interpretation in terms of ordinary non-relativistic fluid mechanics . The fundamental idea is that sound waves propagating in a flowing fluid share many of the formal properties of massless scalar fields propagating in a general-relativistic curved spacetime. Indeed, the propagation of acoustic disturbances in a flowing fluid is described by a spacetime metric with Lorentzian signature, the “acoustic metric”, which is built up algebraically out of the density, velocity, and local speed of sound of the fluid. When the flow is such that there is a surface where the normal component of the fluid velocity equals the speed of sound, the acoustic metric possesses the properties that characterize a black hole spacetime in general relativity, and such a surface is therefore called “acoustic horizon”.
As emphasized in , acoustic black holes share all the kinematic aspects of relativistic black holes, but do not share in the dynamic aspects. In particular, acoustic black holes exhibit Hawking radiation from the acoustic horizon, giving rise to a quasi-thermal bath of phonons with temperature proportional to the “surface gravity” (related to the physical acceleration of the fluid as it crosses the acoustic horizon), but they exhibit no simple analog of the Bekenstein–Hawking entropy (since that is a dynamical effect intimately related to the existence of the Einstein equations in general relativity).
One of the reasons why acoustic black holes are so popular is that it seems that the prospects for experimentally building an acoustic horizon are much better than for a general relativistic event horizon. An early estimate can be found in , and related comments are to be found in . Additionally, an impressive body of work is due to Volovik and collaborators, who have extensively studied the experimental prospects for building such a system using superfluids such as <sup>3</sup>He and <sup>4</sup>He . These particular implementations of acoustic geometry make extensive use of the two-fluid model of superfluidity, whereas in this paper we will be focussing on a conceptually simpler one-fluid model; accordingly, some important technical details will differ. For yet another physical implementation of acoustic geometries, Garay et al. have investigated the technical requirements for implementing an acoustic horizon in Bose–Einstein condensates , and some of the perils and pitfalls accompanying acoustic black holes have been discussed in Jacobson’s mini-survey .
Another attractive feature of acoustic black holes is that they seem to be generic, and that they illustrate an important aspect of Lorentz invariance. For instance, it is now known, due to the work of Nielsen and collaborators , that in renormalizable non-Lorentz-invariant quantum field theories, Lorentz invariance is often an infrared fixed point of the renormalization group equations. Thus, Lorentz invariance can emerge as a symmetry in the low-energy limit even if the underlying physics is not explicitly Lorentz invariant. Similarly, in acoustic black holes the underlying physics is explicitly classical and Newtonian, but the physics of sound propagation nevertheless exhibits a low-frequency approximate Lorentzian symmetry .
In this note we wish to point out a potential difficulty and an opportunity — we shall demonstrate that there is a regularity issue that becomes serious at the acoustic horizon. Either the Hawking temperature is formally infinite (which is the generic situation), or there must be a very precise relationship between an external body force that must be applied to the fluid as it crosses the acoustic horizon and the extrinsic geometry of the latter. If this condition is not satisfied the “surface gravity” formally diverges, as well as the corresponding Hawking temperature. Similarly, the acceleration and density gradient of the fluid at the horizon are formally infinite. For a specified external force, such divergences are generic, in the sense that they are present for almost all flows, except — in some cases — for a set of measure zero that satisfy very special boundary conditions. However, in the case of a constant force (including zero force), which is perhaps the most interesting one from the point of view of laboratory simulations, no boundary conditions exist that correspond to an everywhere regular flow.
On the one hand this result suggests that detecting the acoustic Hawking effect should be very easy; on the other hand it implies that the naive analysis (which demands that both the vorticity and the viscosity be zero) should in some way be modified near the acoustic horizon, at least when the external forces are such that a formal divergence will certainly occur. For instance, adding finite viscosity to the fluid equations is sufficient in order to regulate the surface gravity and Hawking temperature for any choice of external force — though finite they can remain large, and can be much larger than naively expected.
## 2 Basic equations and assumptions
The acoustic model of Lorentzian geometry arises from the description of the deceptively simple phenomenon of the propagation of sound waves in a flowing fluid. Let us therefore recall the fundamental equations of fluid dynamics, i.e., the equation of continuity
$$\frac{\rho }{t}+\stackrel{}{}\left(\rho \stackrel{}{v}\right)=0,$$
(2.1)
and the Euler equation
$$\rho \stackrel{}{a}=\stackrel{}{f},$$
(2.2)
where
$$\stackrel{}{a}=\frac{\stackrel{}{v}}{t}+(\stackrel{}{v}\stackrel{}{})\stackrel{}{v}$$
(2.3)
is the fluid acceleration, and $`\stackrel{}{f}`$ stands for the force density — the sum of all forces acting on the fluid per unit volume. We shall assume that the external forces present are all gradient-derived (possibly time-dependent) body forces, which for simplicity we lump together in a generic term $`\rho \stackrel{}{}\mathrm{\Phi }`$. In addition to the external forces, $`\stackrel{}{f}`$ contains a contribution from the pressure of the fluid and, possibly, a term coming from viscosity. Thus, equation (2.2) takes the Navier-Stokes form
$$\rho \left(\frac{\stackrel{}{v}}{t}+(\stackrel{}{v}\stackrel{}{})\stackrel{}{v}\right)=\stackrel{}{}p\rho \stackrel{}{}\mathrm{\Phi }+\stackrel{}{f}_{\mathrm{viscous}},$$
(2.4)
where
$$\stackrel{}{f}_{\mathrm{viscous}}=\eta ^2\stackrel{}{v}+\left(\zeta +\frac{1}{3}\eta \right)\stackrel{}{}(\stackrel{}{}\stackrel{}{v})$$
(2.5)
represents the force due to viscous processes, the coefficients $`\eta `$ and $`\zeta `$ giving the dynamic and bulk viscosity, respectively .
In deriving the acoustic geometry, one usually makes a number of technical assumptions.
* The first assumption is that the fluid has a barotropic equation of state, that is, the density $`\rho `$ is a function only of the pressure $`p`$, so
$$\rho =\rho (p).$$
(2.6)
This guarantees that (2.1) and (2.4) are a closed set of equations. We shall consequentely define the speed of sound as
$$c^2=\frac{\mathrm{d}p}{\mathrm{d}\rho }.$$
(2.7)
* The second assumption is that we have a vorticity-free flow, i.e., that $`\stackrel{}{}\times \stackrel{}{v}=\stackrel{}{0}`$. This condition is generally fulfilled by the superfluid components of physical superfluids.
* A third assumption, often made in the existing literature on acoustic geometries, is a viscosity-free flow. Although this is quite a realistic condition for superfluids we shall see that the presence or absence of viscosity can mark a sharp difference in the behaviour of the phonon radiation from acoustic horizons.
These assumptions are sufficient conditions under which an acoustic metric can be written. However, since the following analysis is independent of the introduction of the acoustic geometry (although motivated by it, of course), we shall try to be as general as possible, making use of them only progressively, as they are needed in order to have an analytically tractable system.
## 3 Regularity conditions at ergo-surfaces
Let us start by establishing a useful mathematical identity. If we write $`\stackrel{}{v}=v\stackrel{}{n}`$, where $`\stackrel{}{n}`$ is a unit vector and $`v0`$, then
$$\stackrel{}{}\stackrel{}{v}=\frac{\mathrm{d}v}{\mathrm{d}n}+vK,$$
(3.1)
where $`\mathrm{d}/\mathrm{d}n=\stackrel{}{n}\stackrel{}{}`$ and $`K=\stackrel{}{}\stackrel{}{n}`$. If the Frobenius condition is satisfied,<sup>1</sup><sup>1</sup>1 The Frobenius condition is $`\stackrel{}{v}\stackrel{}{}\times \stackrel{}{v}=0`$, or equivalently $`\stackrel{}{n}\stackrel{}{}\times \stackrel{}{n}=0`$. This is sometimes phrased as the statement that the flow has zero “helicity”. The Frobenius condition is satisfied whenever there exist a pair of scalar potentials such that $`\stackrel{}{v}=\alpha \stackrel{}{}\beta `$, in which case the velocity field is orthogonal to the surfaces of constant $`\beta `$. In view of this fact the velocity field is said to be a “surface-orthogonal vector field”. then there exist surfaces orthogonal to the fluid flow. In this situation, $`K`$ admits a geometrical interpretation as the trace of the extrinsic curvature of these surfaces. It must be noted that, although zero vorticity is a sufficient condition for this to happen, it is not necessary.
We now focus our attention on the component of the fluid acceleration along the flow, $`a_n=\stackrel{}{a}\stackrel{}{n}`$. This can be obtained straightforwardly by projecting the Navier-Stokes equation (2.4) along $`\stackrel{}{n}`$:
$$\rho a_n=c^2\frac{\mathrm{d}\rho }{\mathrm{d}n}\rho \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}+\stackrel{}{n}\stackrel{}{f}_{\mathrm{viscous}},$$
(3.2)
where we have used the barotropic condition.
Next, we rewrite the continuity equation as
$$\frac{\rho }{t}+v\frac{\mathrm{d}\rho }{\mathrm{d}n}+\rho \left(\frac{\mathrm{d}v}{\mathrm{d}n}+vK\right)=0,$$
(3.3)
where the identity (3.1) has been used. We can express $`\mathrm{d}v/\mathrm{d}n`$ in terms of $`a_n`$ noticing that, by the definition (2.3) of $`\stackrel{}{a}`$,
$$a_n=\frac{v}{t}+v\frac{\mathrm{d}v}{\mathrm{d}n}.$$
(3.4)
Thus, equation (3.3) can be rewritten as
$$\rho a_n=v^2\frac{\mathrm{d}\rho }{\mathrm{d}n}\rho v^2K+\rho \frac{v}{t}v\frac{\rho }{t}.$$
(3.5)
Equations (3.2) and (3.5) can be solved for both $`a_n`$ and $`\mathrm{d}\rho /\mathrm{d}n`$, obtaining:
$$a_n=\frac{1}{c^2v^2}\left[v^2\left(\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}c^2K\frac{1}{\rho }\stackrel{}{n}\stackrel{}{f}_{\mathrm{viscous}}\right)+c^2\left(\frac{v}{t}\frac{v}{\rho }\frac{\rho }{t}\right)\right];$$
(3.6)
$$\frac{\mathrm{d}\rho }{\mathrm{d}n}=\frac{1}{c^2v^2}\left[\rho \left(\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}v^2K\frac{1}{\rho }\stackrel{}{n}\stackrel{}{f}_{\mathrm{viscous}}\right)\rho \frac{v}{t}+v\frac{\rho }{t}\right].$$
(3.7)
In general we see that there is risk of a divergence in the acceleration and the density gradient as $`vc`$, which indicates that the ergo-surfaces<sup>2</sup><sup>2</sup>2 In general relativity the $`vc`$ surface would be called an “ergosphere”, however proving that this surface generically has the topology of a sphere is a result special to general relativity which depends critically on the imposition of the Einstein equations. In the present fluid dynamics context there is no particular reason to believe that the $`vc`$ surface would generically have the topology of a sphere and we prefer the more non-committal term “ergo-surface”. (the boundaries of ergo-regions) must be treated with some delicacy. The fact that gradients diverge in this limit is the key observation of this paper; we shall demonstrate that this has numerous repercussions throughout the physics of acoustic black holes.
Since $`v^2=c^2`$ at the ergo-surface it is evident that the acceleration and the density gradient both diverge, unless the condition
$$\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}c^2K\frac{1}{\rho }\stackrel{}{n}\stackrel{}{f}_{\mathrm{viscous}}+\frac{v}{t}\frac{c}{\rho }\frac{\rho }{t}=0$$
(3.8)
is satisfied on the ergo-surface. Equation (3.8) is therefore a relationship that must be satisfied in order to have a physically acceptable model. Of course, it is only a necessary condition, because $`a_n`$ and $`\mathrm{d}\rho /\mathrm{d}n`$ may diverge at the ergo-surface even when (3.8) is fulfilled, if the quantities in square brackets in the right hand sides of (3.6) and (3.7) tend to zero slower than $`c^2v^2`$ as one approaches the ergo-surface.
For a stationary, non-viscous flow, (3.8) reduces to
$$\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}=c^2K,$$
(3.9)
where again $`d\mathrm{\Phi }/\mathrm{d}n`$, $`c`$, and $`K`$ are evaluated at a generic point on the ergo-surface. Thus, in this case it seems that a special fine-tuning of the external forces is needed in order to keep the acceleration and density gradient finite at the ergo-surface. If the condition (3.9) is not fulfilled but still $`\stackrel{}{f}_{\mathrm{viscous}}=\stackrel{}{0}`$, the flow cannot be stationary. Near the ergo-surface, an instability will make the time derivatives in (3.8) different from zero, so that they could compensate the mismatch between the two sides of (3.9). More realistically, we shall see later that for a given potential, either no horizon forms, or the flow tries to assume a configuration in which (3.9) is automatically satisfied.
## 4 Regularity conditions at horizons
If we now look at the “surface gravity” of an acoustic black hole it is most convenient to first restrict attention to a stationary flow. Defining a notion of surface gravity for non-stationary flows is easier in fluid mechanics than in general relativity, but is still sufficiently messy to encourage us to make this simplifying assumption . For additional technical simplicity we shall further assume that at the acoustic horizon (the boundary of the trapped region) the fluid flow is normal to the horizon. Under these circumstances the technical distinction between an ergo-surface and an acoustic horizon vanishes and we can simply define an acoustic horizon by the condition $`v=c`$. (In complete generality you would have to define an \[apparent\] acoustic horizon as a surface for which the inward normal component of the fluid velocity is everywhere equal to the speed of sound ; this adds extra layers of technical complication to the discussion which in the present context we have not found to be useful.) Then it can be shown that the surface gravity<sup>3</sup><sup>3</sup>3 Hereafter, we label all quantities evaluated at the horizon with the index $`H`$. $`g_H`$ has two terms , one coming from acceleration of the fluid, the other coming from variations in the local speed of sound. More precisely, $`g_H`$ is given by the value attained by the quantity
$$g=\frac{1}{2}\frac{\mathrm{d}(c^2v^2)}{\mathrm{d}n}=\frac{1}{2}\frac{\mathrm{d}c^2}{\mathrm{d}n}a_n$$
(4.1)
at the acoustic horizon. (And note that $`g`$ is defined throughout all space.)
Now we write, using equations (3.3) and (3.4),
$`{\displaystyle \frac{\mathrm{d}c^2}{\mathrm{d}n}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}c^2}{\mathrm{d}\rho }}{\displaystyle \frac{\mathrm{d}\rho }{\mathrm{d}n}}`$ (4.2)
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}}\left[\rho \left(K+{\displaystyle \frac{1}{v}}{\displaystyle \frac{\mathrm{d}v}{\mathrm{d}n}}\right)+{\displaystyle \frac{1}{v}}{\displaystyle \frac{\rho }{t}}\right]`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}}\left[\rho \left(K+{\displaystyle \frac{a_n}{v^2}}{\displaystyle \frac{1}{v^2}}{\displaystyle \frac{\rho }{t}}\right)+{\displaystyle \frac{1}{v}}{\displaystyle \frac{\rho }{t}}\right],`$
so we find, using (3.6):
$`g`$ $`=`$ $`{\displaystyle \frac{1}{c^2v^2}}[(c^2+{\displaystyle \frac{\rho }{2}}{\displaystyle \frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}})(Kv^2{\displaystyle \frac{v}{t}}+{\displaystyle \frac{v}{\rho }}{\displaystyle \frac{\rho }{t}})`$ (4.3)
$`(v^2+{\displaystyle \frac{\rho }{2}}{\displaystyle \frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}})({\displaystyle \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}}{\displaystyle \frac{1}{\rho }}\stackrel{}{n}\stackrel{}{f}_{\mathrm{viscous}})].`$
Under the present assumptions, time derivatives vanish and $`v^2=c^2`$ at the horizon, so it is now evident that the surface gravity (as well as the acceleration and the density gradient) diverges unless the condition
$$\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}n}|_Hc_H^2K_H\frac{1}{\rho _H}\stackrel{}{n}_H(\stackrel{}{f}_{\mathrm{viscous}})_H=0$$
(4.4)
is satisfied. For a non-viscous flow (4.4) again reduces to (3.9), and the same considerations made about the acceleration and density gradient apply.
Now all this discussion is predicated on the fact that acoustic horizons actually form, and would be useless in the case that some obstruction could be proven to prevent the fluid from reaching the speed of sound. In order to deal with this possibility we shall now check that at least in some specific examples it is possible to form acoustic horizons under the current hypotheses. For analyzing these specific cases it is useful to first consider generic stationary, spherically symmetric flow.
## 5 Spherically symmetric stationary flow
For simplicity, we now deal with the case of a spherically symmetric stationary flow in $`d`$ space dimensions. Spherical symmetry guarantees that the fluid flowlines are always perpendicular to the acoustic horizon, and so we can ignore the subtleties attendant on the distinction between horizons and ergospheres . Additionally, for the time being we shall assume the absence of viscosity, $`\stackrel{}{f}_{\mathrm{viscous}}=\stackrel{}{0}`$.
For a spherically symmetric steady inflow, $`\stackrel{}{n}`$ is minus the radial unit vector. Then $`\mathrm{d}\stackrel{}{n}/\mathrm{d}n=\stackrel{}{0}`$; also
$$\frac{\mathrm{d}}{\mathrm{d}n}=\frac{\mathrm{d}}{\mathrm{d}r},$$
(5.1)
and
$$K=\frac{d1}{r}.$$
(5.2)
From equation (2.3) it follows that $`\stackrel{}{a}`$ has only the radial component, which coincides with $`a_n`$ and is
$$a=v^2\frac{c^2(d1)/r\mathrm{d}\mathrm{\Phi }/\mathrm{d}r}{c^2v^2}.$$
(5.3)
This result could also be obtained directly, without the general treatment of section 3. For a steady flow the continuity equation implies
$$\rho vr^{d1}=J=\text{const}.$$
(5.4)
Taking the logarithmic derivative of the above equation one gets
$$\frac{\mathrm{d}\rho }{\mathrm{d}r}=\rho \frac{(d1)}{r}\frac{\rho }{v}\frac{\mathrm{d}v}{\mathrm{d}r}.$$
(5.5)
On the other hand the Euler equation (2.4) takes in this case the form
$$\rho v\frac{\mathrm{d}v}{\mathrm{d}r}=c^2\frac{\mathrm{d}\rho }{\mathrm{d}r}\rho \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r},$$
(5.6)
where we have used the barotropic condition. Equations (5.5) and (5.6) can be combined to give the useful result
$$v\frac{\mathrm{d}v}{\mathrm{d}r}=c^2\left(\frac{(d1)}{r}+\frac{1}{v}\frac{\mathrm{d}v}{\mathrm{d}r}\right)\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r},$$
(5.7)
which allows one to easily compute the acceleration $`a=v\mathrm{d}v/\mathrm{d}r`$ of the fluid for this specific case, recovering equation (5.3), and to obtain a differential equation for the velocity profile $`v(r)`$:
$$\frac{\mathrm{d}v}{\mathrm{d}r}=v\frac{c^2(d1)/r(\mathrm{d}\mathrm{\Phi }/\mathrm{d}r)}{c^2v^2}.$$
(5.8)
When it comes to calculating $`g`$, the same analysis as previously developed now yields
$$g=\frac{1}{c^2v^2}\left[\left(v^2+\frac{\rho }{2}\frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}\right)\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}\left(c^2+\frac{\rho }{2}\frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}\right)\frac{v^2(d1)}{r}\right].$$
(5.9)
So the acceleration at the acoustic horizon, whose location $`r_H`$ is the solution of the equation $`v(r_H)^2=c(r_H)^2`$, formally goes to infinity unless the external body force satisfies the condition
$$\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}|_Hc_H^2\frac{(d1)}{r_H}=0.$$
(5.10)
Any further analysis requires one to integrate the differential equation (5.8). However, this can be done only assigning an equation of state $`p=p(\rho )`$, and integrating simultaneously equation (5.5) in order to get the dependence of $`c`$ on $`r`$. We consider such a specific model in the next section.
## 6 Constant speed of sound
In order to get further insight, let us consider the simple case of a fluid with a constant speed of sound,
$$\frac{\mathrm{d}^2p}{\mathrm{d}\rho ^2}=0.$$
(6.1)
It is easy to see that in this case, the condition (5.10) is also sufficient in order to keep the physical quantities finite on the horizon. Consider equation (5.8) and apply the Bernoulli–de L’Hospital rule in order to evaluate $`(\mathrm{d}v/\mathrm{d}r)_H`$. One gets
$$\left(\frac{\mathrm{d}v}{\mathrm{d}r}\right)_H^2=\frac{1}{2}\left(\frac{\mathrm{d}^2\mathrm{\Phi }}{\mathrm{d}r^2}|_H+\frac{c^2(d1)}{r_H^2}\right),$$
(6.2)
so $`(\mathrm{d}v/\mathrm{d}r)_H`$ has a finite value. As a corollary of (6.2), we see that at the horizon one must have
$$\frac{\mathrm{d}^2\mathrm{\Phi }}{\mathrm{d}r^2}|_H\frac{c^2(d1)}{r_H^2};$$
(6.3)
so, in particular, no potential with a non-negative second derivative can lead to a horizon on which $`\mathrm{d}v/\mathrm{d}r`$ is finite.
With the assumption (6.1), the differential equation (5.8) for the velocity profile can be easily integrated. Its general solution is
$$\frac{1}{2}\left[c^2\mathrm{ln}\left(\frac{v^2}{v_0^2}\right)v^2+v_0^2\right]=c^2\left(d1\right)\mathrm{ln}\left(\frac{r}{r_0}\right)+\mathrm{\Phi }(r)\mathrm{\Phi }(r_0),$$
(6.4)
where $`r_0`$ is arbitrary and $`v_0`$ is the speed of the fluid at $`r_0`$.<sup>4</sup><sup>4</sup>4Equation (6.4) simply expresses Bernoulli’s theorem. Indeed, it can be written in the form $`v^2/2+\mathrm{\Phi }(r)+h(v,r)=\text{const}`$, where $`h=dp/\rho `$ can be found from (5.5). In order to study the general properties of $`v(r)`$, it is convenient to rewrite equation (6.4) in the form
$$r^{2(d1)}\mathrm{e}^{2\mathrm{\Phi }(r)/c^2}W^1\left(v^2/c^2\right)=r_0^{2(d1)}\mathrm{e}^{2\mathrm{\Phi }(r_0)/c^2}W^1\left(v_0^2/c^2\right),$$
(6.5)
where $`W^1`$ is the inverse of the Lambert function , defined as $`W^1(x)=x\mathrm{e}^x`$. Given $`r_0`$ and $`v_0`$, equation (6.5) implies that the solution $`v(r)`$ has two branches — a subsonic and a supersonic one. This follows immediately from the trivial fact that, since $`W^1(v_0^2/c^2)`$ is negative, also $`W^1(v^2/c^2)`$ is negative; then, from the plot in figure 1 we see that there are two possible values for $`v^2`$, one smaller and the other greater than $`c^2`$.
We end this section with some remarks that are crucial for a correct interpretation of the regularity condition (5.10). On rewriting (6.4) or (6.5) as
$$F(r,v;r_0,v_0)=0,$$
(6.6)
we can represent the location $`r_H`$ of the horizon, for a given potential $`\mathrm{\Phi }`$ and given boundary data $`(r_0,v_0)`$, as the solution of the equation
$$F(r_H,c;r_0,v_0)=0.$$
(6.7)
On the other hand, differentiating (6.6) and comparing with (5.8) we can rewrite the regularity condition (5.10) as
$$\frac{F}{r}(r_H,c;r_0,v_0)=0.$$
(6.8)
It is clear that, if we impose the boundary data $`(r_0,v_0)`$, then (6.8) expresses a fine-tuning condition on $`\mathrm{\Phi }`$ in order to have $`\mathrm{d}v/\mathrm{d}r`$ finite at the horizon. However, we can reverse the argument and consider the more realistic case in which one looks for a physically acceptable flow compatible which an assigned $`\mathrm{\Phi }`$, without trying to force the boundary condition $`v(r_0)=v_0`$ on the velocity profile. In this case, equations (6.7) and (6.8), when solved simultaneously, give the location of the horizon, $`r_H`$, and the value $`v_0`$ of the fluid speed at $`r_0`$. Thus, requiring regularity of the flow for a given potential amounts to solving an eigenvalue problem, while if one insists on assigning a boundary condition for the speed, a careful fine tuning of $`\mathrm{\Phi }`$ is needed in order to avoid infinite gradients. We stress, however, that although from a strictly mathematical point of view both types of problems can be considered, it is the first one that is relevant in practice.
## 7 Examples
We now consider some specific choices, both of $`\mathrm{\Phi }(r)`$ and of $`v(r)`$, in order to illustrate the general situation.
### 7.1 Constant body force
Let us begin with a constant body force, with the linear potential
$$\mathrm{\Phi }(r)=\kappa r,$$
(7.1)
where $`\kappa `$ is a constant. Equation (6.4) becomes, in this case,
$$\frac{1}{2}\left[c^2\mathrm{ln}\left(\frac{v^2}{v_0^2}\right)v^2+v_0^2\right]=c^2\left(d1\right)\mathrm{ln}\left(\frac{r}{r_0}\right)+\kappa (rr_0),$$
(7.2)
and equation (6.5) can be rewritten completely in terms of inverse Lambert functions:
$`W^1\left({\displaystyle \frac{\kappa r}{c^2(d1)}}\right)^{2(d1)}W^1\left({\displaystyle \frac{v^2}{c^2}}\right)`$
$`=W^1\left({\displaystyle \frac{\kappa r_0}{c^2(d1)}}\right)^{2(d1)}W^1\left({\displaystyle \frac{v_0^2}{c^2}}\right).`$ (7.3)
Following the discussion at the end of section 6, we can regard (5.10) as the equation for the locations of $`r_H`$ where $`\mathrm{d}v/\mathrm{d}r`$ is finite. We have, in this case,
$$r_H=\frac{c^2(d1)}{\kappa }$$
(7.4)
so, excluding the uninteresting possibility $`r_H=0`$ for $`d=1`$, we see immediately that there can be no regular flow with an acoustic horizon when $`\kappa 0`$. For $`\kappa >0`$, one can see that there are no values of $`v_0`$ for which (7.4) is satisfied. Indeed, setting $`v=c`$ and $`r=r_H=c^2(d1)/\kappa `$ in (7.3) gives the following equation for $`v_0^2`$:
$$W^1\left(\frac{v_0^2}{c^2}\right)=\frac{1}{\mathrm{e}}\left(\mathrm{e}W^1\left(\frac{\kappa r_0}{c^2(d1)}\right)\right)^{2(d1)}.$$
(7.5)
Since, for $`x<0`$, it is $`0>W^1(x)>1/\mathrm{e}`$ (see figure 1), the right hand side of equation (7.5) turns out to be smaller than $`1/\mathrm{e}`$, while the left hand side is greater than $`1/\mathrm{e}`$. Therefore, satisfying equation (7.5) is impossible, i.e., there are no real values of $`v_0`$ that satisfy it, and no regular flow exists in which $`v=c`$ at some point.
These conclusions are in agreement with equation (6.3), which implies that $`\mathrm{d}v/\mathrm{d}r`$ cannot be finite at $`r_H`$, because $`\mathrm{d}^2\mathrm{\Phi }/\mathrm{d}r^20`$ in this case. Thus, either $`v(r)c`$ for all values of $`r`$, or $`\mathrm{d}v/\mathrm{d}r`$ diverges at the horizon. It is not difficult to see that the second possibility is the correct one, because a horizon always forms in this type of flow. To this end, let us set $`v=c`$ in (7.3), and look for a solution $`r_H`$ (that we do not require to be necessarily equal to the one following from the regularity condition, equation (7.4) — in fact, we already know that this would be impossible). We get
$$W^1\left(\frac{\kappa r_H}{c^2(d1)}\right)=W^1\left(\frac{\kappa r_0}{c^2(d1)}\right)\left(W^1\left(\frac{v_0^2}{c^2}\right)\right)^{\frac{1}{2(d1)}}.$$
(7.6)
The last factor on the right hand side of this equation is always positive and smaller than one, therefore
$$W^1\left(\frac{\kappa r_H}{c^2(d1)}\right)$$
(7.7)
has the same sign of, and smaller absolute value than,
$$W^1\left(\frac{\kappa r_0}{c^2(d1)}\right).$$
(7.8)
For $`\kappa <0`$, (7.7) is positive, so also (7.8) is positive and corresponds to a positive value $`r_H<r_0`$. For $`\kappa >0`$, (7.7) is negative, so (7.8) gives two positive solutions for $`r_H`$, one smaller and the other greater than $`r_0`$. In both cases, the horizon forms.
We now illustrate these features by showing some plots of the solution of equation (7.2) with arbitrarily chosen boundary conditions. Without loss of generality we can rescale the unit of distance to set
$$\kappa =\{\begin{array}{c}+c^2/r_0,\\ 0,\\ c^2/r_0.\end{array}$$
(7.9)
Let us treat these three cases separately.
#### 7.1.1 $`\kappa >0`$
For $`\kappa >0`$ figure 2 clearly shows that there is no obstruction to reaching the acoustic horizon. In addition, if we keep the distance scale fixed and instead vary $`\kappa `$ we find the curves of figure 3.
The four things to emphasize here are that:
1. Velocities equal to the speed of sound are indeed attained;
2. The gradient $`dv/dr`$ is indeed infinite at the acoustic horizon;
3. These particular solutions break down at the acoustic horizon and cannot be extended beyond it;
4. The particular solutions we have obtained all exhibit a double-valued behaviour, there is a branch with subsonic flow that speeds up and reaches $`v=c`$ at the acoustic horizon; and there is a second supersonic branch, defined on the same spatial region, that slows down and reaches $`v=c`$ at the acoustic horizon. Mathematically, this happens because of the double-valuedness of the Lambert function of negative argument, as already noted in section 6.
#### 7.1.2 $`\kappa =0`$ (no body force)
If there is no external body force, then $`d=1`$ is uninteresting (the velocity is constant). If we now look at $`d=2`$ and higher then equation (5.3) again easily gives us the acceleration of the fluid
$$a=v\frac{\mathrm{d}v}{\mathrm{d}r}=v^2\frac{c^2(d1)/r}{c^2v^2},$$
(7.10)
so
$$\frac{\mathrm{d}v}{\mathrm{d}r}=v\frac{c^2(d1)/r}{c^2v^2}.$$
(7.11)
Explicit integration leads us to the solution
$$r=r_0\left(\frac{v}{v_0}\right)^{\frac{1}{1d}}\mathrm{exp}\left(\frac{v^2v_0^2}{2(d1)c^2}\right),$$
(7.12)
which is equivalent to equation (7.3) in the limit $`\kappa =0`$. This can be easily plotted for different values of the dimension $`d`$ as shown in figure 4.
#### 7.1.3 $`\kappa <0`$
For $`\kappa <0`$ the solutions are plotted in figure 5.
Finally it is interesting to compare the behaviour of the solutions for the different signs of the body force as shown in figure 6.
In all three cases ($`\kappa >0`$, $`\kappa =0`$, $`\kappa <0`$) we see that the acoustic horizon does in fact form as predicted, and that the surface gravity and acceleration are indeed infinite at the acoustic horizon. Naturally, this should be viewed as evidence that some of the technical assumptions usually made are no longer valid as the horizon is approached. In particular in the next section (section 8) we shall discuss the role of viscosity as a regulator for keeping the surface gravity finite.
### 7.2 Schwarzschild geometry
So far, the discussion in this paper has concerned the attainability of acoustic horizons in general, without focusing on any particular acoustic geometry. A more specific, and rather attractive possibility is to attempt to build a flow with an acoustic metric that is as close as possible to one of the standard black hole metrics of general relativity. Remarkably, this can be done (up to a conformal factor) for the Schwarzschild geometry. To be more specific: for a fluid with constant speed of sound, one can find a stationary, spherically symmetric flow in three spatial dimensions, whose acoustic metric is conformal to the Painlevé–Gullstrand form of the Schwarzschild geometry . This possibility has stimulated considerable work concerning the physical realization of an experimental setup that could actually produce such a flow (or, more precisely, a two-dimensional version of it ). These particular fluid configurations exhibit a different type of fine-tuning problem than the one we discussed previously. In order to reproduce the Painlevé–Gullstrand line element, the speed of the fluid must have the profile $`v=\sqrt{2M/r}`$, with $`M`$ a positive constant. Then, $`r_0`$ and $`v_0`$ must satisfy the relation $`r_0v_0^2=2M`$, and equation (6.4) allows us to find the external potential needed in order to sustain such a flow in $`d`$ space dimensions:
$$\mathrm{\Phi }(r)=\mathrm{\Phi }(r_0)+\frac{M}{r_0}+c^2\left(d\frac{3}{2}\right)\mathrm{ln}\left(\frac{r}{r_0}\right)\frac{M}{r}.$$
(7.13)
Therefore, the potential must be carefully chosen, which will not be easy to do in a laboratory. If one does manage to construct such a potential $`\mathrm{\Phi }(r)`$ it will automatically fulfill the fine-tuning condition (3.9) at the acoustic horizon, $`r_H=2M/c^2`$. This is only to be expected, because $`\mathrm{d}v/\mathrm{d}r=\sqrt{M/2r^3}`$ blows up only as $`r0`$. Also, since we know the surface gravity of a Schwarzschild black hole is finite, any fluid flow that reproduces the Schwarzschild geometry must by definition satisfy the fine tuning condition for a finite surface gravity.
Looking at the issue from the point of view discussed at the end of section 6, one expects that, given the potential (7.13), the value $`v_0=\sqrt{2M/r_0}`$ is the solution of equations (6.7) and (6.8), while $`v(r)=\sqrt{2M/r}`$ is the corresponding eigenfunction that is selected by the requirement of having a regular flow. This is indeed the case: Equation (6.7) now gives $`r_H=2M/c^2`$ which, substituted into (6.8), leads to the following equation for $`v_0`$:
$$\frac{c^2}{2}\mathrm{ln}\left(\frac{2M}{r_0v_0^2}\right)+\frac{v_0^2}{2}=\frac{M}{r_0}.$$
(7.14)
It is trivial to check that $`v_0=\sqrt{2M/r_0}`$ is, in fact, a solution of (7.14).
Considering the same potential (7.13), but values of $`v_0`$ different from $`\sqrt{2M/r_0}`$, corresponds to flows either with no horizon, or in which $`(\mathrm{d}v/\mathrm{d}r)_H`$ diverges. This is evident in figure 7, which confirms the “eigenvalue character” of the problem of finding a regular flow. Notice that there are two solutions that are regular at the horizon, with opposite values of $`(\mathrm{d}v/\mathrm{d}r)_H`$, in full agreement with the fact that equation (6.2) only determines the square of $`(\mathrm{d}v/\mathrm{d}r)_H`$.
Additionally, note that what we have done above has been to ask how to mimic a slice of the $`(3+1)`$-dimensional Schwarzschild geometry with a $`(d+1)`$-dimensional fluid flow. We could ask what happens in different spacetime dimensions: for the $`(D+1)`$-dimensional generalization of the Schwarzschild geometry the fluid flow generalizes to $`v=\sqrt{2M/r^{D2}}`$, and the potential gradient required to produce this flow is
$$\mathrm{\Phi }(r)=\mathrm{\Phi }(r_0)+\frac{M}{r_0^{D2}}+c^2\left(d\frac{D}{2}\right)\mathrm{ln}\left(\frac{r}{r_0}\right)\frac{M}{r^{D2}}.$$
(7.15)
Again a very specific external body force is needed to set up the very specific fluid flow corresponding to a higher-dimensional Schwarzschild geometry.
### 7.3 Reissner–Nordström geometry
We mention in passing that generalizing this discussion to the $`(3+1)`$-dimensional Reissner–Nordström geometry is straightforward. This geometry is described in Painlevé–Gullstrand form by the fluid flow
$$v(r)=\sqrt{\frac{2M}{r}\frac{e^2}{r^2}}.$$
(7.16)
The external potential required to set up this fluid flow is then
$$\mathrm{\Phi }(r)=c^2\left(d\frac{3}{2}\right)\mathrm{ln}\left(\frac{r}{r_0}\right)\frac{M}{r}+\frac{e^2}{2r^2}+\frac{c^2}{2}\mathrm{ln}\left(1\frac{e^2}{2Mr}\right)+\text{const}.$$
(7.17)
### 7.4 The canonical acoustic black hole
To wrap up our section on specific examples, we add a few words about the “canonical” acoustic black hole discussed in . In that model the fluid is assumed to have a constant density throughout space, and the continuity equation is then used to deduce the velocity profile
$$v(r)1/r^2.$$
(7.18)
Note that “constant density” is actually a much weaker statement than incompressibility, and the word incompressible should be excised from all of section 8 of and replaced by this phrase. Now in the velocity profile was determined purely on these kinematic grounds, and no attempt was made to put this background fluid flow back into the Euler equations to determine the external body force required to set up the flow. (In that paper, almost all the attention was focussed on the fluctuations rather than the background flow.)
Determining the potential is an easy application of the general analysis of this article \[see equation (5.7)\]. We calculate
$$\mathrm{\Phi }(r)1/r^4+\text{const}.$$
(7.19)
With hindsight this can be seen to be nothing more than a special case of Bernoulli’s theorem for a constant-density flow
$$\mathrm{\Phi }(r)=\frac{1}{2}v^2+\text{const}.$$
(7.20)
The single over-riding message coming from all these specific examples is the generic dichotomy between a formally infinite surface gravity and needing a highly specific boundary condition to be satisfied. In the following section we shall regulate the generically infinite surface gravity by using a less idealized model for the fluid.
## 8 Viscosity
A viscous flow is governed by the Navier-Stokes equation (2.4). In general, there will be two contributions to viscosity, associated with the coefficients $`\eta `$ and $`\zeta `$. Since our treatment in the present section does not pretend to be realistic, but we simply wish to point out how viscosity acts as a regulator for the surface gravity, we shall set the bulk viscosity coefficient $`\zeta `$ to zero, in order to have a model with as few free parameters as possible. (This is sometimes called the “Stokes assumption” .) For a spherically symmetric inflow one has
$$\stackrel{}{n}\left(^2\stackrel{}{v}+\frac{1}{3}\stackrel{}{}\stackrel{}{}\stackrel{}{v}\right)=\frac{4}{3}\left(\frac{\mathrm{d}^2v}{\mathrm{d}r^2}+\frac{(d1)}{r}\frac{\mathrm{d}v}{\mathrm{d}r}\frac{(d1)v}{r^2}\right),$$
(8.1)
so the Navier-Stokes equation (2.4) becomes, in the stationary case,
$`a=v{\displaystyle \frac{\mathrm{d}v}{\mathrm{d}r}}`$ $`=`$ $`{\displaystyle \frac{v^2}{c^2v^2}}[{\displaystyle \frac{c^2(d1)}{r}}{\displaystyle \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}}`$ (8.2)
$`+`$ $`{\displaystyle \frac{4\nu }{3}}({\displaystyle \frac{\mathrm{d}^2v}{\mathrm{d}r^2}}+{\displaystyle \frac{(d1)}{r}}{\displaystyle \frac{\mathrm{d}v}{\mathrm{d}r}}{\displaystyle \frac{(d1)v}{r^2}})],`$
where we have introduced the coefficient of kinematic viscosity $`\nu =\eta /\rho `$. Hereafter we assume, for simplicity, that $`\nu `$ is a constant. (However, any hypothesis about $`\nu `$ must ultimately by justified by a kinetic model for the fluid, and it is worth noticing that there are plausible distribution functions that lead to a velocity-dependent $`\nu `$; see, e.g., . Obviously, such a dependence can have important repercussions on the conclusions of the present section.) The acceleration is then infinite at the horizon unless
$$\left(1\frac{4\nu }{3cr_H}\right)\frac{c^2(d1)}{r_H}\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}|_H+\frac{4\nu }{3}\left(\frac{\mathrm{d}^2v}{dr^2}|_H+\frac{(d1)}{r_H}\frac{\mathrm{d}v}{\mathrm{d}r}|_H\right)=0.$$
(8.3)
Since this involves higher-order derivatives at the horizon, it can no longer be regarded as a fine-tuning constraint, or as an equation for $`r_H`$, but merely as a statement about the shape of the velocity profile near the horizon. Indeed the general solution to this equation when $`c`$ is constant is
$`v(r)`$ $`=`$ $`c+{\displaystyle \frac{a_H}{c}}(rr_H)+{\displaystyle \frac{(d1)}{2cr_H}}\left({\displaystyle \frac{c^2}{r_H}}a_H\right)(rr_H)^2`$ (8.4)
$`+`$ $`{\displaystyle \frac{3}{8\nu }}\left({\displaystyle \frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}}|_H{\displaystyle \frac{c^2(d1)}{r_H}}\right)(rr_H)^2+O\left((rr_H)^3\right),`$
with $`a_H`$ arbitrary, and finite, at the horizon. We can rearrange (8.2) to get a differential equation for $`v(r)`$:
$$\frac{\mathrm{d}^2v}{\mathrm{d}r^2}+\left(\frac{(d1)}{r}+\frac{3}{4\nu }\frac{c^2v^2}{v}\right)\frac{\mathrm{d}v}{\mathrm{d}r}\frac{(d1)v}{r^2}=\frac{3}{4\nu }\left(\frac{\mathrm{d}\mathrm{\Phi }}{\mathrm{d}r}\frac{c^2(d1)}{r}\right).$$
(8.5)
Unfortunately, integrating this equation is completely impractical in general and we must resort to the analysis of special cases.
### 8.1 $`d=1`$, constant body force
Even the case of constant body force is intractable unless $`d=1`$, in which case we get (following the steps above)
$$\frac{\mathrm{d}v}{\mathrm{d}r}=\frac{v}{c^2v^2}\left(\kappa +\frac{4\nu }{3}\frac{\mathrm{d}^2v}{\mathrm{d}r^2}\right).$$
(8.6)
This single second-order differential equation can be turned into an autonomous system of first-order equations
$$\{\begin{array}{ccc}\frac{\mathrm{d}v}{\mathrm{d}r}\hfill & =\hfill & \mathrm{\Pi },\hfill \\ & & \\ \frac{\mathrm{d}\mathrm{\Pi }}{\mathrm{d}r}\hfill & =\hfill & \frac{3\kappa }{4\nu }+\frac{3v}{4\nu }\left(1\frac{c^2}{v^2}\right)\mathrm{\Pi }.\hfill \end{array}$$
(8.7)
We can plot the flow of this autonomous system in the usual way and it clearly shows that it is possible to cross the acoustic horizon $`v=c`$ at arbitrary accelerations $`a_H`$ and arbitrary surface gravity $`g_H`$ (see figure 8).
### 8.2 $`d=1`$, zero body force
Integrating equation (8.6) once (this is easy provided $`c`$ is a constant), we get
$$\frac{\mathrm{d}v}{\mathrm{d}r}|_r=\frac{\mathrm{d}v}{\mathrm{d}r}|_{r_0}\frac{3}{8\nu }\left[c^2\mathrm{ln}\left(\frac{v^2}{v_0^2}\right)v^2+v_0^2\right]+\frac{3}{4\nu }\left(\mathrm{\Phi }(r)\mathrm{\Phi }(r_0)\right),$$
(8.8)
where $`(r_0,v_0)`$ again denotes an arbitrary pair of initial values. If $`d=1`$ and $`\kappa =0`$ this equation for $`\mathrm{d}v(r)/\mathrm{d}r`$ reduces to
$$\frac{\mathrm{d}v}{\mathrm{d}r}|_r=\frac{\mathrm{d}v}{\mathrm{d}r}|_{r_0}\frac{3}{8\nu }\left[c^2\mathrm{ln}\left(\frac{v^2}{v_0^2}\right)v^2+v_0^2\right].$$
(8.9)
In this particular case the analysis is sufficiently simple that we can say something about the acceleration at the horizon, namely
$$\frac{\mathrm{d}v}{\mathrm{d}r}|_H=\frac{\mathrm{d}v}{\mathrm{d}r}|_{r_0}\frac{3}{8\nu }\left[c^2\mathrm{ln}\left(\frac{c^2}{v_0^2}\right)c^2+v_0^2\right].$$
(8.10)
That is
$$g_H=a_H=c\frac{\mathrm{d}v}{\mathrm{d}r}|_{r_0}\frac{3c}{8\nu }\left[c^2\mathrm{ln}\left(\frac{c^2}{v_0^2}\right)c^2+v_0^2\right],$$
(8.11)
which is an explicit analytic verification that viscosity regularizes the surface gravity of the acoustic horizon.
We can plot the flow in the usual way and it again clearly shows that it is possible to cross the acoustic horizon $`v=c`$ at arbitrary accelerations $`a_H`$ (see figure 9).
### 8.3 $`d>1`$, constant body force
The relevant equation is
$$\frac{\mathrm{d}^2v}{\mathrm{d}r^2}+\left(\frac{(d1)}{r}+\frac{3}{4\nu }\frac{c^2v^2}{v}\right)\frac{\mathrm{d}v}{\mathrm{d}r}\frac{(d1)v}{r^2}=\frac{3}{4\nu }\left(\kappa \frac{c^2(d1)}{r}\right),$$
(8.12)
which can be recast as
$$\{\begin{array}{ccc}\frac{\mathrm{d}v}{\mathrm{d}r}\hfill & =\hfill & \mathrm{\Pi }\hfill \\ & & \\ \frac{\mathrm{d}\mathrm{\Pi }}{\mathrm{d}r}\hfill & =\hfill & \frac{3}{4\nu }\left(\kappa \frac{c^2(d1)}{r}\right)+\frac{(d1)v}{r^2}+\left(\frac{3v}{4\nu }\left(1\frac{c^2}{v^2}\right)\frac{(d1)}{r}\right)\mathrm{\Pi }.\hfill \end{array}$$
(8.13)
This is no longer an autonomous system of differential equations, (there is now an explicit $`r`$ dependence in these equations) so a flow diagram is meaningless. Nonetheless the system can be treated numerically and curves plotted as a function of initial conditions. As an example we plot some curves in the phase space for $`d=2`$, and verify that at least some of these curves imply formation of an acoustic horizon.
As a final remark we think it is useful to briefly discuss the effect of viscosity with regard to Hawking radiation. It has been shown that the addition of viscosity to the fluid dynamical equations is equivalent to the introduction of an explicit violation of “acoustic Lorentz invariance” at short scales . Thus one may wonder if such an explicit breakdown would not lead to a suppression of the Hawking flux as well. Indeed the violation of Lorentz invariance is important for wavelengths of order $`\lambda _0=\nu /c`$ , introducing in this way a sort of cutoff on short wavelengths which can dramatically affect the Hawking flux .
Thus there is naively a risk that using viscosity to remove the unphysical divergences at acoustic horizons would also “kill” the phenomenon one is seeking. This problem has been extensively discussed in the literature (see e.g. ) and it has (quite remarkably) been demonstrated that such a violation of Lorentz invariance is not only harmless but even natural and useful. In particular, viscosity can be shown to induce the same type of modifications of the phonon dispersion relation which are actually required for circumventing the above cited problem . So the emergence of viscosity appears to be indeed a crucial factor, both for allowing the formation of acoustic horizons and, at the same time, for implementing that mechanism of “mode regeneration” which permits Hawking radiation in presence of short distance cutoff.
## 9 Conclusions: Danger+opportunity.
Let us summarize the results that we have obtained for a fluid subjected to a given external potential: In the viscosity-free, stationary case, we have seen that if the flow possesses an acoustic horizon, the gradients of physical quantities, as well as the surface gravity and the corresponding Hawking flux, generically exhibit formal divergences. There are two ways in which a real fluid can circumvent this physically unpalatable result. For a broad class of potentials, there is one particular flow which is regular everywhere, even at the horizon. In this case, it is obvious that the fluid itself will “choose” such a configuration. Mathematically, imposing the regularity condition at the horizon amounts to formulating an eigenvalue problem. However, there are physically interesting potentials — such as a linear one — for which this is impossible. We view this result as both a danger and an opportunity. A danger because infinite accelerations are clearly unphysical and indicate that the idealization of considering a irrotational barotropic inviscid perfect fluid (and this idealization underlies the standard derivations of the notion of acoustic metric ), is sure to break down in the neighborhood of any putative acoustic horizon. Indeed, the divergences will be avoided in real life simply because one or more of the simplifying hypothesis become invalid as $`vc`$.
On the other hand, this may be viewed as an opportunity: Once we regulate the infinite surface gravity, by adding for instance a finite viscosity, we find that the surface gravity becomes an extra free parameter, divorced from naive estimates based on the geometry of the fluid flow. The common naive estimates of the surface gravity take the form
$$g_H\frac{c^2}{R},$$
(9.1)
where $`R`$ is a typical length scale associated with the flow (a nozzle radius, or the radius of curvature of the horizon). The analysis of this note suggests that this estimate may in general be misleading because it does not take into account information regarding the dynamics of the flow. Because of this the surface gravity could be considerably larger than previously expected.
There is a potential source of confusion which we should clarify before wrapping up: in general relativity the physical acceleration of a stationary observer hovering just outside the black hole horizon diverges, but when an appropriate red-shift factor is applied and the properly defined surface gravity is calculated that surface gravity proves to be finite. On the contrary, in the acoustic black holes it is the Newtonian acceleration of the infalling observers that (in the absence of fine-tuning) diverges at the horizon, leading to an infinite surface gravity. Why the difference? It is here that the actual dynamical equations governing the background geometry come into play. The physics that is identical between gravitational black holes and acoustic black holes is the kinematical physics of fields propagating in the respective Lorentzian spacetime metrics. The physics which is different is that which depends on the dynamical equations of motion of the background geometry. For gravity, the latter is governed by the Einstein equations while for acoustic black holes it is governed by the hydrodynamic equations — these equations are sufficiently different that the geometries of the two Lorentzian metrics can be quite different, even though qualitative features such as the existence of event horizons may be quite similar.
Our general discussion, plus the specific example utilizing viscosity, makes it clear that it is the specific technical restrictions placed on the hydrodynamic equations that lead to the formally infinite surface gravity — and so one might wonder how much of the current analysis to trust. For example, in real superfluids the existence of roton excitations leads to a breakdown of irrotational flow before the acoustic horizon is reached . Adding vorticity is certainly technically complicated (see for instance the recent book by Ostashev ), but this may merely be a technical complication, not a fundamental barrier to progress. For technical discussions regarding the possibility (probability) of actually building acoustic black holes see . Note that the Garay et al. implementation of acoustic black holes is built on a different physical background; they use Bose–Einstein condensate governed by the Gross–Pitaevski equation rather than a barotropic fluid governed by the Euler-continuity equations. Therefore the perils and opportunities delineated in this article do not necessarily apply to their particular situation. A similar remark applies to Volovik’s implementation based on two-fluid models of superfluidity (for example <sup>3</sup>He-A), where the horizon is defined using the speed of the quasi-particles, rather than by the speed of sound per se. Of these two speeds, the former is much smaller than the latter, so the surface gravity at such horizons is always finite . In short, while specific physical implementations of the acoustic geometry idea all have their characteristic peculiarities and potential pitfalls, overall the experimental prospects continue to look extremely promising.
## Acknowledgements
We are grateful to Grisha Volovik for a remark that stimulated an improvement in the presentation. MV would like to thank Rob Myers and Ted Jacobson for some penetrating questions and useful discussion. SL and SS are grateful to John Miller and Ewa Szuszkiewicz for calling their attention on reference . SL acknowledges hospitality and financial support from the Washington University in Saint Louis, where part of this work was performed. The work of MV was supported by the US Department of Energy. MV also wishes to acknowledge hospitality and financial support from SISSA, Trieste.
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# Fourier power spectra at high frequencies: a way to distinguish a neutron star from a black hole
## 1 Introduction
Among the Galactic X-ray sources black holes (BH) distinguish themselves by the shape of their X-ray spectrum (see e.g. Tananbaum et al. (1972), Sunyaev & Truemper (1979), White, Kaluziensky & Swank (1984), Tanaka & Shibazaki (1996)). In the low spectral state BHs emit a significant part of their luminosity at energies of hundreds keV (see e.g. Sunyaev et al. (1991)), while neutron stars (NS) radiate much smaller part of their total luminosity in this energy range (see e.g. Barret et al. (2000)). A soft component that is present in the spectra of BH binaries in the high(soft) state has a characteristic temperature which can be significantly lower than that in the spectra of NS binaries with similar luminosity. Besides, the BH binaries in this soft spectral state demonstrate a hard power law tail (likely without a high energy cutoff up to 500-600 keV, see e.g. Sunyaev et al. 1988, 1992; Kroeger et al. (1996)), whereas bright accreting NSs have never yet shown such spectra (e.g. Tanaka & Shibazaki (1996)). These spectral properties were frequently used as a criterion to determine the nature of the compact object. We will not discuss here the widely accepted methods of establishing neutron star systems through the presence of pulsations or X-ray bursts. The detection of coherent pulsations indicates the presence of the strong magnetic field and rotation of the NS. X-ray bursts (type I) demonstrate that nuclear explosions occur in the matter that was collected at the surface of the NS during the accretion. However there is a significant number of sources, mostly transients, for which neither X-ray pulsations nor X-ray bursts have been observed. Below we propose another method of determining the nature of the compact object based on its power density spectrum (PDS) at the high frequencies f$`>`$10–100 Hz.
## 2 Observations and data analysis
We used the publicly available data of the Proportional Counter Array (PCA) aboard the Rossi X-ray Timing Explorer (RXTE) obtained in 1996–1998. We chose the observations of X-ray binaries in the low/hard spectral state with $`L_\mathrm{x}10^{36}10^{37}\mathrm{erg}/\mathrm{s}0.010.1L_{\mathrm{crit}}`$, where $`L_{\mathrm{crit}}`$ is the critical Eddington luminosity, made in 1996-1998. We only used the data when all 5 Proportional Counter Units (PCUs) were operational. The count rates for the sources vary from a few hundreds counts/sec/PCA to several thousands counts/sec/PCA for both NS and BH sources. Our sample of NS and BH binaries is presented in Table 1.
We constructed the power density spectra of the X-ray sources using $``$244 $`\mu `$sec ($`2^{12}`$ sec) time resolution light curves divided into parts containing 8192 bins. The obtained PDSs were normalized to the square of fractional variability (e.g. Miyamoto et al. (1991)) and the ideal Poissonian noise component ($`P_{\mathrm{Poiss}}(f)=2/R_{\mathrm{tot}}`$) was subtracted from them. Then the obtained PDSs were averaged. Fractional rms normalization is very useful for our purposes because it has counting statistics noise component, with a deviation from the ideal Poisson level ($`P_{\mathrm{Poiss}}(f)=2/R_{\mathrm{tot}}`$) which is fairly independent of a source count rate (see Eq. ). To subtract the real (not ideal) noise component due to the counting statistics from our PDSs we used the stationary Poissonian noise component level, modified by the deadtime effects described in the papers of Vikhlinin, Churazov & Gilfanov (1994), Zhang et al. (1995), Zhang et al. (1996) and successfully tested in e.g. Morgan, Greiner & Remillard (1997), Nowak et al. (1999) and Jernigan, Klein & Arons (2000).
The explicit form of the used frequency dependent counting statistics noise component, modified by deadtime effects appears as follows:
$`P_{\mathrm{dt}}(f)`$ $`=`$ $`{\displaystyle \frac{2}{R_{\mathrm{tot}}}}+{\displaystyle \frac{2\xi }{R_{\mathrm{tot}}}}([2R_{\mathrm{ph}}\tau _\mathrm{d}(1{\displaystyle \frac{\tau _\mathrm{d}}{2t_\mathrm{b}}})]`$ (1)
$`{\displaystyle \frac{N1}{N}}R_{\mathrm{ph}}\tau _\mathrm{d}\left({\displaystyle \frac{\tau _\mathrm{d}}{t_\mathrm{b}}}\right)\mathrm{cos}\left(2\pi t_\mathrm{b}f\right)`$
$`+R_{\mathrm{ph}}R_{\mathrm{vle}}\left[{\displaystyle \frac{\mathrm{sin}\left(\pi \tau _{\mathrm{vle}}f\right)}{\pi f}}\right]^2),`$
here $`f`$ – the frequency; $`R_{\mathrm{tot}}`$ – total (in our case – for 5 PCUs) count rate of the source in the energy band of our interest; $`R_{\mathrm{ph}}`$ – count rate of the source in one PCU in energy band of our interest, in our case $`R_{\mathrm{tot}}5R_{\mathrm{ph}}`$; $`R_{\mathrm{vle}}`$ – count rate of Very Large Events (VLE) in one PCU; $`\tau _\mathrm{d}`$ – deadtime value for any detected event, $``$9–10$`\mu s`$ (e.g. Jahoda et al. (1996), Jahoda et al. (1997)); $`\tau _{\mathrm{vle}}`$ – VLE preset window, $`61\mu s`$ (level 1) or $`150\mu s`$ (level 2) (see Giles (1995)); $`t_\mathrm{b}`$ – time binning in our light curves ($`244\mu s`$); $`N`$ – is the number of bins in the single light curve segment ($`N=8192`$ in our case); $`\xi `$ – is the dimensionless parameter (very close to 1.0) that was introduced to roughly take into account that the deadtime corrections for each PCU can be not strictly identical and the model assumption of stationary Poissonian process for the observed light curve is not exactly valid. But in reality $`\xi `$ value is very close, within a few %, to 1.0. The closeness of $`\xi `$ to 1.0 can be the indication that all used model parameters like $`t_\mathrm{d}`$ and $`\tau _{vle}`$ are close to the real ones.
Following the conservative approach adopted in Jernigan, Klein & Arons (2000) we fitted our PDSs at the highest frequencies ($`f>600`$ Hz for NSs and $`f50`$ Hz for BHs) with the model for the white noise component (Eq. without the first term, which was already subtracted) and the model for the source itself, leaving the deadtime model normalization parameters $`\xi `$ and $`R_{vle}`$ free. We used the simplest power law model for the intrinsic variability of the sources. The deduced white noise parameters $`\xi `$ and $`R_{vle}`$ were always consistent with the anticipated ones: $`\xi 1.0`$ (within a few %) and $`R_{vle}100180`$ cnts/s/PCU. In the cases when the $`R_{vle}`$ (VLE count rate) parameter was very poorly constrained (has large statistical errors) we have it frozen at the values determined from Standard\_1 mode data. This conservative approach helps us to subtract most of the PDS components that are not real components of the observed target. However, if the power spectrum of the observed source has weak and very flat noise at frequencies of 500–2000 Hz it might be treated as a noise component and will not be detected. In general, the used approach for the deadtime modeling still has some uncertainties such as the exact value of the deadtime for the photons $`t_\mathrm{d}`$, the stability of the VLE window $`\tau _{vle}`$ and so on. Therefore we believe that our PDSs still suffer from a small systematic uncertainty of the order of few$`\times 10^7`$ (a few percent of $`P_N(f)`$) in units of squared rms.
Since we were mainly interested in the high frequency continuum of the PDSs we paid special attention to all the known timing features of the PCA instrument (see e.g. PCA Group Internet Homepage http://lheawww.gsfc.nasa.gov/docs/xray/xte/pca). Apart from carefully estimating the deadtime modification of the Poissonian level in our PDSs, we ignored PCA channels 0–7 in all the analyzed data to avoid background events variability (PCA Group Internet Homepage; E. Morgan, private communication; see also Jernigan, Klein & Arons (2000)) that is especially important for a weak NS sources like SLX 1735–269 and for black holes because of their low intrinsic variability at high frequencies.
To complete our power spectra with the low frequency part ($`10^21`$ Hz) we used Standard\_1 mode data (0.125 sec time resolution). After the above procedure the power density spectra were renormalized to units of squared relative rms multiplied by frequency. This helps to better visualize the distribution of the power over the Fourier frequencies (e.g. Belloni et al. (1997)).
In Fig. 1 we present the power density spectra of 18 sources with subtracted frequency dependent white noise level obtained with the described procedure.
We will present below a comparison of the radiation spectra of Cyg X-1 and two NSs (Terzan2/1E1724-3045 and GX354-0). To get them we used the same RXTE data as for the timing analysis (see Table 1). The reduction of RXTE/PCA and RXTE/HEXTE data was done using standard FTOOLS 4.2 tasks and the methods recommended by RXTE Guest Observer Facility.
## 3 Results
In Fig. 1 (upper part of plots) we present the obtained power density spectra of nine X-ray bursters in the low/hard spectral state. For all of these sources the nature of the compact object is known – a NS with a weak magnetic field. In the lower part of Fig. 1 we present the power density spectra for nine BH candidates. For two of them (namely Cyg X-1, e.g. Gies & Bolton (1986) and GRO J1655-40, e.g. Shahbaz et al. (1999)) we have the mass determinations which indicate that these sources can not be NSs. The other sources are believed to be black hole binaries based on their spectral properties.
One can see the striking similarity between the PDSs of the NS binaries and BH candidates in the low spectral state up to $``$10 Hz, which was already stated in the literature (see e.g. Wijnands& van der Klis 1999b , Psaltis, Belloni & van der Klis (1999), Barret et al. (2000)). However, when we look at the high frequency part of the power spectra ($`>`$10–100 Hz) we notice that even in the absence of kHz quasiperiodic oscillations (QPOs) there is a dramatic difference between these two samples. The PDSs of NS binaries have significant broad noise components at the frequencies 500-1000 Hz, sometimes together with well known kHz QPOs. The power density spectra of the BH binaries in the low spectral state (the typical state for Cyg X-1) rapidly decrease at frequencies above 10 Hz and become by one–two orders of magnitude lower than those of the NSs in the same frequency band. The low frequency parts of the PDSs probably scale with the compact object mass (see e.g. Wijnands& van der Klis 1999b or Fig. 1). However, it is likely that the high frequency part of the PDSs of neutron stars demonstrates the additional noise component, see Fig. 1).
The observed empirical fact described above allows us to propose a new method for establishing the nature of the compact object in bright transient X-ray sources which appear a few times a year in the X-ray sky. We propose to classify sources whose PDS extends up to several hundred Hz without a strong decline (in coordinates “$`frequency\times power`$ vs. $`frequency`$”) as NSs with a weak magnetic field even if the kHz QPO components are not detected in the PDS.
We understand that the sample of sources used in our analysis is not overwhelming. Moreover, the same X-ray sources in the high spectral state usually demonstrate power spectra, that may significantly differ (see Fig. 2) from each other and from the low state PDS shown in Fig.1. In other words, the NS systems in the high/soft spectral state could demonstrate the absence of significant variability at high frequencies. Therefore the absence of high frequency variability can not be the reason to state that the source is a black hole candidate. However, we propose that any source that does demonstrate significant variability (continuum or QPO) at frequencies close to 1 kHz should be considered NS. Note that for four of the nine X-ray bursters represented in Fig. 1, kHz QPOs have not yet been observed.
## 4 On the nature of the difference in PDS
The fate of accreting matter is very different in the case of accretion onto a BH and NS with a small magnetic field. In the case of an accreting black hole all the observed radiation forms in an accretion disk, its corona or in an advection flow. In the case of a neutron star with a weak magnetic field a significant part of the total gravitational energy should be released in the boundary layer (e.g. Shakura&Sunyaev (1988), Popham & Sunyaev (2000)) or in a layer of spreading matter on the surface of the NS (Inogamov&Sunyaev (1999)). Approximately 2/3 of the total energy releases close to the star surface in the case of Schwarzschild geometry, see Sunyaev&Shakura (1986). Only about $``$1/3 of the total energy is released in the extended accretion disk. If the neutron star rotates rapidly these values change somewhat and the accretion disk contribution increases (see e.g. Sibgatullin&Sunyaev (1998)). The surface of the NS is an additional source of soft photons for Comptonization. This might be the reason why the spectra of black holes in the low/hard spectral state are generally harder than the spectra of NSs (e.g. Sunyaev&Titarchuk (1989), Sunyaev et al. (1991), Churazov et al. (1997), see also Fig. 3).
### 4.1 The instabilities originated in the accretion disk
In the standard accretion disk, the region of the main energy release is a resonator for acoustic and other instabilities with maximal frequencies close to $`\omega c_\mathrm{s}/H\omega _\mathrm{k}`$, here $`H`$ – the height of the accretion disk, $`c_\mathrm{s}`$ – is the speed of sound, $`\omega _\mathrm{k}`$ – Keplerian frequency. In the case of accretion on the BH with slow rotation the region of the main energy release extends from $`5R_\mathrm{g}`$ to $`27R_\mathrm{g}`$, here $`R_\mathrm{g}=2GM/c^2`$. For the heights $`H<R`$ and $`M_{\mathrm{BH}}10M_{}`$ there should be a maximal frequency $`f100`$ Hz. Secular (Lightman & Eardley 1974) and thermal (Shakura& Sunyaev 1976) instabilities may develop in the standard accretion disk but only in the region where the radiation pressure exceeds that of matter. The characteristic time scales of these instabilities are considerably longer ($`\tau 5/\alpha \omega _\mathrm{k}`$, where $`\alpha `$ 0.01-1 is the viscosity parameter, see Shakura&Sunyaev (1973)) than the sound oscillation time scales mentioned above. One can anticipate that the Velikhov-Chandrasekhar magnetorotational instability (Balbus & Hawley (1991)) could also result in the accretion disk variations on the time scales exceeding the orbital time. An analysis of the disk turbulence (e.g. Nowak& Wagoner (1995)) showed that a strong rollover above $``$100 Hz should present in the power spectra of an accretion disk. The phenomenological shot noise model (see e.g. Terrel (1972), Lochner, Swank & Szymkowiak (1991)) and the model of coronal energy release variations (e.g. Poutanen & Fabian (1999)) consider the similar absence of strong variability at frequencies higher than 100 Hz. The advection dominated accretion flow (e.g. Ichimaru (1977), Narayan & Yi (1994)) are not subject to the thermal instability mentioned above. In spite of the absence of detailed studies of different instabilities for the advection flows it seems quite reasonable to assume that a limit of the order of $`H/c_\mathrm{s}`$ may be valid in this case as well. Rapid BH rotation can lead to increased frequency values, but in this case the rotation parameter $`a`$ should be pretty close to the critical value 1. If $`a<0.5`$ the influence of the black hole rotation is small.
All instabilities existing in the accretion disk modulate the flow of matter onto the NS surface. Therefore, we could expect that the majority of the types of variabilities we observe in accreting BHs must manifest themselves in accreting NSs with characteristic times proportional to the mass of the accreting object (see e.g. Shakura&Sunyaev (1976), Wijnands& van der Klis 1999b , Inogamov&Sunyaev (2000)). However, in the BH systems the innermost regions of the accretion disk can generate the variability at its Keplerian frequencies (close to $``$100–200 Hz), but their contribution to the observed PDS can be small because of the decrease of the energy release close to the last stable orbit (e.g. Shakura&Sunyaev (1973)). In the NS case, where the boundary layer can possess all accretion disk frequencies, this variability could be more pronounced.
The simplest assumption is that the characteristics frequencies in the power spectra of the sources scale as $`M^1`$. This scaling law is valid for e.g. Keplerian frequency in the vicinity of the last stable orbit, thermal and secular instabilities of the accretion disk in the region of main energy release, Balbus–Hawley instability. However, this assumption is not enough to account for the observed difference in the high frequency variability of the NSs and the BHs. To demonstrate this we compared the PDS of the neutron star system Terzan2/1E1724–3045 ($`M_11.4M`$) with $`M_2/M_1`$ times scaled PDS of black hole system Cyg X-1 ($`M_210M_{}`$) (Fig. 1 and 4). It is obvious that such a scaling is important but insufficient to explain the high frequency variability of Terzan2. It is most likely that there is an additional component coming from the neutron star surface or boundary layer in its vicinity.
### 4.2 The spreading layer and the highest possible frequencies in the PDS of NSs
The inner boundaries of accretion disks around BHs and neutron stars lie at similar radii measured in the values of the gravitational radii of the central object. However, we expect a small energy release from the region with the radius smaller than the inner boundary of the accretion disk around a BH. In the case of NS accretion there is a solid surface and the matter should finally join this surface. We know this because of the existence of X-ray bursters. In accretion disks matter rotates with Keplerian velocity. The velocity of the surface of the NS is 6–3 times lower (see e.g. Strohmayer (1999) or van der Klis (2000) for reviews). Therefore matter must decelerate and release its kinetic energy in the narrow spreading layer on the surface of the NS. In the case of very low luminosities, less than 0.01 $`L_{\mathrm{crit}}`$ (where $`L_{\mathrm{crit}}`$ if the critical Eddington luminosity) all deceleration occurs in the narrow boundary layer between the innermost region of the accretion disk and the surface of the NS. We could consider this layer an atmosphere in which accreting matter is losing its kinetic energy and radiating it away (see e.g. Shakura&Sunyaev (1988)). At luminosities above 0.01 $`L_{\mathrm{crit}}`$ the radiation pressure does not permit such a simple picture. Matter rotates around a NS and slowly spirals up the meridian toward higher latitudes. In this flow the centrifugal force and the radiation pressure force balance gravitation with very high precision. Effective gravity (the difference between the gravitational force, centrifugal force and radiation pressure force) becomes hundreds of times smaller than the gravitational force. The turbulent friction with underlying denser layers rotating with the surface velocity of the star leads to the deceleration of the flow and energy release which is radiated away. This approach predicts the existence of two broad bright belts equidistant from the star equator. These belts are fed partially with the advection of thermal energy from the regions closer to the equator (Inogamov&Sunyaev (1999)). The luminosity of these bright belts exceeds the luminosity of the accretion disk.
The spreading layer may be considered a thin broad box. The flow along the latitude has Keplerian velocity in the vicinity of the equator and slowly decelerates to higher latitudes. This velocity is close to a hundred thousand kilometers per second. The sound velocity $`c_s`$ within the radiation dominated box is of the order of 20 000 km/sec. The highest sound frequencies inside the box are of the order of $`h/c_s`$ and might reach even 40 kHz in the case of low luminosities and 6-7 kHz in the case of luminosity close to the $`L_{\mathrm{crit}}`$ (Inogamov&Sunyaev (2000)), here $`h`$ is the thickness of the spreading layer. Simple consideration shows that we could expect a lot of turbulence generated sound, resonant sound waves and plasma instabilities with characteristic frequencies that do not end at the Keplerian frequencies, but can reach several kilohertz. The sound waves of much lower frequencies might also exist in the bright belts: one can estimate the characteristic frequencies $`fc_s/(2\pi R)300`$ Hz for the waves propagating along the latitude and $`fc_s/(R\mathrm{\Delta }\theta )`$a few kHz (where $`\mathrm{\Delta }\theta `$ – is the angular width of the bright belts) for the waves propagating along the meridian within the belts.
As well as we expect the Keplerian frequency on the last stable orbit ($`200`$Hz for $`M_{\mathrm{BH}}10M_{}`$) to be the maximal possible frequency for the BH variability in X-rays, 40 kHz and 7 kHz mentioned above might be the the maximal frequencies for the NSs PDS. In both cases (for BHs and NSs) the power spectra should drop sufficiently towards these frequencies, but might be high below them.
In the spreading layer we have very strong shear in the flows along the longitude. Under such circumstances the long living whirls like those of thyphoons, Jupiter red spot or “cats eyes” due to Kelvin-Helmholtz instability might regularly appear. The evolution of the chaotic magnetic field structure inflowing into the spreading layer through the neck of the accretion disk (region with $`d\mathrm{\Omega }/dr=0`$) may produce bright spots in the spreading layer. The accretion disk screens from us half of the star, making it completely unobservable. Part of the star surface is not visible due to eclipses by the star itself at any inclination angle except $`i`$ close to 0. The rotation of the bright spots leads to their regular eclipses. The duration of these eclipses is close to half of the period of the matter rotation in the spreading layer. The quasi regular eclipses (the velocity of the bright spot can slowly change) can also give rise to the additional variability (noise) of X-rays from the NS at frequencies of hundreds of Hz.
There are many different mechanisms of instabilities in the narrow (with heights from 400 m up to 1.5 km depending on the accretion rate or luminosity), thin spreading layer. Unfortunately, at the present level of sensitivity of RXTE we can not see a significant variability of the sources at the frequencies above 2–4 kHz. It is likely, that future missions with higher collecting area of the detectors can shed light on the very high frequency ($`f>510`$ kHz) variability phenomena.
###### Acknowledgements.
Authors thank Nail Inogamov, Marat Gilfanov, Eugene Churazov and Sergei Sazonov for helpful discussions. Also authors thank the referee, Michiel van der Klis, whose comments helped us to improve the paper. This research has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center. The work has been supported in part by RFBR grants RFFI 97-02-16264 and RFFI 00-15-96649.
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# 1 Introduction
## 1 Introduction
Many aspects of string physics in ten and eleven dimensions can be understood from a world volume point of view using D-branes and M-branes. In particular, duality symmetries of the full string theory admit a field theory realization on the world volume effective actions describing the low energy dynamics of these branes. Besides that, solutions of the classical equations of motion of the latter actions (world volume solitons) do admit a space time interpretation in terms of intersections of branes due to the gauge invariant character of the scalars describing these actions . In this paper we will study the realization of T-duality on SuperD-brane effective actions probing in constant $`G_{mn}`$ and $`b_{mn}`$ backgrounds, on their symmetry structures and on supersymmetric bosonic world volume solitons. Given the physical equivalence between bosonic commutative D-brane gauge theory actions on such backgrounds and non-commutative gauge theory , our analysis can be seen as a first step towards the supersymmetric extension of such an equivalence, giving a full detailed analysis of the commutative side.
It is well known that T-duality admits a field theory realization in the zero slope limit of closed string theory giving rise to the T-duality rules among the NS-NS and R-R massless fields and mapping $`N=2`$ $`D=10`$ IIA Supergravity into $`N=2`$ $`D=10`$ IIB Supergravity, or viceversa . One can ask whether such a realization exists in the same limit for the open string sector. This is answered by studying the T-duality properties of D-brane effective actions, which describe the low energy dynamics for the massless open string fields including their interactions with the massless closed string sector . In it was proved that the double dimensional reduction of a D$`p`$-brane action yields the direct dimensional reduction of a D($`p1`$)-brane. Their approach was based on the already known T-duality rules mapping type IIA/IIB backgrounds derived in . It was later proved in that the latter set of transformations could be derived from a pure world volume perspective, by requiring T-duality covariance of the Dirac-Born-Infeld (DBI) and the Wess-Zumino (WZ) terms appearing in the D-brane effective action.
T-duality covariance is the most natural requirement having in mind the conformal field theory description of D-branes in terms of open strings . D$`p`$-branes appear as hyperplanes on which open strings can end. The dimensionality $`(p+1)`$ depends on the number of scalar fields satisfying Neumann boundary conditions (b.c.). Since under a longitudinal T-duality,<sup>1</sup><sup>1</sup>1By a longitudinal T-duality, we mean a T-duality along a direction parallel to the hyperplane defined by the initial D$`p`$-brane. a Neumann b.c. is transformed into a Dirichlet b.c., we are left with an open string whose end points are constrained to move in a $`p`$-dimensional hyperplane i.e. D($`p1`$)-brane. Although the number of bosonic massless states in the open string spectrum remains invariant $`(\underset{¯}{\mathrm{𝟖}})`$, the number of bosonic scalar ones increases by one, while the number of bosonic vectorial ones decreases by the same amount. In other words, while the original bosonic massless open string spectrum fits into a vector supermultiplet in $`(1,p)`$ dimensions, the T-dual one fits into a vector supermultiplet in $`(1,p1)`$ dimensions . Thus, any effective field theory description of the initial and T-dual open string sectors should be a field theory realization of such vector multiplets in the corresponding dimensions. Since both of them are known to be of DBI + WZ type form , the requirement of T-duality covariance is certainly justified.
The analysis done in shows that the right way to realize a longitudinal T-duality on D-brane effective actions is to apply a double dimensional reduction, which requires the existence of an isometric direction, but without rewriting the ten dimensional background fields in terms of the nine dimensional ones <sup>2</sup><sup>2</sup>2It would also be interesting to study transverse T-duality on abelian D-brane effective actions, generalizing the approach followed in Matrix theory compactifications , but this is beyond the scope of the present paper.. Such a reduction consists of a partial gauge fixing of the world volume diffeomorphisms to fix in which direction the original D-brane is wrapping, and a functional truncation that discards the non-zero modes of the dynamical fields in the infinitely massive ($`R0`$) limit. This is again consistent with the conformal field theory picture, because whenever the radius $`R`$ of the circle along which we are T-dualizing becomes much more smaller than the string scale $`\sqrt{\alpha ^{}}`$, physics have a much more natural description in terms of the T-dual theory, which in our case is a $`p`$ dimensional field theory; the T-dual D($`p1`$)-brane effective action.
The extension of the analysis done in to the supersymmetric case is conceptually straightforward. When describing superD-branes, one must also include fermionic scalar fields $`\theta _i`$ $`(i=1,2)`$ having different ten dimensional chiralities in type IIA, and $`\theta _i^{}`$ with the same chiralities in type IIB. Being world volume scalars, we will just keep their zero modes along the direction of dualization. We will show how the requirement of T-duality covariance fixes the necessary chirality changing mapping between the fermionic degrees of freedom describing type IIA/IIB D-branes in addition to the one for bosonic fields. Furthermore, this mapping of dynamical degrees of freedom indeed maps the original DBI and WZ terms into the T-dual ones, thus generalizing not only previous bosonic analysis but also the supersymmetric one in which kappa gauge symmetry was fixed.
Our proof is not only concerned with effective actions but also uncovers their gauge and global symmetry structures, thus generalizing the corresponding bosonic analysis done in . In particular, we will show how kappa symmetry and supersymmetry transformations of D-branes probing in constant $`G_{mn}`$ and $`b_{mn}`$ are mapped under T-duality. Since we will always be concerned with T-duality performed along an isometric direction of the background it ensures the preservation of supersymmetry under the dualization . In this way, we will find out the T-duality transformation properties of the $`\mathrm{\Gamma }_\kappa `$ matrix appearing in kappa symmetry transformations.
We shall also study the effect of T-duality on bosonic supersymmetric world volume solitons. For any super-brane action in any background compatible with kappa symmetry, such configurations must satisfy
$$\mathrm{\Gamma }_\kappa ϵ=ϵ$$
(1.1)
which is from now on called kappa symmetry preserving condition . Here $`ϵ`$ is a linear combination of Killing spinors of the background and the number of supersymmetries preserved by the combined background/brane configuration is the number of linearly-independent solutions of (1.1). Such an equation involves, generically, a set of constraints among the excited dynamical fields or BPS equations and a set of supersymmetry projection conditions $`𝒫_iϵ=\pm ϵ`$ determining the type of branes described by the configuration. We will argue that the functionally truncated and partially gauge fixed BPS equations are the corresponding BPS equations describing the supersymmetric T-dual configuration. The supersymmetric projection conditions $`𝒫_i^{}ϵ^{}=\pm ϵ^{}`$ are obtained from the initial ones $`𝒫_iϵ=\pm ϵ`$ by rewriting them in terms of the T-dual Killing spinors $`ϵ=ϵ(ϵ^{})`$. This mapping having the same form as the one among dynamical fermionic fields $`\theta =\theta (\theta ^{})`$ which would have already been fixed by T-duality covariance of the SuperD-brane effective action.
It is interesting to remark that such mapping of supersymmetric world volume solitons we have described is nothing but a world volume realization of a well known algebraic mapping. D-brane effective actions are supersymmetric field theories, being ten dimensional target space covariant, whose group of global isometries contains the isometry supergroup of the background . In our case, they provide a field theory realization of $`N=2`$ $`D=10`$ IIA(IIB) SuperPoincare algebras for $`p`$ even(odd), which are known to be related by some transformation of their generators, reminiscent of T-duality . Given such a relation, BPS states in string theory admit different realizations. One is purely algebraic and is based on the saturation of the BPS bound in the supersymmetry algebra. Such a bound is exactly the same one derived from a hamiltonian analysis of brane effective actions , giving rise to some set of BPS equations, this being the field theoretical description of such states. These BPS equations derived from the phase space formulation of D-branes are entirely equivalent to the resolution of (1.1) due to the connection between the supersymmetry algebra and the structure of the kappa symmetry projector .
The mapping of BPS equations and supersymmetry projection conditions will be illustrated by some examples. To begin with, we will study the effect of T-duality on BIon and dyon solutions of D-brane effective actions probing SuperPoincaré $`(b_{mn}=0)`$ background. BIons are mapped among themselves, in agreement with the conformal field theory picture, while dyons are mapped to a non-threshold bound state of a D2-brane and a fundamental string parallel to it intersecting in a point with a D2-brane, altogether giving a $`\nu =\frac{1}{4}`$ threshold bound state. Later, we concentrate on solitons in $`b_{mn}0`$ constant backgrounds. In particular, we will study T-duality on tilted dyons and tilted BIons on non-threshold bound states of D-strings and D3-branes. We will show that, generically, just as constant flux of magnetic field on the D-brane is seen as D-branes at angles in the T-dual picture, constant electric field (induced by the electric components $`b_{0a}`$) boosts the configuration in the direction along which we are T-dualizing.
Having proved the mapping of supersymmetric world volume solitons under T-duality for constant $`G_{mn}`$ and $`b_{mn}`$ backgrounds we extend the proof for an arbitrary bosonic background, relying on the $`\theta =0`$ condition characterizing any bosonic configuration and the standard T-duality rules mapping bosonic backgrounds, from which we can derive the T-duality transformation properties of the bosonic kappa matrix $`\mathrm{\Gamma }_\kappa |_{\theta =0}`$. In this way, we show the generating solution character of T-duality transformations in the low energy description of the open string sector, in close analogy with such generating character already known in type IIA/IIB supergravities describing the massless closed string sector.
In sections 2-4 we discuss the T-duality covariance of the D-brane actions and their symmetry properties. Some details are given in appendices. In section 5 the mapping of world volume solitons is discussed with some examples. The extension to arbitrary bosonic background is examined in section 6. In the last section we comment on possible generalizations and/or extensions of our present work. They include T-duality of D-brane effective actions for arbitrary kappa symmetric backgrounds, non-BPS D-branes and non-abelian SuperD-branes.
## 2 Effective action and symmetry structure
The effective Lagrangian density of a type IIA D$`p`$-brane is a sum of DBI and WZ terms
$``$ $`=`$ $`^{DBI}+^{WZ},`$ (2.1)
$`^{DBI}`$ $`=`$ $`T_p\sqrt{det(𝒢_{\mu \nu }+_{\mu \nu })},`$ (2.2)
$`^{WZ}`$ $`=`$ $`[L^{WZ}]_{p+1},L^{WZ}=T_p𝒞e^{},`$ (2.3)
where $`T_p`$ is the D$`p`$-brane tension scaling as $`T_p(g_s\alpha ^{(p+1)/2})^1`$. Due to the fact that we are considering constant backgrounds all the dependence of the constant dilaton background is included in the string coupling constant through $`g_s=e^{\varphi _0}`$.
The DBI term depends on the world volume induced metric
$`𝒢_{\mu \nu }`$ $`=`$ $`E_\mu ^{\underset{¯}{a}}E_\nu ^{\underset{¯}{b}}\eta _{\underset{¯}{a}\underset{¯}{b}},`$ (2.4)
where $`E_\mu ^{\underset{¯}{a}}`$ stand for the components of the supersymmetric invariant one forms
$`E^{\underset{¯}{A}}`$ $``$ $`dZ^Me_M^{\underset{¯}{A}}=d\sigma ^\mu _\mu Z^Me_M^{\underset{¯}{A}}d\sigma ^\mu E_\mu ^{\underset{¯}{A}},`$ (2.5)
which for the backgrounds considered in this paper take the form
$`E^{\underset{¯}{a}}`$ $`=`$ $`d\stackrel{~}{x}^{\underset{¯}{a}}+\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}d\stackrel{~}{\theta }\mathrm{\Pi }^{\underset{¯}{a}},\stackrel{~}{x}^{\underset{¯}{a}}x^me_m^{\underset{¯}{a}},`$ (2.6)
$`E^{\underset{¯}{\alpha }}`$ $`=`$ $`d\stackrel{~}{\theta }^{\underset{¯}{\alpha }},\stackrel{~}{\theta }^{\underset{¯}{\alpha }}\theta ^\alpha e_\alpha ^{\underset{¯}{\alpha }}.`$ (2.7)
$`e_m^{\underset{¯}{a}}`$ and $`e_\alpha ^{\underset{¯}{\alpha }}`$ are constant components of the supervielbeins and $`Z^M(x^m,\theta ^\alpha )`$ parametrize the target superspace. It also depends on the supersymmetric invariant
$`=dVB,`$ (2.8)
where $`B`$ stands for the NS-NS two form, containing additional constant bosonic components ($`b_{mn}`$)
$`B`$ $`=`$ $`{\displaystyle \frac{1}{2}}dZ^MdZ^NB_{MN}=\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{a}}d\stackrel{~}{\theta }(d\stackrel{~}{x}^{\underset{¯}{a}}+{\displaystyle \frac{1}{2}}\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}d\stackrel{~}{\theta })+{\displaystyle \frac{1}{2}}dx^mdx^nb_{mn},`$ (2.9)
but still satisfying the supergravity constraint
$`H=dB`$ $`=`$ $`E^{\underset{¯}{\alpha }}(C\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{a}})_{\underset{¯}{\alpha }\underset{¯}{\beta }}E^{\underset{¯}{\beta }}E^{\underset{¯}{a}}(\overline{E}\mathrm{\Gamma }_{11}/\mathrm{\Pi }E),`$ (2.10)
where $`/\mathrm{\Pi }=\mathrm{\Gamma }_{\underset{¯}{a}}\mathrm{\Pi }^{\underset{¯}{a}}`$. For type IIB D$`(p1)`$-branes, the dynamical fields will be indicated by “primes” and $`\mathrm{\Gamma }_{11}`$ must be replaced by $`\tau _3`$.
Concerning the WZ term in (2.3), it is the $`p+1`$ form part of a symbolic sum of differential forms $`L^{WZ}`$ satisfying
$`dL^{WZ}`$ $`=`$ $`T_pe^{},`$ (2.11)
where $``$ is the field strength of the R-R gauge potential $`𝒞`$. The R-R field strength $``$ is expressed in type IIA as
$``$ $`=`$ $`\overline{E}𝒞_A(/\mathrm{\Pi })E,𝒞_A(/\mathrm{\Pi })={\displaystyle \underset{\mathrm{}=0}{}}(\mathrm{\Gamma }_{11})^{\mathrm{}+1}{\displaystyle \frac{/\mathrm{\Pi }^2\mathrm{}}{(2\mathrm{})!}}`$ (2.12)
whereas in type IIB as
$`^{}`$ $`=`$ $`\overline{E}^{}𝒮_B(/\mathrm{\Pi }^{})\tau _1E^{},𝒮_B(/\mathrm{\Pi }^{})={\displaystyle \underset{\mathrm{}=0}{}}(\tau _3)^{\mathrm{}}{\displaystyle \frac{/\mathrm{\Pi }^{{}_{}{}^{}2\mathrm{}+1}}{(2\mathrm{}+1)!}}.`$ (2.13)
Denoting the set of fields described by the SuperD-brane effective action (2.1) by
$$\{\varphi ^i\}=\{Z^M,V_\mu \},$$
(2.14)
we will decompose the infinitesimal transformations $`(\stackrel{~}{s}\varphi ^i)`$ leaving the effective action invariant, into gauge $`(s\varphi ^i)`$ and global $`(\mathrm{\Delta }\varphi ^i)`$ ones. The set of gauge symmetries involves world volume diffeomorphisms $`(\xi ^\mu )`$, an abelian $`U(1)`$ gauge symmetry $`(c)`$ and kappa symmetry $`(\kappa )`$. They are given by
$`s\stackrel{~}{x}^{\underset{¯}{a}}`$ $`=`$ $`\xi ^\mu _\mu \stackrel{~}{x}^{\underset{¯}{a}}+\delta _\kappa \stackrel{~}{x}^{\underset{¯}{a}}=\xi ^\mu _\mu \stackrel{~}{x}^{\underset{¯}{a}}\delta _\kappa \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}\stackrel{~}{\theta },`$ (2.15)
$`s\stackrel{~}{\theta }^{\underset{¯}{\alpha }}`$ $`=`$ $`\xi ^\mu _\mu \stackrel{~}{\theta }^{\underset{¯}{\alpha }}+\delta _\kappa \stackrel{~}{\theta }^{\underset{¯}{\alpha }},`$ (2.16)
$`sV_\mu `$ $`=`$ $`\xi ^\nu _\nu V_\mu +V_\nu _\mu \xi ^\nu +_\mu c+\delta _\kappa V_\mu ,`$ (2.17)
where the kappa symmetry transformation for the gauge field $`\delta _\kappa V_\mu `$ is determined by requiring the invariance of the gauge invariant tensor $``$ in (2.8) as
$`\delta _\kappa V_\mu =\delta _\kappa \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{a}}\stackrel{~}{\theta }\left(_\mu \stackrel{~}{x}^{\underset{¯}{a}}{\displaystyle \frac{1}{2}}\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}_\mu \stackrel{~}{\theta }\right)+{\displaystyle \frac{1}{2}}\delta _\kappa \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}\stackrel{~}{\theta }\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{a}}_\mu \stackrel{~}{\theta }+\delta _\kappa x^m_\mu x^nb_{mn},`$ (2.18)
while $`\delta _\kappa \stackrel{~}{\theta }`$ is fully determined by
$`\delta _\kappa \overline{\stackrel{~}{\theta }}`$ $`=`$ $`\overline{\kappa }(1\gamma ^{(p)}),\gamma ^{(p)}={\displaystyle \frac{\rho ^{(p)}}{\sqrt{det(𝒢+)}}}.`$ (2.19)
$`\rho ^{(p)}`$ is the $`(p+1)`$ world volume form coefficient of $`𝒮_A(/\mathrm{\Pi })e^{}`$ for type IIA theory,
$`\rho ^{(p)}`$ $`=`$ $`[𝒮_A(/\mathrm{\Pi })e^{}]_{p+1},𝒮_A(/\mathrm{\Pi })={\displaystyle \underset{\mathrm{}=0}{}}(\mathrm{\Gamma }_{11})^{\mathrm{}+1}{\displaystyle \frac{/\mathrm{\Pi }^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}`$ (2.20)
while for type IIB D($`p1`$)-brane
$`\rho ^{(p1)}`$ $`=`$ $`[𝒞_B(/\mathrm{\Pi }^{})e^{^{}}\tau _1]_p,𝒞_B(/\mathrm{\Pi }^{})={\displaystyle \underset{\mathrm{}=0}{}}(\tau _3)^{\mathrm{}+1}{\displaystyle \frac{/\mathrm{\Pi }^{}_{}{}^{}2\mathrm{}}{(2\mathrm{})!}}.`$ (2.21)
The set of global symmetries involves supersymmetry $`(ϵ)`$, bosonic translations $`(\mathrm{a}^m)`$ and Lorentz transformations $`(\omega ^{mn})`$.<sup>3</sup><sup>3</sup>3Along the whole paper, we will not take into account the infinite number of non-trivial global symmetries existing for the D-string and D0-brane effective actions , even though our conclusions also apply to them. They act as follows :
$`\mathrm{\Delta }\stackrel{~}{x}^{\underset{¯}{a}}`$ $`=`$ $`\delta _ϵ\stackrel{~}{x}^{\underset{¯}{a}}+\delta _\mathrm{a}\stackrel{~}{x}^{\underset{¯}{a}}+\delta _\omega \stackrel{~}{x}^{\underset{¯}{a}}=\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }^{\underset{¯}{a}}\stackrel{~}{\theta }+\mathrm{a}^{\underset{¯}{a}}+\omega _{\underset{¯}{b}}^{\underset{¯}{a}}\stackrel{~}{x}^{\underset{¯}{b}},`$ (2.22)
$`\mathrm{\Delta }\stackrel{~}{\theta }^{\underset{¯}{\alpha }}`$ $`=`$ $`\delta _ϵ\stackrel{~}{\theta }^{\underset{¯}{\alpha }}+\delta _\omega \stackrel{~}{\theta }^{\underset{¯}{\alpha }}=\stackrel{~}{ϵ}^{\underset{¯}{\alpha }}+{\displaystyle \frac{1}{4}}\omega ^{\underset{¯}{a}\underset{¯}{b}}\left(\mathrm{\Gamma }_{\underset{¯}{a}\underset{¯}{b}}\stackrel{~}{\theta }\right)^{\underset{¯}{\alpha }},`$ (2.23)
$`\mathrm{\Delta }V_\mu `$ $`=`$ $`\delta _ϵV_\mu +\delta _\mathrm{a}V_\mu +\delta _\omega V_\mu `$ (2.24)
$`=`$ $`\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{a}}\stackrel{~}{\theta }_\mu \stackrel{~}{x}^{\underset{¯}{a}}{\displaystyle \frac{1}{6}}\left(\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{a}}\stackrel{~}{\theta }\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}_\mu \stackrel{~}{\theta }+\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }_{\underset{¯}{a}}\stackrel{~}{\theta }\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }^{\underset{¯}{a}}_\mu \stackrel{~}{\theta }\right)`$
$`+\mathrm{\Delta }x^m_\mu x^nb_{mn}.`$
## 3 T-duality covariance of SuperD-branes
In this section, we will find the constraints derived from the T-duality covariance requirement on the DBI term (2.2) realizing a longitudinal T-duality transformation $`(𝒯_{})`$ on SuperD-brane effective actions, whose solution is given in the appendix. Afterwards, it will be proved that such a solution maps the WZ terms (2.3) of both theories.
It was argued in the introduction that $`𝒯_{}`$ was conveniently realized on the world volume action as a kind of double dimensional reduction. The latter consists of a partial gauge fixing of the world volume diffeomorphisms
$$z=\rho ,x^m\{x^{\widehat{m}},z\},\sigma ^\mu \{\sigma ^{\widehat{\mu }},\rho \},$$
(3.1)
saying in which direction the D-brane is locally wrapping the circle of radius $`R`$, besides a functional truncation
$$_\rho \varphi ^{\widehat{ı}}=0,\{\varphi ^{\widehat{ı}}\}=\{x^{\widehat{m}},\theta ^\alpha ,V_\mu \}$$
(3.2)
that discards all but the zero modes of the rest of dynamical fields in the limit $`R0`$.
As in the analysis of degrees of freedom done in , we will allow the following relations among $`\{\varphi ^{\widehat{ı}}\}`$ and $`\{\varphi ^{{}_{}{}^{}\widehat{ı}}\}`$
$`V_\rho `$ $`=`$ $`\eta z^{},V_{\widehat{\mu }}=V_{\widehat{\mu }}^{},`$ (3.3)
$`Z^{{}_{}{}^{}\widehat{M}_{}^{}}`$ $`=`$ $`(x^{{}_{}{}^{}\widehat{m}},\theta _i^{}_{}{}^{}\alpha )=Z^{\widehat{N}}\mathrm{\Gamma }_{\widehat{N}}^{\widehat{M}^{}},Z^{\widehat{M}}=(x^{\widehat{m}},\theta _i^\alpha ),`$ (3.4)
where $`\eta `$ and $`\mathrm{\Gamma }_{\widehat{N}}^{\widehat{M}^{}}`$ are some set of constants.
Requiring T-duality covariance for the DBI action (2.2),
$$T_pd^{p+1}\sigma \sqrt{det\left(𝒢+\right)}\underset{𝒯_{}}{}T_{p1}^{}d^p\sigma \sqrt{det\left(𝒢^{}+^{}\right)}$$
(3.5)
under the assumptions (3.1-3.4), allow us to derive <sup>4</sup><sup>4</sup>4The derivation is left to Appendix A. a relation between brane tensions
$$T_{p1}^{}=T_pR,R𝑑\rho \sqrt{𝒢_{\rho \rho }}$$
(3.6)
and a set of constraints among the background superfields
$`{\displaystyle \frac{\eta ^2}{G_{zz}}}`$ $`=`$ $`G_{zz}^{},`$ (3.7)
$`{\displaystyle \frac{\eta }{G_{zz}}}G_{\widehat{M}z}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{M}}^{\widehat{M}^{}}B_{\widehat{M}^{}z}^{},`$ (3.8)
$`{\displaystyle \frac{\eta }{G_{zz}}}B_{\widehat{M}z}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{M}}^{\widehat{M}^{}}G_{\widehat{M}^{}z}^{},`$ (3.9)
$`G_{\widehat{M}\widehat{N}}{\displaystyle \frac{1}{G_{zz}}}\{G_{\widehat{M}z}G_{\widehat{N}z}B_{\widehat{M}z}B_{\widehat{N}z}\}`$ $`=`$ $`()^{(M+M^{})N}\mathrm{\Gamma }_{\widehat{M}}^{\widehat{M}^{}}\mathrm{\Gamma }_{\widehat{N}}^{\widehat{N}^{}}G_{\widehat{M}^{}\widehat{N}^{}}^{},`$ (3.10)
$`B_{\widehat{M}\widehat{N}}{\displaystyle \frac{1}{G_{zz}}}()^{MN}\{B_{\widehat{M}z}G_{\widehat{N}z}G_{\widehat{M}z}B_{\widehat{N}z}\}`$ $`=`$ $`()^{(M+M^{})N}\mathrm{\Gamma }_{\widehat{M}}^{\widehat{M}^{}}\mathrm{\Gamma }_{\widehat{N}}^{\widehat{N}^{}}B_{\widehat{M}^{}\widehat{N}^{}}^{}.`$ (3.11)
Equation (3.6) is consistent with the T-dual tension, $`T_{p1}^{}(g_s^{}\alpha ^{p/2})^1`$ since $`g_s^{}=\frac{g_s\sqrt{\alpha ^{}}}{R}`$. The latter is equivalent to the standard T-duality transformation for the dilaton background field,
$`\varphi ^{}=\varphi {\displaystyle \frac{1}{2}}\mathrm{log}|G_{zz}|.`$ (3.12)
Equations (3.7)-(3.11) can be interpreted as the T-duality rules for the NS-NS background superfields considered in this paper. Since we already know such superfields, equations (3.7)-(3.11) can be used to fix the set of constants introduced in (3.4). The analysis is carried out in appendix A to which we refer for further details. It is nevertheless natural to expect two different sets of constraints, due to the fact that these superfields admit an expansion in the fermionic variables $`\theta `$. The first set has to do with the bosonic components of such superfields. They are the usual T-duality rules for the bosonic NS-NS background fields expressed in terms of the vielbeins
$`{\displaystyle \frac{b_{\widehat{m}z}}{\lambda }}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{m}}^{\widehat{n}}e_{\widehat{n}\underset{¯}{z}}^{},`$ (3.13)
$`e_{\widehat{m}\underset{¯}{z}}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{m}}^{\widehat{n}}{\displaystyle \frac{b_{\widehat{n}z}^{}}{\lambda ^{}}},`$ (3.14)
$`e_{\widehat{m}}^{\underset{¯}{\overset{^}{a}}}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{m}}^{\widehat{m}^{}}e_{\widehat{m}^{}}^{}{}_{}{}^{\underset{¯}{\overset{^}{a}}},`$ (3.15)
$`b_{\widehat{m}\widehat{n}}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{m}}^{\widehat{m}^{}}\mathrm{\Gamma }_{\widehat{n}}^{\widehat{n}^{}}[b_{\widehat{m}^{}\widehat{n}^{}}^{}{\displaystyle \frac{b_{[\widehat{m}^{}z}^{}}{\lambda ^{}}}e_{\widehat{n}^{}]\underset{¯}{z}}^{}],`$ (3.16)
where we have splitted the flat tangent space indices as $`\underset{¯}{a}=(\underset{¯}{\overset{^}{a}},\underset{¯}{z})`$. We have also made use of a local $`SO(1,9)`$ rotation in both type IIA/B tangent spaces to choose
$`e_z^{\underset{¯}{a}}`$ $`=`$ $`\lambda \delta _{\underset{¯}{z}}^{\underset{¯}{a}},e_z^{{}_{}{}^{}\underset{¯}{a}}=\lambda ^{}\delta _{\underset{¯}{z}}^{\underset{¯}{a}}`$ (3.17)
with $`\lambda `$ and $`\lambda ^{}`$ being some constants standing for $`\sqrt{G_{zz}}`$ and $`\sqrt{G_{z^{}z^{}}}`$, respectively.
The second set of constraints, related to the fermionic components of the NS-NS superfields, fixes the chirality change mapping of the target space spinor fields up to signs
$`\stackrel{~}{\theta }_1`$ $`=`$ $`a_2\stackrel{~}{\theta }_2^{},\stackrel{~}{\theta }_2=a_1\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{\theta }_1^{},`$ (3.18)
where
$`\mathrm{\Gamma }_{11}\stackrel{~}{\theta }_i`$ $`=`$ $`(1)^{i+1}\stackrel{~}{\theta }_i,\tau _3\stackrel{~}{\theta }_i^{}=(1)^{i+1}\stackrel{~}{\theta }_i^{},`$ (3.19)
and $`a_{1}^{}{}_{}{}^{2}=a_{2}^{}{}_{}{}^{2}=1`$. From these equations and the algebra of Pauli matrices, the following set of identities can be derived
$`\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}_{\widehat{\mu }}\stackrel{~}{\theta }=\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}_{\widehat{\mu }}\stackrel{~}{\theta }^{},\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }^{\underset{¯}{z}}_{\widehat{\mu }}\stackrel{~}{\theta }=\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{z}}_{\widehat{\mu }}\stackrel{~}{\theta }^{},`$
$`\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}_{\widehat{\mu }}\stackrel{~}{\theta }=\overline{\stackrel{~}{\theta }}^{}\tau _3\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}_{\widehat{\mu }}\stackrel{~}{\theta }^{},\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{z}}_{\widehat{\mu }}\stackrel{~}{\theta }=\overline{\stackrel{~}{\theta }}^{}\tau _3\mathrm{\Gamma }^{\underset{¯}{z}}_{\widehat{\mu }}\stackrel{~}{\theta }^{}.`$ (3.20)
The same form of formulas are also applied when $`\theta (\theta ^{})`$ and $`\theta (\theta ^{})`$ are replaced by any IIA(IIB) spinors related by (3.18).
The T-duality covariance of the WZ actions follows from (B.5) in Appendix B,
$`(e^{})=a_1a_2\lambda (^{}e^{^{}})d\rho .`$ (3.21)
The WZ action of IIB D-brane is obtained by integrating the IIA one over $`\rho `$ if $`a_1a_2=1`$,
$`_A^{WZ}`$ $`\underset{𝒯_{}}{}`$ $`_B^{WZ}.`$ (3.22)
## 4 T-duality and symmetry structure
Let us define by $`𝒜`$ the subspace of the field configuration space defined by the partial gauge fixing $`(z=\rho )`$ and functional truncation $`(_\rho \varphi ^{\widehat{ı}}=0)`$. In general, $`𝒜`$ is not left invariant under $`\stackrel{~}{s}\varphi ^i`$, so we must require two consistency conditions. The first one ensures that $`\stackrel{~}{s}z`$ will not move our configuration from the gauge slice defined by the partial gauge fixing,
$$\stackrel{~}{s}z|_𝒜=0\xi ^\rho =\left(\delta _\kappa z+\mathrm{\Delta }z\right)|_𝒜.$$
(4.1)
The second consistency condition ensures that $`\stackrel{~}{s}\varphi ^{\widehat{ı}}`$ will respect the functional truncation
$$(_\rho \stackrel{~}{s}\varphi ^{\widehat{ı}})|_𝒜=0,$$
(4.2)
constraining the gauge and global parameters. A sufficient solution of this set of constraints is given by
$`\xi ^{\widehat{\mu }}=\xi ^{\widehat{\mu }}(\sigma ^{\widehat{\nu }}),\kappa =\kappa (\sigma ^{\widehat{\nu }}),c(\sigma ^{\widehat{\mu }},\rho )=\widehat{c}(\sigma ^{\widehat{\mu }})+A\rho ,`$ (4.3)
$`\omega ^{\underset{¯}{z}\underset{¯}{\overset{^}{a}}}=0,`$ (4.4)
which is explicitly breaking the global symmetry group $`SO(1,9)`$ into the $`SO(1,8)`$. The fixation of the diffeomorphism with respect to $`\rho `$ will induce compensating transformations through (4.1) modifying the transformation property of $`V_{\widehat{\mu }}`$. In this way, the symmetry structure $`(\stackrel{~}{s}\varphi ^{\widehat{ı}}|_𝒜)`$ of the partially gauge fixed truncated action is found. The gauge symmetries are given by <sup>5</sup><sup>5</sup>5It should be understood that the transformations appearing in the right hand side of the forthcoming equations must be computed in $`𝒜`$.
$`s\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}|_𝒜`$ $`=`$ $`\xi ^{\widehat{\mu }}_{\widehat{\mu }}\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}\delta _\kappa \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}\stackrel{~}{\theta }`$ (4.5)
$`s\stackrel{~}{\theta }^{\underset{¯}{\alpha }}|_𝒜`$ $`=`$ $`\xi ^{\widehat{\mu }}_{\widehat{\mu }}\stackrel{~}{\theta }^{\underset{¯}{\alpha }}+\delta _\kappa \stackrel{~}{\theta }^{\underset{¯}{\alpha }}`$ (4.6)
$`sV_\rho |_𝒜`$ $`=`$ $`\xi ^{\widehat{\mu }}_{\widehat{\mu }}V_\rho \delta _\kappa \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{\theta }\lambda +\delta _\kappa x^{\widehat{m}}b_{\widehat{m}z}`$ (4.7)
$`sV_{\widehat{\mu }}|_𝒜`$ $`=`$ $`\xi ^{\widehat{\nu }}_{\widehat{\nu }}V_{\widehat{\mu }}+V_{\widehat{\nu }}_{\widehat{\mu }}\xi ^{\widehat{\nu }}+_{\widehat{\mu }}c^{}+\delta _\kappa ^{}V_{\widehat{\mu }}`$ (4.8)
and the global symmetries are
$`\mathrm{\Delta }\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}|_𝒜`$ $`=`$ $`\delta _ϵ\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}+\delta _\mathrm{a}\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}+\delta _\omega \stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}=\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}\stackrel{~}{\theta }+\mathrm{a}^{\underset{¯}{\overset{^}{a}}}+\omega _{\underset{¯}{\overset{^}{b}}}^{\underset{¯}{\overset{^}{a}}}\stackrel{~}{x}^{\underset{¯}{\overset{^}{b}}}`$ (4.9)
$`\mathrm{\Delta }\stackrel{~}{\theta }^{\underset{¯}{\alpha }}|_𝒜`$ $`=`$ $`\delta _ϵ\stackrel{~}{\theta }^{\underset{¯}{\alpha }}+\delta _\omega \stackrel{~}{\theta }^{\underset{¯}{\alpha }}=\stackrel{~}{ϵ}^{\underset{¯}{\alpha }}+{\displaystyle \frac{1}{4}}\omega ^{\underset{¯}{\overset{^}{a}}\underset{¯}{\overset{^}{b}}}\left(\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}\underset{¯}{\overset{^}{b}}}\stackrel{~}{\theta }\right)^{\underset{¯}{\alpha }}`$ (4.10)
$`\mathrm{\Delta }V_\rho |_𝒜`$ $`=`$ $`A+\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{\theta }\lambda +\mathrm{\Delta }x^{\widehat{m}}b_{\widehat{m}z}`$ (4.11)
$`\mathrm{\Delta }V_{\widehat{\mu }}|_𝒜`$ $`=`$ $`\delta _ϵ^{}V_{\widehat{\mu }}+\delta _\mathrm{a}^{}V_{\widehat{\mu }}+\delta _\omega ^{}V_{\widehat{\mu }},`$ (4.12)
where
$`\delta _i^{}V_{\widehat{\mu }}=\delta _iV_{\widehat{\mu }}+\delta _iz_{\widehat{\mu }}V_\rho ,i=(\kappa ,ϵ,\mathrm{a},\omega )`$ (4.13)
and
$`c^{}`$ $`=`$ $`c+V_\rho \xi ^\rho .`$ (4.14)
In the following we will see that these transformations give the right transformation properties of the T-dual variables, that is we will prove that the whole symmetry structure of these theories is properly mapped under T-duality. To begin with, $`(p1)`$ dimensional diffeomorphisms and $`U(1)`$ gaume symmetry $`(\xi ^{\widehat{\mu }},c^{})`$ are trivially mapped as can be seen by inspection of equations (4.5)-(4.8). As we already know from the bosonic analysis, $`V_\rho `$ becomes the new T-dual scalar, as can be seen from its diffeomorphism transformation (4.7).
### 4.1 Kappa symmetry
In Appendix C, it is proved that
$$\delta _\kappa \stackrel{~}{\theta }^{\underset{¯}{\alpha }}|_𝒜\underset{𝒯_{}}{}\delta _\kappa ^{}\stackrel{~}{\theta ^{}}^{\underset{¯}{\alpha }},$$
(4.15)
where IIA and IIB kappa parameter functions are related by the same form of equations as $`\theta `$’s in (3.18)
$`\stackrel{~}{\kappa }_1`$ $`=`$ $`a_2\stackrel{~}{\kappa }_2^{},\stackrel{~}{\kappa }_2=a_1\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{\kappa }_1^{}.`$ (4.16)
It shows that kappa symmetry transformations of the fermionic sector of the theory are correctly mapped under T-duality. Once (4.15) is known, it is straightforward to extend the proof for $`\delta _\kappa \stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}`$, using the identities (3.20). The first non-trivial check is the gauge symmetry analysis of the T-duality mapping $`V_\rho |_𝒜=\eta z^{}`$ in (3.4),
$`\delta _\kappa V_\rho |_𝒜=\delta _\kappa \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{\theta }\lambda +\delta _\kappa x^{\widehat{m}}b_{\widehat{m}z}\underset{𝒯_{}}{}\eta \delta _\kappa z^{}=\lambda \delta _\kappa ^{}\overline{\stackrel{~}{\theta ^{}}}\mathrm{\Gamma }^{\underset{¯}{z}}\stackrel{~}{\theta ^{}}+\lambda \delta _\kappa ^{}x^{\widehat{m}}e_{\widehat{m}}^{}{}_{}{}^{\underset{¯}{z}}.`$ (4.17)
It can be seen that $`\delta _\kappa V_\rho |_𝒜`$ turns out to be the kappa symmetry transformation for the T-dual scalar $`\delta _\kappa ^{}z^{}`$, thus allowing us to write the kappa symmetry transformations of the bosonic scalar sector in the T-dual description in a fully ten dimensional covariant way
$`\delta _\kappa ^{}\stackrel{~}{x}^{\underset{¯}{a}}=\delta _\kappa ^{}\overline{\stackrel{~}{\theta ^{}}}\mathrm{\Gamma }^{\underset{¯}{a}}\stackrel{~}{\theta ^{}},\mathrm{for}\underset{¯}{a}=(\underset{¯}{\overset{^}{a}},\underset{¯}{z}).`$ (4.18)
We are left with kappa transformations of the $`V_{\widehat{\mu }}`$ components. There is an additional contribution to the kappa transformation from $`\xi ^\rho `$ in (4.1). Using the identities (3.20), it can be shown that
$$\delta _\kappa ^{}V_{\widehat{\mu }}\left(\delta _\kappa V_{\widehat{\mu }}+\delta _\kappa z_{\widehat{\mu }}V_\rho \right)\underset{𝒯_{}}{}\delta _\kappa ^{}V_{\widehat{\mu }}^{},$$
(4.19)
where
$`\delta _\kappa ^{}V_{\widehat{\mu }}^{}=\delta _\kappa ^{}\overline{\stackrel{~}{\theta }^{}}\tau _3\mathrm{\Gamma }_{\underset{¯}{a}}\stackrel{~}{\theta }^{}\left(_{\widehat{\mu }}\stackrel{~}{x}^{{}_{}{}^{}\underset{¯}{a}}{\displaystyle \frac{1}{2}}\overline{\stackrel{~}{\theta }^{}}\mathrm{\Gamma }^{\underset{¯}{a}}_{\widehat{\mu }}\stackrel{~}{\theta }^{}\right)+{\displaystyle \frac{1}{2}}\delta _\kappa ^{}\overline{\stackrel{~}{\theta }^{}}\mathrm{\Gamma }^{\underset{¯}{a}}\stackrel{~}{\theta }^{}\overline{\stackrel{~}{\theta }^{}}\tau _3\mathrm{\Gamma }_{\underset{¯}{a}}_{\widehat{\mu }}\stackrel{~}{\theta }^{}+\delta _\kappa ^{}x_{}^{}{}_{}{}^{m}_{\widehat{\mu }}x_{}^{}{}_{}{}^{n}b_{mn}^{}`$
(4.20)
which finishes the proof of our claim.
### 4.2 Supersymmetry
It is natural to apply the T-duality transformation properties of the fermionic scalar fields (3.18) for the supersymmetry parameters
$`\stackrel{~}{ϵ}_1`$ $`=`$ $`a_2\stackrel{~}{ϵ}_2^{},\stackrel{~}{ϵ}_2=a_1\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{ϵ}_1^{}.`$ (4.21)
In this way
$$\delta _ϵ\stackrel{~}{\theta }^{\underset{¯}{\alpha }}|_𝒜\underset{𝒯_{}}{}\delta _ϵ^{}\stackrel{~}{\theta ^{}}^{\underset{¯}{\alpha }}$$
(4.22)
and the corresponding behaviour for $`\delta _ϵ\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}`$ follows immediately. We are thus left with the supersymmetry transformations of the gauge field. To begin with,
$`\delta _ϵV_\rho =\overline{\stackrel{~}{ϵ}}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_{\underset{¯}{z}}\stackrel{~}{\theta }\lambda +\delta _ϵx^{\widehat{m}}b_{\widehat{m}z}\underset{𝒯_{}}{}\eta \delta _ϵz^{}=\lambda (\overline{\stackrel{~}{ϵ}^{}}\mathrm{\Gamma }^{\underset{¯}{z}}\stackrel{~}{\theta }^{}\overline{\stackrel{~}{ϵ}^{}}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}\stackrel{~}{\theta }^{}e_{\underset{¯}{\overset{^}{a}}}^{\widehat{m}}e_{\widehat{m}}^{\underset{¯}{z}})`$ (4.23)
from which the ten dimensional character of $`V_\rho `$ can be emphasized again and
$`\delta _ϵ^{}\stackrel{~}{x}^{\underset{¯}{a}}=\delta _ϵ^{}\overline{\stackrel{~}{\theta ^{}}}\mathrm{\Gamma }^{\underset{¯}{a}}\stackrel{~}{\theta ^{}}\mathrm{for}\underset{¯}{a}=(\underset{¯}{\overset{^}{a}},\underset{¯}{z}).`$ (4.24)
Concerning to $`V_{\widehat{\mu }}`$ the susy transformation modified by $`\xi ^\rho `$ is mapped to the IIB one as in the kappa symmetry case,
$$\delta _ϵ^{}V_{\widehat{\mu }}\left(\delta _ϵV_{\widehat{\mu }}+\delta _ϵz_{\widehat{\mu }}V_\rho \right)\underset{𝒯_{}}{}\delta _ϵ^{}V_{\widehat{\mu }}^{}.$$
(4.25)
### 4.3 Poincare Bosonic global symmetries
Let us concentrate on the manifest $`ISO(1,8)`$ symmetry group. From the transformation of $`\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}`$ in (4.9) and $`V_\rho `$ in (4.11) it follows
$`\mathrm{\Delta }\stackrel{~}{x}^{{}_{}{}^{}\underset{¯}{\overset{^}{a}}}=\mathrm{a}^{\underset{¯}{\overset{^}{a}}}+\omega _{\underset{¯}{\overset{^}{b}}}^{\underset{¯}{\overset{^}{a}}}x^{\underset{¯}{\overset{^}{b}}},\mathrm{\Delta }\stackrel{~}{x}^{{}_{}{}^{}\underset{¯}{z}}`$ $`=`$ $`A\lambda ^{},`$ (4.26)
which allows us to interpret it as the corresponding $`ISO(1,8)`$ infinitesimal transformations and a $`\stackrel{~}{x}^{{}_{}{}^{}\underset{¯}{z}}`$ coordinate translation in the T-dual target space, whenever we take the constant $`A`$ as $`A=\frac{\mathrm{a}^{\underset{¯}{z}}}{\lambda ^{}}`$, without loss of generality. It is worthwhile emphasizing, as in , that the origin of the translational symmetry is the original $`U(1)`$ gauge symmetry. Furthermore
$$\delta _\mathrm{a}^{}V_{\widehat{\mu }}+\delta _\omega ^{}V_{\widehat{\mu }}\delta _\mathrm{a}^{}V_{\widehat{\mu }}^{}+\delta _\omega ^{}V_{\widehat{\mu }}^{}+_{\widehat{\mu }}c_{(1)}$$
(4.27)
does describe the $`ISO(1,8)`$ transformations in the T-dual theory up to a $`U(1)`$ transformation, which can be absorbed in a redefinition of the T-dual $`U(1)`$ gauge parameter $`c^{}`$ without loss of generality.
The latter analysis shows the existence of the $`ISO(1,8)`$ symmetry group, but we know it should be enhanced to the full $`ISO(1,9)`$. In fact, there is no theorem guaranteeing the equality of the full symmetry group of the T-dual effective action with the symmetry group of the partially gauge fixed truncated action. What is indeed true is that the latter group is a subgroup of the former. In other words, $`H^{1,p+1}(s|d)H^{1,p}(s_𝒜|d_𝒜)`$, $`H^{1,n}(s|d)`$ being the cohomological group at ghost number minus one characterizing the set of non-trivial global symmetries of any n-dimensional classical field theory . There are examples of such an enhancement in the literature. For instance, the D-string effective action is known to have an infinite set of non-trivial global symmetries , while such structure is not known to exist for the D2-brane effective action, even though they are T-dual to each other. In the present case, it is certainly true that the T-dual theory is invariant under the following set of rotations,
$`\mathrm{\Delta }\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}`$ $`=`$ $`\omega ^{\underset{¯}{\overset{^}{a}}\underset{¯}{z}}\stackrel{~}{x}^{\underset{¯}{z}},\mathrm{\Delta }\stackrel{~}{x}^{\underset{¯}{z}}=\omega _{\underset{¯}{\overset{^}{a}}}^{\underset{¯}{z}}\stackrel{~}{x}^{\underset{¯}{\overset{^}{a}}}`$ (4.28)
$`\mathrm{\Delta }\stackrel{~}{\theta }^{\underset{¯}{\alpha }}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\omega ^{\underset{¯}{z}\underset{¯}{\overset{^}{b}}}\left(\mathrm{\Gamma }_{\underset{¯}{z}\underset{¯}{\overset{^}{b}}}\stackrel{~}{\theta }^{}\right)^{\underset{¯}{\alpha }}`$ (4.29)
$`\mathrm{\Delta }V_{\widehat{\mu }}^{}`$ $`=`$ $`\mathrm{\Delta }x^m_{\widehat{\mu }}x^nb_{mn}^{}`$ (4.30)
as is clear from the fact that the T-dual IIB action has manifest $`ISO(1,9)`$ invariance.
## 5 Supersymmetric world volume solitons
The goal of the present section is to prove that any bosonic supersymmetric world volume soliton of a IIA D$`p`$-brane in constant $`G_{mn}`$, $`b_{mn}`$ backgrounds is mapped under T-duality into the corresponding bosonic supersymmetric world volume configuration for the T-dual theory. This will be shown in two different, but complementary, ways. First of all, the T-duality behaviour of the kappa symmetry preserving condition will be analyzed, and after that, the same analysis will be carried in the hamiltonian formalism describing D-branes , paying special attention into the hamiltonian constraint, giving rise to the energy density of such BPS configurations.
It is known that any bosonic supersymmetric world volume configuration must satisfy
$$\mathrm{\Gamma }_\kappa ϵ=ϵ,$$
(5.1)
where $`\mathrm{\Gamma }_\kappa `$ is the matrix appearing in the kappa symmetry transformations $`(\delta _\kappa \stackrel{~}{\theta }^\alpha )`$ while $`ϵ`$ is the Killing spinor of the corresponding background geometry, in our case a constant spinor. It will be useful to determine $`\mathrm{\Gamma }_\kappa `$ explicitly, in terms of the $`\gamma ^{(p)}`$ matrix appearing in our previous discussions of kappa symmetry. Due to the fact that $`\overline{\stackrel{~}{\theta }}=\stackrel{~}{\theta }^tC`$, where $`C`$ is the antisymmetric charge conjugation matrix, it is straightforward to derive the type IIA relation
$`\mathrm{\Gamma }_\kappa `$ $`=`$ $`C^1\gamma ^{(p)t}C={\displaystyle \frac{1}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{/\mathrm{\Pi }^{2\mathrm{}+1}(\mathrm{\Gamma }_{11})^{\mathrm{}+1}}{(2\mathrm{}+1)!}}e^{}]_{p+1}`$ (5.2)
whereas for type IIB D($`p1`$)-brane, it reads as
$`\mathrm{\Gamma }_\kappa ^{}^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{(/\mathrm{\Pi })^{}_{}{}^{}2\mathrm{}}{(2\mathrm{})!}}(\tau _3)^{\mathrm{}+1}\tau _1e^{^{}}]_p.`$ (5.3)
### 5.1 BPS equations and susy projectors
It will be proved that the kappa symmetry preserving condition (5.1), when projected into the subspace $`𝒜`$ and applying a T-duality transformation on the background $`(e_{m}^{}{}_{}{}^{\underset{¯}{a}},b_{mn})`$, dynamical fields $`(\varphi ^i)`$ and Killing spinor $`(ϵ)`$, is correctly mapped into the corresponding kappa symmetry preserving condition in the T-dual theory $`\mathrm{\Gamma }_\kappa ^{}ϵ^{}=ϵ^{}`$. Consider equation (5.1) and split it into its different chiral components
$`ϵ_1`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{(1)^{\mathrm{}+1}/\mathrm{\Pi }^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}e^{}]_{p+1}ϵ_2,`$
$`ϵ_2`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{/\mathrm{\Pi }^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}e^{}]_{p+1}ϵ_1.`$ (5.4)
Using the T-duality relations
$`ϵ_1=a_2ϵ_2^{},ϵ_2=a_1\mathrm{\Gamma }_{\underset{¯}{z}}ϵ_1^{},`$ (5.5)
and the T-duality transformation properties of the matrix $`\mathrm{\Gamma }_\kappa `$, equations (5.4) can be rewritten as
$`a_2ϵ_2^{}`$ $`=`$ $`{\displaystyle \frac{a_1}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}\{(1)^{\mathrm{}}{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}\}e^{^{}}]_pϵ_1^{},`$ (5.6)
$`a_1ϵ_1^{}`$ $`=`$ $`{\displaystyle \frac{a_2}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}\{{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}\}e^{^{}}]_pϵ_2^{}.`$ (5.7)
which are combined to give the final result
$`ϵ^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}\{{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}(\tau _3)^{\mathrm{}+1}\}\tau _1e^{^{}}]_pϵ^{}=\mathrm{\Gamma }_\kappa ^{}^{}ϵ^{}.`$
It is important to stress that the latter proof applies to any configuration solving the kappa symmetry preserving condition in the subspace $`𝒜`$. Since any solution to such a condition involves a set of BPS equations and a set of supersymmetry projection conditions, we conclude that both sets of equations are mapped to the corresponding BPS equations and supersymmetry projection conditions under T-duality, thus generating a supersymmetric world volume soliton for the T-dual theory. This is nothing but the same phenomena observed in supergravity theories describing the low energy dynamics of the massless closed string spectrum. There, T-duality is a generating solution transformation. The above proof, which will be examined in particular examples in next subsections, ensures the same generating character for the low energy dynamics of the massless open string spectrum.
### 5.2 Hamiltonian analysis
Given any world volume brane theory, and for any bosonic supersymmetric configuration solving (5.1), one can always use its phase space formulation to compute its energy density . When the world volume theory is defined on a SuperPoincaré background, it gives us a field theory realization of the SuperPoincaré algebra. Since BPS states are known to saturate the BPS bound, it must always be possible to write the energy density as a sum of squares,
$`^2`$ $`=`$ $`_0^2+𝒵^2+{\displaystyle \underset{i}{}}\left(t^if_i(\varphi ^j)\right)^2,`$ (5.9)
for non-threshold BPS states and
$`^2`$ $`=`$ $`(_0+𝒵)^2+{\displaystyle \underset{i}{}}\left(t^if_i(\varphi ^j)\right)^2,`$ (5.10)
for threshold BPS states. Here $`_0`$ stands for the energy density of the vacuum configuration and $`f_i(\varphi ^j)=0`$ stand for the set of BPS equations derived from (5.1). They allow us to define a natural lower bound on the energy or BPS bound respectively,
$``$ $``$ $`\sqrt{_0^2+𝒵^2},`$ (5.11)
$``$ $``$ $`_0+|𝒵|`$ (5.12)
being saturated precisely when $`f_i(\varphi ^j)=0`$ are satisfied, thus justifying their qualification as BPS equations<sup>6</sup><sup>6</sup>6We have assumed the existence of a single $`𝒵`$ charge in the above derivation, but the extension to more general configurations is straightforward and completely analogous to the BPS bounds derived from a pure algebraic approach..
If our previous analysis was correct, it should be possible to prove that the hamiltonian constraint of the original theory is mapped to the T-dual hamiltonian constraint in the T-dual theory. To prove this we will study the phase space description of D-branes in constant $`G_{mn}`$ and $`b_{mn}`$ backgrounds by setting $`\theta =0`$. The phase space formulation is given by
$``$ $`=`$ $`P_m\dot{x}^m+E^a\dot{V}_a+V_t_aE^as^a\left(\stackrel{~}{P}_{\underset{¯}{a}}\mathrm{\Pi }_a^{\underset{¯}{a}}+E^b_{ab}\right)`$ (5.13)
$`{\displaystyle \frac{1}{2}}v\left[\stackrel{~}{P}^2+E^aE^bg_{ab}+T_p^2det(𝒢_{ab}+_{ab})\right],`$
where $`𝒢_{ab}`$ stands for the world space induced metric. $`P_m`$ and $`E^a`$ are conjugate momenta of $`x^m`$ and $`V_a`$ respectively and $`P_m=e_m{}_{}{}^{\underset{¯}{a}}\stackrel{~}{P}_{\underset{¯}{a}}^{}E^a_ax^nb_{mn}`$. When computed in the subspace $`𝒜`$,
$`\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{z}}`$ $`=`$ $`_{\widehat{a}}x^{\widehat{m}}e_{\widehat{m}}{}_{}{}^{\underset{¯}{z}},\mathrm{\Pi }_\rho ^{\underset{¯}{z}}=\lambda `$ (5.14)
$`\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{\overset{^}{a}}}`$ $`=`$ $`_{\widehat{a}}x^{\widehat{m}}e_{\widehat{m}}{}_{}{}^{\underset{¯}{\overset{^}{a}}},\mathrm{\Pi }_\rho ^{\underset{¯}{\overset{^}{a}}}=0`$ (5.15)
$`P_{\widehat{m}}`$ $`=`$ $`e_{\widehat{m}}{}_{}{}^{\underset{¯}{\overset{^}{a}}}\stackrel{~}{P}_{\underset{¯}{\overset{^}{a}}}^{}+e_{\widehat{m}}{}_{}{}^{\underset{¯}{z}}\stackrel{~}{P}_{\underset{¯}{z}}^{}E^a_ax^{\widehat{n}}b_{\widehat{m}\widehat{n}}E^\rho b_{\widehat{m}z}`$ (5.16)
$`P_z`$ $`=`$ $`\lambda \stackrel{~}{P}_{\underset{¯}{z}}+E^{\widehat{a}}_{\widehat{a}}x^{\widehat{m}}b_{\widehat{m}z}.`$ (5.17)
Note that $`a,b`$ stand for world space indices, while the underlined ones stand for background tangent space indices.
It is straightforward to derive the T-duality properties of these objects from the rules that we have already derived in the lagrangian formulation :
$`\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{\overset{^}{a}}}`$ $``$ $`\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{\overset{^}{a}}}`$ (5.18)
$`\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{z}}`$ $``$ $`_{\widehat{a}}x^{\widehat{m}}{\displaystyle \frac{b_{\widehat{m}z}^{}}{\lambda ^{}}}`$ (5.19)
$`_{\widehat{a}\rho }`$ $``$ $`{\displaystyle \frac{\eta }{\lambda ^{}}}\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{z}}`$ (5.20)
$`_{\widehat{a}\widehat{b}}`$ $``$ $`_{\widehat{a}\widehat{b}}^{}+_{\widehat{a}}x^{\widehat{m}}{\displaystyle \frac{b_{\widehat{m}z}^{}}{\lambda ^{}}}\mathrm{\Pi }_{\widehat{b}}^{\underset{¯}{z}}\mathrm{\Pi }_{\widehat{a}}^{\underset{¯}{z}}_{\widehat{b}}x^{\widehat{m}}{\displaystyle \frac{b_{\widehat{m}z}^{}}{\lambda ^{}}}`$ (5.21)
$`det(𝒢_{ab}+_{ab})`$ $`=`$ $`\lambda ^2det(𝒢_{\widehat{a}\widehat{b}}^{}+_{\widehat{a}\widehat{b}}^{}).`$ (5.22)
Note that $`^{}=𝑑\rho `$. Let us be more specific and rewrite $`=T_p\widehat{}`$, $`^{}=T_{p1}\widehat{}^{}`$. It is clear that under T-duality $`\widehat{}=\lambda \widehat{}^{}`$. From these considerations, we can derive the following relation between momenta
$`P_{\widehat{m}}`$ $`=`$ $`T_p{\displaystyle \frac{\widehat{}}{\dot{x}^{\widehat{m}}}}={\displaystyle \frac{\lambda T_p}{T_{p1}}}\mathrm{\Gamma }_{\widehat{m}}{}_{}{}^{\widehat{n}}P_{\widehat{n}}^{},P_{\widehat{n}}^{}=T_{p1}{\displaystyle \frac{\widehat{}^{}}{\dot{x}^{\widehat{n}}}}`$
$`E^\rho `$ $`=`$ $`{\displaystyle \frac{\lambda T_p}{\eta T_{p1}}}P_{\stackrel{~}{z}}^{}`$
$`E^{\widehat{a}}`$ $`=`$ $`{\displaystyle \frac{\lambda T_p}{T_{p1}}}E^{{}_{}{}^{}\widehat{a}}`$ (5.23)
from which we can derive that $`\stackrel{~}{P}_{\underset{¯}{\overset{^}{a}}}=\frac{\lambda T_p}{T_{p1}}\stackrel{~}{P}_{\underset{¯}{\overset{^}{a}}}^{}`$.
The process of partial gauge fixing $`(z=\rho )`$ in the lagrangian formulation corresponds, in the phase space formulation, to solve the equation
$$\frac{\delta }{\delta s^\rho }=0\stackrel{~}{P}_{\underset{¯}{z}}=\frac{E^{\widehat{b}}_{\widehat{b}\rho }}{\lambda }.$$
(5.24)
Using the above information, one can show that the remaining diffeomorphism constraints $`(\delta /\delta s^{\widehat{a}}=0)`$ and the hamiltonian constraint $`(\delta /\delta v=0)`$ are mapped to the corresponding T-dual constraints, by defining $`v^{}=\frac{\lambda T_p}{T_{p1}}v`$,
$`{\displaystyle \frac{\delta }{\delta s^{\widehat{a}}}}{\displaystyle \frac{\delta ^{}}{\delta s^{\widehat{a}}}}`$
$`{\displaystyle \frac{\delta }{\delta v}}{\displaystyle \frac{\delta ^{}}{\delta v^{}}},`$ (5.25)
thus indeed proving our initial claim.
### 5.3 Examples
The aim of this subsection is to show, explicitly, how the BPS equations and supersymmetry projection conditions characterizing world volume solitons are mapped into the corresponding ones under T-duality. We will, first of all, concentrate on orthogonal BIon solutions that are common to all D$`p`$-branes and on dyons in a D3-brane propagating in SuperPoincaré background $`(b_{mn}=0)`$. After that, we consider the more subtle effect of T-duality on tilted BIons $`(b_{mn}0)`$. In the following we will be using the explicit parametrisation $`\eta =a_2=a_1=1`$ and $`\mathrm{\Gamma }_m{}_{}{}^{n}=\delta _m^n`$ which can always be done.
#### 5.3.1 BIons and dyons
Let us start our discussion with BIons. That is, we will look for classical solutions to the D$`p`$-brane equations of motion propagating in Minkowski space, corresponding to a fundamental string ending on the brane. The latter configuration is known to be described by the ansatz
$$x^\mu =\sigma ^\mu ,x^{p+1}=y(\sigma ^a),V_0=V_0(\sigma ^a),$$
(5.26)
$`\mu =0,\mathrm{},p`$, $`a=1,\mathrm{},p`$, the rest of bosonic scalar fields being constant and the magnetic components of the gauge field have a pure gauge configuration, corresponding to the array of branes
$$\begin{array}{ccccccccccc}Dp:& 1& 2& .& .& p& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{probe}\hfill \\ F1:& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& y& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{soliton.}\hfill \end{array}$$
The solution to the kappa symmetry preserving condition when (5.26) is satisfied, is given by
$`𝒫_1ϵ`$ $`=`$ $`ϵ`$ (5.27)
$`𝒫_2ϵ`$ $`=`$ $`ϵ`$ (5.28)
$`F_{0a}`$ $`=`$ $`_ay,`$ (5.29)
where $`ϵ`$ is a constant Killing spinor. The first two conditions (5.27-5.28) correspond to the supersymmetry projection conditions telling us that we are describing a D$`p`$-brane and a fundamental string, $`𝒫_2=\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}\mathrm{\Gamma }_{11}`$ in type IIA and $`𝒫_2=\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}\tau _3`$ in type IIB, while equation (5.29) is the usual BPS equation, which by using the Gauss’ law $`(_aE^a=_a\delta ^{ab}F_{0b}=0)`$ determines the harmonic character of the excited transverse scalar $`(\delta ^{ab}_a_by=0)`$.
Let us study the effect of T-duality along the world volume direction $`\rho =p`$. If, as suggested by our analysis, we apply the partial gauge fixing plus functional truncation on (5.29), the only non-trivial equation that we get is the corresponding BPS equation in the T-dual description
$$F_{0\underset{¯}{a}}^{}=_{\underset{¯}{a}}y^{}.$$
(5.30)
Concerning supersymmetry projections, take eq. (5.27) for a D4-brane. In that case, $`𝒫_1=\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}\underset{¯}{4}}\mathrm{\Gamma }_{11}`$ and eq. (5.27) is equivalent to
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}\underset{¯}{4}}ϵ_2`$ $`=`$ $`ϵ_1`$
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}\underset{¯}{4}}ϵ_1`$ $`=`$ $`ϵ_2`$ (5.31)
which when written in terms of the T-dual Killing spinors $`ϵ^{}`$ look as
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}}ϵ_1^{}`$ $`=`$ $`ϵ_2^{}`$
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}}ϵ_2^{}`$ $`=`$ $`ϵ_1^{}`$ (5.32)
which is consistent with the projection $`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}}i\tau _2ϵ^{}=ϵ^{}`$ satisfied by a D3-brane. Concerning the soliton projection (5.28), it can be splitted into
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}ϵ_1`$ $`=`$ $`ϵ_1`$ (5.33)
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}ϵ_2`$ $`=`$ $`ϵ_2,`$ (5.34)
which are equivalent to
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}ϵ_2^{}`$ $`=`$ $`ϵ_2^{}`$ (5.35)
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}ϵ_1^{}`$ $`=`$ $`ϵ_1^{},`$ (5.36)
respectively. Equations (5.36) can be joined into $`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}\tau _3ϵ^{}=ϵ^{}`$ <sup>7</sup><sup>7</sup>7The minus sign is related with the freedom of choosing as a BPS equation $`F_{0\underset{¯}{a}}^{}=_{\underset{¯}{a}}y^{}`$, instead of (5.30)., which is the soliton projection for a fundamental string in type IIB. Analogous discussion applies for other values of $`p`$.
To sum up, we have indeed shown that BPS equations and susy projections are mapped, under T-duality, to the corresponding BPS equations and susy projections describing the T-dual configuration
$$\begin{array}{ccccccccccc}D(p1):& 1& 2& .& p1& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{probe}\hfill \\ F1:& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& y& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{soliton.}\hfill \end{array}$$
We would like to comment on the explicit solution of the harmonic equation $`\delta ^{ab}_a_by=0`$. Of course, we could just restrict ourselves to a particular solution of this equation independent on the world volume coordinate $`\rho `$ along which we are T-dualizing, to be consistent with the functional truncation we were discussing in previous sections. Another possibility is to consider a superposition of BIons of the same mass and charge, located periodically along the $`\widehat{𝝆}`$ axis with period $`a=2\pi R`$ ,
$$y=k_p\underset{nZ}{}\frac{1}{|\sigma na\widehat{\rho }|^{p2}}p3$$
$$y=k_2\underset{nZ}{}\mathrm{log}|\sigma na\widehat{\rho }|p=2.$$
In the limit $`R0`$, which is the one we have been studying along the whole paper, the discrete sum is replaced by an integral,
$$\underset{nZ}{}\frac{k_p}{|\sigma na\widehat{\rho }|^{p2}}_{\mathrm{}}^{\mathrm{}}\frac{k_pd\rho }{(\widehat{\sigma }^2+\rho ^2)^{(p2)/2}}=\frac{\stackrel{~}{k}_p}{\widehat{\sigma }^{p3}}p4$$
$$\underset{nZ}{}\frac{k_3}{|\sigma na\widehat{\rho }|}_{\mathrm{}}^{\mathrm{}}\frac{k_3d\rho }{(\widehat{\sigma }^2+\rho ^2)^{1/2}}=\stackrel{~}{k}_2\mathrm{log}|\widehat{\sigma }|p=3$$
$$\underset{nZ}{}k_2\mathrm{log}|\sigma na\widehat{\rho }|_{\mathrm{}}^{\mathrm{}}k_2𝑑\rho \mathrm{log}|\sqrt{\sigma ^2+\rho ^2}|=\stackrel{~}{k}_1\sigma _1p=2$$
which is effectively equal to ignoring all the heavy modes along the $`\widehat{𝝆}`$ direction, giving the correct functional behaviours in the T-dual theory.
Let us now describe the effect of T-duality on dyons. We will look for classical solutions to the D3-brane equations of motion propagating in Minkowski space, corresponding to a $`(p,q)`$ string ending on the brane. The latter configuration is known to be described by the ansatz
$$x^\mu =\sigma ^\mu ,x^{p+1}=y(\sigma ^a),V_0=V_0(\sigma ^a),V_b=V_b(\sigma ^a),$$
(5.37)
where $`\mu =0,\mathrm{},3`$, $`a,b=1,\mathrm{},3`$, and the rest of bosonic fields are being constant, corresponding to the array of branes
$$\begin{array}{ccccccccccc}D3:& 1& 2& 3& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{probe}\hfill \\ F1:& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& 4& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{soliton}\hfill \\ D1:& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& 4& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{soliton.}\hfill \end{array}$$
The solution to the corresponding kappa symmetry preserving condition is
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}}i\tau _2ϵ`$ $`=`$ $`ϵ`$ (5.38)
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}\left(\mathrm{cos}\alpha \tau _3+\mathrm{sin}\alpha \tau _1\right)ϵ`$ $`=`$ $`ϵ`$ (5.39)
$`F_{0a}`$ $`=`$ $`\mathrm{cos}\alpha _ay`$ (5.40)
$`{\displaystyle \frac{1}{2}}ϵ^{abc}F_{bc}`$ $`=`$ $`\mathrm{sin}\alpha \delta ^{ab}_by.`$ (5.41)
Equations (5.38)-(5.39) are the supersymmetry projection conditions for this configuration. The first one describes a D3-brane along directions $`123`$, as expected, while the second one describes a $`(p,q)string`$ along the transverse direction $`y`$. Equations (5.40)-(5.41) are the BPS equations for this configuration .
The longitudinal T-dual configuration is known to be
$$\begin{array}{ccccccccccc}D2:& 1& 2& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{probe}\hfill \\ F1:& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& 4& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{soliton}\hfill \\ D2:& \mathrm{\_}& \mathrm{\_}& 3& 4& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \mathrm{\_}& \text{soliton.}\hfill \end{array}$$
Proceeding as before, the truncated BPS equations one gets are
$`F_{0\widehat{a}}^{}`$ $`=`$ $`\mathrm{cos}\alpha _{\widehat{a}}y^{}`$ (5.42)
$`ϵ^{\widehat{a}\widehat{b}}_{\widehat{b}}z^{}`$ $`=`$ $`\mathrm{sin}\alpha \delta ^{\widehat{a}\widehat{b}}_{\widehat{b}}y^{}`$ (5.43)
while the supersymmetry projections become
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}}ϵ^{}`$ $`=`$ $`ϵ^{}`$ (5.44)
$`\left(\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}}\mathrm{\Gamma }_{11}\mathrm{cos}\alpha +\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{y}\underset{¯}{z}}\mathrm{sin}\alpha \right)ϵ^{}`$ $`=`$ $`ϵ^{}.`$ (5.45)
Equations (5.42-5.45) describe a threshold bound state of a D2 brane and a fundamental IIA string realized on the world volume of the first D2-brane. Note that studying the particular limit, $`\alpha =0`$ we recover the BIon discussion, while for $`\alpha =\pi /2`$, equation (5.43) is equivalent to the Cauchy-Riemann equations (when written in terms of complex world volume coordinates and the complex function $`U=y+iz`$) describing a $`D2D2(0)`$, which is the direct dimensional reduction of the $`M2M2(0)`$ configuration .
#### 5.3.2 World volume solitons in constant b fields
We will concentrate on world volume solitons on a D3-brane proving in Minkowski space and a constant arbitrary $`b_{mn}`$ field. The kappa symmetry preserving condition looks as
$`\sqrt{det(𝒢+)}ϵ`$ $`=`$ $`{\displaystyle \frac{1}{4!}}ϵ^{\mu _1\mathrm{}\mu _4}\left(\gamma _{\mu _1\mathrm{}\mu _4}i\tau _2+6_{\mu _1\mu _2}\gamma _{\mu _3\mu _4}\tau _1+3_{\mu _1\mu _2}_{\mu _3\mu _4}i\tau _2\right)ϵ.`$
We will describe two different configurations solving eq.(LABEL:kp1). First of all, we will generalize the BPS equations (5.40-5.41) describing dyons in the absence of a $`b_{mn}`$ field. Using the same ansatz as in (5.37), the solution to (LABEL:kp1) involves the same supersymmetry projectors (5.38) and (5.39), while the BPS equations are given by
$`_{0a}`$ $`=`$ $`\mathrm{cos}\alpha _ay`$ (5.47)
$`^a`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ^{abc}_{bc}=\mathrm{sin}\alpha \delta ^{ab}_by`$ (5.48)
which are the straightforward generalization of the usual dyonic BPS equations in the presence of a $`b_{mn}`$ field, this being the reason of the appearance of the gauge invariant tensor $``$.
If we T-dualize along the direction $`3`$, the BPS equations that we obtain are
$`_0z^{}`$ $`=`$ $`G_{03}^{}`$ (5.49)
$`_{0\underset{¯}{a}}^{}`$ $`=`$ $`\mathrm{cos}\alpha _{\underset{¯}{a}}y^{}`$ (5.50)
$`{\displaystyle \frac{1}{2}}ϵ^{\widehat{a}\widehat{b}}_{\widehat{a}\widehat{b}}`$ $`=`$ $`0`$ (5.51)
$`ϵ^{\widehat{a}\widehat{b}}\left(_{\widehat{b}}z^{}+G_{\widehat{b}3}^{}+_{\widehat{b}}y^{}G_{\widehat{b}y}^{}\right)`$ $`=`$ $`\mathrm{sin}\alpha _{\widehat{a}}y^{},`$ (5.52)
where $`\widehat{a},\widehat{b}=1,2`$. The most remarkable feature of this T-dual configuration is being non-static, see equation (5.49). Let us discuss in more detail equations (5.47) and (5.48) when the background is such that only the electric components of the $`b_{mn}`$ field along the world volume are non-vanishing $`(b_{0a}0)`$, and $`\alpha =0`$, that is, we will be concerned with BIon type solutions. In this case, eqs. (5.47) and (5.48) besides the Gauss’ law are easily integrated to give the solution
$`y(\sigma ^b)`$ $`=`$ $`y_h(\sigma ^b)+d_a\sigma ^a`$ (5.53)
$`V_0(\sigma ^b)`$ $`=`$ $`y_h(\sigma ^b)+c_a\sigma ^a`$ (5.54)
$`d_a+c_a`$ $`=`$ $`b_{0a},`$ (5.55)
where $`y_h(\sigma ^b)`$ denotes the harmonic part of the solution whereas $`d_a,c_a`$ is some set of constants constrained by (5.55). Notice that $`d_a`$ are physical parameters, due to the gauge invariant character of the excited scalar, determining the tilting of the BIon . In other words, due to the non-orthogonal character of the BIon, when we study T-duality along the $`\rho `$ direction, this is seen as a T-duality at angle from the BIon perspective. As a result of that, one should expect the T-dual configuration to be one with a tilted BIon ending on a D2-brane boosted in the direction of dualization, which is what we get from inspection of eq.(5.49). To sum up, constant electric field $`(_{0a})`$ boosts the configuration in the direction along we T-dualize , just as constant flux of magnetic field on the D-brane $`(_{ab})`$ is seen as D-branes at angles in the T-dual picture .
Due to the generating character of the T-duality transformation, we would like to understand how the original static configuration give rise to the non-static solution in the T-dual theory. First of all, due to the functional truncation defining the $`𝒜`$ subspace, we will choose $`d_3=0`$, thus avoiding the linear dependence in $`\sigma ^3`$ on the gauge invariant quantity $`y(\sigma ^b)`$. By (5.55), $`c_3=b_{03}`$, or equivalently,
$$V_0(\sigma ^b)=y_h(\sigma ^b)+c_{\widehat{a}}\sigma ^{\widehat{a}}b_{03}\sigma ^3.$$
(5.56)
The latter has also a linear dependence in $`\sigma ^3`$, but this is certainly gauge dependent, since we can find a gauge parameter $`c=b_{03}\tau \sigma ^3`$ transforming the gauge field configuration (5.56) into
$`V_0(\sigma ^b)`$ $`=`$ $`y_h(\sigma ^b)+c_{\widehat{a}}\sigma ^{\widehat{a}}`$
$`V_3(\tau )`$ $`=`$ $`b_{03}\tau ,`$ (5.57)
which is explicitly time dependent. The latter is the most natural higher dimensional solution giving rise to the non-static T-dual configuration <sup>8</sup><sup>8</sup>8JS would like to thank David Mateos for discussions related to this point..
As a second example, we will consider a non-threshold bound state of a D-string inside the D3-brane together with some BIon, which is generically tilted, due to the non-vanishing of the $`b`$ field. Using the same ansatz as in (5.37), the solution to the kappa symmetry preserving condition is given by
$`\left(\mathrm{cos}\alpha \mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}\underset{¯}{2}\underset{¯}{3}}i\tau _2+\mathrm{sin}\alpha \mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{1}}\tau _1\right)ϵ`$ $`=`$ $`ϵ`$ (5.58)
$`\mathrm{\Gamma }_{\underset{¯}{0}\underset{¯}{4}}\tau _3ϵ`$ $`=`$ $`ϵ`$ (5.59)
$`_{23}=`$ $`=`$ $`\mathrm{tan}\alpha `$ (5.60)
$`_{0\underset{¯}{a}}`$ $`=`$ $`_{\underset{¯}{a}}y\underset{¯}{a}=2,3`$ (5.61)
$`_{01}=_1y`$ $`=`$ $`0.`$ (5.62)
Equations (5.58), (5.60) are a straightforward generalization of the conditions satisfied by any non-threshold bound state involving a D$`(p2)`$-brane inside a D$`p`$-brane in the case of non-vanishing $`b`$ field, for $`p=3`$. On the other hand, equations (5.59) and (5.61) describe a tilted BIon, this time being delocalized in the direction where the D-string lies along $`\sigma ^1`$ direction, (5.62).
We can study two different T-duality transformations, since there are two inequivalent world volume directions. Let us study T-duality along direction $`\sigma ^1`$. Proceeding as before, the BPS equations in the T-dual configuration turn out to be
$`^{}`$ $`=`$ $`\mathrm{tan}\alpha `$ (5.63)
$`_0z^{}`$ $`=`$ $`G_{03}^{}`$ (5.64)
$`_{0\widehat{a}}^{}`$ $`=`$ $`_{\widehat{a}}y^{}`$ (5.65)
which correspond to a non-threshold D0-D2 bound state with some (tilted) BIon ending on it, boosted in the compact direction.
Instead, we could have T-dualized along the $`\sigma ^3`$ direction. The truncation of the BPS equations is given by
$`_{01}^{}`$ $`=`$ $`0=_1y^{}`$ (5.66)
$`_0z^{}`$ $`=`$ $`G_{03}^{}`$ (5.67)
$`_{02}^{}`$ $`=`$ $`_2y^{}`$ (5.68)
$`_2z^{}+G_{23}^{}+_2y^{}G_{3y}^{}`$ $`=`$ $`\mathrm{tan}\alpha `$ (5.69)
which describe a non-threshold D2-D2 bound state with some (tilted) BIon ending on it, again, boosted in the compact direction.
## 6 Arbitrary bosonic background
In previous sections, we showed that in constant $`G_{mn}`$ and $`b_{mn}`$ backgrounds, bosonic configurations satisfying the kappa symmetry preserving condition (5.1) are mapped under T-duality to the corresponding bosonic configurations in the T-dual picture. We would like to extend that proof for an arbitrary bosonic background.
It is well known that D-branes are kappa symmetric whenever the background satisfies the superspace constraints . The structure of kappa symmetry transformations is always given by the requirements
$`\delta _\kappa Z^ME_M^{\underset{¯}{a}}`$ $`=`$ $`0`$ (6.1)
$`\delta _\kappa Z^ME_M^{\underset{¯}{\alpha }}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(1+\mathrm{\Gamma }_\kappa \right)_{\underset{¯}{\beta }}^{\underset{¯}{\alpha }}\kappa ^{\underset{¯}{\beta }}.`$ (6.2)
where $`E_M^{\underset{¯}{A}}`$ are the different components of the supervielbeins, which should be thought of as power expansions in the fermionic $`\theta `$ fields and
$`\mathrm{\Gamma }_\kappa `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(𝒢+)}}}{\displaystyle \underset{l=0}{}}\gamma _{(2l+1)}\mathrm{\Gamma }_{11}^{l+1}e^{}(typeIIA)`$ (6.3)
$`\mathrm{\Gamma }_\kappa `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(𝒢+)}}}{\displaystyle \underset{l=0}{}}\gamma _{(2l)}\tau _3^le^{}i\tau _2(typeIIB),`$ (6.4)
where
$`\gamma _{(1)}`$ $`=`$ $`d\sigma ^\mu \gamma _\mu =d\sigma ^\mu _\mu Z^ME_M^{\underset{¯}{a}}\mathrm{\Gamma }_{\underset{¯}{a}}`$ (6.5)
$``$ $`=`$ $`F{\displaystyle \frac{1}{2}}dZ^ME_M^{\underset{¯}{A}}dZ^NE_N^{\underset{¯}{B}}B_{\underset{¯}{A}\underset{¯}{B}}.`$ (6.6)
It is nevertheless true that the condition for any bosonic configuration $`(\theta =0)`$ to preserve some supersymmetry is still given by $`\mathrm{\Gamma }_\kappa ϵ=ϵ`$. The reason is that when studying the $`\theta =0`$ limit of the supervielbein components ,
$$E_m^{\underset{¯}{a}}|_{\theta =0}=e_m^{\underset{¯}{a}}(x^n),E_m^{\underset{¯}{\alpha }}|_{\theta =0}=0,B_{mn}|_{\theta =0}=b_{mn}(x^n)$$
(6.7)
so that
$$\delta _\kappa \theta ^\alpha e_\alpha ^{\underset{¯}{\alpha }}=\frac{1}{2}\left(1+\mathrm{\Gamma }_\kappa |_{\theta =0}\right)_{\underset{¯}{\beta }}^{\underset{¯}{\alpha }}\kappa ^{\underset{¯}{\beta }},$$
(6.8)
which determines the universal condition
$$\mathrm{\Gamma }_\kappa |_{\theta =0}ϵ=ϵ,$$
(6.9)
$`ϵ`$ being the Killing spinor of the corresponding bosonic supergravity background.
$`\mathrm{\Gamma }_\kappa |_{\theta =0}`$ depends on the background geometry, but since the T-duality rules for the bosonic sector of the supergravity fields are known
$`G_{zz}`$ $`=`$ $`1/G_{\stackrel{~}{z}\stackrel{~}{z}}^{}`$
$`b_{nz}`$ $`=`$ $`G_{n\stackrel{~}{z}}^{}/G_{\stackrel{~}{z}\stackrel{~}{z}}^{}`$
$`G_{nz}`$ $`=`$ $`b_{n\stackrel{~}{z}}^{}/G_{\stackrel{~}{z}\stackrel{~}{z}}^{}`$
$`G_{mn}`$ $`=`$ $`G_{mn}^{}(G_{m\stackrel{~}{z}}^{}G_{n\stackrel{~}{z}}^{}b_{m\stackrel{~}{z}}^{}b_{n\stackrel{~}{z}}^{})/G_{\stackrel{~}{z}\stackrel{~}{z}}^{}`$
$`b_{mn}`$ $`=`$ $`b_{mn}^{}(b_{m\stackrel{~}{z}}^{}G_{n\stackrel{~}{z}}^{}b_{n\stackrel{~}{z}}^{}G_{m\stackrel{~}{z}}^{})/G_{\stackrel{~}{z}\stackrel{~}{z}}^{}`$ (6.10)
one can indeed compute the behaviour of $`\mathrm{\Gamma }_\kappa |_{\theta =0}`$ under T-duality, as we did previously <sup>9</sup><sup>9</sup>9In the following we are explicitly using the parametrisation $`\eta =a_2=a_1=1`$ and $`\mathrm{\Gamma }_m{}_{}{}^{n}=\delta _m^n`$.. Using the same notation as in previous sections
$$\gamma _{(1)}|_{\theta =0}=dx^me_m{}_{}{}^{\underset{¯}{a}}\mathrm{\Gamma }_{\underset{¯}{a}}^{}=/\mathrm{\Pi }=\widehat{/}𝚷+\mathrm{\Gamma }_{\underset{¯}{z}}D\rho ,$$
(6.11)
where
$`\widehat{/}𝚷`$ $``$ $`\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}𝐝x^me_m^{\underset{¯}{\overset{^}{a}}}(x^n)`$ (6.12)
$`D\rho `$ $``$ $`\mathrm{\Pi }^{\underset{¯}{z}}=\lambda d\rho +𝐝x^me_m^{\underset{¯}{z}}(x^n).`$ (6.13)
Under T-duality, it can be checked that
$`\widehat{/}𝚷`$ $`=`$ $`\widehat{/}𝚷^{}`$ (6.14)
$``$ $`=`$ $`^{}+D\rho 𝚷^{{}_{}{}^{}\underset{¯}{z}},`$ (6.15)
where
$$𝚷^{{}_{}{}^{}\underset{¯}{z}}=\lambda ^{}𝐝z^{}+𝐝x^me_m^{{}_{}{}^{}\underset{¯}{z}}.$$
(6.16)
Once (6.15) is known, it is straightforward to extend the techniques developed in appendix B and C to show that any bosonic configuration solving (6.9) in type IIA, is mapped to the corresponding T-dual one satisfying
$$\mathrm{\Gamma }_\kappa ^{}|_{\theta ^{}=0}ϵ^{}=ϵ^{},$$
(6.17)
where the relation among Killing spinors is given by
$$ϵ_1=ϵ_2^{},,\mathrm{\Gamma }_{\underset{¯}{z}}ϵ_2=ϵ_1^{},$$
(6.18)
which is consistent with the transformations found in , since we have used a Lorentz (gauge) rotation to set $`e_z^{\underset{¯}{a}}=0`$.
## 7 Discussion
We would like to finish with some discussion concerning possible natural extensions of the results presented in this paper. In particular, we will concentrate on three subjects :
* T-duality realized on D-branes coupled to an arbitrary kappa symmetric background.
* Non-BPS D-branes.
* Non-abelian D-branes.
Arbitrary kappa symmetric backgrounds. There has been some recent interest in the open problem related to T-duality in curved kappa symmetric backgrounds . When trying to extend our approach to this general case, it seems rather natural to demand the relations
$$\theta _1^\alpha E_\alpha ^{\underset{¯}{\alpha }}=a_2\theta _2^\alpha E_\alpha ^{\underset{¯}{\alpha }},\theta _2^\alpha E_\alpha ^{\underset{¯}{\alpha }}=a_1\left(\mathrm{\Gamma }_{\underset{¯}{z}}\right)_{\underset{¯}{\beta }}^{\underset{¯}{\alpha }}E_\alpha ^{\underset{¯}{\beta }}\theta _1^\alpha .$$
(7.1)
Equations (7.1) deserve several remarks. First of all, they are reminiscent of the extension of the kappa symmetry transformations from the SuperPoincaré case to the arbitrary kappa symmetric background. Secondly, it is not clear which is the solution to them, that is, $`\theta _{1|2}^\alpha =f_{|+}^\alpha (\theta ^\beta )`$, since the supervielbeins appearing in both sides of them admit an expansion in the corresponding fermionic fields. Finally, the mapping between fermionic fields will be non-constant in general, so that when computing the T-duality transformation of the operators coupling to derivatives of these fermionic fields, they will involve components of the spin connection.
Irrespectively of which is the real solution, the latter should certainly satisfy some constraints. First of all, it should be such that the T-duality rules for the closed string sector must map the supergravity constraints of type IIA to the ones of type IIB. This is equivalent to map the D-brane effective action and its kappa symmetry structure in type IIA to the corresponding ones in type IIB. In other words, the mapping should be T-duality covariant and satisfy
$`\delta _\kappa Z^ME_M^{\underset{¯}{a}}=0\delta _\kappa ^{}Z^ME_M^{\underset{¯}{a}}=0`$ (7.2)
$`\delta _\kappa Z^ME_M^{\underset{¯}{\alpha }}={\displaystyle \frac{1}{2}}\left(1+\mathrm{\Gamma }_\kappa \right)_{\underset{¯}{\beta }}^{\underset{¯}{\alpha }}\kappa ^{\underset{¯}{\beta }}\delta _\kappa ^{}Z^ME_M^{\underset{¯}{\alpha }}={\displaystyle \frac{1}{2}}\left(1+\mathrm{\Gamma }_\kappa ^{}^{}\right)_{\underset{¯}{\beta }}^{\underset{¯}{\alpha }}\kappa ^{\underset{¯}{\beta }}.`$ (7.3)
Non-BPS D-brane effective actions. It has recently been argued that the effective action describing a non-BPS D-brane probing in SuperPoincare should be splitted into a DBI term
$$S_{nonBPS}=d^{p+1}\sigma \sqrt{det\left(𝒢+\right)}f(T,_\mu T,\mathrm{}\stackrel{~}{𝒢}_S^{\mu \nu },\stackrel{~}{𝒢}_A^{\mu \nu })$$
(7.4)
plus a WZ term describing the coupling of the tachyonic scalar field $`T`$ to the R-R sector ,
$$S_{WZ}=_{M_{p+2}}𝒞dTe^{}.$$
(7.5)
Due to the scalar character of the tachyonic field, it is natural to extend the functional truncation $`(_\rho \varphi ^{\widehat{ı}}=0)`$ to it, $`_\rho T=0`$. In this way, it is straightforward, using our previous analysis, to check that WZ terms (7.5) are indeed T-duality covariant, as they should be. When being concerned about the T-duality properties of (7.4), we do appreciate an important characteristic of the T-duality covariance requirement. Indeed, T-duality covariance does not fix the effective dynamics of the open string sector by itself, it just constraints it. For example, (7.4) must be T-duality covariant, which means that $`f(T,_\mu T,\mathrm{}\stackrel{~}{𝒢}_S^{\mu \nu },\stackrel{~}{𝒢}_A^{\mu \nu })`$ is covariant, since the usual DBI square root is. This requirement does not fix $`f`$. For instance, we can not distinguish between <sup>10</sup><sup>10</sup>10JS would like to thank Eduardo Eyras for a discussion concerning this point.
$$\sqrt{det\left(𝒢_{\mu \nu }+_{\mu \nu }+_\mu T_\nu T\right)}$$
(7.6)
and
$$\sqrt{det\left(𝒢+\right)}\underset{n}{}a_n\left(\stackrel{~}{𝒢}_S^{\mu \nu }_\mu T_\nu T\right)^n$$
(7.7)
for arbitrary constant coefficients $`a_n`$, both being T-duality covariant due to the covariance of $`\stackrel{~}{𝒢}_S^{\mu \nu }=(𝒢+)^{1(\mu \nu )}`$. See for a discussion of T-duality properties of non-BPS D-brane effective actions.
Non-abelian D-branes. In , the approach followed in this paper was used to determine the effect of non-trivial commutators among scalar fields in the non-abelian bosonic generalization of the DBI action. The main idea there was to assume that the trace over the $`U(N)`$ gauge group indices was the symmetrized one (again T-duality does not fix this possibility) and study the dimensional reduction of the D9-brane field theory where world volume diffeomorphisms had been gauge fixed (since no covariant version is known for non-abelian D-brane effective actions).
In the following, we will briefly comment on the extension of that result to non-abelian SuperD-branes propagating in SuperPoincaré. As in , we will assume a symmetrized prescription for the trace and replace all partial derivatives by covariant derivatives. Since the new action includes fermions, one must also gauge fix kappa symmetry. Following , we choose
$$\theta _1=0,\theta _2=\lambda $$
(7.8)
ensuring the vanishing of the WZ term, so that we concentrate on the DBI term of the effective action. The components of the tensor
$$E_{\mu \nu }=\mathrm{\Pi }_\mu ^m\mathrm{\Pi }_\nu ^n\eta _{mn}+_{\mu \nu }$$
(7.9)
can be written after the gauge fixing as
$`E_{\widehat{\mu }\widehat{\nu }}`$ $`=`$ $`\eta _{\widehat{\mu }\widehat{\nu }}2\overline{\lambda }\mathrm{\Gamma }_{\widehat{\mu }}D_{\widehat{\nu }}\lambda +F_{\widehat{\mu }\widehat{\nu }}+(\overline{\lambda }\mathrm{\Gamma }^mD_{\widehat{\mu }}\lambda )(\overline{\lambda }\mathrm{\Gamma }^nD_{\widehat{\nu }}\lambda )\eta _{mn}`$ (7.10)
$`E_{\widehat{\mu }}^i`$ $`=`$ $`2i\overline{\lambda }\mathrm{\Gamma }_{\widehat{\mu }}[x^i,\lambda ]+i(\overline{\lambda }\mathrm{\Gamma }^mD_{\widehat{\mu }}\lambda )(\overline{\lambda }\mathrm{\Gamma }^n[x^i,\lambda ])\eta _{mn}+D_{\widehat{\mu }}x^i`$ (7.11)
$`E_{\widehat{\mu }}^i`$ $`=`$ $`2\overline{\lambda }\mathrm{\Gamma }_iD_{\widehat{\mu }}\lambda +i(\overline{\lambda }\mathrm{\Gamma }^mD_{\widehat{\mu }}\lambda )(\overline{\lambda }\mathrm{\Gamma }^n[x^i,\lambda ])\eta _{mn}D_{\widehat{\mu }}x^i`$ (7.12)
$`E^{ij}`$ $`=`$ $`\delta ^{ij}(\overline{\lambda }\mathrm{\Gamma }^m[x^i,\lambda ])(\overline{\lambda }\mathrm{\Gamma }^n[x^j,\lambda ])\eta _{mn}2i\overline{\lambda }\mathrm{\Gamma }^i[x^j,\lambda ]+i[x^i,x^j]`$ (7.13)
where we used the same reduction rules as those used in , with the addition that $`D_i\lambda =i[x^i,\lambda ]`$, and we splitted the initial world volume directions $`\{\mu ,\nu \}`$ into T-dual world volume ones $`\{\widehat{\mu },\widehat{\nu }\}`$ and transverse directions denoted by scalars $`\{x^i\}`$.
By introducing the matrix
$$Q_k^i=\delta _k^i+i[x^i,x^j]\delta _{jk}2i\overline{\lambda }\mathrm{\Gamma }^i[x^j,\lambda ]\delta _{jk}(\overline{\lambda }\mathrm{\Gamma }^m[x^i,\lambda ])(\overline{\lambda }\mathrm{\Gamma }^n[x^j,\lambda ])\eta _{mn}\delta _{jk}$$
(7.14)
we can rewrite $`E^{ji}`$ and its inverse $`E_{ik}`$ as
$`E^{ji}`$ $`=`$ $`\delta ^{ji}+(Q_k^j\delta _k^j)\delta ^{ki}=Q_k^j\delta ^{ki}`$ (7.15)
$`E_{ik}`$ $`=`$ $`\delta _{il}(Q^1)_k^l.`$ (7.16)
In this way, we can now compute the determinant of the ten dimensional original matrix (notice that $`detE^{ij}=detQ_k^i`$) :
$`det(𝒢+)`$ $`=`$ $`detAdetQ`$ (7.17)
$`A_{\widehat{\mu }\widehat{\nu }}`$ $`=`$ $`E_{\widehat{\mu }\widehat{\nu }}E_{\widehat{\mu }}^iE_{ik}E_{\widehat{\nu }}^k,`$ (7.18)
thus generalizing the result presented in .
## Acknowledgements
The authors would like to thank Joaquim Gomis for valuable discussions. JS is supported by a fellowship from Comissionat per a Universitats i Recerca de la Generalitat de Catalunya. This work was supported in part by AEN98-0431 (CICYT), GC 1998SGR (CIRIT).
## Appendix A Proof of T-duality covariance
In this appendix, we will analyze the constraints derived from requiring T-duality covariance of the DBI term
$$T_pd^{p+1}\sigma \sqrt{det\left(𝒢+\right)}\underset{𝒯_{}}{}T_{p1}^{}d^p\sigma \sqrt{det\left(𝒢^{}+^{}\right)}.$$
(A.1)
For this mapping to be satisfied, it is sufficient to hold
$$T_{p1}^{}=T_pR,R𝑑\rho \sqrt{G_{zz}}$$
(A.2)
which is derived from operators involving no derivative of the dynamical fields $`\{\varphi ^{{}_{}{}^{}\widehat{ı}}\}`$, and
$`𝒢_{\widehat{\mu }\widehat{\nu }}+_{\widehat{\mu }\widehat{\nu }}{\displaystyle \frac{1}{𝒢_{\rho \rho }}}(𝒢_{\widehat{\mu }\rho }+_{\widehat{\mu }\rho })(𝒢_{\widehat{\nu }\rho }_{\widehat{\nu }\rho })`$ $`=`$ $`𝒢_{\widehat{\mu }\widehat{\nu }}^{}+_{\widehat{\mu }\widehat{\nu }}^{}`$ (A.3)
from operators involving such derivatives $`\{_{\widehat{\mu }}\varphi ^{{}_{}{}^{}\widehat{ı}}\}`$.
Equation (A.2) gives the correct tension for the T-dual D-brane. Notice that it is equivalent to the usual T-duality transformation for the dilaton field
$$\varphi ^{}=\varphi \frac{1}{2}\mathrm{log}|G_{zz}|$$
(A.4)
when the latter is constant. Equations (A.3) are further split into their symmetric and anti-symmetric parts
$`𝒢_{\widehat{\mu }\widehat{\nu }}{\displaystyle \frac{1}{𝒢_{\rho \rho }}}(𝒢_{\widehat{\mu }\rho }𝒢_{\widehat{\nu }\rho }_{\widehat{\mu }\rho }_{\widehat{\nu }\rho })`$ $`=`$ $`𝒢_{\widehat{\mu }\widehat{\nu }}^{},`$ (A.5)
$`_{\widehat{\mu }\widehat{\nu }}+{\displaystyle \frac{1}{𝒢_{\rho \rho }}}(𝒢_{\widehat{\mu }\rho }_{\widehat{\nu }\rho }_{\widehat{\mu }\rho }𝒢_{\widehat{\nu }\rho })`$ $`=`$ $`_{\widehat{\mu }\widehat{\nu }}^{}.`$ (A.6)
The induced metric on the IIA D$`p`$-brane is given by
$`𝒢_{\rho \rho }`$ $`=`$ $`G_{zz},`$
$`𝒢_{\widehat{\mu }\rho }`$ $`=`$ $`_{\widehat{\mu }}Z^{\widehat{M}}G_{\widehat{M}z},`$
$`𝒢_{\widehat{\mu }\widehat{\nu }}`$ $`=`$ $`_{\widehat{\mu }}Z^{\widehat{M}}_{\widehat{\nu }}Z^{\widehat{N}}()^{MN}G_{\widehat{M}\widehat{N}},`$ (A.7)
where we took into account the conditions (3.1)-(3.4) defining $`𝒯_{}`$, while the one on the IIB D($`p1`$)-brane is just
$`𝒢_{\widehat{\mu }\widehat{\nu }}^{}`$ $`=`$ $`_{\widehat{\mu }}z^{}_{\widehat{\nu }}z^{}G_{zz}^{}+_{(\widehat{\mu }}Z^{\widehat{M}}_{\widehat{\nu })}z^{}G_{\widehat{M}z}^{}+_{\widehat{\mu }}Z^{\widehat{M}}_{\widehat{\nu }}Z^{\widehat{N}}()^{MN}G_{\widehat{M}\widehat{N}}^{}.`$ (A.8)
$`()^{MN}=1`$ when both M and N are odd, $`()^{MN}=1`$ for others. On the other hand, the components of the gauge invariant tensor $`/(^{})`$ on the IIA/(IIB) D-branes can be decomposed as
$`_{\widehat{\mu }\widehat{\nu }}`$ $`=`$ $`_{[\widehat{\mu }}V_{\widehat{\nu }]}{\displaystyle \frac{1}{2}}_{[\widehat{\mu }}Z^{\widehat{M}}_{\widehat{\nu }]}Z^{\widehat{N}}B_{\widehat{M}\widehat{N}}`$
$`_{\widehat{\mu }\rho }`$ $`=`$ $`_{\widehat{\mu }}V_\rho +_{\widehat{\mu }}Z^{\widehat{N}}B_{z\widehat{N}}`$ (A.9)
$`_{\widehat{\mu }\widehat{\nu }}^{}`$ $`=`$ $`_{[\widehat{\mu }}V_{\widehat{\nu }]}{\displaystyle \frac{1}{2}}_{[\widehat{\mu }}Z^{\widehat{M}}_{\widehat{\nu }]}Z^{\widehat{N}}B_{\widehat{M}\widehat{N}}^{}_{[\widehat{\mu }}z^{}_{\widehat{\nu }]}Z^{\widehat{N}}B_{z\widehat{N}}^{}.`$ (A.10)
Using these decompositions in (A.5), and matching the coefficients of the different independent operators $`\{_{\widehat{\mu }}\varphi ^{{}_{}{}^{}\widehat{ı}}_{\widehat{\nu }}\varphi ^{{}_{}{}^{}\widehat{ȷ}}\}`$ appearing in both sides, we find
$`{\displaystyle \frac{\eta ^2}{G_{zz}}}`$ $`=`$ $`G_{zz}^{},`$ (A.11)
$`{\displaystyle \frac{\eta }{G_{zz}}}B_{\widehat{N}z}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{N}}^{\widehat{M}}G_{z\widehat{M}}^{}`$ (A.12)
$`G_{\widehat{M}\widehat{N}}{\displaystyle \frac{1}{G_{zz}}}[G_{\widehat{M}z}G_{\widehat{N}z}B_{z\widehat{M}}B_{z\widehat{N}}]`$ $`=`$ $`()^{(M+M^{})N}\mathrm{\Gamma }_{\widehat{M}}^{\widehat{M}^{}}\mathrm{\Gamma }_{\widehat{N}}^{\widehat{N}^{}}G_{\widehat{M}^{}\widehat{N}^{}}^{}.`$ (A.13)
Proceeding in the same way with (A.6), we obtain
$`{\displaystyle \frac{\eta }{G_{zz}}}G_{\widehat{M}z}`$ $`=`$ $`\mathrm{\Gamma }_{\widehat{M}}^{\widehat{N}}B_{\widehat{N}z}^{}`$ (A.14)
$`B_{\widehat{M}\widehat{N}}{\displaystyle \frac{1}{G_{zz}}}[()^{MN}\{G_{\widehat{M}z}B_{z\widehat{N}}B_{z\widehat{M}}G_{\widehat{N}z}\}]=()^{(M+M^{})N}\mathrm{\Gamma }_{\widehat{M}}^{\widehat{M}^{}}\mathrm{\Gamma }_{\widehat{N}}^{\widehat{N}^{}}B_{\widehat{M}^{}\widehat{N}^{}}^{}.`$
(A.15)
Equations (A.11)-(A.15) are the set of constraints derived from the T-duality covariance requirement. They can be interpreted as the generalization of the usual bosonic T-duality rules for the kind of superfields we are considering along the whole paper.
In the following, we will start analyzing equations (A.11)-(A.15). Before doing so, we must identify the different components of the superfields appearing in them. We can read the components of the superspace metric $`G_{MN}=e_{M}^{}{}_{}{}^{\underset{¯}{a}}e_{N}^{}{}_{}{}^{\underset{¯}{b}}\eta _{\underset{¯}{a}\underset{¯}{b}}`$ in type IIA from (2.6)- (2.7)
$`G_{mn}`$ $`=`$ $`e_m^{\underset{¯}{a}}e_n^{\underset{¯}{b}}\eta _{\underset{¯}{a}\underset{¯}{b}},`$
$`G_{i\alpha ,m}`$ $`=`$ $`(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{a}})_{\underset{¯}{\alpha }}e_\alpha ^{\underset{¯}{\alpha }}e_m^{\underset{¯}{a}}(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha e_m^{\underset{¯}{a}},`$
$`G_{i\alpha ,j\beta }`$ $`=`$ $`(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha (\overline{\stackrel{~}{\theta }}_j\mathrm{\Gamma }^{\underset{¯}{a}})_\beta ,`$ (A.16)
and those of the NS-NS superfield $`B_{MN}`$ from (2.9)
$`B_{mn}`$ $`=`$ $`b_{mn},`$
$`B_{i\alpha ,m}`$ $`=`$ $`(1)^i(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha e_m^{\underset{¯}{a}},`$
$`B_{i\alpha ,j\beta }`$ $`=`$ $`(1)^i(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha (\overline{\stackrel{~}{\theta }}_j\mathrm{\Gamma }^{\underset{¯}{a}})_\beta .`$ (A.17)
In type IIB, $`G_{MN}^{}`$ is decomposed as
$`G_{mn}^{}`$ $`=`$ $`e_m^{{}_{}{}^{}\underset{¯}{a}}e_n^{{}_{}{}^{}\underset{¯}{b}}\eta _{\underset{¯}{a}\underset{¯}{b}},`$
$`G_{i\alpha ,m}^{}`$ $`=`$ $`(\overline{\stackrel{~}{\theta }}_i^{}\mathrm{\Gamma }_{\underset{¯}{a}})_{\underset{¯}{\alpha }}e_\alpha ^{{}_{}{}^{}\underset{¯}{\alpha }}e_m^{{}_{}{}^{}\underset{¯}{a}}(\overline{\stackrel{~}{\theta }}_i^{}\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha e_m^{{}_{}{}^{}\underset{¯}{a}},`$
$`G_{i\alpha ,j\beta }^{}`$ $`=`$ $`(\overline{\stackrel{~}{\theta }}_i^{}\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha (\overline{\stackrel{~}{\theta }}_j^{}\mathrm{\Gamma }^{\underset{¯}{a}})_\beta ,`$ (A.18)
while the NS-NS superfield $`B_{MN}^{}`$ as
$`B_{mn}^{}`$ $`=`$ $`b_{mn}^{},`$
$`B_{i\alpha ,m}^{}`$ $`=`$ $`(1)^i(\overline{\stackrel{~}{\theta }}_i^{}\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha e_m^{{}_{}{}^{}\underset{¯}{a}},`$
$`B_{i\alpha ,j\beta }^{}`$ $`=`$ $`(1)^i(\overline{\stackrel{~}{\theta }}_i^{}\mathrm{\Gamma }_{\underset{¯}{a}})_\alpha (\overline{\stackrel{~}{\theta }}_j^{}\mathrm{\Gamma }^{\underset{¯}{a}})_\beta .`$ (A.19)
It is always possible to make a local $`SO(1,9)`$ rotation in both IIA/IIB tangent spaces to set
$`e_z^{\underset{¯}{a}}`$ $`=`$ $`\lambda \delta _{\underset{¯}{z}}^{\underset{¯}{a}},e_z^{{}_{}{}^{}\underset{¯}{a}}=\lambda ^{}\delta _{\underset{¯}{z}}^{\underset{¯}{a}},`$ (A.20)
where $`\lambda `$ and $`\lambda ^{}`$ are constants such that
$`G_{zz}`$ $`=`$ $`\lambda ^2,G_{zz}^{}=\lambda _{}^{}{}_{}{}^{2}.`$ (A.21)
Equation (A.11) becomes
$`\eta ^2`$ $`=`$ $`\lambda ^2\lambda _{}^{}{}_{}{}^{2},`$ (A.22)
which is the analogue of the usual T-duality rules relating the radius of the original circle with the radius of the T-dual circle, $`G_{z^{}z^{}}^{}G_{zz}=1`$.
Equations (A.12) and (A.13) allow us to set some elements of $`\mathrm{\Gamma }_M^N`$ to zero
$`\mathrm{\Gamma }_m^{j\beta }=\mathrm{\Gamma }_{j\beta }^m=\mathrm{\Gamma }_{1\beta }^{1\alpha }=\mathrm{\Gamma }_{2\beta }^{2\alpha }`$ $`=`$ $`0`$ (A.23)
and
$`s{\displaystyle \frac{b_{mz}}{\lambda }}`$ $`=`$ $`\mathrm{\Gamma }_m^ne_{n\underset{¯}{z}}^{},se_{m\underset{¯}{z}}=\mathrm{\Gamma }_m^n{\displaystyle \frac{b_{nz}^{}}{\lambda ^{}}},`$ (A.24)
$`s(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{z}})_\alpha `$ $`=`$ $`(1)^i\mathrm{\Gamma }_{i\alpha }^{}{}_{}{}^{j\beta }(\overline{\stackrel{~}{\theta }}_j^{}\mathrm{\Gamma }_{\underset{¯}{z}})_\beta ,`$ (A.25)
where $`s\frac{\eta }{\lambda \lambda ^{}}=\pm 1`$ is a signature. Assuming IIB spinors $`\theta _j^{}`$ have positive chirality, we can take
$`\overline{\stackrel{~}{\theta }}_1=a_2\overline{\stackrel{~}{\theta }}_2^{},\overline{\stackrel{~}{\theta }}_2=a_1\overline{\stackrel{~}{\theta }}_1^{}\mathrm{\Gamma }_{\underset{¯}{z}}.`$ (A.26)
and
$`sa_2e_\alpha ^{\underset{¯}{\alpha }}`$ $`=`$ $`e_\beta ^{{}_{}{}^{}\underset{¯}{\alpha }}\mathrm{\Gamma }_{1\alpha }^{}{}_{}{}^{2\beta },sa_1(\mathrm{\Gamma }_{\underset{¯}{z}})_{\underset{¯}{\alpha }}^{\underset{¯}{\beta }}e_\alpha ^{\underset{¯}{\alpha }}=e_\beta ^{{}_{}{}^{}\underset{¯}{\beta }}\mathrm{\Gamma }_{2\alpha }^{}{}_{}{}^{1\beta }.`$ (A.27)
It follows, in addition to (A.25), for $`\underset{¯}{\overset{^}{a}}\underset{¯}{z}`$ components that
$`s(\overline{\stackrel{~}{\theta }}_i\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}})_\alpha `$ $`=`$ $`(\overline{\stackrel{~}{\theta }}_j^{}\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}})_\beta \mathrm{\Gamma }_{i\alpha }^{}{}_{}{}^{j\beta }.`$ (A.28)
From the equation (A.14) we get
$`e_m^{\underset{¯}{\overset{^}{a}}}`$ $`=`$ $`s\mathrm{\Gamma }_m^m^{}e_m^{}^{{}_{}{}^{}\underset{¯}{\overset{^}{a}}}.`$ (A.29)
Finally (A.15) requires
$`b_{mn}{\displaystyle \frac{b_{[mz}}{\lambda }}e_{n]\underset{¯}{z}}`$ $`=`$ $`\mathrm{\Gamma }_m^m^{}\mathrm{\Gamma }_n^n^{}b_{m^{}n^{}}^{}.`$ (A.30)
Thus, as we claimed in the introduction, T-duality covariance of the DBI action fixes the chirality change mapping among spinor fields (A.26) up to constant factors $`(a_1,a_2)`$ from the fermionic components of the background superfields, and reproduces the well known transformations for their bosonic components (A.22), (A.24), (A.29) and (A.30).
Having solved such T-duality constraints, we will next study the T-duality properties of the different supersymmetric invariant forms defined on D-branes. Let us consider $`/\mathrm{\Pi }=\mathrm{\Gamma }_{\underset{¯}{a}}\mathrm{\Pi }^{\underset{¯}{a}}`$ in type IIA. It can be splitted in terms of
$`/\mathrm{\Pi }`$ $`=`$ $`\widehat{/}𝚷+\mathrm{\Gamma }_{\underset{¯}{z}}D\rho ,`$ (A.31)
where
$`\widehat{/}𝚷`$ $``$ $`\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}(𝐝x^me_m^{\underset{¯}{\overset{^}{a}}}+\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta })`$ (A.32)
$`D\rho `$ $``$ $`\mathrm{\Pi }^{\underset{¯}{z}}=\lambda d\rho +𝐝x^me_m^{\underset{¯}{z}}+\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{z}}𝐝\stackrel{~}{\theta }.`$ (A.33)
Analogously, in type IIB,
$`/\mathrm{\Pi }^{}`$ $`=`$ $`\widehat{/}𝚷^{}+\mathrm{\Gamma }_{\underset{¯}{z}}𝚷^{{}_{}{}^{}\underset{¯}{z}},`$ (A.34)
where
$`\widehat{/}𝚷^{}`$ $``$ $`\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}(𝐝x^{}_{}{}^{}me_m^{{}_{}{}^{}\underset{¯}{\overset{^}{a}}}+\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }^{})`$
$`𝚷^{{}_{}{}^{}\underset{¯}{z}}`$ $``$ $`(\lambda ^{}dz^{}+𝐝x^{}_{}{}^{}me_m^{{}_{}{}^{}\underset{¯}{z}}+\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{z}}𝐝\stackrel{~}{\theta }^{}).`$ (A.35)
We can write $`\widehat{/}𝚷`$ in terms of type IIB variables by inserting (A.26), (A.28) and (A.29) into (A.32)
$`\widehat{/}𝚷\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}(𝐝x^me_m^{\underset{¯}{\overset{^}{a}}}+\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta })=\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}(𝐝x^m(s\mathrm{\Gamma }_m^m^{}e_m^{}^{\underset{¯}{\overset{^}{a}}})+(a_2^2\overline{\stackrel{~}{\theta }}_2^{}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }_2^{}+a_1^2\overline{\stackrel{~}{\theta }}_1^{}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }_1^{})).`$ (A.36)
Thus, by choosing
$`s=+1,a_1^2=1,a_2^2=1`$ (A.37)
we can identify both one forms
$`\widehat{/}𝚷`$ $`=`$ $`\mathrm{\Gamma }_{\underset{¯}{\overset{^}{a}}}(𝐝x^{}_{}{}^{}me_m^{\underset{¯}{\overset{^}{a}}}+\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }^{})=\widehat{/}𝚷^{}.`$ (A.38)
The latter equation is telling us that the supersymmetric invariant one form in nine dimensions is T-duality covariant. Furthermore, when using (A.37) in (A.26) and (A.28), it follows that
$`\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }`$ $`=`$ $`+\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }^{},\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }=+\overline{\stackrel{~}{\theta }}^{}\tau _3\mathrm{\Gamma }^{\underset{¯}{\overset{^}{a}}}𝐝\stackrel{~}{\theta }^{},`$ (A.39)
$`\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{z}}𝐝\stackrel{~}{\theta }`$ $`=`$ $`\overline{\stackrel{~}{\theta }}^{}\tau _3\mathrm{\Gamma }^{\underset{¯}{z}}𝐝\stackrel{~}{\theta }^{},\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }^{\underset{¯}{z}}𝐝\stackrel{~}{\theta }=\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{z}}𝐝\stackrel{~}{\theta }^{},`$ (A.40)
which are the form version of the identities (3.20), and
$`D\rho `$ $`=`$ $`\lambda d\rho +𝐝x^me_m^{\underset{¯}{z}}+\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^z𝐝\stackrel{~}{\theta }=\lambda d\rho +𝐝x^{}_{}{}^{}m{\displaystyle \frac{b_{m\underset{¯}{z}}^{}}{\lambda ^{}}}\overline{\stackrel{~}{\theta }}^{}\tau _3\mathrm{\Gamma }^z𝐝\stackrel{~}{\theta }^{}.`$ (A.41)
Concerning the supersymmetric invariant two form $``$
$``$ $`=`$ $`dV+(\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{11}\mathrm{\Gamma }_md\stackrel{~}{\theta })(d\stackrel{~}{x}^m+{\displaystyle \frac{1}{2}}\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^md\stackrel{~}{\theta }){\displaystyle \frac{1}{2}}dx^mdx^nb_{mn},`$ (A.42)
it can be written in terms of type IIB variables as
$``$ $`=`$ $`^{}+D\rho 𝚷^{\underset{¯}{z}},`$ (A.43)
where
$`^{}`$ $``$ $`\mathrm{𝐝𝐕}{\displaystyle \frac{1}{2}}dx^{}_{}{}^{}mdx^{}_{}{}^{}nb_{mn}^{}+(\overline{\stackrel{~}{\theta }}^{}\tau _3\mathrm{\Gamma }_{\underset{¯}{a}}𝐝\stackrel{~}{\theta }^{})(𝐝x^{}_{}{}^{}me_m^{\underset{¯}{a}}+{\displaystyle \frac{1}{2}}\overline{\stackrel{~}{\theta }}^{}\mathrm{\Gamma }^{\underset{¯}{a}}𝐝\stackrel{~}{\theta }^{}).`$ (A.44)
It is remarkable that all terms $`i__\rho `$ appearing in the decomposition of the supersymmetric invariant form $``$ under the double dimensional ansatz, $`=^{}+d\rho i__\rho `$, can be written as $`𝚷^{{}_{}{}^{}\underset{¯}{z}}`$, the supersymmetric invariant one form along the T-dual circle. Furthermore, all the dependence of $`d\rho `$ in supersymmetric invariant forms $`/\mathrm{\Pi }`$ and $``$ is through $`D\rho =\mathrm{\Pi }^{\underset{¯}{z}}`$, the supersymmetric one form along the original circle. Thus, what T-duality does is to exchange both forms $`\mathrm{\Pi }^{\underset{¯}{z}}𝚷^{{}_{}{}^{}\underset{¯}{z}}`$. This is the supersymmetric generalization of the corresponding phenomena observed in the bosonic case , whose relevance may become more clear in the discussion of the T-duality transformation of the WZ term in appendix B.
## Appendix B T-Duality transformation of WZ term
In this appendix we prove that WZ terms of type IIA SuperD-branes are mapped to WZ terms of type IIB SuperD-branes under T-duality, using the results obtained in appendix A. WZ terms of IIA D-branes are obtained from
$`dL_A^{WZ}=T_p\overline{E}𝒞_AEe^{},𝒞_A(/\mathrm{\Pi })={\displaystyle \underset{\mathrm{}=0}{}}(\mathrm{\Gamma }_{11})^{\mathrm{}+1}{\displaystyle \frac{/\mathrm{\Pi }^2\mathrm{}}{(2\mathrm{}!)}},`$ (B.1)
where
$`E^{\underset{¯}{\alpha }}=d\stackrel{~}{\theta }^{\underset{¯}{\alpha }}=d\theta ^\alpha e_\alpha ^{\underset{¯}{\alpha }},\overline{E}_{\underset{¯}{\beta }}=d\stackrel{~}{\theta }^{\underset{¯}{\alpha }}C_{\underset{¯}{\alpha }\underset{¯}{\beta }},/\mathrm{\Pi }=\mathrm{\Gamma }_{\underset{¯}{a}}(d\stackrel{~}{x}^{\underset{¯}{a}}+\overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{a}}d\stackrel{~}{\theta }).`$ (B.2)
The latter show that $`dL_A^{WZ}`$ just depends on supersymmetric invariant forms, whose T-duality properties were determined in appendix A. In particular, from (A.43) and using $`D\rho D\rho =0`$,
$`e^{}`$ $`=`$ $`{\displaystyle \underset{n=0}{}}{\displaystyle \frac{^n}{n!}}={\displaystyle \underset{n=0}{}}{\displaystyle \frac{(^{}+D\rho 𝚷^{\underset{¯}{z}})^n}{n!}}=(1+(D\rho 𝚷^{\underset{¯}{z}}))e^{^{}}.`$ (B.3)
Next, using (A.28) and (A.38) besides that $`\widehat{/}𝚷`$ and $`\mathrm{\Gamma }^{\underset{¯}{z}}D\rho `$ are commuting one forms,
$`\overline{E}𝒞_AE`$ $`=`$ $`𝐝\overline{\stackrel{~}{\theta }}{\displaystyle \underset{\mathrm{}=0}{}}(\mathrm{\Gamma }_{11})^{\mathrm{}+1}{\displaystyle \frac{/\mathrm{\Pi }^2\mathrm{}}{(2\mathrm{}!)}}𝐝\stackrel{~}{\theta }=𝐝\overline{\stackrel{~}{\theta }}{\displaystyle \underset{\mathrm{}=0}{}}(\mathrm{\Gamma }_{11})^{\mathrm{}+1}{\displaystyle \frac{(\widehat{/}𝚷+\mathrm{\Gamma }^{\underset{¯}{z}}D\rho )^2\mathrm{}}{(2\mathrm{}!)}}𝐝\stackrel{~}{\theta }`$ (B.4)
$`=`$ $`𝐝\overline{\stackrel{~}{\theta }}_2{\displaystyle \frac{\widehat{/}𝚷^2\mathrm{}}{(2\mathrm{})!}}𝐝\stackrel{~}{\theta }_1+𝐝\overline{\stackrel{~}{\theta }}_1(1)^{\mathrm{}+1}{\displaystyle \frac{\widehat{/}𝚷^2\mathrm{}}{(2\mathrm{})!}}𝐝\stackrel{~}{\theta }_2`$
$`+𝐝\overline{\stackrel{~}{\theta }}_2(\mathrm{\Gamma }^{\underset{¯}{z}}D\rho ){\displaystyle \frac{\widehat{/}𝚷^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}𝐝\stackrel{~}{\theta }_1+𝐝\overline{\stackrel{~}{\theta }}_1(\mathrm{\Gamma }^{\underset{¯}{z}}D\rho )(1)^{\mathrm{}}{\displaystyle \frac{\widehat{/}𝚷^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}𝐝\stackrel{~}{\theta }_2`$
$`=`$ $`a_1a_2\{𝐝\overline{\stackrel{~}{\theta }}_1^{}\mathrm{\Gamma }_{\underset{¯}{z}}{\displaystyle \frac{\widehat{/}𝚷^2\mathrm{}}{(2\mathrm{})!}}𝐝\stackrel{~}{\theta }_2^{}+𝐝\overline{\stackrel{~}{\theta }}_2^{}(1)^{\mathrm{}+1}{\displaystyle \frac{\widehat{/}𝚷^2\mathrm{}}{(2\mathrm{})!}}\mathrm{\Gamma }_{\underset{¯}{z}}𝐝\stackrel{~}{\theta }_1^{}`$
$`+𝐝\overline{\stackrel{~}{\theta }}_1^{}D\rho {\displaystyle \frac{\widehat{/}𝚷^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}𝐝\stackrel{~}{\theta }_2^{}+𝐝\overline{\stackrel{~}{\theta }}_2^{}D\rho (1)^{\mathrm{}}{\displaystyle \frac{\widehat{/}𝚷^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}𝐝\stackrel{~}{\theta }_1^{}\}`$
$`=`$ $`a_1a_2\{𝐝\overline{\stackrel{~}{\theta }}^{}{\displaystyle \frac{\widehat{/}𝚷^2\mathrm{}}{(2\mathrm{})!}}\mathrm{\Gamma }_{\underset{¯}{z}}\tau _3^{\mathrm{}}\tau _1𝐝\stackrel{~}{\theta }^{}+𝐝\overline{\stackrel{~}{\theta }}^{}D\rho {\displaystyle \frac{\widehat{/}𝚷^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}\tau _3^{\mathrm{}}\tau _1𝐝\stackrel{~}{\theta }^{}\}.`$
Joining (B.3) and (B.4)
$`dL_A^{WZ}`$ $`=`$ $`T_pa_1a_2𝐝\overline{\stackrel{~}{\theta }}^{}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{\widehat{/}𝚷^{}_{}{}^{}2\mathrm{}}{(2\mathrm{}!)}}\mathrm{\Gamma }^{\underset{¯}{z}}\tau _3^{\mathrm{}}\tau _1+(D\rho ){\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{\widehat{/}𝚷^{{}_{}{}^{}2\mathrm{}+1}}{(2\mathrm{}+1)!}}\tau _3^{\mathrm{}}\tau _1]𝐝\stackrel{~}{\theta }^{}(1+(D\rho 𝚷^z))e^{^{}}`$ (B.5)
$`=`$ $`a_1a_2T_p(D\rho )[𝐝\overline{\stackrel{~}{\theta }}^{}{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{(/\mathrm{\Pi }^{})^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}\tau _3^{\mathrm{}}\tau _1𝐝\stackrel{~}{\theta }^{}]e^{^{}}+\mathrm{}`$
$`=`$ $`a_1a_2T_p[𝐝\overline{\stackrel{~}{\theta }}^{}𝒮_B(/\mathrm{\Pi }^{})\tau _1𝐝\stackrel{~}{\theta }^{}]e^{^{}}(\lambda d\rho )+\mathrm{},`$
where dots stand for terms not depending on $`d\rho `$.
From $`dL_A^{WZ}`$ in (B.5) we can find the WZ Lagrangian $`_A^{WZ}`$, written in terms of IIB variables, by taking the p+1 form part of $`L_A^{WZ}`$ on $`\sigma ^\mu `$. IIB (p-1) brane WZ term will be obtained by integrating it over $`\rho `$. It means that only the coefficient of $`d\rho `$ in (B.5) contributes to $`L_B^{WZ}`$. The coefficient of $`d\rho `$ in (B.5) gives $`dL_B^{WZ}`$
$`dL_B^{WZ}`$ $`=`$ $`T_{p1}^{}[\overline{E}^{}𝒮_B(/\mathrm{\Pi }^{})\tau _1E^{}]e^{^{}},`$ (B.6)
if $`a_1a_2=1`$, where $`T_{p1}^{}`$ is given in (A.2).
## Appendix C Kappa symmetry
In this appendix we prove that the infinitesimal kappa symmetry transformation $`\delta _\kappa \theta `$ in type IIA is mapped to $`\delta _\kappa ^{}\theta ^{}`$ in type IIB as claimed in (4.15). The kappa symmetry transformations for type IIB spinors are obtained from those of IIA using (A.26)
$`a_2\delta \overline{\stackrel{~}{\theta }}_2^{}`$ $`=`$ $`\delta \overline{\stackrel{~}{\theta }}_1=\delta \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_{}=\overline{\kappa }(1\gamma ^{(p)})\mathrm{\Gamma }_{}`$ (C.1)
$`a_1\delta \overline{\stackrel{~}{\theta }}_1^{}`$ $`=`$ $`\delta \overline{\stackrel{~}{\theta }}_2\mathrm{\Gamma }^{\underset{¯}{z}}=\delta \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }_+\mathrm{\Gamma }^{\underset{¯}{z}}=\delta \overline{\stackrel{~}{\theta }}\mathrm{\Gamma }^{\underset{¯}{z}}\mathrm{\Gamma }_{}=\overline{\kappa }(1\gamma ^{(p)})\mathrm{\Gamma }^{\underset{¯}{z}}\mathrm{\Gamma }_{}.`$ (C.2)
First terms in the right hand side of (C.1) and (C.2) are
$`\overline{\kappa }\mathrm{\Gamma }_{}`$ $`=`$ $`\overline{\kappa }_1a_2\overline{\kappa }_2^{},`$ (C.3)
$`\overline{\kappa }\mathrm{\Gamma }^{\underset{¯}{z}}\mathrm{\Gamma }_{}`$ $`=`$ $`\overline{\kappa }\mathrm{\Gamma }_+\mathrm{\Gamma }^{\underset{¯}{z}}=\overline{\kappa }_2\mathrm{\Gamma }^{\underset{¯}{z}}a_1\overline{\kappa }_1^{},`$ (C.4)
where we assumed that kappa symmetry parameters $`\kappa _j`$ have the same T-duality transformation as the dynamical fields $`\theta `$ in (A.26),
$`\overline{\kappa }_1=a_2\overline{\kappa }_2^{},\overline{\kappa }_2=a_1\overline{\kappa }_1^{}\mathrm{\Gamma }^{\underset{¯}{z}}.`$ (C.5)
The second term in the right hand side of (C.1) is
$`\overline{\kappa }(\gamma ^{(p)})\mathrm{\Gamma }_{}`$ $`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[𝒮_A(/\mathrm{\Pi })e^{}]_{p+1}\mathrm{\Gamma }_{}`$ (C.6)
$`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{/\mathrm{\Pi }^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}e^{}]_{p+1}\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{(\widehat{/}𝚷+\mathrm{\Gamma }^{\underset{¯}{z}}D\rho )^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}(1+D\rho 𝚷_z^{})e^{^{}}]_{p+1}\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}\{{\displaystyle \frac{\widehat{/}𝚷^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}+{\displaystyle \frac{\widehat{/}𝚷^2\mathrm{}}{(2\mathrm{})!}}(\mathrm{\Gamma }^{\underset{¯}{z}}D\rho )\}(1𝚷_z^{}D\rho )e^{^{}}]_{p+1}\mathrm{\Gamma }_{}+\mathrm{}`$
$`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\lambda \sqrt{det(𝒢^{}+^{})}}}[\mathrm{\Gamma }^{\underset{¯}{z}}{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{(\widehat{/}𝚷^{}+𝚷_z^{}\mathrm{\Gamma }^{\underset{¯}{z}})^2\mathrm{}}{(2\mathrm{})!}}D\rho e^{^{}}]_{p+1}\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{\overline{\kappa }_2}{\sqrt{det(𝒢^{}+^{})}}}\mathrm{\Gamma }^{\underset{¯}{z}}[{\displaystyle \underset{\mathrm{}=0}{}}\{{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}\}e^{^{}}]_p\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{a_1\overline{\kappa }_1^{}}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}\{{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}\}e^{^{}}]_p\mathrm{\Gamma }_{}.`$
Here $`[\mathrm{}]_{p+1}`$ means p+1 form coefficient of $`[\mathrm{}]`$ , the coefficient of $`d\sigma ^0d\sigma ^1\mathrm{}d\sigma ^p`$ after taking the pullback. In the last second line p+1 form coefficient is replaced with p form coefficient (the coefficient of $`d\sigma ^0d\sigma ^1\mathrm{}d\sigma ^{p1}`$) by dropping $`d\rho `$. We have also used the relation of DBI term
$`\sqrt{det(𝒢+)}=\lambda \sqrt{det(𝒢^{}+^{})}.`$ (C.7)
Analogously for the second term in (C.2),
$`\overline{\kappa }(\gamma ^{(p)})\mathrm{\Gamma }^{\underset{¯}{z}}\mathrm{\Gamma }_{}`$ $`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[𝒮_A(/\mathrm{\Pi })e^{}]_{p+1}\mathrm{\Gamma }^{\underset{¯}{z}}\mathrm{\Gamma }_{}`$ (C.8)
$`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}{\displaystyle \frac{/\mathrm{\Pi }^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}e^{}]_{p+1}\mathrm{\Gamma }^{\underset{¯}{z}}(1)^{\mathrm{}+1}\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{\overline{\kappa }}{\sqrt{det(𝒢+)}}}[{\displaystyle \underset{\mathrm{}=0}{}}(1)^{\mathrm{}+1}{\displaystyle \frac{(\widehat{/}𝚷+\mathrm{\Gamma }^{\underset{¯}{z}}D\rho )^{2\mathrm{}+1}}{(2\mathrm{}+1)!}}(1+D\rho 𝚷_z^{})e^{^{}}\mathrm{\Gamma }^{\underset{¯}{z}}]_{p+1}\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{\overline{\kappa }_1}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}(1)^{\mathrm{}+1}\{{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}\}e^{^{}}]_p\mathrm{\Gamma }_{}`$
$`=`$ $`{\displaystyle \frac{a_2\overline{\kappa }_2^{}}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}(1)^{\mathrm{}+1}{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}e^{^{}}]_p\mathrm{\Gamma }_{}.`$
Thus, joining the partial results
$`\delta \overline{\stackrel{~}{\theta }}_1^{}`$ $`=`$ $`\overline{\kappa }_1^{}{\displaystyle \frac{a_2}{a_1}}{\displaystyle \frac{\overline{\kappa }_2^{}}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}(1)^{\mathrm{}+1}{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}e^{^{}}]_p\mathrm{\Gamma }_{},`$ (C.9)
$`\delta \overline{\stackrel{~}{\theta }}_2^{}`$ $`=`$ $`\overline{\kappa }_2^{}{\displaystyle \frac{a_1}{a_2}}{\displaystyle \frac{\overline{\kappa }_1^{}}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}\{{\displaystyle \frac{(/\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}\}e^{^{}}]_p\mathrm{\Gamma }_{}.`$ (C.10)
Since $`a_1^2=a_2^2=a_1a_2=1`$ we get $`a_1/a_2=1`$. We can express them by using $`\tau `$ matrices as
$`\delta \overline{\stackrel{~}{\theta }}^{}`$ $`=`$ $`\overline{\kappa }^{}+{\displaystyle \frac{\overline{\kappa }^{}}{\sqrt{det(𝒢^{}+^{})}}}[{\displaystyle \underset{\mathrm{}=0}{}}(\tau _3)^{\mathrm{}+1}{\displaystyle \frac{(\widehat{/}\mathrm{\Pi }^{})^2\mathrm{}}{(2\mathrm{})!}}e^{^{}}]_p\tau _1\mathrm{\Gamma }_{}`$ (C.11)
Thus we have shown that the kappa symmetry transformation of IIA spinor $`\delta _\kappa \overline{\stackrel{~}{\theta }}`$ is mapped to that of IIB spinor $`\delta _\kappa ^{}\overline{\stackrel{~}{\theta }^{}}`$ under $`𝒯_{}`$,
$`\delta \overline{\stackrel{~}{\theta }}^{}`$ $`=`$ $`\overline{\kappa }^{}(1\gamma ^{{}_{}{}^{}(p1)}),`$ (C.12)
$`\gamma ^{{}_{}{}^{}(p1)}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{det(G^{}+^{})}}}[𝒞_B(\widehat{/}\mathrm{\Pi }^{})\tau _1e^{^{}}]_p.`$ (C.13)
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# 1 Introduction
## 1 Introduction
In QED quantized in covariant gauge, longitudinally polarized on–shell photons are present, but due to gauge invariance decouple, order by order in perturbation theory, in expressions for physical quantities. For the virtual photon with nonzero virtuality <sup>1</sup><sup>1</sup>1In this paper the virtuality $`\tau `$ of a particle with four–momentum $`k`$ and mass $`m`$ is defined as $`\tau m^2k^2`$. In this convention, $`P^2>0`$ in the space–like region relevant for hard collisions involving photons in the initial state. its longitudinal polarization, denoted $`\gamma _L^{}`$, does, however, give nonzero contributions to physical quantities and gauge invariance merely requires that these contributions vanish as $`P^20`$. In this paper we discuss hard collisions <sup>2</sup><sup>2</sup>2Characterized by some “hard scale” denoted generically as $`Q^2`$. In practice “$`Q^2`$” may be standard $`Q^2`$ in DIS, $`E_T^2`$ in jet studies, $`M_Q^2`$ in heavy quark production, etc. of virtual photons and, moreover, restrict our attention to kinematical region $`P^2Q^2`$ where the concept of virtual photon structure makes good sense.
This work has been motivated by the lack of the general attitude toward the role of $`\gamma _L^{}`$ in hard collisions <sup>3</sup><sup>3</sup>3The relevance of $`\gamma _L^{}`$ has recently been pointed out in as well. and in particular by our disagreement with the statements of a recent paper , where the treatment of virtuality dependence of physical quantities is based on the following two claims <sup>4</sup><sup>4</sup>4$`f_{\gamma (P^2)/e}^L`$ in the notation of corresponds to $`f_L^\gamma (P^2)`$ in our formula (3).
(i) effects of $`f_{\gamma (P^2)/e}^L`$ should be neglected since the corresponding longitudinal cross–sections are suppressed by powers of $`P^2/Q^2`$, and
(ii) cross–sections of partonic subprocesses involving $`\gamma (P^2)`$ should be calculated as if $`P^2=0`$ due (partly) to the $`P^2/Q^2`$ suppression of any additional terms.
In the next Section we first analyze these claims and point out why they are wrong. Then we recall the reasons for introducing the concept of virtual photon structure and recollect basic formulae concerning the structure of $`\gamma _L^{}`$. Numerical results illustrating the importance of including the contributions of $`\gamma _L^{}`$ are presented in Section 3. The feasibility of extracting the information of partonic content of $`\gamma _L^{}`$ from jet production at HERA is addressed in Section 4, followed by the summary and conclusions in Section 5.
## 2 Theoretical considerations
### 2.1 Virtuality dependence of $`\sigma (\gamma _L^{})`$
Before recalling practical usefulness of the concept of partonic structure of virtual photons, let us show why the claims made in and mentioned in the Introduction are incorrect. The fact that in the resolved photon channel the cross–sections of $`\gamma _L^{}`$ are not suppressed by $`P^2/Q^2`$ follows directly from analysis of the formula (E.1) in for the cross–section $`\sigma _{TL}`$ (denoted $`\sigma _{TS}`$ there), which shows that for small $`P^2m_q^2`$ ($`m_q`$ being the quark mass) its contribution to $`F_2^\gamma (x,P^2,Q^2)`$ behaves as <sup>5</sup><sup>5</sup>5In the notation of the first and second subscripts in $`\sigma _{ij}`$ refer to polarizations of the probing and target photons respectively, with wirtualities $`Q^2`$ and $`P^2`$. Most of the terms in the expression for $`\sigma _{TL}`$ do, indeed, behave as $`P^2/Q^2`$, but there is one, proportional to $`(\mathrm{\Delta }tq_1^4/T)`$, which does not and which yields (1).
$$F_{TL}^\gamma (x,P^2,Q^2)=\frac{P^2}{m_q^2}\frac{\alpha }{\pi }4x^3(1x)^2=\frac{P^2}{m_q^2}2x\frac{\alpha }{2\pi }4x^2(1x)^2.$$
(1)
This expression coincides, apart from the factor $`N_ce_q^2`$ appropriate to a quark with electric charge $`e_q`$ and $`N_c`$ colors, with the QED expression for distribution function of quarks inside $`\gamma _L^{}`$ in our formulae (9) below <sup>6</sup><sup>6</sup>6In practical applications the factorization scale $`M^2`$ in (5) is identified with the generic hard scale $`Q^2`$. multiplied by $`2x(\alpha /2\pi )`$. For $`P^2m_q^2`$, on the other hand, the distribution function (8) is proportional to $`4x(1x)`$ with no $`P^2/Q^2`$ suppression. As a result, in the region $`P^2m_q^2`$, $`\gamma _L^{}`$ supplies finite contribution to $`F_2^\gamma (x,P^2,Q^2)`$ equal to $`(\alpha /\pi )(N_ce_q^2)4x(1x)`$ . Similarly, also the second claim (ii) is incorrect, because also part of the contribution of $`\sigma _{TT}`$ has the same $`P^2`$ behaviour as in (1). Physical explanation of this behaviour is simple: even for large values of $`Q^2`$ the virtuality $`\tau `$ of the quarks (antiquarks) from the primary splitting $`\gamma ^{}q\overline{q}`$ of the target photon comes predominantly from the region close to its minimal value $`\tau ^{\mathrm{min}}=xP^2+m_q^2/(1x)`$ and therefore the threshold behaviour is governed by the quark mass $`m_q`$ rather than $`Q^2`$.
On the other hand, virtuality dependence of the contributions of $`\gamma _T^{}`$ and $`\gamma _L^{}`$ can be safely neglected in the LO direct photon hard processes, for instance in large $`E_T`$ jet production via the photon–gluon fusion subprocess $`\gamma ^{}Gq\overline{q}`$. In these processes virtuality of the exchanged quark (or antiquark) is forced by kinematics to be proportional to jet transverse energy $`E_T`$ and therefore the virtuality dependent part is suppressed by powers of $`P^2/E_T^2`$. Of course, in realistic QCD the onset of quark distribution functions of $`\gamma _L^{}`$ is not expected to be determined directly by quark masses, but rather by some nonperturbative parameter related to confinement, but the basic features of the dependence on $`P^2`$, exemplified in (1), are likely to persist.
### 2.2 Equivalent photon approximation
Most of the present knowledge of the structure of the photon comes from experiments at the ep and e<sup>+</sup>e<sup>-</sup> colliders, where the incoming leptons act as sources of transverse and longitudinal virtual photons. To order $`\alpha `$ their respective unintegrated fluxes are given as
$`f_T^\gamma (y,P^2)`$ $`=`$ $`{\displaystyle \frac{\alpha }{2\pi }}\left({\displaystyle \frac{1+(1y)^2)}{y}}{\displaystyle \frac{1}{P^2}}{\displaystyle \frac{2m_\mathrm{e}^2y}{P^4}}\right),`$ (2)
$`f_L^\gamma (y,P^2)`$ $`=`$ $`{\displaystyle \frac{\alpha }{2\pi }}{\displaystyle \frac{2(1y)}{y}}{\displaystyle \frac{1}{P^2}}.`$ (3)
Phenomenological analyses of interactions of virtual photons have so far concentrated on its transverse polarization. The same holds for available parameterizations of parton distribution functions (PDF) of virtual photons. Neglecting longitudinal photons is in general a good approximation for $`y1`$, where the flux $`f_L^\gamma (y,P^2)0`$, as well as for very small virtualities $`P^2`$, where PDF of $`\gamma _L^{}`$ vanish by gauge invariance. But how small is “very small” in fact? For instance, should we take into account the contribution of $`\gamma _L^{}`$ to jet cross–section in the region $`E_T5`$ GeV, $`P^21`$ GeV<sup>2</sup>, where most of the data on virtual photons obtained in ep collisions at HERA come from? The rest of this paper is devoted to addressing this and related questions.
### 2.3 Who needs the concept of partonic structure of virtual photons?
Let us briefly recall the virtue of extending the concept of partonic “structure” to virtual photons. The arguments for it were discussed in detail in and we therefore merely summarize the most important points:
* In principle, the concept of partonic structure of (sufficiently) virtual photons can be dispensed with because higher order perturbative QCD corrections to cross–sections of processes involving virtual photons in the initial state are well–defined and finite even for massless partons.
* In practice, however, this concept is extraordinarily useful as it allows us to include the resummation of higher order QCD effects that come from physically well–understood region of (almost) parallel emission of partons off the quark (or antiquark) coming from the primary $`\gamma ^{}q\overline{q}`$ splitting and subsequently participating in hard processes.
In other words, for the virtual photon, as opposed to the real one, its PDF can be regarded as “merely” describing higher order perturbative effects and not the “true” structure. Although this distinction between the content of PDF of real and virtual photons does exist, it does not affect the extraordinary phenomenological usefulness of PDF of the virtual photon. As shown in the nontrivial part of the resolved photon contributions to NLO calculations of dijet production at HERA obtained with JETVIP is large and affects significantly the conclusions of phenomenological analyses of existing experimental data.
### 2.4 Structure of $`\gamma _L^{}`$ in QED
The definition and evaluation of quark distribution functions of the virtual photon in QED serves as a guide to QCD improved parton model predictions of virtuality dependence of their pointlike parts. In pure QED and to order $`\alpha `$ the probability of finding inside $`\gamma _T^{}`$ or $`\gamma _L^{}`$ of virtuality $`P^2`$ a quark with mass $`m_q`$, electric charge $`e_q`$, momentum fraction $`x`$ and virtuality $`\tau M^2`$, is given, in units of $`3e_q^2\alpha /2\pi `$, as ($`k=T,L`$)
$$q_k^{\mathrm{QED}}(x,m_q^2,P^2,M^2)=f_k(x)\mathrm{ln}\left(\frac{M^2}{\tau ^{\mathrm{min}}}\right)+\left[f_k(x)+\frac{g_k(x)m_q^2+h_k(x)P^2}{\tau ^{\mathrm{min}}}\right]\left(1\frac{\tau ^{\mathrm{min}}}{M^2}\right),$$
(4)
where $`\tau ^{\mathrm{min}}=xP^2+m_q^2/(1x)`$. The quantity defined in (4) has a clear physical interpretation: it describes the flux of quarks and antiquarks that are almost collinear with the incoming photon and “live” longer <sup>7</sup><sup>7</sup>7In fact most of these quarks live much longer than $`1/M`$. than $`1/M`$. For $`\tau ^{\mathrm{min}}M^2`$ the expression (4) simplifies to
$$q_k^{\mathrm{QED}}(x,m_q^2,P^2,M^2)=f_k(x)\mathrm{ln}\left(\frac{M^2}{xP^2+m_q^2/(1x)}\right)f_k(x)+\frac{g_k(x)m_q^2+h_k(x)P^2}{xP^2+m_q^2/(1x)},$$
(5)
which for $`x(1x)P^2m_q^2`$ reduces further to
$$q_k^{\mathrm{QED}}(x,0,P^2,M^2)=f_k(x)\mathrm{ln}\left(\frac{M^2}{xP^2}\right)f_k(x)+\frac{h_k(x)}{x}.$$
(6)
The functions $`f_k,g_k,h_k`$ are given as
$$\begin{array}{ccc}f_T(x)=x^2+(1x)^2,\hfill & g_T(x)=\frac{1}{1x},\hfill & h_T(x)=0,\hfill \\ f_L(x)=0,\hfill & g_L(x)=0,\hfill & h_L(x)=4x^2(1x).\hfill \end{array}$$
(7)
For $`M^2x(1x)P^2`$ the quark distribution function of $`\gamma _L^{}`$ has a simple form
$`q_L^{\mathrm{QED}}(x,m_q^2,P^2,M^2)={\displaystyle \frac{4x^2(1x)^2P^2}{x(1x)P^2+m_q^2}}`$ $``$ $`4x(1x);x(1x)P^2m_q^2`$ (8)
$``$ $`{\displaystyle \frac{P^2}{m_q^2}}4x^2(1x)^2;x(1x)P^2m_q^2`$ (9)
### 2.5 QCD corrections
For $`\gamma _T^{}`$ QCD corrections to QED formula (6) are well understood. Though important, in particular for large and very small $`x`$, they do not change its basic features and the main nontrivial effect comes from the emergence of gluons inside $`\gamma _T^{}`$. For $`\gamma _L^{}`$ the effects of collinear parton radiation off the quarks/antiquarks from the $`\gamma _L^{}q\overline{q}`$ splitting result in factorization scale dependence that resembles those of hadrons and will be discussed in separate paper. For the purpose of this exploratory study we use the QED formula (8) throughout this paper.
## 3 Numerical results
### 3.1 DIS on $`\gamma ^{}`$ in QED
The cleanest evidence of the importance of taking into account the contribution of $`\gamma _L^{}`$ has been provided by the L3 and OPAL measurements of the QED structure function $`F_2^{\gamma ,\mathrm{QED}}`$ at LEP. In these measurements, based on the analysis of $`\mu ^+\mu ^{}`$ final states, the average target photon virtuality is small ($`P^2=0.033`$ GeV<sup>2</sup> in and $`P^2=0.05`$ GeV<sup>2</sup> in ) but still sufficiently large with respect to $`m_\mu ^20.01`$ GeV<sup>2</sup> to see the decrease of $`F_2^{\gamma ,\mathrm{QED}}(x,P^2,Q^2)`$ with respect to the QED prediction for the real photon. To order $`\alpha `$ these predictions were calculated exactly in and contain contributions of both transverse and longitudinal polarizations of the target photon. In the region $`m_e^2P^2Q^2`$ experiments at LEP actually measure the following sum of $`\gamma ^{}\gamma ^{}`$ cross–sections, the first and second indices corresponding to probe and target photon respectively,
$$F_{\mathrm{eff}}^\gamma (x,P^2,Q^2)\frac{Q^2}{4\pi ^2\alpha }\left(\sigma _{TT}+\sigma _{LT}+\sigma _{TL}+\sigma _{LL}\right)=\frac{Q^2}{4\pi ^2\alpha }\sigma (P^2,Q^2,W^2),$$
(10)
where all cross–sections $`\sigma _{jk}`$ are functions of $`W^2,P^2`$ and $`Q^2`$ and $`x=Q^2/(W^2+Q^2+P^2)`$. As shown in the data are in very good agreement with QED prediction for (10) provided the dependence on target photon virtuality $`P^2`$ is taken into account. For OPAL kinematical region the QED predictions for $`f(x,P^2,Q^2)(2\pi /\alpha )F_{\mathrm{eff}}^\gamma (x,P^2,Q^2)`$ as well as the individual contributions $`f_{ij}`$, are shown in Fig. 1a, together with the results (shown as dotted curves) corresponding to the real photon and the approximations using formulae of the preceding Section (dashed curves). The variations of $`f_{jk}(x,P^2,Q^2)`$ and $`f(x,P^2,Q^2)`$ with respect to real photon, defined as ($`i,j=T,L`$)
$$\mathrm{\Delta }f_{jk}(x,P^2,Q^2)f_{jk}(x,P^2,Q^2)f_{jk}(x,0,Q^2)),$$
(11)
are plotted in Fig. 1b. The contribution $`\mathrm{\Delta }f_{TL}=f_{TL}`$ to the variation $`\mathrm{\Delta }F_{\mathrm{eff}}^\gamma (x,P^2,Q^2)`$ coming from target $`\gamma _L^{}`$ is clearly comparable in magnitude to $`\mathrm{\Delta }f_{TT}`$ and $`\mathrm{\Delta }f_{LT}`$ coming from target $`\gamma _T^{}`$. Neglecting $`\mathrm{\Delta }f_{TL}`$ would thus lead to serious disagreement between QED predictions and data.
### 3.2 DIS on $`\gamma ^{}`$ in QCD
In LO QCD the structure function $`F_2^\gamma `$ is given in terms of quark distribution functions by the same expression as for hadrons <sup>8</sup><sup>8</sup>8In the present paper we disregard the consequences of the reformulation of QCD analysis of $`F_2^\gamma `$ proposed in as they do not concern the main point of our discussion.
$$F_2^\gamma (x,P^2,Q^2)=\underset{i}{}2xe_i^2\left(q_i(x,P^2,Q^2)+\overline{q}_i(x,P^2,Q^2)\right).$$
(12)
In all existing phenomenological analyses of experimental data only target $`\gamma _T^{}`$ has been taken into account and to the best of our knowledge no attempt has been made to extract PDF of $`\gamma _L^{}`$ therefrom. In this exploratory study we compare the results for $`F_2^\gamma `$ obtained with Schuler–Sjöstrand (SaS) parameterization of $`q_T(x,P^2,M^2)`$ with the QED prediction (8) for $`q_L(x,P^2,M^2)`$.
In Fig. 2 this comparison is performed for typical values of $`P^2`$ and $`Q^2`$ accessible at LEP and $`m_q^2=1,0.1`$ GeV<sup>2</sup> and $`m_q^2=0`$. The importance of the contributions of $`\gamma _L^{}`$ with respect to those of $`\gamma _T^{}`$ depends sensitively on the value of $`m_q`$: whereas for $`m_q1`$ GeV, $`\gamma _L^{}`$ is largely irrelevant, for $`m_q0.3`$ GeV, medium values of $`x`$ and $`Q^2100`$ GeV<sup>2</sup>, its contributions in the considered region of $`P^2`$ and $`Q^2`$ are comparable to those of SaS1D parameterization of $`\gamma _T^{}`$. Only for very large $`Q^2`$ does $`\gamma _L^{}`$ become really negligible with respect to $`\gamma _T^{}`$. For fixed $`Q^2`$ the relative importance of $`\gamma _L^{}`$ with respect to $`\gamma _T^{}`$ grows with $`P^2`$, but to retain clear physical meaning of PDF we stay throughout this paper in the region where $`P^2Q^2`$.
The comparison of the contributions of $`\gamma _L^{}`$ and $`\gamma _T^{}`$ at the same values of $`P^2`$ is one measure of the relevance of $`\gamma _L^{}`$. If we are interested in virtuality dependence of $`F_2^\gamma (x,P^2,Q^2)`$, the appropriate comparison is with difference
$$\mathrm{\Delta }F_2^{\gamma _T}(x,P^2,Q^2)F_2^{\gamma _T}(x,0,Q^2)F_2^{\gamma _T}(x,P^2,Q^2),$$
(13)
of SaS results for $`\gamma _T^{}`$, denoted in Fig. 2 by thin solid curves. At small to moderate $`x`$, lower hard scales $`Q^2`$ and larger virtualities $`P^2`$, the contributions of $`\gamma _L^{}`$ appear by this measure less important than when compared to $`F_2^\gamma (x,P^2,Q^2)`$ itself. However, this is due largely to the fact that $`F_2^\gamma `$ of the real photon gets a large contribution from its VDM component, whereas the parameterization of $`q_L`$ used in this comparison corresponds to purely pointlike expression (8). Compared to the difference (13) of the pointlike parts of $`\gamma _T^{}`$ only, denoted by dashed curves in Fig. 2, the contributions of $`\gamma _L^{}`$ are, at least for $`m_q0.3`$ GeV, again quite significant throughout large part of the kinematical range considered.
### 3.3 LO calculations of dijet production in ep and e<sup>+</sup>e<sup>-</sup> collisions
The measurement of dijet production in ep and e<sup>+</sup>e<sup>-</sup> collisions provides another way of investigating interactions of the virtual photon . In general the cross–sections for dijet production are given as sums of contributions of all possible parton level subprocess. To demonstrate the importance of including the contributions of target $`\gamma _L^{}`$ it is, however, sufficient to use the approximation of the single effective subprocess in which dijet cross–sections are expressed in terms of the so called effective parton distribution function of the target photon
$$D_{\mathrm{e}ff}(x,P^2,M^2)\underset{i=1}{\overset{n_f}{}}\left(q_i(x,P^2,M^2)+\overline{q}_i(x,P^2,M^2)\right)+\frac{9}{4}G(x,P^2,M^2).$$
(14)
In Fig. 3 we perform for this quantity the same comparisons as we did in Fig. 2 for $`F_2^\gamma `$, including the comparison with the difference $`\mathrm{\Delta }D_{\mathrm{eff}}(x,P^2,Q^2)`$, defined analogously to (13).
The fact that in QED $`\gamma _L^{}`$ contains no gluons is reflected in substantially smaller relative importance of $`\gamma _L^{}`$ for $`D_{\mathrm{eff}}`$ at small values of $`x`$. Otherwise, however, the messages of Figs. 2 and 3 are the same: in hard processes the relative importance of the contributions of target $`\gamma _L^{}`$ with respect to those of $`\gamma _T^{}`$
* depends sensitively on the value of $`m_q`$,
* peaks around $`x0.6`$ and vanish for $`x0`$ and $`x1`$,
* grows with target photon virtuality $`P^2`$ and
* decreases with factorization scale $`M^2`$.
For physically reasonable value $`m_q=0.3`$ GeV, Figs. 2 and 3 suggest that at least in part of the kinematical range accessible at HERA $`\gamma _L^{}`$ should definitely be taken into account.
### 3.4 NLO calculations of dijet production in ep collisions
In the preceding subsections we have discussed the importance of including the contributions of $`\gamma _L^{}`$ to QED or the LO QCD quantities $`F_{\mathrm{eff}},F_2^\gamma `$ and $`D_{\mathrm{eff}}`$. In this subsection we shall address the same question within the NLO QCD parton level calculations of dijet cross–sections in ep collisions, obtained with JETVIP , currently the only NLO parton level MC program that includes both direct and resolved photon contributions <sup>9</sup><sup>9</sup>9In specifying the powers of $`\alpha `$ corresponding to various diagrams we discard one common power of $`\alpha `$ coming from the vertex where the incoming electron emits the virtual photon. This vertex is also left out in diagrams of Fig. 4. JETVIP contains the full set of partonic cross–sections for the direct photon contribution up the order $`\alpha \alpha _s^2`$. Examples of such diagrams are in Fig. 4a ($`\alpha \alpha _s`$ tree diagram) and Fig. 4b ($`\alpha \alpha _s^2`$ tree diagram). To go one order of $`\alpha _s`$ higher and perform complete calculation of the direct photon contributions up to order $`\alpha \alpha _s^3`$ would require evaluating tree diagrams like that in Fig. 4e, as well as one–loop corrections to diagrams like in Fig. 4b and two–loop corrections to diagrams like in Fig. 4a. So far, such calculations are not available.
In addition to complete $`O(\alpha \alpha _s^2)`$ direct photon contribution JETVIP includes also the resolved photon one with partonic cross–sections up to the order $`\alpha _s^3`$, exemplified by diagrams in Fig. 4c,d. The justification for including in the resolved channel terms of the order $`\alpha _s^3`$ are discussed in detail in . Once the concept of virtual photon structure is introduced, part of the direct photon contribution (which for the virtual photon is actually nonsingular) is subtracted and included in the definition of PDF appearing in the resolved photon contribution. For $`\gamma _T^{}`$ the subtracted term is given as the convolution of the splitting function <sup>10</sup><sup>10</sup>10JETVIP works with massless quarks and includes in (15) additional function of $`x`$.
$$q_T^{\mathrm{s}plit}(x,P^2,M^2)=q_T^{\mathrm{QED}}(x,P^2,Q^2)=\frac{\alpha }{2\pi }3e_q^2\left(x^2+(1x)^2\right)\mathrm{ln}\frac{M^2}{xP^2}.$$
(15)
with $`\alpha _s^2`$ partonic cross–sections. To avoid misunderstanding we shall henceforth use the term “direct unsubtracted” (DIR<sub>uns</sub>) to denote NLO direct photon contributions before this subtraction and reserve the term “direct” for the results after it. In this terminology the complete JETVIP calculations are given by the sum of direct and resolved parts and denoted DIR$`+`$RES. In JETVIP only the terms defining quark distribution function of the transverse virtual photon are subtracted from DIR<sub>uns</sub> calculations.
In we discussed dijet cross–sections calculated by means of JETVIP in the kinematical region typical for HERA experiments
$$E_T^{(1)}E_T^c+\mathrm{\Delta },E_T^{(2)}E_T^c,E_T^c=5\mathrm{GeV},\mathrm{\Delta }=2\mathrm{GeV}$$
$$2.5\eta ^{(i)}0,i=1,2,$$
in four windows of photon virtuality
$$1.4P^22.4\mathrm{GeV}^2;2.4P^24.4\mathrm{GeV}^2;4.4P^210\mathrm{G}eV^2;10P^225\mathrm{GeV}^2$$
and for $`0.25y0.7`$. The whole analysis has been performed in $`\gamma ^{}`$p CMS. The cuts on $`E_T`$ were chosen in such a way that in all $`P^2`$ windows $`P^2E_T^2`$, thereby ensuring that the virtual photon lives long enough for its “structure” to develop before the hard scattering takes place. The asymmetric cut in $`E_T`$ is appropriate for our decision to plot the sums of $`E_T`$ and $`\eta `$ distributions of the jets with highest and second highest $`E_T`$. In JETVIP jets are defined by means of the standard cone algorithm with jet momenta defined using the $`E_T`$–weighting recombination procedure and supplemented with the $`R_{\mathrm{sep}}`$ parameter. All calculations presented below correspond to $`R_{\mathrm{sep}}=2`$ and were obtained setting the renormalization scale $`\mu `$ as well as the factorization scale $`M`$ equal to jet transverse energy. The sensitivity to these parameters as well as other ambiguities are discussed in detail in .
Beside the splitting term (15), which generates quark distribution function of $`\gamma _T^{}`$, one can subtract from NLO direct photon calculations also the integral over the term proportional to $`h_L(x)`$ and put it into the definition of quark distribution function of $`\gamma _L^{}`$. To do that properly would, however, require modifying the original code in order to take into account different $`y`$ dependence of the fluxes of $`\gamma _T^{}`$ and $`\gamma _L^{}`$ in (2-3). In this exploratory study we neglect this difference and fake the contributions of $`\gamma _L^{}`$ simply by running JETVIP in the resolved photon channel using (8) with $`m_q=0`$ as the input PDF. As in the considered region $`y0.4`$, the error incurred by this approximation does not exceed $`16`$%.
But does it make any sense to introduce the concept of PDF of $`\gamma _L^{}`$? Admittedly, for interactions of virtual photons we can stay solely within the framework of DIR<sub>uns</sub> calculations and thus dispense with the concept of PDF of virtual photons at all. On the other hand, as argued in , the effects incorporated in the transverse part of resolved photon component of JETVIP are numerically large. In particular, we have emphasized the importance of including in the resolved photon component of JETVIP the $`\alpha _s^3`$ partonic cross–sections. These are not included in exact $`\alpha \alpha _s^2`$ DIR<sub>uns</sub> calculations and in part of accessible kinematical range more than double the resolved photon contribution to dijet production at HERA compared to the contribution of the $`\alpha _s^2`$ partonic cross–sections.
The same effect can be expected for $`\gamma _L^{}`$ as the NLO DIR<sub>uns</sub> calculations contain at the order $`\alpha \alpha _s^2`$ exact matrix elements which include both transverse and longitudinal polarization of the target photon. To illustrate the importance of including the effects of $`\gamma _L^{}`$ we compare in Fig. 5 the convolutions $`q_L^{\mathrm{QED}}\sigma (\alpha _s^2)`$ and $`q_L^{\mathrm{QED}}\sigma (\alpha _s^3)`$ with the convolution $`q_T^{\mathrm{QED}}\sigma (\alpha _s^2)`$. In addition, we overlay the complete NLO DIR$`+`$RES and DIR<sub>uns</sub> results, from which, however, the LO direct photon contribution has been subtracted. Fig. 5 shows that the contributions of $`\gamma _L^{}`$, though smaller, are nevertheless comparable to those of $`\gamma _T^{}`$, in particular for $`\eta `$ close to $`\eta 0`$. Moreover, in the region $`\eta 1.75`$ the sum of the contributions $`(q_T^{\mathrm{QED}}+q_L^{\mathrm{QED}})\sigma (\alpha _s^2)`$ approximates remarkably well the exact $`\alpha \alpha _s^2`$ DIR<sub>uns</sub> calculations. The excess of the exact results over this sum in the region $`\eta 1.75`$ is primarily due to the fact that the $`\alpha \alpha _s^2`$ DIR<sub>uns</sub> calculations contain beside the tree level diagrams describing the production of three final state partons, also one loop corrections to two parton final states, which contribute predominantly at large negative $`\eta `$.
The message of Fig. 5 is quantified by plotting in Fig. 6 the ratia
$$r_k(\eta ,P^2)\frac{q_k^{\mathrm{QED}}\sigma ^{\mathrm{res}}(\alpha _s^2)}{\sigma _{\mathrm{uns}}^{\mathrm{DIR}}(\alpha \alpha _s^2)},k=T,L$$
(16)
of the contributions of $`\gamma _T^{}`$ and $`\gamma _L^{}`$, as well as their sum, to the $`\alpha _s^2`$ part of the DIR<sub>uns</sub> results. The ratio of the contributions of $`\gamma _L^{}`$ and $`\gamma _T^{}`$ is above $`1/4`$ throughout the considered $`\eta `$ range and above $`1/2`$ in the region $`\eta 0`$. Within the DIR<sub>uns</sub> calculations at the order $`\alpha \alpha _s^2`$ in the kinematical region relevant for HERA, $`\gamma _L^{}`$ is thus comparable in importance to $`\gamma _T^{}`$.
The preceding discussion illustrates the importance of the contributions of $`\gamma _L^{}`$, but as the $`\alpha \alpha _s^2`$ DIR<sub>uns</sub> calculations include them exactly, the genuine nontrivial effect of introducing the concept of PDF of $`\gamma _L^{}`$ is given in Fig. 5 by the thin dashed-dotted curves, denoting the convolutions $`q_L^{\mathrm{QED}}\sigma (\alpha _s^3)`$, which, similarly to those of $`\gamma _T^{}`$, are not included in NLO DIR<sub>uns</sub> calculations. However, as the current version of JETVIP takes into account in the resolved channel only the transverse virtual photons, they are not included even in the full DIR$`+`$RES calculations. The net nontrivial effect of introducing the concept of PDF of $`\gamma _L^{}`$ into JETVIP is then quantified by plotting in Fig. 7a the ratio
$$r_{\mathrm{NLO}}(\eta ,P^2)\frac{q_L^{\mathrm{QED}}\sigma ^{\mathrm{res}}(\alpha _s^3)}{\sigma ^{\mathrm{DIR}+\mathrm{RES}}}.$$
(17)
Also by this measure the contributions of $`\gamma _L^{}`$ are sizable. This net effect is much larger when the convolution $`q_L^{\mathrm{QED}}\sigma ^{\mathrm{res}}(\alpha _s^3)`$ is compared to the difference of DIR$`+`$RES and DIR<sub>uns</sub> JETVIP results, measuring the nontrivial aspects of the concept of PDF of $`\gamma _T^{}`$ and corresponding to the gap between the thick solid and dashed curves in Fig. 5. As shown in Fig. 7b, the corresponding ratio, denoted $`r_{\mathrm{nontriv}}(\eta ,P^2)`$, is large, particularly for $`\eta `$ close to lower edge $`\eta =2.5`$.
## 4 How to measure partonic content of $`\gamma _L^{}`$
In principle there is no obstacle to extracting partonic content of the virtual photon from experimental data by analyzing dijet production at two different values of $`y`$. This procedure is analogous to that involved in measuring the longitudinal structure function $`F_L^\mathrm{p}(x,Q^2)`$ of real hadrons, which requires performing the measurement at two different collisions energies. Although straightforward in principle, no such direct measurement of $`F_L^\mathrm{p}`$ has been performed at HERA, primarily for technical reasons related to changing the proton energy. For extraction of the partonic content of $`\gamma _L^{}`$ no such change of beam energies is necessary and it suffices to perform the analysis of dijet cross–sections at two different values of $`y`$. In practice, however, the separation of the contributions of $`\gamma _T^{}`$ and $`\gamma _L^{}`$ is not that simple, because it relies on different $`y`$ dependencies of the corresponding fluxes (2-3) at large $`y`$. This in turn requires measuring jet cross–sections in narrow bins centered at two different values $`y_1`$ and $`y_2`$ instead of integrating over the whole interval of accessible $`y`$, which at HERA spans typically $`0.05y0.9`$. Optimizing the bin width and choice of the values $`y_1,y_2`$ is crucial for the success of such extraction.
## 5 Summary and conclusions
We have demonstrated the importance of including in hard collisions the contributions of the longitudinal polarization of the target virtual photon. In QED these contributions are fully calculable and their onset is determined by the ratio $`P^2/m^2`$ of photon virtuality $`P^2`$ and fermion mass $`m^2`$. The inclusion of target $`\gamma _L^{}`$ is indispensable for good quantitative agreement of QED predictions with existing LEP data.
In QCD gluon radiation off the quarks or antiquarks coupling to $`\gamma _L^{}`$ is expected to modify simple QED formulae and, in addition, generate gluons inside $`\gamma _L^{}`$. In this exploratory study we, nevertheless, neglected these effects and used the purely QED formula for quark distribution function of $`\gamma _L^{}`$. The numerical relevance of $`\gamma _L^{}`$ has been illustrated within the framework of LO analysis of observables $`F_2^\gamma `$ and $`D_{\mathrm{eff}}`$ as well as within the NLO calculations of dijet production at HERA. Better theoretical understanding of the structure of $`\gamma _L^{}`$ is, however, needed for more reliable evaluation of these effects.
Acknowledgment: We are grateful to J. Cvach, Ch. Friberg, B. Pötter, I. Schienbein and A. Valkárová for interesting discussions concerning the structure and interactions of longitudinal virtual photons. This work was supported in part by the Grant Agency of the Academy od Sciences of the Czech Republic under grants No. A1010821 and B1010005.
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# Roughening and superroughening in the ordered and random two-dimensional sine-Gordon models
## I Introduction
The location and characteristics of phase transitions in disordered media constitute a long-standing and controversial question, particularly in more than one spatial dimension Plischke . The question becomes even more difficult if the disorder is not very weak; then, new, non-trivial behavior is commonly found, involving features such as aging, ergodicity breaking, extremely slow dynamics, complicated energy landscapes, etc.; major examples of this are spin glasses and structural glasses Plischke ; Young . In this context, the properties of crystal surfaces growing on disordered substrates, frequently described by a two-dimensional random-phase sine-Gordon model (RsGM), have attracted a lot of attention in the last decade Toner ; Tsai ; Batrouni ; Riegercom ; Cule ; Cule2 ; Krug ; Scheidl ; Marinari ; Lancaster ; Zeng ; Tsai2 ; Rieger1 ; Coluzzi ; us1 ; jjfises ; Rieger2 ; Raul ; Hwanew ; Rieger3 . Interestingly, the same model describes many other relevant physical problems, such as randomly pinned flux lines confined in a plane Batrouni ; Hwanew ; Fisher ; Hwa2 ; Blatter , vortex lines in planar Josephson junctions Vinokur , charge density waves Fukuyama , and commensurate-incommensurate transitions Villain .
In spite of those efforts, the phase diagram and main features of the RsGM are not clear yet. To summarize what is known, we refer for comparison to the ordered sine-Gordon model (OsGM), which is rather well understood (see, e.g., Plischke ; Weeks ; Beijeren ; Barabasi ; Krug2 ; Villain2 and references therein). The hamiltonian for the OsGM and the RsGM is
$$\begin{array}{cc}\hfill H=\underset{𝒓}{}[& \frac{1}{2}\underset{n.n.}{}[h(𝒓)𝒉(𝒓^{})]^\mathit{2}+\hfill \\ & +V_0(1\mathrm{cos}[h(𝒓)𝒉^{(\mathit{0})}(𝒓)])].\hfill \end{array}$$
(1)
where $`n.n.`$ stands for the nearest neighbors of site $`𝒓`$. The OsGM corresponds to $`h^{(0)}(𝒓)\mathit{0}`$, whereas the RsGM is defined by choosing the quenched disorder variables $`h^{(0)}(𝒓)`$ randomly from a uniform distribution in $`[0,2\pi ]`$. We will discuss our work in terms of growth on flat (OsGM) or disordered (RsGM) substrates (see Hwa2 ; Blatter ; Vinokur ; Fukuyama ; Villain for other physical interpretations): Accordingly, $`h(𝒓)`$ is a continuous variable representing the height of the growing surface at site $`𝒓`$ of the lattice, and the cosine term is a potential energy making integer (i.e., multiples of the crystalline lattice constant) values of the height energetically favorable. We will consider two-dimensional (2D) square lattices, i.e., $`𝒓=(𝒓_\mathit{1},𝒓_\mathit{2})`$, with $`N=L\times L`$ sites. As first shown by Chui and Weeks Chui (see also Knops ) by means of a renormalization group (RG) approach Golden , the OsGM posseses a Kosterlitz-Thouless KT type topological transition between a low temperature, flat phase and a high temperature, rough phase, the latter being described by the Edwards-Wilkinson (EW) equation EW , i.e., the diffusion equation with additive white noise (see below). Above the so called roughening temperature ($`T_R`$), thermal fluctuations effectively suppress the effect of the cosine potential, and the surface becomes free, described only by the kinetic part of the hamiltonian (1). As will be shown below, the most important measurable consequence of this is that the width of the interface,
$$w^2=\frac{1}{N}\underset{𝒓}{}(h(𝒓)\overline{𝒉})^\mathit{2},\overline{𝒉}=\frac{\mathit{1}}{𝑵}\underset{𝒓}{}𝒉(𝒓),$$
(2)
scales (in 2D) as $`w^2\mathrm{ln}L`$ in the asymptotic regime.
In contrast with the clear picture for the OsGM, there are very few generally accepted results for the RsGM. One of them is that there must be a roughening temperature above which the potential effectively vanishes (much as in the case of the OsGM) leading to EW behavior. Apart from this, theoretical predictions about the low temperature phase largely disagree (a good summary is given in the third paper in Ref. Cule ): While RG calculations predict a superrough low temperature phase, with $`w^2\mathrm{ln}^2L`$, replica-symmetry breaking variational approaches lead to $`w^2\mathrm{ln}L`$ independently of temperature. Numerical simulations were not very conclusive either: Batrouni and Hwa Batrouni did not find evidence for an equilibrium phase transition in Langevin dynamics, although Monte Carlo simulations by Rieger Riegercom showed a transition from a superrough phase to a EW phase for stronger potentials \[larger $`V_0`$ in Eq. (1)\] than those used by Batrouni and Hwa. Subsequent numerical work Marinari ; Lancaster ; Coluzzi ; jjfises presented more evidence of superrough ($`\mathrm{ln}^2L`$) behavior, albeit with large quantitative discrepancies with the predictions of RG theories. Finally, a number of works using special optimization algorithms Zeng ; Rieger1 ; Rieger2 or direct numerical simulations us1 strongly supported superrough behavior at zero temperature. Very recently Hwanew , simulations of a related model provided more evidence of $`\mathrm{ln}^2`$ behavior at finite temperatures, although this model did not allow study of the transition. In summary, most researchers believe that there is indeed a superrough low temperature phase in the RsGM, but its nature (glassy or not), the transition temperature, and its dependence on the model parameters remain unclear.
In this paper, we attempt to shed light on these issues by simultaneously studying the OsGM and the RsGM in different regions of their phase diagram. As we will show below, it turns out that the potential strength, $`V_0`$, crucially determines the model features. In addition, it is also natural to ask about the intensity of the disorder: How does the model phenomenology change if the disorder takes values in $`[0,ϵ]`$ with $`ϵ<2\pi `$? The importance of these points can be clearly seen in the Langevin equation,
$$\frac{dh(𝒓,𝒕)}{dt}=\frac{\delta H}{\delta h(𝒓,𝒕)}+\eta (𝒓,𝒕),$$
(3)
where $`\eta (𝒓,𝒕)`$ is a gaussian white noise of zero mean and correlations obeying the fluctuation-dissipation theorem,
$$\eta (𝒓^{},𝒕^{})\eta (𝒓,𝒕)=\mathit{2}𝑻\delta ^{(\mathit{2})}(𝒓𝒓^{})\delta (𝒕𝒕^{}),$$
(4)
where $`T`$ stands for the temperature of the system, $`\mathrm{}`$ indicates thermal averages (over $`\eta `$) and Boltzmann’s constant is set to $`k_B=1`$. For our hamiltonian, Eq. (1), the Langevin equation is
$$\begin{array}{cc}\hfill \frac{h(𝒓,𝒕)}{t}=& ^2h(𝒓,𝒕)\hfill \\ & V_0\mathrm{sin}[h(𝒓,𝒕)𝒉^{(\mathit{0})}(𝒓)]+\eta (𝒓,𝒕),\hfill \end{array}$$
(5)
and changing variables according to $`\stackrel{~}{h}(𝒓,𝒕)=𝒉(𝒓,𝒕)𝒉^{(\mathit{0})}(𝒓)`$ (i.e., the height referred to the substrate), we find
$$\begin{array}{cc}\hfill \frac{\stackrel{~}{h}(𝒓,𝒕)}{t}=& ϵ\stackrel{~}{F}(𝒓)+^\mathit{2}\stackrel{~}{𝒉}(𝒓,𝒕)\hfill \\ & V_0\mathrm{sin}(\stackrel{~}{h}(𝒓,𝒕))+\eta (𝒓,𝒕)\hfill \end{array}$$
(6)
where $`F(r)=^2h^{(0)}(𝒓)/ϵ`$. In this form, the disorder is a random (correlated in space) chemical potential acting on a surface growing on a flat substrate. If we think of the roughening transition for the OsGM in terms of the interplay between the temperature $`T`$ and the energy scale introduced by the potential, $`V_0`$, when $`ϵ0`$, we have another energy scale, $`ϵ`$, which can modify the universal features of the roughening transition or even give rise to novel thermodynamical transitions.
Having the above issues in mind, we discuss our work according to the following scheme: Section II presents an analytical study of the EW equation and other statistical mechanics results about the energy and roughness. Section III deals with the main part of our work, namely Langevin dynamics simulations of the OsGM and the RsGM, beginning with $`V_0=1`$ and $`ϵ=2\pi `$ and subsequently analyzing the model behavior for different $`V_0`$ and $`ϵ`$. Finally, in Sec. IV we present and discuss our conclusions and indicate future directions.
## II Analytical results
### II.1 Linear theory: The Edwards-Wilkinson equation
According to the RG approach Weeks , the high temperature phase of the OsGM obeys the EW equation EW ,
$$\frac{h(𝒓,𝒕)}{t}=\mathbf{}^2h(𝒓,𝒕)+\eta (𝒓,𝒕).$$
(7)
Equation (7) can be solved by means of the Fourier decomposition (see Krug2 for details),
$$\widehat{h}_𝒒=\frac{1}{L}\underset{𝒓}{}\mathrm{e}^{i𝒒𝒓}h(𝒓,t),$$
(8)
where $`𝒒=\frac{\mathit{2}\pi }{𝑳}𝒌`$, $`k_i=0,\mathrm{},L1`$ is the reciprocal vector. The structure factor can then be shown to be
$$S(𝒒)=\widehat{𝒉}_𝒒\widehat{𝒉}_𝒒=𝑻\frac{\mathit{1}\mathrm{e}^{\mathit{2}\omega _𝒒𝒕}}{\omega _𝒒},$$
(9)
$`\omega _𝒒`$ being the 2D EW discrete dispersion relation
$$\omega _𝒒=4\mathrm{sin}^2\left(\frac{q_1}{2}\right)+4\mathrm{sin}^2\left(\frac{q_2}{2}\right).$$
(10)
From $`S(𝒒)`$ we can obtain the relevant magnitudes, such as the total roughness
$$w^2(t)=\frac{1}{L^d}\underset{𝒓}{}[h(𝒓,𝒕)\overline{𝒉}]^\mathit{2}=\frac{1}{L^d}\underset{𝒒\mathit{0}}{}S(𝒒),$$
(11)
the correlation function,
$`C(𝒓)`$ $`=`$ $`{\displaystyle \frac{1}{L^2}}{\displaystyle \underset{𝒔}{}}[h(𝒔+𝒓)𝒉(𝒔)]^\mathit{2}`$ (12)
$`=`$ $`{\displaystyle \frac{2}{L^2}}{\displaystyle \underset{𝒒}{}}S(𝒒)[\mathit{1}\mathrm{cos}(𝒒𝒓)].`$
the total slope,
$$s^2(t)=\frac{1}{L^2}\underset{𝒒\mathit{0}}{}S(𝒒)\omega _𝒒,$$
(13)
and the slope difference correlation function,
$$\begin{array}{cc}\hfill G(𝒓)& =\frac{1}{L^2}\underset{𝒔}{}[\mathbf{}h(𝒔+𝒓)\mathbf{}𝒉(𝒔)]^\mathit{2}=\hfill \\ & =\frac{4}{L^2}\underset{𝒒}{}S(𝒒)\underset{𝒊=\mathit{1}}{\overset{\mathit{2}}{}}[\mathit{1}\mathrm{cos}(𝒒_𝒊𝒓_𝒊)][\mathit{1}\mathrm{cos}(𝒒_𝒊)].\hfill \end{array}$$
(14)
From Eq. (9) we can find an estimate for the time needed to reach saturation, $`t_\times `$, and the dynamic exponent, $`z`$: We compute the time that the structure factor needs to be within a 1% of its saturated form for the slowest Fourier mode, that with the lowest $`|𝒒|`$, $`|𝒒|=\mathit{2}\pi /𝑳`$:
$$t_\times 3\times 10^2L^2,$$
(15)
implying $`z=2`$. For the saturated roughness, we obtain
$$w^2(t\mathrm{},L)=\frac{T}{4L^2}\underset{k_1,k_2=1}{\overset{L1}{}}\left[\mathrm{sin}^2\left(\frac{q_1}{2}\right)+\mathrm{sin}^2\left(\frac{q_2}{2}\right)\right]^1,$$
(16)
which cannot be computed exactly but, for large $`L`$, can be approximated changing the sum by an integral and the sine functions by their arguments, arriving at
$`w^2(t\mathrm{},L)`$ $``$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _{2\pi /L}^\pi }{\displaystyle _{2\pi /L}^\pi }𝑑q_x𝑑q_y{\displaystyle \frac{T}{(q_x^2+q_y^2)}}`$ (17)
$``$ $`{\displaystyle \frac{T}{2\pi }}{\displaystyle _{2\pi /L}^\pi }{\displaystyle \frac{dq}{q}}={\displaystyle \frac{T}{2\pi }}\mathrm{ln}L,`$
yielding a roughness exponent $`\alpha =0`$. As for the total slope, it tends to a value independent of $`L`$,
$$s^2T,$$
(18)
whereas for the correlation functions, we find for large $`r`$
$`C(𝐫)`$ $``$ $`{\displaystyle \frac{T}{\pi }}\mathrm{ln}r,`$ (19)
$`G(𝐫)`$ $``$ $`2s^2+{\displaystyle \frac{T}{4\pi }}\mathrm{ln}{\displaystyle \frac{r^8}{[(r^2+1)^24r_1^2][(r^2+1)^24r_2^2]}}`$ (20)
$``$ $`2T.`$
### II.2 Other results for the energy and the roughness
At equilibrium, the partition function for the OsGM is
$$Z=\left[\underset{𝒓}{}dh(𝒓)\right]𝒆^{\beta [\frac{\mathit{1}}{\mathit{2}}_𝒓(𝒉(𝒓))^\mathit{2}+𝑽_\mathit{0}(\mathit{1}\mathrm{cos}𝒉(𝒓))]},$$
(21)
where $`\beta =T^1`$. Expanding for high temperatures berez means rewriting Eq. (21) as a series in powers of $`\beta V_0`$:
$`Z`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(\beta V_0)^n}{n!}}{\displaystyle }\left[{\displaystyle \underset{𝒓}{}}dh(𝒓)\right]\mathrm{e}^{\beta _𝒓\frac{\mathit{1}}{\mathit{2}}(𝒉(𝒓))^\mathit{2}}\times `$
$`\times \left({\displaystyle \underset{𝒓}{}}\mathrm{cos}h(𝒓)\right)^𝒏=`$
$`=`$ $`Z_0{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(\beta V_0)^n}{n!}}\left({\displaystyle \underset{𝒓}{}}\mathrm{cos}h(𝒓)\right)^𝒏_{𝑯_\mathit{0}},`$ (22)
where $`Z_0`$ is the partition function of $`H_0`$, the free hamiltonian \[i.e., Eq. (1) without the potential term\]. By means of this expansion we obtain
$$\begin{array}{cc}\hfill \mathrm{cos}h(𝒓^{})_𝑯=& \frac{Z_0}{Z}\underset{n=0}{\overset{\mathrm{}}{}}\frac{(\beta V_0)^n}{n!}\times \hfill \\ & \times \left(\underset{𝒓}{}\mathrm{cos}h(𝒓)\right)^𝒏\mathrm{cos}𝒉(𝒓^{})_{𝑯_\mathit{0}},\hfill \end{array}$$
(23)
where subdominant terms such as $`\beta ^n\mathrm{exp}(A/\beta )`$ have been neglected, and only terms of the order $`\beta ^n`$ have been kept. The expression above can be put in the form
$$\begin{array}{cc}\hfill \mathrm{cos}h(𝒓^{})_𝑯& =\left(\underset{n=1}{\overset{\mathrm{}}{}}\frac{2^{2n1}(n!)^2}{n(\beta V_0)^{2n1}}\right)\times \hfill \\ & \times \left(\underset{n=0}{\overset{\mathrm{}}{}}\frac{(\beta V_0)^{2n}}{2^{2n}(n!)^2}\right)^1=\hfill \\ \hfill =\frac{\beta V_0}{2}& \frac{(\beta V_0)^3}{16}+\frac{(\beta V_0)^5}{96}+O((\beta V_0)^7),\hfill \end{array}$$
(24)
yielding for the approximate energy per site
$$\begin{array}{cc}\hfill E=& \frac{1}{L^2}H=\frac{1}{2\beta }+\hfill \\ & +V_0\left(1\frac{\beta V_0}{2}+\frac{(\beta V_0)^3}{16}+O((\beta V_0)^5)\right).\hfill \end{array}$$
(25)
For the roughness, we have to compute
$$\begin{array}{cc}\hfill (h(𝒓)\overline{𝒉})^\mathit{2}_𝑯& =\frac{Z_0}{Z}\times \hfill \\ \hfill \times \underset{n=0}{\overset{\mathrm{}}{}}\frac{(\beta V_0)^n}{n!}& h^2(𝒓)\underset{𝒓^{}}{}\left[\mathrm{cos}𝒉(𝒓^{})\right]^𝒏_{H_0},\hfill \end{array}$$
(26)
assuming that at equilibrium $`\overline{h}=0`$. Neglecting again subdominant terms, we find
$$h^2(𝒓)_𝑯=\frac{𝒁_\mathit{0}}{𝒁}𝒉^\mathit{2}(𝒓)_{𝑯_\mathit{0}},$$
(27)
and hence
$$\begin{array}{cc}\hfill w_H^2=w_{H_0}^2(1& \frac{\beta V_0}{4}+\frac{3(\beta V_0)^2}{64}\hfill \\ \hfill & \frac{19(\beta V_0)^3}{2304}+O((\beta V_0)^4)).\hfill \end{array}$$
(28)
Finally, at low temperatures the height exhibits only small deviations from $`h=0`$, and therefore we can approximate the hamiltonian as
$$\begin{array}{cc}\hfill H& =\underset{i}{}\frac{1}{2}(h(𝒓))^\mathit{2}+𝑽_\mathit{0}[\mathit{1}\mathrm{cos}(𝒉(𝒓))]\hfill \\ & \underset{i}{}\frac{1}{2}(h(𝒓))^\mathit{2}+𝑽_\mathit{0}\frac{𝒉(𝒓)^\mathit{2}}{\mathit{2}},\hfill \end{array}$$
(29)
i.e., $`2N`$ quadratic terms, each one of which, according to the equipartition theorem Huang , contributes with $`T/2`$ to the energy value. Taking into account the global factor $`1/2`$, we conclude that at low temperatures the energy of the OsGM is approximately $`E=T/2`$.
## III Langevin dynamics results
### III.1 Numerical simulation details
We have integrated the Langevin equation (5) corresponding to the hamiltonian (1), on $`L\times L`$ square lattices with periodic boundary conditions, using a stochastic second order Runge-Kutta method simu ; in some cases, we have repeated the simulations with a Heun method maxi , with excellent agreement between both procedures. We are therefore sure that our results are not an artifact of our numerical method, a conclusion further reinforced by the agreement with the theoretical expectations of the previous section as we discuss below. The simulations reported in this paper were carried out with a time step $`\mathrm{\Delta }t=0.01`$ on lattices of sizes $`L=64,128`$ and 256. It is important to stress that we did not perform averages over the quenched noise in the RsGM; however, we checked that the outcome of our simulations did not depend strongly on the realization of the quenched noise or the initial conditions (flat, $`h(𝒓)=\mathit{0}`$; as the substrate, $`h(𝒓)=𝒉^{(\mathit{0})}(𝒓)`$, or random) by repeating several times a number of our simulations. In all cases, simulations consisted of an equilibration time and a measuring period. Eq. (15) predicts that the time needed for equilibration is $`t_\times 500`$ for $`L=128`$ and $`t_\times 2000`$ for $`L=256`$, and hence we used equilibration times of $`5000`$ and $`10000`$ units, respectively; afterwards, we let the system evolve for an equal period, over which we performed thermal averages. Equilibration was ensured in all cases by verifying that the fluctuations of the energy were gaussian and by checking the equality of the specific heat computed from those fluctuations and from derivatives of the mean energy Plischke , as well as by monitoring the evolution in time of the quantities of interest toward a stationary state. As an additional test, we compared the imposed simulation temperature, arising from the noise term, to that measured during the evolution according to the equipartition theorem Huang ; both quantities were always found to agree within a 0.1%. Finally, we did a few very longer runs, whose outcome agreed with that of the shorter runs.
### III.2 Standard RsGM: $`V_0=1`$ and $`ϵ=2\pi `$
We begin by discussing our results for the “canonical” version of both the OsGM and the RsGM, i.e., hamiltonian (1) with $`V_0=1`$, as studied (for the ordered case) in falo ; yo1 . In those works, the roughening temperature was determined by a direct comparison to RG predictions, looking for the temperature at which the height difference correlation function reached a universal (in the RG framework) value, with the result that for the OsGM $`T_R25`$ in our dimensionless units. Remarkably, this is the RG value for $`T_R`$, which makes very tempting to claim that this method indeed yields $`T_R`$ correctly. Monte Carlo simulations of the discrete gaussian model (hamiltonian (1) with $`V_0=0`$ and $`h(𝒓)`$ restricted to integer values) by Shugard et al. Shugard with the same criterion for locating the transition yielded similar results. However, as RG calculations are perturbative in $`V_0`$ and carried out on the continuum Langevin equation Weeks ; Beijeren ; Barabasi ; Villain2 ; Chui ; Knops , it is not obvious that they apply to a discrete model with $`V_0=1`$, i.e., of the same order as the kinetic term. In view of this, we decided to include the OsGM in this study, both to analyze in detail whether the comparison to the universal RG prediction for the factor is a good tool to find $`T_R`$ and to compare its high temperature phase with that of the RsGM, which should also be of EW type.
The first quantity we discuss, shown in Fig. 1, is the mean energy of both models. As we see, the results are largely independent of the system size, and hence it is unlikely that they are affected by finite size effects. The plot shows that the mean energy of the OsGM reaches the high temperature approximation at $`T_0=16\pm 1`$; on the other hand, the mean energy for the RsGM is never too far from it, although for temperatures lower than $`T_1=4\pm 1`$ the numerical values lie slightly below the high temperature result. At temperatures higher than $`T_0`$ the energies of both models coincide within the accuracy of our simulations. These results suggest that $`T_0`$ could be the roughening temperature, $`T_R`$, for the OsGM and $`T_1`$ the superroughening temperature, $`T_{SR}`$, for the RsGM, because the EW behavior of the mean energy of both models indicates the effective suppresion of the sine term by temperature. The inset in Fig. 1 presents the specific heat, $`C_v`$, of both models, exhibiting a well defined peak in $`C_v`$ for the OsGM with its maximum at temperature $`T=9`$, much lower than $`T_0`$. In contrast, we do not observe any peak for the RsGM; there might be a peak at $`T=3`$, but the evidence is not conclusive. Concerning the peak for the OsGM, we stress again the absence of any finite size effect, consistent with a KT type transition. Furthermore, we believe that this peak is a (Schottky) anomaly Golden similar to that observed in 2D XY and easy-plane Heisenberg spin models Kawabata above the KT transition. Recall that when mapping the OsGM to the XY model the temperature of the former maps to the inverse temperature of the latter Chui , hence the observation of the anomaly below the possible transition temperature $`T_0`$. This reinforces our interpretation of $`T_0`$ as the roughening temperature of the OsGM.
The total roughness of both models, shown in Fig. 2, behaves similarly for temperatures higher than $`T_0`$, depending linearly on temperature. In both cases, we see that the slope of the roughness depends on the system size, as predicted by Eq. (16). Whereas the approximation in Eq. (17) expression yields slopes 0.66 and 0.77 for $`L=64`$ and 128, respectively, if we numerically compute the exact result, Eq. (11), the slopes turn out to be 0.71 y 0.82, in excellent agreement with the results of our simulations, 0.71 and 0.83. Below $`T_0`$, the roughness for the OsGM is independent of the size and depends nonlinearly on temperature, whereas above $`T_0`$ we find linear dependence on temperature and clear finite size effects. For the RsGM, the linear behavior extends all the way down to $`T_1`$, and below $`T_1`$ the behavior becomes nonlinear. The slope of the linear region is approximately the same in the first part, from $`T_1`$ to $`T_0`$, and in the second, above $`T_0`$, i.e., the whole linear region is well described by the EW model. This means that above $`T_0`$ the linear model describes accurately the behavior of the OsGM, and hence from now on we identify $`T_0`$ with the roughening temperature $`T_R`$, whereas for the RsGM, the same is true of $`T_1`$ and $`T_{SR}`$. Figure 2 presents also results for the roughness susceptibility, $`\chi _w`$, defined as $`\chi _w^2=[(w^2)^2w^2^2]/T^2`$. For the OsGM, $`\chi _w`$ exhibits a very clear peak at $`T_R`$, and above $`T_R`$ it is the same as for the RsGM; however, this magnitude is very noisy and these results must be taken with caution. In fact, one could identify a peak for the RsGM at $`T_{SR}`$, but different realizations lead to different results, in contrast with the peak for the OsGM, which is the same for all realizations. Below $`T_R`$, the values of $`\chi _w`$ for the OsGM are independent of the system size, whereas above $`T_R`$ they increase with size without any definite scaling.
Figure 3 depicts the height-difference correlation function for the two studied models, and shows that above $`T_R=T_0`$ and $`T_{SR}=T_1`$ they behave as predicted by the linear theory: The slope of the numerical height-difference correlation function is $`0.32`$, indistinguishable from the predicted $`0.318`$ by Eq. (19). In addition, the correlation functions for the OsGM and the RsGM coincide, as shown in the plot for the RsGM. We see that the behavior of the correlation functions is in full agreement with our claims regarding $`T_R`$ and $`T_{SR}`$, and this is further confirmed by the plot of the slope correlation function in Fig. 4. It is important to note that, below $`T_{SR}`$, the behavior of the height difference correlation function for the RsGM is approximately a squared logarithm, as predicted by RG calculations. We postpone discussion of this point to the next section.
Finally we studied another magnitude, namely
$$m_1=\mathrm{cos}\left[h(𝒓)𝒉^{(\mathit{0})}(𝒓)\right].$$
(30)
For the OsGM this is the average computed in the preceding section, whereas for the RsGM it is the average of the cosine of the height referred to the substrate. Figure 5 shows our results: The high temperature approximation, Eq. (24), agrees very accurately with the simulations for temperatures above $`T_R`$ (OsGM) and $`T_{SR}`$ (RsGM). The results for both models are again indistinguishable for temperatures above $`T_R`$. Interestingly, $`m_1`$ is largely independent not only of the system size, but also on the realization of the quenched disorder for the RsGM.
### III.3 Other potential strengths
We now turn to the question of the influence of the potential strength on the RsGM behavior. We have considered two representative values, $`V_0=0.2`$ and $`V_0=5`$, i.e., five times smaller and larger, respectively, than the “canonical” value $`V_0=1`$. The smallest value is close to that considered in Batrouni , $`V_0=0.15`$, and we expect that our results will be comparable to theirs. As before, we begin by discussing the total roughness and the specific heat (see Fig. 6). First of all, for all values of $`V_0`$ there is a temperature above which the roughness value is independent of $`V_0`$ and of the presence or absence of disorder. This means that our identification of this regime with the effective suppresion of any potential effect is indeed correct: Different $`V_0`$ leads only to different transition temperatures. Thus, for the OsGM we find $`T_R^{V_0=0.2}=13\pm 1`$ and $`T_R^{V_0=5}=19\pm 1`$, in agreement with the intuitive expectation that larger potentials need higher temperatures to be suppressed. Aside from this, the general shape of the roughness curve is basically the same for the three values of $`V_0`$. The situation (for the OsGM) is the same as far as the specific heat is concerned: Larger (smaller) $`V_0`$ leads to larger (smaller) anomalies, which are displaced to higher (lower) $`T`$ following the corresponding $`T_R`$. Therefore, we conclude that changing $`V_0`$ does not introduce anything qualitatively new in the OsGM.
The picture for the RsGM is substantially different: Modifying $`V_0`$ does give rise to qualitatively new phenomena. Let us first look at the small $`V_0`$ case. Figure 6 shows that the roughness follows a straight line all the way down to $`T=0`$ (although we cannot exclude that there are nonlinear effects for $`T1`$ with our present resolution). This would suggest that there is no transition in this case, very much like the results of Batrouni and Hwa Batrouni . The upper panel of Fig. 7, where the height difference correlation function is depicted, confirms this interpretation, showing no dependence on temperature in the analyzed range; Fig. 8, for $`m_1`$, agrees with this as well, in so far as the dependence of $`m_1`$ on temperature is well described by the high temperature expansion. In view of this, we can conclude that if there is a transition, it occurs at a temperature smaller than $`T1`$.
Finally, let us consider the large $`V_0`$ case, $`V_0=5`$. The plot of the roughness in Fig. 6 exhibits a striking peak for $`T=5`$, after which the roughness decreases until reaching the high temperature regime (marked by the corresponding OsGM with the same value for $`V_0`$) at $`T=8\pm 1`$. To assess the relevance of this peak in the roughness, we repeated our simulations for $`L=64`$ and performed additional ones for $`L=128`$. The results, collected in Fig. 9, show that the peak is a realization dependent feature. However, in this plot we also see that for temperatures below $`T=5`$ the roughness is roughly independent of the system size, something which we did not observe when $`V_0=1`$ (the lines for $`V_0=1`$ are included in Fig. 9 again for comparison). Hence, even if the peak at $`T=5`$ does not actually exist, that temperature does seem to separate two different regions. In addition, for $`V_0=5`$ the specific heat has a (more smeared) maximum at about the same temperature as that of the roughness, although our data are much noisier and we cannot establish clearly the maximum temperature; the dependence, however, is manifestly non-monotonic. Figure 8 supports our conclusion that $`T_{SR}^{V_0=5}=8\pm 1`$, whereas nothing special is seen as $`m_1`$ goes through $`T=5`$, the roughness maximum. The most intriguing result is the one in Fig. 7 for the height difference correlation function: For $`T5`$, the scaled correlations decrease with temperature but, simultaneously, the correlation length increases, up to $`T=5`$, when it increases beyond the system size. Above that temperature, it follows the same evolution as the $`V_0=1`$ case, finally reaching $`T_{SR}^5=8\pm 1`$. Whereas in this intermediate temperature regime the height difference correlation functions are well described by squared logarithms, Fig. 7 immediately shows that the lowest temperature correlations can by no means be considered squared logarithms. This suggest the presence of a new phase transition at $`T^{}=5\pm 1`$. We will discuss the possible nature of the low temperature phase and the existence of this transition in the next section.
### III.4 Other disorder strengths
We now generalize the RsGM and let $`h^{(0)}(𝒓)`$ to be randomly chosen from a uniform distribution in $`[0,ϵ]`$, with $`0<ϵ<2\pi `$; $`ϵ=2\pi `$ is the case studied in the preceding Section. As representative examples we have considered $`ϵ=0.8`$ and $`ϵ=0.2`$, closer to the RsGM and the OsGM, respectively. From the roughness dependence on temperature, shown in Fig. 10, we see that for both values of $`ϵ`$ the dependence of the roughness on temperature is qualitatively similar to the OsGM, the results for the lower $`ϵ`$ value being practically the same as for the $`ϵ=0`$ case. However, the case $`ϵ=0.8`$ is somewhat different: The low temperature region appears to consist of two straight lines, changing slope at a temperature around $`T^{}=5`$, rather than a nonlinear dependence. By reasoning as above, we identify $`T_{SR}^{ϵ=0.2}T_R=16\pm 1`$ and $`T_{SR}^{ϵ=0.8}=12\pm 1`$, values which are confirmed by the energy behavior (not shown), the height difference (Fig. 11) and slope (not shown) correlation functions, and by the dependence of $`m_1`$ on temperature (not shown).
An interesting question arises from Fig. 11: There is no evidence about the squared logarithmic behavior found for the RsGM and, furthermore, the plots exhibit a finite correlation length below $`T_{SR}`$ for both values of $`ϵ`$. Another intriguing fact is the nonmonotonic dependence of the correlation function on temperature for $`ϵ=0.8`$: From the curve for $`T=1`$, the scaled correlation function decreases up to $`T=5`$; upon further increasing the temperature, the evolution of the curves is very similar to that of the OsGM. This might be connected with the change in slope in the roughness curve mentioned in the preceding paragraph (see Fig. 10), but we have not been able to draw a clearer connection. All this is clear evidence that the behavior of the RsGM is significantly dependent on the disorder strength.
## IV Discussion and conclusions
Let us begin the discussion of the above results by analyzing our findings about the OsGM. Our simulations strongly support that $`T_R=16\pm 1`$ for the OsGM on a lattice with $`V_0=1`$. This is in contrast to the claims in falo ; yo1 that $`T_R=25`$ where a different way of definining the transition, which assumes the validity of the RG approach, was used (see Sec. III B and falo ; yo1 ; Shugard ). Further, the result is also in contrast with the RG prediction itself Weeks ; Beijeren ; Barabasi ; Villain2 ; Chui , which in our units is $`T_R=8\pi `$. However, we believe that the comparison with the linear theory for the EW high temperature phase has a much more physical character while keeping the basic RG ideas, and establishes beyond doubt that for the studied lattices the roughening temperature is $`T_R=16\pm 1`$ for $`V_0=1`$. Another hint in favor of our claim is the finding of the (Schottky) anomaly in the specific heat, which should appear below the transition temperature in view of what occurs for the XY and related models Kawabata . Finally, the fact that we obtain the same results for both the OsGM and the RsGM above $`T_R`$ is clear evidence that the potential is irrelevant (in the RG sense) in that regime and that we have indeed located the transition. Clearly, we cannot exclude the possibility that working on even larger lattices we would find the transition where the RG predicts it, but the absence of any finite size effects even for $`L=256`$ makes this possibility quite unlikely. Another possible reason for the discrepancy is the fact that our simulations are intrinsically discrete in space while RG theories for the OsGM are always applied to the continuum equation; again, very much larger lattices would remove this objection and clarify the effects of discreteness. Aside from that, we have also found that increasing (decreasing) $`V_0`$ increases (decreases) the roughening temperature: In the cases we studied, we found $`T_R^{V_0=0.2}=13\pm 1`$ and $`T_R^{V_0=5}=19\pm 1`$, which is intuitively reasonable as larger potential barriers require larger temperatures for the surface to overcome them. On the other hand, RG calculations are perturbative in $`V_0`$, so one would expect better agreement to the RG prediction for $`V_0=0.2`$, but in fact the agreement is worse in that case.
Let us now turn to the RsGM. In the “canonical” case, $`V_0=1`$, we found a superroughening transition at $`T_{SR}=4\pm 1=T_R/4`$, to be compared to RG predictions that it should occur at $`T_R/2`$. Below $`T_{SR}`$, we have obtained a $`\mathrm{ln}^2`$ dependence of the height difference correlation function, in agreement with RG results. However, we have clearly shown that the superroughening transition temperature depends on $`V_0`$, confirming the earlier report by Batrouni and Hwa Batrouni on the absence of the transition in Langevin dynamics simulations for $`V_0=0.15`$, and later reports by Rieger Riegercom and Ruiz-Lorenzo jjfises who also observed this dependence in Monte Carlo simulations. In the opposite case, $`V_0=5`$, we find that $`T_{SR}^{V_0=5}=8\pm 1`$, considerably higher than the $`V_0=1`$ temperature. This disagrees with the RG predictions of a universal $`T_{SR}`$ independent of $`V_0`$. We believe that the agreement between our results and the previous ones Batrouni ; Riegercom ; jjfises indeed supports a dependence of $`T_{SR}`$ on $`V_0`$, whose explanation remains an open question as far as RG is concerned.
A second, novel finding arises when considering our numerical results for $`V_0=5`$, which strongly suggest the possibility of two different low temperature phases. In our comments in the preceding paragraph, we took $`T_{SR}^{V_0=5}=8\pm 1`$ interpreting that the superroughening transition implies a change from a $`\mathrm{ln}^2`$ behavior of the height difference correlation function to a $`\mathrm{ln}`$ form (and the rest of EW features). However, the lack of size dependence of the roughness and the specific heat on temperature below $`T^{}=5\pm 1`$, with peaks absent for smaller values of $`V_0`$, raises the possible existence of another phase transition. If one looks at the correlation functions in Fig. 7, it turns out that for temperatures below $`T^{}=4`$ the correlation length is finite, in agreement with the roughness independence on the system size. Whereas the range of correlations above $`T^{}`$, which we believe is infinite, could be a subject of debate as we only have studied sizes up to $`L=256`$, our claim of finite correlation lengths below $`T^{}`$ is difficult to dispute. Further evidence in this regard is shown in Fig. 12, where curves for $`V_0=5`$ at $`T=1`$ are compared for two different system sizes. At this point, it is interesting to recall that in a previous paper us1 it was found that at $`T=0`$, the RsGM with $`V_0=1`$ exhibits a finite correlation length of about 20 lattice units (the reader may find Figs. 2 and 3 of us1 illustrative). Having this in mind, it is not unreasonable to conjecture that there is a $`T^{}`$ for the $`V_0=1`$ case, which could be below $`T=1`$ or close to 1 (the upper curve in Fig. 3 might already show a finite correlation length). We stress that this phase has not been previously reported in works at $`T=0`$: Thus, Zeng et al. Zeng studied a discrete model but, being different from the Gaussian, their low temperature results can not be compared to ours, and the results of Rieger et al. Rieger1 ; Rieger2 do not allow to conclude anything in this respect. Intuitively, one can expect a finite correlation length phase at low temperatures and large $`V_0`$; in the limit $`V_0\mathrm{}`$, the surface follows the disorder (i.e., $`h(𝒓)=𝒉(𝒓)^{(\mathit{0})}+\mathit{2}𝒏(𝒓)\pi `$ everywhere), but the gradient term smoothens out the lack of correlations of $`h^{(0)}(𝒓)`$, the competition of these two effects yielding a finite correlation length. In a loose sense, this could be interpreted as Anderson localization taking over the coupling between neighboring sites with increasing $`V_0`$. This picture is confirmed by simulations for $`V_0=25`$ (Fig. 12): For such a large value of $`V_0`$ the correlation length is only 1 lattice unit, i.e., correlations reach only nearest neighbors. Clearly, the data presented here is not conclusive, but the conjecture that there are two transitions whose critical temperatures depend on $`V_0`$ is not unreasonable and deserves further consideration.
We have also found that the transition temperature and the correlation functions depend on the disorder strength. This is not unexpected, in so far as the change in the disorder distribution interacts with the periodicity of the sine potential, and therefore it is clear that when $`ϵ=2\pi `$, i.e., in the standard RsGM, we are in a special case. In this respect, our results appear to indicate that the RsGM (with $`ϵ=2\pi `$) is a very specific model, and that its behavior at low temperatures might not be representative of what one would find in an actual experiment, where the disorder can not be so precisely controlled. Another conclusion we may draw from our work is that there might be two classes of behavior at low temperatures for small and large $`ϵ`$: Small $`ϵ`$ models would behave very similarly to the OsGM, whereas large values of $`ϵ`$ would give rise to a more complex phenomenology with, e.g., nonmonotonic behavior of the correlation functions.
As a final conclusion, we remark that the most relevant result of the present work is the determination of the transition temperature from the high temperature phase to the low temperature phase (or phases) of both the OsGM and the RsGM. This poses a number of questions to be addressed either with greater numerical capabilities or with new analytical tools. We believe that the complex phase diagram of the RsGM is being partially unveiled, as our research supports previous findings such as the non universality of the transition temperature. Significantly, once we know where to look for the low temperature phase of the RsGM, we can investigate the nature of that phase (or phases). It is often stated that the RsGM is “glassy” in this regime; however, this assertion has never been really proven nor fully detailed and, furthermore, if the RG picture is qualitatively correct, it has to be recalled that it is a replica-symmetric theory, which implies that the superrough phase would not be glassy in the replica sense jjfises . We have obtained preliminary evidence that there are long-lived metastable states in the low temperature phase of the RsGM unpub , but in view of our present results and their non-universality we will examine this question more carefully in future work. Investigation of the dynamics of the RsGM will also be important; we recall that Batrouni and Hwa Batrouni did find evidence for a superroughening transition in the dynamics of the model, and hence it would be worth checking their results for larger values of $`V_0`$. We hope that those analyses, along with measurements of nonlinear susceptibilities and of relaxation dynamics, will shed light on this difficult problem. Work along these lines is in progress.
###### Acknowledgements.
We thank Rodolfo Cuerno, Juan Jesús Ruiz Lorenzo, and Raúl Toral for discussions. Work at Leganés was supported by project PB96-0119. Work at Los Alamos was done under the auspices of the U.S. Department of Energy. A.S. and E.M. acknowledge the support by NATO CRG 971090, by DGESIC (Spain) through a “Acción Integrada Hispano-Británica,” and by Los Alamos National Laboratory for a stay at Los Alamos, where part of this work was carried out.
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# Magnetic Double Structure for 𝑆={1,1/2} Mixed-Spin Systems
## I Introduction
The Haldane gap system has been one of the most fascinating subjects in condensed matter physics, for which extensive experimental and theoretical investigations have been providing a variety of new interesting phenomena. One of the hot topics is the magnetic double structure in the quasi-one-dimensional (1D) Haldane systems observed for the rare-earth compounds $`R_2\mathrm{BaNiO}_5`$. In the case with $`R=\mathrm{Y}^{3+}`$, the system has a disordered ground state with the Haldane gap. If $`R`$ is substituted by other magnetic ions such as $`\mathrm{Nd}^{3+}`$ and $`\mathrm{Pr}^{3+}`$, the $`s=1/2`$ spins on the $`R^{3+}`$ sublattice order magnetically at low temperatures, thus giving rise to the magnetic double structure composed of the Haldane gap excitation and the gapless excitation induced by the long-range order. This system has been theoretically treated as the Haldane chains with a static staggered field which are induced by the ordered $`s=1/2`$ spins on the $`R^{3+}`$ sublattice so far. In a recent paper, however, it has been pointed out that the dynamics of the $`s=1/2`$ spins may be also important, stimulating us to treat the system by a mixed-spin model. Concerning the magnetic double structure, there is another interesting spin system of current interest, i.e. the quantum ferrimagnetic chain composed of two kinds of mixed spins. Several compounds have been already found, which indeed realize the mixed-spin system. This has been stimulating further intensive theoretical studies on this subject. In particular, it has been pointed out that such a ferrimagnetic chain has the double structure for the spin excitation spectrum, which controls the characteristic properties in the ferrimagnetic chain.
The above two subjects, which have been studied experimentally in different contexts, should possess the common interesting physics, because both systems are characterized by the mixture of two kinds of distinct spins. Motivated by these hot topics, we here study the properties of the antiferromagnetic mixed-spin system in detail, for which the $`s=1`$ and $`s=1/2`$ spin chains are stacked alternately. We exploit the two-dimensional (2D) system as the simplest model which possesses the magnetic long-range order at zero temperature. By computing the dispersion relation and the staggered magnetization by means of the Schwinger-boson mean-field theory, we clarify how our system generates the magnetic double structure, which naturally interpolates the above two interesting spin systems. We also show that the results obtained are consistent with the experimental findings for quasi-1D Haldane compounds $`R_2\mathrm{BaNiO}_5`$.
This paper is organized as follows. We introduce the model and then briefly summarize the Schwinger-boson techniques in Sec. II. We discuss the zero-temperature properties in Sec. III, and finally move to the thermodynamic properties in Sec. IV. A brief summary is given in Sec. V.
## II Schwinger-boson Mean-Field Theory
Let us consider a 2D mixed-spin model on the square lattice, which is described by the following Hamiltonian,
$`H`$ $`=`$ $`J_1{\displaystyle \underset{i,j,\eta }{}}\left[𝐒_{2i,2j}^{A_1}𝐒_{2i+\eta ,2j}^{B_1}+𝐒_{2i+\eta ,2j+1}^{B_2}𝐒_{2i,2j+1}^{A_2}\right]`$ (1)
$`+`$ $`{\displaystyle \underset{i,j,\eta }{}}\left[J_2𝐒_{2i,2j}^{A_1}𝐒_{2i,2j+\eta }^{A_2}+J_3𝐒_{2i+1,2j}^{B_1}𝐒_{2i+1,2j+\eta }^{B_2}\right],`$ (2)
where $`𝐒_{i,j}^A`$ ($`𝐒_{i,j}^B`$) is the spin operator at the $`(i,j)`$-th site in the $`(x,y)`$ plane, and $`\eta `$ implies the summation to be taken over nearest-neighbor sites. All the exchange couplings $`J_1,J_2`$ and $`J_3`$ are assumed to be antiferromagnetic. We here focus on the mixed-spin system composed of $`S^A=1/2`$ and $`S^B=1`$ spins, since it is straightforward to generalize the results to the arbitrary-spin case.
In Fig. 1, we have drawn the mixed-spin model schematically. The indices $`A_m`$ and $`B_m`$ label the sublattice in the unit cell. Note that this mixed-spin model is constructed in two ways depending on how we stack the independent spin chains by introducing three kinds of the coupling constants. By taking $`J_3J_1,J_2`$, we can study the characteristic properties of the $`s=1`$ Haldane spin chains coupled with the $`s=1/2`$ gapless spin chains, which may have the relevance to the Haldane gap system in a staggered field observed in the compounds $`R_2\mathrm{BaNiO}_5`$. On the other hand, by setting the coupling constants $`J_1J_2,J_3`$, we can investigate how the independent ferrimagnetic chains $`(J_2=J_3=0)`$, which have been studied extensively in recent years, are combined to form the 2D system. The advantage of our mixed-spin approach is that we can systematically describe these two interesting systems by continuously varying the parameters $`J_1,J_2`$ and $`J_3`$.
We employ the Schwinger-boson mean-field theory (SBMFT) to study the above mixed-spin model. This method was applied successfully to the 2D Heisenberg model with uniform spins, and then to the bilayer system, the double-exchange system, the ferrimagnetic chain, etc. It is known that the SBMFT can describe the magnetically ordered phase, which is characterized by the condensation of the Schwinger-bosons. In the Schwinger-boson representation, the spin operators are expressed in terms of the boson creation and annihilation operators $`\gamma _\alpha ^{}`$, $`\gamma _\alpha `$, with the Pauli matrix $`𝝈`$ as $`𝐒=\frac{1}{2}\gamma _\alpha ^{}`$$`𝝈`$$`{}_{\alpha \beta }{}^{}\gamma _{\beta }^{}`$ $`(\alpha ,\beta =,)`$. Since the unit cell in our model includes four sites, we necessarily introduce eight kinds of Bose operators $`\gamma _\alpha =a_\alpha ^{(1)},a_\alpha ^{(2)},b_\alpha ^{(1)},b_\alpha ^{(2)}`$ which belong to the $`A_1,A_2,B_1,B_2`$ sublattices, respectively. By imposing the constraint $`\gamma _i^{}\gamma _i+\gamma _i^{}\gamma _i=2S^A`$ or $`2S^B`$ on each site, we can correctly map the original spin system to the boson system. Introducing the Lagrange multipliers $`\lambda _{ij}^A`$ and $`\lambda _{ij}^B`$, the Hamiltonian with the constraints is recast to
$`H`$ $`=`$ $`2{\displaystyle \underset{i,j,\eta }{}}[J_1(A_{ij\eta }^{}A_{ij\eta }+B_{ij\eta }^{}B_{ij\eta })`$ (3)
$`+`$ $`J_2C_{ij\eta }^{}C_{ij\eta }+J_3D_{ij\eta }^{}D_{ij\eta }]`$ (4)
$`+`$ $`{\displaystyle \underset{n=1}{\overset{2}{}}}[{\displaystyle \underset{(ij)A_n}{}}\lambda _{ij}^A({\displaystyle \underset{\sigma }{}}a_{ij\sigma }^{(n)}a_{ij\sigma }^{(n)}2S^A)`$ (5)
$`+`$ $`{\displaystyle \underset{(ij)B_n}{}}\lambda _{ij}^B({\displaystyle \underset{\sigma }{}}b_{ij\sigma }^{(n)}b_{ij\sigma }^{(n)}2S^B)]`$ (6)
$`+`$ $`{\displaystyle \underset{i,j,\eta }{}}[J_1(S^{A_1}S^{B_1}+S^{A_2}S^{B_2})`$ (7)
$`+`$ $`J_2S^{A_1}S^{A_2}+J_3S^{B_1}S^{B_2}],`$ (8)
where four bond operators are introduced as
$`A_{ij\eta }`$ $`=`$ $`a_{2i,2j}^{(1)}b_{2i+\eta ,2j}^{(1)}a_{2i,2j}^{(1)}b_{2i+\eta ,2j}^{(1)},`$ (9)
$`B_{ij\eta }`$ $`=`$ $`a_{2i,2j+1}^{(2)}b_{2i+\eta ,2j+1}^{(2)}a_{2i,2j+1}^{(2)}b_{2i+\eta ,2j+1}^{(2)},`$ (10)
$`C_{ij\eta }`$ $`=`$ $`a_{2i,2j}^{(1)}a_{2i,2j+\eta }^{(2)}a_{2i,2j}^{(1)}a_{2i,2j+\eta }^{(2)},`$ (11)
$`D_{ij\eta }`$ $`=`$ $`b_{2i+1,2j}^{(1)}b_{2i+1,2j+\eta }^{(2)}b_{2i+1,2j}^{(1)}b_{2i+1,2j+\eta }^{(2)}.`$ (12)
We perform a Hartree-Fock decomposition of eq. (8) by taking the thermal average $`<A_{ij\eta }>=A`$, $`<\lambda _{ij}^A>=\lambda _A`$, etc., which means that these values are assumed to be uniform and static.
By diagonalizing the mean-field Hamiltonian via the Bogoliubov transformation, we have
$`H_{\mathrm{MF}}`$ $`=`$ $`{\displaystyle \underset{𝐤\sigma }{}}{\displaystyle \underset{n=1}{\overset{2}{}}}\left[E_𝐤^{(1)}\alpha _{𝐤\sigma }^{(n)}\alpha _{𝐤\sigma }^{(n)}+E_𝐤^{(2)}\beta _{𝐤\sigma }^{(n)}\beta _{𝐤\sigma }^{(n)}\right],`$ (13)
where $`\alpha `$ and $`\beta `$ are the Bose operators for normal modes. The corresponding energy spectrums read
$`E_𝐤^{(1)}`$ $`=`$ $`\sqrt{{\displaystyle \frac{E_0\sqrt{E_1}}{2}}},E_𝐤^{(2)}=\sqrt{{\displaystyle \frac{E_0+\sqrt{E_1}}{2}}},`$ (14)
where $`E_0`$ and $`E_1`$ are given by
$`E_0`$ $`=`$ $`\lambda _A^2+\lambda _B^22d_𝐤^2e_𝐤^2f_𝐤^2,`$ (15)
$`E_1`$ $`=`$ $`(\lambda _A^2\lambda _B^2e_𝐤^2+f_𝐤^2)^2`$ (19)
$`4d_𝐤^2\left((\lambda _A\lambda _B)^2(e_𝐤+f_𝐤)^2\right),`$
with
$`d_𝐤`$ $`=`$ $`2AJ_1\mathrm{cos}k_x,e_𝐤=2CJ_2\mathrm{cos}k_y,`$ (20)
$`f_𝐤`$ $`=`$ $`2DJ_3\mathrm{cos}k_y.`$ (21)
By minimizing the free energy thus obtained at finite temperatures, we end up with the self-consistent equations for $`A=B,C,D,\lambda _A,\lambda _B`$,
$`1+2S^A={\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{coth}\kappa E_𝐤^{(n)}\frac{E_𝐤^{(n)}}{\lambda _A}},`$ (22)
$`1+2S^B={\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{coth}\kappa E_𝐤^{(n)}\frac{E_𝐤^{(n)}}{\lambda _B}},`$ (23)
$`8J_1A={\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{coth}\kappa E_𝐤^{(n)}\frac{E_𝐤^{(n)}}{A}},`$ (24)
$`4J_2C={\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{coth}\kappa E_𝐤^{(n)}\frac{E_𝐤^{(n)}}{C}},`$ (25)
$`4J_3D={\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{coth}\kappa E_𝐤^{(n)}\frac{E_𝐤^{(n)}}{D}},`$ (26)
with $`\kappa =1/(2k_BT)`$, where we have assumed that the bond operators which link the $`s=1`$ and $`s=1/2`$ spins take the same mean value, $`A=B`$. This completes our formulation based on the SBMFT. In the following sections, we solve these self-consistent equations to estimate the excitation spectrum and the thermodynamic quantities. Since it is not easy to analytically perform the Bogoliubov transformation, we numerically diagonalize the mean-field Hamiltonian to compute the energy dispersions $`E_𝐤^{(1)}`$ and $`E_𝐤^{(2)}`$.
## III Properties at Zero Temperature
In order to treat the ground state properties, it should be taken into account that the Bogoliubov particles of the $`\alpha `$ branch in eq.(13) may condense at absolute zero, because the excitation energy $`E_𝐤^{(1)}`$ has its minimal value $`E_𝐤^{(1)}=0`$ at $`𝐤=\mathrm{𝟎}`$ while the $`\beta `$ branch has a finite gap even at $`T=0`$. Sarker et al. showed that the long-range order is described by the condensation of the Schwinger-bosons for the ferromagnetic and antiferromagnetic Heisenberg models. This is also the case for our 2D mixed-spin model on a square lattice.
Suppose that the bosons condense at the states of $`\alpha _{}^{(1)}|_{𝐤=\mathrm{𝟎}}`$ and $`\alpha _{}^{(2)}|_{𝐤=\mathrm{𝟎}}`$, by fictitiously applying an infinitesimal external staggered field to the $`A`$ and $`B`$ lattices. The self-consistent equations at $`T=0`$ , which include the Bose condensation, now read,
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{2}{N^2}}\mathrm{coth}\kappa E_{𝐤=\mathrm{𝟎}}^{(1)}|_\kappa \mathrm{}`$ (27)
$`=`$ $`{\displaystyle \frac{\left[1+2S^A_n\frac{d𝐤}{\pi ^2}\frac{E_𝐤^{(n)}}{\lambda _A}\right]}{E_{𝐤=\mathrm{𝟎}}^{(1)}/\lambda _A}},`$ (28)
$`1+2S^B`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \frac{E_𝐤^{(1)}}{\lambda _B}}|_{𝐤=\mathrm{𝟎}}+{\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\frac{E_𝐤^{(n)}}{\lambda _B}},`$ (29)
$`4A`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \frac{E_𝐤^{(1)}}{d_𝐤}}|_{𝐤=\mathrm{𝟎}}+{\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{cos}k_x\frac{E_𝐤^{(n)}}{d_𝐤}},`$ (30)
$`2C`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \frac{E_𝐤^{(1)}}{e_𝐤}}|_{𝐤=\mathrm{𝟎}}+{\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{cos}k_y\frac{E_𝐤^{(n)}}{e_𝐤}},`$ (32)
$`2D`$ $`=`$ $`\mathrm{\Gamma }{\displaystyle \frac{E_𝐤^{(1)}}{f_𝐤}}|_{k=0}+{\displaystyle \underset{n}{}}{\displaystyle \frac{d𝐤}{\pi ^2}\mathrm{cos}k_y\frac{E_𝐤^{(n)}}{f_𝐤}}.`$ (34)
We shall solve these equations numerically for given coupling constants $`J_1,J_2`$ and $`J_3`$.
### A Dispersion relation
We start our discussions with the case that may be regarded as the Haldane gap system in a staggered field. When $`J_1=0`$, the 2D system is completely decoupled into the $`s=1`$ massive Haldane chains and the $`s=1/2`$ massless spin chains. When we introduce the interchain couplings among them, the ground state has the long-range order mainly due to the $`s=1/2`$ spins. The important point is that even though we have the long-range order, the Haldane-type gapful excitation still exists. Therefore, as far as the case with small $`J_1`$ and $`J_2`$ is concerned, the system is regarded as the one often called the Haldane gap system in a staggered field. In Fig. 2, we show the dispersion relation calculated for $`J_1=J_2=1/2`$ and $`J_3=1`$.
As seen in this figure, the lower branch is gapless with linear dispersion relation, reflecting the antiferromagnetic long-range order, whereas the upper optical mode is mainly composed of the Haldane-type excitation. It is observed that the dispersion in the $`k_x`$-direction is indeed weak for the optical mode, since the interchain coupling is much smaller than the energy gap for the optical mode, which confirms that the system in Fig. 2 may be regarded as the Haldane gap system in a staggered field. Although we have also performed the calculation for the cases with smaller $`J_1`$ and $`J_2`$, the obtained dispersion of the optical branch becomes almost flat in the $`k_x`$-direction, so that we have not shown them here. Concerning this limit of small $`J_1`$, we here make a brief comment on the validity of the SBMFT. When $`J_1`$ takes too small value, for which the system is almost decoupled into independent $`s=1`$ and $`s=1/2`$ chains, the SBMFT may lead to a pathological result: although the Haldane gap for the $`s=1`$ chain is well described by the SBMFT, it is not the case for the gapless $`s=1/2`$ chains, for which we are left with a gapful phase. Actually, if the value of $`J_1`$ ($`=J_2`$) becomes smaller than $`J_1/J_310^2`$, we encounter a problem that the present self-consistent calculation does not converge, implying that our assumption for the antiferromagnetic ordered state does not hold anymore. Nevertheless, we find that the correct behavior with the antiferromagnetic ground state is still obtained except for this small parameter region.
By increasing the coupling parameters $`J_2,J_3`$ continuously, we naturally enter in the 2D ordered mixed-spin system. Note that although during this process the magnetic double structure is kept unchanged in its typical feature, the nature of the optical mode is gradually changed from the Haldane-gap excitation: i.e. the gapful excitation may be equally contributed from both the $`s=1`$ and $`s=1/2`$ spin sectors. As a reference, we show the dispersion relation for the mixed-spin model with the isotropic bonds $`J_1=J_2=J_3=1`$ in Fig. 3.
If we further decrease the couplings $`J_2`$ and $`J_3`$, the system gradually approaches the quasi-1D ferrimagnetic chains with the periodic arrangement of spins $`1/211/21`$. The dispersion relation obtained in the corresponding parameter region is shown in Fig. 4.
Now the optical mode with a weak dispersion in the $`k_y`$-direction is essentially the same as that found for the ferrimagnetic chain.
In order to clearly observe how the gapless dispersion changes its character in the ferrimagnetic-chain limit, we have shown the low-energy dispersion relation at $`k_y`$=0 in Fig. 5. It is seen that with the decrease of the coupling constants $`J_2`$ and $`J_3`$, the $`k_x`$-linear dependence is gradually changed to the $`k_x^2`$ dependence characteristic of the ferrimagnetic chain except for the small $`k_x`$ region where the 2D antiferromagnetic order still gives rise to the $`k_x`$-linear dependence. At $`J_2=J_3=0`$, the system is reduced to the isolated ferrimagnetic chains, for which the 2D character completely disappears, and thus the gapless dispersion simply follows the $`k_x^2`$ dependence. We note that the ferrimagnetic chains have been experimentally realized in the compounds such as $`\mathrm{NiCu}(\mathrm{C}_2\mathrm{O}_4)_24\mathrm{H}_2\mathrm{O}`$ and $`\mathrm{MnCu}(\mathrm{pba})(\mathrm{H}_2\mathrm{O})_32\mathrm{H}_2\mathrm{O}`$, and have been studied theoretically by many groups. Among others, it has been reported that this system exhibits the dual properties consistent with our results: the physical quantities are controlled by the $`s=1`$ antiferromagnetic spin chain at high temperatures and by the effective $`s=1/2`$ ferromagnetic spin chain at low temperatures.
The above analysis of the excitation spectrum implies that the quasi-1D Haldane gap system in a staggered field and the quasi-1D weakly coupled ferrimagnetic chains, which have been studied in different contexts experimentally, share common interesting physics inherent in the mixed-spin systems. In particular, it is highly desirable to experimentally observe the magnetic double structure in the excitation spectrum for the ferrimagnetic-chain compounds.
### B Haldane gap in a staggered field
Let us discuss the case of the Haldane gap system in a staggered field in more detail. We here observe how the effective staggered field induced by the $`s=1/2`$ spin chains affects the properties of the Haldane gap, by changing the coupling constants $`J_1`$ and $`J_2`$. For small values of $`J_1`$ and $`J_2`$, we define the effective staggered field on the $`s=1`$ Haldane chain by $`H_{\mathrm{ST}}^{\mathrm{eff}}=J_1<S_z^A>`$, where $`<S_z^A>`$ is the spontaneous staggered magnetization of the $`s=1/2`$ spin chain. We numerically estimate the effective staggered field, and show the obtained results in Fig. 6.
It is seen that the effective staggered field increases monotonously with the increase of $`J_1`$ and $`J_2`$, as should be expected. In a similar way, we also compute the staggered magnetization $`<S_z^B>`$ of the $`s=1`$ spin chains, and as well as the Haldane gap which is defined as the minimum of the excitation energy in the optical branch $`\mathrm{\Delta }=E_{𝐤=(\frac{\pi }{2},0)}^{(2)}`$.
These quantities are shown in Figs. 7 and 8. Following the way used for the experimental analysis, we have plotted the staggered magnetization (the square of the Haldane gap) as a function of the effective staggered field (the square of the staggered magnetization). It is seen that as the staggered field is increased, the staggered magnetization as well as the Haldane gap $`\mathrm{\Delta }`$ are increased, being consistent with the result pointed out for the Haldane chain system with a static magnetic field.
Since we are dealing with the 2D model at zero temperature, our results may not be directly applied to the experiments. Nevertheless, we can confirm whether the present results are consistent with the experiments for the rare-earth compounds $`R_2\mathrm{BaNiO}_5`$ with $`R=\mathrm{Nd}^{3+}`$ or $`\mathrm{Pr}^{3+}`$. Experimentally, as the temperature is decreased, the system shows the phase transition to the magnetically ordered phase. When the temperature is further decreased, the staggered moment for the $`s=1/2`$ sector develops, and thereby gives rise to the increase of the staggered field, which indeed enhances the magnitude of the Haldane gap. Also, the staggered moment on the Haldane chains increases, as should be expected. These characteristic features are consistent with our results, and in particular, the qualitative behaviors for the staggered magnetization and the Haldane gap shown in Figs. 7 and 8 agree fairly well with experimental findings.
### C Coupled ferrimagnetic chains
Before closing this section, we briefly discuss the case close to the ferrimagnetic chain, which is realized by taking the limit of $`J_1J_2,J_3`$. Even in this one-dimensional limit, the system still exhibits the antiferromagnetic order as far as $`J_2`$ and $`J_3`$ take finite values. As mentioned above, at $`J_2=J_3=0`$, the system shows the ferrimagnetic order, and hence the dispersion relation for the acoustic mode is changed to the quadratic one. In this way, the crossover-like behavior is seen in the gapless mode, whereas much simpler behavior is observed in the gapful mode. In Fig. 9, we display the spin gap $`\mathrm{\Delta }`$ for the optical branch in the ferrimagnetic-chain limit. With decreasing $`J_2`$ and $`J_3`$, the spin gap monotonically decreases, and reaches the value of $`\mathrm{\Delta }`$=1.778 at $`J_2=J_3=0`$, which is very close to that of the quantum Monte Carlo method, $`\mathrm{\Delta }`$=1.767, as already demonstrated by Wu et al. In this way, in the ferrimagnetic-chain limit, the SBMFT may provide the reliable estimates of the physical quantities even at quantitative level. As discussed by Yamamoto and Fukui, this optical mode is mainly composed of excitations in the effective $`s=1`$ antiferromagnetic spin chain, whereas the acoustic mode is given by excitations in the effective $`s=1/2`$ ferromagnetic chain.
## IV Thermodynamic Properties at Finite Temperatures
We now move to the thermodynamic properties at finite temperatures. The self-consistent equations (22)-(26) are solved numerically at finite temperatures to obtain the thermodynamic quantities. We here briefly summarize the results obtained. In the previous section, it has been shown that even for the set of the parameters $`J_1=J_2=1/2,J_3=1`$ ($`J_1=1,J_2=J_3=1/2`$), the system may be approximately described by the Haldane gap system in a staggered field (coupled ferrimagnetic chains), so that we shall show the results for these parameters below.
We start with the effective spin gaps calculated at finite temperatures, which are shown as a function of the temperature in Fig. 10. It is seen that both of the two cases exhibit similar temperature dependence in the spin gap. For each case, there are two distinct spin gaps, corresponding respectively to the optical mode and the acoustic mode, reflecting the double structure for the excitation spectrum. Note that both of two modes should be massive at finite temperatures. It may be physically sensible to regard these spin gaps as the inverse of the correlation lengths. As should be expected, the spin gap for the optical mode increases up to the zero-temperature value with the decrease of the temperature. On the other hand, the spin gap for the acoustic mode decreases, leading to the divergent correlation length which characterizes the magnetically ordered state at $`T=0`$.
The uniform and staggered spin susceptibilities, $`\chi _{\mathrm{uni}}`$ and $`\chi _{\mathrm{stag}}`$, are calculated by using the standard linear-response formulae,
$`\chi _{\mathrm{uni}}={\displaystyle \underset{i,j=1,2}{}}[S_z^{A_i}S_z^{A_j}_{𝐪,\omega }+S_z^{B_i}S_z^{B_j}_{𝐪,\omega }`$ (36)
$`+2S_z^{A_i}S_z^{B_j}_{𝐪,\omega }]|_{𝐪,\omega 0},`$ (37)
(38)
$`\chi _{\mathrm{stag}}=`$ (39)
$`{\displaystyle \underset{i,j=1,2}{}}[(1)^{i+j}(S_z^{A_i}S_z^{A_j}_{𝐪,\omega }+S_z^{B_i}S_z^{B_j}_{𝐪,\omega })`$ (40)
$`+2(1)^{i+j+1}S_z^{A_i}S_z^{B_j}_{𝐪,\omega }]|_{𝐪,\omega 0},`$ (41)
where $`S_z^{A_1}S_z^{A_1}_{𝐪,\omega }`$, etc., are the retarded spin correlation functions.
In Fig. 11, we plot the effective Curie constants $`T\chi _{\mathrm{uni}}`$ and $`T\chi _{\mathrm{stag}}`$ as a function of $`T`$. It is seen that the effective Curie constant for the uniform sector is gradually decreased as the temperature is decreased, while that for the staggered sector diverges, implying that the antiferromagnetic correlation is enhanced at low temperatures.
As seen from the above results, the thermodynamic properties at finite temperatures show quite similar behavior both for the Haldane chain in a staggered field and for the quasi-1D ferrimagnetic chain, reflecting the magnetic double structure inherent in these mixed-spin systems.
## V summary
We have studied the 2D mixed-spin model for which the $`s=1/2`$ and $`s=1`$ spin chains are stacked alternately. This mixed-spin model includes two interesting spin systems addressed recently: the Haldane gap system in a staggered field as well as the ferrimagnetic chain. By calculating the dispersion relation and the thermodynamic quantities by means of the Schwinger-boson mean-field theory, we have discussed the magnetic double structure inherent in our mixed-spin systems. In particular, we have treated systematically the quasi-1D Haldane gap system in a staggered magnetic field and also the mixed-spin chain with the ferrimagnetic ground state. This implies that these two spin systems, which have been studied in different contexts experimentally, should possess interesting physics common to the mixed spin systems. We have also found that the results obtained for the staggered-field effect on the Haldane gap system are qualitatively consistent with the experimental findings in the rare-earth compounds $`R_2\mathrm{BaNiO}_5`$. It remains an interesting problem to evaluate dynamical quantities related to the neutron scattering, etc. Also, it is important to study how the string-order parameter behaves, when the system changes from the Haldane system to the ferrimagnetic chain. These problems are now under consideration.
## acknowledgments
The work is partly supported by a Grant-in-Aid from the Ministry of Education, Science, Sports, and Culture. A. K. is supported by the Japan Society for the Promotion of Science. N. K. wishes to thank K. Ueda for the warm hospitality at ISSP, University of Tokyo.
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# How Stochastic is the Relative Bias Between Galaxy Types?
## 1 Motivation
Galaxies of different morphologies have different spatial distributions, as first noted by Hubble (1936). Early-type galaxies, such as ellipticals and S0s, are highly clustered and account for 90% of galaxies in the cores of rich clusters; late-type galaxies, such as spirals and irregulars, are less clustered and make up 70% of galaxies in the field (Dressler 1980; Postman & Geller 1984; Whitmore, Gilmore, & Jones 1993). A general way of expressing the relationship between the density fields of galaxies of different types on any scale $`R`$ is with the joint probability distribution $`f(\delta _e,\delta _l)`$; that is, the probability at any location of finding an overdensity $`\delta _e`$ of early-type galaxies and an overdensity $`\delta _l`$ of late-type galaxies. This quantity is analogous to the joint probability distribution of galaxy and mass density introduced by Dekel & Lahav (1999).
The traditional method of measuring the properties of $`f(\delta _e,\delta _l)`$ has been to compare the amplitude of the fluctuations in each density field, using the correlation functions or the power spectra. By these measures, the level of fluctuations in ellipticals is stronger than that of spirals by a factor of 1.3–1.5 (Davis & Geller 1976; Giovanelli, Haynes, & Chincarini 1986; Santiago & Strauss 1992; Loveday et al. 1996; Hermit et al. 1996; Guzzo et al. 1997). These relative clustering properties are successfully reproduced by current models of galaxy formation. For example, Blanton et al. (1999) examined hydrodynamical simulations and identified galaxies as dense, rapidly cooling clumps of gas. Older galaxies, which correspond to early-types, turned out to be clustered more strongly than younger galaxies, which correspond to late-types. The relative bias factor, $`b\sigma _e/\sigma _l`$, where $`\sigma ^2\delta ^2`$, is approximately 1.5 between these populations. Semi-analytic models, which follow halos in collisionless $`N`$-body simulations and use simple models for star-formation and feedback inside each halo and for the effect of halo mergers, find similar results (Somerville et al. 1999).
However, Blanton et al. (1999) also found that there was considerable scatter between the two density fields; that is, that there was not a one-to-one relationship between the number of old galaxies in a region to the number of young galaxies. A measure of this scatter is the correlation coefficient $`r\delta _e\delta _l/\sigma _e\sigma _l`$ between the early-type overdensity field $`\delta _e`$ and the late-type overdensity field $`\delta _l`$. In the simulations, $`r0.5`$$`0.8`$. On the other hand, the semi-analytic models of Somerville et al. (1999) find that the correlation coefficient $`r0.9`$; that is, they find very little scatter. The essential difference between the predictions of this model and that of the hydrodynamic model is the effect of the temperature history of the gas in the hydrodynamic simulations and its relationship with large-scale structure. Thus, one can use the correlation coefficient between different galaxy types to distinguish between these models of galaxy formation.
Measuring this scatter requires a probe of $`f(\delta _e|\delta _l)`$ which differs from the traditional statistics mentioned above. For example, two completely unrelated density fields ($`r=0`$) can have the same correlation function. To detect the scatter, one must compare the density fields point by point, not just compare the overall levels of the fluctuations. A direct approach to constraining the properties of $`f(\delta _e,\delta _l)`$ is to measure the related joint probability distribution $`P(N_e,N_l)`$ of finding $`N_e`$ early-type and $`N_l`$ late-type galaxies in a single cell of size $`R`$. After all, this latter probability is simply $`f(\delta _e,\delta _l)`$ convolved with Poisson distributions. If one notes that
$$f(\delta _e,\delta _l)=f(\delta _l|\delta _e)f(\delta _e),$$
(1)
then one can write
$`P(N_e,N_l)`$ $`={\displaystyle 𝑑\delta _e\frac{N_{e,\mathrm{exp}}^{N_e}(1+\delta _e)^{N_e}}{N_e!}e^{N_{e,\mathrm{exp}}(1+\delta _e)}f(\delta _e)}`$ (3)
$`\times {\displaystyle }d\delta _l{\displaystyle \frac{N_{l,\mathrm{exp}}^{N_l}(1+\delta _l)^{N_l}}{N_l!}}e^{N_{l,\mathrm{exp}}(1+\delta _l)}f(\delta _l|\delta _e),`$
where $`N_{e,\mathrm{exp}}`$ and $`N_{l,\mathrm{exp}}`$ are the average number of galaxies of each type expected in a cell of a given volume (and given selection criteria). Naturally, one can integrate Equation (3) over $`N_l`$ to obtain:
$$P(N_e)=𝑑\delta _e\frac{N_{e,\mathrm{exp}}^{N_e}(1+\delta _e)^{N_e}}{N_e!}e^{N_{e,\mathrm{exp}}(1+\delta _e)}f(\delta _e),$$
(4)
the probability distribution of counts of early-type galaxies. As I show below, one can use Equation 3 to devise a maximum likelihood method to fit for $`f(\delta _l|\delta _e)`$, and Equation 4 to fit for $`f(\delta _e)`$.
Equation (3) provides a direct probe of the relationship between galaxy density fields $`f(\delta _l|\delta _e)`$, including its nonlinearity and scatter. Consider for contrast the work of Benoist et al. (1999), who infer nonlinearity in the relative bias of galaxies of different luminosities in the Southern Sky Redshift Survey from the scale dependence of the higher-order moments of the density fields. Using the same data, one could instead compare the observed $`P(N_e,N_l)`$ to models and detect nonlinearity more directly. Furthermore, the joint distribution contains more information than a comparison of the moments of each density field. While moments of the density field yield averaged information about the fluctuations, $`P(N_e,N_l)`$ yields a point-by-point comparison of two density fields, which can be much more powerful (Santiago & Strauss 1992). For instance, one can use this comparison to determine whether the effects detected by Benoist et al. (1999) are actually due to nonlinearity (as they propose), or perhaps due properties of the scatter in the relationship between low luminosity and high luminosity galaxies.
In this paper, I perform an maximum-likelihood analysis of this joint distribution for different spectral types of galaxies in the Las Campanas Redshift Survey (LCRS), using cells with volumes approximately equal to that of cubes 25 $`h^1`$ Mpc on a side. A similar analysis has been performed on the LCRS by Tegmark & Bromley (1999; hereafter TB99), to which I will compare my results throughout. Essentially, their method calculates the second moments of $`f(\delta _e,\delta _l)`$, namely $`\sigma _l^2\delta _l^2`$, the variance of the density field of late-type galaxies, $`\sigma _e^2\delta _e^2`$, the variance of early-type galaxies, and $`r\delta _e\delta _l/\sigma _e\sigma _l`$, the correlation coefficient between the two fields, which is unity if the fields are perfectly correlated and zero if the fields are completely uncorrelated. As I will show below, calculating second moments is probably not sufficient on the scales which TB99 probe ($`5`$$`10`$ $`h^1`$ Mpc), because it does not correctly account for the fact that density fields cannot be negative. For this reason, the resulting $`r`$ may overestimate the degree of scatter in the relationship between the two fields. On larger scales where $`\sigma 1`$, these differences would of course be much reduced. Furthermore, the moments method also yields no information on how nonlinear the relationship between the density fields of the two galaxy types is, which the maximum likelihood method described here will. Finally, I have detected important effects concerning the galaxy selection function which affect the results of this analysis and have consequences for the interpretation of TB99 and other measurement of large-scale structure in the LCRS.
This paper is organized as follows. In Section 2, I describe the details of the LCRS. In Section 3, I describe the method used to calculate the selection function for the survey. In Section 4, I describe in detail the maximum likelihood analysis of the counts-in-cells. In Section 5, I present the results of fitting for the relationship between the different galaxy types and demonstrate the presence of systematic errors in the selection of galaxies in this survey. In Section 6, I describe the results of an analysis of mock catalogs, in order to quantify a number of possible statistical and systematic effects as well as to evaluate the importance of cosmic variance. I conclude in Section 7.
## 2 Galaxies in the Las Campanas Redshift Survey
The LCRS (Shectman et al. 1996) consists of around 25,000 galaxy redshifts with a median of $`z0.1`$, covering an area of about 700 deg<sup>2</sup> on the sky. Three long slices ($`1.5^{}\times 80^{}`$) were surveyed in the North Galactic Cap, and three in the South Galactic cap. Within each hemisphere, the slices had the same right-ascension limits but were separated by several degrees in the declination direction. $`R`$-band photometry was obtained at the Las Campanas Swope 1m telescope using three different CCDs; spectra were taken at the Las Campanas Du Pont 2.5m telescope, first with a 50-fiber MOS and later with a 112-fiber MOS. The galaxies in the 50-fiber MOS fields were selected between $`16<m<17.3`$; the galaxies in the 112-fiber MOS fields were selected between $`15<m<17.7`$. In addition, a magnitude-dependent central surface-brightness cut was applied in order to avoid putting fibers onto galaxies unlikely to yield useful spectra. This cut takes the form:
$$m_c<m_{c,\mathrm{cut}}0.5(m_{\mathrm{max}}m),$$
(5)
where $`m_{\mathrm{max}}`$ is the faint magnitude limit, $`m_c`$ is a central aperture magnitude consisting of the flux within a two pixel radius of the center of the image, and $`m_{c,\mathrm{cut}}`$ is 18.85 for the 112-fiber fields and 18.15 for the 50-fiber fields. Since each of the CCDs had a different pixel size, the size of the aperture with which $`m_c`$ is calculated varies within the survey between about 3<sup>′′</sup> and 4<sup>′′</sup> in diameter. The central magnitude cut excludes about 12% of the detected galaxies. As in all redshift surveys, this surface brightness cut can affect the relationship between the luminosity function and the selection function, since the selection is not purely based on apparent magnitude. Below, I test the dependence of my results on this cut.
Bromley et al. (1998) have used a spectral classification scheme to divide the LCRS galaxies into six “clans.” Their method performs a singular-value decomposition (SVD) on the set of galaxy spectra (converted to rest wavelengths) to obtain an orthogonal set of galaxy “eigenspectra.” They found that the galaxy spectra form a well-defined one-dimensional locus when projected onto the two-dimensional plane defined by the two most significant eigenspectra. The “clans” are defined by each galaxy’s position along this locus. The spectra of the “late-type” clans more closely resemble the spectra of emission-line galaxies with young stellar populations, while the spectra of “early-type” clans have more prominent absorption features. Clans are labeled from 1 to 6, in order of increasing “lateness” of the spectra. For my purposes, I will split the galaxies into just two groups: an early-type group consisting of clans 1 and 2 and a late-type group consisting of clans 3 through 6. I place absolute magnitude limits on the early-type group of $`22.5<M<18.8`$ and on the late-type group of $`22.0<M<18.5`$. Outside of these limits there are only a handful of galaxies and it is risky to determine the luminosity function and to calculate the selection function there. This procedure yields about 10,000 galaxies in each group. I show the spatial distribution of each type of galaxy in Figures 1a and 1b.
The geometry of the LCRS complicates an attempt to perform a counts-in-cells analysis on it. To do so, I create 14 redshift shells, each with an equal volume; thus, the shells at higher redshift have a shorter radial extent. Figure 2 shows the boundaries of these shells. In the angular dimension, I divide the survey into cells which are 3 MOS fields on each side. In the right ascension direction, the fields are adjacent; in the declination direction, the fields from the three slices in each Galactic hemisphere are combined. The radial spokes in Figure 2 are representative of the division in the right ascension direction, although the actual cells are somewhat more complicated, because the MOS fields are not all perfectly aligned in right ascension. This procedure produces 518 cells total, each with a volume equivalent to a 15 $`h^1`$ Mpc radius sphere, of about cubical dimensions at $`z0.1`$ (except for the gaps in the declination direction). The average number of galaxies in each cell of each type is about 20, meaning that the average contribution of Poisson noise to the variance is about $`0.05`$, though the actual contribution varies considerably with radius due to the selection function. A reasonable variance of the underlying density field at these scales in standard cosmological models is about $`0.25`$, meaning the Poisson contribution to the variance is only about 20%.
## 3 Selection Function
The selection function for a flux-limited survey is the fraction of galaxies in a given absolute magnitude range which are within the flux limits at a given redshift. If one considers galaxies with luminosities in the range between $`L_{\mathrm{min},0}`$ and $`L_{\mathrm{max},0}`$, and take the luminosity function $`\mathrm{\Phi }(L)`$ to be normalized in that range, one can write the selection function:
$$\varphi (z)=_{L_{\mathrm{min}}(z)}^{L_{\mathrm{max}}(z)}𝑑L\mathrm{\Phi }(L)f_g(m)f_t,$$
(6)
where $`L_{\mathrm{min}}(z)`$ and $`L_{\mathrm{max}}(z)`$ are the minimum and maximum luminosities visible at redshift $`z`$, given the flux limits of the field under consideration, and $`m`$ is the apparent magnitude corresponding to $`L`$ and $`z`$. $`f_t`$ and $`f_g(m)`$ contain information on the incompleteness of the survey. $`f_t`$ is the sampled fraction of galaxies in the current field; that is, the fraction of galaxies within the stated flux limits whose redshifts were obtained, for each field. Galaxies are missed for a number of reasons: the limited number of fibers, the central magnitude cut, the fact that fibers cannot be placed closer than 55”, and the failure to determine redshifts from spectra. One must account for the fact that these effects are not distributed evenly in apparent magnitude (in practice, due mostly to the magnitude-dependence of redshift failures). To do so, I adjust the probability of observing a galaxy by a factor $`f_g(m)`$ which is the completeness fraction at each apparent magnitude (normalized to unity, since $`f_t`$ already accounts for the total number of missing galaxies).
Thus, one’s task is to calculate the luminosity function given the survey’s various selection effects. Although Bromley et al. (1998) and Lin et al. (1996) have already published luminosity functions for different galaxy types in the LCRS, for a number of reasons I was motivated to reexamine the determination of the luminosity and selection functions. In particular, some features of the selection functions seemed suspicious; in fact, this suspicious behavior remains in my analysis, and I will describe it in detail later. I calculated the luminosity function using the standard iterative, nonparametric maximum likelihood technique described in detail in Efstathiou, Ellis, & Peterson (1988). Their technique is based on maximizing the probability $`p(L|z)`$ of having observed each galaxy of luminosity $`L`$ at its given redshift $`z`$. If the galaxy luminosity function is $`\mathrm{\Phi }(L)`$, a galaxy at redshift $`z_j`$ and having luminosity $`L_j`$ is observed with a probability per unit redshift and luminosity of:
$$p(L_j,z_j)=\{\begin{array}{cc}\mathrm{\Phi }(L_j)\rho (z_j)f_g(m_j)f_{t,j}& \mathrm{if}m_{\mathrm{min},j}<m_j<m_{\mathrm{max},j},\\ 0& \mathrm{otherwise}.\end{array}$$
(7)
Here, $`f_g(m_j)`$ and $`f_{t,j}`$ are as defined above, $`\rho (z_j)`$ is the density of galaxies at redshift $`z_j`$, and $`m_{\mathrm{min},j}`$ and $`m_{\mathrm{max},j}`$ vary depending on what MOS field the galaxy is in, since each field has different flux limits. In order to relate apparent magnitudes $`m`$ to absolute magnitudes $`M`$ and luminosities $`L`$, I assume a flat universe with $`\mathrm{\Omega }_m=1`$, which yields a distance modulus:
$$DM(z)=mM=25+5\mathrm{log}_{10}\left[x(1+z)\right]+K(z),$$
(8)
where the comoving distance is
$$x=\frac{2c}{H_0}\left[1\frac{1}{\sqrt{1+z}}\right],$$
(9)
and the $`K`$-correction is of the form:
$$K(z)=2.5\mathrm{log}_{10}(1+z).$$
(10)
This $`K`$-correction is approximately equivalent to that which is appropriate for Sbc galaxies (Frei & Gunn 1994). Since the entire analysis is independent of the value of $`H_0`$, I will for simplicity assume the value of 100 km/s/Mpc.
Given the joint probability in Equation (7), the conditional probability of observing a galaxy of luminosity $`L_j`$ given its redshift $`z_j`$ is then:
$$p(L_j|z_j)=\frac{p(L_j,z_j)}{p(z_j)}=\frac{\mathrm{\Phi }(L_j)f_g(m_j)}{_{L_{\mathrm{min},j}}^{L_{\mathrm{max},j}}𝑑L\mathrm{\Phi }(L)f_g(m)},$$
(11)
where the limits on the integral are determined by the apparent magnitude limits in each field, as implied by Equation (7). Note that this estimator is density-independent, as all reference to a density field $`\rho (z)`$ or the angularly varying sampling fraction $`f_t`$ drops out. This approach differs somewhat from that of Lin et al. (1996), which weights the densest regions more heavily.
In the Appendix, I describe in detail the method for maximizing this probability and for calculating the normalization of the luminosity function $`n_1`$. Using the derived luminosity function and its normalization, one can calculate the selection function and, from that, quantities such as the expected distribution of number with redshift or the expected counts in cells. I perform this fit separately for each combination of MOS field type and Galactic hemisphere, and for the early- and late-type galaxies separately. I will give results not in terms of $`\mathrm{\Phi }`$ itself, but in terms of the luminosity function expressed in logarithmic intervals of luminosity and normalized to the average density:
$$\widehat{\mathrm{\Phi }}=n_1\mathrm{ln}10L\mathrm{\Phi }.$$
(12)
## 4 Fitting a Counts-in-Cells Distribution
Here I describe a maximum likelihood method for constraining the relative clustering properties of early and late-type galaxies, assuming models for the density distribution $`f(\delta _e)`$ and the relative bias $`f(\delta _l|\delta _e)`$. I will assume $`f(\delta _e)`$ is distributed as a log-normal. For $`f(\delta _l|\delta _e)`$, I describe a number of deterministic models as well as a model which includes scatter.
### 4.1 Defining the Likelihood
Let us assume that one has divided a galaxy redshift survey into cells and counted the numbers of early- and late-type galaxies, denoted $`N_{e,i}`$ and $`N_{l,i}`$, in each cell $`i`$. (I describe in Section 2 how I do so for the LCRS). Given the selection function of the survey, which may depend on angle as well as redshift, I define the expected count in cell $`i`$ of early-type galaxies:
$$N_{e,\mathrm{exp},i}=𝑑V_in_e\varphi _e(r,\theta ,\varphi ),$$
(13)
where the integral is over the volume of cell $`i`$, and define $`N_{l,\mathrm{exp},i}`$ similarly. Then, given a probability distribution $`f(\delta _e,\delta _l)`$ characterized by a set of parameters $`\alpha `$, I define the likelihood for that cell as
$$L_iP(N_{e,i},N_{l,i}|\alpha ),$$
(14)
where the quantitity on the right-hand side is determined by Equation (3). I have implicitly assumed that all sets of $`\alpha `$ have equal Bayesian prior probability. I then minimize the quantity
$$2\underset{i}{}\mathrm{ln}L_i$$
(15)
by varying the parameters $`\alpha `$ in order to find the best fit.
In practice, it is time-consuming to fit simultaneously for the parameters of both $`f(\delta _e)`$ and $`f(\delta _l|\delta _e)`$ in Equation (1). Thus, I first fit for the parameters of the density distribution $`f(\delta _e)`$; I do so with an equation analogous to Equation (14), using the probability $`P(N_e|\alpha )`$ given in Equation (4) in place of $`P(N_e,N_l|\alpha )`$. Then I fix the parameters of $`f(\delta _e)`$ and use Equation (14) to fit separately for those of $`f(\delta _l|\delta _e)`$. Experiments show that the difference between this approach and fitting for all the parameters simultaneously is negligible compared to the error bars.
Once one has found the maximum likelihood fit to the parameters, one would like to calculate the errors associated with them. I use three methods of calculating error bars. First, I perform Monte Carlo bootstrap estimates of the errors. Second, I again make a Monte Carlo estimate, only now creating realizations based on the model to which I have fit. (This procedure also serves to show that the method is unbiased). Third, I simply look at the likelihood contour $`_{\mathrm{min}}+1`$ in order to estimate the 1$`\sigma `$ error contour, which it is in the limit that $``$ is a paraboloid. All of these methods agree within 10–20%, and the listed error bars in this paper are those determined by bootstrap. (For a comparison of the likelihood method and the bootstrap method, look at Figure 6 in Section 5).
I would also like to compare different models using likelihood ratio tests. For instance, one may want to fit a model with parameters $`(\alpha _1,\alpha _2)`$ and ask whether this model is significantly better than fitting a model with the single parameter $`(\alpha _1)`$. In this case, one calculates the “likelihood ratio” between the models,
$$l=_{\mathrm{min}}(\alpha _1)_{\mathrm{min}}(\alpha _1,\alpha _2).$$
(16)
To evaluate the significance of this likelihood ratio, I create a large number of Monte Carlo realizations based on the single-parameter model and ask how often one sees a likelihood ratio as large as the measured $`l`$ purely by accident. I will make extensive use of this technique below.
A general concern about using a counts-in-cells analysis in a flux-limited survey (e.g., TB99, Efstathiou et al. 1990) is that the measured density distribution in the cells may be affected by the variation of the selection function over their extent. As a simple example, consider a cluster sitting at the near edge of one cell, and another, identical cluster sitting at the far edge of an identical cell. In each case, the true $`\delta _e`$ is the same, as is $`N_{e,\mathrm{exp},i}`$, but $`N_e`$ will be systematically smaller in the second cell, where the cluster is more distant. Given the peculiar geometry of the cells one is forced to construct in the LCRS, variation of the selection function in the angular direction also can contribute to this effect. Thus, power on scales smaller than that of the cell can contribute to the variance in the counts-in-cells. Correcting for these effects properly evidently requires assumptions about the clustering on scales smaller than a cell. In Section 6, I will show that this problem is not significant for this analysis by considering mock catalogs of the LCRS.
### 4.2 Models for the Probability Distribution Function
In this subsection I describe models for the density distribution function $`f(\delta _e)`$; in the next two subsections, I will describe the models for the conditional probability $`f(\delta _l|\delta _e)`$, which contains the information on the “bias relation” between the two groups of galaxies. For a review of the many different ways to model the density distribution function $`f(\delta _e)`$, see Strauss & Willick (1995). I have tried just three: a Gaussian model, a first-order Edgeworth expansition, and a log-normal model. My main results do not depend on which choice I pick, so here I will only present results for the log-normal model, which provides the best fit and which is the most mathematically convenient. It can be written:
$$f(\delta _e)d\delta _e=\frac{d\delta _e}{\sqrt{2\pi }\sigma _e(1+\delta _e)}\mathrm{exp}\left[x_e^2/2\sigma _e^2\right].$$
(17)
where $`x_e=\mathrm{ln}(1+\delta _e)+\sigma _e^2/2`$. Blanton (1999) gives more details on various fits to the density distribution function using this data.
### 4.3 Deterministic Bias Models
Here I describe models for the relationship between early- and late-type density fields with no scatter. “Deterministic” is not meant to refer to underlying physical principles but is simply meant to express the fact that knowing the density of ellipticals tells you with certainty the density of spirals, modulo Poisson noise. In this case, the joint density distribution can be expressed as
$$f(\delta _l|\delta _e)=\delta ^D(\delta _lb(\delta _e))$$
(18)
where $`f(\delta _e)`$ is the density distribution function of early-type galaxies and $`\delta ^D(x)`$ is the Dirac delta function. Under this assumption, one can describe the models by the biasing function $`b(\delta _e)`$.
The simplest model for $`b(\delta _e)`$ is linear bias:
$$b(\delta _e)=b_0+b_1\delta _e.$$
(19)
The obvious problem with this model is that if $`b_1>0`$, $`b(\delta _e)`$ can become less than $`1`$. In this case, I simply set $`b(\delta _e)=0`$. Another way of handling the problem is to use power-law bias:
$$b(\delta _e)=b_0(1+\delta _e)^{b_1}1,$$
(20)
which always remains greater than $`1`$. It turns out, as I will show below, that the power-law bias is in fact a poorer fit to the data than linear bias in this analysis of the LCRS.
At the cost of an extra parameter, the linear bias case can be extended trivially to quadratic bias:
$$b(\delta _e)=b_0+b_1\delta _e+b_2\delta _e^2.$$
(21)
Another possibility I try is “broken” bias, which is piecewise linear with one slope in overdense regions and another in underdense regions:
$$b(\delta _e)=\{\begin{array}{ccc}b_0+b_1\delta _e& \mathrm{for}& \delta _e<0\\ b_0+b_2\delta _e& \mathrm{for}& \delta _e>0\end{array}$$
(22)
For each model, I require that $`\delta _l=0`$, because it is meant to represent the overdensity of late-type galaxies. In practice, this requirement sets $`b_0`$, which is therefore not treated as a free parameter in any of the above expressions.
### 4.4 Stochastic Bias Models
If variables other than the local density field are important in determining where galaxies form, it may be that the different formation processes of early-type and late-type galaxies cause scatter in the relationship between their density fields. Thus, I also examine other models which do incorporate scatter, rewriting Equation (18) by replacing the Dirac delta-function with a Gaussian of finite width:
$$f(\delta _l|\delta _e)=\frac{1}{\sqrt{2\pi }\sigma _b}\mathrm{exp}\left[\frac{(\delta _lb(\delta _e))^2}{2\sigma _b^2}\right]$$
(23)
where $`b(\delta _e)`$ and $`f(\delta _e)`$ are chosen as above. $`\sigma _b`$ parameterizes the degree of scatter in the relationship. Note that because of the lower limit $`\delta _l1`$, $`\delta _l|\delta _eb(\delta _e)`$ in general, although the differences will not be important for my purposes. I do shift the peak of the Gaussian slightly to guarantee that $`\delta _l=0`$. In the case that $`f(\delta _e)`$ is Gaussian, and $`\sigma `$ and $`\sigma _b`$ are small, $`f(\delta _e,\delta _l)`$ reduces to a bivariate Gaussian distribution, and the standard correlation coefficient is related to $`\sigma _b`$ by
$$r=\sqrt{1(\sigma _b/\sigma _l)^2}$$
(24)
Below, I will use Equation (23) to fit linear bias with Gaussian scatter to the relationship between galaxy types.
## 5 Results from the LCRS
In this section, I determine the selection function of the LCRS, fit for the density distribution function, and fit for the bias. I then investigate important systematic effects in the results which indicate that the stochasticity measured from the full set of cells described in Section 2 may overestimate the true stochasticity.
### 5.1 Selection Function and Expected Counts
I first fit for the luminosity function for the early- and late-type galaxies, in each MOS field type (112-fiber or 50-fiber) and Galactic hemisphere (north or south), denoting therefore each field as N112, S112, N50, or S50. I limit the redshifts of the galaxies I consider to the range where the counts-in-cells analysis will take place, from 5,000 km/s to 50,000 km/s; this limitation minimizes uncertainties due to possible systematic effects associated with identifying higher redshift galaxies ($`>50,000`$ km/s). For details on these fits, see Blanton (1999).
Figure 3 shows as the solid histogram the expected distribution of galaxies with redshift, assuming $`\delta =0`$, for all four types of fields and for both early- and late-type galaxies. The actual distribution of galaxies is shown as the dotted line. Note that the two distributions follow each other reasonably well. The alert eye will be suspicious of the apparent underdensity of actual late-type galaxies relative to the expected late-type galaxies at low redshifts in N112 and S112, where an large apparent overdensity exists for the early-type galaxies. In addition, there are somewhat fewer than expected early-type galaxies at high redshift. These features turn out to be important, and I discuss below their ramifications.
### 5.2 Fitting the Bias Function
The first task is to fit for $`f(\delta _e)`$ and $`f(\delta _l)`$, using the method of fitting for the probability distribution function described in Section 4. The results of fits to a log-normal distribution are shown in Table 1. It is already clear from the results in this table that the early-type galaxies are more clustered than the late-type galaxies by about 20–30%.
With the parameters of the $`f(\delta _e)`$ distribution in hand, I now fit for the bias relation $`f(\delta _l|\delta _e)`$. I try all of the models described in Section 4, as listed in the top section of Table 1. For the linear fit I find $`b_1=0.76\pm 0.02`$; that is, the late-type galaxies are underbiased with respect to the early-type galaxies, to a degree which agrees with the conventional wisdom. The power-law fit is worse than the linear fit, and I will not consider it further. Some nonlinearity is detected in the quadratic bias case, at rather high significance (6$`\sigma `$; although read below for words of caution in interpretation), in the sense that the slope of the bias steepens at large densities. The broken bias model also shows this effect, at somewhat lower significance. Stochasticity is detected at about 10$`\sigma `$ significance, with $`\sigma _b=0.21\pm 0.02`$. Contours showing the model distributions of $`P(N_e,N_l)`$ superposed on the data are shown in Figure 4 for the linear, quadratic, broken, and stochastic models. Notice that the quadratic and broken models curve upward relative to the linear model to fit the data better, while the stochastic model has fattened contours because of the scatter it adds to the relation.
One can investigate the difference between these contour plots a bit more quantitatively. I do so by finding a set of contours of the model probability which contain an increasing fraction of the model cells, from $`0`$ to $`1`$. I can compare this fraction to the fraction of actual cells which are contained in each contour. The difference between the fraction of model cells to the fraction of actual cells is plotted for each model in Figure 5. It is clear that the model which follows the probability contours most closely is the stochastic model. A refinement of this analysis would be to compare each cell to the model $`f(\delta _e,\delta _l)`$ convolved with the Poisson noise of that cell alone, and to calculate a two-dimensional statistic analogous to the Kolmogorov-Smirnov test (Lupton 1993).
The likelihood functions for each type of fit are shown in Figure 6. This plot shows that bootstrap gives errors comparable to those calculated from the likelihood function. The likelihoods relative to the linear fit are also shown in Table 1, and indicate that the stochastic linear bias is clearly the best model I have considered. I have compared each of the two-parameter fits to the linear fit by using a likelihood ratio test, whose results I show in the last column as the probability $`P_{\mathrm{linear}}`$ of getting the observed likelihood difference if the true bias relation were linear. Note that since I only ran 200 realizations for each estimate, there is a lower limit on $`P_{\mathrm{linear}}`$ of 0.005. From these results, it is clear that I detect nonlinearity at a statistically significant level, and stochasticity at an extremely significant level.
Are stochasticity and nonlinearity both present? To address this question, rather than fitting a nonlinear and stochastic model, which would be complicated and would introduce an extra parameter, I instead ask: is the detected nonlinearity consistent with what one would find if the stochastic, linear model was correct? For example, in a realization of the stochastic, linear model, it can happen that the few high-density cells happen to all scatter below the mean $`\delta _l=b\delta _e`$. In this case, a nonlinear fit will have a higher likelihood than a linear fit; it will not, on the other hand, be correct. Can the degree of improvement of the nonlinear fits over the linear fits be simply attributed to this effect? I test this by looking at the likelihood ratio between the quadratic fit and the linear fit in a set of Monte Carlo realizations of the stochastic bias model. This experiment shows that the likelihood ratio is on average $`_{\mathrm{linear}}_{\mathrm{quad}}11\pm 9`$. That is, if there is in reality some scatter around linear bias, the data always is better fit by the deterministic quadratic model than by the deterministic linear model, and the measured quadratic parameters are meaningless. In fact, since the measured likelihood ratios between the nonlinear and linear fits are in this range, I cannot truly claim to have measured nonlinearity here.
While these likelihood ratio tests reveal the relative quality of the fits, one can evaluate the absolute quality by looking at the likelihood distribution of fits to a set of Monte Carlo realizations of each model, and calculating the probability $`P_{\mathrm{random}}`$ of getting a lower best-fit $``$ for the model; if this probability is near unity, then the data do not fit the model as well as they should according to the realizations, whereas if it is less than $`0.5`$ the model fits the data as well as could be expected. This method is not ideal, but it gives a rough calibration of whether the fit is decent. From the top section of Table 1, it appears that the only model that does a reasonable job of fitting the full set of cells is the stochastic model.
The level of stochasticity detected here corresponds to $`r0.87`$; for comparison, the moments method of TB99 would estimate $`r`$ for this counts-in-cells distribution to be $`r=0.73\pm 0.01`$. Apparently a considerable amount of the “stochasticity” measured by the moments method is due to an inadequate characterization of the distribution of the densities, most likely because the method does not account for the non-Gaussianity of the Poisson distribution at low $`N`$ or for the lower limit on the overdensity fields of $`1`$. On the other hand, as discovered in the next section, even this small level of measured stochasticity may be fictitious, due to systematic errors in the selection function.
### 5.3 Testing for Systematic Errors
In order to probe the susceptibility of these results to systematic errors, I have run a battery of tests. First, I briefly list a number of tests which made no significant difference in my main results. Second, I describe the effects of the central magnitude cut. Finally, in the next subsection, I show that there is a redshift-dependence of the results.
A number of tests have very little effect on the results concerning stochasticity. For instamce, whether or not $`\delta _e`$ or $`\delta _l`$ is used as the independent variable has no effect on the results. In addition, identical results are found in the Northern and Southern Galactic hemispheres. Furthermore, there is no dependence of the stochastic fit on changes in: the form of the density distribution function used, the $`K`$-correction applied, the completeness correction applied, or the cell configuration used. (The nonlinear fits do depend somewhat on cell configuration, but I argued above that the nonlinear fits in this case were probably meaningless). A more complete discussion of these issues can be found in Blanton (1999).
A suspicious element of the selection of galaxies in the LCRS which I address here is the central magnitude cut. Because aperture magnitudes of fixed angular size exclude a varying fraction of galaxy light depending on redshift, the central magnitude defined by the LCRS is actually a redshift dependent quantity. The sense is that at low redshift, less of the total galaxy flux is contained within a central angular radius, and thus $`m_c`$ is likely to be higher. Thus, this cut will preferentially exclude low-redshift galaxies. An aperture magnitude with a diameter of 3–4<sup>′′</sup>, as used in the LCRS, depends much more strongly on redshift for an exponential profile (characteristic of late-type galaxies) than a de Vaucouleurs profile (characteristic of early-type galaxies) in the redshift range under consideration here. It is therefore conceivable that late-type galaxies are being preferentially excluded at low redshifts, causing an apparent low density relative to the densities of early-type galaxies in that regime.
However, the situation appears not to be that simple, as I show by performing the following experiment. Instead of using the central magnitude limit $`m_{c,\mathrm{cut}}`$ (as defined in Equation 5) used by the survey, which excludes 12% of the galaxies, I enforce a somewhat more stringent limit in $`m_c`$ (by about 0.2 magnitudes) which excludes about 24% of the galaxies. If the effect descibed in the previous paragraph is important, one would expect the estimated galaxy density field to change significantly. However, it does not. To understand why, consider Figure 7. The top panel in each column shows the ratio of the number of galaxies per unit redshift in the stringent sample to the number in the full sample, for the N112 fields, $`N_{\mathrm{stringent}}(z)/N_{\mathrm{full}}(z)`$, for each galaxy type. Clearly, as described in the previous paragraph, the late-type galaxies at low redshift are preferentially excluded. However, as shown in the middle panel, the selection function for the stringent sample (shown as the dotted line) also changes relative to the full sample (shown as the solid line). This happens because the average number of faint galaxies relative to bright galaxies is underestimated for the stringent sample. Since faint galaxies are not observable at large distances, this change does not affect the selection function at large redshifts. Indeed, as the bottom panel shows, the ratio $`N(z)/N_{\mathrm{exp}}(z)`$ for the stringent sample is almost identical to that of the full sample. Correspondingly, the results of the density distribution and bias fits are unchanged as well. Thus, the effect of the central magnitude cut seems not to be crucial.
### 5.4 Redshift Dependent Selection Effects
In order to demonstrate the redshift-dependence of the results, I cut the two innermost rings of cells out of the sample, and fit to the rest, as shown in the bottom section of Table 1. This set of cells shows no nonlinearity, and a much reduced stochasticity. The contours showing the model $`P(N_e,N_l)`$ superposed over the data for this set of cells are shown in Figure 8. Again, I compare the model to actual fraction of cells within each contour in Figure 9, finding this time no apparent difference between any of the models. I can again express the stochasticity in terms of the correlation coefficient $`r0.95`$; the moments method of TB99 obtains $`r=0.93\pm 0.03`$ for this set of cells. This result indicates that most of the signal for stochastic bias was coming from the two innermost rings of cells.
This dominance of the inner two rings cannot be ascribed to the higher signal-to-noise ratio of these cells. To demonstrate this fact, I perform Monte Carlo realizations using all the cells except the two inner rings, but using the parameters for linear stochastic bias determined using all of the cells (i.e., using the parameters in the top section of Table 1). I find that the maximum likelihood fit detects $`\sigma _b0.2`$ (the correct value for the tests) with a likelihood difference with respect to the linear fit between $`40`$ and $`80`$, not $`8`$ as for the real data. Nor does the redshift dependence appear to be a result of luminosity-dependent bias (in the sense that fainter galaxies, observable only at low redshift, have a different relative bias between galaxy types). I show this by performing the analysis again, using only galaxies brighter than $`M=19.3`$, the faintest galaxy luminosity observable at 24,000 km/s; I found little change in the results.
In order to understand the effect better, consider Figure 10. This figure shows the distribution of $`N_e/N_{e,\mathrm{exp}}`$ and $`N_l/N_{l,\mathrm{exp}}`$ among the cells. I have marked the cells in the inner two rings with square boxes and the other cells as crosses. It is clear that the nearby cells have a different distribution than the rest of the cells. What this indicates is that the selection function is either overestimated for late-type galaxies or underestimated for early-type galaxies at low redshifts, which is plausible on consideration of Figure 3. I have performed the same analysis using selection functions based on the luminosity functions of Bromley et al. (1998) and find the same effect.
In Figure 11, I show the luminosity function of the galaxies in the N112 sample again, this time fitting separately to the high-redshift portion ($`cz>24,000`$ km/s) and the low-redshift portion ($`cz<24,000`$ km/s). Clearly, there are significantly fewer early-type galaxies detected at high redshift than at low redshift. Given the relatively shallow depth of the survey, it is not likely that that this difference is due to evolution of the population of early-type galaxies. Thus, the large apparent overdensity of early-types in the low-redshift region (see Figure 3) might exist only because the normalization is underestimated due to early-type galaxies being missed at high redshifts. In this case, the observed stochasticity could be due simply to fluctuations in the apparent overdensity field caused by errors in the selection function. I test this by fitting for the bias in all cells, but determining the expected counts using the low-redshift luminosity function for the inner two rings of cells, and the high-redshift luminosity function in the rest of the cells. The results are listed in the second section of Table 1. The linear fit is basically unchanged. The nonlinear fits change dramatically, though as I showed above, such changes should not be too surprising. Finally, the stochasticity is reduced significantly, to $`0.16\pm 0.02`$. Remembering that $`\sigma _b`$ adds quadratically, this result indicates that a large proportion of the scatter was indeed simply due to the redshift dependence. Figure 12 shows the joint counts-in-cells that these fits were based on, showing (as in Figure 10) the low redshift cells separately from the high redshift cells. One can see clearly that the estimated early-type densities of the low redshift cells are quite different from those in Figure 10, and that the distribution of low redshift cells now appears consistent with the distribution of the rests of the cells.
The question remains where this redshift dependence comes from. I have already shown that the central magnitude selection criterion does not affect the results; in any case, one would expect it to preferentially exclude late-type galaxies at low redshift, since late-types are more extended than early-types. Similarly, the use of isophotal magnitudes, which depend on redshift due to $`(1+z)^4`$ surface-brightness dimming, would also preferentially exclude late-type galaxies. In addition, I show below using mock catalogs that the use of isophotal magnitudes does not affect the results. Another possibility is that the spectral classification scheme is misclassifying galaxies. However, in the case of misclassification, one would expect to see comparable errors in the normalization of both galaxy types, not just the early-types. A final, speculative possibility is that early-type galaxies at high redshift tended not to be be identified as galaxies in the survey in the first place, since they are compact enough to look like stars. I am currently looking at the redshift distribution of galaxies and issues of galaxy selection using the superior imaging and spectroscopic data of the SDSS (Gunn & Weinberg 1995), and it is possible that this work will lend understanding to the problems faced in the LCRS.
Until the nature of the galaxy selection in this survey is more fully understood, I recommend taking most seriously the results in the bottom section of Table 1, which exclude the two innermost rings, and indicate a bias which is linear, with perhaps some mild scatter, and an amplitude of $`b_10.8`$.
## 6 Results from Mock Catalogs
Because of the peculiar geometry and selection effects of the LCRS, it is necessary to test this method against mock catalogs where I have simulated all of the properties of the survey. I would also like to test whether some of the systematic trends with redshift found in the last section can be explained by selection effects in the survey.
### 6.1 Simulations
For current purposes I run particle-mesh simulations of a 300 $`h^1`$ Mpc box using $`256^3`$ particles and $`512^3`$ grid cells, using a code provided by Renyue Cen. I use the flat CDM model with $`\mathrm{\Omega }_m=0.4`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.6`$; the angular diameter distances and the distance moduli for the mock catalogs are calculated using this model, although the analysis of the mock surveys are performed using the $`\mathrm{\Omega }_0=1`$ model for the redshift-distance relation, as they are for the real survey. To select the late-type galaxies, I simply pick dark matter particles at random. To select the early-type galaxies, I smooth the density field with a 3 $`h^1`$ Mpc Gaussian filter, and apply a threshhold of $`\delta _c=0.25`$, at $`z=0`$; every dark matter particle above the threshold has an equal probability of becoming an early-type galaxy. Mock catalogs are drawn from three realizations of this model. Note that since the box size is smaller than the redshift limits of the survey, I must extend the box periodically in each direction in order to simulate the LCRS.
As a benchmark against which to compare the mock catalogs, I take the simulation and divide it into cubic cells 25 $`h^1`$ Mpc on a side. I subsample the galaxies such that there are about 20–30 galaxies of each type in each cell. I refer to this sample as the benchmark catalog. It is free of all of the selection effects associated with the real survey, as well as redshift-space distortions. The cells are equivalent in volume to the cells described in Section 2. I have listed in the top section of Table 2 the results of fitting the bias for all such cells for all three realizations simultaneously. I will evaluate the degree to which the selection effects affect my results by comparing realistic mock catalogs to the results for these benchmark cells.
To create realistic mock catalogs, I pick a random particle in the simulation to represent the observer. In order to evaluate the effects of the cell shapes independent of other selection effects, I create a catalog using the angular and redshift limits of all of the cells, without regard to flux limits. I refer to this catalog as a volume-limited catalog. For this catalog, I do implement redshift-space distortions, although these do not make a significant difference in the results. Again, I subsample the galaxies such that there are approximately 20–30 galaxies of each type in each cell.
To create flux-limited catalogs, I assign each galaxy an absolute magnitude randomly from the luminosity function determined in Section 5 for N112 galaxies, depending on which type of galaxy it is. I then “observe” the galaxies in the simulation box, using the angular and photometric limits of the LCRS (Shectman et al. 1996). For most of the catalogs, I assume the observers have the ability to measure total magnitudes, and apply only the apparent magnitude limits, not the central magnitude limits. I explore below the effects of using isophotal magnitudes and implementing the central magnitude limits. I create two types of flux-limited mock catalogs: first, fully-sampled catalogs, in which I take the redshift of every galaxy within the flux-limits of each field; second, undersampled catalogs, in which I select the targets in each field based on the number of fibers available for that field (allowing for about 5% of the fibers to be accidentally placed on stars). Furthermore, for the undersampled catalogs, there is a probability of failing to observe the galaxy which is a function of its magnitude, given by $`f_g(m)`$. In the real LCRS, fibers could not be placed more closely than $`55^{\prime \prime }`$; I implement that restriction in the undersampled catalogs as well. Finally, in accordance with the stated photometric errors in Shectman et al. (1996), I included 1$`\sigma `$ magnitude errors of $`0.1`$ for $`m<17`$ and $`0.17`$ for $`m>17`$, as well as 1$`\sigma `$ redshift errors of $`67`$ km/s.
In order to determine the effects of cosmic scatter and to test whether the survey constitutes a fair sample, I draw thirty undersampled mock catalogs from three realizations. After fitting for the bias in each catalog, I compared the standard deviation of the results to the estimated errors. They were almost identical, indicating that the errors due to cosmic scatter are no bigger than the other statistical errors.
### 6.2 Analysis of the Mock Catalogs
The results of these mock catalogs are listed in Table 2. First, I compare the benchmark catalog, which consists of all three realizations divided into cubical cells, to the volume-limited catalog, which uses cells of the same shape used in the actual survey. The benchmark catalog has much smaller error bars because it probes considerably more volume than the other catalogs. The fluctuation amplitudes $`\sigma _l`$ and $`\sigma _e`$ measured for the volume-limited catalog are significantly smaller than for the benchmark catalog, indicating that the cell shapes in the LCRS probe effectively larger scales than cubes of equivalent volume. However, the bias fits change very little between the two catalogs. No parameter changes more than about 1.5$`\sigma `$. Note that the bias implemented here is only slightly scale-dependent, and that if it were strongly scale-dependent, the difference between the volume-limited and benchmark catalogs might be larger, because the two catalogs probe somewhat different scales.
Second, I consider the fully sampled catalog, which implements the flux-limits of the survey, but not the finite number of fibers or the fiber collision effects. The differences in all the parameters is quite small. $`\sigma _e`$ and $`\sigma _l`$ do increase slightly by about 1.5$`\sigma `$; in addition, the stochasticity in the bias $`\sigma _b`$ also increases by almost 1.5$`\sigma `$, but it remains much smaller than that measured in the data. It is possible that these increases are due to the variation of the selection function across the cells, as explained in Section 4. However, this effect is apparently too small compared to the noise to be important for the LCRS, though it may be of concern to larger surveys if they strive for more precision.
Third, the results of the undersampled catalog, which implements the effects of a finite number of fibers and fiber collisions, are again almost identical to the fully-sampled case. $`\sigma _e`$ and $`\sigma _l`$ are reduced by about $`1\sigma `$ apiece, which could just as easily be due to chance as it could be due to the sampling effects. The only large change is in $`\sigma _b`$, which does decrease rather substantially from the fully-sampled case.
Given the results in this section, I conclude that the selection function, variable flux limits, finite sampling, and fiber collisions do not affect the results significantly.
### 6.3 Isophotal and Central Magnitude Limits
The catalogs I examine above are purely flux-limited and assume observers can measure total magnitudes. However, I also want to probe the effects of using isophotal magnitudes, as well of implementing the central magnitude cut. In order to do so, I must also model the surface brightness profiles and characteristic radii of the galaxies. I adopt a very simple picture here, since I am interested not in a perfect model of the galaxy distribution but only in some estimate of how adding these realistic observational effects changes one’s estimate of the galaxy density field. I model the early-type galaxies as pure de Vaucouleurs profiles:
$$I(R)\mathrm{exp}\left\{7.67\left[\left(R/R_{\mathrm{deV}}\right)^{1/4}1\right]\right\},$$
(25)
where $`R`$ is the distance from the center of the galaxy and $`R_{\mathrm{deV}}`$ is a characteristic scale length. I model the late-type galaxies as bulge components with de Vaucouleurs profiles, which characteristic scale $`R_{\mathrm{bulge}}`$, plus disk components with exponential profiles:
$$I(R)\mathrm{exp}\left[R/R_{\mathrm{disk}}\right],$$
(26)
where again $`R_{\mathrm{disk}}`$ is a characteristic scale length. For these galaxies I fix $`R_{\mathrm{bulge}}/R_{\mathrm{disk}}=0.6`$ and $`B/T=0.4`$ (see Binney & Merrifield 1998 for the definition of $`B/T`$), which are appropriate choices for Sbc galaxies (Kent 1985). In order to determine the scale lengths, I follow Sodré & Lahav (1993) and write:
$$\mathrm{log}_{10}\left[R/R_0\right]=A(M+20)+ϵ(\sigma _R).$$
(27)
where $`ϵ(\sigma _R)`$ represents Gaussian noise with a standard deviation $`\sigma _R`$. In accordance with semi-analytic models I set $`A=0.13`$ (Dalcanton, Spergel, & Summers 1997). Furthermore, I choose $`\sigma _{R,\mathrm{deV}}=0.13`$, $`\sigma _{R,\mathrm{disk}}=0.3`$, $`R_{\mathrm{disk},0}=2`$ $`h^1`$ Mpc, and $`R_{\mathrm{deV},0}=3`$ $`h^1`$ Mpc. These parameters are not unique; they simply produce a distribution of $`m`$ and $`m_c`$ which is reasonably like the data. I tried several variations on these parameters as well, with no significant change in the results. The profile of each galaxy is scaled to the appropriate redshift and convolved with the seeing, which for simplicity I assume to be Gaussian with a FWHM of $`1.8^{\prime \prime }`$. Using a Gaussian seeing profile is somewhat unrealistic; it will make very little difference to the central magnitude, but it might cause the difference between the isophotal and total magnitudes to be underestimated at large redshifts. As a further simplification, I assume all galaxies are face-on and axisymmetric. This assumption exaggerates the difference between isophotal and total magnitudes.
To determine the isophotal magnitude, $`m_{\mathrm{iso}}`$, I use a limiting isophote of about 23 mag/arcsec<sup>2</sup>, corresponding approximately to 15% of the sky brightness in $`R`$, which are the stated isophotal limits of Shectman et al. (1996). The total flux within this isophote is used to calculate the apparent magnitude of the galaxy in the sample. To determine the central magnitude, I take a circular aperture of diameter $`3.5^{\prime \prime }`$. I add central magnitude errors with a dispersion of $`0.17`$, similar to the stated errors in the photometry of faint galaxies in the survey. I then apply the same flux and central magnitude cuts on the mock survey as to the real data.
I produce three mock catalogs to test these observational effects, all taken from the same vantage point in the same realization, so I can compare their density fields directly. First, I produce a mock catalog in which the observers have been able to measure the total magnitudes of the galaxies. Second, I produce one which is flux-limited, but based on isophotal magnitudes as described above. Third, I produce one which uses isophotal magnitudes and is also $`m_c`$-limited; that is, the central magnitude cuts have been applied. I can compare these different catalogs by looking at $`N(z)`$ as well as $`N_{\mathrm{exp}}(z)`$ for each, as determined by fitting for the luminosity function and calculating the selection function; I make this comparison in Figure 13, which is analogous to Figure 7 for the observations. Using isophotal magnitudes evidently causes the systematic elimination of galaxies at high redshifts, where $`(1+z)^4`$ dimming and the effects of seeing start to become important. Meanwhile, as I showed for the real observations in Figure 7, the $`m_c`$ cut elimates galaxies at low redshift. However, the changes to the luminosity function caused by these eliminations seems to cause the selection functions to be reasonable estimates of the probability of observing a galaxy at all redshifts. The bottom panels of Figure 13 show, correspondingly, that the density fields of galaxies are thus unaffected by these changes in galaxy selection. I perform the counts-in-cells analysis on these galaxies, and as shown in Table 3, these observational effects do not appear to be able to cause the sort of stochasticity observed in the real sample.
## 7 Summmary and Conclusions
I have presented a straightforward maximum likelihood method to determine the relationship between the density fields of different galaxies types on a point-by-point basis by looking at the joint counts-in-cells distribution $`P(N_e,N_l)`$. Using mock catalogs, I have demonstrated the reliability of the method. I have applied the method to the LCRS in an attempt to constrain the nature of the segregation of different galaxy spectral types (as classified by Bromley et al. 1998). At most a small amount of stochasticity affects the relationship between early- and late-type galaxies in the LCRS, corresponding to $`r0.87`$, a larger correlation coefficient than found using the simple moments method of TB99. In addition, it is likely that even this result is low because of poorly understood selection effects in the survey, and that the true value of $`r`$ is closer to $`0.95`$.
In either case, the large scatter predicted by Blanton et al. (1999) from hydrodynamic simuations does not seem to exist, and the results are more consistent with the semi-analytic predictions of Somerville et al. (1999). It is not clear yet what the implications of this result are, but there are at least three possibilities. First, because the survey is selected in the $`R`$ band and is surface-brightness limited, there may not be a sufficient range of galaxy types represented to reveal the predicted stochasticity. The fact that the relative bias $`b`$ between early- and late-type galaxies is also smaller than predicted (1.2 instead of 1.5) is consistent with this explanation. Second, since the simulations of Blanton et al. (1999) are low resolution and cannot resolve galactic disks, it may be that the simulations are not modelling important effects on subgrid scales which would considerably reduce the stochasticity. Third and most interesting (though probably least likely), is the possibility that the fundamental principles behind the way galaxy formation is approximated in the simulations are flawed, and need to be revised. Improved simulations and the analysis of new, larger, and more complete redshift surveys such as the SDSS will help answer these questions.
In addition to the main result, I have found suspicious behavior of the selection function derived for the sample (both my own and that of Bromley et al. 1998). A thorough investigation of possible causes of these errors, using the data itself as well as mock catalogs, has turned up no likely cause of this effect, including surface-brightness selection effects, the use of isophotal magnitudes, and errors in the $`K`$-correction. On the other hand, it is possible that some of the mock catalog experiments presented here are misleading because the model I used for galaxy profiles was inadequate (for instance, if I used an inaccurate distribution of galaxy sizes). Analysis of larger surveys with better quality images and spectra, such as the SDSS, may thus be more useful than the mock catalogs in understanding the effect. I must note that the distinct, though unlikely, possibility remains that the low redshift portion of the LCRS is indeed an unusual section of the universe, either due to a rapid evolution of galaxy properties between $`z0.2`$ and today or because of some peculiar local phenomenon.
The inadequacy of the selection function may have consequences for other results based on the LCRS. First, I have shown here that the low correlation coefficients measured by TB99 may be in doubt. Second, the excess large-scale power in this survey claimed by Landy et al. (1996) may be due to this effect. In fact, the largest amplitude wave in the survey that those authors detect is in the “outward,” redshift direction, which might indicate that redshift dependent selection effects could be contaminating their results; on the other hand, they also detect large waves tangent to the redshift direction, which might not be so readily explained.
In any case, the method presented here is applicable to any comparison of counts-in-cells of different galaxy populations. It may be most useful in surveys which are volume-limited and have simpler geometries. Such surveys would also make it easier to explore the scale-dependence of the relative bias of galaxies; this task is difficult in the LCRS, since looking at larger scales forces one to change the geometry of one’s cells, which as I have shown affects the results. In particular, the Sloan Digital Sky Survey (SDSS; Gunn & Weinberg 1995) and the Two-Degree Field (2DF; Colless 1998) would allow one to make powerful tests of the nature of morphological segregation. It is possible, of course, to compare the galaxy densities in different surveys using this method (Seaborne et al. 1999). For example, one might use the future $`K`$-selected redshift survey based on the Two-Micron All Sky Survey (2MASS; Beichman et al. 1998) to compare in the appropriate volume to the SDSS or 2dF.
In conclusion, the details of morphological segregation contain much information about how galaxies formed. This paper has attempted to extract some of this information by measuring the stochasticity in the relative clustering of galaxy types. Future redshift surveys and more sophisticated galaxy formation models will be able to make much more powerful and informative tests.
Thanks to Michael Strauss for advice on this work as well as comments on the text. I am indebted to Benjamin Bromley, Marc Davis, Daniel Koranyi, Huan Lin, Max Tegmark, and Douglas Tucker for extensive advice and for access to source code. In addition, I thank Jeremiah Ostriker, James Gunn, David Spergel, Roman Juszkiewicz, Robert Lupton, Jim Annis, and Uros Seljak for useful discussions. Michael Way, Stephane Ethier, and Ryan Scranton did a great job of maintaining the computer systems on which this work was performed. I am grateful for the hospitality of the Department of Physics and Astronomy at the State University of New York at Stony Brook, who kindly provided computing facilities on my frequent visits there. Finally, this work would not have been possible without the public availability of the Las Campanas Redshift Survey data, for which I thank the LCRS team. This work was supported in part by the grants NAG5-2759, AST93-18185 and AST96-16901, the Princeton University Research Board, the DOE, and the NASA grant NAG 5-7092 at Fermilab.
## Appendix A Maximum Likelihood Calculation of the Luminosity Function
The goal of this section is to describe how to maximize the condition probability:
$$p(L_j|z_j)=\frac{p(L_j,z_j)}{p(z_j)}=\frac{\mathrm{\Phi }(L_j)f_g(m_j)}{_{L_{\mathrm{min},j}}^{L_{\mathrm{max},j}}𝑑L\mathrm{\Phi }(L)f_g(m)},$$
(A1)
in terms of a model for the luminosity function $`\mathrm{\Phi }(L)`$, using the method described by Efstathiou, Ellis, & Peterson (1988).
Any interpolation scheme used to approximate the factors in Equation (A1) can be expressed as:
$`\mathrm{\Phi }(L)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N_{\mathrm{steps}}}{}}}\mathrm{\Phi }_iW(L,i),\mathrm{and}`$ (A2)
$`{\displaystyle _{L_{\mathrm{min}}}^{L_{\mathrm{max}}}}𝑑L\mathrm{\Phi }(L)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N_{\mathrm{steps}}}{}}}\mathrm{\Phi }_i\left[H(L_{\mathrm{min}},i)H(L_{\mathrm{max}},i)\right].`$ (A3)
Here $`\mathrm{\Phi }_i`$ refers to the luminosity function determined in bin $`i`$, bounded by $`L_i`$ and $`L_{i+1}`$. In the case of piecewise constant interpolation, which is sufficient for my purposes,
$`W(L,i)`$ $`=`$ $`\{\begin{array}{cc}1& \mathrm{if}L_i<L<L_{i+1},\mathrm{and}\hfill \\ 0& \mathrm{otherwise}\hfill \end{array}`$ (A6)
$`H(L,i)`$ $`=`$ $`\{\begin{array}{cc}0& \mathrm{if}L_{i+1}<L\\ L_{i+1}L& \mathrm{if}L_i<LL_{i+1}\\ L_{i+1}L_i& \mathrm{if}L<L_i\end{array}`$ (A10)
The formulae for piecewise linear interpolation are given by Koranyi & Strauss (1997). Using these approximations, multiplying the conditional probabilities given by Equation (A1) for each galaxy $`j`$ in the survey, and imposing the maximum likelihood condition that
$$\frac{}{\mathrm{\Phi }_k}\frac{}{\mathrm{\Phi }_k}\underset{j=1}{\overset{N_{\mathrm{gals}}}{}}\mathrm{ln}\left[p(L_j|z_j)\right]=0$$
(A11)
for all of the $`N_{\mathrm{step}}`$ parameters, yields an iterative equation for each $`\mathrm{\Phi }_k`$:
$$\mathrm{\Phi }_k=\frac{_{j=1}^{N_{\mathrm{gals}}}\left[W(L_j,k)\mathrm{\Phi }_kf_g(m_k)/_{i=1}^{N_{\mathrm{steps}}}\mathrm{\Phi }_if_g(m_i)W(L_j,i)\right]}{_{j=1}^{N_{\mathrm{gals}}}\left[\left(H(L_{\mathrm{min},j},k)H(L_{\mathrm{max},j},k)\right)f_g(m_k)/_{i=1}^{N_{\mathrm{steps}}}\mathrm{\Phi }_if_g(m_i)\left(H(L_{\mathrm{min},j},i)H(L_{\mathrm{max},j},i)\right)\right]},$$
(A12)
which reduces to Equation (2.12) of Efstathiou, Ellis, & Peterson (1988) in the case of piecewise constant interpolation, which I will use here. Note that for the case of piecewise linear interpolation, this formula differs from the one given by Koranyi & Strauss (1997), which is missing terms in the denominator of the numerator. Experiments have shown that the difference between using this formula and theirs is fairly small.
As described in Efstathiou, Ellis, & Peterson (1988), the luminosity function is derived by starting with some initial guess for the $`\mathrm{\Phi }_k`$ and iterating until the improvement in the likelihood per iteration is small. Throughout, one maintains the normalization condition:
$$g\underset{i=1}{\overset{N_{\mathrm{steps}}}{}}\mathrm{\Phi }_i(L_{i+1}L_i)1=0.$$
(A13)
The errors in $`\mathrm{ln}\mathrm{\Phi }_k`$ can be calculated by inverting the matrix:
$$I_{ij}=\left[\begin{array}{cc}\frac{^2\mathrm{ln}}{\mathrm{ln}\mathrm{\Phi }_i\mathrm{ln}\mathrm{\Phi }_j}\frac{g}{\mathrm{ln}\mathrm{\Phi }_i}\frac{g}{\mathrm{ln}\mathrm{\Phi }_j}& \frac{g}{\mathrm{ln}\mathrm{\Phi }_i}\\ \frac{g}{\mathrm{ln}\mathrm{\Phi }_j}& 0\end{array}\right]$$
(A14)
The diagonal elements of $`I_{ij}^1`$ are the errors in each parameter $`\mathrm{\Phi }_k`$, while the off-diagonal elements represent the covariances.
This procedure has determined the shape of the luminosity function, but one has yet to determine its amplitude. To do so one must calculate the selection function, which with the interpolation scheme can be approximated by
$$\varphi (z)=\underset{i=1}{\overset{N_{\mathrm{steps}}}{}}\mathrm{\Phi }_if_g(m_i)f_t\left(H(L_{\mathrm{min}},i)H(L_{\mathrm{max}},i)\right).$$
(A15)
The most straightforward estimate of the normalization of the luminosity function (though not the minimum variance estimator) is
$$n_1=\frac{1}{V}\underset{j=1}{\overset{N_{\mathrm{gals}}}{}}\frac{1}{\varphi _j},$$
(A16)
where $`V`$ is the size of the volume probed, and the error can be estimated as
$$\delta n_1^2^{1/2}=\frac{1}{V}\left[\underset{j=1}{\overset{N_{\mathrm{gals}}}{}}\frac{1}{\varphi _j^2}\right]^{1/2}$$
(A17)
Given $`n_1`$, one can express the number of galaxies per unit volume per unit luminosity by $`n_1\mathrm{\Phi }(L)`$.
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# Neutralino pair production at proton-proton collider 11footnote 1The project supported by National Natural Science Foundation of China
Abstract
In this paper we investigated the Drell-Yan process of the light neutralino pair $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0(i,j=1,2)`$ productions at hadron colliders. We studied the dependence of the coupling properties of two light neutralino $`\stackrel{~}{\chi }_{1,2}^0`$ on the three SUSY Lagrangian parameters $`M_1`$, $`M_2`$ and $`\mu `$, and find that the production rate of $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair will be dominated by the Higgsino-like couplings under the condition $`\mu M_2`$ and $`\mu M_1`$, while the productions of $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pairs will be enhanced by the gaugino-like couplings under $`M_i\mu `$. For the Higgsino-like $`\stackrel{~}{\chi }_{1,2}^0`$ neutralinos, the cross section of $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ production at the LHC can reach $`100fb`$.
PACS number(s): 14.80.Ly, 12.60.Jv
1. Introduction
With various theoretically appealings, the Minimal Supersymmetric Standard Model (MSSM) is considered as the most potential choice for new physics beyond the Standard Model(SM). However, due to the absence of supersymmetric particle discovery in the energy range of current colliders, the supersymmetry (SUSY) is clearly not an exact symmetry of nature, and therefore must be broken. If R-parity conservation is hold and the SUSY breaking is around TeV scale, the first two neutralinos $`\stackrel{~}{\chi }_{1,2}^0`$ are expected to be light, and the lightest one $`\stackrel{~}{\chi }_1^0`$ is probably the lightest supersymmetric particle(LSP) in the SUSY models. Neutralinos would be the most promising particles for the first experimental SUSY test. Due to the high luminosity and large energy, the Large Hadron Collider(LHC) has the ability to produce neutralino pairs $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$. In proton-proton collisions, $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ pairs can be produced via Drell-Yan subprocess and gluon-gluon fusion. Although the anti-quark luminosity in distribution function of proton is much lower than gluon, yet the cross sections of the neutralino pair productions via Drell-Yan mechanism are competitive with those from the gluon-gluon fusion, since the former mechanism of neutralino pair productions are accessible at the tree level. These facts make the production rates in Drell-Yan process are competitive with or even larger than those in gluon-gluon fusions. Therefore, it is significant in theoretical and experimental studies of $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ pair productions via $`q\overline{q}`$ collisions at LHC.
There are four SUSY model parameters involved in chargino/neutralino(ino) sector, i.e. gaugino mass parameter $`M_1`$ and $`M_2`$, Higgs mass parameter $`\mu `$ and the ratio of vacuum expectation values(VEV) $`\mathrm{tan}\beta =v_2/v_1`$. These four parameters are essential ingredients of the model: the two gaugino mass terms quantify the supersymmetry soft breaking of $`SU(2)\times U(1)`$ subgroup, and together with $`\mu `$ and $`\mathrm{tan}\beta `$ determine all the phenomenology properties in the ino sector. In order to extract the ino physical quantities (i.e. masses, mixings and couplings) from experimental observables (such as cross sections, branching ratios and L-R asymmetries), one needs to study thoroughly the relations of these quantities and observables with the fundamental SUSY parameters. The discussion of the pair productions of neutral gaugino and Higgsino current eigenstates can be found in Ref.. However, the discussions were not based on physical neutralino particles, and thus could not really provide the sufficient information for the investigation of SUSY particles. In this work, we studied three typical pair production processes of neutralino mass eigenstates in proton-proton collisions, and investigated the dependence of their cross sections on SUSY Lagrangian parameters. The paper is organized as follows: in the section below, we present some general discussions on the diagonalization of ino mass matrixes. Sec. III gives the analytical tree-level formula of the cross sections of subprocesses $`q\overline{q}\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$. In Sec.IV, we study the production rates of $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ pairs in both the subprocesses and the parent processes, and discuss the dependence of the production rates on the SUSY model parameters. Finally, a brief summary is presented.
2. The MSSM parameters in chargino/neutralino sector
The charginos $`\stackrel{~}{\chi }_j^+(j=1,2)`$ mass matrix in the current eigenstate basis has the form
$$X=\left(\begin{array}{cc}M_2& \sqrt{2}\mathrm{sin}\beta m_W\\ \sqrt{2}\mathrm{cos}\beta m_W& \left|\mu \right|e^{i\varphi _\mu }\end{array}\right)$$
$`\left(2.1a\right)`$
and the neutralino $`\stackrel{~}{\chi }_i^0(i=1,4)`$ mass matrix is
$$Y=\left(\begin{array}{cccc}M_1e^{i\varphi _1}& 0& m_Z\mathrm{sin}\theta _W\mathrm{cos}\beta & m_Z\mathrm{sin}\theta _W\mathrm{sin}\beta \\ 0& M_2& m_Z\mathrm{cos}\theta _W\mathrm{cos}\beta & m_Z\mathrm{cos}\theta _W\mathrm{sin}\beta \\ m_Z\mathrm{sin}\theta _W\mathrm{cos}\beta & m_Z\mathrm{cos}\theta _W\mathrm{cos}\beta & 0& \left|\mu \right|e^{i\varphi _\mu }\\ m_Z\mathrm{sin}\theta _W\mathrm{sin}\beta & m_Z\mathrm{cos}\theta _W\mathrm{sin}\beta & \left|\mu \right|e^{i\varphi _\mu }& 0\end{array}\right).$$
$`\left(2.1b\right)`$
Without loss of any generality, $`\mu `$ and $`M_1`$ can be complex which can introduce CP-violation, and $`M_2`$ would be set to real and positive for its phase angle can be rotated away by the field redefinition and thus absorbed into $`\varphi _\mu `$ and $`\varphi _1`$. The diagonalizations of matrix $`X`$ and $`Y`$, which give all the ino masses and their couplings, can be achieved with
$$U^{}XV^{}=X_D$$
$$N^{}YN^{}=Y_D$$
$`\left(2.2\right)`$
In this work, we consider the ino sector with the following assumptions:
* For simplification, CP-conservation is hold, namely $`\varphi _\mu =\varphi _1=0`$.
* The physical signs among $`M_1`$, $`M_2`$ and $`\mu `$ are relative, which can be absorbed into phases $`\varphi _\mu `$ and $`\varphi _1`$ by redefinition of fields. Thus, $`M_1`$, $`M_2`$ and $`\mu `$ are chosen to be real and positive, i.e., $`M_1,M_2,\mu >0`$.
* $`\mathrm{tan}\beta `$ is always set as an input parameter, supposed that adequate information about $`\mathrm{tan}\beta `$ could be obtained from some other experiments beyond ino sector.
With the above assumptions, generally we have two ways to choose the input parameters in our calculation. One can employ the scenario of taking $`M_1`$, $`M_2`$, $`\mu `$ and $`\mathrm{tan}\beta `$ as input parameters, and then get all the physical ino masses and the matrix elements of $`U`$, $`V`$ and $`N`$ as outputs. The detail analyses can be found in Ref. . Since the Lagrangian parameters should be extracted from the physical quantities, one can also choose an alternative way to diagonalize the mass matrix $`Y`$ by taking any three physical ino masses together with $`\mathrm{tan}\beta `$ as inputs. This strategy will provide the other three ino masses and all the mixings and couplings as outputs. There are several scenarios about the choices of three ino masses. On the consideration that adequate information from chargino sector will give out the two mass values of $`\stackrel{~}{\chi }_{1,2}^+`$, and from the energy distribution of the final particles in the decay of $`\stackrel{~}{\chi }_{1,2}^+`$ at least one mass value of $`m_{\stackrel{~}{\chi }_i^0}`$ can be measured, in this paper we take two chargino masses $`m_{\stackrel{~}{\chi }_{1,2}^+}`$ and one of the neutralino masses $`m_{\stackrel{~}{\chi }_i^0}`$ as inputs. In this way, the two fundamental SUSY parameter $`M_2`$ and $`\mu `$ can be figured out from the chargino masses by using following formula
$$(M_2,\mu )=M_\pm =\frac{1}{2}\left(\sqrt{\left(m_{\stackrel{~}{\chi }_1^+}+m_{\stackrel{~}{\chi }_2^+}\right)^22m_W^2\left(1\mathrm{sin}2\beta \right)}\pm \sqrt{\left(m_{\stackrel{~}{\chi }_1^+}m_{\stackrel{~}{\chi }_2^+}\right)^22m_W^2\left(1+\mathrm{sin}2\beta \right)}\right).$$
$`\left(2.3\right)`$
The ambiguity in determining $`\mu `$ and $`M_2`$ from the two-fold values of $`M_\pm `$ can be cleaned up with some favourable measurements on the chargino phenomenology. Practically, if the behaviours of charginos and their couplings are Higgsino-like, there exists $`M_2\mu `$, while if they are gaugino-like, we have $`M_2\mu `$. As to $`M_1`$, it is usually a free parameter in the MSSM, if we have no further assumption. In the second input strategy, $`M_1`$ can be determined by one of neutralino masses $`m_{\stackrel{~}{\chi }_i^0}`$ alone, when $`M_2`$ and $`\mu `$ are given by Eq.(2.3).
$`M_1`$ $`={\displaystyle \frac{1}{2}}\{2m_{\stackrel{~}{\chi }_i^0}(m_{\stackrel{~}{\chi }_i^0}^2\mu ^2)(m_{\stackrel{~}{\chi }_i^0}M_2)\pm 2m_{\stackrel{~}{\chi }_i^0}^2m_Z^22m_{\stackrel{~}{\chi }_i^0}M_2m_Z^2\mathrm{sin}^2\theta _W+`$
$`\mu (2m_{\stackrel{~}{\chi }_i^0}M_2)m_Z^2\mathrm{sin}2\beta \pm \mu M_2m_Z^2\mathrm{sin}2\beta \mathrm{cos}2\theta _W\}/`$
$`\left\{\left(\mu ^2m_{\stackrel{~}{\chi }_i^0}^2\right)\left(m_{\stackrel{~}{\chi }_i^0}M_2\right)+m_Z^2\mathrm{cos}^2\theta _W\left(m_{\stackrel{~}{\chi }_i^0}\pm \mu \mathrm{sin}2\beta \right)\right\}`$
$`\left(2.4\right)`$
Generally there are two solutions for $`M_1`$, and one is positive while the other is negative. With the assumptions mentioned above, we take the positive value solution from Eq.(2.4), and fix $`M_1`$ definitely. Therefore, from the input mass values of two charginos ($`m_{\chi _{1,2}^+}`$) and one of the neutralino mass($`m_{\chi _i^0}`$), one can extract all the SUSY mass parameters $`M_1`$ and $`M_\pm `$ which denote $`M_2`$ and $`\mu `$ alternatively, and then figure out the mass spectra and all the couplings of neutralino sector consequently. In the following calculation and discussion, we will adopt both input strategies discussed above.
3. Neutralino pair productions in $`q\overline{q}`$ collisions
The Neutralino pair productions processes via the collisions of quark and anti-quark in protons, can be expressed as
$$q\left(p_1\right)\overline{q}\left(p_2\right)\stackrel{~}{\chi }_i^0\left(k_1\right)\stackrel{~}{\chi }_j^0\left(k_2\right)(i,j=1,2,3,4)$$
$`\left(3.2\right)`$
where $`p_1`$ and $`p_2`$ represent the momenta of the incoming quark and anti-quark, and $`k_1`$ and $`k_2`$ denote the momenta of the two final state neutralinos, respectively. The Mandelstam variables $`\widehat{s}`$, $`\widehat{t}`$ and $`\widehat{u}`$ are defined as $`\widehat{s}=(k_1+k_2)^2`$, $`\widehat{t}=(p_1k_1)^2`$, $`\widehat{u}=(p_1k_2)^2`$. The relevant Feynmann diagrams are drawn in Fig.1. The interaction Lagrangians involved are listed as
$$_{Zq\overline{q}}=\frac{g}{\mathrm{cos}\theta _W}\overline{q}\gamma ^\mu \left[a_{Zq}^S+a_{Zq}^LP_L\right]qZ_\mu $$
$$_{Z\chi ^0\chi ^0}=\frac{g}{2\mathrm{cos}\theta _W}\overline{\chi }_i^0\gamma ^\mu \left[O_Z^{ij}P_LO_Z^{ij}P_R\right]\chi _j^0Z_\mu $$
$$_{q\stackrel{~}{q}\chi ^0}=\sqrt{2}g\overline{q}\left[a_{qki}^LP_L+a_{qki}^RP_R\right]\chi _i^0\stackrel{~}{q}_k$$
$`\left(3.1a\right)`$
with the coupling constants
$$a_{Zq}^S=Q_q\mathrm{sin}^2\theta _W,a_{Zq}^L=\frac{1}{2}\left(1\right)^{T_q^3+1/2}$$
$$O_Z^{ij}=N_{i,4}N_{j,4}^{}N_{i,3}N_{j,3}^{}$$
$$a_{qki}^L=\frac{m_qN_{i,5q}^{}}{2m_W\beta _q}R_{qk,1}^{}\mathrm{tan}\theta _WQ_qN_{i,1}^{}R_{qk,2}^{}$$
$$a_{qki}^R=\left(T_q^3N_{i,2}\mathrm{tan}\theta _W\left(T_q^3Q_q\right)N_{i,1}\right)R_{qk,1}^{}+\frac{m_qN_{i,5q}}{2m_W\beta _q}R_{qk,2}^{}$$
$`\left(3.1b\right)`$
Here $`P_{R,L}=(1\pm \gamma _5)/2`$. $`R_q`$ denote the squark transformation matrix. $`q=1,2`$ denote up-type and down-type quarks respectively, and
$$\beta _q=\{\begin{array}{cc}\mathrm{sin}\beta & q=1\\ \mathrm{cos}\beta & q=2\end{array}$$
$`\left(3.1c\right)`$
The corresponding Lorentz invariant matrix element for the tree-level process is written as
$$_0=_{\widehat{s}}+_{\widehat{t}}+_{\widehat{u}}$$
$`\left(3.3a\right)`$
where
$$_{\widehat{s}}=\frac{ig^2}{2\mathrm{cos}^2\theta _W\left(\widehat{s}m_Z^2\right)}\overline{u}\left(k_1\right)\gamma ^\mu \left[O_Z^{ij}P_LO_Z^{ij}P_R\right]v\left(k_2\right)\overline{v}\left(p_2\right)\gamma _\mu \left[a_{Zq}^S+a_{Zq}^LP_L\right]u\left(p_1\right)$$
$$_{\widehat{t}}=\frac{2ig^2}{\widehat{t}m_{\stackrel{~}{q}_k}^2}\overline{u}\left(k_1\right)\left(a_{qki}^LP_R+a_{qki}^RP_L\right)u\left(p_1\right)\overline{v}\left(p_2\right)\left(a_{qkj}^LP_L+a_{qkj}^RP_R\right)v\left(k_2\right)\left(k=1,2\right)$$
$$_{\widehat{u}}=\left(1\right)^{\delta _{ij}}\frac{2ig^2}{\widehat{u}m_{\stackrel{~}{q}_l}^2}\overline{u}\left(k_2\right)\left(a_{qlj}^LP_R+a_{qlj}^RP_L\right)u\left(p_1\right)\overline{v}\left(p_2\right)\left(a_{qli}^LP_L+a_{qli}^RP_R\right)v\left(k_1\right)\left(l=1,2\right)$$
$`\left(3.3b\right)`$
Here we take simply vanished masses of the first generation quarks, i.e. $`m_u=m_d=0`$. The relative sign $`(1)^{\delta _{ij}}`$ of $`_{\widehat{u}}`$ towards $`_{\widehat{t}}`$ and $`_{\widehat{s}}`$ is merely due to Pauli statistics.
The corresponding differential cross section at tree level can be written as
$$\frac{d\sigma }{d\mathrm{\Omega }}=\frac{1}{4}\frac{N_c}{9}\left(\frac{1}{2}\right)^{\delta _{ij}}\frac{g^4\lambda _{ij}}{32\pi ^2\widehat{s}^2}\left(I_{\widehat{s}\widehat{s}}+I_{\widehat{t}\widehat{t}}+I_{\widehat{u}\widehat{u}}+2I_{\widehat{s}\widehat{t}}+2\left(1\right)^{\delta _{ij}}I_{\widehat{s}\widehat{u}}+2\left(1\right)^{\delta _{ij}}I_{\widehat{t}\widehat{u}}\right)$$
$`\left(3.4a\right)`$
where the factors $`\frac{1}{4}`$, $`\frac{N_c}{9}`$ and $`(\frac{1}{2})^{\delta _{ij}}`$ are the initial spin-average, color-average and final identical-particle factors respectively. The squares of matrix element have the form as
$`I_{\widehat{s}\widehat{s}}`$ $`=`$ $`{\displaystyle \frac{2}{\mathrm{cos}^4\theta _W\left(\widehat{s}m_Z^2\right)^2}}\left(a_{Zq}^{S2}+a_{Zq}^Sa_{Zq}^L+{\displaystyle \frac{1}{2}}a_{Zq}^{L2}\right)`$
$`\left[O_Z^{ij}O_Z^{ij}\left(\left(m_{\stackrel{~}{\chi }_i}^2\widehat{t}\right)\left(m_{\stackrel{~}{\chi }_j}^2\widehat{t}\right)+\left(m_{\stackrel{~}{\chi }_i}^2\widehat{u}\right)\left(m_{\stackrel{~}{\chi }_j}^2\widehat{u}\right)\right)\left(O_Z^{ij2}+O_Z^{ij2}\right)m_{\stackrel{~}{\chi }_i}m_{\stackrel{~}{\chi }_j}\widehat{s}\right]`$
$`I_{\widehat{t}\widehat{t}}`$ $`=`$ $`{\displaystyle \frac{4}{\left(\widehat{t}m_{\stackrel{~}{q}_k}^2\right)\left(\widehat{t}m_{\stackrel{~}{q}_k^{}}^2\right)}}\left(a_{qk^{}i}^La_{qki}^L+a_{qk^{}i}^Ra_{qki}^R\right)\left(a_{qkj}^La_{qk^{}j}^L+a_{qkj}^Ra_{qk^{}j}^R\right)\left(m_{\stackrel{~}{\chi }_i}^2\widehat{t}\right)\left(m_{\stackrel{~}{\chi }_j}^2\widehat{t}\right)`$
$`I_{\widehat{u}\widehat{u}}`$ $`=`$ $`{\displaystyle \frac{4}{\left(\widehat{u}m_{\stackrel{~}{q}_l}^2\right)\left(\widehat{u}m_{\stackrel{~}{q}_l^{}}^2\right)}}\left(a_{ql^{}j}^La_{qlj}^L+a_{ql^{}j}^Ra_{qlj}^R\right)\left(a_{qli}^La_{ql^{}i}^L+a_{qli}^Ra_{ql^{}i}^R\right)\left(m_{\stackrel{~}{\chi }_i}^2\widehat{u}\right)\left(m_{\stackrel{~}{\chi }_j}^2\widehat{u}\right)`$
$`I_{\widehat{s}\widehat{t}}`$ $`=`$ $`{\displaystyle \frac{2}{\mathrm{cos}^2\theta _W\left(\widehat{s}m_Z^2\right)\left(\widehat{t}m_{\stackrel{~}{q}_k}^2\right)}}`$
$`[(a_{Zq}^Sa_{qki}^La_{qkj}^LO_Z^{ij}(a_{Zq}^S+a_{Zq}^L)a_{qki}^Ra_{qkj}^RO_Z^{ij})(m_{\stackrel{~}{\chi }_i}^2\widehat{t})(m_{\stackrel{~}{\chi }_j}^2\widehat{t})+`$
$`((a_{Zq}^S+a_{Zq}^L)a_{qki}^Ra_{qkj}^RO_Z^{ij}a_{Zq}^Sa_{qki}^La_{qkj}^LO_Z^{ij})m_{\stackrel{~}{\chi }_i}m_{\stackrel{~}{\chi }_j}\widehat{s}]`$
$`I_{\widehat{s}\widehat{u}}`$ $`=`$ $`{\displaystyle \frac{2}{\mathrm{cos}^2\theta _W\left(\widehat{s}m_Z^2\right)\left(\widehat{u}m_{\stackrel{~}{q}_l}^2\right)}}`$
$`[((a_{Zq}^S+a_{Zq}^L)a_{qlj}^Ra_{qli}^RO_Z^{ij}a_{Zq}^Sa_{qlj}^La_{qli}^LO_Z^{ij})(m_{\stackrel{~}{\chi }_i}^2\widehat{u})(m_{\stackrel{~}{\chi }_j}^2\widehat{u})+`$
$`(a_{Zq}^Sa_{qlj}^La_{qli}^LO_Z^{ij}(a_{Zq}^S+a_{Zq}^L)a_{qlj}^Ra_{qli}^RO_Z^{ij})m_{\stackrel{~}{\chi }_i}m_{\stackrel{~}{\chi }_j}\widehat{s}]`$
$`I_{\widehat{t}\widehat{u}}`$ $`=`$ $`{\displaystyle \frac{4}{\left(\widehat{t}m_{\stackrel{~}{q}_k}^2\right)\left(\widehat{u}m_{\stackrel{~}{q}_l}^2\right)}}`$
$`[(a_{qli}^La_{qkj}^La_{qki}^La_{qlj}^L+a_{qli}^Ra_{qkj}^Ra_{qki}^Ra_{qlj}^R)m_{\stackrel{~}{\chi }_i}m_{\stackrel{~}{\chi }_j}\widehat{s}+`$
$`{\displaystyle \frac{1}{2}}(a_{qli}^La_{qkj}^La_{qki}^Ra_{qlj}^R+a_{qli}^Ra_{qkj}^Ra_{qki}^La_{qlj}^L)`$
$`((m_{\stackrel{~}{\chi }_i}^2\widehat{t})(m_{\stackrel{~}{\chi }_j}^2\widehat{t})+(m_{\stackrel{~}{\chi }_i}^2\widehat{u})(m_{\stackrel{~}{\chi }_j}^2\widehat{u})(\widehat{s}m_{\stackrel{~}{\chi }_i}^2m_{\stackrel{~}{\chi }_j}^2)\widehat{s})]`$
$`\left(3.4b\right)`$
where
$$\lambda _{ij}=\sqrt{\left(\widehat{s}m_{\stackrel{~}{\chi }_i}^2m_{\stackrel{~}{\chi }_j}^2\right)^24m_{\stackrel{~}{\chi }_i}^2m_{\stackrel{~}{\chi }_j}^2}/2$$
4. Numerical results and discussion
As we assume $`\stackrel{~}{\chi }_{1,2}^0`$ are lighter than $`\stackrel{~}{\chi }_{3,4}^0`$ and $`\stackrel{~}{\chi }_1^0`$ is likely to be the LSP, the three types of channels: $`q\overline{q}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$, $`q\overline{q}\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ and $`q\overline{q}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ (associated production) would be the most dominant neutralino pair production processes which may lead to the first detection of SUSY particles at the LHC. Here we present the numerical results of the cross sections of these three processes and discuss their dependences on the basic SUSY parameters. We divide the input MSSM parameters into two parts. One is for for the general parameters included also in the SM, and the other is the ino and squark sectors of the MSSM. For the first parameter part, we take $`m_Z=91.1887GeV`$, $`\mathrm{sin}^2\theta _W=0.2315`$, $`\alpha =1/137.03598`$. For the second part, we just limit the values of $`M_1`$, $`M_2`$ and $`\mu `$ to be real, positive and below $`1TeV`$, and take $`\mathrm{tan}\beta =1.5`$, $`m_{\stackrel{~}{u}_1}=m_{\stackrel{~}{d}_1}=350GeV`$, $`m_{\stackrel{~}{u}_2}=m_{\stackrel{~}{d}_2}=550GeV`$, and $`\theta _{\stackrel{~}{u}}=\theta _{\stackrel{~}{d}}=\pi /4`$. The three ino physical masses are taken as
$$m_{\stackrel{~}{\chi }_1^+}=150GeV,m_{\stackrel{~}{\chi }_2^+}=550GeV,m_{\stackrel{~}{\chi }_1^0}=100GeV,$$
$`\left(4.1a\right)`$
By using Eq.(2.3) with above ino mass values, one may have two choices of parameter sets for $`\mu `$ and $`M_2`$, which are in two extreme cases respectively, namely Higgsino-like and gaugino-like ino states. For the Higgsino-like case, we get
$$M_2=534GeV,\mu =166GeV,M_1=135GeV,$$
and other neutralino masses as
$$m_{\stackrel{~}{\chi }_2^0}=166GeV,m_{\stackrel{~}{\chi }_3^0}=184GeV,m_{\stackrel{~}{\chi }_4^0}=550GeV.$$
$`\left(4.1b\right)`$
For the gaugino-like case, we have
$$M_2=166GeV,\mu =534GeV,M_1=105GeV,$$
and other three neutralino masses as
$$m_{\stackrel{~}{\chi }_2^0}=151GeV,m_{\stackrel{~}{\chi }_3^0}=534GeV,m_{\stackrel{~}{\chi }_4^0}=554GeV.$$
$`\left(4.1c\right)`$
For complete discussion, we present also the results for the mixture case. We take the physical mass inputs as follows for the mixture ino states
$$m_{\stackrel{~}{\chi }_1^+}=122GeV,m_{\stackrel{~}{\chi }_2^+}=280GeV,m_{\stackrel{~}{\chi }_1^0}=101GeV.$$
the corresponding outputs obtained as
$$M_2=\mu =200GeV,M_1=150GeV,$$
$$m_{\stackrel{~}{\chi }_2^0}=164GeV,m_{\stackrel{~}{\chi }_3^0}=201GeV,m_{\stackrel{~}{\chi }_4^0}=286GeV,$$
$`\left(4.1d\right)`$
Then the cross sections of the subprocesses $`q\overline{q}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0,\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0,\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ can be numerically evaluated. The cross sections for the three subprocesses are plotted in Fig.2(a),(b) and (c) respectively, as the functions of the parton-parton collision c.m.s. energy $`\sqrt{\widehat{s}}`$. In Fig.2(a) and (c), all the curves for gaugino-like case show obviously the threshold effects when $`\sqrt{\widehat{s}}`$ is just above the threshold energies of the $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pair production, respectively. The cross sections for Higgsino-like case are fairly smaller than the corresponding ones for gaugino-like case in the process of $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_i^0`$ pair production, and the curves for the Higgsino-like $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pair production are even too small to be plotted in Fig.2(c). On the contrary, the Higgsino couplings will enhance abruptly the cross sections for the processes of $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production as shown in Fig.2(b), but the cross sections for gaugino-like and mixture cases are negligibly small compared with those for Higgsino-like case.
The reactions of $`q\overline{q}\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ are only subprocesses of the parent $`pp`$ hadron collider. The total cross sections of $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ pair productions via $`q\overline{q}`$ annihilation in $`pp`$ collider can be simply obtained by folding the cross sections of the subprocesses $`\widehat{\sigma }[q\overline{q}\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0](q=u,d)`$ with the quark and anti-quark luminosity. Adopting quark and anti-quark structure functions of the MRS set G given in Ref. and $`Q=\sqrt{\widehat{s}}`$, we calculate the cross sections $`\sigma [ppq\overline{q}\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0](i,j=1,2)`$ as the functions of the $`pp`$ collider c.m.s energy $`\sqrt{s}`$, under the same conditions of Eq.(4.1). The results are depicted in Fig.2(d). It is impressive that the $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production rate at the LHC, can even reach as large as $`1.5\times 10^2fb`$, when the couplings are Higgsino-like. We also calculate the $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production at the Tevatron. The cross section $`\sigma [p\overline{p}q\overline{q}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0]`$ can be $`0.02pb`$ in Higgsino-like case, when $`\sqrt{s}=2TeV`$. We see that the light neutralino pair production rates at the Tevatron are far smaller than those at the LHC, due to the lower c.m.s energy at Tevatron.
In Fig.3(a),(b) and (c), the cross sections $`\widehat{\sigma }[u\overline{u}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0,\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0,\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0]`$ versus the parameter $`M_2`$, with $`\sqrt{\widehat{s}}=1TeV`$ and $`\mu =400GeV`$, are plotted by taking $`M_1=100,400GeV`$ and $`1TeV`$, respectively. As discussed above with the physical masses $`m_{\stackrel{~}{\chi }_{1,2}^+}`$ and one of $`m_{\stackrel{~}{\chi }_i^0}`$, one might get three model parameters $`M_1`$ and $`M_\pm `$ where $`M_\pm `$ denote $`M_2`$ and $`\mu `$ alternatively. The properties of neutralinos depend not only on $`M_2`$ and $`\mu `$ as charginos do, but also on the mass parameter $`M_1`$. From Fig.3, we can say in the case that when there is a large split between $`M_\pm `$ $`(M_+M_{})`$, the $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ pair productions via $`q\overline{q}`$ collisions have some interesting features as follows:
* When $`M_1M_\pm `$, $`\stackrel{~}{\chi }_{1,2}^0`$ are mainly decide by $`M_2`$ and $`\mu `$: if $`\mu =M_{}M_2=M_+`$, $`\stackrel{~}{\chi }_{1,2}^0`$ are dominantly composed of Higgsino, and consequently $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production rate is significant while $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_i^0\left(i=1,2\right)`$ pair productions are suppressed; if $`\mu =M_{}M_2=M_+`$, $`\stackrel{~}{\chi }_1^0`$ is approximately $`\stackrel{~}{W}_3`$ and $`\stackrel{~}{\chi }_2^0`$ is Higgsino, and accordingly $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ pair production is enhanced while $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ and $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pair productions are suppressed. Shown as in Fig.3 with the cases of $`M_1=1TeV`$, and the curve of $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pair production for the case $`M_1=1TeV`$ is too small to be plotted in Fig.3(c).
* When $`M_1M_\pm `$, $`\stackrel{~}{\chi }_1^0`$ is $`\stackrel{~}{B}`$. Accordingly, $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$, $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair productions are dominated by gaugino-couplings, and the former is enhance and the latter is suppressed (the exceptation for the curve of $`M_1=100GeV`$ in Fig.3(b) are merely because of the mass degeneration between $`m_{\stackrel{~}{\chi }_{1,2}^0}`$ when $`M_1=M_2=100GeV`$). $`\stackrel{~}{\chi }_2^0`$ are decide by $`M_2`$ and $`\mu `$: if $`M_2=M_{}\mu =M_+`$, $`\stackrel{~}{\chi }_2^0`$ is mainly $`\stackrel{~}{W}_3`$, and $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pair production is enhanced; and vice versa. Shown as in Fig.3 with the cases of $`M_1=100GeV`$.
* When $`M_{}{}_{}{}^{<}M_{1}^{}{}_{}{}^{<}M_{+}^{}`$, the effects of $`M_1`$ on $`\stackrel{~}{\chi }_{1,2}^0`$ are rather weak, and only lead to some mixture. Then if $`\mu =M_{}M_2=M_+`$, $`\stackrel{~}{\chi }_{1,2}^0`$ are in some Higgsino-like states, and consequently $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production is significant while $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_i^0`$ (i=1,2) pairs are suppressed; if $`M_2=M_{}\mu =M_+`$, $`\stackrel{~}{\chi }_1^0`$ is in gaugino-like state while $`\stackrel{~}{\chi }_2^0`$ may be in some mixture state, and accordingly $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ pair production is enhanced while $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$, $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pairs are suppressed. Shown as in Fig.3 with the cases of $`M_1=400GeV`$.
These features can be concluded as that pure gaugino-couplings dominate the production of $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_i^0`$ pair (as shown by the curves in the areas $`M_2<\mu =400GeV`$ of Fig.3(a,c)), while pure Higgsino couplings enhance the $`\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0(ij)`$ pair productions (as shown by the curve of $`M_1=1TeV`$ in the area $`\mu M_2`$ of Fig.3(b)), and any gaugino-like $`\stackrel{~}{\chi }_1^0`$ will spoil the large production rate of $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$.
5. Conclusions
In this work we studied the productions of the light neutralino pairs $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$, $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$, $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ via Drell-Yan process at hadron colliders, and investigated the correlations between the property of the neutralino pair productions and the basic SUSY Lagrangian parameter $`M_1`$, $`M_2`$ and $`\mu `$.
From the numerical results, it can be concluded that Higgsino-couplings will increase the $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production significantly, while gaugino-couplings enhance the $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ pair productions. If $`\mu <<M_2`$ and $`\mu {}_{}{}^{<}M_{1}^{}`$, Higgsino components will be dominated in $`\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0`$, and the cross section of Higgsino-like $`\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ pair production at the LHC, can reach $`100fb`$. Thus, by taking a annual luminosity of $`pp`$ collision at the LHC being $`100fb^1`$, one can accumulate $`1\times 10^4`$ events per year. Therefore the precise measurement of this process is suitable in detecting SUSY signals and helpful in determining the basic SUSY parameters.
Acknowledgement: These work was supported in part by the National Natural Science Foundation of China(project numbers: 19675033, 19875049), the Youth Science Foundation of the University of Science and Technology of China and a grant from the State Commission of Science and Technology of China.
Figure Captions
Fig.1 The Feynman diagrams of the subprocess $`q\overline{q}\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$.
Fig.2(a) The cross sections of the subprocess $`q\overline{q}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ as functions of $`\sqrt{\widehat{s}}`$. The letter ’u’ and ’d’ denote the different processes with initial $`u\overline{u}`$ and $`d\overline{d}`$ collisions respectively, while ’H’, ’g’ and ’m’ denote the Higgsino-like, gaugino-like and mixture cases respectively.
Fig.2(b) The cross sections of the subprocess $`q\overline{q}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ as functions of $`\sqrt{\widehat{s}}`$. The letter ’u’ and ’d’ denote the different processes with initial $`u\overline{u}`$ and $`d\overline{d}`$ collisions respectively, while ’H’, ’g’ and ’m’ denote the Higgsino-like, gaugino-like and mixture cases respectively.
Fig.2(c) The cross sections of the subprocess $`q\overline{q}\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ as functions of $`\sqrt{\widehat{s}}`$. The letter ’u’ and ’d’ denote the different processes with initial $`u\overline{u}`$ and $`d\overline{d}`$ collisions respectively, while ’H’, ’g’ and ’m’ denote the Higgsino-like, gaugino-like and mixture cases respectively.
Fig.2(d) The total cross sections of the process $`ppq\overline{q}\stackrel{~}{\chi }_i^0\stackrel{~}{\chi }_j^0`$ as functions of $`\sqrt{s}`$, where ’H’, ’g’ and ’m’ denote the Higgsino-like, gaugino-like and mixture cases, respectively.
Fig.3(a) The cross sections of the subprocess $`u\overline{u}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_1^0`$ as functions of $`M_2`$ with $`\mu =400GeV`$ and $`\sqrt{\widehat{s}}=1TeV`$.
Fig.3(b) The cross sections of the subprocess $`u\overline{u}\stackrel{~}{\chi }_1^0\stackrel{~}{\chi }_2^0`$ as functions of $`M_2`$ with $`\mu =400GeV`$ and $`\sqrt{\widehat{s}}=1TeV`$.
Fig.3(c) The cross sections of the subprocess $`u\overline{u}\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_2^0`$ as functions of $`M_2`$ with $`\mu =400GeV`$ and $`\sqrt{\widehat{s}}=1TeV`$.
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# Untitled Document
ON ZEROS OF SOLUTIONS OF LINEAR DIFFERENTIAL SYSTEMS.
by Alexei Grigoriev
Weizmann Institute of Science, Rehovot
The subject discussed in this text is the oscillatory behavior of solutions of holomorphic linear time-dependent differential systems of equations. In a bound is provided for the number of times a trajectory of a polynomial vector field crosses a given algebraic hypersurface. This implies a bound also for linear time dependent vector fields with polynomial dependence on time. A different approach is taken here, giving better bound for some special cases.
This text is a preliminary report.
Besides of having an intrinsic interest, a related problem arises in estimating the number of zeros which the so called complete Abelian integrals may have, the latter problem being itself connected to the problem of estimating the number of limit cycles which can be born from polynomial perturbations of Hamiltonian (polynomial) vector fields on the plane (see, for example, ).
Remark. The bounds are given here for a real segment in the domain where the coefficients of the equations are holomorphic and real on the real axis, but they can be given in principle for any compact domain contained in the domain where the coefficients are holomorphic (). We also remark that the results on which the bounds appearing here are based, are not the best available (see discussion in ).
Let us be given a linear differential system of equations
$$\dot{x}=A(t)x$$
with coefficients holomorphic in some simply connected complex domain. Then the solution will be a vector valued holomorphic function in this domain. The problem in the large is to estimate the number of zeros the first component of the solution may have in that domain.
It is known that if the coefficients of the system belong to the class of polynomials of a given degree, a constructive bound on the number of zeros on some compact subset of the domain may be given which involves just the degree and the maximum modulus of the coefficients .
In the following, another way of obtaining bounds on the number of zeros of the solutions of such systems is discussed, which is the consequence of a simple but somewhat surprising fact.
In , one of the aims is to bound the complex oscillation of solutions of polynomial vector fields; the result for linear differential systems is obtained as a consequence. One writes the system as a polynomial differential system of equations with the coefficients and time treated as extra variables, the polynomial coefficients being integral. Then, by subsequent differentiating, one obtains the derivatives of the first variable written as polynomials with integer coefficients in all the variables of the system. It turns out that one can effectively bound the moment when the ideal generated by the latter polynomials stabilizes. This last derivative is then written as a linear combination of the former derivatives over the ring of polynomials in the variables of the system, which is a linear scalar differential equation for the first coordinate. Since the coefficients of the polynomials are integers, one uses a form of effective Nullstellensatz to bound the coefficients of this equation (on compact regions in the variable space). Since for linear scalar differential equations a bound on the number of zeros exists in terms of the maximum of the coefficients in the region (), a bound on the number of zeros is obtained.
One notes that the obtained scalar differential equation has a space of solutions of dimension much larger than the dimension of the original system, and thus has many solutions not corresponding (at least directly) to the solutions of the system.
In what we do here, we keep the integrality of the polynomial coefficients to be able to use the effective Nullstellensatz. As in , we can parameterize in this way all linear differential systems with coefficients being polynomials of a fixed degree. In the beginning, however, we assume only holomorphic dependence on the time and parameters so that not to obscure the main point.
So let there be given a linear differential system of order $`n`$ $`\dot{x}=A(t,p)x=(a_{ij})(t,p)(x)`$, where $`p`$ stands for parameters. We assume the dependence of the system matrix on $`t,p`$ to be holomorphic in some region $`U`$. By $`W`$ we denote the projection of the domain on the parameter space. We describe a procedure to obtain a scalar differential equation for the first system variable. Differentiating and substituting the relation we have for the first variable, we get:
$$x_1^{\prime \prime }=\underset{i=1}{\overset{n}{}}a_{1i}^{}x_i+a_{1i}x_i^{}=\underset{i=1}{\overset{n}{}}a_{1i}^{}x_i+a_{1i}\underset{i=1}{\overset{n}{}}a_{ij}x_j=\underset{i=1}{\overset{n}{}}(a_{1i}^{}+\underset{j=1}{\overset{n}{}}a_{1j}a_{ji})x_i.$$
Similarly we get the expressions for $`x_1^{(i)}`$ for any $`i`$. We write
$$x_1^{(i)}=a_j^{(i)}x_j=a^{(i)}x.$$
There is a minimal $`k`$, $`1kn`$, such that $`a^{(0)},a^{(1)},..,a^{(k)}`$ are linearly dependent. We then have a unique decomposition
$$a^{(k)}=A_{k1}a^{(k1)}+\mathrm{}+A_0a^{(0)},$$
$`A_i(U)`$, implying that the following equation must be satisfied by any solution for the $`x_1`$ variable of the initial system
$$x_1^{(k)}A_{k1}x_1^{(k1)}\mathrm{}A_0x_1=0.$$
In the sequel we call this differential equation simply ’the derived equation’. Notice that the determinant of a suitable $`k`$-minor of the matrix
$$(a^{(0)},a^{(1)},..,a^{(k1)})$$
is not identically zero, and that multiplying by it the equation, we get an equation with holomorphic coefficients. We thus call it the leading coefficient of the derived equation (corresponding to the minor chosen; of course in the case k=n there is only one such choice).
Claim 1.There exists an analytic set G such that for any $`pWG`$ any solution of the above equation is a solution for the $`x_1`$ variable of the initial system.
Proof. The leading coefficient of the derived equation is a holomorphic function in $`p,t`$, not identically zero. Thus the values of $`p`$ for which the leading coefficient vanishes identically in $`t`$, form an analytic subset of $`W`$, $`G`$. For $`pWG`$ for all but a discrete set of values of $`t`$ we have $`rank(a_j^{(i)}(t,\epsilon )=k`$.
Without limiting generality, we assume $`U`$ to be a polydisc. For any fixed $`p_0WG`$, there is a natural mapping from the space of solutions of the system to the space of solutions of the derived equation, which we can identify with the linear mapping
$$x_1(t_0,p_0),\mathrm{},x_n(t_0,p_0)x_1(t_0,p_0),\mathrm{},x_1^{(k)}(t_0,p_0)$$
where $`t_0`$ is such that the leading coefficient does not vanish on $`t_0,p_0`$, given by
$$x_1^{(i)}(t_0,p_0)=(a_j^{(i)}(t_0,p_0))(x_j(t_0,p_0)).$$
Since the leading coefficient does not vanish at $`t_0,p_0`$, $`rank(a_j^{(i)}(t,\epsilon ))=k`$, and the mapping is surjective. Hence $`p_0WG`$ every solution of the derived equation comes from a solution of the system.
Remark: if the dependence is algebraic rather than holomorphic, the set $`G`$ is algebraic.
Let us express the determinant of the $`i`$-th $`k`$-minor, the order of the derived equation being $`k`$, as $`b_{i0}(p)+b_{i1}(p)t+\mathrm{}+b_{ik_i}t^{k_i}`$. We call the ideal generated by all $`b_{ij}(p)`$ the degeneracy ideal, and the corresponding variety the degeneracy variety.
We now make a small digression, and explain a basic difficulty which might occur in estimating the number of zeros of the first component of a solution of the system through the derived above equation for this component. In one finds the following theorem, derived from growth estimates on the solutions:
Theorem. Let
$$a(t)y^{(n)}+a_{n1}(t)y^{(n1)}+\mathrm{}+a_0(t)y=0$$
have coefficients holomorphic in a region $`U`$ containing a real segment $`K`$. Suppose that the modulus of all $`a_i(t)`$ is bounded in $`U`$ by $`A`$, and that
$$max_{tK}|a(t)|a.$$
Then the number of zeros on $`K`$ of any holomorphic in $`U`$ solution of the equation, real on the real axis, is not greater than
$$(A/a+n)^\mu ,$$
where $`\mu `$ depends only on the geometry of $`U`$ and $`K`$.
The main obstacle in applying this theorem to our case lies in the fact that, as parameters vary, $`max_{tK}|a(t,p)|`$ (which depends on the parameters) a priori may become arbitrarily small - the situation of singular perturbations - and the estimates explode.
Our next goal is to show that the scalar differential equation we derived for $`x_1`$ cannot be in fact singularly perturbed, at least when one parameter is involved. This is somewhat unexpected, and we explain why. Consider the following very simple $`\epsilon `$-dependent system:
$$\dot{x}=x+\epsilon y\dot{y}=x+y$$
One might expect that when $`\epsilon =0`$, the derived equation, which is of second order, will simply degenerate into the first order $`\dot{x}=x`$, implying that the derived equation is singularly perturbed. However, $`\ddot{x}=x+\epsilon y+\epsilon (x+y)=(1+\epsilon )x+2\epsilon y`$, and the derived equation is
$$\ddot{x}2\dot{x}+(1\epsilon )x=0.$$
This equation is not singularly perturbed. It has the property that for the exceptional value of the parameter, an additional solution appears which does not come from the original system, namely $`te^t`$. To explain why the singular perturbations cannot occur also in the general case, we proceed as follows. Until further notice the dimension of the parameter space is one, and the parameter will be denoted by $`\epsilon `$.
Definition. We call a meromorphic function $`f(t,\epsilon )`$ singularly perturbed at $`\epsilon _0`$, if when expressed as a quotient of two holomorphic functions $`f(t,\epsilon )=u(t,\epsilon )/v(t,\epsilon )`$, $`u(t,\epsilon )`$ is divisible by a higher or equal power of $`(\epsilon \epsilon _0)`$ than the one that divides $`v(t,\epsilon )`$.
Definition. A (scalar) differential equation with meromorphic coefficients depending on one parameter, normalized so that the leading coefficient is equal to 1, will be called singularly perturbed if at least one of its coefficients is singularly perturbed at some point in the parameter space.
We make the following obvious claim.
Lemma 1. Let us be given a differential equation with $`t,\epsilon `$-dependent coefficients meromorphic in a domain $`U`$, singularly perturbed at $`\epsilon _0`$. Then there is a point $`t_0`$, such that in the neighborhood of $`(t_0,\epsilon _0)U`$, the equation takes the form
$$(\epsilon \epsilon _0)^sy^{(n)}+a_{n1}(t,\epsilon )y^{(n1)}+\mathrm{}+a_0(t,\epsilon )y=0,$$
$`s>0`$, with coefficients holomorphic in the neighborhood of $`(t_0,\epsilon _0)`$, and at least one of them is not identically zero when $`\epsilon =\epsilon _0`$.
Theorem 1. Let a differential equation of order $`n`$ with coefficients which depend meromorphically on $`t,\epsilon `$ in some polydisc $`U\times V`$, be singularly perturbed for at least one parameter value $`\epsilon _0`$, and let it have l solutions $`y_1(t,\epsilon ),\mathrm{},y_l(t,\epsilon )`$ holomorphic in $`t`$ and $`\epsilon `$ in that polydisc. Then for each fixed parameter value $`\widehat{\epsilon }`$ from $`V`$,
$$dim_{}span_{}(y_1(t,\widehat{\epsilon }),\mathrm{},y_l(t,\widehat{\epsilon }))n1.$$
Proof. Using Lemma 1, we write the equation in the form given there in some smaller polydisc, and assume $`t_0=0,\epsilon _0=0`$:
$$\epsilon ^sy^{(n)}+a_{n1}(t,\epsilon )y^{(n1)}+\mathrm{}+a_0(t,\epsilon )y=0,$$
with $`a_k(0,0)0`$. We claim that if two holomorphic in $`t,\epsilon `$ solutions are such that they have equal $`y^{(n1)}(0,\epsilon ),\mathrm{},y^{(k+1)}(0,\epsilon ),y^{(k1)}(0,\epsilon ),\mathrm{},y(0,\epsilon )`$, they are in fact identical. Indeed, otherwise we get that there exists a nonzero holomorphic in $`t,\epsilon `$ solution $`y(t,\epsilon )`$ such that
$$y^{(n1)}(0,\epsilon )=\mathrm{}=y^{(k+1)}(0,\epsilon )=y^{(k1)}(0,\epsilon )=\mathrm{}=y(0,\epsilon )=0.$$
Since $`y(t,\epsilon )`$ is not identically zero, $`y^{(k)}(0,\epsilon )`$ cannot be identically zero. Thus $`y^{(k)}(0,\epsilon )=\epsilon ^hg(\epsilon )`$, $`h0,g(0)0`$. Assume $`h>0`$. $`y(t,0)`$ is the solution of the differential equation with $`\epsilon `$ set to zero. Since $`a_k(0,0)0`$ and the initial conditions at $`\epsilon =0`$ are zero ($`h>0`$), we have $`y(t,0)=0`$ identically. This can only happen if $`y(t,\epsilon )=\epsilon y_1(t,\epsilon )`$, $`y_1(t,\epsilon )`$ being also a holomorphic solution of the system with the same zero initial conditions except for $`y_1^{(k)}(0,\epsilon )=\epsilon ^{h1}g(\epsilon )`$. We continue in the same way, until we get a holomorphic solution $`y_h(t,\epsilon )=y(t,\epsilon )/\epsilon ^h`$ with the initial conditions
$$y^{(n1)}(0,\epsilon )=\mathrm{}=y^{(k+1)}(0,\epsilon )=y^{(k1)}(0,\epsilon )=\mathrm{}=y(0,\epsilon )=0,$$
and $`y^{(k)}(o,\epsilon )=g(\epsilon )`$, $`g(0)0`$. However substituting $`y_h(t,\epsilon )`$ into the original equation and setting $`t=0`$, we get:
$$\epsilon ^sy^{(n)}(0,\epsilon )+a_k(0,\epsilon )y^{(k)}(0,\epsilon )=0,$$
which is a contradiction ($`a_k(0,0),y^{(k)}(0,0)0`$).
Thus in the smaller polydisc the holomorphic in $`t,\epsilon `$ solutions can be identified with sets of holomorphically dependent on $`\epsilon `$ sets of initial conditions $`y^{(n1)}(0,\epsilon ),\mathrm{},y^{(k+1)}(0,\epsilon ),y^{(k1)}(0,\epsilon ),\mathrm{},y(0,\epsilon )`$, omitting $`y^{(k)}(0,\epsilon )`$. Now we prove the theorem. Suppose we have holomorphic in $`U\times V`$ solutions of our singularly perturbed equation $`y_1(t,\epsilon ),..,y_l(t,\epsilon )`$. Over the field meromorphic in $`V`$ functions there can be at most $`n1`$ linearly independent such solutions since the latter are identified with $`𝒪(V)^{n1}`$. So we choose a maximal set $`S`$ of linearly independent over $`(V)`$ solutions and express all the other as their linear combination over $`(V)`$. It follows that all the other solutions lie in the space spanned by the solutions from $`S`$ for all but a discrete set of $`\epsilon `$-s. Thus for almost all values of $`\epsilon `$, the space of holomorphic in $`t,\epsilon `$ solutions is $`n1`$ dimensional, which implies that it is at most $`n1`$ dimensional for all values of $`\epsilon `$ by the semicontinuity of the dimension.
Theorem 2. Suppose that we are given a linear differential system with coefficients depending on one parameter, holomorphic both in $`t`$ and $`\epsilon `$ in a polydisc $`U\times V`$. Then the derived scalar differential equation for the variable $`x_1`$ cannot be singularly perturbed.
Proof. Returning to notations of proof of Claim 1, we take a point $`(t_0,\epsilon _0)UZ`$, in which the leading coefficient of the derived equation is not zero, and $`rank(a_j^{(i)}(t,\epsilon )=k`$.
For each $`m`$, there is a holomorphic in $`U`$ solution of the system defined by the initial conditions (constant in $`\epsilon `$):
$$x_1(t_0,\epsilon )=0\mathrm{}x_m(t_0,\epsilon )=1\mathrm{}x_n(t_0,\epsilon )=0.$$
We denote the 1-st component of this solution by $`x_1^m(t,\epsilon )`$. By discussion from the proof of Claim 1, since $`x_1^1(t,\epsilon _0),\mathrm{},x_1^n(t,\epsilon _0)`$ span the space of solutions of the derived equation at $`\epsilon _0`$, and since at this (generic) point the order of the derived equation is $`k`$, we have
$$dim_{}span_{}x_1^1(t,\epsilon _0),\mathrm{},x_1^n(t,\epsilon _0)=k.$$
However, if the derived equation is singularly perturbed even at only one point $`\epsilon _1V`$, from Theorem 1 it would follow that for every $`\epsilon _0V`$
$$dim_{}span_{}x_1^1(t,\epsilon _0),\mathrm{},x_1^n(t,\epsilon _0)k1,$$
giving a contradiction. Thus the derived equation cannot be singularly perturbed.
We explain now our goal in what follows. As it was already mentioned, we can parameterize the problem of general linear system of order $`n`$ with polynomial coefficients of degree $`d`$ as:
$$\dot{x}_i=\underset{j=1}{\overset{n}{}}\underset{k=0}{\overset{d}{}}a_{ijk}t^kx_ji=1,..,n$$
the parameters being $`a_{ijk}`$, thus making the system matrix to be polynomial in the time and parameters, with integer coefficients. Ideally we would like to bound the number of zeros which the first variable of this system might have, but the results available here are still not permitting such general bounds. Instead, we restrict ourselves to the case when the system matrix is polynomial in time and one additional parameter, then making several remarks about the general linear differential system with polynomial coefficients as above.
So let us have a linear differential system of order $`n`$, with coefficients being polynomials in $`t,\epsilon `$ of degree $`d`$, with integer coefficients of maximum modulus $`M`$. Let the order of the derived equation be $`k`$.
Lemma 2. Let a nonsingularly perturbed rational function be written as
$$\frac{a_0(\epsilon )+a_1(\epsilon )t+\mathrm{}+a_k(\epsilon )t^k}{b_0(\epsilon )+b_1(\epsilon )t+\mathrm{}+b_l(\epsilon )t^l}.$$
Then each $`a_j`$ belongs to the ideal generated by $`b_0,b_1,..,b_l`$.
Proof. $`a_j`$ must vanish at points where all $`b_1,..,b_l`$ vanish (otherwise the fraction would be singularly perturbed). Write $`b_i(\epsilon )=c_i(\epsilon )b(\epsilon )`$, where $`b(\epsilon )`$ is the common factor. Then $`c_i(\epsilon )`$ have no common zero and therefore, since we are working over $``$, $`1=h_1(\epsilon )c_1(\epsilon )+..+h_l(\epsilon )c_l(\epsilon )`$, for some polynomials $`h_1,..,h_l`$. But $`a_j`$ must be divisible by $`b(\epsilon )`$: otherwise we get singular perturbations. Thus:
$$a_j(\epsilon )=d(\epsilon )b(\epsilon )=d(\epsilon )b(\epsilon )(h_1(\epsilon )c_1(\epsilon )+..+h_l(\epsilon )c_l(\epsilon ))=d(\epsilon )h_1(\epsilon )b_1(\epsilon )+..+d(\epsilon )h_l(\epsilon )b_l(\epsilon ).$$
We derive now some computational estimates we will need.
Lemma 3. Suppose we are given a non-singularly perturbed rational function of $`t,\epsilon `$,
$$\frac{a_0(\epsilon )+a_1(\epsilon )t+\mathrm{}+a_k(\epsilon )t^k}{b_0(\epsilon )+b_1(\epsilon )t+\mathrm{}+b_l(\epsilon )t^l},$$
with degrees of the numerator and the denominator being at most $`d`$, and the coefficients being integers of maximum modulus M (we mean by this possibly complex integers). Then one may write:
$$\frac{a_0(\epsilon )+a_1(\epsilon )t+\mathrm{}+a_k(\epsilon )t^k}{b_0(\epsilon )+b_1(\epsilon )t+\mathrm{}+b_l(\epsilon )t^l}=\frac{\underset{i=1}{\overset{k}{}}t^i\underset{j=1}{\overset{l}{}}h_{ij}(\epsilon )b_j(\epsilon )}{b_0(\epsilon )+b_1(\epsilon )t+\mathrm{}+b_l(\epsilon )t^l},$$
with $`h_{ij}(\epsilon )`$ being polynomials of degree at most $`2d1`$ with integer coefficients of maximum modulus $`(eM)^{Cd^3}`$ for some constant $`C`$.
Proof. From Lemma 2, $`a_i=h_{ij}b_j`$. By , since $`ideg(a_i)d`$, $`jdeg(b_j)d`$, we have that $`a_i=h_{ij}b_j,deg(h_{ij})2d1`$. Observe that this gives us an integer coefficient linear system of dimension at most $`2d(d+1)`$, maximum modulus of the coefficients not greater than $`M`$. By the integrality trick this gives us the estimate $`(2d(d+1))!M^{2d(d+1)}(eM)^{Cd^3}`$ on the coefficients of the polynomials $`h_{ij}`$.
Lemma 4. In the setting of Lemma 3, suppose that $`|\epsilon |`$ is bounded by $`E`$. Then the above fraction can always be written as
$$\frac{\underset{i=1}{\overset{d}{}}c_it^i}{_{i=1}^dd_it^i}$$
with $`c_i(eM)^{Cd^3}(E^{2d1}+1)`$ for some constant $`C`$ , with some $`d_i`$ equal to $`1`$ and all $`|d_i|`$ being not greater than 1.
Proof. For each $`\epsilon `$ in the disc, take the $`b_i`$ having the maximum modulus, and divide by it both the numerator and the denominator: use Lemma 3 (the constant here is different from the one in Lemma 3).
Lemma 5. Suppose we are given a non-singularly perturbed differential equation of order $`k`$
$$y^{(k)}+\frac{a_{k1}(t,\epsilon )}{b(t,\epsilon )}y^{(k1)}+\mathrm{}+\frac{a_0(t,\epsilon )}{b(t,\epsilon )}y=0,$$
all $`a_i(t,\epsilon )`$ and $`b(t,\epsilon )`$ being polynomials of degree at most $`d`$, having integer coefficients of maximum modulus $`M`$.
Let $`[R/2,R/2]`$ be a segment on the real axis containing $`[1,1]`$. Fix any real $`\epsilon `$ of modulus less than $`E`$. Let $`f`$ be a holomorphic solution of the equation for this parameter value, real on the real axis. Then the number of zeros $`f`$ can have on $`[R/2,R/2]`$, is bounded by
$$\left((Me)^{Cd^3}(E^{2d}+1)R^{d+1}+k\right)^\sigma ,$$
with $`\sigma `$ and C being some constants.
Proof. By Lemma 4, we can write the equation in the form
$$(t^s+\underset{is}{}d_it^i)y^{(k)}+(c_{k\mathrm{1\; 0}}+..+c_{k1d}t^d)y^{(k1)}+\mathrm{}+(c_{00}+\mathrm{}+c_{0d}t^d)y=0.$$
with $`|c_{ij}|`$ being bounded by the bound from Lemma 2, and all $`|d_i|1`$. If we could find now some point in $`[R/2,R/2]`$ where $`t^s+_{is}d_it^i`$ has some value bounded away from zero, we are done. This because then we may just apply the Theorem cited from .
So we write
$$|t^s+\underset{is}{}d_it^i||t^s+d_{s1}t^{s1}+\mathrm{}+d_0||t^{s+1}(d_{s+1}+d_{s+2}t+..)|$$
and notice that by Cartan lemma (), one may delete disks of total diameter $`h`$ from $``$, such that on the rest of $``$ the modulus of the monic polynomial $`t^s+d_{s1}t^{s1}+\mathrm{}+d_0`$ is $`(h/4e)^s`$. Thus for each $`h>0`$ there exists a point $`t_h`$ of modulus at most $`h/2`$, at which the value of the polynomial is $`(h/4e)^s`$. But then:
$$|t_h^s+\underset{is}{}d_it_h^i||t_h^s+d_{s1}t_h^{s1}+\mathrm{}+d_0||t_h^{s+1}(d_{s+1}+d_{s+2}t_h+..)|(h/4e)^sh^{s+1}(ds).$$
Taking for example $`h=1/(2(4e)^s(ds))`$ we get that there exists a point on the unit segment at which $`|t^s+_{is}d_it^i|`$ is bounded from below by
$$\frac{1}{(4e)^{s^2+s}2^{s+1}(ds)^s}\frac{1}{(4e)^{s^2+s}2^{s+1}d^s}$$
As $`s`$ can be from $`0`$ to $`d1`$ (it can be shown that the case $`s=d`$ is also covered by the obtained estimate), we are led to the conclusion that there will be a point in $`[R/2,R/2]`$ where
$$|t^s+\underset{is}{}d_it^i|\frac{1}{(4e)^{d^2+d}2^{d+1}d^d}.$$
In turn, $`|_{j=0}^dc_{ij}t^j|`$ cannot, when $`\epsilon `$ varies over disk of radius $`E`$ and $`t`$ over $`D_R`$, be larger than
$$\underset{j=0}{\overset{d}{}}R^j(eM)^{Cd^3}(E^{2d1}+1)(eM)^{Cd^3}(E^{2d1}+1)R^{d+1}.$$
By Theorem cited from , one deduces that for any given real $`|\epsilon |E`$, any holomorphic in $`t`$ solution of the given differential equation, real on the real axis, may have not more than
$$\left(\frac{(eM)^{Cd^3}(E^{2d1}+1)R^{d+1}}{1/(4e)^{d^2+d}2^{d+1}d^d}+k\right)^\sigma $$
zeros on $`[R/2,R/2]`$, $`\sigma `$ not depending on $`R`$ because of properties of $`\sigma (K,U)`$ from the Theorem. Simplifying, one gets the bound we stated.
To estimate the number of zeros a solution (more precisely, its $`x_1`$ component) of the initial linear system
$$\dot{x}=A(t,\epsilon )x$$
might have, we now have only to bound the maximum modulus of the (integer) coefficients of the derived equation. We will do the computation for an arbitrary number of parameters; to emphasize this we shall write $`p`$ instead of $`\epsilon `$. To remind the notations, we denote the dimension of the system by $`n`$, the degree of the polynomial coefficients by $`d`$, the maximum modulus of the coefficients of those polynomials by $`M`$, the number of parameters by $`q`$, and the order of the derived equation for $`x_1`$ by $`k`$.
Lemma 6. The following recurrent formulas hold for $`a^{(i)}`$, defined in the beginning of this text:
$$a^{(i)}=\dot{a}^{(i1)}+A(t,p)^Ta^{(i1)}.$$
Proof. Immediate.
The following is a computation:
Lemma 7. Let $`P_1`$, $`P_2`$ be two polynomials of degrees $`d_1,d_2`$ in s variables, with the modulus of their coefficients being not larger than $`M_1,M_2`$, respectively. Then the degree of $`P_1P_2`$ is $`d_1+d_2`$ and the coefficients are not larger in absolute value than $`(1+min(d_1,d_2))^sM_1M_2`$.
Lemma 8. The degrees and the maximum modulus of coefficients of the entries of $`a^{(i)}`$ are $`di`$ and $`n^i(d+(d+1)^{q+1}M)^i`$, respectively.
Proof. By writing recursive relations.
We now compute the maximum modulus and the degrees for the coefficients of the derived equation.
Lemma 9. Let
$$y^{(k)}+\frac{\alpha _{k1}(t,p)}{\beta (t,p)}y^{(k1)}+\mathrm{}+\frac{\alpha _0(t,p)}{\beta (t,p)}y=0$$
be the equation derived for $`x_1`$ from the original system. Then the degrees of both $`\alpha _i`$ and $`\beta `$ are bounded by $`k(k+1)d/2`$, and the maximum modulus for the (integer) coefficients of those polynomials is not larger than $`(eM(d+1))^{C(q+1)n^3}`$ for some constant $`C`$.
Proof. Again by recursive relations.
Theorem 2. Let the initial linear differential system have as coefficients polynomials in $`t,\epsilon `$ ($`\epsilon `$ one dimensional) with integer coefficients of maximum modulus $`M`$, and let $`[R/2,R/2]`$ be a segment on the real axis containing $`[1,1]`$. Fix any real $`\epsilon `$ of modulus less than $`E`$. Let $`f`$ be a holomorphic solution of the equation for this parameter value, real on the real axis. Then the number of zeros $`f`$ can have on $`[R/2,R/2]`$, is bounded by
$$\left((Me)^{Cn^9d^4}(E^{n(n+1)d}+1)R^{n(n+1)d/2+1}+n\right)^\sigma ,$$
for some constants $`C`$ and $`\sigma `$.
Proof. Just substitute the bounds stated in Lemma 9 with $`q=1`$ into Lemma 5 and simplify the expression.
Of course, the concrete form of the bound given above is irrelevant; what is important is the rate of its growth, which is simple exponential in $`n,d`$ compared with the tower of exponents which can be derived from in this situation.
We now make some remarks on the general case when many parameters are allowed. First, it is clear that the absence of singular perturbations in the case of dependence on one parameter implies absence of singular perturbations along any given holomorphic curve in the parameter space, and the following is true.
Lemma 2a. Let a rational function dependent on several parameters be written as
$$\frac{a_0(p)+a_1(p)t+\mathrm{}+a_k(p)t^k}{b_0(p)+b_1(p)t+\mathrm{}+b_l(p)t^l},$$
and let it be such that it is not singularly perturbed along any line in the parameter space. Then each $`a_j`$ vanishes on the variety where all $`b_0,b_1,..,b_l`$ vanish.
We cannot in general have the conclusion of Lemma 2 as the example of the nonsingularly perturbed fraction
$$\frac{ab}{a^2+b^2t}$$
shows. That is, in the derived equation for system with polynomial coefficients depending on many parameters we can only guarantee that the coefficients in the numerator vanish on the degeneracy variety, but not that they in fact belong to the degeneracy ideal. However, if by some additional reasoning for, say, the general linear system with polynomial coefficients
$$\dot{x}_i=\underset{j=1}{\overset{n}{}}\underset{k=0}{\overset{d}{}}a_{ijk}t^kx_ji=1,..,n,$$
it will turn out to be true, then the bound, though drastically grows because of the double exponential in $`n^2(d+1)`$ bounds in the effective Nullstellensatz (see ), has the asymptotic form (in terms of Theorem 2)
$$e^{e^{e^{P(n,d)}}}(ER)^{Cn^2d},$$
where $`P`$ is a polynomial. This is still a considerable improvement compared to (of course if the assumption is valid).
References.
1. Novikov, D.; Yakovenko, S. Trajectories of polynomial vector fields and ascending chains of polynomial ideals. Ann. Inst. Fourier (Grenoble) 49 (1999), no. 2, 563–609.
2. Il’yashenko, Y.; Yakovenko, S. Counting real zeros of analytic functions satisfying linear ordinary differential equations. J. Differential Equations 126 (1996), no. 1, 87–105.
3. Yakovenko S. On functions and curves defined by ordinary differential equations , to appear in Proceedings of the Arnoldfest (Ed. by Bierstone, Khesin, Khovanskii, Marsden), Fields Institute Communications, 1998.
4. Il’yashenko, Y.; Yakovenko, S. Double exponential estimate for the number of zeros of complete abelian integrals and rational envelopes of linear ordinary differential equations with an irreducible monodromy group. Invent. Math. 121 (1995), no. 3, 613–650.
5. Shiffman, B. Degree bounds for the division problem in polynomial ideals. Michigan Math. J. 36 (1989), no. 2, 163–171.
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# Preheating of massive fermions after inflation: analytical results
## 1 Introduction
One of the key ingredients for our understanding of the early Universe is the mechanism of inflation , which constitutes a very elegant solution to several cosmological problems.
Despite of the simplicity of the general idea, the details of the physical processes which govern it are still somehow unclear and matter of intense work. The two main aims of these studies are
* to embed inflation in a context more motivated by particle physics (for a review see ) and
* to understand the reheating phase which converts the energy density that drives inflation into the matter and radiation that we presently see.
This second issue has been deeply influenced in the last decade by the possibility of particle creation through parametric resonance . The application of this phenomenon to creation of matter after inflation has been called *preheating* in the paper , since (with the exception of some very recent versions ) it is usually followed by a stage of (ordinary) perturbative reheating.
Preheating of bosons is characterized by a very efficient and explosive creation, due to the coherent effect of the oscillations of the inflaton field. This allows significant production even when single particle decay is kinematically forbidden. It has been very recently noticed that preheating of fermions can also be very efficient despite the production is in this case limited by Pauli blocking.
Parametric creation of spin $`1/2`$ fermions has been the subject of some works in the past. Pure gravitational production has been examined in refs. , while creation by an oscillating background field is instead considered in the works . References report results for creation in a Minkowski space. Reference studies the production of massless fermions after a $`\lambda \varphi ^4`$ inflation, exploiting the fact that this case can also be reconducted to a static one. In this work, production in a static Universe after chaotic inflation is also considered, and some conjectures on the effects of the expansion are made. Moreover, the full calculation of preheating of massive fermions after chaotic inflation in an expanding Universe has been performed numerically in ref. .
These last works had a great impact on the most recent studies. For example, their results turned also useful to the study of gravitinos production at preheating . This issue is particularly important, since gravitinos can easily overclose the Universe (if they are stable) or (if they decay) spoil the successful predictions of primordial nucleosynthesis through photodissociation of the light elements. Gravitinos can be thermally produced during the stage of reheating. To avoid this overproduction, the reheating temperature $`T_{\mathrm{RH}}`$ after inflation cannot be larger than $`(10^810^9)`$ GeV . However, it has been realized that the non-thermal production of helicity $`\pm 1/2`$ gravitinos (whose equation of motion can be reconducted to the one of an ordinary spin $`1/2`$ Dirac particle) can easily be more efficient than the thermal one, and this in general leads to more stringent upper bounds on $`T_{\mathrm{RH}}`$. Several papers related to the works have recently appeared .
Another important implication of preheating of fermions is constituted by leptogenesis, as the work and the related papers show. In this scheme , a leptonic asymmetry is first created from the decay of right-handed neutrinos, and then partially converted to baryon asymmetry through sphaleronic interactions. Since leptogenesis is very sensitive to both the mechanism of creation of the heavy neutrinos and to the neutrino mass matrices, it could constitute an interesting link between preheating and the experiments on neutrino oscillations.
Other phenomenological implications of these works appear in refs. , with preheating as a possible mechanism for creating superheavy relic particles responsible for the ultrahigh energy cosmic rays, and in ref. , where the possible impact of fermions produced *during* inflation on the microwave background anisotropies and on the large-structure surveys is considered. Finally, fermionic production can play an interesting role in hybrid inflationary models .
Due to the large number of these studies, it may be worth to reconsider the basic mechanism of fermionic preheating. In particular, it should be important to give an analytical confirmation to the results of production of massive fermions in the expanding Universe, which are so far known only numerically from the analysis . This is the aim of the present work.
In the next section we revise the basic formalism for preheating of fermions. We consider creation of very massive particles right after chaotic inflation. The coupling of the fermions to the oscillating inflaton gives them a time varying mass. As it is known, this can cause a non-adiabatical change of the frequency of the fermions and their consequent creation. In case of very massive fermions, the non-adiabaticity condition can be satisfied only when their total mass vanishes, and the production occurs at discrete intervals, until the inflaton oscillations become too small for the total fermionic mass to vanish.
In section 3 we derive analytical formulae for the spectra of the fermions after a generic production. Our derivation follows the one developed in ref. for preheating of bosons. It exploits the fact that the production occurs in very short intervals around the zeros of the total fermionic mass: the calculation is made possible from the fact that the occupation number can be considered as constant outside these small regions, and that the expansion of the Universe can be neglected inside them. As a result, the only physical quantities relevant for the creation are the time derivative $`\varphi ^{}`$ of the inflaton field and the value of the scale factor $`a`$ at each production. The derivation of the “fermionic counterpart” of the formulae obtained for preheating of bosons in ref. has also been done to a certain extent in the work , where the results of a single production during inflation is given. However, when one is interested in the successive productions, a more detailed study is necessary, as our analysis shows. As may be expected, the final results that we obtain closely resemble the ones of the work . What is most surprising is their excellent agreement with the numerical results, as some figures provided manifest.
In section 4 we consider the production in a non-expanding Universe. In this case our analytical formulae considerably simplify and agree with the ones of refs. . In particular, they show the presence of resonance bands which are anyhow limited by Pauli blocking.
In section 5 we study the more interesting case of production in an expanding Universe. As indicated in ref. and as confirmed by the numerical results of the work , the creation is now very different with respect to the previous case. The expansion removes the resonance bands and the production (almost) saturates a Fermi sphere up to a maximal momentum. Our analytical results confirm this behavior.
In section 5 we also calculate the total energy density $`\rho _X`$ of produced fermions, which may be the quantity of most physical relevance. We compare our results with the ones of ref. , where it is shown that the final value of $`\rho _X`$ (normalized to the inflaton energy density) scales linearly with the parameter $`q(g^2\varphi _0^2)/(4m_\varphi ^2)`$,<sup>1</sup><sup>1</sup>1In this expression $`g`$ is the Yukawa coupling between the inflaton and the fermions, $`\varphi _0`$ the initial value of the inflaton, and $`m_\varphi `$ its mass. while it depends very weakly on the fermion bare mass $`m_X`$. However, these numerical results are valid only in a limited range for $`m_X`$, and it has been wondered if the density $`\rho _X`$ decreases at values of $`m_X`$ below this range. Our analytical results give a positive answer in this regard. To see this, a proper average of the analytical formulae must be done, exploiting the fact that the expansion of the Universe gives the production a stochastic character. In this way one can get a “mean” function that interpolates very well between the maxima and the minima of the spectra of produced particles. Again we derived it in close analogy with what is done in the bosonic case, and again the results that we get are in very good agreement with the numerical ones of ref. in the region of validity of the latter.
All this analysis neglects the backreaction of the produced fermions on the evolution of the inflaton field and of the scale factor. Despite the difficulty of a more complete treatment, backreaction effects can be understood at least in the Hartree approximation. This was done numerically in ref. . In section 6 we see that the analytical formulae here provided allow to understand the effects of backreaction observed in the numerical simulations.
## 2 Production of fermions at preheating
In this section we revise the basic formalism for production of fermions at preheating. Our presentation follows the ones of refs. with the correction of few typos.
We start from the Dirac equation (in conformal time $`\eta `$) for a fermionic field $`X`$ in the Friedmann-Robertson-Walker background:
$$\left(\frac{i}{a}\gamma ^\mu _\mu +i\frac{3}{2}H\gamma ^0m\right)X=0,$$
(1)
where $`a`$ is the scale factor of the Universe, $`H=a^{}/a^2`$ the Hubble rate,<sup>2</sup><sup>2</sup>2Here and in the following prime denotes derivative which respect to $`\eta `$. and $`m`$ the total mass of the fermion.
Fermionic production is possible if this last quantity varies non adiabatically with time. This may happen during the coherent oscillations of the inflaton $`\varphi `$ at reheating in presence of a Yukawa interaction $`\varphi \overline{X}X`$, such that the total mass is given by
$$m(\eta )=m_X+g\varphi (\eta ).$$
(2)
We will always consider fermions with very high bare mass $`m_X`$. In this case, non adiabaticity can be achieved if the Yukawa interaction is sufficiently strong to make the total mass (2) vanish. Fermions are then created whenever the inflaton field crosses the value $`\varphi _{}m_X/g`$.
We will study the production after chaotic inflation, that is while the inflaton field coherently oscillates about the minimum of the potential
$$V=\frac{1}{2}m_\varphi ^2\varphi ^2,m_\varphi 10^{13}\mathrm{GeV}.$$
(3)
If one neglects the backreaction of the created particles (this effect will be considered in the last part of the work), then, after few oscillations, the inflaton evolves according to the formula
$$\varphi (t)\frac{M_p}{\sqrt{3\pi }}\frac{\mathrm{cos}\left(m_\varphi t\right)}{m_\varphi t},$$
(4)
where $`t`$ is the physical time. The presence of the $`t`$ at the denominator of eq. (4) shows the damp of the oscillations due to the expansion of the Universe. It thus follows that there exists a final time after which $`|\varphi |<m_X/g`$ and the total mass no longer vanishes, so that the production ends.
To proceed with our analysis, we redefine $`\chi =a^{3/2}X`$. Equation (1) acquires the more familiar form
$$(i/am)\chi =0.$$
(5)
We decompose
$$\chi (x)=\frac{d^3k}{(2\pi )^{3/2}}e^{i𝐤𝐱}\underset{r}{}\left[u_r(k,\eta )a_r(k)+v_r(k,\eta )b_r^{}(k)\right],$$
(6)
with<sup>3</sup><sup>3</sup>3We choose $`\gamma ^0=\left(\begin{array}{cc}\mathrm{𝟙}& 0\\ 0& \mathrm{𝟙}\end{array}\right),\gamma ^1=\left(\begin{array}{cc}0& i\sigma _2\\ i\sigma _2& 0\end{array}\right),\gamma ^2=\left(\begin{array}{cc}0& i\sigma _1\\ i\sigma _1& 0\end{array}\right),`$ $`\gamma ^3=\left(\begin{array}{cc}0& \mathrm{𝟙}\\ \mathrm{𝟙}& 0\end{array}\right)C=\left(\begin{array}{cc}0& \sigma _1\\ \sigma _1& 0\end{array}\right).`$
$$v_r(k)=C\overline{u}_r^T\left(k\right).$$
(7)
It is convenient to take the momentum along the third direction $`kk_z`$ and to define
$$u_r[\frac{u_+(\eta )}{\sqrt{2}}\psi _r,\frac{u_{}(\eta )}{\sqrt{2}}\psi _r]^T,v_r[\frac{v_+\left(\eta \right)}{\sqrt{2}}\psi _r,\frac{v_{}\left(\eta \right)}{\sqrt{2}}\psi _r]^T$$
(8)
with $`\psi _+=`$ $`\left(\begin{array}{c}1\\ 0\end{array}\right)`$ and $`\psi _{}=`$ $`\left(\begin{array}{c}0\\ 1\end{array}\right)`$ eigenvectors of the helicity operator $`\sigma 𝐯/|𝐯|`$. From the normalization adopted in eq. (8), one can impose
$`u_r^+u_s=v_r^+v_s=\delta _{rs},u_r^+v_s=0,|u_+|^2+|u_{}|^2=2.`$ (9)
With this choice, the Dirac equation (5) rewrites
$$u_\pm ^{}(\eta )=iku_{}(\eta )iamu_\pm (\eta ),$$
(10)
which can be decoupled into<sup>4</sup><sup>4</sup>4We do not deal with the analogous equations for $`v_\pm `$, since from condition (7) it simply follows $`v_+(\eta )=u_{}^{}(\eta ),v_{}(\eta )=u_+^{}(\eta )`$.
$`u_\pm ^{\prime \prime }+\left[\omega _k^2\pm i(am)^{}\right]u_\pm =0,\omega ^2(\eta )=k^2+a^2m^2.`$ (11)
Under this decomposition, the hamiltonian of the system
$$H=\frac{1}{a}d^3𝐱\chi ^+(x)\left(i_\eta \right)\chi (x)$$
(12)
rewrites
$`H`$ $`=`$ $`{\displaystyle \frac{1}{a}}{\displaystyle }d^3k{\displaystyle \underset{r}{}}\{E_k\left(\eta \right)[a_r^{}\left(k\right)a_r\left(k\right)b_r\left(k\right)b_r^{}\left(k\right)]+`$ (13)
$`+F_k\left(\eta \right)b_r(k)a_r\left(k\right)+F_k^{}\left(\eta \right)a_r^{}\left(k\right)b_r^{}(k)\},`$
where (using the equations of motion)
$`E_k`$ $`=`$ $`kRe\left(u_+^{}u_{}\right)+am\left(1u_+^{}u_+\right),`$
$`F_k`$ $`=`$ $`{\displaystyle \frac{k}{2}}\left(u_+^2u_{}^2\right)+amu_+u_{},E_k^2+|F_k|^2=\omega ^2.`$ (14)
It is always possible to choose an initial configuration with the hamiltonian in the standard (diagonal) form. If we take, for example,
$$u_\pm \left(\eta _0\right)=\left(1\frac{am}{\omega }\right)^{1/2}e^{i\varphi },\varphi \mathrm{arbitrary}\mathrm{phase},$$
(15)
we have $`E_k\left(\eta _0\right)=\omega ,`$ $`F_k\left(\eta _0\right)=0`$.
However, the evolution equations (11) drive $`F_k`$ different from zero and a diagonal form for $`H`$ can be recovered only after a Bogolyubov transformation on the creation/annihilation operators
$`\widehat{a}(\eta ,k)`$ $``$ $`\alpha _k(\eta )a(k)+\beta _k(\eta )b^+(k),`$
$`\widehat{b}^+(\eta ,k)`$ $``$ $`\beta _k^{}(\eta )a(k)+\alpha _k^{}(\eta )b^+(k).`$ (16)
While it is immediate to see that the equal time anticommutation relations on both sets $`\{a^{(+)},b^{(+)}\}`$ and $`\{\widehat{a}^{(+)},\widehat{b}^{(+)}\}`$ enforce
$$|\alpha _k|^2+|\beta _k|^2=1,$$
(17)
the use of some algebra shows that a diagonalization of the hamiltonian is possible with the choice
$$\alpha =\beta \left(\frac{E+\omega }{F^{}}\right),|\beta |^2=\frac{|F|^2}{2\omega \left(E+\omega \right)}=\frac{\omega E}{2\omega }.$$
(18)
The time varying operators $`\widehat{a}^{(+)}`$ and $`\widehat{b}^{(+)}`$ are employed to define time dependent Fock spaces, each of them built from the zero (quasi)particle state at the time $`\eta `$:
$$\widehat{a}(\eta )|0_\eta =\widehat{b}(\eta )|0_\eta =0.$$
(19)
Let us consider the state $`|0_{\eta _0}|0`$ which describes a system with zero particles at the initial time $`\eta _0`$. This is no longer true for generic time $`\eta >\eta _0`$, since the occupation number at $`\eta `$ is defined in terms of the operators which diagonalize the hamiltonian at that moment. The particle density per physical volume $`V=a^3`$ at time $`\eta `$ is indeed given by<sup>5</sup><sup>5</sup>5Of course the same result is achieved also for antifermions.
$`n(\eta )0|{\displaystyle \frac{N}{V}}|0=0|{\displaystyle \frac{1}{a^3}}{\displaystyle \underset{r=\pm 1}{}}{\displaystyle \frac{d^3𝐤}{\left(2\pi \right)^3}\widehat{a}_r^+(\eta ,r)\widehat{a}_r(\eta ,r)}|0=`$
$`={\displaystyle \frac{1}{\pi ^2a^3}}{\displaystyle 𝑑kk^2\left|\beta _k\right|^2},`$ (20)
which is different from zero whenever the hamiltonian is non diagonal in terms of the initial operators. The occupation number of created fermions is thus given by $`n_k=|\beta _k|^2`$ and the condition (17) ensures that the Pauli limit $`n_k<1`$ is respected.
## 3 Analytical evaluation of the occupation number
In this section we calculate analytically the evolution of the Bogolyubov coefficients (16) during the oscillations of the inflaton field after chaotic inflation.
In this derivation, we exploit the fact that, in the regime of very massive fermions we are interested in, the creation occurs only for very short intervals about the points $`\varphi _{}m_X/g`$ where the total fermionic mass (cfr. eq. (2)) vanishes. As the perfect agreement with the numerical results will confirm, this consideration allows one to treat the fermionic production with the same formalism adopted in the bosonic case . While far from the zeros of the total mass $`m`$ the Bogolyubov coefficients can be treated as constant, whenever $`\varphi `$ crosses $`\varphi _{}`$ a sudden variation occurs. Since the interval of production is very narrow, one can safely neglect the expansion of the Universe during the production and also linearize the function $`\varphi (\eta )\varphi _{}+\varphi ^{}\left(\eta _{}\right)\left(\eta \eta _{}\right)`$. As a consequence, the frequency $`\omega `$ defined in eq. (11) acquires the form
$$\omega ^2k^2+a^2\left(\eta _{}\right)\varphi ^2\left(\eta _{}\right)\left(\eta \eta _{}\right)^2,$$
(21)
and the whole calculation strongly resembles the one for scattering through a quadratic potential.
The use of this formalism is very well established in case of production of bosons . For what concerns fermions, it has been recently adopted by Chung et al. for the study of the production during inflation. Fermionic production during inflation is possible only if the coefficient $`g`$ of the Yukawa interaction has opposite sign with respect to the inflaton field during inflation, or the total mass (2) would never vanish.<sup>6</sup><sup>6</sup>6 Of course this constraint does not apply to our case, since the inflaton field changes sign after each half oscillation. If this is the case, it is possible to choose the value of $`g`$ such that the production occurs only once during inflation, while during reheating $`|\varphi |`$ is always too small for having creation. Our derivation is strongly inspired by this work. However, we are interested in couplings for which the production occurs several times during reheating, and it is not at all guaranteed a priori that an analytical approximation may work also in this case. The present analysis not only positively answers to this question, but also provides very simple and explicit formulae valid for arbitrary number of productions.
As may be expected, the final formulae are very similar to the ones found for production of bosons . What is most surprising is the almost perfect agreement between the analytical results and the numerical simulations, as we will show with some figures at the end of this section.
The first step for the derivation of the analytical formulae is to consider asymptotic solutions of eqs. (10) and (11). We look for solutions valid for $`\varphi `$ not very close to $`\varphi _{}`$, where the adiabaticity condition $`\omega ^{}\omega ^2`$ holds.
In this regime, the most general solutions of eqs. (10) and (11) are
$`u_+`$ $`=`$ $`A\left(1{\displaystyle \frac{am}{\omega }}\right)^{1/2}e^{i^\eta \omega _k𝑑\eta }+B\left(1+{\displaystyle \frac{am}{\omega }}\right)^{1/2}e^{i^\eta \omega _k𝑑\eta },`$
$`u_{}`$ $`=`$ $`B\left(1{\displaystyle \frac{am}{\omega }}\right)^{1/2}e^{i^\eta \omega _k𝑑\eta }+A\left(1+{\displaystyle \frac{am}{\omega }}\right)^{1/2}e^{i^\eta \omega _k𝑑\eta },`$ (22)
with $`|A|^2+|B|^2=1`$ following from the condition $`|u_+|^2+|u_{}|^2=2`$.
We can always put solutions of eqs. (10) and (11) into the form (22), with $`A`$ and $`B`$ in general functions of $`\eta `$. However, in most of the evolution (whenever the adiabaticity condition holds) it is a very good approximation to treat the coefficients $`A`$ and $`B`$ as constant.
Substituting the expressions (22) into eqs. (14), one finds
$`F=2\omega AB,E=\omega \left(|A|^2|B|^2\right),`$ (23)
from which it follows
$$|\beta |^2=\frac{|F|^2}{2\omega \left(E+\omega \right)}=|B|^2.$$
(24)
One can thus choose (up to an irrelevant global phase)
$$A\alpha B\beta ^{},$$
(25)
where $`\alpha `$ and $`\beta `$ are nothing but the Bogolyubov coefficients we are interested in.
Notice that the initial choice $`A\left(\eta _0\right)=1`$, $`B\left(\eta _0\right)=0`$ corresponds to the initial condition (15) and to the zero particles state chosen in the previous section.
As we have said, these coefficients undergo a sudden change whenever $`\varphi `$ crosses $`\varphi _0`$ and then they stabilize to new (almost) constant values. Our aim is to find the values at the end of the variation in terms of the ones prior to it.
We have not specified the lower limit of the integrals appearing in eqs. (22). For present convenience we choose it to be the time $`\eta _1`$ of the first production (that is when $`\varphi =\varphi _{}`$ for the first time).
Let us consider the evolution equation (11) near the point $`\eta _1`$. Since for high mass $`m_X`$ the fermionic production is limited to a very short interval, one can neglect the expansion of the Universe during it and write the equation for $`\varphi (\eta )`$ in a linearized form. We can thus write
$$am(\eta )a_1g\varphi _1^{}\left(\eta \eta _{\mathrm{\hspace{0.17em}1}}\right),a_1a\left(\eta _{\mathrm{\hspace{0.17em}1}}\right),\varphi _1\frac{d\varphi }{d\eta }|_{\eta _1}.$$
(26)
Following the notation of , we define
$$p\frac{k}{\sqrt{g|\varphi _1^{}|a_1}},\tau =\sqrt{g|\varphi _1^{}|a_1}\left(\eta \eta _1\right).$$
(27)
In terms of these new quantities, eqs. (11) rewrite (dot denotes derivative with respect to $`\tau `$)<sup>7</sup><sup>7</sup>7For the production at the moment $`\eta _n`$, when the total mass vanishes for the n-th time, eq. (29) must be replaced by
$$\ddot{u}_\pm +\left(p^2\pm isign\left(\varphi _n^{}\right)+\tau ^2\right)u_\pm =0.$$
(28) The effect of this replacement on the final results is reported below.
$$\ddot{u}_\pm +\left(p^2i+\tau ^2\right)u_\pm =0.$$
(29)
The point $`\eta _1`$ is thus mapped into the origin of $`\tau `$ and the region of asymptotic adiabaticity is at large $`|\tau |`$.
In the asymptotic solutions (22) we can see the behaviors
$`\left(1+{\displaystyle \frac{am}{\omega }}\right)^{1/2}`$ $``$ $`{\displaystyle \frac{p}{\sqrt{2}\tau }},`$
$`\left(1{\displaystyle \frac{am}{\omega }}\right)^{1/2}`$ $``$ $`\sqrt{2},`$
$`e^{\pm i^\eta \omega _k𝑑\eta }`$ $``$ $`\left({\displaystyle \frac{2\tau }{p}}\right)^{\pm ip^2/2}e^{\pm i\tau ^2/2}e^{\pm ip^2/4},`$ (30)
for $`\tau +\mathrm{}`$, and
$`\left(1+{\displaystyle \frac{am}{\omega }}\right)^{1/2}`$ $``$ $`\sqrt{2},`$
$`\left(1{\displaystyle \frac{am}{\omega }}\right)^{1/2}`$ $``$ $`{\displaystyle \frac{p}{\sqrt{2}\tau }},`$
$`e^{\pm i^\eta \omega _k𝑑\eta }`$ $``$ $`\left({\displaystyle \frac{p}{2\tau }}\right)^{\pm ip^2/2}e^{i\tau ^2/2}e^{ip^2/4},`$ (31)
for $`\tau \mathrm{}`$.
Equations (29) are solved by parabolic cylinder functions $`D_\lambda (z)`$ . More precisely, the combination that matches the asymptotic solution (22) at $`\tau \mathrm{}`$ is<sup>8</sup><sup>8</sup>8We deal only with the function $`u_+`$, since the study of $`u_{}`$ leads to the same results.
$`u_+(\tau )=A^{}\sqrt{2}\left({\displaystyle \frac{p}{\sqrt{2}}}\right)^{1+ip^2/2}e^{i(\frac{\pi }{4}\frac{p^2}{4})}e^{\pi p^2/8}D_{1ip^2/2}\left(\left(1+i\right)\tau \right)+`$
$`+B^{}\sqrt{2}\left({\displaystyle \frac{p}{\sqrt{2}}}\right)^{ip^2/2}e^{ip^2/4}e^{\pi p^2/8}D_{ip^2/2}((1i)\tau ).`$ (32)
In the above expression, $`A^{}`$ and $`B^{}`$ denote the values of the Bogolyubov coefficients before $`\varphi `$ crosses $`\varphi _{}`$, while the functions which multiply them are *exact* solutions of the *linearized* equation (29). The analytical approximation consists in considering them as solutions of the true evolution equation (11). For $`\tau +\mathrm{}`$ it is convenient to rewrite the solution (32) in terms of two different parabolic cylinder functions<sup>9</sup><sup>9</sup>9This rewriting is always possible since eq. (29) has only two linearly independent solutions.
$`u_+(\tau )=[A^{}{\displaystyle \frac{\sqrt{\pi }pe^{\pi p^2/4}}{\mathrm{\Gamma }\left(1+ip^2/2\right)}}e^{i(\frac{\pi }{4}\frac{p^2}{2}+\frac{p^2}{2}\mathrm{ln}\frac{p^2}{2})}+B^{}e^{\pi p^2/2}]\times `$
$`\times \left\{\sqrt{2}\left({\displaystyle \frac{p}{\sqrt{2}}}\right)^{ip^2/2}e^{ip^2/4}e^{\pi p^2/8}D_{ip^2/2}((1i)\tau )\right\}+`$
$`+[A^{}e^{\pi p^2/2}+B^{}{\displaystyle \frac{\sqrt{\pi }pe^{\pi p^2/4}}{\mathrm{\Gamma }\left(1ip^2/2\right)}}e^{i(\frac{\pi }{4}\frac{p^2}{2}+\frac{p^2}{2}\mathrm{ln}\frac{p^2}{2})}]\times `$
$`\times \left\{\sqrt{2}\left({\displaystyle \frac{p}{\sqrt{2}}}\right)^{1+ip^2/2}e^{i(\frac{\pi }{4}\frac{p^2}{4})}e^{\pi p^2/8}D_{1ip^2/2}((1+i)\tau )\right\}.`$ (33)
In this new expression, the functions within curly brackets correspond to the asymptotic forms at $`\tau =+\mathrm{}`$ of the two terms of the solution (22). The coefficients in front of them give thus the new Bogolyubov coefficients in terms of the old ones.
All this derivation can be easily generalized when productions at successive zeros of the total mass $`m`$ are considered. The only important points are
* a difference in the values of the scale factor $`a`$ and of the derivative $`\varphi ^{}`$ at different $`\eta _i`$’s,
* a change of sign in the transfer matrix (the one which gives the new coefficients in terms of the old ones) whenever $`\varphi `$ crosses $`\varphi _{}`$ from below to above (cfr. the footnote just before eq. (29)), and
* the phase $`e^{\pm i{\scriptscriptstyle \omega _k𝑑\eta }}`$ which accumulates between $`\eta _1`$ and the $`\eta _i`$ considered.
Putting all this together, one has
$`\left(\begin{array}{c}\alpha _n\\ \beta _n^{}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}F_n& H_n\\ H_n^{}& F_n^{}\end{array}\right)\left(\begin{array}{c}\alpha _{n1}\\ \beta _{n1}^{}\end{array}\right)\mathrm{for}n\mathrm{odd},`$
$`H_n`$ $``$ $`H_n\mathrm{for}n\mathrm{even},`$ (34)
where $`a_n,\beta _n`$ are the values of the Bogolyubov coefficients after the $`n`$-th production, and where
$`F_n`$ $`=`$ $`\sqrt{1e^{\pi p_n^2}}e^{i(\frac{\pi }{4}\mathrm{arg}\mathrm{\Gamma }(ip_n^2/2)+\frac{p_n^2}{2}\mathrm{ln}(p_n^2/2)p_n^2/2)},`$
$`H_n`$ $`=`$ $`e^{\pi p_n^2/2}e^{2i_{\eta _1}^{\eta _n}\omega _k𝑑\eta },|F_n|^2+|H_n|^2=1.`$ (35)
We remind that $`p_n=k/\sqrt{g|\varphi _n^{}|a_n}`$.
If one starts with no fermions at the beginning, one may choose $`\alpha _0=1,\beta _0=0`$. Then, applying successive times the “transfer” matrix (34), one can get the spectrum of fermions produced after every $`\eta _n`$.
Of course our calculation reproduces the result
$$N_1=|\beta _1|^2=e^{\pi p_1^2}$$
(36)
reported in ref. .
We numerically integrated the evolution equations for $`u_\pm `$, $`\varphi `$, and the scale factor $`a`$.<sup>10</sup><sup>10</sup>10Our starting point is at $`\varphi (0)=0.28M_p`$, short after inflation, $`\varphi ^{}(0)=0.15M_pm_\varphi `$ (as follows from a numerical evaluation of the inflaton alone during inflation), and $`a(0)=1`$. The results obtained with the analytical expression (34) are always in very good agreement with the numerical ones. Just to give a couple of examples, we present here two cases at different regimes (we show them only with illustrative purpose, and the values of the parameters chosen have no particular importance). In figure 1 we present the spectrum of the fermions after two productions, that is after one complete oscillation of the inflaton field. In analogy with the bosonic case, we measure the strength of the coupling inflaton-fermions with the quantity $`qg^2\varphi _0^2/\left(4m_\varphi ^2\right)`$, where $`\varphi _00.28M_p`$ is the value of the inflaton at the beginning of reheating. In figure 1 we choose $`q=10^8`$, while we fix the bare fermion mass to be $`m_X=100m_\varphi `$. In figure 2 we show instead the resulting spectrum after $`7`$ productions in the case $`q=10^4`$, $`m_X=4m_\varphi `$.
## 4 Production in a non-expanding Universe
In the bosonic case, the study of the non-perturbative production in a non-expanding Universe has proven very useful in understanding the effects of the production. It is shown in ref. that the bosonic wave function satisfies the Mathieu equations, whose solutions are characterized by resonance bands (in momentum space) of very “explosive” and efficient production. It is then shown that, due to the expansion of the Universe, modes of a given comoving momentum $`k`$ cross several resonance bands during the evolution. This gives the creation the stochastic character described in the work . In ref. it is understood that an analogous behavior occurs also for fermions. The expansion is expected also in this case to spoil the clear picture of distinct resonance bands. This fact may help the transfer of energy to fermions, since the resonance bands in the fermionic case are anyhow limited by the Pauli principle. The expansion allows thus new modes to be occupied, and the production is no longer limited to the regions of resonance. In ref. it is stated that the production should then almost completely fill the whole Fermi sphere up to a maximal momentum $`k_{\mathrm{max}}`$. This behavior is confirmed by the numerical results of the work . In this section we will see that our analytical formulae can reproduce the resonance bands, while in the next one we will discuss the effects of the expansion of the Universe.
Let us consider the matrices (we drop the index $`n`$ in the matrix elements since all the $`p_n`$’s have now the same value $`p`$)
$`M=\left(\begin{array}{cc}F& G\\ G& F^{}\end{array}\right),T_1=\left(\begin{array}{cc}e^{i\vartheta _1^2}& 0\\ 0& e^{i\vartheta _1^2}\end{array}\right),T_2=\left(\begin{array}{cc}e^{i\vartheta _2^3}& 0\\ 0& e^{i\vartheta _2^3}\end{array}\right),`$ (37)
with $`Ge^{\pi p^2/2}`$ and $`\vartheta _i^j_{\eta _i}^{\eta _j}\omega _k𝑑\eta `$ ($`F`$ was defined in the previous section).
Without the expansion of the Universe, the inflaton field has the periodic evolution
$$\varphi (\eta t)=\varphi _0\mathrm{cos}\left(m_\varphi \eta \right),$$
(38)
and all the $`\vartheta _i^j`$ (34) are hence sums of $`\vartheta _1^2`$ and $`\vartheta _2^3`$ (remember the $`\eta _i`$ are the moments at which the total fermionic mass vanishes).
After the generic $`n`$-th complete oscillation one thus has
$$\left(\begin{array}{c}\alpha _{2n}\\ \beta _{2n}^{}\end{array}\right)=\left(\begin{array}{cc}e^{i\vartheta _1^{2n+1}}& 0\\ 0& e^{i\vartheta _1^{2n+1}}\end{array}\right)T_2M^TT_1M\mathrm{}T_2M^TT_1M\left(\begin{array}{c}1\\ 0\end{array}\right)$$
(39)
with the combination $`\widehat{O}T_2M^TT_1M`$ repeated $`n`$ times.
One has thus simply to study the eigenvalue problem for $`\widehat{O}`$ (notice $`det\widehat{O}=1`$). This operator has the form
$`\widehat{O}`$ $`=`$ $`\left(\begin{array}{cc}A& B\\ B^{}& A^{}\end{array}\right),`$
$`A`$ $`=`$ $`F^2e^{i\left(\vartheta _1^2+\vartheta _2^3\right)}+G^2e^{i\left(\vartheta _1^2\vartheta _2^3\right)},`$
$`B`$ $`=`$ $`FGe^{i\left(\vartheta _1^2+\vartheta _2^3\right)}F^{}Ge^{i\left(\vartheta _1^2\vartheta _2^3\right)}`$ (40)
and its eigenvalues are $`\lambda _{1,2}=e^{\pm i\mathrm{\Lambda }}`$ with $`\mathrm{cos}\mathrm{\Lambda }=ReA`$.
Rewriting the initial condition $`\left(\begin{array}{c}1\\ 0\end{array}\right)`$ in terms of the eigenvectors of $`\widehat{O}`$ and substituting in formula (39), one gets the number of produced fermions
$$N_n=|\beta _n|^2=\frac{|B|^2}{1\left(\mathrm{Re}A\right)^2}\mathrm{sin}^2\left(n\mathrm{\Lambda }\right)=\frac{|B|^2}{\mathrm{sin}^2\mathrm{\Lambda }}\mathrm{sin}^2\left(n\mathrm{\Lambda }\right)$$
(41)
after the complete $`n`$-th oscillation.<sup>11</sup><sup>11</sup>11In ref. it is said that it is possible to extract the average over one period of the occupation number from the knowledge of the solution of eq. (11) with initial conditions $`u_+\left(\eta _0\right)=1,u_+^{}\left(\eta _0\right)=0`$. The matching of this procedure with our formulae (22) and (40) gives the average time evolution (in our notation) $`\overline{N}(t)=|B|^2\mathrm{sin}^2[(\pi \mathrm{\Lambda })t/T]/\mathrm{sin}^2[\pi \mathrm{\Lambda }]`$, where $`T`$ is the period of one oscillation. Clearly, this result coincides with our eq. (41) at any given complete oscillation.
We notice the presence of the envelope function
$$\stackrel{~}{E}\frac{|B|^2}{1\left(ReA\right)^2}=\frac{1|A|^2}{1\left(ReA\right)^2}$$
(42)
which modulates the oscillating function $`\mathrm{sin}^2(n\mathrm{\Lambda })`$.
With increasing $`n`$ this last function oscillates very rapidly and can be at all effects averaged to $`1/2`$. One is thus left with the envelope function which shows the presence of resonance bands. The resonance bands occur where $`A`$ is real and $`\stackrel{~}{E}1`$. It is easy to understand that their width exponentially decreases with increasing momenta $`k`$. To see this, let us consider the behavior of $`\stackrel{~}{E}`$ at high momenta. In this regime, the function $`A`$ is given by
$$A(1e^{\pi p^2})e^{i\varphi _A},p=\frac{k}{\sqrt{g|\varphi _{}^{}|}},$$
(43)
where the phase $`\varphi _A`$ can be read from eq. (40). Near to the points where $`\mathrm{cos}\varphi _A=1`$ the envelope function behaves like<sup>12</sup><sup>12</sup>12A completely analogous behavior occurs where $`\mathrm{cos}\varphi _A=1`$.
$$\stackrel{~}{E}\frac{1(1e^{\pi p^2})^2}{1\left(1e^{\pi p^2}\right)^2\mathrm{cos}^2\varphi _A}\frac{1}{e^{\pi p^2}\left(1\mathrm{cos}\varphi _A\right)+1}.$$
(44)
The width of the band can be defined as the distance between the two successive points at which $`\stackrel{~}{E}=1/2`$. From the last expression it follows that the difference between the phases of $`A`$ in these two points is given by $`\mathrm{\Delta }\alpha =2\sqrt{2}e^{\pi p^2}`$. Since the most rapidly varying term which contributes to the phase of $`A`$ is $`\left(p^2/2\right)\mathrm{log}\left(p^2/2\right)`$, the width of the band can be thus estimated to be
$$\mathrm{\Delta }p\frac{2\sqrt{2}}{p\mathrm{log}\left(p^2/2\right)}e^{\pi p^2}.$$
(45)
We show in figure 3 the envelope of the produced fermions in a static Universe for the parameters $`q=10^6`$ and $`m_X=100m_\varphi `$. The peaks occur where $`A`$ is real and it is confirmed that their width decreases very rapidly at increasing momenta. Due to the fact that the last peaks plotted are indeed very sharp, the resolution of figure 3 does not allow to see their top at $`n_k=1`$.
## 5 Expansion taken into account
As stated in the previous section, the resonance bands disappear when the expansion of the Universe is taken into account. In this section we will show how the occupation number varies when a non-vanishing Hubble parameter is considered. As we have seen in section 2, eqs. (34) and (35) give a very good agreement with the numerical results. On the other hand, the presence of phases in eq. (35) makes the exact analytical treatment of the occupation number impossible. Now, the same observation made in the bosonic case turns very useful also to us: the phases in eq. (35), when the expansion of the Universe is taken into account, are not correlated among themselves. As a result, the final spectra present several high frequency oscillations about some average function. The positions of the peaks of these oscillations depend on the details of the phases. However, the “mean” function can be understood in a surprisingly easy way. Our problem can be treated as one customary does when dealing with the “random walk”. Imagine one has to calculate the quantity
$$S|A_1+A_2+A_3+\mathrm{}+A_n|^2,$$
(46)
where the $`A_i`$ are complex numbers with random phases. The “random walk recipe” indicates that the best estimation of the above quantity is achieved by summing the squares of the terms $`A_i`$, since the mixed products average to zero. The chaoticity of the final spectra for $`n_k`$ suggests that this may also be true in our case, and this is confirmed by comparison with the numerical results.
With this method, eqs. (34) and (35) turn into the much simpler relations
$$\left(\begin{array}{c}|\alpha _n|^2\\ |\beta _n^{}|^2\end{array}\right)=\left(\begin{array}{cc}|F_n|^2& |H_n|^2\\ |H_n|^2& |F_n|^2\end{array}\right)\left(\begin{array}{c}|\alpha _{n1}|^2\\ |\beta _{n1}^{}|^2\end{array}\right),$$
(47)
where we remember
$$|F_n|^2=1e^{\pi p_n^2},|H_n|^2=e^{\pi p_n^2},|F_n|^2+|H_n|^2=1.$$
(48)
Assuming no fermions in the initial state, and applying $`n`$ times this formula, it is easy to see that the occupation number after the $`n`$-th production is given by
$$N_n(k)=\frac{1}{2}\frac{1}{2}\underset{i=1}{\overset{n}{}}\left(12e^{\pi p_i^2}\right).$$
(49)
A similar result holds for preheating of bosons, cfr. where the idea of averaging on almost random phases is first introduced. In the bosonic case, one can exploit the fact that, due to the high efficiency of the production, the occupation number after the $`(n+1)`$-th creation is (almost) proportional to the occupation number after the $`n`$-th one:
$$N_{n+1}\left(k\right)\left(1+2e^{\pi \kappa _n^2}\right)N_n\left(k\right),$$
(50)
where the quantity $`\kappa _n`$ is analogous to our parameter $`p_n`$. This simplification is not possible in our case, since the Pauli principle forbids $`N_n`$ to be sufficiently high. However our final result, eq. (49), is also cast in a very simple and immediate form.
The validity of eq. (49) is confirmed by our numerical investigations, as we show here in one particular case. In figure 4 we compare the behavior of the “mean” function for the spectra with respect to the numerical one. We choose the physical parameters to be $`q=10^4,m_X=4m_\varphi `$, and we look at the results after the $`7`$-th production (this corresponds to the choices made in figure 2). We see that the “mean” function interpolates very well between the maxima and the minima of the numerical spectrum, and that it can indeed be considered as a very good approximation of the actual result.
This is confirmed by figure 5, where we plot (for the same values adopted in figure 4) the quantity $`n_kk^2`$ rather than the occupation number alone. This quantity is of more physical relevance when one is interested in the total energy transferred to the fermions, since the total number density of produced fermions is (apart from the dilution due to the expansion of the Universe, that will be considered only in the final result)
$$N_X=\frac{2}{\pi ^2}𝑑kk^2n_k.$$
(51)
As shown in the plot, the result for $`N_X`$ in the numerical and in the approximated case are in very good agreement.
After checking the validity of the approximation given by the “mean” function, we adopt it to understand how the production scales when different values of the parameters $`q`$ and $`m_X`$ are considered.
Equation (49) allows us to give an analytical estimate of the total amount of energy stored in the fermions after the $`n`$-th production, and in particular after that the whole process of non-perturbative production has been completed. Notice that all the dependence on the physical parameters is in the coefficients
$$z_i\frac{k}{\left(\pi ^{1/2}p_i\right)},$$
(52)
where $`k`$ is the comoving momentum, and the only part we have to determine are the numbers
$$z_i^2=\frac{2\sqrt{q}}{\pi }a\left(\eta _i\right)\frac{\left|\varphi ^{}\left(\eta _i\right)\right|}{\varphi _0}.$$
(53)
Here, and in what follows, we express the dimensionful quantities in units of $`m_\varphi `$, the inflaton mass, apart from the inflaton field $`\varphi `$ that is given in units of $`M_p`$.
We also introduce the ratio $`R2q^{1/2}/m_X`$. This quantity is the most relevant, since it determines the zeros of the total fermionic mass and thus the values of the $`z_i`$’s. Indeed, from eq. (2) we see that the total mass vanishes for $`\varphi _{}=\varphi _0/R`$. It is convenient to study the production in terms of the two independent parameters $`q`$ and $`R`$ (rather than $`q`$ and $`m_X`$) since, at fixed $`R`$, all the spectra are the same provided we rescale $`kq^{1/4}`$ (cfr. eq. (53)).
One can now proceed in two different ways, and we devote the next two subsections to each of them. First, one can evolve the equations for the inflaton field alone and find numerically the values $`z_i`$ for given $`q`$ and $`R`$. Inserting these values in eq. (49) one can get final values for the production which, as we have reported, are very close to the numerical ones. This method allows to get results which average the actual ones, and it has the advantage of being much more rapid than a full numerical evolution.
Alternatively, one can proceed with a full analytical study in order to understand the results given by the first semi-analytical method.
### 5.1 Semi-analytical results
In this subsection we evaluate the analytical formula (49), taking the coefficients $`z_i`$ from a numerical evolution of the inflaton field. As we have said, this method gives results which are very close to the numerical ones, due to the fact that the “mean” function interpolates very well the actual spectra of the produced fermions.
The first thing worth noticing is that, for each choice of $`q`$ and $`R`$, the maximum $`z_i`$ occurs at about half of the whole process of non-perturbative creation. It thus follows that fermions of maximal comoving momenta will be mainly produced at the half of the process. Our semi-analytical evaluations support this idea: the total energy stored in the created fermions increases slowly during the second part of the preheating. To see this, we show in figure 6 the numerical results for the quantity $`N_X=2𝑑kk^2n_k/\pi ^2`$ as function of the number of production. We fix the physical parameters to be $`q=10^6`$ and $`R=30`$, that is $`m_X=67m_\varphi `$. With this choice, the total mass vanishes $`10`$ times, and figure 5 shows the results after each step of this production. We see indeed that the final productions are less efficient than the previous ones.
From eq. (49) it is also possible to show the evolution of the spectra with the number of productions. We do this in figure 7. We choose the same parameters as in figure 6, and we show the results after each complete oscillation of the inflaton field (that is after each two productions). We observe that the production rapidly approaches a step function in the momentum space, i.e. there exists a maximum momentum below which Pauli blocking is saturated (notice that the value $`1/2`$ follows from the average understood in the “mean” function), and above which $`n_k0`$. The fact that the last productions do not contribute much to the total energy is also confirmed.<sup>13</sup><sup>13</sup>13The behavior at small $`k`$ is inessential, since this region does not significantly contribute to the total energy.
We now turn our attention to the total energy transferred to fermions after the whole preheating process is completed. We fix the parameter $`q`$ to the value $`10^6`$ and we investigate how the total integral $`N_X`$ changes with different values for the parameter $`R`$.<sup>14</sup><sup>14</sup>14As reported, the scaling of the final result with $`q`$ at fixed $`R`$ is simply understood from eq. (53). The results are shown in figure 8, for $`R`$ ranging from $`5`$ to $`10000`$. For the last value the total fermionic mass changes sign more than $`3700`$ times and a full numerical evaluation would appear very problematic. This can be done in our case, thanks to the analytical expression (49) found, and our results extend the validity region of the previous full numerical study .
In figure 8, the results of our semi-analytical method are also compared to the full analytical ones of the next subsection. This comparison will be discussed below.
From the scaling of $`N_X`$ with $`R`$ just reported, it is now easy to estimate the total energy transferred to fermions for generic values of $`q`$ and $`R`$. We are interested in comparing our results to the numerical ones of the work . To do so, we consider the ratio between the energy density given to fermions and the one in the inflaton field<sup>15</sup><sup>15</sup>15This ratio should be calculated at a time $`t_{\mathrm{end}}`$ at the end of preheating, when the total fermionic mass stops vanishing. Thus in the denominator of eq. (54) the comoving momentum $`k`$ should be replaced by the physical one $`p=k/a`$, with $`a`$ scale factor of the Universe at $`t_{\mathrm{end}}`$. Analogously, the value $`\varphi _0`$ of the beginning of reheating should be replaced by the one at $`t_{\mathrm{end}}`$. However, both the replacements cancel out in the ratio, since both $`\rho _\chi `$ and $`\rho _\varphi `$ redshift as energy densities of matter.
$$\frac{\rho _X}{\rho _\varphi }=\frac{2m_X}{\pi ^2}𝑑kk^2n_k\frac{2}{m_\varphi ^2\varphi _0^2}.$$
(54)
We present our results in figure 9. We report them in terms of $`q`$ and $`m_X`$, in order to have an immediate comparison to the analogous figure 1 of ref. .
In figure 9, for any fixed $`q`$, the greatest plotted value for $`m_X`$ corresponds to the choice $`R=5`$. We are not interested in extending this limit since we know that for greater $`m_X`$ (actually for values greater than the bound $`m_X\sqrt{q}/2`$) the production suddenly stops. The smallest value plotted for $`m_X`$ (at any fixed value $`q`$) corresponds instead to $`R=10000`$, that is to considering more than $`3700`$ productions in the numerical evaluation of eq. (49).
Our final values are in good agreement with the ones of figure 1 of ref. in the regime of validity of the latter. The numerical results reported in that figure exhibit small fluctuations about an average function $`\rho _X\left(m_X\right)`$. Our results give this average function. This was expected, since the expression that we integrated, eq. (49), interpolates between the maxima and the minima of the numerical spectra.
The numerical results of ref. have a smaller range of validity than the ones here presented. This occurs because the numerical evolution of that work is limited to the first $`20`$ oscillations of the inflaton field, and so fermionic production has not come to its end for small values of $`m_X`$. We confirm that at high values of $`m_X`$ (actually at small values of $`R`$ for any given $`q`$) the production depends very weakly on $`m_X`$. In addition, our results show a decrease of the energy transferred to fermions for smaller values of $`m_X`$. This behavior will be explained in details in the next subsection.
### 5.2 Analytical results
We want now to show that all the results presented in the previous section can be also achieved with a full analytical study of eq. (49).
First of all, we have to estimate the quantities $`z_i`$ given in eq. (53). To do this, it is more convenient to work in terms of the physical time $`t`$: after the first few oscillations, the inflaton evolution is very well approximated by the expression (remember $`t`$ is expressed in units of $`m_\varphi ^1`$, while $`\varphi `$ in units of $`M_p`$)
$$\varphi (t)\frac{1}{\sqrt{3\pi }}\frac{\mathrm{cos}\left(t\right)}{t}.$$
(55)
The scale factor of the Universe follows the “matter-domination” law, and it is well approximated by $`a(t)=t^{2/3}`$.
The values $`t_i`$ are determined by the condition of vanishing of the total mass of the fermions, that is, by making use of eq. (55),
$$\mathrm{cos}\left(t_i\right)=\frac{t_i}{RA},$$
(56)
where we remind $`R(2\sqrt{q})/m_X`$. The parameter $`A(\sqrt{3\pi }\varphi _0)^1`$ is of order one and will not play any special role in what follows. Notice that the last production occurs at $`tRA`$.
Hence, keeping only the dominant contribution to the derivative of $`\varphi `$ with respect to the physical time, we get the expression
$$z_i^2\frac{2\sqrt{q}}{\pi }R^{1/3}A^{4/3}\left(\frac{t_i}{RA}\right)^{1/3}\sqrt{1\left(\frac{t_i}{RA}\right)^2},$$
(57)
where we can assume $`t_ii\pi `$.
Equation (57) exhibits a very good agreement with the numerical evaluation of the same quantity. It also shows that the maximal value for $`z_i`$ is reached at $`t_i=AR/2`$, that is, at half of the whole process of non-perturbative creation. This was anticipated in the previous section, where we showed that the most of the fermionic production occurs in the first part of preheating.
Starting from eq. (57) we can also calculate the number density of produced particles
$$N_X(q,R)=\frac{2}{\pi ^2}𝑑kk^2N(k),$$
(58)
where $`N(k)`$ is obtained from eq. (49) with $`n=n_{\mathrm{max}}=(RA)/\pi `$.
For $`R`$ big enough, the product in eq. (49) can be written as the exponential of an integral. Thus, we obtain
$`N_X`$ $`=`$ $`{\displaystyle \frac{m_X}{4\pi ^3}}\left({\displaystyle \frac{2A^{4/3}}{\pi }}\right)^{3/2}q^{3/4}R^{1/2}\times `$
$`\times {\displaystyle _0^{\mathrm{}}}dtt^2\{1\mathrm{exp}\left[{\displaystyle \frac{RA}{\pi }}{\displaystyle _0^1}dy\mathrm{log}\right|12\mathrm{exp}({\displaystyle \frac{t^2}{y^{1/3}\sqrt{1y^2}}})\left|\right]\},`$
with the substitution $`t=k\sqrt{\pi /\left(2A^{4/3}q^{1/2}R^{1/3}\right)}`$.
The integral in $`dy`$ which appears in eq. (5.2) cannot be calculated analytically. Anyhow, we can approximate it by
$$_0^1𝑑y\mathrm{log}\left|12\mathrm{exp}\left(\frac{t^2}{y^{1/3}\sqrt{1y^2}}\right)\right|g\left(t\right)\mathrm{log}\left|12e^{1.5t^2}\right|,$$
(60)
where $`g(t)`$ is a function of order one that, for our purposes, can be approximated by a constant $`c`$ in the range $`0.5c1`$.
Hence, the integrand within curly brackets in eq. (5.2) rewrites
$$1\left|12e^{1.5t^2}\right|^{c\frac{RA}{\pi }}.$$
(61)
In the large-$`R`$ limit this function approximates a step function, which evaluates to one for
$$\sqrt{\frac{\pi \mathrm{log}2}{2RAc}}t\sqrt{\mathrm{log}\left(\frac{2RAc}{\pi \mathrm{log}2}\right)}$$
(62)
and to zero for the remaining values of $`t`$.
Since the quantity (61) is proportional to the occupation number $`n_k`$, our analytical calculation confirms the usual assumption that, after few oscillations, the fermionic production saturates the Fermi sphere up to a given maximum momentum $`k_{\mathrm{max}}`$. This is also shown in the previous figure 7. However, our derivation gives a different scaling for $`k_{\mathrm{max}}`$ with respect to the previous literature . Indeed, from eq. (62) it follows (apart from proportionality factors)
$$k_{\mathrm{max}}\frac{q^{1/3}}{m_X^{1/6}}\sqrt{\mathrm{log}\left(\frac{q^{1/2}}{m_X}\right)},$$
(63)
which is however quite close to the result given in . We will comment more about the origin of the scaling (63) in the conclusions.
From eqs. (5.2) and (62), we obtain the final expression for the number density of the fermions created during the whole process
$$N_X(q,R)=\frac{1}{3\pi ^2}\left(\frac{2A^{4/3}}{1.5\pi }\right)^{3/2}q^{3/4}R^{1/2}\left[\mathrm{log}\left(\frac{4Ac}{\pi \mathrm{log}2}\frac{q^{1/2}}{m_X}\right)\right]^{3/2}.$$
(64)
We can now go back to figure 8, where this last equation (called “analytical” in the figure) is compared to the result with the semi-analytical method of the previous subsection. In plotting eq. (64) we chose $`c=0.78`$ for the numerical factor involved. As we can see, the final results achieved with the two methods are in very good agreement with each other, thus confirming the validity of the formula (64).<sup>16</sup><sup>16</sup>16The small discrepancy between the two curves can be attributed to the fact that $`c`$ is not exactly constant.
Rewriting eq. (64) in terms of $`q`$ and $`m_X`$ we can draw some conclusions. First, apart from a logarithmic correction, the scaling of the total energy
$$\rho _Xm_XN_Xqm_X^{1/2}\left[\mathrm{log}\left(\frac{4Ac}{\pi \mathrm{log}2}\frac{q^{1/2}}{m_X}\right)\right]^{3/2}$$
(65)
is linear in $`q`$, as generally expected . The dependence of $`\rho _X`$ on $`m_X`$ requires some more care: the threshold value for $`m_X`$ is given by the condition $`R4`$, that is,<sup>17</sup><sup>17</sup>17The number $`4`$ comes from the fact that the value of the inflaton at its first minimum is $`\varphi 0.07M_p`$, while at beginning $`\varphi _0=0.28M_p`$.
$$\left(m_X\right)_{\mathrm{th}}\frac{\sqrt{q}}{2}.$$
(66)
For values of $`m_X`$ not much smaller than $`(m_X)_{\mathrm{th}}`$, the total energy depends very weakly on $`m_X`$, this result being in agreement with the numerical evaluation given in . On the other hand, for values of $`m_X`$ much smaller than $`(m_X)_{\mathrm{th}}`$, the factor $`m_X^{1/2}`$ starts to dominate, and we expect it to determine the scaling of the total energy when $`m_X0`$.
## 6 Backreaction
The results presented so far have been achieved neglecting the backreaction of the produced fermions on the evolution of the inflaton field and on the scale factor. This is a common approximation, since a more complete treatment (especially an analytical one) of the whole phenomenon is a very difficult task. However, the effects of the backreaction can be understood to a good degree of accuracy in the Hartree approximation.
For what concerns preheating of fermions, the Hartree approximation consists in taking into account the term
$$g\overline{X}X$$
(67)
into the evolution equations for the inflaton and the scale factor. The equation for the field $`\varphi `$ thus rewrites (in physical time)
$$\ddot{\varphi }+3H\dot{\varphi }+m_\varphi ^2\varphi +g\overline{X}X=0.$$
(68)
The study of this effect has been performed numerically in ref. , where it is shown that backreaction starts to be important for $`q>q_b10^810^{10}`$. Figure 7 of that work shows how the evolution of the inflaton field $`\varphi `$ is modified when backreaction is considered and $`q`$ is sufficiently high. First, one observes that the amplitude of the oscillations of the inflaton is very damped already after the first production. This effect is the most obvious one, since the term (67) takes into account the decay of the inflaton into fermion-antifermion pairs, while in its absence the equation for $`\varphi `$ considers only the damp due to the expansion of the Universe. The second feature that emerges from the evolution performed in ref. is that at the beginning the field $`\varphi `$ does not oscillate about the minimum of the potential $`V=m_\varphi ^2\varphi ^2/2`$, but about the point $`\varphi _{}`$ where the total fermionic mass vanishes. Moreover, the frequency of these oscillations is higher than $`m_\varphi `$.
These last two effects are due to the change in the effective potential for $`\varphi `$ induced by the term (67), and disappear when the quantity $`\overline{X}X`$ is decreased by the expansion of the Universe. Their net effect is to render the whole mechanism of preheating more efficient, since the rise in the frequency of the oscillations of $`\varphi `$ increases the number of productions of fermions. In ref. it is indeed shown that for $`q=10^8`$ the total production is about $`5\%`$ larger than the one without backreaction, while for $`q=10^{10}`$ the increase is about $`50\%`$.
We now briefly study the evolution of the inflaton $`\varphi `$ under eq. (68) by means of the analytical results presented above. We show that even a very approximate analysis confirms the numerical result that indicates in $`q10^810^{10}`$ the threshold above which backreaction should be considered.
To begin on, the term (67) needs to be normal ordered. Doing so, one gets
$$\overline{X}X=\frac{2}{\left(2\pi a\right)^3}d^3𝐤\left(1+\frac{ma}{\omega }|u_{}|^2\right).$$
(69)
In terms of the Bogolyubov coefficients, this quantity evaluates to
$$\overline{X}X=\frac{4}{\left(2\pi a\right)^3}d^3𝐤\left[|\beta |^2\frac{am}{\omega }+Re\left(\alpha \beta \frac{k}{\omega }e^{2i{\scriptscriptstyle \omega 𝑑\eta }}\right)\right].$$
(70)
We see that $`\overline{X}X`$ vanishes for $`\beta =0`$. This is obvious, since backreaction starts only after fermions are produced. Some approximations can render eq. (70) more manageable. First, we notice that the oscillating term in the exponential averages to very small values the integral of the second term in square brackets. Second, we see that $`k|am|`$ where $`\beta _k`$ is significantly different from zero. From both these considerations, the integrand in eq. (70) can be approximated (up to the sign of $`m`$) by the occupation number $`|\beta |^2`$, so that the whole effect is (approximatively) proportional to the number of produced fermions.
The numerical results of ref. show that, for the values of $`q`$ for which the backreaction is to be considered, its effects can be seen already in the first oscillation of the inflaton field. Since we are only interested in estimating the order of magnitude of $`q_b`$, we thus concentrate on the first oscillation of $`\varphi `$, neglecting the expansion of the Universe in this short interval.
With all these approximations, eq. (68) rewrites
$$y^{\prime \prime }+y+10^{12}q^{5/4}\frac{m}{|m|}=0,$$
(71)
where we have rescaled $`y\varphi /\varphi _0`$ and we remind that the time is given in units of $`m_\varphi ^1`$.
This equation is very similar to the one obtained in the bosonic case . The last term changes sign each time $`m=0`$ and, when sufficiently high, forces the inflaton field to oscillate about the point $`\varphi _{}`$ at which the total fermionic mass vanishes. It is also responsible for the increase of the frequency of the oscillations. To see this, we assume that this term dominates over the second one of eq. (71) and we solve it right after the first fermionic production at the time $`t_1`$. In the absence of the second term, eq. (71) is obviously solved by a segment of parabola until the time $`t_2t_1+2|y^{}\left(t_1\right)|/\left(q^{5/4}10^{12}\right)`$ at which $`m`$ vanishes again and the last term of eq. (71) changes sign. As long as the second term of eq. (71) can be neglected, the inflaton evolution proceeds along segments of parabola among successive zeros of the mass $`m`$. The “time” duration of these segments is expected to be of the same order of the first one, since the successive fermionic productions balance the decrease of $`\overline{X}X`$ due to the expansion of the Universe.<sup>18</sup><sup>18</sup>18However, after the first part of the process, the production looses its efficiency and the expansion of the Universe dominates. As we have said, the term $`\overline{X}X`$ can then be neglected and the inflaton starts oscillating about the minimum of the tree level potential.
The period of these oscillations can thus be roughly estimated to be $`T2\left(t_2t_1\right)`$. We see that, for $`q10^9`$, this period is smaller than the one that the inflaton oscillations would have neglecting backreaction. Since this increase of the frequency is the main responsible for the higher fermionic production, the result $`q_b10^9`$ can be considered our estimate for the value of $`q`$ above which backreaction should be taken into account.
This result, although obtained with several approximations, is in agreement with the numerical one of ref. .
## 7 Conclusions
Preheating of fermions and bosons present several analogies. In both cases, especially when one is interested in the production of very massive particles, the creation occurs for very short intervals of time, during which the frequency of the particles varies non adiabatically and their occupation number cannot be defined. This strong similarity can be exploited to extend to the fermionic case the formalism developed in ref. for the analytical study of preheating of bosons. This was first done in ref. , where the result for the particles created in the first production is reported. When one wants to consider the successive productions, a more detailed analysis is necessary. This has been the object of the first part of the present work. The formulae that we obtained, valid for an arbitrary number of productions, give a very good agreement with the numerical results, as some examples provided manifest.
Another strong similarity between the two phenomena is that in both cases the production would occur only through resonance bands (in momentum space) was not for the expansion of the Universe. For what concerns fermions, this feature was first studied in ref. , where production in a static Universe is considered. As it is well known, the expansion of the Universe removes the resonance bands and, as a result, this allows the fermionic production to saturate the whole Fermi sphere up to a maximal momentum $`k_{\mathrm{max}}`$. Our analytical results confirm both the presence of the resonance bands in the static case (where our formulae considerably simplify) and their disappearance when the expansion is considered.
Rather than the detailed form of the spectrum, a quantity which may be of more physical interest is the total energy of the produced particles. The analogy with the bosonic case turns useful also in this regard. In the final spectra one notices the presence of some maxima and minima, whose exact position is determined by the detailed knowledge of the phases of the Bogolyubov coefficients (adopted in the analytical derivation) after each production. However, due to the expansion of the Universe, these phases are effectively uncorrelated among themselves. This gives the production a stochastic character which is responsible for the disappearance of the resonance bands. Averaging over these phases, it is possible to get an analytical function for the mean occupation number. For what concerns preheating of bosons, the results are simplified by the fact that, in the region of very efficient production, the mean occupation number after a given production is proportional to the mean occupation number of the previous one. This assumption is not possible in the fermionic case, since the Pauli principle prevents the occupation number to exceed $`1`$. However, it is remarkable that also for fermions the final result can be cast in a very simple and readable form.
The analytical formula for the mean occupation number confirms the saturation of the Fermi sphere (times the factor $`1/2`$ which comes from the average) up to a momentum $`k_{\mathrm{max}}`$. In order to get this quantity, it is sufficient to know the derivative of the inflaton field and the value of the scale factor at the points where the productions occur. These values can be calculated numerically evolving the equations for the inflaton field alone (at least when backreaction is neglected), or analytically. The former possibility is much more rapid than a full numerical computation, since one does not have to consider the equations for the fermions. Moreover, its results agree very well with the full numerical ones . Thanks to the increase in the rapidity, this evaluation (that is called “semi-analytical” in the present work) allows to get results with a more extended range of validity with respect to the previous full numerical ones.
The results provided in this way can also be achieved with a full analytical study. From both these methods, we deduce that the ratio $`\rho _X/\rho _\varphi `$ scales as
$$\frac{\rho _X}{\rho _\varphi }qm_X^{1/2}\left[\mathrm{log}\frac{q^{1/2}}{m_X}\right]^{3/2},$$
(72)
up to $`\left(m_X\right)_{\mathrm{th}}\sqrt{q}/2`$.
For $`m_X`$ not too smaller than $`\left(m_X\right)_{\mathrm{th}}`$ this scaling is in good agreement with the one $`\rho _X/\rho _\varphi q`$ of the numerical work . However, we see that the density of produced fermions decreases at smaller values of $`m_X`$.
We would like to conclude our work showing that the scaling (72) can be also achieved from very immediate considerations. As we said, preheating of fermions saturates a Fermi sphere in momentum space up to a maximal momentum $`k_{\mathrm{max}}`$. From the analytical formula (47), we notice that at high momenta $`k`$ the occupation number is well approximated by
$$N_n(k)\underset{i=1}{\overset{n}{}}e^{k^2/z_i^2},$$
(73)
where we remember $`z_iq^{1/4}a^{1/2}\left(\eta _i\right)|\varphi ^{}\left(\eta _i\right)|^{1/2}`$.
In this last equation, we replace all the parameters $`z_i`$ with a mean value $`\overline{z}`$, so that $`N_nn\mathrm{exp}\left(k^2/\overline{z}^2\right)`$. The scaling of $`\overline{z}`$ with the physical parameters $`q`$ and $`m_X`$ follows from the scaling of all the $`z_i`$. The maximal momentum $`k_{\mathrm{max}}`$ is thus expected to scale as the quantity $`z_i(\mathrm{log}n)^{1/2}`$. Considering now the evolution of the inflaton field in physical time $`t`$, we notice that both the number $`n`$ of productions and the times $`t_i`$ at which they occur are proportional to the parameter $`R=q^{1/2}/(2m_X)`$. Moreover, we see that the $`z_i`$’s scale as
$$z_iq^{1/4}a_i\left[\frac{d\varphi }{dt}|_i\right]^{1/2}q^{1/4}t_i^{2/3}\frac{1}{t_i^{1/2}}q^{1/4}R^{1/6}.$$
(74)
We thus get $`k_{\mathrm{max}}q^{1/4}R^{1/6}[\mathrm{log}R]^{1/2}`$, from which (remember $`\rho _Xm_Xk_{\mathrm{max}}^3`$) the scaling (72) simply follows.
###### Acknowledgments.
We would like to thank Antonio Riotto for some suggestions and for very useful discussions.
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# REFERENCES
## Abstract
It is known that the gravitational collapse of a dust ball results in naked singularity formation from an initial density profile which is physically reasonable. In this paper, we show that explosive radiation is emitted during the formation process of the naked singularity.
Department of Physics Kyoto University
KUNS-1623
Naked Singularity Explosion
Tomohiro Harada <sup>*</sup><sup>*</sup>* Electronic address: harada@tap.scphys.kyoto-u.ac.jp , Hideo Iguchi Electronic address: iguchi@tap.scphys.kyoto-u.ac.jp
Department of Physics, Kyoto University,
Kyoto 606-8502, Japan
and
Ken-ichi Nakao Electronic address: knakao@sci.osaka-cu.ac.jp
Department of Physics, Osaka City University,
Osaka 558-8585, Japan
It is known that the gravitational collapse of an inhomogeneous dust ball results in shell-focusing naked singularity formation . It has been also shown that the naked singularity formation is possible from the spherical collapse of a perfect fluid with a very soft equation of state . Moreover, a kind of runaway collapse in Newtonian gravity is similar to the naked singularity formation in general relativity in many respects. These strongly suggest that the gravitational collapse will often involve drastic growth of spacetime curvature outside the event horizon.
From this point of view, a number of researchers have examined emission during the naked singularity formation. In classical theory, Nakamura, Shibata and Nakao suggested that the forming naked singularity in the collapse of a prolate spheroid may be a strong source of gravitational waves. Recently, Iguchi, Nakao and Harada and Iguchi, Harada and Nakao examined the behavior of nonspherical linear perturbations of the spherical dust collapse. They reported rather milder instability in .
Hawking showed that thermal radiation is emitted from the gravitational collapse to a black hole by quantum effects. In the formation of a globally naked singularity, the spacetime curvature grows unboundedly and the strongly curved region can be seen by a distant observer, unlike in the formation of a black hole. This fact suggests that the forming naked singularity may be a strong source of radiation owing to quantum effects. In this context, Ford and Parker calculated the radiation during the formation of a shell-crossing naked singularity and found that the luminosity is finite. This will be because the shell-crossing singularity is very weak. It is known that the shell-focusing singularity is stronger than the shell-crossing singularity. Hiscock, Williams and Eardley showed the diverging luminosity during the formation of the shell-focusing singularity in the spherically symmetric, self-similar collapse of a null dust. Barve, Singh, Vaz and Witten also showed the diverging luminosity during the shell-focusing singularity in the self-similar collapse of a dust ball. See also .
The last two examples in which the diverging luminosity is emitted are self-similar collapse. However, the self-similar collapse is a particular solution among gravitational collapse solutions in general relativity. Moreover, it is uncertain whether or not the central part of the realistic spherical collapse with nonzero pressure tends to be self-similar in strong-gravity regime such as shell-focusing singularity formation (cf. ). For the self-similar collapse of a dust ball, it has been shown that the redshift at the center diverges to infinity and that the curvature strength of the naked singularity is very strong. In fact, it is known that this solution does not allow an initial density profile which is a $`C^{\mathrm{}}`$ function with respect to the local Cartesian coordinates. For $`C^{\mathrm{}}`$ case, the features are much different. The redshift is finite and the curvature strength is not very strong . Though Einstein equation does not require such strong differentiability of initial data, we usually set such initial data in most astrophysical numerical simulations. We should also comment that this model of the collapsing dust ball will be valid until perturbations sufficiently grow due to the reported mild instability. In this paper, we examine radiation during the naked singularity formation in the collapse of an inhomogeneous dust ball from an initial density profile which is a $`C^{\mathrm{}}`$ function. We use the units in which $`G=c=\mathrm{}=1`$.
We consider both minimally and conformally coupled massless scalar fields in four dimensional spacetime which is spherically symmetric and asymptotically flat. Let $`u`$ and $`v`$ be null coordinates such that they are written as $`uTR`$ and $`vT+R`$ in the asymptotic region with the quasi-Minkowskian spherical coordinates $`(T,R,\theta ,\varphi )`$. An outgoing null ray $`u=\text{const}`$ arriving on $`\mathrm{}^+`$ can be traced back through the geometry becoming an incoming null ray $`v=\text{const}`$ originating from $`\mathrm{}^{}`$ with $`v`$. This gives the relation between $`u`$ and $`v`$ and we define the function $`G(u)`$ by $`vG(u)`$. Here, we assume that geometrical optics approximation is valid, which implies that the trajectory of the null ray gives a surface of a constant phase of the scalar field. Then, the luminosity $`L_{lm}`$ for the minimally coupled scalar field and the luminosity $`\widehat{L}_{lm}`$ for the conformally coupled scalar field for fixed $`l`$ and $`m`$ are given through the point-splitting regularization as
$$L_{lm}=\frac{1}{48\pi }\left(\frac{G^{\prime \prime }}{G^{}}\right)^2\frac{1}{24\pi }\left(\frac{G^{\prime \prime }}{G^{}}\right)^{},\widehat{L}_{lm}=\frac{1}{48\pi }\left(\frac{G^{\prime \prime }}{G^{}}\right)^2.$$
(1)
This implies that the luminosity depends on how the scalar field couples with gravity. However, if $`G^{\prime \prime }/G^{}|_{u=a}=G^{\prime \prime }/G^{}|_{u=b}`$ holds, the amounts of the radiated energy during $`aub`$ for the both fields are the same. We should note that the geometrical optics approximation is only valid for smaller $`l`$. Hereafter we omit the suffix $`l`$ and $`m`$. It is noted that these results are free of ambiguity coming from local curvature because the regularization is done in flat spacetime.
The spherically symmetric collapse of a dust fluid is exactly solved . The solution is called the Lemaître-Tolman-Bondi (LTB) solution. For simplicity, we assume the marginally bound collapse. The metric is given by
$$ds^2=dt^2+R_{,r}^2(t,r)dr^2+R^2(t,r)d\mathrm{\Omega }^2$$
(2)
in the synchronous comoving coordinates with $`d\mathrm{\Omega }^2d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2`$. The energy density is given by
$$ϵ=\frac{F^{}(r)}{8\pi R^2R_{,r}},$$
(3)
where $`F(r)`$ is equal to twice the Misner-Sharp mass. We rescale the radial coordinate $`r`$ as $`R(0,r)=r`$. Then, $`R`$ is given as
$$R=r\left(1\frac{3}{2}\sqrt{\frac{F}{r^3}}t\right)^{2/3}.$$
(4)
The singularity occurs at the time $`t_s(r)(2/3)\sqrt{r^3/F}`$. We denote the time of occurrence of singularity at the center as $`t_0t_s(0)`$. From Eq. (3), if we require that an initial density profile at $`t=0`$ is a $`C^{\mathrm{}}`$ function with respect to the local Cartesian coordinates, $`F(r)`$ is expanded around $`r=0`$ as
$$F(r)=F_3r^3+F_5r^5+F_7r^7+\mathrm{},$$
(5)
where we assume that $`F_3`$ is positive. If we assume the marginally bound collapse and the mass function as Eq. (5), then the central shell-focusing singularity is naked if and only if $`F_5`$ is negative . At an arbitrary radius $`r=r_{sf}`$, the LTB spacetime can be matched with the Schwarzschild spacetime
$$ds^2=\left(1\frac{2M}{R}\right)dT^2+\left(1\frac{2M}{R}\right)^1dR^2+R^2d\mathrm{\Omega }^2,$$
(6)
with $`M=F(r_{sf})/2`$. The relation between $`T`$ and $`t`$ is given at $`r=r_{sf}`$ as
$$T=t\frac{2r^{3/2}}{3\sqrt{2M}}2\sqrt{2MR}+2M\mathrm{ln}\frac{\sqrt{R}+\sqrt{2M}}{\sqrt{R}\sqrt{2M}}.$$
(7)
The null coordinates $`u`$ and $`v`$ in the Schwarzschild spacetime are defined as
$$uTR_{},vT+R_{}$$
(8)
with $`R_{}R+2M\mathrm{ln}[(R/2M)1]`$.
We can determine the function $`G`$ by solving the trajectories of outgoing and ingoing null rays in the dust and calculating $`u`$ and $`v`$ through Eq. (8) at the time when the outgoing and ingoing null rays reach the surface boundary. The trajectories of null rays in the dust are given by the following ordinary differential equation
$$\frac{dt}{dr}=\pm R_{,r},$$
(9)
where the upper and lower signs denote outgoing and ingoing null rays, respectively. We have numerically solved Eq. (9) by the Runge-Kutta method of the fourth order. We have carried out the quadruple precision calculation for retaining accuracy. We have chosen the mass function as $`F(r)=F_3r^3+F_5r^5`$. We find that the central singularity is globally naked for very small $`r_{sf}`$ if we fix the value of $`F_3`$ and $`F_5`$. Although we have calculated several models, we only display the numerical results for the model with $`F_3=1`$, $`F_5=2`$ and $`r_{sf}=0.02`$ in an arbitrary unit because the features are the same if the singularity is globally naked. The total gravitational mass $`M`$ is given by $`M=3.9968\times 10^6`$ for this model.
See Fig. 1. We define $`u_0`$ as the retarded time of the earliest light ray which originates from the singularity. In Fig. 1(a), the first derivative $`G^{}(u)`$ is plotted. This shows that $`G^{}(u)`$ does not diverge but converge to some positive value $`A`$ with $`0<A<1`$. In Fig. 1(b), it is found that the second derivative $`G^{\prime \prime }(u)`$ does diverge as $`uu_0`$. This figure shows that the behaviors of growth of $`G^{\prime \prime }(u)`$ are different each other for $`10^4u_0u`$ and for $`0<u_0u10^4`$. For $`10^4u_0u`$ , the dependence on $`u`$ is written as $`G^{\prime \prime }(u)^2`$, while, for $`0<u_0u10^4`$, the dependence is written as $`G^{\prime \prime }(u_0u)^{1/2}`$. Here we determine a dimensionful constant of proportion by physical consideration. We assume that the early time behavior is due to the collapse of the dust as a whole while the late time behavior is due to the growth of the central curvature. This assumption will be justified later. First we should note that the coefficient must be written using the initial data because it must not depend on time. Next we should note that we can regard any $`t=\text{const}<t_0`$ hypersurface as an initial hypersurface. Therefore, the coefficient must be independent of the choice of an initial slice. For the early time behavior, the only possible quantity is the gravitational mass $`M`$ of the dust cloud. For the late time behavior, the only possible quantity is $`\omega _sl_0^6/t_0^7=(3/2)^7F_3^{13/2}(F_5)^3`$, where $`t_0`$ is given as $`t_0=(2/3)F_3^{1/2}`$ and $`l_0`$ denotes the scale of inhomogeneity defined as $`l_0(F_5/F_3)^{1/2}`$. We call $`\omega _s`$ a singularity frequency. The $`\omega _s`$ is independent of the choice of an initial slice because the mass function $`F(r)`$ is written in terms of $`R`$ as
$$F(r)=F_3\left(\frac{t_0t}{t_0}\right)^2R^3+F_5\left(\frac{t_0t}{t_0}\right)^{13/3}R^5+\mathrm{},$$
(10)
around the center. Thus, we can write $`G^{\prime \prime }f_eM(u)^2`$ for $`uM`$, and $`G^{\prime \prime }f_lA\omega _s^{1/2}(u_0u)^{1/2}`$ for $`0<u_0u\omega _s^1`$, where $`f_e`$ and $`f_l`$ are dimensionless positive constants of order unity. The turning point from the early time behavior to the late time behavior is roughly estimated as $`u_0u(M\omega _s)^{2/3}\omega _s^1`$. These estimates show a good agreement with the numerical results.
Let us consider the luminosity which is calculated by Eq. (1). The numerical results are displayed in Fig. 2. We can also write an analytic expression for the luminosity using Eq. (1). In Fig. 1(a), we can find $`G^{}A`$ for the late time behavior. Then, the luminosity for the late time behavior is obtained as
$$L\frac{1}{48\pi }f_l\omega _s^{1/2}(u_0u)^{3/2},\widehat{L}\frac{1}{48\pi }f_l^2\omega _s(u_0u)^1.$$
(11)
Therefore the luminosity diverges to positive infinity for the both fields as $`uu_0`$. The radiated energy is obtained by integrating the luminosity with $`u`$. The radiated energy for the late time behavior is estimated as
$$E\frac{1}{24\pi }f_l\omega _s^{1/2}(u_0u)^{1/2},\widehat{E}\frac{1}{48\pi }f_l^2\omega _s\mathrm{ln}\frac{(M\omega _s)^{2/3}}{\omega _s(u_0u)}.$$
(12)
Therefore, the amounts of the total radiated energy diverge to positive infinity for the both fields as $`uu_0`$. In realistic situations, we may assume that the naked singularity formation is prevented by some mechanism and that the quantum particle creation is ceased at the time $`u_0u\mathrm{\Delta }t`$, which implies that $`G^{\prime \prime }/G^{}`$ vanishes for $`u_0u\mathrm{\Delta }t`$. Then, the second term in the expression of the luminosity $`L`$ gives no contribution to the total radiated energy. Therefore, the amounts of the total energy for the both fields are the same, i.e.,
$$E=\widehat{E}\frac{1}{48\pi }f_l^2\omega _s\mathrm{ln}\frac{(M\omega _s)^{2/3}}{\omega _s\mathrm{\Delta }t}.$$
(13)
From the numerical results and physical discussion above, we obtain the following formula for the late time behavior
$$G(u)A(uu_0)\frac{4}{3}Af_l\omega _s^{1/2}(u_0u)^{3/2}+\text{const}.$$
(14)
For comparison and for a test of our numerical code, we have also calculated the function $`G`$ for the Oppenheimer-Snyder (OS) collapse to a black hole which is given by $`F(r)=F_3r^3`$. We only display the numerical results for the model with $`F_3=1`$ and $`r_{sf}=0.02`$ in an arbitrary unit. $`M`$ is given by $`M=4\times 10^6`$ for this model. The results are plotted also in Figs. 1 and 2. Because we cannot define $`u_0`$ for the OS spacetime, we plot the numerical results by setting $`u_0=0`$. For $`u>0`$, the numerical results show the well-known behavior
$`G(u)`$ $``$ $`\text{const}\mathrm{exp}\left({\displaystyle \frac{u}{4M}}\right)+v_h,`$ (15)
$`L`$ $``$ $`\widehat{L}{\displaystyle \frac{1}{768\pi M^2}},`$ (16)
where the ingoing null ray with $`v_h`$ is reflected to the outgoing null ray which is on the event horizon. The numerical results of $`L`$ and $`\widehat{L}`$ for the OS collapse show a good agreement with Eq. (16). In Figs. 1 and 2, we can find that the assumption concerning the early time and late time behaviors is justified.
If a back reaction of quantum effects would not become important until a considerable fraction of the total energy of the system is radiated away, the emitted energy could amount to $`E10^{54}(M/M_{})\text{erg}`$. Thus, the naked singularity explosion would be a new candidate for a source of ultra high energy cosmic rays. It may also be a candidate for the central engine of a gamma ray burst. In order to study such possibilities, we need to transform the obtained intrinsic quantities to observed quantities by taking possible reactions of created energetic particles into consideration. It is noted that, since we have obtained the formula for the late time behavior of the function of $`G(u)`$, we can determine the spectrum of the radiation and thereby estimate the validity of the geometrical optics approximation. We are now obtaining positive evidences for the consistency .
We are grateful to H. Sato for his continuous encouragement. We are also grateful to T. Nakamura, H. Kodama, T.P. Singh, A. Ishibashi and S.S. Deshingkar for helpful discussions. We thank N. Sugiura for careful reading the manuscript. This work was supported by the Grant-in-Aid for Scientific Research (Nos. 9204 and 11640273) and for Creative Basic Research (No. 09NP0801) from the Japanese Ministry of Education, Science, Sports and Culture.
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# Fedosov Deformation Quantization as a BRST Theory.
## 1. Introduction
Different trends are recognized among the approaches to quantization of systems whose classical mechanics is based on the Poisson bracket. In physics, the quantization strategy evolves, in a sense, in the opposite direction to the main stream developing in mathematics. From the physical viewpoint, the phase manifold is usually treated as a constraint surface in a flat manifold or in a manifold whose geometric structure is rather simpler than that of constraint surface. And the efforts are not directed to reduce the dynamics on the curved shell before quantization. The matter is that the physical models should usually possess an explicit relativistic covariance and space-time locality, whereas the reduction to the constraint surface usually breaks both. So, the main trend in physics is to quantize the system as it originally occurs, i.e. with constraints. The reduction is achieved in quantum theory by means of restrictions imposed to the class of admissible observables and states. The most sophisticated quantization scheme developed in this direction is the BFV method (for review see ) based on the idea of the BRST symmetry. The method allows, in principle, to quantize any first class constraint theory, with the exception of the special case of the so-called infinitely reducible constraints. As to the second class constrained theories, various methods are known to adopt the BFV-BRST approach for the case. In this paper we turn to the idea to convert the second class theory into the first class extending the phase manifold by extra degrees of freedom which are going to be eventually gauged out by the introduced gauge symmetry related to the effective first class constraints. A number of the general conversion schemes is known today . The conversion ideas are widely applied in practical physical problems concerning quantization of the second class constrained systems.
The mathematical insight into the quantization problem always starts with the reduced Poisson manifold where the constraints, if they could originally present, have already been resolved. The general concept of the deformation quantization was introduced in Ref. . The existence of the star product on the general symplectic manifold was proven in Ref. where the default was ascertained for the cohomological obstructions to the deformation of the associative multiplication.
Independently, Fedosov suggested the explicit construction of the star product on any symplectic manifold (see also the subsequent book ). Now the general statement regarding the existence of the star product for the most general Poisson manifold is established by Kontsevich . Recently the Kontsevich quantization formula was also supplied with an interesting physical explanation .
However, in the case of symplectic manifolds the Fedosov construction of the star product seems to be most useful in applications. The advantage is in the explicit description of the algebra of quantum observables. In the Fedosov approach the quantum observable algebra is the space of the flat sections of the Weyl algebra bundle over the symplectic manifold, with the multiplication being the fibrewise Weyl product. The Fedosov star-product allows a generalisation to the case of super-Poison bracket .
Mention that the deformation quantization structures are coming now to the gauge field theory not only as a tool of quantizing but rather as the means of constructing new classical models, e.g. gauge theories on noncommutative spaces and higher-spin interactions . The recent developments have also revealed a deep relationship between the strings and the Yang-Mills theory on the noncommutative spaces .
The BRST approach to the quantization of the systems with the geometrically nontrivial phase space was initiated by Batalin and Fradkin who suggested to present the original symplectic manifold as a second class constraint surface embedded into the linear symplectic space <sup>1</sup><sup>1</sup>1The global geometric properties of this embedding were not in the focus of the original papers . In the present paper we suggest a slightly different constrained embedding of the symplectic manifold with an explicit account for the global geometry, although our basic goal is beyond the geometry of the embedding itself.
From the viewpoint of the BFV method, the question of deformation quantization of general symplectic manifold was considered in Ref. where one could actually observe (although it was not explicitly mentioned about in the paper) that the generating equations for the Abelian conversion , being applied to the embedding of the second class constraints of the Ref., naturally involve the characteristic structures of the Fedosov geometry: the symmetric symplectic connection and the curvature.
However, according to our knowledge, the relationship has not been established yet between the second class constraint approach of and the Fedosov construction.
In this paper we show that the Fedosov quantization scheme can be completely derived from the BFV-BRST quantization of the constrained dynamical systems.
First the symplectic manifold $``$ is extended to the fibre bundle $`𝒯_\rho ^{}`$, being a certain modification of the usual cotangent bundle, which still carries the canonical symplectic structure. The original manifold $``$ is identified to the second class constrained surface in $`𝒯_\rho ^{}`$. This allows to view the Poisson bracket on the base manifold as the Dirac bracket associated to the second class constraints. Further, the second class constraints are converted into the first class ones in spirit of the Abelian conversion procedure . In the case at hand, we choose the conversion variables to be the coordinates on the fibres of the tangent bundle over the symplectic manifold. The phase space of the converted system, in distinction to the direct application of the conventional conversion scheme exploited in the Ref. , is equipped with a natural nonlinear symplectic structure. This symplectic structure involves the initial symplectic form and a symmetric symplectic connection. Remarkably, these structures are known as those determining the so called Fedosov geometry . In its turn the Jacobi identity for the Poisson bracket, being defined in this extended manifold, encodes all the respective compatibility conditions for the Fedosov manifold. So, the embedding and converting procedure make the relationship transparent between the constrained Hamiltonian dynamics and Fedosov’s geometry.
We quantize the resulting gauge invariant system, being globally equivalent to the original symplectic one, according to the standard BFV quantization prescription. As the extended phase space of the BFV quantization is a geometrically nontrivial symplectic manifold, it is a problem to quantize it directly. Fortunately, to proceed with the BFV scheme when the constraints have the special structure as in the case in hand, one needs to define only the quantization of some subalgebra of functions. Namely, we consider subalgebra $`𝔄`$ of functions at most linear in the momenta which is closed w.r.t. the associative multiplication and the Poisson bracket. This subalgebra contains all the BRST observables, BRST charge $`\mathrm{\Omega }`$ and the ghost charge. Unlike the entire algebra of functions on the extended phase space, the construction of the star-multiplication in $`𝔄`$ is evident in this case.
At the quantum level we arrive at the quantum BRST charge $`\mathrm{\Omega }`$ satisfying the quantum nilpotency condition $`[\mathrm{\Omega },\mathrm{\Omega }]_{}=0`$. The algebra of quantum observables is thus the zero-ghost-number cohomology of $`Ad\mathrm{\Omega }`$. This algebra, being viewed as a vector space, is isomorphic to the algebra of classical observables. The noncommutative product from the algebra of quantum BRST observables is carried over to the space of functions on the symplectic manifold giving a deformation quantization.
This approach allows us to identify all the basic structures of Fedosov’s method as those of the BRST theory. In particular, the auxiliary variables $`y^i`$ (which appear in Ref as the generators of Weyl algebra) turns out to be the conversion variables, the basic one-forms $`dx^i`$ on the symplectic manifold should be identified with the ghost variables associated to the converted constraints. Further, the Fedosov flat connection $`D`$ is the adjoint action of the quantum BRST charge $`\mathrm{\Omega }`$; the flat sections of the Weyl bundle is thus nothing but the BRST cohomology. Under this identification, the Fedosov quantization statements regarding the existence of the Abelian connection, lift of the functions from the symplectic manifold to the flat sections of the Weyl bundle can be recognized as the standard existence theorems of the BRST theory.
## 2. Representation of a general symplectic manifold as a constrained Hamiltonian dynamics.
In this section we first represent a general symplectic manifold $``$, $`\mathrm{dim}()=N`$ as a second class constraint surface embedded into the fibre bundle $`𝒯_\rho ^{}`$, $`\mathrm{dim}(𝒯_\rho ^{})=2N`$ being equipped with globally defined canonical symplectic structure. Next we develop the procedure to convert the second class constraints into the first class ones extending the manifold $`𝒯_\rho ^{}`$ to the direct sum $`𝒯_\rho ^{}T`$ which possesses a nontrivial Poisson structure. This structure generates, in a sense, all the structure relations of the symplectic geometry of the original symplectic manifold $``$. The extra degrees of freedom introduced with this embedding are effectively gauged out due to the gauge symmetry related to the effective first class constraints. And finally we construct the classical BRST embedding for the effective first class system, which serves as a starting point for the BFV-BRST quantization of the symplectic manifold, that is done in the next section.
### 2.1. Second class constraint formulation of the symplectic structure
Let $``$ be the symplectic manifold with symplectic form $`\omega `$. Denote by $`\{,\}_{}`$ the respective Poisson bracket on $``$. Let $`x^i`$ be a local coordinate system on $``$. In the local coordinates the symplectic form and the Poisson bracket read as
(2.1)
$$\omega =\omega _{ij}(x)dx^idx^j,d\omega =0,$$
(2.2)
$$\{a(x),b(x)\}_{}=\omega ^{ij}(x)\frac{a(x)}{x^i}\frac{b(x)}{x^j},\omega ^{ij}\omega _{jk}=\delta _k^i.$$
Let $`\mathrm{\Gamma }`$ be a symmetric symplectic connection on $``$, which always exists (for details of the geometry based on this connection see ). In the local coordinates $`x^i`$ we have
(2.3)
$$\frac{}{x^i}\omega _{jk}\mathrm{\Gamma }_{ij}^l\omega _{lk}\mathrm{\Gamma }_{ik}^l\omega _{jl}=0,_i(\frac{}{x^j})=\mathrm{\Gamma }_{ij}^k\frac{}{x^k}.$$
Introduce a curvature tensor $`R_{l;ij}^k`$ of $`\mathrm{\Gamma }`$ by $`R_{l;ij}^k{\displaystyle \frac{}{x^k}}=[_i,_j]{\displaystyle \frac{}{x^l}}`$. In the local coordinates it reads
(2.4)
$$R_{l;ij}^k=_i\mathrm{\Gamma }_{jl}^k+\mathrm{\Gamma }_{jl}^n\mathrm{\Gamma }_{in}^k_j\mathrm{\Gamma }_{il}^k\mathrm{\Gamma }_{il}^n\mathrm{\Gamma }_{jn}^k.$$
In the symplectic geometry it is convenient to use the coefficients $`\mathrm{\Gamma }_{ijk}`$ defined by $`\mathrm{\Gamma }_{ijk}=\omega _{in}\mathrm{\Gamma }_{jk}^n`$ and $`R_{kl;ij}=\omega _{kn}R_{l;ij}^k`$. The curvature tensor $`R_{kl;ij}`$ satisfies corresponding Bianchi identities:
(2.5)
$$_mR_{kl;ij}+\mathrm{}=0$$
The following properties are known of the symmetric symplectic connection (see e.g. ): $`\mathrm{\Gamma }_{ijk}`$ is total symmetric in each Darboux coordinate system and the curvature tensor has the symmetry property
(2.6)
$$R_{kl;ij}=R_{lk;ij}.$$
This fact could be immediately seen by choosing a coordinate system where $`\omega _{ij}`$ are constant.
Consider an open covering of $``$. In each domain $`U_\alpha `$ the symplectic form can be represented as
(2.7)
$$\omega =d\rho ^\alpha ,\omega _{ij}=_i\rho _j^\alpha _j\rho _i^\alpha ,$$
where $`\rho ^\alpha =\rho _i^\alpha dx^i`$ is the symplectic potential in $`U_\alpha `$. In the overlapping $`U_{\alpha \beta }=U_\alpha U_\beta `$ we have
(2.8)
$$\rho ^\alpha \rho ^\beta =\varphi ^{\alpha \beta },d\varphi ^{\alpha \beta }=0.$$
The transition 1-forms $`\varphi ^{\alpha \beta }`$ obviously satisfies
(2.9)
$$\varphi ^{\alpha \beta }+\varphi ^{\beta \alpha }=0,\varphi ^{\alpha \beta }+\varphi ^{\beta \gamma }+\varphi ^{\gamma \alpha }=0.$$
in the overlappings $`U_\alpha U_\beta `$ and $`U_\alpha U_\beta U_\gamma `$ respectively.
Given an atlas $`U_\alpha `$ and the symplectic potential $`\rho ^\alpha `$ defined in each domain $`U_\alpha `$ one can construct an affine bundle $`𝒯_\rho ^{}`$ over $``$. Namely, for each domain $`U_\alpha `$ with the local coordinates $`x_\alpha ^i`$ (index $`\alpha `$ indicates that $`x_\alpha ^i`$ are the coordinates on $`U_\alpha `$) choose the fibre to be $`R^N`$ ($`N=\mathrm{dim}()`$) with the coordinates $`p_i^\alpha `$. In the overlapping $`U_\alpha U_\beta `$ we prescribe the following transition law
(2.10)
$$p_i^\alpha =p_j^\beta \frac{x_\beta ^j}{x_\alpha ^i}+\varphi _i^{\alpha \beta }.$$
(summation over the repeating indices $`\alpha ,\beta ,\mathrm{}`$ is not implied). Here the coefficients $`\varphi _i^{\alpha \beta }`$ of the 1-form $`\varphi ^{\alpha \beta }`$ are introduced by $`\varphi ^{\alpha \beta }=\varphi _i^{\alpha \beta }dx_\alpha ^i`$. It is easy to check that the transition law (2.10) satisfies standard conditions in the overlapping of two and three domains and thus it determines $`𝒯_\rho ^{}`$ as a bundle.
The difference between usual cotangent bundle $`T^{}`$ and $`𝒯_\rho ^{}`$ is that the structure group of the former is $`GL(N,R)`$ while that of the later is a group of affine transformations of $`R^N`$.
As the transformation law (2.10) of the variables $`p_i`$ differs from that of the coordinates on the fibres of the standard cotangent bundle by a closed 1-form only, then $`𝒯_\rho ^{}`$ is also equipped with the canonical symplectic form $`dp_idx^i`$. In particular, the corresponding Poisson bracket has also the canonical form
(2.11)
$$\{f,g\}=\frac{f}{x^i}\frac{g}{p_i}\frac{f}{p_i}\frac{g}{x^i}.$$
An important feature of this construction is that the surface $``$ defined by the equations
(2.12)
$$\theta _i(x,p)\rho _ip_i=0,$$
is a submanifold in $`𝒯_\rho ^{}`$. Indeed, these equations can be considered as those determining the smooth section of $`𝒯_\rho ^{}`$. Moreover, considered as a manifold, $``$ is isomorphic to the original manifold $``$. Indeed, $``$ is a section of the bundle $`𝒯_\rho ^{}`$ and $``$ is a base of $`𝒯_\rho ^{}`$; the projection $`\pi :𝒯_\rho ^{}`$ to $`𝒯_\rho ^{}`$ obviously establishes an isomorphism between $``$ and $``$. Note also that quantities $`\theta _i`$ transforms as coefficients of a 1-form.
From the viewpoint of the Hamiltonian constrained dynamics, $`\theta _i`$ are the second class constraints, as their Poisson brackets in $`𝒯_\rho ^{}`$ form an invertible matrix
(2.13)
$$\{\theta _i,\theta _j\}=\omega _{ij}$$
The Dirac bracket in $`𝒯_\rho ^{}`$, being built of the constraints (2.12),
(2.14)
$$\{f(x,p),g(x,p)\}_D\{f(x,p),g(x,p)\}\{f(x,p),\theta _i\}\omega ^{ij}\{\theta _j,g(x,p)\}$$
can be considered as Poisson bracket defined on the constraint surface $``$. As the Dirac bracket is nondegenerate on the constraint surface $``$, the latter is a symplectic manifold. One can see that $``$ is isomorphic to $``$ when each one is considered as a symplectic manifold. Indeed, any function $`f(x,p)`$ on $`𝒯_\rho ^{}`$ can be reduced on $``$ to the function $`f_0(x)=f(x,p)|_{p_i=\rho _i(x)}`$, while the function $`f_0(x)`$ can be understood as defined on the original manifold $``$. The Dirac bracket (2.14) between any functions $`f(x,p),g(x,p)`$ coincides on the constraint surface $``$ determined by constraints (2.12) to the Poisson bracket between their projections to $``$:
(2.15)
$$\begin{array}{cc}\hfill \{f(x,p),g(x,p)\}_D|_{p_i=\rho _i\left(x\right)}=& \{f_0(x),g_0(x)\}_{},\hfill \\ \hfill f_0(x)=f(x,p)|_{p_i=\rho _i\left(x\right)},& g_0(x)=g(x,p)|_{p_i=\rho _i\left(x\right)}.\hfill \end{array}$$
This obvious fact provides the equivalence of the constrained dynamics in $`𝒯_\rho ^{}`$ and the Hamiltonian one in $``$. The quantization problem for the symplectic manifold $``$ is thereby equivalent to the quantization of the second class constrained theory in $`𝒯_\rho ^{}`$.
### 2.2. Conversion to the first class
In this section we suggest a procedure to convert second class constraints (2.12) into the first class ones. The procedure explicitly accounts the geometry of the original manifold $``$, and makes transparent the relationship between the BRST and Fedosov’s constructions.
Now we further enlarge the phase space. Namely we embed $`𝒯_\rho ^{}`$ into the $`𝒯_\rho ^{}T`$. Let $`y^i`$ be the natural coordinates on the fibres of tangent bundle $`T`$. In order to equip the extended phase space $`𝒯_\rho ^{}T`$ with the Poisson bracket one has to engage an additional structure, a symplectic connection.
In view of the properties (2.3), (2.4) and (2.5) one can equip $`𝒯_\rho ^{}T`$ with a symplectic structure. Indeed, let the bracket operation $`\{,\}`$ on $`𝒯_\rho ^{}T`$ be given by
(2.16)
$$\begin{array}{cccccc}\hfill \{x^i,p_j\}& =& \delta _j^i,\hfill & \hfill \{y^i,y^j\}& =& \omega ^{ij},\hfill \\ \hfill \{p_i,y^j\}& =& \mathrm{\Gamma }_{il}^jy^l,\hfill & \hfill \{p_i,p_j\}& =& \frac{1}{2}R_{mn;ij}y^my^n,\hfill \\ \hfill \{x^i,x^j\}& =& 0,\hfill & \hfill \{x^i,y^j\}& =& 0.\hfill \end{array}$$
Then (2.16) is a Poisson bracket provided $`\mathrm{\Gamma }`$ is a symmetric symplectic connection.
Considering Jacobi identities for the Poisson brackets (2.16) between $`y^i,y^j,p_k`$; $`y^i,p_j,p_k`$ and $`p_i,p_j,p_k`$ one arrives at (2.3),(2.4) and (2.5) respectively. In this sense, the Poisson bracket (2.16) might be viewed as a generating structure for the Fedosov geometry which is based just on the relations (2.3), (2.4) and (2.5).
In what follows instead of smooth functions $`𝒞^{\mathrm{}}(𝒯_\rho ^{}T)`$ on $`𝒯_\rho ^{}T`$, we will consider formal power series in $`y^i`$ with coefficients in $`𝒞^{\mathrm{}}(𝒯_\rho ^{})`$. Moreover, we restrict the coefficients to be polynomials in $`p_i`$. The reason for this is that $`y^i`$ serve as “conversion variables” and one has to allow formal power series in $`y`$. As $`p_i`$ play a role of momenta, it is a usual technical restriction in physics to allow only polynomials in $`p_i`$. Thus speaking about ”functions” on $`𝒯_\rho ^{}T`$ we mean sections of the appropriate vector bundle over $``$. The Poisson bracket (2.16) is well defined in the algebra of these “functions”.
There is a simple formula which clarifies the geometrical meaning of this Poisson bracket:
(2.17)
$$\{p_i,f(x,y)\}=_if(x,y),$$
where the function $`f(x,y)`$ (formal power series in $`y`$) is understood in the r.h.s. of (2.17) as an inhomogeneous symmetric tensor field on $``$, i.e.
(2.18)
$$f(x,y)=\underset{k=0}{\overset{\mathrm{}}{}}f_{i_1\mathrm{}i_k}(x)y^{i_1}\mathrm{}y^{i_k},\{f(x,y),p_j\}=\underset{k=0}{\overset{\mathrm{}}{}}\left(_jf_{i_1\mathrm{}i_k}(x)\right)y^{i_1}\mathrm{}y^{i_k}.$$
The goal of the conversion procedure is to continue the second class constraints $`\theta _i(x,p)`$ (2.12), being the functions on $`𝒯_\rho ^{}`$, into $`𝒯_\rho ^{}T`$$`\theta _i\mathrm{T}_i(x,p,y),\mathrm{T}_i|_{y=0}=\theta _i`$ in such a way that $`\mathrm{T}_i`$ have to be the first class in the extended manifold. Thus we look for the functions $`\mathrm{T}_i`$ such that
(2.19)
$$\{\mathrm{T}_i,\mathrm{T}_j\}=0,\mathrm{T}_i|_{y=0}=\theta _i.$$
We also prescribe $`\mathrm{T}_i`$ to transform as the coefficients of the 1-form under the change of coordinates on $``$, as the original constraints $`\theta _i`$ (2.12) have the same transformation property. Existence of the Abelian conversion is established by the following<sup>2</sup><sup>2</sup>2The local proof for the respective existence theorem is known . However we give here a proof with a due regard to the global geometry which is based on the Poisson bracket (2.16).
###### Proposition 2.1.
Equation (2.19) has a solution.
###### Proof.
Let us look for the solution to the equation (2.19) in the form of the explicit power series expansion in the variables $`y^i`$.
(2.20)
$$\mathrm{T}_i=\underset{r=0}{\overset{\mathrm{}}{}}\tau _i^r$$
It turns out that it is sufficient to consider functions $`\tau _i^r,r1`$ which do not depend on the momenta $`p_i`$:
(2.21)
$$\tau _i^0(x)=\theta _i,\tau _i^r=\tau _{ij_1\mathrm{}j_r}^r(x)y^{j_1}\mathrm{}y^{j_r}.$$
Functions $`\tau _{ij_1\mathrm{}j_r}^r(x)`$ can be considered as the coefficients of the tensor field on $``$ that is symmetric w.r.t. all indices except the first one. In the zeroth and first order we respectively have
(2.22)
$$\omega _{ij}+\tau _{il}^1\omega ^{lk}\tau _{jk}^1=0,_{[i}\tau _{j]k}^1+2\tau _{[ilk}^2\omega ^{lm}\tau _{j]m}^1=0,$$
with $`[i,j]`$ standing for antisymmetrisation in $`i,j`$. There is a particular solution to these equations:
(2.23)
$$\tau _{ik}^1=\omega _{ik},\tau _{ijk}^2=0.$$
Taking $`\tau _{ij}^1=\omega _{ij}`$ one can in fact consider more general solutions for $`\tau _{ijk}^2`$. In this case, the second equation of (2.22) implies that $`\mathrm{\Gamma }_{ijk}+\tau _{ijk}^2`$ are the coefficients of a symmetric symplectic connection on $``$. This arbitrariness in the solution of (2.22) can be absorbed by the redefinition of the symmetric symplectic connection entering the Poisson bracket (2.16).
The ambiguity in $`\tau _{il}^1`$ might be able to reflect additional geometrical structures on $``$. As we will see below, standard Fedosov’s construction of the star-product on $``$ corresponds to the “minimal” solution (2.23). However we consider here a general solution to (2.22).
Taking any fixed solution to Eq. (2.22) for $`\tau _i^1,\tau _i^2`$ one sees that in the r-th $`(r2)`$ order in $`y`$ Eq. (2.19) implies
(2.24)
$$\{\tau _{[i}^1,\tau _{j]}^{r+1}\}+B_{ij}^r=0,$$
where the quantities $`B_{ij}^r`$ are given by
(2.25)
$$\begin{array}{cc}\hfill B_{ij}^2& =_{[i}\tau _{j]}^2+\{\tau _i^2,\tau _j^2\}+\frac{1}{2}R_{mn;ij}y^my^n,\hfill \\ \hfill B_{ij}^r& =_{[i}\tau _{j]}^r+\underset{t=0}{\overset{r2}{}}\{\tau _i^{rt},\tau _j^{t+2}\},r3.\hfill \end{array}$$
Now relations (2.24) are to be considered as the equations determining $`\tau _i^{r+1}`$. We need the following
###### Lemma 2.1.
Let the quantity $`A_{ij}(x,y)`$ be such that $`A_{ij}+A_{ji}=0`$ and $`\{\tau _i^1,A_{jk}\}+\mathrm{cycle}(i,j,k)=0`$ then there exist $`C_i`$ such that
(2.26)
$$A_{ij}=\{\tau _{[i}^1,C_{j]}\}.$$
The statement is an obvious generalisation of the standard Poincare Lemma. In the case where $`\tau _{ik}^1=\omega _{ik}`$, it is precisely the Poincare Lemma.
It follows from the lemma that equation (2.24) has a solution iff $`B_{ij}`$ satisfies
(2.27)
$$\{\tau _i^1,B_{jk}\}+\mathrm{cycle}(i,j,k)=0.$$
To show that it takes place let us introduce the partial sum
(2.28)
$$\mathrm{T}_i^s=\underset{t=0}{\overset{s}{}}\tau _i^t$$
and consider expression
(2.29)
$$\{\mathrm{T}_i^s,\mathrm{T}_j^s\}=\underset{t=1}{\overset{(s1)}{}}(\{\tau _{[i}^1,\tau _{j]}^{t+1}\}+B_{ij}^t)+B_{ij}^s+\mathrm{}.$$
where $`\mathrm{}`$ denote terms of order higher than $`s`$ in $`y^i`$. Assume that Eqs. (2.24) hold for $`1rs1`$. Excluding the contribution of order $`s1`$ from the Jacobi identity
(2.30)
$$\{\mathrm{T}_i^s,\{\mathrm{T}_j^s,\mathrm{T}_k^s\}\}+cycle(i,j,k)=0,$$
one arrives at
(2.31)
$$\{\tau _i^1,B_{jk}^s\}+cycle(i,j,k)=0.$$
It follows from the lemma that for $`r=s`$ equation (2.24) considered as that on $`\tau ^{r+1}`$ admits a solution. The induction implies that Eq. (2.19) also admits solution, at least locally.
To show that solution exists globally we construct the particular solution to the equation (2.24) for $`r=s`$:
(2.32)
$$\tau _i^{s+1}=\frac{2}{s+2}B_{ij}^s(K^1)_m^jy^m,K_i^j=\tau _{il}^1\omega ^{lj}.$$
This solution satisfies the condition
(2.33)
$$\tau _i^{s+1}(K^1)_j^iy^j=0,$$
which does not depend on the choice of the local coordinates on $``$. Given a fixed first term $`\tau _i^1`$, Eq. (2.33) can be considered as the condition on the solution to the equation (2.19). It is easy to see that solution to (2.19) is unique provided the condition (2.33) is imposed. Indeed, general solution to the Eq. (2.24) is given by
(2.34)
$$\overline{\tau }_i^{s+1}=\tau _i^{s+1}+\{\tau _i^1,C^s\}.$$
where $`\tau _i^{s+1}`$ is the particular solution (2.32) and $`C^s=C^s(x,y)`$ is an arbitrary function. One can check that condition (2.33) implies that second term in (2.34) vanishes. Choosing $`\tau _i`$ to satisfy (2.33) in each domain $`U_\alpha `$ one gets the global solution to Eq. (2.19). ∎
Thus we have arrived at the first class constrained system, with the constraints being (2.20). An observable of the first class constrained system is a function $`A(x,y,p)`$ satisfying
(2.35)
$$\{\mathrm{T}_i,A\}=V_i^j\mathrm{T}_j.$$
for some functions $`V_j^i(x,y,p)`$. Observables $`A(x,y,p)`$ and $`B(x,y,p)`$ are said equivalent iff their difference is proportional to the constraints, i.e.
(2.36)
$$AB=V^i\mathrm{T}_i$$
for some functions $`V^i(x,y,p)`$. In each equivalence class of the observables there is a unique representative which does not depend on the momenta $`p_i`$. Indeed, let $`A(x,y,p)`$ be an observable. Since it is a polynomial in $`p`$ it can be rewritten as
(2.37)
$$A=a(x,y)+a_1^i(x,y)\mathrm{T}_i+\mathrm{},$$
where $`\mathrm{}`$ stands for higher (but finite) orders in $`\mathrm{T}`$. It follows from (2.35) that $`a(x,y)`$ satisfies
(2.38)
$$\{\mathrm{T}_i,a(x,y)\}=0.$$
Now we are going to show that the Poisson algebra of the inequivalent observables is isomorphic to the algebra of functions on $``$.
###### Proposition 2.2.
Eq. (2.38) has a unique solution $`a(x,y)`$ satisfying $`a(x,0)=a_0(x)`$ for any given function $`a_0𝒞^{\mathrm{}}()`$
A proof is a direct analogue of that of Proposition (2.1).
Given two solutions $`a(x,y)`$ and $`b(x,y)`$ of Eq. (2.38) corresponding to the boundary conditions $`a(x,0)=a_0(x)`$ and $`b(x,0)=b_0(x)`$ one can check that
(2.39)
$$\{a,b\}|_{y=0}=\{a_0,b_0\}_{}.$$
Thus the isomorphism is obviously seen between Poisson algebra of observables of the first class theory and the Poisson algebra of functions of symplectic manifold $``$. This shows that the constructed first class constrained system is equivalent to the original unconstrained system on $``$.
### 2.3. An extended Poisson bracket and the BRST charge
According to the BFV quantization prescription we have to extend the phase space introducing Grassmann odd ghost variable $`𝒞^i`$ to each constraint $`\mathrm{T}_i`$ and the ghost momenta $`𝒫_i`$ canonically conjugated to $`𝒞^i`$.
We wish the ghost variables $`𝒞^i`$ and $`𝒫_i`$ to transform under the change of local coordinate system on the base $``$ as the components of the vector field and 1-form respectively. Thus in the intersection $`U_\alpha U_\beta `$ one has
(2.40)
$$𝒞_\alpha ^i=𝒞_\beta ^j\frac{x_\alpha ^i}{x_\beta ^j},𝒫_i^\alpha =𝒫_j^\beta \frac{x_\beta ^j}{x_\alpha ^i}.$$
Further define the following Poisson brackets on the extended phase space:
(2.41)
$$\{𝒞^i,𝒫_j\}=\delta _j^i,\{𝒞^i,𝒞^j\}=0,\{𝒫_i,𝒫_j\}=0,$$
the brackets between ghosts and other variables vanish and the brackets among $`x,y,p`$ keep their form (2.16). If the momenta $`p_i`$ were still transformed according to (2.10) the Poisson bracket relations would not be invariantly defined. In order to make them invariant we modify the transformation properties of the momenta $`p_i`$: in the overlapping $`U_\alpha U_\beta `$ of coordinate neighborhoods the transition law (2.10) is modified by ghost contribution as follows
(2.42)
$$p_i^\alpha =p_j^\beta \frac{x_\beta ^j}{x_\alpha ^i}+\varphi _i^{\alpha \beta }+𝒫_l^\beta 𝒞_\beta ^k\frac{x_\alpha ^j}{x_\beta ^k}\frac{^2x_\beta ^l}{x_\alpha ^ix_\alpha ^j}.$$
One can easily check that the Poisson brackets (2.41) preserve their form under the change of coordinates on $``$ and the corresponding change of other variables. Thus the extended Poisson bracket is globally defined.
Let us explain the geometry of the extended phase space constructed above. Let $`\overline{\rho }`$ be the pullback of the symplectic potential $`\rho `$ from the base $``$ to the odd tangent bundle $`\mathrm{\Pi }T`$ over $``$ (we view ghost variables $`𝒞^i`$ as natural coordinates on the fibres of $`\mathrm{\Pi }T`$ over $``$). It was shown in section 2.1 that given a (locally defined) 1-form $`\rho _\alpha `$ in each coordinate neighborhood $`U_\alpha `$ of manifold $``$ one can construct a modified cotangent bundle $`𝒯_\rho ^{}`$ over $``$. If in addition 1-form is such that $`d\rho _\alpha =d\rho _\beta `$ in the intersection $`U_\alpha U_\beta `$ the modified cotangent bundle is equipped with the canonical symplectic structure. Applying this construction to the $`\mathrm{\Pi }T`$ with the (locally defined) 1-form $`\overline{\rho }`$ one arrives at the affine bundle $`𝒯_{\overline{\rho }}^{}(\mathrm{\Pi }T)`$.
Now it is easy to see that the Poisson bracket (2.41) is nothing but the canonical Poisson bracket on the modified cotangent bundle $`𝒯_{\overline{\rho }}^{}(\mathrm{\Pi }T)`$. While the variable $`p_i`$, being canonically conjugated to the variable $`x^i`$, has the transition law (2.42).
Finally, the whole extended phase space $``$ of the BFV formulation of the converted system is the vector bundle
(2.43)
$$=𝒯_{\overline{\rho }}^{}(\mathrm{\Pi }T)T,$$
with $`y^i`$ being the natural coordinates on the fibres of $`T`$ (here $`𝒯_{\overline{\rho }}^{}(\mathrm{\Pi }T)`$ is considered as the vector bundle over $``$ and $``$ denotes the direct sum of vector bundles.) It goes without saying that “functions” on $``$ are formal power series in $`y^i`$. In what follows we denote the algebra of “functions” on the extended phase space by $`()`$.
According to the BFV quantization procedure we prescribe ghost degrees to each the variable
(2.44)
$$\mathrm{gh}(𝒞^i)=1,\mathrm{gh}(𝒫_i)=1,\mathrm{gh}(x^i)=\mathrm{gh}(y^i)=\mathrm{gh}(p_i)=0.$$
Thus the Poisson bracket carries vanishing ghost number. A ghost charge $`𝐆`$ can be realized as
(2.45)
$$𝐆=𝒞^i𝒫_i.$$
Indeed
(2.46)
$$\{𝐆,𝒞^i\}=𝒞^i,\{𝐆,𝒫_i\}=𝒫_i,\{𝐆,x^i\}=\{𝐆,y^i\}=\{𝐆,p_i\}=0.$$
The BRST charge of the converted system is given by
(2.47)
$$\mathrm{\Omega }=𝒞^i\mathrm{T}_i.$$
It satisfies the nilpotency condition
(2.48)
$$\{\mathrm{\Omega },\mathrm{\Omega }\}=0.$$
w.r.t. the extended Poisson bracket. The BRST charge $`\mathrm{\Omega }`$ carries unit ghost number:
(2.49)
$$\{𝐆,\mathrm{\Omega }\}=\mathrm{\Omega }.$$
Relations (2.48) and (2.49) are known as the BRST algebra. A BRST observable is a function $`A`$ satisfying
(2.50)
$$\{\mathrm{\Omega },A\}=0,\mathrm{gh}(A)=0.$$
A BRST observable of the form $`\{\mathrm{\Omega },B\}`$ is called trivial. The algebra of the inequivalent observables (i.e. quotient of all observables modulo trivial ones) is thus the zero-ghost-number cohomology of the classical BRST operator $`\{\mathrm{\Omega },\}`$. The Poisson bracket on the extended phase space obviously determines the Poisson bracket in the BRST cohomology. Thus the space of inequivalent BRST observables is a Poisson algebra.
###### Proposition 2.3.
The Poisson algebra of inequivalent observables of the BFV theory with the BRST charge (2.47) and ghost charge (2.45) is isomorphic with the Poisson algebra of functions on the symplectic manifold $``$.
###### Proof.
Let $`𝔄_0()`$ be the algebra of functions depending on $`x,y,𝒞`$ only. Any function from $`𝔄_0`$ is a pullback of some function on $`\mathrm{\Pi }TT`$ to the entire extended phase space $``$ (2.43). Let also $`A=A(x,y,p,𝒞,𝒫)`$ be a BRST observable. Then one can check that there exist functions $`a𝔄_0`$ and $`\mathrm{\Psi }()`$ such that
(2.51)
$$A=a+\{\mathrm{\Omega },\mathrm{\Psi }\},\mathrm{gh}(a)=0,\{a,\mathrm{\Omega }\}=0.$$
As a matter of fact $`a`$ can not depend on $`𝒞^i`$ as it has zero ghost number. Finally, it follows from Proposition 2.2 that the Poisson algebra of function on $``$ is isomorphic with the Poisson algebra of zero-ghost-number BRST invariant functions from $`𝔄_0`$. ∎
Thus at the classical level the initial Hamiltonian dynamics on $``$ is equivalently represented as the BFV theory.
## 3. Quantization and quantum observables
In this section we find a Poisson subalgebra $`𝔄`$ in the algebra of functions on the extended phase space which contains all the physical observables and the generators of the BRST algebra. Thus instead of quantizing the entire extended phase space it is sufficient to quantize just Poisson subalgebra $`𝔄`$. This subalgebra can be easily quantized that results in a quantum BRST formulation of the effective first class constrained theory. The quantum BRST observables of the constructed system are isomorphic to the space of functions on the symplectic manifold $``$. This isomorphism carries the star-multiplication from the algebra of quantum observables to the algebra of functions on $``$, giving thus a deformation quantization of $``$. It turns out that the star multiplication of the quantum BRST observables is the fibrewise multiplication of the Fedosov flat sections of the Weyl algebra bundle over $``$. Finally we interpret all the basic objects of the Fedosov deformation quantization as those of the BRST theory.
### 3.1. Quantization of the extended phase space
Consider a Poisson subalgebra $`𝔄()`$ which is generated by subalgebra $`𝔄_0`$ (subalgebra of functions depending on $`x,y,𝒞`$ only) and the elements
(3.1)
$$𝐏=𝒞^i\theta _i𝒞^i(\rho _i(x)p_i),𝐆=𝒞^i𝒫_i,𝐏,𝐆().$$
The reason for considering $`𝔄`$ is that $`𝔄`$ is a minimal Poisson subalgebra of $`()`$ which contains, at least classically, all the BRST observables and both BRST and ghost charges (recall that $`𝐆`$ is precisely a ghost charge while BRST charge $`\mathrm{\Omega }`$ can be represented in the form $`\mathrm{\Omega }=𝐏+\overline{\mathrm{\Omega }}`$, with $`\overline{\mathrm{\Omega }}`$ being some element of $`𝔄_0`$). A general homogeneous element $`a`$ of $`𝔄`$ has the form
(3.2)
$$a=𝐏^m𝐆^na(x,y,𝒞),m=0,1,n=0,1,\mathrm{}N,N=\mathrm{dim}(),a𝔄_0,$$
Note that algebra $`𝔄`$ is not free, it can be considered as the quotient of the free algebra generated (as a supercommutative algebra) by $`𝔄_0`$ and the elements $`𝐏,𝐆`$ modulo the relations
(3.3)
$$\begin{array}{c}𝐏^m𝒞^{i_1},\mathrm{},𝒞^{i_{Nkm+1}}𝐆^k=0,\\ N=\mathrm{dim}(),k=0,1,\mathrm{},N+1,m=0,1.,Nkm+10.\end{array}$$
The definition of $`𝔄`$ is in fact invariant in the sense that it is independent of the choice of the coordinates on $``$. The basic Poisson bracket relations in $`𝔄`$ read as
(3.4)
$$\begin{array}{cccccc}\hfill \{𝐏,𝐏\}& =& R+\omega ,\hfill & \hfill \{𝐆,𝐏\}& =& 𝐏,\hfill \\ \hfill \{𝐏,a\}& =& a,\hfill & \hfill \{𝐆,𝐆\}& =& 0,\hfill \\ \hfill \{𝐆,a\}& =& 𝒞^i\frac{a}{𝒞^i},\hfill & \hfill \{a,b\}& =& \omega ^{ij}\frac{a}{y^i}\frac{b}{y^j},\hfill \end{array}$$
where $`a(x,y,𝒞)`$ and $`b(x,y,𝒞)`$ are arbitrary elements of $`𝔄_0`$, $`=𝒞^i_i`$ is a covariant differential in $`𝔄_0`$ and
(3.5)
$$R=\frac{1}{2}R_{kl;ij}𝒞^i𝒞^jy^ky^l,\omega =\omega _{ij}𝒞^i𝒞^j,R,\omega 𝔄_0,$$
is the curvature of the covariant differential $``$ and the symplectic form respectively. It is easy to see that $`𝔄`$ is closed w.r.t. the Poisson bracket and thus it is a Poisson algebra.
There is almost obvious star product which realizes deformation quantization of $`𝔄`$ as a Poisson algebra. The explicit construction of the star product in $`𝔄`$ is presented in Appendix A. In order to proceed with the BRST quantization of our system we will actually engage the star multiplication in $`𝔄_0𝔄`$ given by the Weyl star-product
(3.6)
$$(ab)(x,y,𝒞)=exp(\frac{i\mathrm{}}{2}\omega ^{ij}\frac{}{y_1^i}\frac{}{y_2^j})a(x,y_1,𝒞)b(x,y_2,𝒞)|_{y_1=y_2=y},$$
and the following commutation relations in $`𝔄`$:
(3.7)
$$\begin{array}{cccccc}\hfill [𝐏,a]_{}& =& i\mathrm{}a,\hfill & \hfill [𝐏,f(𝐆)]_{}& =& i\mathrm{}𝐏\frac{}{𝐆}F,\hfill \\ \hfill [𝐏,𝐏]_{}& =& i\mathrm{}(R+\mathrm{\Omega }),\hfill & \hfill [𝐆,a]_{}& =& i\mathrm{}𝒞^i\frac{}{𝒞^i}a,\hfill \end{array}$$
for any element $`a𝔄_0`$ and a function $`f(𝐆)`$ depending on $`𝐆`$ only. In what follows $`𝔄`$ and $`𝔄_0`$ considered as the associative algebras with respect to star-multiplication will be denoted by $`𝔄^q`$ and $`𝔄_0^q`$ respectively.
### 3.2. The quantum BRST charge
At the classical level, all the physical observables and generators of the BRST algebra (ghost charge $`𝐆`$ and the BRST charge $`\mathrm{\Omega }`$) belong to $`𝔄`$. Thus to perform the BRST quantization of the first class constrained system one may restrict himself by the quantum counterpart $`𝔄^q`$ of the Poisson algebra $`𝔄`$.
Consider relations of the BRST algebra <sup>3</sup><sup>3</sup>3Here we have introduced a separate notation $`\widehat{𝐆}`$ for the quantum ghost charge because it can differ from the classical ghost charge $`𝐆=𝒞^i𝒫_i`$ by an imaginary constant $`\frac{i\mathrm{}N}{2}`$. This constant, of course, can not contribute to the commutation relations.
(3.8)
$$[\widehat{\mathrm{\Omega }},\widehat{\mathrm{\Omega }}]_{}2\widehat{\mathrm{\Omega }}\widehat{\mathrm{\Omega }}=0,[\widehat{𝐆},\widehat{\mathrm{\Omega }}]_{}=\widehat{\mathrm{\Omega }},\widehat{\mathrm{\Omega }},\widehat{𝐆}𝔄^q.$$
The first equation implies the nilpotency of the adjoint action $`D`$ of $`\widehat{\mathrm{\Omega }}`$ defined by
(3.9)
$$DA=\frac{i}{\mathrm{}}[\widehat{\mathrm{\Omega }},A]_{},a𝔄^q,$$
Note that $`D`$ preserves subalgebra $`𝔄_0^q𝔄^q`$ and therefore $`D`$ can be considered as an odd nilpotent differential in $`𝔄_0^q`$.
Show the existence of the quantum BRST charge satisfying (3.8) whose classical limit coincides with classical BRST charge $`\mathrm{\Omega }`$ from previous section. Instead of finding $`\mathrm{}`$-corrections to the classical BRST charge it is convenient to construct $`\widehat{\mathrm{\Omega }}`$ at the quantum level from the very beginning. In order to formulate boundary conditions to be imposed on $`\widehat{\mathrm{\Omega }}`$ and for the technical convenience we introduce a useful degree . Namely, we prescribe the following degrees to the variables
(3.10)
$$\begin{array}{cc}\hfill \mathrm{deg}(x^i)=\mathrm{deg}(𝒞^j)=0,& \mathrm{deg}(p_i)=\mathrm{deg}(𝒫_i)=2,\hfill \\ \hfill \mathrm{deg}(y^i)=1,& \mathrm{deg}(\mathrm{})=2.\hfill \end{array}$$
The star-commutator in $`𝔄^q`$ apparently preserves the degree.
Let us expand $`\widehat{\mathrm{\Omega }}`$ into the sum of homogeneous components
(3.11)
$$\widehat{\mathrm{\Omega }}=\underset{r=0}{\overset{\mathrm{}}{}}\mathrm{\Omega }^r,\mathrm{deg}(\mathrm{\Omega }^r)=r.$$
Given a classical BRST charge $`\mathrm{\Omega }`$ (2.47) which starts as $`\mathrm{\Omega }=𝒞^i\rho _i𝒞^ip_i+𝒞^i\tau _{ij}^1y^j+𝒞^i\tau _{ijl}^2y^jy^l+\mathrm{}`$ one can formulate boundary condition on the solution of (3.8) as follows
(3.12)
$$\mathrm{\Omega }^0=𝒞^i\rho _i,\mathrm{\Omega }^1=𝒞^i\tau _{ij}^1y^j.\mathrm{\Omega }^2=𝒞^ip_i+𝒞^i\tau _{ijl}^2y^jy^l.$$
###### Proposition 3.1.
Equations (3.8) considered as those for $`\widehat{\mathrm{\Omega }}`$ has a solution satisfying boundary condition (3.12).
###### Proof.
Eq. (3.8) evidently holds in the lowest order w.r.t. degree (3.10) provided respective classical BRST charge $`\mathrm{\Omega }`$ satisfies $`\{\mathrm{\Omega },\mathrm{\Omega }\}=0`$. At the classical level the higher order terms in expansion of $`\mathrm{\Omega }`$ w.r.t. $`y`$ do not depend on the momenta $`p_i,𝒫_i`$. Thus these terms belong to $`𝔄_0`$. It is useful to assume that the same occurs at the quantum level:
(3.13)
$$\mathrm{\Omega }^r𝔄_0^qr3.$$
In the $`r+2`$-th $`(r2)`$ degree Eq. (3.8) implies
(3.14)
$$\delta \mathrm{\Omega }^{r+1}+B^r=0,$$
where the quantity $`B^r`$ is defined by $`\mathrm{\Omega }^t,tr`$:
(3.15)
$$B^r=\frac{i}{2\mathrm{}}\underset{t=0}{\overset{r2}{}}[\mathrm{\Omega }^{t+2},\mathrm{\Omega }^{rt}]_{},\mathrm{deg}(B^r)=r,$$
and $`\delta :𝔄_0^q𝔄_0^q`$ stands for
(3.16)
$$\delta a=\frac{i}{\mathrm{}}[\mathrm{\Omega }^1,a]_{}=𝒞^i\tau _{ij}^1\omega ^{jl}\frac{}{y^l}a,a𝔄_0^q.$$
Note that $`\delta `$ is obviously nilpotent in $`𝔄_0^q`$. It follows from the nilpotency of $`\delta `$ that the compatibility condition for the Eq. (3.14) is $`\delta B^r=0`$. In fact it is a sufficient condition for Eq. (3.14) to admit a solution. Indeed, the cohomology of the differential $`\delta `$ is trivial when evaluated on functions at least linear in $`𝒞`$. To show it, we construct the “contracting homotopy ” $`\delta ^1`$. Namely, let $`\delta ^1`$ be defined by its action on a homogeneous element
(3.17)
$$a_{pq}=a_{i_1,\mathrm{},i_p;j_1,\mathrm{},j_q}(x)y^{i_1}\mathrm{}y^{i_p}𝒞^{j_1}\mathrm{}𝒞^{j_q},$$
by
(3.18)
$$\begin{array}{cc}\hfill \delta ^1a_{pq}& =\frac{1}{p+q}y^i(K^1)_i^j\frac{}{𝒞^j}a_{pq},p+q0\hfill \\ \hfill \delta ^1a_{00}& =0,\hfill \end{array}$$
where $`(K^1)_i^j`$ is inverse to $`K_j^i=\tau _{il}^1\omega ^{lj}`$. For any $`a=a(x,y,𝒞)`$ we have
(3.19)
$$a|_{y=𝒞=0}+\delta \delta ^1a+\delta ^1\delta a=a.$$
Since $`B^r`$ is quadratic in $`𝒞`$ then the 3-rd term vanishes and $`\delta B^r=0`$ implies $`B^r=\delta \delta ^1B^r`$ which in turn implies that Eq. (3.14) admits a solution.
Let us show that the necessary condition $`\delta B^r=0`$ is fulfilled. To this end assume $`\mathrm{\Omega }^r`$ to satisfy (3.14) for $`rs`$. Thus the Jacobi identity
(3.20)
$$[\underset{t=0}{\overset{s}{}}\mathrm{\Omega }^t,[\underset{t=0}{\overset{s}{}}\mathrm{\Omega }^t,\underset{t=0}{\overset{s}{}}\mathrm{\Omega }^t]_{}]_{}=0$$
implies in the $`s+3`$-th degree that $`\delta B^s=0`$.
The particular solution to (3.14) for $`r=s`$ evidently reads as
(3.21)
$$\mathrm{\Omega }^{s+1}=\delta ^1B^s$$
Iteratively applying this procedure one can construct a solution to Eq. (3.8) at least locally. To show that Eq. (3.8) admit a global solution we note that operators $`\delta `$ as well as $`\delta ^1`$ are defined in a coordinate independent way. It implies that particular solution (3.21) does not depend on the choice of the local coordinate system and thus it is a global solution.
The quantum BRST charge constructed above obviously satisfies
(3.22)
$$\delta ^1\mathrm{\Omega }^r=0,r3,$$
which can be considered as an additional condition on the solution to the Eq. (3.8). One can actually show that solution to the Eq. (3.8) is unique provided condition (3.22) is imposed on $`\widehat{\mathrm{\Omega }}`$.
Thus we have shown how to construct quantum BRST charge associated to the first class constraints $`\mathrm{T}_i`$. ∎
The operator $`\delta `$ which is extensively used in the proof plays crucial role in the BRST formalism. In the case of the first class constrained system, the counterpart of $`\delta `$ is known as the Koszule-Tate differential associated to the constraint surface while in the Lagrangian BV quantization the respective counterpart of $`\delta `$ is the Koszule-Tate differential associated to the stationary surface.
### 3.3. An algebra of the quantum BRST observables and the star-multiplication
Observables in the BFV quantization are recognized as zero-ghost-number values closed w.r.t. to adjoint action $`D`$ of BRST charge $`\widehat{\mathrm{\Omega }}`$ modulo exact ones; $`\widehat{a}`$ is an observable iff
(3.23)
$$D\widehat{a}\frac{i}{\mathrm{}}[\widehat{\mathrm{\Omega }},\widehat{a}]_{}=0,[\widehat{𝐆},\widehat{a}]_{}=0.$$
Two observables are said equivalent iff their difference is $`D`$-exact. The space of inequivalent observables is thus the zero-ghost-number cohomology of $`D`$.
Initially, the classical observables are the functions on the symplectic manifold $``$. Now $``$ is embedded into the extended phase space $``$ (2.43). According to the BFV prescription the quantum extension of the initial observable $`a`$ is an operator (symbol in our case) $`\widehat{a}`$ of the quantum converted system that is the solution to the Eqs. (3.23) subjected to the boundary condition
(3.24)
$$\widehat{a}|_{y=0}=a_0(x).$$
Let us consider the algebra of quantum BRST observables in $`𝔄^q`$. First study observables in $`𝔄_0^q𝔄^q`$.
###### Proposition 3.2.
Equations (3.23) have a unique solution belonging to $`𝔄_0^q`$ for each initial observable $`a_0=a_0(x)`$.
###### Proof.
Consider an expansion of $`\widehat{a}`$ in the homogeneous components
(3.25)
$$\widehat{a}=\underset{r=0}{\overset{\mathrm{}}{}}a^r,\mathrm{deg}(a^r)=r.$$
The boundary condition (3.24) implies $`a^0=a_0(x)`$. Eq. (3.23) obviously holds in the first degree. In the higher degrees we have
(3.26)
$$\delta a^{r+1}+B^r=0,$$
where $`B^r`$ is given by
(3.27)
$$B^r=\frac{i}{\mathrm{}}\underset{t=0}{\overset{r2}{}}[\mathrm{\Omega }^{t+2},a^{rt}]_{},\mathrm{deg}(B^r)=r,$$
and $`\mathrm{\Omega }^t`$ are terms of the expansion (3.11) of $`\widehat{\mathrm{\Omega }}`$ w.r.t. degree. Similarly to the proof of the Proposition 3.1 the necessary and sufficient condition for (3.26) to admit solution is $`\delta B^r=0`$. To show that the condition holds indeed assume that Eqs. (3.26) hold for all $`rs`$. Then consider the identity
(3.28)
$$[\widehat{\mathrm{\Omega }},[\widehat{\mathrm{\Omega }},\widehat{a}]_{}]_{}=0.$$
Excluding contribution of degree $`s+3`$ we arrive at
(3.29)
$$\delta B^s=0.$$
The particular solution to the Eq. (3.26) for $`r=s`$ is
(3.30)
$$a^{s+1}=\delta ^1B^s.$$
Iteratively applying this procedure one arrives at the particular solution to the Eq. (3.23) satisfying boundary condition $`\widehat{a}|_{y=0}=a_0(x)`$.
Finally let us show the uniqueness. Taking into account that $`a^{s+1}`$ belongs to $`𝔄_0^q`$ and $`\mathrm{gh}(a^{s+1})=0`$ we conclude that $`a^{s+1}`$ does not depend on $`𝒞`$. Thus the general solution to the equation (3.26) is given by
(3.31)
$$a^{s+1}=\delta ^1B^s+C^{s+1}(x,\mathrm{}).$$
It is easy to see that the boundary condition requires $`C^{s+1}(x,\mathrm{})=0`$ (recall that $`(\delta ^1B^n)|_{y=0}=0`$.) ∎
Since equation (3.23) is linear it has a unique solution $`\widehat{a}`$ satisfying the boundary condition $`\widehat{a}_{y=0}=a_0(x,\mathrm{})`$ even if the initial observable $`a_0`$ was allowed to depend formally on $`\mathrm{}`$. It follows from the Proposition 3.2 that the space of inequivalent quantum observables coincides with the space of classical observables (functions on $``$) tensored by formal power series in $`\mathrm{}`$. In other words, the space of zero-ghost-number cohomology of $`D`$ evaluated in $`𝔄_0^q`$ is isomorphic with $`𝒞^{\mathrm{}}()[[\mathrm{}]]`$, where $`𝒞^{\mathrm{}}()`$ is the algebra of functions on $``$ and $`[[\mathrm{}]]`$ denotes the space of formal power series in $`\mathrm{}`$. In fact even a stronger statement holds
###### Theorem 3.1.
The space of inequivalent quantum BRST observables, i.e. the zero-ghost-number cohomology evaluated in $`𝔄^q`$, is isomorphic to $`𝒞^{\mathrm{}}()[[\mathrm{}]]`$.
A proof follows from observation that each zero-ghost-number cohomology class from $`𝔄^q`$ has a representative in $`𝔄_0^q`$. Further, Proposition 3.2 implies that the representative is unique and provides us with the explicit isomorphism between $`𝒞^{\mathrm{}}()[[\mathrm{}]]`$ and the space of inequivalent quantum observables.
Since the BRST differential $`D=\frac{i}{\mathrm{}}[\widehat{\mathrm{\Omega }},]_{}`$ is an inner derivation in $`𝔄^q`$ then the star multiplication in $`𝔄^q`$ determines the star multiplication in the space of quantum BRST cohomology. Making use of isomorphism from 3.1 one can equip $`𝒞^{\mathrm{}}()[[\mathrm{}]]`$ with the associative multiplication, determining thereby a star product on $``$. As the algebra of quantum BRST observables is a deformation of the Poisson algebra of classical ones, which in turn is isomorphic with the Poisson algebra $`𝒞^{\mathrm{}}()`$, the star-product on $``$ satisfies standard correspondence conditions
(3.32)
$$\widehat{a}\widehat{b}|_{y=\mathrm{}=0}=a_0b_0,\frac{i}{\mathrm{}}[\widehat{a},\widehat{b}]_{}|_{y=\mathrm{}=0}=\{a_0,b_0\}_{}.$$
Here $`\widehat{a}`$ and $`\widehat{b}`$ are the symbols obtained by means of Proposition 3.2 starting from $`a_0,b_0𝒞^{\mathrm{}}()`$.
### 3.4. BFV-Fedosov correspondence
To establish the correspondence with the Fedosov construction of the star product we note that the quantum algebra $`𝔄_0^q`$ consisting of functions<sup>4</sup><sup>4</sup>4Recall that in the BRST approach functions of auxiliary variables $`y`$ are formal power series in $`y`$ of $`x,y,𝒞`$ is precisely the algebra of sections of the Weyl algebra bundle from provided one identifies ghosts $`𝒞^i`$ with the basis 1-forms $`dx^i`$.
Let us consider the quantum BRST charge $`\widehat{\mathrm{\Omega }}`$ corresponding to the boundary condition (2.23). An adjoint action of $`\widehat{\mathrm{\Omega }}`$ on $`𝔄_0^q`$
(3.33)
$$Da\frac{i}{\mathrm{}}[\widehat{\mathrm{\Omega }},a]_{}=(𝒞_i_i𝒞^i\frac{}{y^i})a+\frac{i}{\mathrm{}}[\underset{t=3}{\overset{\mathrm{}}{}}\mathrm{\Omega }^t,a]_{},a𝔄_0^q,$$
is precisely the Fedosov connection in the Weyl algebra bundle. Indeed, in the Fedosov-like notations
(3.34)
$$\delta =𝒞^i\frac{}{y^i},=𝒞^i_i,r=\underset{t=3}{\overset{\mathrm{}}{}}\mathrm{\Omega }^t𝔄_0,$$
the star-commutator with quantum BRST charge $`\widehat{\mathrm{\Omega }}`$ can be rewritten as
(3.35)
$$Da\frac{i}{\mathrm{}}[\mathrm{\Omega },a]_{}=(\delta )a+\frac{i}{\mathrm{}}[r,a]_{},$$
that makes transparent identification of the $`\frac{i}{\mathrm{}}[\widehat{\mathrm{\Omega }},]_{}`$ and the Fedosov connection in the Weyl algebra bundle. In particular, the zero-curvature condition is precisely the BFV quantum master equation $`[\widehat{\mathrm{\Omega }},\widehat{\mathrm{\Omega }}]_{}=0`$.
It follows from Theorem 3.1 that each equivalence class of the quantum BRST observables has a unique representative in $`𝔄_0^q`$. Thus the inequivalent quantum BRST observables are the flat sections of the Weyl algebra bundle. In its turn the star multiplication (3.6) of quantum BRST observables (considered as the BRST invariant functions from $`𝔄_0^q`$) is nothing but the Weyl product of the Fedosov flat sections of Weyl algebra bundle.
There is a certain distinction between BRST and Fedosov quantization. Unlike the Fedosov Abelian connection, the adjoint action of the BRST charge can be realized as an inner derivation of the associative algebra $`𝔄^q`$. In particular, in the BRST approach the covariant differential $`D`$ is strictly flat.
## 4. Conclusion
Summarize the results of this paper. First we construct a global embedding of a general symplectic manifold $``$ into the modified cotangent bundle $`𝒯_\rho ^{}`$ as a second class constrained surface. Then we have elaborated globally defined procedure which converts the second class constrained system into the first class one that allows to construct the BRST description for the Hamiltonian dynamics in the original symplectic manifold. We have explicitly established the structure of the classical BRST cohomology in this theory and perform a straightforward quantum deformation of the classical Poisson algebra which contains all the observables and the BRST algebra generators. As all the values on the original symplectic manifold are identified with the observables of the BRST theory, we have thus quantized the general symplectic manifold. Finally, we establish a detailed relationship between the quantum BFV-BRST theory of the symplectic manifolds and Fedosov’s deformation quantization.
The construction of the BRST embedding of the second class constrained theory, being done by means of the cohomological technique, allows to recognize the conversion procedure as some sort of deformation of the classical Poisson algebra of the second class system. This deformation has an essential distinction from that one which is usually studied in relation to switching on the interactions in classical gauge theories , although the cohomological technique is quite similar. As soon as classical deformation has been performed, the problem of the quantum deformation becomes transparent in the theory. Thus in the BRST approach a part of the deformation quantization problem is transformed, in a sense, in the problem of another deformation, classical in essence, while the quantization itself is almost obvious in the classically deformed system.
### Acknowledgments
We are grateful to I.A. Batalin for fruitful discussions on various problems considered in this paper. We also wish to thank V.A. Dolgushev, A.V. Karabegov, A.M. Semikhatov, A.A. Sharapov, I.Yu. Tipunin and I.V. Tyutin. The work of MAG is partially supported by the RFBR grant 99-01-00980, INTAS-YSF-98-156, Russian Federation President Grant 99-15-96037 and Landau Scholarship Foundation, Forschungszentrum Jülich. The work of SLL is supported by the RFBR grant 00-02-17956.
## Appendix A Star-multiplication in $`𝔄`$
Here we present an explicit form of the star product in the Poisson algebra $`𝔄`$. Recall, that $`𝔄`$ is a Poisson subalgebra of $`()`$ generated by $`𝔄_0`$ (Poisson algebra of functions depending of $`x,y,𝒞`$ only) and the elements $`𝐏=𝒞^i\theta _i,𝐆=𝒞^i𝒫_i`$. The star product in $`𝔄_0`$ could be defined by the Weyl multiplication (3.6). As for general elements of $`𝔄`$, let us consider first $`𝐏`$-independent ones. For the general $`𝐏`$-independent elements $`A(x,y,𝒞,𝐆)`$ and $`B(x,y,𝒞,𝐆)`$ we postulate
(A.1)
$$\begin{array}{c}A(x,y,𝒞,𝐆)B(x,y,𝒞,𝐆)=[exp(i\mathrm{}(𝐆\frac{}{𝐆_1}\frac{}{𝐆_2}+𝒞^i\frac{}{𝒞_2^i}\frac{}{𝐆_1}))\\ A(x,y,𝒞_1,𝐆_1)B(x,y,𝒞_2,𝐆_2)\left]\right|_{𝒞_1=𝒞_2=𝒞,𝐆_1=𝐆_2=𝐆,}\end{array}$$
where the $``$ in the r.h.s. is the Weyl multiplication (3.6) acting on $`y`$ only. Finally, taking into account commutation relations (3.7) for the $`𝐏`$-dependent elements one can choose
(A.2)
$$\begin{array}{ccc}\hfill (𝐏A)(B)& =& 𝐏(AB),\hfill \\ \hfill (A)(𝐏B)& =& (1)^{\mathrm{p}(A)}[𝐏(AB)i\mathrm{}𝐏((\frac{}{𝐆}A)B)\hfill \\ & & +i\mathrm{}((A)B)(i\mathrm{})^2(\frac{}{𝐆}A)B],\hfill \\ \hfill (𝐏A)(𝐏B)& =& (1)^{\mathrm{p}(A)}[\frac{i\mathrm{}}{2}(R+\omega )AB+\frac{(i\mathrm{})^2}{2}(R+\omega )(\frac{}{𝐆}A)B\hfill \\ & & +i\mathrm{}𝐏((A)B)(i\mathrm{})^2𝐏((\frac{}{𝐆}A)B)],\hfill \end{array}$$
where $`A`$ and $`B`$ are general $`𝐏`$-independent elements from $`𝔄`$ and the star-product in the right hand sides of Eqs. (A.2) is that given by (A.1). The associativity of multiplication (A.1) and (A.2) can be verified directly.
This star multiplication can be thought of as that of $`𝐏,x,y,𝒞,𝐆`$-symbols which is also a Weyl symbol w.r.t. $`y`$-variables. If one considered the star-product in $`𝔄`$ as that on functions explicitly depending on $`p,𝒫`$ then it would correspond to the $`p,x,y,𝒞,𝒫`$-symbol.
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# Abstract
## Abstract
Type Ia Supernovae are in many aspects still enigmatic objects. Their observational and theoretical exploration is in full swing, but we still have plenty to learn about these explosions.
Recent years have already witnessed a bonanza of supernova observations. The increased samples from dedicated searches have allowed the statistical investigation of Type Ia Supernovae as a class. The observational data on Type Ia Supernovae are very rich, but the uniform picture of a decade ago has been replaced by several correlations which connect the maximum luminosity with light curve shape, color evolution, spectral appearance, and host galaxy morphology. These correlations hold across almost the complete spectrum of Type Ia Supernovae, with a number of notable exceptions. After 150 days past maximum, however, all observed objects show the same decline rate and spectrum.
The observational constraints on explosion models are still rather sparse. Global parameters like synthesized nickel mass, total ejecta mass and explosion energetics are within reach in the next few years. These parameters bypass the complicated calculations of explosion models and radiation transport. The bolometric light curves are a handy tool to investigate the overall appearance of Type Ia Supernovae. The nickel masses derived this way show large variations, which combined with the dynamics from line widths, indicate that the brighter events are also coming from more massive objects.
The lack of accurate distances and the uncertainty in the correction for absorption are hampering further progress. Improvements in these areas are vital for the detailed comparison of luminosities and the determination of nickel masses. Coverage at near-infrared wavelengths for a statistical sample of Type Ia Supernovae will at least decrease the dependence on the absorption. Some of the most intriguing features of Type Ia Supernovae are best observed at these wavelengths, like the second peak in the light curve, the depression in the J band, and the unblended \[Fe ii\] lines in the ashes.
To appear in The Astronomy and Astrophysics Review
## 1 Introduction
The interest in supernovae has risen dramatically with their application to cosmological problems. Their unique capabilities as distance indicators on the cosmic scale have pushed them into the limelight of cosmology. These objects, however, are interesting and exciting in their own right. Supernova physics relates some of the most complicated physical processes from the explosion mechanisms to nucleosynthesis, radiation transport, and shock physics as well as some of the most intriguing astrophysics ranging from star formation and stellar evolution to cosmic metal enrichment, evolution of galaxies, and the scale and fate of the universe. Their brightness makes them ideal stellar tracers at large distances and look back times. Solving some of the supernova specific problems will hence give us clues on a much larger scale.
Stellar explosions have been observed for many centuries. Nonetheless, supernovae are extremely rare and only six of them have been observed over the last millennium in our own Galaxy (Clark & Stevenson 1977, Murdin & Murdin 1985, van den Bergh & Tammann 1991). The number of extragalactic supernova detections has grown continuously. Originally only searched by a few limited experiments (e.g. Zwicky 1965) with about a dozen SNe detected each year, the topic has taken a big turn with SN 1987A and the emergence of deep coordinated searches for distant supernovae in the last decade. There are now nearly 200 SNe detected each year (cf. IAU Central Bureau for Astronomical Telegrams<sup>1</sup><sup>1</sup>1http://cfa-www.harvard.edu/cfa/lists/Supernovae.html, Asiago Supernova Catalog<sup>2</sup><sup>2</sup>2http://merlino.pd.astro.it/$``$supern (Barbon et al. 1999), Sternberg Astronomical Institute Supernova Catalog<sup>3</sup><sup>3</sup>3http://www.sai.msu.su/cgi-bin/wdb-p95/sn/sncat/form (Bartunov & Tsvetkov 1997)). This plethora of objects has revealed an increasing number of peculiar, i.e. not easily classified, supernovae. On the other hand, it has allowed us to conduct detailed studies of specific supernova classes and find the commonalities as well as the individuality among supernovae. The surge of data has further provided many new constraints for the models.
It has become increasingly clear that two main classes of supernovae (Type Ia vs. Type II and Type Ib/c) with physically completely different backgrounds exist. Originally an observational separation according to spectral features (Minkowski 1941, 1964, Harkness & Wheeler 1990, Filippenko 1997a) the classification scheme has proven to identify physically distinct objects. On the other hand, the classification system has not turned out to be sufficient. Several objects defy a clear classification and have forced extensions to the system. There is, however, a move to a more physical description of individual objects. Especially bright, well-observed, events have increased our understanding of the explosions.
Type Ia Supernovae (SNe Ia) are now almost universally accepted as thermonuclear explosions in low-mass stars (Trimble 1982, 1983, Woosley & Weaver 1986). All other known supernova explosions are thought to be due to the core collapse in massive stars.
There are many reviews on (Type Ia) Supernovae available. The most comprehensive books are Petschek (1990), Wheeler, Piran, & Weinberg (1990), Woosley (1991), McCray & Wang (1996), Bludman et al. (1997), Ruiz-Lapuente et al. (1997), Niemeyer & Truran (1999), and Livio et al. (2000). Excellent reviews were given by Trimble (1982, 1983) and Woosley & Weaver (1986). More recent monographs on Type Ia in general are Wheeler et al. (1995) and Filippenko (1997b). Possible progenitor systems (Branch et al. 1995, Renzini 1996, Livio 1999), supernova classifications (Filippenko 1997a), supernova rates (van den Bergh & Tammann 1991), the Hubble constant from SNe Ia (Branch 1998) and the status of explosion models (Hillebrandt & Niemeyer 2000) are covered in more specific reviews.
### 1.1 Classification
Supernovae are classified by their spectrum near maximum light (see Filippenko 1997a for a review on supernova classifications). The Type Ia Supernovae are characterized by the complete absence of hydrogen and helium lines and a distinct, strong absorption line near 6100Å, which comes from a doublet of singly ionized silicon with $`\lambda \lambda `$6347Å and 6371Å. Hydrogen or helium lines never appear in the spectra of SNe Ia at any phase of the evolution. Significant variations have been observed within this scheme, but in general SNe Ia can safely be distinguished from any other supernovae (Filippenko 1997a). Great care has to be taken to separate the SN Ia from SNe Ib/c which can display a similar spectrum at early phases.
Secondary classification criteria are the late-phase spectrum dominated by forbidden iron and cobalt lines, light curve shape, color evolution, and host galaxy morphology. None of these is sufficient by itself, but may provide additional evidence for a classification.
### 1.2 Astrophysical importance
Since SNe Ia are possibly the main producer of iron in the universe, they provide a clock for the metal enrichment of matter. The relative long progenitor life times, as compared to massive stars which become core-collapse supernovae, provides a convenient feature in the relative metal abundances of $`\alpha `$elements and iron-group elements (Renzini 1999).
The heating of the interstellar medium, in particular for elliptical galaxies, depends on the SN Ia rates and their energy input (Ciotti et al. 1991).
As explosions of white dwarfs SNe Ia are placed at the end of one of the major stellar evolution channels. Although only a few white dwarfs really explode as SNe Ia, they still can provide important information on the binary fraction of stars and the evolution of binary systems both in our Galaxy (e.g. Iben & Tutukov 1994, 1999) and as a function of look back time (Yungelson & Livio 1998, Ruiz-Lapuente & Canal 1998).
Supernovae also play an important feedback role during the early galaxy evolution and might be responsible for substantial loss of material from galaxies (e.g. Wyse & Silk 1985, Burkert & Ruiz-Lapuente 1997, Ferrara & Tolstoy 2000) and the regulation of the star formation process. The contribution of SNe Ia as opposed to core-collapse supernovae from massive stars is, however, unclear.
### 1.3 Type Ia Supernovae and Cosmology
Recent years have seen SNe Ia taking center stage in observational cosmology. As the momentarily best distance indicator beyond the Virgo cluster, they provide the main route to the current expansion rate (Branch 1998) and the deceleration of the universe (Riess et al. 1998a, Perlmutter et al. 1999). Almost all Hubble constant determinations are now involving SNe Ia in one form or another. Two large HST programs have adopted SNe Ia as their prime distance indicator beyond the reach of Cepheid stars (Saha et al. 1999, Gibson et al. 2000, Mould et al. 2000). Although other secondary distance indicators are still discussed, in most approaches they enter the analyses with lower weight (Mould et al. 2000). It is also gratifying to see that a general convergence of the value of H<sub>0</sub> to within the respective error bars between 60 and 70 km s<sup>-1</sup> Mpc<sup>-1</sup> has been reached.
The claim, based on SNe Ia, for an accelerated universe (Riess et al. 1998a, Perlmutter et al. 1999) has triggered an enthralling debate in cosmology. It will be an important next step to verify that supernova evolution is not mimicking a signal which has been interpreted as a cosmological constant. Other explanations of the supernova result apart from a cosmological constant and based on decaying particle fields have been proposed as well (for a recent review see Kamionkowski & Kosowsky 1999).
## 2 Observational characteristics
Type Ia supernovae are characterized by the absence of hydrogen and helium and the presence of processed material, mostly calcium, silicon and sulphur, in their spectra during the peak phase. At late phases the spectrum is dominated by emission lines of iron-group elements.
SNe Ia further exhibit a distinct light curve shape, extreme luminosity, absence of any appreciable amount of circumstellar material, and a lack of detectable polarization.
### 2.1 Observational material
Recent years have seen a major increase in reliable SN Ia data at all wavelengths. The large collection of optical data from the Calán/Tololo Supernova Survey (Hamuy et al. 1995, Hamuy et al. 1996c) has superseded the older, inhomogeneous catalogs (Barbon et al. 1973a, Leibundgut et al. 1991a). The Calán/Tololo survey has delivered 29 SNe Ia with at least one classifying spectrum and light curves in BVI. At the same time, many nearby supernovae have been observed with modern methods (reference lists can be found in Filippenko 1997a, Branch 1998, Contardo et al. 2000). Of particular interest are also the new observations of SN 1997br (Li et al. 1999), SN 1997cn (Turatto et al. 1998) and SN 1998bu (Suntzeff et al. 1999, Jha et al. 1999, Hernandez et al. 2000). A catalog of SN Ia observations has been published by Riess et al. (1999a) summarizing the data collection of 22 SNe Ia in BVRI.
Currently there are a number of supernova searches under way which will produce more densely sampled light curves and spectroscopic evolutions. Data are collected in a systematic way at several places. A large program of supernova observations has been ongoing at Asiago (Barbon et al. 1993) for many years. Bright supernovae are regularly observed in BVRI and optical spectroscopy. The group at the Center for Astrophysics is collecting data on most bright new supernovae. In addition to the published data (Riess et al. 1999a, Jha et al. 1999) several more SNe Ia have been observed in BVRI and occasionally in U. For a few objects also JHK light curves are being assembled. The robotic telescope at Lick Observatory (Richmond, Treffers, & Filippenko 1993) is now discovering new supernovae routinely. These objects are then followed in BVRI and with spectroscopy. The Supernova Cosmology Project (e.g. Perlmutter et al. 1997, 1999) has started to search for nearby SNe Ia to supplement the currently existing sample. In a massive search and follow-up program involving observatories around the globe many objects will be observed extensively in UBVRI and with optical spectroscopy in the next few years. The Mount Stromlo and Sidings Springs Abell Cluster Search has found around 50 supernovae (Reiss et al. 1998). The light curves from this search are a combination of very wide filters (the Macho $`V_M`$ and $`R_M`$ filter set, cf. Germany et al. 1999) and regular BVRI observations. Only a fraction of the objects has a spectroscopic classification. So far 6 SNe Ia have been reported (Reiss et al. 1998). A follow-on project to the Calán/Tololo Supernova Survey has been initiated recently, which concentrates on finding bright SNe Ia and follow them in UBVRIJHK and spectroscopy. Infrared photometry and spectroscopy has regularly been obtained at UKIRT and the IRTF (Spyromilio et al. 1992, Meikle et al. 1996, Bowers et al. 1997, Meikle & Hernandez 1999, Hernandez et al. 2000).
Many observations are also obtained by amateur astronomers. Collaborative efforts are undertaken by the International Supernova Network<sup>4</sup><sup>4</sup>4http://www.supernovae.net/isn.htm, the Variable Star Network<sup>5</sup><sup>5</sup>5http://www.kusastro.kyoto-u.ac.jp/vsnet/SNe/SNe.html (VSNET), and through the Astronomy Section of the Rochester Academy of Sciences<sup>6</sup><sup>6</sup>6http://www.ggw.org/asras/snimages. The collaboration between professional and amateur astronomers is becoming a very valuable extension of supernova research. The combination of observations from all sources has played an important role in some of the recent research projects (e.g. Riess et al. 1999b).
#### 2.1.1 SN Ia Rates
The frequency of supernovae carries important information about their parent population and the physical process which drives the explosions. Although the relative importance of this measurement has been recognized, it has been very difficult to derive good numbers for the supernova rates (for reviews see van den Bergh & Tammann 1991, Tammann 1994, Strom 1995). The main problem is the extreme rarity of supernovae which makes statistically significant samples very difficult to come by. The problem worsens when the rates are split into many supernova and galaxy subtypes leaving very few objects per sampling bin. The searches have further to consider the time for which supernovae could have been discovered. The control time is an important parameter which is typically difficult to calculate as it depends on light curve shape, absolute luminosity, and the absorption by dust in the local supernova environment (Tammann 1994, Strom 1995). Supernova rates are normally expressed as the number of supernovae per century per blue unit (i.e. solar) luminosity (typically per $`10^{10}`$L$`_B_{}`$). The latter reflects the belief that supernovae are linked to the stellar population which dominates the galaxy light. The attempt to measure the SN Ia rate per H luminosity, which traces older stellar populations, seems more reasonable (van den Bergh 1990), if we believe that SNe Ia come from long-lived progenitor systems. Unfortunately, there are no good H luminosities available for large samples of galaxies. Since the total luminosity depends on the galaxy distances the supernova rates depend on $`H_0^2`$.
Two complementary efforts can be distinguished. One approach is to collect as many supernovae as possible and then define the galaxy sample from which they emerged (Tammann et al. 1994). This is hampered by the fact that galaxies without supernova enter the sample only according to some selection criteria (e.g. contained in a given volume). The other approach is to only include supernovae which have been detected in a pre-defined galaxy sample (Cappellaro et al. 1997). This restricts the number of supernovae significantly. A new approach, which is tailored for more distant searches, is to define a galaxy luminosity function and use this information (as a function of redshift) to determine the rates (Pain et al. 1996, Reiss 1999). This may be the most efficient way to treat this problem avoiding massive redshift surveys which cover all galaxies accessible in the search area and may well require prohibitive amounts of observing time.
Other problems affecting SN rates are the internal extinction in the host galaxy. This extinction depends on the local environment and may differ considerably for the various supernova types. The extinction of course depends on the parent population of the supernovae. SNe Ia presumably originate in an older population where extinction should be less of a problem (but see below and section 3.1 for doubts on the universality of this assumption). Unless the age and initial mass function of the supernova parent population is the same as that of the dominant stellar population, the assumption that the B luminosity may be a good comparison is questionable.
The rates of SNe Ia are very low with about 1 event every 500 to 600 years for a galaxy with $`10^{10}`$L$`_B_{}`$ and a Hubble constant of 65 km s<sup>-1</sup> Mpc<sup>-1</sup> (Cappellaro et al. 1997, Reiss 1999). There is a dependence on galaxy type which shows that SNe Ia are observed less often in early type (elliptical and S0) galaxies than in spirals. This goes against the claim that they emerge from very old stellar populations. A further puzzling fact questioning the old paradigm is that there seems to be some preference of SNe Ia in star forming galaxies to lie in or near spiral arms (Bartunov et al. 1996) or at least in their vicinity (McMillan & Ciardullo 1996) which would make them of intermediate age ($`>`$0.5 Gyr). The rate in the field and in galaxy clusters seems to vary very little (Reiss 1999).
The rates of distant ($`z>0.3`$) supernovae have been derived only for two very small samples (Pain et al. 1996, Reiss 1999). For the distant supernovae the difficulties in calculating rates are exacerbated by the small number statistics of spectroscopically classified objects. An additional factor for the distant searches are the exact galaxy luminosities and an approach over some general luminosity functions is required (Reiss 1999). The restriction to a given filter passband (mostly the B band) becomes questionable as there are significant color changes for distant galaxies. It is hence not too surprising that the two estimates are not concordant. Larger supernova samples at high redshift have already been observed and new rates will become available soon.
#### 2.1.2 Light curves
Light curves form one of the main information sources for all supernovae. Typically they are observed in the broad-band optical filters following the Bessell (1990) system, which combines the older Johnson (Johnson & Harris 1954) and Cousins (1980, 1981) filter passbands. The optical UBVRI bands have been observed for bright, nearby supernovae. Observations in the near infrared JHK filters have been obtained for a few supernovae only (Elias et al. 1981, 1985, Frogel et al. 1987, Meikle 2000).
Figure 1 displays the characteristic shape of SNe Ia in the various filters (Suntzeff et al. 1999, Jha et al. 1999, Hernandez et al. 2000). Observers usually use the B maximum as the zero-point for the light curves. We will follow this practice here as well.
The light curves have been investigated in detail over the last decade. After the early assumption of a single time evolution (Minkowski 1964, Leibundgut 1988, Leibundgut et al. 1991a) clear differences emerged when new objects were observed in more detail. A striking example of the differences has been demonstrated by Suntzeff (1996) with the R and I light curves. Earlier indications of deviant objects had been ignored (Phillips et al. 1987, Frogel et al. 1987, Leibundgut 1988).
The exact, objective description of optical light curves has become an industry (Hamuy et al. 1996d, Riess et al. 1996a, Vacca & Leibundgut 1996, Perlmutter et al. 1997). However, no overall agreement has emerged yet.
##### Rise Times
SNe Ia rise to maximum very fast. Only in very lucky occasions have early observations been recorded. One such case has been the occurrence of a second SN Ia within 100 days in the same galaxy (SN 1980N and SN 1981D - Hamuy et al. 1991). The new supernova could be detected on the deep photographic plates obtained to follow the late light curve of the first object. Thus the earliest observations were obtained 15.3 days before B maximum light was reached. Other observations this early were reported for a small number of SNe Ia (SN 1971G: -17 days, Barbon et al. 1973b; SN 1962A: -16 days, Zwicky & Barbon 1967; SN 1979B: -16 days, Barbon et al. 1982; SN 1999cl: -16 days, Krisciunas et al. 2000).
Densely sampled supernova searches provide the best chance to obtain very early observations. The current Lick Observatory Supernova Search has already discovered several objects very early (SN 1994ae; -13 days, Riess et al. 1999a).
A systematic search for early supernova data has been conducted by Riess et al. (1999b). The earliest reported observations are for SN 1990N (-17.9 days) and SN 1998bu (-16.7 days). It is thus clear that SNe Ia rise to B maximum in more than 18 days. The rise is very steep with about half a magnitude per day brightness increase until about 10 days before maximum (SN 1990N; Riess et al. 1999b).
The pre-maximum light curve is often approximated with a t<sup>2</sup> function (Riess et al. 1999b, Aldering et al. 2000) assuming an expanding fireball with a very slowly changing temperature. The fit to the data demonstrates the suitability of such an assumption. Riess et al. find a rise time of about $`19.5`$ days for SNe Ia. The rise time determined by Vacca & Leibundgut (1996) and Contardo et al. (2000) were based on a less extended data set and a different functional form.
##### Maximum phase
The maximum phase starts about 5 days before the peak in the B filter. At this time a SN Ia has most likely reached its maximum brightness in the near-IR filters JHK (Meikle 2000). We currently have IR observations for only one SN Ia at these early phases, SN 1998bu (Meikle & Hernandez 1999, Hernandez et al. 2000). A dip in the light curve about 10 days after B maximum had been observed in JHK for other SNe Ia (Elias et al. 1985, Meikle 2000). SN 1986G possibly had the IR maxima observed just a few days before the B maximum (Frogel et al. 1987).
Although there is quite a range in relative epochs of maximum in the different filters it is clear that in most cases SNe Ia reach maximum earlier in I than in B (Contardo et al. 2000). The one object which clearly deviates is SN 1991bg. It reached I maximum about 6 days after the B maximum (Contardo et al. 2000). This is in striking contrast with the other object reported to be in a similar class, SN 1997cn, which reached maximum in all filters within a couple of days (Turatto et al. 1998).
The peak phase can be approximated fairly well by Gaussian curves (Vacca & Leibundgut 1996, Contardo et al. 2000, Pinto & Eastman 2000) or second-order polynomials (Hamuy et al. 1996d, Riess et al. 1999a).
The colors evolve very rapidly and non-monotonically around maximum. While they appear fairly constant during the pre-maximum phase, they change from blue ($`BV0.1`$) at 10 days before to red ($`BV1.1`$) 30 days after maximum. Other colors evolve similarly, although not as strongly ($`VR`$, $`RI`$, Ford et al. 1993). A very strong color evolution can be seen in $`JH`$ (from -0.2 to 1.3), while the $`HK`$ changes only mildly (from 0.2 to -0.2; Elias et al. 1985, Meikle 2000), the only color where SNe Ia become bluer. In this color the difference between individual supernovae can be substantial (Meikle 2000). At maximum the typical absorption corrected $`BV`$ is about $`0.07\pm 0.03`$. The $`VI`$ color is $`0.32\pm 0.04`$ with a slight dependence on the light curve shape (Phillips et al. 1999).
After maximum the supernovae start to fade slowly and go into a decline at UV and blue (U and B) wavelengths. The redder wavelengths progressively show a decrease of the decline after about 20 days (V), to a shoulder (R) and a second maximum (IJHK). The epoch of the second maximum in I also correlates with other parameters, in particular the decline rate and the peak luminosity (Suntzeff 1996, Hamuy et al. 1996d, Riess et al. 1996a).
##### Second maximum
The characterization of the decline is not easy and several methods have been proposed. Only the densely sampled and accurate photometry which became available in the last decade has allowed us to explore this part of the light curve more systematically.
A pronounced second maximum has been observed in the I and redder light curves (Ford et al. 1993, Suntzeff 1996, Lira et al. 1998, Meikle 2000). This has been a rather unexpected feature but had been pointed out already by Elias et al. (1981, 1985). The second maximum has not been characterized formally and its interpretation is still unclear (see section 4). The I light curve peaks between 21 days (SN 1994D) and 30 days (SN 1994ae) after the B maximum. The peaks, however, with quite some spread, are around 29, 25, and 21 days past B maximum for J, H, and K, respectively. The rise of the second maximum is very pronounced and amounts from dip to maximum to about 0.7 mag in J, 0.6 mag in H, and 0.4 mag in K (Elias et al. 1985, Leibundgut 1988, Meikle 2000). These values are based only on very few objects and any systematic differences could not be described. It is, however, striking to see how well the templates fit new data like SN 1998bu (Meikle 2000).
This second peak has been conspicuously absent in the I light curves of SN 1991bg (Filippenko et al. 1992b, Turatto et al. 1996) and SN 1997cn (Turatto et al. 1998), although a slight change in the B and V light curve decline rates during this phase has been reported (Leibundgut et al. 1993). The IR light curves of SN 1986G (Frogel et al. 1987) display only a plateau instead of a well formed peak.
##### Late declines
After about 50 days the light curves settle onto a steady decline which is exponential in luminosity. The decline rates are the same for basically all SNe between 50 and $``$120 days (Wells et al. 1994, Hamuy et al. 1996d, Lira et al. 1998). The B light curves decline by about 0.014 mag/day, the V by 0.028 mag/day, and I by 0.042 mag/day. Exceptions are SN 1986G (Phillips et al. 1987) and SN 1991bg (Turatto et al. 1996). They declined faster in B (0.019 and 0.020 mag/day, respectively). The decline in V is identical for all SNe Ia. In I SN 1991bg declined marginally slower than other SNe Ia (0.040 mag/day). The IR light curves have been observed for only a handful of objects to about 100 days past maximum (Meikle 2000). The decline rate is fairly constant for the few objects where it has been observed. It is 0.043 mag/day in J and 0.040 mag/day for H and K (Elias et al. 1985, Leibundgut 1988). These values are almost entirely based on SN 1972E, SN 1980N, and SN 1981B. Only SN 1980N, SN 1981B, and SN 1981D have been followed to about 380 days after maximum and show a more or less exponential decline out to the last observation (Elias & Frogel 1983). Data in this range are clearly missing and these epochs will be important to explore in the future.
Not many SNe Ia have been followed much further. At a phase of 150 days past B maximum a typical supernova is about 5 magnitudes below its peak brightness and many have disappeared into the glare of their host galaxy. The few objects which have been observed longer show a change of slope in the V, R, and I filters between 120 and 140 days (Fig. 2; Doggett & Branch 1985, Lira et al. 1998), when the decline slows to 0.014, 0.015, and 0.011, respectively. The decline rates after 140 days are identical for SN 1990N, SN 1992A, and SN 1991T (Suntzeff 1996, Lira et al. 1998). The B light curve maintains its previous slope also at these late phases (Minkowski 1964, Kirshner & Oke 1975, Suntzeff 1996, Lira et al. 1998).
A special case is SN 1991T which was observed out to over 1000 days. A flattening of the B, V, and R light curves after about 600 days was found (Schmidt et al. 1994) and has been observed until 2570 days after maximum so far (Sparks et al. 1999). The flattening can be explained by a light echo produced in a dust layer in front of the supernova.
##### Bolometric light curves
Given the complex and wavelength-dependent nature of the opacity in SNe Ia it is clear that the brightness evolution in individual filter bands depends on these modulations. Physically more relevant is the total flux and its change with time. Bolometric light curves can provide exactly this. Of course, we can not construct fully bolometric light curves, but only sum over the observed flux. Since this includes the near-UV, optical and near-infrared wavelengths, such light curves are often referred to as UVOIR. We will refer to these light curves as bolometric in the following. Note that we are explicitly excluding the contributions by $`\gamma `$rays. Since most of the flux emerges in the optical, at least during the first few weeks, the construction of bolometric light curves is possible (Suntzeff 1996, Vacca & Leibundgut 1996, Turatto et al. 1996, Contardo et al. 2000).
The contribution from the UV is expected to be less than 10% at maximum (Suntzeff 1996, Leibundgut 1996) and the IR should also not contribute significantly. The published bolometric light curves extend from about 10 days before maximum and span a little over 100 days. The most striking feature is the secondary shoulder which shows up between 20 and 40 days past maximum (Suntzeff 1996, Contardo et al. 2000) in all SNe Ia but SN 1991bg. We show here the bolometric light curve of SN 1998bu (Fig. 3; Contardo 2000). The secondary shoulder is visible about 30 days after maximum. The contribution of the near-IR passbands JHK is about 5% at peak as predicted and increases through the shoulder as the SN turns redder.
The peak phase of the bolometric light curve is slightly asymmetric with the rise from half the peak luminosity being slightly shorter than the decline to this brightness (Contardo et al. 2000). It takes from 7 to 11 days to double the luminosity before maximum and 10 to 15 days to halve it again. The rise to and fall from the maximum is slower for more luminous objects.
The secondary shoulder is visible in many objects, but may vary considerably in strength and duration. As with the filter passbands, the shoulder is occurring later for more slowly declining supernovae (as measured by the decline to half the luminosity) and hence the more luminous objects (Contardo 2000).
At late phases SNe Ia settle onto a decline which is very similar for all objects, with the exception of SN 1991bg. The decline rate between 50 and 80 days past maximum for the bolometric flux corresponds to $`0.026\pm 0.002`$ mag/day, while SN 1991bg declined 0.030 mag/day at this phase.
#### 2.1.3 Luminosity
One of the most important ingredients for any analysis of the energetics of SNe Ia is the maximum luminosity. It is also essential for the use of SNe Ia as distance indicators and the measurement of the Hubble constant (Branch & Tammann 1992, Branch 1998 and references therein). The best values are currently derived for the few nearby SNe Ia for which a distance can be determined by Cepheids. A mean value of M<sub>B</sub>=$`19.5\pm 0.1`$ and M<sub>V</sub>=$`19.5\pm 0.1`$ (error of the mean) for a set of 8 SNe Ia has been measured (Saha et al. 1999, Gibson et al. 2000). It has become custom to normalize all SNe Ia luminosities to a given decline rate (see section 3.1). Hence, slightly different averages can be found for analyses which make differing assumptions on absorption and perform such a normalization. A subset of five supernovae treated differently for absorption yields M<sub>B</sub>=$`19.7\pm 0.1`$, M<sub>V</sub>=$`19.6\pm 0.1`$ and M<sub>I</sub>=$`19.3\pm 0.1`$ (Suntzeff et al. 1999), while another collaboration (Jha et al. 1999) found M<sub>V</sub>=$`19.3\pm 0.2`$ after the decline rate correction, which amounts to $`\mathrm{\Delta }`$m<sub>corr</sub>=$`0.26`$ globally, for four SNe Ia. The Suntzeff et al. and Jha et al. absolute magnitudes are hence the same and differ only marginally from the uncorrected values given in Saha et al. The discrepancy can be traced to the absorption corrections. Suntzeff et al. and Jha et al. apply a correction for the host galaxy absorption which is not done explicitly in Saha et al.
Apart from the systematic differences on the exact absolute value of the luminosity it is striking how small the overall scatter of the measurements is even before the light curve shape corrections are applied. The total range spans less than 0.5 magnitude in B and V (Saha et al. 1999, Gibson et al. 2000). It has to be noted that no Cepheid distance to a truly peculiar object, e.g. SN 1991bg or SN 1991T, has been measured so far. The data for NGC 4639 (SN 1991T) have been obtained and are being analyzed.
The bolometric luminosity of SNe Ia has been measured for only a handful of objects. The typical maximum luminosity these objects reach (see Table 1) is $`10^{43}`$ erg s<sup>-1</sup> (Contardo et al. 2000). Faint events, like SN 1991bg, are, however, much less luminous ($`2\times 10^{42}`$ erg s<sup>-1</sup>), while the brightest objects reach $`>2\times 10^{43}`$ erg s<sup>-1</sup> (SN 1991T).
#### 2.1.4 Spectra
For a recent, very complete, review on the optical spectra of supernovae of all types see Filippenko (1997a). SNe Ia are discussed extensively and readers are referred to this publication for optical spectra (and references). A large sample of infrared spectra is described in Meikle et al. (1996) and Bowers et al. (1997).
The evolution of a SN Ia spectrum is dominated by the changing influence of various emission and absorption lines. During the early phases until the late decline in the light curve begins the spectrum is dominated by P-Cygni lines of intermediate-mass elements. Most prominent is the Si ii doublet ($`\lambda \lambda `$6347Å and 6371Å) with a prominent absorption of its P-Cygni profile around 6100Å and for a long time the defining feature of SNe Ia. Other prominent lines of SNe Ia near maximum light are Ca ii ($`\lambda \lambda `$3934Å, 3968Å, and $`\lambda `$8579Å), Si ii ($`\lambda `$3858Å, $`\lambda `$4130Å, $`\lambda `$5051Å, and $`\lambda `$5972Å), Mg ii ($`\lambda `$4481Å), S ii ($`\lambda `$5468Å and $`\lambda \lambda `$5612Å, 5654Å), and O i ($`\lambda `$7773Å). The spectrum is scattered with low-ionization Ni, Fe, and Co lines which increase after the peak (e.g. Jeffery et al. 1992, Mazzali et al. 1993, 1995, 1997). Typical velocities observed in the lines are between 10000 and 15000 km s<sup>-1</sup>.
The spectrum below 3500Å is strongly suppressed by lines from iron-peak elements (Harkness 1991, Pauldrach et al. 1996). UV spectra have been obtained for only a few SNe Ia and only SN 1990N (Leibundgut et al. 1991b) and SN 1992A (Kirshner et al. 1993) have regular coverage. All IUE observations are available as a uniform sample (Cappellaro et al. 1995). The features in this part of the spectrum are not due to regular line formation, but are regions of suppressed line opacity (Pinto & Eastman 2000, see also section 4.2).
The near-IR spectral range is comparatively featureless. Lines of Si ii ($`\lambda 1.67\mu `$m), Ca ii ($`\lambda 1.15\mu `$m), Mg ii ($`\lambda 1.05\mu `$m) and iron-peak elements (between $`1.5\mu `$m$`<`$$`\lambda `$$`<`$1.7$`\mu `$m and 2.2$`\mu `$m$`<`$$`\lambda `$$`<`$2.6$`\mu `$m) are observed (Wheeler et al. 1998). A debate on the possible identification of He i ($`\lambda 1.083\mu `$m) started with the observations of SN 1994D (Meikle et al. 1996, Mazzali & Lucy 1998).
There is no appreciable polarization measured in broad-band photometry and spectra of SNe Ia (McCall et al. 1984, Spyromilio & Bailey 1993, Wang et al. 1996, 1997). With the exception of SN 1996X (Wang et al. 1997) polarized at about 0.2%, all SNe Ia have no detectable polarization in their spectra (Wang et al. 2000).
After the transition from an absorption spectrum, which is superposed on a pseudo-continuum, to a pure emission spectrum all lines can be attributed to forbidden Co and Fe transitions (Kirshner & Oke 1975, Spyromilio et al. 1992, Kuchner et al. 1994, Bowers et al. 1997, Mazzali et al. 1998, Wheeler et al. 1998). The nebular phase is dominated by the changing strength of these individual line multiplets.
##### Deviations
Some SNe Ia have shown significant deviations from the above picture. Especially SN 1991T (Filippenko et al. 1992a, Phillips et al. 1992, Jeffery et al. 1992, Mazzali et al. 1995) and SN 1991bg (Filippenko et al. 1992b, Leibundgut et al. 1993, Turatto et al. 1996, Mazzali et al. 1997) have drawn attention to individual differences among SNe Ia.
SN 1991T developed the classic Si ii and Ca ii lines very late and also with diminished strength. Instead, its early spectrum was dominated by Fe iii lines (Filippenko et al. 1992a, Ruiz-Lapuente et al. 1992). In the nebular phase SN 1991T was very similar to other SNe Ia (Leibundgut et al. 1993) suggesting similar excitation conditions and densities. The line widths did, however, indicate a higher expansion velocity (Spyromilio et al. 1992, Mazzali et al. 1998).
SN 1991bg on the other hand displayed an absorption trough near $``$4000Å which was attributed to Ti ii ($`\lambda \lambda `$4395Å, 4444Å, and 4468Å) absorption (Filippenko et al. 1992b, Mazzali et al. 1997). The emergence of this line blend has been explained as a temperature effect (Nugent et al. 1995).
The stronger lines all show a clear velocity evolution with epoch, which differs significantly among individual supernovae (e.g. Branch et al. 1988, Leibundgut et al. 1993, Nugent et al. 1995, Patat et al. 1996). These measurements are not very reliable as they assume that the expansion velocity can be determined from the absorption trough of the P-Cygni line. Typical lines analyzed are the Si ii and the Ca ii doublets. High velocity carbon has been inferred from the earliest spectrum of SN 1990N blended with the Si ii doublet (Fisher et al. 1997). The identification is based on the line profile, with the C ii ($`\lambda `$6580Å) line formed in a detached shell. It is unclear, whether this is a regular feature of other SNe Ia as well or was special to SN 1990N.
Line strengths change among individual SNe Ia as well (Nugent et al. 1995). In particular, a range of Ca ii and Si ii line strengths has been found. At late phases the line widths also show differences (Mazzali et al. 1998).
### 2.2 Other wavelengths
There have been attempts to detect nearby SNe Ia in $`\gamma `$–rays with CGRO. These observations would measure the $`\gamma `$rays from the nuclear decay. The COMPTEL observations of SN 1991T have yielded a possible detection (Morris et al. 1997, Diehl & Timmes 1998). Deep observations of SN 1998bu with CGRO have been obtained, but the first reports are negative. The COMPTEL upper limit clearly excludes the most luminous detonation models (Georgii et al. 2000). Also the next $`\gamma `$–ray observatory, INTEGRAL will only detect SNe Ia closer than about 10 to 15 Mpc depending on the explosion models (Timmes & Woosley 1997, Höflich et al. 1998a). Prospects for a direct calibration of he <sup>56</sup>Ni mass hinge on chances for very nearby events.
No X–ray observations have been reported for SNe Ia. These supernovae are not expected to emit any significant radiation in this wavelength regime.
Radio observations of SNe Ia have been obtained, but no positive detection has been reported (Weiler et al. 1989, Eck et al. 1995). A total of 24 SNe Ia, including all nearby and bright objects, has been observed at radio wavelengths without a single detection (Panagia et al. 1999).
## 3 Deductions
This section concentrates on derivatives from the observations and their possible interpretations. Recent years have seen several variations emerging from the formerly very uniform picture. The original assertion that all SNe Ia are the same had to be abandoned as better data became available. In particular, the strong belief in the standard candle picture, so important for the cosmological applications of SNe Ia, has been overthrown by large deviations in light curve shape and spectral appearance. The monolithic picture of SNe Ia has been replaced by several correlations of observable parameters. The full extent of these correlations has not yet been explored and new ones are still uncovered.
One of the key questions will be whether SN 1991bg represents an extreme case in the SN Ia picture or whether it should be considered separate and independent of the majority of Ia events. Specifically, it would be interesting to see whether this object underwent a fundamentally different explosion (maybe still in the realm of the thermonuclear explosions) or whether it represents a stripped version of the regular explosions.
### 3.1 Correlations
Despite their differences SNe Ia seem to follow a few invariants in their appearance. The best-known is the linear decline-rate vs. luminosity correlation (Phillips 1993). There are now several implementations of this correction: the template fitting or $`\mathrm{\Delta }m_{15}`$ method (Hamuy et al. 1996b, Phillips et al. 1999), the multi-light curve shape correction (Riess et al. 1996a, 1998a), and the stretch factor (Perlmutter et al. 1997). Earlier versions of such light curve shape vs. luminosity relations had been proposed (Barbon et al. 1973a, Pskovskii 1977, 1984), but could not be supported by the available data.
The decline rate correction methods are entirely empirical. They rely on the fact that the fit around the Hubble line in the Hubble diagram improves when they are applied. Originally based on a set of supernovae with known relative distances a linear relation for the decline in the B light curves and the B, V, and I filter luminosities was determined (Phillips 1993). It has to be stressed that the relation is normally defined for the decline in the B filter light curve. The coefficients of this relation have changed significantly over the last few years as the distances and extinction corrections have been refined (Hamuy et al. 1996c, Phillips et al. 1999; Riess et al. 1996a, 1998a). Higher order fits have now been proposed (Riess et al. 1998a, Phillips et al. 1999, Saha et al. 1999). The stretch factor method describes the light curves by a simple stretch in time. A basic template light curve is used and then stretched to match the observations (Perlmutter et al. 1997). This method only works for the B and V light curves through the peak phase, but breaks down about 4 weeks after peak. It is clear from the R and I light curve shapes that such a stretching procedure can not work linearly for all filters. Another potential problem with this method is that it predicts the relative times between filter maxima to stretch as well, which is not observed. Within these limitations it has been shown that the stretching provides similar corrections as the other methods discussed above (Perlmutter et al. 1997; but see below).
Although some of the methods are equivalent they do not reproduce too well. An example is given in Figure 4 (top) which shows the magnitude corrections determined by the three methods for the same supernovae. For the construction of this diagram we have calculated the magnitude correction given in Phillips et al. (1999) for the template method. The values for MLCS have been taken from Table 10 in Riess et al. (1998a) and the stretch correction derived from Table 2 in Perlmutter et al. (1999). Note that the assumptions for these magnitude corrections are not identical for all methods. While Phillips et al. (1999) used BVI light curves for their corrections, the ones by Riess et al. (1998a) and Perlmutter et al. (1999) are based on B and V only. A significant scatter is noticeable. There is also a significant zero-point offset of $`0.25\pm 0.04`$ magnitudes for the MLCS method, while the stretch yields only a marginal offset of $`0.03\pm 0.01`$ mag. The slopes are further $`0.77\pm 0.13`$ and $`0.29\pm 0.04`$ for MLCS and stretch, respectively. These are significantly different from the one expected, if the methods were identical. The scatter is considerable and also a concern. A similar conclusion can be drawn from the comparison of the estimated absorption towards the supernovae (Fig. 4 bottom). The data are from the same sources as the magnitude corrections. In particular, the large spread of absorptions from the template method compared to both MLCS and stretch determinations (which are based on B and V only for these data here) is striking. An overall offset is apparent here as well. These are all signatures of subtle, but significant differences in the treatment of the data. A similar conclusion has been drawn in connection with data for distant SNe Ia (Drell et al. 1999), but attributed to evolution.
The main differences are related to the exact correction for dust in the host galaxy. The determination of the extinction relies on the availability of an independent absorption indicator. In fact, the reddening law in most cases has to be assumed instead of being derived (for exceptions see Riess et al. 1996b who find a slight deviation from the Galactic reddening law and Phillips et al. (1999) who don’t). The best that could be done in the past was to assume that SNe Ia all have the same (Branch & Tammann 1992 and discussion therein) or a well-defined color (Riess et al. 1996a) at maximum. With this assumption and the application of the Galactic reddening law, absorptions could be measured. Phillips et al. (1999) recently proposed to use the color at the transition to the nebular phase at an epoch of about 30 days past peak rather than the color at maximum. At the transition all supernovae are at about the same epoch since explosion and the various iron-element emission lines, which dominate the spectrum, have the same relative strengths. The peak colors depend on the exact changes of the optical depth in the ejecta. The color evolution at maximum is also very rapid and small measurement errors can result in systematically wrong reddening estimates.
An attempt has been made to combine the known relations into a method for distance determinations from minimal observations (Riess et al. 1998b). With a single spectrum during the peak phase and photometry at one epoch in at least two filters the absolute luminosity and the peak brightness of the event can be determined. The spectrum in this case provides the information of the phase/age of the supernova and, through the line strengths, the ’luminosity class,’ while the reddening and brightness are determined from the photometry. The assumption in all this is, of course, that all SNe Ia can be described in a single parameter family and the reddening law is well understood.
An independent fitting method has been applied by Vacca & Leibundgut (1996, 1997) and Contardo et al. (2000). Here the data are approximated with a function which depends on a number of parameters. This fitting method also reproduces the decline rates found by other methods (Vacca & Leibundgut 1997). Its application to larger data sets is still missing, but would provide a strong independent check on the relations.
There are other parameters which correlate with the peak luminosity of SNe Ia. They are the rise time to maximum (Riess et al. 1999b), color near maximum light (Riess et al. 1996a, Tripp 1998, Phillips et al. 1999), line strengths of Ca and Si absorption lines (Nugent et al. 1995, Riess et al. 1998b), the velocities as measured in Fe lines at late phases (Mazzali et al. 1998), the host galaxy morphology (Filippenko 1989, Hamuy et al. 1996a, Schmidt et al. 1998), and host galaxy colors (Hamuy et al. 1995, Branch et al. 1996). There may be indications that the secondary peak in the I light curves and also the shoulder in the bolometric light curves correlate with the absolute luminosity (Hamuy et al. 1996d, Riess et al. 1999a, Contardo et al. 2000).
### 3.2 Energetics
The observable emission of SNe Ia is powered completely by the decay of radioactive <sup>56</sup>Ni and its radioactive daughter nucleus (Colgate & McKee 1969, Clayton 1974). <sup>56</sup>Ni is synthesized in the explosion and decays by electron capture with a half-life of 6.1 days to <sup>56</sup>Co. The cobalt decays through electron capture (81%) and $`\beta ^+`$ decay (19%) to stable <sup>56</sup>Fe with a half-life of 77 days. The early phase is dominated by the down-scattering and the release of photons generated as $`\gamma `$rays in the decays (Höflich et al. 1996, Eastman 1997, Pinto & Eastman 2000). The dominating opacity comes from the strongly velocity broadened lines and the incoherent scattering (’line splitting’).
At late phases the optical radiation is escaping freely and the ejecta are cooling through emission lines. The $`\gamma `$ray escape fraction increases continually and less and less energy is converted to optical photons (Leibundgut & Pinto 1992). After about 150 days the contribution from positrons becomes significant (Axelrod 1980, Milne et al. 1999). These positrons are from a minor channel of the <sup>56</sup>Co decay and annihilate in the ejecta after losing their kinetic energy in elastic scatterings (Axelrod 1980, Leibundgut & Pinto 1992, Ruiz-Lapuente et al. 1995b, Milne et al. 1999). So far it had been assumed that all the energy from the positron decay would be deposited in the ejecta, but recent studies indicate that depending on the magnetic field structure in the ejecta some positrons could escape and the decay energy is lost for the supernova (Colgate et al. 1980, Ruiz-Lapuente & Spruit 1998, Milne et al. 1999).
After several hundred days the emission should change dramatically when the ejecta has cooled down far enough that the bulk of the cooling occurs through far-infrared fine structure lines of iron (Fransson et al. 1996). This has so far not been observed in any SN Ia as they are too faint at this point. In some cases the emission becomes dominated by light echos (e.g. 1991T: Schmidt et al. 1994, Boffi et al. 1999).
### 3.3 Progenitors
All inference of the progenitor systems of supernovae has to come from the explosion observations themselves. The name of the game is to match stellar evolution models with some parameters indirectly derived from the explosions. Excellent reviews of this topic are available (Branch et al. 1995, Renzini 1996, Livio 1999, Nomoto 1999) and we refer the reader to the references in these compilations.
The observations of SNe Ia tell us that they emerge from a compact object as is inferred from the light curves, i.e. the short duration of the peak phase. The fast decline and the large leakage of $`\gamma `$rays, although only measured indirectly, imply a small mass of the ejecta as well. Note that this statement implicitly made use of the thermonuclear explosion models (cf. Section 4). The glaring absence of the most abundant elements in the universe, hydrogen and helium, narrow the selection down to a few highly evolved objects. Also the appearance in elliptical galaxies with their old stellar population hints at significant nuclear processing before explosion. Indirectly these observational results indicate that SNe Ia do not emerge from single star systems. The absence of hydrogen and helium must mean that the star has removed its envelope. The longevity of the progenitors, at least for SNe Ia in elliptical galaxies, and the trigger of the explosion also point to binary systems.
An important piece of information is the rarefied environment in which SNe Ia explode. Radio emission is the telltale signature of such circumstellar material, but has not been detected in a single SN Ia. This also sets limits on mass-loss from companion stars. A potentially powerful analysis tool would be the detection of narrow H$`\alpha `$ or He emission from gas shed by the companion star. The best observations to test for such emission have been obtained for SN 1994D without a detection (Cumming et al. 1996). The investigation of local interstellar environments of SNe Ia has so far been inconclusive (Van Dyk et al. 1999), but there are at least four cases which could lie close or within an area of active star formation.
The rareness of SNe Ia is a further indicator of a special stellar evolution scenario leading to these explosions. With so few stars producing SNe Ia the selection criterion must be rather severe.
The uniform appearance is often used as an argument for a restrictive progenitor base, but in the light of the recent observations, in particular of the faint objects SN 1991bg and SN 1997cn, this should be investigated again carefully. On the other hand, the strong correlations hint at fairly unique progenitor systems allowing for some variations.
Most discussions on SN Ia progenitors try to answer two questions. At what mass does the white dwarf explode (Chandrasekhar or sub-Chandrasekhar) and what is the donor star. The first question should be answerable with exact determinations of the Ni masses (see § 3.4) and the combination of this energy source with the ejecta energy which can be measured from late-phase line widths (e.g. Mazzali et al. 1998). With the velocities and the column density to $`\gamma `$rays it should be possible to estimate a total ejecta mass. So far, we have not been able to derive reliable ejecta masses at all.
The binary companion to the white dwarf could be either another white dwarf (’double-degenerate’), in which case the two would merge due to orbital energy loss by gravitational radiation, or a regular ’live’ star which could be either in its giant or main-sequence phase (Renzini 1996). In the second case that star transfers either hydrogen or helium to the white dwarf which burns the material in a steady phase at its surface. Such systems are well known as cataclysmic variables and novae (in the case of a main-sequence companion) or symbiotic stars (where the companion is a red giant). Supersoft X-ray sources have been identified as white dwarfs with steady burning hydrogen shells (see Kahabka & van den Heuvel 1997 for a recent review). Their potential as progenitors of SNe Ia depends on the effectiveness with which the white dwarf can increase its mass towards the Chandrasekhar mass (Hachisu et al. 1999a, b) or whether sub-Chandrasekhar explosions are possible (Renzini 1996). Whether SNe Ia in elliptical galaxies can be explained by such systems is controversial. The critical parameter is the mass of the companion star. To reach ages of $``$10$`\times `$10<sup>9</sup> years the companion can not be more than 0.9 to 1.0 M (Hachisu et al. 1999). For compact binary supersoft sources the companion mass has to be larger than 1.2 M which would make them too short-lived for progenitors in elliptical galaxies (Kahabka & van den Heuvel 1997).
The double degenerate progenitor models have rebounded in recent years with the detections of several systems with a life time short enough (Maxted & Marsh 1999). One system with a total mass near the Chandrasekhar limit has been found (Koen et al. 1998). Earlier searches for such binaries had been unsuccessful (e.g. Bragaglia et al. 1990, Renzini 1996). There are several questions connected to such progenitor scenarios as well. Especially the evolutionary path through two common-envelope phases is still very uncertain. Detailed calculations on the final merger are also so far inconclusive and in some cases a collapse to a neutron star is favored (Saio & Nomoto 1998, Livio 1999). Another outcome of such mergers would be super-Chandrasekhar explosions. It has been claimed that SN 1991T with its large Ni mass could be explained this way (Fisher et al. 1999).
Another possible way to investigate progenitor systems is to determine the supernova rate as a function of redshift (Ruiz-Lapuente et al. 1995a, Madau et al. 1998, Yungelson & Livio 1998, Ruiz-Lapuente & Canal 1998, Dahlén & Fransson 1999). The average age of the underlying stellar population will influence the number of progenitor systems available at any given epoch. It is obvious that these rates also depend on the cosmological model, the star formation history, and other observational effects, like dust obscuration (Yungelson & Livio 1999) or inhibition of supernova explosions (Kobayashi et al. 1998). There are no indications of changes of the SN Ia rate out to redshifts of 0.5 reported (Reiss 1999), but the data sets are still very limited.
Note, however, that we do not have to peer deep into the universe to determine differences in SN rates from different progenitor populations. The age differences can be worked out in the local neighborhood by comparing the rates in galaxies of different morphological types. Such a prediction from the evolutionary models would be very helpful to explain the comparatively large rate in spiral galaxies (Cappellaro et al. 1997).
Of course, any difference between SNe Ia at large look back times and in the local neighborhood would indicate differences in the progenitors. No large differences have been detected so far (cf. Section 2). Recent discussions on changes in rise times (Riess et al. 1999c, Aldering et al. 2000) and possible color evolutions will have to be followed closely in this respect.
Without clearer indications from observations the progenitor question will remain unanswered. Searches will have to concentrate on left overs in any of the progenitor scenarios. In the case of the hydrogen transfer from the companion a thin layer of hydrogen should still be on the surface of the explosion or in the wind of the companion. It could possibly be observed as a narrow line. The double-degenerate case would produce a significant mass range and possibly also asymmetric explosions depending on the accretion of the companion.
### 3.4 Nickel masses
Once we are in the situation where we can measure the amount of nickel produced in the explosion, we will probe the explosion mechanisms more directly. Since most of the white dwarf is burned to the radioactive <sup>56</sup>Ni and we are observing the subsequent energy release, we are probing the most sensitive part of the explosion.
Observationally the measurement of the nickel mass has become possible recently with the advent of larger telescopes and the development of better radiation diagnostics. There are two main routes to nickel masses in SNe Ia. One is through the observations of the ashes, i.e. the left over iron from the decays, in the near-infrared and the other by obtaining the total luminosity at peak and the application of ”Arnett’s law“ (Arnett 1982, Arnett et al. 1985, Branch 1992), which states that the energy released on the surface at maximum light is equal to the energy injected by nuclear decays at the bottom of the ejecta. The reason for this is that the atmosphere is turning optically thin (Pinto & Eastman 2000). It is possible that Arnett’s law is not exact and the ratio of energy release and input is not exactly unity, e.g. due to asymmetries or multi-dimensional effects. However, is has to be expected that all supernovae show a fairly uniform behaviour and the systematic differences are likely to be small compared with the uncertainties which arise from extinction and the lack of accurate distances.
The bolometric luminosity has been determined only for very few objects (Vacca & Leibundgut 1996, Turatto et al. 1996, Contardo et al. 2000). Since the total luminosity observed at maximum equals the instantaneous radioactive decay energy one simply calculates the amount of nickel and its daughter product, cobalt, at this moment. The time between explosion and maximum is an input parameter in this calculation, although it does not introduce severe uncertainties (Contardo et al. 2000). The assumed distances and reddening are the critical parameters in all these analyses. They are needed for the conversion of the observed flux to absolute units. We have listed in Table 1 the nickel masses as derived by Contardo et al. (2000).
A third possibility is to calculate an exact energy conversion from the decays and compare this against the observed late light curves. The latter approach is complicated by the dependence on the exact models and carries large uncertainties due to partially unknown influences from the positron channel in the decay (Axelrod 1980, Cappellaro et al. 1998, Milne et al. 1999).
Nickel masses have been derived mostly through the near-infrared observations of \[Fe ii\] and \[Co ii\] lines (Spyromilio et al. 1992, Bowers et al. 1997). These lines have the advantage that they are largely single transitions of low excitation stages and not blended, which is not the case in optical spectra (Axelrod 1980, Kuchner et al. 1994, Mazzali et al. 1998). The low ionization is a further advantage as the atomic data are more reliable than for the higher ionization lines. Critical for this method is the accuracy with which the collision strengths of the lines are known. The uncertainties, especially for the \[Co ii\] and \[Co iii\] lines, are still substantial.
The determinations of the nickel masses are fairly consistent between the different approaches (Contardo et al. 2000). The major uncertainties are the distances to the supernovae, which directly influences the luminosities, both for the lines as well as the bolometric flux.
## 4 Theory
The detailed theoretical understanding of Type Ia Supernovae is still limited. Two very complicated physical processes are at work in SNe Ia explosions. First there is the explosion mechanism itself, which is still debated and several possibilities are proposed and then there is the complicated, highly non-thermal process of the radiation escape which leads to the observed phenomenon. A recent review of SN Ia theory is presented by Hillebrandt & Niemeyer (2000).
### 4.1 Explosion models
In general it is agreed that SNe Ia are the result of thermonuclear explosions in compact stars. White dwarfs are favored by their intrinsic instability at the Chandrasekhar mass and the fuel they provide in carbon and oxygen. All the arguments for this scenario have been already clearly laid out before 1986 (Woosley & Weaver 1986 and references therein). Other fuels could be imagined, but all of them have some problems. They either do not provide enough (explosive) energy (like hydrogen) or can not synthesize the intermediate-mass elements (like helium, which detonates). Higher elements are in principle possible, but it is well known that O-Ne-Mg white dwarfs would rather collapse to a neutron star than explode because of the large electron capture effects (e.g. Nomoto & Kondo 1991, Gutiérrez et al. 1996). The initiation of the burning in the degenerate star is, however, a puzzle. For many years it was clear that a detonation (supersonic burning front) would lead to an overabundance of iron-group elements and not enough of the intermediate-mass elements observed in the spectral evolution during the peak phase. A deflagration (subsonic burning) seemed more appropriate, but it was not clear how to prevent the explosions to turn into a detonation. The phenomenological model W7 (Nomoto et al. 1984, Thielemann et al. 1986) or similar explosions (Woosley & Weaver 1986, 1994b) enjoy a great popularity as the explosive input model for spectral calculations since they seemed to reproduce the element distribution fairly accurately (e.g. Harkness 1991, Jeffery et al. 1992, Mazzali et al. 1993, 1995, 1997, Yamaoka et al. 1992, Shigeyama et al. 1992). The burning speed in this model has, however, never been understood in physical terms. Possible alternatives are the pre-expansion of the white dwarf to lift the degeneracy by a slow deflagration first and have the detonation start later (Khokhlov 1991). The critical parameters in these models are the density at the transition from deflagration to detonation, the pre-explosion density, the chemical composition (mostly C/O ratio), and the deflagration speed at the beginning of the burning. The transition density has been proposed as the critical parameter for the nucleosynthesis and hence the amount of Ni produced in the explosion. These delayed-detonation models can reproduce some of the observations (Höflich 1995, Höflich & Khokhlov 1996, Höflich et al. 1996). However, their consistency has been questioned recently (Niemeyer 1999, Lisewski et al. 1999a, b). Another possibility is that the first explosion in the center fizzles and as the star contracts again, the density and temperatures rise high enough to re-ignite carbon near the center and lead to the explosion (Arnett & Livne 1994a, b, Höflich et al. 1995). There are hence several theoretical possibilities to ignite the white dwarf, but it is still not clear which ones are realized in nature. With the variety of SN Ia events observed now, it is possible that SNe Ia come from different burning processes. However, the observed correlations must then be valid across different explosion mechanisms.
Once the explosion has started, the flame has to continue burning enough material to unbind the star. In many calculations this has not occurred and the flame has fizzled. Only recently have some three-dimensional calculations led to weak explosions (Khokhlov 1995, Niemeyer et al. 1996, Reineke et al. 1999).
An altogether different explosion mechanism on sub-Chandrasekhar mass white dwarfs has been explored (Nomoto 1982, Livne 1990, Livne & Glasner 1991, Woosley & Weaver 1994a, Livne & Arnett 1995). In this model, the explosion is generated at the surface of the white dwarf due to a detonation of He at the bottom of the accretion layer. This model solved the progenitor problem by allowing explosions well below the Chandrasekhar mass near the peak of the white dwarf mass distribution. Difficulties here are the initiation of the explosion and the subsequent ignition of the whole star by a pressure wave. Many of these calculations are still parametric and the details have to be worked out (cf. Woosley 1997).
It is customary nowadays to explore several of these explosion models to explain the observations (e.g. Leibundgut & Pinto 1992, Höflich et al. 1995, Höflich & Khokhlov 1996, Höflich et al. 1996).
### 4.2 Radiation transport
Another complicated process stands between the explosion models and the observations. The release of the photons from the explosion is computationally extremely difficult to follow. The reasons are the continuous change of the energy deposition and the detailed physics of the conversion of the $`\gamma `$rays injected inside the ejecta from the radioactive decays to the low-energy photons observed. The opacity changes due to the thinning of the expanding ejecta for the high-energy input, but at the same time the high velocities and the abundance of higher elements with their large number of transitions complicates the calculations (Harkness 1991, Höflich et al. 1993, Eastman 1997, Pinto & Eastman 2000). The exact treatment is still debated, but it has become increasingly clear that the old assumption of a thermal input spectrum is not tenable. Even though SNe Ia display a nearly thermal ’continuum’ during their peak phase, they are really dominated by the time-dependent photon distribution. The clearest demonstrations of this fact are the lack of photons in the J-band (Spyromilio et al. 1994, Meikle 2000) which is due to the absence of emission lines in this wavelength region and the occurrence of the maximum in different optical filters, which is reversed for most supernovae, i.e. the near-IR filter curves peak before the optical ones (Contardo et al. 2000, Hernandez et al. 2000).
Due to the large opacities in the ejecta the photon degradation proceeds through several channels (e.g. Lucy 1999, Pinto & Eastman 2000). Since the UV region is blocked by many velocity-broadened iron-group lines (Harkness 1991, Kirshner et al. 1993), the photons are progressively redshifted until the optical depth is small enough for them to escape. This occurs first in the near-IR and hence the peak is reached earlier at these wavelengths (Meikle 2000, Contardo et al. 2000). However, only in wavelength regions where plenty of line transitions in the outer layers are available is there any significant flux.
Nevertheless, the optical spectrum has been modeled rather successfully even with thermal input sources (Harkness 1991, Jeffery et al. 1992, Mazzali et al. 1993, 1995, 1997, Nugent et al. 1997). This is possible since the outer layers already encounter a pseudo-thermal input spectrum (Pinto & Eastman 2000). Detailed treatment of the NLTE effects has been included by several groups (Baron et al. 1996, Pauldrach et al. 1996, Höflich 1995, Höflich et al. 1996, Lucy 1999, Pinto & Eastman 2000).
At late phases the ejecta are optically thin for optical and infrared photons and we see a spectrum dominated by collisionally excited Fe and Co lines (Axelrod 1980, Ruiz-Lapuente & Lucy 1992, Spyromilio et al. 1992, Kuchner et al. 1995, Bowers et al. 1997, Mazzali et al. 1998). At these epochs it has been assumed that the energy of the positrons in the <sup>56</sup>Co decay is locally deposited. This has recently been questioned because of the increased slope of the light curves (Ruiz-Lapuente & Spruit 1998, Cappellaro et al. 1998, Milne et al. 1999). After about 450 days a thermal instability develops in the ejecta which rapidly cool down from about 3000 K to 300 K. Excitation of optical and near-infrared transitions declines rapidly and the cooling continues by fine-structure lines of Fe in the mid- and far-infrared. This is often referred to as the IR catastrophe. The predictions are that this would happen after about 500 days (Fransson et al. 1996) but it has never been observed so far.
It will take a few more years until these problems can be addressed completely. A closer link between the observations and the models has been pursued by trying to understand the correlations which have been observed. The light curve decline has been modeled (Höflich et al. 1996) and explained as due to differences in the amount of Ni produced in the explosion. Also the color dependence could possibly be explained this way. Other issues like the rise time or the occurrence of the secondary peak in the near-IR remain, however, open. A possible interpretation of the light curve stretching during the peak phase and for the bolometric light curves links the time scales of the Ni decay, the diffusion time (for a constant opacity) and the age of the supernova (Arnett 1982, Arnett 1999).
By comparing the kinetic energy as derived from line widths and the measured Ni masses it should be possible to derive global parameters of the explosion. First such steps have been made by Mazzali et al. (1998), Cappellaro et al. (1998), and Contardo et al. (2000). This alternative route will not replace the detailed modeling of light curves and spectra, but may provide a more direct input for the explosion models.
## 5 Discussion
Although we can foresee a time when there will be more SNe Ia at redshifts above 0.3 than nearby ones, we will have to learn from the nearby samples with their superior data coverage and quality. The distant supernovae are still observed rather sparsely and lack the wavelength and spectral coverage we can obtain for local events.
The capabilities for detailed supernova studies have increased continuously over the past decade and detailed spectroscopic and photometric data sets will become available at a rapid rate. This will allow us to address very specific questions and focus on model predictions. However, simple model predictions have been lacking so far and the complications in the explosion models and the radiation transport have proven to be veritable road blocks.
With the extensive and homogeneous data sets which have become accessible in the last few years the general discussion of global parameters of SNe Ia is possible. The detailed statistics of luminosity, rise times, decline rates, and spectral line evolutions have made the systematic investigations of supernova energetics, explosive nucleosynthesis, and more detailed inferences on progenitors a possibility. The increased and coordinated access to telescopes of all sizes has brought the field forward substantially. With the statistics on global supernova parameters the tedious comparison with explosion models has been supplemented.
In the following an attempt is made to assemble the available information from the observations to point out future directions of SN Ia research.
### 5.1 Correlations
The differences of the various luminosity corrections and absorption determinations (see section 3.1) are very disconcerting. They clearly are not due to evolution, but will likely be traced to technicalities of the fits. The most obvious culprit is the degeneracy of reddening and intrinsic color of SNe Ia, which has to be lifted for a reliable measurement. The discrepancies apparent in Fig. 4 and discussed in section 3.1 are most likely due to this degeneracy. The influences on the cosmological conclusions drawn from SNe Ia will have to be investigated in much more detail and the discussion has already started (e.g. Drell et al. 1999). The different corrections also play an important role in the exact determinations of the Hubble Constant (Suntzeff et al. 1999, Jha et al. 1999, Saha et al. 1999, Gibson et al. 2000) and are responsible for the remaining discrepancies.
Despite the technicalities of the light curve fitting the variations among SNe Ia are real and have to be explained. It is very interesting to consider the invariants among SNe Ia. Each of them tells a different part of the overall story and should help in piecing it together.
With the brighter SNe seemingly rising and declining more slowly this implies that the energy release is retarded throughout the maximum phase. The width of the peak phase in the bolometric light curve also correlates with the peak luminosity (Contardo et al. 2000) and so does the occurrence of the shoulder (Contardo 2000). The more luminous objects are so through the whole known evolution, i.e. they are emitting more energy than the fainter supernovae. It is also striking to see that the very luminous SNe Ia show the characteristic Si ii line appear relatively late (typically only after maximum light).
The color at maximum is a measure of the opacities in the ejecta. Since these are dominated mostly by lines and not continuum processes, the colors are not a direct indicator of the temperature in the ejecta (Pinto & Eastman 2000). Interestingly, the $`BV`$ color is very well defined and depends very little on the light curve shape whereas $`VI`$ shows a stronger dependence on the decline parameter (Phillips et al. 1999).
The velocities of the ejecta can be measured from the emission lines several months past the explosion (Mazzali et al. 1998). The fact, that they correlate with the light curve decline is remarkable. The ejecta velocities derived from the nebular lines are an indicator of the ratio of kinetic energy and total mass. Strictly speaking, this only applies exactly for spherically symmetric explosions, but at the late phases any asymmetry should be damped out. Since the decline correlates with the maximum luminosity and this in turn is connected to the Ni mass synthesized in the explosion (Arnett 1982, Arnett et al. 1985, Branch 1992) we have a direct connection of the explosion strength and a product of the power source of the supernova emission. More luminous SNe Ia also are more powerful explosions. The ejecta mass of these powerful explosions must be higher as well, as the slower release of the energy can only be achieved by a larger column density. This immediately rules out a single mass progenitor system.
The host galaxy morphology and the galaxy color provide information on the star formation of the parent population. SNe Ia in elliptical galaxies are on average less luminous than their counterparts in late spirals (Filippenko 1989, Hamuy et al. 1995, Schmidt et al. 1998). Also SNe Ia in bluer galaxies seem to be brighter (Branch et al. 1996). All of the most luminous objects (like SN 1991T) occurred in spiral galaxies, and most of them suffer reddening in the host galaxy and are possibly loosely connected to star forming regions or spiral arms (Bartunov et al. 1994). It thus appears as if the more luminous objects are connected to a younger parent population and the fainter SNe Ia come from old progenitor systems. Yet, the correction from the decline rates applies to all SNe Ia independent of the host galaxy morphology (Schmidt et al. 1998). Thus, although the parent population may be different, most likely due to age differences, most, if not all, SNe Ia come from the same type of progenitor system. It has been proposed that the explosion energy depends on the precursor composition and could be observed from samples which span sufficiently long look back times, i.e. shorter progenitor life times (Höflich et al. 1998b, Kobayashi et al. 1998, Umeda et al. 1999). Such experiments will require better and more extended data than are currently available.
The question of what is a normal SN Ia has been raised many times in the last few years (e.g. Branch et al. 1993). Selections based on color or spectra have been proposed and used. To what extent such subclassifications describe physical differences is, however, unclear.
The extreme cases of SN 1991bg and SN 1997cn can not yet be accommodated within the simple schemes proposed. Could it be that they emerge from different mechanisms? The answer is still outstanding and we need more objects of this sort to investigate.
### 5.2 Nickel masses
The nickel mass of individual supernovae differs by up to factors of several (section 3.4). With such large differences, it is clear that the explosions are not as uniform as assumed only a decade ago. It will be an important task for the next years to determine whether these differences are due to different explosion mechanisms (e.g. double detonations, deflagrations, etc.) or are variations of a single mechanism (e.g. the density at transition from deflagration to detonation (Höflich et al. 1996)). The distribution of nickel masses may provide a first indication of what the exact distribution of the explosions is. It has been claimed that most SNe Ia emerge from a fairly narrow range of luminosities (and hence nickel masses), but the numbers are still small. The distribution of the decline parameters has not yet yielded a clear picture (e.g. Drell et al. 1999).
It is of course also possible that we are observing two or more explosion mechanisms, each with variations on its own. A single explosion mechanism which produces differences of a factor of 10 as observed in the nickel masses (Table 1) has not been proposed yet.
### 5.3 Future developments
Three major questions about SNe Ia will have to be solved: the influence of reddening, the progenitor systems and the explosion mechanism. Observationally, reddening should be the easiest to either measure or avoid. Many interesting questions can be addressed with a statistically significant near-IR sample. The luminosity corrections are smaller in the I band (Phillips et al. 1999), at late times the near-IR is the prefered region for the determination of the Ni mass (Spyromilio et al. 1992, Bowers et al. 1997), and the near-IR Hubble diagram will also provide a reddening free determination of the Hubble constant. The reddening law in external galaxies will be another topic which could be addressed by SNe Ia observed in the optical and the near-IR.
Signatures of SN Ia progenitors should be discovered soon. Either signs of the companion transfer to the white dwarf are detected or possible progenitor systems can be ruled out on statistical grounds. Neither has so far been the case. Dedicated programs for the search of possible progenitor systems are needed.
The constraints on the progenitor models will have to be increased and improved. The fact that we do not know whether some SNe Ia come from sub-Chandrasekhar or Chandrasekhar mass explosions is embarrassing. In fact, not even the relative ejecta masses are known. If the above argumentation is correct (section 5.1), then we have a first sign of explosions with different masses.
The first direct detection of the $`\gamma `$rays from the nuclear decay of <sup>56</sup>Ni and <sup>56</sup>Co would be a major success. Such a detection is within reach of the current instruments on CGRO or INTEGRAL (Höflich et al. 1998a, Georgii et al. 2000). The combination of the $`\gamma `$ray detection with the observed (UVOIR) bolometric light curve will be a powerful tool to measure the escape fraction and hence the energy release in SNe Ia.
Statistical studies of the bolometric luminosity of SNe Ia will further delineate their true luminosity and hence nickel mass distribution. With such information it will become possible to decide what the major stellar evolution channels for SNe Ia are. We are entering an interesting phase, where searches will be volume limited even for faint SNe Ia and ’fair’ samples can be established.
The future is bright for SN Ia research. The extension to high-redshift searches and the inherent possibility to probe SNe Ia over significant look back times offers the opportunity to follow a specific tracer of individual stars over a large fraction of the age of the Universe. This addition to the current supernova research will tell us about the history of stars beyond the cosmological implications championed so far.
## Acknowledgments
Parts of this review have been written during visits at the Astronomical Institute in Basel and the Stockholm Observatory. I would like to thank A. G. Tammann and C. Fransson for their hospitality. Many discussions with M. Phillips, N. Suntzeff, B. Schmidt, R. Kirshner, A. Riess, P. Meikle, K. Nomoto, W. Hillebrandt, and A. Filippenko are acknowledged. Special thanks go to G. Contardo for letting me show some of the results of her PhD thesis and Jason Spyromilio for continuous critical conversations on supernovae.
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# Decomposing Quantum Fields on Branes
## 1 Introduction
The idea of dimensional reduction in Quantum Field Theory is very old, dating back to the Kaluza–Klein theory. The motivation for considering theories in a larger ambient space is the hope to simplify or unify certain aspects of the lower dimensional theory. Indeed one expects that the extra degrees of freedom of the field in the ambient space survive somehow encoded in the restricted theory.
The basic ingredient of such an approach is to embed the spacetime of interest into a larger manifold and then consider an extension of the field to this ambient space in order to read off the properties of the original field into the (hopefully easier) formulation of the theory in the ambient manifold.
To make an example it is known that a QFT on the de Sitter spacetime manifests thermal properties to an inertial observer : this is a kind of Hawking effect adapted to the present geometry. However, if we regard the de Sitter manifold as a submanifold of an ambient Minkowski (hence flat) manifold, what is an inertial observer in de Sitter becomes a uniformly accelerated observer in the ambient flat spacetime. This allows us to regard the de Sitter thermal effect as a Unruh effect in the higher dimensional flat spacetime .
Moreover the general status of field theory in flat spacetime is well established , which is not true for generic curved spacetimes : the possibility of embedding the de Sitter manifold in the ambient Minkowski space allows one to formulate a sort of Wightman axiomatic framework for de Sitter spacetime, as if “geometrically” inherited from the existing axioms of the Minkowskian case . In perspective this approach seems to be quite promising.
In the present work we address this kind of problems in the rather general framework of “warped manifolds”: these are obtained by a topological product of manifolds, a “base” and a “fiber” or “leaf” (or “brane”).
As a pseudo–Riemannian manifold the metric is obtained by warping the metric of the fiber by a scalar function $`\omega `$ depending on the point of the base.
Quite recently this sort of warped manifolds have made their appearance in the context of the “hierarchy problem”. There, the study is carried out in the case in which the five dimensional background metric is made up by gluing together two slices of the five dimensional anti-de Sitter spacetime $`AdS_5`$.
The purpose of the present paper is to deal with a general situation in which the extra dimensions are warping the “brane” by an arbitrary warp factor $`\omega `$, which ultimately might be considered as a further degree of freedom of the full theory.
Particularly relevant is the case of only one extra dimension: under that hypothesis we will be led to the study of an auxiliary Schrödinger operator $``$ in the extra dimension. Then we will prove that any (free) field $`\widehat{\mathrm{\Phi }}`$ moving in the background geometry will be seen by an observer in the 3-brane as a bunch of fields $`\widehat{\phi }_\lambda `$ of different masses $`m^2=\lambda `$: the spectrum of the allowed masses is dictated by the spectrum of the Schrödinger operator $``$.
As a matter of fact the treatment does not rely in any step on the dimensionality of the embedded brane, hence we can replace the 3-brane by any $`d1`$-brane.
As we will see, warped products occur in quite a number of relevant examples, the first to be mentioned being the previous example of de Sitter and Minkowski. Indeed we can regard (a suitable open subset of) the flat spacetime as a warped manifold where the $`d`$-branes are de Sitter manifolds fibered on the half line parameterizing their curvature radius. Other examples will involve foliations of de Sitter manifolds by lower dimensional de Sitter ones, or anti-de Sitter foliated by Minkowski manifolds.
The geometric structure of these warped manifolds enables us to formulate precise correspondences between scalar Klein–Gordon fields propagating in the ambient spacetime and the restriction of them to a fixed fiber. In particular we show that under suitable assumptions and in all the examples the restricted field is a generalized free field admitting a generalized Källen–Lehmann decomposition in terms of Klein–Gordon fields propagating along the $`d1`$-brane.
The plan of the paper is the following: in Sections 1.1 and 1.2, we expose some elementary facts about the canonical Klein–Gordon theory in the flat spacetime, using it as a toy–model to introduce the ideas developed in the following.
In Section 2 we provide the general framework of Klein–Gordon QFT on warped manifolds.
In Section 3, we enrich the previous framework by imposing appropriate “consistency conditions” between the geometries of the “bulk” and of the “brane”. By using the latter, we provide in Section 4 a complete treatment of the aforementioned examples, namely of the correspondences de Sitter–Minkowski (Sec. 4.1), de Sitter–de Sitter (Sec. 4.2), Unruh–Minkowski (Sec. 4.3) and Minkowski–Anti de Sitter (Sec. 4.4). This latter application has relevance in the aforementioned context of the hierarchy problem as well as in the AdS/CFT correspondence as it has been pointed out in .
### 1.1 Canonical Klein–Gordon field theory
We begin with a quick review of ordinary Klein–Gordon theory in Minkowskian spacetime in order to illustrate the idea of the paper.
Let us consider the $`(d+1)`$-dimensional Minkowski spacetime $`𝕄^{d+1}`$ with inertial coordinates $`(X^0,X^1,`$ $`\mathrm{},X^d)`$ and metric
$$ds_{d+1}^2=dX_{}^{0}{}_{}{}^{2}dX_{}^{1}{}_{}{}^{2}\mathrm{}dX_{}^{d}{}_{}{}^{2}.$$
(1)
Let $`\widehat{\mathrm{\Phi }}`$ be a Klein–Gordon quantum field of mass $`M`$ in the Wightman vacuum:
$$\left(\mathrm{}_{d+1}+M^2\right)\widehat{\mathrm{\Phi }}=0.$$
(2)
The field $`\widehat{\mathrm{\Phi }}`$ can be represented in terms of standard creation and annihilation operators and one deduces the momentum space (Fourier) representation for the two–points correlation function of $`\widehat{\mathrm{\Phi }}`$:
$$W_M^{(d+1)}(X,X^{})=\mathrm{\Omega },\widehat{\mathrm{\Phi }}(X)\widehat{\mathrm{\Phi }}(X^{})\mathrm{\Omega }=\frac{1}{(2\pi )^d}_{^{d+1}}e^{iP(XX^{})}\mathrm{\Theta }(P_0)\delta (P^2M^2)\mathrm{d}^{d+1}P,$$
(3)
where $`\mathrm{\Omega }`$ is the standard Wightman vacuum state and $`\mathrm{\Theta }`$ denotes the Heaviside function. Let us consider now the restriction of the two-point function $`W_m^{(d+1)}(X,X^{})`$ to the hyperplane $`𝒴=\{X𝕄^{d+1}:X^d=x=const\}`$. $`𝒴`$ inherits its metric from the ambient Minkowski spacetime and can be identified with a $`d`$-dimensional Minkowski spacetime.
Since the restriction of $`W_M^{(d+1)}(X,X^{})`$ defines an acceptable two-point function (and therefore a generalized free field) on $`𝒴𝕄^d`$, it is possible to decompose it into elementary components, namely to construct its Källen-Lehmann representation. This is particularly simple, since the representation (3) can be rewritten as follows:
$`W_M^{(d+1)}(X,X^{})={\displaystyle \frac{1}{2\pi }}{\displaystyle _{M^2}^{\mathrm{}}}{\displaystyle \frac{\mathrm{cos}\left[\sqrt{\mu ^2M^2}(xx^{})\right]}{\sqrt{\mu ^2M^2}}}W_\mu ^{(d)}(y,y^{})\mathrm{d}(\mu ^2),`$ (4)
where we have introduced the notations $`y=(y^0,y^1,\mathrm{}`$,$`y^{d1})`$ with $`y^0=X^0,\mathrm{},`$ $`y^{d1}=X^{d1}`$, $`x=X^d`$ and $`\mu =P^d`$. It follows that
$$W(y,y^{})=W_M^{(d+1)}(X,X^{})_{_{𝒴\times 𝒴}}=\frac{1}{2\pi }_{\mu ^2=M^2}^{\mathrm{}}W_\mu ^{(d)}(y,y^{})\frac{\mathrm{d}(\mu ^2)}{\sqrt{\mu ^2M^2}}.$$
(5)
This formula is a particular instance of the well–known Källen–Lehmann decomposition.
### 1.2 Spectral analysis
Let us review this elementary example to single out its key points. First of all the Minkowski manifold $`𝕄^{d+1}`$ can be written as the Cartesian product $`𝕄^{d+1}=\times 𝒴`$. Correspondingly the metric splits into two parts $`ds_{d+1}^2=dx^2+ds_d^2`$. This splitting allows separation of variables in the Klein–Gordon Eq. (2), giving rise to the following pair of equations for the modes:
$`\left(\mathrm{}_d+\lambda \right)\phi (y)=0,`$ (6)
$`\left({\displaystyle \frac{^2}{x^2}}+M^2\right)\theta (x)=\lambda \theta (x).`$ (7)
Now we can think of Eq. (7) as a spectral problem in the Hilbert space $`L^2()`$, and look for a complete set of eigenfunctions for the self-adjoint positive operator $`\left(\frac{^2}{x^2}+M^2\right)`$, which is a Schrödinger operator with constant potential. It is useful to adopt real–valued eigenfunctions:
$$\theta _\lambda ^1(x)=\frac{1}{\sqrt{2\pi \sqrt{\lambda M^2}}}\mathrm{cos}\left(x\sqrt{\lambda M^2}\right),\theta _\lambda ^2(x)=\frac{1}{\sqrt{2\pi \sqrt{\lambda M^2}}}\mathrm{sin}\left(x\sqrt{\lambda M^2}\right),$$
(8)
with $`\lambda M^2`$. This set of eigenfunctions is orthonormal and complete:
$`{\displaystyle _{}}dx\theta _\lambda ^{(i)}(x)\theta _\lambda ^{}^{(j)}(x)=\delta _{ij}\delta (\lambda \lambda ^{}),`$ (9)
$`{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle _{M^2}^{\mathrm{}}}d\lambda \theta _\lambda ^{(i)}(x)\theta _\lambda ^{(i)}(x^{})=\delta (xx^{}).`$ (10)
Let us introduce the following “formal quantum fields”:
$$\widehat{\phi }_\lambda ^{(i)}(y)=_{}\widehat{\mathrm{\Phi }}(X)\theta _\lambda ^{(i)}(x)dx.$$
(11)
We have used this terminology (“formal”) to indicate that in the Hilbert space of the Klein–Gordon field $`\widehat{\mathrm{\Phi }}(X)`$ they are operator-valued distributions not only with respect to $`y`$ (as usual), but also with respect to the mass parameter $`\lambda `$, as it will appear below explicitly in the expression of the two-point functions of these fields.
Eqs. (2) and (11) yield (in the sense of distributions in the joint variables $`(y,\lambda )`$):
$$\left(\mathrm{}_d+\lambda \right)\widehat{\phi }_\lambda ^{(i)}(y)=0.$$
(12)
Furthermore these fields commute with each other for different values of the parameter $`\lambda `$; actually, as it results from Eqs. (4) and (11), their mutual two-point correlation functions have the following expression:
$$W_{\lambda ,\lambda ^{}}^{ij}(y,y^{})=\mathrm{\Omega },\widehat{\phi }_\lambda ^{(i)}(y)\widehat{\phi }_\lambda ^{}^{(j)}(y^{})\mathrm{\Omega }=\delta _{ij}\delta (\lambda \lambda ^{})W_\sqrt{\lambda }^{(d)}(y,y^{})\mathrm{\Theta }(\lambda M^2).$$
(13)
By inverting Eq. (11) we obtain
$$\widehat{\mathrm{\Phi }}(X)=\underset{i=1}{\overset{2}{}}_{M^2}^{\mathrm{}}\widehat{\phi }_\lambda ^{(i)}(y)\theta _\lambda ^{(i)}(x)d\lambda .$$
(14)
The previous inversion formula has been obtained by means of the completeness relation (10). It is worthwhile to stress that this is justified in the present case because the field $`\widehat{\mathrm{\Phi }}`$ is a tempered operator–valued distribution and the theory of inversion of Fourier transform extends to tempered distributions (namely we are making a Fourier–transform of a tempered operator–valued distribution w.r.t. the variable $`x`$ and taking its inversion).
A straightforward computation using Eq. (13) and Eq. (14) shows that
$`W_M^{(d+1)}(X,X^{})`$ $`={\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle _{M^2}^{\mathrm{}}}d\lambda \theta _\lambda ^{(i)}(x)\theta _\lambda ^{(i)}(x^{})W_\sqrt{\lambda }^{(d)}(y,y^{}),`$ (15)
formula which agrees with Eq. (4) which was worked out directly.
By restriction of the field $`\widehat{\mathrm{\Phi }}`$ to the branes of constant coordinate $`x=x^{}`$ we obtain
$$\underset{i=1}{\overset{2}{}}_{M^2}^{\mathrm{}}d\lambda \left|\theta _\lambda ^{(i)}(x)\right|^2W_\sqrt{\lambda }^{(d)}(y,y^{})=_{M^2}^{\mathrm{}}\frac{\mathrm{d}\lambda }{2\pi \sqrt{\lambda M^2}}W_\sqrt{\lambda }^{(d)}(y,y^{}).$$
The spectral weight $`_{i=1}^2\left|\theta _\lambda ^{(i)}(x)\right|^2=\frac{1}{2\pi \sqrt{\lambda M^2}}`$ is the density of states per unit spectrum per unit volume of the self–adjoint operator $`H=\frac{^2}{x^2}+M^2`$.
We are going to extend this picture to more general manifolds in the following sections.
## 2 Klein–Gordon fields on warped manifolds: an expansion formula.
The previous example suggests the following general structure. Let $`(𝒳,{}_{}{}^{(𝒳)}g)`$ be a Riemannian manifold, $`(𝒴,{}_{}{}^{(𝒴)}g)`$ a $`d`$-dimensional pseudo–Riemannian (Lorentzian) manifold and $`\omega C^{\mathrm{}}(𝒳,^+)`$ be a smooth positive function. Define $`=𝒳\times 𝒴`$ as a topological manifold. The metric on $``$ is defined by
$$ds^2=g_{\mu \nu }dX^\mu dX^\nu =ds_𝒳^2+\omega ^2(x)ds_𝒴^2,$$
(16)
where
$$ds_𝒳^2={}_{}{}^{(𝒳)}g_{\mathrm{ab}}^{}dx^\mathrm{a}dx^\mathrm{b},ds_𝒴^2={}_{}{}^{(𝒴)}g_{\mathrm{kl}}^{}dy^\mathrm{k}dy^\mathrm{l}.$$
(17)
We have denoted points of $`𝒴`$ by $`y`$, points of $`𝒳`$ by $`x`$ and those of $``$ by $`X=(x,y)`$ (we will use the same symbols for the corresponding coordinates); $`\mathrm{a},\mathrm{b}`$ are tensor indices on $`𝒳`$, $`\mathrm{k},\mathrm{l}`$ on $`𝒴`$ and $`\mu ,\nu `$ on $``$. Notice that the Riemannian metric $`{}_{}{}^{(𝒳)}g`$ is chosen with signature $`(,,\mathrm{},)`$.
The pseudo-Riemannian (Lorentzian) manifold $`(,g)`$ is called a warped product ; this structure is also denoted concisely by writing $`=𝒳\times _\omega 𝒴`$. $``$ is therefore a (trivial) fiber bundle over $`𝒳`$, whose fibers are all conformally equivalent to a manifold $`(𝒴,{}_{}{}^{(𝒴)}g)`$ with a conformal factor which depends only upon the basis point $`x`$ .
The simplest example of a warped product is provided by a Minkowskian background geometry (in arbitrary dimension) and it can be shown that its warped product structure can be realized in several ways, but with only two types of branes, namely either lower dimensional Minkowskian spacetimes or de Sitter spacetimes (i.e. in geometrical terms: hyperbolæ or one-sheeted hyperboloids). This can be proven by a study of the Riemann tensor (see for the relevant formulæ in the Riemannian case, which carry over to the pseudo-Riemannian as well with obvious modifications). Similar remarks hold also for other constant curvature spacetimes.
The Laplace–Beltrami operator for $`0`$-forms (functions) on such a manifold has the following structure:
$$\mathrm{}=\frac{1}{\sqrt{|g|}}_\mu \left(\sqrt{|g|}g^{\mu \nu }_\nu \right)=\mathrm{}_𝒳+d\left(_\mathrm{a}\mathrm{log}(\omega )\right){}_{}{}^{(𝒳)}g_{}^{\mathrm{ab}}_\mathrm{b}+\frac{1}{\omega ^2}\mathrm{}_𝒴.$$
(18)
We will assume that $``$ is globally hyperbolic and consider a canonical quantum field $`\widehat{\mathrm{\Phi }}`$ on $``$ satisfying the Klein–Gordon equation
$$(\mathrm{}+M^2)\widehat{\mathrm{\Phi }}(X)=\left(\stackrel{~}{\mathrm{}}_𝒳+\frac{1}{\omega ^2(x)}\mathrm{}_𝒴+M^2\right)\widehat{\mathrm{\Phi }}(x,y)=0,$$
(19)
where we have introduced the operator
$$\stackrel{~}{\mathrm{}}_𝒳=\mathrm{}_𝒳+d\left(_\mathrm{a}\mathrm{log}\omega \right){}_{}{}^{(𝒳)}g_{}^{\mathrm{ab}}_\mathrm{b}=\frac{1}{\omega ^d\sqrt{|{}_{}{}^{(𝒳)}g|}}_\mathrm{a}\left(\sqrt{|{}_{}{}^{(𝒳)}g|}\omega ^d{}_{}{}^{(𝒳)}g_{}^{\mathrm{ab}}_\mathrm{b}\right).$$
(20)
Separation of variables leads to the following equations for the modes
$`\left(\mathrm{}_𝒴+\lambda \right)\phi (y)=0`$ (21)
$`\omega ^2(x)\left(\stackrel{~}{\mathrm{}}_𝒳+M^2\right)\theta (x)=\lambda \theta (x).`$ (22)
Eq. (22) can be considered to define a spectral problem in the Hilbert space
$$=\mathrm{L}^2(𝒳,d\stackrel{~}{v}_𝒳),d\stackrel{~}{v}_𝒳(x)=\omega ^{d2}(x)dv_𝒳(x),$$
(23)
where $`dv__𝒳(x)=\sqrt{|{}_{}{}^{(𝒳)}g|}dx`$ is the invariant volume form on $`𝒳`$. Indeed, the operator $`\omega ^2(x)(\stackrel{~}{\mathrm{}}_𝒳+M^2)`$ is symmetric on the dense domain $`C_0^{\mathrm{}}(𝒳)`$. If we assume that such operator has a self–adjoint extension (which may or may not be the case in specific examples), the spectral theorem provides us with a basis $`\{\theta _\lambda ^{(i)}\}`$ of generalized eigenvectors which gives a decomposition of the identity. In the same fashion as in the introductory example we then have
$`(\theta _\lambda ^{(i)},\theta _\lambda ^{}^{(j)})={\displaystyle _𝒳}\overline{\theta }_\lambda ^{(i)}(x)\theta _\lambda ^{}^{(j)}(x)d\stackrel{~}{v}_𝒳=\delta (\lambda \lambda ^{})\delta _{ij}`$ (24)
$`{\displaystyle \underset{\lambda ,i}{}}\overline{\theta }_\lambda ^{(i)}(x)\theta _\lambda ^{(i)}(x^{})=\omega ^{2d}(x)\delta _𝒳(x,x^{}),`$ (25)
where the indices $`(i),(j)`$ label the possible degeneracy of the (possibly continuous) spectrum, $`\delta _𝒳(x,x^{})`$ is the delta distribution on $`𝒳`$ and the prefactor $`\omega ^{2d}(x)`$ comes from the definition of the Hilbert product.
As in the toy-example treated in the previous section, we introduce “formal quantum fields” $`\widehat{\phi }_\lambda ^{(i)}(y)`$ by a smearing out of the above modes:
$$\widehat{\phi }_\lambda ^{(i)}(y)=_𝒳\widehat{\mathrm{\Phi }}(X)\overline{\theta }_\lambda ^{(i)}(x)d\stackrel{~}{v}_𝒳(x).$$
(26)
Two remarks are in order here.
First, it is not obvious a priori that this expression makes sense at all, since we are smearing an operator valued distribution with a function which does not belong to the corresponding test function space. At best, the fields $`\widehat{\phi }_\lambda ^{(i)}(y)`$ can be operator-valued distributions w.r.t. $`\lambda `$ and $`y`$, namely, to get a bona fide operator one should smear $`\widehat{\phi }_\lambda ^{(i)}(y)`$ against suitable test functions in $`\lambda `$ and $`y`$ (as in the toy-example).
Second, while the Hilbert space $``$ may seem to be the most natural where to study the eigenvalue problem given in Eq. (22), its choice is by no means mandatory. Different choices may produce different formulæ.
By formally using Eq. (25) we can invert the transformation (26) and get
$$\widehat{\mathrm{\Phi }}(X)=\underset{\lambda ,i}{}\theta _\lambda ^{(i)}(x)\widehat{\phi }_\lambda ^{(i)}(y).$$
(27)
In concrete applications the actual viability of this inversion needs to be verified case by case.
In the following we use real–valued eigenfunctions $`\theta _\lambda ^{(i)}`$ so that the fields $`\widehat{\phi }_\lambda ^{(i)}(y)`$ are Hermitean.
Under the assumptions of self-adjointness that we have postulated, the following properties hold:
a) The fields $`\widehat{\phi }_\lambda ^{(i)}`$ satisfy the Klein–Gordon equation on the manifold $`𝒴`$ (in cases of interest to us, $`𝒴`$ is Lorentzian).
b) The fields $`\widehat{\phi }_\lambda ^{(i)}`$ commute for $`\lambda \lambda ^{}`$ or $`ij`$.
The proof of assertion a) comes from the following chain of equalities (in the sense of distributions in $`\lambda `$ and $`y`$):
$`(\mathrm{}_𝒴+\lambda )\widehat{\phi }_\lambda ^{(i)}(y)={\displaystyle _𝒳}\theta _\lambda ^{(i)}(x)(\mathrm{}_𝒴+\lambda )\widehat{\mathrm{\Phi }}(X)d\stackrel{~}{v}_𝒳(x)=`$ (28)
$`={\displaystyle _𝒳}\theta _\lambda ^{(i)}(x)[\omega ^2(x)(\stackrel{~}{\mathrm{}}_𝒳+M^2)+\lambda ]\widehat{\mathrm{\Phi }}(X)d\stackrel{~}{v}_𝒳(x)=`$ (29)
$`={\displaystyle _𝒳}\left\{[\omega ^2(x)(\stackrel{~}{\mathrm{}}_𝒳+M^2)+\lambda ]\theta _\lambda ^{(i)}(x)\right\}\widehat{\mathrm{\Phi }}(X)d\stackrel{~}{v}_𝒳(x)=0,`$ (30)
where we made use of the assumed self–adjointness of the operator $`\omega ^2(\stackrel{~}{\mathrm{}}_𝒳+M^2)`$ (but not of the hermiticity of the fields).
The two-point correlation functions of the fields $`\widehat{\phi }_\lambda ^{(i)}`$ on the vacuum $`\mathrm{\Omega }`$ of the field $`\widehat{\mathrm{\Phi }}`$ is then given by:
$`W_{\lambda ,\lambda ^{}}^{(ij)}(y,y^{})=\mathrm{\Omega },\widehat{\phi }_\lambda ^{(i)}(y)\widehat{\phi }_\lambda ^{}^{(j)}(y^{})\mathrm{\Omega }`$ (31)
$`={\displaystyle _{𝒳\times 𝒳}}d\stackrel{~}{v}_𝒳(x)d\stackrel{~}{v}_𝒳(x^{})\theta _\lambda ^{(i)}(x)\theta _\lambda ^{}^{(j)}(x^{})W(X,X^{}).`$ (32)
If we invert this formula by making use of (25), we obtain the following representation for $`W`$:
$$W(X,X^{})=\underset{\lambda ,\lambda ^{},i,j}{}\theta _\lambda ^{(i)}(x)\theta _\lambda ^{}^{(j)}(x^{})W_{\lambda ,\lambda ^{}}^{(ij)}(y,y^{})$$
(33)
The distribution $`W_{\lambda \lambda ^{}}^{(ij)}(y,y^{})`$ satisfies the Klein–Gordon equation on $`𝒴`$ w.r.t. both $`y`$ and $`y^{}`$, with masses $`\sqrt{\lambda }`$ and respectively $`\sqrt{\lambda ^{}}`$ .
We now prove assertion b), namely that the quantum fields $`\widehat{\phi }_\lambda ^{(i)}`$ commute for different values of $`\lambda `$ or $`i`$. Indeed, the CCR’s for the field $`\widehat{\mathrm{\Phi }}`$ can be written as follows:
$`[\widehat{\mathrm{\Phi }}(X),\widehat{\mathrm{\Phi }}(X^{})]__𝒞=0`$ (34)
$`[\widehat{\mathrm{\Phi }}(X),_t^{}\widehat{\mathrm{\Phi }}(X^{})]__𝒞=i\delta _𝒞(X,X^{}),`$ (35)
where $`_t`$ denotes a time–like vector, orthogonal to a given Cauchy surface $`𝒞`$ and normalized to unity (this is not necessarily the gradient of a time parameter). We have adopted the following convention: whenever we have a (Riemannian) submanifold $`S`$, then $`\delta _S(p,p^{})`$ denotes the delta distribution on that submanifold w.r.t. the volume element inherited from the ambient manifold $``$.
Taking advantage of the structure of $``$, we can choose a Cauchy surface in the form $`𝒞=𝒳\times \mathrm{\Sigma }`$, where $`\mathrm{\Sigma }`$ is a Cauchy surface in $`𝒴`$; the former equations now read
$`[\widehat{\mathrm{\Phi }}(X),\widehat{\mathrm{\Phi }}(X^{})]__𝒞=0,,`$ (36)
$`[\widehat{\mathrm{\Phi }}(X),_t^{}\widehat{\mathrm{\Phi }}(X^{})]__𝒞=i\delta _𝒞(X,X^{})=i\omega ^{1d}(x)\delta _𝒳(x,x^{})\delta _\mathrm{\Sigma }(y,y^{});`$ (37)
the factor $`\omega ^{1d}`$ comes from the volume element of $`𝒞`$ which is given by $`dv_𝒞=\omega ^{d1}dv_𝒳dv_\mathrm{\Sigma }`$ (recall that the surface $`\mathrm{\Sigma }`$ has dimension $`d1`$). The vector $`_t`$ is a time–like vector orthogonal to $`𝒞=𝒳\times \mathrm{\Sigma }`$ and normalized w.r.t. the metric of $``$: it follows that the vector $`\omega (x)_t`$ is a time–like vector orthogonal to $`\mathrm{\Sigma }`$ and normalized w.r.t. the metric in $`𝒴`$.<sup>1</sup><sup>1</sup>1Indeed, let $`_t`$ be a normalized vector tangent to $`=𝒳\times _\omega 𝒴`$ at the point $`(x,y)`$: then its projection onto $`𝒴`$ has norm $`\omega ^2(x)`$, for $`1=g(_t,_t)=\omega ^2(x){}_{}{}^{(𝒴)}g(_t,_t)`$. We will denote by $`_T`$ the vector $`\omega (x)_t`$ tangent to $`𝒴`$ and also (with a slight abuse of notation) its lift to the tangent bundle of $``$. With this rescaling Eq. (37) reads
$$[\widehat{\mathrm{\Phi }}(X),_T^{}\widehat{\mathrm{\Phi }}(X^{})]__𝒞=i\omega (x)\delta _𝒞(X,X^{})=i\omega ^{2d}(x)\delta _𝒳(x,x^{})\delta _\mathrm{\Sigma }(y,y^{}).$$
(38)
We now smear both sides of Eq. (36) and Eq. (38) with the modes $`\theta _\lambda ^{(i)}(x)`$ and $`\theta _\lambda ^{}^{(j)}(x^{})`$ and apply Eq. (26): Eq. (36) gives an analogous equation for the fields $`\widehat{\phi }_l^{(i)}`$ and Eq. (38) gives
$`[\widehat{\phi }_\lambda ^{(i)}(y),_T^{}\widehat{\phi }_\lambda ^{}^{(j)}(y^{})]__\mathrm{\Sigma }={\displaystyle _𝒳}d\stackrel{~}{v}_𝒳(x){\displaystyle _𝒳}d\stackrel{~}{v}_𝒳(x^{})\theta _\lambda ^{(i)}(x)\theta _\lambda ^{}^{(j)}(x^{})\omega (x)^{2d}\delta _𝒳(x,x^{})\delta _\mathrm{\Sigma }(y,y^{})=`$ (39)
$`=\delta _{ij}\delta (\lambda \lambda ^{})\delta _\mathrm{\Sigma }(y,y^{}).`$ (40)
It follows that $`\widehat{\phi }_\lambda ^{(i)}`$ commutes everywhere on $`𝒴`$ with $`\widehat{\phi }_\lambda ^{}^{(j)}`$ for $`\lambda \lambda ^{}`$ or $`\lambda =\lambda ^{}`$ but $`ij`$: in fact the above equations tell that on the Cauchy surface $`\mathrm{\Sigma }`$, for $`\lambda \lambda ^{}`$, the Klein–Gordon fields $`\widehat{\phi }_\lambda ,\widehat{\phi }_\lambda ^{}`$ commute between themselves along with their canonical momenta and hence they do commute everywhere in $`𝒴`$ as a consequence of the equations of motion. This ends the proof of assertion b).
In all the examples that we shall present (as in the toy-example of the previous section), this commutativity of the formal fields will follow from a stronger property, namely the diagonal character of their correlation functions $`W_{\lambda ,\lambda ^{}}^{(ij)}(y,y^{}),`$ which will be of the form $`\delta _{ij}\delta (\lambda \lambda ^{})W_\lambda (y,y^{})`$. This stronger property may fail to be true in the generic case, unless some additional structural properties on $``$ are introduced. This is precisely what will be done in our next section, in such a way that all our examples are covered .
Whenever the previous diagonal form of $`W_{\lambda ,\lambda ^{}}^{(ij)}(y,y^{})`$ is valid, Eq.(33) immediately yields the corresponding diagonal decomposition:
$$\mathrm{\Omega },\widehat{\mathrm{\Phi }}(X)\widehat{\mathrm{\Phi }}(X^{})\mathrm{\Omega }=\underset{\lambda ,i}{}\theta _\lambda ^{(i)}(x)\theta _\lambda ^{(i)}(x^{})W_\lambda (y,y^{})$$
(41)
Moreover, when we consider the field $`\widehat{\mathrm{\Phi }}`$ restricted to a fixed slice $`x=const`$, we obtain a superposition of Klein–Gordon fields as an immediate consequence of the previous formula, namely:
$$\mathrm{\Omega },\widehat{\mathrm{\Phi }}(x,y)\widehat{\mathrm{\Phi }}(x,y^{})\mathrm{\Omega }=\underset{\lambda ,i}{}|\theta _\lambda ^{(i)}(x)|^2W_\lambda (y,y^{})$$
(42)
This formula is analogous to the Källen–Lehmann representation for the two–point function in the Minkowskian spacetime .
¿From (42) it follows that the weight function of this Källen–Lehmann decomposition of the restricted propagator is:
$$\mu ^{(i)}(\lambda ,x)=\underset{\lambda ^{},j}{}\delta _{ij}\delta (\lambda \lambda ^{})|\theta _\lambda ^{}^{(j)}(x)|^2$$
(43)
which is the discontinuity of the resolvent of the operator $`\omega ^2(x)(\stackrel{~}{\mathrm{\Delta }}_𝒳+M^2)`$ on its spectrum, i.e. the density of states per unit spectrum per unit volume (in $`𝒳`$).If $`𝒳`$ is a one–dimensional spatial manifold we may take one step further.
Let us choose a coordinate $`x`$ such that the line element on $`𝒳`$ is simply $`dx^2`$. The spectral problem now leads to
$`\omega ^2(x)\left(\phi ^{\prime \prime }(x)+d{\displaystyle \frac{\omega ^{}(x)}{\omega (x)}}\phi ^{}(x)M^2\phi (x)\right)=\lambda \phi (x)`$ (44)
where the Hilbert space has the inner product
$`(\phi ,\psi )={\displaystyle _𝒳}dx\omega ^{d2}(x)\overline{\phi }(x)\psi (x).`$ (45)
The transformation
$$\phi (x)=\omega ^{\frac{1d}{2}}(x)f(x)$$
(46)
allows us to rewrite the eigenvalue equation and the Hilbert product as follows:
$`f^{\prime \prime }(x)+{\displaystyle \frac{\omega ^{}(x)}{\omega (x)}}f^{}(x)+\left[{\displaystyle \frac{\lambda }{\omega ^2(x)}}M^2+{\displaystyle \frac{1d}{2}}{\displaystyle \frac{\omega ^{\prime \prime }(x)}{\omega (x)}}{\displaystyle \frac{(d1)^2}{4}}\left({\displaystyle \frac{\omega ^{}(x)}{\omega (x)}}\right)^2\right]f(x)=0`$ (47)
$`(f,h)={\displaystyle _𝒳}{\displaystyle \frac{\mathrm{d}x}{\omega (x)}}\overline{f}(x)h(x).`$ (48)
Let us introduce a coordinate $`s`$ so that
$$ds=\frac{dx}{\omega (x)}.$$
(49)
We obtain that:
$`f^{\prime \prime }(s)+U(s)f(s)=\lambda f(s)`$ (50)
$`(f,h)={\displaystyle _𝒳}\overline{f}(s)h(s)ds,`$ (51)
where
$`U(s)={\displaystyle \frac{d1}{2}}{\displaystyle \frac{\omega ^{\prime \prime }(s)}{\omega (s)}}+\left({\displaystyle \frac{\omega ^{}(s)}{\omega (s)}}\right)^2\left[{\displaystyle \frac{(d1)^2}{4}}+{\displaystyle \frac{1d}{2}}\omega (s)\right]+M^2\omega ^2(s),`$ (52)
and prime now means derivative w.r.t. the variable $`s`$.
We have obtained a one dimensional Schrödinger problem with a potential $`U(s)`$ which depends on the warping function $`\omega (s)`$. Notice that the result matches the introductory example for the flat case; this is a trivial instance of the above general framework, where $`𝒳=`$, $`𝒴=^d`$ and $`\omega (x)=1`$: the operator $`\omega ^2(x)(\stackrel{~}{\mathrm{}}_𝒳+M^2)=_x^2+M^2`$ describes exactly a free Schrödinger particle with constant potential $`M^2`$.
## 3 Warped manifolds with additional geometrical structure.
In order to give relevant applications of the previous theoretical setting, we need to specify additional structural properties on the geometry of the warped manifold $``$. These geometrical properties will be sufficient to establish (via the lemma stated below) the validity of the diagonal decomposition (41) which then entails the existence of a Källen-Lehmann-type decomposition for the bulk Klein-Gordon fields built in terms of a “tower” of massive fields living on the brane $`𝒴`$.
Such geometrical properties involve appropriate consistency requirements between the geometry of $``$ and that of the leaves $`𝒴_x`$ that deal with global symmetries as well as with the existence of complexified manifolds for $``$ and $`𝒴`$.
i) Consistency of global isometries of the leaves.
We assume that there exists an isometry group $`G`$ of $``$ and a subgroup<sup>2</sup><sup>2</sup>2It is not necessary that $`G`$ is a global isometry group of $``$; $`G`$ can be identical to $`G_𝒴`$, as it will occur in most of the applications below. However, in the latter there will be a larger global isometry group acting on an extension $`\widehat{}`$ of $``$ on which the ambient two-point function $`W(X,X^{})`$ is defined and admits this global isometry. $`G_𝒴`$ of $`G`$ acting in each leaf $`𝒴_x`$ of $``$ as a global isometry group of $`𝒴`$ and that there exists a global pseudo-distance $`z(y,y^{})`$ on $`𝒴`$ which is preserved by this isometry group $`G_𝒴`$.
ii) Consistency of complex geometries.
We assume that $``$ and $`𝒴`$ admit respective complexified manifolds $`^{(c)}`$ and $`𝒴^{(c)}`$, such that for each $`x`$ in $`𝒳`$ the complexified $`𝒴_x^{(c)}`$ of $`𝒴_x`$ is contained in $`^{(c)}`$. Moreover $`^{(c)}`$ and $`𝒴^{(c)}`$ contain distinguished pairs of domains, called respectively the tuboids $`T^\pm `$ and $`𝒯^\pm `$ in such a way that for all $`x`$ in $`𝒳`$, one has:
$$𝒯_x^+T^+\mathrm{and}𝒯_x^{}T^{}.$$
(53)
These tuboids $`T^\pm `$ (resp. $`𝒯^\pm `$) serve to define a preferred class of (generalized) free fields on $``$ (resp. $`𝒴`$), as being those whose two-point functions are boundary values of holomorphic functions $`\mathrm{W}(X,X^{})`$ (resp. $`\mathrm{W}(y,y^{})`$) in the product domain $`T^{}\times T^+`$ (resp. $`𝒯^{}\times 𝒯^+`$). This property, which is a generalization of the standard analyticity property of Minkowskian two-point functions in the Wightman axiomatic framework, is called normal analyticity (see its introduction in the de Sitter case in and more recently its extension to the anti-de Sitter case in ).
On the basis of the previous consistency requirements, we shall now establish the following statement (where we have kept the notations of the previous section, but dropped the discrete variables $`i,j`$):
Lemma: Consider the distribution in $`(\lambda ,\lambda ^{})`$ defined as the two-point function of the formal fields $`\widehat{\phi }_\lambda (y)`$ and $`\widehat{\phi }_\lambda ^{}(y^{})`$, namely
$$W_{\lambda ,\lambda ^{}}(y,y^{})=\mathrm{\Omega },\widehat{\phi }_\lambda (y)\widehat{\phi }_\lambda ^{}(y^{})\mathrm{\Omega }$$
$$=_{𝒳\times 𝒳}d\stackrel{~}{v}_𝒳(x)d\stackrel{~}{v}_𝒳(x^{})\theta _\lambda (x)\theta _\lambda ^{}(x^{})W(X,X^{}).$$
(54)
where $`W(X,X^{})`$ denotes the two-point function of a Klein-Gordon field $`\widehat{\mathrm{\Phi }}(X)`$ on $``$ satisfying $`G`$invariance and normal analyticity in $`^{(c)}`$, and the integral over $`x`$ and $`x^{}`$ in (54) is supposed to be convergent after smearing out in the variables $`\lambda ,\lambda ^{}`$ for all real or complex values of $`y`$ and $`y^{}`$ (in $`𝒯^{}\times 𝒯^+`$).
Then the distribution $`W_{\lambda ,\lambda ^{}}(y,y^{})`$ is of the following diagonal form
$$W_{\lambda ,\lambda ^{}}(y,y^{})=\delta (\lambda \lambda ^{})W_\lambda (y,y^{}),$$
(55)
where $`W_\lambda (y,y^{})=w_\lambda (z(y,y^{}))`$ is a solution of the Klein-Gordon equation (in both variables $`y,y^{}`$)
$$\mathrm{}_yW_\lambda (y,y^{})=\mathrm{}_y^{}W_\lambda (y,y^{})=\lambda W_\lambda (y,y^{})$$
satisfying the required properties of a two-point function on $`𝒴`$, namely $`G_𝒴`$invariance and normal analyticity property in $`𝒴^{(c)}`$. Moreover $`W_\lambda (y,y^{})`$ is correctly normalized, in consistency with the canonical commutation relation for the corresponding Klein-Gordon field, namely one has (with the notations of section 2):
$$_T^{}\left(W_\lambda (y,y^{})W_\lambda (y^{},y)\right)__\mathrm{\Sigma }=\delta _\mathrm{\Sigma }(y,y^{}).$$
To show this lemma we observe that, in view of (54), the invariance of $`W(X,X^{})`$ under $`G`$ implies the invariance of $`W_{\lambda ,\lambda ^{}}(y,y^{})`$ under $`G_𝒴`$ . The latter is therefore of the form $`W_{\lambda ,\lambda ^{}}(y,y^{})=w_{\lambda ,\lambda ^{}}(z(y,y^{}))`$ and in view of the symmetry of the distance w.r.t. $`y`$ and $`y^{}`$, one has in the sense of distributions in $`(\lambda ,\lambda ^{})`$:
$$\mathrm{}_yW_{\lambda ,\lambda ^{}}(y,y^{})\mathrm{}_y^{}W_{\lambda ,\lambda ^{}}(y,y^{})=0$$
and therefore, in view of property a) of the fields $`\widehat{\phi }_\lambda (y)`$:
$$(\lambda \lambda ^{})W_{\lambda ,\lambda ^{}}(y,y^{})=0,$$
which entails that $`W_{\lambda ,\lambda ^{}}(y,y^{})`$ is of the form (55) (since the general solution as a distribution of the equation $`x_1T(x_1,x_2)=0`$ is $`T(x_1,x_2)=\delta (x_1)\times t(x_2)`$). The normal analyticity of $`W_\lambda (y,y^{})`$ results from the normal analyticity of $`W(X,X^{})`$ in view of the inclusion relations (53) and the assumed convergence of the integral in (54). Finally, the normalization of $`W_\lambda (y,y^{})`$ readily follows from the commutation relation (40) established in section 2 by integrating the latter over $`\lambda ^{}`$.
## 4 Applications.
In the four examples studied below, we discuss quantum field theories on manifolds which admit natural complexified manifolds carrying tuboids of normal analyticity, and in all these theories the geometric symmetries are unbroken, namely the considered two–point functions $`W(X,X^{})`$ are invariant under the global isometries of the ambient manifold $``$; moreover, the leaves $`𝒴_x`$ will always satisfy the two geometrical consistency requirements specified above.
In the first two examples, $`𝒴`$ is a de Sitter spacetime and $`𝒳`$ will be the half line or the segment $`(0,\pi )`$ with appropriate measures; they give a structure of warped product to open subsets of the Minkowski space in the first example, and to an ambient de Sitter spacetime in the second example: this extends and generalizes the results in .
In the third example we will revisit the Unruh problem, namely the restriction of an ambient Minkowskian quantum field theory to the world-line $`𝒴`$ of a uniformly accelerated observer. In this case, the isometry group of $`𝒴`$ (induced by a Lorentz boost subgroup of the ambient space) is simply the time translation group in the proper time of the accelerated observer.
The last example regards QFT on the anti–de Sitter manifold, considered as foliated by Minkowskian branes. Although this case seems to lie out of the picture drawn in section 2, because AdS spacetime is not globally hyperbolic, it turns out that this lack of global hyperbolicity is not an obstruction to the applicability of the previous lemma. In fact, the previous geometrical consistency requirements are still fulfilled there.
In all these examples, the diagonal form (55) of the correlators $`W_{\lambda ,\lambda ^{}}^{(ij)}(y,y^{})`$ of the formal fields $`\widehat{\phi }_\lambda ^{(i)}`$, $`\widehat{\phi }_\lambda ^{}^{(j)}`$ will always allow us to interpret each formal field $`\widehat{\phi }_\lambda ^{(i)}`$ as a genuine Klein–Gordon field with the corresponding two-point function $`W_\lambda (y,y^{})`$ on the brane, and to obtain thereby, via the inversion argument given in Section 2 (based on the completeness relation (25)), a decomposition of the ambient Wightman function $`W(X,X^{})`$ with the diagonal form (41).
The consistency requirements which we consider in this section readily imply (without any computation) that the restriction to any given leaf $`𝒴_x`$ of any Klein–Gordon field of the ambient space $``$ is a generalized free field on this leaf. When the branes are either Minkowski or de Sitter spacetimes, as in the examples we will present, there exists also a direct method for computing the spectral function of this restricted field by a Laplace-type transformation on the leaf (this is standard for the Wightman fields in Minkowski space and has been carried out for de Sitter fields in by using the results on “invariant perikernels on the one-sheeted hyperboloids” of ). It is to be expected that the comparison of such Laplace-type expressions of the spectral function with the one obtained here by the (completely different and more general) warped-manifold method in terms of the “Schrödinger modes” $`\theta _\lambda ^i`$ will provide new interesting identities relating Hankel-type and Legendre-type functions.
Concerning the more technical problem of the convergence of the (a priori formal) integrals and sums (54) and (41), we shall check the latter in all the examples and prove in particular that (41) can be given a well-defined meaning as an integral w.r.t. a suitable measure over the allowed mass spectrum and possibly a sum over the degeneracy indices. To this end we shall analyze the spectral problem along the general lines drawn in section 2.
In the first three examples the operator $`T_𝒳=\omega ^2(x)\left(\stackrel{~}{\mathrm{}}_𝒳+M^2\right)`$ is essentially self–adjoint in $`L^2(𝒳,d\stackrel{~}{v}_𝒳)`$ on the domain $`C_0^{\mathrm{}}(𝒳)`$ because it reduces to ordinary Schrödinger operators with smooth potentials bounded from below; therefore we will not discuss their self–adjointness, since this follows from general theorems (see e.g. ).
On the contrary, in the last anti–de Sitter example the relevant operator is essentially self–adjoint only for values of $`M^2`$ bigger than a certain threshold $`M_{0}^{}{}_{}{}^{2}`$; below $`M_{0}^{}{}_{}{}^{2}`$ the operator is not essentially self–adjoint but can be extended to a self adjoint operator in many different ways. Among the infinite a priori allowable extensions, two of them are of special relevance to the so–called AdS–CFT correspondence .
### 4.1 Decomposition of (bulk) Minkowski fields into de Sitter (brane) fields.
In this example the manifold $``$ is the set of all points which are space–like w.r.t. a given event, chosen as the origin in a $`(d+1)`$-dimensional Minkowski spacetime, endowed with a system of inertial coordinates denoted by $`\{X^\mu \}`$, $`\mu =0,\mathrm{},d`$.
The region $`=\{X:X^\mu X_\mu <0\}`$ is foliated by a family of $`d`$-dimensional de Sitter spacetimes, identified with the hyperboloids
$$XX\eta _{\mu \nu }X^\mu X^\nu =(X^0)^2(\stackrel{}{X})^2=R^2.$$
$``$ has the structure of a warped manifold with base $`𝒳=^+`$ with coordinate $`R`$; the fiber $`𝒴`$ can be identified with a $`d`$-dimensional de Sitter spacetime with radius $`R=1`$; using a polar–like parametrization for the events of $``$, $`X=Ry`$ with $`y^2=1`$, the Minkowskian metric of $``$ can then be rewritten as follows:
$$ds^2=dR^2+R^2ds_𝒴^2,$$
where $`ds_𝒴^2`$ is the de Sitter metric of $`𝒴`$, obtained as restriction of the Minkowski metric of the ambient space. This realizes $``$ as a warped product with warping function $`\omega (R)=R`$.
The operator $`\stackrel{~}{\mathrm{\Delta }}_𝒳`$ equals $`_R^2\frac{d}{R}_R`$ and we are led to the following eigenvalue equation for the modes $`\theta _\lambda `$:
$$R^2\left(_R^2\frac{d}{R}_R+M^2\right)\theta _\lambda (R)=\lambda \theta _\lambda (R).$$
(56)
The operator at the L.H.S. is essentially self-adjoint on the dense domain $`𝒞_0^{\mathrm{}}`$ of the Hilbert space $`L^2(𝒳,d\stackrel{~}{v}_𝒳)`$, whose scalar product has the following explicit form:
$$(\phi ,\psi )=_𝒳\overline{\phi }(R)\psi (R)R^{d2}dR.$$
(57)
By means of the transformation (46) and by rescaling $`\rho =MR`$ (which together are particular instances of the so called “ Lommel’s transformations”), Eq. (56) is turned into the modified Bessel’s equation. By further introducing the new variable $`MR=e^s`$ we finally obtain:
$$f_\lambda ^{\prime \prime }+(e^{2s}\nu ^2)f_\lambda =0,$$
(58)
with
$$\nu ^2=\lambda \frac{(d1)^2}{4}.$$
(59)
The prime now means derivatives w.r.t. the variable $`s`$. This operator is now self-adjoint w.r.t. the standard $`L^2`$ product $`_{}\overline{f}(s)h(s)ds`$.
We have thus obtained a Schrödinger problem for a potential $`e^{2s}`$. The corresponding spectrum is absolutely continuous and nondegenerate; it coincides with the positive real line. This implies the condition $`\lambda >(d1)^2/4`$.
The solutions which have the correct asymptotic behavior at $`s=\mathrm{}`$ are $`K_{i\nu }(e^s)`$, where $`K_{i\nu }(z)=K_{i\nu }(z)`$ denotes the modified Bessel function ; it is real for real $`\nu `$. The normalization can be obtained by studying the asymptotic behavior at $`s=\mathrm{}`$, where these solutions behave as free waves.
The final result, expressed in the original coordinate $`R`$, is the following family of normalized generalized eigenfunctions:
$$\theta _\lambda (R)=N_\lambda R^{\frac{1d}{2}}K_{i\sqrt{\lambda (d1)^2/4}}(MR),N_\lambda \frac{1}{\pi }\sqrt{\mathrm{sinh}\left(\pi \sqrt{\lambda (d1)^2/4}\right)}.$$
(60)
There hold the completeness and orthonormality relations:
$`{\displaystyle _{\frac{(d1)^2}{4}}^{\mathrm{}}}d\lambda \theta _\lambda (R)\theta _\lambda (R^{})=R^{(d2)}\delta (RR^{}),`$ (61)
$`{\displaystyle _^+}dRR^{d2}\theta _\lambda (R)\theta _\lambda ^{}(R)=\delta (\lambda \lambda ^{}).`$ (62)
We now introduce the fields $`\widehat{\phi }_\lambda (y)`$ on the de Sitter manifold $`𝒴`$ by smearing the field $`\widehat{\mathrm{\Phi }}`$ against the radial modes (60), as in Eq.(26). The main result of this section is the following:
c) the fields $`\widehat{\phi }_\lambda (y)`$ correspond to de Sitter Klein–Gordon fields in the “Euclidean” (also called Bunch-Davies ) vacuum state, namely the vacuum expectation value (v.e.v.) of $`\widehat{\phi }_\lambda (y)`$ on $`𝒴`$ is given by
$$W_{\lambda ,\lambda ^{}}(y,y^{})=\mathrm{\Omega }|\widehat{\phi }_\lambda (y)\widehat{\phi }_\lambda ^{}(y^{})|\mathrm{\Omega }=\delta (\lambda \lambda ^{})W_\lambda ^{(E,d)}(y,y^{}),$$
(63)
where $`W_\lambda ^{(E,d)}`$ is the $`d`$-dimensional Euclidean (Bunch–Davies) two-point function, equipped with its normal analytic structure . Moreover each Klein–Gordon field of the ambient Minkowski space (with arbitrary positive mass $`M`$) admits the following expansion of its two-point function:
$$\mathrm{\Omega },\widehat{\mathrm{\Phi }}(X)\widehat{\mathrm{\Phi }}(X^{})\mathrm{\Omega }=_{\frac{(d1)^2}{4}}^{\mathrm{}}d\lambda \theta _\lambda (R)\theta _\lambda (R^{})W_\lambda ^{(E,d)}(y,y^{}).$$
(64)
with $`\theta _\lambda (R)`$ given by formula (60).
This equation allows us to consider the quantum field $`\widehat{\mathrm{\Phi }}`$ restricted to a fixed de Sitter brane $`R=R^{}`$; it has the structure of a Källen–Lehmann expansion expressing the ambient quantum field $`\widehat{\mathrm{\Phi }}`$ as a superposition of de Sitter quantum fields on the brane $`\widehat{\phi }_\lambda `$ with mass spectrum
$$\mathrm{\Omega },\widehat{\mathrm{\Phi }}(X)\widehat{\mathrm{\Phi }}(X^{})\mathrm{\Omega }_{|_{R=R^{}}}=_{\frac{(d1)^2}{4}}^{\mathrm{}}d\lambda |\theta _\lambda (R)|^2W_\lambda ^{(E,d)}(y,y^{}).$$
(65)
The proof of the previous statement goes as follows: according to , both geometrical consistency requirements defined above are satisfied by the subset $``$ of Minkowski space and the de Sitter leaf $`𝒴`$: the isometry group $`G=G_𝒴`$ is the corresponding Lorentz group $`SO_0(1,d)`$ and the tubes $`𝒯_R^\pm `$ are the intersections of the complex quadric $`𝒴_R^{(c)}`$ with the tubes $`T^\pm `$ of the complexified Minkowski space $`^{(c)}=𝐂^{d+1}`$. It follows that the previous lemma is applicable, and that we only have to check that the two-point function $`W_\lambda (y,y^{})`$ of formula (55) coincides in the present case with the function $`W_\lambda ^{(E,d)}`$. Let us recall that $`W_\lambda ^{(E,d)}`$ is a distribution in the de Sitter invariant variable $`v=yy^{}`$ which satisfies the de Sitterian Klein-Gordon equation with eigenvalue $`\lambda `$ in both variables $`y,y^{}`$ and is given by
$$W_\lambda ^{(E,d)}(y,y^{})=C_{d,\nu }P_{\frac{d1}{2}+i\nu }^{(d+1)}(yy^{}),$$
(66)
where
$`C_{d,\nu }={\displaystyle \frac{\mathrm{\Gamma }\left(\frac{d1}{2}+i\nu \right)\mathrm{\Gamma }\left(\frac{d1}{2}i\nu \right)}{2^d\mathrm{\Gamma }\left(\frac{d}{2}\right)\pi ^{\frac{d}{2}}}},`$ (67)
$`P_{\frac{d1}{2}+i\nu }^{(d+1)}(v)=2^{\frac{d2}{2}}\mathrm{\Gamma }\left({\displaystyle \frac{d}{2}}\right)(v^21)^{\frac{2d}{4}}P_{\frac{1}{2}i\nu }^{\frac{2d}{2}}(v),`$ (68)
and $`P_b^a`$ denotes the associated Legendre function .
The value of the constant $`C_{d,\nu }`$ ensures the correct normalization of $`W_\lambda ^{(E,d)}`$, the canonical commutation relations being satisfied by the corresponding Klein–Gordon field. Moreover this distribution is correctly defined as being the boundary value of the holomorphic function $`P_{\frac{d1}{2}+i\nu }^{(d+1)}(yy^{})`$ from the tuboid $`\{(y,y^{})𝒯^{}\times 𝒯^+\}`$ of $`𝒴^{(c)}\times 𝒴^{(c)}`$ .
So by all its properties, this definition of $`W_\lambda ^{(E,d)}`$ coincides with that of $`W_\lambda (y,y^{})`$ given in the lemma, which proves formula (63), and therefore the rest of property c) (in view of (25)).
It is worthwhile to remark that, when explicitly written Eq. (64) is a rather complicated new integral relation between Legendre and Hankel functions. Here we get a “quantum field theoretical” proof of that integral relation without actually performing any integral.
It is interesting to derive an alternative expression for $`W_{\lambda ,\lambda ^{}}(y,y^{})`$ by plugging the momentum representation of the Minkowskian two-point function $`W(X,X^{})`$ into its defining formula (54). We obtain:
$`W_{\lambda ,\lambda ^{}}(y,y^{})=`$ (69)
$`={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}R}{R}}R^{d1}\theta _\lambda (R){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}R^{}}{R^{}}}R_{}^{}{}_{}{}^{d1}\theta _\lambda ^{}(R^{}){\displaystyle \frac{\mathrm{d}^{d+1}P}{(2\pi )^d}\delta (P^2M^2)\mathrm{\Theta }(P_0)e^{iP(XX^{})}}.`$ (70)
In this expression we insert the parametrizations $`X=Ry`$ and $`X^{}=R^{}y^{}`$ and introduce a vector $`\alpha `$ defined by the relation $`M\alpha =P`$, so that $`\alpha `$ varies on the unit shell. One then rewrites the subintegral over $`P`$ as
$$\frac{\mathrm{d}^{d+1}\alpha }{(2\pi )^d}\delta (\alpha ^21)\mathrm{\Theta }(\alpha _0)e^{i(y^{}y)\alpha MR}.$$
and by exchanging the order of the integrations over $`R,R^{}`$ and $`\alpha `$ one is led to introduce the following integrals:
$`\phi _\lambda (y,\alpha )=\phi _\lambda (y\alpha )=M^{\frac{d1}{2}}{\displaystyle _0^{\mathrm{}}}e^{iy\alpha MR}\theta _\lambda (R)R^{d1}{\displaystyle \frac{\mathrm{d}R}{R}}=`$ (71)
$`=\sqrt{{\displaystyle \frac{\pi }{2}}}N_\lambda \mathrm{\Gamma }\left({\displaystyle \frac{d1}{2}}i\nu \right)\mathrm{\Gamma }\left({\displaystyle \frac{d1}{2}}+i\nu \right)\left((iy\alpha )^21\right)^{\frac{2d}{4}}P_{\frac{1}{2}i\nu }^{\frac{2d}{2}}(iy\alpha ).`$ (72)
The functions $`\phi _\lambda (y,\alpha )`$ are plane waves on de Sitter manifold i.e. are modes satisfying the de Sitter Klein–Gordon equation whose phase is constant on planes; $`\alpha `$ plays the role of wave-vector. $`P`$ is an associated Legendre function . The integral appearing in the definition of these waves is well defined at both extrema provided $`|\mathrm{}(\nu )|<\frac{d1}{2}`$.
Then by rewriting the integral (70) in terms of these waves, we obtain the following new integral representation for the Bunch-Davies de Sitter two-point function:
$$W_{\lambda ,\lambda ^{}}(y,y^{})=\delta (\lambda \lambda ^{})C_{d,\nu }P_{\frac{d1}{2}+i\nu }^{(d+1)}(yy^{})$$
$$=\frac{\mathrm{d}^{d+1}\alpha }{(2\pi )^d}\delta (\alpha ^21)\mathrm{\Theta }(\alpha _0)\overline{\phi }_\lambda (y\alpha )\phi _\lambda ^{}(y^{}\alpha ).$$
(73)
### 4.2 Decomposition of (bulk) de Sitter fields into lower dimensional (brane) de Sitter fields.
In the second example we are dealing with a family of $`d`$–dimensional de Sitter branes embedded in a $`(d+1)`$–dimensional de Sitter spacetime. As explained in this problem is physically relevant to understand the spectrum of the density fluctuations in an open inflationary cosmology.
Let us consider a $`(d+2)`$–dimensional Minkowski spacetime, with a chosen set of inertial coordinates $`X^0,\mathrm{},X^{d+1}`$. The bulk de Sitter manifold is taken to be the unit one-sheeted hyperboloid $`DS=\{X𝕄^{d+2},XX=1\}`$. Consider now the following open region of the bulk: $`\{XDS:|X^{d+1}|<1\}`$. This region is foliated by $`d`$-dimensional de Sitter branes, obtained by intersecting the bulk with a family of hyperplanes parameterized by a coordinate $`x(0,\pi )`$ as follows: $`\{X𝕄^{d+2},X^{d+1}=\mathrm{cos}x\}`$.
The metric of the bulk de Sitter manifold can consequently be written as follows:
$$ds_{DS}^2=dx^2+\mathrm{sin}^2xds_{dS}^2;$$
(74)
$`ds_{dS}^2`$ is the metric of a $`d`$–dimensional de Sitter manifold with radius $`R=1`$, and $`\omega (x)=\mathrm{sin}x`$. The base manifold $`𝒳`$ is thus the segment $`(0,\pi )`$ with coordinate $`x`$ and metric $`dx^2`$.
The spectral problem now is the following:
$$\omega ^2(x)(\stackrel{~}{\mathrm{}}_𝒳+M^2)\theta _\lambda =\mathrm{sin}^2x\theta _\lambda ^{\prime \prime }+d\mathrm{cos}^2x\theta _\lambda ^{}\mathrm{sin}^2xM^2\theta _\lambda =\lambda \theta _\lambda ;$$
(75)
it has to be considered in the Hilbert space whose product is $`(\phi ,\psi )=_0^\pi \left(\mathrm{sin}x\right)^{d2}\overline{\phi }(x)\psi (x)dx`$. $`M`$ is the mass of the field propagating in the ambient de Sitter space.
Following Eq. (46), this equation can be simplified by introducing $`\theta (x)=\mathrm{sin}^{\frac{(1d)}{2}}xf(x).`$ A further simplification is achieved by introducing the coordinate $`s=\text{arc}\mathrm{tanh}\mathrm{cos}x`$. The operator and the inner product become
$`f^{\prime \prime }(s)+{\displaystyle \frac{M^2\frac{d^21}{4}}{\mathrm{cosh}^2(s)}}f(s)=\left(\lambda {\displaystyle \frac{(d1)^2}{4}}\right)f(s),`$ (76)
$`(f,h)={\displaystyle _{}}ds\overline{f}(s)h(s),`$ (77)
where again the prime denotes the derivative w.r.t. $`s`$. We have obtained a Schrödinger problem with potential $`U(s)=\frac{M^2\frac{d^21}{4}}{\mathrm{cosh}^2(s)}`$: this is either a barrier or a well according to the sign of $`M^2\frac{d^21}{4}`$. When this quantity is negative some bound states may appear depending on the depth of the well. In both cases a positive continuous doubly–degenerate spectrum will persist, for which $`\lambda \frac{(d1)^2}{4}=q^20`$.
It is now a standard quantum mechanical problem to find eigenfunctions and eigenvalues of this Schr̈odinger problem.
#### Continuous spectrum:
the continuous spectrum coincides with the positive real axis. We will write $`q^2=\lambda \frac{(d1)^2}{4}`$ with $`\lambda >\frac{(d1)^2}{4}`$ for the eigenvalue. Using standard techniques for the study of Schrödinger operators one can find the following family of orthonormal complex generalized eigenfunctions labeled by a positive parameter $`q`$:
$`F_q(x)={\displaystyle \frac{e^{\frac{\pi q}{2}}\mathrm{\Gamma }(1+\rho iq)\mathrm{\Gamma }(\rho iq)}{\sqrt{2\pi }\mathrm{\Gamma }(iq)}}\left(\mathrm{sin}x\right)^{\frac{1d}{2}}P_\rho ^{iq}(\mathrm{cos}x+iϵ),`$ (78)
$`F_q={\displaystyle \frac{e^{\frac{\pi q}{2}}\mathrm{\Gamma }(1+\rho iq)\mathrm{\Gamma }(\rho iq)}{\sqrt{2\pi }\mathrm{\Gamma }(iq)}}\left(\mathrm{sin}(x)\right)^{\frac{1d}{2}}P_\rho ^{iq}(\mathrm{cos}xiϵ),`$ (79)
where $`\rho `$ satisfies
$$\rho (\rho +1)=\frac{d^21}{4}M^2=\frac{1}{4}\nu ^2$$
(80)
(see Eq. (68)) so that $`\rho =\frac{1}{2}+i\nu `$. The required real modes $`\theta _{q,ϵ}`$ with $`ϵ\{s,c\}`$ are given by
$`\theta _{q,s}(x)={\displaystyle \frac{1}{2i}}\left(F_q(x)\overline{F_q(x)}\right),`$ (81)
$`\theta _{q,c}(x)={\displaystyle \frac{1}{2}}\left(F_q(x)+\overline{F_q(x)}\right).`$ (82)
#### Discrete Spectrum:
When $`M^2\frac{d^21}{4}<0`$, bound states can exist. We can construct them by the substitution $`qiq`$ in the formulæ for the generalized eigenfunctions corresponding to the continuous spectrum; now $`\rho `$ is solution of
$$(\rho +1)\rho =\frac{d^21}{4}M^2.$$
We fix the root $`\rho =\frac{1}{2}+\sqrt{\frac{d^2}{4}M^2}>0`$. Standard quantum mechanics then says that the discrete eigenvalues are
$$q_n=n\frac{1}{2}+\sqrt{\frac{d^2}{4}M^2}>0.$$
(83)
Consequently, the number of bound states is
$$\mathrm{\#}\{\text{Discrete Spectrum}\}=\left[\frac{1}{2}+\sqrt{\frac{d^2}{4}M^2}\right],$$
(84)
where the square brackets denote the integral part. The normalization of the corresponding states can be computed using the following integral
$$_1^1\frac{\mathrm{d}y}{1y^2}\left|P_\rho ^q(y)\right|^2=\frac{\mathrm{\Gamma }(1+\rho q)}{q\mathrm{\Gamma }(1+\rho +q)}.$$
(85)
It follows that the normalized eigenfunctions are
$$\theta _n(x)=\left(\mathrm{sin}(x)\right)^{\frac{1d}{2}}P_\rho ^{\rho +n}(\mathrm{cos}(x)+iϵ)\sqrt{\frac{(\rho n)\mathrm{\Gamma }(1+2\rho n)}{n!}},$$
(86)
with $`n=0,\mathrm{},[\rho ]=\left[\frac{1}{2}+\sqrt{\frac{d^2}{4}M^2}\right]`$. As before, let us introduce the formal quantum fields
$`\widehat{\phi }_{q,ϵ}(y)={\displaystyle _0^\pi }dx\left(\mathrm{sin}(x)\right)^{d2}\theta _{q,ϵ}(x)\widehat{\mathrm{\Phi }}(x,y),q^+,ϵ\{s,c\}`$
$`\widehat{\phi }_n(y)={\displaystyle _0^\pi }dx\left(\mathrm{sin}(x)\right)^{d2}\theta _n(x)\widehat{\mathrm{\Phi }}(x,y).`$
By the same arguments used in Section (4.1) we obtain that: d) The fields $`\widehat{\phi }_{q,ϵ}(y)`$, $`\widehat{\phi }_n`$ are Klein–Gordon fields on de Sitter brane in the Euclidean vacuum state, namely their ambient de Sitter v.e.v. in the $`d+1`$–dimensional Euclidean vacuum is given by
$`W_{\lambda ,ϵ;\lambda ^{},ϵ^{}}(y,y^{})=\mathrm{\Omega }|\widehat{\phi }_{q,ϵ}(y)\widehat{\phi }_{q^{},ϵ^{}}(y^{})|\mathrm{\Omega }=\delta (\lambda \lambda ^{})\delta _{ϵϵ^{}}W_\lambda ^{(E,d)}(y,y^{})`$ (87)
$`W_{n;n^{}}(y,y^{})=\mathrm{\Omega }|\widehat{\phi }_n(y)\widehat{\phi }_n^{}(y^{})|\mathrm{\Omega }=\delta _{nn^{}}W_{\lambda _n}^{(E,d)}(y,y^{}).`$ (88)
All other correlators vanish identically.
Here $`W_\lambda ^{(E,d)}`$ is the Euclidean two-point function in $`d`$ dimensions (see Eq. 66) with square mass $`\lambda `$. By inverting now the completeness relations for the fields
$$\widehat{\mathrm{\Phi }}(X)=\underset{n}{}\theta _n(x)\widehat{\phi }_n(y)+\underset{ϵ}{}_{}dq\theta _{q,ϵ}(x)\widehat{\phi }_{q,ϵ}(y)$$
we obtain the following decomposition of the Euclidean de Sitter two–point function in terms of lower dimensional ones; this is quite a nontrivial relation between Legendre functions in different dimensions:
$`W_M^{(E,d+1)}(X,X^{})={\displaystyle \underset{n=0}{\overset{[\rho ]}{}}}\theta _n(x)\theta _n(x^{})W_{\lambda _n}^{(E,d)}(y,y^{})+`$ (89)
$`+{\displaystyle \underset{ϵ}{}}{\displaystyle _{(d1)^2/4}^{\mathrm{}}}d\lambda \theta _{(\lambda (d1)^2/4)^{1/2},ϵ}(x)\theta _{(\lambda (d1)^2/4)^{1/2},ϵ}(x^{})W_\lambda ^{(E,d)}(y,y^{})=`$ (90)
$`={\displaystyle \underset{n=0}{\overset{[\rho ]}{}}}\overline{P_\rho ^{\rho +n}(\mathrm{cos}(x^{})+iϵ)}P_\rho ^{\rho +n}(\mathrm{cos}(x)+iϵ){\displaystyle \frac{(\rho n)\mathrm{\Gamma }(1+2\rho n)}{n!\left(\mathrm{sin}(x)\mathrm{sin}(x^{})\right)^{\frac{d1}{2}}}}W_{\lambda _n}^{(E,d)}(y,y^{})+`$ (91)
$`+{\displaystyle _{}}{\displaystyle \frac{\mathrm{d}q\mathrm{sinh}(\pi q)q}{2\pi ^2\left(\mathrm{sin}(x)\mathrm{sin}(x^{})\right)^{\frac{d1}{2}}}}|\mathrm{\Gamma }(1+\rho iq)\mathrm{\Gamma }(\rho iq)|^2`$ (92)
$`[e^{\pi q}\overline{P_\rho ^{iq}(\mathrm{cos}(x^{})+iϵ)}P_\rho ^{iq}(\mathrm{cos}(x)+iϵ)+e^{\pi q}\overline{P_\rho ^{iq}(\mathrm{cos}(x^{})iϵ)}P_\rho ^{iq}(\mathrm{cos}(x)iϵ)]`$ (93)
$`W_{q^2+\frac{(d1)^2}{4}}^{(E,d)}(y,y^{}).`$ (94)
On a fixed de Sitter brane $`x=x^{}`$ we get a Källen–Lehmann type decomposition of the correlator of the bulk quantum field, with a measure given by
$`\mu (q,x)={\displaystyle \underset{0}{\overset{[\rho ]}{}}}\left|P_\rho ^{\rho +n}(\mathrm{cos}(x)+iϵ)\right|^2{\displaystyle \frac{(\rho n)\mathrm{\Gamma }(1+2\rho n)}{n!\mathrm{sin}^{d1}(x)}}\delta (q(\rho n))+`$ (95)
$`+{\displaystyle \frac{\mathrm{sinh}(\pi q)q}{2\pi ^2\mathrm{sin}^{d1}(x)}}|\mathrm{\Gamma }(1+\rho iq)\mathrm{\Gamma }(\rho iq)|^2[e^{\pi q}|P_\rho ^{iq}(\mathrm{cos}(x)+iϵ)|^2+`$ (96)
$`+e^{\pi q}|P_\rho ^{iq}(\mathrm{cos}(x)iϵ)|^2].`$ (97)
In all these formulæ the discrete contribution vanishes whenever $`M^2\left(\frac{d1}{2}\right)^2`$.
We remark that the formula of this decomposition matches the one in which was obtained by the completely different method of Laplace-type transform.
### 4.3 Decomposition of Minkowski states into uniformly accelerated world–lines (Unruh effect)
In this section we revisit the Unruh effect; the general framework is the same as in the previous examples, except that now the codimension of the leaves $`𝒴`$ is maximal (i.e. $`d`$, where the dimension of the ambient manifold is $`d+1`$). What is new in the present approach to this old model, is that we obtain a closed formula for the decomposition of the ambient QFT into a collection of harmonic oscillators which oscillate in the proper time of the accelerated observer and not in the time of an inertial observer. Now the ambient manifold is the wedge $`=\{X𝕄^{d+1}:|X^0|<X^d\}`$ of a Minkowskian spacetime $`𝕄^{d+1}`$ and $`𝒴`$ is the unidimensional world-line of an accelerated observer. In this case, the field $`\widehat{\mathrm{\Phi }}`$ will be reduced to a set of harmonic oscillators.
An uniformly accelerated world-line is conveniently parametrized by
$$(\xi \mathrm{sinh}\tau ,\stackrel{}{x},\xi \mathrm{cosh}\tau )$$
where $`\stackrel{}{x}`$ are the remaining $`d1`$ coordinates in Minkowski space. In terms of these coordinates the wedge acquires the structure of warped product of a $`d`$–dimensional Riemannian half space $`𝒳=_+^d`$ with a $`1`$–dimensional timelike line $`𝒴`$, with warping function $`\omega (\xi ,\stackrel{}{x})=\xi `$:
$$ds^2=\xi ^2d\tau ^2d\xi ^2\underset{1}{\overset{d1}{}}(dx^i)^2.$$
(98)
The transverse problem is
$$\xi ^2(\stackrel{~}{\mathrm{}}_𝒳+M^2)\theta (\xi ,\stackrel{}{x})=\xi ^2\left[_\xi ^2\underset{1}{\overset{d1}{}}\left(\frac{}{x^i}\right)^2\frac{1}{\xi }_\xi +M^2\right]\theta (\xi ,\stackrel{}{x})=\lambda \theta ,$$
and the corresponding Hilbert product
$$(\phi ,\psi )=_{_+^d}\frac{\mathrm{d}\xi }{\xi }\left(\underset{1}{\overset{d1}{}}dx^i\right)\overline{\phi }(\xi ,\stackrel{}{x})\psi (\xi ,\stackrel{}{x}).$$
A straightforward computation produces the following generalized orthonormal eigenfunctions
$`\theta _\lambda (\xi ,\stackrel{}{x})`$ $`=`$ $`\theta _{m,\stackrel{}{p},\pm }(\xi ,\stackrel{}{x})={\displaystyle \frac{\sqrt{2\mathrm{sinh}(\pi m)}}{\pi }}K_{im}\left(\xi \sqrt{M^2+\stackrel{}{p}^2}\right){\displaystyle \frac{1}{(2\pi )^{\frac{d1}{2}}}}\left\{\begin{array}{c}\mathrm{cos}(\stackrel{}{p}\stackrel{}{x})\\ \mathrm{sin}(\stackrel{}{p}\stackrel{}{x})\end{array}\right\}=`$ (100)
$`=N_mK_{im}\left(\xi \sqrt{M^2+\stackrel{}{p}^2}\right)\left\{\begin{array}{c}\mathrm{cos}(\stackrel{}{p}\stackrel{}{x})\\ \mathrm{sin}(\stackrel{}{p}\stackrel{}{x})\end{array}\right\},`$
where the $`\pm `$ subscript selects among $`\mathrm{cos}(\stackrel{}{p}\stackrel{}{x})`$ and $`\mathrm{sin}(\stackrel{}{p}\stackrel{}{x})`$. In this case the eigenvalue $`\lambda =m^2`$ has a $`^{d1}`$ degeneracy. Again, we introduce the quantum fields
$$\widehat{\phi }_{\lambda ,\stackrel{}{p},\pm }(\tau )=_0^{\mathrm{}}\frac{\mathrm{d}\xi }{\xi }_{^{d2}}d\stackrel{}{x}\theta _{\lambda ,\stackrel{}{p},\pm }(\xi ,\stackrel{}{x})\widehat{\mathrm{\Phi }}(\tau ,\xi ,\stackrel{}{x}).$$
Let now $`W(X,X^{})`$ be the usual Wightman two–point function for the quantum field $`\widehat{\mathrm{\Phi }}(X)`$ as given by Eq. (3): we can directly compute the correlators $`W_{m,\stackrel{}{p},ϵ;m^{}\stackrel{}{p}^{},ϵ^{}}(\tau ,\tau ^{})`$ of the fields $`\widehat{\phi }_{\lambda ,\stackrel{}{p},\pm }(\tau )`$ and show that they are diagonal in $`m`$, $`\stackrel{}{p}`$ and the discrete index $`ϵ\{+,\}`$. Indeed
$`W_{m,\stackrel{}{p},ϵ;m^{},\stackrel{}{p}^{},ϵ^{}}(\tau ,\tau ^{})={\displaystyle _{_+^d}}{\displaystyle \frac{\mathrm{d}\xi }{\xi }}𝑑\stackrel{}{x}{\displaystyle _{_+^d}}{\displaystyle \frac{\mathrm{d}\xi ^{}}{\xi ^{}}}𝑑\stackrel{}{x}^{}\theta _{m,\stackrel{}{p},ϵ}(\xi ,\stackrel{}{x})\theta _{m^{},\stackrel{}{p}^{},ϵ^{}}(\xi ^{},\stackrel{}{x}^{})W(X,X^{})=`$
$`={\displaystyle _{_+^d}}{\displaystyle \frac{\mathrm{d}\xi }{\xi }}d\stackrel{}{x}{\displaystyle _{_+^d}}{\displaystyle \frac{\mathrm{d}\xi ^{}}{\xi ^{}}}d\stackrel{}{x}^{}N_mK_{im}\left(\xi \sqrt{M^2+\stackrel{}{p}^2}\right)\left\{\begin{array}{c}\mathrm{cos}(\stackrel{}{p}\stackrel{}{x})\\ \mathrm{sin}(\stackrel{}{p}\stackrel{}{x})\end{array}\right\}`$
$`N_m^{}K_{im^{}}\left(\xi ^{}\sqrt{M^2+\stackrel{}{p}^2}\right)\left\{\begin{array}{c}\mathrm{cos}(\stackrel{}{p}^{}\stackrel{}{x})\\ \mathrm{sin}(\stackrel{}{p}^{}\stackrel{}{x})\end{array}\right\}{\displaystyle \frac{1}{(2\pi )^{d+1}}}`$
$`{\displaystyle _{^{d+1}}}{\displaystyle \frac{\mathrm{d}^{d+1}P}{(2\pi )^d}}\delta (P^2M^2)\mathrm{\Theta }(P_0)e^{iP(XX^{})}=`$
$`=N_mN_m^{}{\displaystyle __+}{\displaystyle \frac{\mathrm{d}\xi }{\xi }}{\displaystyle __+}{\displaystyle \frac{\mathrm{d}\xi ^{}}{\xi ^{}}}K_{im}\left(\xi \sqrt{M^2+\stackrel{}{p}^2}\right)K_{im^{}}\left(\xi ^{}\sqrt{M^2+\stackrel{}{p}^2}\right)\delta (\stackrel{}{p}\stackrel{}{p}^{})\delta _{ϵ,ϵ^{}}`$
$`{\displaystyle _^2}{\displaystyle \frac{\mathrm{d}P_0\mathrm{d}P_1}{2\pi }}\delta (P_0^2P_1^2\stackrel{}{p}^2M^2)\mathrm{\Theta }(P_0)\mathrm{e}^{iP_0\left(\xi \mathrm{sinh}(\tau )\xi ^{}\mathrm{sinh}(\tau ^{})\right)+iP_1\left(\xi \mathrm{cosh}(\tau )\xi ^{}\mathrm{cosh}(\tau ^{})\right)}.`$
The remaining integration is a special case of Formula (70) with the substitutions $`M^2M^2+\stackrel{}{p}^2`$, $`\nu m`$, $`d=1`$. This finally gives
$$W_{m,\stackrel{}{p},ϵ;m^{},\stackrel{}{p}^{},ϵ^{}}(\tau ,\tau ^{})=\delta (\stackrel{}{p}\stackrel{}{p}^{})\delta _{ϵ,ϵ^{}}\delta (m^2m_{}^{}{}_{}{}^{2})\frac{\mathrm{cos}\left(m(\tau \tau ^{})+i\pi m\right)}{2m\mathrm{sinh}(\pi m)}.$$
This expression is the Wightman function of an harmonic oscillator in a thermal state at an inverse temperature $`\beta `$ (in the Heisenberg picture): indeed, the quantum Klein–Gordon field on a one–dimensional spacetime corresponds to a single quantum harmonic oscillator in the Heisenberg picture where the mass represents the spring constant. The thermal time correlation function of the position operator at inverse temperature $`\beta `$ for such oscillator is given by:
$$W(t,t^{})=\frac{\mathrm{cos}(\omega (tt^{}+i\beta /2))}{2\omega \mathrm{sinh}(\omega \beta /2)}$$
(102)
which is precisely the expression derived above with $`\beta =2\pi `$.
Using the completeness of the modes $`\theta `$ we can express the vacuum two–point function of the field $`\widehat{\mathrm{\Phi }}`$ in terms of the two–point functions of the thermal oscillators as in
$$W(X,X^{})=\underset{ϵ=+,}{}_{^{d1}}d\stackrel{}{p}_0^{\mathrm{}}\mathrm{d}(m^2)\theta _{m,\stackrel{}{p},ϵ}(\xi ,\stackrel{}{x})\theta _{m,\stackrel{}{p},ϵ}(\xi ^{},\stackrel{}{x}^{})\frac{\mathrm{cos}\left(m(\tau \tau ^{})+i\pi m\right)}{2m\mathrm{sinh}(\pi m)}$$
In this case we know that if the state of the ambient field $`\mathrm{\Phi }(X)`$ is the usual vacuum one, the quantum theory obtained from the ambient space one is thermal at the Unruh inverse temperature $`\beta _U=2\pi `$. The decomposition
$$\mathrm{\Omega },\mathrm{\Phi }(\tau ,\xi ,\stackrel{}{x})\mathrm{\Phi }(\tau ^{},\xi ,\stackrel{}{x})\mathrm{\Omega }=\mu ((\xi ,\stackrel{}{x}),m)<\widehat{\phi }_m(\tau )\widehat{\phi }_m(\tau ^{})>_{\beta _U}$$
(103)
defines correlation functions $`<\phi _m(\tau )\phi _m(\tau ^{})>_{\beta _U}`$ of a thermal state of the quantum harmonic oscillator given by $`\frac{d^2}{d\tau ^2}\phi _m(\tau )+m^2\phi ^2(\tau )=0`$. Note that along each uniformly accelerated world-line, specified by the parameters $`\xi `$ and $`\stackrel{}{x}`$, the corresponding proper-time is equal to $`\xi \tau `$ ($`\xi `$ being the value of the Tolman factor), so that the temperature “really felt by the corresponding observer” on this world-line is equal to $`\frac{1}{2\pi \xi }`$.
### 4.4 AdS states in terms of Minkowski states
This last example concerns the states of a Klein–Gordon field theory on the AdS spacetime foliated by flat Minkowski spacetimes of codimension one: this decomposition has been used in in application to the AdS–CFT correspondence and it will be just briefly reported.
This example lies somewhat outside of the picture we have drawn in the general part because the AdS spacetime is not globally hyperbolic. Nevertheless we can prove directly that a completely analogous decomposition of the Klein–Gordon field can be achieved.
To set the notation, in the spirit of Section 4.2 we consider the vector space $`^{d+2}`$ equipped with the following pseudo-scalar product:
$$XX^{}=X^0X_{}^{}{}_{}{}^{0}X^1X_{}^{}{}_{}{}^{1}\mathrm{}X^dX_{}^{}{}_{}{}^{d}+X^{d+1}X_{}^{}{}_{}{}^{d+1}.$$
(104)
The $`(d+1)`$-dimensional AdS universe can then be identified with the quadric
$$AdS_{d+1}=\{X^{d+2},X^2=R^2\},$$
(105)
where $`X^2=XX`$, endowed with the induced metric
$$\mathrm{d}s_{AdS}^2=\left(dX_{}^{0}{}_{}{}^{\mathrm{\hspace{0.17em}2}}dX_{}^{1}{}_{}{}^{\mathrm{\hspace{0.17em}2}}\mathrm{}+dX_{}^{d+1}{}_{}{}^{\mathrm{\hspace{0.17em}2}}\right)|_{AdS_{d+1}}.$$
(106)
The AdS relativity group is $`G=SO_0(2,d)`$, that is the connected component of the identity of the pseudo-orthogonal group $`SO(2,d)`$. Two events $`X`$, $`X^{}`$ of $`AdS_{d+1}`$ are space–like separated if $`(XX^{})^2<0`$, i.e. if $`XX^{}>R^2`$. In the following we will put for notational simplicity $`R=1`$.
We consider an open subset of AdS given by the inequality in the ambient space $`\mathrm{\Pi }\{X^d+X^{d+1}>0\}`$: this is “half” the spacetime. In the “horocyclic parametrization” $`X=X(x,y)`$, there appears a structure of warped product: this set of coordinates covers $`\mathrm{\Pi }`$ and is obtained by intersecting $`AdS_{d+1}`$ with the hyperplanes $`\{X^d+X^{d+1}=e^x=\frac{1}{s}\}`$ each slice $`\mathrm{\Pi }_v`$ (or “horosphere”) being an hyperbolic paraboloid:
$$\{\begin{array}{cccccc}X^\mu \hfill & \text{=}& e^xy^\mu \hfill & \text{=}& \frac{1}{s}y^\mu \hfill & \mu =0,1,\mathrm{},d1\hfill \\ X^d\hfill & \text{=}& \mathrm{sinh}x+\frac{1}{2}e^xy^2\hfill & \text{=}& \frac{1s^2}{2s}+\frac{1}{2s}y^2\hfill & y^2=y^0^2y^1^2\mathrm{}y^{d1}^2\hfill \\ X^{d+1}\hfill & \text{=}& \mathrm{cosh}x\frac{1}{2}e^xy^2\hfill & \text{=}& \frac{1+s^2}{2s}\frac{1}{2s}y^2\hfill & \end{array}$$
(107)
In each slice $`\mathrm{\Pi }_v`$, $`y^0,\mathrm{},y^{d1}`$ can be seen as coordinates of an event of a $`d`$-dimensional Minkowski spacetime $`𝕄^d`$ with metric $`ds_M^2=dy_{}^{0}{}_{}{}^{2}dy_{}^{1}{}_{}{}^{2}\mathrm{}dy_{}^{d1}{}_{}{}^{2}`$ (here and in the following where it appears, an index M stands for Minkowski). This explains why the horocyclic coordinates $`(x,y)`$ of the parametrization (LABEL:coordinates) are also called Poincaré coordinates. The scalar product (107) and the AdS metric can then be rewritten as follows:
$`XX^{}=\mathrm{cosh}(xx^{}){\displaystyle \frac{1}{2}}e^{x+x^{}}\left(yy^{}\right)^2,`$ (108)
$`\mathrm{d}\sigma _{AdS}^2=e^{2x}\mathrm{d}\sigma _M^2\mathrm{d}x^2={\displaystyle \frac{1}{s^2}}(\mathrm{d}\sigma _M^2\mathrm{d}s^2).`$ (109)
Eq. (109) exhibits the region $`\mathrm{\Pi }`$ of $`AdS_{d+1}`$ as a warped product with warping function $`\omega (x)=e^x`$ and fibers conformal to $`𝕄^d`$.
We apply the formalism of Section 2 and obtain the spectral problem
$`e^{2x}\left[\theta ^{\prime \prime }(x)+d\theta ^{}(x)M^2\theta (x)\right]=\lambda \theta (x),`$ (110)
to be considered in the Hilbert space $`L^2(,e^{(d2)x}\mathrm{d}x)`$, where the differential operator defined in Eq. (110) is symmetric. In the variable $`s=e^x`$ already introduced in Eq. (LABEL:coordinates) and defining $`f(s)=\theta (x)e^{\frac{d1}{2}x}`$ Eq. (110) is turned into the well-known Schrödinger spectral problem on the half-line
$$f^{\prime \prime }(s)+\frac{M^2+\frac{d^21}{4}}{s^2}f(s)=f^{\prime \prime }(s)+\frac{(\nu +1/2)(\nu 1/2)}{s^2}f(s)=\lambda f(s).$$
(111)
Following , pag. 88 ff, we learn that there are two distinct regimes corresponding to the two ranges $`\nu 1`$ and $`|\nu |<1`$.
When $`\nu 1`$ the previous operator is essentially self–adjoint and there is only one possible choice for the generalized eigenfunctions, namely
$$f_\lambda (s)=\frac{1}{\sqrt{2}}s^{\frac{1}{2}}J_\nu \left(\sqrt{\lambda }s\right),$$
(112)
where $`J_\nu `$ are Bessel’s functions. The completeness of these eigenfunctions gives Hankel’s formula, which expresses the resolution of the identity in $`L^2(^+,\mathrm{d}s)`$ as follows:
$$g(s)=_0^{\mathrm{}}\mathrm{d}\lambda f_\lambda (s)_0^{\mathrm{}}f_\lambda (s^{})g(s^{})\mathrm{d}s^{},gL^2(^+,\mathrm{d}s)).$$
(113)
When $`0\nu <1`$ both solutions $`s^{1/2}J_\nu (\sqrt{\lambda }s)`$ and $`s^{1/2}J_\nu (\sqrt{\lambda }s)`$ are square integrable in the neighborhood of $`s=0`$ and must be taken into consideration: we are in the so–called limit circle case at zero , which implies that the operator is not essentially self–adjoint and there exists a $`S^1`$ ambiguity in the self–adjoint extensions we can perform. The freedom is exactly in the choice of the boundary conditions at $`s=0`$ (corresponding to the boundary of AdS).
Now we have a one–parameter family of eigenfunctions:
$$f_\lambda ^{(\varkappa )}(s)\sqrt{\frac{s}{2}}\left(\varkappa ^22\varkappa \lambda ^\nu \mathrm{cos}(\pi \nu )+\lambda ^{2\nu }\right)^{\frac{1}{2}}\left[\varkappa J_\nu (\sqrt{\lambda }s)\lambda ^\nu J_\nu (\sqrt{\lambda }s)\right],$$
(114)
to which we must add one bound state when $`\varkappa >0`$:
$$f_{\mathrm{bound}}^{(\varkappa )}(s)\sqrt{2\varkappa ^{\frac{1}{\nu }}\frac{\mathrm{sin}\pi \nu }{\pi \nu }}s^{\frac{1}{2}}K_\nu (\varkappa ^{\frac{1}{2\nu }}s).$$
(115)
The possible choices of the parameter $`\varkappa `$ do correspond to different self–adjoint extensions of the differential operator (111). To each such extension there is associated a domain $`𝔇^{(\varkappa )}`$ also depending on the parameter $`\varkappa `$ . To construct $`𝔇^{(\varkappa )}`$ consider the one dimensional subspaces $`H_\pm `$ spanned by the eigenfunctions solving Eq. (111) with eigenvalues $`\pm i`$:
$$f_\pm (s)\sqrt{s}K_\nu (e^{\pm \frac{i\pi }{4}}s);$$
(116)
both these functions are square-integrable when $`0\nu <1`$. Each extension is in one–to–one correspondence with partial isometries $`U:H_+H_{}`$, namely –in this case– with elements of $`U(1)S^1`$. The domain of the extension is obtained by adjoining to the original domain of symmetry the subspace $`\left(\mathrm{id}_{H_+}+U\right)H_+`$: here it means that we have to add the span of the $`L^2`$ element
$$f_\alpha (s)f_+(s)+e^{i\alpha }f_{}(s).$$
which has in our case the asymptotics
$`f_\alpha (s){\displaystyle \frac{\pi }{2\mathrm{sin}(\pi \nu )}}\left[{\displaystyle \frac{2^\nu \left(e^{\frac{i\pi \nu }{4}}+e^{i\alpha +\frac{i\pi \nu }{4}}\right)}{\mathrm{\Gamma }(1\nu )}}s^\nu {\displaystyle \frac{2^\nu \left(e^{\frac{i\pi \nu }{4}}+e^{i\alpha \frac{i\pi \nu }{4}}\right)}{\mathrm{\Gamma }(1+\nu )}}s^\nu \right].`$ (117)
The generalized eigenfunctions of the operator (111) corresponding to a specific extension have the following asymptotics
$$f_\lambda ^{(\varkappa )}(s)2^{\frac{1}{2}}s^{\frac{1}{2}}\left(\varkappa ^22\varkappa \lambda ^\nu \mathrm{cos}(\pi \nu )+\lambda ^{2\nu }\right)^{\frac{1}{2}}\lambda ^{\frac{\nu }{2}}\left[\varkappa \frac{2^\nu s^\nu }{\mathrm{\Gamma }(1+\nu )}\frac{2^\nu s^\nu }{\mathrm{\Gamma }(1\nu )}\right].$$
(118)
As usual these functions do not belong to $`L^2(^+,\mathrm{d}s)`$ but any wave–packet does; moreover any such wave packet has this asymptotics. This allows us to find which parameter $`\varkappa `$ corresponds to which unitary operator $`e^{i\alpha }:H_+H_{}`$, i.e. to a specific self–adjoint extension. Indeed, by matching the asymptotics in Eqs. (117) with that in Eq. (118) we obtain
$$\varkappa =\frac{\mathrm{cos}\left(\frac{\alpha }{2}\frac{\pi \nu }{4}\right)}{\mathrm{cos}\left(\frac{\alpha }{2}+\frac{\pi \nu }{4}\right)}.$$
We consider now a very specific QFT on the AdS spacetime: this QFT is a generalized free field theory which satisfies certain analyticity properties . It depends on the single (complexified) invariant $`\zeta =ZZ^{}=\mathrm{cosh}(xx^{})\frac{1}{2}e^{x+x^{}}\left(zz^{}\right)^2`$, where now $`z`$ (respectively, $`z^{}`$) belongs to the complexified Minkowski space and its imaginary part lies in the interior of the future (resp. past) light cone.
Such a QFT is characterized by the $`SO(2,d)`$–invariant two–point function given by
$$W_\nu ^{d+1}(Z,Z^{})=w_\nu (\zeta )=\frac{e^{i\pi \frac{d1}{2}}}{(2\pi )^{\frac{d+1}{2}}}(\zeta ^21)^{\frac{d1}{4}}Q_{\nu \frac{1}{2}}^{\frac{d1}{2}}(\zeta ).$$
(119)
The analyticity domains advocated in are such that the complex variable $`\zeta `$ belongs to the complex plane cut along the segment from $`1`$ to $`1`$ (the “causal cut”). The analogous invariant variable in the Minkowskian case is $`\delta =(zz^{})^2`$ and the causal cut in this case is the negative real axis: the “Euclidean regime” corresponds to positive real values of $`\delta `$. We can now show by direct computation that the two–point function (119) in $`AdS_{d+1}`$ in the whole range $`\nu (1,\mathrm{})`$ can be decomposed as follows:
$`W_\nu ^{d+1}(Z(x,z),Z^{}(x^{},z^{}))={\displaystyle _0^{\mathrm{}}}d\lambda \theta _\lambda (x)\theta _\lambda (x^{})W_\lambda ^{M,d}(z,z^{}),\nu [1,\mathrm{})`$ (120)
$`W_\nu ^{d+1}(Z(x,z),Z^{}(x^{},z^{}))={\displaystyle _0^{\mathrm{}}}d\lambda \theta _\lambda ^{(\mathrm{})}(x)\theta _\lambda ^{(\mathrm{})}(x^{})W_\lambda ^{M,d}(z,z^{}),\nu [0,1)`$ (121)
$`W_\nu ^{d+1}(Z(x,z),Z^{}(x^{},z^{}))={\displaystyle _0^{\mathrm{}}}d\lambda \theta _\lambda ^{(0)}(x)\theta _\lambda ^{(0)}(v^{})W_\lambda ^{M,d}(z,z^{}),\nu (1,0),`$ (122)
(123)
where $`W_\lambda ^{M,d}(z,z^{})`$ is the usual two–point function for a Klein–Gordon field on $`𝕄^d`$ of square mass $`\lambda `$ in the Wightman vacuum:
$`W_\lambda ^{M,d}(z,z^{}){\displaystyle \frac{\mathrm{d}^dp}{(2\pi )^{d1}}\delta (p^2\lambda )\mathrm{\Theta }(p_0)e^{ip(zz^{})}}=`$ (124)
$`=(2\pi )^{\frac{d}{2}}\left({\displaystyle \frac{\delta }{\sqrt{\lambda }}}\right)^{\frac{2d}{2}}K_{\frac{d2}{2}}\left(\sqrt{\lambda }\delta \right);\delta (zz^{})^2.`$ (125)
In Eqs. (123) the functions $`\theta _\lambda ^{(\mathrm{})}`$ and the $`\theta _\lambda ^{(0)}`$ belong to the domains of self–adjointness corresponding to the values $`\varkappa =\mathrm{}`$ and $`\varkappa =0`$ respectively. They explicitly read
$`\theta _\lambda ^{(\mathrm{})}(x)={\displaystyle \frac{1}{\sqrt{2}}}e^{\frac{d}{2}x}J_\nu (\sqrt{\lambda }e^x)`$ (126)
$`\theta _\lambda ^{(0)}(x)={\displaystyle \frac{1}{\sqrt{2}}}e^{\frac{d}{2}x}J_{|\nu |}(\sqrt{\lambda }e^x).`$ (127)
The reason why we must use different self–adjoint extensions is that $`W_\nu ^{d+1}(Z(x,z),`$ $`Z(x^{},z^{}))`$, as a function of $`x`$ (or $`x^{}`$) belongs to $`𝔇^{(\mathrm{})}`$ when $`\nu [0,1)`$ while it belongs to $`𝔇^{(0)}`$ when $`\nu (1,0)`$: this can be proved directly by studying the asymptotics.
The three Eqs. (123) are thus summarized into the following formula valid for the whole range of parameter $`\nu `$:
$`W_\nu ^{d+1}(Z(x,z),Z^{}(x^{},z^{}))=`$ (128)
$`=(2\pi )^{\frac{d}{2}}(ss^{})^{\frac{d}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\lambda }{2}}\lambda ^{\frac{d2}{4}}J_\nu (\sqrt{\lambda }s)J_\nu (\sqrt{\lambda }s^{})\delta ^{\frac{2d}{2}}K_{\frac{d2}{2}}(\sqrt{\lambda }\delta ),`$ (129)
with, again, $`s=e^x`$.
The proof is an application of formula (12) pag. 64 in , which is the Hankel’s transform of the product of two Bessel’s functions (we simply adapt the notation)
$`{\displaystyle _0^{\mathrm{}}}dmm^{\mu +\frac{1}{2}}J_\nu (ms)J_\nu (ms^{})K_\mu (m\delta )(ms^{})^{\frac{1}{2}}=`$
$`={\displaystyle \frac{\delta ^\mu s^{\mu 1}s_{}^{}{}_{}{}^{\mu \frac{1}{2}}e^{(\mu +\frac{1}{2})i\pi }}{\sqrt{2\pi }}}(\zeta ^21)^{\frac{\mu }{2}\frac{1}{4}}Q_{\nu \frac{1}{2}}^{\mu +\frac{1}{2}}(\zeta ),`$
$`\mathrm{}(\nu )>1,\mathrm{}(\mu +\nu )>1,`$
where $`\zeta ={\displaystyle \frac{s^2+s_{}^{}{}_{}{}^{2}+\delta ^2}{2ss^{}}}`$. Here we implicitly perform the “Wick rotation” to the Euclidean section where $`\delta >0`$ and hence $`\zeta =\mathrm{cosh}(xx^{})+\frac{1}{2}e^{x+x^{}}\delta >1`$.
Since the modes $`\theta _\lambda `$ form a orthonormal basis in the Hilbert space, Eq. (123) can also be inverted and we obtain the Minkowski Klein–Gordon two-point function on the slice $`\mathrm{\Pi }_v`$ by smearing $`W_\nu `$ against the eigenfunctions $`\theta _\lambda `$. For instance, when $`\nu >1`$ this corresponds to the introduction of the fields $`\widehat{\phi }_\lambda (y)`$ on the Minkowskian slice $`\mathrm{\Pi }_v`$ obtained by smearing the AdS Klein–Gordon field $`\widehat{\mathrm{\Phi }}`$ with the complete set of modes (126):
$$\widehat{\phi }_\lambda (y)=_{\mathrm{}}^{\mathrm{}}\widehat{\mathrm{\Phi }}(X(x,y))\theta _\lambda (x)e^{(d2)x}dx.$$
(130)
It can be shown that the field $`\widehat{\phi }_\lambda (y)`$ is a canonical Minkowskian Klein–Gordon field in the Wightman vacuum state. In precise terms, we have that the AdS vacuum expectation value of $`\widehat{\phi }_\lambda (y)`$ is given by
$$W_{\lambda ,\lambda ^{}}(y,y^{})\mathrm{\Omega }|\widehat{\phi }_\lambda (y)\widehat{\phi }_\lambda ^{}(y^{})|\mathrm{\Omega }=\delta (\lambda \lambda ^{})W_\lambda ^{M,d}(y,y^{}).$$
(131)
In particular, the fields $`\widehat{\phi }_\lambda `$ have zero correlation (and hence commute) for different values of the square mass $`\lambda `$.
As a specification of the Eqs. (123), when restricting the AdS Klein–Gordon field $`\widehat{\mathrm{\Phi }}`$ to a fixed slice $`\mathrm{\Pi }_v`$ (the $`d`$-dimensional brane) we obtain the following explicit formula for the Källen–Lehmann decomposition of the field in the Minkowskian slice
$$W_\nu ^{d+1}(X(x,y),X^{}(x,y^{}))=_0^{\mathrm{}}\frac{\mathrm{d}\lambda }{2}e^{dx}\left(J_\nu (\sqrt{\lambda }e^x)\right)^2W_\lambda ^{M,d}(y,y^{}).$$
(132)
This formula is telling us that a free field $`\mathrm{\Phi }`$ propagating in the ambient gravitational background will be seen on the $`d`$-dimensional brane as a superposition of fields with a continuous spectrum of masses but different relative weight given by
$$\mathrm{d}\mu (\lambda ,x)=\frac{\mathrm{d}\lambda }{2}e^{dx}\left(J_\nu (\sqrt{\lambda }e^x)\right)^2.$$
(133)
The results of this section can be used to construct other two–point functions
$`W_\nu ^{d+1,(\varkappa )}(X(x,y),X(x^{},y^{}))`$ for a Klein–Gordon field on AdS by using the other self–adjoint extensions: however it is not guaranteed that such $`W_\nu ^{d+1,(\varkappa )}`$ can be extended to the other half of AdS since the definition uses the set of coordinates defined only on one half. Moreover one should prove (or disprove) the AdS invariance and analyticity properties of such states. We will not go any further in this direction in this paper.
## 5 Conclusions
We have considered a particular foliation of a Lorentzian manifold by means of Lorentzian submanifolds over a Riemannian base: such foliation also gives a particular orthogonal splitting of the metric tensor. In this context we have considered a quantum field over the total manifold and decomposed it into a bunch of longitudinal quantum fields $`\widehat{\phi }_\lambda `$ and transversal classical modes $`\theta _\lambda `$.
Such decomposition allows us to pick up a specific member of the bunch by a smearing against those transversal classical modes.
This technique has been then successfully applied to the case of Minkowski, foliated by de Sitter $`d`$-branes or by accelerated world-lines;
to the case of de Sitter, foliated by lower dimensional de Sitter branes;
to Anti de Sitter, foliated by Minkowskian branes.
In all these cases the distinguished analyticity properties of the two–point function in the ambient manifold appear to survive this operation of picking out a specific field, giving a QFT on the leaf with those analyticity properties which are advocated independently for the geometry of the brane itself.
Since the analytic structure of the two–point function is equivalent to the spectral structure of the Hamiltonian of the theory, this procedure can be regarded as a method for enforcing certain spectral properties on a manifold by embedding it into another manifold where the spectral properties are easier to formulate (this is the case de Sitter $``$ Minkowski).
Or else we can construct a QFT with certain spectral properties in the ambient manifold by means of the spectral properties of the QFT in the brane (this is the case Minkowski $``$ AdS).
We also point out that, in more geometrical terms, to some extent what we have done in the examples is decomposing a certain irreducible unitary representation of the invariance group of the ambient manifold into irreducible unitary representations of a certain subgroup which is the invariance group of a submanifold. This might turn out to be of utility in application to representation theory and special functions: indeed some of the relations (e.g. Eqs.(64,94)) that we have found, relating the two-point functions of the ambient manifold and those of the submanifold are integral representations which are not to be found in the more mathematically oriented literature.
This decomposition has been made here only for the warped–product manifolds for practical computational issues but nevertheless the idea of inheriting spectral properties from an ambient manifold could be extended to other cases, most importantly the Schwarzschild geometry .
Potentially this perspective is the more appealing the harder is the problem of consistently formulating a spectral property in curved backgrounds.
Additionally, the recent topic raised in allows a direct application of this method to general warped $`d`$-branes in various gravitational backgrounds.
It is our intention to pursue this direction in further publications.
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# Functional relations in Stokes multipliers - Fun with 𝑥⁶+𝛼𝑥² potential-
## 1 Introduction
The eigenvalue problem of a one-body 1D Schrödinger operator is the most fundamental subject in quantum mechanics. Still, it provides vivid materials of research.
Besides a few exceptions where eigenvalues and wavefunctions are obtainable explicitly, one may employ several tools for analysis, e.g., the perturbation theory, the variational approach and so on. Among them, the exact WKB method - is unique in the sense that it provides non-perturbative information on the analytical structure of wavefunctions and spectral properties. We analytically continue $`x`$, original coordinate variable, to a complex number. The whole complex plane is divided into several sectors. In each sectors, there are two linearly independent solutions , as Schrödinger operator is the 2nd order differential operator. They are referred to as the fundamental system of solutions (FSS) in the sector . The relations among FSS in different sectors are central issue in the connection problem. The importance of the problem and consequently Stokes multipliers, in the WKB problem has been deeply recognized and emphasized in early ’80, especially in .
Recently, a remarkable link has been established among the spectral determinants of a 1D Schrödinger operator associated with the anharmonic oscillator, transfer matrices and $`𝐐`$ operators in CFT possessing $`U_q(\widehat{sl}(2))`$ -. Here the spectral determinants imply $`D(E)=_{E_j\mathrm{eigenvalue}}(1\frac{E}{E_j})`$ and its generalizations. A curious interplay between $`D(E)`$ and generalized Stokes multipliers is also found . In view of solvable models, a striking fact is that they share the same functional relations with transfer matrices in the fusion hierarchy possessing $`U_q(\widehat{sl}(2))`$ . This allows for applications of the strong machineries in the study of solvable models - to the studies of Stokes multipliers, spectral determinants and so on. Several results have been explicitly obtained for the anharmonic oscillator problem, and are extended to higher differential analogues .
In this note, we consider an anharmonic oscillator perturbed by a lower power potential term. It belongs to a class of potentials discussed generally in with the exact resolution method. To be precise, we consider the eigenvalue problem,
$$(x,\alpha )\mathrm{\Psi }_k(x)=\left(\frac{d^2}{dx^2}+x^{2M}+\alpha x^{M1}\right)\mathrm{\Psi }_k(x)=E_k\mathrm{\Psi }_k(x).$$
(1)
Throughout this report we set $`\mathrm{}=1`$ and $`M>1`$.
The spectral problem concerning this Hamiltonian turns out to be in a category to which one can apply the tools in solvable models.
The sign of $`\alpha `$ seems to be crucial if one considers the operator (1) on the real axis.
$$\overline{)\mathrm{FIG}.1}$$
We will not expect much difference from the ”pure” anharmonic oscillator when $`\alpha >0`$, while we do expect change for $`\alpha <0`$ as the potential develops the double well.
It will be shown, however, that the negative $`\alpha `$ and the positive $`\alpha `$ problems are not separable when we discuss the global connection problem. Roughly speaking, the negative $`\alpha `$ problem is coupled to the positive $`\alpha `$ problem by crossing a border line of neighboring sectors and vice versa. See §2 for precise arguments. It may be then reasonable to consider a two-fold connection problem (crossing two adjacent lines) , or more generally, relations between sectors separated by even multiples of border lines. Some of the Stokes multipliers, in the generalized connection problem, possess expressions corresponding to the eigenvalues of the (fusion) transfer matrices of the 3 state Perk-Schulz (PS) model of which underlying symmetry is $`U_q(\widehat{gl}(2|1))`$. Others can not be directly equated with the (fusion) transfer matrices but have relations with the the 3 state PS model as well. Thus we conclude that the perturbation $`\alpha x^{M1}`$ breaks the $`U_q(\widehat{sl}(2))`$ symmetry of the ”pure” anharmonic oscillator but it brings the new symmetry $`U_q(\widehat{gl}(2|1))`$. The deformation parameter $`q`$ is related to the exponent of the perturbation by $`q=\mathrm{exp}(i\frac{\pi }{M+1})`$. Through these findings, we can derive the nonlinear integral equations (NLIE) which characterize the energy levels of both the negative $`\alpha `$ problem and the positive $`\alpha `$ problem simultaneously.
The paper is organized as follows. In the next section, we will explore symmetries of solutions to (1). The precise definition of sectors is given. The connection problem is addressed in section 3. Certain components in fusion Stokes matrices are identified with eigenvalues of fusion transfer matrices associated to $`U_q(\widehat{gl}(2|1))`$. The spectral determinant is explicitly parameterized by FSS in a sector. The coupled NLIE are then derived in section4, which determine energy levels. We will perform analytical and numerical checks on the consistency of our result in section 5. Section 6 is devoted to summary and discussions on open problems.
## 2 Asymptotic Expansion and Symmetry of solutions
Let $`\varphi (x,\alpha ,E)`$ be an entire function of $`(x,\alpha ,E)`$ and a solution to $`(x,\alpha )\varphi (x,\alpha ,E)=E\varphi (x,\alpha ,E)`$.
The solution, which decays exponentially at $`x\mathrm{}`$, is of primary interest. By employing the argument in , we immediately find its asymptotic behavior,
$`\varphi (x,\alpha ,E)`$ $``$ $`x^{M/2\alpha /2}\mathrm{exp}({\displaystyle \frac{x^{M+1}}{M+1}}),`$ (2)
$`_x\varphi (x,\alpha ,E)`$ $``$ $`x^{M/2\alpha /2}\mathrm{exp}({\displaystyle \frac{x^{M+1}}{M+1}}).`$ (3)
The validity of the above expansion is not restricted to the real axis, but extends to the wedge, $`|\mathrm{arg}x|<\frac{3\pi }{2M+2}`$ .
The second order linear differential equation admits another independent solution. To specify it, or to deal with the global problem, it is convenient to extend $`x`$ to the complex plane as mentioned in introduction. Then, as in the case of $`\alpha =0`$, the solution exhibits a symmetry by rotating the complex $`x`$ plane by a specific angle.
The direct calculation proves the following.
###### Theorem 1
Let $`\varphi (x,\alpha ,E)`$ be the above solution and $`q=\mathrm{exp}(i\frac{\pi }{M+1})`$. Then $`\varphi (q^1x,q^{M+1}\alpha ,q^2E)`$ is also the solution to the differential equation, $`(x,\alpha )\varphi =E\varphi `$.
This is the desired second solution which grows exponentially on the positive real axis: $`x^{M/2+\alpha /2}\mathrm{exp}(\frac{x^{M+1}}{M+1})`$ for $`x\mathrm{}`$ We note that $`q^{M+1}\alpha =\alpha `$. This deserves an attention. As mentioned in introduction, the potential assumes the completely different structure for $`\alpha `$ positive and $`\alpha `$ negative on the real axis. The rotation in the complex $`x`$ plane by angle $`\frac{\pi }{M+1}`$, however, couples these two problems. Thus we shall treat the Hamiltonians with $`\pm \alpha `$ simultaneously. Similar pairing of differential equations is found for the positive and the negative angular momentum terms in a class of 3rd order differential equations.
This observation is crucial in our approach and can be generalized further. To state it, we prepare some notations.
Hereafter $`\alpha `$ always takes a non-negative real value. By $`^{(ϵ)}(x,\alpha )`$, we mean the Schrödinger operator,
$$\frac{d^2}{dx^2}+x^{2M}+ϵ\alpha x^{M1}$$
where $`ϵ=\pm 1`$.
Let $`𝒮_k`$ be a sector in the plane satisfying
$$|\mathrm{arg}x\frac{k\pi }{M+1}|\frac{\pi }{2M+2}.$$
$$\overline{)\mathrm{FIG}.2}$$
The FSS depends on the sector. We conveniently define
$$y_j^{(ϵ)}:=\frac{q^{j/2ϵ\alpha /2}}{\sqrt{2i}}\varphi (xq^j,ϵ\alpha ,q^{2j}E).$$
###### Theorem 2
For the $`^{(ϵ)}(x,\alpha )`$, the FSS in the sector $`𝒮_j`$ is given by $`(y_j^{(ϵ_j)},y_{j+1}^{(ϵ_{j+1})})`$ where $`ϵ_j=ϵ(1)^j`$.
For $`\alpha =0`$ case, this has been argued in . It is easily checked that $`y_j^{(ϵ_j)}`$ is the sub-dominant solution in $`𝒮_j`$; it tends to zero as $`x`$ tends to infinity along in any direction in the sector.
In the next section, we consider the global connection problem of these FSS in the complex $`x`$ plane.
## 3 Fusion Stokes multipliers, $`U_q(\widehat{gl}(2|1))`$ structure and Spectral Determinants
We introduce the Wronskian matrix
$$\mathrm{\Phi }_j^{(ϵ)}(x):=\left(\begin{array}{cc}y_j^{(ϵ)},& y_{j+1}^{(ϵ)}\\ _xy_j^{(ϵ)},& _xy_{j+1}^{(ϵ)}\end{array}\right).$$
(4)
and the Wronskian $`W_k^{(ϵ)}:=\text{det}\mathrm{\Phi }_k^{(ϵ)}(x)`$.
The linear dependence of the solution can be easily verified by evaluating the Wronskian at $`𝒮_{j+1/2}`$ using the asymptotic expansions (2) and (3) . The present normalization yields $`W_k^{(ϵ)}=1`$.
Let $`_{j,1}^{(ϵ)}`$ be the Stokes matrix connecting the Wronskian matrices $`\mathrm{\Phi }_j^{(ϵ)}(x)`$ and $`\mathrm{\Phi }_{j+1}^{(ϵ)}(x)`$,
$$\mathrm{\Phi }_j^{(ϵ)}(x)=\mathrm{\Phi }_{j+1}^{(ϵ)}(x)_{j,1}^{(ϵ)}.$$
(5)
It permits an explicit parameterization
$$_{j,1}^{(ϵ)}:=\left(\begin{array}{cc}\tau _j^{(ϵ)},& 1\\ 1,& 0\end{array}\right),$$
(6)
where $`\tau _j^{(ϵ)}`$ is referred to as the Stokes multiplier. We have two remarks. First, the (1,1) element is the function of $`\alpha `$ and $`q^{2j}E`$. We omit the dependency on $`\alpha `$. The dependency on $`E`$ is indicated by the index $`j`$. Second, the (2,1) element,$`1`$, is a consequence of the present normalization of the Wronskian.
To be more specific, we consider the operator $`^{(+)}(x,\alpha )`$ and start from the positive real axis (or more generally $`𝒮_0`$). The initial FSS is $`(y_0^{(+)},y_1^{()})`$.
$$\overline{)\mathrm{FIG}.3}$$
A linear relation follows from (5) between this FSS and $`(y_1^{()},y_2^{(+)})`$, the FSS at the neighboring sector $`𝒮_1`$,
$$y_0^{(+)}=\tau _0^{(+)}y_1^{()}y_2^{(+)}.$$
(7)
Similarly, the FSS in $`𝒮_2`$ is linked to the FSS in $`𝒮_1`$ by
$$y_1^{()}=\tau _0^{()}y_2^{(+)}y_3^{()}.$$
(8)
Judging from the upper indices which indicate the corresponding signs of $`\alpha `$, it may be natural to introduce a generalized Stokes matrix $`_{0,2}^{(+)}`$ connecting FSS $`(y_0^{(+)},y_1^{()})`$ and $`(y_2^{(+)},y_3^{()})`$. It is simply obtained by the matrix multiplication,
$$_{0,2}^{(+)}=_{1,1}^{()}_{0,1}^{(+)}=\left(\begin{array}{cc}\tau _1^{()}\tau _0^{(+)}1,& \tau _1^{()}\\ \tau _0^{(+)},& 1\end{array}\right).$$
(9)
Equations (7) and (8) yield $`\tau `$’s in terms of $`y`$’s. The (1,1) component in (9), hereafter denoted by $`T_{1,1}(E)`$, is then represented in terms of $`y`$ as,
$$T_{1,1}(E)=\tau _1^{()}\tau _0^{(+)}1=\frac{y_0^{(+)}}{y_2^{(+)}}+\frac{y_0^{(+)}y_3^{()}}{y_2^{(+)}y_1^{()}}+\frac{y_3^{()}}{y_1^{()}}.$$
(10)
The dependence of $`E`$ in the rhs is implicitly indicated by indices of $`y`$. We will comment on this representation in terms of a solvable model later.
There is another expression using both $`y`$’s and $`y`$’s. This form is of practical use in the following generalization. By applying the Cramer formula to (5), we immediately obtain
$$\tau _j^{(ϵ)}=\left|\begin{array}{cc}y_j^{(ϵ)},& y_{j+2}^{(ϵ)}\\ _xy_j^{(ϵ)},& _xy_{j+2}^{(ϵ)}\end{array}\right|.$$
(11)
Note that we use the fact that the Wronskian is normalized to be unity. The (1,1) entries in (9) is then given by
$$\left|\begin{array}{cc}y_0^{(+)},& y_3^{()}\\ _xy_0^{(+)},& _xy_3^{()}\end{array}\right|.$$
One can further generalize the above result. Naturally, the ”fusion” Stokes matrix $`_{j,2k}^{(+)}`$ is defined which relates FSS of $`𝒮_j`$ to $`𝒮_{j+2k}`$. Explicitly, it is given by
$$_{0,2k}^{(+)}=\left(\begin{array}{cc}\left|\begin{array}{cc}y_0^{(+)},& y_{2k+1}^{()}\\ _xy_0^{(+)},& _xy_{2k+1}^{()}\end{array}\right|,& \left|\begin{array}{cc}y_1^{()},& y_{2k+1}^{()}\\ _xy_1^{()},& _xy_{2k+1}^{()}\end{array}\right|\\ \left|\begin{array}{cc}y_0^{(+)},& y_{2k}^{(+)}\\ _xy_0^{(+)},& _xy_{2k}^{(+)}\end{array}\right|,& \left|\begin{array}{cc}y_1^{()},& y_{2k}^{(+)}\\ _xy_1^{()},& _xy_{2k}^{(+)}\end{array}\right|\end{array}\right),$$
(12)
for $`j=0`$. We can prove the above using the induction on $`k`$ most easily. Similar formula holds for $`_{0,2k}^{()}`$ by replacing all upper indices $`+`$.
We are now ready to relate an entry in a fusion Stokes matrix to the spectral determinant. Hereafter we assume $`M=2m1`$. It follows from the above argument that
$$\mathrm{\Phi }_{2m}^{(+)}=\mathrm{\Phi }_0^{(+)}(_{0,2m}^{(+)})^1.$$
(13)
$$\overline{)\mathrm{FIG}.4}$$
$`y_0^{(+)}`$( $`y_{2m}^{(+)}`$) stands for the subdominant solution on the positive (negative) real axis. They tend to zero asymptotically in their proper region, being appropriate basis for the eigenfunction. The eq.(13) tells, however, that $`y_{2m}^{(+)}`$ is combined to both $`y_0^{(+)}`$ and $`y_1^{()}`$ by rotating the complex plane by $`\pi `$,
$`y_{2m}^{(+)}`$ $`=`$ $`(c_1y_0^{(+)}+c_2y_1^{()})/\mathrm{det}_{0,2m}^{(+)}`$
$`c_1`$ $`=`$ $`(_{0,2m}^{(+)})_{1,1},c_2=(_{0,2m}^{(+)})_{2,1}.`$
This is an obstacle in constructing an eigenfunction defined on the whole real axis. The prescription is to demand that the coefficient of $`y_1^{()}`$ must vanish if $`E`$ is an eigenvalue. Consequently, it is proportional to the spectral determinant.
The coefficient is essentially equal to the (2,1) component of $`_{0,2m}^{(+)}`$, and it reads in terms of the original $`\varphi `$ function as
$$\frac{q^{\alpha (m+1)}}{2}\left|\begin{array}{cc}\varphi (x,\alpha ,E),& \varphi (x,\alpha ,E)\\ _x\varphi (x,\alpha ,E),& _x\varphi (x,\alpha ,E)\end{array}\right|.$$
The $`x`$ dependencies are spurious as the entities are products of Stokes multipliers which are obviously $`x`$ independent. We adopt the simplest choice $`x=0`$. The coefficient is now proportional to $`\varphi (0,\alpha ,E)_x\varphi (x,\alpha ,E)|_{x=0}`$. Thus we conclude that for an eigenvalue $`E_j^{(+)}`$ of $`^{(+)}(x,\alpha )`$,
$$\varphi (0,\alpha ,E_j^{(+)})=0\text{ or }_x\varphi (x,\alpha ,E_j^{(+)})|_{x=0}=0$$
(14)
must hold.
We can repeat the same argument starting from $`^{()}(x,\alpha )`$ on the positive real axis.
The above observation may lead to the identification
$`\varphi (0,ϵ\alpha ,E)`$ $``$ $`D_{}^{(ϵ)}(E):={\displaystyle \underset{j}{}}(1E_{,j}^{(ϵ)}),`$ (15)
$`_x\varphi (x,ϵ\alpha ,E)|_{x=0}`$ $``$ $`D_+^{(ϵ)}(E):={\displaystyle \underset{j}{}}(1E_{+,j}^{(ϵ)}).`$ (16)
The lower sign signifies the parity: the positive parity means a contribution from symmetric wave function. The product must be taken over eigenvalues with the corresponding parity. The total set eigenvalues $`\{E_j^{(ϵ)}\}`$ of $`^{(ϵ)}(x,\alpha )`$ consists of two subsets, $`\{E_j^{(ϵ)}\}`$ =$`\{E_{+,j}^{(ϵ)}\}\{E_{,j}^{(ϵ)}\}`$ and $`D^{(ϵ)}(E)=D_+^{(ϵ)}(E)D_{}^{(ϵ)}(E)`$.
We comment on the relation of the present result to an existing solved model. $`T_{1,1}(E)`$ in (10) can be represented, utilizing (16), as
$$T_{1,1}(E)=q^{\alpha 1}\frac{D_{}^{(+)}(E)}{D_{}^{(+)}(q^4E)}+q^{2\alpha }\frac{D_{}^{(+)}(E)D_{}^{()}(q^6E)}{D_{}^{(+)}(q^4E)D_{}^{()}(q^2E)}+q^{\alpha +1}\frac{D_{}^{()}(q^6E)}{D_{}^{()}(q^2E)},$$
(17)
where we safely choose $`x=0`$ in the rhs.
The above expression has similarity to the dressed vacuum form (DVF) of the (unfused) transfer matrix for the 3-state PS model with grading $`(+,,+)`$. The latter can be found in eq.(3.1) and (3.2) of . The spectral parameter $`v`$ corresponds to energy in the Schrödinger operator, precisely, $`E=\mathrm{exp}(\frac{2\pi v}{M+1})`$.
The spectral determinants have the following identification to the eigenvalues of Baxter’s $`Q`$ operators,
$`D_{}^{(+)}(E)`$ $`=`$ $`Q_2(v+{\displaystyle \frac{j2}{2}}i)`$
$`D_{}^{()}(E)`$ $`=`$ $`Q_1(v+{\displaystyle \frac{j1}{2}}i).`$
Those with positive parity may be identified with the second solutions of Baxter’s $`Q`$ operators.
The scalar factors (vacuum expectation values) $`f_a(x),g_a(x)`$ in depend on the choice of the quantum space. We assume that the present quantum space space gives the simple scalars as in (17). In this sense, $`T_{1,1}(E)`$ exhibits the hidden $`U_q(\widehat{gl}(2|1))`$ symmetry behind the present Schrödinger operator, just as in the $`U_q(\widehat{sl}(2))`$ symmetry for $`\alpha =0`$ problem. This coincidence can be observed further. We have checked up to certain value of $`k`$ that the (1,1) element and the (2,2) element of $`_{0,2k}^{(+)}`$ coincide with DVF of symmetric fusion transfer matrices $`\mathrm{\Lambda }_k^{(1)}`$ and $`\mathrm{\Lambda }_{k1}^{(1)}`$ in , respectively. The interpretation of the (1,2) and the (2,1) element, in terms of fusion transfer matrices, is still an open problem.
One can adopt another description of $`T_{1,1}`$. The (2,1) component of (5) results
$$\tau _0^{(ϵ)}=\frac{y_0^{(ϵ)}}{y_1^{(ϵ)}}+\frac{y_2^{(ϵ)}}{y_1^{(ϵ)}}.$$
(18)
Proceeding as above, we arrive at,
$$T_{1,1}(E)=q^{\alpha +1}\frac{D_+^{(+)}(E)}{D_+^{(+)}(q^4E)}+q^{2\alpha }\frac{D_+^{(+)}(E)D_+^{()}(q^6E)}{D_+^{(+)}(q^4E)D_+^{()}(q^2E)}+q^{\alpha 1}\frac{D_+^{()}(q^6E)}{D_+^{()}(q^2E)}.$$
(19)
In the next section, we determine the energy levels by utilizing the above results.
## 4 Nonlinear Integral equations for eigenvalue problem
The Bethe ansatz equations follow from the pole-free property of $`T_{1,1}(E)`$ on the real $`E`$ axis,
$`q^{\alpha 1}{\displaystyle \frac{D_+^{()}(q^2E_{+,j}^{(+)})}{D_+^{()}(q^2E_{+,j}^{(+)})}}`$ $`=`$ $`q^{\alpha 1}{\displaystyle \frac{D_+^{(+)}(q^2E_{+,j}^{()})}{D_+^{(+)}(q^2E_{+,j}^{()})}}=1,`$ (20)
$`q^{\alpha +1}{\displaystyle \frac{D_{}^{()}(q^2E_{,j}^{(+)})}{D_{}^{()}(q^2E_{,j}^{(+)})}}`$ $`=`$ $`q^{\alpha +1}{\displaystyle \frac{D_{}^{(+)}(q^2E_{,j}^{()})}{D_{}^{(+)}(q^2E_{,j}^{()})}}=1.`$ (21)
To their analysis, we apply the strong machinery in solvable models, the method of nonlinear integral equations. Hereafter we shall confine ourselves to the case $`0\alpha M`$ where energies are nonnegative. The simple pattern of energy spectrum permits the following simple-mind choice of auxiliary functions,
$`a_ϵ^{}^{(ϵ)}(E)`$ $`:=`$ $`q^{ϵ\alpha ϵ^{}}{\displaystyle \frac{D_ϵ^{}^{(ϵ)}(q^2E)}{D_ϵ^{}^{(ϵ)}(q^2E)}}`$ (22)
$`A_ϵ^{}^{(ϵ)}(E)`$ $`:=`$ $`1+a_ϵ^{}^{(ϵ)}(E).`$ (23)
Thus
$$A_ϵ^{}^{(ϵ)}(E_{ϵ^{},j}^{(ϵ)})=0.$$
(24)
Remember that $`ϵ(=\pm 1)`$ represents the signature of the perturbation while $`ϵ^{}(=\pm 1)`$ denotes the parity.
In addition, we need some inputs about the asymptotic behaviors from the WKB method. Fortunately, they are already available as the existence of lower power term does not alter them.
$`\mathrm{ln}D_\pm ^{(ϵ)}(E)`$ $``$ $`{\displaystyle \frac{a_0}{2}}(E)^\mu ,|E|\mathrm{},|\mathrm{arg}(E)|<\pi `$ (25)
$`b_0E_j^{(ϵ)}`$ $``$ $`2\pi (j+{\displaystyle \frac{1}{2}}),j\mathrm{}`$ (26)
$`\mu `$ $`=`$ $`{\displaystyle \frac{M+1}{2M}},a_0={\displaystyle \frac{b_0}{2\mathrm{sin}\mu \pi }},`$
$`b_0`$ $`=`$ $`{\displaystyle \frac{\pi ^{1/2}\mathrm{\Gamma }(\frac{1}{2M})}{M\mathrm{\Gamma }(\frac{3}{2}+\frac{1}{2M})}}.`$
There might be several routes to reach nonlinear integral equations among $`a_{(ϵ^{})}^{(ϵ)}`$ and $`A_{(ϵ^{})}^{(ϵ)}`$. Here we choose the quickest way which fully exploits the fact that zeros of $`D_\pm ^{(ϵ)}(E)`$ are on the positive real $`\theta `$ axis. In addition, we assume that there are no zeros of $`A_\pm ^{(ϵ)}(E)`$ inside the narrow strip including the positive real axis other than those from zeros of $`D_\pm ^{(ϵ)}(E)`$.
Apparently we have
$`\mathrm{log}a_ϵ^{}^{(ϵ)}(E)`$ $`=`$ $`{\displaystyle \frac{(ϵ\alpha ϵ^{})\pi }{M+1}}i+{\displaystyle \underset{j}{}}F({\displaystyle \frac{E}{E_{ϵ^{},j}^{(ϵ)}}})`$
$`F(E)`$ $`=`$ $`\mathrm{log}{\displaystyle \frac{1q^2E}{1q^2E}}.`$
The above assumption allows the representation of the summation part by an integral over contour $`𝒞_E`$ which surrounds the positive real axis counterclockwise,
$$\mathrm{log}a_ϵ^{}^{(ϵ)}(E)=\frac{(ϵ\alpha ϵ^{})\pi }{M+1}i+\frac{1}{2\pi i}_{𝒞_E}𝑑E^{}F(\frac{E}{E^{}})_E^{}\mathrm{log}A_ϵ^{}^{(ϵ)}(E^{}).$$
(27)
For convenience, we introduce a variable $`\theta `$ by
$$E=\mathrm{exp}(\theta /\mu )/\nu ^2\nu =(2M+2)^{\frac{1}{2\mu }}/\mathrm{\Gamma }(\frac{1}{2\mu })$$
which originates from the matching condition of the WKB result (25) and the $`Q`$ operator analysis .
Let $`𝔞_ϵ^{}^{(ϵ)}(\theta ),𝔄_ϵ^{}^{(ϵ)}(\theta )`$ be auxiliary functions defined in (22), (23) regarded as functions of $`\theta `$. Then eq.(27) reads,
$`\mathrm{log}𝔞_ϵ^{}^{(ϵ)}(\theta )`$ $`=`$ $`{\displaystyle \frac{(ϵ\alpha ϵ^{})\pi }{M+1}}i+{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{𝒞_\theta }}𝑑\theta ^{}G(\theta \theta ^{})_\theta ^{}\mathrm{log}𝔄_ϵ^{}^{(ϵ)}(\theta ^{})`$
$`G(\theta )`$ $`=`$ $`\mathrm{log}\left(q^2{\displaystyle \frac{\mathrm{sinh}(\frac{M\theta }{M+1}+i\frac{\pi }{M+1})}{\mathrm{sinh}(\frac{M\theta }{M+1}i\frac{\pi }{M+1})}}\right)`$
where $`𝒞_\theta `$ encircles the whole real axis counterclockwise.
For the reason which will be supplemented, we shall keep $`𝔞_ϵ^{}^{(ϵ)}(\theta )`$ in the lower half plane but use $`1/𝔞_ϵ^{}^{(ϵ)}(\theta )`$ in the upper half plane.
This requirement modifies the above expression as
$`\mathrm{log}𝔞_ϵ^{}^{(ϵ)}(\theta )`$ $`=`$ $`{\displaystyle \frac{(ϵ\alpha ϵ^{})\pi }{M+1}}i{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}_\theta G(\theta \theta ^{}+i0)\mathrm{log}𝔞_ϵ^{}^{(ϵ)}(\theta ^{}i0)`$ (28)
$`+{\displaystyle \frac{1}{\pi }}\mathrm{}\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\theta ^{}_\theta G(\theta \theta ^{}+i0)\mathrm{log}𝔄_ϵ^{}^{(ϵ)}(\theta ^{}i0)\right),`$
where $`\theta `$ is assumed to possess small negative imaginary part. The property $`(a_ϵ^{}^{(ϵ)}(\theta ))^{}=\frac{1}{a_ϵ^{}^{(ϵ)}(\theta ^{})}`$ is employed in the above transformation.
We solve (28) in terms of $`\mathrm{log}𝔞_ϵ^{}^{(ϵ)}(\theta )`$ to reach the final expression of NLIE,
$`\mathrm{ln}𝔞_ϵ^{}^{(ϵ)}(\theta )`$ $`=`$ $`{\displaystyle \frac{i}{2}}b_0\nu ^{2\mu }\mathrm{e}^\theta +{\displaystyle \frac{\pi }{2}}i(ϵ^{}+ϵ{\displaystyle \frac{\alpha }{M}})`$ (29)
$`+`$ $`2i\mathrm{}\{{\displaystyle _{\mathrm{}}^{\mathrm{}}}K_1(\theta \theta ^{}+i0)\mathrm{ln}𝔄_ϵ^{}^{(ϵ)}(\theta ^{}i0)d\theta ^{}`$
$`+{\displaystyle _{\mathrm{}}^{\mathrm{}}}K_2(\theta \theta ^{}+i0)\mathrm{ln}𝔄_ϵ^{}^{(ϵ)}(\theta ^{}i0)d\theta ^{}\}.`$
The kernel functions read
$`K_1(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{iw\theta }{\displaystyle \frac{\mathrm{sinh}^2\frac{\pi (M1)w}{2M}}{\mathrm{sinh}\pi w\mathrm{sinh}\frac{\pi w}{M}}}`$
$`K_2(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{iw\theta }{\displaystyle \frac{\mathrm{sinh}\frac{\pi (M+1)w}{2M}\mathrm{sinh}\frac{\pi (M1)w}{2M}}{\mathrm{sinh}\pi w\mathrm{sinh}\frac{\pi w}{M}}}.`$
Few remarks are in order.
1. As a consequence of connection rules, the integral equations are coupled for auxiliary functions related to the positive and the negative coefficient of $`x^{M1}`$ .
2. On the other hand, equations with different parities are decoupled.
3. The constants are determined from the consistency by putting $`\theta \mathrm{}`$. The $`\alpha `$ dependence is only summarized in these constants.
4. The first term in the rhs is determined so that we recover the result from the WKB method (25) by dropping contributions of integrals. Clearly, $`𝔞_ϵ^{}^{(ϵ)}(\theta )`$ is bounded in the upper-half plane. This explains our choice of appropriate half planes for auxiliary functions.
The eigenvalues $`\{E_{j,\pm }^{(ϵ)}\}`$ are evaluated by
$$\mathrm{ln}𝔞_\pm ^{(ϵ)}(\theta _{j,\pm }^{(ϵ)})=(2j+1)\pi i,\text{ and }E_{j,\pm }^{(ϵ)}=\mathrm{exp}(\theta _{j,\pm }^{(ϵ)}/\mu )/\nu ^2.$$
More explicitly
$`{\displaystyle \frac{1}{2}}b_0\nu ^{2\mu }\mathrm{e}^{\theta _{j,ϵ^{}}^{(ϵ)}}=(2j+1ϵ^{}{\displaystyle \frac{1}{2}}+ϵ{\displaystyle \frac{\alpha }{2M}})\pi `$
$`+2\mathrm{}\{{\displaystyle _{\mathrm{}}^{\mathrm{}}}K_1(\theta _{j,ϵ^{}}^{(ϵ)}\theta ^{}+i0)\mathrm{ln}𝔄_ϵ^{}^{(ϵ)}(\theta ^{})𝑑\theta ^{}+{\displaystyle _{\mathrm{}}^{\mathrm{}}}K_2(\theta _{j,ϵ^{}}^{(ϵ)}\theta ^{}+i0)\mathrm{ln}𝔄_ϵ^{}^{(ϵ)}(\theta ^{})𝑑\theta ^{}\}`$
$`(j0).`$ (30)
We present examples of numerical solutions to (28) in Fig. 5. The real and the imaginary parts of $`\mathrm{ln}𝔄_+^{(\pm )}`$ are depicted for $`M=3,\alpha =1`$.
$$\overline{)\mathrm{FIG}.5}$$
## 5 benchmarks
We shall check the nonlinear integral equations analytically for limiting cases and numerically.
(1) $`\alpha =0`$ case
By putting, $`𝔞_\pm ^{(+)}(E)=𝔞_\pm ^{()}(E)`$ the coupled NLIE reduce to an identical integral equation. Immediately seen, the result coincides with the nonlinear integral equation in .
(2) $`\alpha =M`$ case
In this case, we have a duality in energy spectra; $`\{E_j^{(+)}\}`$ coincide with $`\{E_j^{()}\}`$ , except for $`E_0^{()}=0`$ in the latter. This degeneracy can be easily explained by the following representation of the Hamiltonians ,
$`^{()}(x,\alpha =M)`$ $`=`$ $`𝒟^{}𝒟`$
$`^{(+)}(x,\alpha =M)`$ $`=`$ $`𝒟𝒟^{}`$
$`𝒟`$ $`=`$ $`{\displaystyle \frac{1}{i}}{\displaystyle \frac{d}{dx}}ix^M.`$
Once an eigenvector $`^{()}(x,M)\psi _j^{()}=E_j^{()}\psi _j^{()}`$ is found, we can construct the eigenvector for $`^{(+)}(x,\alpha )`$ with the same energy by $`\psi _{j1}^{(+)}:=𝒟\psi _j^{()}`$. Only the exception is the $`j=0`$ case where $`𝒟\psi _{j=0}^{()}=0`$. It is interesting that the asymptotic form (2) from the WKB type argument is exact for all $`x`$ in this case. <sup>1</sup><sup>1</sup>1I thank V.V. Bazhanov, R.J. Baxter and B. Nienhuis for pointing out the explicit eigenfunction for $`\psi _0^{()}`$ right after my talk.
The above facts can be also verified from (29). Note that the rhs can be treated as the mod $`2\pi i`$ quantity. Then the choice $`\alpha =M`$ leads to the same coupled equations under identifications $`𝔞_+^{(+)}(\theta )𝔞_{}^{()}(\theta )`$, $`𝔞_{}^{(+)}(\theta )𝔞_+^{()}(\theta )`$. This explains the degeneracy of the spectra as it consists both from the negative and the positive parity contributions. The zero energy case must be treated more separately. By choosing $`j=0,ϵ=ϵ^{}=1,\alpha =M`$, we find the first term in lhs of (30) is null. So the first order approximation is $`\theta _{+,0}^{()}=\mathrm{}`$. Actually this is exact as we determine the constant terms so that NLIE are consistent in $`\theta \mathrm{}`$. See remark 3 after (29). This solution gives the missing energy 0.
Finally we present the preliminary numerical results for $`M=3`$.
Table 1 shows the results from the IMSL package (dsleig.f), the (naive) WKB method and those obtained by solving the nonlinear equations. The agreement is not yet precise enough (typically 3-4 digits). Some implement is still in need for the numerical accuracy. Nevertheless, the NLIE data already show much improvement from the (naive) WKB results.
By the (naive) WKB method, we mean a self-consistent determination of $`E_j^{(ϵ)}`$ by
$$|p|𝑑x=_{x_0}^{x_0}\sqrt{E_j^{(ϵ)}x^6ϵ\alpha x^2}𝑑x=(j+\frac{1}{2})\pi $$
(31)
where $`E_j^{(ϵ)}x_0^6ϵ\alpha x_0^2=0`$. Particularly, for the value with asterisk, this method has subtlety. Immediately seen, $`E_0^{(ϵ)}=0,x_0=2^{1/4}`$ is a formal solution to (31) for $`j=0,ϵ=,\alpha =2`$. It however involves an isolated turning point of the 2nd order at the origin if $`E_0^{(ϵ)}=0`$, which spoils the simple application of the condition (31). The value with $``$ has similar difficultly. We however skip further discussion on the validity on the (naive) WKB method as it is out of the present subject.
Summarizing, we check the consistency of (29) in some limiting cases and by numerical methods.
## 6 Summary and Discussion
In this report, the eigenvalue problem has been addressed for the 1D quantum systems of which Hamiltonians include double well potentials. We have successfully derived the coupled NLIE which determine energy levels of the systems with potential terms of $`\pm \alpha x^{M1}+x^{2M}`$ at the same time.
The essence of our strategy is to utilize the following correspondences between 1D quantum mechanics and 1+1 D solvable models,
| energy | $``$ | spectral parameter |
| --- | --- | --- |
| Stokes multipliers | $``$ | transfer matrices |
| eigenfunctions or derivatives at $`x=0`$ | $``$ | vacuum expectation values of $`Q`$ operators |
We are then entitled to apply the strong machinery of the latter developed since Baxter’s revolution.
There are several open questions.
1. In this report we confine ourselves to the simplest case $`\alpha M`$. For $`\alpha >M`$, the existence of negative eigenvalues ruins the analyticity assumptions on auxiliary functions. Still, formal expressions of NLIE are possible which are similar to excited states TBA equations. The integration contour is, however, not so simple as described here. This is an apparent drawback in actual numerical investigations. The clever choice of auxiliary functions may be desired.
2. The understanding is lacking on the intrinsic reason why affine symmetry like $`U_q(\widehat{sl}(2))`$ or $`U_q(\widehat{gl}(2|1))`$ comes into play in this simple 1D quantum mechanical model.
3. This is somewhat related to the above, but is the most intriguing question. Where is the Yang-Baxter equation in the 1D Schrödinger operator problem?. Once this is known, the fusion hierarchy, useful in the present study, is a mere corollary of it.
We hope to answer these in the future publication.
## Acknowledgments
The author thanks V. V. Bazhanov, A. Kuniba, J.M. Maillard, B. Nienhuis P. Pearce, and C. Richard for comments, discussions and encouragement. He also would like to thank the organizers of ”Baxter’s revolution in mathematical physics”.
FIGURE CAPTIONS
Fig 1. An anharmonic oscillator perturbed by a positive or a negative perturbation term.
Fig 2. The complex plane is divided into sectors. $`𝒮_0`$ and $`𝒮_1`$ are indicated as examples.
Fig 3. The FSS in $`𝒮_0`$ and $`𝒮_1`$ are related by the matrix $`_{0,1}^{(+)}`$.
Fig 4. The connection of FSS on the negative and the positive real axis is accomplished by $`_{0,2m}^{(+)}`$.
Fig 5. Left: the real part of $`\mathrm{ln}𝔄_+^{(\pm )}`$, Right: the imaginary part of $`\mathrm{ln}𝔄_+^{(\pm )}`$.
TABLE CAPTIONS
Table 1. First two energy levels calculated by the IMSL library, the (naive) WKB method and the NLIE method. We choose $`M=3`$ and adopt various $`\alpha `$. See asterisk and $``$ for the text.
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# On the Theory of Fermionic Preheating
## I Introduction
During cosmic inflation, it is assumed that entropy and temperature associated with particles of matter are diluted to practically zero values together with the number density of particles. After inflation, the inflaton field $`\varphi `$ oscillates around the minimum of its effective potential $`V(\varphi )`$. The energy of inflaton oscillations is converted to the energy of newly created particles of matter. Eventually particles of different species are settled in a state of thermal equilibrium which marks the beginning of the conventional epoch of the hot Friedmann radiation domination. The actual process of particle creation from the classical background inflaton oscillations occurs very rapidly in the regime of parametric resonance before the thermal equilibrium will be settled. Particles are created non-perturbatively in the out-of-equilibrium state. The theory of this process, preheating, is elaborated in details for the creation of bosons . For bosons (denoted $`\chi `$), the leading effect is the stimulated process of particle creation in the regime of parametric resonance, where the number density of created particles copiously increases with time as $`n_\chi \mathrm{exp}\mu 𝑑t`$. Soon, the backreaction of created $`\chi `$ particles becomes important, so that the self-consistent dynamics of interacting bose fields $`\varphi (t,\stackrel{}{x})`$ and $`\chi (t,\stackrel{}{x})`$, which can be treated classically, can be revealed with lattice simulations .
At the beginning of the preheating investigation, a study of fermion production did not look very interesting relative to the bosonic case. Indeed, the number density of fermions $`\psi `$ is bounded by Pauli blocking. Therefore, it was not expected that fermions will influence the dynamics of the inflaton and other scalar fields (despite a numerical study which down-played an observation that fermion production from an oscillating scalar is different from the perturbative prediction).
However, it was understood with surprise that creation of fermions from the coherently oscillating inflaton field occurs very differently than what the conventional perturbation theory of inflaton decay $`\varphi \overline{\psi }\psi `$ (say, due to a Yukawa coupling $`h\overline{\psi }\varphi \psi `$) would predict, and this may have many interesting cosmological applications. It turns out that the occupation number of fermions very quickly, within about ten inflaton oscillations, is saturated at the time-average value of about $`n_\psi 1/2`$. Moreover, in momentum space, fermions are excited within a non-degenerate ”Fermi sphere” of a large radius $`kq^{1/4}m`$, where $`m`$ is the frequency of inflaton oscillations, $`q`$ is the usual dimensionless parameter of parametric excitation, $`q=\frac{h^2\varphi _0^2}{m^2}`$. Ironically, it may be parametric excitations of fermions that are responsible for the most important observable signatures or observational constraints of preheating. Indeed, in some inflationary models there is significant production of gravitinos during the preheating stage . Gravitinos are cosmologically dangerous relics, for a mass of $`100`$ Gev their abundance relative to that of the relic photons cannot exceed the bound $`n_{3/2}/n_\gamma 10^{15}`$. Theory of gravitino production from preheating is rooted in the theory of spin 1/2 fermionic preheating. Another potentially important application of fermionic preheating is a possibility to produce superheavy fermions with a mass as large as $`10^{18}`$ Gev from inflatons of mass $`10^{13}`$ Gev, as was noticed in and investigated in . Superheavy fermions may be interesting for the dark matter problem and for the problem of ultra-high energy cosmic rays. There are other interesting cosmological applications for the creation of fermions, e.g. the scenario of instant preheating and the creation of massive fermions during inflation . Recently, fermionic preheating in hybrid inflation for some range of parameters was thoroughly studied . At present, it is hard to say how important fermionic preheating will be in the self-consistent non-linear dynamics of bose- and fermi-fields during preheating. Technical difficulty is to incorporate fermions into lattice simulations alongside with bosons. However, in it was reported that even within the Hartree approximation backreaction of fermions catalyzes bosonic preheating. After all, for complete decay of inflatons one needs a ‘three-legs’ interaction, which is provided naturally by the Yukawa coupling with fermions.
In this paper we develop the theory of fermionic preheating in an expanding universe, following our short paper , with an emphasis on the analytic results. In particular, we will generalize for the fermionic case some of the methods which we earlier developed for bosonic preheating , in particular, the method of parabolic scattering, which works for large values of $`q`$, gives us an analytic formula for the occupation number of fermions $`n_k(t)`$ as function of time and momentum. We extend this method for production of superheavy fermions from a moving scalar field. We begin Sect. 2 of this paper with the Dirac equation and different VEVs for fermions interacting with a time-dependent background scalar field. In Sect. 3 the creation of fermions without expansion of the universe will be considered. We mostly will consider scalar fields oscillating in a potential $`V=\frac{m^2\varphi ^2}{2}`$, although the methods can easily be applied to others. We will give a semi-analytic treatment of the problem based on some earlier results. For the case $`q1`$ we develop the method of successive parabolic scatterings. In Sect. 4 we take into account expansion of the universe, when preheating of fermions acquires new qualitative features. We extend the theory to describe the production of superheavy fermions. Our formalism also includes the case when fermions are created not from inflaton oscillations, but from a single instance, when inflaton field crosses a certain level.
## II Formalism: Fermions Coupling with Background Scalar in FRW metrics.
We will consider the creation of spin-$`\frac{1}{2}`$ Dirac fermions $`\psi `$ by a homogeneous, oscillating scalar field $`\varphi `$ in an expanding, flat FRW universe. Our strategy will be to solve the Heisenberg equation of motion for the quantum $`\psi `$-field in the presence of the classical backgrounds $`\varphi `$ and $`g_{\mu \nu }`$. Furthermore, we will assume the energy-momentum of the $`\varphi `$-field alone determines the expansion rate of the Universe. The matter action we use
$$S_\mathrm{M}[\varphi ,\psi ,e_\mu ^\alpha ]=d^4xe\left[\frac{1}{2}_\mu \varphi ^\mu \varphi V(\varphi )+i\overline{\psi }\overline{\gamma }^\mu \underset{\mu }{\overset{}{D}}\psi (m_\psi +h\varphi )\overline{\psi }\psi \right],$$
(1)
contains a simple Yukawa coupling between the scalar field with effective potential $`V(\varphi )`$ and fermion with bare-mass $`m_\psi `$. Here $`\overline{\gamma }^\mu `$ is a space-time dependent Dirac gamma matrix, $`e_\mu ^\alpha `$ is the vierbein with $`e`$ its determinant, and $`D_\mu =_\mu +\frac{1}{4}\gamma _{\alpha \beta }\omega _\mu ^{\alpha \beta }`$ is the spin-$`\frac{1}{2}`$ covariant derrivative with vierbein dependent spin-connection, $`\omega _\mu ^{\alpha \beta }`$. The unbarred gammas are standard, Minkowski space-time Dirac matrices and $`\gamma _{\alpha \beta }\gamma _{[\alpha }\gamma _{\beta ]}`$.
### A Classical Background Fields
We consider flat FRW metrics $`ds^2=dt^2a(t)^2d\stackrel{}{x}^2`$ where $`a(t)`$ is the scale factor of the universe. The Hubble parameter $`H\frac{\dot{a}}{a}`$ is determined by the equation $`H^2=\frac{8\pi }{3M_{\mathrm{pl}}^2}\left(\frac{1}{2}(\dot{\varphi })^2+V(\varphi )\right)`$. The background homogeneous scalar field obeys the equation of motion $`\ddot{\varphi }+3H\dot{\varphi }+\frac{V}{\varphi }=0`$. We will be most interested in fermion creation while the $`\varphi `$-field oscillates about a minimum of its potential. For illustration of the methods, we will consider fermion creation in the context of chaotic inflation scenarios with potentials of the form $`V(\varphi )=\frac{1}{2}m_\varphi ^2\varphi ^2+\frac{\lambda }{4}\varphi ^4`$. After inflation, the $`\varphi `$-field oscillates quasi-periodically with a slowly decreasing amplitude due to the Hubble expansion. The specific value of the parameter $`m_\varphi `$ or $`\lambda `$ (or some combination thereof) will be dictated by cosmology. We mostly will consider quadratic potential with $`\lambda =0`$. In this paper we ignore backreaction of created particles.
### B Quantum Dirac Field
Variation of the action (1) with respect to $`\overline{\psi }`$ leads to the general relativistic generalization of the Dirac equation
$$\left[i\overline{\gamma }^\mu D_\mu (m_\psi +h\varphi (t))\right]\psi (x)=0.$$
(2)
It can be shown that for an FRW space-time we have $`\overline{\gamma }^0=\gamma ^0`$ and $`\overline{\gamma }^i=\frac{1}{a(t)}\gamma ^i`$, where the $`\gamma ^\alpha `$’s are standard, Minkowski space-time Dirac matrices. Furthermore, spin connection leads to
$$\frac{1}{4}\overline{\gamma }^\mu \gamma _{\alpha \beta }\omega _\mu ^{\alpha \beta }=\frac{3}{2}\left(\frac{\dot{a}}{a}\right)\gamma ^0.$$
(3)
Thus, in our case, the Dirac equation becomes
$$\left[i\gamma ^0_0+i\frac{1}{a}\stackrel{}{\gamma }\stackrel{}{}+i\frac{3}{2}\left(\frac{\dot{a}}{a}\right)\gamma ^0(m_\psi +h\varphi )\right]\psi (x)=0.$$
(4)
Only standard gamma matrices now appear. Similarly, $`\overline{\psi }=\psi ^{}\gamma ^0`$ is found to obey the conjugate of Equation (4).
In the Heisenberg representation of QFT, the Dirac equation (2) or (4) becomes the equation of motion for the $`\psi (x)`$ field operator. $`\psi (x)`$ may be decomposed into eigen-spinors
$$\psi (𝐱,t)=\underset{s=\pm }{}\frac{d^3k}{(2\pi )^3}\left(\widehat{a}_{k,s}𝐮_{k,s}(t)e^{+i𝐤𝐱}+\widehat{b}_{k,s}^{}𝐯_{k,s}(t)e^{i𝐤𝐱}\right),$$
(5)
where $`𝐮_{k,\pm }(t)`$ is a positive-frequency eigenspinor of the Dirac equation (4) with helicity $`\pm \frac{1}{2}`$ and $`𝐯_{k,\pm }(t)=𝒞\overline{𝐮}_{k,\pm }^T(t)`$ is its charge conjugate. Here $`𝒞=i\gamma _0\gamma _2`$ is the standard charge conjugation matrix. To construct these eigen-spinors we use the ansatz
$$𝐮_{k,\pm }(t)e^{+i𝐤𝐱}=a\left[i\gamma ^0_0i\frac{1}{a}\stackrel{}{\gamma }\stackrel{}{}i\frac{3}{2}\left(\frac{\dot{a}}{a}\right)\gamma ^0(m_\psi +h\varphi )\right]\chi _k(t)R_\pm (𝐤)e^{+i𝐤𝐱},$$
(6)
where $`R_\pm (𝐤)`$ are eigenvectors of the helicity operator $`𝐤𝚺`$ such that $`𝐤𝚺R_\pm (𝐤)=\pm 1`$ and $`\gamma ^0R_\pm (𝐤)=+1`$. The time dependence of the eigen-spinor is contained intirely in the mode function $`\chi _k(t)`$. Substituting this ansatz into equation (4) leads to the mode equation
$$\ddot{\chi }_k+4\frac{\dot{a}}{a}\dot{\chi }_k+\left[\frac{k^2}{a^2}+m_{\mathrm{eff}}^2i\frac{\dot{(aM_{\mathrm{eff}})}}{a}+\frac{9}{4}\left(\frac{\dot{a}}{a}\right)^2+\frac{3}{2}\frac{\ddot{a}}{a}\right]\chi _k=0,$$
(7)
where $`k^2=|𝐤|^2`$ and the effective mass of the fermions is
$$M_{\mathrm{eff}}(m_\psi +h\varphi ).$$
(8)
The damping term in this equation may be removed by defining a new mode function $`X_k(t)=a^2\chi _k(t)`$. The mode equation becomes
$$\ddot{X}_k+\left[\frac{k^2}{a^2}+M_{\mathrm{eff}}^2i\frac{(aM_{\mathrm{eff}})}{a}^.+\mathrm{\Delta }(a)\right]X_k=0,$$
(9)
where $`\mathrm{\Delta }(a)[\frac{1}{4}\left(\frac{\dot{a}}{a}\right)^2\frac{1}{2}\left(\frac{\ddot{a}}{a}\right)]`$. When $`at^n`$ such as in a matter or radiation dominated universe, $`\mathrm{\Delta }(a)t^2`$ and can be neglected soon after inflation.
Using the mode equation and ansatz, we find
$$𝐮_{k,\pm }(t)=a^1\left[i\dot{X}_ki\frac{1}{2}\left(\frac{\dot{a}}{a}\right)X_k+(\gamma 𝐤M_{\mathrm{eff}})X_k\right]R_\pm (𝐤).$$
(10)
Taking the charge conjugate of $`𝐮_{k,\pm }`$, we find
$$𝐯_{k,\pm }(t)=a^1\left[i\dot{X}_k^{}+i\frac{1}{2}\left(\frac{\dot{a}}{a}\right)X_k^{}(\gamma 𝐤+M_{\mathrm{eff}})X_k^{}\right]\overline{R}_\pm (𝐤),$$
(11)
where $`\overline{R}_\pm (𝐤)i\gamma ^2R_\pm ^{}(𝐤)`$ is an eigenvector of helicity such that $`𝐤𝚺\overline{R}_\pm (𝐤)=\pm 1`$ and $`\gamma ^0\overline{R}_\pm (𝐤)=1`$.
The energy-momentum tensor is obtained from the ($`\psi `$ and $`\overline{\psi }`$ symmetrized) matter action by variation with respect to the vierbein
$$T^{\mu \nu }=\frac{i}{2}\left[\overline{\psi }\overline{\gamma }_{(\mu }\underset{\nu )}{\overset{}{D}}\psi \overline{\psi }\underset{(\mu }{\overset{}{D}}\overline{\gamma }_{\nu )}\psi \right],$$
(12)
and the Hamiltonian operator is
$$_D=d^3x\left[i\psi ^{}\dot{\psi }\right].$$
(13)
In general, if this Hamiltonian is diagonal in the annihilation (and creation) operators $`\widehat{a}_{k,s}`$ ($`\widehat{a}_{k,s}^{}`$) and $`\widehat{b}_{k,s}`$ ($`\widehat{b}_{k,s}^{}`$) at $`t=0`$, it will not be for later times. This is the signature of particle creation due to the time dependent background. In order to determine the number of particles produced, we perform a Bogliubov transformation on the creation and annihilation operators so as to diagonalize the Hamiltonian at time $`t`$.
For the problem of particle creation quite often it is useful to represent the wave function in the adiabatic ( semi-classical, WKB) form
$$X_k(t)=\alpha _kN_+e^{i_0^t𝑑t\mathrm{\Omega }_k(t)}+\beta _kN_{}e^{+i_0^t𝑑t\mathrm{\Omega }_k(t)},$$
(14)
where $`N_\pm =(2\mathrm{\Omega }_k(\mathrm{\Omega }_k\pm M_{\mathrm{eff}}))^{1/2}`$ and the coefficients $`\alpha _k`$ and $`\beta _k`$ correspond to the coefficients of the Bogliubov transformation.
Once the Bogliubov transformation is done, we may write the comoving number density of particles $`n_k(t)=|\beta _k|^2`$ in a given spin state through the solutions of the mode equation (9)
$$n_k(t)=a\left(\frac{\mathrm{\Omega }_kM_{\mathrm{eff}}}{2\mathrm{\Omega }_k}\right)\left[|\dot{X}_k|^2+\mathrm{\Omega }_k^2|X_k|^22\mathrm{\Omega }_kIm(X_k\dot{X}_k^{})\right],$$
(15)
where $`M_{\mathrm{eff}}(m_\psi +h\varphi )`$ as before and $`\mathrm{\Omega }_k^2\frac{k^2}{a^2}+M_{\mathrm{eff}}^2`$. The energy density in these particles is then
$$\rho _\psi (t)=\frac{2}{a^3}\frac{d^3k}{(2\pi )^2}\mathrm{\Omega }_kn_k(t)=\frac{1}{a^3\pi }𝑑kk^2\mathrm{\Omega }_kn_k(t).$$
(16)
The normalization of the solutions $`X_k(t)`$ is such that $`X_k(t0^{})=N_+e^{i\mathrm{\Omega }_kt}`$ and $`n_k(0)=0`$. Thus, we find $`N_+=(2\mathrm{\Omega }_k(\mathrm{\Omega }_kM_{\mathrm{eff}}))^{1/2}`$. These are the so-called positive frequency initial conditions.
A comment about the regularization of fermion VEVs. In principle, fermionic VEVs like $`T^{\mu \nu }`$ require regularization , which in the presence of background metrics and scalars is rather non-trivial, see e.g. and references therein. We will consider only the processes of particle creation, ignoring vacuum polarization. The creation of particles, which corresponds to the imaginary part of the effective action, has no formal divergencies and does not require regularization. Assuming the particle creation process dominates over vacuum polarization, we will not consider the issues of regularization.
## III Fermionic Preheating without Expansion of the Universe
It is convenient to begin the investigation of fermionic preheating due to an oscillating scalar field with a simplified setting neglecting the expansion of the universe. This setting may have not only methodological advantages. Indeed, whenever the frequency of $`\varphi `$ oscillations is much greater than the rate of cosmic expansion $`H`$, it is sensible to neglect the time dependence of the scale factor in solving the mode equation (9). This can be the case, for example, when spontaneous symmetry breaking occurs rapidly leaving the $`\varphi `$-field oscillating about a new minimum where the effective mass $`m_\varphi `$ happens to be much larger than the Hubble parameter at the time of the transition. One such example is hybrid inflation scenarios which end with TeV scale energy densities. Another example is the inflationary model with the potential $`\lambda \varphi ^4`$. This theory possesses conformal properties: at the stage of inflaton oscillations equations for the fields by means of conformal transformations can be reduced to the equations in Minkowskii space-time, see e.g. .
In this paper we will mostly use a chaotic inflationary model with quadratic potential $`V(\varphi )=\frac{1}{2}m_\varphi ^2\varphi ^2`$. If we make the replacement $`a=1`$ in all the formulas of Section 2, all the effects of expansion will be removed. Background oscillations take the form of harmonic oscillations $`\varphi (t)=\varphi _0f(t)`$ with $`f(t)=\mathrm{cos}(m_\varphi t)`$ and $`\varphi _0`$ the time independent amplitude. It is convenient to define a new, dimensionless time variable $`\tau m_\varphi t`$. With this change of variables, the mode equation (9) may be written
$$X_k^{\prime \prime }+[\kappa ^2+(\stackrel{}{m}+\sqrt{q}f)^2i\sqrt{q}f^{}]X_k=0,$$
(17)
where we have introduced the dimensionless momentum $`\kappa \frac{k}{m_\varphi }`$, the dimensionless fermion mass $`\stackrel{}{m}\frac{m_\psi }{m_\varphi }`$, and the resonance parameter $`q\frac{h^2\varphi _0^2}{m_\varphi ^2}`$. These three parameters completely determine the strength of the effect. In fact, this form of the mode equation is valid not only for harmonic background oscillations, but for generic $`\varphi `$ oscillations in a general potential. For this, we identify $`m_\varphi `$ with the frequency of oscillation, $`\varphi _o`$ with its amplitude, and $`f(\tau )`$ with the periodic background oscillations normalized to unit amplitude. Note that the frequency will be amplitude-dependent for a general, non-quadratic potential.
### A Parametric Excitation of Fermions
If individual inflatons at rest are decaying into light fermions in a process $`\varphi \overline{\psi }\psi `$, perturbative calculations give the rate of decay $`\mathrm{\Gamma }_{\varphi \psi \psi }\frac{h^2m}{8\pi }`$ and the spectrum of created fermions is sharply peaked around $`m/2`$ with the width $`\mathrm{\Gamma }_{\varphi \psi \psi }^1`$. In Figs. 2, 2, however, we plot the time-dependence and spectrum of occupation number for fermions created from the coherently oscillating inflaton field, as follows from numerical solution of Eq. (17) and (15).
The spectrum and time evolution are drastically different from what is expected from the perturbative calculations. We therefore can talk about a specific phenomena, the parametric excitation of fermions interacting with coherent background oscillations.
It is instructive to compare the spectrum and evolution of fermionic occupation number with those of bosonic occupation number. The mode function of a quantum bose scalar field $`\widehat{\chi }`$ coupling as $`g^2\chi ^2\varphi ^2`$ with oscillating inflaton obeys the bosonic oscillator-like equation
$$X_{b,k}^{\prime \prime }+\left[\kappa ^2+\stackrel{}{m_b}^2+q_bf^2\right]X_{b,k}=0,$$
(18)
where $`q_b=\frac{g^2\varphi _0}{m^2}`$, $`\stackrel{}{m_b}=\frac{m_\chi }{m}`$. In Figs. 4 and 4 we plot the spectrum and time evolution of bosonic occupation number calculated from bosonic oscillator-like equations (18). We use the familiar model of bosonic resonance due to the self-interaction in $`\lambda \varphi ^4`$ inflation, which corresponds to $`g^2=3\lambda `$, $`q_b=3`$, $`m_b=0`$, $`f(\tau )`$ is given by oscillations in $`\lambda \varphi ^4`$ theory.
In the bosonic case, there are distinct resonance bands in which bosonic modes are exponentially unstable, $`n_k^b(t)e^{\mu _k\tau }`$. Particle creation takes place outside of the resonant bands as well, although there the occupation number is bounded and oscillates periodically. In the fermionic case $`n_k1`$ is always bounded by Pauli blocking and oscillating periodically with time. The occupation number in both cases is changing in time. It is therefore convenient to introduce an envelope function $`F_k`$ of the particle spectrum , which corresponds to $`n_k`$ averaged over short-time intervals (order of the background oscillation period). A bosonic envelope function cannot be defined for the resonant bands (where it is $`e^{\mu _k\tau }`$.) This zone corresponds to the gap between almost vertical lines in Fig. 4. The fermionic envelope function $`F_k`$, on the contrary, can be defined everywhere. Although it is always bounded by unity, their structure is reminiscent of the resonant-band structure: for some range of $`k`$, the ‘resonant’ band, $`n_k`$ is close to unity, while in other ranges, the stable bands, it is significantly smaller if not zero. In different levels of $`F_k`$ were plotted on the parameter plane $`(\kappa ,q)`$, revealing a structure which reminiscent of the stability/instability chart of the bosonic parametric resonance. One of the most important results is that fermionic parametric excitations occurs very quickly, within about ten(s) background oscillations. Interestingly, fermionic ”resonant bands” are excited the last, while non-resonant intervals fill first.
Comparison of bosonic and fermionic parametric excitations is useful to understand some features of bosonic preheating. As we have seen, there is production of bosons outside of the resonance band. If we take into account the expansion of the universe, in the most interesting case of large $`q_b`$, the difference between resonant and non-resonant excitations of bosons will be erased, and the regime of stochastic resonant production of bosons will be settled down .
### B Some Generic Analytic Results
Dynamics of the Fermi field coupling to the background homogeneous scalar can be revealed with the second-order oscillator-like equation (17) for the mode function $`X_k(t)`$. For periodic background oscillations $`f(t)=f(t+T)`$, $`T`$ is a period, some generic analytic results were derived a long time ago in the context of particle creation in a periodic external electromagnetic field. In particular, the occupation number of created particles at instances $`t=N_sT`$, i.e. exactly after $`N_s`$ background oscillations, is given by expression
$$n_k(N_sT)=\frac{k^2}{2\mathrm{\Omega }_k^2}\frac{\mathrm{sin}^2N_sd_k}{\mathrm{sin}^2d_k}\left(\mathrm{𝐼𝑚}X_k^{(1)}(T)\right)^2,$$
(19)
where $`\mathrm{cos}d_k=\mathrm{𝑅𝑒}X_k^{(1)}(T)`$. To derive this result, one introduces two fundamental solutions of Eq. (17), $`X_k^{(1)}(t)`$ and $`X_k^{(2)}(t)`$; such that initially $`X_k^{(1)}(0)=1`$, $`\dot{X}_k^{(1)}(0)=0`$ and $`X_k^{(2)}(0)=0`$, $`\dot{X}_k^{(2)}(0)=1`$. Expression (19) involves only the value of the first fundamental solution $`X_k^{(1)}(T)`$ exactly after the first oscillation. It says that the occupation number of created particles after $`N_s`$ background oscillations is modulated with a certain frequency $`\nu _k`$ (which, as we will see, does not coincide with $`d_k`$). However, practical application of the generic formula (19) is rather limited, because it does not address the full time evolution of $`n_k(t)`$, and cannot strictly determine a period of modulation $`\pi /\nu _k`$.
To get an idea of how the occupation number of created particles $`n_k(t)`$ evolves with time, again let us look at Fig. 2 and further at Fig. 7 for different values of the parameters $`\kappa `$ and $`q`$. For small and moderate $`q`$ (but not too small $`\kappa `$) the occupation number exhibits high frequency (period $`<\frac{T}{2}`$) oscillations which are modulated by a long period behavior. For large $`q`$ number of fermions jumps in a step-like manner at instances when effective mass of the fermi field crosses zero, superposed by very high frequency oscillations around almost constant values, as depicted in Fig. 7. These jumps are modulated with a frequency $`\nu _k/2`$: steps in the first half of the cycle up are accumulated until $`n_k(t)`$ reaches its maximum $`F_k`$, and then steps down to zero in the second half of the cycle.
However, this picture of high frequency features superimposed over long-period modulation is not universal. For small $`\kappa `$, or for one of the most interesting cases of $`q1`$ and moderate $`\kappa `$, the occupation number of fermions jumps between zero and one within time interval much shorter than period of background oscillations, as depicted by the dotted curve in Fig. 2. There are interesting situations when fermions are created in an instant (single kick) process, where formula (19) is not applicable. Therefore, for different ranges of parameters we will shall develop different approaches.
### C Semi-Analytic Theory for Averaged Occupation Number
Numerical curves for the mode functions suggests splitting of the time evolution into higher frequency features with the time-scale comparable or less than the period of background oscillations $`T`$, and low-frequency modulations with the period $`\pi /\nu _k`$ greater than $`T`$. In this case we can utilize generic result (19). However, it is convenient to use not the values $`n_k(N_sT)`$, but rather the smoothed occupation number $`\overline{n}_k(t)`$ which is $`n_k(t)`$ averaged over high frequency oscillations, $`\overline{n}_k(\tau )=\frac{1}{T}_\tau ^{(\tau +T)}𝑑\tau n_k(\tau )`$. Then we can write the smoothed occupation number of fermions in a factorized form
$$\overline{n}_k(\tau )=F_k\mathrm{sin}^2\nu _k\tau ,$$
(20)
where we introduce an envelope function $`F_k`$. The average occupation number of fermions evolves periodically with time. The spectrum of $`\overline{n}_k`$ can be characterized by the envelope function $`F_k`$ and the period of modulation $`\frac{\pi }{\nu _k}`$ which depends also on the parameter $`q`$.
Now we will utilize the result (19). We found that the envelope function can be extrapolated by the factor in the front of $`\mathrm{sin}^2N_sd_k`$ in (19) and given by the expression
$$F_k=\frac{1}{\mathrm{sin}^2\nu _kT}\frac{\kappa ^2}{2\mathrm{\Omega }_k^2}\left(\mathrm{𝐼𝑚}X_k^{(1)}(T)\right)^2.$$
(21)
Next is to determine the frequency $`\nu _k`$ of the $`\overline{n}_k`$ modulations. The value $`d_k`$ defined after (19) cannot be the right answer, because it would incorrectly predict that the peaks of $`F_k`$ are filled up first, while actually they are filled last. We tried the combination $`\nu _k=\pi /2d_k`$, because it corresponds to correct order of saturation of $`F_k`$, and it occurs to work well. Therefore, the modulation frequency $`\nu _k`$ is given by the relation $`\mathrm{cos}\nu _kT=\mathrm{𝑅𝑒}X_k^{(1)}(T)`$. Thus, to find $`F_k`$ and $`\nu _k`$, one need only calculate the complex value $`X_k^{(1)}(T)`$ after a single background oscillation, instead of performing a full numerical integration of Eq. (17).
We calculated $`X_k^{(1)}(T)`$ numerically for $`\frac{1}{2}m^2\varphi ^2`$ background model and constructed the envelope function $`F_k`$ plotted in Fig. 6 (similar graph was plotted in for $`\frac{1}{4}\lambda \varphi ^4`$ model). In Fig. 2 we show, using (21), how the fermionic resonance bands are filled after $`10`$ background oscillations.
The function $`\nu _k`$ gives us the time scale for fermion excitation. In Fig. 6 we plot the period of modulation $`\frac{\pi }{\nu _k}`$ as a function of $`k`$. This function is peaked where $`F_k`$ is peaked, i.e. the peaks of the resonance curve are the last to fill.
### D Method of Successive Scatterings for Fermions
It turns out that for large values of the parameter $`q`$ we can significantly advanced in calculations of $`n_k(t)`$ beyond the results of Section (III C). One can expect that $`q`$ may be much greater that one. Indeed, $`q=\frac{h^2\varphi _0^2}{m^2}`$. In the context of chaotic inflation with the potential $`V(\varphi )=\frac{1}{2}m^2\varphi ^2`$ it follows from the theory of cosmological perturbations that $`\frac{\varphi _0^2}{m^2}10^{12}`$. On the other hand one can admit that Yukawa coupling can be $`h10^6`$, which provides $`q1`$.
We will generalize for fermions the method of parabolic scatterings introduced for the bosonic resonance in reference . The method is based on the observation that, for $`q1`$, change of the particle number occurs only during a short time interval $`\tau _{}`$ near the zeros of the effective mass of the particles. This occurs because equation (15) for the number of particles in terms of the mode functions is an adiabatic invariant of the mode equation.
For large $`q`$, the adiabaticity condition $`\mathrm{\Omega }_k^{}<\mathrm{\Omega }_k^2`$ is violated only near the times $`\tau _{}`$ when the effective mass vanishes. This leads to a step-like evolution in the number of fermions. This is illustrated in figure (7) which shows the evolution of $`n_k(\tau )`$ and $`M_{\mathrm{eff}}(\tau )=h\varphi (\tau )+m_\psi `$
Near the times $`\tau _{}`$, we may approximate the effective mass in equation (17) by $`(\stackrel{}{m}+\sqrt{q}f)=\frac{1}{m_\varphi }(m_\psi +h\varphi (\tau ))\frac{h}{m_\varphi }\varphi (\tau _{})^{}(\tau \tau _{})+O((\tau \tau _{})^2)`$. We may also write this as
$$(\stackrel{}{m}+\sqrt{q}f)\sqrt{q}f^{}(\tau _{})(\tau \tau _{})=\pm (q\stackrel{2}{\stackrel{}{m}})(\tau \tau _{}),$$
(22)
where the sign on the left hand side depends on whether $`f(\tau )`$ is increasing ($`+`$) or decreasing ($``$) at $`\tau _{}`$. Thus, in the neighborhood of $`\tau _{}`$, the mode equation becomes
$$X_k^{\prime \prime }+[\kappa ^2+(q\stackrel{2}{\stackrel{}{m}})^2(\tau \tau _{})^2i\mathrm{sgn}(f^{})\sqrt{q\stackrel{2}{\stackrel{}{m}}}]X_k=0,$$
(23)
which is a Schroedinger equation for scattering off a negative parabolic potential centered at $`\tau _{}`$.
The method of parabolic scattering uses the exact solution of equation (23) to provide a connection formula between the adiabatic approximations of the full mode equation on either side of $`\tau _{}`$. Suppose the $`j`$-th zero of $`M_{\mathrm{eff}}`$ occurs at time $`\tau _j`$. For times between $`\tau _{j1}<\tau <\tau _j`$, the general solution of the mode equation (17) takes the adiabatic (or semi-classical) form
$$X_k^j(\tau )=\alpha _k^jN_+e^{i_0^\tau 𝑑\tau \mathrm{\Omega }_k(\tau )}+\beta _k^jN_{}e^{+i_0^\tau 𝑑\tau \mathrm{\Omega }_k(\tau )},$$
(24)
where the coefficients $`\alpha _k^j`$ and $`\beta _k^j`$ are constant for $`\tau _{j1}<\tau <\tau _j`$. After the scattering at $`\tau _j`$, $`X_k(t)`$, within the interval $`\tau _j<\tau <\tau _{j+1}`$, again has the adiabatic form
$$X_k^{j+1}(\tau )=\alpha _k^{j+1}N_+e^{i_0^\tau 𝑑\tau \mathrm{\Omega }_k(\tau )}+\beta _k^{j+1}N_{}e^{+i_0^\tau 𝑑\tau \mathrm{\Omega }_k(\tau )},$$
(25)
with new coefficients $`\alpha _k^{j+1}`$ and $`\beta _k^{j+1}`$ that are constant for $`\tau _j<\tau <\tau _{j+1}`$. At $`\tau =0`$, our vacuum positive frequency condition requires $`\alpha _k^1=1`$ and $`\beta _k^1=0`$. Particle creation occurs when, after scattering at the times $`\tau _j`$, the initial positive frequency wave acquires a negative frequency part. The number density of produced particles with momentum $`k`$ is $`n_k^j=|\beta _k^j|^2`$ for times $`\tau _j<\tau <\tau _{j+1}`$. Furthermore, normalization requires $`|\alpha _k^j|^2+|\beta _k^j|^2=1`$ for all $`j`$.
The important observation is that the outgoing amplitudes ($`\alpha _k^{j+1}`$, $`\beta _k^{j+1}`$) can be expressed through the incoming amplitudes ($`\alpha _k^j`$, $`\beta _k^j`$) by means of the reflection $`R_k`$ and transmission $`D_k`$ amplitudes for scattering at $`t_j`$:
$$\left(\begin{array}{c}\alpha _k^{j+1}e^{i\theta _k^j}\\ \beta _k^{j+1}e^{+i\theta _k^j}\end{array}\right)=\left(\begin{array}{cc}\frac{1}{D_k}& \frac{R_k^{}}{D_k^{}}\\ \frac{R_k}{D_k}& \frac{1}{D_k^{}}\end{array}\right)\left(\begin{array}{c}\alpha _k^je^{i\theta _k^j}\\ \beta _k^je^{+i\theta _k^j}\end{array}\right).$$
(26)
Here $`\theta _k^j=\underset{0}{\overset{\tau _j}{}}𝑑\tau \mathrm{\Omega }(\tau )`$ is the phase accumulated by the moment $`\tau _j`$.
If we let $`x=(q\stackrel{2}{\stackrel{}{m}})^{1/4}\tau `$, equation (23) may be written
$$\frac{d^2X_k}{dx^2}+\left[\mathrm{\Lambda }_k^2i(1)^j+x^2\right]X_k=0,$$
(27)
where the parameter
$$\mathrm{\Lambda }_k^2\frac{\kappa ^2}{|hf^{}(\tau _{})|}=\frac{\kappa ^2}{\sqrt{q\stackrel{2}{\stackrel{}{m}}}}.$$
(28)
A general analytic solution of equation (27) is a linear combination of the parabolic cylinder functions $`W(\frac{(\mathrm{\Lambda }_k^2i(1)^j)}{2};\pm \sqrt{2}x)`$. The reflection $`R_k`$ and transmission $`D_k`$ amplitudes for scattering on the parabolic potential can be found from the asymptotic forms of these analytic solutions:
$$R_k=\frac{ie^{i\phi _k}}{\sqrt{1e^{\pi \mathrm{\Lambda }_k^2}}},D_k=\frac{e^{i\phi _k}}{\sqrt{1e^{\pi \mathrm{\Lambda }_k^2}}},$$
(29)
where the angle $`\phi _k`$ is $`\phi _k=\mathrm{arg}\mathrm{\Gamma }\left(\frac{1+i\mathrm{\Lambda }_k^2}{2}\right)+\frac{\mathrm{\Lambda }_k^2}{2}\left(1+\mathrm{ln}\frac{2}{\mathrm{\Lambda }_k^2}\right)`$. Note that the angle $`\phi `$ depends on the momentum $`k`$. Substituting (29) into (26), we can determine the change in induced in the $`\alpha _k`$ and $`\beta _k`$ coefficients by a single parabolic scattering in terms of the parameters of the parabolic potential and the phase $`\theta _k^j`$ only. Specifically, we find
$`\left(\begin{array}{c}\alpha _k^{j+1}\\ \beta _k^{j+1}\end{array}\right)=\left(\begin{array}{cc}\sqrt{1e^{\pi \mathrm{\Lambda }_k^2}}e^{i\phi _k}& (1)^je^{\frac{\pi }{2}\mathrm{\Lambda }_k^2+2i\theta _k^j}\\ (1)^je^{\frac{\pi }{2}\mathrm{\Lambda }_k^22i\theta _k^j}& \sqrt{1e^{\pi \mathrm{\Lambda }_k^2}}e^{i\phi _k}\end{array}\right)\left(\begin{array}{c}\alpha _k^j\\ \beta _k^j\end{array}\right).`$ (30)
It is now a simple matter to find the change in particle number after one scattering. From the normalization of $`\alpha _k`$ and $`\beta _k`$ we have the relation
$$\begin{array}{ccccccc}\hfill \left(\begin{array}{cc}\alpha _{}^{}{}_{k}{}^{j+1}& \beta _{}^{}{}_{k}{}^{j+1}\end{array}\right)& \left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)& \left(\begin{array}{c}\alpha _k^{j+1}\\ \beta _k^{j+1}\end{array}\right)\hfill & =& |\alpha _k|^2|\beta _k|^2& =& 12n_k^{j+1}\end{array},$$
(31)
which, when applied to equation (30) gives the desired result
$`n_k^{j+1}`$ $`=`$ $`e^{\pi \mathrm{\Lambda }_k^2}+\left(12e^{\pi \mathrm{\Lambda }_k^2}\right)n_k^j`$ (32)
$``$ $`2(1)^je^{\frac{\pi }{2}\mathrm{\Lambda }_k^2}\sqrt{1e^{\pi \mathrm{\Lambda }_k^2}}\sqrt{n_k^j(1n_k^j)}\mathrm{sin}\theta _{tot}^j,`$ (33)
where the phase $`\theta _{tot}^j=2\theta _k^j\phi _k+\mathrm{arg}\beta _k^j\mathrm{arg}\alpha _k^j`$. Let us discuss this formula, which is the main result of our paper. If fermions are light, $`m_\psi =0`$, their occupations number is changing with time only when background field crosses zeros. Without expansion of the universe, the phases $`\theta `$ accumulated between successive zeros are equal. In this case one can try to proceed to find the solution of the matrix equation (26), as it was done for bosons . However, for bosons that was needed to find the stability/instability bands, which is not so interesting for fermions. In the case of massive fermions time intervals between successive zeros of $`M_{eff}`$ are not equal, and problem of finding matrix solution of eq. (26) became even more complicated. However, in the most interesting case of expanding universe the phases between successive zeros of $`M_{eff}`$ became random (see for details). Then we can just put $`\theta _{tot}`$ as a random phase and use formula (33) as it is.
## IV Parametric Excitation of Fermions with Expansion of the Universe
To address the problem of fermionic preheating after $`m^2\varphi ^2`$ chaotic inflation, we must now deal with the full mode equation (9), which no longer has a periodic time dependence in the complex frequency. Nevertheless, it is still convenient to work with the form (17) in the time variable $`\tau =m_\varphi t`$ where the parameters $`q`$ and $`\kappa ^2`$ are now understood to be time dependent:
$$X_k^{\prime \prime }+\left[\frac{\kappa ^2}{a^2}+M_{\mathrm{eff}}^2i\frac{(aM_{\mathrm{eff}})^{}}{a}+\mathrm{\Delta }(a)\right]X_k=0,$$
(34)
Check where stands for the derivative in respect with $`\tau `$, $`\kappa `$ is a comoving momentum scaled in units of $`m_\varphi `$. There is often used another from of the fermionic mode equation written in terms of conformal time $`\eta =𝑑t/a`$ and mode function $`Y_k=a^{3/2}\chi _k`$
$$_\eta ^2Y_k+\left[\kappa ^2+M_{\mathrm{eff}}^2i_\eta (aM_{\mathrm{eff}})\right]Y_k=0.$$
(35)
This form of equation is useful, for instance, in conformal theory $`V(\varphi )=\lambda \varphi ^4`$ when the problem can be reduced to the problem in Minkowski space-time . In this case background field is oscillating periodically in respect with time $`\eta `$. In the case of quadratic inflaton potential background field is oscillating with the constant period in terms of physical time $`t`$ (or $`\tau `$). We therefore will use mode equation (34). The parameter $`q`$ is now understood to be time dependent. Specifically, we have $`q(\tau )\frac{h^2\mathrm{\Phi }^2(\tau )}{m_\varphi ^2}`$, scaled physical momentum $`p\frac{1}{a}\frac{k}{m_\varphi }`$ Here, $`\mathrm{\Phi }(\tau )`$ is the time dependent amplitude of inflaton oscillations. As is well known (c.f. ), oscillations of $`\varphi `$ in this model quickly approach the asymptotic solution $`\varphi (\tau )=\mathrm{\Phi }(\tau )\mathrm{cos}(\tau )`$, $`\mathrm{\Phi }(\tau )\frac{\varphi _0}{a^{3/2}}\frac{M_{\mathrm{pl}}}{\sqrt{3\pi }(1+\tau )}`$ where time is measured from the start of inflaton oscillations, $`\varphi _0\frac{M_{\mathrm{pl}}}{\sqrt{3\pi }}`$, and the scale factor averaged over several oscillations behaves as in a matter dominated universe: $`a(\tau )=(1+\tau )^{2/3}`$.
### A Stochastic Parametric Excitations of Fermions
Let us first consider the case of light fermions with a large initial resonance parameter: $`h\varphi _0m_\varphi m_\psi `$. Fig. (9) shows a numerical solution of equation (17) in the absence of expansion with a resonance paramter $`q=10^6`$. As expected from for such a large $`q`$ parameter, we see a step-like change in occupation number with periodic modulation.
In Fig. (9), we show a numerical solution to the equation (34) in the presence of expansion with the initial parameters $`q_0=10^6`$. Here, the comoving number density of particles is plotted. We see that, as for the non-expanding case, evolution between the zeros of the effective mass (oe equally inflaton field), $`M_{\mathrm{eff}}\sqrt{q(\tau )}\mathrm{cos}(\tau )`$, is adiabatic. We can thus apply the results of Section III,D in particular the analytic formula (33), mutatis mutandis. The Pauli principle is obviously still obeyed and the typical step in particle number is still suppressed by a factor $`e^{\pi \mathrm{\Lambda }_k}`$ which is now time dependent. The most important qualitative change is that the accumulated phase $`\theta _{\mathrm{tot}}`$ is now uncorrelated between successive zeros of the effective mass (inflaton field). This occurs because the effective frequency $`\mathrm{\Omega }_k=\sqrt{p^2+q^2(\tau )\mathrm{cos}^2\tau }`$ is no longer periodic and the accumulated phase $`\theta =_j^{j+1}\mathrm{\Omega }_k\frac{2h\mathrm{\Phi }(\tau )}{m}+O(k^2)`$ changes substantially in magnitude within one inflaton oscillation, $`\delta \theta _k\frac{\sqrt{q}}{2N_s^2}`$, after the $`N_s`$-th oscillation . The result is that the $`\mathrm{sin}(\theta _{\mathrm{tot}})`$ term in (33) becomes a random variable. As is readily apparent in Fig. (9), this destroys the periodic modulation of $`n_k`$ and the parametric excitation of fermions becomes stochastic, as anticipated in .
Once the periodic modulation of $`n_k`$ is destroyed, the construction of Section III,C is no longer valid: the occupation number cannot be characterized by an amplitude and period. In fact, the spectrum of created particles is even simpler. Stochastic excitation allows a given comoving mode $`\kappa `$ to obtain any amplitude in the range $`0n_k1`$ if there are a sufficient number of parabolic scatterings, $`N_s`$. This gives us the picture of stochastically filling a (Fermi) sphere in the momentum space. Numerical calculations confirm this picture, see Fig. 10. Let us find its radius $`\kappa _s`$. A comoving mode will be excited if $`\mathrm{\Lambda }_k(\tau )1/\pi `$. Since $`\mathrm{\Lambda }_k(\tau )=\frac{\kappa ^2}{a^2\sqrt{q(\tau )}}`$, we have
$$\frac{\kappa _s^2}{a^2\sqrt{q(\tau )}}=a^{1/2}\frac{\kappa _s^2}{\sqrt{q_0}}1/\pi .$$
(36)
Therefore for the light fermions, comoving radius of excited modes is increasing with time as $`\kappa _sa^{1/4}`$. The radius of the sphere is scaled as $`\kappa _sq_0^{1/4}a^{1/4}`$.
Due to the expansion, the amplitude $`\mathrm{\Phi }`$ is decreasing and the parameter $`q(\tau )`$ drops. At some moment the Fermi sphere will quit expansing. Once $`q(\tau )`$ is order of unity, the excitation is no longer strong, and redshifts of fermion modes will be fast enough to prevent from parametric excitation. Eventually fermions will be produced in the perturbative regime. If fermionic mass is non-zero, the perturbative decay goes unless $`2m_\psi >m_\varphi `$.
### B Analytic Results for Production of Supermassive Fermions
One of the most significant differences between bosonic and fermionic parametric amplification is the possibility to create superheavy fermions from much liter inflatons, if inflatons are oscillating coherently. As we seen, for large $`q`$, massive fermions are created not when inflaton field itself crosses zero, but when the combination $`M_{eff}=h\varphi +m_\psi `$ crosses zero. This is because at those instances even very heavy fermions are effectively massless, because their bare mass is “compensated” by large value of $`h\varphi `$, if $`\varphi `$ can have a large amplitude. This is exactly the case when $`\varphi `$ is the inflaton field. For instance, in the chaotic inflationary scenario amplitude of its oscillations immediately after inflation can be as large as $`0.1M_P`$.
In this case we again have a situation when mode function of heavy fermions has WKB form between zeros of $`M_{eff}`$, and can be described with parabolic scattering around this instance. Therfore our general formula (33) works for superheavy fermions as well. The only modification is that the phase between successive scatterings will be defined by the integral over time intervals between them. In formula (33) parameter $`\mathrm{\Lambda }_k(\tau )`$ will be
$$\mathrm{\Lambda }_k(\tau )=\frac{\pi \kappa ^2}{a^2\sqrt{\frac{q_0}{a^3}\stackrel{2}{\stackrel{}{m}}}}$$
(37)
In case of massive fermions, the criteria for excitation instead of (36) will be
$$\frac{\kappa _s^2}{a^2\sqrt{\frac{q_0}{a^3}\stackrel{2}{\stackrel{}{m}}}}1/\pi .$$
(38)
At the start of background oscillations for large $`q_0`$ a term $`\stackrel{2}{\stackrel{}{m}}`$ is negligible. Thus, as in the last section, we expect the Fermi sphere to fill with the radius $`\kappa _s=\sqrt{q_0}a^{1/4}`$. However, as $`q`$ drops, equation (38) solved for $`\kappa _s^2`$ reaches a maximum, $`\kappa _m`$. and then decreases. This maximum occurs when the scale factor is $`a_m=\left(\frac{q_0}{4\stackrel{2}{\stackrel{}{m}}}\right)^{1/3}`$. This gives $`\kappa _m^2=\frac{\sqrt{3}}{\pi }\left(\frac{q_0}{4\sqrt{\stackrel{}{m}}}\right)^{2/3}`$. Notice that $`k_m`$ scales as $`q_0^{1/3}`$. This is still not the final width of the band. This is because there are a number of background oscillations which occurs between the moment $`a_m`$ and the moment when denominator in (37) approaches zero. We put a number of oscillation before $`a_m`$ and between $`a_m`$ and the moment of zero denominator as approximately equal and equal to $`N_m`$. In this time after $`a_m`$ even the modes suppressed exponentially as $`e^{\mathrm{\Lambda }_k}`$ can achieve significant occupation numbers in their random stochastic walk. We found the amplification factor in the from of the exponent is $`\sqrt{N_m}`$. In contrary to the ligh fermions case, there is no perturbative end of the process. Excitation of superheavy fermions is abruptly terminated when $`\frac{q_0}{a^3}\stackrel{2}{\stackrel{}{m}}`$.
We found the spectrum of created superheavy particles after the process is terminated is given by formula
$$n_k=\frac{1}{2}\mathrm{exp}\left(2\frac{(\kappa \gamma \kappa _m)^2}{\kappa _m^2}\right)$$
(39)
where $`2\gamma ^2=\mathrm{ln}\left(\frac{q_0}{4\pi ^2\stackrel{2}{\stackrel{}{m}}}\right)`$. This formula is valid for $`N_m`$ greater than a few. In Fig. 12 we plot numerically calculated final spectrum of the supermassive fermions vs. an analytic formula 39, which are in a good agreement. In the case of superheavy particles in an expanding universe the maximum radius of the k-sphere is scaled with $`q_0`$ as $`\gamma k_mq_0^{1/3}\mathrm{ln}q_0`$, which is in close agreement with . However, one shall also check that at the moment when excitation of superheavy fermions terminates, their back reaction $`h\overline{\psi }\psi `$ to the dynamics of inflaton oscillation is still negligible.
In Fig. 12 we plot spectrum of superheavy fermions after the process is terminated. Dashed curves are obtained with analytic formula (39).
### C Fermionic Production from Single Kick
As we seen formula (33) can be extended to the case of expanding universe. Consider the very first term in formula (33). As It corresponds to the creation of fermions after effective mass $`M_{eff}(t)`$ crosses zero for the first time. In this case we found
$`n_k=e^{\pi \mathrm{\Lambda }_k^2}`$ (40)
Occupation number of fermions generated from the single kick is plotted in Fig. 12. Two curves corresponding to the formula (40) and to the numerical solutions are shown and practically indistinguishable.
## V Discussion
In this paper we developed a non-perturbative theory for fermion production by an oscillating inflaton field. As we have seen, the production of fermions can be characterized as parametric excitation. Even in the simple model of a Yukawa coupling between fermions and a background scalar field in an expanding universe oscillating around the minimum of its quadratic potential, the theory of fermionic parametric excitation is rich and leads to important results. Fermions are created very quickly, within about ten(s) oscillations, in out-of-equilibrium states. For large values of the resonance parameter $`q=\frac{h\varphi _0}{m_\varphi }`$, occupation number of light fermions ($`m_\psi <m_\varphi h\varphi _0`$) is changing in a step-like manner at instances $`t_j`$ when the inflaton amplitude $`\varphi (t_j)=0`$ passes through zero, $`j=1,2,3,..`$ We have developed the method of parabolic scatterings for fermions, based closely on a similar approach for the bosonic resonance . It is possible to derive a unified recursive formula, which relates the occupation number of fermions or bosons $`n_k^{j+1}`$ at the moment $`t_{j+1}`$ to the earlier value $`n_k^j`$ :
$`n_k^{j+1}`$ $`=`$ $`e^{\pi \mathrm{\Lambda }_k^2}+\left(1\pm 2e^{\pi \mathrm{\Lambda }_k^2}\right)n_k^j`$ (41)
$``$ $`2(1)^je^{\frac{\pi }{2}\mathrm{\Lambda }_k^2}\sqrt{1\pm e^{\pi \mathrm{\Lambda }_k^2}}\sqrt{n_k^j(1\pm n_k^j)}\mathrm{sin}\theta _{tot}^j,`$ (42)
For bosons one shall use an upper sign and neglect the $`(1)^j`$ terms , while for fermions one shall use the lower sign. For light fermions and bosons $`\mathrm{\Lambda }_k^2=\frac{k^2}{\sqrt{q}m_\varphi ^2}`$. For large $`q`$ the angle $`\theta _{tot}^j`$ can be treated as a random phase. As a result, formula (42) predicts the stochastic character of parametric excitation of both bosons and fermions. In the fermionic case it leads to the conclusion that in the momentum space fermions chaotically fill up a broad sphere of the radius $`q^{1/4}m`$. This formula also clearly shows the features of: spontaneous emission: for both bosons and fermions, the first oscillation leads to the spectrum $`n_k=e^{\pi \mathrm{\Lambda }_k}`$; stimulated emission for bosons with $`n_k1`$, we have $`(n_k^{j+1}n_k^j)n_k^j`$; Pauli Blocking for fermions, if $`n_k^j=1`$, the next value will always be $`n_k^{j+1}=1e^{\pi \mathrm{\Lambda }_k}`$ even in the stochastic case. This prevents the occupation number of fermions from exceeding $`1`$.
Formula (42) can be extended to the case of massive bosons and fermions. However, here important differences emerge. For bosons we will have $`\mathrm{\Lambda }_k=\frac{k^2+m_b^2}{\sqrt{q}m_\varphi }`$, where $`m_b`$ is the $`\chi `$-boson mass. It leads to the conclusion that the creation of superheavy, $`m_b>m_\varphi `$, bosons is exponentially suppressed. However, for fermions we have $`\mathrm{\Lambda }_k=\frac{k^2}{m_\varphi ^2sqrth^2\varphi _0^2m_\psi ^2}`$. Therefore even superheavy fermions with the mass as large as $`h\varphi _0`$ can be created in abundance from the coherent inflaton oscillations . This occurs because the effective mass of fermions is given by the algebraic combination $`h\varphi (t)+m_\psi `$ and the creation of fermions occurs when the effective mass goes to zero. The method of parabolic scatterings, applied for instances when this happens, leads to both formulae $`(\text{42})`$ with the corresponding $`\mathrm{\Lambda }_k`$.
There are situations where single instance (single kick) of particle creation may lead to interesting effects. An example is the scenario of instant preheating, which is especially important for inflationary models without minima of the inflaton potential . Another example is the interaction of the inflaton with superheavy fermions during the inflationary stage when the combination $`h\varphi (t)+m_\psi `$ can go through zero only once. The generic formula (42) embraces the case where bosons and fermions are created by a single kick. We shall put $`j=0`$, $`n_k^0=0`$, and then $`n_k^1=e^{\pi \mathrm{\Lambda }_k^2}`$. However, instead of the parameter $`q`$ we shall use another combination of coupling constants and $`\varphi _0`$ and $`m_\varphi `$. In this case the effect is defined by the velocity $`\dot{\varphi }_{}`$ at the moment $`t_{}`$, which is different for bosons and fermions. For bosons single instance creation of particles gives the spectrum
$`n_k=e^{\frac{\pi (k^2+m_{\chi ^2})}{g\dot{\varphi }_{}}}`$ (43)
where $`t_{}`$ corresponds to $`\varphi (t_{})=0`$. For fermions single instance creation gives
$`n_k=e^{\frac{\pi k^2}{h\dot{\varphi }_{}}}`$ (44)
where $`\varphi (t_{})+m_\psi /h=0`$.
We believe that the theory of fermionic preheating will be important ingredient of the realistic scenarios of the reheating of the universe after inflation.
Acknowledments. Collaboration and discussions with Andrei Linde and Alexei Starobinsky significantly influenced this work. We also thank Jügen Baacke for useful discussion. This work was supported by NSERC and CIAR.
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# A Splitting Set Theorem for Epistemic Specifications
## Introduction
One of the most important areas in artificial intelligence is knowledge representation. Traditional logic programming has proven itself to be a powerful tool for knowledge representation. There are, however, limitations to the expressibility of traditional logic programming. In an attempt to overcome some of the these limitations, new logic programming formalisms were introduced. These new formalisms expand the traditional formalism by including disjunction (?), classical negation (?), or both (in the case of extended disjunctive logic programs)(?). These formalisms work well for certain classes of programs. Unfortunately, these formalisms do not always allow for the correct representation of incomplete information in the presence of multiple belief sets. As an attempt at solving this problem, the language of epistemic specifications was introduced (??). A good overview of each of the formalisms mentioned above can be found in (?).
As is usual with logic programming languages, the problem of answering queries is intractable in the general case. It is often useful, however, to find methods which simplify the query answering task for certain subclasses of programs. In (?), the usefulness of splitting sets for the investigation of answer sets was shown. In this paper we will present an extended definition of splitting sets that will be applicable to epistemic specifications. This in turn leads to an extension of the splitting set theorem from (?). As with EDLPs, there is a strong relationship between stratification and splitting sets. Using these ideas, we can develop an algorithmic method for computing world views of a subclass of epistemic logic programs.
An overview of the syntax and semantics of epistemic specifications is covered in Section 2. In Section 3 we present splitting sets for epistemic specifications and the main theorem of the paper, the splitting set theorem. Finally, Section 4 contains a discussion of stratification, how it is related to splitting sets, and an algorithm for computing world views of stratified programs which is based the splitting set theorem.
## Epistemic Specifications
The language of epistemic specifications is an extension of the language of extended disjunctive logic programs (EDLPs). In addition to the normal operators in EDLPs, the language of epistemic specifications also contains unary modal operators $`K`$ and $`M`$. $`K`$ should be read as “is known to be true” while $`M`$ is read as “may be believed to be true”. Atoms are defined in the usual way. Literals in the language of epistemic specifications are split into two types, objective literals and subjective literals. An objective literal is either an atom or an atom preceded by $`\neg `$ (classical negation). A subjective literal is an objective literal preceded by $`K`$, $`M`$, $`\neg K`$, or $`\neg M`$. Given an objective literal, $`L`$, we will refer to the set of four subjective literals that can be built from $`L`$ as $`SubLit(L)`$. Given a set of objective literals, $`U`$, $`SubLit(U)=\{X:LU`$ and $`XSubLit(L)\}`$.
### Syntax
The general form for rules in epistemic specifications is given in (?). In this paper we will restrict rules to the form:
$`F_1\text{or}\mathrm{}\text{or}F_nG_1,\mathrm{},G_k,\text{not}G_{k+1},\mathrm{},\text{not}G_m`$
where $`F_1,\mathrm{},F_n`$ are objective literals, $`G_1,\mathrm{},G_k`$ are either objective or subjective literals, and $`G_{k+1},\mathrm{},G_m`$ are objective literals. This form differs from the original only in the fact that in (?), $`G_{k+1},\mathrm{},G_m`$ were also allowed to be subjective literals. Notice however that for any subjective literal, $`G_i`$, the value of $`G_i`$ can never be unknown and hence $`\text{not}G_i`$ is always equivalent to $`\neg G_i`$. It can therefore easily be seen that the restricted form of rules above can be used without any loss of expressibility.
A collection of such rules will be referred to as an epistemic logic program or an epistemic specification. Given a rule, $`r`$,
* $`head(r)`$ refers to the the set of literals, $`\{F_1,\mathrm{},F_n\}`$ which occur in the head of the rule.
* $`pos(r)`$ refers to the set of all objective literals, $`L`$, such that either
+ $`L=G_i`$ for some $`1ik`$, or
+ $`G_iSubLit(L)`$ for some $`1ik`$.
* $`neg(r)`$ refers to the set of literals, $`\{G_{k+1},\mathrm{},G_m\}`$.
* $`lit(r)=head(r)pos(r)neg(r)`$.
Given a epistemic logic program, $`\mathrm{\Pi }`$, $`Lit(\mathrm{\Pi })`$ will denote the union of the sets $`lit(r)`$ for all $`r\mathrm{\Pi }`$.
### Semantics
We now move from the syntax of the language to the semantics. A rule with variables is considered to be a shorthand for the set of all ground instances of the rule. The truth or falsity of a literal in an epistemic logic program is determined by the world views of that program. A world view is a collection of sets of ground objective literals which satisfy certain properties. An objective literal, $`L`$, is true with respect to a collection of sets of literals, $`W`$, if it is true in each set in that collection (i.e. for each set $`AW`$, $`LA`$). If $`W`$ is a collection of sets of objective literals and $`L`$ is an objective literal then
* $`KL`$ is true with respect to $`W`$ (denoted $`WKL`$) iff for each set $`AW`$, $`LA`$,
* $`WML`$ iff there exists an $`AW`$ such that $`LA`$,
* $`W\neg KL`$ iff $`W\vDash ̸KL`$, and
* $`W\neg ML`$ iff $`W\vDash ̸ML`$.
A literal is true with respect to an epistemic logic program if it is true in every world view of that program. We will define the concept of a world view of an epistemic logic program in several steps.
First let us consider the case when $`\mathrm{\Pi }`$ is an epistemic logic program which does not contain $`not`$ and does not contain any subjective literals. A set of literals, $`A`$, is called a belief set of $`\mathrm{\Pi }`$ iff $`A`$ is a minimal set satisfying the following two conditions:
* For every rule $`F_1or\mathrm{}orF_nG_1,\mathrm{},G_k\mathrm{\Pi }`$ if $`G_1,\mathrm{},G_kA`$ then $`i,1in`$ such that $`F_iA`$,
* If $`A`$ contains a pair of contrary literals then $`A=Lit`$. (This belief set is called inconsistent.)
Next we consider an epistemic logic program, $`\mathrm{\Pi }`$, which contains $`not`$ but does not contain subjective literals (such programs are extended disjunctive logic programs). For any such $`\mathrm{\Pi }`$ and any set $`ALit(\mathrm{\Pi })`$, let $`\mathrm{\Pi }^A`$ be the program obtained from $`\mathrm{\Pi }`$ by deleting
* each rule that contains $`notL`$ in its body where $`LA`$, and
* all formulas of the form $`notL`$ in the bodies of the remaining rules.
The resultant program $`\mathrm{\Pi }^A`$ does not contain $`not`$ or subjective literals and therefore its belief sets are as defined above. We will say a set, $`A`$, of literals is a belief set of $`\mathrm{\Pi }`$ if $`A`$ is a belief set of $`\mathrm{\Pi }^A`$.
Finally, let $`\mathrm{\Pi }`$ be an arbitrary epistemic logic program. Let, $`W`$, be any collection of sets of literals from $`Lit(\mathrm{\Pi })`$ and let $`\mathrm{\Pi }^W`$ be the program obtained by
* removing each rule which contains a subjective literal, $`L`$, where $`W\vDash ̸L`$, and
* removing all subjective literals from the bodies of the remaining rules.
Notice that $`\mathrm{\Pi }^W`$ does not contain subjective literals, therefore we can compute its belief sets as previously described. If $`W`$ is the set of all of the belief sets of $`\mathrm{\Pi }^W`$ then $`W`$ is a world view of $`\mathrm{\Pi }`$.
We will say that a world view of an epistemic logic program is consistent if it does not contain a belief set consisting of all literals. We will say an epistemic logic program is consistent if it has at least one consistent non-empty world view.
Intuitively, a belief set is a set of literals that a rational agent may believe to be true. A world view is a set of belief sets that a rational agent may believe to be true with respect to that “world”.
The following give examples of epistemic logic programs and their world views.
###### Example 1
Let $`\mathrm{\Pi }_1`$ be the program which consists of the rules:
1. $`p(a)orp(b)`$
2. $`p(c)`$
3. $`q(d)`$
4. $`\neg p(X)\neg Mp(X)`$
The set
$$W=\{\{q(d),p(a),p(c),\neg p(d)\},\{q(d),p(b),p(c),\neg p(d)\}\}$$
consisting of two belief sets, can be shown to be the only world view of $`\mathrm{\Pi }_1`$.
###### Example 2
For the next example, consider the program, $`\mathrm{\Pi }_2`$, consisting of the following two rules:
1. $`p(a)\neg Mq(a)`$
2. $`q(a)\neg Mp(a)`$
It can be seen that $`\mathrm{\Pi }_2`$ has two world views: $`W_1=\{\{q(a)\}\}`$ and $`W_2=\{\{p(a)\}\}`$.
###### Example 3
As a final example, consider the program, $`\mathrm{\Pi }_3`$ consisting of only one rule,
$$p(a)\neg Kp(a).$$
It can be shown that this program does not have a world view.
In general, to find the world view of a epistemic logic program one must either try all possible collections of sets of literals or guess. It is infeasible to try all combinations since, even for the case where the number of ground literals, $`n`$, is finite, there are $`2^{2^n}`$ possibilities. A guess-and-check method could possibly be used to find world views but the problem is how to create an algorithm which would make good “educated” guesses and would know when and if it has found all the of the world views.
In this paper, we are primarily interested in presenting a means of computing world views. As a first step in achieving this goal, we will limit ourselves to programs which have at most a finite number of world views. For the remainder of this paper we will only consider epistemic logic programs which do not contain function symbols and have a finite number of constants and predicate symbols.
## Splitting Sets
In this section we will present a definition of splitting sets of epistemic logic programs. The definition is an extension of the definition in (?). We will also present a version of the splitting set theorem that is applicable to epistemic logic programs.
###### Definition 1 (Splitting Set)
A set, $`U`$, of objective literals is a splitting set of a epistemic logic program, $`\mathrm{\Pi }`$, iff
* for every rule $`r\mathrm{\Pi }`$, if $`head(r)U0`$ then $`lit(r)U`$, and,
* if $`\mathrm{\Pi }`$ contains $`K`$ or $`M`$, then for any objective literal, $`plit(\mathrm{\Pi })`$, if $`pU`$ then $`\overline{p}U`$.
If $`U`$ is a splitting set of $`\mathrm{\Pi }`$, we also say that $`U`$ splits $`\mathrm{\Pi }`$. The set of all rules $`r\mathrm{\Pi }`$ such that $`lit(r)U`$ is denoted by $`b_U(\mathrm{\Pi })`$ and is called the bottom of $`\mathrm{\Pi }`$ with respect to $`U`$. The set $`\mathrm{\Pi }\backslash b_U(\mathrm{\Pi })`$ is called the top of $`\mathrm{\Pi }`$ with respect to $`U`$.
Using a splitting set, one can break the computation of a world view of an epistemic specification into two parts, a bottom and a top. The basic idea is to first compute the world view of the bottom of the program. The world view of the top can then be computed, taking into consideration the what was already computed for the bottom. Finally the two parts are merged together to get the world view of the complete program.
The world view of the bottom can be computed without regard to the top since no literal which occurs in the head of a rule of the top can occur anywhere in the bottom. When computing the world view for the top however, one needs to take the world view of the bottom into consideration. The world view of the bottom of the program can be used to “reduce” the top of the program. We can remove from the top those rules which cannot be satisfied because the value of a literal computed in the bottom makes their bodies false. From the remaining rules one can remove the portions of the bodies of the rules that were determined to be true. The reduction is performed in two steps; one for subjective literals and one for objective ones.
To remove subjective literals we will introduce the idea of a restricted reduct.
###### Definition 2 (Restricted Reduct)
Let $`\mathrm{\Pi }`$ be an
epistemic logic program, $`W`$ be a collection of sets of literals, and $`U`$ be a set of literals. The restricted reduct is the program obtained from $`\mathrm{\Pi }`$ by:
1. removing from $`\mathrm{\Pi }`$ all rules containing subjective formulae $`G`$ where $`GSubLit(U)`$ and $`W\vDash ̸G`$.
2. removing all other occurrences of subjective formula $`G`$ where $`GSubLit(U)`$.
The resultant program will be denoted by $`\mathrm{\Pi }^{r(U,W)}`$ and be referred to as the reduct of $`\mathrm{\Pi }`$ with respect to $`W`$, restricted by $`U`$.
In our intended use, $`\mathrm{\Pi }`$, would be the top of a program, $`U`$, would be the set used to split the program, and $`W`$ would be the world view of the bottom.
The following is an example of a restricted reduct.
###### Example 4
| Let | $`W=`$ | $`\{\{a,\neg b,d\},\{a,\neg d\}\}`$, |
| --- | --- | --- |
| $`U=`$ | $`\{a,\neg a,b,\neg b,c,\neg c\}`$, and |
| $`\mathrm{\Pi }=`$ | $`ea,M\neg b,f`$ |
| $`gKa,h`$ |
| $`iMc`$ |
| $`jKd,k`$ |
| then | $`\mathrm{\Pi }^{r(U,W)}=`$ | $`ea,f`$ |
| $`gh`$ |
Next we consider objective literals. Recall that the world view of the bottom of a program is in essence a set of belief sets, all of which are different. Because of this, the truth or falsity of the objective literals in the bodies of rules of the top may vary with respect to each belief set. Due to this fact, after performing the reduction described below, rather than being left with a single program, we have, in general, a different partially evaluated top for each belief set of the bottom.
###### Definition 3 (Partial Evaluation)
Given two sets of objective literals, $`U`$ and $`X`$, and an epistemic specification, $`\mathrm{\Pi }`$, for which none of the literals from $`U`$ or $`X`$ occur subjectively in its rules, then $`e_U(\mathrm{\Pi },X)=\{r^{}`$: $``$ rule $`r\mathrm{\Pi }`$ such that $`pos(r)UX`$ and $`neg(r)U`$ is disjoint from $`X`$, $`r^{}`$ is the rule which results from removing each sub-formula of the form $`L`$ or $`\text{not}L`$ from $`r`$, where $`LU\}`$. We refer to $`e_U(\mathrm{\Pi },X)`$ as the partial evaluation of $`\mathrm{\Pi }`$ with respect to $`X`$.
Here again, in our intended use $`\mathrm{\Pi }`$ would be the top of the program, $`U`$ would be the splitting set used, and $`X`$ would be one of belief sets from the world view of the bottom.
As was mentioned above, after taking the restricted reduct of the top and then finding the partial evaluation of the result with respect to each of the belief sets of the bottom, we are often left with multiple “tops”. We cannot simply take the world view of each “top” and merge them together. The reason for this is that it does not guarantee that the truth of subjective literals in the merged world view are the same as they were in each “top”. To handle this problem we introduce the idea of a multi-view.
###### Definition 4 (Multi-view)
Given epistemic logic
programs $`\mathrm{\Pi }_1,\mathrm{},\mathrm{\Pi }_n`$, then a collection of sets of objective literals, $`W`$, is a multi-view of $`\mathrm{\Pi }_1,\mathrm{},\mathrm{\Pi }_n`$ iff
1. $`W=(_{i=1}^nans(\mathrm{\Pi }_i^W))\backslash \{Lit\}`$ ( if $`i`$ s.t. $`ans(\mathrm{\Pi }_i^W)`$ is consistent)
2. $`W=\{\{Lit\}\}`$ (otherwise)
A multi-view, $`W`$, is consistent iff $`W\{\{Lit\}\}`$. For each $`\mathrm{\Pi }_i`$, the set of all belief sets of $`\mathrm{\Pi }_i^W`$ is called the restricted view of $`\mathrm{\Pi }_i`$ with respect to W.
Here a simple example of a multi-view.
###### Example 5
| | | | If | $`\mathrm{\Pi }_1=`$ | $`a`$ |
| --- | --- | --- | --- | --- | --- |
| $`b`$ |
| $`cKb`$ |
| | and | $`\mathrm{\Pi }_2=`$ | $`a`$ |
| $`cKb`$ |
then $`\mathrm{\Pi }_1,\mathrm{\Pi }_2`$ has only one multi-view, {{a, b},{a}}.
Before we present the main theorem of the paper we must first present a new notation and a definition. Given a collection of sets of objective literals, $`W`$, and a set of literals, $`U`$, then
$$W|_U=\{X:W_iW,X=W_iU\}.$$
###### Definition 5 (Safe)
Given an Epistemic Specification $`\mathrm{\Pi }`$ with splitting set $`U`$ such that $`\mathrm{\Pi }_U=b_U(\mathrm{\Pi })`$ and $`\mathrm{\Pi }_{\overline{U}}=\mathrm{\Pi }\backslash \mathrm{\Pi }_U`$, $`\mathrm{\Pi }`$ is said to be safe with respect to U iff $`W=\{W_1,\mathrm{},W_n\}`$ if $`\{W_1|_U,\mathrm{},W_n|_U\}ans(\mathrm{\Pi }_U^W)`$ then $`Aans(\mathrm{\Pi }_U^W):(e_U(\mathrm{\Pi }_{\overline{U}}^W,A))`$ is consistent.
###### Theorem 1
Let $`\mathrm{\Pi }`$ be an epistemic specification, $`U`$ be a splitting set of $`\mathrm{\Pi }`$ such that $`\mathrm{\Pi }`$ is safe with respect to $`U`$. If we denote $`b_U(\mathrm{\Pi })`$ as $`\mathrm{\Pi }_U`$, and $`\mathrm{\Pi }\backslash \mathrm{\Pi }_U`$ as $`\mathrm{\Pi }_{\overline{U}}`$ then:
1. If
$$X=\{X_1,\mathrm{},X_n\}$$
is a consistent world view of $`\mathrm{\Pi }_U`$ and $`Y`$ is a consistent multi-view of
$$(e_U(\mathrm{\Pi }_{\overline{U}}^{r(U,X)},X_1),\mathrm{},e_U(\mathrm{\Pi }_{\overline{U}}^{r(U,X)},X_n))$$
then if $`W=\{W_i:W_i=X_jY_k`$, where $`X_jX,Y_kans((e_U(\mathrm{\Pi }_{\overline{U}}^{r(U,X)},X_j))^Y)`$ and $`X_jY_k`$ is consistent $`\}\{\}`$ then $`W`$ is a consistent world view of $`\mathrm{\Pi }`$.
2. If $`W`$ is a consistent world view of $`\mathrm{\Pi }`$ then $`X,Y`$ such that $`X`$ is a world view of $`\mathrm{\Pi }_U`$, $`Y`$ is a multi-view of
$$(e_U(\mathrm{\Pi }_{\overline{U}}^{r(U,X)},X_1),\mathrm{},e_U(\mathrm{\Pi }_{\overline{U}}^{r(U,X)},X_n))$$
and
$$W_iW(W_i|_UX$$
and
$$W_i|_{\overline{U}}ans((e_U(\mathrm{\Pi }_{\overline{U}}^{r(U,X)},W_i|_U))^Y)$$
In the above theorem we require that the splitting set be safe with respect to the program. As we will show, this restriction is important. If one or more or the belief sets of the bottom does not have a consistent extension to the top, the value of subjective literals defined in the bottom may change. In this case, the above method may not compute a correct world view.
###### Example 6
Consider the program, $`\mathrm{\Pi }_4`$, with the following rules:
1. $`p(a)orp(b)`$
2. $`p(c)Mp(b)`$
3. $`p(d)p(b)`$
4. $`\neg p(d)p(b)`$
If we split the program using
$$U=\{p(a),\neg p(a),p(b),\neg p(b),p(c),\neg p(c)\}$$
as a splitting set, then $`b_U(\mathrm{\Pi }_4)`$, which consists of rules 1 and 2, has one world view which contains 2 belief sets, $`\{p(a),p(c)\}`$ and $`\{p(b),p(c)\}`$. With respect to the belief set $`\{p(b),p(c)\}`$, however, the top of the program is inconsistent. Using the method from the theorem above, not requiring the program be safe, we get one “world view”: $`\{\{p(a),p(c)\}\}`$. It can easily be seen however, that this is not a world view of $`\mathrm{\Pi }_4`$. The only world view of the program is $`\{\{p(a)\}\}`$.
The error occurred because, since $`p(b)`$ was “possible” in the world view the bottom we concluded $`p(c)`$ was therefore true even though we later find that $`p(b)`$ is no longer “possible” after the computation of the top.
As can be seen from the definition, determining if a splitting set of a program is safe may be as difficult as finding the world views. We will give a property which is more intuitive and easier to check. While it is less general, it is reasonable and encompasses a large number of interesting programs. Before we present the condition, we must first define satisfies.
###### Definition 6 (Satisfies)
Given a program $`\mathrm{\Pi }`$ and a collection of sets of literals from $`Lit(\mathrm{\Pi })`$, denoted $`W`$, then we will say $`W`$ satisfies the body of a rule, $`r\mathrm{\Pi }`$, if each literal in the body is true with respect to $`W`$. We say $`W`$ satisfies $`r`$ if either $`W`$ does not satisfy the body of $`r`$ or at least one literal in the head of $`r`$ is true with respect to $`W`$.
We now present the property.
###### Definition 7 (Guarded)
We will say that a program $`\mathrm{\Pi }`$ is guarded with respect to a splitting set $`U`$ if
* $`\mathrm{\Pi }`$ does not contain subjective literals, or
* for every pair of rules $`R_1,R_2\mathrm{\Pi }\backslash b_U(\mathrm{\Pi })`$ and for every collection of sets of literals from $`Lit(\mathrm{\Pi })`$, denoted as $`W`$, if $`head(R_1)`$ and $`head(R_2)`$ contain contrary literals and $`W`$ satisfies all of the rules in $`b_U(\mathrm{\Pi })`$ then either $`W`$ does not satisfy the body of $`R_1`$ or $`W`$ does not satisfy the body of $`R_2`$. Note that a rule with an empty head can be rewritten as a rule which has the predicate $`\neg true`$ as the head and by adding the rule
$$true$$
to the program. A program containing rules with empty heads is guarded with respect to $`U`$ if the program rewritten without such rules is.
It can be shown that, given any program $`\mathrm{\Pi }`$ with splitting set $`U`$, if $`\mathrm{\Pi }`$ is guarded with respect to $`U`$ then $`U`$ is safe with respect to $`\mathrm{\Pi }`$.
## Splitting and Stratification
In this section we will give a definition of stratification for epistemic logic programs, show how it relates to splitting sets, and illustrate how the splitting set theorem can be used to simplify the computation of the world view of a stratified epistemic logic program. We will start out with the definition of stratification.
###### Definition 8 (Stratification)
A partitioning
$$\pi _0,\mathrm{},\pi _z$$
of the set of all literals of an epistemic logic program, $`\mathrm{\Pi }`$, is a stratification of $`\mathrm{\Pi }`$, if for any literal, $`L_1\pi _i`$, then
$$\neg L_1\pi _i$$
and for any other literal $`L_2`$ in $`Lit(\mathrm{\Pi })`$ and any rule $`r\mathrm{\Pi }`$:
* if $`L_1,L_2head(r)`$ then $`L_2\pi _i`$.
* if $`L_1head(r)`$ and $`L_2`$ occurs objectively in $`pos(r)`$ then there exists an $`ji`$ such that $`L_2\pi _j`$.
* if $`L_1head(r)`$ and $`L_2neg(r)`$ or $`L_2`$ occurs subjectively in $`r`$, then there exists $`j<i`$ such that $`L_2\pi _j`$.
This stratification of the literals defines a stratification of the rules of $`\mathrm{\Pi }`$ to strata $`\mathrm{\Pi }_0,\mathrm{},\mathrm{\Pi }_k`$ where a strata $`\mathrm{\Pi }_i`$ contains all of the rules of $`\mathrm{\Pi }`$ whose heads consists of literal from $`\pi _i`$. A program is called stratified if it has a stratification.
It can easily be seen that, given a stratified epistemic logic program, $`\mathrm{\Pi }`$, with stratification $`\pi _0,\mathrm{},\pi _z`$, the set of literal $`U_i`$ such that
$$U_i=\underset{j=1}{\overset{i}{}}\pi _j$$
is a splitting set of $`\mathrm{\Pi }`$. With each stratified epistemic logic program we will then associate a sequence $`U_0,\mathrm{},U_z`$ of splitting sets formed as described.
This leads us to an algorithm for computing the world view a safe, stratified epistemic specification. Given an epistemic specification, $`\mathrm{\Pi }`$, with stratification $`\pi _0,\mathrm{},\pi _n`$ and associated splitting sets $`U_0,\mathrm{},U_n`$, such that $`\mathrm{\Pi }`$ is safe with respect to $`\{\}`$ and each $`U_i`$, we can compute the world view of $`\mathrm{\Pi }`$ as follows:
1. Using the splitting set theorem, compute the world view, $`W_1`$, of $`\mathrm{\Pi }_0\mathrm{\Pi }_1`$ with splitting set $`U_0`$. Note that $`b_{U_0}=\mathrm{\Pi }_0`$ and, by the definition of stratification, it does not contain $`not`$ or any subjective literals. $`\mathrm{\Pi }_0`$ is also safe with respect to $`\{\}`$. From these two facts, it can be seen that $`\mathrm{\Pi }_0`$ has a unique, consistent, world view which consists of all the belief sets of the EDLP $`\mathrm{\Pi }_0`$.
2. Given the world view, $`W_{i1}`$, of $`\mathrm{\Pi }_0\mathrm{}\mathrm{\Pi }_{i1}`$, the world view, $`W_i`$, of $`\mathrm{\Pi }_0\mathrm{}\mathrm{\Pi }_i`$ can be computed using the splitting set theorem with the splitting set $`U_{i1}`$.
Notice that $`W_n`$ is the world view of $`\mathrm{\Pi }`$. It can be seen from the definition of stratification that, in each step of the algorithm above, when we take the restricted reduct of the top of program we are left with a program which does not contain subjective literals. The multi-view is therefore simply the union of the world views obtained by taking the restricted reduct of the top and partially evaluating with respect to one of the belief sets of the world view of the bottom. To compute the world view of a safe, stratified, epistemic logic program therefore, one only needs to be able to compute the belief sets of extended disjunctive logic programs.
The following theorem, which is a slightly modified version of a theorem from (?), also follows from the results above.
###### Theorem 2
Given any stratified, epistemic logic program, $`\mathrm{\Pi }`$, which is safe with respect to $`\{\}`$ as well as each of the splitting sets associated with its stratification, the program $`\mathrm{\Pi }`$ has a unique, consistent, world view.
## Conclusion
In this paper, we expanded the results from (?) to include epistemic logic programs. We also presented definitions of what it means for a epistemic logic program to be safe, guarded, and stratified. This led to an algorithmic method for computing world views of a subclass of epistemic logic programs.
It should be noted that the belief sets of an extended disjunctive logic program are simply the answer sets (?) of that program. Recently, there have been considerable advances in the computation of such answer sets. One such system which shows great promise is DLV (?). Using their system and the results in this paper, it should be a reasonable task to create a inference engine for the subclass of epistemic logic programs mentioned here.
As this paper is meant to form a basis for the computation of world views, we restricted ourselves to epistemic logic programs with a finite number of finite world views. We believe that the theorem presented here can be expanded to cover programs with an infinite number of infinite world views.
## Acknowledgements
The author would like to thank Michael Gelfond and the anonymous reviewers for their helpful comments.
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# Propagation of entangled light pulses through dispersing and absorbing channels
## I Introduction
Quantum-state entanglement of spatially separated systems is one of the most exciting features of quantum mechanics . In particular in the rapidly developing field of quantum information processing (quantum teleportation , quantum cryptography , and quantum computing ), entanglement has been a subject of intense studies. Recently, continuous-variable systems have been of increasing interest .
Since entanglement is a highly nonclassical property, it is expected to respond very sensitively to environment influences, and thus it can decrease very fast. The mechanisms of decoherence are worth to be studied in detail , because they delimit possible applications. In particular, optical pulses prepared in entangled states typically propagate through optical fibers and/or pass optical instruments, such as beam splitters, mirrors, and interferometers. All these devices are built up by (dielectric) matter that always gives rise to some dispersion and absorption. As a result, the initially prepared quantum coherence is destroyed, and the question arises of what is the characteristic scale of quantum decorrelation.
In this paper the quantum decorrelation of two initially entangled light pulses that pass through optical devices is studied. The pulses are regarded as being nonmonochromatic modes of arbitrary shape, and the devices are regarded as being dispersing and absorbing four-port devices of arbitrary frequency response. The underlying theory of quantum state transformation has been developed recently . It is based on a quantization procedure for the electromagnetic field in dispersing and absorbing inhomogeneous dielectrics , which is consistent with both the dissipation-fluctuation theorem and the QED canonical (equal-time) commutation relations. One interesting aspect of the theory is that given the complex refractive-index profiles of the devices, which can be determined experimentally, the parameters relevant to the quantum-state transformation can be calculated without further assumptions.
In Section II the basic relations for describing the pulse propagation and the associated quantum-state transformation are given for the case when the pulses are initially prepared in a two-mode squeezed vacuum state. The fidelity and some characteristic measures of (quantum) correlations of the pulses are calculated and discussed in Section III, and some concluding remarks are given in Section IV.
## II Pulse propagation and quantum-state transformation
Let us consider the propagation of two nonclassical light pulses through lossy four-port devices of given complex refractive-index profiles . Regarding the pulses as nonmonochromatic modes, we may define annihilation operators for the two pulses in terms of the annihilation operators associated with the monochromatic modes that form the pulses ,
$`\widehat{a}[\eta ]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\omega \eta ^{}(\omega )\widehat{a}(\omega ),`$ (1)
$`\widehat{d}[\stackrel{~}{\eta }]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\omega \stackrel{~}{\eta }^{}(\omega )\widehat{d}(\omega ),`$ (2)
where $`\eta (\omega )`$ and $`\stackrel{~}{\eta }(\omega )`$ are normalized functions that describe the pulse profiles,
$`\eta ^2(\eta |\eta )`$ $``$ $`{\displaystyle _0^{\mathrm{}}}𝑑\omega \eta ^{}(\omega )\eta (\omega )=1,`$ (3)
$`\stackrel{~}{\eta }^2(\stackrel{~}{\eta }|\stackrel{~}{\eta })`$ $``$ $`{\displaystyle _0^{\mathrm{}}}𝑑\omega \stackrel{~}{\eta }^{}(\omega )\stackrel{~}{\eta }(\omega )=1.`$ (4)
Using the continuous-mode bosonic commutation relations
$$[\widehat{a}(\omega ),\widehat{a}^{}(\omega ^{})]=\delta (\omega \omega ^{})=[\widehat{d}(\omega ),\widehat{d}^{}(\omega ^{})]$$
(5)
(the other commutators being zero), it follows that
$$[\widehat{a}[\eta ],\widehat{a}^{}[\eta ]]=1=[\widehat{d}[\stackrel{~}{\eta }],\widehat{d}^{}[\stackrel{~}{\eta }]].$$
(6)
Now let us assume that the pulses are initially prepared in an entangled quantum state of the type of a two-mode squeezed vacuum state
$$|\mathrm{\Psi }_{\mathrm{in}}=\mathrm{exp}\{q^{}\widehat{a}[\eta ]\widehat{d}[\stackrel{~}{\eta }]\mathrm{H}.\mathrm{c}.\}|0\widehat{S}\left(q\right)|0,$$
(7)
with $`q=|q|e^{i\phi _q}`$ being the squeezing parameter. Most studies of continuous-variable systems in quantum information processing have been based on such states . After having passed the devices, the output state of the pulses reads as
$$|\mathrm{\Psi }_{\mathrm{out}}=\mathrm{exp}\{q^{}\widehat{a}^{}[\eta ]\widehat{d}^{}[\stackrel{~}{\eta }]\mathrm{H}.\mathrm{c}.\}|0\widehat{S}^{}(q)|0,$$
(8)
where
$`\widehat{a}^{}[\eta ]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\omega \eta ^{}(\omega )\widehat{a}^{}(\omega ),`$ (9)
$`\widehat{d}^{}[\stackrel{~}{\eta }]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑\omega \stackrel{~}{\eta }^{}(\omega )\widehat{d}^{}(\omega ),`$ (10)
and the continuous-mode operators $`\widehat{a}^{}(\omega )`$ and $`\widehat{d}^{}(\omega )`$ are given by
$`\widehat{a}^{}(\omega )`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}\left[T_{i1}^{}(\omega )\widehat{a}_i(\omega )+F_{i1}^{}(\omega )\widehat{g}_i(\omega )\right],`$ (11)
$`\widehat{d}^{}(\omega )`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}\left[\stackrel{~}{T}_{i1}^{}(\omega )\widehat{d}_i(\omega )+\stackrel{~}{F}_{i1}^{}(\omega )\widehat{h}_i(\omega )\right]`$ (12)
\[see A, equation (A5)\]. In equations (11), (12) the continuous-mode operators $`\widehat{a}_1(\omega )\widehat{a}(\omega )`$ and $`\widehat{d}_1(\omega )\widehat{d}(\omega )`$ belong to the fields entering the first input ports of the two four-port devices, whereas $`\widehat{a}_2(\omega )`$ and $`\widehat{d}_2(\omega )`$ belong to the fields entering the second input ports, and the bosonic operators $`\widehat{g}_i(\omega )`$ and $`\widehat{h}_i(\omega )`$ describe excitations of the two devices. The quantities $`T_{11}(\omega )T(\omega )`$, $`\stackrel{~}{T}_{11}(\omega )\stackrel{~}{T}(\omega )`$ and $`T_{21}(\omega )R(\omega )`$, $`\stackrel{~}{T}_{21}(\omega )\stackrel{~}{R}(\omega )`$ are respectively the transmission and reflection coefficients of the four-port devices with respect to the incoming fields at the first input ports. In what follows we assume that the second input ports of the devices are unused, that is, the fields there are in the vacuum state, the corresponding variables together with the device variables being referred to as the environment $``$. Moreover, we assume that the devices are not excited.
It is convenient to represent each of the operators $`\widehat{a}^{}[\eta ]`$ and $`\widehat{d}^{}[\stackrel{~}{\eta }]`$ in equations (9), (10) as a sum of two other independent bosonic operators,
$`\widehat{a}^{}[\eta ]`$ $`=`$ $`T\eta \widehat{a}[\eta ^{}]+(1T\eta ^2)^{1/2}\widehat{q}_\eta ,`$ (13)
$`\widehat{d}^{}[\stackrel{~}{\eta }]`$ $`=`$ $`\stackrel{~}{T}\stackrel{~}{\eta }\widehat{d}[\stackrel{~}{\eta }^{}]+(1\stackrel{~}{T}\stackrel{~}{\eta }^2)^{1/2}\widehat{p}_{\stackrel{~}{\eta }},`$ (14)
where $`\eta ^{}(\omega )=T(\omega )\eta (\omega )/T\eta `$ and $`\stackrel{~}{\eta }^{}(\omega )=\stackrel{~}{T}(\omega )\stackrel{~}{\eta }(\omega )/\stackrel{~}{T}\stackrel{~}{\eta }`$. Note that the operators $`\widehat{q}_\eta `$ and $`\widehat{p}_{\stackrel{~}{\eta }}`$ belong to the environment $``$,
$`(1T\eta ^2)^{1/2}\widehat{q}_\eta `$ $`=`$ $`\widehat{a}_2[R\eta ]+{\displaystyle \underset{i=1}{\overset{2}{}}}\widehat{g}_i[F_{i1}\eta ],`$ (15)
$`(1\stackrel{~}{T}\stackrel{~}{\eta }^2)^{1/2}\widehat{p}_{\stackrel{~}{\eta }}`$ $`=`$ $`\widehat{d}_2\left[\stackrel{~}{R}\stackrel{~}{\eta }\right]+{\displaystyle \underset{i=1}{\overset{2}{}}}\widehat{h}_i\left[\stackrel{~}{F}_{i1}\stackrel{~}{\eta }\right].`$ (16)
Given the output quantum state $`|\mathrm{\Psi }_{\mathrm{out}}`$ of the system, the (symmetric) characteristic function
$$\mathrm{\Phi }_{\mathrm{out}}(\alpha ,\beta )=\mathrm{exp}(\alpha \widehat{a}^{}[\eta ^{}]+\beta \widehat{d}^{}[\stackrel{~}{\eta }^{}]\mathrm{H}.\mathrm{c}.)_{\mathrm{out}}$$
(17)
can be calculated. In B it is shown that
$`\mathrm{\Phi }_{\mathrm{out}}(\alpha ,\beta )=\mathrm{exp}\{\frac{1}{2}\left(\right|\alpha |^2[1+(\mathrm{cosh}2|q|1)T\eta ^2]`$ (20)
$`+\left|\beta |^2[1+(\mathrm{cosh}2|q|1)\stackrel{~}{T}\stackrel{~}{\eta }^2]\right)`$
$`\frac{1}{2}(\alpha \beta e^{i\phi _q}\mathrm{sinh}2|q|+\alpha ^{}\beta ^{}e^{i\phi _q}\mathrm{sinh}2|q|)T\eta \stackrel{~}{T}\stackrel{~}{\eta }\}.`$
Note that $`\mathrm{\Phi }_{\mathrm{out}}(\alpha ,\beta )`$ is a function only of the moduli $`|T(\omega )|`$ and $`|\stackrel{~}{T}(\omega )|`$ of the transmission coefficients. For $`T(\omega )=\stackrel{~}{T}(\omega )=1`$, the characteristic function of the incoming fields is recognized.
## III Pulse correlations
A measure of the entanglement of two subsystems $`(A)`$ and $`(B)`$ of a composed system $`(AB)`$ that is prepared in some mixed state $`\widehat{\varrho }`$ is the quantum relative entropy $`E`$ , the quantum analog of the classical Kullback-Leibler entropy,
$`E(\widehat{\varrho })=\underset{\widehat{\sigma }ϵ𝒮}{\mathrm{min}}\mathrm{Tr}[\widehat{\varrho }(\mathrm{ln}\widehat{\varrho }\mathrm{ln}\widehat{\sigma })],`$ (21)
where $`𝒮`$ is the set of all separable quantum states the composed system can be prepared in. For pure states, $`\widehat{\varrho }`$ $`=`$ $`|\mathrm{\Psi }\mathrm{\Psi }|`$, the entanglement measure (21) reduces to the von Neumann entropy of one subsystem
$`E(\widehat{\varrho })=S_A=\mathrm{Tr}^{(A)}\left(\widehat{\varrho }^{(A)}\mathrm{ln}\widehat{\varrho }^{(A)}\right)=S_B,\widehat{\varrho }^{(A)}=\mathrm{Tr}^{(B)}\widehat{\varrho }`$ (22)
\[Tr<sup>(A)</sup> (Tr<sup>(B)</sup>), trace with respect to the subsystem A (B)\]. In the case where $`|\mathrm{\Psi }`$ is the two-mode squeezed vacuum state (7) it follows that
$`E(\widehat{\varrho })=S_{\mathrm{th}}(\overline{n}_{\mathrm{sq}})=(\overline{n}_{\mathrm{sq}}+1)\mathrm{ln}(\overline{n}_{\mathrm{sq}}+1)\overline{n}_{\mathrm{sq}}\mathrm{ln}\overline{n}_{\mathrm{sq}},`$ (23)
with $`\overline{n}_{\mathrm{sq}}=\mathrm{sinh}^2|q|`$ being the mean number of photons in each mode. Hence, the entanglement is given by the von Neumann entropy of a thermal state of mean photon number $`\overline{n}=\overline{n}_{\mathrm{sq}}`$. Note that for large mean photon numbers the entanglement increases linearly with the squeezing parameter, $`E\mathrm{ln}\overline{n}_{\mathrm{sq}}4|q|`$.
Unfortunately, there has been no explicit expression for calculating the entanglement measure (21) of mixed states, which are typically observed in noisy systems. Extensive numerical procedures would be indispensable in general, which dramatically grow up with increasing dimension of the Hilbert space . Therefore some other correlation measures have been introduced. Although they are not purely quantum correlation measures \[as is the entanglement measure (21)\], they may be very helpful to gain insight into the problem of degradation of quantum correlations.
### A Fidelity
Fidelity can be regarded as being a measure of how close to each other are two (system) states in the corresponding Hilbert space. Fidelities have been used, e.g., to describe decoherence effects in the transmission of quantum information through noisy channels and to characterize the quality of quantum teleportation .
When $`\widehat{\varrho }_{\mathrm{in}}=|\mathrm{\Psi }_{\mathrm{in}}\mathrm{\Psi }_{\mathrm{in}}|`$ and $`\widehat{\varrho }_{\mathrm{out}}=|\mathrm{\Psi }_{\mathrm{out}}\mathrm{\Psi }_{\mathrm{out}}|`$ are respectively the input and the output density operators of the overall system (composed of the two pulses and the environment), then the density operators of the incoming and outgoing fields are respectively
$$\widehat{\varrho }_{\mathrm{in}}^{(a,d)}=\mathrm{Tr}^{()}\widehat{\varrho }_{\mathrm{in}}$$
(24)
and
$$\widehat{\varrho }_{\mathrm{out}}^{(a,d)}=\mathrm{Tr}^{()}\widehat{\varrho }_{\mathrm{out}},$$
(25)
(Tr<sup>(E)</sup>, trace with respect to the environment). Following c, the fidelity
$$F_e=\mathrm{Tr}\left(\widehat{\varrho }_{\mathrm{in}}^{(a,d)}\widehat{\varrho }_{\mathrm{out}}^{(a,d)}\right)$$
(26)
can be defined. In C it is shown that applying the quantum state transformation outlined in Section II leads to
$`F_e=|1+[1(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })]\overline{n}_{\mathrm{sq}}|^2.`$ (27)
Note that $`F_e`$ in equation (27) refers to the transmitted light. Replacing $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ with $`R(\omega )`$ and $`\stackrel{~}{R}(\omega )`$ respectively, the fidelity with respect to the reflected fields is obtained. From equation (27) it is seen that the fidelity sensitively depends on the spectral overlaps of the transmitted and the incoming pulses, and these overlaps are substantially determined by the dependence on frequency of the transmission coefficients $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ (cf. Fig. 4). It is worth noting that the fidelity decreases rapidly with increasing initial mean photon number, that is, with increasing initial squeezing and thus increasing initial entanglement.
To illustrate the effect, $`F_e`$ is shown in Fig. 1 as a function of the product of the overlaps $`(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })`$ for different values of the squeezing parameter $`|q|`$. In the figure $`(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })`$ is assumed to be real. If the phases of $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ did not depend on $`\omega `$, then real $`(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })`$ would correspond to the maximally attainable fidelity (which could be also called entanglement fidelity ).
In quantum teleportation a strongly entangled two-mode squeezed vacuum is desired. Since in this case the photon number must be large, the state should tend to a macroscopic (at least mesoscopic) state, and hence its nonclassical features can become extremely unstable. Clearly, in the case of discrete-variable systems the entanglement must not necessarily increase with the mean photon number. For example, in the case of a two-mode state of the type
$$|\mathrm{\Psi }_{\mathrm{in}}=\frac{1}{\sqrt{1+|\lambda |^2}}\left(|00+\lambda |nn\right)=\frac{1}{\sqrt{1+|\lambda |^2}}\left[1+\lambda \frac{\left(\widehat{a}[\eta ]\widehat{d}[\stackrel{~}{\eta }]\right)^n}{n!}\right]|0,$$
(28)
the entanglement is
$$E=\frac{S_{\mathrm{th}}(|\lambda |^2)}{1+|\lambda |^2},$$
(29)
whereas the mean photon number in one mode is $`\overline{n}=n|\lambda |^2/(1+|\lambda |^2)`$. The entanglement attains its maximal value $`E=\mathrm{ln}2`$ at $`|\lambda |=1`$, which corresponds to a Bell-type state. Nevertheless, when $`\overline{n}`$ becomes large the entanglement of the transmitted field decreases exponentially with $`\overline{n}`$ . A similar behaviour is observed for the fidelity. Using the results in Ref. , the fidelity (with respect to the transmitted fields) is obtained to be
$`F_e={\displaystyle \frac{1}{(1+|\lambda |^2)^2}}\left[\right|1+|\lambda |^2(\eta |T\eta )^n(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })^n|^2`$ (31)
$`+|\lambda |^2(1T\eta ^2)^n(1\stackrel{~}{T}\stackrel{~}{\eta }^2)^n].`$
It is seen that with increasing value of $`n`$ the fidelity rapidly decreases to the minimal value, i.e., $`F_e=0.5`$ for $`|\lambda |=1`$.
### B Entropic correlation measures
Correlation measures can be defined employing the von Neumann entropy. A very general correlation measure is the index of correlation
$$I_c=S_a+S_dS_{ad},$$
(32)
where
$$S_{ad}=\mathrm{Tr}\left(\widehat{\varrho }_{\mathrm{out}}^{(a,d)}\mathrm{ln}\widehat{\varrho }_{\mathrm{out}}^{(a,d)}\right)$$
(33)
is the entropy of the two-pulse system, and
$$S_m=\mathrm{Tr}\left(\widehat{\rho }_{\mathrm{out}}^{(m)}\mathrm{ln}\widehat{\rho }_{\mathrm{out}}^{(m)}\right)$$
(34)
($`m=a,d`$) are the entropies of the single-pulse systems,
$$\widehat{\varrho }_{\mathrm{out}}^{(a)}=\mathrm{Tr}^{(d)}\widehat{\varrho }_{\mathrm{out}}^{(a,d)},\widehat{\varrho }_{\mathrm{out}}^{(d)}=\mathrm{Tr}^{(a)}\widehat{\varrho }_{\mathrm{out}}^{(a,d)}.$$
(35)
Note that $`I_c`$ is bounded from below by $`|S_aS_d|`$ and from above by $`S_a`$ $`+`$ $`S_d`$. Further, $`I_c`$ is an upper bound of the entanglement, $`EI_c`$, because $`\widehat{\varrho }_{\mathrm{out}}^{(a)}\widehat{\varrho }_{\mathrm{out}}^{(d)}`$ is an element of the set of separable states $`𝒮`$ of the two-pulse system.
Correlation measures that can be used to formulate criteria of nonclassical correlation are
$`I_e^{(m)}=S_mS_{ad}`$ (36)
($`m=a,d`$). Since the entropy of a classical system must not be less than the entropy of one of its subsystems, positive values of $`I_e^{(m)}`$ indicate nonclassical correlation. Thus, positive values of $`I_e^{(a)}`$ and/or $`I_e^{(b)}`$ may be regarded as indicating entanglement.
As can be seen from equation (20), the characteristic function of $`\widehat{\varrho }_{\mathrm{out}}^{(a,d)}`$ is of Gaussian type. The same is true for the characteristic function of $`\widehat{\varrho }_{\mathrm{out}}^{(a)}`$ and $`\widehat{\varrho }_{\mathrm{out}}^{(d)}`$, which follows from equation (20) for $`\beta =0`$ and $`\alpha =0`$ respectively. Hence, the entropies $`S_m`$, equation (34), and \[after diagonalizing the quadratic form in the exponent in equation (20)\] the entropy $`S_{ad}`$, equation (33), can be obtained analytically in the form of the entropy of thermal states:
$$S_a=S_{\mathrm{th}}(n_a),n_a=T\eta ^2\overline{n}_{\mathrm{sq}},$$
(37)
$$S_d=S_{\mathrm{th}}(n_d),n_d=\stackrel{~}{T}\stackrel{~}{\eta }^2\overline{n}_{\mathrm{sq}},$$
(38)
$$S_{ad}=S_{\mathrm{th}}(n_{ad}),n_{ad}=(1T\eta ^2\stackrel{~}{T}\stackrel{~}{\eta }^2)\overline{n}_{\mathrm{sq}}.$$
(39)
Equations (37) – (39) again reveal the typical dependence on the spectral overlaps of the transmitted and the incoming pulses, the overlaps being substantially determined by the frequency response of the devices. Note that only the absolute values of $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ appear. Obviously, the entropies of the reflected light are obtained by replacing $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ with $`R\left(\omega \right)`$ and $`\stackrel{~}{R}\left(\omega \right)`$ respectively.
Examples of the entropy $`S_{ad}`$ and the correlation indices $`I_c`$ and $`I_e^{(m)}`$ as functions of $`T\eta ^2`$ are shown in Fig. 2 for $`\stackrel{~}{T}\stackrel{~}{\eta }^2=1`$ (that is, only one channel is noisy). It is seen that for not too small values of $`T\eta ^2`$ both $`I_e^{(a)}`$ and $`I_e^{(d)}`$ are positive and thus indicate entanglement. With decreasing value of $`T\eta ^2`$ they decrease in a similar way as $`I_c`$. Whereas $`I_e^{(a)}`$ referring to the noise channel becomes negative and thus attains classically allowed values, $`I_e^{(d)}`$ referring to the unperturbed channel remains always positive but becomes small. The results are in agreement with the Peres-Horodecki separability criterion for bipartite Gaussian quantum states . It tells us that in the low-temperature limit the two-pulse system under consideration remains inseparable for all values of $`T\eta ^2`$ and $`\stackrel{~}{T}\stackrel{~}{\eta }^2`$ (cf. ). In order to get insight into the influence of the initial mean photon number $`\overline{n}_{\mathrm{sq}}=\mathrm{sinh}^2|q|`$ on the degradation of the quantum correlation, we have plotted in Fig. 3 the dependence on $`T\eta ^2`$ of the correlation indices $`I_e^{(a)}`$ and $`I_e^{(d)}`$ for different values of $`|q|`$. It is clearly seen that the larger $`\overline{n}_{\mathrm{sq}}`$ becomes, the faster $`I_e^{(a)}`$ and $`I_e^{(d)}`$ decrease.
### C Example: absorbing dielectric plate
The values of $`(\eta |T\eta )`$, $`(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })`$, and $`T\eta ^2`$, $`\stackrel{~}{T}\stackrel{~}{\eta }^2`$ depend on the chosen pulse forms and on the dependence on frequency of the transmission coefficients of the devices $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$. When the bandwidths of the pulses are sufficiently small, so that the variation of $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ within the pulse bandwidths can be disregarded, then $`T(\omega )`$ and $`\stackrel{~}{T}(\omega )`$ can be taken at the mid-frequencies $`\omega _f`$ and $`\stackrel{~}{\omega }_f`$ of the pulse, i.e., $`(\eta |T_{ij}\eta )T_{ij}(\omega _f)`$ and $`(\stackrel{~}{\eta }|\stackrel{~}{T}_{ij}\stackrel{~}{\eta })\stackrel{~}{T}_{ij}(\stackrel{~}{\omega }_f)`$. In this case, the results become independent of the pulse shape and solely reflect the effect of the devices.
Let us again consider the case where one pulse passes through free space and assume that the other pulse passes through a dielectric plate whose complex (Lorentz-type) permittivity is given by
$$ϵ=1+\frac{ϵ_\mathrm{s}1}{1(\omega /\omega _0)^22i\gamma \omega /\omega _0^2}.$$
(40)
Explicit expressions for the transmission coefficient $`T(\omega )`$ and the reflection coefficient $`R(\omega )`$ of such a device are given in Ref. . In Figs. 4($`a`$) and ($`b`$) they are shown as functions of $`\omega `$ for $`ϵ_\mathrm{s}`$ $`=`$ $`1.5`$, $`\gamma /\omega _0`$ $`=`$ $`0.01`$, and plate thickness $`2c/\omega _0`$. Typically, the transmission amplitude shows a dip near the medium resonance $`\omega _0`$, whereas the reflection is peaked there. In Figs. 4($`c`$) and ($`d`$), the fidelities $`F_e`$ of the transmitted and reflected fields are shown as functions of $`\omega _f`$. Finally, Figs. 4($`e`$) – ($`h`$) show the dependence on $`\omega _f`$ of the corresponding correlation indices $`I_e^{(m)}`$. In particular, it is seen that for transmission $`F_e`$ and $`I_e^{(m)}`$ are strongly reduced near the medium resonance, $`\omega _f\omega _0`$, whereas for reflection they are enhanced in that region.
## IV Conclusions
We have studied the problem of quantum correlations in a system of two entangled optical pulses of arbitrary shape, propagating through dispersing and obsorbing four-port devices, which may serve as models of beam splitters, fibres, interferometers etc. Given the complex refractive-index profiles of the devices, which can be determined experimentally, the relevant parameters for the pulse propagation and the associated quantum-state transformation can be calculated without further assumptions. The devices can be viewed as realizations of noisy channels for quantum information transmission.
In the calculations we have assumed that the pulses are initially prepared in a two-mode squeezed vacuum, which is typically considered in quantum teleportation of continuous-variable systems. We have calculated various correlation measures and studied their dependence on the pulse shape and mid-frequency, the frequency response of the devices, and the initial mean photon number. In particular, the results suggest that nonclassical correlations rapidly decrease with increasing mean photon number, which may drastically limit the effectively realizable non-classical correlation in continuous-variable systems. As a realization of a four-port device, we have considered a dielectric plate of a Lorentz-type complex permittivity in more detail.
Finally, it should be remembered that the fidelity and the correlation indices are not strict entanglement measures. Nevertheless, they may be helpful to find characteristic dependences and to estimate limits of entanglement transmission. Whereas for low-dimensional discrete-variable systems such as qubits numerical methods can be used to calculate the entanglement degradation exactly, the exploding effort prevents one from applying them to continuous-variable systems such as strongly squeezed two-mode vacuum states. It has therefore been a great challenge to find explicit entanglement measures, at least for some classes of states such as Gaussian states.
## Acknowledgments
This work was supported by the Deutsche Forschungsgemeinschaft and by the RFBR-BRFBR Grant No. 00-02-81023. We thank S. Scheel for enlightening discussions.
## A Input-output relations
The operator input-output relations at a dispersive and absorbing four-port read
$$\widehat{b}_j(\omega )=\underset{i=1}{\overset{2}{}}T_{ji}\left(\omega \right)\widehat{a}_i\left(\omega \right)+\underset{i=1}{\overset{2}{}}A_{ji}\left(\omega \right)\widehat{g}_i\left(\omega \right),$$
(A1)
where $`\widehat{a}_i(\omega )`$ and $`\widehat{b}_j(\omega )`$ are respectively the input- and output (destruction) operators of the radiation, and $`\widehat{g}_i(\omega )`$ are the bosonic (destruction) operators of the device excitations. The $`2\times 2`$ matrices $`𝐓(\omega )`$ (transformation matrix) and $`𝐀(\omega )`$ (absorption matrix), which are determined by the complex refractive-index profile of the device , satisfy the relation
$$𝐓(\omega )𝐓^+(\omega )+𝐀(\omega )𝐀^+(\omega )=𝐈,$$
(A2)
provided that the device is embedded in vacuum. Whereas the matrix $`𝐓(\omega )`$ describes the effects of transmission and reflection, the matrix $`𝐀(\omega )`$ results from the material absorption.
Let
$$\widehat{\varrho }_{\mathrm{in}}=\widehat{\varrho }_{\mathrm{in}}[\widehat{𝜶}(\omega ),\widehat{𝜶}^{}(\omega )]$$
(A3)
be the overall input density operator, which is an operator functional of $`\widehat{𝜶}(\omega )`$ and $`\widehat{𝜶}^{}(\omega )`$, with $`\widehat{𝜶}(\omega )`$ being a “four-vector” according to
$$\widehat{𝜶}(\omega )=[\widehat{a}_1(\omega ),\widehat{a}_2(\omega ),\widehat{g}_1(\omega ),\widehat{g}_2(\omega )]^T.$$
(A4)
The operator input-output relation (A1) is then equivalent to the quantum-state transformation
$$\widehat{\varrho }_{\mathrm{out}}=\widehat{\varrho }_{\mathrm{in}}[𝚲^+(\omega )\widehat{𝜶}(\omega ),𝚲^T(\omega )\widehat{𝜶}^{}(\omega )].$$
(A5)
The unitary $`4\times 4`$ matrix $`𝚲(\omega )`$ can be expressed in terms of the $`2\times 2`$ matrices $`𝐓(\omega )`$ and $`𝐀(\omega )`$ as
$$𝚲(\omega )=\left(\begin{array}{cc}𝐓(\omega )& 𝐀(\omega )\\ 𝐅(\omega )& 𝐆(\omega )\end{array}\right),$$
(A6)
where $`𝐅(\omega )=𝐒(\omega )𝐂^1(\omega )𝐓(\omega )`$, $`𝐆(\omega )=𝐂(\omega )𝐒^1(\omega )𝐀(\omega )`$, and $`𝐂(\omega )=\sqrt{𝐓(\omega )𝐓^+(\omega )}`$, $`𝐒(\omega )=\sqrt{𝐀(\omega )𝐀^+(\omega )}`$ are commuting positive Hermitian matrices with
$$𝐂^2(\omega )+𝐒^2(\omega )=𝐈.$$
(A7)
## B Derivation of equation (20)
Combining equations (8) and (17) yields
$`\mathrm{\Phi }_{\mathrm{out}}(\alpha ,\beta )=\mathrm{exp}(\alpha \widehat{a}^{}\left[\eta ^{}\right]+\beta \widehat{d}^{}\left[\stackrel{~}{\eta }^{}\right]\mathrm{H}.\mathrm{c}.)_{\mathrm{out}}`$ (B3)
$`=0\left|\widehat{S}^{}\left(q\right)\mathrm{exp}(\alpha \widehat{a}^{}\left[\eta ^{}\right]+\beta \widehat{d}^{}\left[\stackrel{~}{\eta }^{}\right]\mathrm{H}.\mathrm{c}.)\widehat{S}^{}\left(q\right)\right|0`$
$`=0\left|\mathrm{exp}(\alpha \widehat{S}^{}\left(q\right)\widehat{a}^{}\left[\eta ^{}\right]\widehat{S}^{}\left(q\right)+\beta \widehat{S}^{}\left(q\right)\widehat{d}^{}\left[\stackrel{~}{\eta }^{}\right]\widehat{S}^{}\left(q\right)\mathrm{H}.\mathrm{c}.)\right|0.`$
It is not difficult to prove, on applying the operator expansion theorem, that
$`\widehat{S}^{}\left(q\right)\widehat{a}\left[\eta ^{}\right]\widehat{S}^{}\left(q\right)=`$ (B6)
$`=\widehat{a}\left[\eta ^{}\right]e^{i\phi _q}\mathrm{sinh}|q|T\eta \left(\stackrel{~}{T}\stackrel{~}{\eta }\widehat{d}^{}\left[\stackrel{~}{\eta }^{}\right]+(1\stackrel{~}{T}\stackrel{~}{\eta }^2)^{1/2}\widehat{p}_{\stackrel{~}{\eta }}^{}\right)`$
$`+(\mathrm{cosh}|q|1)T\eta \left(T\eta \widehat{a}\left[\eta ^{}\right]+(1T\eta ^2)^{1/2}\widehat{q}_\eta \right)`$
and
$`\widehat{S}^{}\left(q\right)\widehat{d}\left[\stackrel{~}{\eta }^{}\right]\widehat{S}^{}\left(q\right)=`$ (B9)
$`=\widehat{d}\left[\stackrel{~}{\eta }^{}\right]e^{i\phi _q}\mathrm{sinh}|q|\stackrel{~}{T}\stackrel{~}{\eta }\left(T\eta \widehat{a}^{}\left[\eta ^{}\right]+(1T\eta ^2)^{1/2}\widehat{q}_\eta ^{}\right)`$
$`+(\mathrm{cosh}|q|1)\stackrel{~}{T}\stackrel{~}{\eta }\left(\stackrel{~}{T}\stackrel{~}{\eta }\widehat{d}\left[\stackrel{~}{\eta }^{}\right]+(1\stackrel{~}{T}\stackrel{~}{\eta }^2)^{1/2}\widehat{p}_{\stackrel{~}{\eta }}\right).`$
Substituting these expressions into equation (B3) and performing a normal ordering procedure, after some straightforward calculations we arrive at $`\mathrm{\Phi }_{\mathrm{out}}(\alpha ,\beta )`$ as given in equation (20). Note that for $`T(\omega )=\stackrel{~}{T}(\omega )1`$ the characteristic function $`\mathrm{\Phi }_{\mathrm{in}}(\alpha ,\beta )`$ of the quantum state of the incoming fields is obtained.
## C Derivation of equation (27)
According to equations (7), (8), and (26), we may write
$`F_e=\mathrm{Tr}^{(a,d)}\left(\widehat{\varrho }_{\mathrm{in}}^{(a,d)}\widehat{\varrho }_{\mathrm{out}}^{(a,d)}\right)`$ (C4)
$`=\mathrm{Tr}^{(a,d)}\left\{\widehat{S}(q)|0_a,0_d0_a,0_d|\widehat{S}^{}(q)\mathrm{Tr}^{()}\left[\widehat{S}^{}(q)|00|\widehat{S}^{{}_{}{}^{}}(q)\right]\right\}`$
$`=\mathrm{Tr}\left\{\widehat{S}^{{}_{}{}^{}}(q)\widehat{S}(q)|0_a,0_d0_a,0_d|\widehat{S}^{}(q)\widehat{S}^{}(q)|00|\right\}`$
$`=0|\widehat{S}^{{}_{}{}^{}}(q)\widehat{S}(q)|0_a,0_d0_a,0_d|\widehat{S}^{}(q)\widehat{S}^{}(q)|0.`$
We introduce the series expansions
$`\widehat{S}(q)|0_a,0_d={\displaystyle \frac{1}{\mathrm{cosh}|q|}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\mathrm{tanh}^n|q|e^{in\phi _q}{\displaystyle \frac{(\widehat{a}^{}[\eta ]\widehat{d}^{}[\stackrel{~}{\eta }])^n}{n!}}|0_a,0_d,`$ (C5)
$`\widehat{S}^{}(q)|0={\displaystyle \frac{1}{\mathrm{cosh}|q|}}{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\mathrm{tanh}^m|q|e^{im\phi _q}{\displaystyle \frac{(\widehat{a}^{}[\eta ]\widehat{d}^{}[\stackrel{~}{\eta }])^m}{m!}}|0`$ (C6)
and find
$`0_a,0_d|\widehat{S}^{}\left(q\right)\widehat{S}^{}\left(q\right)|0={\displaystyle \frac{1}{\mathrm{cosh}^2|q|}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\{\mathrm{tanh}^{2n}|q|`$ (C8)
$`\times 0_a,0_d|{\displaystyle \frac{(\widehat{a}[\eta ]\widehat{d}[\stackrel{~}{\eta }])^n}{n!}}{\displaystyle \frac{(T\eta \stackrel{~}{T}\stackrel{~}{\eta }\widehat{a}^{}\left[\eta ^{}\right]\widehat{d}^{}\left[\stackrel{~}{\eta }^{}\right])^n}{n!}}|0\}.`$
Combining equations (C4) and (C8) and using the the commutation relations
$`[\widehat{a}[\eta ],\widehat{a}^{}[\eta ^{}]]`$ $`=`$ $`(\eta |T\eta )/T\eta ,`$ (C9)
$`[\widehat{d}[\stackrel{~}{\eta }],\widehat{d}^{}[\stackrel{~}{\eta }^{}]]`$ $`=`$ $`(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })/\stackrel{~}{T}\stackrel{~}{\eta },`$ (C10)
we eventually arrive at
$`F_e`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{cosh}^4|q|}}|{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}[(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })\mathrm{tanh}^2|q|]^m|^2`$ (C11)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{cosh}^4|q|}}{\displaystyle \frac{1}{|1(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })\mathrm{tanh}^2|q||^2}}`$ (C12)
$`=`$ $`|1+[1(\eta |T\eta )(\stackrel{~}{\eta }|\stackrel{~}{T}\stackrel{~}{\eta })]\mathrm{sinh}^2|q||^2.`$ (C13)
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# HD-THEP-00-20 March 2000 On Thermalization in Classical Scalar Field Theory
## 1 Introduction
Time evolution of correlation functions in classical field theory out of thermal equilibrium is of interest for various reasons. On one side a classical field theory (after discretization on a lattice to regulate the Rayleigh-Jeans divergence) provides a relatively simple playground for testing various ideas of statistical mechanics. Examples in the literature include the approach to thermal equilibrium , the relation with chaos , and the dynamics in thermal gradients, when the system is coupled to external heat baths at the boundaries . A more pragmatic reason is given by the recent emergence of classical and semiclassical approximations to nonperturbative dynamics of low-momentum modes in nonequilibrium quantum field theory. Knowledge of thermalization properties of classical field theories is important to determine the applicability of these approaches.
A nonequilibrium ensemble can be defined by an initial probability distribution with the property that the energy is distributed over the available degrees of freedom in some nonequilibrium fashion. One would say that an ensemble with a very large number of degrees of freedom has “thermalized” when after sufficiently long time the expectation values of observables approach the thermal ones, and in fact become time-independent. More precisely, we restrict this criterion to observables and correlation functions with support in a region of space that is sufficiently small as compared to the total volume. (We will always consider isolated systems, i.e. without an external heat bath.) We concentrate on equal-time correlation functions, and define thermal values of correlation functions by expectation values in the canonical ensemble with the same average energy as the ensemble under consideration.
It has been argued that the existence of conserved correlation functions constitutes an obstruction to thermalization. This may be illustrated by an ensemble consisting of many independent experiments with isolated systems where the initial conditions have some experimental uncertainty in the energy density $`ϵ`$. As an example, this is realized in heavy-ion collisions by many independent scattering events. An initial nonvanishing spread $`\mathrm{\Delta }ϵ/ϵ`$ is conserved by the time evolution of the ensemble - it corresponds to a conserved correlation function. In consequence, the ensemble cannot relax asymptotically to a canonical ensemble with a temperature given by the average energy density. In the latter case $`\mathrm{\Delta }ϵ/ϵ`$ would have to vanish in the thermodynamic limit. In this paper we clarify how this issue can be related to our understanding of thermalization.
For our investigation a natural ordering is provided by the type of ensembles that can be considered. Given an initial nonequilibrium probability distribution, we call one particular realization of this distribution a “microstate”. The simplest ensemble consists of only one microstate. We will see below that for single microstates fluctuations in time remain, even for asymptotically large times, and we study therefore the behaviour of time-averaged observables
$$O_{\mathrm{\Delta }t}(t)=\frac{1}{\mathrm{\Delta }t}_{t\mathrm{\Delta }t}^t𝑑t^{}O(t^{}).$$
(1)
They become stationary for sufficiently large $`t`$ and $`\mathrm{\Delta }t`$. We shall call this behaviour “quasi-stationary”. More advanced ensembles are formed by superimposing more than one microstate: in particular, an ensemble consisting of $`N_m`$ microstates which have the same energy $`E`$ and contribute with the same weight will be referred to as a fixed-energy ensemble. Of interest is now the behaviour of ensemble-averaged observables,
$$O_{E,N_m}(t)=\frac{1}{N_m}\underset{i=1}{\overset{N_m}{}}O_i(t).$$
(2)
Note that these expectation values can be defined locally in time, which makes it more suitable for the study of the time evolution of expectation values out of equilibrium. Expectation values in a fixed-energy ensemble with an infinite number of microstates are denoted as $`O_EO_{E,\mathrm{}}`$. Finally, a more general ensemble can be built as the superposition of states with different energy, weighted with a weight function $`f(E)`$.
Specific questions can now be raised. Will the nonequilibrium ensembles described above indeed thermalize according to the definition given earlier? Are there restrictions on those ensembles, e.g. on the weight function $`f(E)`$? Is it important that a fixed-energy ensemble, unlike the canonical one, has no energy fluctuations? Further: is it possible to approximate the time evolution using a (truncated) expansion in, for instance, 1-particle irreducible vertex functions, at arbitrarily long times?
## 2 Classical scalar field theory
We will address the issues mentioned above from first principles by numerical simulations using a simple classical scalar field theory in $`1+1`$ dimensions with the action
$$S=𝑑t_0^L𝑑x\left[\frac{1}{2}(_t\varphi )^2\frac{1}{2}(_x\varphi )^2\frac{1}{2}m^2\varphi ^2\frac{\lambda }{8}\varphi ^4\right].$$
(3)
Here $`L`$ is the (one-dimensional) volume and we use periodic boundary conditions. The equation of motion reads $`_t^2\varphi =_x^2\varphi m^2\varphi \lambda \varphi ^3/2`$, and the conserved energy is
$$E=_0^L𝑑x\left[\frac{1}{2}\pi ^2+\frac{1}{2}(_x\varphi )^2+\frac{1}{2}m^2\varphi ^2+\frac{\lambda }{8}\varphi ^4\right],$$
(4)
where $`\pi (x,t)=_t\varphi (x,t)`$ is the canonical momentum. In order to solve the time evolution, we discretize the action in the standard way on a lattice with $`N`$ spatial lattice points, with spatial lattice spacing $`a`$ (such that $`aN=L`$) and time step $`a_0`$, and derive the equation of motion from the discretized action.<sup>7</sup><sup>7</sup>7This gives the Lagrange version of the leap frog discretization. We then solve this equation numerically, starting from a nonequilibrium initial condition.
Out of the infinite number of possible nonequilibrium initial conditions, we chose the following microstates: the field $`\varphi (x,0)`$ is initially set to zero, and only a few long wavelenghts of $`\pi (x,0)`$ are excited. Explicitly,
$$\varphi (x,0)=0,\pi (x,0)=\underset{k}{}^{}A\mathrm{cos}(2\pi kx/L\psi _k),$$
(5)
where $`k`$ is integer and $`0\psi _k<2\pi `$ . The prime indicates that only a very restricted number $`n_\mathrm{e}N`$ of modes is excited. We have chosen $`n_\mathrm{e}=4`$ modes with momentum of the order of the mass ($`p2\pi k/Lm`$). For arbitrary coupling constant the initial energy is $`E=n_\mathrm{e}LA^2/4`$. Many initial conditions with a certain energy can be generated by choosing different phases $`\psi _k`$ in Eq. (5). We construct a fixed-energy nonequilibrium ensemble as a superposition of $`N_m`$ microstates with random $`\psi _k`$ and equal weight. The time evolution of ensemble averages can be calculated by summing over the realizations. Note that for $`N_m\mathrm{}`$, the fixed-energy ensemble defined in this way is translationally invariant: for instance the initial two-point function reads
$$\pi (x,0)\pi (y,0)_E=\underset{k}{}^{}\frac{1}{2}A^2\mathrm{cos}[2\pi k(xy)/L].$$
(6)
Microstates and ensembles with $`N_m<\mathrm{}`$ do not have this property, of course.
The class of initial conditions (5) is far from classical thermal equilibrium, where all modes of both $`\varphi `$ and $`\pi `$ have nonzero expectation values of their squared amplitude, determined by the parameters in the action and the temperature $`T`$. For a free system ($`\lambda =0`$), the temperature is related to the total energy by equipartition as $`E=NT=LT/a`$. Note that this reflects the (linear) Rayleigh-Jeans divergence in classical thermal field theory, as $`a`$ goes to zero. Corrections due to the nonzero coupling constant are finite in $`1+1`$ dimensions.
It is convenient to use the mass parameter $`m`$ as the dimensionful scale, and rescale all dimensionful parameters with $`m`$, i.e. $`x=x^{}/m,t=t^{}/m,\lambda =m^2\lambda ^{}`$. If we also rescale the field with the dimensionless combination $`vm/\sqrt{3\lambda }`$, $`\varphi =v\varphi ^{}`$, the classical equation of motion is independent of $`\lambda ^{}`$. The dimensionless energy $`E^{}`$ is related to unscaled energy $`E`$ as $`E^{}=E/(mv^2)=3\lambda E/m^3`$, and similar for the temperature: $`E^{}/T^{}=E/T`$. A given value of $`E^{}`$ describes therefore several values of $`\lambda /m^2`$ if $`E/m`$ is changed accordingly. Note that for fixed $`E/m`$ a more strongly coupled theory is obtained by taking higher $`E^{}`$. To anticipate the Rayleigh-Jeans divergence in thermal equilibrium, we keep the ratio $`E^{}/N`$ fixed, when varying the lattice spacing or volume. Besides $`E^{}/N`$, the remaining parameters that need to be specified are the physical volume $`L^{}=mL`$, the lattice spacing $`a^{}=ma`$ (or equivalently $`N=mL/ma`$). For the time step we use $`a_0/a=0.05`$ (we have also used smaller time steps, and found no significant deviations).
We concentrate on correlation functions that are built from the conjugate momentum $`\pi (x,t)`$, since these can easily be compared with equal-time expectation values in thermal equilibrium, where the only nontrivial correlation function is
$$\pi (x,t)\pi (y,t)_T=\frac{T}{a}\delta _{xy}.$$
(7)
With respect to the space dependence, we consider both expectation values of global observables, i.e. observables averaged over the complete volume, and observables that are averaged in space over a “subvolume” with size $`L_s<L`$ only. In the latter case one may think of the rest of the system as an effective heat bath, though it is of course still correlated with the subsystem under consideration and hence not a heat bath in the strict sense.
We focus on expectation values, made from the following two building blocks:
$$G_s^{(2)}(x_s,t)=\frac{1}{N_s}\underset{x}{}^{(N_s)}\pi ^2(x,t),G_s^{(4)}(x_s,t)=\frac{1}{N_s}\underset{x}{}^{(N_s)}\pi ^4(x,t).$$
(8)
The label $`N_s`$ denotes that the average is taken over a subvolume with $`N_s=L_s/a`$ points, centered around $`x=x_s`$. In case that $`N_s=N`$ the complete volume average is taken, and the subscript $`s`$ is omitted. The kinetic energy in a subvolume is given by
$$K_s(x_s,t)=\frac{1}{2}aN_sG_s^{(2)}(x_s,t).$$
(9)
In thermal equilibrium its value is $`K_s_T=N_sT/2`$, independent of $`x_s`$ of course. One may define an effective temperature, locally in time and out of equilibrium, from the expectation value
$$T_\pi (t)=2K(t)/N.$$
(10)
Note that this is an example of a “primary” quantity, i.e. it is directly given as an ensemble average.
The observables we investigate are the following. In the canonical ensemble $`\pi `$ is a gaussian (free) field, which implies that $`G_s^{(4)}_T=3G_s^{(2)}_T^2`$. We want to see whether $`\pi `$ becomes eventually gaussian in the nonequilibrium ensembles as well. We define the deviation from $`\pi `$ being gaussian in a subvolume as
$$\text{dev}(\pi _s)=\frac{G_s^{(4)}(x_s,t)}{3G_s^{(2)}(x_s,t)^2}1.$$
(11)
For one microstate or in a fixed-energy ensemble the conserved total energy has no fluctuations. The time evolution of the fluctuations in the kinetic energy of subsystems
$$\text{fluc}(K_s)=\frac{(K_sK_s)^2}{K_s^2}.$$
(12)
is interesting for two reasons: first, although they never vanish, for a closed system one expects some suppression from the fact that the total energy is conserved. Second, one can calculate in the canonical case the size of the fluctuations exactly: $`\text{fluc}(K_s)_T=2/N_s`$. This provides the possibility for a quantitative comparison. The last observable we discuss is the normalized third moment of the kinetic energy in a subvolume (the second moment is related to fluc($`K_s`$)), and is denoted as
$$\text{mom}(K_s^3)=\frac{K_s^3}{K_s^3}.$$
(13)
In thermal equilibrium mom$`(K_s^3)_T=1+6/N_s+8/N_s^2`$. This observable differs from the previous ones in that it is neither directly related to fluctuations nor purely local, since it involves the expectation value of $`\pi ^2(x,t)\pi ^2(y,t)\pi ^2(z,t)`$ with $`x,y,z`$ all in the same subvolume. These three observables are related in a nonlinear manner to ensemble averages, and hence examples of “secondary” quantities. Note also that in the canonical ensemble they are independent of the temperature.
## 3 Single microstates
We start with ensembles consisting of one microstate only. For each $`E^{}/N`$ we generate a number of initial conditions with the same energy, and integrate the equation of motion. We take time averages over an interval $`\mathrm{\Delta }t`$ for each microstate separately. For convenience we sometimes average at the end over independent runs in order to reduce the fluctuations in time.
To get some feeling for the time scales involved, we show in Fig. 1 how dev($`\pi )_{\mathrm{\Delta }t}`$ relaxes towards zero as a function of time, for various values of the energy. In this case the time averages are taken over an interval $`m\mathrm{\Delta }t=62.5`$, and since the size of the fluctuations in time in each microstate remains rather large, we show in Fig. 1 curves averaged over 20 independent initial conditions per energy value. As stated before, there is a correspondence between high energy and large coupling, and we see that the time scale involved increases for decreasing $`E^{}/N`$, as expected.
It is clear from Fig. 1 that $`\pi `$ tends to become gaussian: dev($`\pi )_{\mathrm{\Delta }t}0`$. To make this precise, we discard the initial part where dev($`\pi )_{\mathrm{\Delta }t}`$ is not quasi-stationary and calculate the time average in a long, interval $`m\mathrm{\Delta }t=10000`$, for several values of $`mL`$ and $`ma`$, subvolume sizes $`mL_s=4,8,16`$, and energies $`E^{}/N=2,\mathrm{},10`$. For each $`E^{}/N`$ we have generated 10 initial conditions. We have observed no significant dependence of the long-time values on either the initial condition for a fixed energy, the energy $`E^{}/N`$ in the interval indicated, or the subvolume size. The asymptotic average value of dev($`\pi )_{\mathrm{\Delta }t}`$ depends only on the total number of degrees of freedom $`N`$, as shown in Fig. 2. Note that changing $`mL`$ with fixed $`am`$ or vice versa has the same effect. For finite $`N`$, we see that $`\pi `$ deviates from being gaussian, on the order of a percent for $`N=100`$. However, in the thermodynamic limit, which is $`N\mathrm{}`$ in this classical lattice model, $`\pi `$ becomes a gaussian field. A straight-line fit shows that the thermodynamic limit is approached as dev($`\pi )_{\mathrm{\Delta }t}=1.03(2)/N0.0003(2)`$, where the numbers between brackets indicate the error in the last digit from the fit. Also shown in Fig. 2 is the relative deviation of mom($`K^3)_{\mathrm{\Delta }t}`$ from the thermal value. Again we found no significant dependence on the subvolume size, the energy, or the particular initial condition. Also in this case we see a deviation from the thermal value for finite $`N`$, which vanishes in the thermodynamic limit as $`3.01(3)/N0.0003(3)`$.
The relative deviation of $`\text{fluc}(K)_{\mathrm{\Delta }t}`$ from the thermal value is shown in Fig. 3, again in the quasi-stationary regime with $`m\mathrm{\Delta }t=10000`$, using several energies as before. We present the result as a function of $`L_s/L=N_s/N`$. For $`N_s/N=1`$, we see that the fluctuations are suppressed by approximately 50%, compared to the thermal value. A straight-line fit shows that the data are consistent with
$$\text{fluc}(K_s)_{\mathrm{\Delta }t}=\frac{2}{N_s}\left(1\frac{1.4(2)}{N}0.514(1)\frac{N_s}{N}\right).$$
(14)
In other words, in the proper thermodynamic limit, $`N\mathrm{}`$ and $`N_s/N0`$, the fluctuations are given by the canonical ones. On the other hand, in the limit $`N\mathrm{}`$ with fixed $`N_s/N`$, $`\text{fluc}(K_s)_{\mathrm{\Delta }t}`$ deviates from the canonical value, confirming the expectation that the heat bath must be infinitely larger than the subsystem under consideration.
The results obtained so far indicate that single microstates evolving from an initial condition taken from the class (5) thermalize in the thermodynamic limit, in a time-averaged sense.
## 4 Fixed-energy ensembles
To extend the analysis, we continue with fixed-energy ensembles, built as superpositions of $`N_m>1`$ microstates (5) with the same energy $`E`$. We present the effect of ensemble averaging for dev($`\pi )_{E,N_m}`$ in Fig. 4 for ensembles consisting of $`N_m=10`$ and $`N_m=150`$ members, respectively. We emphasize that there is no time averaging performed here, unlike the microstate case. It is seen that the larger the ensemble, the smaller the size of the fluctuations. To make this quantitative, we identify the size of the fluctuations with the standard deviation $`\sigma _{E,N_m}`$ around the mean value in the quasi-stationary regime. Explicitly, for a generic primary observable
$$\sigma _{E,N_m}^2O_{E,N_m}^2_{\mathrm{\Delta }t}O_{E,N_m}_{\mathrm{\Delta }t}^2.$$
(15)
In Fig. 5 we show the asymptotic values of $`\sigma _{E,N_m}`$ for the observables $`T_\pi `$ and dev($`\pi )`$, as functions of $`1/\sqrt{N_m}`$. For the quasi-stationary regime the interval $`30000<mt<50000`$ was used. We see that in an ensemble with $`N_m\mathrm{}`$ members the standard deviations vanish, which implies that the expectation values become time-independent, and the ensemble becomes stationary.
These results are consistent with the results obtained in ensembles consisting of one microstate only. Using definition (2) for a primary observable $`O`$, we find that the variance (15) is given by
$`\sigma _{E,N_m}^2`$ $`=`$ $`{\displaystyle \frac{1}{N_m^2}}{\displaystyle \underset{i,j}{}}\left[O_iO_j_{\mathrm{\Delta }t}(t)O_i_{\mathrm{\Delta }t}(t)O_j_{\mathrm{\Delta }t}(t)\right]`$ (16)
$`=`$ $`{\displaystyle \frac{1}{N_m^2}}{\displaystyle \underset{i}{}}\left[O_i^2_{\mathrm{\Delta }t}(t)O_i_{\mathrm{\Delta }t}^2(t)\right]`$
$`=`$ $`{\displaystyle \frac{1}{N_m^2}}{\displaystyle \underset{i}{}}\sigma _{\mathrm{\Delta }t,i}^2,`$
where $`\sigma _{\mathrm{\Delta }t,i}`$ denotes the standard deviation around the mean value in the quasi-stationary regime in the $`i`$th microstate. The second line follows if the individual microstates are statistically independent, i.e. $`O_iO_j_{\mathrm{\Delta }t}(t)=O_i_{\mathrm{\Delta }t}(t)O_j_{\mathrm{\Delta }t}(t)`$ for $`ij`$. If we now use that the standard deviation $`\sigma _{\mathrm{\Delta }t,i}`$ in a particular realization is independent of the specific details of the initial condition, such that $`\sigma _{\mathrm{\Delta }t,i}\sigma _{\mathrm{\Delta }t}`$ for all $`i`$, we conclude that $`\sigma _{E,N_m}=\sigma _{\mathrm{\Delta }t}/\sqrt{N_m}`$, in agreement with the numerical results. Note that this implies that the initial probability distribution given by (5) with $`n_\mathrm{e}=4`$ is already “rich” enough to define a fixed-energy ensemble with stationary asymptotic behaviour.
## 5 Generic ensembles
Perhaps surprisingly, we can use the results obtained above to show that generic ensembles approach noncanonical stationary distributions. Let us consider an initial ensemble whose energy is not precisely fixed, but has some finite spread: $`\mathrm{\Delta }E^2(EE)^20`$. Note that the spread is conserved during time evolution. The issue of thermalization in this case is more complicated. To get some feeling for this, let us first consider the simple case of a superposition of fixed-energy ensembles weighted with a normalized gaussian function $`f(E)`$:
$$f(E)=𝒩_\kappa \mathrm{exp}\left[\frac{1}{2}\kappa (E\overline{E})^2/\overline{E}^2\right],$$
(17)
with $`𝒩_\kappa =(\kappa /2\pi \overline{E}^2)^{1/2}`$ and where $`\kappa `$ is a large but finite constant in the thermodynamic limit. The energy spread for this ensemble is $`\mathrm{\Delta }E^2/\overline{E}^2=1/\kappa `$. Under the assumption that the individual fixed-energy ensembles evolve to the corresponding microcanonical ones, the large-time asymptotic stationary values of all primary quantities can be obtained by folding the microcanonical ones with $`f(E)`$. It is then straightforward to compute also secondary quantities such as connected functions. Using definition (10) for the temperature $`T_\pi `$, we obtain<sup>8</sup><sup>8</sup>8Neglecting the nonlinear $`T`$-dependence of $`E`$.
$`\text{dev}(\pi )_\kappa 1/\kappa ,`$ (18)
$`\pi ^2(x)\pi ^2(y)_\kappa \pi ^2(x)_\kappa \pi ^2(y)_\kappa (T_\pi /a)^2/\kappa ,xy.`$ (19)
We emphasize that secondary quantities defined for the whole ensemble are not weighted averages of the corresponding quantities in the individual microcanical ensembles. From Eq. (18) we see that this ensemble does not have thermal correlation functions, i.e. dev($`\pi )_\kappa 0`$, not even in the thermodynamic limit. Furthermore, since the left-hand-side of Eq. (19) is nothing else than the connected four-point function and the right-hand-side does not vanish for $`|xy|\mathrm{}`$, we find that the ensemble (17) does not obey the clustering property . A violation of clustering has a rather large impact on other observables, for instance for $`NN_s`$ we find that
$$\text{fluc}(K_s)_\kappa =\frac{2}{N_s}\left(1+\frac{N_s+2}{2\kappa }\right).$$
(20)
Fluctuations in the kinetic energy in subvolumes will deviate substantially from the canonical value when $`\kappa N_s`$. In the limit that $`N_s\kappa `$, the size of the fluctuations approaches $`1/\kappa `$ and therefore does not vanish.
In order to make the discussion more general, let us now consider a system with $`n_c`$ conserved intensive quantities $`𝐜=\{c_\mu \}`$, $`\mu =1,\mathrm{},n_c`$. Supported by our numerical results, we assume that all microstates with given $`𝐜`$ evolve, in an asymptotic, time-averaged sense, to the same final state, i.e. that all details of the initial state other than the conserved quantities are lost. In other words, for a local observable $`O`$ in microstate $`i`$:
$$\underset{t\mathrm{},\mathrm{\Delta }t\mathrm{},\mathrm{\Delta }t/t0}{lim}\frac{1}{\mathrm{\Delta }t}_{t\mathrm{\Delta }t}^tO_i(t)=O_{N,𝐜}^{}.$$
(21)
Here $`O_{N,𝐜}^{}`$ is the expectation value of $`O`$ in the microcanonical ensemble with fixed $`𝐜`$ and $`N`$ degrees of freedom.<sup>9</sup><sup>9</sup>9Asymptotic values will generically be denoted with a star. We further assume that an ensemble consisting of a superposition of sufficiently many states, all with the same values of $`𝐜`$, evolves to the corresponding microcanonical ensemble:
$$\underset{t\mathrm{}}{lim}O(t)_𝐜=O_{N,𝐜}^{}.$$
(22)
Notice that in this case no time averaging is required.
We then consider ensembles that are superpositions of states with different values of $`𝐜`$, weighted with a normalized weight function $`f_N(𝐜)`$. As an example, one may consider again a gaussian distribution:
$$f_N(𝐜)=\underset{\mu }{}\frac{1}{\sqrt{2\pi \mathrm{\Delta }c_\mu ^2}}\mathrm{exp}\left[\frac{1}{2}(c_\mu \overline{c}_\mu )^2/\mathrm{\Delta }c_\mu ^2\right],$$
with $`\mathrm{\Delta }c_\mu 1/N^\alpha `$. In this case $`\mathrm{\Delta }𝐜^2\overline{𝐜^2}\overline{𝐜}^20`$, where $`\overline{𝐜}=𝑑𝐜f_N(𝐜)𝐜`$. Provided that the ensemble is sufficiently “rich”, i.e. all subensembles with given values of $`𝐜`$ satisfy Eq. (22), the asymptotic expectation values depend only on the weight function $`f_N(𝐜)`$:
$$O_{f_N}^{}=𝑑𝐜f_N(𝐜)O_{N,𝐜}^{}.$$
(23)
For $`\mathrm{\Delta }c_\mu 1/N^\alpha `$ we extract the leading $`N`$-dependence by writing the weight function $`f_N`$ as
$$f_N(𝐜)=N^{\alpha n_c}\phi (𝐬),𝐬=N^\alpha (𝐜\overline{𝐜}),$$
(24)
where we assume that $`\phi `$ is in first approximation $`N`$-independent. The case $`\alpha =0`$ corresponds to fixed $`\mathrm{\Delta }c_\mu /c_\mu `$, independent of $`N`$. For a canonical ensemble one has $`f_N^{\mathrm{can}}(E/N)=Z_T^1\mathrm{\Omega }(E)e^{E/T}`$, where $`\mathrm{\Omega }(E)`$ is the number of states with energy density $`ϵ=E/N`$ and $`Z_T`$ is the canonical partition function. In this case, the spread in the energy density is given by $`\mathrm{\Delta }ϵN^{1/2}`$ and therefore $`\alpha =1/2`$. In general, we shall assume $`\alpha 0`$.
We expand $`O_{N,𝐜}^{}`$ in a Taylor series around $`\overline{𝐜}`$ such that Eq. (23) yields
$`O_{f_N}^{}`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m!N^{\alpha m}}}{\displaystyle \frac{^mO_{N,\overline{𝐜}}^{}}{c_{\mu _1}\mathrm{}c_{\mu _m}}}{\displaystyle 𝑑𝐬\phi (𝐬)s_{\mu _1}\mathrm{}s_{\mu _m}}`$ (25)
$`=`$ $`O_{N,\overline{𝐜}}^{}+{\displaystyle \frac{\overline{s_\mu s_\nu }}{2N^{2\alpha }}}{\displaystyle \frac{^2O_{N,\overline{𝐜}}^{}}{c_\mu c_\nu }}+𝒪(N^{3\alpha }),`$
with $`\overline{s_\mu s_\nu }=𝑑𝐬\phi (𝐬)s_\mu s_\nu `$. Notice that the $`m=1`$ term in the series drops out due to the definition of $`\overline{𝐜}`$. In the case that $`f_N`$ is the weight function for the canonical ensemble, Eq. (25) shows that the expectation values in a fixed-energy ensemble will differ from the canonical ones as $`1/N`$. This is exactly the behaviour we found numerically (see above). Generic ensembles with $`\alpha >0`$ can be compared with the canonical one by applying (25) twice, i.e. by subtracting from (25) the same equation with $`f_N=f_N^{\mathrm{can}}`$. It is then found that primary observables, i.e. expectation values that are directly given as ensemble averages, approach the canonical values in the thermodynamic limit, and the way this limit is approached is directly proportional to the spread in the conserved quantities $`\overline{s_\mu s_\nu }`$. For a finite $`\mathrm{\Delta }c_\mu /c_\mu `$ in the thermodynamic limit, the asymptotic expectation values will differ by a nonzero amount from both the microcanonical and the canonical ensembles, even in the thermodynamic limit. However, this difference is suppressed by $`\mathrm{\Delta }c^2`$.
For secondary quantities, i.e. observables that are nonlinear functions of ensemble averages, the situation is more involved. For definiteness, let us go back to the scalar theory (3), which has only one conserved quantity: $`c_1=ϵ`$.<sup>10</sup><sup>10</sup>10The other obvious candidate, the total momentum $`P=_x\pi (x)_x\varphi (x)`$, is not conserved on the lattice. We have checked that expectation values of $`P`$ and $`P^2`$ approximately thermalize, regardless of their initial values. We restrict ourselves to translation-invariant ensembles. Notice also that the connected two-point functions for $`\varphi `$ and $`\pi `$ behave asymptotically as primary quantities, since $`\varphi _N^{}=\pi _N^{}=0`$. An example of a secondary quantity is the equal-time connected 4-point correlation function
$`\psi (x)\psi (y)\psi (z)\psi (w)_{f_N,C}`$ $``$ $`\psi (x)\psi (y)\psi (z)\psi (w)_{f_N}`$
$`\left(\psi (x)\psi (y)_{f_N}\psi (z)\psi (w)_{f_N}+\text{two perm.}\right),`$
with $`\psi =\{\pi ,\varphi \}`$. Here we have extended the standard definition of connected correlation functions to arbitrary ensembles. In particular, $`\pi ^4(x)_{f_N,C}^{}`$ is related to dev($`\pi )`$ in Eq. (11). Using Eq. (25), we find
$$\pi ^4(x)_{f_N,C}^{}\pi ^4(x)_{N,\overline{ϵ},C}^{}+\frac{\overline{s^2}}{2N^{2\alpha }}\left[\frac{d^2}{dϵ^2}\pi ^4(x)_{N,\overline{ϵ},C}^{}+6\left(\frac{d}{dϵ}\pi ^2(x)_{N,\overline{ϵ}}^{}\right)^2\right],$$
(27)
with $`\overline{s^2}/N^{2\alpha }=\mathrm{\Delta }ϵ^2`$. In the case that $`f_N=f_N^{\mathrm{can}}`$ (with $`\alpha =1/2`$), the connected 4-point function on the left-hand-side vanishes, and the fluctuations in the energy density are given by $`\overline{s^2}=T^2\overline{ϵ}/T`$. If we use the definition of temperature in the fixed-energy ensemble $`T_\pi /a=\pi ^2(x)_{N,\overline{ϵ}}^{}`$ and work consistently to order $`1/N`$, so that $`T_\pi `$ can be identified with the temperature $`T`$ in the canonical ensemble, Eq. (27) yields
$$\pi ^4(x)_{N,\overline{ϵ},C}^{}=3\frac{\overline{s^2}}{N}\left(\frac{d}{dϵ}\pi ^2(x)_{N,\overline{ϵ}}^{}\right)^2=\frac{3}{N}\left(\frac{T}{a}\right)^2\frac{T}{\overline{ϵ}},$$
(28)
and
$$\text{dev}(\pi )_E=\frac{\pi ^4(x)_{N,\overline{ϵ},C}^{}}{3\pi ^2(x)_{N,\overline{ϵ}}^2}=\frac{1}{N}\frac{T}{\overline{ϵ}}.$$
(29)
We have measured dev$`(\pi )`$ and the energy dependence of the effective temperature in fixed-energy ensembles independently (Figs. 2 and 6, respectively), and have found Eq. (29) to be satisfied within numerical accuracy.
As we saw in the example (17), the connected function (5) does not, in general, obey the clustering property. Using Eq. (25), we can write
$`\psi ^2(x)\psi ^2(y)_{f_N,C}^{}`$ $``$ $`\psi ^2(x)\psi ^2(y)_{N,\overline{ϵ},C}^{}+{\displaystyle \frac{\overline{s^2}}{2N^{2\alpha }}}[{\displaystyle \frac{d^2}{dϵ^2}}\psi ^2(x)\psi ^2(y)_{N,\overline{ϵ},C}^{}`$ (30)
$`+2\left({\displaystyle \frac{d}{dϵ}}\psi ^2(x)_{N,\overline{ϵ}}^{}\right)^2+4\left({\displaystyle \frac{d}{dϵ}}\psi (x)\psi (y)_{N,\overline{ϵ}}^{}\right)^2].`$
The limit of large spatial separation for the fixed-energy ensembles can be extracted by comparison with the canonical ensemble, where clustering holds and the left-hand-side vanishes for $`|xy|\mathrm{}`$. Using $`f_N=f_N^{\mathrm{can}}`$, one finds
$$\underset{|xy|\mathrm{}}{lim}\psi ^2(x)\psi ^2(y)_{N,\overline{ϵ},C}^{}=\frac{T^2}{N}\frac{\overline{ϵ}}{T}\left(\frac{d}{dϵ}\psi ^2(x)_{N,\overline{ϵ}}^{}\right)^2+𝒪(N^{3/2}).$$
(31)
In the microcanonical ensemble the connected 4-point function vanishes, in the limit of large separations, only up to terms of order $`1/N`$. Using this result in Eq. (30) for an generic ensemble with a nonzero (noncanonical) spread in the energy density, we find that also in these ensembles the clustering property will be violated. For $`\alpha =0`$ the right-hand-side of Eq. (30) is dominated by the first term on the second line and we recover the result (19).
It is instructive to translate these findings to momentum space. We introduce the notation
$$\psi (q_1)\mathrm{}\psi (q_n)Na\delta _{q_1+\mathrm{}+q_N,0}\psi _1\mathrm{}\psi _n$$
(32)
where we factored out a Kronecker delta function times the volume to take translational invariance into account. For a clustering system, all reduced connected functions $`\mathrm{}`$ should be finite in the limit $`N\mathrm{}`$, $`a`$ fixed. For the connected 4-point function of a generic ensemble we have
$`\psi _1\psi _2\psi _3\psi _4_{f_N,C}^{}`$ $`=`$ $`\psi _1\psi _2\psi _3\psi _4_{f_N}^{}Na\left(\psi _1\psi _2_{f_N}^{}\psi _3\psi _4_{f_N}^{}\delta _{q_1,q_2}+\text{perm.}\right)`$ (33)
$`=`$ $`\psi _1\psi _2\psi _3\psi _4_{N,\overline{ϵ},C}^{}+{\displaystyle \frac{\overline{s^2}}{2N^{2\alpha }}}{\displaystyle \frac{d^2}{dϵ^2}}\psi _1\psi _2\psi _3\psi _4_{N,\overline{ϵ},C}^{}`$
$`+{\displaystyle \frac{\overline{s^2}a}{N^{2\alpha 1}}}\left[{\displaystyle \frac{d}{dϵ}}\psi _1\psi _2_{N,\overline{ϵ}}^{}{\displaystyle \frac{d}{dϵ}}\psi _3\psi _4_{N,\overline{ϵ}}^{}\delta _{q_1,q_2}+\text{perm.}\right].`$
When momenta come in pairs, the reduced connected 4-point functions for the microcanonical and canonical ensembles differ even in the thermodynamic limit, and, remarkably, for ensembles with $`\alpha <1/2`$ these functions actually diverge. A similar calculation for the connected 6-point function gives, to leading order,
$`\psi _1\mathrm{}\psi _6_{f_N,C}^{}`$ $`=`$ $`\psi _1\mathrm{}\psi _6_{N,\overline{ϵ},C}^{}`$
$`+{\displaystyle \frac{\overline{s^2}a^2}{N^{2\alpha 2}}}\left[\psi _1\psi _2_{N,\overline{ϵ}}^{}{\displaystyle \frac{d}{dϵ}}\psi _3\psi _4_{N,\overline{ϵ}}^{}{\displaystyle \frac{d}{dϵ}}\psi _5\psi _6_{N,\overline{ϵ}}^{}\delta _{q_1,q_2}\delta _{q_3,q_4}+\text{perm.}\right].`$
A comparison with the canonical ensemble shows that the reduced connected 6-point function in the microcanonical ensemble diverges in the thermodynamic limit $`N`$. For higher order connected functions to be finite for all momentum combinations, $`f_N`$ has to agree with $`f_N^{\mathrm{can}}`$ to higher and higher order in $`1/N`$. Approximation methods based on expansions in connected or 1-particle irreducible correlation functions may break down since higher-point functions could strongly affect the expansion. Without taking care of the failure of clustering properties they may not be suitable to describe thermalization phenomena. This might explain some qualitatively different results obtained in , where the same scalar theory was studied using truncations of an exact flow equation for the time evolution of equal-time correlation functions . It also puts doubts on the validity of approximations which lead to thermalization for arbitrary initial ensembles.
## 6 Conclusion
Let us summarize our conclusions for the time evolution of classical ensembles with nonequilibrium initial conditions, based on numerical results for the $`\varphi ^4`$ theory in $`1+1`$ dimensions on the lattice. The investigated statistical ensembles approach in the large-time limit stationary ensembles that depend only on the probability distribution for the energy density (and the other intensive conserved quantities). For ensembles that consist of a small number of microstates, the asymptotic ensemble is approached only in a time-averaged sense. For a very large number of degrees of freedom (thermodynamic limit) we find that ensembles with a nonzero energy density spread do not approach the canonical ensemble: their large-time primary observables differ from the thermal values by a finite amount proportional to the spread. Ensembles with vanishing spread, on the other hand, do thermalize, up to terms suppressed by the number of degrees of freedom. These corrections can be computed, and our numerical results were found to be in excellent agreement with the analytical results.
We also notice that generic statistical ensembles do not cluster for large time. Secondary quantities (like connected or 1PI functions) receive corrections that in coordinate space do not vanish in the limit of large spatial separation; as a result, corrections to quantities defined over large subvolumes can be very large. In momentum space, violation of clustering implies that for specific momentum values secondary quantities diverge in the thermodynamic limit. Clustering requires a vanishing initial spread in all conserved quantities with extreme precision. We argue therefore that care should be exercised when applying approximate methods based on expansions in connected or 1-particle irreducible correlation functions to the study of thermalization: such methods might in fact break down in the large-time regime.
Acknowledgements
This work was supported by the TMR network Finite Temperature Phase Transitions in Particle Physics, EU contract no. FMRX-CT97-0122.
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# Coulomb Blockade in the Fractional Quantum Hall Effect Regime
## Abstract
We use chiral Luttinger liquid theory to study transport through a quantum dot in the fractional quantum Hall effect regime and find rich non-Fermi-liquid tunneling characteristics. In particular, we predict a remarkable Coulomb-blockade-type energy gap that is quantized in units of the noninteracting level spacing, new power-law tunneling exponents for voltages beyond threshold, and a line shape as a function of gate voltage that is dramatically different than that for a Fermi liquid. We propose experiments to use these unique spectral properties as a new probe of the fractional quantum Hall effect.
PACS: 73.23.Hk, 71.10.Pm, 73.40.Hm
Despite enormous theoretical and experimental effort during the past decade, the nature of transport in the fractional quantum Hall effect (FQHE) regime of the two-dimensional electron gas remains uncertain. Although chiral Luttinger liquid (CLL) theory has successfully predicted transport and spectral properties of sharply confined FQHE systems near the center of the $`\nu =1/3`$ plateau , the situation at other filling factors and in smooth-edged geometries is poorly understood. This has motivated us to consider a new, alternative probe of FQHE edge states.
In a certain sense, tunneling spectra of single-branch edge states are ultimately measurements of $`g`$, the dimensionless parameter characterizing a CLL that measures the degree to which it deviates from a Fermi liquid, for which $`g=1`$. In particular, the zero-temperature density-of-states (DOS) of a macroscopic CLL varies as $`ϵ^{\frac{1}{g}1},`$ which is responsible for its well-known power-law tunneling characteristics. It is not surprising (and will be established below) that transport through a large quantum dot in the FQHE regime is primarily governed by the DOS of a mesoscopic CLL. We shall show here that this finite-size DOS has a remarkable low-energy structure that depends on $`g`$ in an intricate manner. We therefore propose tunneling through a quantum dot in the FQHE regime as a new probe of edge-state dynamics.
It has been appreciated for some time that transport through a strongly correlated FQHE droplet would be interesting in its own right, and this motivated Kinaret et al. to do their work on the subject. Their work, which mostly focused on the linear response regime and on small system sizes, led to a number of proposed experiments, which have not been carried out yet. We would like to emphasize, however, that the experiments proposed by Kinaret et al., and by us in the present work, although far from routine, should be possible using current nanostructure fabrication techniques.
The main difference between our work and previous work is that we are the first to directly calculate the retarded electron propagator for a mesoscopic CLL, which has required the development of finite-size bosonization methods appropriate for the CLL. As mentioned, this Green’s function has a fascinating low-energy structure, which will be described below. This result has enabled us to map out a considerable portion of the low-temperature phase diagram for transport through a large quantum dot: In the $`\nu =1/q`$ state with $`q`$ an odd integer we predict a remarkable Coulomb-blockade-like energy gap of size $`(q1)\mathrm{\Delta }ϵ,`$ where $`\mathrm{\Delta }ϵ`$ is the noninteracting level spacing. Unlike a conventional Coulomb blockade , however, the energy gap here is precisely quantized. Furthermore, the low-temperature tunneling current scales nonlinearly with voltage as $`V^q`$ at a Coulomb blockade tunneling peak, as one might expect, but as the voltage is increased between these peaks to overcome the Coulomb blockade the current at the threshold varies as $`V^{q+1}.`$ The finite-bias line shape as a function of gate voltage depends nontrivially on $`q`$ and is also dramatically different than that for a Fermi liquid.
The model we adopt here for the quantum dot system is as follows: Two macroscopic $`g=1`$ edge states, L and R, are weakly coupled to a mesoscopic FQHE edge state, D, in the quantum dot, by a tunneling perturbation
$$\delta H=\underset{I=L,R}{}\gamma _\mathrm{I}\psi _\mathrm{I}(x_\mathrm{I})\psi _\mathrm{D}^{}(x_\mathrm{I})+\gamma _\mathrm{I}^{}\psi _\mathrm{D}(x_\mathrm{I})\psi _\mathrm{I}^{}(x_\mathrm{I}).$$
(1)
The edges of the two-dimensional electron gas are assumed to be sharply confined, and the interaction short-ranged (screened by a nearby gate), so that the low lying excitations consist of a single branch of edge-magnetoplasmons with linear dispersion $`\omega =v|k|`$. Although we will be working at zero-temperature, it is assumed that there is a small temperature present to help suppress coherence and resonant tunneling. Finally, the dot should be large enough (a few $`\mu m`$ in circumference) so that the charging energy is smaller than the bulk FQHE energy gap.
What property of the electron gas is probed in a measurement of tunneling through the dot? It is known that the conductance of a simple resistive barrier measures the transmission probability of that barrier, a one-particle property, along with the single-particle Green’s function of the leads, even when there is strong electron-electron interaction. In contrast, transport through a quantum dot containing other electrons generally probes two-particle (and higher order) properties of the dot, even if interactions in the leads are ignored, because the dot itself has its own internal dynamics. However, it is clear that for a large, weakly coupled dot, and small enough currents, an electron can tunnel onto the dot, dissipate energy, and then tunnel incoherently through the second barrier, and in this so-called sequential tunneling limit the resistance will probe the one-particle Green’s function of the dot.
To establish this relationship we write the current from $`L`$ to $`R`$ as
$$I=\underset{N}{}P(N)\left[w_{\mathrm{LD}}(N)w_{\mathrm{DL}}(N)\right],$$
(2)
where $`w_{\mathrm{LD}}`$ and $`w_{\mathrm{DL}}`$ are transition rates to go from $`L`$ to $`D`$ and from $`D`$ to $`L`$, given that there are $`N`$ electrons in the quantum dot, and $`P(N)`$ is the probability that the dot has $`N`$ electrons. The zero-temperature rate from an initial ground state $`|\mathrm{\Psi }_0^{N_\mathrm{L}}_\mathrm{L}|\mathrm{\Psi }_0^N_\mathrm{D}`$ to final excited states of the form $`|\mathrm{\Psi }_{\alpha _\mathrm{L}}^{N_\mathrm{L}1}_\mathrm{L}|\mathrm{\Psi }_{\alpha _\mathrm{D}}^{N+1}_\mathrm{D}`$ is given by
$$w_{\mathrm{LD}}(N)=2\pi |\gamma _\mathrm{L}|^2\underset{\alpha _\mathrm{L}}{}\left|\mathrm{\Psi }_{\alpha _\mathrm{L}}^{N_\mathrm{L}1}\left|\psi \right|\mathrm{\Psi }_0^{N_\mathrm{L}}\right|^2\underset{\alpha _\mathrm{D}}{}\left|\mathrm{\Psi }_{\alpha _\mathrm{D}}^{N+1}\left|\psi ^{}\right|\mathrm{\Psi }_0^N\right|^2\delta \left(E_{\alpha _\mathrm{L}}^{N_\mathrm{L}1}E_0^{N_\mathrm{L}}+E_{\alpha _\mathrm{D}}^{N+1}E_0^NV_\mathrm{L}+V_\mathrm{D}\right),$$
(3)
where $`V_\mathrm{L}`$ and $`V_\mathrm{D}`$ are potential energies produced by gates above $`L`$ and $`D`$. This can be written as
$$w_{\mathrm{LD}}(N)=2\pi |\gamma _\mathrm{L}|^2\mathrm{\Theta }(V)_0^V𝑑ϵA_+^\mathrm{D}(ϵ)A_{}^\mathrm{L}(Vϵ),$$
(4)
where $`V`$ is the electrochemical potential difference between $`L`$ and $`D`$, $`\mathrm{\Theta }`$ is the unit step function, and
$`A_+(\omega )`$ $``$ $`{\displaystyle \underset{\alpha }{}}\left|\mathrm{\Psi }_\alpha ^{N+1}\left|\psi ^{}\right|\mathrm{\Psi }_0^N\right|^2\delta \left(\omega +\mu ^NE_\alpha ^{N+1}+E_0^N\right)`$ (5)
$`A_{}(\omega )`$ $``$ $`{\displaystyle \underset{\alpha }{}}\left|\mathrm{\Psi }_\alpha ^{N1}\left|\psi \right|\mathrm{\Psi }_0^N\right|^2\delta \left(\omega \mu ^{N1}E_\alpha ^{N1}+E_0^N\right),`$ (6)
where $`\mu ^NE_0^{N+1}E_0^N.`$ The chemical potential in the quantum dot is $`N`$ dependent. With noninteracting leads,
$$w_{\mathrm{LD}}(N)=2\pi |\gamma _\mathrm{L}|^2N_\mathrm{L}(0)\mathrm{\Theta }(V)_0^V𝑑ϵA_+^\mathrm{D}(ϵ),$$
(7)
where $`N_\mathrm{L}(0)`$ is the density of states at the Fermi energy in the left lead. If we define the interacting DOS as $`N(ϵ)\frac{1}{\pi }\mathrm{Im}G(0,ϵ)`$, where $`G(x,t)i\mathrm{\Theta }(t)\{\psi _\pm (x,t),\psi _\pm ^{}(0)\}`$ is the retarded electron propagator calculated in the grand-canonical ensemble with chemical potential $`\mu `$, then for $`ϵ>0`$ it follows that $`A_+(ϵ)=N(ϵ)|_{\mu =\mu ^N}`$.
The dynamics of the mesoscopic CLL is governed by the action ($`g=1/q`$ with $`q`$ an odd integer)
$$S=\frac{1}{4\pi g}_0^L𝑑x_0^\beta 𝑑\tau \left[\pm i(_\tau \varphi _\pm )(_x\varphi _\pm )+v(_x\varphi _\pm )^2\right],$$
(8)
where $`\rho _\pm =\pm _x\varphi _\pm /2\pi `$ is the charge density fluctuation for right (+) or left (–) moving electrons. Momentum space quantization is achieved by decomposing the chiral scalar field $`\varphi _\pm `$ into a nonzero-mode contribution $`\varphi _\pm ^\mathrm{p}`$ satisfying periodic boundary conditions, and a zero-mode part $`\varphi _\pm ^0`$. The bosonized electron field is $`\psi _\pm (x)(2\pi a)^{\frac{1}{2}}e^{iq\varphi _\pm (x)}e^{\pm iq\pi x/L}`$, where $`a`$ is a microscopic cutoff length. In the presence of an Aharonov-Bohm flux $`\mathrm{\Phi }=\phi \mathrm{\Phi }_0`$ (with $`\mathrm{\Phi }_0hc/e`$) the grand-canonical Hamiltonian corresponding to (8) is
$$H=\frac{1}{2g}(N\pm g\phi )^2\mathrm{\Delta }ϵ+\underset{k}{}\mathrm{\Theta }(\pm k)v|k|a_k^{}a_k\mu N,$$
(9)
where $`\mathrm{\Delta }ϵ2\pi v/L`$ is the noninteracting level spacing and $`N_0^L𝑑x\rho _\pm `$. At zero temperature,
$$G(x,t)=\frac{i}{2\pi a}\mathrm{\Theta }(t)e^{\pm iq\pi (xvt)/L}e^{iq(\varphi _\pm ^0(x,t)\varphi _\pm ^0(0))}\left(e^{\frac{1}{2}q^2[\varphi _\pm ^0(x,t),\varphi _\pm ^0(0)]}e^{q^2f_\pm (x,t)}+e^{\frac{1}{2}q^2[\varphi _\pm ^0(x,t),\varphi _\pm ^0(0)]}e^{q^2f_\pm (x,t)}\right),$$
where $`f_\pm (x,t)\varphi _\pm ^\mathrm{p}(x,t)\varphi _\pm ^\mathrm{p}(0)(\varphi _\pm ^\mathrm{p}(0))^2.`$ The time-evolution of the zero-mode field under the action of (9) is found to be $`\varphi _\pm ^0(x,t)=\pm 2\pi N(xvt)/Lg\chi +g(\mu \phi \mathrm{\Delta }ϵ)t,`$ where $`[\chi ,N]=i.`$ Then
$$G(x,t)=\pm \mathrm{\Theta }(t)(i/L)^q(\pi a)^{q1}e^{\pm iq\pi (xvt)/L}e^{i(\mu \phi \mathrm{\Delta }ϵ)t}e^{\pm 2\pi iqN(xvt)/L}\mathrm{Im}\mathrm{sin}^q[\pi (xvt\pm ia)/L],$$
(10)
where $`N=q^1\mathrm{int}(\frac{\mu }{\mathrm{\Delta }ϵ}\phi )`$. Here $`\mathrm{int}(x)`$ denotes the integer closest to $`x`$. The transform may be written as
$$G(x,\omega )=\frac{i}{\pi v}(\frac{i\pi a}{L})^{q1}e^{\pm 2\pi iq(N+\frac{1}{2})x/L}_0^{\mathrm{}}𝑑te^{i\mathrm{\Omega }t}\mathrm{Im}\left[\frac{1}{\mathrm{sin}^q(t\frac{\pi x}{L}i\frac{\pi a}{L})}\right],$$
(11)
where $`\mathrm{\Omega }2[\frac{\omega }{\mathrm{\Delta }ϵ}q(N+\frac{1}{2})+\frac{\mu }{\mathrm{\Delta }ϵ}\phi ].`$ Note that $`\mathrm{\Omega }`$ depends on $`q`$ both explicitly and implicitly through $`N`$. To evaluate (11) we need integrals of the form $`_0^{\mathrm{}}𝑑te^{i\mathrm{\Omega }t}\mathrm{Im}\mathrm{sin}^q(t+\xi i\eta )`$, which we evaluate by using the identity
$$_0^{2\pi }dte^{i\mathrm{\Omega }t}\mathrm{Im}\mathrm{sin}^q(t+\xi i\eta )=\frac{(q2)^2\mathrm{\Omega }^2}{(q1)(q2)}_0^{2\pi }dte^{i\mathrm{\Omega }t}\mathrm{Im}\mathrm{sin}^{(q2)}(t+\xi i\eta ).q>2$$
(12)
After considerable manipulation we obtain
$$G(x,\omega )=\frac{(i\pi a/L)^{q1}}{(q1)!}(1\mathrm{\Omega }^2)(3^2\mathrm{\Omega }^2)\times \mathrm{}\times [(q2)^2\mathrm{\Omega }^2]\times G_0(x,\omega ),$$
(13)
where $`G_0(x,\omega )`$ is the retarded propagator for the noninteracting chiral electron gas, given below. The $`q`$ dependence of $`\mathrm{\Omega }`$ is extracted by writing $`\mathrm{\Omega }=2zq`$, where $`z\frac{\omega }{\mathrm{\Delta }ϵ}+\mathrm{frac}(\frac{\mu }{\mathrm{\Delta }ϵ}\phi )`$ and $`\mathrm{frac}(x)x\mathrm{int}(x)`$. Finally, after using the identity (proved by induction) for $`q`$ an odd integer greater than one,
$`(1\mathrm{\Omega }^2)(3^2\mathrm{\Omega }^2)\times \mathrm{}\times [(q2)^2\mathrm{\Omega }^2]`$ $`=`$ $`[1(2zq)^2][3^2(2zq)^2]\times \mathrm{}\times [(q2)^2(2zq)^2]`$ (14)
$`=`$ $`(2i)^{q1}{\displaystyle \underset{j=1}{\overset{q1}{}}}(zj),`$ (15)
we arrive at the remarkable relation
$$G(x,\omega )=G_0(x,\omega )\times \frac{1}{(q1)!ϵ_\mathrm{F}^{q1}}\underset{j=1}{\overset{q1}{}}\left(\omega \omega _j\right),$$
(16)
where $`ϵ_\mathrm{F}v/a`$ is an effective Fermi energy and where $`\omega _j[j\mathrm{frac}(\frac{\mu }{\mathrm{\Delta }ϵ}\phi )]\mathrm{\Delta }ϵ`$ are the noninteracting energy levels. Whereas in the $`q=1`$ case the propagator has poles at each of the $`\omega _j`$, in the interacting case the first $`q1`$ poles above $`\mu `$ are removed. This effect, which leads to a Coulomb-blockade-type energy gap, is a consequence of the first term in the Hamiltonian (9). At higher frequencies or in the large $`L`$ limit where $`\omega \mathrm{\Delta }ϵ,`$ the additional factor becomes $`\omega ^{q1}/(q1)!ϵ_\mathrm{F}^{q1}`$. The polynomial factor in Eqn. (16) is plotted in Fig. 1.
In (9) we have taken the single-particle dispersion to be $`ϵ_\pm (k)=\pm v(k+2\pi \phi /L)`$. The noninteracting chiral propagator is therefore $`G_0(0,\omega )=(1/2v)\mathrm{cot}[\theta (\omega )/2],`$ where $`\theta (ϵ)=2\pi (ϵ/\mathrm{\Delta }ϵ\phi )`$ is the phase subjected to an electron of energy $`ϵ`$ after going around the edge state.
Having obtained the transition rate (7) we turn to a calculation of the probability $`P(N)`$, which satisfies
$$_tP(N)=\underset{I=L,R}{}\left[w_{\mathrm{ID}}(N1)P(N1)+w_{\mathrm{DI}}(N+1)P(N+1)w_{\mathrm{ID}}(N)P(N)w_{\mathrm{DI}}(N)P(N)\right].$$
(17)
The steady-state solution of (17) yields the final result for the tunneling current. For the case $`q=3`$,
$$I=2\pi |\gamma |^2[N(0)]^2\frac{V^2(V\frac{4U^2}{V}[N_\mathrm{G}(n+\frac{1}{2})]^2)^3}{V^2+12U^2[N_\mathrm{G}(n+\frac{1}{2})]^2}\mathrm{when}V>2U|N_\mathrm{G}(n+\frac{1}{2})|,$$
(18)
and is zero otherwise. Eqn. (18) is valid for $`n<N_\mathrm{G}<n+1`$, where the gate charge $`N_\mathrm{G}`$ is the number of positive charges induced by the gate, and for symmetric leads. $`Uq\mathrm{\Delta }ϵ`$ is the quantized charging energy plus the single-particle level spacing.
The $`q=3`$ result (18) clearly exhibits the novel transport properties present at all $`q1`$. The Coulomb blockade boundary, shown as a solid line in Fig. 2, has the familiar diamond shape, but the scale $`U`$ is now quantized in units of $`\mathrm{\Delta }ϵ`$. It can be shown that the current in a Fermi liquid would be proportional to a term of the form $`V\frac{4U^2}{V}[N_\mathrm{G}(n+\frac{1}{2})]^2`$ alone. The additional structure present in Eqn. (18) describes how the quantum dot becomes a non-Fermi-liquid conductor when threshold is exceeded. Examples of this non-Fermi-liquid behavior are shown in Fig. 2. Along path (i) the current varies as $`V^q`$, as one might naively expect, but on (ii) it varies as $`(VU)^{q+1}`$. The line shape along (iii) depends nontrivially on $`q`$; for $`q=3`$ it varies as $`(14x^2)^3/(1+12x^2)`$, which, surprisingly, is in excellent agreement with the finite-bias numerical results for just 8 electrons. The transport properties at other values of $`q`$ can be determined from Eqn. (16).
This work was supported by the National Science Foundation under Grant No. PHY94-07194, by a Research Innovation Award from the Research Corporation, and by the Swiss National Science Foundation. It is a pleasure to thank Matt Grayson and Marc Kastner for useful discussions.
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# Decoherence in Two Bose-Einstein Condensates
## I Introduction
Recently, much attention has been paid to experimental investigations \[1-7\] and theoretical studies \[8-15\] for systems consisting of two and multi Bose condensates since such systems give rise to a fascinating possibility of observing a rich set of new macroscopic quantum phenomena \[16-20\] which do not exist in a single condensate. Among important macroscopic quantum effects is the quantum coherent atomic tunneling (AT) between two trapped Bose condensates \[15-18\]. Several authors showed that the AT can support macroscopic quantum self-trapping (MQST) due to the nonlinearity of atom-atom interactions in condensates. As is well known, no system can be completely isolated from its environment. In fact, in current experiments on trapped Bose condensates of dilute alkali atomic gases condensated atoms continuously interact with non-condensate atoms (environment). Interactions between a quantum system and environment cause two types of irreversible effects: dissipation and decoherence . Mathematically, the dissipation and decoherence can be understood in the following way. Let $`\widehat{H}_S`$ and $`\widehat{H}_B`$ be Hamiltonian of the system and environment (bath), respectively, and $`\widehat{H}_I`$ be interacting Hamiltonian between the system and environment. When $`[\widehat{H}_I,\widehat{H}_S]0`$, which implies that the energy of the system is not conservative, the interaction $`\widehat{H}_I`$ describes the dissipation. When $`[\widehat{H}_I,\widehat{H}_S]=0`$, the energy of the system is conservative, so the interaction $`\widehat{H}_I`$ describes the decoherence. The dissipation effect, which dissipates the energy of the quantum system into the environment, is characterized by the relaxation time scale $`\tau _r`$. In contrast, the decoherence effect, which can be regarded as a mechanism for enforcing classical behaviors in the macroscopic realm, is much more insidious because the coherence information leaks out into the environment in another time scale $`\tau _d`$, which is much shorter than $`\tau _r`$, as the quantum system evolves with time. Since macroscopic quantum phenomena in Bose condensates mainly depend on $`\tau _d`$ rather than $`\tau _r`$, the discussions in present paper only focus on the decoherence problem rather than the dissipation effect. To study the decoherence in Bose condensates is not only of theoretical interest but also importance from a practical point of view, since decohering would always be present in any Bose condensate experiments of trapped atoms.
On the aspect of modeling dissipation and decoherence in trapped Bose condensates, some progress \[9,23-26\] has been made. In particular, Anglin derived a master equation for a trapped Bose condensate by considering a special model of a condensate confined in a deep but narrow spherical square-well potential. In his model the reservoir of non-condensate atoms consists of a continuum of unbound modes obtained by the scattering solutions of the potential well. Making use of the Anglin’s master equation, Ruostekoski and Walls numerically simulated dissipative dynamics of a Bose condensate in a double-well potential when the condensate is in the atomic coherent states, and shown that the interactions between condensate and non-condensate atoms make the MQST decay away. For a system consisting of two trapped weakly connected Bose condensates, there is quantum coherent AT between two condensates. Questions that naturally arise are, what is the effect of decoherence on the quantum coherent AT ? Does decoherence increase or decrease the AT current between them? In this paper, we analytically study the decoherence problem in two Bose condensate, and investigate the influence of the decoherence on the quantum coherent AT between two trapped Bose condensates in terms of an exactly solvable Hamiltonian. We will present analytic expressions of the population difference (PD) and the AT current between two Bose condensates, and show that the decoherence leads to the PD decay and the suppression of the AT current.
This paper is organized as follows. In Sec.II, we present an approximate analytic solution of the system consisting of two Bose condensates with a tunneling coupling without decoherence. In Sec. III, we introduce a decoherence model and apply it to the two-condensate system. we discuss the influence of decoherence the atomic tunneling. Concluding remarks are provided in the last section.
## II Two Bose-Einstein condensates with tunneling coupling
Let us consider a system of two Bose condensates with weak nonlinear interatomic interactions and the Josephson-like coupling. Such a condensate system, in principle, can be produced in a double trap with two condensates coupled by quantum tunneling and ground collisions, or in a system with two different magnetic sublevels of an atom, in which case the two species condensates correspond two electronic states involved. In the formalism of the second quantization, Hamiltonian of such a system can be written as
$$\widehat{H}=\widehat{H}_1+\widehat{H}_2+\widehat{H}_{int}+\widehat{H}_{Jos},$$
(1)
$`\widehat{H}_i`$ $`=`$ $`{\displaystyle }d𝐱\widehat{\psi }_i^{}(𝐱)[{\displaystyle \frac{\mathrm{}^2}{2m}}^2+V_i(𝐱)`$ (3)
$`+U_i\widehat{\psi }_i^{}(𝐱)\widehat{\psi }_i(𝐱)]\widehat{\psi }_i(𝐱),(i=1,2),`$
$$\widehat{H}_{int}=U_{12}𝑑𝐱\widehat{\psi }_1^{}(𝐱)\widehat{\psi }_2^{}(𝐱)\widehat{\psi }_1(𝐱)\widehat{\psi }_2(𝐱),$$
(4)
$$\widehat{H}_{Jos}=\mathrm{\Lambda }𝑑𝐱[\widehat{\psi }_1^{}(𝐱)\widehat{\psi }_2(𝐱)+\widehat{\psi }_1(𝐱)\widehat{\psi }_2^{}(𝐱)].$$
(5)
Here $`i=1,2`$, $`\widehat{\psi }_i(𝐱)`$ and $`\widehat{\psi }_i^{}(𝐱)`$ are the atomic field operators which annihilate and create atoms at position $`𝐱`$, respectively. They satisfy the commutation relation $`[\widehat{\psi }_i(𝐱),\widehat{\psi }_j^{}(𝐱^{})]=\delta _{ij}\delta (𝐱𝐱^{})`$. $`\widehat{H}_1`$ and $`\widehat{H}_2`$ describe the evolution of each species in the absence of interspecies interactions. $`\widehat{H}_{int}`$ describes interspecies collisions. $`\widehat{H}_{Jos}`$ is the Josephson-like tunneling coupling term. Atoms are confined in harmonic potentials $`V_i(𝐱)(i=1,2)`$. Interactions between atoms are described by a nolinear self-interaction term $`U_i=4\pi \mathrm{}^2a_i^{sc}/m`$ and a term that corresponds the nonlinear interaction between different species $`U_{12}=4\pi \mathrm{}^2a_{12}^{sc}/m`$, where $`a_i^{sc}`$ is $`s`$-wave scattering lengths of species $`i`$ and $`a_{12}^{sc}`$ that between species 1 and 2. For simplicity, throughout this paper we set $`\mathrm{}=1`$, and assume that $`a_1^{sc}=a_2^{sc}=a^{sc}`$, $`V_1(𝐱)=V_2(𝐱)`$.
It has been well known that the Hamiltonian (1) can reduce to a two-mode Hamiltonian by the use of the approximation of the atomic field operators:$`\widehat{\psi }_i(𝐱)=\widehat{a}_i\varphi _i(𝐱)`$, where $`\widehat{a}_i=𝑑𝐱\varphi _i(𝐱)\widehat{\psi }_i(𝐱)`$ are correspondent mode annihilation operators with real distribution functions $`\varphi _i(𝐱)`$ and $`[\widehat{a}_i,\widehat{a}_i^{}]=1`$. Then the Hamiltonian (1) can be reduced to the two-mode Hamiltonian
$`\widehat{H}`$ $`=`$ $`\omega _0(\widehat{a}_1^{}\widehat{a}_1+\widehat{a}_2^{}\widehat{a}_2)+q(\widehat{a}_1^2\widehat{a}_1^2+\widehat{a}_2^2\widehat{a}_2^2)`$ (7)
$`+g(\widehat{a}_1^{}\widehat{a}_2+\widehat{a}_2^{}\widehat{a}_1)+2\chi \widehat{a}_1^{}\widehat{a}_1\widehat{a}_2^{}\widehat{a}_2,`$
where $`q`$, $`\chi `$ and $`g`$ are coupling constants which characterize the strength of interatomic interaction in each condensate, interspecies interaction, and the Josephson-like coupling, respectively.
The valid conditions of the two-mode approximation were demonstrated in Ref. which indicate that the two-mode approximation is valid for weak many-body interactions, i.e., for small number of condensated atoms. As shown in Ref., the two-mode approximation should be acceptable for the number of atoms $`N2000`$ if the scattering length typically taken as $`a=5nm`$ for a large trap with the size $`L=10\mu m`$.
We note that the two-mode approximate Hamiltonian has the same form of that of a two-mode nonlinear optical directional coupler . It can not be exactly solved, but a closed analytical solution can be obtained under the rotating wave approximation suggested by Alodjanc et al. . The approximate analytic solution is valid for the weak interactions between atoms, but it sheds considerable light on the AT under our consideration.
In order to obtain an approximate analytic solution of the Hamiltonian (5), we introduce a new pair of bosonic operators:
$$\widehat{A}_1=\frac{1}{\sqrt{2}}(\widehat{a}_1+\widehat{a}_2)e^{igt},\widehat{A}_2=\frac{i}{\sqrt{2}}(\widehat{a}_1\widehat{a}_2)e^{igt},$$
(8)
which satisfy the usual bosonic commutation relation: $`[\widehat{A}_i,\widehat{A}_j^{}]=\delta _{ij}`$. Then the Hamiltonian (5) reduces to the following form
$`\widehat{H}`$ $`=`$ $`\mathrm{\Omega }\widehat{N}+g(\widehat{A}_1^{}\widehat{A}_1\widehat{A}_2^{}\widehat{A}_2)+{\displaystyle \frac{1}{4}}q[(3\widehat{N}^22\widehat{N})`$ (11)
$`(\widehat{A}_1^{}\widehat{A}_1\widehat{A}_2^{}\widehat{A}_2)^2]+{\displaystyle \frac{1}{2}}\chi \widehat{N}^2`$
$`\chi \widehat{A}_1^{}\widehat{A}_1\widehat{A}_2^{}\widehat{A}_2+\widehat{H}^{},`$
where $`\mathrm{\Omega }=(\omega _0\frac{\chi }{2})`$, the total number operator $`\widehat{N}=\widehat{a}_1^{}\widehat{a}_1+\widehat{a}_2^{}\widehat{a}_2=\widehat{A}_1^{}\widehat{A}_1+\widehat{A}_2^{}\widehat{A}_2`$ is a conservative constant, and $`\widehat{H}^{}`$ is a nonresonant term which oscillates at the frequency $`4g`$ in the sense of the Alodjanc et al.’s proposal . The account of the fast oscillating terms results only in some additional oscillations which play no essential role in the evolution of the measurable quantities specifying the macroscopic quantum phenomena of the two-condensate system, so that the nonresonant term are fully negligible. This is the rotating wave approximation (RWA)in the sense of Ref.. After neglecting the nonresonant term $`H^{}`$, we get the following approximate Hamiltonian:
$`\widehat{H}_A`$ $`=`$ $`\mathrm{\Omega }\widehat{N}+g(\widehat{A}_1^{}\widehat{A}_1\widehat{A}_2^{}\widehat{A}_2)+{\displaystyle \frac{1}{4}}q[(3\widehat{N}^22\widehat{N})`$ (13)
$`(\widehat{A}_1^{}\widehat{A}_1\widehat{A}_2^{}\widehat{A}_2)^2]+{\displaystyle \frac{1}{2}}\chi \widehat{N}^2\chi \widehat{A}^{}_1\widehat{A}_1\widehat{A}^{}_2\widehat{A}_2.`$
It is worthwhile noting that the dynamics of the non-RWA Hamiltonian (5) is often chaotic. A detailed investigation on chaotic behaviors in the two-condensate system is beyond the scope of present paper, and will be given elsewhere. Nevertheless, the RWA Hamiltonian (8) is an integrable Hamiltonian whose dynamics is regular, does not exhibit chaos. Hence, the the terms neglected in the RWA lead to chaos when they kept in the two-condensate system. This is very analogous to the case of the Jaynes-Cummings Model (JCM) which describes the interaction of a two-level atom with a single-mode electromagnetic field in quantum optics. It was well known that the RWA JCM is exactly solvable, but the non-RWA JCM exhibits chaos. As shown in Ref., the chaos was a consequence of inclusion of terms normally neglected in the RWA.
Obviously, the Hamiltonian $`\widehat{H}_A`$ is diagonal in the Fock space of the ($`\widehat{A}_1`$, $`\widehat{A_2}`$) representation defined by
$$|n,m)=\frac{1}{\sqrt{n!m!}}\widehat{A}_1^n\widehat{A}_2^m|0,0),$$
(14)
where $`n`$ and $`m`$ take nonnegative integers. And we have $`\widehat{H}_A|n,m)=E(n,m)|n,m)`$ with the eigenvalues
$`E(n,m)`$ $`=`$ $`(\mathrm{\Omega }{\displaystyle \frac{q}{2}})(n+m)+g(nm)+{\displaystyle \frac{1}{4}}(3q+2\chi )`$ (16)
$`\times (n+m)^2{\displaystyle \frac{q}{4}}(nm)^2\chi nm.`$
For simplicity, all calculations below shall be carried out in the ($`\widehat{A}_1`$, $`\widehat{A}_2`$) representation with the basis: $`\{|n,m),n,m=0,1,2,\mathrm{}\}`$, which is related to the ($`\widehat{a}_1`$, $`\widehat{a}_2`$) representation with a set of basis: $`\{|n,m=\widehat{a}_1^n\widehat{a}_2^m/\sqrt{n!m!}|0,0,n,m=0,1,2,\mathrm{}\}`$ through the following relation
$`|n,m`$ $`=`$ $`{\displaystyle \underset{r=0}{\overset{n}{}}}{\displaystyle \underset{s=0}{\overset{m}{}}}{\displaystyle \frac{[n!m!(nr+s)!(ms+r)!]^{1/2}}{2^{(n+m)/2}(nr)!(ms)!}}`$ (18)
$`\times e^{i(2r3m)\pi /2}|nr+s,ms+r).`$
## III Influence of decoherence on atomic tunneling
We now consider the effect of the decoherence. We use a reservoir consisting of an infinite set of harmonic oscillators to model environment of condensate atoms in a trap, and we assume the total Hamiltonian to be
$`\widehat{H}_T`$ $`=`$ $`\widehat{H}_A+{\displaystyle \underset{k}{}}\omega _k\widehat{b}_k^{}\widehat{b}_k+F(\{\widehat{S}\}){\displaystyle \underset{k}{}}c_k(\widehat{b}_k^{}+\widehat{b}_k)`$ (20)
$`+F(\{\widehat{S}\})^2{\displaystyle \underset{k}{}}{\displaystyle \frac{c_k^2}{\omega _k^2}},`$
where the second term is the Hamiltonian of the reservoir. The last term in Eq.(12) is a renormalization term . The third term in Eq.(12) represents the interaction between the system and the reservior with a coupling constant $`c_k`$, where $`\{\widehat{S}\}`$ is a set of linear operators of the system or their linear combinations in the same picture as that of $`\widehat{H}_A`$, $`F(\{\widehat{S}\})`$ is an operator function of $`\{\widehat{S}\}`$. In order to enable what the interaction between the system and environment describes is decoherence not dissipation, we require that the linear operator $`\widehat{S}`$ commutes with the the Hamiltonian of the system $`\widehat{H}_A`$. Then, the interaction term in Eq.(12) commutes with the Hamiltonian of the system. This implies that there is no energy transfer between the system and its environment. So that it does describe the decoherence. The concrete form of the function $`F(\{\widehat{S}\})`$, which may be considered as an experimentally determined quantity, may be different for different environment. Therefore, the decohering interaction in (12) can not only describe decoherence caused by the effect of elastic collisions between condensate and non-condensate atoms for a Bose condensate system, but also simulate decoherence caused by other decoherencing sources through properly choosing the operator function of the system $`F(\{\widehat{S}\})`$.
The Hamiltonian (12) can be exactly solved by making use of the following unitary transformation
$$\widehat{U}=\mathrm{exp}[\widehat{H}_A\underset{k}{}\frac{c_k}{\omega _k}(\widehat{b}_k^{}\widehat{b}_k)].$$
(21)
Corresponding to the Hamiltonian (12), the total density operator of the system plus reservoir can be expressed as
$`\widehat{\rho }_T(t)`$ $`=`$ $`e^{i\widehat{H}_At}\widehat{U}^1e^{it_k\omega _k\widehat{b}_k^{}\widehat{b}_k}\widehat{U}\widehat{\rho }_T(0)\widehat{U}^1`$ (23)
$`\times e^{it_k\omega _k\widehat{b}_k^{}\widehat{b}_k}\widehat{U}e^{i\widehat{H}_At}.`$
In the derivation of the above solution, we have used $`\widehat{\rho }_T(t)=\widehat{U}^1\widehat{\rho }_T^{}(t)\widehat{U}`$, where $`\widehat{\rho }_T^{}=e^{i\widehat{H}_T^{}t}\widehat{\rho }_T^{}(0)e^{i\widehat{H}_T^{}t}`$ with $`\widehat{H}_T^{}=\widehat{U}\widehat{H}_T\widehat{U}^1`$ and $`\widehat{\rho }_T^{}(0)=\widehat{U}\widehat{\rho }_T(0)\widehat{U}^1`$, where $`\widehat{\rho }_T(0)`$ the initial total density operator.
We assume that the system and reservoir are initially in thermal equilibrium and uncorrelated, so that $`\widehat{\rho }_T(0)=\widehat{\rho }(0)\widehat{\rho }_R`$, where $`\widehat{\rho }(0)`$ is the initial density operator of the system, and $`\widehat{\rho }_R`$ the density operator of the reservoir, which can be written as $`\widehat{\rho }_R=_k\widehat{\rho }_k(0)`$ with $`\widehat{\rho }_k(0)`$ is the density operator of the $`k`$-th harmonic oscillator in thermal equilibrium. After taking the trace over the reservoir, from Eq.(14) we can get the reduced density operator of the system, denoted by $`\widehat{\rho }(t)=tr_R\widehat{\rho }_T(t)`$, its matrix elements in the ($`\widehat{A}_1`$, $`\widehat{A}_2`$) representation are explicitly written as
$`\rho _{(m^{},n^{})(m,n)}(t)`$ $`=`$ $`\rho _{(m^{},n^{})(m,n)}(0)R_{(m^{},n^{})(m,n)}(t)`$ (25)
$`\times e^{i[F(\{S(m^{},n^{})\})F(\{S(m,n)\})]t},`$
where $`F(\{S(m,n)\})`$ is an eigenvalue of the operator function $`F(\{\widehat{S}\})`$ in an eigenstate of $`\widehat{H}_A`$. $`R_{(m^{},n^{})(m,n)}(t)`$ is a reservoir-dependent quantity given by
$`R_{(m^{},n^{})(m,n)}(t)`$ $`=`$ $`e^{i[F^2(\{S(m^{},n^{})\})F^2(\{S(m,n)\})]Q_1(t)}`$ (27)
$`\times e^{[F(\{S(m^{},n^{})\})F(\{S(m,n)\})]^2Q_2(t)},`$
where the two reservoir-dependent functions are given by
$$Q_1(t)=_0^{\mathrm{}}𝑑\omega J(\omega )\frac{c^2(\omega )}{\omega ^2}\mathrm{sin}(\omega t),$$
(28)
$$Q_2(t)=2_0^{\mathrm{}}𝑑\omega J(\omega )\frac{c^2(\omega )}{\omega ^2}\mathrm{sin}^2(\frac{\omega t}{2})\mathrm{coth}(\frac{\beta \omega }{2}),$$
(29)
Here we have taken the continuum limit of the reservoir modes: $`_k_0^{\mathrm{}}𝑑\omega J(\omega )`$, where $`J(\omega )`$ is the spectral density of the reservoir, $`c(\omega )`$ is the correspondeing continuum expression for $`c_k`$, and $`\beta =1/k_BT`$ with $`k_B`$ and $`T`$ being the Boltzmann constant and temperature, respectively.
It is well known that decoherence corresponds to the decay of off-diagonal elements of the reduced density matrix of a quantum system. For the case under our consideration, the degree of decoherence is determined by the decaying factor in Eq.(16). It is interesting to note that if we choose a proper operator function $`F(\{\widehat{S}\})`$ to make $`F(\{S(m^{},n^{})\})=F(\{S(m,n)\})`$ for $`(m^{},n^{})(m,n)`$, then we find that
$$\rho _{(m^{},n^{})(m,n)}(t)=\rho _{(m^{},n^{})(m,n)}(0)$$
(30)
which indicates that the quantum system maintains its initial quantum coherence, namely, the time evolution of decoherence-free of the quantum system is realized. Therefore, we conclude that one can control decoherence by manipulating interaction function $`F(\{\widehat{S}\})`$.
Eqs.(15) and (16) indicate that the interaction between the system and its environment induces a phase shift and a decaying factor in the reduced density operator of the system. We now consider the PD between the two condensates in the presence of the decoherence, defined by $`p(t)N_1(t)N_2(t)`$ with $`N_i=\widehat{a}_i^{}\widehat{a}_i`$. We find that
$`p(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}|\rho _{(r+1,s1)(r,s)}(0)|`$ (32)
$`\times \mathrm{sin}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]e^{(v_{rs}^{})^2Q_2(t)},`$
where we have introduced the symbols:
$$\rho _{(r+1,s1)(r,s)}(0)=|\rho _{(r+1,s1)(r,s)}(0)|e^{i\theta _{rs}},$$
(33)
$$v_{rs}^\pm =F(\{S(r+1,s1)\})\pm F(\{S(r,s)\}).$$
(34)
From Eq.(20) we see that if we do not take into account the influence of the decoherence, i.e., set $`Q_1(t)=Q_2(t)=0`$, then we get a expression of the PD between two condensates
$`p(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}|\rho _{(r+1,s1)(r,s)}(0)|`$ (36)
$`\times \mathrm{sin}(\theta _{rs}v_{rs}^{}t),`$
which implies that the time evolution of the PD is periodic. In particular, if we take $`F(\{\widehat{S}\}=\widehat{H}_A`$, we find that when $`2g/(q\chi )=K`$ ( being an integer), we have a nonzero time-average value of the PD
$`\overline{p}`$ $`=`$ $`2{\displaystyle \underset{r}{}}\sqrt{(rK+1)(r+1)}|\rho _{(r+1,rK)(r,rK+1)}(0)|`$ (38)
$`\times \mathrm{sin}(\theta _{rrK+1}),`$
which means that the two-condensate system under our consideration exhibits the MQST when the decoherence is absent.
The coherent AT current between the two condensates, defined by $`I(t)\dot{N}_1(t)\dot{N}_2(t)`$, is given by
$`I(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}v_{rs}^{}|\rho _{(r+1,s1)(r,s)}(0)|`$ (42)
$`\times \{(1v_{rs}^+\dot{Q}_1(t))\mathrm{cos}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]`$
$`+v_{rs}^{}\dot{Q}_2(t)\mathrm{sin}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]\}`$
$`\times e^{(v_{rs}^{})^2Q_2(t)}.`$
From Eqs.(18), (20) and (25) we can immediately draw one important qualitative conclusion: since $`Q_2(t)`$ is positive definite, the existence of the decoherence is always to tend to suppress the PD and the AT current between the two condensates. This answers the question: “Does the decoherence increase or decrease the AT?”.
From Eqs.(17),(18), (20) and (25) we see that all necessary information about the effects of the environment on the PD and the AT current is contained in the spectral density of the reservoir. To procced further let us now specialize to the Ohmic case with the spectral distribution $`J(\omega )=\frac{\eta \omega }{c^2(\omega )}e^{\omega /\omega _c}`$, where $`\omega _c`$ is the high frequency cut-off, $`\eta `$ is a positive characteristic parameter of the reservoir. With this choice, at low temperature the functions $`Q_1(t)`$ and $`Q_2(t)`$ are given by the following expressions
$$Q_1(t)=\eta \mathrm{tan}^1(\omega _ct),$$
(43)
$$Q_2(t)=\eta \{\frac{1}{2}\mathrm{ln}[1+(\omega _ct)^2]+\mathrm{ln}[\frac{\beta }{\pi t}\mathrm{sinh}(\frac{\pi t}{\beta })]\}.$$
(44)
Recent experiments on two condensates have established a typical time scale at which the two condensates preserve coherence. The value of the typical time scale is $`t\dot{=}100ms`$. In the meaningful domain of time $`\omega _ct1`$ which requires $`\omega _c10Hz`$ which can be easily satisfied for an usual reservoir , at zero temperature, we have $`\dot{Q}_1(t)\eta /(\omega _ct^2)`$, and $`Q_2(t)\eta \mathrm{ln}(\omega _ct)`$, then we find
$`p(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}|\rho _{(r+1,s1)(r,s)}(0)|`$ (46)
$`\times \mathrm{sin}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))](\omega _ct)^{\eta (v_{rs}^{})^2},`$
$`I(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}v_{rs}^{}|\rho _{(r+1,s1)(r,s)}(0)|`$ (50)
$`\times \{(1{\displaystyle \frac{\eta v_{rs}^+}{\omega _c}}t^2)\mathrm{cos}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]`$
$`+\eta v_{rs}^{}t^1\mathrm{sin}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]\}`$
$`\times (\omega _ct)^{\eta (v_{rs}^{})^2},`$
which indicate that the PD and the AT current decay away according to the “power law”, where we have noted that the decaying factors can not be taken outside the summation on the r.h.s. of Eqs.(28) and (29).
At finite temperature, we have $`\dot{Q}_1(t)\eta /(\omega _ct^2)`$, and $`Q_2(t)\eta [\mathrm{ln}(\frac{\beta \omega _c}{2\pi })+\frac{\pi t}{\beta }]`$, so that
$`p(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}|\rho _{(r+1,s1)(r,s)}(0)|`$ (53)
$`\times \mathrm{sin}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]`$
$`\times ({\displaystyle \frac{\beta \omega _c}{2\pi }})^{\eta (v_{rs}^{})^2}\mathrm{exp}[{\displaystyle \frac{\eta (v_{rs}^{})^2\pi }{\beta }}t],`$
$`I(t)`$ $`=`$ $`2{\displaystyle \underset{r}{}}{\displaystyle \underset{s}{}}\sqrt{s(r+1)}v_{rs}^{}|\rho _{(r+1,s1)(r,s)}(0)|`$ (57)
$`\times \{(1{\displaystyle \frac{\eta v_{rs}^+}{\omega _c}}t^2)\mathrm{cos}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]`$
$`+{\displaystyle \frac{\eta \pi v_{rs}^{}}{\beta }}\mathrm{sin}[\theta _{rs}v_{rs}^{}(tv_{rs}^+Q_1(t))]\}`$
$`\times ({\displaystyle \frac{\beta \omega _c}{2\pi }})^{\eta (v_{rs}^{})^2}\mathrm{exp}[{\displaystyle \frac{\eta (v_{rs}^{})^2\pi }{\beta }}t],`$
which indicate that at finite temperature the PD decays away according to the “exponential law”, and the decay of the AT current becomes more complicated than that of the PD due to the factor $`(\eta v_{rs}^+/\omega _c)t^2`$ before the cosine function in Eq.(31).
## IV Concluding remarks
We have present a decoherence model which is exactly solvable, and applied it to study decoherence in two Bose condensates. We have indicated that one can control decoherence by manipulating interaction between a quantum system and environment. We have investigated the influence of the decoherence on quantum coherent AT between two trapped Bose condensates with arbitrary initial states, and shown that the decoherence suppresses the PD and the AT current between two condensates. We have obtained analytic expressions of the PD and the AT current and found that for the reservoir-spectral density of the Ohmic case, the PD and the AT current decay away by the “power law” at zero temperature; at finite temperature, the PD decays away by the “exponential law” while the decay of the AT current contains both “exponential-law” and “power-law” components. It is worthwhile to note that our results are obtained for arbitrary initial states of the two condensates, our entire analysis is carried out without invoking the assumption of Bose-broken symmetry which has recently been shown to be unnecessary for a Bose condensate of trapped atoms . Also it should be pointed out that these results are obtained under the RWA in the sense of Alodjanic et al.’s proposal, they are valid for interatomic weak nonlinear interactions in two condensates. The RWA essentially changes the two-condensate system into an integrable system, hence it suppresses the chaotic behaviors of the two-condensate system.
ACKNOWLEDGMENTS
L. M. Kuang would like to acknowledge the Abdus Salam International Center for Theoretical Physics, Trieste, Italy for its hospitality where part of this work was done. This work was supported in part by the climbing project of China, NSF of China, NSF of Hunan Province, special project of NSF of China via Institute of Theoretical Physics, Academia Sinica.
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# The String Dual of a Confining Four-Dimensional Gauge Theory
## I Introduction
The proposal of ’t Hooft , that large-$`N`$ non-abelian gauge theory can be recast as a string theory, has taken an interesting turn with the work of Maldacena . The principal Maldacena duality applies not to confining theories but to conformal $`𝒩=4`$ gauge theories, which are dual to IIB string theory on $`AdS_5\times S^5`$. Starting with this duality one can perturb by the addition of mass terms preserving a smaller supersymmetry, or none at all, and in this way obtain a confining gauge theory. The problem is that the perturbation of the dual string theory appears to produce a spacetime with a naked singularity . As a consequence, even basic quantities such a condensates are incalculable.
In this paper we show that the situation is actually much better. There is no naked singularity, but rather an expanded brane source, and all physical quantities are calculable. We believe that this is the first example of a dual supergravity description of a four-dimensional confining gauge theory. It is also gives new insight into the resolution of naked singularities in string theory.
We focus on perturbations that preserve $`𝒩=1`$ supersymmetry, though in fact our solutions are stable under the addition of small additional masses that break the supersymmetry completely. The $`𝒩=4`$ vector multiplet contains an $`𝒩=1`$ vector multiplet and three $`𝒩=1`$ chiral multiplets. We will add finite $`𝒩=1`$ supersymmetry-preserving masses to the three chiral multiplets. For brevity we will refer to this theory as ‘$`𝒩=1^{}`$’. This theory has been studied by many authors . It is known to have a rich phase structure , which includes confining phases that are in the same universality class as those of pure $`𝒩=1`$ Yang-Mills theory. We will show that the rich structure of this theory is reflected in supergravity in remarkable ways.
To study pure $`𝒩=0`$ or $`𝒩=1`$ Yang-Mills theories would require working at small ’t Hooft coupling and taking the masses of the extra multiplets to infinity. This is not tractable without an understanding of classical string theory in Ramond-Ramond backgrounds at large curvature. At large ’t Hooft coupling, where supergravity is valid, the masses of the extra multiplets must be kept finite. However, we emphasize these multiplets are four-dimensional and the ultraviolet theory is conformal. An alternative approach to obtaining a string dual of confining theories is via high-temperature five-dimensional supersymmetric field theories , whose low-energy limit is four-dimensional strongly-coupled non-supersymmetric Yang-Mills theory. The dual spacetime is non-singular, and the infrared cutoff provided by the temperature does indeed lead to confinement of electric flux tubes. In this case, however, there is a full set of massive five-dimensional states that do not decouple.
Our work was motivated by the observation of Myers , that D-branes in a transverse Ramond-Ramond (RR) potential can develop a multipole moment under fields that normally couple to a higher-dimensional brane. This ‘dielectric’ property is analogous to the induced dipole moment of a neutral atom in an electric field. For example, a collection of $`N`$ D0-branes in an electric RR 4-form flux develops a dipole moment under the corresponding 3-form potential. One can think of them as blowing up into a spherical D2-brane, and in a strong field the latter is the effective description. This happens because the D0-brane coordinates become noncommutative. The original D0-brane charge $`N`$, which of course is conserved in this process, shows up as a nonzero world-volume field strength on the D2-branes. Even earlier, Kabat and Taylor had observed that $`N`$ D0-branes with noncommuting position matrices could be used to build a spherical D2-brane in matrix theory, generalizing the flat membranes of matrix theory . For finite $`N`$ the sphere is ‘fuzzy’; or better, perhaps, it is somewhat granular. The equations describing this sphere bear a marked similarity to those which appear in the $`𝒩=1^{}`$ theory, which were first analyzed in .
It is then natural to guess that Myers’ mechanism is at work in this theory. The mass perturbation corresponds to a magnetic RR 3-form flux, which is dual to an electric RR 7-form flux. The latter couples to the D3-brane in the same fashion as the electric 4-form flux does to the D0-brane, and so the D3-branes polarize into D5-branes with world-volume $`𝐑^4\times S^2`$. One difference is that Myers considers D-branes in flat spacetime ($`gN`$ small), whereas for the gauge/gravity duality the background is $`AdS_5\times S^5`$. In Myers’ case a small field produced a small D2-sphere, but in the conformal field theory there is no invariant notion of a small mass perturbation, and on the supergravity side there is no such thing as a small transverse two-sphere. Rather, the D5-spheres, which are dynamically (though not topologically) stable, wrap an equator of the $`S^5`$. We will show that there exist supergravity solutions in which the only ‘singularity’ is that due to the D5-brane source on the $`S^5`$.
However, this is far from the whole story. First, the classical $`𝒩=1^{}`$ theory has many isolated vacua . For each partition of $`N`$ into integers $`n_i`$, there must be a separate solution involving multiple D5-branes with D3-branes charges $`n_i`$, each wrapped on an equator of $`S^5`$ but at different $`AdS`$ radii $`r_i`$ proportional to $`n_i`$. We will study these vacua, and their properties, in our discussion below. Second, the quantum theory has even more vacua, which are permuted under the $`SL(2,𝐙)`$ duality the field theory inherits from $`𝒩=4`$. In particular, the transformation $`\tau \frac{1}{\tau }`$, which takes the maximally Higgsed vacuum into the confining vacuum, will replace the D5-brane sphere with an NS5-brane sphere: this is the effective string description of the confining vacuum. The confining flux tubes are bound states of a fundamental string to the NS5-brane, or equivalently, instantons of the 5-brane world-volume noncommutative gauge theory. Meanwhile, the leading nonperturbative condensate corresponds to the three-form field generated by the NS5-brane’s magnetic dipole moment.
Our removal of the singularity resembles phenomena that occur on the Coulomb branch and with the repulson singularity that arises in $`𝒩=2`$ supergravity duals . There are certainly connections which need to be developed further, but the detailed mechanism is different. In particular, the appearance of NS-branes is new. Our result also gives insight into perturbations of the Randall-Sundrum compactification , and into recent proposals for the solution to the cosmological constant problem .
We begin in section II with a review of the classical and quantum field theory vacua, and a discussion of the corresponding brane configurations. In fact, there are more brane configurations than vacua, but later we will argue that only one configuration is applicable for any given value of the parameters. In section III we review perturbations of the $`AdS`$/CFT duality, with attention to the issue of the naked singularity. We show that there is a small parameter: the system can be regarded as a perturbation of one that has only D3-brane charges. This enables us to obtain a quantitative description even for the rather asymmetric and nonlinear supergravity configuration that results from the expansion of the branes. In section IV we study a simplified calculation, in which $`nN`$ probe D3-branes are introduced into a fixed background. We find that their potential has minima where they form a D5-brane or NS5-brane, or more generally one or more $`(c,d)`$ 5-branes, wrapped on an equator of the $`S^5`$. In section V we consider the case that all $`N`$ D3-branes expand into 5-branes. Although this substantially deforms the geometry, serendipitous cancellations allow us to find the effective potential in a simple form: it is the same as in the probe case. We discuss the stability of the solution, arguing that it survives even when supersymmetry is broken completely. In section VI we use the dual description to discuss the physics of the gauge theory, including flux tubes and confinement, baryons, domain walls, condensates, instantons, and glueballs. In section VII we briefly discuss extensions, including the $`𝒩=0`$ case and orbifolds, and in section VIII we discuss implications and future directions.
## II $`𝒩=1^{}`$ Ground States
### A Field Theory Background
In the language of four-dimensional $`𝒩=1`$ supersymmetry, the $`𝒩=4`$ theory consists of a vector multiplet $`V`$ and three chiral multiplets $`\mathrm{\Phi }_i`$, $`i=1,2,3`$, all in the adjoint representation of the gauge group. In addition to the usual gauge-invariant kinetic terms for these fields, the theory has additional interactions summarized in the superpotential<sup>*</sup><sup>*</sup>*The Kähler potential is normalized $`(2/g_{\mathrm{YM}}^2)\mathrm{tr}\overline{\mathrm{\Phi }}_i\mathrm{\Phi }_i`$.
$$W=\frac{2\sqrt{2}}{g_{\mathrm{YM}}^2}\mathrm{tr}([\mathrm{\Phi }_1,\mathrm{\Phi }_2]\mathrm{\Phi }_3).$$
(1)
The theory has an $`SO(6)`$ $`R`$-symmetry which is partially hidden by the $`𝒩=1`$ notation; only the $`U(1)`$ $`R`$-symmetry of the $`𝒩=1`$ supersymmetry and the $`SU(3)`$ that rotates the $`\mathrm{\Phi }_i`$ are visible. However, if we write the lowest component of $`\mathrm{\Phi }_i`$ as
$$\varphi _i=\frac{A_{i+3}+iA_{i+6}}{\sqrt{2}}$$
(2)
(the reason for this notation will become evident later), then the potential energy for the scalar fields $`A_m`$, $`m=4,\mathrm{},9`$, is explicitly $`SO(6)`$ invariant:
$$V(A_m)\underset{m,n=4}{\overset{9}{}}\mathrm{tr}\left([A_m,A_n][A_m,A_n]\right).$$
(3)
The theory is conformally invariant, and consists of a continuous set of theories indexed by a marginal coupling $`\tau =\frac{\theta }{2\pi }+i\frac{4\pi }{g_{\mathrm{YM}}^2}`$, where $`\theta `$ and $`g_{\mathrm{YM}}`$ are the theta angle and gauge coupling of the theory.
We can partially break the supersymmetry by adding arbitrary terms to the superpotential. Consider the addition of mass terms
$$\mathrm{\Delta }W=\frac{1}{g_{\mathrm{YM}}^2}(m_1\mathrm{tr}\mathrm{\Phi }_1^2+m_2\mathrm{tr}\mathrm{\Phi }_2^2+m_3\mathrm{tr}\mathrm{\Phi }_3^2).$$
(4)
If $`m_1=m_2`$ and $`m_3=0`$ the theory has $`𝒩=2`$ supersymmetry; otherwise it has $`𝒩=1`$. If $`m_1=m_2=0`$ and $`m_30`$ then the theory flows to a conformal fixed point with a smooth moduli space and $`SL(2,𝐙)`$ duality . With two nonzero masses, the theory has a moduli space containing special subspaces where charged particles are massless and the Kähler metric is singular. However, in $`𝒩=1^{}`$, where all three masses are non-zero, there is no moduli space; the theory has a number of isolated vacua. In the limit
$$\tau i\mathrm{},m_i\mathrm{},\mathrm{\Lambda }^3=m_1m_2m_3e^{2\pi i\tau /N}\mathrm{fixed}$$
(5)
the theory becomes pure $`𝒩=1`$ Yang-Mills theory. For gauge group $`SU(N)`$ the pure $`𝒩=1`$ theory has $`N`$ vacua related by a spontaneously broken discrete $`R`$-symmetry. Note that this $`R`$-symmetry is not present in $`𝒩=1^{}`$; it is an accidental symmetry present only in the limit Eq. (5).
The classical vacua were described by Vafa and Witten . Assuming all masses are nonzero, we may rescale the fields $`\mathrm{\Phi }_i`$ so as to make all the masses equal; having computed the vacua in this case one may undo this rescaling. In this case the $`F`$-term equations for a supersymmetric vacuum read
$$[\mathrm{\Phi }_i,\mathrm{\Phi }_j]=\frac{m}{\sqrt{2}}ϵ_{ijk}\mathrm{\Phi }_k.$$
(6)
Consider the case of $`SU(N)`$. Recalling that the $`\mathrm{\Phi }_i`$ are $`N\times N`$ traceless matrices, it is evident that the solutions to these equations are given by $`N`$-dimensional, generally reducible, representations of the Lie algebra $`SU(2)`$. The irreducible spin $`(N1)/2`$ representation is one solution; $`N`$ copies of the trivial representation give another ($`\mathrm{\Phi }_i=0`$). Since for every positive integer $`d`$ there is one irreducible $`SU(2)`$ representation of dimension $`d`$, each vacuum corresponds to a partition of $`N`$ into positive integers:
$$\{k_d𝐙0\}\mathrm{such}\mathrm{that}\underset{d=1}{\overset{N}{}}dk_d=N,$$
(7)
where $`k_d`$ is the number of times the dimension $`d`$ representation appears. The number of classical vacua of the theory is given by the number of such partitions.
Generally, for a given partition, the unbroken gauge group is $`\left[_dU(k_d)\right]/U(1)`$. For example, if $`k_d=1`$ and $`k_{Nd}=1`$, then the $`\mathrm{\Phi }_i`$ are block diagonal with blocks of dimension $`d`$ and $`Nd`$; the diagonal traceless matrix which is $`\mathrm{𝟏}`$ in each block generates an unbroken $`U(1)`$ gauge symmetry. Clearly we obtain $`U(1)^{k1}`$ if there are $`k`$ such blocks. However, if $`k_d=2`$, then the two blocks of size $`d`$ can be rotated into each other by additional generators, giving altogether an $`SU(2)`$ instead of a $`U(1)`$. More generally we obtain $`SU(k_d)`$. Among these vacua there is a unique one which we will call the ‘Higgs’ vacuum, in which the $`SU(N)`$ gauge group is completely broken. This is the only ‘massive vacuum’ (meaning that it has a mass gap) at the classical level. For each divisor $`d<N`$ of $`N`$ we may take $`k_d=N/d`$ with all others zero, giving a vacuum with a simple unbroken gauge group $`SU(N/d)`$. All other vacua have one or more $`U(1)`$ factors; these are ‘Coulomb vacua.’
Quantum mechanically, the story is even richer. Donagi and Witten found an integrable system which permitted them to write the holomorphic curve and Seiberg-Witten form describing the quantum mechanical moduli space of the $`𝒩=2`$ theory with $`m_1=m_2`$ and $`m_3=0`$.It would be very interesting to find this integrable system in the supergravity dual description of this theory. They considered the effect of breaking the supersymmetry to $`𝒩=1`$ through nonzero $`m_3m_1,m_2`$, and showed that the theory has a number of remarkable properties. Each classical vacuum which has unbroken gauge symmetry $`SU(k)`$ splits into $`k`$ vacua, all of which have a mass gap. (Coulomb vacua with non-abelian group factors split as well, although a complete accounting of these vacua was not given in ; since the photons remain massless, such vacua do not have mass gaps.) The vacuum with $`SU(N)`$ unbroken ($`k_1=N`$, $`\mathrm{\Phi }_i=0`$) splits into $`N`$ massive vacua, exactly the number which would be needed in the $`𝒩=1`$ Yang-Mills theory obtained in the limit Eq. (5). The massive quantum vacua are those without $`U(1)`$ factors, and as noted above are associated with the divisors of $`N`$. Their total number is obviously given by the sum of the divisors of $`N`$; it therefore depends in an interesting way, one which does not have a large-$`N`$ limit, on the prime factors of $`N`$. The number of Coulomb vacua is exponential in $`\sqrt{N}`$.
Donagi and Witten showed the massive vacua were in a beautiful one-to-one correspondence with the phases of gauge theories classified by ’t Hooft. Let us review this classification . $`SU(N)`$ gauge theories with only adjoint matter can be probed by sources which carry electric charges in the $`𝐙_N`$ center of $`SU(N)`$ and magnetic charges in the $`𝐙_N=\pi _1[SU(N)/𝐙_N]`$ which characterizes possible Dirac strings. We may think of these charges as lying in an $`N\times N`$ lattice, a $`𝐙_N\times 𝐙_N`$ group $`L`$. ’t Hooft showed that the possible massive phases of $`SU(N)`$ gauge theories are associated to the dimension-$`N`$ subgroups $`P`$ of $`L`$. In each phase, the charges corresponding to the $`N`$ elements of $`P`$ are screened, and all others are confined; the flux tubes which do the confining are represented by the elements of $`L/P`$. For example, if the ordinary Higgs mechanism creates a mass gap, all sources with magnetic charge are confined; the only unconfined elements of $`L`$ are the $`(m,0)`$, $`m=0,\mathrm{},N1`$. Thus $`P`$ is generated by the single element $`(1,0)`$. Every magnetic flux tube carries a $`𝐙_N`$ charge $`n=0,\mathrm{},N1`$ and confines the sources with charge $`(m,n)`$ for any $`m`$. In an ordinary confining vacuum, the roles of $`m`$ and $`n`$ are reversed, but otherwise the story is the same. Vacua with oblique confinement are given by groups $`P`$ generated by $`(m,1)`$, where $`m=0,\mathrm{},N1`$.
More generally, however, the vacua are more complex. As mentioned earlier, each classical vacuum with unbroken $`SU(k)`$ symmetry splits into $`k`$ vacua. These vacua correspond to subgroups $`P`$ generated by $`(k,0)`$ and $`(s,d)`$, where $`dk=N`$ and $`s=0,1,\mathrm{},k1`$. This map of vacua to subgroups is one-to-one and onto. Note the Higgs vacuum is the case $`d=N`$, while the $`N`$ vacua which survive in the pure $`𝒩=1`$ Yang-Mills theory are the cases $`d=1`$ for $`s=0,1,\mathrm{},N1`$, with $`s=0`$ being the confining vacuum.
The action of $`SL(2,𝐙)`$ on the massive vacua is then straightforward . The $`T`$ transformation $`\tau \tau +1`$ shifts each element $`(m,n)`$ of the group $`L`$ to $`(m+n\mathrm{mod}N,n)`$; all electric charges shift by their magnetic charge, through the Witten effect . The $`S`$ transformation $`\tau \frac{1}{\tau }`$ reverses electric and magnetic charges : $`(m,n)(n\mathrm{mod}N,m)`$. Thus $`S`$ and $`T`$ map $`L`$ to itself, but act nontrivially on its subgroups $`P`$. This action then corresponds to a permutation of the massive vacua. In particular, note that the Higgs and confining vacua are exchanged by $`S`$, while $`T`$ rotates the confining and oblique confining vacua into each other while leaving the Higgs vacuum unchanged. $`S`$ and $`T`$ then generate the entire $`SL(2,𝐙)`$ group and its action on the vacua. The Coulomb vacua have not been fully classified, and the action of $`SL(2,𝐙)`$ on them has not yet been understood.In section VI.C we will show that some of the Coulomb vacua are transformed in a simple way by certain elements of $`SL(2,𝐙)`$. However, we will not obtain the full story.
We close the discussion of field theory by noting that this theory is very different from $`𝒩=1`$ Yang-Mills theory in certain respects. (Recently, many of these qualitative points were emphasized in .) Although it is a four-dimensional theory, it still has massive degrees of freedom (three Weyl fermions and six real scalars in the adjoint representation) with masses of order $`m`$. These massive states ensure that far above the scale $`m`$ (actually, as we will see, above $`mg_{\mathrm{YM}}^2N`$ in the confining phase) the theory becomes conformal, with gauge coupling $`\tau `$. The important $`𝐙_{2N}`$ non-anomalous $`R`$-symmetry of the pure $`𝒩=1`$ Yang-Mills theory, a $`𝐙_2`$ of which is unbroken and a $`𝐙_N`$ of which permutes the $`N`$ vacua of the theory, is broken explicitly by the presence of the massive fields. Consequently the confining and oblique confining vacua, although still permuted by $`\tau \tau +n`$ with $`n`$ an integer, are not related by a discrete $`R`$-symmetry and are not isomorphic. In particular their superpotentials have different magnitudes and the domain walls between them have a variety of tensions . In the limit of Eq. (5), for fixed $`N`$, the strong coupling scale and the corresponding gluino condensate, domain wall tension, and string tension are all much below the scale $`m`$ of the masses, and so the strong dynamics is not affected by the massive fields. However, we want to study the gravity dual of this theory, which requires large $`g_{\mathrm{YM}}^2N`$. In this limit $`\mathrm{\Lambda }=m\mathrm{exp}(8\pi ^2/g_{\mathrm{YM}}^2N)`$ is of order $`m`$, and so all of the physics of the theory takes place near the scale $`m`$. We will not find the exponentially large hierarchy expected from dimensional transmutation; this can only be seen at small $`g_{\mathrm{YM}}^2N`$, outside the supergravity regime.
### B Brane Representations
Consider the Higgs phase, in which
$$A_7=mL_1,A_8=mL_2,A_9=mL_3,$$
(8)
where $`L_i`$ is the $`N`$-dimensional irreducible representation of $`SU(2)`$. The scalars $`A_m`$ are the collective coordinates of the D3-branes, normalized $`x^m=2\pi \alpha ^{}A_m`$ . These are therefore noncommutative, but lie on a sphere of radius $`r=\pi \alpha ^{}mN`$
$$x^mx^m=(2\pi \alpha ^{}m)^2L_iL_i\pi ^2\alpha ^2m^2N^2.$$
(9)
The nonzero commutator of the collective coordinates corresponds to higher-dimensional brane charge, a fact familiar from matrix theory. Specifically the D3-branes can be equivalently represented as a single D5-brane of topology $`𝐑^4\times S^2`$, the two-sphere having radius $`r`$, with $`N`$ units of world-volume magnetic field on the two-sphere. The Higgs vacuum of the four-dimensional theory is represented by this D5-brane.
Similarly, a vacuum corresponding to the reducible representation $`\{k_d\}`$, defined as in Eq. (7), corresponds to concentric D5-branes, where $`k_d`$ have radius $`\pi \alpha ^{}md`$ for each $`d`$. Consider the case of two spheres, with $`k_d=k_{Nd}=1`$. If $`dNd`$ then the spheres have different radii; the gauge group of the field theory is $`U(1)`$. However, if $`d=Nd`$, the two spheres coincide and the field theory has gauge group $`SU(2)`$. For $`N2d`$ small, the $`SU(2)`$ is broken at a low scale and its W-bosons have mass proportional to $`N2d`$. More generally, $`k`$ coincident D5-branes correspond to a classical vacuum with $`SU(k)`$ symmetry. Just as in the case of flat branes with sixteen supercharges, the curved D5-branes with four supercharges and only four-dimensional Lorentz invariance show enhanced gauge symmetry when they coincide, and when separated have W-bosons with masses of order the separation distance.<sup>§</sup><sup>§</sup>§The absence of an overall center-of-mass $`U(1)`$ in the brane configuration, in parallel with the absence of a $`U(1)`$ in the gauge theory, is not completely understood, although we will comment on it in section VI.H. Each classical vacuum of the theory is given by a set of D5 branes of radius $`n_i`$, with $`_in_i=N`$.
Quantum mechanically the situation is much more complicated. The $`S`$ transformation $`\tau \frac{1}{\tau }`$ should exchange the Higgs and confining vacua; therefore by Type IIB duality the confining vacuum is a single NS5-brane. A $`T^n`$ transformation ($`\tau \tau +n`$) leaves D5-branes unchanged and shifts an NS5-brane to a $`(1,n)`$ 5-brane. It follows that the $`n^{\mathrm{th}}`$ oblique confining vacuum is given by a $`(1,n)`$ 5-brane. The $`S`$-duality implies also that there should be vacua with multiple NS5-branes, or generally $`(1,n)`$ 5-branes, possibly coincident. In fact we may expect there to be vacua in which different types of 5-brane coexist. For example, suppose we partition $`N`$ using $`k_s=1`$ and $`k_1=Ns`$, so that the lower $`(Ns)\times (Ns)`$ block of the fields $`\mathrm{\Phi }_i`$ is zero, leaving $`SU(Ns)`$ unbroken. In this case we would expect a D5-brane of radius $`s`$ representing the broken part of the gauge group, and an NS5-brane (or a $`(1,q)`$ 5-brane) representing an (oblique) confining phase of the unbroken $`SU(Ns)`$ subgroup.
We will show that all of these brane configurations do indeed appear in the dual of the $`𝒩=1^{}`$ theory. This is a puzzle, however: the number of brane configurations is much larger than the number of phases. For $`N=pq`$, for example, the vacuum with $`k_p=q`$ is described by $`q`$ D5-branes of radii $`\pi \alpha ^{}mp`$. In supergravity, this is clearly $`S`$-dual to the vacuum with $`k_q=p`$, which is therefore described by $`q`$ NS5-branes. However, from investigation of the field theory , this vacuum also has a description in terms of $`p`$ D5-branes. We will see, in this and other examples, that our solutions exist only in limited ranges of parameter space, such that only one of the descriptions is valid at a time. Ideally, however, a more complete understanding of how the theory resolves this puzzle would be desirable.
## III Perturbations on $`AdS_5\times S^5`$
In this section we first review deformations of the $`AdS`$/CFT duality with attention to the issue of singularities, introduce the small parameter that makes the problem tractable, and discuss the field theory perturbation and its supergravity dual. We then give the IIB field equations, develop the necessary tensor spherical harmonics, and solve the field equations to first order in an expansion around $`AdS_5\times S^5`$.
### A $`AdS`$/CFT and its Deformations
The $`d=4`$, $`𝒩=4`$ Yang-Mills theory is dual to IIB string theory on $`AdS_5\times S^5`$ . The Yang-Mills coupling is related to the string coupling by $`g_{\mathrm{YM}}^2=4\pi g`$, and the common radius of the two factors of spacetime is $`R=(4\pi gN\alpha ^2)^{1/4}`$. To each local operator $`𝒪_i`$ of dimension $`\mathrm{\Delta }_i`$ in the CFT corresponds two solutions of the linearized field equations , a nonnormalizable solution which scales as $`r^{\mathrm{\Delta }_i4}`$ with $`r`$ the $`AdS`$ radius, and a normalizable solution which scales as $`r^{\mathrm{\Delta }_i}`$. A supergravity solution which behaves at large $`r`$ as
$$a_ir^{\mathrm{\Delta }4}+b_ir^\mathrm{\Delta }$$
(10)
is dual to a field theory with Hamiltonian
$$H=H_{\mathrm{CFT}}+a_i𝒪_i,$$
(11)
and where the vacuum expectation value (vev) is
$$0|𝒪_i|0=b_i.$$
(12)
We will be interested in relevant perturbations, those with $`\mathrm{\Delta }<4`$. In the field theory these are unimportant in the UV, while in the IR they become large and take the theory to a new fixed point or produce a mass gap. Correspondingly the perturbation (10) is small at large $`r`$, but at small $`r`$ it becomes large and nonlinear effects become important.
For a theory with a unique (or at least isolated) vacuum, the dynamics should determine the vev once the Hamiltonian is specified. This is in accord with the general experience with second order differential equations, where some condition of nonsingularity at small $`r`$ would give one relation for each pair $`a_i`$ and $`b_i`$.
Now let us summarize what is known, with attention first to two special cases that make sense:
1. In the $`𝒩=4`$ theory, $`a_i=0`$, it is actually possible to vary the particular $`b`$ that corresponds to $`𝒪`$ being a scalar bilinear. The point is that the $`𝒩=4`$ theory does not have an isolated vacuum, and varying $`b`$ gives a state on the Coulomb branch. It is important to note that the supergravity solution is still singular, but that the singularity is physically acceptable, corresponding to an extended D3-brane source .
2. Certain perturbations give a nontrivial fixed point in the IR. These correspond to supergravity solutions with $`AdS`$ behavior at large and small $`r`$, with a domain wall interpolating . The vacua do have moduli, but most or all analyses have imposed symmetries which determine a unique vacuum and restrict to a single pair $`(a,b)`$. In these cases the differential equation does indeed determine $`b`$. The condition of $`AdS`$ behavior in the IR gives a boundary condition, which takes the form of an initial condition for damped potential motion.
3. More generally, for perturbations that produce a mass gap and destroy the moduli space, the known solutions are singular for all values of $`b_i`$ ; for a recent discussion see . It does not make sense, however, that such singularities can all be understood as physically acceptable brane or other sources, because that would mean that the vevs are undetermined even though the vacua are isolated. This is another example of the important observation made by Horowitz and Myers in the context of negative mass Schwarzschild : string theory does not repair all singularities; many singular spacetimes do not correspond to any state in string theory.
We will show that the perturbations corresponding to the masses (4) actually produce spacetimes with extended brane sources. The spacetime geometry is singular, but in a way that is fixed by the source, and so in particular the values of $`b_i`$ are determined.
This resembles the case 1 in that there are extended branes, and could in principle be analyzed by supergravity means as in that case: for some subset of the supergravity solutions the singularity will have an acceptable physical interpretation as a brane source. There has in fact been a search for just such solutions ; it has thus far been unsuccessful, but some features of our solution have been anticipated. This approach is extremely difficult, and has generally been restricted to special solutions with constant dilaton. In fact, the branes in our solution couple to the dilaton, which is therefore position-dependent.
We are able to treat these rather asymmetric geometries without facing the full nonlinearity of supergravity because of the existence of a small parameter. Consider the case of a single D5-brane with D3-brane charge $`N`$, wrapped on an equator of the $`S^5`$. The area of the two-sphere is of order $`R^2`$, so the density of D3-branes is
$$\frac{N}{R^2}\frac{N^{1/2}}{g^{1/2}\alpha ^{}}.$$
(13)
Under the rather weak condition $`N/g1`$, this is large in string units and the effect of the D3-brane charge dominates that of the D5-charge charge.This estimate (13) ignores the warping of the geometry by the expanded brane, but should be correct in order of magnitude almost everywhere. In fact, very close to the surface of the two-sphere the effect of the D5-brane dominates. However, in this regime we can match onto the exact solution for a flat D5-brane with D3-brane charge, as we develop further in section V.D. The system is therefore well approximated by a Coulomb branch configuration of the parent $`𝒩=4`$ theory, where the general solution is given by linear superposition in the harmonic function. Thus we can work by treating the D5-brane charge, and the 3-form field strengths that are generated by it, as perturbations. It is less obvious, but will be seen in section IV.A, that the full 3-form field strength is effectively proportional to the same small parameter.
For the NS5 solution the corresponding condition is given by $`g1/g`$ and so $`Ng1`$. This is precisely the condition for the gauge theory to be strongly coupled. We then recognize the earlier condition $`N/g1`$ as the condition for the dual gauge theory to be strongly coupled. When both of these conditions are satisfied the supergravity description is valid, so the D5 and NS5 solutions are both valid in the entire supergravity regime.
We will begin with a simpler problem, where we place a probe D5-brane of D3-brane charge $`n`$ into the linearized perturbation of the $`AdS_5\times S^5`$ background. In this case the condition for the D5-brane solution to be valid is similarly
$$\frac{n^2}{gN}1.$$
(14)
We will use this condition at several points. In section V.B we will infer that this condition is not just a convenience but in fact a necessity in order for the solution to exist.
### B Field Equations and Background
The IIB field equations can be derived from the Einstein frame action
$`{\displaystyle \frac{1}{2\kappa ^2}}{\displaystyle }d^{10}x(G)^{1/2}R{\displaystyle \frac{1}{4\kappa ^2}}{\displaystyle }(d\mathrm{\Phi }d\mathrm{\Phi }+e^{2\mathrm{\Phi }}dCdC+`$ (15)
$`ge^\mathrm{\Phi }H_\mathit{3}H_\mathit{3}+ge^\mathrm{\Phi }\stackrel{~}{F}_\mathit{3}\stackrel{~}{F}_\mathit{3}+{\displaystyle \frac{g^2}{2}}\stackrel{~}{F}_\mathit{5}\stackrel{~}{F}_\mathit{5}+g^2C_\mathit{4}H_\mathit{3}F_\mathit{3}),`$ (16)
supplemented by the self-duality condition
$$\stackrel{~}{F}_\mathit{5}=\stackrel{~}{F}_\mathit{5}.$$
(17)
Here
$`\stackrel{~}{F}_\mathit{3}`$ $`=`$ $`F_\mathit{3}CH_\mathit{3},F_\mathit{3}=dC_\mathit{2},`$ (18)
$`\stackrel{~}{F}_\mathit{5}`$ $`=`$ $`F_\mathit{5}C_\mathit{2}H_\mathit{3},F_\mathit{5}=dC_\mathit{4}.`$ (19)
We define the Einstein metric by $`(G_{\mu \nu })_{\mathrm{Einstein}}=g^{1/2}e^{\mathrm{\Phi }/2}(G_{\mu \nu })_{\mathrm{string}}`$, so that it is equal to the string metric in this constant background. As a result $`g`$ appears in the action, explicitly and also through $`2\kappa ^2=(2\pi )^7\alpha ^4g^2`$.
The field equations are
$`^2\mathrm{\Phi }`$ $`=`$ $`e^{2\mathrm{\Phi }}_MC^MC{\displaystyle \frac{ge^\mathrm{\Phi }}{12}}H_{MNP}H^{MNP}+{\displaystyle \frac{ge^\mathrm{\Phi }}{12}}\stackrel{~}{F}_{MNP}\stackrel{~}{F}^{MNP},`$ (20)
$`^M(e^{2\mathrm{\Phi }}_MC)`$ $`=`$ $`{\displaystyle \frac{ge^\mathrm{\Phi }}{6}}H_{MNP}\stackrel{~}{F}^{MNP},`$ (21)
$`d(e^\mathrm{\Phi }\stackrel{~}{F}_\mathit{3})`$ $`=`$ $`gF_\mathit{5}H_\mathit{3},`$ (22)
$`d(e^\mathrm{\Phi }H_\mathit{3}Ce^\mathrm{\Phi }\stackrel{~}{F}_\mathit{3})`$ $`=`$ $`gF_\mathit{5}F_\mathit{3},`$ (23)
$`d\stackrel{~}{F}_\mathit{5}`$ $`=`$ $`F_\mathit{3}H_\mathit{3},`$ (24)
$`R_{MN}`$ $`=`$ $`{\displaystyle \frac{1}{2}}_M\mathrm{\Phi }_N\mathrm{\Phi }+{\displaystyle \frac{e^{2\mathrm{\Phi }}}{2}}_MC_NC+{\displaystyle \frac{g^2}{96}}\stackrel{~}{F}_{MPQRS}\stackrel{~}{F}_N^{PQRS}`$ (27)
$`+{\displaystyle \frac{g}{4}}(e^\mathrm{\Phi }H_{MPQ}H_N{}_{}{}^{PQ}+e^\mathrm{\Phi }\stackrel{~}{F}_{MPQ}\stackrel{~}{F}_N{}_{}{}^{PQ})`$
$`{\displaystyle \frac{g}{48}}G_{MN}(e^\mathrm{\Phi }H_{PQR}H^{PQR}+e^\mathrm{\Phi }\stackrel{~}{F}_{PQR}\stackrel{~}{F}^{PQR}).`$
We use indices $`M,N,\mathrm{}`$ in ten dimensions. The Bianchi identities are
$`d\stackrel{~}{F}_\mathit{3}`$ $`=`$ $`dCH_\mathit{3}`$ (28)
$`d\stackrel{~}{F}_\mathit{5}`$ $`=`$ $`F_\mathit{3}H_\mathit{3}.`$ (29)
One class of solutions is
$`ds^2`$ $`=`$ $`ds_{\mathrm{string}}^2=Z^{1/2}\eta _{\mu \nu }dx^\mu dx^\nu +Z^{1/2}dx^mdx^m,`$ (30)
$`\stackrel{~}{F}_\mathit{5}`$ $`=`$ $`d\chi _\mathit{4}+d\chi _\mathit{4},\chi _\mathit{4}={\displaystyle \frac{1}{gZ}}dx^0dx^1dx^2dx^3,`$ (31)
$`e^\mathrm{\Phi }`$ $`=`$ $`g,C={\displaystyle \frac{\theta }{2\pi }},`$ (32)
with $`g`$ and $`\theta `$ constant and other fields vanishing. Here $`\mu ,\nu =0,1,2,3`$, and $`m,n=4,\mathrm{},9`$. Also, $`Z`$ is any harmonic function of the $`x^m`$, $`_m_mZ=0`$. For $`AdS_5\times S^5`$,
$$Z=\frac{R^4}{r^4},R^4=4\pi gN\alpha ^2.$$
(33)
This fails to be harmonic at the origin, but this is a horizon, dual to a D3-brane source at the origin. More generally a nonharmonic $`Z`$ corresponds to a distributed D3-brane source.
We will need to expand the field equations around this solution. The equations for linearized $`F_\mathit{3}`$ and $`H_\mathit{3}`$ perturbations are conveniently written in terms of
$$G_\mathit{3}=F_\mathit{3}\widehat{\tau }H_\mathit{3}.$$
(34)
Here
$$\tau =C+ie^\mathrm{\Phi },$$
(35)
and a $`\widehat{}`$ denotes unperturbed fields, so that
$$\widehat{\tau }=\frac{\theta }{2\pi }+\frac{i}{g}.$$
(36)
The linearized field and Bianchi equations in a general background are
$`d\widehat{}G_\mathit{3}+iG_\mathit{3}\widehat{\stackrel{~}{F}}_\mathit{5}`$ $`=`$ $`0,`$ (37)
$`dG_\mathit{3}`$ $`=`$ $`0.`$ (38)
We will only be interested in the transverse ($`mnp`$) components of $`G_\mathit{3}`$. For the background (32) and a transverse 3-form field,
$$\widehat{}G_\mathit{3}=Z^1_6G_\mathit{3}dx^0dx^1dx^2dx^3.$$
(39)
where the dual $`_6`$ acts in the six-dimensional transverse space with respect to the flat metric $`\delta _{mn}`$. Then, in the solution (32) with general $`Z`$, the field equation for a transverse 3-form field can be written simply as
$$d[Z^1(_6G_\mathit{3}iG_\mathit{3})]=0.$$
(40)
The duality of the field strengths implies that the 7-form field strength is
$$\stackrel{~}{F}_\mathit{3}=dC_\mathit{6}H_\mathit{3}C_\mathit{4}.$$
(41)
This is parallel in form to the other field strengths (19). The relative sign of the two terms on the right can be deduced by noting that the D5-brane action, which we will write in section IV.A, and the field strength are both invariant under $`\delta C_\mathit{4}=d\chi _\mathit{3}`$ provided that $`\delta C_\mathit{6}=H_\mathit{3}\chi _\mathit{3}`$. The relative sign of the two sides is obtained by acting with $`d`$ and comparing with the field equation (27).
For the 6-form we write
$$d(B_\mathit{6}\widehat{\tau }C_\mathit{6})=\frac{i}{g}G_\mathit{3}+C_\mathit{4}G_\mathit{3}.$$
(42)
The imaginary part of this equation is just Eq. (41), while the real part defines $`B_\mathit{6}`$; the meaning of $`B_\mathit{6}`$ will become clear in the section IV.B. For the background (32) this becomes
$$d(B_\mathit{6}\widehat{\tau }C_\mathit{6})=\frac{i}{gZ}(_6G_\mathit{3}iG_\mathit{3})dx^0dx^1dx^2dx^3.$$
(43)
### C Fermion Masses and Tensor Spherical Harmonics
The $`𝒩=4`$ theory has Weyl fermions $`\lambda _\alpha `$ transforming as a 4 of the $`SO(6)`$ $`R`$-symmetry. We will add a mass term
$$m^{\alpha \beta }\lambda _\alpha \lambda _\beta +\mathrm{h}.\mathrm{c}.$$
(44)
(spinor indices suppressed), which we can assume to be diagonal, $`m^{\alpha \beta }=m_\alpha \delta ^{\alpha \beta }`$. When one of the masses, say $`m_4`$, vanishes, the Hamiltonian has an $`𝒩=1`$ supersymmetric completion, as given by the superpotential (3). The fermion $`\lambda _4`$ is then the gluino.Even when all four masses are nonvanishing, this operator is still chiral and has a supersymmetric completion to linear order in $`m`$. However, the Hamiltonian at order $`m^2`$ is nonsupersymmetric. This case will be discussed in section VII.B.
The fermion bilinear transforms as the $`(\mathrm{𝟒}\times \mathrm{𝟒})_{\mathrm{sym}}=\mathrm{𝟏𝟎}`$ of $`SO(6)`$, and the mass matrix as the $`\overline{\mathrm{𝟏𝟎}}`$. The $`\mathrm{𝟏𝟎}`$ and $`\overline{\mathrm{𝟏𝟎}}`$ are imaginary-self-dual antisymmetric 3-tensors,
$$_6T_{mnp}\frac{1}{3!}ϵ_{mnp}{}_{}{}^{qrs}T_{qrs}^{}=\pm iT_{mnp},$$
(45)
with $`+`$ for the $`\mathrm{𝟏𝟎}`$ and $``$ for the $`\overline{\mathrm{𝟏𝟎}}`$. The indices again run from 4 to 9.
To relate the fermion mass to a tensor, it is convenient to adopt complex coordinates $`z^i`$:
$$z^1=\frac{x^4+ix^7}{\sqrt{2}},z^2=\frac{x^5+ix^8}{\sqrt{2}},z^3=\frac{x^6+ix^9}{\sqrt{2}}.$$
(46)
Under a rotation $`z^ie^{i\varphi _i}z^i`$ the spinors in the 4 transform
$`\lambda _1`$ $``$ $`e^{i(\varphi _1\varphi _2\varphi _3)/2}\lambda _1,`$ (47)
$`\lambda _2`$ $``$ $`e^{i(\varphi _1+\varphi _2\varphi _3)/2}\lambda _2,`$ (48)
$`\lambda _3`$ $``$ $`e^{i(\varphi _1\varphi _2+\varphi _3)/2}\lambda _3,`$ (49)
$`\lambda _4`$ $``$ $`e^{i(\varphi _1+\varphi _2+\varphi _3)/2}\lambda _4.`$ (50)
From this it follows that a diagonal mass term transforms in the same way as the form
$$T_\mathit{3}=m_1dz^1d\overline{z}^2d\overline{z}^3+m_2d\overline{z}^1dz^2d\overline{z}^3+m_3d\overline{z}^1d\overline{z}^2dz^3+m_4dz^1dz^2dz^3.$$
(51)
In $`𝒩=1`$ language, $`m_4`$ is a gluino mass and the other $`m_\alpha `$ are chiral superfield masses. In the supersymmetric case the nonzero components are
$$T_{1\overline{2}\overline{3}}=m_1,T_{\overline{1}2\overline{3}}=m_2,T_{\overline{1}\overline{2}3}=m_3$$
(52)
and permutations, and in the equal-mass case
$$T_{\overline{ı}\overline{ȷ}k}=T_{i\overline{ȷ}\overline{k}}=T_{\overline{ı}j\overline{k}}=mϵ_{ijk}.$$
(53)
These satisfy $`_6T=iT`$.
One might guess, correctly, that the fermion mass is associated with the lowest spherical harmonic of the field $`G_\mathit{3}`$ . To make a 3-tensor field transforming in the same way as any given tensor $`T`$, we can use the constant $`T`$ itself, or combine it with the radius vector to form
$$V_{mnp}=\frac{x^q}{r^2}(x^mT_{qnp}+x^nT_{mqp}+x^pT_{mnq})$$
(54)
where $`r^2=x^mx^m`$. Define the forms
$`T_\mathit{3}`$ $`=`$ $`{\displaystyle \frac{1}{3!}}T_{mnp}dx^mdx^ndx^p,V_\mathit{3}={\displaystyle \frac{1}{3!}}V_{mnp}dx^mdx^ndx^p,`$ (55)
$`S_\mathit{2}`$ $`=`$ $`{\displaystyle \frac{1}{2}}T_{mnp}x^mdx^ndx^p.`$ (56)
One then finds
$`dS_\mathit{2}`$ $`=`$ $`3T_\mathit{3},d(\mathrm{ln}r)S_\mathit{2}=V_\mathit{3},d(r^pS_\mathit{2})=r^p(3T_\mathit{3}+pV_\mathit{3}),`$ (57)
$`dT_\mathit{3}`$ $`=`$ $`0,dV_\mathit{3}=3d(\mathrm{ln}r)T_\mathit{3},`$ (58)
and
$$_6T_\mathit{3}=\pm iT_\mathit{3},_6V_\mathit{3}=\pm i(T_\mathit{3}V_\mathit{3}).$$
(59)
### D Linearized Solutions
We specialize to perturbations on the $`AdS_5\times S^5`$ case $`Z=R^4/r^4`$, which is invariant under the transverse $`SO(6)`$. This will be applicable to the probe calculation of the next section. A general form for the perturbation is
$$G_\mathit{3}=r^p(\alpha T_\mathit{3}+\beta V_\mathit{3}),$$
(60)
where for now we take $`T`$ to be an arbitrary constant tensor in the 10 or $`\overline{\mathrm{𝟏𝟎}}`$. The Bianchi identity gives
$$0=dG_\mathit{3}=(p\alpha 3\beta )d(\mathrm{ln}r)S_\mathit{2}\beta =p\alpha /3,$$
(61)
corresponding to
$$G_\mathit{3}=(\alpha /3)d(r^pS_\mathit{2}).$$
(62)
Using the duality properties (59) we then have
$$_6G_\mathit{3}iG_\mathit{3}=ir^p(\alpha /3)[(3p3)T_\mathit{3}+(p\pm p)V_\mathit{3}],$$
(63)
and so the equation of motion (40) gives
$$p^210p+(1212)=0.$$
(64)
For the lower sign, the $`\overline{\mathrm{𝟏𝟎}}`$, there are two solutions:
$`p`$ $`=`$ $`4,G_\mathit{3}=\alpha r^4(T_\mathit{3}4V_\mathit{3}/3),`$ (65)
$`p`$ $`=`$ $`6,G_\mathit{3}=\alpha r^6(T_\mathit{3}2V_\mathit{3}).`$ (66)
In interpreting these, note that a factor $`Z^{3/4}=(r/R)^3`$ must be included to translate the tensors to an inertial frame. These solutions then have the falloffs appropriate to the nonnormalizable and normalizable solutions for a operator of $`\mathrm{\Delta }=3`$. The former thus corresponds to the perturbation of $`m`$, and the latter to the vev of $`\overline{\lambda }\overline{\lambda }`$. The mass perturbation therefore corresponds at first order to
$$G_\mathit{3}=\frac{\zeta }{g}\left(\frac{R}{r}\right)^4(T_\mathit{3}4V_\mathit{3}/3)=d\left[\frac{\zeta }{3g}\left(\frac{R}{r}\right)^4S_\mathit{2}\right]$$
(67)
with $`T_\mathit{3}`$ given in Eq. (51). The factors of $`R`$ are necessary for the dimensions, and the factor of $`g^1`$ arises from the overall $`g_{\mathrm{YM}}^2`$ in the superpotential. The numerical coefficient $`\zeta `$ appearing in the relation between the fermion bilinear and the supergravity field will eventually be determined to take the value $`\zeta =3\sqrt{2}`$. Note also that as a consequence of the equation of motion (40),
$$Z^1(_6G_\mathit{3}iG_\mathit{3})=\frac{2i\zeta }{3g}T_\mathit{3}=\frac{2i\zeta }{9g}dS_\mathit{2}$$
(68)
is exact.
For fields in the $`\mathrm{𝟏𝟎}`$, the upper sign, there are again two solutions:
$`p`$ $`=`$ $`0,G_\mathit{3}=\alpha T_\mathit{3},`$ (69)
$`p`$ $`=`$ $`10,G_\mathit{3}=\alpha r^{10}(T_\mathit{3}10V_\mathit{3}/3).`$ (70)
The first of these corresponds to the coefficient of $`\overline{\lambda }\overline{\lambda }F^2`$, and the second to the vev of $`\lambda \lambda F^2`$.
## IV Five-brane Probes
In this section we consider probes in the background given by $`AdS_5\times S^5`$ plus the linear $`G_\mathit{3}`$ perturbation. The probes are 5-branes with world-volume $`𝐑^4\times S^2`$ and D3-brane charge $`nN`$, with $`n\sqrt{gN}`$. We consider first D5-brane probes, and then use $`SL(2,𝐙)`$ duality to extend to a general $`(c,d)`$ 5-brane. For all such probes we find that there is a supersymmetric minimum at nonzero $`AdS`$ radius $`r`$.
### A The D5 Probe Action
The relevant terms in the action for a D5-brane are
$$S=\frac{\mu _5}{g}d^6\xi \left[det(G_{})det(g^{1/2}e^{\mathrm{\Phi }/2}G_{}+2\pi \alpha ^{})\right]^{1/2}+\mu _5(C_\mathit{6}+2\pi \alpha ^{}_\mathit{2}C_\mathit{4}),$$
(71)
where
$$2\pi \alpha ^{}_\mathit{2}=2\pi \alpha ^{}F_\mathit{2}B_\mathit{2}.$$
(72)
Here $`G_{}`$ is the metric in the $`𝐑^4`$ directions of the world-volume and $`G_{}`$ is the metric in the $`S^2`$ directions, pulled back from spacetime. It is convenient to note that $`detG_{}=Z^2`$ and that $`det=\frac{1}{2}_{ab}^{ab}detG_{}`$.
The D3-brane charge of the probe is $`n`$, so that
$$_{S^2}F_\mathit{2}=2\pi n.$$
(73)
This is assumed in this section to be small compared to $`N`$ so that the effect of the probe on the background can be ignored. If the internal directions are a sphere, rotational symmetry and the quantization (73) give $`F_{\theta \varphi }=\frac{1}{2}n\mathrm{sin}\theta `$, or $`F_{ab}F^{ab}=n^2/2Zr^4`$.
Let us first consider the action in the absence of the $`G_\mathit{3}`$ background so in particular $`_{ab}=F_{ab}`$. The first term in the Born-Infeld action is dominated by the second, since for $`Z=R^4/r^4`$
$$4\pi ^2\alpha ^2F_{ab}F^{ab}=2\pi ^2\alpha ^2n^2/2R^4n^2/gN1$$
(74)
That the field strength dominates reflects the physical input that the D3-brane charge dominates. It is then useful to write
$`\sqrt{det(G_{}+2\pi \alpha ^{}F)}`$ $`=`$ $`2\pi \alpha ^{}\sqrt{detF}\left[1+{\displaystyle \frac{1}{(2\pi \alpha ^{})^2F_{ab}F^{ab}}}\right]`$ (75)
$`=`$ $`2\pi \alpha ^{}\sqrt{detF}+{\displaystyle \frac{detG_{}}{4\pi \alpha ^{}\sqrt{detF}}}.`$ (76)
If the D5-brane is a sphere in the $`x_{}`$ directions, then in spherical coordinates $`detG_{}=Zr^4\mathrm{sin}^2\theta `$. Since a D3-brane probe feels no force from D3-branes, there is a large cancellation between the Born-Infeld and Chern-Simons terms. The leading nonvanishing term in the D5-action gives a potential density of the form
$$\frac{\mu _5}{g}_{S^2}d^2\xi \frac{\sqrt{detG_{}}detG_{}}{4\pi \alpha ^{}\sqrt{detF}}=\frac{\mu _5}{g}_{S^2}d\mathrm{cos}\theta d\varphi \frac{r^4}{2\pi \alpha ^{}n}=\frac{\mu _5}{g}\frac{2r^4}{n\alpha ^{}},$$
(77)
where in the last two equations we have assumed the 5-brane is a two-sphere in the $`x_{}`$ directions. Notice the $`Z`$ factors cancel explicitly; if the metric takes the form in Eq. (32), the energy density of the 5-brane goes as $`r^4`$. This is consistent with the fact that the D3-branes see this energy as coming from the square of a commutator term, $`([\mathrm{\Phi },\mathrm{\Phi }^{}])^2`$.
Now let us add the perturbation back in. For the linear perturbation, Eq. (67) immediately gives the potentials (up to an irrelevant gauge choice) as
$$C_\mathit{2}\widehat{\tau }B_\mathit{2}=\frac{\zeta }{3g}\left(\frac{R}{r}\right)^4S_\mathit{2}.$$
(78)
For the 6-form, Eqs. (68) and (43) then give
$$C_\mathit{6}=\frac{2\zeta }{9g}dx^0dx^1dx^2dx^3\mathrm{Im}(S_\mathit{2}),$$
(79)
up to gauge choice.
The effect of $`B_2`$ in the D5-brane action is subleading and can be ignored. Using the flux (73) and the potential (78), one finds the ratio of the two terms in $`_{ab}`$ is
$$B_{ab}/2\pi \alpha ^{}F_{ab}\frac{mR^4}{r^3}/\frac{\alpha ^{}n}{r^2}\frac{mgN\alpha ^{}}{nr}.$$
(80)
Looking ahead, the minimum of interest is located at
$$rmn\alpha ^{},$$
(81)
and so the ratio (80) becomes $`gN/n^2`$ which is just the small parameter. Thus, at the $`AdS`$ radii (81) or greater, the field strength term in $`_{ab}`$ dominates: $`_{ab}F_{ab}`$. The cancellation between the Born-Infeld and Chern-Simons terms is unaffected; $`B`$ need merely be inserted in Eq. (77), where it is negligible.
Inserting the perturbed $`C_\mathit{6}`$ from Eq. (79) into the D5-brane action gives an additional potential density
$$\frac{\mathrm{\Delta }S}{V}=\frac{\mu _5}{g}_{S^2}\frac{2\zeta }{9}\mathrm{Im}(S_\mathit{2}).$$
(82)
which is cubic in $`r`$, linear in $`m`$, and independent of $`Z`$.
The two terms in Eqs. (77) and (82) can be identified with the quartic $`\varphi ^4`$ and cubic $`m\varphi ^3`$ terms in the $`𝒩=1`$ supersymmetric potential, as we will see in more detail in section IV.C. For consistency we must also keep the term of order $`m^2\varphi ^2`$. This arises from the second-order perturbations of the dilaton, metric, and four-form potential. In fact, supersymmetry makes it possible to write the second-order term in the potential directly:
$`{\displaystyle \frac{S}{V}}`$ $`=`$ $`{\displaystyle \frac{\mu _5}{g}}\{{\displaystyle _{S^2}}d^2\xi {\displaystyle \frac{\sqrt{detG_{}}detG_{}}{4\pi \alpha ^{}\sqrt{detF}}}{\displaystyle \frac{\zeta }{9}}{\displaystyle _{S^2}}\mathrm{Im}(T_{mnp}x^mdx^ndx^p)`$ (84)
$`+{\displaystyle \frac{\pi \alpha ^{}\zeta ^2}{18}}T_{i\overline{ȷ}\overline{k}}\overline{T}_{\overline{l}jk}{\displaystyle _{S^2}}F_\mathit{2}z^i\overline{z}^{\overline{l}}\}.`$
The form of this term is readily understood. The integral $`_{S^2}F_\mathit{2}`$ essentially sums over D3-branes, while the tensor structure gives the $`𝒩=1`$ scalar mass $`_i|m_i|^2|\varphi _i|^2`$. The coefficient will be deduced in section IV.C.
Before we go on, let us address two puzzles. The first is the expansion around $`AdS_5\times S^5`$, and why we need to keep terms precisely through second order. A measure of the square of the size of the perturbation is the ratio of the energy density in the perturbation $`|F_\mathit{3}|^2`$ with that in the unperturbed $`|F_\mathit{5}|^2`$:
$$|F_\mathit{3}|^2/|F_\mathit{5}|^2\frac{m^2R^2}{g^2r^2}/\frac{1}{g^2Z^{1/2}r^2}\frac{m^2gN\alpha ^2}{r^2}\frac{gN}{n^2},$$
(85)
which is the controlling small parameter, basically the effective ratio of brane charge densities $`\sigma _5^2/\sigma _3^2`$. The three terms in the potential (84) are respectively of zeroth, first, and second order in the perturbation. The zeroth order term is the remainder after cancellation between the Born-Infeld and Chern-Simons terms, and, since the D5 and D3 tensions add in quadratures, is of order
$$\sqrt{\sigma _5^2+\sigma _3^2}\sigma _3\frac{\sigma _5^2}{\sigma _3}.$$
(86)
The linear perturbation is of order $`\sigma _5/\sigma _3`$ and couples to $`\sigma _5`$, so the first order term is again of magnitude (86). The second order perturbation is felt by the D3-branes and so this term is of order $`\sigma _3(\sigma _5/\sigma _3)^2`$, again the same. Note that this analysis does not use supersymmetry, and so will apply to the $`𝒩=0`$ case as well.
The second puzzle is that the second order term in the potential (84) makes reference to complex coordinates in spacetime, and these are not intrinsic. In particular, when all four fermion masses are nonvanishing ($`𝒩=0`$) there is no special complex structure. The point<sup>\**</sup><sup>\**</sup>\**See also section 5 of ref. . is that the supergravity equations have homogeneous second order solutions, corresponding to the traceless scalar bilinear $`A_mA_n\frac{1}{6}\delta _{mn}A_pA_p`$. The coefficients of these solutions are determined by boundary conditions, so the inhomogeneous solution with $`(G_\mathit{3})^2`$ as source determines only the trace part $`A_mA_m`$. Thus, the general form for the second order term, not imposing $`𝒩=1`$ supersymmetry, is given by replacing
$$T_{i\overline{ȷ}\overline{k}}\overline{T}_{\overline{l}jk}z^iz^{\overline{l}}T_{mnp}\overline{T}_{mnp}\frac{r^2}{18}+\mu _{mn}x^mx^n$$
(87)
with arbitrary traceless $`\mu _{mn}`$. Note that both $`T_{mnp}`$ and $`\mu _{mn}`$ are intrinsic (determined by the boundary conditions).
### B The $`(c,d)`$ Probe Action
A given background can also be given in an $`S`$-dual description,
$$\tau ^{}=\frac{a\tau +b}{c\tau +d}.$$
(88)
Specifically,
$`g^{}`$ $`=`$ $`g|M|^2,G_{MN}^{}=G_{MN}^{}|M|,C_\mathit{4}^{}=C_\mathit{4}^{},`$ (89)
$`G_\mathit{3}^{}`$ $`=`$ $`G_\mathit{3}^{}M^1,B_\mathit{6}^{}\widehat{\tau }^{}C_\mathit{6}^{}=(B_\mathit{6}\widehat{\tau }C_\mathit{6})M^1,`$ (90)
where $`M=c\tau +d`$. A D5-brane in the primed description has the action
$$S=\mu _5d^4x\left\{\frac{1}{g^{}}_{S^2}d^2\xi \frac{\sqrt{detG_{}^{}}detG_{}^{}}{4\pi \alpha ^{}\sqrt{detF}}_{S^2}C_\mathit{6}^{}+O(T^2)\right\}.$$
(91)
Under the duality (90), this translates into
$`{\displaystyle \frac{S}{V}}`$ $`=`$ $`{\displaystyle \frac{\mu _5}{g}}\{|M|^2{\displaystyle _{S^2}}d^2\xi {\displaystyle \frac{\sqrt{detG_{}}detG_{}}{4\pi \alpha ^{}\sqrt{detF}}}{\displaystyle \frac{\zeta }{9}}{\displaystyle _{S^2}}\mathrm{Im}(\overline{M}T_{mnp}x^mdx^ndx^p)`$ (93)
$`+{\displaystyle \frac{\pi \alpha ^{}\zeta ^2}{18}}T_{i\overline{ȷ}\overline{k}}\overline{T}_{\overline{l}jk}{\displaystyle }F_\mathit{2}z^i\overline{z}^{\overline{l}}\}.`$
The probe couples to
$$C_\mathit{6}^{}=g^{}\mathrm{Im}(B_\mathit{6}^{}\widehat{\tau }C_\mathit{6}^{})=g\mathrm{Im}(\overline{M}[B_\mathit{6}\widehat{\tau }C_\mathit{6}])=B_\mathit{6}c+C_\mathit{6}d.$$
(94)
This is the coupling of a $`(c,d)`$ 5-brane, a bound state of $`c`$ NS5-branes and $`d`$ D5-branes. In the first term of the potential, the factor $`|c\tau +d|^2`$ is the tension-squared of the $`(c,d)`$ 5-brane, squared from the addition in quadratures in the Born-Infeld term. The second is the coupling to the background (94). The final term has again been added by hand in the form required by supersymmetry, which is in fact independent of $`(c,d)`$. This is because it is the interaction of the D3-brane charge with the second-order background, and so does not depend on the 5-brane quantum numbers. The duality transformation only gives relatively prime $`(c,d)`$, but the result holds generally, by superposition.
### C The Probe Potential and Minima
We now focus on the $`SO(3)`$-invariant $`𝒩=1`$ equal-mass case. The general $`SO(3)`$-invariant brane configuration is
$$z^i=ze^i,e^i=\overline{e^i},e^ie^i=1.$$
(95)
This is a sphere of coordinate radius $`|z|/\sqrt{2}`$, obtained from the sphere $`(x^4)^2+(x^5)^2+(x^6)^2=\frac{1}{2}|z|^2`$ by a simultaneous phase rotation of the $`z^i`$. Rotational symmetry and the quantization (73) give $`F_{\theta \varphi }=\frac{1}{2}n\mathrm{sin}\theta `$, or $`F_{ab}F^{ab}=n^2/2Zr^4`$. Inserting this configuration into the action (93) gives
$`{\displaystyle \frac{S}{V}}`$ $`=`$ $`{\displaystyle \frac{\mu _5}{g}}\left[{\displaystyle \frac{8}{\alpha ^{}n}}|M|^2|z|^4+{\displaystyle \frac{8\pi \zeta }{3}}\mathrm{Im}(\overline{M}\overline{z}^2mz)+{\displaystyle \frac{2\pi ^2n\alpha ^{}\zeta ^2}{9}}|m|^2|z|^2\right]`$ (96)
$`=`$ $`{\displaystyle \frac{4}{\pi gn}}|M\varphi ^2+i\zeta mn\varphi /12|^2.`$ (97)
Here $`\varphi =z/2\pi \alpha ^{}`$ is the normalization of the gauge theory scalar relative to the D3-brane collective coordinate. This is of the form required by $`𝒩=1`$ supersymmetry; the second order term was normalized to give this result.
For $`M=1`$, the D5-brane, we can compare to the classical $`𝒩=1`$ potential. We can use the Ansatz
$$\mathrm{\Phi }_i=\frac{2}{n}\mathrm{\Phi }L_i,$$
(98)
where $`\mathrm{\Phi }`$ is a scalar (not a matrix) complex superfield, so that $`_i\mathrm{\Phi }_i\mathrm{\Phi }_i=\mathrm{\Phi }^2\mathrm{𝟏}`$. The Kähler potential and superpotential are then
$$K=\frac{n}{2\pi g}\overline{\mathrm{\Phi }}\mathrm{\Phi },W=\frac{mn}{4\pi g}\mathrm{\Phi }^2+\frac{i\sqrt{2}}{3\pi g}\mathrm{\Phi }^3.$$
(99)
The potential then agrees with that found in the brane calculation provided $`\zeta =3\sqrt{2}`$. This could be checked by various independent means, such as the fermionic terms in the D3-brane action in a $`G_\mathit{3}`$ background.
Returning to general $`M`$, there is supersymmetric minimum at
$$z=\frac{\pi \alpha ^{}imn}{\sqrt{2}M}.$$
(100)
For a D5-brane, $`(c,d)=(0,1)`$ and $`z=i\pi \alpha ^{}mn/\sqrt{2}`$. For illustration let $`m`$ be real. The $`i`$ reflects the fact that the two-sphere lies in the 789-directions, where $`\stackrel{~}{F}_\mathit{3}`$ is maximized. For an NS5-brane, taking $`C=0`$ for convenience, $`z=\pi \alpha ^{}mgn/\sqrt{2}`$. This is smaller by $`g`$, and lies in the 456-directions where $`H_\mathit{3}`$ is maximized. Note that the potential in each case has another minimum at $`z=0`$, where the probe has dissolved into the source branes; our approximation is not valid at $`z=0`$, but it is valid far enough to show that the potential becomes attractive at small $`z`$.
We can also introduce several probes of arbitrary types, and each will independently sit at the minimum of its own potential. Note that in the $`AdS`$ geometry we should not think of these as concentric, but rather arranged along the $`AdS`$ coordinate $`r`$ while wrapped at various angles on equators of the $`S^5`$.
An $`S^2`$ on $`S^5`$ can be contracted to a point, but it is energetically unfavorable to do so. The first term in the potential vanishes in this limit (since $`detG_{}`$ goes to zero), and the second does as well, leaving only the positive third term. This is because the pointlike D5-brane retains only its D3 charge, which feels a positive potential.
## V The Full Problem
We now consider the fields and self-energy of the full set of $`N`$ D3-branes, when these are in the configuration $`𝐑^4\times S^2`$ (or a sum of several two-spheres) with 5-brane charges. As an intermediate step we consider a probe moving in such a background. One might expect these calculations to be much harder that the previous probe problem, as the symmetry is greatly reduced. Remarkably, however, all of the work has already been done. The expanded brane configuration is reflected in a less symmetric warp factor $`Z`$, but we will see that this drops out of all terms in the potential.
In this section we also work out the first-order correction to the background. In addition we show that our approximation breaks down close to the 5-brane shell, and give the corrected form.
### A The Warped Geometry
Consider $`N`$ D3-branes spread on a two-sphere of $`AdS`$ radius $`r_0`$ in some 3-plane in the six transverse dimensions. This Coulomb branch background is again of the form (32), with the $`Z`$-factor given by harmonic superposition. The $`Z`$-factor at any point can depend only on its radii $`w`$ in the 3-plane and $`y`$ in the orthogonal 3-plane:
$`Z`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta {\displaystyle \frac{R^4}{(w^2+y^2+r_0^22r_0w\mathrm{cos}\theta )^2}}`$ (101)
$`=`$ $`{\displaystyle \frac{R^4}{(y^2+[w+r_0]^2)(y^2+[wr_0]^2)}}.`$ (102)
This is normalized to agree with the $`AdS`$ $`Z`$-factor at large $`w,y`$. When the D3-brane charge is divided among several two-spheres, then $`Z`$ is a sum of such terms, with total coefficient $`R^4`$. At $`r=0`$ this $`Z`$ goes to a constant, so for $`w,yr_0`$ we find flat ten-dimensional spacetime, with no nontrivial topology.
To next order we consider linearized $`G_\mathit{3}`$ fields in this background. The field equation is again
$$d[Z^1(_6G_\mathit{3}iG_\mathit{3})]=0,$$
(103)
and the Bianchi identity is $`dG_\mathit{3}=0`$. The origin is now a smooth point and the perturbation will be nonsingular there. It has a specified nonnormalizable behavior at infinity, corresponding to the perturbation of the gauge theory Hamiltonian, and a specified source at the 5-branes. Note that this is a magnetic source, appearing in the Bianchi identity but not the field equation. Note also that
$$d_6[Z^1(_6G_\mathit{3}iG_\mathit{3})]=d[iZ^1(_6G_\mathit{3}iG_\mathit{3})]=0.$$
(104)
Thus, the combination $`Z^1(_6G_\mathit{3}iG_\mathit{3})`$ is annihilated by both $`d`$ and $`d_6`$. Further, at infinity it approaches the constant value (68) which is just governed by the boundary condition on the nonnormalizable solution:
$$Z^1(_6G_\mathit{3}iG_\mathit{3})i\frac{2\sqrt{2}}{g}T_\mathit{3}.$$
(105)
It follows that it takes this constant value everywhere, independent of the warp factor $`Z`$ and of the configuration of the brane.
The field $`G_\mathit{3}`$ itself does depend on the brane configuration, and we will determine it in section V.C, but it is not relevant here. The brane dominantly couples only to the integral of the potential $`B_\mathit{6}\widehat{\tau }C_\mathit{6}`$ which is already determined by Eq. (43) to be independent of $`Z`$. Thus it too is independent of the brane configuration.
### B The Potential and Solutions
Let us consider again a probe, but now moving in the warped geometry just described. The potential felt by the D3-brane charge of the probe is again zero, for the usual supersymmetric reasons, so the Born-Infeld and Chern-Simons terms again nearly cancel, leaving behind the first term in the potential (84). As we noted, this term is independent of $`Z`$. The second term in the potential comes from the coupling to $`B_\mathit{6}\widehat{\tau }C_\mathit{6}`$, and we have found that this too is independent of $`Z`$. The third term, given by supersymmetry, must then also be $`Z`$-independent. Thus, a probe feels exactly the same potential in the warped geometry formed by $`𝐑^4\times S^2`$ sources, as when all the sources are at the origin.
Now consider the potential felt by the full set of $`N`$ D3-branes with 5-brane charges. As is familiar from electrostatics, we cannot simply take the coupling of the branes to their self-field. Rather, we must think of dividing them into infinitesimal fractions and assembling the configuration by bringing these together one at a time; in electrostatics this produces the familiar factor of $`\frac{1}{2}`$. In the present case, however, there is no ‘charging up’ effect because as just shown the potential felt by each fractional ‘probe’ is unaffected by the distribution of the earlier fractions. Thus the potential is the same as in the probe case. If the brane configuration consists of two-spheres of respective D3-charges $`n_I`$ (with $`_In_I=N`$), 5-brane charges $`(c_I,d_I)`$, and radii and orientations $`z_I=2\pi \alpha ^{}\varphi _I`$, the potential is
$$\frac{S}{V}=\underset{I}{}\frac{4}{\pi gn_I}|M_I\varphi _I^2imn_I\varphi _I/2\sqrt{2}|^2.$$
(106)
Thus, for every collection of 5-branes of total D3-brane charge $`N`$ there is a solution with nonzero radii,
$$z_I=\frac{\pi \alpha ^{}imn_I}{M_I\sqrt{2}}.$$
(107)
For a D5 sphere this is $`AdS`$ coordinate radius $`r=\pi \alpha ^{}mn_I`$. For an NS5-sphere it is $`r=\pi \alpha ^{}mgn_I`$, smaller by a factor $`g`$ (when $`C=0`$).
It is important to check the validity of these solutions. We have already argued that for all $`N`$ D3-branes in a single D5 or NS5 two-sphere the solution is valid in the entire supergravity regime. Now let us consider the problematic case discussed in section II.B, namely $`p`$ D5-branes each of charge $`q`$, which is supposed to represent the same state as $`q`$ NS5-branes each of charge $`p`$. For the former solution, each D5-brane has charge $`N/p=q`$ and so the central condition (14) becomes
$$\frac{q^2}{gN}=\frac{q}{gp}1.$$
(108)
For the NS5-brane solution we can simply interchange $`g1/g`$ and $`pq`$ via $`S`$-duality to obtain
$$\frac{gp}{q}1.$$
(109)
The conditions (108) and (109) are beautifully complementary, so that only one solution is valid at a time. At weak coupling the state is described by a D5-brane and at strong coupling by an NS5-brane.
This example also provides the evidence that the condition (14) is a necessity, not a convenience: if the solutions persisted beyond this range there would be too many, as compared to the known vacua of the gauge theory. Thus, we require that for each sphere
$$\frac{n_I}{g|M_I|^2}1.$$
(110)
It would be extremely interesting to understand the crossover between the D5 and NS5 representations of the above phase. At a minimum this will require the full nonlinear supergravity solutions, but it may involve nonperturbative brane dynamics beyond this. Note that at the crossover coupling the D5 and NS5 two-spheres have the same $`AdS`$ radii but different and nonoverlapping orientations.
There should be a similar story for the minima of the potential at $`\varphi =0`$. These are outside the range of validity of the approximation, and should not correspond to true solutions because these would again have no duals in the gauge theory. Rather, a 5-brane at small $`\varphi `$ should transmute into a different kind of 5-brane.
As another example consider the oblique solutions $`(c,d)=(1,s)`$. The condition that the 5-brane energy density, added in quadratures, be much less than the D3-brane energy density, is \[see Eq. (85)\]
$$\frac{1}{\alpha ^{}}\left(\frac{1}{g^4}+\frac{s^2}{g^2}\right)^{1/2}\frac{N^{1/2}}{g^{3/2}\alpha ^{}}1+g^2s^2gN.$$
(111)
For small $`s`$ this is valid in most of the supergravity regime, but for $`sN`$ it is valid nowhere. This resolves the overcounting, that $`(1,s)`$ and $`(1,s+N)`$ represent the same state. Note that for $`s1`$ there is a range of $`g`$ where supergravity is valid but the $`(1,s)`$ brane solution is not; the $`SL(2,𝐙)`$ duality (which acts on these vacua in an intricate way) gives other candidate brane configurations.
There is one final issue connected with the stability of the brane solutions. Let us focus on the D5-brane. At opposite points on the two-sphere, the D5 world-volumes are antiparallel. Intuition from flat space D5-branes would suggest that this configuration is not supersymmetric, but this must be wrong. The supersymmetry transformation related to the D5 charge must be offset by the effect of the background on the much larger D3 charge.
We leave the analysis of supersymmetry for the future, but do address a related point: the self-force of the D5-brane. Again, intuition suggests that there should be an attractive force between opposite sides of the two-sphere, rendering the state unstable, but if the configuration is supersymmetric then this must vanish. Let us see how this works. In the D5-brane action (71), the strongest couplings to bulk fields are those of the D3-brane charge to $`G_{}`$ and to $`C_\mathit{4}`$. The self-force from these cancels as usual due to the supersymmetry of D3-branes. The next strongest coupling is of the D5-brane charge to $`G_\mathit{3}`$. It is this that might give an attractive force, but in fact it does not: Eq. (43) shows that the field sourced by the D5-brane does not act back on the D5-brane. The $`C_\mathit{4}`$ background induces mixing between $`F_\mathit{3}`$ and $`H_\mathit{3}`$ in such a way that the self-force cancels for any orientation!<sup>††</sup><sup>††</sup>††This might seem to contradict claims that there is a large-$`N`$ limit of $`AdS`$ space which gives flat-spacetime physics , since nonparallel D5-branes do attract in flat spacetime. The point is that this large-$`N`$ limit includes going to small $`AdS`$ distances. This would bring us into the ‘near-shell’ region of the D5-brane (to be discussed in section V.D), where the above no-force analysis does not apply. Finally, the dilaton and metric couple to the quadrature term; this is second order in $`\sigma _5/\sigma _3`$, and so the exchange force would be fourth order. In the supersymmetric case this should actually vanish, but because it is in any event small we will not show this. Moreover, even for a nonsupersymmetric perturbation the arguments for the vanishing of the forces from $`G_{}`$, $`C_\mathit{4}`$, and $`G_\mathit{3}`$ continue to hold, so only the small residue from the dilaton and $`G_{}`$ remains. This is too small to destabilize the solution, as the potential (106) is a second order effect.
### C First Order $`G_\mathit{3}`$ Background
Here we work out the first order correction to the background, which appears only in the field $`G_\mathit{3}`$. In addition to the earlier result (43),
$$_6G_\mathit{3}iG_\mathit{3}=i\frac{2\sqrt{2}}{g}ZT_\mathit{3},$$
(112)
we have the Bianchi identity with magnetic source,
$$dG_\mathit{3}=J_\mathit{4}.$$
(113)
Let us adopt a coordinate system in which the brane is a sphere of radius $`r_0`$ in the $`w^{1,2,3}`$ directions and at the origin in the $`y^{1,2,3}`$ directions. Then
$$J_\mathit{4}=4\pi ^2\alpha ^{}M\delta ^3(y)\delta (wr_0)dwd^3y,$$
(114)
where $`w`$ is the radius in the $`w`$-plane, $`d^3y=dy^1dy^2dy^3`$, and the factor $`4\pi ^2\alpha ^{}`$ arises as $`2\kappa ^2\mu _5/g^2`$. Note that the quantum numbers $`M`$ appear in a simple way. In place of Eq. (112), we can use its exterior derivative,
$$d_6G_\mathit{3}=iJ_\mathit{4}i\frac{2\sqrt{2}}{g}dZT_\mathit{3}.$$
(115)
This and the Bianchi identity determine $`G_\mathit{3}`$; they can be solved in terms of potentials.
Write
$$G_\mathit{3}=_6d\omega _\mathit{2}+id\omega _\mathit{2}+d\eta _\mathit{2}$$
(116)
with the gauge choice
$$d_6\omega _\mathit{2}=d_6\eta _\mathit{2}=0.$$
(117)
Then
$`_m_m\omega _\mathit{2}`$ $`=`$ $`_6J_\mathit{4}={\displaystyle \frac{2\pi ^2\alpha ^{}M}{r_0}}\delta ^3(y)\delta (wr_0)ϵ_{ijk}w^idw^jdw^k,`$ (118)
$`_m_m\eta _\mathit{2}`$ $`=`$ $`{\displaystyle \frac{2i\sqrt{2}}{g}}_6(dZT_\mathit{3})={\displaystyle \frac{\sqrt{2}}{g}}T_{mnp}_mZdx^ndx^p.`$ (119)
The solutions are
$`\omega _\mathit{2}`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}M}{4w^3}}ϵ_{ijk}w^idw^jdw^k_t\left({\displaystyle \frac{1}{t}}\mathrm{ln}{\displaystyle \frac{y^2+w^2+r_0^2+2r_0wt}{y^2+w^2+r_0^22r_0wt}}\right)|_{t=1},`$ (120)
$`\eta _\mathit{2}`$ $`=`$ $`{\displaystyle \frac{R^4}{8gr_0\sqrt{2}}}T_{mnp}dx^ndx^p_m\left({\displaystyle \frac{1}{w}}\mathrm{ln}{\displaystyle \frac{y^2+[w+r_0]^2}{y^2+[wr_0]^2}}\right).`$ (121)
These do not seem very enlightening, but we can obtain their forms at large $`r^2`$:
$`\omega _\mathit{2}`$ $``$ $`{\displaystyle \frac{8\alpha ^{}Mr_0^3}{3r^6}}ϵ_{ijk}w^idw^jdw^k,`$ (122)
$`\eta _\mathit{2}`$ $``$ $`{\displaystyle \frac{R^4}{g\sqrt{2}r^4}}T_{mnp}x^mdx^ndx^p.`$ (123)
These scale as the normalizable and nonnormalizable solutions respectively. The latter, $`\eta _2`$, matches the boundary condition (67).
### D The Near-Shell Solution
Our small parameter guarantees that our solution is good over most of spacetime, but it must break down as we approach the 5-brane shell. The metric in the directions parallel to the 5-brane and orthogonal to the D3-branes expands, diluting the D3-brane charge so that close to the 5-brane it no longer dominates. One also sees this in the ratio of energy densities, where the metric has the same effect. Since this occurs only close to the 5-brane, we can approximate the solution in this region by a flat 5-brane+D3-brane solution. Specializing to $`p`$ D5-branes,<sup>‡‡</sup><sup>‡‡</sup>‡‡See for example Eq. (6), and for the NS5 brane Eq. (35), of Ref. . Note that these equations arise after taking the limit where a noncommutative gauge theory describes the 5-brane dynamics. We will return to this issue briefly in our conclusions.
$`ds_{\mathrm{string}}^2`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}u}{agp}}\left[\eta _{\mu \nu }dx^\mu dx^\nu +h(d\stackrel{~}{x}^4d\stackrel{~}{x}^4+d\stackrel{~}{x}^5d\stackrel{~}{x}^5)\right]+{\displaystyle \frac{\alpha ^{}agp}{u}}(du^2+u^2d\mathrm{\Omega }_3^2),`$ (124)
$`e^{2\mathrm{\Phi }}`$ $`=`$ $`g^2{\displaystyle \frac{a^2u^2}{1+a^2u^2}},ds^2=g^{1/2}e^{\mathrm{\Phi }/2}ds_{\mathrm{string}}^2,`$ (125)
where
$$h=(1+a^2u^2)^1.$$
(126)
Let us compare with the near-shell metric based on the harmonic function (102), near the point $`(w_1,w_2,w_3)=(0,0,r_0)`$:
$$ds_{\mathrm{string}}^2=\frac{2r_0\rho }{R^2}\eta _{\mu \nu }dx^\mu dx^\nu +\frac{R^2}{2r_0\rho }(dwdw+dydy),$$
(127)
where
$$\rho ^2=(w_3r_0)^2+y^2.$$
(128)
We have also defined $`R^4=4\pi gn\alpha ^2`$ to include the case that the shell does not carry the full D3 charge $`N`$; we do not assume that $`n`$ is small. The metrics agree away from the shell, $`au1`$, provided that
$$u=\frac{\rho }{\alpha ^{}},a=\frac{R^2}{2gpr_0},\stackrel{~}{x}^{4,5}=\frac{R^8}{16g^3p^2r_0^4\alpha ^2}w^{1,2}.$$
(129)
With these identifications, the solution (125) gives the continuation to $`au<1`$. As a check, the crossover distance $`au=1`$ is
$$\rho _\mathrm{c}=\alpha ^{}a^1=\frac{2gpr_0\alpha ^{}}{R^2}\frac{pg^{1/2}}{n^{1/2}}r_0pm(gn\alpha ^{})^{1/2}.$$
(130)
Thus the shell is indeed thin: $`\rho _\mathrm{c}`$ is smaller than the radius $`r_0`$ by $`p(g/n)^{1/2}`$, which is precisely our controlling parameter (108) for the D5 solution. As a reminder, $`r_0=m\pi \alpha ^{}n/p`$ for this shell. In summary, the components of the metric tangent to the two-sphere, and the dilaton, are multiplied by a factor $`\rho ^2/(\rho ^2+\rho _c^2),`$
$`ds_{\mathrm{string}}^2`$ $`=`$ $`{\displaystyle \frac{2r_0\rho }{R^2}}\eta _{\mu \nu }dx^\mu dx^\nu +{\displaystyle \frac{R^2\rho }{2r_0(\rho ^2+\rho _c^2)}}(dw^1dw^1+dw^2dw^2)+{\displaystyle \frac{R^2}{2r_0\rho }}(dw^3dw^3+dydy),`$ (131)
$`e^{2\mathrm{\Phi }}`$ $`=`$ $`g^2{\displaystyle \frac{\rho ^2}{\rho ^2+\rho _c^2}},ds^2=g^{1/2}e^{\mathrm{\Phi }/2}ds_{\mathrm{string}}^2.`$ (132)
This interpolates between the D3- and D5-brane metrics.
Similarly for $`q`$ NS5-branes, the solution interpolates between the D3- and NS5- solutions. The crossover radius is now
$$\rho _\mathrm{c}^{}=\frac{2r_0q\alpha ^{}}{R^2}\frac{q}{(gn)^{1/2}}r_0qm(gn\alpha ^{})^{1/2},$$
(133)
the $`AdS`$ radius is $`r_0=m\pi \alpha ^{}gn/q`$ for this shell, and the solution is
$`ds_{\mathrm{string}}^2`$ $`=`$ $`{\displaystyle \frac{2r_0(\rho ^2+\rho _\mathrm{c}^2)^{1/2}}{R^2}}\eta _{\mu \nu }dx^\mu dx^\nu +{\displaystyle \frac{R^2}{2r_0(\rho ^2+\rho _\mathrm{c}^2)^{1/2}}}(dw^1dw^1+dw^2dw^2)`$ (135)
$`+{\displaystyle \frac{R^2(\rho ^2+\rho _\mathrm{c}^2)^{1/2}}{2r_0\rho ^2}}(dw^3dw^3+dydy),`$
$`e^{2\mathrm{\Phi }}`$ $`=`$ $`g^2{\displaystyle \frac{\rho ^2+\rho _c^2}{\rho ^2}},ds^2=g^{1/2}e^{\mathrm{\Phi }/2}ds_{\mathrm{string}}^2.`$ (136)
For $`\rho <\rho _c^{}`$ the metric develops the usual throat for $`q`$ NS5-branes . The string coupling becomes strong at $`\rho /\rho _c^{}g`$, a proper distance $`\mathrm{ln}1/g`$ from the crossover region.
It is important to see where the supergravity solution is valid. A crude but simple measure is that the radius of a transverse sphere (fixed $`\rho `$) must be large in string units. (We assume $`g1`$ so that the F-string scale is the relevant one.) At the crossover point, the D5 and NS5 radii-squared are respectively
$$gp\alpha ^{},q\alpha ^{}.$$
(137)
The NS5 solution is valid for $`q1`$ and marginal for $`q=1`$ (these properties continue to hold down the throat, until the dilaton diverges). The D5 solution has a limited range of validity for $`p1`$ but none for $`p=1`$ (not even $`g1`$, because the dual string theory is strongly curved). Thus the low energy physics of the Higgs phase is given by the dual field theory description.
### E The Complete Metric and Dilaton
The pieces of our solution are scattered through this paper. The zeroth order solution is the D3-brane background (32) with harmonic function (102), with the brane locations and orientations (107). The first order correction is given by Eqs. (116) and (121). The correction near the brane is given in Eqs. (132) and (136). For convenience we give here the full solution for the metric and dilaton in a form that interpolates between the zeroth order solution and the near-shell solution. We emphasize that these have overlapping ranges of validity, $`\rho >\rho _\mathrm{c},\rho _\mathrm{c}^{}`$ versus $`\rho <r_0`$.
We focus on a single shell of D5 or NS5 type, but the generalization is straightforward. The solution is be conveniently written using coordinates $`x^\mu `$ for spacetime, $`w^i`$ for the three coordinates in which the brane is embedded, and $`y^i`$ for the other three. Write $`w,\mathrm{\Omega }_w`$ as spherical coordinates for the $`w^i`$, and similarly for the $`y^i`$. Both the Higgs and confining metrics, in string frame, can be conveniently written
$$Z_x^{1/2}\eta _{\mu \nu }dx^\mu dx^\nu +Z_y^{1/2}(dy^2+y^2d\mathrm{\Omega }_y^2+dw^2)+Z_\mathrm{\Omega }^{1/2}w^2d\mathrm{\Omega }_w^2.$$
(138)
For the Higgs (D5) vacuum, the $`w^i`$ are $`x^{7,8,9}`$ and the $`y^i`$ are $`x^{4,5,6}`$; for the confining (NS5) vacuum at $`\theta =0`$ this is reversed.
For the D5 brane we have
$$Z_x=Z_y=Z_0\frac{R^4}{\rho _+^2\rho _{}^2},Z_\mathrm{\Omega }=Z_0\left[\frac{\rho _{}^2}{\rho _{}^2+\rho _c^2}\right]^2,$$
(139)
where
$$R^4=4\pi gN,\rho _\pm =(y^2+[w\pm r_0]^2),\rho _c=\frac{2gr_0\alpha ^{}}{R^2},r_0=\pi \alpha ^{}mN.$$
(140)
The dilaton is
$$e^{2\mathrm{\Phi }}=g^2\frac{\rho _{}^2}{\rho _{}^2+\rho _c^2}.$$
(141)
For the NS5-brane, we have
$$Z_x=Z_\mathrm{\Omega }=Z_0\frac{\rho _{}^2}{\rho _{}^2+\rho _c^2},Z_y=Z_0\frac{\rho _{}^2+\rho _c^2}{\rho _{}^2},$$
(142)
where
$$\rho _c=\frac{2r_0\alpha ^{}}{R^2},r_0=\pi \alpha ^{}mgN.$$
(143)
Meanwhile the dilaton is
$$e^{2\mathrm{\Phi }}=g^2\frac{\rho _{}^2+\rho _c^2}{\rho _{}^2}.$$
(144)
Note $`\rho _c=mR^2/2m\sqrt{gN}\alpha ^{}`$ for both branes.
## VI Gauge Theory Physics
In this section, we consider some of the non-perturbative objects in the field theory — strings, baryon vertices, domain walls, condensates, instantons and glueballs, — and discuss their appearance in the supergravity representation. Although objects of this type have appeared in a number of previous incarnations , they arise here in novel forms. We will also consider a vacuum with massive fundamental matter and mention some of its amusing properties.
### A Flux Tubes: A First Pass
Many of the vacua of the $`𝒩=1^{}`$ field theory have stable flux tubes. At weak coupling, the Higgs vacuum, where the $`SU(N)/𝐙_N`$ gauge group is completely broken, has semiclassical vortex solitons in which certain components of the adjoint scalars wind at infinity. The topological charge associated with this winding takes values in $`\pi _1(SU(N)/𝐙_N)=𝐙_N`$; it measures the magnetic flux carried by the vortex. The confining vacuum has electric flux tubes carrying flux in the $`𝐙_N`$ center of $`SU(N)`$. These become semiclassical solitons in the $`S`$-dual description of the theory as $`\tau 0`$. Similar statements apply for the oblique confining vacua. In the other massive vacua there are both electric and magnetic flux tubes, and in the Coulomb vacua there may or may not be any stable flux tubes. We will return to these cases in a later section. For the moment we focus our attention on the strings of the Higgs and confining vacua.
One of the surprising features of Maldacena’s duality is that it relates string theory to a conformal rather than a confining gauge theory. Unconfined electric flux lines between two charged sources in the conformal $`𝒩=4`$ field theory are represented by a string in the gravity dual . The string in question droops into the $`AdS_5`$ space, rather than lying at a fixed $`AdS`$ radius $`r`$. Since small $`r`$ corresponds to large distances in the field theory, the drooping string represents flux lines which spread out in the region between the sources, as expected in a nonconfining theory. The symmetries of $`AdS`$ space suffice to show that the energy of the string scales as a constant plus a term inversely proportional to the separation of the sources.
In the realization of confining gauge theories via high-temperature five-dimensional field theories , the temperature provides an IR cutoff on $`r`$. The flux between two charged sources in the field theory now is represented by a string which droops only part way into the $`AdS_5`$ space, becoming stuck at a radius of order the temperature $`R^2T`$; consequently the string represents flux lines trapped in a physical string-like object, of definite tension and width. In this way the confinement of this theory, which is hoped to be in the same universality class as asymptotically free Yang-Mills theory, was established. The same happens in our dual description of $`𝒩=1^{}`$ gauge theory.
Before treating the supergravity picture carefully, we begin with an intuitive argument. Let us assume, as we will shortly show, that a $`(p,q)`$ string, with its world-sheet oriented in the $`x^\mu `$ directions, can bind to a $`(p,q)`$ 5-brane with D3-brane charge, in a state of finite width and nonzero tension. We claim that this object is a confining flux tube of the gauge theory; since its $`AdS`$ radius is by construction constant, it certainly has a definite tension. Let us consider $`p=0`$, $`q=1`$, the Higgs vacuum. The potential between charged electric sources, given by suspending a fundamental string from two points on the $`AdS`$ boundary, is highly suppressed: the string can split into two strings joining the D5-brane to the boundary, meaning there is little energy cost to moving the endpoints of the string apart. By contrast, a D1-brane cannot end on the D5-brane. However, it can link up with our putative D1-D5/D3 bound state. This makes the potential between two magnetic sources linear in the distance between them, with a coefficient set by the tension of the bound state. Note also that any $`(p,q)`$ string with $`q0`$ is similarly confined — its $`p`$ F1 charges ending on the D5, its $`q`$ charges connected to $`q`$ flux tubes (or a bound state of such tubes) on the D5 brane. It follows that monopoles and dyons, represented by strings with D-charge, are confined in the Higgs vacuum, while electric charges are screened. This is as expected on general grounds from the field theory.
By $`S`$-duality, the confining vacuum sports F1-NS5 bound states. All strings except those having only D1-charge will bind to the D3-NS5-brane. These bound states are the electric flux tubes of the gauge theory. In this vacuum it is fundamental string charge which is confined and D-charge which is screened, in agreement with expectations. Similar conclusions hold in the oblique confining vacua.
We now turn to the supergravity description of this physics, and demonstrate that these bound states truly exist. In our solutions the function $`Z`$, given in Eq. (102), diverges at the branes, so all strings can lower their tensions by drooping inward toward one of the branes. However, we have seen that there is a crossover point near each brane, where the universal D3-brane behavior ceases to hold and 5-brane behavior takes over. An F-string, representing electric flux, couples to the string metric. The string stretches in a noncompact direction, so the relevant metric component is $`G_{\mu \nu }`$. In the D5-solution (132) this still goes to zero at $`\rho =0`$, so electric flux is unconfined. In the NS5-solution (136) it takes the minimum value $`r_0^2q/\pi gn\alpha ^{}=\pi \alpha ^{}m^2gnq`$, so for the confining phase, where $`n=N`$ and $`q=1`$, the tension is
$$\tau _\mathrm{e}=\pi \alpha ^{}m^2gN\frac{1}{2\pi \alpha ^{}}=\frac{m^2gN}{2}.$$
(145)
This satisfies ’t Hooft scaling, as expected in a confining vacuum. The F-string lowers its tension, but only by a finite amount, by binding to the NS5-brane.
A D-string, representing magnetic flux, couples to $`e^\mathrm{\Phi }`$ times the string metric. For the NS5-brane this now vanishes at the brane,<sup>\**</sup><sup>\**</sup>\**This ‘magnetic screening’ is required both by physical intuition and by $`S`$-duality, but notice that it requires that the string coupling diverge in the NS5-brane throat. For multiple coincident NS5-branes, this can be seen in supergravity alone. For one NS brane, however, the very nature of the throat is in dispute and it is not clear whether supergravity, worldsheet CFT, or semiclassical brane physics gives a good description. In any case, the D-string must dissolve in the NS5-brane, one way or another. but for the D5-brane there is a minimum value $`r_0^2p/\pi n\alpha ^{}=\pi \alpha ^{}m^2nq`$. The Higgs phase magnetic tension is then
$$\tau _\mathrm{m}=\pi \alpha ^{}m^2N\frac{1}{2\pi \alpha ^{}g}=\frac{m^2N}{2g}.$$
(146)
The $`g`$ and $`N`$ scaling appears to be the same as for a classical Nielsen-Oleson vortex. The action scales as $`N^3/g`$, and the change in the field, which appears squared, is presumably of order $`1/N`$ for a $`𝐙_N`$ vortex. The D-string is bound to the D5-brane.
Though satisfying, these results are partly outside the range of validity of the supergravity description. We have seen in section V.D that for D5-branes this description breaks down before the crossover point, while for NS5-branes it is marginal (we assume $`g<1`$; for $`g>1`$ the $`S`$-dual is true.)
Let us discuss the bound state more carefully in the D5 case, by considering the limit in which the D5-brane is flat. Note first that D1-branes outside a D5-brane are BPS saturated and not attracted to the D5-brane. By contrast, D1-branes outside and parallel to a set of D3-branes are attracted to the D3-branes; upon reaching the D3-branes they appear as tubes of magnetic flux inside an $`𝒩=4`$ gauge theory, which, since flux is unconfined, expand to infinite radius. Combining the D5 and D3 branes, the D1-brane is attracted to the D5/D3 object but upon reaching it cannot expand to arbitrary size. Its behavior within the D3-brane field theory is determined by the semiclassical calculation of the vortex soliton which confines magnetic flux. Alternatively, it should be a semiclassical instanton of the noncommutative field theory on the 5-brane .
Another intuitive way to see the bound state is to use $`T`$-duality. Begin with a D1-brane extended in the 01-directions, a 012345 D5-brane, and 0123 D3-branes which are distributed in the 45-directions with density $`\sigma `$. A $`T`$-duality in the 5-direction converts the D1-brane into a 015 D2-brane and the D5/D3 system into a D4 brane, which fills 0123 plus a line in the 45-plane. The line makes an angle $`\theta `$ with the 5-axis, where
$$\mathrm{tan}\theta =(4\pi ^2\alpha ^{}\sigma )^1.$$
(147)
If $`\theta =\pi /2`$ ($`\sigma =0`$), the D2 and D4 are perpendicular and BPS, so there is no force on the D2. If $`\theta =0`$ ($`\sigma \mathrm{}`$), then the D2 can be absorbed by the D4. But if $`0<\theta <\pi /2`$ the D2 brane is attracted to the D4 but is misaligned with it, and so cannot be completely absorbed. Instead, only a part of it is absorbed, leading to a D2-D4 bound state of finite energy and size. As shown in figure 1, the tension is reduced by a factor $`\mathrm{sin}\theta `$.
In fact, this bound state is supersymmetric: as one sees from figure 1, after the flux dissolves to the maximal extent, the remaining state is a D2-brane ending on a D4-brane, a familiar supersymmetric configuration. The BPS bound is
$$\tau \left[(V\tau _{\mathrm{D4}}+\tau _{\mathrm{D2}})^2+V\tau _{\mathrm{D4}}^2\mathrm{cot}^2\theta \right]^{1/2}\left[V\tau _{\mathrm{D4}}^2+V\tau _{\mathrm{D4}}^2\mathrm{cot}^2\theta \right]^{1/2}=\frac{\tau _{\mathrm{D}_2}}{\mathrm{sin}\theta },$$
(148)
where $`V`$ is a large regulator volume in the 123 directions.
Having established that a BPS state exists in this limit, we should now verify that a nearly-BPS state of essentially the same mass is still present when the D5-brane has the shape of a two-sphere. The D1-D5/D3 bound state is in a rather difficult region of parameter space because the effect of gravity is large (because the D3 charge is large) but the gravity description is not valid everywhere (because the D1 and D5 charges are small). At large $`r`$ the supergravity description is valid, while at small $`r`$ the effective description is the field theory on the brane, as in examples in ref. . It appears that a correct treatment requires that we match these two descriptions, in the spirit of the correspondence principle . By the logic of section V.D, the crossover between the two descriptions occurs at a radius
$$\widehat{\rho }=\eta \frac{\alpha ^{}r_0}{R^2}.$$
(149)
We will see that it is interesting to retain an undetermined constant $`\eta `$ in the crossover point. At the crossover, the metrics in the 0123 and the 45 ($`w^{1,2}`$) directions are
$$\frac{2\eta \alpha ^{}r_0^2}{R^4}\eta _{\mu \nu }dx^\mu dx^\nu +\frac{R^4}{2\eta \alpha ^{}r_0^2}(dw^1dw^1+dw^2dw^2).$$
(150)
The area of the two-sphere is then
$$4\pi r_0^2\frac{R^4}{2\eta \alpha ^{}r_0^2}=\frac{8\pi ^2gN\alpha ^{}}{\eta },$$
(151)
giving
$$4\pi ^2\alpha ^{}\sigma =\frac{\eta }{2g}.$$
(152)
Combining the D1 tension, the rescaling of $`G_{\mu \nu }`$, and the effect shown in figure 1 gives the tension
$$\tau _\mathrm{m}=\frac{1}{2\pi \alpha ^{}g}\frac{2\eta \alpha ^{}r_0^2}{R^4}\frac{2g}{\eta }=\frac{m^2N}{2g}.$$
(153)
This is the same as the estimate (146) which came from the purely gravitational picture; it is independent of the precise crossover $`\eta `$ (a necessary, though not sufficient, condition for correspondence arguments to give a correct numerical value); and, one gets the same result if one ignores the gravitational effect entirely and takes unit coefficients in the metric (150).
It has been suggested that the $`𝐙_N`$ strings of supersymmetric QCD might be nearly BPS saturated in the limit of infinite $`N`$. In $`𝒩=1^{}`$ this hope is realized, although we see that large $`gN`$ is necessary for this to be the case. But we have not yet explained why the strings carry charges which are conserved only mod $`N`$. To do so, we turn to the construction of the baryon vertex.
### B Baryon Vertex
To put $`N`$ sources in the fundamental representation into a gauge invariant configuration requires a baryon vertex. In the $`AdS_5\times S^5`$ supergravity dual of $`𝒩=4`$ Yang-Mills this vertex is given by a D5-brane which wraps the entire $`S^5`$ . We will see that in $`𝒩=1^{}`$, by contrast, the baryon vertex is a D3-brane with the topology of a ball $`B^3`$, whose boundary is the two-sphere of the 5-branes which form the vacuum. The link between these two pictures is the Hanany-Witten brane-creation mechanism .
One way to derive the nature of the baryon vertex in the $`𝒩=1^{}`$ theory is to begin in the ultraviolet. The ultraviolet theory is $`𝒩=4`$ supersymmetric and the spacetime is approximately $`AdS_5\times S^5`$. Let us consider the confining vacuum, represented by an NS5-brane two-sphere. A baryon vertex joining charged sources in a small spatial region corresponds to a D5-brane wrapping the $`S^5`$ near the $`AdS_5`$ boundary, with $`N`$ fundamental strings joining the boundary and the D5-brane. Now let the region containing the sources grow comparable to the IR cutoff distance $`m^1`$ (we will give a more precise estimate in section VI.H). The $`AdS_5`$ radius of the D5-brane decreases until it eventually crosses the NS5-brane. Since drawing the sources further apart than $`m^1`$ should lead to a large energy cost, something dramatic must happen at this scale. And indeed, it does: the crossing of the D5- and NS5-brane produces a D3-brane which connects the two.
To see this, consider the configuration more carefully. The brane-creation process is local, so let us consider a nearly-flat portion of the NS5-brane, which extends in the $`12345`$-directions. The D5-brane locally extends in the $`45678`$-directions. The distance vector between the two branes lies in the $`6`$-direction. In this arrangement, the crossing of the branes leads to the creation of a D3-brane which fills the dimensions $`456`$. The transition is shown in figure 2.
Looking globally at the two-sphere, we see that the D3-brane fills the part of the NS5-brane two-sphere which lies outside the D5-brane. But the space inside the NS5-brane is topologically flat; the radius of the five-sphere shrinks to zero inside. The D5-brane therefore is topologically unstable and can be shrunk to zero radius, leaving a D3-brane which fills the entire two-sphere inside the NS5-brane. Like the D5-brane which created it, this D3-brane is a particle in the four-dimensional spacetime; more precisely, it is a localized object whose size is of order $`m^1`$. If the charged sources are taken to lie further apart than this, then they will connect to the D3-brane not directly but through F1-NS5 flux tubes; thus the baryon vertex behaves dynamically as we would expect in a confining theory.
The D5-brane baryon vertex in the $`𝒩=4`$ theory has no preferred size or energy. Here, the D3-brane actually represents a physical excitation of definite size and mass. The mass is
$`{\displaystyle \frac{\mu _3}{g}}{\displaystyle _{B^3}}d^3xe^\mathrm{\Phi }G_{\mathrm{string}}^{1/2}`$ $`=`$ $`{\displaystyle \frac{\mu _3R^2}{g}}{\displaystyle _0^{r_0}}𝑑w{\displaystyle \frac{4\pi w^2}{(r_0^2+\rho _\mathrm{c}^2w^2)}}`$ (154)
$``$ $`N{\displaystyle \frac{m\sqrt{gN}}{2\pi ^{3/2}}}\mathrm{ln}(gN).`$ (155)
Note that this diverges, due to a net factor $`Z^{1/2}`$ in the integrand, until the near-shell form is taken into account. The result is a factor of $`N`$ times ’t Hooft scaling, as would be expected.
To see directly that the D3-ball is a baryon vertex, note that the NS5-brane world-volume action includes a Chern-Simons term
$$F_\mathit{2}F_\mathit{2}B_\mathit{2}.$$
(156)
This is the $`S`$-dual of the term
$$F_\mathit{2}F_\mathit{2}C_\mathit{2}$$
(157)
in the D5-brane action, which is familiar as it implies that a world-volume gauge instanton is a dissolved D1-brane. The D3-brane ending on the NS5-brane is a magnetic monopole source for $`F_\mathit{2}`$ (the $`S`$-dual of a familiar fact for D3- and D5-branes), while the dissolved D3-branes become $`N`$ units of $`F_\mathit{2}`$. Under $`\delta B_\mathit{2}=d\chi _\mathit{1}`$,
$$\delta F_\mathit{2}(\text{monopole})F_\mathit{2}(\text{dissolved})B_\mathit{2}=𝑑F_\mathit{2}(\text{monopole})F_\mathit{2}(\text{dissolved})\chi _\mathit{1}.$$
(158)
This violation, proportional to the number of dissolved D3-branes, must be offset by $`N`$ fundamental strings ending at the D3-NS5 junction.
Note that this now also explains the $`𝐙_N`$ quantum numbers of the flux tubes. If we place $`N`$ flux tubes close and parallel to each other, pair-creation of these D3-branes can occur. This allows the flux tubes to annihilate in groups of $`N`$.
Application of $`S`$-duality allows us to form the same construction for other similar vacua. Notice that the baryon vertex is always a D3-brane. However, the 5-brane on which it ends determines its properties. For example, if we are in the Higgs vacuum, the magnetic flux and its magnetic baryon form the $`S`$-dual of what we just considered. By contrast, the electric baryon is completely shielded: the $`N`$ fundamental string sources, which in the confining vacuum were forced to end on the D3-brane, are no longer forced to do so, since they may end anywhere on the D5-brane. This is of course consistent with field theory expectations.
Now let us consider some other vacua. Suppose that we take a vacuum where the classical unbroken gauge group was $`SU(N/k)`$, with $`k\sqrt{N}`$ a small divisor of $`N`$. Since only the $`SU(N/k)`$ confines, and since a fundamental representation of the $`SU(N)`$ parent breaks up into $`k`$ copies of the fundamental representation of $`SU(N/k)`$, we should expect that $`N`$ sources would now be joined by not one but $`k`$ different baryon vertices. To see this in the supergravity is straightforward. The relevant vacuum is given by $`k`$ coincident NS5-branes, so when the D5-brane baryon vertex of $`𝒩=4`$ crosses the NS5-branes, $`k`$ D3-branes are created. Each of these carries $`N/k`$ units of string charge (since each NS5-brane has $`N/k`$ units of D3-brane charge) and so $`N/k`$ strings must end on each of them. On the other hand, the $`k`$ D3-branes are not bound together and may be separated spatially from one another. Each one represents a separate, dynamical, massive baryon vertex of $`SU(N/k)`$. Note also that pair creation of these objects ensures that the electric flux tubes in this vacuum carry only $`𝐙_{N/k}`$ quantum numbers.
### C Flux Tubes: A Second Pass
Here we will look at Coulomb vacua to understand how the baryons and strings behave, and obtain the correct flux tube quantum numbers.
We have already noted the flux tubes present when the vacuum is massive — that is, when the classical vacuum is given by $`k`$ copies of the $`N/k`$-dimensional representation of $`SU(2)`$. The baryons ensured that the electric flux tubes carry flux in $`𝐙_k`$ and the magnetic or dyonic flux tubes have charge in $`𝐙_{N/k}`$.
Let us consider instead a general Coulomb vacuum, given by choosing $`p_i`$ copies of the $`q_i`$-dimensional representation, with $`p_iq_i=N`$. The unbroken gauge group is $`[U(p_1)\times U(p_2)\times \mathrm{}\times U(p_k)]/U(1)`$, corresponding to $`p_i`$ D5-branes of $`AdS`$ radius proportional to $`q_i`$. Let $`r`$ to be the greatest common divisor of the $`p_i`$, and $`s=\mathrm{gcd}(q_i)`$. Simple field theoretic arguments then determine the properties of possible flux tubes. The topology of the breaking pattern of the gauge group permits magnetic flux tubes to carry a $`𝐙_s`$ charge, while the massive $`W`$-bosons of the theory will break all electric flux tubes down to those carrying a $`𝐙_r`$ charge.
How do we see these flux-charges in the supergravity? For the magnetic flux, it is straightforward. Consider a collection of $`k`$ magnetic flux tubes. A magnetic flux tube can be moved with impunity from one D5-brane to another, since two flux tubes on different D5-branes can be connected by a D1-string in the radial direction, corresponding to a magnetic gauge boson. A magnetic baryon vertex connecting to a D5-brane of radius $`q_1`$ can remove or add $`q_1`$ flux tubes from the $`k`$ that we started with. Since we may move all the flux tubes from the first group of D5-branes to the second group, we may also remove any multiple of $`q_2`$ flux tubes from our collection. Removing $`q_i`$ flux tubes in any combination, we are left with a number $`\widehat{k}`$ with $`0\widehat{k}<\mathrm{gcd}(\{q_i\})`$. This confirms what we set out to prove.
To see the charges of the electric flux tubes requires $`S`$-duality, which in not understood for the general Coulomb vacuum. However, we conjecture that the $`\tau 1/\tau `$ transformation acts in a simple way in an important subclass of the vacua. In particular, consider those classes of vacua where all $`\{p_i\}`$ are distinct integers and all $`\{q_i\}`$ are distinct integers. In this case we claim that the $`S`$-dual of this vacuum is that with $`q_i`$ NS5-branes of radius $`p_i`$. This is of course consistent with the known transformation of the massive vacua , for which $`p_1q_1=N`$. The $`S`$-dual of the argument in the previous paragraph then shows that the electric flux tubes for these vacua is indeed $`𝐙_r`$. Indeed, this is our main evidence for the conjecture.
If the $`p_i`$ or the $`q_i`$ are not distinct integers, then the $`S`$-duality transformation we have suggested is ambiguous. We do not know what happens in this case, either in field theory or in supergravity.
### D Domain Walls
Since the theory has many isolated vacua, it also has a large number of domain walls which can separate two spatial regions in different vacua. If the walls are spatially uniform then they may be BPS saturated .
Between the oblique confining vacuum represented by a $`(1,1)`$ 5-brane sphere and the confining vacuum represented by an NS5-brane, there must be a BPS domain wall which carries off one unit of D5-brane charge. We may therefore conjecture that a BPS junction of three 5-branes — the NS5-brane sphere for $`x^1>0`$, the $`(1,1)`$ 5-brane sphere for $`x^1<0`$, and a D5-brane at $`x^1=0`$ which fills the two-sphere — describes this domain wall. That is, the world-volume of the D5-brane is the $`023`$-plane of the domain wall times the three-ball spanning the two-sphere. At small $`g`$ the NS5-brane and the $`(1,1)`$ brane are nearly coincident (their $`AdS`$ radius and orientation on the $`S^5`$ differ only at order $`g`$) and the effect of the D5-brane on the much denser NS5-brane is very small.
We can see that this reproduces some known properties of the domain wall. First , the flux tubes of the theory (F1 strings) obviously can end on the domain wall (a D5-brane). Furthermore, consider dragging a $`(1,1)`$ dyonic string, representing a dyonic source in the gauge theory, across the wall. For $`x^1<0`$, the dyon is screened; it can end happily on the $`(1,1)`$ 5-brane. For $`x^1>0`$, the dyon is confined; its monopole charge ends on the NS5-brane, but its electric charge must join onto a flux tube — an F1-NS5 bound state — which in turn ends on the D5-brane domain wall. Finally, note that we may dissolve an $`N`$-string vertex (a D3-brane) into this domain wall (a D5-brane), leaving $`N`$ strings which end on the wall and are free to move around on it. If we then permit this domain wall to annihilate with an antidomain wall with no strings attached, then the annihilation will leave a D3-brane behind on which the strings may end, as in the well-known process described in .
More generally, if for $`x^1<0`$ the system is in the phase corresponding to a $`(c,d)`$ 5-brane, and for $`x^1>0`$ it is in the phase corresponding to a $`(c^{},d^{})`$ 5-brane, then a $`(cc^{},dd^{})`$ 5-brane must fill the 2-sphere where they meet. In general the branes on the right and left have different orientations and radii, and so must bend as they meet as depicted in figure 3.
When the left and right phases involve multiple spheres, there will be a more complicated domain wall, constructed from multiple triple 5-brane junctions.
To discuss the domain wall tensions quantitatively we need the kinetic term for the collective coordinate $`z=2\pi \alpha ^{}\varphi `$. This arises in the Born-Infeld action, from
$$G_{\mu \nu }(\text{induced})=G_{\mu \nu }+G_{mn}_\mu x^m_\nu x^n.$$
(159)
Then
$$\frac{S}{V}=\frac{\mu _5}{2g}2\pi \alpha ^{}d^2\xi G_{}^{1/2}(F_{ab}F^{ab})^{1/2}\eta ^{\mu \nu }_\mu x^m_\nu x^n=\frac{n}{2\pi g}\eta ^{\mu \nu }_\mu \overline{\varphi }_\nu \varphi .$$
(160)
This gives the Kähler potential $`K=n\overline{\mathrm{\Phi }}\mathrm{\Phi }/2\pi g`$. This is the same as Eq. (99) for the classical gauge theory, but by an $`SL(2,𝐙)`$ transformation one can show that it holds for all $`(c,d)`$. This makes sense, as the main kinetic effect comes from the D3-branes, which are self-dual. With this normalization the potential (106) implies the superpotential
$$W=\frac{1}{4\pi g}(i\frac{4\sqrt{2}}{3M}\mathrm{\Phi }^3+mn\mathrm{\Phi }^2).$$
(161)
as in Eq. (99). At the nonzero stationary point this takes the value
$$W\frac{m^3n^3}{96\pi gM^2}.$$
(162)
For a multi-brane configuration it is summed over $`I`$.
We cannot rule out an additional additive contribution to this superpotential, although from our semiclassical reasoning we know that any such contribution must be subleading in the Higgs vacuum and others containing only large D5-branes.<sup>\*†</sup><sup>\*†</sup>\*†We thank O. Aharony for pointing out an error in our orginal approach. Field theory also suffers from the same ambiguity . Up to these additive contributions, the field theory and supergravity agree. Consider the massive vacuum corresponding to $`p`$ D5 branes of radius $`q`$; for this vacuum $`M=p`$. Using , it is easy to obtain a slight generalization of (adjusted to match our conventions, and with the function $`A(\tau ,N)`$ in Eq. (5) of set to zero)
$$W=\frac{m^3N^2}{24g_{\mathrm{YM}}^2}\left[E_2(\tau )\frac{q}{p}E_2\left(\frac{q}{p}\tau \right)\right]\frac{m^3N^2E_2(\tau )}{96\pi g}\frac{m^3N^3}{96\pi gp^2}.$$
(163)
Here $`E_2`$ is the second Eisenstein series, and we have used Eq. (108) and $`E_2(i\mathrm{})=1`$. Note the first term is $`p`$ independent and is subleading for $`p\sqrt{N}`$. For the massive vacuum given by $`q`$ $`(1,k)`$ 5-branes of radius $`p`$, $`kp`$, in which $`M=q(\tau +k)`$, the formula is
$$W=\frac{m^3N^2}{24g_{\mathrm{YM}}^2}\left[E_2(\tau )\frac{q}{p}E_2\left(\frac{q}{p}(\tau +k)\right)\right],$$
(164)
but since Eqs. (109) applies and $`xE_2(x)=x^1E_2(x^1)+(6i/\pi )`$,
$$W\frac{m^3N^2E_2(\tau )}{96\pi g}\frac{m^3N^3}{96\pi gq^2(\tau +k)^2}.$$
(165)
The first term in this expression is the same as in the D5-brane vacua, so field theory and supergravity agree up to a classically-subleading $`M`$-independent function.
For a supersymmetric domain wall between two phases, the tension is
$$\tau _{\mathrm{DW}}=2|\mathrm{\Delta }W|=\frac{|m^3|}{48\pi g}\left|\underset{I\mathrm{left}}{}\frac{n_I^3}{M_I^2}\underset{J\mathrm{right}}{}\frac{n_J^3}{M_J^2}\right|.$$
(166)
Let us consider two examples, to see that the 5-brane junction construction reproduces this tension. For both examples we take $`g1`$.
The first is the domain wall described above, between the confining and first oblique confining phase. The general result (166) becomes
$$\tau _{\mathrm{DW}}=\frac{|m^3|N^3}{48\pi g}\left|(ig^1)^2(ig^1+1)^2\right|\frac{|m^3|g^2N^3}{24\pi }.$$
(167)
In the brane picture, the tension comes from the spanning D5-brane. This has three transverse and three longitudinal dimensions and so feels no warp factor, giving simply
$$\tau _{\mathrm{DW}}=\frac{4\pi r_0^3}{3}\frac{\mu _5}{g}=\frac{|m^3|g^2N^3}{24\pi }.$$
(168)
The agreement is quite beautiful, given the very different physics that has gone into the two calculations.
The second example is the domain wall between the confining and Higgs phases: a junction between an NS5-brane and a D5-brane, spanned by a (1,1) 5-brane. The NS5-brane is at much smaller radius than the D5-brane (by a factor $`g`$) and has much greater tension, so the predominant effect is that the D5-brane bends down to join the NS5-brane. The bending is described by the BPS equation
$$_1\varphi =\mathrm{\Omega }\overline{\frac{W}{\varphi }}$$
(169)
with $`\mathrm{\Omega }`$ any phase. For $`m`$ real, $`\mathrm{\Omega }=1`$ gives a solution that passes through the origin and the nonzero stationary point, approximating to order $`g`$ the solution needed. The tension comes primarily from this bending,
$$\tau _{\mathrm{DW}}=_0^{\mathrm{}}𝑑x^1\left(\frac{N}{2\pi g}|_1\varphi |^2+\frac{2\pi g}{N}|W_\varphi |^2\right).$$
(170)
In this case the general result (166) follows by construction
$$\tau _{\mathrm{DW}}=\frac{|m^3|N^3}{48\pi g},$$
(171)
where the superpotential in the confining phase is smaller by $`O(g^2)`$. It will be an interesting exercise to show that the brane construction reproduces Eq. (166) in the general case, without assuming small $`g`$.
Note that a domain wall is the same as a baryon vertex extended in two additional directions. By analogy, we might expect the D5-brane three-ball which acts as a domain wall to be associated with passing a D7-brane through the NS5-brane. This suggests that D7-branes should be reexamined in the original $`AdS_5\times S^5`$ context.
### E QCD-like vacua
It is amusing that $`𝒩=1^{}`$ is rich enough to permit us to study a theory similar to QCD with heavy quarks. Suppose we consider a vacuum with a D5-brane of radius $`n`$ and one NS5-brane of radius $`Nn`$. Here we assume the usual condition on $`n`$, $`n^2gN`$, but take $`ngN`$, so the D5-branes have comparable $`AdS`$ radius to the NS5-brane. In the field theory this corresponds to a vacuum with a broken $`SU(n)`$ sector, a $`U(1)`$ vector multiplet, and a confining $`SU(Nn)`$ sector. Among the massive vector multiplets are spin-1 bosons, along with fermions and scalars, charged as $`(\overline{𝐧},𝐍𝐧)`$ under $`SU(n)\times SU(Nn)`$. These are strings connecting the D5-brane to the NS5-brane. We will refer to these as ‘quarks’. Clearly these theories have no free quarks: the D5-NS5 strings cannot exist in isolation, since they cannot actually end on the NS5-brane, and instead must be connected to a flux tube. Note that the $`SU(n)`$ acts as a sort of flavor group for the quarks (analogous to broken weak isospin), and we will refer to its massive adjoint representation as ‘flavor’ gauge multiplets.
In order that the supergravity solution be valid, we must have $`n(gN)^{1/2}`$. When $`n=gN`$, so that the D5 and NS5 sit at equal $`AdS`$ radii, the quark has mass of order
$$(\alpha ^{})^1\sqrt{G_{00}G_{yy}r_0^2}𝑑\zeta =r_0/\alpha ^{}=mn$$
which agrees with field theory. However, it is easy to see that if $`n`$ is smaller than $`gN`$, the quark retains mass $`mgN`$; indeed, as an extreme, note that if a D3-brane sits exactly at $`r=0`$, corresponding to $`(gN)^{1/2}ngN`$, the quark mass is just proportional to the coordinate length of the string, $`mgN`$. We therefore see signs that the physical ‘constituent’ masses of the quarks can be much larger than their current values. Of course the quarks are never light compared to $`m`$.
We can see easily that QCD-like theories have no stable flux tubes due to quark pair production. Recall that we measure the potential $`V(L)`$ between two electric sources by hanging a probe string by its ends from the $`AdS`$ boundary, with the ends a distance $`L`$ apart. Take $`Lm^1(gN)^{1/2}`$; then in the absence of the D5-brane, the probe would bind to the NS5-brane forming a confining flux tube between the sources. In the presence of the D5-brane, however, pair production of the D5-NS5 strings can occur. This breaks the flux tube, which shrinks away allowing the quark to screen the source. The probe string ends up as two strings a distance $`L`$ apart, each attached to the D5-brane. Note however that if we take $`ngN`$, the quarks become very heavy, and the time scale for their pair production becomes very long. In this limit the confining flux tubes are metastable.
Low-lying quark-antiquark mesons are not stable in this theory. Highly excited mesons are represented by two D5-NS5 strings joined by a long F1-NS5 flux tube. However, as the mesons deexcite by emission of glueballs (either supergravity or string states), it eventually becomes energetically preferable for them to decay to a D5-D5 string, bypassing the NS5-brane altogether. In short, the lowest lying mesons between two quarks always mix with and decay to a massive, but lighter, flavor particle, in a vector multiplet of the broken $`SU(n)`$ group. (Indeed this almost happens in nature; charged pions decay through isospin gauge multiplets, although not because those gauge bosons are light but because they couple to light leptonic states — which could also be represented here, if there were a need.)
Baryons, on the other hand, carry a conserved charge and are both stable and interesting. $`Nn`$ D5-NS5 strings can end on a D3-brane filling the NS5-brane two-sphere, forming an object whose mass can be computed. If we arrange for a more complicated spectrum of quarks by choosing to use multiple D5-branes of various radii, then there are processes by which baryons can be built from quarks of different masses, and can decay by emission of flavored mesons (or the corresponding gauge multiplets of the ‘flavor’ group.) Scattering of baryons, or of baryons and antibaryons, could also be studied. In addition, it is possible that these baryons have residual attractive short range interactions (different from the physical case in that they are dominated by the ‘flavor’ gauge multiplets) which can cause them to form nuclei. It would be amusing to look for such baryon-baryon bound states. Furthermore, these baryons and nuclei carry $`U(1)`$ gauge charges, and in some vacua there are lepton-like objects which presumably can combine with them to form atoms.
We cannot resist mentioning one more possibility, although it admittedly may not be realized. Namely, our baryons act as D0 branes in spacetime, and our domain walls as D2-branes (their structure in the extra dimensions is identical, so we suppress it.) While we are not used to thinking of baryons as places where strings can end, this is quite natural if there are no light quarks; if all quarks are heavy then short flux tubes are stable, and physical baryons can be linked by them. Turning on condensates of these flux tubes makes the positions of the baryons noncommuting (note these branes have no massless world-volume gauge fields, but still have massless scalars), and through the Kabat and Taylor mechanism , an assembly of baryons can be arranged into a spherical domain wall! Thus the properties of the gauge theory recapitulate the method we have used to solve it. In practise, one should try to implement this process physically, through Myers’ mechanism . Here we have a difficulty, as the required three-form potential is a massive state, a glueball which couples to domain walls , so we cannot create a long-range field to induce a dipole charge. However, there may be ways to circumvent this problem, and create this effect as a thought experiment or even in a lattice simulation, where hints of domain walls have been observed .
### F Condensates
With the naked singularity banished, the coefficients of the normalizable terms in the supergravity fields, and so the dual condensates, become calculable. We have already determined the superpotential in our discussion of domain walls, and in principle the condensates can be determined directly from this function. The full field theoretic superpotential, and corresponding condensates, are also known . However there are subtleties , and our understanding is only partial.
The condensates of the operators $`\lambda \lambda `$, $`\mathrm{tr}[\mathrm{\Phi }_1,\mathrm{\Phi }_2]\mathrm{\Phi }_3`$ and $`m_i\mathrm{tr}\mathrm{\Phi }_i\mathrm{\Phi }_i`$ are all related by the chiral anomaly and operator mixing. A linear combination of these must couple, by the $`AdS`$/CFT correspondence, to the mode of $`G_\mathit{3}`$ which falls off as $`1/r^3`$ in invariant units, which we have identified in Eq. (66). More generally, higher modes of $`G_\mathit{3}`$ should give the expectation values of all of the chiral operators $`\lambda \lambda \varphi ^k+\mathrm{}`$. For the lowest mode of $`G_\mathit{3}`$, Eq. (123) for $`\omega _2`$ gives the $`m`$ and phase dependent parts as
$$Mr_0^3\frac{m^3N^3}{M^2}.$$
(172)
For multiple shells, superposition gives
$$m^3\underset{I}{}\frac{n_I^3}{M_I^2}.$$
(173)
Note that there are two $`SO(3)`$-invariant fermion bilinears, namely $`_{i=1}^3\lambda _i\lambda _i`$ and $`\lambda _4\lambda _4`$. These correspond to the polarization tensors $`ϵ_{i\overline{ȷ}\overline{k}}`$ and $`ϵ_{ijk}`$, which have equal overlap with the actual field $`ϵ_{w^1w^2w^3}`$.
In the Higgs vacuum, and other vacua with only large D5-branes, all condensates can be described semiclassically. The expectation values for $`\mathrm{tr}[\mathrm{\Phi }_1,\mathrm{\Phi }_2]\mathrm{\Phi }_3`$ and $`m_i\mathrm{tr}\mathrm{\Phi }_i\mathrm{\Phi }_i`$ are known, and their $`m`$, $`n`$ and $`M`$ scaling agrees with (173). In the confining cases, however, the situation is more subtle, since these operators have condensates of different sizes and since the gluino bilinear is also expected to play a role. We note the following facts. First, careful examination of the field theory superpotential given in reveals no obvious linear combination of the operators whose expectation values would have this property — except the second term in the superpotential itself, as discussed in section VII.D. Second, there is every indication from our study of domain walls that the second term in the superpotential, proportional to the two-sphere volume times the 5-brane’s charge under $`G_\mathit{3}`$, measures the dipole moment of the 5-branes. Naturally, the lowest normalizable mode of $`G_\mathit{3}`$ couples to the lowest allowable 5-brane multipole moment, which is indeed a magnetic dipole. We therefore speculate that perhaps the $`ijk`$ components of $`G_\mathit{3}`$ couple to this part of the superpotential, and to the worldsheet instantons which we will discuss in section VII.G below.
In any case, the supergravity clearly shows that there are expectation values for some dimension-three operators which classically would have had vanishing vevs. It also shows these vevs differ from one confining vacuum to the next. These qualitative features certainly agree with field theory.
The chiral operators $`F^2\varphi ^k`$ are determined by the dilaton background. The dilaton is nontrivial and is obtained from
$$^2\mathrm{\Phi }=\frac{2\pi gr_0^4|M|^2}{NR^2}\delta ^3(y)\delta (wr_0)+\frac{g^2}{12}\mathrm{Re}(G_{mnp}G^{mnp}).$$
(174)
The first term comes from the coupling of the dilaton to the 5-brane through the Born-Infeld action. The second is directly from the coupling to the bulk fields. Taking the value of $`r_0`$ appropriate to a single shell of quantum numbers $`M`$, and integrating over a volume of order $`r_0^6`$, both terms are of order $`m^6R^2r_0^4`$ and must be retained. One can argue that they must cancel in the dilaton monopole, which gives the expectation value of the derivative of the Lagrangian with respect to the coupling; this must vanish in a supersymmetric vacuum. Many of the higher operators $`F^2\varphi ^k`$ are also highest components of superfields, and for them a similar argument should apply. We have not yet shown this cancellation directly for the background (174), and it is possible that there are subtleties. It is a challenge to include this varying dilaton in the full nonlinear treatment of supergravity.
### G Instantons
At weak coupling, many quantities in $`𝒩=4`$ Yang-Mills theory receive contributions from instantons. Holomorphic objects can be written as an instanton expansion, given by an infinite series in powers of the parameter $`q=e^{2\pi i\tau }`$. This expansion is not useful at strong coupling, but in that case the same objects can typically be reexpressed, using a modular transformation, in terms of $`\stackrel{~}{q}=e^{2\pi i/\tau }`$ (or some other $`SL(2,𝐙)`$ variant.) In string theory, both in perturbation theory for flat D3 branes and in the $`AdS_5\times S^5`$ language, D-instantons \[D-($`1`$) branes\], whose action is $`2\pi /g`$, play the role of these field theory instantons. For large $`g`$ one uses an expansion in magnetic D-instantons, with action $`2\pi g`$, or more generally in dyonic D-instantons.
In $`𝒩=1^{}`$, the situation is slightly different. Consider first weak ’t Hooft coupling, such that the strong coupling scale $`\mathrm{\Lambda }`$ is much less than $`m`$. In this case the Higgs vacuum has a superpotential which is an expansion in $`q=e^{2\pi i\tau }`$, but the superpotential of the confining vacuum has an expansion in $`q^{1/N}`$. The $`1/N`$ in the exponent is responsible, in the $`m\mathrm{}`$ limit, for $`SU(N)`$ Yang-Mills having $`N`$ vacua, related by $`\theta \theta +2\pi k`$. It has long been suggested that this behavior implies the existence of fractional instantons, carrying $`1/N`$ units of instanton charge, which, unlike instantons themselves, remain important in the large $`N`$ limit. Some evidence for these objects has been found in MQCD (note that these are distinct from similar objects which require compactification of a dimension of spacetime for their existence) and there is even a claim that they have been seen in lattice nonsupersymmetric Yang-Mills .
We might hope to find such objects here, but for the same reason that $`\mathrm{\Lambda }m`$, we cannot do so, for $`q^{1/N}`$ is of order one, and the fractional-instanton expansion fails. We also cannot use the magnetic instanton expansion, since $`g1`$. But remarkably, as can be inferred from the results of , there is yet another expansion, one which is dual, in the sense of $`gN(gN)^1`$, to the expansion in fractional instantons.
In particular, Dorey and Kumar show that the superpotential for the confining vacuum is proportional to
$$E_2(\tau )\frac{1}{N}E_2\left(\frac{\tau }{N}\right)$$
(175)
where $`E_2`$ is the second Eisenstein series. For large imaginary arguments, $`E_2(z)`$ can be written as an expansion in $`e^{2\pi iz}`$. The first term in (175) can therefore be interpreted as a sum over ordinary instantons. The second term, by contrast, cannot be expanded in this way, since $`|\tau /N|1`$. However, since $`N/\tau `$ is large and imaginary, we may make progress as in by using the anomalous modular transformation
$$E_2(z)=\frac{1}{z^2}E_2\left(\frac{1}{z}\right)+\frac{6i}{\pi z}.$$
(176)
from which we learn that the second term in Eq. (175) dominates the first and that it can be expanded in power of $`e^{2\pi iN/\tau }=e^{2\pi gN}`$. This is an expansion in a small quantity, and we need only provide an interpretation for it.
This is not difficult to obtain, for an NS5-brane of the form $`S^2`$ times Minkowski space permits the string world-sheet to wrap the $`S^2`$, producing instantons. From the metric (142) the proper area of the NS5-brane sphere times the tension of the fundamental string is minimized by
$$(4\pi r_0^2)\frac{R^2}{2r_0\rho _c}\frac{1}{2\pi \alpha ^{}}=\frac{R^4}{2\alpha ^2}=2\pi gN$$
(177)
which is just as required to explain the expansion in the superpotential. As a check, note that if we repeat the calculation for a vacuum with $`q`$ coincident spheres, both the area of the spheres and the exponent in the field theory are reduced by a factor $`q`$. For the Higgs vacuum, the metric and dilaton in Eqs. (139) and (141) imply the area of the D5-sphere times the tension of a D1 brane goes at small $`\rho `$ to
$$\frac{R^4}{2g^2\alpha ^2}=2\pi N/g.$$
(178)
Since the Higgs vacuum superpotential is proportional to
$$E_2(\tau )NE_2\left(N\tau \right)$$
(179)
we may again interpret the second term (now much smaller than the first term, except for its leading $`\tau `$-independent contribution) as an expansion in D1-instantons wrapping the D5-brane two-sphere.
It would be interesting to find a string theory interpretation for the coefficients in the expansion of of the superpotential, and especially for the anomalous term in the modular transformation of $`E_2`$.
### H Glueballs and Other Particle States
The spectrum of states in this theory is complicated, and we do not yet have a physical understanding of its features. We will outline its structure and point out some puzzles and problems which must be solved in future.
First, there is already surprising structure in the $`𝒩=4`$ theory in the vacuum with $`Z`$ given by Eq. (102), where the D3-branes form a 2-sphere of radius $`r_0`$. The typical warp factor in the region $`rr_0mN(g)\alpha ^{}`$ is $`ZR^4/r_0^4`$. A supergravity state then has typical $`k_\mu `$ given by
$$G^{\mu \nu }k_\mu k_\nu G^{mn}k_mk_n$$
(180)
so that
$$k_\mu Z^{1/2}k_m\frac{r_0}{R^2}mg^{\pm 1/2}N^{1/2}.$$
(181)
where the minus (plus) sign applies for the D3-sphere radius appropriate to the Higgs (confining) vacuum. Immediately we have a puzzle. The semiclassical field theory of this $`𝒩=4`$ vacuum would have led us to expect physics from the $`W`$-bosons whose masses lie between the scales $`m`$ and $`Nm`$. There are also monopoles of masses $`m/g`$ and $`Nm/g`$. These states are present on the supergravity side as F- and D-strings stretched between the D3-branes. But there is no sign of gauge theory states with masses given in the previous equation. The situation is not improved by consideration of excited string states in the bulk, for which one has similarly
$$G^{\mu \nu }k_\mu k_\nu 1/\alpha ^{}$$
(182)
and
$$k_\mu Z^{1/4}\alpha ^{1/2}\frac{r_0}{R\alpha ^{1/2}}mg^{\pm 1/2}N^{1/2}\times (gN)^{1/4},$$
(183)
an odd-looking scale.
Now, what changes when the D5- or NS5-brane charge is added? For the D5-brane, essentially nothing happens to these arguments. This is despite the fact that a magnetic flux tube has formed, with a tension whose square root is given by Eq. (181) with the minus sign. Presumably the details shifts around slightly, and of course the massless photons of the D3-branes now develop mass of order $`m`$, but apparently the spectrum is otherwise little changed.
For the NS5-brane, the situation is more subtle. The electric flux tube has a tension whose square root is given, as in the D5 case by Eq. (181), now with the plus sign. But in addition, unlike the D5-brane, the NS5-brane has a throat region. If we consider a vacuum with several coincident NS5-branes, then the throat region is reasonably well understood, since it can be described in conformal field theory in the region where the string coupling is small . From this it is known that supergravity states get string-scale masses from the coupling to the throat geometry. Using the metric (136) in the calculation (182) gives
$$k_\mu r_0^{1/2}\rho _\mathrm{c}^{1/2}R^1\alpha ^{1/2}\frac{r_0}{R^2}mg^{1/2}N^{1/2}.$$
(184)
This applies to both supergravity and excited string states. Notice that this is the same scale as for supergravity states in the bulk, and for the string tension.
Unfortunately, the confining vacuum has only one NS5-brane, and there is a long-standing controversy over this object, reflecting the difficulty of doing any reliable calculations in its presence . There are disputes over whether the throat and its region of strong coupling even exist. In any case, neither supergravity nor conformal field theory is reliable, and we simply do not know what the spectrum will do in this regime. We note this may hint at a profound obstacle to using string theory as a practical computational tool in QCD.
In both the D5 and NS5 cases, there is one more class of light states, arising from the massless gauge fields on the 5-brane. Relative to the bulk states, the magnetic field on the D5-brane reduces the velocity of open string states by a factor of the dimensionless field, $`v(N/g)^{1/2}`$: restoring $`F_{\mu \nu }F^{\mu \nu }`$ and $`F_{\mu a}F^{\mu a}`$ to the brane action, one finds that the latter is multiplied by $`v^2`$. The mass gap is reduced by the corresponding factor, and so is simply
$$k_\mu m.$$
(185)
This agrees with the classical result, since these are the $`W`$ bosons and this is the scale of $`SU(N)`$ breaking. Meanwhile, the NS5-brane has a normalizable zero mode , which gives rise to the massless vector required by $`S`$-duality to the D5-brane. We assume that this mode survives when D3-branes are dissolved in the NS5-brane. Then
$$G^{\mu \nu }k_\mu k_\nu G^{w^1w^1}k_{w^1}k_{w^1},$$
(186)
and
$$k_\mu \frac{r_0\rho _\mathrm{c}^{}}{R^2}k_{w^1}\frac{\rho _\mathrm{c}^{}}{R^2}m.$$
(187)
Again we find a lighter branch of states localized at the brane. By analogy to the Higgs vacuum, one might interpret them as massive magnetic gluons, but in the NS system they are not open strings but rather closed string states in localized wavefunctions on the throat. Most of them carry $`SO(3)`$ quantum numbers and are therefore not seen in $`𝒩=1`$ Yang-Mills theory. Some or all of the remainder may mix with bulk states, as we discuss below.
Before doing so, we note that all of the masses we have obtained in the confining vacuum are consistent with ’t Hooft scaling, as they are proportional to $`m`$ times a power of $`gN`$. This is pleasing, although it means of course that all of the states merge and mix as $`gN`$ is taken small, making any quantitative computations in this regime essentially irrelevant for $`𝒩=1`$ Yang-Mills.
Let us note one important interplay between the open and closed string states. There would appear to be one unbroken $`U(1)`$ gauge group per (noncoincident) brane, from the world-sheet gauge field on each brane. For an $`SU(2)`$ representation given by the sum of $`k`$ distinct irreducible blocks, $`SU(N)`$ is broken to $`U(1)^{k1}`$. On the string side there are $`k`$ D5-spheres and so apparently a $`U(1)^k`$. In fact, one $`U(1)`$ should be lifted by the coupling to the bulk states.<sup>\*‡</sup><sup>\*‡</sup>\*‡This was suggested by E. Witten. We have not understood all the details, but will indicate the ingredients. There is a massless tensor in $`3+1`$ dimensions, with the field $`B_{\mu \nu }`$ independent of $`x^m`$. Its kinetic term is
$`{\displaystyle d^{10}x\sqrt{G}H_{\mu \nu \lambda }H^{\mu \nu \lambda }}={\displaystyle d^4x^\mu \eta ^{\mu \mu ^{}}\eta ^{\nu \nu ^{}}\eta ^{\lambda \lambda ^{}}H_{\mu \nu \lambda }H_{\mu ^{}\nu ^{}\lambda ^{}}d^6x^mZ^2}.`$ (188)
The $`x^m`$ integral converges both at the branes and at infinity, so this is a discrete state. By itself, the coupling of this field to $`F_{\mu \nu }`$ in the Born-Infeld action would generate a mass for one linear combination of $`U(1)`$’s via the Higgs mechanism. However, the field $`C_{\mu \nu }`$ also has a zero mode, seemingly lifting a second $`U(1)`$. The actual story must be more complicated, with the bulk Chern-Simons term playing a role, because from the point of view of a single brane this would be simultaneous electric and magnetic Higgsing, an impossibility.
## VII Extensions
### A Unequal Masses
Now we consider the general $`𝒩=1`$ case, three masses not necessarily equal. Examination of the classical $`F`$-term equations (6) suggest use of the coordinates
$`z^1`$ $`=`$ $`\sqrt{m_2m_3}\chi \mathrm{cos}\theta ,`$ (189)
$`z^2`$ $`=`$ $`\sqrt{m_1m_3}\chi \mathrm{sin}\theta \mathrm{cos}\varphi ,`$ (190)
$`z^3`$ $`=`$ $`\sqrt{m_1m_2}\chi \mathrm{sin}\theta \mathrm{sin}\varphi .`$ (191)
We will study the potential with the Ansatz that $`\chi `$ is constant and also that $`F_{\theta \varphi }=\frac{1}{2}n\mathrm{sin}\theta `$. We insert this into the potential (93). Noting that
$`detG_{}`$ $`=`$ $`4\stackrel{~}{m}|m_1m_2m_3\chi ^4|Z\mathrm{sin}^2\theta ,`$ (192)
$`\stackrel{~}{m}`$ $``$ $`|m_1|\mathrm{cos}^2\theta +|m_2|\mathrm{sin}^2\theta \mathrm{cos}^2\varphi +|m_3|\mathrm{sin}^2\theta \mathrm{cos}^2\varphi ,`$ (193)
$`T_{mnp}x^mdx^ndx^p`$ $`=`$ $`|m_1m_2m_3|(|m_1|+|m_2|+|m_3|)\chi \overline{\chi }^2,`$ (194)
$`T_{i\overline{ȷ}\overline{k}}\overline{T}_{\overline{l}jk}z^i\overline{z}^{\overline{l}}`$ $`=`$ $`2\stackrel{~}{m}|m_1m_2m_3\chi ^2|,`$ (195)
the potential becomes
$$\frac{S}{V}=\frac{4|m_1m_2m_3|}{\pi gn(2\pi \alpha ^{})^4}\frac{|m_1|+|m_2|+|m_3|}{3}|M\chi ^22\pi \alpha ^{}in\chi /2\sqrt{2}|^2.$$
(196)
This has a supersymmetric minimum at $`\chi =2\pi \alpha ^{}in/2\sqrt{2}M`$. The two-sphere is now an ellipsoid with axes
$$\frac{\pi \alpha ^{}n}{|M|}\sqrt{|m_2m_3|},\frac{\pi \alpha ^{}n}{|M|}\sqrt{|m_1m_3|},\frac{\pi \alpha ^{}n}{|M|}\sqrt{|m_1m_2|}.$$
(197)
When $`m_30`$ with $`m_1=m_2`$ fixed, we obtain $`𝒩=2`$ Yang-Mills; here the ellipsoid degenerates into a line of length $`m_1`$. This is very easy to understand, classically, for the Higgs vacuum. $`𝒩=2`$ Yang-Mills with a massive hypermultiplet has a moduli space, which classically is just given by the positions of D3-branes (suitably modified so that they can only move in two dimensions — this remains to be understood in our present context.) On this space is a single point where there are $`N1`$ massless electrically charged particles, from the hypermultiplet. At this point, the $`N`$ D3-branes are arranged in a line. From the classical equations, it is easy to see that an $`𝒩=2`$ breaking mass parameter for the vector multiplet causes this line to become a noncommutative ellipsoid analogous to the sphere of . In addition, the electromagnetic dual of this transition corresponds to a well-known fact, both in field theory and in MQCD , concerning the breaking of pure $`𝒩=2`$ Yang-Mills to $`𝒩=1`$. The moduli space of $`𝒩=2`$ has an associated Seiberg-Witten auxiliary Riemann surface of genus $`g`$. There are $`N`$ special isolated points on the moduli space where $`N1`$ mutually local dyons become massless, and the Riemann surface completely degenerates. In this degeneration, the $`N`$ handles of the surface join along a singular line segment. The addition of a mass parameter breaking $`𝒩=2`$ supersymmetry to $`𝒩=1`$ engenders a transition whereby the $`N`$ handles join to form a single surface of genus zero: the line segment opens up into a closed curve. In M theory this is represented by a multigenus M5-brane making a transition to a genus zero M5-brane. Here we see signs of a similar phenomenon; the 3-branes which represent the moduli space of the $`𝒩=2`$ theory presumably align along a line segment, then join and expand to form an NS5-brane ellipsoid.
By contrast, when $`m_1=m_20`$ with $`m_3`$ fixed, the ellipsoid becomes a disk while its overall size shrinks to zero. In the field theory, one expects an infrared fixed point, and indeed the supergravity should go over smoothly to the kink solution of and at small $`r`$ to the ten-dimensional space of . Presumably the $`G_\mathit{3}`$ background in is related to the linearized one we have obtained in Eq. (52), although we have not checked this.
It would be interesting to understand these connections in more detail, but we should note that our approximations will break down in these limits. We have seen that the 5-brane shell has a finite thickness, and we need this to be less than the shortest axis of the ellipsoid for our linearized approach to be consistent.
We note also that most of our results generalize easily to this case. The superpotential, the domain wall tensions and the condensates, are all related, as is the dipole moment of the 5-brane, to the volume of the ellipsoid $`m_1m_2m_3`$. The flux tubes will presumably show signs of the extra metastable Regge trajectories seen in by localizing on the ellipsoid, along the lines observed in MQCD in .
### B $`𝒩=0`$
Let us make a few brief remarks about the nonsupersymmetric case, $`m_4=m^{}`$ with $`m_1=m_2=m_3=m`$ kept equal. The potential is now
$$\frac{S}{V}=\frac{4}{\pi gn(2\pi \alpha ^{})^4}\left\{|M|^2|z|^4+\frac{2\pi \alpha ^{}n}{3\sqrt{2}}\mathrm{Im}\left[(3mz\overline{z}^2+m^{}z^3)\overline{M}\right]+\frac{(2\pi \alpha ^{}n)^2}{8}O(z^2)\right\}.$$
(198)
The quadratic term depends on the boundary conditions, as discussed at the end of section IV.A. Its general form is given by
$$O(z^2)=\frac{1}{3}|z|^2\underset{i=1}{\overset{4}{}}|m_i|^2+(L=2).$$
(199)
In the absence of supersymmetry we must make a particular choice of the $`L=2`$ harmonic $`\mu _{mn}`$, defined in Eq. (87), which represents a traceless combination of masses for the scalar bilinears. This harmonic reduces the masses of some of the scalars, and if too large it can cause the gauge symmetry to break. However, it represents an adjustable parameter in the Lagrangian, so we are completely free to choose it in such a way that it preserves a stable vacuum, assuming such a choice exists. Further, if we maintain $`SO(3)`$ invariance, the choices are greatly reduced.
Since $`\mu _{mn}=0`$ in the $`SO(3)`$-invariant supersymmetric case, and since the vacua in the supersymmetric case are stable, it is evident that for small $`m^{}/m`$ the continued use of $`\mu _{mn}=0`$ leads to stable vacua at nonzero $`z`$. Of course, the vacua need no longer be degenerate. Whether the single NS5-brane is the preferred vacuum is less obvious, although it seems likely, since it is an extreme case among the vacua. In such a vacuum the spectrum would be altered and the stable domain walls would be lost, but most of the other features of the confining vacuum — flux tubes, baryon vertices, condensates and instantons — would be qualitatively unchanged. The new features would be the appearance of gluon condensates, such as $`\mathrm{tr}F^2`$, which must be zero in the supersymmetric case, and nontrivial dependence on the phase of $`m^{}/m`$.
While the situation is less clear when $`m^{}m`$, there are reasons to expect, on purely physical grounds, that a confining vacuum does in fact exist. It seems a worthwhile challenge to seek it in supergravity.
### C Orbifolds and QCD
Many authors have studied supersymmetric and nonsupersymmetric orbifolds of the $`𝒩=4`$ Yang-Mills theory, its D3-brane representation and its supergravity dual. (A list of references may be found in .) Here we briefly consider two orbifolds of the results we have obtained above.
In the $`𝒩=4`$ theory, a $`𝐙_2`$ orbifold on four coordinates leaves an $`𝒩=2`$ $`SU(N)\times SU(N)`$ theory with $`(𝐍,\overline{𝐍})+(\overline{𝐍},𝐍)`$ hypermultiplets. We can combine this action with the mass perturbation in two distinct ways. The first is a simultaneous rotation by $`\pi `$ in the 45- and 78-planes. This is part of the $`SU(2)`$ that acts on the chiral superfields, and so commutes with the $`𝒩=1`$ supersymmetry and leaves it unbroken. The second is a rotation by $`\pi `$ in the 45-plane and $`\pi `$ in the 78-plane. Since it differs from the first rotation by a $`2\pi `$ rotation in the 78-plane, we can think of it as the first rotation times $`(1)^F`$, with $`F`$ being spacetime fermion number. The first rotation commutes with the $`𝒩=1`$ supersymmetry generator, so the second anticommutes with it and leaves a nonsupersymmetric theory. Note that the two rotations are conjugate to one another, and so in the absence of the mass term would give equivalent theories.
We are assuming that the $`𝐙_2`$ acts on the Chan-Paton factors as
$$\left[\begin{array}{cc}I_N& 0\\ 0& I_N\end{array}\right].$$
(200)
More generally the blocks could be different sizes, leading to an $`SU(N)\times SU(M)`$ gauge theory; this gives rise to a twisted state tadpole and so is more complicated . For the supersymmetric orbifold, the massless fields that survive are
$`A_\mu `$ $`=`$ $`\left[\begin{array}{cc}A_\mu & 0\\ 0& A_\mu ^{}\end{array}\right],\mathrm{\Phi }_3=\left[\begin{array}{cc}\mathrm{\Phi }& 0\\ 0& \mathrm{\Phi }^{}\end{array}\right],`$ (205)
$`\mathrm{\Phi }_1`$ $`=`$ $`\left[\begin{array}{cc}0& Q_1\\ \stackrel{~}{Q}_1& 0\end{array}\right],\mathrm{\Phi }_2=\left[\begin{array}{cc}0& Q_2\\ \stackrel{~}{Q}_2& 0\end{array}\right].`$ (210)
Thus there are $`SU(N)\times SU(N)`$ vector multiplets, chiral multiplets $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }^{}`$ in the respective adjoints, and bifundamental chiral multiplets $`Q_1`$, $`Q_2`$ in the $`(𝐍,\overline{𝐍})`$ and $`\stackrel{~}{Q}_1`$, $`\stackrel{~}{Q}_2`$ in the $`(\overline{𝐍},𝐍)`$. The $`𝒩=1`$ superpotential is $`W\varphi (Q_1\stackrel{~}{Q}_2Q_2\stackrel{~}{Q}_1)+\widehat{\varphi }(\stackrel{~}{Q}_1Q_2\stackrel{~}{Q}_2Q_1)`$. The $`AdS`$ description of this theory is $`AdS^5\times S^5/𝐙_2`$. There is a fixed plane at $`x^4=x^5=x^7=x^8=0`$, which in the supergravity is $`AdS_5\times S^1`$ where the second factor is a fixed $`S^1`$ on the $`S^5`$. We may preserve supersymmetry and add the superpotential $`m(\varphi ^2+\widehat{\varphi }^2+\stackrel{~}{Q}_1Q_1+\stackrel{~}{Q}_2Q_2)`$. In the gravity description, this is simply the perturbation we studied earlier. The low energy theory consists of two separate $`𝒩=1`$ Yang-Mills theories with no massless matter. There are two gluino bilinears operators, one even and one odd under the $`𝐙_2`$.
The second rotation differs by $`(1)^F`$, so the action on the bosons is the same: they are the same as for the theory (210). The action on the fermions is opposite, so the fermionic partners are all absent, while fermions appear in all the blocks with 0’s. Thus the low-energy field theory in this case is nonsupersymmetric $`SU(N)\times SU(N)`$ gauge theory with a Dirac fermion $`\mathrm{\Psi }`$ in the $`(\overline{𝐍},𝐍)`$. This is a $`𝐙_2`$ orbifold of $`𝒩=1`$ Yang-Mills . It has no fermion bilinear odd under the $`𝐙_2`$. Note that for $`N=3`$ it is QCD with three massless quarks and with the vector $`SU(3)`$ of the flavor group gauged. This gauging removes all but a $`𝐙_3`$ axial symmetry, or more generally a $`𝐙_N`$.
In both cases, the renormalization group flow is from an $`SU(N)\times SU(N)`$ $`𝒩=2`$ supersymmetric theory in the ultraviolet to a gauge theory with massless fermions but no massless scalars. In the limit $`m\mathrm{}`$, with $`N`$ and $`\mathrm{\Lambda }^3m^3\mathrm{exp}(8\pi ^2/g_{\mathrm{YM}}^2N)`$ fixed, the supersymmetric orbifold has $`N^2`$ vacua; these confining vacua, in which the two gluino bilinears have separate condensates, should survive to the finite $`m`$ case. The presence of the massive matter in the bifundamental representation assures, however, that there is only one type of $`𝐙_N`$ flux tube, and only one type of baryon vertex. Only the condensates can distinguish vacua separated by $`N`$ consecutive domain walls. By contrast, the nonsupersymmetric orbifold has only one fermion bilinear, with a consequently unique expectation value. As we mentioned, there is an accidental $`𝐙_N`$ axial symmetry in the limit $`m\mathrm{}`$, $`N,\mathrm{\Lambda }`$ fixed if $`\mathrm{\Psi }`$ is held massless — more on this below. In this limit we expect the $`𝐙_N`$ to be broken by a fermion bilinear (note this is consistent with the dynamics of physical QCD) so we expect $`N`$ confining vacua. Again there is only one $`𝐙_N`$ string and one baryon vertex. (In both theories we expect physical baryon states; however they are rather similar in the two cases, differing in mass only slightly.)
On the string side of the duality, all of our brane configurations are invariant under $`𝐙_2`$ and so survive in the orbifold theories. We do not see a mechanism for new phases to arise geometrically, so the extra vacua in the supersymmetric case are presumably associated with expectation values of fields in the twisted sector. Certainly the difference of the gluino condensates (and corresponding scalar operators) is in the twisted sector, while the sum is discussed in section V.F. The two supergravity orbifolds differ in the behavior of fermionic fields under the reflection, so that the spherical harmonics, and spectra, will be different in the two cases. The physics involving strings and baryons is essentially the same as before, but it would be interesting to understand how the domain walls are different.
The nonperturbative condensate in the unorbifolded theory survives, as a gluino bilinear expectation value, to small $`gN`$, where it can break the $`𝐙_N`$ nonanomalous $`R`$-symmetry of $`𝒩=1`$ Yang-Mills. Unfortunately we cannot make the same claim for the condensate in the nonsupersymmetric orbifold. Only if $`\mathrm{\Psi }`$ is massless for $`m\mathrm{}`$, $`N`$ and $`\mathrm{\Lambda }`$ fixed, does the theory have a discrete axial symmetry, which can be broken by a $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ condensate. However, while a gluino is always massless by supersymmetry, no such symmetry protects the fermion $`\mathrm{\Psi }`$. We must therefore assume that $`\mathrm{\Psi }`$ can obtain a mass in perturbation theory through nonplanar graphs. Fine tuning is required to obtain the axial symmetry and the massless fermion at small $`gN`$, and thus any connection between chiral symmetry breaking in QCD and the large-$`gN`$ condensate is tenuous.
As an aside, we emphasize the physical interest of these questions. Nonsupersymmetric $`SU(N)\times SU(N)`$ with a single massless bifundamental fermion, treated as a function of $`N`$ and the ratio of gauge couplings, is a very interesting theory worthy of further attention. First, if the gauge couplings are very different, the physics between the two strong coupling scales approximates physical QCD. Second, the theory exhibits both confinement and chiral symmetry breaking, with the breaking of a discrete axial symmetry and interesting domain walls. As such, it closely resembles $`𝒩=1`$ supersymmetric Yang-Mills theory. Third, in contrast to $`𝒩=1`$ Yang-Mills, the low-energy theory has only vector-like fermions and can be investigated with relative ease on the lattice. To our knowledge it has not been previously studied. Of course, lattice studies of weakly broken $`𝒩=1`$ Yang-Mills are not impossible ; and one may hope, by comparing the $`SU(N)\times SU(N)`$ theory with a massive bilinear fermion to broken $`𝒩=1`$ Yang-Mills, to study the extent to which nonperturbative physics survives orbifolding in the large $`N`$ limit. In short, this theory is physically interesting, tractable on the lattice, qualitatively related to supersymmetric Yang-Mills theory even for small $`N`$, and perhaps quantitatively related to it at large $`N`$.
## VIII Discussion and Future Directions
As with all dualities, our work has implications in both directions — for supergravity and string theory, and for gauge theory.
### A Strings, gravity, and singularities
We have found one more example of a recurrent pattern, the resolution of a naked singularity by brane physics. Earlier examples are the nonconformal D$`p`$ geometries , the Coulomb branch singularities , and the enhancon .
It is not clear how earlier work on the $`𝒩=1^{}`$ theory is related to ours, because it was all in the context of five-dimensional supergravity. The solutions of ref. might lift to ours, but this requires that a great deal of physics, the entire brane configuration, be hidden in the ‘consistent oxidation’ of the five-dimensional solution. We note that the solutions all have constant dilaton while our 5-branes will produce a locally varying dilaton even if not a dilaton monopole moment. As far as is known, the oxidation cannot produce such an effect. In ref. a general criterion was proposed for identifying physically acceptable naked singularities. Again this was expressed in terms of the five-dimensional theory and so cannot be applied to our solutions without substantial additional work.
There are a number of obvious loose ends in our work. We have not obtained the full supergravity background. We had the good fortune that we could obtain the relevant physics by working only to first order, and partly to second order, in the mass perturbation. It remains at least to solve the supergravity equations to second order. We have observed that the equations of the supergravity have many simplifications in our situation, but we have not understood their origin. It seems extremely likely that these will extend to the full second order calculation. It may even be possible, with the guidance from our approximate solution, to find the exact supergravity solutions. A related question is the analysis of the supersymmetry properties of our solutions, to establish why the supersymmetry is preserved. This involves the 5-brane world-volume as well as the bulk supergravity.
We should remind the reader that we have not fully explained a key point, namely the fact that there are far more brane configurations than there are field theory vacua: many brane configurations represent the same vacuum. For example, we have not explained why the massive vacuum with a $`(1,q)`$ 5-brane is the same as that with a $`(1,q+N)`$ 5-brane; we have merely shown that the question never arises purely within the supergravity regime. To understand the transition between these and other descriptions as $`\tau `$ is varied remains an interesting challenge. A related issue is the minimum of the brane potential at $`z=0`$. This is outside the range of validity of our approximation, but would naively correspond to an unexpanded brane and so a singular spacetime. Since there exist expanded brane representations for all ground states, we presume that a correct interpretation involves transmutation into a different brane configuration. A complete accounting of these transitions is greatly to be desired.
Another related fact is that many brane configurations (such as $`p`$ coincident D5-branes, $`p\sqrt{N}`$) represent multiple vacua, which are only split from one another by strong coupling $`SU(p)`$ physics that we cannot see in supergravity because $`p`$ is small. This physics will have to be understood separately, and perhaps is only described by field theory.
Perturbed $`AdS`$ spacetime is relevant to the generation of hierarchies in Randall-Sundrum compactification . In the latter paper it was argued that a large number of D3-branes localized in a compact space will generate an effective $`AdS`$ throat. That work was in the context of an $`𝒩=4`$ compactification and so the throat was stable: no relevant perturbation exists. The situation becomes more interesting in more realistic cases. If the D3-branes are localized on a space that leaves $`𝒩=1`$ unbroken, and the compactification is generic, the $`G_\mathit{3}`$ mode that we have considered will have a nonzero boundary value, proportional to $`m`$, which is of order order one in four-dimensional Planck units. Since this is a relevant perturbation it becomes nonlinear essentially immediately, and the throat disappears. If for some reason the perturbation is anomalously small, then of course, as in any supersymmetric field theory, the ratio $`m/m_{\mathrm{Pl}}`$ is quantum mechanically stable and the throat will be larger. Our work shows that the incipient throat is capped by an expanded brane. It is also possible to avoid the instability using, for example, a discrete symmetry $`G_\mathit{3}G_\mathit{3}`$.This has also been noted by O. Aharony.
It would be most interesting to study marginally relevant interactions. These may not exist in the $`𝒩=4`$ theory, but are present in various elaborations. On general grounds, not requiring supersymmetry, such perturbations would naturally become nonlinear only well down the $`AdS`$ throat, where again an expanded brane would presumably form. This behavior would bear some similarity to the hierarchy mechanism of ref. . Examples of such interactions were considered in , and there is strong reason to expect an expanded brane there as well.
Our work bears directly on recent proposals regarding the vanishing of the cosmological constant , which involve a naked singularity in the compact dimensions. There have been many criticisms, published and unpublished, of the assumptions made in ref. regarding the properties of the singularity, but we can add to these the specific example of what string theory does in our case. In terms of our notation from section III.B, the authors of refs. assume that the parameter $`b`$ can take arbitrary values. That is, they integrate in the coordinate $`r`$, and assume that any singularity encountered gives an acceptable spacetime. Further, they must assume that $`b`$ is a fixed parameter, rather than a dynamical quantity. As we see from our discussion, this is inconsistent with the requirements of $`AdS`$/CFT duality, and it is not what happens in our case: $`b`$ takes discrete values, depending on the particular vacuum, and can make dynamical transitions from one value to another.
Thus the singularity in the end is replaced by an ordinary physical object, like a hydrogen atom. For hydrogen, too, one can integrate the wave equation inward in $`r`$ for any energy, obtaining a generally singular solution. The experimental discreteness of the spectrum indicates that nature abhors a generic singularity.
It is notable that our system has a large number of ground states,N. Arkani-Hamed, S. Dimopoulos, J. Feng, S. Gubser, N. Kaloper, E. Silverstein and F. Wilczek have emphasized the importance of this point. of order $`e^\sqrt{N}`$. In the supersymmetric case these are all degenerate, but once supersymmetry is weakly broken they will form a closely spaced, near-continuum of discrete states. If a singularity is of this type, the system may have vacua of exceedingly small cosmological constant, and the mechanism of may be realizable. In order for such a mechanism to solve the problem, these states must be sufficiently metastable, and there must be a dynamical mechanism to select a state with a small net cosmological constant (the same problems are in any event present in the continuum case); for further discussion of the latter issue see .
Finally, we should note that the Myers dielectric effect will arise in many other situations, such as perturbations of other conformal and nonconformal theories. As one example, consider the perturbation of the BFSS matrix theory given by the dimensional reduction of the $`𝒩=1^{}`$ mass term. This has been used as a means of analyzing the structure of the matrix theory bound state . Now we see that this deformation has a physical interpretation in its own right: it is the matrix theory for M theory with a nontrivial boundary condition on the 4-form field strength. In this background the graviton will blow up into a finite-sized M2-brane sphere. This same mechanism, the Myers expansion of a highly boosted graviton in a background field strength, has recently led to a remarkable explanation of the stringy exclusion principle .
### B Gauge theory
The brane solution gives a beautiful representation of a confining gauge theory and many of the associated phenomena. There are many artifacts of the massive $`𝒩=4`$ matter, so this is still far from QCD, but we emphasize that it is a confining four-dimensional gauge theory in its own right. We should perhaps note that we use the Maldacena duality freely in the entire range $`1/N<g<N`$. Discussion often focuses on large $`N`$ with fixed $`gN`$, but this is only one part of the interesting range.
Without too much additional work, it should be possible to understand the breaking of $`𝒩=4`$ to $`𝒩=2`$ Yang-Mills. Much of the moduli space, including the part corresponding to the repulson singularity studied in , should be visible in supergravity. We might hope that, as in , the Seiberg-Witten Riemann surface will appear in a natural way. However, where the surface degenerates (at points with light charged particles) we expect there will be physics lying outside the supergravity regime. Since the transition from $`𝒩=2`$ to $`𝒩=1`$ is described simply in MQCD, we may hope that this breakdown will be described simply using semiclassical branes, giving a picture of the physics studied in . We also expect a breakdown at Argyres-Douglas fixed points , where the physics, presumably a supergravity kink connecting one $`AdS`$ region to another, may not be described in a linear approximation.
Once the supersymmetric gravity background is completely understood, it should also be possible to fully explore the nonsupersymmetric case. Since even the confining vacuum is a small perturbation of an $`𝒩=4`$ Coulomb branch configuration, we do not believe that small breaking of supersymmetry is likely to have a large impact on the theory. New condensates and new $`\theta `$ dependence, and a loss of the degeneracy between vacua, should certainly be seen, but otherwise we see no reason why the nonsupersymmetric confining vacuum must appear much different from the supersymmetric one. However, while this will be true if the supersymmetry breaking scale $`m^{}`$ is small compared to $`m`$, it will surely be false if $`m^{}m`$. The quantitative question of where the transition lies, as a function of $`gN`$, remains to be explored. Even assuming, however, that $`mm^{}`$ is within the supergravity regime, this does not make the study of pure nonsupersymmetric Yang-Mills any easier, since it is a long way from $`gN1`$ to the required regime.
Assuming the nonsupersymmetric case can be studied to a degree, an obvious next step in studying the gravity–gauge theory correspondence is to add massless charged fermions. It would be most interesting to see chiral symmetry breaking and to determine if and when the properties of pions lie within the supergravity regime. Adding supersymmetric charged matter is unfortunately not of great use, since $`SU(N)`$ with $`N_fN`$ massless chiral multiplets in the fundamental plus antifundamental representation has no stable vacuum, while if $`N_fN`$ there is as yet no dual string description. The low flavor case might be studied by taking type IIB on an orientifold, which gives an $`𝒩=2`$ $`Sp(N)`$ gauge theory with a hypermultiplet $`𝒜`$ in the antisymmetric tensor representation and four $`_i`$ in the fundamental representation . As in $`𝒩=1^{}`$, the ultraviolet theory is finite, and could be perturbed by supersymmetric masses $`m`$ for the adjoint chiral multiplet and $`𝒜`$, and $`\mu _i`$ for the $`_i`$. When $`\mu _im`$, the physics probably resembles $`𝒩=1^{}`$, but the theory will exit the supergravity regime as any one of the $`\mu _i`$ go to zero. Breaking the supersymmetry, leaving only the fermions in $`_i`$ and the gauge bosons massless, would be a challenge, but might be tractable.
In this paper we have not pursued the obvious and important connections of our work with noncommutative field theory in two additional dimensions. Similar relations are present already in MQCD. We are especially intrigued that the confining flux tube of large $`N`$ Yang-Mills is a nearly-BPS instanton string of a sphere-compactified six-dimensional noncommutative gauge theory (supersymmetric or not.) Note that the baryon vertex is also an interesting object in this theory. The massive vacua with multiple coincident 5-branes, and their solitons, may be of considerable interest for the study of nonabelian noncommutative field theory. This may also be true for lower-dimensional cases, where the classical vacua are still described by spherical D(p+2) branes.
It is important to note that many of our results bear some resemblance to those seen in MQCD, which is an unusual compactification of the $`(2,0)`$ theory on an M5-brane. Both the breaking of $`𝒩=4`$ to $`𝒩=2`$ Yang-Mills and the breaking of $`𝒩=2`$ to $`𝒩=1`$ have been considered, although the full $`𝒩=1^{}`$ model has not been constructed in MQCD. It is interesting to consider some of the similarities and differences with the supergravity dual of $`𝒩=1^{}`$. In our picture, the vacuum is represented by an NS5/D3 hybrid; in MQCD the vacuum is given by a multisheeted M5-brane, which, when the radius $`R_{10}`$ of the M-theory circle is small, is an NS5/D4 hybrid. Second, the flux tubes in $`𝒩=1^{}`$ are F1 strings bound to the NS5/D3 hybrid; in MQCD they are M2-branes bound to the M5 brane. The baryon vertex in MQCD is an M2 brane which extends off of but has a boundary on the M5 brane, analogous to our D3 brane whose boundary is the NS5-brane two-sphere. Domain walls are in both approaches are 5-branes mediating transitions between different 5-brane vacua. There are a number of important differences that this list understates; but the most interesting difference, perhaps, is the instantons at large $`N`$. As we have seen, the fractional instantons noted in are resummed at large $`gN`$ into strings wrapping the NS5-brane two-sphere. All of these connections hint at the usual duality between M theory on a torus and type IIB string theory, but the connection between the two pictures is not as simple as this, given the absence of a torus in both constructions. It would be interesting to make these connections precise.
One of the most interesting aspects of the $`𝒩=1^{}`$ theory, and any similar gravity dual of $`𝒩=4`$ broken to $`𝒩=2`$, is that it can be used to great effect to understand more deeply the connection of field theory with gravity and string theory. Our work and that of points in this direction. The holomorphic properties of these field theories can be completely understood using field theory and/or M theory, as in , for all values of $`g`$ and all values of $`gN`$. Consequently, one can distinguish clearly those regimes of parameter space in which the theory is well-described by electric variables, by magnetic variables, or by IIB string variables respectively. The various universal and quasiuniversal physical properties of the theory are given different descriptions in each regime (see for example our discussion of the instanton expansion of the superpotential, section VI.G,) and there are surely many things to be learned by studying how one regime converts to another. In particular, the possibility of quantitatively matching one regime to another deserves attention. It is probable that this will be required if one is to study QCD, which lies mostly outside the supergravity regime. If such matching is only possible for holomorphic and BPS quantities, as so far seems likely, it poses yet another obstacle in the quest for a description of the strong interactions. However, even if the goal of doing calculations in large-$`N`$ QCD, using string variables, is shown to be unrealizable, the fact that field theories exhibit behavior which differs greatly from the physics we have observed so far in nature is of potentially great importance, in that it may open new avenues for solving old problems.
###### Acknowledgements.
We would like to thank O. Aharony, N. Arkani-Hamed, I. Bena, M. Berkooz, K. Dasgupta, S. Dimopoulos, E. Gimon, S. Gubser, A. Hashimoto, S. Hellerman, N. Itzhaki, D. Kabat, N. Kaloper, R. Myers, N. Nekrasov, K. Pilch, L. Randall, S. Sethi, E. Silverstein, W. Taylor, N. Warner, E. Witten, and many participants of the ITP Program on Supersymmetric Gauge Theories for helpful discussion of various aspects of this work. M.J.S. is especially grateful to D. Kabat for discussions and assistance at early stages of this work. We also especially thank O. Aharony for pointing out important deficiencies in our discussion of the superpotential and the condensates. The work of J.P. was supported by National Science Foundation grants PHY94-07194 and PHY97-22022. The work of M.J.S. was supported by National Science Foundation grant NSF PHY95-13835 and by the W.M. Keck Foundation.
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# Precise Propagation of Upper and Lower Probability Bounds in System P
## 1 Introduction
In the applications of intelligent systems to automated uncertain reasoning the explicit knowledge of the agent is represented by a knowledge base $`𝒦`$, constituted by a set of conditional assertions (i.e. defaults). The nonmonotonic inferential process is developed using a suitable set of rules. Among the many formalisms which have been proposed for default reasoning, the so-called System P developed in (Kraus, Lehmann, and Magidor 1990) is widely accepted and has a probabilistic semantics based on infinitesimal probabilities, see (Adams 1975, Pearl 1988). An extended probability logic has been proposed in (Adams 1986) by allowing disjunction of conditionals. The corresponding system P<sup>+</sup> has been studied in (Schurz 1998) where the perspectives of the infinitesimal probability semantics and that of a noninfinitesimal one, based on probabilistic inequality relations, have been unified. In (Hawthorne 1996) many logics of nonmonotonic conditionals, that behave like conditional probabilities at various levels of probabilistic support, have been examined. In the quoted paper the author shows that, for each given conditional $``$, there is a probabilistic support level $`r`$ and a conditional probability $`P`$ such that, for all sentences $`B,A`$, it is $`BA`$ only if $`P(A|B)r`$. We recall that an early examination of Adams rules by means of imprecise probabilities has been given in (Dubois, and Prade 1991). In the quoted paper a semantic interpretation in terms of intervals has been given for the relations of negligibility, closeness and comparability examined in the system of qualitative reasoning proposed in (Raiman 1986). Moreover, an application to the inference rules of Adams has been given interpreting ”$`P(A|B)`$ is large” by means of the relation of closeness to 1 (making the infinitesimal parameter $`ϵ`$ explicit). In this way a quantification of the degradation of the validity of Adams’ rules when reasoning with noninfinitesimal probabilities has been obtained. While in practical applications the semantics of infinitesimal probabilities may involve some difficulties, the approach based on lower (and possibly upper) probability bounds, proposed also in (Bourne, and Parsons 1998), is clearly more flexible and realistic. In this paper the propagation of probability bounds to the conditional assertions associated with the rules of System P is examined in the framework of the de Finetti’s probabilistic methodology, based on the coherence principle. Notice that a coherent set of conditional probability assessments satisfies all the usual properties of conditional probabilities. A short examination of the logic of conditionals of Adams from the point of view of coherence has been given in (Gilio 1997), where the propagation of probabilistic bounds has not been considered. We point out that the peculiarity of our approach is given by the possibility of looking at the conditional probability $`P(A|B)`$ as a primitive concept,with no need of assuming that the probability of the conditioning event $`B`$ be positive. On the contrary, in the probabilistic approaches usually adopted in the literature, see, e.g., (Adams 1975, Hawthorne 1996, Schurz 1998), by definition the quantity $`P(A|B)`$ is the ratio of $`P(AB)`$ and $`P(B)`$ if $`P(B)0`$, with $`P(A|B)=1`$ if $`P(B)=0`$. Notice that a clear rationale of this latter assumption does not seem to exist. Indeed, in the framework of coherence, this assumption is not made and the case of conditioning events of zero probability is managed without any problem: as an example, the condition $`P(A|B)+P(A^c|B)=1`$, where $`A^c`$ denotes the negation of $`A`$, is satisfied also when $`P(B)=0`$. We think that the opportunity, offered by the probabilistic approach based on coherence, of developing a completely general treatment of probabilistic default reasoning is important specially in the field of nonmonotonic reasoning where infinitesimal probabilities play a significant role. Moreover, exploiting the algorithms developed in our framework, the lower and upper probability bounds associated with the conditional assertions of a given knowledge base can be propagated to further conditional assertions, obtaining in all cases the tightest probability bounds. Beside allowing a more flexible and realistic approach to probabilistic default reasoning, this provides an exact illustration of the degradation of System P rules when interpreted in probabilistic terms. The probabilistic approach based on coherence has been adopted in many recent papers, see, e. g., (Biazzo, and Gilio 1999), (Capotorti, and Vantaggi 1999), (Coletti 1994), (Coletti, and Scozzafava 1996), (Coletti, and Scozzafava 1999), (Gilio 1995a), (Gilio 1995b), (Gilio 1999), (Gilio, and Ingrassia 1998), (Gilio, and Scozzafava 1994), (Lad 1999), (Lad, Dickey, and Rahman 1990), (Scozzafava 1994). The algorithms described in (Biazzo, and Gilio 1999), based on the linear programming technique, have been implemented with Maple V. The paper is organized as follows. In Section 2 we give some preliminary concepts on coherence and probability logic. In Section 3 we consider the definitions of probabilistic consistency and entailment given by Adams; then we recall the main inference rules of his probability logic. In Section 4 we consider the propagation of lower and upper probability bounds in System P. We also examine the disjunctive Weak Rational Monotony of System P<sup>+</sup>. In Section 5 we examine the propagation of lower bounds with real $`ϵ`$values. Then, in Section 6 we apply the results to (a slightly modified version of) an example given in (Bourne, and Parsons 1998). Finally, in Section 7 we give some conclusions.
## 2 Some preliminaries
We recall some preliminary concepts on coherence of imprecise probability assessments and on probability logic. Given a family $`_n=\{E_1|H_1,\mathrm{},E_n|H_n\}`$ and a vector $`𝒜_n=(\alpha _1,\mathrm{},\alpha _n)`$ of lower bounds $`P(E_i|H_i)\alpha _i`$, with $`iJ_n=\{1,\mathrm{},n\}`$, we consider the following definition of generalized coherence (g-coherence), given in (Biazzo, and Gilio 1999), which essentially coincides with a previous one introduced in (Gilio 1995a).
###### Definition 1
The vector of lower bounds $`𝒜_n`$ on $`_n`$ is said g-coherent if and only if there exists a precise coherent assessment $`𝒫_n=(p_1,\mathrm{},p_n)`$ on $`_n`$, with $`p_i=P(E_i|H_i)`$, which is consistent with $`𝒜_n`$, that is such that $`p_i\alpha _i`$ for each $`iJ_n`$.
The Definition 1 can be also applied to imprecise assessments like
$$\alpha _iP(E_i|H_i)\beta _i,iJ_n,$$
since each inequality $`P(E_i|H_i)\beta _i`$ amounts to the inequality $`P(E_i^c|H_i)1\beta _i`$.
Then, given an imprecise assessment $`𝒜_n=(\alpha _1,\mathrm{},\alpha _n)`$ on $`_n`$, a suitable procedure, given in (Gilio 1995b), can be used to check the g-coherence of $`𝒜_n`$. The g-coherent extension of $`𝒜_n`$ to a further conditional event $`E_{n+1}|H_{n+1}`$ has been studied in (Biazzo, and Gilio 1999) where, defining a suitable interval $`[p_{},p^{}][0,1]`$, the following result has been obtained.
###### Theorem 1
Given a g-coherent imprecise assessment $`𝒜_n=([\alpha _i,\beta _i],iJ_n)`$ on the family $`_n=\{E_i|H_i,iJ_n\}`$, the extension $`[\alpha _{n+1},\beta _{n+1}]`$ of $`𝒜_n`$ to a further conditional event $`E_{n+1}|H_{n+1}`$ is g-coherent if and only if the following condition is satisfied
$$[\alpha _{n+1},\beta _{n+1}][p_{},p^{}]\mathrm{}.$$
(1)
In the quoted paper an algorithm has been proposed to determine $`[p_{},p^{}]`$. Moreover, starting with a g-coherent assessment $`𝒜_n`$, by the same algorithm it is possible to determine the corresponding assessment $`𝒜_n^{}`$ coherent wrt definition given in (Walley 1991).
We can frame our approach to the problem of propagating imprecise conditional probability assessments (probabilistic deduction) from the probability logic point of view, see, e. g., (Frisch, and Haddawy 1994), (Lukasiewicz 1998), (Nilsson 1986).
We associate to each conditional assertion $`H|E`$ in the knowledge base $`𝒦`$ a probability interval $`[\alpha ,\beta ]`$. In particular, given a family $`_n`$ of $`n`$ conditional assertions, we consider an interval-valued probability assessment $`𝒜_n=([\alpha _i,\beta _i],i=1,\mathrm{},n)`$. Then, we can look at the pair $`(_n,𝒜_n)`$ as a probabilistic knowledge base, where each imprecise assessment $`\alpha _iP(E_i|H_i)\beta _i`$ is a probabilistic formula denoted by $`(E_i|H_i)[\alpha _i,\beta _i]`$. In our approach a probabilistic interpretation is just a coherent precise conditional probability assessment $`𝒫_n`$ on $`_n`$. A probabilistic interpretation $`𝒫_n=(p_1,\mathrm{},p_n)`$ is a model of a probabilistic formula $`(E_i|H_i)[\alpha _i,\beta _i]`$ iff $`𝒫_n(E_i|H_i)[\alpha _i,\beta _i]`$, that is $`\alpha _ip_i\beta _i`$. $`𝒫_n`$ is a model of the probabilistic knowledge base $`𝒦=(_n,𝒜_n)`$, denoted $`𝒫_n𝒦`$, iff $`𝒫_n(E|H)[\alpha ,\beta ]`$ for every $`(E|H)[\alpha ,\beta ]𝒦`$. Therefore, $`𝒫_n`$ is a model of $`𝒦=(_n,𝒜_n)`$ iff $`𝒫_n`$ is consistent with $`𝒜_n`$. A set of probabilistic formulas $`𝒦`$ is satisfiable iff a model of $`𝒦`$ exists, therefore the concept of satisfiability of $`𝒦=(_n,𝒜_n)`$ coincides with that of g-coherence of $`𝒜_n`$ on $`_n`$. A probabilistic formula $`(E_{n+1}|H_{n+1})[\alpha _{n+1},\beta _{n+1}]`$ is a logical consequence of $`𝒦=(_n,𝒜_n)`$, denoted $`𝒦(E_{n+1}|H_{n+1})[\alpha _{n+1},\beta _{n+1}]`$, iff
$$\alpha _{n+1}inf,\beta _{n+1}sup,$$
where $``$ is the set of the real values $`p`$ such that there exists a model of $`𝒦\{(E_{n+1}|H_{n+1})[p,p]\}`$. As shown by the condition ( 1), in our approach this amounts to
$$[p_{},p^{}][\alpha _{n+1},\beta _{n+1}].$$
A probabilistic formula $`(E_{n+1}|H_{n+1})[\alpha _{n+1},\beta _{n+1}]`$ is a tight logical consequence of $`𝒦=(_n,𝒜_n)`$, denoted $`𝒦_{tight}(E_{n+1}|H_{n+1})[\alpha _{n+1},\beta _{n+1}]`$, iff
$$\alpha _{n+1}=inf,\beta _{n+1}=sup,$$
that is
$$\alpha _{n+1}=p_{},\beta _{n+1}=p^{}.$$
Considering a probabilistic query $`(E_{n+1}|H_{n+1})[\alpha ,\beta ]`$, where $`\alpha `$ and $`\beta `$ are two different variables, to a probabilistic knowledge base $`𝒦=(_n,𝒜_n)`$ a correct answer is any $`[\alpha ,\beta ]=[\alpha _{n+1},\beta _{n+1}][p_{},p^{}]`$, that is such that $`𝒦(E_{n+1}|H_{n+1})[\alpha _{n+1},\beta _{n+1}]`$. The tight answer is $`[\alpha ,\beta ]=[p_{},p^{}]`$.
## 3 Probabilistic consistency and entailment
We recall that in (Adams 1975) the conditional assertion ”if $`A`$ then $`B`$ is looked at as $`P(B|A)1ϵ(ϵ>0)`$. Adopting a more realistic point of view we may look at the same conditional assertion as the probabilistic formula $`(B|A)[\alpha ,\beta ]`$, with $`0\alpha \beta 1`$, where usually $`\beta =1`$. Then, a (probabilistic) knowledge base might be defined as a family of probabilistic formulas $`𝒦=\{(E|H)[\alpha ,\beta ]\}`$. In (Adams 1975) the following definition has been given.
###### Definition 2
The knowledge base $`𝒦`$ is probabilistically consistent (p-consistent) if, for every $`ϵ>0`$, there exists a probability $`P`$ on A, proper for $`𝒦`$, such that $`P(E|H)1ϵ`$ for every $`E|H𝒦`$ .
In our framework the concept of probabilistic consistency can be defined in the following way.
###### Definition 3
The knowledge base $`𝒦`$ is probabilistically consistent (p-consistent) if, for every set of lower bounds $`𝒜=\{\alpha _{E|H},E|H𝒦\}`$ on $`𝒦`$, there exists a precise coherent probability assessment $`P=\{p_{E|H},E|H𝒦\}`$ on $`𝒦`$, with $`p_{E|H}=P(E|H)`$, such that, for each $`E|H𝒦`$, $`p_{E|H}\alpha _{E|H}`$.
We recall the concept of probabilistic entailment as defined in (Adams 1975).
###### Definition 4
A p-consistent knowledge base $`𝒦`$ probabilistically entails (p-entails) the conditional $`B|A`$ if, for every $`ϵ>0`$, there exists $`\delta >0`$ such that for all probabilities $`P`$, proper for $`𝒦\{B|A\}`$, if $`P(E|H)1\delta `$ for each $`E|H𝒦`$, then $`P(B|A)1ϵ`$.
In our framework the concept of probabilistic entailment can be defined in the following way.
###### Definition 5
A p-consistent knowledge base $`𝒦`$ probabilistically entails the conditional $`B|A`$ if there exists a subfamily $`𝒦`$ such that, for every $`\alpha _{B|A}`$, there exists a set of lower bounds $`𝒜=\{\alpha _{E|H},E|H\}`$ on $``$ such that for all precise coherent probability assessment $`P=\{p_{B|A},p_{E|H},E|H\}`$ on $`\{B|A\}`$, with $`p_{B|A}=P(B|A),p_{E|H}=P(E|H)`$, if $`p_{E|H}\alpha _{E|H}`$ for each $`E|H`$, then $`p_{B|A}\alpha _{B|A}`$.
The probabilistic entailment of $`B|A`$ by $`𝒦`$ is denoted by the symbol $`𝒦B|A`$. In (Adams 1975) a suitable set $``$ of seven inference rules has been introduced, by means of which an inferential system can be developed to deduce in an automatic way all the plausible conclusions of a knowledge base $`𝒦`$.See also (Pearl 1988). The fundamental rules of the set $``$ are the following ones:
$$\begin{array}{cc}R1.\hfill & A|C,A|BAB|C\hfill \\ & (Triangularity)\hfill \\ & \\ R2.\hfill & AB|C,A|BA|C\hfill \\ & (Bayes)\hfill \\ & \\ R3\hfill & A|C,B|CAB|C\hfill \\ & (Disjunction)\hfill \end{array}$$
The previous rules, among others, have been used (with different names and in the framework of symbolic approaches too) by many authors, with the aim of developing some nonmonotonic logics to formalize the plausible reasoning (see e.g. (Kraus, Lehmann, and Magidor 1990), (Lehmann, and Magidor 1992), (Dubois, and Prade 1994)). See also the survey given in (Benferhat, Dubois, and Prade 1997).
We recall that in (Gilio 1997) the following concept of strict probabilistic consistency has been introduced.
###### Definition 6
The knowledge base $`𝒦`$ is strictly p-consistent if the probability assessment $`P`$ on $`𝒦`$, such that $`P(E|H)=1`$ for each $`E|H𝒦`$, is coherent.
Then the following result, which has some relations with the Theorem 3 given in (Schurz 1998), has been given (without proof).
###### Theorem 2
$`𝒦`$ is p-consistent if and only if $`𝒦`$ is strictly p-consistent.
The proof of Theorem 2 is based on the following three assertions:
If $`𝒦`$ is strictly p-consistent, then $`𝒦`$ is p-consistent;
If $`𝒦`$ is p-consistent, then $`𝒦`$ is consistent;
If $`𝒦`$ is consistent, then $`𝒦`$ is strictly p-consistent.
Hence, the property of p-consistency can be simply defined on the basis of the property of strict p-consistency. Moreover, the following well known result
###### Theorem 3
If $`𝒦`$ is consistent, then $`𝒦B|A`$ if and only if $`𝒦\{B^c|A\}`$ is inconsistent.
can be reformulated in the following way:
###### Theorem 4
Given a consistent knowledge base $`𝒦`$ and a conditional $`B|A`$, $`𝒦`$ p-entails $`B|A`$ if and only if the probability assessment $`P`$ on $`𝒦\{B^c|A\}`$, with $`P(B^c|A)=P(E|H)=1`$ for each $`E|H𝒦`$, is not coherent.
## 4 Exact propagation of probability bounds in System P
We recall that the inference rules in System P are the following ones:
$$\begin{array}{cc}1.\hfill & A|A\hfill \\ & (Reflexivity)\hfill \\ & \\ 2.\hfill & AB,A|CB|C\hfill \\ & (LeftLogicalEquivalence)\hfill \\ & \\ 3.\hfill & BC,A|BA|C\hfill \\ & (RightWeakening)\hfill \\ & \\ 4.\hfill & A|B,A|CA|BC\hfill \\ & (And)\hfill \\ & \\ 5.\hfill & A|C,A|BAB|C\hfill \\ & (CautiousMonotonicity)\hfill \\ & \\ 6.\hfill & A|C,B|CAB|C\hfill \\ & (Or)\hfill \end{array}$$
Two derived rules in System P are
$$\begin{array}{ccc}7.AB|C,A|BA|C\hfill & & (\mathrm{C}\mathrm{u}\mathrm{t})\hfill \\ & & \\ 8.AB|CA|BC\hfill & & (\mathrm{S})\hfill \end{array}$$
As we can see, the rules $`R1,R2,R3`$ coincide respectively with the rules Cautious Monotonicity, Cut, Or in System P. In (Adam86) an extended probability logic (System P<sup>+</sup>) was developed by allowing the disjunction of conditionals in the conclusion of inferences and by adding the following dWRM rule.
$$\begin{array}{cc}9.\hfill & A|CA|B^cAB|C\hfill \\ & (disjunctiveWeakRationalMonotony)\hfill \end{array}$$
Now we will show how the probability intervals associated with the antecedents in each rule of System P propagate in a precise way to the consequent of the given rule. We will also examine the rules Cut, S and dWRM. These bounds will provide an exact illustration of the degradation of System P rules when interpreted in probabilistic terms. Perhaps, as a by-product, also a better appreciation of the results given in (Hawthorne 1996) on the interpretation of nonmonotonic conditionals in terms of probabilistic support levels could be obtained. We assume that the basic events $`A,B,C`$ are logically independent.
1. Reflexivity rule. As for every assertion $`A`$ the assessment $`P(A|A)=p`$ is coherent if and only if $`p=1`$, to the conditional assertion $`A|A`$ we associate the interval $`[\alpha ,\beta ]=[1,1]`$.
2. Left Logical Equivalence rule. If two assertions $`A,B`$ are equivalent, then for every assertion $`C`$ the assessment $`(x,y)`$ on the pair of conditional events $`C|A,C|B`$ is coherent if and only $`x=y`$. Therefore we associate the same probability interval to the conditional assertions $`C|A,C|B`$. In other words, the assessment $`[\alpha ,\beta ]`$ on $`C|A`$ propagates to the same interval on $`C|B`$.
3. Right Weakening rule. If $`BC`$ then, defining the inclusion among conditional events as in (Goodman, and Nguyen 1988), it is $`B|AC|A`$ and then the assessment $`(x,y)`$ on the pair of conditional events $`B|A,C|A`$ is coherent if and only $`xy`$, see (Gilio 1993). Therefore, the assessment $`[\alpha ,\beta ]`$ on $`B|A`$ propagates to the interval $`[\alpha ,1]`$ on $`C|A`$.
4. And rule. Given the assessment $`(x,y)`$ on the pair of conditional events $`B|A,C|A`$, as well known the extension $`P(BC|A)=z`$ is coherent if and only if
$$Max\{0,x+y1\}=z^{}zz^{\prime \prime }=Min\{x,y\}.$$
Therefore, the probability intervals $`[\alpha _1,\beta _1],[\alpha _2,\beta _2]`$ on the antecedents $`B|A,C|A`$ of the rule propagate to the exact interval $`[\alpha _3,\beta _3]`$, with
$$\begin{array}{c}\alpha _3=Minz^{}=Max\{0,\alpha _1+\alpha _21\},\hfill \\ \\ \beta _3=Maxz^{\prime \prime }=Min\{\beta _1,\beta _2\},\hfill \end{array}$$
(2)
on the consequent $`BC|A`$.
5. Cautious Monotonicity rule. Given the assessment $`(x,y)`$ on the pair of conditional events $`C|A,B|A`$, as proved in (Gilio 1995b), the extension $`P(C|AB)=z`$ is coherent if and only if $`z[z^{},z^{\prime \prime }]`$, with
$$\begin{array}{c}z^{}=\{\begin{array}{ccc}\frac{x+y1}{y},\hfill & \text{if}& x+y>1\hfill \\ 0,\hfill & \text{if}& x+y1\hfill \end{array},\hfill \\ \\ z^{\prime \prime }=\{\begin{array}{ccc}\frac{x}{y},\hfill & \text{if}& x<y\hfill \\ 1,\hfill & \text{if}& xy\hfill \end{array}.\hfill \end{array}$$
We observe that, for $`(x,y)[\alpha _1,\beta _1]\times [\alpha _2,\beta _2]`$ the function $`f(x,y)`$ attains its minimum value at the point $`(\alpha _1,\alpha _2)`$. Then, it follows
$$\begin{array}{cc}\alpha _3=\{\begin{array}{ccc}\frac{\alpha _1+\alpha _21}{\alpha _2},\hfill & \text{if }\hfill & \alpha _1+\alpha _2>1\hfill \\ 0,\hfill & \text{if }\hfill & \alpha _1+\alpha _21\hfill \end{array}\hfill & \end{array}$$
(3)
Moreover, the function $`g(x,y)`$ attains its maximum value at the point $`(\beta _1,\alpha _2)`$. Then it follows
$$\beta _3=\{\begin{array}{ccc}\frac{\beta _1}{\alpha _2},\hfill & \text{if }\hfill & \beta _1<\alpha _2\hfill \\ 1,\hfill & \text{if }\hfill & \beta _1\alpha _2\hfill \end{array}$$
(4)
Then, in order to determine the interval $`[\alpha _3,\beta _3]`$ we have to consider the position of the vertices $`(\alpha _1,\alpha _2),(\beta _1,\alpha _2)`$ wrt diagonals of the unitary square $`[0,1]^2`$.
6. Or rule. Given the assessment $`(x,y)`$ on the pair of conditional events $`C|A,C|B`$, it can be proved that the extension $`P(C|(AB))=z`$ is coherent if and only if $`z[z^{},z^{\prime \prime }]`$, with
$$\begin{array}{c}z^{}=\{\begin{array}{ccc}\frac{xy}{x+yxy},\hfill & \text{if}\hfill & (x,y)(0,0)\hfill \\ 0,\hfill & \text{if}\hfill & (x,y)=(0,0)\hfill \end{array},\hfill \\ \\ z^{\prime \prime }=\{\begin{array}{ccc}\frac{x+y2xy}{1xy},\hfill & \text{if}\hfill & (x,y)(1,1)\hfill \\ 1,\hfill & \text{if}\hfill & (x,y)=(1,1)\hfill \end{array}.\hfill \end{array}$$
Moreover, we observe that both $`z^{}`$ and $`z^{\prime \prime }`$ increase as either $`x`$ or $`y`$ increase. Therefore, the probability intervals $`[\alpha _1,\beta _1],[\alpha _2,\beta _2]`$ on the antecedents $`C|A,C|B`$ of the rule propagate, under the condition $`(\alpha _1,\alpha _2)(0,0),(\beta _1,\beta _2)(1,1)`$, to $`[\alpha _3,\beta _3]`$, with
$$\alpha _3=\frac{\alpha _1\alpha _2}{\alpha _1+\alpha _2\alpha _1\alpha _2},$$
(5)
$$\beta _3=\frac{\beta _1+\beta _22\beta _1\beta _2}{1\beta _1\beta _2},$$
(6)
on the consequent $`C|(AB)`$.
Concerning the rules Cut and S we have the following results.
(e) Cut rule. Given the assessment $`(x,y)`$ on the pair of conditional events $`C|AB,B|A`$, it can be proved that the extension $`P(C|A)=z`$ is coherent if and only if
$$xyzxy+1y.$$
Therefore, the probability intervals $`[\alpha _1,\beta _1],[\alpha _2,\beta _2]`$ on the antecedents $`C|AB,B|A`$ of the rule propagate to $`[\alpha _3,\beta _3]`$, with
$$\alpha _3=\alpha _1\alpha _2,\beta _3=\beta _1\alpha _2+1\alpha _2,$$
(7)
on the consequent $`C|A`$.
(f) S rule. As $`C|AB(B^cC)|A`$, then the assessment $`(x,y)`$ on the conditional events $`C|AB,(B^cC)|A`$ is coherent if and only if $`xy`$. Therefore, the probability interval $`[\alpha _1,\beta _1]`$ on the antecedent $`C|AB`$ of the rule propagates to $`[\alpha _2,\beta _2]`$, with
$$\alpha _2=\alpha _1,\beta _2=1,$$
on the consequent $`(B^cC)|A`$.
(g) dWRM rule. Let $`𝒫=(x,y,z)`$ a probability assessment on the family $`\{C|A,B^c|A,C|AB\}`$. For this family the constituents (possible worlds) are
$$\begin{array}{c}C_0=A^c,C_1=ABC,C_2=ABC^c,\hfill \\ \\ C_3=AB^cC,C_4=AB^cC^c.\hfill \end{array}$$
To the constituents $`C_1,\mathrm{},C_4`$ we associate the points
$$\begin{array}{c}Q_1=(1,0,1),Q_2=(0,0,0),\hfill \\ \\ Q_3=(1,1,z),Q_4=(0,1,z).\hfill \end{array}$$
Then, based on the method given in (Gilio 1995b) and denoting by $``$ the convex hull of the points $`Q_1,\mathrm{},Q_4`$, it can be proved that the coherence of $`𝒫`$ amounts to the condition $`𝒫`$. Notice that in general this condition is necessary but not sufficient for the coherence of an assessment $`𝒫_n=(p_1,\mathrm{},p_n)`$ on a family $`_n=\{E_1|H_1,\mathrm{},E_n|H_n\}`$. The study of the condition $`𝒫`$ requires considering the equations of the four planes determined respectively by the terns of points
$$\begin{array}{c}\{Q_1,Q_2,Q_3\},\{Q_2,Q_3,Q_4\},\hfill \\ \\ \{Q_1,Q_2,Q_4\},\{Q_1,Q_3,Q_4\}.\hfill \end{array}$$
Denoting by $`X,Y,Z`$ the axes’ coordinates, the equations are given respectively by
$$\begin{array}{c}Z=X+(z1)Y,Z=zY,\hfill \\ \\ Z=X+zY,Z=(z1)Y+1.\hfill \end{array}$$
Then, given the values $`x,y`$, it is
$$𝒫z^{}zz^{\prime \prime },$$
where
$$\begin{array}{c}z^{}=\{\begin{array}{ccc}\frac{xy}{1y},\hfill & \text{if}& x>y\hfill \\ 0,\hfill & \text{if}& xy\hfill \end{array},\hfill \\ \\ z^{\prime \prime }=\{\begin{array}{ccc}\frac{x}{1y},\hfill & \text{if}& x+y<1\hfill \\ 1,\hfill & \text{if}& x+y1\hfill \end{array}.\hfill \end{array}$$
In order to examine the probabilistic interpretation of the rule we introduce a partition $`\{_1,_2,_3,_4\}`$ of the unitary square $`[0,1]^2`$, with
$$\begin{array}{ccc}_1\hfill & =\hfill & \{(x,y):x+y<1,xy\},\hfill \\ & & \\ _2\hfill & =\hfill & \{(x,y):x+y<1,x<y\},\hfill \\ & & \\ _3\hfill & =\hfill & \{(x,y):x+y1,x<y\},\hfill \\ & & \\ _4\hfill & =\hfill & \{(x,y):x+y1,xy\}.\hfill \end{array}$$
We have to examine the case in which $`x`$ is ”high”, therefore $`_2`$ is not of interest. In $`_3`$, since $`x<y`$, if $`x`$ is ”high” then $`y`$ is ”high” too. In $`_1`$ and $`_4`$ it is $`zz^{}=\frac{xy}{1y}`$ so that, if $`x`$ is ”high” and $`y`$ is ”not high”, then $`z`$ is ”high”.
Concerning propagation of probability intervals, if we consider the assessments $`[\alpha _1,\beta _1],[\alpha _2,\beta _2]`$ on the conditional events $`C|A,B^c|A`$, then for the interval $`[\alpha _3,\beta _3]`$ associated with $`C|AB`$ we first observe that the quantity $`\frac{x}{1y}`$ attains its maximum value at the point $`(\beta _1,\alpha _2)`$, while the quantity $`\frac{xy}{1y}`$ attains its minimum value at the point $`(\alpha _1,\beta _2)`$. Then, we have:
$$\alpha _3=\{\begin{array}{ccc}\frac{\alpha _1\beta _2}{1\beta _2},\hfill & \text{if}\hfill & \alpha _1\beta _2\hfill \\ 0,\hfill & \text{if}\hfill & \alpha _1<\beta _2\hfill \end{array}$$
(8)
$$\beta _3=\{\begin{array}{ccc}\frac{\beta _1}{1\alpha _2},\hfill & \text{if}\hfill & \beta _1+\alpha _2<1\hfill \\ 1,\hfill & \text{if}\hfill & \beta _1+\alpha _21\hfill \end{array}$$
(9)
###### Remark 1
Using the lower bounds computed previously, we can verify the probabilistic entailment in each inference rule on the basis of Definition 5. We have
* And rule. For each given value $`\alpha _3`$, from ( 2) we have that, for every $`(\alpha _1,\alpha _2)[\alpha _3,1]\times [\alpha _3,1]`$ such that $`\alpha _1+\alpha _2=1+\alpha _3`$, if $`P(B|A)\alpha _1,P(C|A)\alpha _2`$ then $`P(BC|A)\alpha _3`$.
* Cautious Monotonicity rule. For each given value $`\alpha _3`$, from ( 3) we have that, for every $`(\alpha _1,\alpha _2)[\alpha _3,1]\times (0,1]`$ such that $`\alpha _1+(1\alpha _3)\alpha _2=1`$, if $`P(C|A)\alpha _1,P(B|A)\alpha _2`$ then $`P(C|AB)\alpha _3`$.
* Or rule. For each given value $`\alpha _3`$, from ( 5) we have that, for every $`(\alpha _1,\alpha _2)[\alpha _3,1]\times [\alpha _3,1]`$ such that $`\alpha _2=\frac{\alpha _1\alpha _3}{\alpha _1(1+\alpha _3)\alpha _3}`$, if $`P(C|A)\alpha _1,P(C|B)\alpha _2`$ then $`P(C|AB)\alpha _3`$.
* Cut rule. For each given value $`\alpha _3`$, from ( 7) we have that for every $`(\alpha _1,\alpha _2)[\alpha _3,1]\times [\alpha _3,1]`$ such that $`\alpha _2=\frac{\alpha _3}{\alpha _1}`$, if $`P(C|AB)\alpha _1,P(B|A)\alpha _2`$ then $`P(C|A)\alpha _3`$.
## 5 Propagation with $`ϵ`$values
The results of the previous section can be examined in the particular case in which for $`i=1,2`$ it is $`[\alpha _i,\beta _i]=[1ϵ_i,1]`$. As it can be verified, the $`ϵ`$values propagate in the following way.
* And rule. From ( 2), the probability bounds $`[1ϵ_1,1],[1ϵ_2,1]`$ on the antecedents $`B|A,C|A`$ of the rule propagate, on the consequent $`BC|A`$, to the exact bounds $`[1ϵ_3,1]`$, with
$$ϵ_3=ϵ_1+ϵ_2$$
(10)
* Cautious Monotonicity rule. From ( 3), the probability intervals $`[1ϵ_1,1]`$, $`[1ϵ_2,1]`$ on the antecedents $`C|A,B|A`$ of the rule propagate, on the consequent $`C|AB`$, to $`[1ϵ_3,1]`$, with
$$ϵ_3=\frac{ϵ_1}{1ϵ_2}$$
(11)
* Or rule. From ( 5), the probability intervals $`[1ϵ_1,1],[1ϵ_2,1]`$ on the antecedents $`C|A,C|B`$ of the rule propagate, on the consequent $`C|(AB)`$, to $`[1ϵ_3,1]`$, with
$$ϵ_3=\frac{ϵ_1+ϵ_22ϵ_1ϵ_2}{1ϵ_1ϵ_2}$$
(12)
* Cut rule. From ( 7), the probability intervals $`[1ϵ_1,1],[1ϵ_2,1]`$ on the antecedents $`C|AB,B|A`$ of the rule propagate, on the consequent $`C|A`$, to $`[1ϵ_3,1]`$, with
$$ϵ_3=ϵ_1+ϵ_2ϵ_1ϵ_2$$
(13)
###### Remark 2
Our results concerning the value of $`ϵ_3`$ coincide with that ones obtained in (Bourne, and Parsons 1998) for the rules And and Cautious Monotonicity and are better for the rules Or and Cut, as from ( 12) and ( 13) one has respectively
$$\begin{array}{cc}ϵ_3=\frac{ϵ_1+ϵ_22ϵ_1ϵ_2}{1ϵ_1ϵ_2}<ϵ_1+ϵ_2& (ϵ_1<1,ϵ_2<1),\\ & \\ ϵ_3=ϵ_1+ϵ_2ϵ_1ϵ_2<ϵ_1+ϵ_2& (ϵ_1>0,ϵ_2>0).\end{array}$$
The use of the precise bounds may have some relevance when the inference rules are applied with real $`ϵ`$values.
## 6 An application
We will now examine an example to give an idea, on one hand, of how much the conclusions may be sensible to the use of methods of exact propagation of probability bounds and, on another hand, of the related phenomenon of degradation of inference rules when interpreted in probabilistic terms. The example is a modified version of an application considered in (Bourne, and Parsons 1998) which was inspired by examples given in (Kraus, Lehmann, and Magidor 1990). We consider a probabilistic knowledge base consisting of some conditional assertions, which concern the fact that a given party has various attributes (the party is great, noisy, Linda and Steve are present, and so on). By the symbol $`A|_ϵB`$ we denote the assessment $`P(B|A)1ϵ`$. We start with a knowledge base which has the following rules and $`ϵ`$values:
$$\begin{array}{ccc}1.& & Linda|_{0.05}great\\ & & \\ 2.& & Linda|_{0.2}Steve\\ & & \\ 3.& & LindaSteve|_{0.1}\neg noisy\\ & & \\ 4.& & Steve|_{0.05}Linda\\ & & \\ 5.& & \neg noisy|_{0.2}\neg great\end{array}$$
Notice that the conditional $`\mathrm{"}Linda|_{0.05}great\mathrm{"}`$ means that the probability of the conditional event
”(The party will be great $`|`$ Linda goes to the party)”
is greater than or equal to $`10.05`$, and so on. We are interested in propagating the previous bounds to find the $`ϵ`$values of the following conditionals:
$$\begin{array}{ccc}(a)& & Linda|_ϵ\neg noisy\\ & & \\ (b)& & |_ϵ\neg Linda\\ & & \\ (c)& & LindaSteve|_ϵgreat\neg noisy\\ & & \\ (d)& & Steve|_ϵ\neg noisy\\ & & \\ (e)& & LindaSteve|_ϵ\neg noisy\end{array}$$
By the symbol $``$ we denote (any tautology representing) the certain event.
Applying the Cut rule to the conditionals
$$Linda|_{0.2}Steve,LindaSteve|_{0.1}\neg noisy,$$
we obtain the conditional
$$Linda|_{0.28}\neg noisy.$$
Then, applying the And rule to the conditionals
$$Linda|_{0.28}\neg noisy,Linda|_{0.05}great,$$
we obtain the conditional
$$Linda|_{0.33}great\neg noisy.$$
Applying the S rule to
$$Linda|_{0.33}great\neg noisy$$
we obtain
$$|_{0.33}\neg Lindagreat\neg noisy.$$
Applying the S rule to
$$\neg noisy|_{0.2}\neg great$$
we obtain
$$|_{0.2}noisy\neg great.$$
Finally, applying the And rule to the conditionals
$$|_{0.33}\neg Lindagreat\neg noisy,|_{0.2}noisy\neg great,$$
we obtain the conditional
$$|_{0.53}\neg Linda(noisy\neg great).$$
Then, by the Right Weakening rule we have
$$|_{0.53}\neg Linda(noisy\neg great)|_{0.53}\neg Linda.$$
Concerning the conditional $`(c)`$, applying the Cautious Monotonicity rule to
$$Linda|_{0.05}great,Linda|_{0.2}Steve,$$
we obtain
$$LindaSteve|_{0.0625}great.$$
Then, applying the And rule to the conditionals
$$LindaSteve|_{0.0625}great,LindaSteve|_{0.1}\neg noisy,$$
we obtain the conditional
$$LindaSteve|_{0.0725}great\neg noisy.$$
Concerning the conditional $`(d)`$, applying the Cut rule to the conditionals
$$LindaSteve|_{0.1}\neg noisy,Steve|_{0.05}Linda,$$
we obtain the conditional
$$Steve|_{0.145}\neg noisy$$
(14)
Then, applying the Or rule to the conditionals
$$Steve|_{0.145}\neg noisy,Linda|_{0.28}\neg noisy,$$
we obtain the conditional
$$LindaSteve|_{0.358}\neg noisy$$
(15)
We observe that, propagating the bounds with $`ϵ_3=ϵ_1+ϵ_2`$, instead of the conditionals ( 14) and ( 15) we would obtain respectively
$$Steve|_{0.15}\neg noisy,$$
and
$$LindaSteve|_{0.425}\neg noisy.$$
## 7 Conclusions
In this paper the inference rules of System P have been considered in the framework of coherence. We have also examined the disjunctive Weak Rational Monotony proposed by Adams in his extended probability logic, corresponding to System P<sup>+</sup>. Differently from the probabilistic approaches generally given in the literature, see, in particular, (Hawthorne 1996) and (Schurz 1998), within our framework we can directly manage conditional probability assessments, even if some (or possibly all the) conditioning events have zero probability. We think that this opportunity is important specially in the field of nonmonotonic reasoning where infinitesimal probabilities play a significant role. Moreover, exploiting our algorithms, the lower and upper probability bounds associated with the conditional assertions of a given knowledge base can be propagated to further conditional assertions, obtaining in all cases the precise probability bounds. In particular, beside allowing a more flexible and realistic approach to probabilistic default reasoning, this provides an exact illustration of the degradation of System P rules when interpreted in probabilistic terms.
### 7.1 Acknowledgments
The author is grateful to the referees for the very helpful criticisms and suggestions.
## 8 References
Adams, E. W. 1975. The Logic of Conditionals. Dordrecht, Netherlands: Reidel.
Adams, E. W. 1986. On the logic of high probability, Journal of Philosophical Logic 15: 255-279.
Benferhat, S.; Dubois, D.; and Prade, H. 1997. Nonmonotonic reasoning, conditional objects and possibility theory. Artificial Intelligence 92(1-2): 259-276.
Biazzo, V.; and Gilio A. 1999. A generalization of the fundamental theorem of de Finetti for imprecise conditional probability assessments. International Journal of Approximate Reasoning. Forthcoming.
Bourne, R.; and Parsons, S. 1998. Propagating probabilities in System P. In Proceedings of the 11th International FLAIRS Conference, 440-445.
Capotorti, A.; and Vantaggi, B. 1999. A general interpretation of conditioning and its implication on coherence. Soft Computing 3/3: 148-153.
Coletti, G. 1994. Coherent numerical and ordinal probabilistic assessments. IEEE Trans. on Systems, Man, and Cybernetics 24(12): 1747-1754.
Coletti, G.; and Scozzafava, R. 1996. Characterization of coherent conditional probabilities as a tool for their assessment and extension. Journal of Uncertainty, Fuzziness and Knowledge-based Systems 4(2): 103-127.
Coletti, G.; and Scozzafava, R. 1999. Conditioning and inference in intelligent systems. Soft Computing 3/3: 118-130.
Dubois, D.; and Prade, H. 1991. Semantic consideration on order of magnitude reasoning. In Decision support systems and qualitative reasoning, Singh, M. G.; and Trave-Massuyes L. eds., 223-228. Elsevier Science Publishers B. V., North Holland.
Dubois, D.; and Prade, H. 1994. Conditional Objects as Nonmonotonic Consequence Relationships. IEEE Transactions on Systems, Man, and Cybernetics, 24(12): 1724-1740.
Frisch, A. M.; and Haddawy, P. 1994. Anytime Deduction for Probabilistic Logic, Artificial Intelligence 69: 93-122.
Gilio, A. 1993. Conditional events and subjective probability in management of uncertainty. In Uncertainty in Intelligent Systems - IPMU’92, Bouchon-Meunier, B.; Valverde, L.; and Yager, R. R. eds., 109-120. Elsevier Science Publ. B. V., North-Holland.
Gilio, A. 1995a. Probabilistic consistency of conditional probability bounds. In Advances in Intelligent Computing - IPMU ’94, Lecture Notes in Computer Science 945, Bouchon-Meunier, B.; Yager, R. R.; and Zadeh, L. A. eds., 200-209. Berlin Heidelberg: Springer-Verlag.
Gilio, A. 1995b. Algorithms for precise and imprecise conditional probability assessments. In Mathematical Models for Handling Partial Knowledge in Artificial Intelligence, Coletti, G.; Dubois, D.; and Scozzafava, R. eds., 231-254. New York: Plenum Press.
Gilio, A. 1997. Probabilistic modelling of uncertain conditionals. In Procedings of European Symposium on Intelligent Techniques, 54-57. Bari, Italy.
Gilio, A. 1999. Probabilistic relations among logically dependent conditional events, Soft Computing 3/3: 154-161.
Gilio, A.; and Ingrassia, S. 1998. Totally coherent set-valued probability assessments, Kybernetika 34(1): 3-15.
Gilio, A.; and Scozzafava, R. 1994. Conditional events in probability assessments and revision, IEEE Trans. on Systems, Man and Cybernetics 24(12): 1741-1746.
Goodman, I. R.; Nguyen H. T. 1988. Conditional objects and the modeling of uncertainties. In Fuzzy Computing Theory, Hardware and Applications, Gupta, M. M.; and Yamakawa, T. eds., 119-138. New York: North-Holland.
Hawthorne, J. 1996. On the logic of nonmonotonic conditionals and conditional probabilities, Journal of Philosophical Logic 25: 185-218.
Kraus, K.; Lehmann, D.; and Magidor, M. 1990. Nonmonotonic reasoning, preferential models and cumulative logics, Artificial Intelligence 44: 167-207.
Lad, F. 1999. Assessing the foundations for Bayesian networks: a challenge to the principles and the practice, Soft Computing 3/3: 174-180.
Lad, F. R.; Dickey, J. M.; and Rahman, M. A. 1990. The fundamental theorem of prevision, Statistica, anno L(1): 19-38.
Lehmann, D.; and Magidor, M. 1992. What does a conditional knowledge base entail?, Artificial Intelligence 55: 1-60.
Lukasiewicz, T. 1998. Magic inference rules for probabilistic deduction under taxonomic knowledge. In Proceedings of the 14th Conference on Uncertainty in Artificial Intelligence, 354-361. Madison, Wisconsin.
Nilsson, N. J. 1986. Probabilistic logic, Artificial Intelligence 28: 71-87.
Pearl, J. 1988. Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. San Mateo, CA: Morgan Kaufmann.
Raiman, O. (1989). Le raisonnement sur les ordres de grandeur, Revue d’Intelligence Artificielle 3(4): 55-67.
Schurz, G. 1998. Probabilistic semantics for Delgrande’s conditional logic and a counterexample to his default logic, Artificial Intelligence 102(1): 81-95.
Scozzafava, R. 1994. Subjective probability versus belief functions in artificial intelligence, Int. J. General Systems 22: 197-206.
Walley, P. 1991. Statistical reasoning with imprecise probabilities. London: Chapman and Hall.
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# I Introduction
## I Introduction
Recently, the factorization of the hadron production process $`\gamma ^{}\gamma h\overline{h}`$ in a partonic handbag diagram and a two-hadron distribution amplitude has been discussed , which describes the exclusive fragmentation of a quark-antiquark pair into two hadrons. This factorization is valid in the kinematic region where the squared c.m. energy of the final hadrons $`s=(p+p^{})^2`$ is much smaller than the photon virtuality $`Q^2`$, see Fig. 1. So far, mostly the process $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ has been studied and is known to NLO precision . The central object there is the two-pion distribution amplitude , which has been expressed in terms of the instanton vacuum . The same object enters in terms of hard diffractive electro production of two pions . A detailed QCD analyses of the cross section of exclusive production of pion pairs for $`s<1\mathrm{GeV}^2`$ can be found in . The general process $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ has also been studied earlier in the resonance region and in a purely perturbative kinematics involving two light cone wave functions instead of a two-hadron distribution amplitude (2HDA) .
In our contribution we want to look at this process from the viewpoint of a semi-classical theory as it was proposed in the Lund model . In a semi-classical theory we will not be able to study the 2HDA. However, the factorization picture motivates a semi-classical description in which a quark-antiquark pair produced by $`\gamma ^{}\gamma `$ interaction fluctuates with some probability $`P_{q\overline{q}\pi ^+\pi ^{}}(s)`$ into a $`\pi ^+\pi ^{}`$ pair. The two-meson fragmentation function $`P_{q\overline{q}\pi ^+\pi ^{}}(s)`$ can be evaluated in terms of the string fragmentation picture. Decaying resonances above the mass of $`\sqrt{s}=`$1 GeV are treated here as strings. The semi classical picture should be a good approximation when many resonances overlap and interference effects can be neglected.
In the kinematics, where the above mentioned factorization holds, the common picture is that a gluonic string is formed between the quark-antiquark pair and finally breaks into $`\pi ^+\pi ^{}`$. This process is of special interest because it contains a string breaking exactly one tine, and, therefore, it would be a very interesting probe for an understanding of the dynamics of QCD strings. The picture which we are referring to is an incoherent one, because we do not work on the level of amplitudes but of probability densities. This incoherent picture of the Lund string model, as implemented in Monte Carlo (MC) programs like JETSET , has been very successful in the description of many particle final states in high-energy physics. It is our aim to investigate what the prediction of this model will be if we reduce the number of final particles to very few ones, actually only two.
In terms of the Lund model few-body states have been discussed only recently . The fragmentation functions used in JETSET only work for high energy processes, where the invariant mass of the string $`\sqrt{s}`$ is much larger than the masses of the particles produced. In the two-body case the Lund model fixes the fragmentation function only up to a normalizing function $`g_{q\overline{q}}(s)=_ng_{q\overline{q}n}(s)`$, where $`g_{q\overline{q}n}(s)`$ describes the (unnormalized) probability that a quark-antiquark string fragments into $`n`$ particles. In $`g_{q\overline{q}}(s)`$ was fixed by the requirement that for a given invariant mass squared $`s=4\mathrm{GeV}^2`$ one should get the same results as the JETSET program, which originally only describes many-body states well. The crucial point is, that especially for two particles the JETSET program is not reliable as it does not contain $`C`$-parity for example. In this approach we try to compute $`g_{q\overline{q}}(s)`$ directly by evaluating the phase space and the string breaking probability for all channels that contribute.
The paper is outlined as follows. In Sec. II we describe the factorization of the cross section $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ in terms of Weizsäcker-Williams spectrum, photon structure function and the two-meson fragmentation probability. In Sec. III we will outline how the fragmentation mechanism is understood according to the Lund model plus some minor extensions as to spin and $`C`$-parity. Finally, in Sec. IV we will evaluate all competing channels to the $`\pi ^+\pi ^{}`$ pair production in a region $`1\mathrm{GeV}^2<s<2\mathrm{GeV}^2`$. We will compare our semi-classical formalism with data from the time-like pion form factor and predict the total cross section $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ at LEP2 energies.
## II The process $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ in the semi-classical theory
The kinematics of the process $`\gamma ^{}(q)+\gamma (q_0)h(p)+\overline{h}(p^{})`$ in Fig. 1 has been given in and . The process is governed by the virtuality of the off shell photon $`Q^2=q^2`$ and the invariant mass squared of the final state hadrons $`s=(p+p^{})^2`$. To ensure the factorization according to Fig. 1 we have to satisfy $`sQ^2`$. Quark-antiquark configurations which have an invariant mass squared $`s>1\mathrm{GeV}^2`$ are treated in our approach as strings. Below this value the length of the ’string’ becomes smaller than 1 fm (with a string constant taken to be $`\kappa 1\mathrm{GeV}/\mathrm{fm}`$), and it is not sensible to speak of the configuration as an extended two-dimensional object, as it is then smaller than a typical hadron-radius. A more involved point is the real photon which enters with the momentum $`q_0`$. In principle it can have a substructure in the sense that it fluctuates in to a $`\rho ^0`$ meson state which interacts then with the virtual $`\gamma `$. This Vector Meson Dominance (VMD) contribution is important for quasi real photons .
In this paper we want to look at the process $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ in the sense of Deep Inelastic Scattering (DIS) where the nucleon probe is replaced by a quasi real photon, see e.g. . We treat the exclusive process in the spirit as the MC program LEPTO treats the DIS of electrons off protons: The process $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ factorizes in a handbag diagram including the photon structure function, for which the whole machinery of perturbative QCD is applicable , and the $`\pi ^+\pi ^{}`$ fragmentation function, see Fig. 2.
The production of the initial $`q\overline{q}`$ pair is given by the handbag diagram of lepton-photon scattering, while the hadronization is given by a probability $`P_{q\overline{q}\pi ^+\pi ^{}}`$ that this pair fragments into two pions. The total cross section for the whole process $`e^+(l_0)+e^{}(l)`$ $``$ $`e^+(l_0^{})+e^{}(l^{})+\pi ^+(p)+\pi ^{}(p^{})`$ is then given to leading order accuracy by:
$`{\displaystyle \frac{d\sigma (e^+e^{}e^+e^{}\pi ^+\pi ^{})}{dy_0dxdQ_0^2dQ^2d^2𝐩_{}}}`$ $`=`$ $`{\displaystyle \underset{q}{}}e_q^2{\displaystyle \frac{2\pi \alpha _{\mathrm{em}}^2}{Q^4}}(1+(1y)^2)f_q^\gamma (x,Q^2,Q_0^2)f_{\gamma /e}^T(y_0,Q_0^2)P_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2).`$ (2.1)
$`y`$ $`=`$ $`{\displaystyle \frac{q_0q}{q_0l}},y_0={\displaystyle \frac{q_0l}{l_0l}},q=ll^{},q_0=l_0l_0^{}Q^2=q^2,Q_0^2=q_0^2,`$ (2.2)
$`x`$ $`=`$ $`{\displaystyle \frac{Q^2}{2q_0q}},s=(q+q_0)^2{\displaystyle \frac{1x}{x}}Q^2,Q^2=Sxyy_0,S=(l_0+l)^2.`$ (2.3)
$`P_{q\overline{q}\pi ^+\pi ^{}}`$ depends on the transverse momentum $`p_{}^2`$ of the two produced pions, which is defined with respect to the axis given by the string spanned by the two initial quarks. However, $`p_{}^2`$ is not a Lorentz invariant quantity. Therefore, from an experimental point of view, one would like to reconstruct the the $`p_{}^2`$-dependence in terms of the Lorentz invariant variables $`t=(qp)^2`$ and $`x`$, see also Eqs. (4.66) and (4.70). For the definition of the transversity it is furthermore essential, that to leading twist we can define the quark momenta in the framework of the standard parton model in DIS, i.e. that we can express in Fig. 1 $`k=xq_0+q`$. The virtuality $`Q_0^2`$ of the photon with the 4-momentum $`q_0`$ should be small, so that it can be treated as a quasi real photon and the standard approximations in terms of the photo-production formalism are valid.
Also, one should note, that in the convention used here $`P_{q\overline{q}\pi ^+\pi ^{}}(s)`$ = $`P_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2)d^2𝐩_{}`$ is a dimensionless quantity. For the factorization to be valid the ordering $`Q_0^2sQ^2`$ must be fulfilled. The part of the generation of the (quasi) real photon is described by the standard Weizsäcker-Williams spectrum for a transversely polarized photon:
$$f_{\gamma /e}^T(y_0,Q_0^2)=\frac{\alpha _{\mathrm{em}}}{2\pi }\left(\frac{(1+(1y_0)^2)}{y_0}\frac{1}{Q_0^2}\frac{2m_e^2y_0}{Q_0^4}\right).$$
(2.4)
The contribution of longitudinal polarized photons can be neglected as it is suppressed by one power of $`Q_0^2`$ .
The $`f_q^\gamma (x,Q^2,Q_0^2)`$ are the quark parton distributions of the quasi real photon which has the small virtuality $`Q_0^2`$. We will use the parameterization given in . There is one subtility in using the quark parton distributions of the photon for an approximation of the quasi real photon in our case. Normally, those parton distributions contain also the case that the incoming virtual photon scatters off a quark from the sea. Obviously, in this case the ’photon remnant’ is a more complicated object than just an antiquark and it will lead in the end to some more complicated final state than just a $`\pi ^+\pi ^{}`$ pair. As we regard exclusive $`\pi ^+\pi ^{}`$ pair production, this part of the photon parton distribution is not taken into account in our description. However, we recall here the necessary condition for factorization:
$$x=\frac{Q^2}{Q^2+s}1,\mathrm{as}Q^2s.$$
(2.5)
For large $`x`$, however, it is known that the parton distributions represent nearly exclusively the valence quarks which correspond in our case just to the valence $`q\overline{q}`$ pair in the $`\rho ^0`$. It means that the photon remnant is then to a very high precision just the corresponding antiquark, carrying the full rest momentum $`(1x)q_0`$, and, in this respect, the photon structure function is a good approximation.
$`P_{q\overline{q}\pi ^+\pi ^{}}(s)`$ is the (semi-classical) probability that the produced $`q\overline{q}`$ pair fragments into a $`\pi ^+\pi ^{}`$ state. We will calculate this quantity in terms of the Lund model. For intermediate values of $`s`$ (as compared to $`\mathrm{\Lambda }_{\mathrm{QCD}}^2`$) the fragmentation process should be described non-perturbatively. Here the string picture is indisputably valid. For larger and larger $`s`$ a more perturbative prescription should be valid , where the second $`q\overline{q}`$ pair is generated by the branching of a perturbative gluon. In principle, the Lund model should also contain the perturbative contribution, because it describes the generation of the second $`q\overline{q}`$ pair in a tunneling mechanism which should resume the interaction to all orders. However, the model is an incoherent approximation, so that we cannot expect a one to one correspondence at all. Nevertheless, it will be interesting to study how far the string picture remains valid in this situation.
## III String breaking and fragmentation
In this chapter we want to derive $`P_{q\overline{q}\pi ^+\pi ^{}}`$ semi-classically. We will pick up some elements from the Lund model as described in , but add extensions as to the particle spin and $`C`$-parity. The general strategy is to determine $`P_{q\overline{q}\pi ^+\pi ^{}}(s)`$ by the fraction of the two-meson weight $`g_{q\overline{q}\pi ^+\pi ^{}}(s)`$ and the total weight $`g_{q\overline{q}}(s)`$. Here $`g_{q\overline{q}\pi ^+\pi ^{}}(s)`$ is the weight for the process that the initial $`q\overline{q}`$ pair fragments into a $`\pi ^+\pi ^{}`$ pair, and $`g_{q\overline{q}}(s)`$ is the sum of all $`n`$-meson weights for all possible reactions, which the initial $`q\overline{q}`$ pair can undergo to produce an arbitrary number of mesons. Limiting the value $`s<4\mathrm{GeV}^2`$ we can neglect any contribution from baryons.
$$P_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2)d^2𝐩_{}=\frac{g_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2)d^2𝐩_{}}{g_{q\overline{q}}(s)}.$$
(3.6)
The term ’weight’ denotes a product of the phase pace of the given process and its production probability. We will specify these objects in the following. The simplest access is to regard the total weight $`g_{q\overline{q}}(s)`$. First of all, it is the sum of all weights of the initial $`q\overline{q}`$ pair producing $`n`$ mesons:
$$g_{q\overline{q}}(s)=\underset{n}{}g_{q\overline{q}n}(s).$$
(3.7)
The $`n`$-particle weight is then the sum over all weights where the initial quark-antiquark pair $`q\overline{q}`$ fragments into $`n`$ mesons $`M_1,\mathrm{},M_n`$:
$$g_{q\overline{q}n}(s)=\underset{M_1,\mathrm{},M_n}{}g_{q\overline{q}M_1,\mathrm{},M_n}(s).$$
(3.8)
In these weights only meson combinations are included which have the right quantum number with respect to the initial state. For example, in $`\gamma ^{}\gamma `$ we have to ensure that the final hadronic state has positive $`C`$-parity. In the Lund model approach the production of final state hadrons happens only through string breaking. This means that a resonance like $`f_2(1270)`$, which is an important intermediate state for the reaction $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ , is treated in the framework of the string picture. As the string constant $`\kappa `$ has the value $`\kappa (1\mathrm{GeV}/\mathrm{fm})=0.2\mathrm{GeV}^2`$ this is a reasonable picture for all mesons with masses above 1 GeV like the $`f_2(1270)`$ for example, because it means that the distance between the quark-antiquark pair in the meson is considerable larger than 1 fm, which justifies the picture of a string. In fact, the string picture cannot describe resonance poles or interference effects of overlapping resonances as it is an incoherent semi-classical picture. In fact resonances with masses smaller than 1 GeV, namely the $`\omega `$ and $`\rho `$ resonances, have to be treated differently as we will show in the case of $`e^+e^{}\pi ^+\pi ^{}`$, see in Sec. IV E. Because of C-parity conservation, $`\omega `$ and $`\rho `$ resonances are forbidden as intermediate states in exclusive $`\gamma ^{}\gamma `$ scattering. However, they make a considerable contribution in the reaction $`\gamma ^{}N\pi ^+\pi ^{}+N`$, see , and, as we will see later, in the annihilation reaction $`e^+e^{}\pi ^+\pi ^{}`$.
We start now with the description of the two-particle weight $`g_{q\overline{q}M_1M_2}`$ with $`M_1`$ and $`M_2`$ being two mesons.
### A The two-particle weight
The two-meson weight is given by the following formula:
$`g_{q\overline{q}M_1M_2}(s)`$ $`=`$ $`{\displaystyle d^2𝐩_{}g_{q\overline{q}M_1M_2}(s,p_{}^2)}`$ (3.9)
$`=`$ $`{\displaystyle d^2𝐩_{}𝑑m_1P_{\mathrm{mass}\mathrm{M}_1}(m_1)𝑑m_2P_{\mathrm{mass}\mathrm{M}_2}(m_2)P_{\mathrm{tunnel}}(p_{})}`$ (3.11)
$`\times P_{\mathrm{flavor}}(M_1,M_2)P_{\mathrm{spin}}(M_1)P_{\mathrm{spin}}(M_2)g_2(s,m_1^2,m_2^2).`$
Here $`P_{\mathrm{mass}M_1}(m)`$ is the symmetric Breit-Wigner distribution to allow for the fact that some of the mesons considered here, like the $`\rho `$, are comparatively broad resonances:
$$P_{\mathrm{mass}}(m)=\frac{1}{2\pi }\frac{\mathrm{\Gamma }}{\left[(mm_0)^2+\frac{\mathrm{\Gamma }^2}{4}\right]}.$$
(3.12)
$`P_{\mathrm{spin}}(M_1)`$ gives the probability that the two quarks which are under consideration to form the meson $`M_1`$ are coupled to the right spin state. Counting the number of $`S_z`$ components, the naive values would be:
$`P_{\mathrm{spin}}^{\mathrm{naive}}(S=0)`$ $`=`$ $`{\displaystyle \frac{1}{4}},P_{\mathrm{spin}}^{\mathrm{naive}}(S=1)={\displaystyle \frac{3}{4}}.`$ (3.13)
However, experimentally, a ratio of pseudoscalar mesons to vector mesons is found that is close to 1:1 . One can model this in assuming that for $`S=1`$ only one of the three spin degrees of freedom is active leading to the factors
$`P_{\mathrm{spin}}(S=0)`$ $`=`$ $`{\displaystyle \frac{1}{4}},P_{\mathrm{spin}}(S=1)={\displaystyle \frac{1}{4}}.`$ (3.14)
$`P_{\mathrm{tunnel}}`$ gives the probability for the via string breaking generated quark-antiquark pair to carry the transverse momentum $`p_{}`$ with respect to the line of the string. The transverse momentum is generated by tunneling through a linear barrier of length $`l=p_{}/\kappa `$, see Fig. 3, with $`\kappa `$ being the string constant. The tunneling process can be best understood by considering the situation when the new quark antiquark pair has just been produced. Then the mother string has been split into two new ones. Each of them consists of a quark-antiquark pair sitting in a linear potential. The two linear potentials do not interfere with each other. The distance of the generated quark-antiquark pair is $`l`$. The energy of the quantum mechanically forbidden region where this quark-antiquark pair has tunneled through, has been invested in transverse momentum $`p_{}=l\kappa `$. To calculate the probability for such a kinematical configuration one has to calculate the overlap of the quark wave functions at the beginning and at the end of the tunneling process. The WKB method predicts for the wave function of one of the quarks in the linear potential:
$$\mathrm{\Psi }(x)=\mathrm{\Psi }(0)\mathrm{exp}\left[_0^x\sqrt{p_{}^2(\kappa x^{})^2}𝑑x^{}\right].$$
(3.15)
One gets the tunneling probability from the normalized square of the overlap of the two density distributions i.e. the square of the two wave functions:
$`P_{\mathrm{tunnel}}(p_{})\left|{\displaystyle \frac{\mathrm{\Psi }(l)}{\mathrm{\Psi }(0)}}\right|^4P_{\mathrm{tunnel}}(p_{})`$ $`=`$ $`{\displaystyle \frac{1}{\kappa }}\mathrm{exp}\left[\left({\displaystyle \frac{\pi p_{}^2}{\kappa }}\right)\right].`$ (3.16)
For the string constant one naively would assume a value $`\kappa _{\mathrm{string}}`$ $``$ $`1\mathrm{GeV}/\mathrm{fm}`$ $``$ $`0.2\mathrm{GeV}^2`$. Again, it turns out in experiment that a somewhat larger value is needed in order to describe the $`p_{}`$ of hadrons properly . We get a good result in the end for the time-like pion form factor of the pion using a value $`\kappa =0.35\mathrm{GeV}^2`$ which results in an average hadron transverse momentum of $`p_{}=0.472\mathrm{GeV}`$. This is a bit larger than the value $`p_{}=0.42\mathrm{GeV}`$ cited in . On the other hand, at the small invariant masses considered here, it is likely that soft effects which could lead to a $`p_{}`$ smearing are quite important.
$`P_{\mathrm{flavor}}(M_1,M_2)`$ is the probability to produce the correct flavor for the mesons $`M_1`$ and $`M_2`$. From long termed experience with the JETSET program, the following probabilities in the Lund model have been shown to be reasonable :
$$P_{\mathrm{flavor}}(d\overline{d})=P_{\mathrm{flavor}}(u\overline{u})=1/2.3,P_{\mathrm{flavor}}(s\overline{s})=0.3/2.3.$$
(3.17)
The generation of heavy quarks is negligible. For high-energy fragmentation an alternative model has been developed using $`P_{\mathrm{flavor}}(d\overline{d})`$ =$`P_{\mathrm{flavor}}(u\overline{u})`$ =$`P_{\mathrm{flavor}}(s\overline{s})`$ = 1. Using this assumption, the final results for the $`e^++e^{}e^++e^{}+A`$ cross sections (with $`A`$ being a two meson system) Fig. 21 become smaller about 15% for $`\rho \rho `$ and $`\pi \rho `$ production. In case of the production of pion pairs the changes are negligible. The same is true for the prediction of the time-like pion form factor Fig. 20. As the overall changes are small we will stick in this contribution to the parameters of the LUND model with the reservation that a precise determination of the strange suppression will be left to a future work on kaon production.
The central objects of the two-particle weights are the two-particle phase space weights $`g_2(s,m_1^2,m_2^2)`$. $`m_j`$ denotes the transverse mass, i.e., $`m_j^2=m_j^2+p_j^2`$. For a concise treatment one has to regard the general $`n`$-particle phase space weights $`g_n(s,m_1^2,\mathrm{},m_n^2)`$ first.
### B $`n`$-particle weights
The $`n`$-particle weights $`g_{q\overline{q}n}(s)`$ can be derived by means of the $`n`$-particle phase space weights $`g_n(s,m_1^2,\mathrm{},m_n^2)`$ which are given according to the Lund model :
$$g_n(s,m_1^2,\mathrm{},m_n^2)=\underset{j=1}{\overset{n}{}}N_jd^2𝐩_𝐣\delta (p_j^2m_j^2)\delta \left(\underset{j}{}p_j(\sqrt{s},0)\right)\mathrm{exp}(b𝒜).$$
(3.18)
$`𝒜`$ is the shaded area spanned by the particle momenta shown in Fig. 4. $`b`$ is one of the two parameters in the Lund model which have to be fitted to experimental data. The value used for the calculations is $`b=0.75\mathrm{GeV}^2`$ . $`m_j^2=m_j^2+p_j^2`$ is the transverse mass of the j-th particle. One should observe that the phase space weight is independent of the flavor $`q`$. We will see later how $`n`$-particle weights and $`n`$-particle phase space weights fit together. $`N_j`$ can be interpreted as a sort of coupling constant for the $`j`$th particle. It can be fixed by a simple iterative condition. The two-particle phase space weight gives a simple analytic expression : It is constructed from energy momentum conservation (see Fig. 5):
$$m_2^2=(1z)\left(s\frac{m_1^2}{z}\right),$$
(3.19)
which yields:
$`z_\pm `$ $`=`$ $`{\displaystyle \frac{s+m_1^2m_2^2\pm \sqrt{\lambda (s,m_1^2,m_2^2)}}{2s}}`$ (3.20)
$`\lambda (x,y,z)`$ $`=`$ $`x^2+y^2+z^22xy2xz2yz.`$ (3.21)
The area is then given by (see Fig. 5):
$$𝒜_\pm =m_2^2+\frac{m_1^2}{z_\pm }=m_2^2+sz_{}=\frac{1}{2}\left(s+m_1^2+m_2^2\sqrt{\lambda (s,m_1^2,m_2^2)}\right).$$
(3.22)
Furthermore, one has also:
$$d^2𝐩_\mathrm{𝟏}d^2𝐩_\mathrm{𝟐}\delta (p_1^2m_1^2)\delta (p_2^2m_2^2)\delta (p_1+p_2(\sqrt{s},0))=\frac{1}{\sqrt{\lambda (s,m_1^2,m_2^2)}},$$
(3.23)
which yields the analytic result for the two-particle phase space weight:
$`g_2(s,m_1^2,m_2^2)`$ $`=`$ $`N_1,N_2{\displaystyle \frac{2\mathrm{exp}\left[\frac{b}{2}(s+m_1^2+m_2^2)\right]}{b\sqrt{\lambda (s,m_1^2,m_2^2)}}}\mathrm{cosh}\left({\displaystyle \frac{b}{2}}\sqrt{\lambda (s,m_1^2,m_2^2)}\right).`$ (3.24)
We included a factor b in the denominator to get an dimensionless expression. The cosh corresponds to two possible solutions that obey energy momentum conservation when the two-dimensional string breaks into two parts. Then the other phase space weights can be obtained iteratively via :
$$g_n(s,m_1^2,\mathrm{},m_n^2)=N_n\frac{dz}{z}\mathrm{exp}\left(\frac{bm_n^2}{z}\right)g_{n1}[(1z)\left(s\frac{m_n^2}{z}\right),m_1^2,\mathrm{},m_{n1}^2].$$
(3.25)
This equation is also suitable to fix $`N_j`$. In the Lund model the $`N_j`$ are universal constants only dependent on $`m_j`$, but not on $`s`$ to ensure left right symmetry. The idea is that after summation over $`n`$ on both sides, the iterative equation has a solution in form of $`_ng_n(s,)s^a`$ for asymptotically large $`s`$, which yields then in this limit:
$`N_j=N(a,bm_j^2)`$ $`=`$ $`\underset{s\mathrm{}}{lim}\left\{1/{\displaystyle _{m_j^2/s}^1}{\displaystyle \frac{dz}{z}}(1z)^a\mathrm{exp}\left({\displaystyle \frac{bm_j^2}{z}}\right)\left(1{\displaystyle \frac{m_j^2}{sz}}\right)^a\right\}`$ (3.26)
$`=`$ $`1/{\displaystyle _0^1}{\displaystyle \frac{dz}{z}}(1z)^a\mathrm{exp}\left({\displaystyle \frac{bm_j^2}{z}}\right).`$ (3.27)
$`a`$ is the second parameter in the Lund model. The value, which we will use in our calculation, is $`a=0.5`$ .
### C The weights for n mesons
The procedure described in the previous two subsections can easily be generalized to describe the weight to produce $`n`$ mesons $`M_1,\mathrm{},M_n`$ from one mother string:
$`g_{q\overline{q}M_1,\mathrm{}M_n}(s)`$ $`=`$ $`\left[{\displaystyle \underset{j=1}{\overset{n1}{}}}{\displaystyle d^2𝐩_𝐣P_{\mathrm{tunnel}}(p_j)}\right]\left[{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle 𝑑m_iP_{\mathrm{mass},\mathrm{M}_\mathrm{i}}(m_i)P_{\mathrm{spin}}(M_i)}\right]`$ (3.28)
$`\times `$ $`g_n(s,m_1^2,\mathrm{},m_n^2)P_{\mathrm{flavor}}(M_1,\mathrm{},M_n).`$ (3.29)
One should then observe that:
$`m_1^2`$ $`=`$ $`m_1^2+p_1^2;`$ (3.30)
$`m_i^2`$ $`=`$ $`m_i^2+(p_{i1}p_i)^2,(1<i<n);`$ (3.31)
$`m_n^2`$ $`=`$ $`m_n^2+p_{n1}^2.`$ (3.32)
In practice, it will be easier to make use of the recurrence relation. Here the three-meson phase space weight is given by:
$$g_3(s,m_1^2,m_2^2,m_3^2)=N(a,bm_3^2)\frac{dz}{z}\mathrm{exp}\left(\frac{bm_3^2}{z}\right)g_2((1z)\left[s\frac{m_3^2}{z}\right],m_1^2,m_2^2).$$
(3.33)
What causes problems numerically, is the integration over the transverse momenta. The kinematic situation is the one of Fig. 6, i.e., that the particle in the middle receives transverse momentum from two string break points, whereas a particle at the end only from one. To simplify things we will take average values instead of a time consuming $`p_{}`$ integration. First, the average over the relative orientation of the transverse vectors yields:
$$(p_1p_2)^2p_1^2+p_2^2.$$
(3.34)
To simplify things further, we will also replace $`p_1^2p_1^2=\kappa /\pi `$ for one of the three particles. Taking into account that each of the three particles may sit in mid position in Fig. 6, we get:
$`g_{q\overline{q}M_1M_2M_3}(s,m_1^2,m_2^2,m_3^2)`$ (3.35)
$`=`$ $`{\displaystyle }{\displaystyle \frac{dz}{z}}[e^{\frac{b(m_3^2+2\kappa /\pi )}{z}}N(a,b(m_3^2+2\kappa /\pi ))g_{q\overline{q}M_1M_2}((1z)(s{\displaystyle \frac{m_3^2+2\kappa /\pi }{z}}),m_1^2,m_2^2)`$ (3.39)
$`+e^{\frac{b(m_3^2+\kappa /\pi )}{z}}N(a,b(m_3^2+\kappa /\pi ))g_{q\overline{q}M_1M_2}((1z)\left(s{\displaystyle \frac{m_3^2+\kappa /\pi }{z}}\right),m_1^2+\kappa /\pi ,m_2^2)`$
$`+e^{\frac{b(m_3^2+\kappa /\pi )}{z}}N(a,b(m_3^2+\kappa /\pi ))g_{q\overline{q}M_1M_2}((1z)(s{\displaystyle \frac{m_3^2+\kappa /\pi }{z}}),m_1^2,m_2^2+\kappa /\pi )]`$
$`\times P_{\mathrm{spin}}(M_3)P_{\mathrm{flavor}}.`$
Here, we have taken advantage of the fact that the functions $`g_n(s,m_1^2,\mathrm{},m_n^2)`$ are symmetric under permutation of the $`m_{i,}^2`$ up to a finite energy correction. We will check later to which extent this symmetry is fulfilled. Furthermore, we have to state that this approximation is only valid because we will restrict ourselves to $`u`$ and $`d`$-quarks. Strange quarks would lead to at least two kaons plus a third meson and this will not contribute in the range $`1\mathrm{GeV}^2<s<2\mathrm{GeV}^2`$. One has to take into account that one has to deal with transverse masses here, i.e. one has to add the average transverse momentum, which is roughly 1/3 GeV per contributing quark in our case. If one calculates the weight for KK$`\pi `$ production, for example, one will observe that its shape resembles essentially the one of the $`\pi \pi \eta ^{}`$ contribution in Fig. 14, which starts around $`s=2\mathrm{GeV}^2`$. Neglecting the KK$`\pi `$ and corresponding channels, the expression Eq. (3.39) is basically flavor independent, as u and d quarks are treated equal because of their small mass difference. Otherwise we would be in trouble because the initial quark-antiquark pair in the two-meson weight and the three-meson weight are not identical. Our three-meson weight contains then all three possible combinations of the three particles being formed along the line of a string breaking two times. One finds analogously for the four-meson weight:
$`g_{q\overline{q}M_1M_2M_3M_4}(s,m_1^2,m_2^2,m_3^2,m_4^2)`$ (3.40)
$`=`$ $`{\displaystyle }{\displaystyle \frac{dz}{z}}[2e^{\frac{b(m_4^2+2\kappa /\pi )}{z}}N(a,b(m_4^2+2\kappa /\pi ))g_{q\overline{q}M_1M_2M_3}((1z)(s{\displaystyle \frac{m_4^2+2\kappa /\pi }{z}}),m_1^2,m_2^2,m_3^2)`$ (3.45)
$`+{\displaystyle \frac{2}{3}}e^{\frac{b(m_4^2+\kappa /\pi )}{z}}N(a,b(m_4^2+\kappa /\pi ))g_{q\overline{q}M_1M_2M_3}((1z)\left(s{\displaystyle \frac{m_4^2+\kappa /\pi }{z}}\right),m_1^2+\kappa /\pi ,m_2^2,m_3^2)`$
$`+{\displaystyle \frac{2}{3}}e^{\frac{b(m_4^2+\kappa /\pi )}{z}}N(a,b(m_4^2+\kappa /\pi ))g_{q\overline{q}M_1M_2M_3}((1z)\left(s{\displaystyle \frac{m_4^2+\kappa /\pi }{z}}\right),m_1^2,m_2^2+\kappa /\pi ,m_3^2)`$
$`+{\displaystyle \frac{2}{3}}e^{\frac{b(m_4^2+\kappa /\pi )}{z}}N(a(b,m_4^2+\kappa /\pi ))g_{q\overline{q}M_1M_2M_3}((1z)(s{\displaystyle \frac{m_4^2+\kappa /\pi }{z}}),m_1^2,m_2^2,m_3^2+\kappa /\pi )]`$
$`\times P_{\mathrm{spin}}(M_4)P_{\mathrm{flavor}}.`$
The factors take into account that the fourth particle has two possibilities to sit at the head of the string and two possibilities to sit the midst, see Fig. 6.
## IV Numerical estimates
### A Two-meson weights
Fig. 7 shows the weight $`g_{u\overline{u}\pi ^+\pi ^{}}(s=1\mathrm{GeV}^2,p_{}^2)`$. The region in $`p_{}^2`$ is limited by the requirement that $`\lambda ^2(s,m_1^2,m_2^2)>0`$. One encounters from the phase-space an integrable singularity at:
$$p_{}^2=\frac{1}{4}\left[s2(m_1^2+m_2^2)+\frac{(m_1^2m_2^2)^2}{s}\right].$$
(4.46)
We have to calculate all possible two-meson weights. As we will restrict to a comparatively small region in s, i.e. $`1\mathrm{GeV}^2<s<2\mathrm{GeV}^2`$, we will only take into account the lightest pseudoscalar mesons and vector mesons. As we are only interested in $`\pi ^+\pi ^{}`$ production we have to regard for the principal quark-antiquark pair only the flavors $`u`$ and $`d`$. As heavy quarks are actually not generated in fragmentation we can exclude all mesons carrying charm, bottom and of course top quarks. In our formalism, an $`s\overline{s}`$ pair can only be generated through string breaking, and consequently, it cannot recombine to a $`\mathrm{\Phi }`$ meson, as the two strange quarks belong to different strings. Therefore, the generation of an $`s\overline{s}`$ pair in fragmentation leads exclusively to kaon pairs, while the $`d\overline{d}`$ and $`u\overline{u}`$ pairs only produce pions, rhos, etas, and omegas. $`\mathrm{\Phi }`$ mesons are neglected altogether because they consist to almost 100% of $`s\overline{s}`$ . According to recent analysis , the $`\eta `$ meson consists to 40% of $`s\overline{s}`$ and the $`\eta ^{}`$ meson to 60% of $`s\overline{s}`$. This means that we have to weight the $`\eta `$ production by a factor 3/5 and the $`\eta ^{}`$ production by a factor 2/5.
For neutral particles that are their own antiparticles we have to take into account that the final state must be in total $`C=+`$. This leads to the possible combinations in Tab. I. The masses and widths used for the computation are given in Tab. II. In fact, the Breit-Wigner distribution has to be taken into account only for the vector mesons.
Fig. 8 shows the contributions from the charged non strange sector, i.e. the combinations $`\pi ^\pm ,\rho ^\pm `$. In general, vector mesons have a larger mass than their pseudoscalar partners. Therefore, their weight starts later in $`s`$, where there is more competition with other channels. One sees later that this suppresses the contribution of the $`\rho `$.
Fig. 9 shows the two-meson weights for the neutral $`C=+`$ mesons. One observes that due to the strange content of the $`\eta `$ and $`\eta ^{}`$ mesons their weight is suppressed. The neutral $`C=`$ sector consists only of combinations of $`\rho ^0`$ and $`\omega `$ mesons. Their masses are close to each other, so the only effect visible comes from their different widths, see Fig. 10. In case of the mixed combinations (one vector meson and one pseudoscalar meson) we observe both effects: the suppression of the contribution from the $`\eta `$ and $`\eta ^{}`$ mesons on the one hand and the fact, that $`\rho ^0`$ and $`\omega `$ mesons basically can be only distinguished according to their widths, on the other hand (Fig. 11). The mixed combinations will not contribute in $`\gamma ^{}\gamma `$ scattering because of $`C`$-parity conservation, but they will contribute to other processes like $`e^+e^{}`$ annihilation. For the strange meson contribution (Fig. 12) one observes the suppression of the strangeness production versus the production of $`u\overline{u}`$ and $`d\overline{d}`$ pairs.
It is very interesting to investigate the dependence of our results on the parameters $`a`$ and $`b`$ in the Lund model. In Fig. 13 we show again the function $`g_{u\overline{u}\pi ^+\pi ^{}}(s)`$ with $`a`$ varying between $`0.4<a<0.6`$ and $`b`$ varying between $`0.65\mathrm{GeV}^2<b<0.85\mathrm{GeV}^2`$. The parameter $`a`$ accounts for most of the uncertainty. In general, the deviations are small. This means that the results are relatively insensitive to the choice of $`a`$ and $`b`$.
From the results obtained so far, we can compute the total two-meson or two-particle weight function. In case of a $`C=+`$ state it is given by:
$`g_{u\overline{u}2}^{(+)}(s)`$ $`=`$ $`g_{u\overline{u}\pi ^+\pi ^{}}(s)+g_{u\overline{u}\pi ^+\rho ^{}}(s)+g_{u\overline{u}\rho ^+\pi ^{}}(s)+g_{u\overline{u}\rho ^+\rho ^{}}(s)`$ (4.51)
$`+g_{u\overline{u}\pi ^0\pi ^0}(s)+g_{u\overline{u}\eta \eta }(s)+g_{u\overline{u}\eta ^{}\eta ^{}}(s)`$
$`+2g_{u\overline{u}\pi ^0\eta }(s)+2g_{u\overline{u}\pi ^0\eta ^{}}(s)+2g_{u\overline{u}\eta \eta ^{}}(s)`$
$`+g_{u\overline{u}\rho ^0\rho ^0}(s)+g_{u\overline{u}\omega \omega }(s)+2g_{u\overline{u}\rho ^0\omega }(s)`$
$`+g_{u\overline{u}K^+K^{}}(s)+g_{u\overline{u}K^+K^{}}(s)+g_{u\overline{u}K^+K^{}}(s)+g_{u\overline{u}K^+K^{}}(s);`$
and in case of a $`C=`$ state by:
$`g_{u\overline{u}2}^{()}(s)`$ $`=`$ $`g_{u\overline{u}\pi ^+\pi ^{}}(s)+g_{u\overline{u}\pi ^+\rho ^{}}(s)+g_{u\overline{u}\rho ^+\pi ^{}}(s)+g_{u\overline{u}\rho ^+\rho ^{}}(s)`$ (4.55)
$`+2g_{u\overline{u}\pi ^0\rho ^0}(s)+2g_{u\overline{u}\eta \rho ^0}(s)+2g_{u\overline{u}\eta ^{}\rho ^0}(s)`$
$`+2g_{u\overline{u}\pi ^0\omega }(s)+2g_{u\overline{u}\eta \omega }(s)+2g_{u\overline{u}\eta ^{}\omega }(s)`$
$`+g_{u\overline{u}K^+K^{}}(s)+g_{u\overline{u}K^+K^{}}(s)+g_{u\overline{u}K^+K^{}}(s)+g_{u\overline{u}K^+K^{}}(s).`$
In the case $`g_{d\overline{d}2}^{(\pm )}(s)`$ only the contribution of the charged kaons has to be replaced by neutral kaons.
### B Three-meson weights
For the three-meson weights we make use of the approximation Eq. (3.39). We will only take into consideration the lightest mesons. In case of neutral particles we get again limitations because of $`C`$-parity conservation, thus reducing the number of possible combinations to the following for a $`C=+`$ state:
| $`\pi ^+\pi ^{}\pi ^0,`$ | $`\pi ^0\pi ^0\pi ^0,`$ | |
| --- | --- | --- |
| $`\pi ^+\pi ^{}\eta ,`$ | $`\pi ^0\pi ^0\eta ,`$ | |
| $`\pi ^+\pi ^{}\eta ^{},`$ | $`\pi ^0\pi ^0\eta ^{},`$ | |
| $`\pi ^+\pi ^{}\rho ^0,`$ | $`\pi ^+\pi ^{}\omega ,`$ | |
| $`\pi ^+\pi ^0\rho ^{},`$ | $`\pi ^{}\pi ^0\rho ^+;`$ | |
and to
| $`\pi ^+\pi ^{}\rho ^0,`$ | $`\pi ^0\pi ^0\rho ^0,`$ | |
| --- | --- | --- |
| $`\pi ^+\pi ^{}\omega ,`$ | $`\pi ^0\pi ^0\omega ,`$ | |
| $`\pi ^+\pi ^{}\pi ^0,`$ | | |
| $`\pi ^+\pi ^{}\eta ,`$ | $`\pi ^+\pi ^{}\eta ^{},`$ | |
| $`\pi ^+\pi ^0\rho ^{},`$ | $`\pi ^{}\pi ^0\rho ^+`$ | |
for a $`C=`$ state. We put the heaviest particle always at position 3 in Eq. (3.39) because this is the position where the approximation $`p_{}^2p_{}^2=\kappa /\pi `$ takes place and the error should be proportional to $`p_{}^2/m^2`$. Fig. 14 shows the various three-meson contributions. A quite substantial contribution comes from the combinations $`\pi \pi \rho `$ and $`\pi \pi \omega `$.
It is important to make a check of the reliability of the approximation. In Eq. (3.39) the meson in the position 3 is treated different from the mesons at position 2 and 1. We will have a brief look what consequences this asymmetry has. In Fig. 15 we show for the combination $`\pi ^0\pi ^0\eta `$ the two possibilities: One time the $`\eta `$ holds position three as in the calculation and one time it is on position 2 or 1, respectively. One observes that the absolute magnitude does not change much, but that when $`\eta `$ sits on position 2 or 1 the weight starts later in $`s`$. From the calculated three-meson weights we can compute the three-particle weight, which is in case of a $`C=+`$ state:
$`g_{u\overline{u}3}^{(+)}(s)`$ $`=`$ $`g_{u\overline{u}\pi ^+\pi ^{}\pi ^0}(s)+g_{u\overline{u}\pi ^0\pi ^0\pi ^0}(s)`$ (4.59)
$`+g_{u\overline{u}\pi ^+\pi ^{}\eta }(s)+g_{u\overline{u}\pi ^0\pi ^0\eta }(s)`$
$`+g_{u\overline{u}\pi ^+\pi ^{}\eta ^{}}(s)+g_{u\overline{u}\pi ^0\pi ^0\eta ^{}}(s)`$
$`+g_{u\overline{u}\pi ^{}\pi ^0\rho ^+}(s)+g_{u\overline{u}\pi ^+\pi ^0\rho ^{}}(s)+g_{u\overline{u}\pi ^+\pi ^{}\rho ^0}(s)+g_{u\overline{u}\pi ^+\pi ^{}\omega }(s).`$
The corresponding expression for the $`C=`$ state is trivial.
### C Four-meson weights
For the four-meson contribution we take into account only pions because they are the lightest particles. Then the following combinations contribute:
$$\pi ^+\pi ^{}\pi ^+\pi ^{},\pi ^+\pi ^{}\pi ^0\pi ^0,\pi ^0\pi ^0\pi ^0\pi ^0.$$
(4.60)
Because of the small mass difference the weights of the three combinations are practically indistinguishable, so it is sufficient to calculate one of them. Again, we make use of the recurrence relation Eq. (3.45). Fig. 16 shows the weight for the case $`\pi ^0\pi ^0\pi ^0\pi ^0`$, but it is indistinguishable from any other possible combination with charged pions. It is seen that the four-meson weight numerically only becomes relevant for $`s>2\mathrm{GeV}^2`$. Therefore, no four-meson weights or even higher weights are taken into account in our calculation.
### D The total weight function and the $`q\overline{q}\pi ^+\pi ^{}`$ fragmentation function
Now we can compute the total weight function relevant in the region $`s<2\mathrm{GeV}^2`$ or with some reservations also to $`s<2.5\mathrm{GeV}^2`$. Fig. 17 shows the total weight $`g_{u\overline{u}}(s)`$ $``$ $`g_{u\overline{u}2}^{(+)}(s)`$ \+ $`g_{u\overline{u}3}^{(+)}(s)`$ for the $`\gamma ^{}\gamma `$ reaction. The weight $`g_{d\overline{d}}(s)`$ cannot be distinguished from $`g_{u\overline{u}}(s)`$ as the mass difference between charged and neutral kaons is negligible. One observes that in the region $`1\mathrm{GeV}^2<s<2.5\mathrm{GeV}^2`$ the correction of the three-meson weights is substantial. The same observations hold also for the total $`C=`$ weight, which is not displayed here.
Fig. 18 shows the $`\gamma ^{}\gamma `$ fragmentation probabilities $`P_{q\overline{q}\pi \pi }(s)`$, $`P_{q\overline{q}\pi \rho }(s)`$, and $`P_{q\overline{q}\rho \rho }(s)`$, where $`q`$ can be an $`u`$ or a $`d`$ quark. One observes an effective suppression for the production of $`\rho `$ mesons. The reason lies in the fact that the $`\rho `$ resonance appears later in $`s`$, where there is more competition with other channels. One should bear in mind that the primary production ratio between pseudoscalar and vector mesons in the model is 1:1.
### E Comparison to the time-like pion form factor
It is interesting to confront our mechanism with data one knows from the time-like pion form factor $`F_\pi (s)`$. In the region $`1\mathrm{GeV}^2<s<4\mathrm{GeV}^2`$ one has data from Novosibirsk and the DM2 Collaboration . Here the pion form factor is measured in the $`e^+e^{}`$ annihilation process where the cross section is given let alone from mass corrections by (see ):
$$\sigma (e^+e^{}\pi ^+\pi ^{})(s)=\frac{\pi \alpha _{\mathrm{em}}^2}{3s}|F_\pi (s)|^2.$$
(4.61)
In our approach, this should be the same as the cross section for the annihilation reaction $`e^+e^{}q\overline{q}`$ times the subsequent fragmentation probability into the $`\pi ^+\pi ^{}`$ pair (see Fig. 19):
$$\sigma (e^+e^{}\pi ^+\pi ^{})(s)=\underset{q}{}\sigma (e^+e^{}q\overline{q})(s)P_{q\overline{q}\pi ^+\pi ^{}}^{()}(s)=\underset{q}{}\frac{4\pi \alpha _{\mathrm{em}}^2}{s}e_q^2\frac{g_{q\overline{q}\pi ^+\pi ^{}}(s)}{g_{q\overline{q}}^{()}(s)}.$$
(4.62)
In contrast to the production of two pions from $`\gamma ^{}\gamma `$, the final state in $`e^+e^{}`$ annihilation must have the quantum number $`C=`$. This means that we have to take a total weight function $`g_{q\overline{q}}^{()}(s)`$ which includes all relevant $`C=`$ states. Our model will be a good description for the decay of resonances with masses larger than 1 GeV, where the resonance can be interpreted as a string. In order to compare with data we have to include the fact that because of the final state being of $`C=`$ a considerable contribution comes from the decay of one $`\rho (770)`$ meson (neglecting the G parity violating transitions $`\omega ,\mathrm{\Phi }\pi \pi `$). We can take into consideration this contribution via the Vector Meson Dominance model (VMD) :
$$|F_\pi (s)|_{\mathrm{VMD}}^2=\frac{g_{\rho \gamma }^2g_{\rho \pi \pi }^2}{(sm_\rho ^2)^2+\frac{m_\rho ^6\mathrm{\Gamma }_\rho ^2}{s^2}\left(\frac{s4m_\pi ^2}{m_\rho ^24m_\pi ^2}\right)^3}.$$
(4.63)
We take the value $`g_{\rho \gamma }g_{\rho \pi \pi }=0.705`$ . In Fig. 20 it is shown that adding the string fragmentation contribution to the VMD contribution yields a qualitatively good semi-classical description of the time like pion form factor. Of course the incoherent ansatz cannot model the interference structure of the resonances, but it gives a good description on the average, exactly what this semi-classical picture should be.
### F The process $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ at LEP2
Finally, we calculate the $`\gamma ^{}\gamma \pi ^+\pi ^{}`$ cross section. As a small digression we want to show how to reconstruct $`p_{}`$ from Lorentz-invariant and experimentally accessible quantities. Defining the variables $`t=(pq)^2`$, $`t^{}=(pk)^2`$, and $`k=xq_0+q`$ we get the relation:
$`t^{}`$ $`=`$ $`m_\pi ^22pk`$ (4.64)
$`=`$ $`m_\pi ^22({\displaystyle \frac{1}{2}}\sqrt{s},\stackrel{}{p}_{},\sqrt{{\displaystyle \frac{1}{4}}{\displaystyle \frac{m_\pi ^2}{s}}}\sqrt{s})({\displaystyle \frac{1}{2}}\sqrt{s},\stackrel{}{0},{\displaystyle \frac{1}{2}}\sqrt{s})`$ (4.65)
$`=`$ $`(szm_\pi ^2)=(1x)t+xm_\pi ^2.`$ (4.66)
Then for the total cross section one can in principle rewrite the $`p_{}`$ dependence as follows:
$`{\displaystyle \frac{d\sigma (eeee\pi ^+\pi ^{})}{dy_0dsdQ_0^2dQ^2d^2𝐩_{}}}`$ $`=`$ $`{\displaystyle \underset{q}{}}e_q^2{\displaystyle \frac{2\pi \alpha _{\mathrm{em}}^2}{Q^6}}{\displaystyle \frac{(1+(1y)^2)}{\left(1+s/Q^2\right)^2}}f_q^\gamma (x,Q^2,Q_0^2)f_{\gamma /e}^T(y_0,Q_0^2)P_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2)`$ (4.67)
$`{\displaystyle \frac{d\sigma (eeee\pi ^+\pi ^{})}{dy_0dsdQ_0^2dQ^2dt}}`$ $`=`$ $`{\displaystyle \underset{q}{}}e_q^2{\displaystyle \frac{2\pi \alpha _{\mathrm{em}}^2}{Q^6}}(1+(1y)^2)f_q^\gamma (x,Q^2,Q_0^2)f_{\gamma /e}^T(y_0,Q_0^2)`$ (4.70)
$`\times \pi {\displaystyle \frac{s/Q^2}{(1+s/Q^2)^3}}\sqrt{14{\displaystyle \frac{m_\pi ^2}{s}}}P_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2),p_{}^2=sz(1z)m_\pi ^2.`$
So, $`p_{}^2`$ can be reconstructed from $`t`$,$`s`$, and $`Q^2`$. Unfortunately, the luminosity that we will consider here is not sufficient to trace the $`p_{}`$ dependence of the cross section. But we can instead have a look at the $`s`$ dependence of the total $`p_{}`$-integrated cross section. For the numerical integration we use the standard LEP-2 parameters with a luminosity $`=500\mathrm{pb}^1`$ and the $`e^+e^{}`$ center of mass energy $`\sqrt{S}=175\mathrm{GeV}`$. For $`Q^2`$ the allowed and measurable range is $`5\mathrm{GeV}^2<Q^2<500\mathrm{GeV}^2`$. For the lower boundary of $`Q^2`$ we have to choose a rather low value in order to get a considerable rate, although higher-twist contributions may be quite important here. For the other cuts we choose:
$`0.01`$ $`<y_0<`$ $`0.99`$ (4.71)
$`1\mathrm{GeV}^2`$ $`<s<`$ $`2.5\mathrm{GeV}^2.`$ (4.72)
We approximate the total cross section with the $`Q_0^2`$ integrated Weizsäcker-Williams spectrum :
$`f_{\gamma /e}^T(y,Q_{\mathrm{WW}}^2)`$ $`=`$ $`{\displaystyle \frac{\alpha _{\mathrm{em}}}{2\pi }}\left[{\displaystyle \frac{(1+(1y)^2)}{y}}\mathrm{ln}{\displaystyle \frac{Q_{\mathrm{WW}}^2(1y)}{m_e^2y^2}}+2m_e^2y\left({\displaystyle \frac{1}{Q_{\mathrm{WW}}^2}}{\displaystyle \frac{1y}{m_e^2y^2}}\right)\right].`$ (4.73)
We choose for the Weizsäcker-Williams scale $`Q_{\mathrm{WW}}^2=(m_1+m_2)^2`$, where $`m_1`$ and $`m_2`$ are the masses of the two mesons produced , hereby assuming that the maximum virtuality of the quasi real photon is smaller than 0.09 GeV<sup>2</sup>. For the electromagnetic coupling constant we choose a constant value $`\alpha _{\mathrm{em}}=1/137`$. Then, we get the approximated (and $`p_{}`$-integrated) formula:
$`{\displaystyle \frac{d\sigma (eeee\pi ^+\pi ^{})}{dy_0dsdQ^2}}`$ $``$ $`{\displaystyle \underset{q}{}}e_q^2{\displaystyle \frac{2\pi \alpha _{\mathrm{em}}^2}{Q^6}}{\displaystyle \frac{(1+(1y)^2)}{\left(1+s/Q^2\right)^2}}f_q^\gamma (x,Q^2,0\mathrm{GeV}^2)f_{\gamma /e}^T(y_0,Q_{\mathrm{WW}}^2)P_{q\overline{q}\pi ^+\pi ^{}}(s),`$ (4.74)
using again
$$P_{q\overline{q}\pi ^+\pi ^{}}(s)=d^2𝐩_{}P_{q\overline{q}\pi ^+\pi ^{}}(s,p_{}^2).$$
(4.75)
For the photon structure function we choose the set SAS2 ($`\overline{\mathrm{MS}}`$ scheme). Fig. 21 shows the cross section for the LEP2 parameters above. In the given kinematical range the contribution of $`\pi ^+\rho ^{}`$ dominates over the $`\pi ^+\pi ^{}`$ one.
Experimentally, exclusive $`\gamma ^{}\gamma `$ scattering is a subprocess of the more general exclusive $`e\gamma `$ scattering, see Fig. 22: Taking the process $`e\gamma e\pi ^+\pi ^{}`$ for example, the measurable cross section consists of a contribution from $`\gamma ^{}\gamma `$ scattering (Fig. 22(a)), and a background process of bremsstrahlung (Fig. 22(b)). The cross sections for both reactions have been estimated in . We can use their model predictions and calculations for the cross section $`d\sigma _{e\gamma e\pi ^+\pi ^{}}/(dsdQ^2)`$ to compare with our results of the Lund model, see Fig. 23. Here we have plotted the Lund model prediction for $`\gamma ^{}\gamma `$ scattering versus the result for $`\gamma ^{}\gamma `$ scattering and the bremsstrahlung background from for three different values of $`Q^2`$, choosing for the invariant mass of the photon-electron system $`\sqrt{S_{e\gamma }}=60\mathrm{GeV}`$. It turns out that at the matching point $`s`$ = 1 GeV<sup>2</sup> the Lund model prediction is a factor 3.5 larger than the model prediction in . The discrepancy increases to a factor of nearly 5 if one goes down to $`s`$ = 0.8 GeV<sup>2</sup>, but at that value of $`s`$ it is doubtful whether the Lund model is reliable any longer. Considering that the model assumptions made in our case are still crude and that in they estimate their model to be correct roughly by a factor of 2, the discrepancy is tolerable, and the model predictions shown here will be improved as soon as data are available. One can conclude, that the bremsstrahlung contribution is also negligible for $`Q^2<100\mathrm{GeV}^2`$ and $`s>1\mathrm{GeV}^2`$. The interference contribution between $`\gamma ^{}\gamma `$ scattering and bremsstrahlung vanishes if one integrates over the azimuthal angle between the planes defined by the in and outgoing lepton on the one hand and the two produced pions on the other hand, which we have done here.
## V Summary and conclusions
In this contribution we described the production of two-meson states at intermediate momentum transfers in a semi-classical picture using elements of the Lund model. In contrast to the well known application of this model to high energy physics we counted all states explicitly and took spin and $`C`$-parity into consideration. The model gives a fairly good description at intermediate momentum transfers above 1 GeV<sup>2</sup> when the decay of meson resonances can be identified with the breaking of a string. This can be seen from the fact that we get a consistent description for the time-like pion form factor averaging over all interference effects. The procedure has the potential to be the basis of a Monte Carlo program for intermediate energies. As an application we have used this picture to predict the cross section $`\gamma ^{}\gamma \pi ^+\pi ^{}`$, which is interesting because it is sensitive to the two-particle distribution amplitude and offers the possibility to observe the decay of a single string and the formation of hadrons from quarks. The cross section should be sizable at LEP2.
Acknowledgment: The author acknowledges stimulating discussion with B. Andersson, J. Bijnens, G. Gustafson, L. Lönnblad and T. Sjöstrand, and especially with M. Diehl, who also sent the program for the comparison of his model with the calculations performed in the Lund model.
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# Singular continuous spectra in a pseudo-integrable billiard
## Abstract
The pseudo-integrable barrier billiard invented by Hannay and McCraw \[J. Phys. A 23, 887 (1990)\] – rectangular billiard with line-segment barrier placed on a symmetry axis – is generalized. It is proven that the flow on invariant surfaces of genus two exhibits a singular continuous spectral component.
PACS number: 05.45.-a
Billiards have attracted much attention in the recent decades as simple dynamical systems in classical and quantum mechanics. The free motion of a particle in a domain within a hard elastic boundary shows a large spectrum of behaviour depending on the shape of the boundary, ranging from complete regularity to various degrees of chaoticity.
Polygonal billiards are neither chaotic – the Kolmogorov-Sinai entropy is zero – nor integrable in the sense of Liouville-Arnol’d \[Arnold78\] (apart from the rectangles, the equilateral triangles, the $`\pi /2,\pi /4,\pi /4`$-triangles and the $`\pi /2,\pi /3,\pi /6`$-triangles). The motion inside a typical polygon is conjectured to be ergodic on the three-dimensional constant-energy surfaces in phase space, while the motion inside a rational polygon (all angles are rationally related to $`\pi `$) is restricted to two-dimensional invariant surfaces, like in integrable systems, but the genus of the surfaces is larger than 1. Rational polygonal billiards are therefore characterized as pseudo-integrable \[RichensBerry81\]. It is rigorously proven that the flow on these surfaces is ergodic and not mixing \[Gutkin96\]. Ergodicity means that a particle with a typical initial momentum explores the entire invariant surface (which is the billiard table in the configuration space projection). Since the mixing property is excluded, a small cluster of particles with identical initial momenta cannot spread out uniformly in time on the invariant surface. But a nonuniform spreading which allows occasional reclustering with decreasing frequency – weak mixing in mathematical terms (see e.g. \[AA68\]) – is possible. In fact, weak mixing is believed to be generic, but this is only shown for polygons all of whose sides are horizontal or vertical. Numerical evidence for weak mixing has been reported for the “square-ring billiard” \[AGR99\]; see also related numerical studies on rational \[Artuso97\] and irrational triangles \[ACG97, CP99\].
Weak mixing (in the absence of the stronger mixing property) implies interesting spectral properties \[CFS82\]. More precisely, the Fourier transform of a typical function on the phase space with respect to time has a fractal-like structure in the frequency domain. Such a spectrum is characterized as singular continuous, in contrast to discrete spectra of integrable systems (nonmixing, quasiperiodic motion) and absolutely continuous spectra of chaotic systems (mixing motion). Singular continuous spectra are well known in other fields of physics to appear at the border between integrability and chaos, e.g. strange nonchaotic attractors (see, e.g., \[PikovskyFeudel94b, FPP96\]), the (kicked) Harper model \[AC94\] and models for nonperiodic atomic structures (see \[GL90\] and references therein).
The spectral properties of a phase space function are related to its autocorrelation function (AF). For discrete spectra this function is (quasi-) periodic. In the periodic case the (normalized) AF returns exactly to 1, while in the quasiperiodic case it comes arbitrarily close to 1. An exponentially decreasing AF (for increasing time) indicates an absolutely continuous spectrum. An AF corresponding to a singular continuous spectrum does not usually decay to zero, but also does not return to 1.
A nongeneric subclass of pseudo-integrable systems is given by almost-integrable billiards \[Gutkin86\]. A member of this class is, roughly speaking, composed of several copies of a single completely integrable billiard, e.g. the $`\pi /3,2\pi /3`$-rhombus \[EFV84\] consists of two identical equilateral triangles. Motion on invariant surfaces of almost-integrable billiards is not weakly mixing \[Gutkin86\]. The aim of this letter is to establish that the spectra of these systems nevertheless can have a singular continuous component (together with a discrete component). We prove this for a simple model, a generalized version of the “barrier billiard” \[HM90\]. It is the first time that the existence of singular spectra in a given billiard is rigorously shown. This is achieved by decomposing the dynamics into a continuous and a discrete part: the quasiperiodical motion in the integrable subbilliard and the transitions between different copies. The latter type of motion, responsible for the singular continuous component, is discussed with the help of the AF.
We consider a point particle with unit mass elastically bouncing inside a polygonal enclosure consisting of a vertical line of length $`1\beta (0,1)`$ symmetrically placed in a rectangle with width $`L(0,\mathrm{})`$ and normalized height 1, see Fig. 1(a). The special case $`\beta =1/2`$ corresponds to the usual barrier billiard \[HM90\]. The trivial energy dependence of the system is ignored by setting the energy to 1/2, or equally the magnitude of the momentum $`(p_x,p_y)`$ to 1. Given an initial momentum only a finite number of directions is realized during the time evolution, due to the fact that all angles in the polygon are rational multiples of $`\pi `$. In other words, the motion in phase space takes place on two-dimensional invariant surfaces. Using the general formula for the genus of such surfaces \[RichensBerry81\] gives 2, i.e. the surfaces have the topology of two-handled spheres and not that of tori (single-handled spheres).
Our model satisfies the definition of almost-integrability given by Gutkin \[Gutkin86\] for all values of $`L`$ and $`\beta `$. It is composed of two copies of an integrable rectangular billiard, which can be obtained by symmetry reduction, see Fig. 1(b). The dynamics can be split into two parts. First, the quasiperiodical dynamics $`(|x(t)|,y(t))`$ on the invariant tori of the symmetry reduced system. Second, the dynamics of the sign of $`x`$, $`s(t)=\pm 1`$.
The quasiperiodical component is most elegantly described in action-angle variables. The actions $`I_x=|p_x|L/2\pi `$ and $`I_y=|p_y|/\pi `$ label the invariant tori while the angles (divided by $`2\pi `$ and computed modulo 1) describe the flow on a given torus
$`\varphi _x(t)`$ $`=`$ $`{\displaystyle \frac{\omega _x}{2\pi }}t+\varphi _{x,o}(\text{mod}\mathrm{\hspace{0.33em}1})`$ (1)
$`\varphi _y(t)`$ $`=`$ $`{\displaystyle \frac{\omega _y}{2\pi }}t+\varphi _{y,o}(\text{mod}\mathrm{\hspace{0.33em}1}),`$ (2)
with the frequencies $`\omega _x=4\pi ^2I_x/L^2`$ and $`\omega _y=\pi ^2I_y`$. The flow on the torus is ergodic if and only if the winding number $`\rho =\omega _y/\omega _x=I_yL^2/(4I_x)`$ is irrational. The motion in configuration space is explicitly given by
$`|x(t)|`$ $`=`$ $`{\displaystyle \frac{L}{2}}f(\varphi _x(t))`$ (3)
$`y(t)`$ $`=`$ $`f(\varphi _y(t)+{\displaystyle \frac{1\beta }{2}}(\text{mod}\mathrm{\hspace{0.33em}1}))`$ (4)
with the piece-wise linear function
$`f(u)=\{\begin{array}{cc}2u& \text{if}0u<1/2\hfill \\ 2(1u)& \text{otherwise.}\hfill \end{array}`$
The shift in the argument of the function $`f`$ in Eq. (4) will be convenient later.
Now we consider the non-quasi-periodical part of the dynamics. Clearly, the value of $`s(t)`$ changes when the trajectory impinges on the segment {$`x=0`$ and $`1\beta <y`$} (or {$`\varphi _x=0`$ and $`0<\varphi _y<\beta `$}). We therefore introduce the Poincaré section $`\varphi _x(nT)=0`$ with $`T=2\pi /\omega _x`$ and the integer $`n`$. We obtain
$`\varphi _{y,n+1}`$ $`=`$ $`\varphi _{y,n}+\rho (\text{mod}\mathrm{\hspace{0.33em}1})`$ (5)
$`s_{n+1}`$ $`=`$ $`s_n\mathrm{\Phi }(\varphi _{y,n})`$ (6)
with
$`\mathrm{\Phi }(\varphi )=\{\begin{array}{cc}1& \text{if}0<\varphi <\beta \hfill \\ 1& \text{otherwise.}\hfill \end{array}`$
Note that diffractive orbits, i.e. orbits which hit the edge of the barrier, can be neglected since they have measure zero in phase space. The two-dimensional mapping (5)-(6) has the solution
$$s_n=s_0\mathrm{\Pi }_{j=0}^n\mathrm{\Phi }(\varphi _{y,0}+j\rho (\text{mod}\mathrm{\hspace{0.33em}1})).$$
(7)
This equation together with Eq. (1)-(4) and $`n`$ given by the integer part of $`t/T`$ solve the billiard problem. But the solution is only formal, because in order to compute (7) one has to iterate (5)-(6). A similar, but more complicated, solution of the rhombus billiard was reported in \[EFV84\]. But its formality was not recognized since the authors focussed only on the equation corresponding to (5), while the equation corresponding to (6) was hidden in the notation.
Having defined the dynamical system, we now discuss the spectral properties of a typical smooth phase space function $`F(x,p_x,y,p_y)`$ (nontypical functions $`F(x^2,p_x^2,y,p_y)`$ obviously have discrete spectra). We investigate firstly the function $`F(t)=x(t)`$ (the argumentation for $`p_x(t)`$ is identical). We will see that $`x(t)`$ has a singular continuous spectrum, which implies that a typical function has a mixture of discrete and singular continuous spectrum. With $`x(t)=s(t)|x(t)|`$ it is clear that the Fourier transform of $`x(t)`$,
$$X(\omega )=_{\mathrm{}}^{\mathrm{}}x(t)e^{i\omega t}𝑑t,$$
(8)
can be written as convolution of the Fourier transforms of $`|x(t)|`$ and $`s(t)`$, $`\overline{X}(\omega )`$ and $`S(\omega )`$
$$X(\omega )=_{\mathrm{}}^{\mathrm{}}\overline{X}(\omega ^{})S(\omega \omega ^{})𝑑\omega ^{}.$$
(9)
Since $`|x(t)|`$ is periodic with period $`T`$ we have
$`\overline{X}(\omega ^{})={\displaystyle \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}}A_m\delta (\omega ^{}m\omega _x).`$
Substituting into Eq. (9) gives
$$X(\omega )=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}A_mS(\omega m\omega _x).$$
(10)
Since $`s(t)`$ changes in discrete steps it is suitable to consider the discrete-time Fourier transform of the sequence $`[s_n]`$
$`\mathrm{\Sigma }(\omega )={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}s_ne^{i\omega n}`$
which is related to the continuous-time Fourier transform via
$$S(\omega )=\frac{1}{i\omega }(1e^{i\omega T})\mathrm{\Sigma }(\omega T).$$
(11)
Note that the prefactor goes to the constant $`T`$ as $`\omega 0`$. We can now take advantage of the fact that the mapping (5)-(6) is well studied. It is proven (see \[Riley78\] and references therein) that if $`\rho `$ is irrational then $`\mathrm{\Sigma }(\omega )`$ is singular continuous for almost all $`\beta `$ (the spectrum is discrete, e.g., if $`\beta =n\rho (\text{mod}\mathrm{\hspace{0.33em}1})`$). Since this holds trivially also for any nonconstant function of $`s(t)`$ we conclude that the $`s`$-motion is weakly mixing \[CFS82\]. The fact that almost all trajectories in our billiard have irrational winding number $`\rho `$, independent of the values of the parameters $`L`$ and $`\beta `$, ensures that typical trajectories give rise to singular spectra $`\mathrm{\Sigma }(\omega )`$. Together with Eq. (10) and (11) this implies that $`X(\omega )`$ is typically singular continuous. Nevertheless, there exist nonconstant functions of $`x(t)`$, e.g. $`x^2(t)`$, which do not have a singular continuous spectrum, so the $`x`$-motion cannot be weakly mixing. This result indicates that a purely numerical detection of weak mixing by investigating the spectral properties of just a single phase space variable may lead to wrong conclusions.
Figure 2 shows an example of $`|X(\omega )|^2`$ close to the frequency $`\omega _x`$ (so essentially $`|S(\omega \omega _x)|^2`$ is shown) for the case $`\beta =1/2`$ and $`\rho `$ equal the reciprocal of the golden mean, $`\rho _{\text{gm}}=(\sqrt{5}1)/2`$. The integration (8) has been performed with a fading factor $`\mathrm{exp}(2t/t_{\text{max}})`$ and truncated at $`t_{\text{max}}=10000`$. The enlargement in Fig. 2 reveals some selfsimilarity of $`S(\omega )`$ for this set of parameters. The minor lack of symmetry is due to the prefactor in Eq. (11); $`\mathrm{\Sigma }(\omega )`$ is perfectly selfsimilar as shown by Feudel et al. \[FPP96\] by using a renormalization group approach (compare the magnification in Fig. 2 with Fig. 3 in \[FPP96\]). Feudel et al. have also calculated the generalized dimensions: (i) the Hausdorff dimension $`D_0=1`$, i.e. the spectrum is continuous. (ii) The information dimension $`D_10.75`$, i.e. the spectrum is singular. (iii) The correlation dimension $`D_20.65`$, which is the exponent of the power-law decay $`t^{D_2}`$ of the integrated AF \[KPG92\].
Before discussing the integrated AF, let us first consider the (normalized) AF ($`x(t)`$ has zero mean value)
$$R_x(\tau )=\frac{x(t+\tau )x(t)}{x^2(t)}$$
(12)
where the average $`\mathrm{}`$ is taken over $`t`$. We restrict ourself to the times $`\tau =nT`$. By using the periodicity of $`|x(t)|`$ it is an easy matter to show that $`R_x(nT)`$ is equal to $`R_s(n)`$, the AF of the process $`s_n`$ (where the average is over the discrete time $`n`$). This means we discuss here the correlations of the transitions between the two copies of the integrable subbilliard. For the special case $`\beta =1/2`$, $`R_s(n)`$ as function of $`n`$ is studied in \[PikovskyFeudel94b\] for different $`\rho `$. It is shown that $`R_s(n)`$ vanishes for odd $`n`$. For large even $`n`$ it is mostly close to zero but has large peaks at positions which roughly grow exponentially. For example, if $`\rho =\rho _{\text{gm}}`$ then peaks with amplitude $`0.55`$ are located at all even Fibonacci numbers surrounded by smaller peaks in a selfsimilar manner.
We have determined the integrated AF
$$R_{s,\text{int}}(n)=\frac{1}{n}\underset{j=0}{\overset{n}{}}|R_s(j)|^2$$
(13)
up to $`n_{\text{max}}=10000`$. Its asymptotic behaviour is found to be in agreement with the expected power-law decay, which allows us to compute $`D_2`$ numerically. For fixed $`\rho =\rho _{\text{gm}}`$, $`D_2`$ as function of $`\beta `$ (using 1000 randomly distributed $`\beta `$-values) has mean value $`0.458`$ and shows very strong fluctuations, ranging from large decay rates $`D_2=0.68`$ to zero decay. These fluctuations are by no means surprising, since there are dense sets of $`\beta `$-values (e.g. $`\beta =n\rho (\text{mod}\mathrm{\hspace{0.33em}1})`$) for which $`D_2`$ vanishes. We have also calculated $`D_2`$ for fixed $`\beta =1/2`$ as a function of $`\rho `$ (using 1000 $`\rho `$-values). Here, $`D_2`$ is more or less uniformly distributed between zero and $`0.94`$ around a mean value of $`0.469`$. Due to the sensitive dependence of $`D_2`$ on the winding number, it seems useful to perform an average of the AF over all invariant surfaces (i.e. over all $`\rho `$) in order to characterize the correlation properties of the transitions between the two copies of the subbilliard as a whole. But this kind of averaging does not yield a reasonable correlation function since for an integrable system such a function would indicate correlation decay \[CV81\].
The fact that the integrated AF (13) decays to zero but $`R_s`$ does not confirms the weak-mixing property of the $`s`$-motion. Because of $`R_x(nT)=R_s(n)`$ one could naively draw the wrong conclusion that the $`x`$-motion is also weakly mixing. This confusion can be resolved if one clearly distinguishes between continuous-time and discrete-time approaches. Trivially, $`R_x`$ does not decay for large continuous times $`\tau `$ if it does not decay for large discrete times $`n`$. But we expect that the integrated (now really an integration not a summation) AF of $`x(t)`$ does not decay, in contrast to the integrated AF of the process $`s_n`$ (the integrated AF of a general function $`F(x,y,p_x,p_y)`$ obviously shows zero decay rates, since $`y(t)`$ is periodic). This agrees with results of the study on an almost-integrable version of the “square-ring billiard” \[AGR99\]. It is worth emphasising that the discrete-time approach, which is always used in numerical studies where integrations are replaced by summations (for billiards the discrete-time approach is often used explicitly), can wrongly indicate weak mixing, even though this is quite unlikely.
In terms of the billiard motion we have the following scenario. The motion is not mixing and even not weakly mixing; that means, a small cluster of particles with the same initial momenta will not spread out on the entire billiard table. But the motion is “partly weak mixing” in the sense that after some transient time (when the AF is close to zero) there are two clusters, one in the left and one in the right part, each of them consisting of approximately half of the particles. At “resonant” times (corresponding to the peaks of the AF) one of the two clusters contains more particles than the other one. But these reclusterings become more and more rare with increasing time.
To summarize, we have proven that the motion in the pseudo-integrable barrier billiard exhibits a discrete and a singular continuous spectral component. We expect that this is true for all almost-integrable billiards.
I would like to thank R. Artuso for useful comments and M. Sieber and J. Nöckel for discussions.
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# Untitled Document
Measurement of a Quantum System Coupled to
Independent Heat-Bath and Pointer Modes
Dima Mozyrsky and Vladimir Privman
Department of Physics, Clarkson University
Potsdam, New York 13699–5820, USA
Electronic mail: privman@clarkson.edu
To be published in Modern Physics Letters B (2000).
Abstract
We present an exact derivation of a process in which a microscopic measured system interacts with heat-bath and pointer modes of a measuring device, via a coupling involving a general Hermitian operator $`\mathrm{\Lambda }`$ of the system. In the limit of strong interaction with these modes, over a small time interval, we derive the exact effective many-body density matrix of the measured system plus pointer. We then discuss the interpretation of the dynamics considered as the first stage in the process of quantum measurement, eventually involving the wave-function collapse due to interactions with “the rest of the universe.” We establish that the effective density matrix represents the required framework for the measured system and the pointer part of the measuring device to evolve into a statistical mixture described by direct-product states such that the system is in each eigenstate of $`\mathrm{\Lambda }`$ with the correct quantum-mechanical probability, whereas the expectation values of pointer-space operators retain amplified information of the system’s eigenstate.
The problem of quantum measurement has fascinated scientists for a long time . It has been argued that a large “bath” is an essential ingredient of the measurement process. Interaction with the bath, which might be a heat-bath in thermal equilibrium, causes decoherence which is needed to form a statistical mixture of eigenstates out of the initially fully or partially coherent quantum state of the measured system. An “external” bath (“the rest of the universe”) may also play a role in selection of those quantum states of the pointer that manifest themselves in classical observations \[2-7\]. In this work we propose a model in which the pointer retains information on the measurement result because of its coupling to the measured system, without the need to couple it also to the internal bath. The measured system is still coupled to the internal bath.
In an exactly solvable model of a quantum oscillator coupled to a heat bath of oscillators, it has been shown that the reduced density matrix of the system, with the bath traced over, decoheres, i.e., it looses its off-diagonal elements in the eigenbasis of the interaction Hamiltonian. Recent work on decoherence \[8-11\] has explored the latter effect for rather general cases, for bosonic (oscillator) and spin baths. Applications for various physical systems have been reported \[12-18\]. Fermionic heat bath has also been used in the literature .
It is clear, however, that the full function of a large, multimode measuring device, interacting with a small (microscopic) quantum system, must be different from thermal equilibration or similar averaging effect. The device must store and amplify the measurement outcome information. In this work we propose a solvable model that shows how this is accomplished.
It must be stressed that for a complete description of the measurement process one needs to interpret the transfer of the information stored after the system-pointer and system-internal bath interaction to the macroscopic level . Our attention here is no the process which corresponds to the first stage of the measurement, in which the pointer acquires amplified information by entanglement with the state of the system. Thus we do not claim to resolve the foundation-of-quantum mechanics issue of how that information is passed on to the classical world, involving the collapse of the wave functions of the system and each pointer mode. Indeed, it is unlikely that the wave function collapse can be fully described within the quantum-mechanical description of the three subsystems involved. Presumably, it would require consideration of an external bath with which the pointer and the internal bath interact. This problem is not presently solved \[1-3\], and we first sidestep it by assuming separation of time scales (see below). However, we later argue that our results provide useful hints on how to view the larger problem of quantum measurement.
We now identify the three quantum systems involved. First, the measured system, $`S`$, is a microscopic system with the Hamiltonian which will be also denoted by $`S`$. Second, the measuring device must have the “bath” or “body” part, $`B`$, containing many individual modes. The $`k`$th mode will have the Hamiltonian $`B_k`$. The bath part of the device is not observed, i.e., it can be traced over. Finally, the device must also have modes that are not traced over. These modes constitute the pointer, $`P`$, that amplifies the information obtained in the measurement process and can later pass it on for further amplification or directly to macroscopic (classical) systems. The $`m`$th pointer mode has the Hamiltonian $`P_m`$. It is expected that expectation values of some quantities in the pointer undergo a large change during the measurement process.
It turns out, a posteriori, that the device modes involved in the measurement process can be quite simple, and they need not interact with each other. This assumption allows us to focus on the evolution of the system $`S`$ and its effect on the pointer $`P`$. However, it is the pointer’s interaction with the external bath (some external modes, “the rest of the universe”) that is presumed to select those quantum states of $`P`$ that manifest themselves classically. For now, let us avoid the discussion of this matter, see \[2-6\], by assuming that the added evolution of the pointer due to such external interactions occurs on time scales larger than the measurement time, $`t`$. Similarly, when we state that the internal bath modes can be “traced over,” we really mean that their interactions with the rest of the universe are such that these modes play no role in the wave-function-collapse stage of the measurement process.
Furthermore, the measurement process probes the wavefunction of the measured system at the initial time, $`t=0`$, rather than its time evolution under $`S`$ alone. It is ideally instantaneous. In practice, it is faster than the time scales associated with the dynamics under $`S`$. Such a process can be obtained as the limit of a system in which very strong interactions between $`S`$ and $`B`$, and also between $`S`$ and $`P`$, are switched on at $`t=0`$ and switched off at $`t>0`$, with small time interval $`t`$. At later times, the pointer can interact with other, external systems to pass on the result of the measurement.
Thus, we assume that the Hamiltonian of the system itself, $`S`$, can be ignored in the process. The total Hamiltonian of the system plus device will be taken as
$$H=\underset{k}{}B_k+\underset{m}{}P_m+b\mathrm{\Lambda }\underset{k}{}L_k+p\mathrm{\Lambda }\underset{m}{}C_m$$
$`(1)`$
Here $`\mathrm{\Lambda }`$ is some Hermitian operator of the system that couples to certain operators of the modes, $`L_k`$ and $`C_m`$. The parameters $`b`$ and $`p`$ are introduced to measure the coupling strength for the bath and pointer modes, respectively. They are assumed very large; the ideal measurement process corresponds to $`b,p\mathrm{}`$.
We note that the modes of $`P`$ and $`B`$ can be similar. The only difference between the bath and pointer modes is in how they interact with the “rest of the universe”: the bath is traced over (unobserved), whereas the pointer modes have their wave functions collapsed in a later step of the measurement process. Thus, we actually took the same coupling operator $`\mathrm{\Lambda }`$ for the bath and pointer. In fact, all the exact calculations reported in this work can be also carried out for different coupling operators $`\mathrm{\Lambda }_b`$ and $`\mathrm{\Lambda }_p`$, for the bath and pointer modes, provided they commute, $`[\mathrm{\Lambda }_b,\mathrm{\Lambda }_p]=0`$, so that they share a common set of eigenfunctions. The final wavefunction of the measured system, after the measurement, is in this set. Analytical calculation can be even extended to the case when the system’s Hamiltonian $`S`$ is retained in (1), provided all three operators, $`S,\mathrm{\Lambda }_b,\mathrm{\Lambda }_p`$, commute pairwise. The essential physical ingredients of the model are captured by the simpler choice (1).
We will later specify all the operators in (1) as the modes of the bosonic heat bath of Caldeira-Leggett type \[17,19-26\]. For now, however, let us keep our discussion general. We will assume that the system operator $`\mathrm{\Lambda }`$ has nondegenerate, discrete spectrum of eigenstates:
$$\mathrm{\Lambda }|\lambda =\lambda |\lambda $$
$`(2)`$
Some additional assumptions on the spectrum of $`\mathrm{\Lambda }`$ and $`S`$ will be encountered later. We also note that the requirement that the coupling parameters $`b`$ and $`p`$ are large may in practice be satisfied because, at the time of the measurement, the system’s Hamiltonian $`S`$ corresponds to slow or trivial dynamics.
Initially, at $`t=0`$, the quantum systems ($`S,B,P`$) and their modes are not correlated with each other. We assume that $`\rho `$ is the initial density matrix of the measured system. The initial state of each bath and pointer mode will be assumed thermalized, with $`\beta =1/(kT)`$ and the density matrices
$$\theta _k=\frac{e^{\beta B_k}}{\mathrm{Tr}_k\left(e^{\beta B_k}\right)}\sigma _m=\frac{e^{\beta P_m}}{\mathrm{Tr}_m\left(e^{\beta P_m}\right)}$$
$`(3)`$
We cannot offer any fundamental physical reason for having the initial bath and pointer mode states thermalized, especially for the pointer; this choice is made to allow exact solvability.
The density matrix of the system at the time $`t`$ is
$$R=e^{iHt/\mathrm{}}\rho \left(\underset{k}{}\theta _k\right)\left(\underset{m}{}\sigma _m\right)e^{iHt/\mathrm{}}$$
$`(4)`$
The bath is not probed and it can be traced over. The resulting reduced density matrix $`r`$ of the combined system $`S+P`$ will be represented by its matrix elements in the eigenbasis of $`\mathrm{\Lambda }`$. These quantities are each an operator in the space of $`P`$:
$$r_{\lambda \lambda ^{}}=\lambda |\mathrm{Tr}_B(R)|\lambda ^{}$$
$`(5)`$
We now assume that operators in different spaces and of different modes commute. Then one can show that
$$r_{\lambda \lambda ^{}}=\rho _{\lambda \lambda ^{}}\left[\underset{m}{}e^{it\left(P_m+p\lambda C_m\right)/\mathrm{}}\sigma _me^{it\left(P_m+p\lambda ^{}C_m\right)/\mathrm{}}\right]\times $$
$$\left[\underset{k}{}\mathrm{Tr}_k\left\{e^{it\left(B_k+b\lambda L_k\right)/\mathrm{}}\theta _ke^{it\left(B_k+b\lambda ^{}L_k\right)/\mathrm{}}\right\}\right]$$
$`(6)`$
where $`\rho _{\lambda \lambda ^{}}=\lambda |\rho |\lambda ^{}`$. This result involves products of $`P`$-space operators and traces over $`B`$-space operators which are all single-mode. Therefore, analytical calculations are possible for some choices of the Hamiltonian (1). The observable $`\mathrm{\Lambda }`$ can be kept general.
The role of the product of traces over the modes of the bath in (6) is to induce decoherence which is recognized as essential for the measurement process, e.g., . At the time $`t`$, the absolute value of this product should approach $`\delta _{\lambda \lambda ^{}}`$ in the limit of large $`b`$. Let us now assume that the bath is bosonic. The Hamiltonian of each mode is then $`\mathrm{}\omega _ka_k^{}a_k`$, where for simplicity we shifted the zero of the oscillator energy to the ground state. The coupling operator $`L_k`$ is usually selected as $`L_k=g_k^{}a_k+g_ka_k^{}`$. For simplicity, though, we will assume that the coefficients $`g_k`$ are real:
$$B_k=\mathrm{}\omega _ka_k^{}a_kL_k=g_k\left(a_k+a_k^{}\right)$$
$`(7)`$
For example, for radiation field in a unit volume, coupled to an atom , the coupling is via a linear combination of the operators $`(a_k+a_k^{})/\sqrt{\omega _k}`$ and $`i(a_ka_k^{})/\sqrt{\omega _k}`$. For a spatial oscillator, these are proportional to position and momentum, respectively. Our calculations can be extended to have an imaginary part of $`g_k`$ which adds interaction with momentum.
The product of traces in (6) can be calculated by coherent-state or operator-identity techniques \[8-10\]. Here and below we only list the results of such calculations which are usually quite cumbersome:
$$\underset{k}{}\mathrm{Tr}_k\{\mathrm{}\}=\mathrm{exp}\left\{2b^2\left(\lambda \lambda ^{}\right)^2\mathrm{\Gamma }(t)+ib^2\left[\lambda ^2(\lambda ^{})^2\right]\gamma (t)\right\}$$
$`(8)`$
$$\mathrm{\Gamma }(t)=\underset{k}{}(\mathrm{}\omega _k)^2g_k^2\mathrm{sin}^2\frac{\omega _kt}{2}\mathrm{coth}\frac{\mathrm{}\beta \omega _k}{2}$$
$`(9)`$
Explicit form of $`\gamma (t)`$ is also known .
In the continuum limit of many modes, the density of the bosonic bath states in unit volume, $`D(\omega )`$, and the Debye cutoff with frequency, $`\omega _D`$, are introduced to get
$$\mathrm{\Gamma }(t)=\underset{0}{\overset{\mathrm{}}{}}𝑑\omega \frac{D(\omega )g^2(\omega )}{(\mathrm{}\omega )^2}e^{\omega /\omega _D}\mathrm{sin}^2\frac{\omega t}{2}\mathrm{coth}\frac{\mathrm{}\beta \omega }{2}$$
$`(10)`$
Let us consider the popular choice termed Ohmic dissipation , motivated by atomic-physics and solid-state applications , corresponding to
$$D(\omega )g^2(\omega )=\mathrm{\Omega }\omega $$
$`(11)`$
where $`\mathrm{\Omega }`$ is a constant. Other powers of $`\omega `$ have also been considered, e.g., . In studies of decoherence \[8-11\] for large times $`t`$, for models without strong coupling, not all the choices of $`D(\omega )g^2(\omega )`$ lead to complete decoherence because $`\mathrm{\Gamma }(t)`$ must actually diverge to $`+\mathrm{}`$ for $`t\mathrm{}\beta `$, as happens for the choice (11).
Let us assume that the energy gaps of $`S`$ are bounded so that there exists a well defined time scale $`\mathrm{}/\mathrm{\Delta }S`$ of the evolution of the system under $`S`$. There is also the time scale $`1/\omega _D`$ set by the frequency cutoff assumed for the interactions. The thermal time scale is $`\mathrm{}\beta `$. The only real limitation on the duration of measurement is that $`t`$ must be less then $`\mathrm{}/\mathrm{\Delta }S`$. In applications, typically one can assume that $`1/\omega _D\mathrm{}/\mathrm{\Delta }S`$. Furthermore, it is customary to assume that the temperature is low ,
$$t\mathrm{and}1/\omega _D\mathrm{}/\mathrm{\Delta }S\mathrm{}\beta $$
$`(12)`$
In the limit of large $`\mathrm{}\beta `$, the absolute value of (8) reduces to
$$\mathrm{Abs}\left(\underset{k}{}\mathrm{Tr}_k\{\mathrm{}\}\right)\mathrm{exp}\left\{\frac{\mathrm{\Omega }}{2\mathrm{}^2}b^2\left(\lambda \lambda ^{}\right)^2\mathrm{ln}[1+(\omega _Dt)^2]\right\}$$
$`(13)`$
In order to achieve effective decoherence, the product $`(\mathrm{\Delta }\lambda )^2b^2\mathrm{ln}[1+(\omega _Dt)^2]`$ must be large. The present approach only applies to operators $`\mathrm{\Lambda }`$ with nonzero scale of the smallest spectral gaps, $`\mathrm{\Delta }\lambda `$.
We note that the decoherence property needed for the measurement process will be obtained for nearly any well-behaved choice of $`D(\omega )g^2(\omega )`$ because we can rely on the value of $`b`$ being large rather than on the properties of the function $`\mathrm{\Gamma }(t)`$. If $`b`$ can be large enough, very short measurement times are possible. However, it may be advisable to use measurement times $`1/\omega _Dt\mathrm{}/\mathrm{\Delta }S`$ to get the extra amplification factor $`\mathrm{ln}(\omega _Dt)`$ and allow for fuller decoherence and less sensitivity to the value of $`t`$ in the pointer part of the dynamics, to be addressed shortly. We notice, furthermore, that the assumption of a large number of modes is important for monotonic decay of the absolute value of (8) in decoherence studies \[8-11\], where irreversibility is obtained only in the limit of infinite number of modes. In our case, it can be shown that such a continuum limit allows to extend the possible measurement times from $`t1/\omega _D`$ to $`1/\omega _Dt\mathrm{}/\mathrm{\Delta }S`$.
Consider the reduced density matrix $`r`$ of $`S+P`$, see (6). It becomes diagonal in $`|\lambda `$, at the time $`t`$, because all the nondiagonal elements are small,
$$r=\underset{\lambda }{}|\lambda \lambda |\rho _{\lambda \lambda }\underset{m}{}e^{it\left(P_m+p\lambda C_m\right)/\mathrm{}}\sigma _me^{it\left(P_m+p\lambda C_m\right)/\mathrm{}}$$
$`(14)`$
Thus, the described stage of the measurement process yields the density matrix that can be interpreted as describing a statistically distributed system, without quantum correlations. This, however, is only meaningful within the ensemble interpretation of quantum mechanics.
For a single system plus device, coupling to the rest of the universe is presumably needed (this problem is not fully understood in our opinion, see ) for that system to be left in one of the eigenstates $`|\lambda `$, with probability $`\rho _{\lambda \lambda }`$. After the measurement interaction is switched off at $`t`$, the pointer coupled to that system will carry information on the value of $`\lambda `$. This information is “amplified,” owing to the large parameter $`p`$ in the interaction.
We note that one of the roles of the pointer having many modes, many of which can be identical and noninteracting, is to allow it (the pointer only) to still be treated in the ensemble, density matrix description, even if we focus on the later stages of the measurement when the wave functions of a single measured system and of each pointer mode are already collapsed. This pointer density matrix can be read off (14). This aspect is new and it may provide a useful hint on how to set up the treatment of the full quantum-measurement process description.
Another such hint is provided by the fact that, as will be shown shortly, the changes in the expectation values of some observables of the pointer retain amplified information on the system’s eigenstate. So, coupling to the rest of the universe that leads to the completion of the measurement process, should involve such an observable of the pointer. Eventually, the information in the pointer, perhaps after several steps of amplification, should be available for probe by interactions with classical devices.
At time $`t=0`$, expectation values of various operators of the pointer will have their initial values. These values will be different at the time $`t`$ of the measurement owing to the interaction with the measured system. It is expected that the large coupling parameter $`p`$ will yield large changes in expectation values of the pointer quantities. This does not apply equally to all operators in the $`P`$-space. Let us begin with the simplest choice: the Hamiltonian $`\underset{m}{}P_m`$ of the pointer.
We will assume that the pointer is described by the bosonic heat bath and, for simplicity, use the same notation for the pointer modes as that used for the bath modes. The assumption that the pointer modes are initially thermalized, see (3), was not used thus far. While it allows exact analytical calculations, it is not essential: the effective density matrix describing the pointer modes at the time $`t`$, for the system’s state $`\lambda `$, will retain amplified information on the value of $`\lambda `$ for general initial states of the pointer.
This effective density matrix is the product over the $`P`$-modes in (14). For the “thermal” $`\sigma _m`$ from (3), the expectation value of the pointer energy $`E_P`$ can be calculated from
$$E_P_\lambda \mathrm{Tr}_P\left(e^{\mathrm{}\beta _s\omega _sa_s^{}a_s}\right)=\mathrm{Tr}_P\{\left(\underset{m}{}\mathrm{}\omega _ma_m^{}a_m\right)\times $$
$`(15)`$
$$\underset{n}{}\left[e^{it[\omega _na_n^{}a_n+p\lambda g_n(a_n+a_n^{})]/\mathrm{}}\left(e^{\mathrm{}\beta _k\omega _ka_k^{}a_k}\right)e^{it[\omega _na_n^{}a_n+p\lambda g_n(a_n+a_n^{})]/\mathrm{}}\right]\}.$$
The right-hand side can be reduced to calculations for individual modes. Operator identities can be then utilized to obtain the results
$$E_P_\lambda (t)=E_P(0)+\mathrm{\Delta }E_P_\lambda (t)$$
$`(16)`$
$$E_P(0)=\mathrm{}\underset{m}{}\omega _me^{\mathrm{}\beta \omega _m}\left(1e^{\mathrm{}\beta \omega _m}\right)^2$$
$`(17)`$
$$\mathrm{\Delta }E_P_\lambda (t)=\frac{4p^2\lambda ^2}{\mathrm{}}\underset{m}{}\frac{g_m^2}{\omega _m}\mathrm{sin}^2\left(\frac{\omega _mt}{2}\right)$$
$`(18)`$
For a model with Ohmic dissipation, the resulting integral, in the continuum limit, can be calculated to yield
$$\mathrm{\Delta }E_P_\lambda (t)=\frac{2\mathrm{\Omega }\omega _D\lambda ^2p^2}{\mathrm{}}\frac{(\omega _Dt)^2}{1+(\omega _Dt)^2}$$
$`(19)`$
which should be compared to the exponent in (13). The energy will be an indicator of the amplified value of the square of $`\lambda `$, provided $`p`$ is large. Furthermore, we see here the advantage of larger measurement times, $`t1/\omega _D`$. The change in the energy then reaches saturation. After the time $`t`$, when the interaction is switched off, the energy of the pointer will be conserved.
Let us consider the expectation value of the following Hermitian operator of the pointer:
$$X=\underset{m}{}C_m=\underset{m}{}g_m(a_m+a_m^{})$$
$`(20)`$
For an atom in a field, $`X`$ is related to the electromagnetic field operators . One can show that $`X_P(0)=0`$ and
$$\mathrm{\Delta }X_P_\lambda (t)=X_P_\lambda (t)=\frac{4p\lambda }{\mathrm{}}\underset{m}{}\frac{g_m^2}{\omega _m}\mathrm{sin}^2\left(\frac{\omega _mt}{2}\right)$$
$`(21)`$
$$=\frac{2\mathrm{\Omega }\omega _D\lambda p}{\mathrm{}}\frac{(\omega _Dt)^2}{1+(\omega _Dt)^2}$$
The change in the expectation value of $`X`$ is linear in $`\lambda `$. However, this operator is not conserved. One can show that after the time $`t`$ its expectation value decays to zero for times $`t+𝒪(1/\omega _D)`$.
We note that by referring to “unit volume” we have avoided the discussion of the “extensivity” of various quantities. For example, the initial energy $`E_P(0)`$ is obviously proportional to the system volume, $`V`$. However, the change $`\mathrm{\Delta }E_P_\lambda (t)`$ will not be extensive; typically, $`g^2(\omega )1/V`$, $`D(\omega )V`$. Thus, while the amplification in our measurement process can involve a numerically large factor, the changes in the quantities of the pointer will be multiples of microscopic values. Multi-stage amplification, or huge coupling parameter $`p`$, would be needed for the information in the pointer to become truly “extensive” macroscopically.
In practice, there will be probably two types of pointer involved in a multistage measurement process. Some pointers will consist of many noninteracting modes. These pointers carry the information, stored in a density matrix rather than a wave function of a single system. The latter transference hopefully makes the wavefunction collapse and transfer of the stored information to the macroscopic level less “mysterious and traumatic.” The second type of pointer will involve strongly interacting modes and play the role of an amplifier by utilizing the many-body collective behavior of the coupled modes (phase-transition style). Its role will be to alleviate the artificial requirement for large mode-to-system coupling parameters encountered in our model.
In summary, we described the first stage of a measurement process. It involves decoherence due to a bath and transfer of information to a large system (pointer) via strong interaction over a short period of time. The pointer itself need not be coupled to the internal bath. While we do not offer a solution to the foundation-of-quantum-mechanics wave-function collapse problem , our results do provide two interesting observations.
Firstly, the pointer operator “probed” by the rest of the universe during the wave-function collapse stage, may be in part determined not only by how the pointer modes are coupled to the external bath \[3-7\], but also by the amplification capacity of that operator in the first stage of the process, as illustrated by our calculations.
Secondly, for a single system (rather then an ensemble), the multiplicity of the (noninteracting) pointer modes might allow the pointer to be treated within the density matrix formalism even after the system and each pointer-mode wave functions were collapsed. Since it is the information in the pointer that is passed on, this observation might seem to resolve part of the measurement puzzle. Specifically, it might suggest why only those density matrices entering (14) are selected for the pointer: they carry classical (large, different from other values) information in expectation values, rather than quantum-mechanical superposition. However, presumably only a full description of the interaction of the external world with the system $`S+P`$ can explain the wavefunction collapse of $`S`$.
We acknowledge helpful discussions with Professor L. S. Schulman. This research has been supported by the US Army Research Office under grant DAAD 19-99-1-0342.
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# Solvable model of a polymer in random media with long ranged disorder correlations
## I Introduction
The behavior of polymer chains in random media is a well studied problem \[1-6\] that has applications in diverse fields. Besides the polymers themselves this problem is directly related to the statistical mechanics of a quantum particle in a random potential , the behavior of flux lines in superconductors in the presence of columnar defects , and the problem of diffusion in a random catalytic environment . Despite the volume of work that has been done on these problems there are still many unanswered questions. Most of the previous work (with the exception of directed polymers ) concentrated on disorder with short ranged correlations. In this paper we consider a model with long ranged (quadratic) correlations of the random potential that can serve as a laboratory (toy model) since it can be solved exactly using the replica method . Since some people are somewhat wary of the $`n0`$ limit used in replica calculations, we also solve the model numerically in one dimension and obtain an excellent agreement with the analytical solution. More importantly, the numerical solution enables us to explore the crossover from long ranged to short ranged correlations of the disorder and obtain a coherent picture of the behavior of a Gaussian chain in a random medium.
The simplest model of a polymer chain in random media is a Gaussian (flexible) chain in a medium of fixed random obstacles . In this paper we do not include a self-avoiding interaction. This model can be described by the Hamiltonian
$$H=_0^L𝑑u\left[\frac{M}{2}\left(\frac{d𝐑(u)}{du}\right)^2+\frac{\mu }{2}𝐑^2(u)+V\left(𝐑(u)\right)\right],$$
(1)
where $`𝐑(u)`$ is the $`d`$ dimensional position vector of a point on the polymer at arc-length $`u(0uL)`$, and where $`L`$ is the contour length of the chain. The medium of random obstacles is described by a random potential $`V(𝐑)`$ that is taken from a Gaussian distribution that satisfies
$$V(𝐑)=0,V(𝐑)V(𝐑^{})=f\left((𝐑𝐑^{})^2\right).$$
(2)
The harmonic term in the Hamiltonian is included to mimic the effects of finite volume. This is important to ensure that the model is well defined, since it turns out that certain equilibrium properties of the polymer diverge in the infinite volume limit $`(\mu 0)`$. The function $`f`$ characterizes the correlations of the random potential, and will depend on the particular problem at hand. The parameter $`M`$ is inversely proportional to $`\beta b^2`$, where $`\beta =(k_BT)^1`$, and where $`b`$ is the Khun bond step.
Once we have defined the Hamiltonian for any chain configuration $`𝐑(u)`$, we can write the partition sum (Green’s function) for the set of paths of length $`L`$ that go from $`𝐑`$ to $`𝐑^{}`$ as
$$Z(𝐑,𝐑^{};L)=_{𝐑(0)=𝐑}^{𝐑(L)=𝐑^{}}[d𝐑(u)]\mathrm{exp}(\beta H).$$
(3)
All the statistical properties of the polymer will depend on the partition sum. For instance, we can calculate the averaged mean squared displacement of the far end of a polymer with one end that is fixed at the origin. This is a measure of the wandering of a tethered polymer immersed in a random medium. This quantity can be written as
$$\overline{𝐑_T^2(L)}=\overline{\left(\frac{𝑑\mathrm{𝐑𝐑}^2Z(\mathrm{𝟎},𝐑;L)}{𝑑𝐑Z(\mathrm{𝟎},𝐑;L)}\right)},$$
(4)
where the overbar stands for the average of the ratio over the realizations of the random potential. This average is referred to as a quenched average, as opposed to an annealed average, where the numerator and denominator are averaged independently. For a polymer with one end fixed a typical conformation in a random medium is that of a tadpole. The head of the polymer wanders far from the origin to find a region of favorable potential and then the remaining chain settles itself in that region. This is at least what is believed to happen when the disorder has short ranged correlations . On the other hand if the chain is not anchored but both ends are free to move, the head to tail mean squared displacement is given by
$$\overline{𝐑_F^2(L)}=\overline{\left(\frac{𝑑𝐑𝑑𝐑^{}(𝐑𝐑^{})^2Z(𝐑,𝐑^{};L)}{𝑑𝐑𝑑𝐑^{}Z(𝐑,𝐑^{};L)}\right)}.$$
(5)
In this case the chain can move as a whole to find a favorable environment in the random medium.
In order to compute the quenched average over the random potential we apply the replica method. We first introduce $`n`$-copies of the system and average over the random potential to get
$$Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)=\overline{Z(𝐑_1,𝐑_1^{};L)\mathrm{}Z(𝐑_n,𝐑_n^{};L)}=_{𝐑_a(0)=𝐑_a}^{𝐑_a(L)=𝐑_a^{}}\underset{a=1}{\overset{n}{}}[d𝐑_a]\mathrm{exp}(\beta H_n),$$
(6)
where
$`H_n={\displaystyle \frac{1}{2}}{\displaystyle _0^L}𝑑u{\displaystyle \underset{a}{}}\left[M\left({\displaystyle \frac{d𝐑_a(u)}{du}}\right)^2+\mu 𝐑_a^2(u)\right]`$ (7)
$`{\displaystyle \frac{\beta }{2}}{\displaystyle _0^L}𝑑u{\displaystyle _0^L}𝑑u^{}{\displaystyle \underset{ab}{}}f\left((𝐑_a(u)𝐑_b(u^{}))^2\right).`$ (8)
The averaged equilibrium properties of the polymer can now be written in terms of the replicated partition sum $`Z_n(\{𝐑_a\},\{𝐑_a\};L)`$. For instance, the mean squared displacement defined in Eq. (4) can be written in as
$$\overline{𝐑_T^2(L)}=\underset{n0}{lim}\frac{𝑑𝐑_1\mathrm{}𝑑𝐑_n𝐑_1^2Z_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}{𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)},$$
(9)
and similarly
$$\overline{𝐑_F^2(L)}=\underset{n0}{lim}\frac{d𝐑_ad𝐑_a^{}\left(𝐑_1𝐑_1^{}\right)^2Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)}{d𝐑_ad𝐑_{}^{}{}_{a}{}^{}Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)}.$$
(10)
Thus, the averaged equilibrium properties of the polymer can be extracted from an $`n`$-body problem by taking the $`n0`$ limit at the end. This limit has to be taken with care, by solving the problem analytically for general $`n`$, before taking the limit of $`n0`$.
We now proceed to introduce our toy model that can be exactly solved using the replica method and which also lends itself to an accurate numerical solution. This is the case when a Gaussian polymer chain is immersed in a random medium that has very long range spatial correlations. In particular, we take the correlation function to be of the form
$$V(𝐑)V(𝐑^{})=f\left((𝐑𝐑^{})^2\right)=g\left(1(𝐑𝐑^{})^2/\xi ^2\right),$$
(11)
where $`\xi `$ is chosen to be larger than the sample size, so that the correlation function is well defined (non-negative) over the entire sample. Since this model can be solved exactly using the replica method, we can compute all the important physical properties of the polymer chain, and then compare the exact analytical results with an alternative numerical solution (at $`d=1`$). Also, this model of long range correlations is interesting in its own right in that it may serve as a good approximation to any correlation function $`f`$ that is smooth and slowly decaying. Most cases investigated so far in the literature are concerned with disorder with short ranged correlations.
There are many properties of the polymer chain that can be exactly computed. In addition to $`\overline{𝐑_T^2(L)}`$ and $`\overline{𝐑_F^2(L)}`$ we will compute two other quantities. First, for a polymer loop of arc-length $`L`$, we will compute the quantity
$$C(l)=\frac{1}{d}\overline{𝐑(l)𝐑(0)^2}=\frac{1}{d}\overline{\left(\frac{𝑑𝐑𝑑𝐑^{}(𝐑^{}𝐑)^2Z(𝐑,𝐑^{};Ll)Z(𝐑^{},𝐑;l)}{𝑑𝐑Z(𝐑,𝐑;L)}\right)},$$
(12)
in the limit $`Ll`$. This is a measure of the average fluctuations of a chain segment of arc-length $`l`$. Since in this case the chain is not anchored, this quantity is in some respect similar to $`\overline{𝐑_F^2(L)}`$. Yet another quantity of interest is
$$\overline{𝐑_Q^2(L)}=\overline{\left(\frac{𝑑\mathrm{𝐑𝐑}^2Z(𝐑,𝐑;L)}{𝑑𝐑Z(𝐑,𝐑;L)}\right)},$$
(13)
which has a more direct application to the related problem of a quantum particle in a random potential . The reason for this is that the partition sum of a polymer chain can be mapped to the density matrix of a quantum particle. The mapping is given by
$$\beta 1/\mathrm{},L\beta \mathrm{}.$$
(14)
Then $`\rho (R,R^{};\beta )=Z(R,R^{};L=\beta \mathrm{},\beta =1/\mathrm{})`$ is the density matrix of a quantum particle at inverse temperature $`\beta `$. Note that the variable $`u`$ is now interpreted as the Trotter (imaginary) time, and $`M`$ as the mass of the quantum particle. Under this mapping $`\overline{𝐑_Q^2(L)}`$ can be interpreted as the average mean squared displacement of a quantum particle in a random plus harmonic potential.
The paper is organized as follows: In Sec. II we outline the exact analytical solution for various quantities relevant to a polymer chain. In the next section we present the details of the numerical approach to the problem. In Sec. IV we compare the analytical and numerical results and comment on the physical implications of our results. Concluding remarks are offered in Sec. V.
## II The analytical solution
We start with the case when one end point is fixed. The analytical calculation is based on an exact evaluation of the replicated partition sum (6). For the correlation function $`f`$ that we are considering the replicated Hamiltonian is
$$H_n=\frac{1}{2}_0^L𝑑u\underset{a}{}\left[M\left(\frac{𝐑_a(u)}{u}\right)^2+\mu 𝐑_a^2(u)\right]+\beta \sigma _0^L𝑑u_0^L𝑑u^{}\underset{ab}{}(𝐑_a(u)𝐑_b(u^{}))^2,$$
(15)
where $`\sigma =g/2\xi ^2`$, and where we have dropped the constant part of the function $`f`$ since it only contributes an unimportant normalization factor. After expanding the quadratic term and simplifying the double integral we get the replicated Hamiltonian
$$H_n=\frac{1}{2}_0^L𝑑u\underset{a}{}\left[M\left(\frac{𝐑_a(u)}{u}\right)^2+(\mu +4n\beta \sigma L)𝐑_a^2(u)\right]2\beta \sigma \left(\underset{a}{}_0^L𝑑u𝐑_a(u)\right)^2.$$
(16)
Now, using the Gaussian transformation
$$e^{𝐐^2/2}=\frac{1}{(2\pi )^{d/2}}_{\mathrm{}}^{\mathrm{}}𝑑𝝀e^{(𝝀^2/2𝐐𝝀)}$$
(17)
and letting
$$𝐐=2\beta \sqrt{\sigma }\left(\underset{a}{}_0^L𝑑u𝐑_a(u)\right),$$
(18)
we can write the replicated partition sum as
$$Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)=\frac{1}{(2\pi )^{d/2}}_{\mathrm{}}^{\mathrm{}}𝑑𝝀e^{𝝀^2/2}\underset{a=1}{\overset{n}{}}_{𝐑_a(0)=𝐑_a}^{𝐑_a(L)=𝐑_a^{}}[d𝐑_a]e^{\beta H_a(𝝀)},$$
(19)
where
$$H_a(𝝀)=_0^L𝑑u\left[\frac{M}{2}\left(\frac{d𝐑_a(u)}{du}\right)^2+\frac{\mu ^{}}{2}𝐑_a^2(u)+2\sqrt{\sigma }𝝀𝐑_a(u)\right],$$
(20)
and where $`\mu ^{}=\mu +4n\beta \sigma L`$. The path integrals can now be evaluated directly using well known results for quadratic Hamiltonians. The details of the calculation are given in the Appendix. Once the partition sum is known we can directly evaluate the right hand side of Eq. (9) by taking $`n0`$ at the very end. The result is
$$\overline{𝐑_T^2(L)}=\frac{d}{\beta }\sqrt{\frac{1}{M\mu }}\mathrm{tanh}\left(\sqrt{\frac{\mu }{M}}L\right)+\frac{4\sigma d}{\mu ^2}\left(1\frac{1}{\mathrm{cosh}\left(\sqrt{\frac{\mu }{M}}L\right)}\right)^2,$$
(21)
We can also compute the averaged mean displacement square $`\overline{𝐑_T(L)^2}`$ (see Appendix). We find that
$$\overline{𝐑_T(L)^2}=\frac{4\sigma d}{\mu ^2}\left(1\frac{1}{\mathrm{cosh}\left(\sqrt{\frac{\mu }{M}}L\right)}\right)^2.$$
(22)
This implies that the displacement from the average is
$$\overline{𝐑_T^2(L)𝐑_T(L)^2}=\frac{d}{\beta }\sqrt{\frac{1}{M\mu }}\mathrm{tanh}\left(\sqrt{\frac{\mu }{M}}L\right),$$
(23)
which is independent of disorder. We will discuss the physical implications of these results in a later section.
Considering now a chain that is free to move we calculate (see Appendix for details) the quantity $`\overline{𝐑_F^2(L)}`$ using Eq. (10). The result is
$$\overline{𝐑_F^2(L)}=\frac{2d}{\beta \sqrt{M\mu }}\frac{\mathrm{sinh}\left(\sqrt{\frac{\mu }{M}}L\right)}{\left(\mathrm{cosh}\left(\sqrt{\frac{\mu }{M}}L\right)+1\right)},$$
(24)
which is independent of disorder and in the limit of $`\mu 0`$ behaves like $`dL/\beta M`$, i.e. like a free chain.
The quantity $`\overline{𝐑_Q^2(L)}`$ can also be computed exactly from the expression
$$\overline{𝐑_Q^2(L)}=\underset{n0}{lim}\frac{𝑑𝐑_1\mathrm{}𝑑𝐑_n𝐑_1^2Z_n(\{𝐑_a\},\{𝐑_a\};L)}{𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{𝐑_a\},\{𝐑_a\};L)}.$$
(25)
Details are given in the Appendix. However, in this case it is also possible to carry out the computation in an alternative way by taking advantage of the periodic boundary conditions of the closed loop. This provides for a further check on the result and is also included for instructional purposes. Using the Fourier space variables
$$𝐑_a(\omega )=(1/\sqrt{L})_0^L𝑑u𝐑_a(u)e^{i\omega u},$$
we can write the propagator associated with $`\beta H_n`$ as
$`\beta G_{ab}(\omega )`$ $`=`$ $`{\displaystyle \frac{\beta }{d}}𝐑_a(\omega )𝐑_b(\omega )`$ (26)
$`=`$ $`\left\{\left(M\omega ^2+\mu +4n\beta \sigma L\right)𝐈4\beta \sigma L\delta _{\omega ,0}\right\}_{ab}^1,`$ (27)
where $`\omega `$ is restricted to the discrete values
$$\omega _m=\frac{2\pi }{L}m,m=0,\pm 1,\pm 2,\mathrm{}.$$
(28)
After inverting the $`n\times n`$ matrix and taking the $`n0`$, we find
$$\beta G_{ab}(\omega =0)=\frac{\delta _{ab}}{\mu }+\frac{4\beta \sigma L}{\mu ^2},$$
(29)
$$\beta G_{ab}(\omega 0)=\frac{\delta _{ab}}{M\omega ^2+\mu }.$$
(30)
Then, using the relation
$$𝐑_a^2(L)=\frac{d}{L}\underset{\omega }{}G_{aa}(\omega ),$$
(31)
we find that
$$\overline{𝐑_Q^2(L)}=\frac{1}{n}\underset{a=1}{\overset{n}{}}𝐑_a^2(L)=\frac{4\sigma d}{\mu ^2}+\frac{d}{2\beta \sqrt{M\mu }}\mathrm{coth}\left(\sqrt{\frac{\mu }{M}}\frac{L}{2}\right),$$
(32)
which implies that the only effect of the disorder is to shift the zero disorder result by a constant factor. Next, we compute the quantity $`\overline{𝐑_Q(L)^2}`$. We find that
$`\overline{𝐑_Q(L)^2}`$ $`=`$ $`{\displaystyle \frac{1}{n(n1)}}{\displaystyle \underset{ab}{\overset{n}{}}}𝐑_a(L)𝐑_b(L)`$ (33)
$`=`$ $`{\displaystyle \frac{d}{Ln(n1)}}{\displaystyle \underset{ab}{\overset{n}{}}}{\displaystyle \underset{\omega }{}}G_{ab}(\omega )={\displaystyle \frac{4\sigma d}{\mu ^2}},`$ (34)
which again implies that the deviation from the average $`\overline{𝐑_Q^2(L)𝐑_Q(L)^2}`$ is independent of disorder.
Finally, we compute the quantity $`C(l)`$, which was defined in Eq. (12). We use,
$`C(l)`$ $`=`$ $`{\displaystyle \frac{1}{nd}}{\displaystyle \underset{a=1}{\overset{n}{}}}\left(𝐑_a(l)𝐑_a(0)\right)^2`$ (35)
$`=`$ $`{\displaystyle \frac{2}{nL}}{\displaystyle \underset{a=1}{\overset{n}{}}}{\displaystyle \underset{\omega }{}}G_{aa}(\omega )(1e^{i\omega l})={\displaystyle \frac{2}{\beta L}}{\displaystyle \underset{\omega 0}{}}{\displaystyle \frac{1e^{i\omega l}}{M\omega ^2+\mu }},`$ (36)
which for large $`L`$ yields the expression
$$C(l)=\frac{1}{\beta \sqrt{M\mu }}(1\mathrm{exp}(l\sqrt{\mu /M}).$$
(37)
So we find that $`C(l)`$ is independent of the disorder and is the same as that of a free chain.
## III Numerical Procedure
In order to check the validity of the analytical solution we will have to numerically compute the quenched average of certain physical properties of the polymer. This is a rather computationally intensive task because of the difficulty of evaluating the partition sum, and also because all quantities will then have to be averaged over many realizations of the random potential. In this paper we will only concentrate on the case $`d=1`$. Although this does not correspond to a physical polymer ($`d=3`$) we will still be able to check the validity of our analytical results for the special case $`d=1`$. In the context of the quantum particle in a random potential this case corresponds to a particle in a one dimensional random potential.
We evaluate the path integral (3) numerically by mapping it to the associated Schrödinger equation. In dimension $`d=1`$ this mapping (see Ref. Eqs. (3.12)-(3.18)) is given by
$$Z(R,R^{};L)=_{R(0)=R^{}}^{R(L)=R}[dR(u)]\mathrm{exp}\left(\beta H[R(u)]\right)=R|\mathrm{exp}(\beta L\widehat{H})|R^{},$$
(38)
where
$$\widehat{H}=\frac{1}{2M\beta ^2}\frac{^2}{\widehat{R}^2}+\frac{\mu }{2}\widehat{R}^2+V(\widehat{R}).$$
(39)
We compute the matrix element by expanding it in terms of the energy eigenstates of $`\widehat{H}`$
$$R|\mathrm{exp}(\beta L\widehat{H})|R^{}=\underset{n}{}\mathrm{exp}(\beta LE_n)\mathrm{\Phi }_n(R)^{}\mathrm{\Phi }_n(R^{}).$$
(40)
In order to compute the eigenvalues and eigenvectors numerically we solve the Schördinger equation on a one dimensional lattice of $`N`$ sites . The lattice Hamiltonian is then an $`N\times N`$ matrix with matrix elements given by
$$H_{ij}=\frac{1}{2M\beta ^2\mathrm{\Delta }^2}\left(\delta _{i,j+1}+\delta _{i+1,j}\right)+\left(\frac{\mu }{2}\mathrm{\Delta }^2(iN/2)^2+V(i)\right)\delta _{i,j}$$
(41)
where the lattice spacing is $`\mathrm{\Delta }=S/N`$, and where $`S`$ is the system size. Since we are interested in the continuum limit $`\mathrm{\Delta }`$ will be kept small. Note that the index $`i`$ corresponds to the position $`R_i=\mathrm{\Delta }i`$. The eigenvalues and eigenvectors can now be found directly by diagonalizing the matrix using a standard numerical routine . Once these are known we can construct the partition sum at any value of $`L`$ using Eq. (40).
The random potential $`V(R)`$ is generated by first generating a Gaussian correlated random potential $`V_\xi (R)`$ that satisfies
$$V_\xi (R)V_\xi (R^{})\mathrm{exp}\left((RR^{})^2/\xi ^2\right).$$
(42)
Since we are making a lattice approximation we need a sequence of $`N`$ numbers $`\{V_\xi (i)\}_{i=1,..,N}`$ that obey $`V_\xi (i)V_\xi (i+l)G(l)`$, where in this case $`G(l)=\mathrm{exp}\left(\mathrm{\Delta }^2l^2/\xi ^2\right)`$. These numbers will then be placed on the $`N`$ lattice sites in the given order. To generate such numbers we use a method described in reference . The procedure is to first generate a sequence of $`N`$ uncorrelated random numbers $`\{U(i)\}`$ with a Gaussian distribution. These numbers are then fast Fourier transformed, using a standard numerical routine , to yield the sequence $`\{\stackrel{~}{U}(i)\}`$. Next, we calculate the $`N`$ numbers defined by $`\stackrel{~}{W}(i)=\sqrt{\stackrel{~}{G}(i)}\stackrel{~}{U}(i)`$, where $`\stackrel{~}{G}(i)`$ is defined as the Fourier transform of the correlation function $`G(i)`$. Finally, taking the inverse Fourier transform of the sequence $`\{\stackrel{~}{W}(i)\}`$, yields $`\{W(i)\}`$, the sequence with the desired correlation function $`G(i)`$. Now, in order to generate quadratic correlations we choose $`\xi `$ such that the Gaussian correlation function is well approximated by its leading quadratic term over the range of the system size. The approximate condition for this to hold is that $`\xi /S1/\sqrt{2}`$. In this way we generate a well defined set of random numbers which obey approximately the correlation function given in Eq. (11).
In Fig. 1 we plot a correlation function that is generated by the above method. On the same graph we plot the corresponding quadratic approximation. Notice that in this case when $`\left|RS/2\right|10`$ the quadratic approximation begins to deviate from the generated correlation function. This discrepancy turns out to be unimportant as long the quantities that are numerically computed (such as end to end distance) do not exceed this range of validity.
In order to reduce errors due to the finite size of the lattice we found it useful to take our sample of random numbers from a set which was about five times $`N`$. In all cases we tested the reliability of the samples by directly computing the correlation function and comparing to the analytical expression for the correlation function given by Eq. (42).
## IV Results and Discussion
We discretized the Schrödinger equation on a lattice of size $`N=200`$. Once the eigenvalues and eigenvectors are known then we can approximate, for instance the mean squared displacement, for each random sample. We then average over the samples to get an approximation to the quenched average. For simplicity we set $`M=1/2`$ and $`\beta =1`$ for all cases.
In Fig. 2 we graph the mean squared displacement with one endpoint fixed as a function of $`L`$. We do this for two different number of samples in order to check convergence towards the corresponding analytical solution. Note that in the labels of the plots the average over the disorder is denoted by a second set of brackets rather than an overbar. In Fig. 3 we graph $`\overline{R_T(L)^2}`$ as a function of $`L`$. We use the same parameters as in Fig. 2. It is clear from the graphs that the numerical results are consistent with the exact curve. As the number of the samples is increased the numerical curves get closer to the analytical solution. In Fig. 4 we plot $`\overline{R_F^2(L)}`$ vs. $`L`$. This quantity is computed numerically using the expression given in Eq. (5). We found that the numerical results were extremely close to the analytical prediction after averaging over only $`200`$ samples.
We now turn our attention to the quantity $`\overline{R_Q^2(L)}`$, which was discussed in the introduction. In Fig. 5. we graph $`\overline{R_Q^2(L)}`$ vs. $`L`$. In order to visualize the predicted shift in Eq. (32) we include the exact solution of the zero disorder case. We use the same parameters as the previous figures.
Again, we find close agreement between the computational results and the analytical solution. The shift due to the disorder is clearly evident and is very close to the predicted value. In Fig. 6 we plot $`\overline{R_Q(L)^2}`$ vs. $`L`$ and compare with a plot of the analytical solution in Eq. (34). For small $`L`$ there appears to be a discrepancy between the data and the analytical solution, whereas for larger $`L`$ the two curves are very close. This is due to the fact that the random potential is generated on a grid with grid size of 0.2. Thus for L shorter than 0.2 the particle can not see the random potential and $`\overline{R_Q(L)^2}`$ vs. $`L`$ should average to zero. Indeed the significant deviation occurs on this length scale.
Finally, we turn our attention to the quantity $`C(l)`$. It was evaluated numerically from the expression given in Eq. (12). In Fig. 7 we plot $`C(l)`$ vs. $`l`$ with $`L`$ large and fixed.
It is clear from the graphs that the numerical solutions are consistent with the exact analytical solution. As expected, as the number of samples is increased the numerical results get closer and closer to the exact curve. Based on these results we can safely conclude that the replica calculation is indeed correct and does describe the averaged properties of the polymer.
It is interesting to study the infinite volume limit $`\mu 0`$. Here, the polymer does not see the confining harmonic potential and its properties are determined only by the random potential. Taking the $`\mu 0`$ limit the exact expressions simplify to
$$\overline{𝐑_T^2(L)}=\frac{d}{\beta M}L+\frac{d\sigma }{M^2}L^4,$$
(43)
$$\overline{𝐑_T^2(L)^2}=\frac{d\sigma }{M^2}L^4.$$
(44)
Notice that in the no disorder case $`(\sigma =0)`$ the later quantity is zero, but once the disorder is turned on it scales like $`L^4`$ with a coefficient that is independent of temperature. Also, Eq. (43) indicates that for small $`L`$ the polymer wanders diffusively but for larger $`L`$ it wanders much faster than diffusion. In Fig. 8 we plot $`\overline{R_T(L)^2}`$ vs. $`L`$ when $`\mu `$ is chosen to be very small. On the same graph we plot Eq. (44).
In Fig. 9 we plot $`\overline{R_T^2(L)R_T(L)^2}`$ vs. $`L`$. On the same graph we include the analytical prediction.
It is clear that the numerical results agree well with the analytical predictions. Also, from Eq. (32) we see that the quantity $`\overline{𝐑_Q^2(L)}`$ diverges as $`\mu 0`$. This implies that the boundary conditions on the chain are crucial in determining which quantities are well defined in the infinite volume limit.
The physical consequences of our results are surprising and may seem counter intuitive at first glance. The very long range correlations of the random potential lead to a very fast wandering of the free end of a tethered chain. However, the deviation from the average position $`\overline{𝐑_T^2(L)𝐑_T(L)^2}`$ does not depend on the random potential. Also, if both ends are free to move then the end to end distance $`\overline{𝐑_F^2(L)}`$ behaves as if there is no random potential. This behavior can make more sense if we study the nature of the random potential samples that satisfy the quadratic correlation. We find that the typical random potential (see Fig. 10) is smooth and slowly varying on short scales but contains peaks and valleys on scales close to the system size.
So as $`L`$ is increased the polymer has a greater tendency to be found in the deepest potential well in the sample, which, for large sample sizes, is on average located very far from the fixed end of the polymer. So for the case when one end is fixed we expect the end to end distance to grow very fast with $`L`$, as the bulk (center of mass) of the polymer moves far away from the fixed end. This behavior is the same as in the case of short range correlations , where the polymer will typically form a tadpole conformation with the tail tethered to the origin and the head far away in some region of low potential. On the other hand, when both ends are free the entire polymer will simply curl up in the region of low potential and the end to end distance should depend only on the local behavior of the random potential. Now, since the potential samples are smooth and slowly varying on short scales we do not expect the disorder to have much of an effect on the local behavior of the polymer. What is very interesting though is the fact that the chain that is free to move behaves as if the random potential has no effect at all. Similarly, the fluctuations around the average position in the case when one end is fixed turn out to be totally independent of disorder. This is expected to be a special feature of the quadratically correlated random potential, and is not likely to hold in the general case of long range correlations. See discussion below about the crossover to shorter ranged correlations of the disorder.
It is useful to compare our results with those for directed polymers. Here, the arc-length $`u`$ corresponds to the distance along the directed axis which is a fixed direction in real space, and the vector $`𝐑(u)`$ is the position of the directed line in the transverse hyper-plane. In that case the random potential is usually taken to depend on $`u`$ and satisfy
$$V(𝐑,u)V(𝐑^{},u^{})=\delta (uu^{})f\left((𝐑𝐑^{})^2\right),$$
(45)
i. e. the random potential is taken to be uncorrelated along the directed axis, unlike the situation described in Eqs. (1,2) were the random potential is independent of $`u`$. Parisi has shown that if $`f`$ is quadratic, then the mean squared displacement of one end of the directed polymer satisfies $`\overline{𝐑_T^2(L)}L^3`$ . This is to be compared with the $`L^4`$ dependence that we have found for the case when the random potential is independent of $`u`$.
To explain the different scaling we employ a Flory-type argument similar to the argument used in for directed polymers. Allowing for a rescaling of the arc-length variable $`u`$ by a scale $`\mathrm{}`$, i.e. $`u\mathrm{}u`$ and the position variables $`𝐑(u)\mathrm{}^\zeta 𝐑(\mathrm{}u)`$ we see that the random potential which satisfies Eq. (2) with a correlation function behaving in general like
$`f\left((𝐑𝐑^{})^2\right)const.{\displaystyle \frac{2\sigma }{1\alpha }}\left(𝐑𝐑^{}\right)^{2(1\alpha )},`$ (46)
scales like $`\mathrm{}^\lambda `$ with
$`2\lambda =\zeta 2(1\alpha )`$ (47)
The difference with directed polymers is that in that case one has to subtract a 1 from the right hand side of Eq. (47) because of the delta function in Eq (45). Now in a Flory argument one assumes that the two terms in the hamiltonian given in Eq. (1) scale the same way (here we consider only the case of $`\mu =0`$, since $`\mu 0`$ breaks scale invariance). Since the ’kinetic’ energy term scales like $`\mathrm{}^{2\zeta 2}`$, and this should be equal to $`\mathrm{}^\lambda `$, we see that
$`\zeta ={\displaystyle \frac{2}{1+\alpha }}.`$ (48)
Thus $`\overline{𝐑_T^2(L)}L^{4/(1+\alpha )}`$ as opposed to $`L^{3/(1+\alpha )}`$ for directed polymers. In the quadratic case $`\alpha =0`$, and we get the $`L^4`$ behavior we were looking for. Notice that we derived here a prediction for the behavior of $`\overline{𝐑_T^2(L)}`$ for the case of long ranged correlations of the disorder which are not quadratic but are characterized by a power law determined by the value of $`\alpha `$. Thus the power of $`L`$ will decrease for shorter ranged correlations than quadratic. It is interesting to assess the accuracy of the Flory argument in practice. In the function $`\overline{𝐑_T^2(L)𝐑_T(L)^2}`$ or in $`\overline{𝐑_F^2(L)}`$ the leading power of $`L`$ cancells out and one is left with a subleading $`L^1`$ behavior (for quadratic correlations).
Within this toy model it is interesting to compare the differences between the annealed and the quenched averages. The annealed average applies when the obstacles in the medium are randomly placed and mobile. In this case the replica trick is not necessary and the random potential can be averaged directly. Alternatively one can use the results obtained with $`Z_n`$ but instead of taking $`n`$ to 0, substituting $`n=1`$. We easily find that
$$\overline{𝐑_T^2(L)}=\frac{𝑑\mathrm{𝐑𝐑}^2\overline{Z(\mathrm{𝟎},𝐑,L)}}{𝑑𝐑\overline{Z(\mathrm{𝟎},𝐑,L)}}\frac{1}{\sqrt{\sigma L}},$$
(49)
when $`L`$ is large, and where we have taken the $`\mu 0`$ limit. So in an annealed medium with long range quadratic correlations a very long polymer chain will collapse around the tethered end. Similarly, we find that $`\overline{𝐑_F^2(L)}1/\sqrt{\sigma L}`$, and so if both ends are free then the polymer will collapse in the same way. This behavior is in stark contrast to the quenched case where the effects of the random medium is quite different.
For the case of short ranged correlations and a chain that is free to move one usually argues that the annealed and quenched averages coincide in the infinite volume limit. This is due to the fact that the system can be divided into subregions, much larger than the chain, each containing a different realization of the potential. The moving chain can sample all of these and find a realization very similar to the one it induces around itself in the annealed case. But this argument does not apply to the case of long ranged correlations of the random potential, with the correlation length larger than the system size, since such a division to subregions will not yield independent realizations.
It will be interesting to investigate how the physical properties that we have found change as we move towards the regime of short range correlations. In our model we can control the correlation length by varying the parameter $`\xi `$ in Eq. (42) i.e. in the Gaussian form. For small $`\xi `$ the correlation is certainly not quadratic, and it approaches a $`\delta `$-function in the limit $`\xi 0`$. For arbitrary $`\xi `$ we expect that the average mean displacement squared in $`d=1`$ will scale as $`\overline{R_T(L)^2}L^{\gamma (\xi )}`$. Numerically, we can estimate the exponent $`\gamma (\xi )`$ by performing a linear fit to the plot of $`\mathrm{log}\overline{R_T(L)^2}`$ vs. $`\mathrm{log}L`$ and measuring the slope. For short range correlations we found that the numerical method described in Sec. III was unreliable. The reason for this is that the sum over energy eigenfunctions in Eq. (40) is unstable since a typical overlap $`\mathrm{\Phi }_n(R)^{}\mathrm{\Phi }_n(R^{})`$ (for short range correlations) is a number on the order of $`10^{15}`$. However, we were able evaluate Eq. (40) accurately for all $`\xi `$ by solving the Schrödinger equation on a lattice using a fourth order Runge-Kutta algorithm with a very small time step ($`t10^4`$). We found that for large $`L`$ the quantity $`\overline{R_T(L)^2}`$ saturates at a constant value due to the finite size of the system, and so we do not expect a power law scaling for large $`L`$. However, for $`L`$ sufficiently small (before the onset of saturation) the mean displacement squared does obey a power law and a linear fit on a log-log plot was excellent for all $`\xi `$.
In Fig. 11 we plot $`\gamma `$ vs. $`1/\xi ^2`$ for a range of $`\xi `$. For each point we averaged over $`8000`$ samples on a lattice of size $`N=300`$, and in all cases the strength of the random potential is taken to be large ($`g1`$).
We can see from the plot that $`\gamma `$ falls from $`4`$, in the case of very long range correlations, to about $`2.5`$ for very short range correlations. The case of delta correlated random potentials has been studied by Nattermann using Flory arguments. Nattermann finds that for strong disorder ($`g1`$) the mean squared displacement behaves like $`\overline{R_T(L)^2}L^2\sqrt{g}\left(\mathrm{ln}(L)\right)^{3/2}`$ in $`d=1`$. It is clear from Nattermann’s arguments that $`\overline{R_T(L)^2}\overline{R_T(L)^2}`$, and so it is safe to compare our numerical results with his analytical expression. So while we find a scaling that is slightly faster than balistic ($`L^{2.5}`$), Nattermann finds a weakly subballistic behavior ($`L^2\mathrm{ln}(L)^{(3/2)}`$). Nevertheless, it is comforting to see that both results are fairly close to a balistic scaling ($`L^2`$).
We now turn our attention to the chain that is free to move. Here, we find that for short range correlations ($`\xi \sqrt{5}`$) the end-to-end distance rises linearly for small $`L`$ and saturates at a constant value for large $`L`$. This saturation is not due to the finite size of the system since it occurs at a value of $`L`$ far less than the length at which a free chain would saturate. Typically, for $`L1`$ we find that $`\overline{R_F^2(L)}L^0`$ as compared to $`\overline{R_F^2(L)}L`$ when the correlations are long range and quadratic. In order to quantify this crossover between the long and short range behavior we assume that the scaling relation $`\overline{R_F^2(L)}L^{\delta (\xi )}`$ holds for $`L1`$. Again we can estimate the exponent $`\delta (\xi )`$ by measuring the slope of the line in a linear fit of $`\mathrm{log}\overline{R_F^2(L)}`$ vs. $`\mathrm{log}L`$.
In Fig. 12 we plot $`\delta `$ vs. $`1/\xi ^2`$ for a range of $`\xi `$.
We computed the end-to-end distance for $`L`$ in the range $`5<L<10`$. For each point we averaged over $`1000`$ samples on a lattice of size $`N=200`$, and in all cases the strength of the random potential is taken to be large ($`g1`$). We can see from the graph that as the correlation range is decreased $`\delta `$ falls rapidly from about $`1`$ to a value close to zero. This implies that the behavior of $`\overline{R_F^2(L)}`$ is very strongly dependent on the correlation range. These results are consistent with the Flory arguments in Ref. where it is predicted that a long polymer in a delta correlated random potential will have fixed size i.e. $`R^2L^0`$ in a sample of finite volume, and with the variational results of Ref. (see also ).
## V Concluding Remarks
In this paper we presented a model of a polymer chain in a quenched random media which was exactly solvable using the replica method. The analytical results were subsequently found to be in close agreement with a numerical solution in $`d=1`$. Based on these results we can safely conclude that the replica method is accurate in describing the averaged properties of the polymer. The physical picture that emerged was interesting and somewhat surprising. We found that a quadratically correlated disorder has a major effect on the size of a polymer with one end fixed, but has no effect on the size of a chain that is free to move and find an optimal position. We also found that the quenched and annealed cases are rather different: In the annealed case a long chain collapses to a point.
Overall, we have learned that chain properties depend strongly on the correlation range of the random media. However, there are still some open problems. For instance, it would be very useful to have an analytical derivation of the results depicted in Figs. 11,12. Also, it may be fruitful to investigate various non-equilibrium properties of polymer chains in long range correlated random media, such as transport properties and chain dynamics. We hope that our results for the simple case of quadratic correlations will be a useful starting point for a more detailed analysis of these problems.
###### Acknowledgements.
Y.Y.G. acknowledges support from the US Department of Energy (DOE), grant No. DE-G02-98ER45686.
##
Here we show some of the intermediate steps that lead to Eq. (21). We first write the replicated partition sum as
$$Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)=\frac{1}{(2\pi )^{d/2}}𝑑𝝀e^{𝝀^2/2}Z(\{𝐑_a\},\{𝐑_a^{}\};L,𝝀),$$
(50)
where
$$Z(\{𝐑_a\},\{𝐑_a^{}\};L,𝝀)=\underset{a=1}{\overset{n}{}}_{𝐑_a(0)=𝐑_a}^{𝐑_a(L)=𝐑_a^{}}[d𝐑_a]e^{\beta H_a(𝝀)}.$$
(51)
After performing the path integrals using equations $`(3.393.41)`$ in , we get
$$Z(\{𝐑_a\},\{𝐑_a^{}\};L,𝝀)=N_0e^{\beta \mathrm{\Phi }},$$
(52)
where
$`\mathrm{\Phi }`$ $`=`$ $`A\left({\displaystyle 𝐑_a^2}+{\displaystyle 𝐑_a^2}\right)+B\left({\displaystyle 𝐑_a}+{\displaystyle 𝐑_a^{}}\right)𝐚+2C{\displaystyle 𝐑_a𝐑_a^{}}+nD𝐚^2,`$ (53)
with
$`A`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\mu ^{}M}\mathrm{coth}\left(L\sqrt{\mu ^{}/M}\right)`$ (54)
$`B`$ $`=`$ $`\sqrt{\mu ^{}M}\left[\mathrm{cosh}\left(L\sqrt{\mu ^{}/M}\right)1\right]\left[\mathrm{sinh}\left(L\sqrt{\mu ^{}/M}\right)\right]^1`$ (55)
$`C`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{\mu ^{}M}[(\mathrm{sinh}\left(L\sqrt{\mu ^{}/M}\right)]^1`$ (56)
$`D`$ $`=`$ $`BL\mu ^{}/2,`$ (57)
$`𝐚`$ $`=`$ $`{\displaystyle \frac{2}{\mu ^{}}}\sqrt{\sigma }𝝀.`$ (58)
The exact form of the normalization $`N_0`$ is unimportant as it will cancel out later. The next step is to perform the Gaussian integrals over the $`𝝀`$ variables in Eq. (50). This yields
$`Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)`$ $`=`$ $`N_1\mathrm{exp}\{U({\displaystyle }𝐑_a^2+{\displaystyle }𝐑_a^2)V({\displaystyle }𝐑_a+{\displaystyle }𝐑_a^{})^2`$ (59)
$``$ $`2W{\displaystyle }𝐑_a𝐑_a^{}\},`$ (60)
with
$`U`$ $`=`$ $`\beta A`$ (61)
$`V`$ $`=`$ $`{\displaystyle \frac{2\sigma \beta ^2B^2}{\mu _{}^{}{}_{}{}^{2}+8\beta \sigma nD}}`$ (62)
$`W`$ $`=`$ $`\beta C.`$ (63)
Now, for arbitrary $`n`$ we can write
$`𝐑_1^2(L)`$ $`=`$ $`{\displaystyle \frac{𝑑𝐑_1\mathrm{}𝑑𝐑_n𝐑_1^2Z_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}{𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}}`$ (64)
$`=`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \frac{d}{dU}}\mathrm{ln}{\displaystyle 𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}`$ (65)
$`=`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \frac{d}{2}}{\displaystyle \frac{d}{dU}}\mathrm{ln}\left[{\displaystyle \frac{\pi ^n}{U^{n1}(U+nV)}}\right]`$ (66)
$`=`$ $`{\displaystyle \frac{d}{2}}\left({\displaystyle \frac{1}{U}}{\displaystyle \frac{V}{U(U+Vn)}}\right).`$ (67)
We have used the fact that the eigenvalues of the matrix associated with the quadratic form in Eq. (60) are $`U`$ with multiplicity $`n1`$ and $`U+nV`$ with multiplicity 1, and the determinant is the product of the eigenvalues. The $`n0`$ can now be safely taken to yield
$$\overline{𝐑_T^2(L)}=\underset{n0}{lim}𝐑_1^2=\frac{d}{2\beta A}+\frac{\sigma d}{\mu ^2}\left(\frac{B}{A}\right)^2.$$
(68)
which simplifies to yield Eq. (21).
To calculate $`\overline{𝐑_T(L)^2}`$ we use
$`\overline{𝐑_T(L)^2}`$ $`=`$ $`{\displaystyle \frac{𝑑𝐑_1\mathrm{}𝑑𝐑_n𝐑_1𝐑_2Z_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}{𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}}`$ (69)
$`=`$ $`{\displaystyle \frac{1}{n(n1)}}\left({\displaystyle \frac{d}{dU}}{\displaystyle \frac{d}{dV}}\right)\mathrm{ln}{\displaystyle 𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{\mathrm{𝟎}\},\{𝐑_a\};L)}`$ (70)
$`=`$ $`{\displaystyle \frac{1}{n(n1)}}{\displaystyle \frac{d}{2}}\left({\displaystyle \frac{d}{dU}}{\displaystyle \frac{d}{dV}}\right)\mathrm{ln}\left[{\displaystyle \frac{\pi ^n}{U^{n1}(U+nV)}}\right]`$ (71)
$`=`$ $`{\displaystyle \frac{d}{2}}\left({\displaystyle \frac{V}{U(U+Vn)}}\right).`$ (72)
Next, we show how to calculate $`\overline{𝐑_F^2(L)}`$.
$`\overline{𝐑_F^2(L)}`$ $`=`$ $`{\displaystyle \frac{d𝐑_ad𝐑_a^{}\left(𝐑_1𝐑_1^{}\right)^2Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)}{d𝐑_ad𝐑_{}^{}{}_{a}{}^{}Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)}}.`$ (73)
$`=`$ $`{\displaystyle \frac{1}{n}}\left({\displaystyle \frac{d}{dU}}{\displaystyle \frac{d}{dW}}\right)\mathrm{ln}{\displaystyle d𝐑_ad𝐑_a^{}Z_n(\{𝐑_a\},\{𝐑_a^{}\};L)}`$ (74)
$`=`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \frac{d}{2}}\left({\displaystyle \frac{d}{dU}}{\displaystyle \frac{d}{dW}}\right)\mathrm{ln}\left[{\displaystyle \frac{\pi ^{2n}}{(U+W)^{n1}(UW)^n(U+W+2nV)}}\right]`$ (75)
$`=`$ $`{\displaystyle \frac{d}{UW}}={\displaystyle \frac{d}{\beta (AC)}},`$ (76)
which yields Eq. (24).
Finally, we calculate $`\overline{𝐑_Q^2(L)}`$. This is given by
$`\overline{𝐑_Q^2(L)}`$ $`=`$ $`{\displaystyle \frac{𝑑𝐑_1\mathrm{}𝑑𝐑_n𝐑_1^2Z_n(\{𝐑_a\},\{𝐑_a\};L)}{𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{𝐑_a\},\{𝐑_a\};L)}}`$ (77)
$`=`$ $`{\displaystyle \frac{1}{2n}}{\displaystyle \frac{d}{dU}}\mathrm{ln}{\displaystyle 𝑑𝐑_1\mathrm{}𝑑𝐑_nZ_n(\{𝐑_a\},\{𝐑_a\};L)}`$ (78)
$`=`$ $`{\displaystyle \frac{1}{2n}}{\displaystyle \frac{d}{2}}{\displaystyle \frac{d}{dU}}\mathrm{ln}\left[{\displaystyle \frac{\pi ^n}{[2(U+W)]^{n1}2(U+W+2nV)}}\right]`$ (79)
$`=`$ $`{\displaystyle \frac{d}{4}}\left({\displaystyle \frac{1}{U+W}}{\displaystyle \frac{2V}{(U+W)(U+W+2nV)}}\right).`$ (80)
In the limit $`n0`$ we obtain
$`\overline{𝐑_Q^2(L)}`$ $`=`$ $`{\displaystyle \frac{d}{4}}\left({\displaystyle \frac{1}{U+W}}{\displaystyle \frac{2V}{(U+W)^2}}\right)`$ (81)
$`=`$ $`{\displaystyle \frac{d\sigma }{\mu ^2}}\left({\displaystyle \frac{B}{A+C}}\right)^2+{\displaystyle \frac{d}{4\beta (A+C)}},`$ (82)
which gives rise to Eq. (32). $`\overline{𝐑_Q(L)^2}`$ is calculated similarly from $`𝐑_1𝐑_2`$ and one obtains $`4\sigma d/\mu ^2`$ in agreement with Eq. (34).
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